BTC/USDT Sharpe 4.39 OOS SOL/USDT Sharpe 3.40+ OOS CV 0.08–0.09 BEP 27.0% RR Ratio 5:1 Episodes 25–28k / instrument OOS Decay BTC −17% Win Rate Walk-Forward Validated BTC/USDT Sharpe 4.39 OOS SOL/USDT Sharpe 3.40+ OOS CV 0.08–0.09 BEP 27.0% RR Ratio 5:1 Episodes 25–28k / instrument OOS Decay BTC −17% Win Rate Walk-Forward Validated
EdgeFlowLab · Quantitative Research

Mean-reversion alpha
at institutional scale

Statistically validated edge on crypto perpetual futures. Walk-forward tested. Out-of-sample confirmed. Ready to scale.

Investor Overview View Evidence
5:1
Risk / Reward Ratio
TP +1.0% · SL −0.2%
27%
Break-Even Win Rate
With comm 0.04% round-trip
25–28k
Episodes per Instrument
Large sample · High reliability
CV 0.08
Temporal Stability
Threshold <0.50 · Strategy predictable
Statistical Evidence

Alpha that survives out-of-sample

Instrument Sharpe IS Sharpe OOS OOS Decay Verdict
₿ BTC/USDT Perpetual 5.30 4.39 −17% ✓ PASS
◎ SOL/USDT Perpetual 3.10 3.40+ ↑ Improved ✓ PASS
Ξ ETH/USDT Perpetual — — overfit detected ✗ Excluded
4.39
Sharpe — BTC Out-of-Sample
OOS Validated Decay −17%
5–7/8
Profitable weeks per period
Temporal Stable CV 0.08–0.09
0.08
Coefficient of Variation
Threshold <0.50 Monte Carlo Tested
Validation Methodology
Walk-Forward
Warmup 60 bars → Observe 140 bars → Shift 70 bars. No look-ahead bias. Fresh engine per window.
Monte Carlo
1000 shuffles on TpResult objects — not outcome strings. p-value computed on real P&L distribution.
Slippage Stress
Sweep 0–0.30% slippage with 500 Monte Carlo iterations per level. Robustness threshold ≥ 0.10%.
Strategy Overview

Mean-reversion
bounce strategy

Quantitative price action detection of support/resistance channel touches. Bar-by-bar TP/SL simulation. Institutional filters applied.

Strategy type Mean-reversion (bounce)
Take profit +1.0%
Stop loss −0.2%
R:R ratio 5 : 1
Commission (round-trip) 0.04%
Break-even win rate 27.0%
Leverage ×100 (isolated)
Filters Overshoot · Series SL · Hours
Instruments
₿
BTC/USDT
Crypto Perpetual
◎
SOL/USDT
Crypto Perpetual
⬡
Forex Pairs
Major currency pairs
▲
ES / NQ
US Index Futures
Ξ
ETH/USDT — Excluded (overfit detected)
Core principle
"Alpha is already found. The task is to scale it into an executable institutional-grade trading system."
Problem & Solution

6-month R&D plan

Phase 01
Execution Research
Months 1–2
  • Order book modelling (complete)
  • Fill probability analysis (complete)
  • Limit order execution logic (complete)
  • Latency profiling
Phase 02
Strategy Adaptation
Months 2–3
  • Transition to passive execution
  • TP/SL optimisation for live conditions
  • Commission sensitivity reduction
  • Per-symbol config framework
Phase 03
Simulation & Launch
Months 1–2
  • Paper trading / small capital
  • Slippage, latency, fill rate measurement
  • Rolling OOS validation
  • Data-driven Go / No-Go decision
$100k
Proof of Execution
R&D Phase 1–3
→
$500k–1M
Stabilisation
Live Trading
→
$5M+
Scale
Managed Accounts
Key condition
Phase 3 decision is data-driven with explicit milestones — no subjective assessment. If execution targets are not met, capital is not risked at scale.
Terms & Structure

Investment
terms

Investment format Simple Agreement / SAFE
R&D budget $100,000
Project duration 6 months
Investor profit share 70%
Reporting Monthly + milestones
Nature of capital R&D development cost,
not a trading deposit
Trading Entity
Paraguay / Uruguay
Operations & infrastructure
Territorial taxation
Adaptable to investor req.
Investment SPV
Uruguay / BVI / Panama
Capital intake & distribution
70% investor · 30% manager
Investors enter via SPV
Risk Analysis

x

Execution risk Primary Mitigated
If execution costs cannot be sufficiently reduced, the strategy will not be profitable at scale. Mitigation: rolling OOS validation with explicit breakeven slippage thresholds before capital deployment.
Market regime change Moderate
Market behaviour may shift, reducing the edge. Walk-forward validation across multiple regimes provides confidence in strategy robustness beyond curve-fitting.
Liquidity constraints Manageable Mitigated
Scaling to large capital is non-trivial on crypto futures. Mitigation: gradual capital increase with real-time slippage monitoring at each tier.
What this is
This is not a "trading bot". This is an R&D project converting confirmed statistical alpha into an executable institutional-grade trading system — analogous to how professional hedge funds operate.
Contact

Ready to connect

The hardest part is done — the alpha is found and validated. We're looking for a partner to scale it into an executable system of institutional quality.

[email protected]
Investor inquiries & pitch deck
@edgeflowlab
Telegram · Direct message
EdgeFlowLab.com
Website

Request investor materials

Send via email →
Or reach us directly at [email protected]