Research
Dated, citable technical research from the RiskState engine: papers, validation reports, and technical notes for the quant and academic audience, written with the rigour those readers expect.
Cadence
- One paper every six months — full-length validation report covering a scoring version, an out-of-sample window, or a specific structural question. Written in academic format: abstract, methodology, data, results, limitations, citation.
- One technical post per month — shorter, focused notes on single findings or methodological decisions.
Relationship to the rest of the docs
| Page | Scope |
|---|---|
| Methodology | Static — how the engine is built. |
| Backtest | Static — the framework used to validate it. |
| Research (this page) | Dated — what that framework has produced on real data, over time. |
Findings published here reference the Backtest framework and Methodology page for context; they do not duplicate them.
Editorial discipline
- Findings are reported with confidence intervals, effective sample size, block sensitivity and exclusion counts. Single point estimates without error bounds are not published.
- Pre-specified contrasts are stated before running the test. Post-hoc quintile mining is noted explicitly when it occurs.
- Scoring-version and out-of-sample gates are respected: findings from an in-sample window are labelled as such and not extrapolated.
- Methodology open, calibration closed. Enough detail is published that a reviewer can replicate the analysis against their own snapshot dataset; scoring weights, thresholds and coefficients are not.
- Every paper ships with a BibTeX-ready citation block at the end.
Publications
Papers
- First Out-of-Sample Check of the Composite Quintile Contrast — 18 May 2026. First validation check. Pre-specified
Q2∪Q3vsQ4∪Q5win-rate contrast on 7-day BTC + ETH returns, circular block bootstrap, IS/OOS split at the 8 April 2026 cutoff. 90-day snapshot dataset, 35-day matured OOS window. Pre-registered internally on 2026-04-08 (audit on request). Primaryscore_v3rescored result: pooled OOS gap −3.2 pp, 95% CI [−30.7, 23.9]; per-asset decomposition reveals BTC/ETH direction disagreement out-of-sample (BTC −6.7 pp, ETH +1.8 pp). Under the framework's pooled-only-when-agreed policy the pooled OOS headline is suppressed. Classification: OOS weakened, not disproven.score_v3freeze through 22 October 2026 maintained.
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