PatternKilled

"Asian session unwind": fade the overnight HYPE drift at the Asian-session open

−1.79 bps

net return, statistically indistinguishable from random

bps = basis points = a hundredth of a percent (100 bps = 1%).

In plain English

There’s no reliable reversal at the Asian market open; the result was indistinguishable from random noise.

What it needed

a real, repeatable signal

→

What it got

as close to pure noise as it gets

Why it's dead

The Asian-session open shows no systematic reversal of overnight drift in HYPE. The p-value is near 1.0, this is as close to pure noise as results get.

The detail

n=33 sessions. Mean net return: −1.79 bps. p=0.991, far above any significance threshold. The overnight drift showed no consistent direction, and the "unwind" at open is not distinguishable from random price action.

Kill date: 2026-03-12
Sample: n=33
Method: Pre-registered
Verdict: no signal (p=0.991)

What it would have done to your money

You put in$10,000

You run it for33 trades

You would have

$9,941

−$59

lost (1%)

You started with$10,000

This strategy left you$9,941

Instead of not trading$10,000

Locked to this strategy's real measured result of -0.0179% per trade, compounded. You choose the amount and the time. We don't choose the return, the strategy already did.

Pre-registered before the data. Judged on a criterion locked in advance. Published whatever the result.

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