Case files Β· full registry β open Β· 256 cases Β· snapshot 2026-07-31 08:28 UTC
The complete registry of BTC and ETH market hypotheses, tested on our own Deribit and Hyperliquid data. Every case's criterion is frozen before the run; the verdict β confirmed, extended or rejected β is delivered in public. The registry is maintained by code; entries are never edited after the fact. Full materials β criteria, numbers, instruments β live in restricted dossiers. Unfamiliar terms are in the plain-language glossary.
confirmed and active work Β· full dossiers β by clearance
theories that did not survive the data. Closed cases are public.
every case, without exception Β· criteria, numbers and instruments β in restricted dossiers
| state | hypothesis (theme) | type | asset | details |
|---|---|---|---|---|
| π’ confirmed | Can market euphoria prophesy its own ending? | trade | BTC/ETH | π dossier |
| π’ confirmed | When the market panic-dumps Ether β does a bounce follow? | trade | ETH | π dossier |
| π’ in progress | When the options-price skew suddenly flips β is it time to bet on a big move? | trade | ETH | π dossier |
| π’ in progress | Can you profit by fading the crowd at the very moment of general euphoria? | trade | BTC/ETH | π dossier |
| π’ confirmed | What pays better in the Bitcoin wheel: taking wins early or patiently waiting to the end? | trade | BTC | π dossier |
| π’ confirmed | When the signal says βbuy downside insuranceβ β should you take the cheaper, farther one? β | signal | ETH | π dossier |
| π’ confirmed | A jump in the price of fear: does it say where the market goes β or only that things will get hot? β | signal | both | π dossier |
| π’ confirmed | When the price of fear suddenly jumps β can you profit from the scare itself? β | trade | both | π dossier |
| π’ confirmed | The price of fear jumped: which big-move bet is the better buy β nearer or farther? β | trade | both | π dossier |
| π’ confirmed | Do the cost of leverage and the price of fear behave differently at the turn of the month? | signal | both | π dossier |
| π’ confirmed | When short-dated fear is priced above long-dated β is a bigger move ahead? | signal | both | π dossier |
| π’ confirmed | When expected fear and actual swings diverge β is there an edge hiding in the gap? β | signal | both | π dossier |
| π’ confirmed | The wheel plus permanent crash insurance β does it cut the deepest drawdowns? β | trade | both | π dossier |
| π’ confirmed | When is crash insurance cheapest β and does it lose its protective power for it? β | trade | both | π dossier |
| π’ confirmed | Can you trust the exchange's prices in the final hours before options settle? β | anti-rule | both | π dossier |
| π’ confirmed | Two option types on one exchange count money differently β a detail that breaks calculations. | anti-rule | both | π dossier |
| π’ confirmed | Before testing any ideas β does the research pipeline itself work correctly? | anti-rule | BTC | π dossier |
| π’ confirmed | What happens to the price of fear right after the daily Bitcoin options settlement? | signal | BTC | π dossier |
| π’ confirmed | Does the price of fear on Ether deflate every time after the daily options settlement? | signal | ETH | π dossier |
| π’ confirmed | Does the price of fear deflate the same in Asia's morning, London's day and New York's evening? β | signal | both | π dossier |
| π’ confirmed | What happens to the price of fear on Friday evening as America closes the week? β | anti-rule | both | π dossier |
| π’ confirmed | What happens to the price of fear while London trades? β | research | both | π dossier |
| π’ confirmed | What happens to the price of fear in the first hour after the American exchanges open? β | trade | both | π dossier |
| π’ confirmed | What does the price of fear do right after options settle β fall or rise? β | signal | both | π dossier |
| π’ confirmed | Where is the line beyond which historical data simply doesn't exist β and why does it matter for every one of our tests? | anti-rule | both | π dossier |
| π’ confirmed | Does the market live by the calendar: one mood at month-end, another at the month's open? | signal | both | π dossier |
| π’ confirmed | When the cost of leverage goes off the scale β does it hint which way the market will swing? β | signal | both | π dossier |
| π’ confirmed | What happens to the price of fear on weekends, when markets are supposedly asleep? β | research | both | π dossier |
| π’ confirmed | Does Monday on the crypto market really behave differently from the rest of the week? β | anti-rule | both | π dossier |
