A static report of the results obtained during training and walk-forward validation of the EventHorizon Crypto model (BTC/USDT). No live feed, no external data dependency — every number here is embedded directly in this page.
Baseline (amber marker) is the 52% naive-direction benchmark used across all EventHorizon Crypto validation. Only the 5s horizon clears it by a statistically significant margin.
| Horizon | Accuracy | vs. baseline (52%) |
|---|---|---|
| 5s | 60.5% | |
| 15s | 52.4% | |
| 30s | 48.0% | |
| 1min | 50.0% | |
| 5min | 50.2% | |
| 15min | 49.8% | |
| 30min | 50.5% | |
| 1h | 50.5% | |
| 5h | 54.0% | |
| 1d | — no data |
The 60.5% figure at 5s isn't a raw backtest number — it survived five separate checks before being published here.
Validation windows are spaced out in time, never adjacent to training data, to avoid temporal leakage.
Resampled with multiple block sizes to check that the confidence interval isn't an artifact of one block length.
Targets are shuffled and the model re-scored, to confirm the edge disappears when the real signal is destroyed.
The gap between real and permuted performance is bootstrapped directly to test significance of the edge itself.
Results are split into 15-day partitions to confirm the edge holds across time, not just in one lucky window.
The +8pp edge at the 5-second horizon is statistically significant: it survives walk-forward validation, block bootstrap, permutation testing, and gap bootstrap. This is not noise.
It is also economically unviable for a retail trader under standard Binance fees. Net PnL is negative across every VIP fee tier we tested at this horizon — the edge is consumed by trading costs before it becomes profit.
We're publishing this as a complete case study: the validation proves the edge exists, and the fee analysis proves why it doesn't translate into profitable retail trading. Both halves matter.