Systematic crypto research
Shock Engine
A systematic strategy that trades the continuation after abnormal moves on Bitcoin and Ethereum. Fixed rules, tested to be broken, published with their failures.
Historical simulation after modeled transaction costs. Not live performance.
ShadowMarketPro
Research and tools, kept apart
The systematic strategy and the TradingView indicators are separate products. The research figures concern Shock Engine only.
Systematic strategy
Shock Engine
One rule set for Bitcoin and Ethereum, simulated over 8 years after modeled costs.
- Performance dashboard with downloadable data
- Placebo, delayed-entry, cost and parameter tests
- Pre-registered forward validation
Decision support
Trading Tools
Quantitative indicators for TradingView, by subscription: regime, compression, momentum, traps.
- Eight indicators, one subscription
- Alerts and a tutorial for each tool
- Crypto, forex, indices, stocks
Performance
Two markets, one engine
Half of the capital in each market, 2018-09-01 → 2026-09-30. Their strategy returns correlate at 0.36, against 0.82 for the two coins' prices.
Equity, indexed to 100
Log scale · daily closes
Dashed line: buy & hold BTC/ETH 50/50 over the same period (half in each coin on 2018-09-01, no rebalancing, no costs): 100 → 1,073, CAGR 34.1%, max drawdown −76.9%, Sharpe 0.78, Sortino 1.11.
Historical simulation after modeled transaction costs. Not live performance. Commission 0.045 % per order; slippage and funding are not in these figures.
Research evidence
Built to be falsified
Every test has a pass/fail criterion fixed before the result is seen.
Bitcoin parameters applied to Ethereum without any ETH calibration met every pre-set criterion.
Share of 200 random-entry runs with the same exits that the strategy beats: the edge is in the timing of entries.
Doubling commissions, equivalent to 0.045 % slippage on every fill, keeps the portfolio Sharpe above 1.8.
Research status
Where the research stands
- Historical simulation2018 → 2026, 716 trades
- Robustness testingplacebo, delay, costs, parameters
- Forward validationshort-entry condition pre-registered, observation from 2026-10-12; calm-regime restriction not yet
- Testnet botplay money, since 2026-10-09; does not yet apply the calm-regime restriction · live page
- Live track recordnot available
Research materials
Full report, daily return series, reproducibility manifest, and a plain list of what is not done yet.
Research
Read the research
Methods, verdicts, and every file needed to check the figures.
Important information. All performance figures on this site are hypothetical: they come from a historical simulation of fixed rules, after modeled commissions, and do not represent actual trading. Simulated results have inherent limitations. They benefit from hindsight in the design of the rules, they do not reflect slippage, funding, market impact or the liquidity of a real account, and past simulated performance does not predict future results.
Nothing on this site is investment advice, a recommendation, or an offer or solicitation to buy or sell any financial instrument or to provide investment management services.