| π’ confirmed | How do the big weekly options settlements differ from the routine daily ones? β | signal | both | π dossier |
| π’ confirmed | Can the classic formula be trusted when it prices the shortest options? β | anti-rule | both | π dossier |
| π’ confirmed | A sudden spike in the price of fear β does it foreshadow a big market move in the days ahead? | trade | both | π dossier |
| π’ confirmed | Does a more patient version of our best big-move bet win? β | trade | both | π dossier |
| π’ confirmed | The exchange offers only a coarse grid of insurance strikes β does that step eat the wheel's edge? | anti-rule | both | π dossier |
| π’ confirmed | A market thrust has a typical length β can you guess the moment it runs out of breath? β | signal | both | π dossier |
| π’ confirmed | How much life is left in a move after the first strong leg β and when does it run out of breath? β | research | both | π dossier |
| π’ confirmed | Do our volatility-buying signals deliver a move deeper than usual? | signal | both | π dossier |
| π’ confirmed | A steep vertical spike upward β a launch to new highs or the prelude to a reversal? β | trade | both | π dossier |
| π’ confirmed | Fading euphoria with a pure bet on the fall: does the idea survive the real costs of holding it? β | trade | both | π dossier |
| π’ confirmed | When the market runs too fast β can you catch the moment the thrust runs out of breath? β | signal | both | π dossier |
| π’ confirmed | An options signal on Ether can be played with different instruments β which one is the cleanest? β | trade | ETH | π dossier |
| π’ confirmed | When upside bets get pricier faster than insurance β where does Ether actually head? β | signal | ETH | π dossier |
| π’ confirmed | What do the extremes of the price of fear say: when does the market doze off, and when does it coil to jump? β | signal | both | π dossier |
| π’ confirmed | A strange omen: greed in Ether options revs up β and fear arrives on its heels? β | signal | ETH | π dossier |
| π’ confirmed | Research signals on the options market's mood moved from the lab to the live proving ground. | trade | both | π dossier |
| π’ confirmed | When are options worth buying and when worth selling β is there a simple map of those moments? | anti-rule | both | π dossier |
| π’ confirmed | Near versus far options: which skew of theirs best foretells tomorrow's move? β | signal | both | π dossier |
| π’ confirmed | An unusual tilt in the option-price skew across tenors β does it herald a restless tomorrow? β | signal | both | π dossier |
| π’ confirmed | When the fear premium inflates to its limit β does that hint a turning point is near? | signal | both | π dossier |
| π’ confirmed | The wheel: do the shortest trades really earn more than the longer ones? | research | both | π dossier |
| π’ confirmed | What in the wheel is worth tuning, and what is better left untouched? | research | both | π dossier |
| π’ confirmed | Frequent small wins or rare big ones β what actually feeds the wheel? | trade | both | π dossier |
| π’ confirmed | We traced every live trade hour by hour β when is truly the best time to exit? | research | both | π dossier |
| π’ confirmed | When near options suddenly become pricier than far ones β what does that portend for the market? | signal | both | π dossier |
| π’ confirmed | When protection against extreme scenarios gets pricier β should you brace for a real storm? | anti-rule | both | π dossier |
| π’ confirmed | Can the shape of the options βsmileβ predict the strength of future swings? | research | both | π dossier |
| π’ confirmed | Morning or afternoon: when is it better to sell options in the wheel? β | anti-rule | both | π dossier |
| π’ confirmed | Which of our signals will quietly break the moment the market changes its temper? β | anti-rule | both | π dossier |
| π’ confirmed | Does volatility keep its own schedule β hours when it's better to buy it, or to sell? | signal | both | π dossier |
| π’ confirmed | Buying cheap crash insurance while the market is calm β madness or profit? β | trade | ETH | π dossier |
| π’ confirmed | What did the multi-year audit of cheap crash insurance show? β | trade | both | π dossier |
| π’ confirmed | When and how to buy crash insurance without overpaying for years? β | trade | both | π dossier |
| π’ confirmed | Cheap crash insurance: can it protect the portfolio and earn its own keep at the same time? β | research | both | π dossier |
| π’ confirmed | What happens to the market in the weeks after crash insurance has already paid out? β | anti-rule | both | π dossier |
