{ "title": "Carry strategy research", "source": "Bybit v5 public market API", "evaluation_days": 180, "warmup_days": 7, "dataset_hashes": { "BTCUSDT": "af9fd36382badb3cc5496173e3f0e11aaf9ebd6870541666f00e0e61ab46d602", "ETHUSDT": "6e5c68fd02ec219e5fa8e01c353c4ec3eb5a9b7a9b30ddcc21528d406ba4188c", "SOLUSDT": "523e4622c8abfbe4033c3bb181dddce0ec782344cb9a2145e72f2a047b5583a6" }, "method": "Six policies compared on 120 days. Best trading candidate frozen before a 60-day holdout. 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proxy.", "Hourly decision and risk checks, not minute-level execution. Intrahour liquidation risk is not reconstructed.", "Candle-open fills plus assumed 1bp half-spread and 2bp slippage per fill; stress uses 7bp slippage.", "Actual spot/perpetual basis changes and published funding included; all evaluation positions closed at boundary with costs.", "Fixed AUD/USD 0.7207 and USDT=USD. No FX movements, depegs, custody losses, or historical fee/lot-rule changes.", "Six candidates; chosen on 120 days, checked once on 60 later days. Small single-regime sample, not proof of future profitability." ], "decision": "Run low-turnover carry with partial exposure reductions as a forward paper experiment. No validated robust profit edge; keep all three coins for comparison. No real orders." }