H-010: Stablecoin-growth timing (H-006) beats buy-and-hold on 8 independent coins

Fail Family: flows · Status: rejected

Does stablecoin growth help time altcoins? The idea did not beat simply buying the coin and holding it. It is rejected.

Result

early: wins 1/8 (need 7), beats buy-and-hold 1/8; recent: wins 5/8 (need 7), beats buy-and-hold 5/8

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

Asset	Period	Sharpe	Hold Sharpe	CAGR	Hold CAGR	Max drawdown	Hold drawdown	In market	p-value	Beats hold	Counts as win
BNBUSDT	early (2019-01-01 → 2021-12-31)	1.55	1.86	+179.3%	+336.8%	-53.5%	-76.1%	51%	0.264	no	no
BNBUSDT	recent (2022-01-01 → 2026-10-13)	0.69	0.42	+20.4%	+8.1%	-37.6%	-62.9%	45%	0.070	yes	yes
XRPUSDT	early (2019-01-01 → 2021-12-31)	0.68	0.82	+23.5%	+33.5%	-66.2%	-71.6%	51%	0.330	no	no
XRPUSDT	recent (2022-01-01 → 2026-10-13)	0.53	0.51	+15.2%	+11.0%	-58.7%	-72.0%	45%	0.193	yes	yes
ADAUSDT	early (2019-01-01 → 2021-12-31)	1.40	1.59	+133.5%	+218.0%	-54.9%	-76.3%	51%	0.187	no	no
ADAUSDT	recent (2022-01-01 → 2026-10-13)	-0.02	0.02	-13.9%	-30.1%	-81.1%	-91.0%	45%	0.443	no	no
LTCUSDT	early (2019-01-01 → 2021-12-31)	1.09	1.04	+72.0%	+69.7%	-57.1%	-79.0%	51%	0.149	yes	yes
LTCUSDT	recent (2022-01-01 → 2026-10-13)	0.41	0.12	+8.4%	-16.6%	-46.5%	-72.9%	45%	0.072	yes	yes
LINKUSDT	early (2019-01-17 → 2021-12-31)	1.47	1.59	+179.1%	+247.5%	-60.5%	-73.7%	50%	0.154	no	no
LINKUSDT	recent (2022-01-01 → 2026-10-13)	0.61	0.33	+20.9%	-8.3%	-66.0%	-81.7%	45%	0.072	yes	yes
DOGEUSDT	early (2019-07-06 → 2021-12-31)	0.96	1.20	+72.3%	+356.3%	-60.6%	-77.2%	45%	0.348	no	no
DOGEUSDT	recent (2022-01-01 → 2026-10-13)	0.02	0.27	-14.1%	-13.6%	-81.0%	-85.2%	45%	0.658	no	no
XLMUSDT	early (2019-01-01 → 2021-12-31)	0.64	0.81	+21.7%	+34.3%	-53.8%	-77.7%	51%	0.344	no	no
XLMUSDT	recent (2022-01-01 → 2026-10-13)	0.37	0.32	+6.0%	-6.8%	-75.2%	-75.7%	45%	0.255	yes	yes
TRXUSDT	early (2019-01-01 → 2021-12-31)	0.96	0.98	+56.7%	+59.1%	-53.8%	-78.2%	51%	0.145	no	no
TRXUSDT	recent (2022-01-01 → 2026-10-13)	0.48	0.74	+15.8%	+35.9%	-59.0%	-51.1%	45%	0.418	no	no

Equity curves

Growth of 1 unit, log scale, fees included. Only days on which the rule is fully defined are counted.

Asset and period:

The same rule on every coin

Exploratory check of this rule on all coins since 2022-01-01. It is not part of the verdict above.

✓works (passed the chance check)
↑better than holding, could be luck
✗worse than holding
·not enough data
original coin of the hypothesis

Coin	✓	Result	Sharpe: rule / holding	CAGR	From
BTC	↑	better than holding, could be luck	0.68 / 0.48	+17% / +12%	2022-01-01
ETH	↑	better than holding, could be luck	0.49 / 0.20	+12% / -9%	2022-01-01
SOL	↑	better than holding, could be luck	0.54 / 0.35	+16% / -10%	2022-01-01
BNB	↑	better than holding, could be luck	0.68 / 0.42	+20% / +8%	2022-01-01
XRP	↑	better than holding, could be luck	0.53 / 0.51	+15% / +10%	2022-01-01
ADA	✗	worse than holding	-0.02 / -0.01	-14% / -32%	2022-01-01
LTC	↑	better than holding, could be luck	0.41 / 0.11	+8% / -18%	2022-01-01
LINK	↑	better than holding, could be luck	0.61 / 0.30	+21% / -10%	2022-01-01
DOGE	✗	worse than holding	0.02 / 0.26	-14% / -15%	2022-01-01
XLM	↑	better than holding, could be luck	0.36 / 0.30	+6% / -9%	2022-01-01
TRX	✗	worse than holding	0.48 / 0.74	+16% / +36%	2022-01-01
EVER	✗	worse than holding	-0.42 / -0.15	-55% / -68%	2022-03-19
GRAM	↑	better than holding, could be luck	0.36 / 0.13	+5% / -17%	2023-03-14

Why it might work

Confirmation of the best flow idea on coins that played no part in designing it. Ported from F1MEBOT PREREG_CONFIRM.md.

Verdict history

2026-09-30: Fail (F1MEBOT (2026))
2026-10-14: Fail (this engine, data to 2026-10-13)

Pre-registered specification

kind: timing_rule
rule:
  type: feature_vs_rolling_quantile
  feature: stablecoin_growth_7d
  q: 0.5
  long_when: above
  lookback: 365
  min_periods: 180
  lag: 1
mode: long_flat
fee: 0.001
universe:
- BNBUSDT
- XRPUSDT
- ADAUSDT
- LTCUSDT
- LINKUSDT
- DOGEUSDT
- XLMUSDT
- TRXUSDT
periods:
- name: early
  start: '2019-01-01'
  end: '2021-12-31'
- name: recent
  start: '2022-01-01'
significance:
  method: circular_shift
  n: 1000
  alpha: 0.05
criterion:
  min_wins:
    early: 7
    recent: 7
  require_significance: false