OOS >= 2025-01-01. Null = shuffle the sizing multipliers {0.5,1.0,1.25} across gate60-long days. N perms = 3000. Rule: REJECT if p>=0.05.
| Coin | OOS days | long | active | obs lift | null mean | null p95 | p | verdict |
|---|---|---|---|---|---|---|---|---|
| ETH | 626 | 126 | 11 | +0.31 | -0.01 | +0.12 | 0.000 | SIGNAL |
| BTC | 626 | 215 | 16 | +0.01 | +0.00 | +0.11 | 0.439 | REJECT |
| SOL | 626 | 107 | 10 | +0.37 | +0.00 | +0.15 | 0.000 | SIGNAL |
| XRP | 626 | 139 | 8 | +0.10 | -0.00 | +0.10 | 0.058 | REJECT |
| LINK | 626 | 122 | 10 | +0.13 | -0.01 | +0.10 | 0.017 | SIGNAL |
| AVAX | 626 | 75 | 7 | +0.34 | +0.00 | +0.12 | 0.000 | SIGNAL |
| DOGE | 626 | 76 | 4 | +0.26 | +0.00 | +0.11 | 0.000 | SIGNAL |
| ADA | 626 | 92 | 4 | +0.27 | +0.00 | +0.12 | 0.001 | SIGNAL |
Summary: 6 of 8 coins SIGNAL
- REJECT -> the carry/basis sizing adds nothing over assigning the same multipliers at random.
- SIGNAL -> the carry/basis state decides which long days to size up/down.