| π’ confirmed | Do fees and spreads eat the entire gain from crash insurance? β | signal | both | π dossier |
| π’ confirmed | Can cheap crash insurance protect the wheel without eating all of its income? β | trade | both | π dossier |
| π’ confirmed | Is it worth topping up crash insurance exactly when the market feels its calmest? | trade | ETH | π dossier |
| π’ confirmed | How far back must you look to know the market is truly quiet? β | trade | ETH | π dossier |
| π’ confirmed | Crash insurance is now under live watch: every purchase is logged at real prices. β | trade | both | π dossier |
| π’ confirmed | Can a cluster of crashes in a row masquerade as a magic trading signal? β | anti-rule | both | π dossier |
| π’ confirmed | Is the paper model lying to us about how often the wheel manages to lock in its profit? | anti-rule | both | π dossier |
| π’ confirmed | What happens when several independent storm harbingers light up at once? | signal | both | π dossier |
| π’ confirmed | A bet on Ether's upside: a handful of cheap tickets or a clever zero-cost construction β and when is which appropriate? β | signal | ETH | π dossier |
| π’ confirmed | What do cheap far options really cost once you pay live market prices? β | anti-rule | both | π dossier |
| π‘ extended | Is insurance cheapness better measured by its own price than by the general fear gauge? | anti-rule | both | π dossier |
| π‘ extended | When the option-price skew lurches to one side β does it hint at the market's next direction? β | signal | both | π dossier |
| π‘ extended | When perpetuals get too expensive or too cheap against the regular price β does that hint at the future? β | signal | both | π dossier |
| π‘ extended | Will our signals survive if we swap the general fear barometer for sharper instruments? β | anti-rule | both | π dossier |
| π‘ extended | One signal β many ways to play it: which insurance variants made the cut? β | research | ETH | π dossier |
| π‘ extended | What forecasts the storm better: the general fear barometer or its detailed components? | signal | both | π dossier |
| π‘ extended | Which side of the options market gets pricier first β and what does that say about price direction? β | signal | ETH | π dossier |
| π‘ extended | A sharp burst of open positions β a hint of where price goes, or only of how hard? β | signal | both | π dossier |
| π‘ extended | A bet on a big move within a few weeks: when does it feed you, and when does it quietly burn money? | trade | both | π dossier |
| π‘ extended | Where exactly does the fear premium live β and is it paid the same on near and far options? β | signal | both | π dossier |
| π‘ extended | Long candle wicks call for catching the reversal β can a trend filter weed out the falling knives? β | signal | both | π dossier |
| π‘ extended | Does the max pain magnet work on its own β or only where the big money is parked? | signal | both | π dossier |
| π‘ extended | Does price drift anywhere after options settle, when the max pain level was heavily loaded? β | signal | BTC | π dossier |
| π‘ extended | If Ether froze exactly at max pain into settlement β what wakes up in the market next? | signal | ETH | π dossier |
| π‘ extended | Do the βmagnetβ levels pull price on settlement day β and does it hold up on fresh data? β | anti-rule | both | π dossier |
| π‘ extended | Stack several working wheel upgrades together β do you get the sum of their gains? | anti-rule | both | π dossier |
| π‘ extended | Does the expiry magnet work the same in a calm market and in a storm? β | signal | both | π dossier |
| π‘ extended | When big open positions cluster near the max pain level β does Bitcoin rise over the next day? β | signal | BTC | π dossier |
| π‘ extended | If price has glued itself to the settlement level β is it worth delaying the insurance sale? β | trade | BTC | π dossier |
| π‘ extended | Settlement-day regularities: do they still work the next day, or fade fast? | research | both | π dossier |
| π‘ extended | Are the trading AI's marks really smarter than a tossed coin? β | anti-rule | both | π dossier |
| π‘ extended | Does the post-settlement price drift depend on whether the market is calm or on edge? β | research | both | π dossier |
| π‘ extended | Does the hidden shuffle of positions before the morning settlement betray where the market goes within a day? | signal | both | π dossier |
| π‘ extended | We re-tested the old findings on fear-price deflation on fresh data β what survived? | anti-rule | both | π dossier |
| π‘ extended | Does price get pulled back to the βcenter of gravityβ of big option positions when it strays too far? | signal | both | π dossier |
