Real observationsThrough 2026-08-22
Signal validation
Does strength
keep working?
We test what happens after an asset receives its score—not what happened before. Every displayed result must come from timestamped real market data.
Collecting evidenceForward evidence
What happened after first entry?
Each asset is counted once when it first enters the top or bottom 10. “Entries with gain” is the share whose own price rose over the stated horizon; it is not the long/short portfolio win rate.
| Saved cohort | Horizon | Observations | Mean return | Vs. universe | Positive rate |
|---|---|---|---|---|---|
| First top-10 entry | 7 days | 0 | — | — | — |
| First top-10 entry | 14 days | 0 | — | — | — |
| First top-10 entry | 30 days | 0 | — | — | — |
| First bottom-10 entry | 7 days | 0 | — | — | — |
| First bottom-10 entry | 14 days | 0 | — | — | — |
| First bottom-10 entry | 30 days | 0 | — | — | — |
No completed 7-day observation exists yet. This is an honest collecting state, not missing or synthetic data.
Historical walk-forward
Point-in-time,
never hindsight.
The retrospective study reconstructs each weekly universe from historical market-cap listings, then uses Binance UTC closes and trailing 30-day dollar volume. Today’s winners are never projected backward.
Not published yetHistorical study pendingThe engine is ready, but this page will not present results until the real point-in-time dataset has been downloaded, audited and published.
Live validation
Prospective evidence
is still collecting.
This separate tracker uses only rankings saved by the live app. It validates the historical study out of sample as new 7, 14 and 30-day outcomes mature.
No prospective 7-day observation has matured yet. Historical results above are complete; this live out-of-sample tracker is intentionally kept separate.
All observations come from immutable daily snapshots; missing days are not interpolated.
Cohorts measure the first saved appearance in the top or bottom 10, then 7/14/30-day absolute and universe-relative returns.
The prospective live portfolio module still uses a spot-return short proxy until its saved observations mature; it is separate from the historical funding-adjusted USD-M futures result above.