SSRNTrading, Microstructure & Execution
An Empty Region of Technical Strategy Space: 18,630 Pre-Registered Variants Across Cryptocurrency and FX
A blockchain-verified sweep of 18,630 cryptocurrency and FX trading variants found no strategies exceeding a Deflated Sharpe of 0.95, with median detectable Sharpe of 3.49 and collective underperformance versus random selection.
Featured in No. 135 on 16 Oct 2026 · 4 days after release
- Released
- 12 Oct 2026
- First featured
- No. 135 · 16 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 4 of 5
- Identifier
- SSRN 7594361
- Authors
- Mobin Moharami Gargari
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).