| π‘ extended | A long lull in the market β does a big move really follow it? β | trade | both | π dossier |
| π‘ extended | Is the fear in option prices always richer than the market's actual swings? | anti-rule | both | π dossier |
| π‘ extended | The market has been quiet too long β does that mean a big move is already near? | trade | ETH | π dossier |
| π‘ extended | A long lower candle wick as a bounce omen β does the classic survive its meeting with fees? β | signal | both | π dossier |
| π‘ extended | A candle with a long wick β an old traders' omen: does it really herald a reversal? β | signal | both | π dossier |
| π‘ extended | Betting on the burst after a lull: jump out at the first chance or calmly sit to the end? β | anti-rule | ETH | π dossier |
| π‘ extended | When a move has run out of breath β is that already an invitation to step in against it? β | signal | both | π dossier |
| π‘ extended | When the fall turns panic-fast β does the market bounce afterwards? β | signal | ETH | π dossier |
| π‘ extended | The rule βride the move until it fadesβ β testing the exit on live prices. β | trade | both | π dossier |
| π‘ extended | Does the link between expected and realized swings hint where the market goes over several days? β | anti-rule | both | π dossier |
| π‘ extended | How much leverage is still safe when you trade against the market and it can snap upward? β | anti-rule | ETH | π dossier |
| π‘ extended | You bought a bet on a big move β when do you let it go: grab the first profit or hold to the end? β | signal | both | π dossier |
| π‘ extended | When both expected and realized swings sit at the edge β does the market know what comes next? β | anti-rule | both | π dossier |
| π‘ extended | Do open positions see the news before the price does β and is it always so? | anti-rule | BTC | π dossier |
| π‘ extended | Can you accumulate coins more cleverly than by simply spinning the classic wheel? | research | both | π dossier |
| π‘ extended | Is there a weekend moment when options are systematically cheaper β and when do they get pricey again? β | signal | both | π dossier |
| π‘ extended | The first honest review: how did our live strategies survive a month of collapse? β | research | both | π dossier |
| π‘ extended | Do near and far options live by different weekend rhythms of the price of fear? β | signal | both | π dossier |
| π‘ extended | Rich smile wings β buy the storm; cheap β sell the quiet: does this simple matrix work? β | trade | both | π dossier |
| π‘ extended | The options market's morning wave under the microscope: myths about spreads and dead flows. | research | both | π dossier |
| π‘ extended | How many beautiful strategies survive once you count at real buy-and-sell prices? | anti-rule | both | π dossier |
| π‘ extended | Why did the bot's calendar-bet farm quietly bleed β bad luck or a built-in defect? β | research | ETH | π dossier |
| π‘ extended | Does the market leave an options βfingerprintβ days before a reversal? | signal | both | π dossier |
| π‘ extended | Does smart money slip into cheap lottery options on the eve of big events? β | signal | both | π dossier |
| π‘ extended | Can you sell the market's βquietβ more safely by covering the bet with protective wings? β | trade | both | π dossier |
| π‘ extended | Does the crowd betray its direction by how quotes press on the option's official price? β | signal | both | π dossier |
| π‘ extended | If option buyers outnumber sellers β will the market itself follow them? β | signal | both | π dossier |
| π‘ extended | Does an independent system with different instruments confirm what ours see? β | anti-rule | both | π dossier |
| π‘ extended | Is a burst of activity in far options really the footprint of someone who knows more? | signal | both | π dossier |
| π‘ extended | When downside insurance suddenly gets pricier β does the crowd know something you don't see? β | trade | ETH | π dossier |
| π‘ extended | A lottery ticket on the New Year market: a far-dated bet on a strong move either way. | trade | both | π dossier |
| π‘ extended | When willing traders quietly vanish from the market β is that a harbinger of a storm? | signal | both | π dossier |
| π‘ extended | Do the market makers' positions decide whether the market sleeps or storms? | signal | both | π dossier |
| π‘ extended | Can the machines' positioning in Bitcoin explain Ether's moves better than Ether's own options? β | research | both | π dossier |
| π‘ extended | Are the βpaperβ prices in the wheel's math deceiving us compared with real trades? β | anti-rule | both | π dossier |
