H-036: Hold coins when 7-day stablecoin growth tops its 2-year 80th percentile — Gate.io coins (EVER, GRAM)
Fail Family: flows · Status: rejected
Does a stablecoin surge help time EVER and GRAM? The idea did not beat simply buying the coin and holding it. It is rejected.
Result
gate: wins 0/2 (need 1), beats buy-and-hold 1/2
| Asset | Period | Sharpe | Hold Sharpe | CAGR | Hold CAGR | Max drawdown | Hold drawdown | In market | p-value | Beats hold | Counts as win |
|---|---|---|---|---|---|---|---|---|---|---|---|
| EVERUSDT | gate (2023-03-13 → 2026-11-03) | -0.06 | -0.16 | -19.9% | -72.1% | -80.7% | -99.2% | 20% | 0.368 | yes | no |
| GRAMUSDT | gate (2023-03-14 → 2026-11-03) | 0.07 | 0.12 | -4.5% | -17.8% | -62.9% | -85.8% | 20% | 0.293 | no | no |
Equity curves
Growth of 1 unit, log scale, fees included. Only days on which the rule is fully defined are counted.
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 | 0.53 / 0.46 | +9% / +11% | 2022-01-01 |
| ETH | ↑ | better than holding, could be luck | 0.50 / 0.19 | +10% / -9% | 2022-01-01 |
| SOL | ↑ | better than holding, could be luck | 0.42 / 0.33 | +9% / -12% | 2022-01-01 |
| BNB | ↑ | better than holding, could be luck | 1.07 / 0.39 | +26% / +7% | 2022-01-01 |
| XRP | ↑ | better than holding, could be luck | 1.10 / 0.50 | +40% / +9% | 2022-01-01 |
| ADA | ↑ | better than holding, could be luck | 0.72 / -0.03 | +23% / -33% | 2022-01-01 |
| LTC | ↑ | better than holding, could be luck | 0.64 / 0.09 | +17% / -19% | 2022-01-01 |
| LINK | ↑ | better than holding, could be luck | 0.55 / 0.29 | +15% / -11% | 2022-01-01 |
| DOGE | ↑ | better than holding, could be luck | 0.51 / 0.25 | +14% / -16% | 2022-01-01 |
| XLM | ↑ | better than holding, could be luck | 0.68 / 0.29 | +26% / -10% | 2022-01-01 |
| TRX | ✗ | worse than holding | 0.37 / 0.73 | +6% / +35% | 2022-01-01 |
| EVER | ↑ | better than holding, could be luck | 0.04 / -0.17 | -12% / -69% | 2022-03-19 |
| GRAM | ↑ | better than holding, could be luck | 0.18 / 0.12 | -0% / -18% | 2023-03-14 |
Why it might work
Gate.io line of H-034 (rule 7: the Gate coins are tested on their own line, with Gate's fee 0.2 % and slippage 0.2 % per side, from 2023-03-13 when all of them have prices; long/flat, as Gate spot cannot short). Large inflows into USDT/USDC may provide buying power for crypto; extreme growth could signal upcoming demand. The model drafted it for ETH only; widened to every coin (rule 7) on 2026-11-04, before any test.
Verdict history
- 2026-11-04: Fail (this engine, data to 2026-11-03)
Pre-registered specification
kind: timing_rule
rule:
type: feature_vs_rolling_quantile
feature: stablecoin_growth_7d
q: 0.8
long_when: above
lookback: 730
min_periods: 365
lag: 1
mode: long_flat
fee: 0.004
universe:
- EVERUSDT
- GRAMUSDT
periods:
- name: gate
start: '2023-03-13'
significance:
method: circular_shift
n: 2000
alpha: 0.0038
criterion:
min_wins:
gate: 1
require_significance: true