https://blog.lynxflow.co/en/tags/%E5%9D%87%E5%80%BC%E5%9B%9E%E5%BD%92/Recent content in 均值回归 on Lynx Tech BlogHugo -- gohugo.ioenSun, 06 Sep 2026 05:40:00 +0800https://blog.lynxflow.co/en/posts/lynxcrypto-part2-falsify/Sun, 06 Sep 2026 05:40:00 +0800https://blog.lynxflow.co/en/posts/lynxcrypto-part2-falsify/<img src="https://blog.lynxflow.co/images/lynxcrypto-part2-falsify-v2.png" alt="Featured image of post LynxCrypto Kicks Off (Part 2): I Turned the Strategy Into Code, Then Falsified It Myself" /> Let me lead with the conclusion — the most valuable sentence in this entire post: using 180 days of real ZEC data, I proved that the &ldquo;15-minute naive mean reversion&rdquo; strategy I originally envisioned has a gross edge of roughly zero — not because risk management doesn&rsquo;t work, but because fees and slippage take that tiny mean-reversion tendency and crush it straight into negative expectancy. This conclusion will save me more money than any &ldquo;backtest moonshot&rdquo; ever co