| π‘ extended | Which crash insurance covers the wheel best β and how much is it worth paying for it? β | trade | both | π dossier |
| π‘ extended | At the moment of general panic β can a cheap upside bet catch the quick bounce? β | trade | ETH | π dossier |
| π‘ extended | Does the same quiet-market trick that saves downside insurance work for upside bets? β | anti-rule | both | π dossier |
| π‘ extended | Does a working insurance against a sharp rally even exist? We went through every possible construction. β | anti-rule | both | π dossier |
| π‘ extended | Where does buying options actually pay off β and where are you just paying the seller for your own fear? β | research | both | π dossier |
| π‘ extended | Buying crash insurance when it's quiet and already drifting lower β the better moment, or an illusion? | anti-rule | both | π dossier |
| π‘ extended | Buying the coin when it's deep at the bottom β a generous reward or a trap? | research | both | π dossier |
| π‘ extended | Does today's market mood β calm or storm β say anything solid about tomorrow? β | signal | both | π dossier |
| π‘ extended | A grand cull of trading ideas: how many survive an honest test on the data? β | signal | both | π dossier |
| π‘ extended | How honest is the price the exchange paints, and what does it hide about real trades? β | anti-rule | both | π dossier |
| π‘ extended | A sudden wave of insurance buying on Ether β a harbinger of a strong move, or just noise? | anti-rule | ETH | π dossier |
| π‘ extended | Which of our strategies earn in both storm and calm β and which are heroes of one weather only? β | research | both | π dossier |
| π‘ extended | A portrait of the market's temper: how differently it accelerates upward and breaks downward. β | research | both | π dossier |
| β» queued | When the market is panic-buying crash protection β is that a safe moment to sell volatility? | anti-rule | ETH | π dossier |
| β» queued | When the exchange force-closes traders' positions β should you saddle that wave and ride along? | trade | BTC/ETH | π dossier |
| β» queued | The whales lean to one side β should you follow them the next day? | trade | ETH | π dossier |
| β» queued | Is it dangerous to sell upside bets when a mountain of forced buyers hangs over the market? | anti-rule | BTC/ETH | π dossier |
| β» queued | When the cost of leverage diverges across exchanges β does that expose the overheated one? | signal | BTC/ETH | π dossier |
| β» on hold | Can you profit from the odds gap between the prediction market and the options exchange? | trade | BTC/ETH | π dossier |
| β» queued | The biggest whales suddenly line up on the same side β is it profitable to simply follow them? | trade | BTC/ETH | π dossier |
| β» queued | When near options suddenly cost more than far ones β is that the panic after which the market comes back to life? | signal | both | π dossier |
| β» queued | How often does the market offer a good moment to buy cheap protection against a rare catastrophe? β | research | ETH | π dossier |
| β» queued | Option-position βwallsβ shift before settlement β do they point where price will go? | signal | both | π dossier |
| β» queued | Not a hypothesis but the foundation: how we set up round-the-clock market data collection for every test. | anti-rule | both | π dossier |
| β» queued | Not a hypothesis but a snapshot: where our wheel bot stood at that moment and what it was waiting for. | anti-rule | both | π dossier |
| β» queued | Not a hypothesis but a chronicle: how our data collector broke β and how we fixed it. β | anti-rule | both | π dossier |
| β» queued | The heavier the position βmagnetβ at the key price β the stronger it pulls the market? | research | both | π dossier |
| β» queued | Price broke out of the market makers' corridor β the start of a trend or a false thrust? | research | both | π dossier |
| β» queued | Before Ether's settlement someone quietly stockpiles downside insurance β do they know something? | signal | ETH | π dossier |
| β» queued | Selling a bet on a big move a week ahead β profit, or an illusion of paper prices? β | trade | both | π dossier |
| β» queued | Does a single option tenor give a sharper alarm than the overall fear index? β | signal | both | π dossier |
| β» queued | What's better at the end of a trade: simply close the position or rebuild it on the fly? | research | both | π dossier |
| β» queued | When the move runs out of breath β is rebuilding the bet on the fly better than simply closing it? β | trade | both | π dossier |
