H-022: 用 2026-10-15 之后收集的数据复现 H-020
— 类别: 资金流 · 状态: 已注册
比特币流入交易所现在仍能预测下跌吗？ 数据正在积累中。预注册的检验将在积累一年数据后于 2027-10-15 进行。
已收集前向数据：14/365 天（3.8%）。首次检验日期 2027-10-15。
结果
暂无引擎结果：该研究仅作记录保存，不会重新运行。
同一规则在所有币上的表现
自 2022-01-01 起对该规则在所有币上的探索性检验。不属于上面的结论。
- ✓有效（通过偶然性检验）
- ↑优于持有，可能是运气
- ✗不如持有
- ·数据不足
- 原假设的币
| 币种 | ✓ | 结果 | 夏普：规则 / 持有 | CAGR | 起始 |
|---|---|---|---|---|---|
| BTC | ↑ | 优于持有，可能是运气 | 0.80 / 0.48 | +29% / +12% | 2022-01-01 |
| ETH | ↑ | 优于持有，可能是运气 | 0.55 / 0.20 | +17% / -9% | 2022-01-01 |
| SOL | ↑ | 优于持有，可能是运气 | 0.55 / 0.35 | +14% / -10% | 2022-01-01 |
| BNB | ↑ | 优于持有，可能是运气 | 0.44 / 0.42 | +10% / +8% | 2022-01-01 |
| XRP | ↑ | 优于持有，可能是运气 | 0.62 / 0.51 | +23% / +10% | 2022-01-01 |
| ADA | ↑ | 优于持有，可能是运气 | 0.08 / -0.01 | -18% / -32% | 2022-01-01 |
| LTC | ↑ | 优于持有，可能是运气 | 0.34 / 0.11 | +1% / -18% | 2022-01-01 |
| LINK | ↑ | 优于持有，可能是运气 | 0.31 / 0.30 | -5% / -10% | 2022-01-01 |
| DOGE | ↑ | 优于持有，可能是运气 | 0.52 / 0.26 | +11% / -15% | 2022-01-01 |
| XLM | ↑ | 优于持有，可能是运气 | 0.47 / 0.30 | +9% / -9% | 2022-01-01 |
| TRX | ↑ | 优于持有，可能是运气 | 0.80 / 0.74 | +40% / +36% | 2022-01-01 |
| EVER | ✗ | 不如持有 | -0.21 / -0.15 | -65% / -68% | 2022-03-19 |
| GRAM | ✗ | 不如持有 | -0.26 / 0.13 | -32% / -17% | 2023-03-14 |
为什么可能有效
H-020 passed on 2022+ data, but historical exchange-flow data can carry look-ahead bias: exchange addresses discovered later are labelled retroactively, so past flows look cleaner than they were in real time. This repeats the exact rule only on flows recorded day by day from 2026-10-15 on, as they were published. Tested after a year of such data.
结论历史
预注册规范
kind: timing_rule
rule:
type: feature_vs_rolling_quantile
feature: exnetflow_btc_7d
q: 0.8
long_when: not_above
lookback: 365
min_periods: 180
lag: 1
mode: long_flat
fee: 0.001
universe:
- BTCUSDT
periods:
- name: forward
start: '2026-10-15'
significance:
method: circular_shift
n: 2000
alpha: 0.05
criterion:
min_wins:
forward: 1
require_significance: true