Skip to content
QEV

QEV · Examination report

EX-001Illustrative sample

BTC Funding Mean Reversion: does the funding-reversion effect survive independent reconstruction?

Sample examination · Historical data · Not investment advice. This report shows the structure every QEV examination follows. No completed public engagements exist yet.

Abstract

We re-examine a published funding-rate mean-reversion strategy on BTC-USDT perpetual futures under a frozen specification. The core effect replicates and survives benchmark controls and out-of-sample testing. Parameter stability is weak — the edge concentrates in a narrow entry-threshold band — and execution costs are material at realistic participation. We classify the examination as keep-researching: the mechanism is real, the tradability is unproven.

§1 · Specification

The specification froze before the first run: Enter short perp exposure when 8h funding ≥ +0.10% (annualized ≥ 109.5%); exit at funding ≤ +0.03%. Mirror for negative extremes. 2020-09 → 2025-06 · out-of-sample boundary frozen at 2024-03 Failure criterion: net-of-cost sharpe must exceed 0.8 oos with max drawdown under 25% to count as reproduced.

§2 · Data check

Two conflicts were found and resolved: Nov 2022 — divergent open-interest snapshot during venue outage window. Segment flagged and excluded from sensitivity runs. sha256-pinned · point-in-time verified · no survivorship issue (single instrument)

§3 · Validation results

Replication
PASS

core effect reproduces: funding-capture PnL positive in 7 of 8 subperiods

Controls
PASS

clears buy-and-hold and rule-matched random entry on the same window

Out-of-sample
PASS

holds beyond the frozen boundary; decay present but net-positive

Parameter stability
WEAK

entry threshold sensitive: effect halves outside the 0.08–0.13% band. Flagged as the main open risk

Execution costs
MATERIAL

taker fees + slippage consume 38% of gross capture in the base case; break-even at 9 bps per side

§4 · Stress tests

  • Funding regime shift

    2021-style sustained positive funding: strategy flips to persistent short-carry — PnL holds, turnover rises 2.4×

  • Venue outage

    Exchange halt during held position: mark-to-market path shows 11% adverse excursion before exit

  • Crowding

    Simulated 3× participation: capture per trade decays ~55%; capacity flagged as limited

  • Monte Carlo

    Block bootstrap of funding paths: 5th-percentile outcome is breakeven, not ruin — no tail blowup found

§5 · Verdict

KEEP RESEARCHINGDERIVED FROM MANDATORY FINDINGS

The core funding-reversion effect replicates, but parameter stability is weak and execution costs are material. Promising, not yet classifiable.

Figure 1 — Examination pipeline

  1. Idea
  2. Specification
  3. Data Check
  4. Validation
  5. Verdict

Figure 1. Every examination follows the same five-stage path. The specification freezes before any code runs; the data check precedes all validation; the verdict derives from mandatory findings.

Provenance

Data snapshot
Frozen, checksummed (sha256). Adjustment and reconciliation methods recorded.
Code version
Pinned at run time. Deterministic re-run verified.
Checker
Independent reviewer with falsification mandate. Findings signed.
What this report does not establish
Future funding regimes, live execution quality, capacity at size, or suitability for any account.

Inspect this examination in the interactive workspace on the front page.