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FEED:LINK AUTH:OK MODE:READ-ONLY SESSION:ANON LAST REFRESH — ●2026-08-31 · 04:12:07 UTC

VertiMax// POINT-IN-TIME DATA· COST-AWARE BACKTESTING· REPRODUCIBLE RISK ANALYTICS· CRYPTOCURRENCY RESEARCH INFRASTRUCTURE

Summary

Crypto

BTC—— ETH—— SOL——

▚Crypto Market MonitorSOURCE DATA

BTC◆
Bitcoin
——
H —L —
ETH◆
Ethereum
——
H —L —
SOL◆
Solana
——
H —L —

▚Desk Status● OK

ENGINEPAPER
DATAPUBLIC SOURCE
RISKNOT PUBLISHED
EOD SNAPSHOTNOT PUBLISHED
MODEREAD-ONLY
WALK-FORWARD · IN-SAMPLE ▸ OUT-OF-SAMPLE traintest each test window is unseen · no lookahead
Walk-forward validation — out-of-sample windows are first-class, so in-sample fit can't pose as a forecast
POINT-IN-TIME · NO LOOKAHEAD observed timeline → AS-OF T as first observed · feeds decision later revisions ⛔ leak backward POINT-IN-TIME · NO LOOKAHEAD observed timeline → AS-OF T as first observed · feeds decision later revisions ⛔ leak backward
Point-in-time data — stored as first observed; only what was knowable on the as-of date feeds the decision

▚Crypto OHLCBTC · waiting for OHLC

▚The MethodHOW THE DESK WORKS

RESEARCH LIFECYCLE DATA · point-in-time SIGNAL construction BACKTEST · cost-aware RISK budget same versioned data · every run a commit
Research lifecycle — one environment, same versioned data
COST-AWARE BACKTEST order match vspoint-in-time book transaction costimpact · spread · slippage enters the objective modeled explicitly · ⛔ deducted after
Cost-aware backtest — costs enter the objective, not deducted after
RISK BUDGET · DECOMPOSED drawdown by contribution: factor sector regime risk budgetregime-conditioned regime shift feeds the budget directly ⛔ noticed after a loss
Risk budget — drawdown decomposed by factor, sector, regime

▚WatchlistSOURCE DATA

TickerInstrumentLastChg%ChgSource updated (UTC)

▚The FirmDISCRETIONARY

VertiMax builds cryptocurrency research tools for point-in-time data, cost-aware backtesting, and reproducible risk analytics for institutions that treat research as production software — the machinery between a signal and its auditable record. Access is granted on a discretionary basis.
PLATFORMQuant engine · PIT ingestion · backtester→ RESEARCHPapers & notes · informational only→ COMPLIANCEStatus · limitations · provenance→

▚Research NotesDATED FEED

DateNoteTag
2026-08-21Execution Timing and the Cost of Immediacy — urgency is a cost, not a free variable.EXECUTION
2026-08-13The Half-Life of Short-Horizon Factors — decay dominates as turnover rises.SIGNAL
2026-08-05Survivorship Bias in Cross-Sectional Backtests — membership must be point-in-time.FACTOR
2026-07-28Point-in-Time Data and the Revision Problem — the as-of view is the only view that survives audit.DATA
2026-07-16Transaction Costs as a First-Class Signal — cost belongs in the objective.SIGNAL
2026-07-08Drawdown Regimes and Explicit Risk Budgets — budgets should respond to the regime.RISK
2026-06-29On the Fragility of Overfit Sharpe Ratios — a selection statistic, not a forecast.BACKTEST
2026-06-18Factor Crowding and Capacity Decay — proxies precede the reversion.FACTOR
2026-06-08Regime-Conditional Volatility Targeting — leverage by another name.RISK
vertimax@desk:~$ cat /etc/motd▮
RESEARCH INFRASTRUCTURE · READ-ONLY PUBLIC TERMINAL · NO INVESTMENT ADVICE · VALUES WITHHELD · SEE COMPLIANCE [4]