Start from published crypto research, check whether its rules and data fit Edge Theory, then test eligible rules in Strategy Lab.
Published research, assessed for Edge Theory testing
Papers With Backtest already publishes backtests for these strategies, including their current result and post-publication status where available. Those are source results, not Edge Theory results. This page tracks what Edge Theory can currently reproduce and test against its own market data, venue, costs and risk controls.
Crypto papers in this collection8
Published backtests on Papers With Backtest8
Edge Theory Lab test variants19
The 5 other papers still need additional Edge Theory method, portfolio or historical-data support before their rules can be tested here. Edge Theory tests use its own venue data and execution assumptions. They are not reproductions of the source results; review the stated differences and run a fresh test before saving or practising a strategy.
Published research · 2025
How to Design a Simple Multi-Timeframe Trend Strategy on Bitcoin
PWB backtest publishedEdge Theory: 3 Lab variants available
Long-only BTC trend following, with hourly MACD entries filtered by the completed daily MACD trend.
Edge Theory status
Test the hourly MACD baseline, the daily/hourly filter with a one-bar exit, and the filtered version with a bearish-hour exit. Edge Theory applies its own venue data, protective stop, risk sizing, venue fees and next-open fills; slippage is zero unless configured. These runs are venue-specific variants, not a reproduction of the Gemini study or the PWB backtest.
Source backtest status
PWB: too recent to judge
PWB labels this result too recent to judge after its 2025 publication. Its listed backtest spans 2010–2026, while the source study uses hourly Gemini data from December 2018 to November 2025; these are not same-data results.
PWB page checked 8 Nov 2026. Recheck the linked source for its current result.
PWB backtest publishedEdge Theory: Point-in-time data needed
Weekly cross-sectional cryptocurrency portfolios using momentum, value and carry factors.
Edge Theory status
A faithful test needs the historical coin universe and the paper’s factor inputs, including supply/issuance and point-in-time observations. A price-only single-market draft would change the study.
Seasonality, Trend-following, and Mean Reversion in Bitcoin
PWB backtest publishedEdge Theory: 16 Strategy Lab variants available
The study tests a daily 21:00–23:00 UTC holding window and BTC trend/reversal signals at 10–50-day price extremes. Edge Theory provides a venue adaptation of the session and all five MAX/MIN lookbacks.
Edge Theory status
Test the 21:00–23:00 UTC session, plus MAX, MIN and combined MAX+MIN signals over 10-, 20-, 30-, 40- and 50-day windows. The price-extreme drafts compare the current completed UTC daily close with the same number of completed daily closes, enter at the next daily open and time-exit after one completed day. All variants add Edge Theory's protective ATR stop, fixed-risk sizing and venue fees; slippage is zero unless configured. They use venue data and are not reproductions of the Gemini paper or PWB backtest.
Source backtest status
PWB: faded
PWB labels this result faded since 2022 and reports a 0.41 Sharpe since publication. Its listed backtest spans 2010–2026, while the source study uses hourly Gemini data from October 2015 to February 2022; these are not same-data results.
PWB page checked 8 Nov 2026. Recheck the linked source for its current result.
Quarterly momentum portfolios split by crypto market capitalisation and trading volume.
Edge Theory status
The paper explicitly relies on a survivorship-bias-free coin history and point-in-time market-cap and volume data. Those inputs must be available before an Edge Theory result can be compared fairly.
Crypto portfolio construction across risk-profiled Alpha, Beta and Gamma sleeves.
Edge Theory status
This is a portfolio allocation study, not a single-symbol entry rule. Its sleeve definitions, risk inputs, rebalance process and reference-rate data need to be mapped to a portfolio test before it can feed Strategy Lab.
PWB backtest publishedEdge Theory: Quant event study available
Daily high-low abnormal-move events, followed by one-day contrarian and momentum tests.
Edge Theory status
Run the BTC daily high–low event rule in Edge Search with the paper's 30-day lookback and 1-standard-deviation threshold. Compare next-day momentum and counter-move results against normal-range days. Edge Theory uses exchange candles and a close-versus-open direction proxy, so the result is a venue-data adaptation, not a replication or a bot template.
Proof-of-What? A Four-Factor Model for Cryptocurrencies
PWB backtest publishedEdge Theory: Historical factor data needed
Market, size, consensus-proof and age factors across a broad crypto universe.
Edge Theory status
The paper studies consensus categories and a 302-asset sample. Recreating it requires point-in-time proof-mechanism labels, asset membership and factor histories, not just exchange candles.
Cryptocurrency as Money: A Trading Strategy Solution
PWB backtest publishedEdge Theory: Full three-step recipe needed
A long-only, cointegration-based portfolio intended to provide liquidity while reducing volatility.
Edge Theory status
The public summary names a three-step cointegration method but does not provide enough operational detail to specify asset selection, signals, sizing and rebalancing safely.
When a paper rule has been represented and tested, save the reviewed version in Strategy Lab. The Lab keeps the saved rules and versioned evidence together; use Practise only after you have reviewed the fills, risk settings and costs.
These tools explain calculations and historical evidence under the assumptions shown. They are not forecasts, trading advice or proof of future performance.
