H-002: Inverted minute signals are profitable after fees

Fail Family: intraday · Status: rejected

Does trading against RSI and MACD signals pay? The idea did not beat simply buying the coin and holding it. It is rejected.

Result

Better than random by the same margin, but the best case is +0.024%/trade before fees vs 0.04% cheapest fee (futures maker); negative after fees everywhere.

Sharpe: return per unit of risk (higher is better). CAGR: average yearly growth. Max drawdown: worst fall from a peak. p-value: chance the result is luck (lower is better). “Hold” columns are buy-and-hold for the same asset and days. Glossary

No engine results yet: this study is kept for the record and is not re-run.

Why it might work

If the ensemble is reliably wrong, the opposite trade should win.

Verdict history

2026-09-30: Fail (F1MEBOT (2026))