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14,399 Backtest Events Gave Me t = 8.20. Equal-Weighting Days Gave 1.66

A crypto-perpetual breakout simulation produced 14,399 events across 15 symbols from September 2025 to September 2026. Mean net return was +25.98 bps per event, with a naive event-level t-statistic of +8.20 . But the result depended heavily on how observations were weighted. Returns were concentrat…

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  1. 2026-10-16 16:40 · DEV Community — Machine Learning
    14,399 Backtest Events Gave Me t = 8.20. Equal-Weighting Days Gave 1.66

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