Results9 Oct 2026cvd_breakout_flow_results.md

H3 — Flow-Confirmed Breakout Continuation — Results (exploratory, 2026)

universe (62): 1000PEPEUSDT, AAVEUSDT, ADAUSDT, AKEUSDT, ALGOUSDT, APTUSDT, ARBUSDT, ASTERUSDT, AVAXUSDT, BCHUSDT, BNBUSDT, BTCUSDT ...
timeframe 1h · horizon 4h · lookback 48 · flow_window 4
breakout events (design+test): 6806

Notes

Exploratory: single regime (2026), in-sample; n=62 perp symbols.

Primary: event pooled rank IC(flow_align_z, oriented return)

period	IC	n
design	-0.0296	2666
test	-0.0146	4140

test IC 95% bootstrap CI: [-0.0504, 0.0259]

Horizon consistency (test event IC)

horizon	IC
1h	-0.0179
4h	-0.0146
24h	-0.0115
3d	-0.0086

Test quintiles (flow_align_z → return / failure rate)

qubit	n	mean	median	fail_rate
0	828	0.00078	-0.00107	0.588
1	828	0.00037	-0.00156	0.599
2	828	0.00072	-0.00073	0.540
3	828	0.00148	-0.00154	0.504
4	828	0.00077	-0.00154	0.441

Matched control (high − low alignment)

spread: 21.83 bps (CI [-27.57, 62.67])
n: 4140

Incremental regression (flow_align_z coefficient)

coef: -0.00093 (CI [-0.00235, 0.00047])

Per-symbol test event IC

symbol	IC	n
1000PEPEUSDT	-0.0050	64
AAVEUSDT	0.1447	68
ADAUSDT	-0.1407	72
AKEUSDT	0.3050	53
ALGOUSDT	-0.2408	70
APTUSDT	-0.0143	75
ARBUSDT	-0.1076	65
ASTERUSDT	-0.1422	61
AVAXUSDT	0.0053	58
BCHUSDT	0.2586	63
BNBUSDT	-0.0775	67
BTCUSDT	-0.0660	71
BTWUSDT	0.0383	41
CRVUSDT	-0.0417	76
CTSIUSDT	0.1391	62
DOGEUSDT	-0.0807	64
DOTUSDT	-0.0537	72
DRAMUSDT	0.1315	58
ENAUSDT	0.0334	77
ETHFIUSDT	0.1782	73
ETHUSDT	-0.2388	63
FETUSDT	-0.0882	75
FILUSDT	-0.1731	66
GTCUSDT	-0.2620	64
HBARUSDT	-0.2424	70
HYPEUSDT	-0.0963	75
INJUSDT	0.0131	76
JCTUSDT	-0.0576	64
JUPUSDT	-0.1387	67
LINKUSDT	-0.0428	67
LITUSDT	0.0506	71
LTCUSDT	-0.0608	69
METUSDT	-0.0687	67
MINAUSDT	-0.1380	68
NEARUSDT	0.0160	74
OGNUSDT	-0.0533	62
ONDOUSDT	0.1061	72
ONUSDT	0.0503	62
ORCAUSDT	-0.1301	67
PENGUUSDT	0.1000	69
PONSUSDT	-0.1000	5
PUMPUSDT	0.0632	74
PYTHUSDT	0.0674	72
QNTUSDT	-0.0236	70
RAYSOLUSDT	-0.0044	73
RLCUSDT	0.0702	72
SANDUSDT	0.0485	64
SOLUSDT	0.1486	74
STRKUSDT	-0.0425	67
SUIUSDT	-0.0872	66
TAOUSDT	-0.2236	67
TIAUSDT	0.1463	69
TRUMPUSDT	0.1202	60
UNIUSDT	0.0694	59
VVVUSDT	-0.0365	69
WLDUSDT	-0.0087	76
WUSDT	-0.1122	70
XLMUSDT	0.1138	72
XRPUSDT	-0.1736	68
ZECUSDT	0.0438	73
ZROUSDT	-0.0504	75
龙虾USDT	-0.0960	67

Robustness sweep (test event IC)

timeframe	lookback	flow_window	design_ic	test_ic	n_events
15m	24	1	-0.0076	-0.0008	37610
15m	24	4	-0.0185	-0.0008	37610
15m	24	12	-0.0110	-0.0013	37610
15m	48	1	-0.0177	-0.0025	27866
15m	48	4	-0.0257	-0.0091	27866
15m	48	12	-0.0166	-0.0024	27866
15m	96	1	-0.0060	-0.0070	19251
15m	96	4	-0.0127	-0.0028	19251
15m	96	12	-0.0125	-0.0077	19251
1h	24	1	-0.0163	-0.0246	9340
1h	24	4	-0.0437	-0.0123	9340
1h	24	12	-0.0560	-0.0173	9340
1h	48	1	-0.0073	-0.0153	6806
1h	48	4	-0.0296	-0.0146	6806
1h	48	12	-0.0787	0.0043	6806
1h	96	1	-0.0218	-0.0590	4651
1h	96	4	-0.0500	-0.0353	4651
1h	96	12	-0.0773	-0.0106	4651
4h	24	1	-0.1763	0.0472	2343
4h	24	4	-0.1740	0.0332	2343
4h	24	12	-0.0831	0.0161	2343
4h	48	1	-0.1549	0.0482	1720
4h	48	4	-0.1561	0.0262	1720
4h	48	12	-0.0759	0.0280	1720
4h	96	1	-0.1985	0.0299	1178
4h	96	4	-0.2076	0.0165	1178
4h	96	12	-0.1273	0.0201	1178

Verdict: NO EDGE (H0)

#	criterion	pass
R1		❌
R2		❌
R3		❌
R4		❌
R5		❌
R6		❌
R7		❌

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