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I Tested 7 Crypto Models. The Best Signal Failed the Cost Test.

Huber regression had the strongest predictive ranking in my crypto model comparison: mean out-of-sample Spearman IC +0.055 . Its selected trades nevertheless averaged −7.74 basis points after modeled costs . The tree model with the least negative result was an XGBoost configuration at −1.73 bps. It…

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  1. 2026-10-30 09:17 · DEV Community — Machine Learning
    I Tested 7 Crypto Models. The Best Signal Failed the Cost Test.

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