| β» queued | Exit a long bet in one move, or gently, minding the market's mood? Not tested yet. β | research | both | π dossier |
| β» queued | Who stockpiles insurance on Ether before a Fed meeting β whales or a frightened crowd? β | research | ETH | π dossier |
| β» queued | Does the prediction market guess crypto's move before crypto itself? β | research | both | π dossier |
| β» queued | Rebuilding a position on the fly looked great on paper β time to test it on live prices. β | anti-rule | both | π dossier |
| β« rejected | Does a slightly longer life save cheap lottery tickets on a big move? Spoiler: it didn't. β | research | both | π dossier |
| β« rejected | Does the Asian open leave its mark on the price of fear? Turns out β no. | research | both | π dossier |
| β« rejected | Buying crash insurance exactly when the market got scared β proved no better than a routine entry. β | trade | both | π dossier |
| β« rejected | The star signal on a fear spike met real prices β and did not survive the meeting. β | anti-rule | both | π dossier |
| β« rejected | The fear-price gap between the two main coins looked tradable β but it doesn't snap back like clockwork. | signal | both | π dossier |
| β« rejected | A clever ladder of sold insurance was meant to rescue the position β and only made it worse. β | anti-rule | both | π dossier |
| β« rejected | An old finding about direction after an options-price flip did not survive an honest re-test. β | signal | ETH | π dossier |
| β« rejected | Extreme panic or greed in option prices should herald a reversal β they don't. β | anti-rule | both | π dossier |
| β« rejected | Does the US close rattle the price of fear in crypto? Turns out β no. | signal | both | π dossier |
| β« rejected | Would a longer horizon rescue the big-move bet β the hope did not come true. β | research | both | π dossier |
| β« rejected | Pushing the wheel's ceiling higher so as not to clip the upside β sounded logical, turned out worse. | trade | both | π dossier |
| β« rejected | On quiet days the temptation to rev the wheel on cheap options is big β and misleading. | trade | both | π dossier |
| β« rejected | A βsmartβ skip of the wheel's bridge leg once the premium had covered everything lost to the simple rule. | trade | both | π dossier |
| β« rejected | The open-position βmagnetβ seemed to damp the price of fear β turns out the gauge was reading something else. β | signal | BTC | π dossier |
| β« rejected | Does the price of fear rise within hours after the routine morning settlement? The test said no. | signal | BTC | π dossier |
| β« rejected | A slide into settlement seemed to rev up the price of fear β under the loupe the effect melted away. | signal | BTC | π dossier |
| β« extended | A slide into settlement seemed to weigh on the price of fear for another day β a sharper version replaced this one. | signal | ETH | π dossier |
| β« rejected | The closer price froze to max pain, the stronger the next move? The pretty ladder didn't hold. β | research | both | π dossier |
| β« rejected | We thought the weekly expiry crushes the price of fear far harder than an ordinary day β not confirmed. | anti-rule | both | π dossier |
| β« rejected | A long streak of same-colour candles β a sign the move will continue? Turned out: no. | signal | both | π dossier |
| β« rejected | Does price get pulled toward round numbers into the daily close? No magnet was found. | signal | both | π dossier |
| β« rejected | The legend of a special London hour in the fear market turned out to be empty. β | anti-rule | both | π dossier |
| β« rejected | A βsignalβ read from the prices of downside insurance and upside bets near the current price turned out to be a mathematical illusion. β | anti-rule | ETH | π dossier |
| β« rejected | An options scheme of βstable incomeβ turned out dead on live prices. | trade | both | π dossier |
| β« rejected | The fashionable trend filter screens out losing trades β but brings no money on its own. β | anti-rule | BTC | π dossier |
| β« extended | A long bet on movement plus regular βrent collectionβ on top β a version that did not survive live prices. β | trade | both | π dossier |
| β« extended | Selling twice as much of one wing for income β an idea displaced by a better version. β | trade | both | π dossier |
| β« extended | The clever rolls of an βincomeβ options scheme looked workable at first β then it all fell apart. β | research | both | π dossier |
| β« rejected | A strategy that shone on synthetic data met real prices β and did not survive. β | trade | both | π dossier |
