BTC 15-Minute Strike-Filtered Favorite
Distance-filtered favorite continuation
Inconclusive — all eight actual-print fills won and averaged +8.18%, but six training and two holdout observations are far too sparse to establish an edge.
- Category
- Prediction markets
- Window
- 2026-05-27 → 2026-06-24
- Instruments
- Polymarket BTC Up/Down
- Timeframe
- 15-minute event markets
- Tested
- 2026-06-24
Measured equity history
Recorded directly from the chronological test ledger.
Shown in the backtest's native equity or cumulative P&L units. It is not scaled to an investment amount because the published artifact does not provide a defensible capital denominator.
How it works
BackfillingThe bet
What market behavior this strategy is wagering on.
Plain-English explainer is backfilling — check back tomorrow. We publish the explanation only once it's written and reviewed, never auto-filled.
How it decides
What makes it enter, size, and exit a position.
Plain-English explainer is backfilling — check back tomorrow. We publish the explanation only once it's written and reviewed, never auto-filled.
How it can break
The regimes and failure modes that turn the edge negative.
Plain-English explainer is backfilling — check back tomorrow. We publish the explanation only once it's written and reviewed, never auto-filled.
Gate scorecard — 1 / 11
auto-imported from results.json| # | Gate | Result | Pass |
|---|---|---|---|
| 01 | Minimum sample | Only eight qualifying actual trade-print fills. | ✗ |
| 02 | Profit factor ≥ 1.20 | No losses in eight observations makes PF undefined, not validated. | ✗ |
| 03 | Sharpe ≥ 0.6 | Not evaluable. | ✗ |
| 04 | Max drawdown ≤ 12% | Not evaluable. | ✗ |
| 05 | Positive ≥ 60% of periods | Insufficient history. | ✗ |
| 06 | Bootstrap LB Sharpe > 0 | Eight observations cannot establish robustness. | ✗ |
| 07 | Placebo beats p95 | Not run. | ✗ |
| 08 | 2× cost stress PF > 1.0 | Not run on the sparse sample. | ✗ |
| 09 | Deflated Sharpe positive | Not evaluable. | ✗ |
| 10 | No component > 40% | Sample is inherently concentrated. | ✗ |
| 11 | Walk-forward OOS ≥ 0.9× IS | Two holdout observations matched training directionally, but this is not meaningful evidence. | ✓ |
VERDICT: INCONCLUSIVE — EIGHT FILLS ONLY
This tightened the earlier favorite-continuation idea: during minutes 7–8, buy an 85–95 cent favorite only after BTC has moved at least 15 basis points from its opening spot level. Entry required an actual matching taker-buy print within ten seconds.
All eight observed fills settled profitably, averaging +8.18% after recorded fees. Six occurred in training and only two in the chronological holdout. That is an interesting forward-test trigger, but nowhere near enough evidence to claim an edge; profit factor is undefined because the tiny sample contains no loss.
| Sample | Trades | Mean return | Outcome |
|---|---|---|---|
| Training | 6 | +8.21% | 6 wins |
| Holdout | 2 | +8.10% | 2 wins |
| Combined | 8 | +8.18% | 8 wins |
Keep the rule frozen and collect at least 100 independently executable signals. Do not deploy capital based on eight observations.
Tested on actual Polymarket trade prints from 2026-05-27 through 2026-06-24.
Frequently asked
Is BTC 15-Minute Strike-Filtered Favorite profitable in 2026?
It is currently running through the 11-gate battery; the verdict will be published on this page, pass or fail.
Has BTC 15-Minute Strike-Filtered Favorite been backtested honestly?
Yes — through The Validation Gauntlet, a pre-registered 11-gate framework (profit factor, deflated Sharpe, a random-permutation placebo, cost-stress and walk-forward) with the specification locked before any out-of-sample metric is computed.
Methodology: 11-gate validation — pre-registered spec, 11-gate battery, real market data. Full reproducible report: backtests/btc15_strike_filtered_favorite/REPORT.md in the source repository.Author: Validated Research Team (Methodology v1.0 — 11-gate validation). Backtests are not investment advice.