I was not trying to prove a grand theory about crypto. I was testing simple, falsifiable baselines and looking for one result worth a second experiment. Cross-sectional reversal looked almost too clean: Sharpe 13.
Source: [Dev.to](https://dev.to/pavel_kkkkazantsev/my-crypto-backtest-had-a-sharpe-of-134-then-i-added-trading-costs-5718)