| β« rejected | It seemed the longer the lull, the stronger the burst to follow. Proved an illusion. β | anti-rule | ETH | π dossier |
| β« rejected | A deep dip under the price βmagnetβ promised a near-guaranteed bounce β the promise proved empty. | anti-rule | ETH | π dossier |
| β« rejected | The worry that our exit rule is too twitchy and gives away profit did not hold up. β | anti-rule | both | π dossier |
| β« rejected | The move-fatigue omen is great at saying βget outβ β but failed as an invitation to step in against the crowd. β | research | both | π dossier |
| β« rejected | Can market makers' positions lull the market to sleep β a fine theory that failed the test. β | signal | both | π dossier |
| β« rejected | It feels like the recent trend hints at tomorrow's direction β for the wheel that proved an illusion. | research | both | π dossier |
| β« rejected | Tilting the wheel by the crowd's mood β euphoria or panic β turned out to be a road to nowhere. β | anti-rule | both | π dossier |
| β« rejected | Fitting the wheel to the trend looked like an obvious upgrade β the market disagreed. β | anti-rule | both | π dossier |
| β« rejected | Keeping part of the cash in reserve βfor the dipβ sounds wise β it only hurt the wheel. | research | both | π dossier |
| β« rejected | Selling options both ways at once for double premium β the account couldn't take it. | trade | both | π dossier |
| β« rejected | Can the rare but painful tail of volatility selling be tamed? It could not. β | trade | both | π dossier |
| β« rejected | We searched for an instrument that sees a big crash coming β and none was up to the task. β | anti-rule | both | π dossier |
| β« rejected | Catching the post-euphoria reversal with downside insurance proved pricier than the simpler route. β | trade | both | π dossier |
| β« rejected | Does a patient entry into the bet after a panic spike save it? Waiting did not help. | anti-rule | both | π dossier |
| β« rejected | Selling a bet on movement βat peak fearβ after a flow spike β the peak turned out to be a mirage. β | trade | both | π dossier |
| β« rejected | A sudden rush of buyers into far options looked like a signal β entry costs ate all the gain. β | trade | both | π dossier |
| β« rejected | The imbalance between buyers' and sellers' orders seems to whisper direction β honest cost accounting mutes it. | anti-rule | both | π dossier |
| β« rejected | A calendar trick was meant to make a big-move bet cheaper β and made it pricier instead. β | trade | both | π dossier |
| β« rejected | The βvolatility pressureβ filter was meant to protect option sellers β and didn't cope. | anti-rule | both | π dossier |
| β« rejected | Switching on volatility selling only once the premium has βalready covered everythingβ β the mechanism works the other way around. β | anti-rule | both | π dossier |
| β« rejected | The whale bundle βinsurance on Ether + upside bet on Bitcoinβ turned out not to be what it seemed. | trade | both | π dossier |
| β« rejected | We tried to revive faded signals by viewing them from a new angle β no resurrection happened. β | anti-rule | both | π dossier |
| β« rejected | The dream of closing both legs of a New Year lottery bet in profit turned out to be just that β a dream. | research | ETH | π dossier |
| β« rejected | Several ideas on the Ether-to-Bitcoin ratio β and not one survived the test. | signal | both | π dossier |
| β« rejected | The signal from the shape of the options βsmileβ worked faithfully β until the market changed its temper. β | signal | both | π dossier |
| β« rejected | The legend that price gets βpulledβ toward max pain before settlement did not survive its meeting with the data. β | anti-rule | both | π dossier |
| β« rejected | Bitcoin twitches β Ether catches up within minutes? That echo proved a myth. β | signal | ETH | π dossier |
| β« rejected | We hoped to shield the wheel by reacting to the storm β the shield came too late. β | anti-rule | both | π dossier |
| β« rejected | When Bitcoin shakes, buying insurance on Ether looked like a clever move β the data buried the cleverness. β | trade | ETH | π dossier |
| β« rejected | Taking profit on crash insurance early seemed smart β and proved a mistake. β | anti-rule | both | π dossier |
| β« rejected | A clever composite filter for buying insurance could not beat the simple rule. β | trade | ETH | π dossier |
| β« rejected | Insurance against a sharp melt-up sounds logical, but paying for it proved pointless. β | anti-rule | both | π dossier |
| β« rejected | A few red weeks in a row β βso the next one is greenβ? The statistics did not back the omen. | signal | ETH | π dossier |
