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. Its uncertainty interval crossed zero. LightGBM was... Weiterlesen: I Tested 7 Crypto Models. The Best Signal Failed the Cost Test.