NovAnalytica

Quant HFT | @CryptoQuant Verified Author | DM/Join TG for alpha: | NFA |

[NovAnalytica @NovAnalytica]

🔴
Since our first warning of a potential $ETH long squeeze on October 15, 2025—when it was at $4.6k—

$ETH HAS FALLEN OVER -31% at $3.5k !

Follow the knowledge! 👀

#ETH #ethereum #CryptoTrading
https://t.co/uU1gzA31Cj

[NovAnalytica @NovAnalytica]

🚨ALERT $ETH LONG SQUEEZE

Be cautios!
[SS] Short Squeeze Score: 0.0
[LS] Long Squeeze Score: 65.7
[>>] Dominant Type: LONG SQUEEZE [DOWN]
🚩[!!] Risk Level: HIGH
#ETH

[NovAnalytica @NovAnalytica]

If you had these results from a backtest, which configuration would you choose?
IS= in-sample; OOS= out-of-sample

[NovAnalytica @NovAnalytica]

@QuantifiedStrat Bubbles. In live is a adisaster

[NovAnalytica @NovAnalytica]

@quantscience_ None of these are good if deployed live

[NovAnalytica @NovAnalytica]

@RoundtableSpace Unfortunately, 99.9% of quant strategy on the internet are useless when deployed in real-time

[NovAnalytica @NovAnalytica]

@WhizzTrades Cherry-picking

[NovAnalytica @NovAnalytica]

@PtrPomorski Unfortunately, predicting trajectories in trading is not the same as predicting trajectories in space. Deploying in real time will kill your capital

[NovAnalytica @NovAnalytica]

@quantscience_ Wasserstein doesn't work in HFT

[NovAnalytica @NovAnalytica]

@Eddie_Fibonacci Careful. I see cherry-picking around

[NovAnalytica @NovAnalytica]

@quantscience_ Just many ideas. no real tests, no real gains

[NovAnalytica @NovAnalytica]

@QuantifiedStrat 81% Win Rate = it's only CHERRY_PICKING

[NovAnalytica @NovAnalytica]

@quantscience_ Kelly is the king of theory, but volatility targeting is the king of practice for almost all traders who don't want to risk seeing -80% and giving up everything.

[NovAnalytica @NovAnalytica]

@arkham What goes around turns around

[NovAnalytica @NovAnalytica]

@quantscience_ If your system goes in red there is no metric that can help you

[NovAnalytica @NovAnalytica]

@quantscience_ When code goes hard chatgpt makes many mistakes

[NovAnalytica @NovAnalytica]

@tradertheory @edgeful Not enough. How many consecutive Red or green candels?

[NovAnalytica @NovAnalytica]

@AxelAdlerJr Negative funds are not enough. You also need to weigh the long/short ratio (% OI) and delta (%).

[NovAnalytica @NovAnalytica]

@quantbeckman look at this: https://t.co/5MtjnCcSqa

[NovAnalytica @NovAnalytica]

One brutal reality check for quant strategies 💥:

Ever wonder why so many "amazing" quant strategies flop live?
Suhonen et al. (JPM 2017) analyzed 215 commercially promoted alternative beta strategies with real live track records:
Backtest median Sharpe: 1.20 Live median Sharpe: 0.31 → -73% median deterioration
More rules/parameters = bigger decay (up to +30% extra haircut for complex ones).
Only 8.4% maintained backtest-level performance. 30% turned negative.

Backtests lie. Live trading reveals the truth.

Read: https://t.co/vm9XPOdQrj
#QuantFinance #AlgoTrading #RiskManagement

[NovAnalytica @NovAnalytica]

@AlphaMind101 The final reckoning is always the reality of live trading: https://t.co/5MtjnCcSqa

[NovAnalytica @NovAnalytica]

One brutal reality check for quant strategies 💥:

Ever wonder why so many "amazing" quant strategies flop live?
Suhonen et al. (JPM 2017) analyzed 215 commercially promoted alternative beta strategies with real live track records:
Backtest median Sharpe: 1.20 Live median Sharpe: 0.31 → -73% median deterioration
More rules/parameters = bigger decay (up to +30% extra haircut for complex ones).
Only 8.4% maintained backtest-level performance. 30% turned negative.

Backtests lie. Live trading reveals the truth.

Read: https://t.co/vm9XPOdQrj
#QuantFinance #AlgoTrading #RiskManagement

[NovAnalytica @NovAnalytica]

@TradeZella Really? look at this https://t.co/5MtjnCcSqa

[NovAnalytica @NovAnalytica]

One brutal reality check for quant strategies 💥:

Ever wonder why so many "amazing" quant strategies flop live?
Suhonen et al. (JPM 2017) analyzed 215 commercially promoted alternative beta strategies with real live track records:
Backtest median Sharpe: 1.20 Live median Sharpe: 0.31 → -73% median deterioration
More rules/parameters = bigger decay (up to +30% extra haircut for complex ones).
Only 8.4% maintained backtest-level performance. 30% turned negative.

Backtests lie. Live trading reveals the truth.

Read: https://t.co/vm9XPOdQrj
#QuantFinance #AlgoTrading #RiskManagement

[NovAnalytica @NovAnalytica]

One brutal reality check for quant strategies 💥:

Ever wonder why so many "amazing" quant strategies flop live?
Suhonen et al. (JPM 2017) analyzed 215 commercially promoted alternative beta strategies with real live track records:
Backtest median Sharpe: 1.20 Live median Sharpe: 0.31 → -73% median deterioration
More rules/parameters = bigger decay (up to +30% extra haircut for complex ones).
Only 8.4% maintained backtest-level performance. 30% turned negative.

Backtests lie. Live trading reveals the truth.

Read: https://t.co/vm9XPOdQrj
#QuantFinance #AlgoTrading #RiskManagement