| β« rejected | In the week before expiry price supposedly drifts to max pain. The magnet failed the test. β | anti-rule | both | π dossier |
| β« rejected | Selling the panic at the bottom of a crash sounds beautiful β but the plan failed the test. β | anti-rule | both | π dossier |
| β« rejected | Bailing out of crash insurance as soon as the panic faded β proved worse than patience. β | trade | both | π dossier |
| β« rejected | Locking in the insurance win and buying a new one lower seemed smart, but simply holding won. | trade | both | π dossier |
| β« rejected | Can a clever exit catch the peak of an upside bet? Simple holding won. β | anti-rule | both | π dossier |
| β« rejected | Entering a position in slices to get a better price β no benefit was found. | anti-rule | both | π dossier |
| β« rejected | Giving the wheel more room to ride the upside only made it worse. | research | both | π dossier |
| β« rejected | Trim the crash insurance once the market has already fallen deep? The data said: don't you dare. | anti-rule | both | π dossier |
| β« rejected | A second layer of βjust in caseβ insurance in calm weeks only burned money. β | trade | both | π dossier |
| β« rejected | A cheap lottery bet on the bounce from the bottom looked genius β yet the cheapest ticket lost. | trade | both | π dossier |
| β« rejected | We hunted for an extra alarm bell for buying insurance β it turned out mute. | anti-rule | ETH | π dossier |
| β« rejected | βFresh stablecoins are fuel for the next rallyβ β a beautiful theory that did not survive testing. | signal | both | π dossier |
| β« rejected | βAltcoin seasonβ as a compass for Ether versus Bitcoin β a compass that points to yesterday's wind. | signal | both | π dossier |
| β« rejected | Buy when everyone is afraid? The fear and greed index showed the opposite. | signal | ETH | π dossier |
| β« rejected | Guessing who is stronger tomorrow β Ether or Bitcoin β proved close to a coin flip. | anti-rule | both | π dossier |
| β« rejected | We blended fear, greed and altcoin fashion into one gauge β the blend gave no edge. | research | ETH | π dossier |
| β« rejected | The market makers' quotes seemed to whisper where price would go β the whisper turned out to be plain noise. β | anti-rule | both | π dossier |
| β« rejected | Do prediction markets see the future before the exchange β or just echo it with a lag? | anti-rule | both | π dossier |
| β« rejected | Chase the fall further or catch the bounce after a crash week β neither idea survived the test. | trade | ETH | π dossier |
| β« rejected | Polymarket bets seemed to see the future before the exchange. In truth they only catch up. β | anti-rule | both | π dossier |
| β« rejected | After a liquidation cascade the market looked like easy prey β yet every way to grab it failed. β | trade | both | π dossier |
| β« rejected | A grand audit of the legends about price magnets and walls before expiry β most of the legends crumbled. β | research | both | π dossier |
| β« rejected | Does a big liquidation day tell you where price goes tomorrow? We checked β it doesn't. β | signal | both | π dossier |
open β the case theme and the verdict Β· in the dossier β the frozen criterion, numbers, instrument, methodology
Every case opens with a frozen criterion β an exact rule fixed before the run. The criteria themselves are stored in restricted dossiers with the freeze date: a dossier buyer can see the rule stood before the result, not fitted to it. Sources: our own Deribit options archive, Hyperliquid maps and events, the trade flow, the system's forward journal (the execution model is conservative β live returns run below the modelled ones). Verdicts: confirmed (the burden of proof is met) Β· extended (holds under conditions β an asset or a horizon) Β· rejected Β· queued. Rejected cases are published right beside the confirmed ones β hiding failures is, in our view, the industry's main vice. Entries are never edited. The registry holds 256 market cases; infrastructure notes are not part of it. The sample spans a few months of a mostly falling market β the statuses age honestly.
The priority of upcoming tests will be set by the community β voting opens soon in @indiciadesk. The vote picks what gets tested; the verdict is delivered by the data.
π Data β from Deribit (options) and Hyperliquid (futures). Both venues are our partners: sign up through our links β you get β10% / β4% off fees; the analysis is not affected.
A journal of the system's decisions, not investment advice. Past frequencies do not guarantee the future. Β© 2026 INDICIA DESK.