sora

I am a crypto investor. Nice to meet you all to do.

[Roan @RohOnChain]

The 4 BACKTESTING TECHNIQUES behind WINNING Strategies:

i've spent the last 2 years running backtests on everything from mean reversion setups to volatility arbitrage to prediction market signals

some strategies survived and tbh most of them died and the difference was never the strategy itself, it was how i tested it

a backtest is not proof your strategy works, it's a stress test to see how easily it breaks

here are the 4 techniques i've actually run, what worked, what broke AND what i still use

---------------

technique 1: standard in-sample / out-of-sample split

verdict: broken by default, NEVER TRUST THIS

the setup is easy, take 5 years of data and train on the first 4, test on the last 1

the problem is subtle - every time you tweak the strategy and re-run, you're peeking at the test data and after 30 iterations your "out-of-sample" is FULLY contaminated

the first strategy i ever backtested was a simple pairs trade between two energy stocks that showed a Sharpe of 2.1 on the standard split, so i deployed $2,000 of my own money and lost 40% of it in 3 months

going back later i realized i'd re-run that backtest 47 times during tuning, the test data was never really untouched

use this only for a quick first look, NEVER as the final validation

---------------

technique 2: walk-forward validation

verdict: the real workhorse, this is what i actually use

instead of splitting once, you slide a window through the data

train on 2018-2020, test on 2021
train on 2019-2021, test on 2022
keep sliding

each test window is data the model has never seen and you get 5 or 6 test periods instead of JUST ONE

what this catches:

> strategies that only worked in one regime (the pattern shows up immediately)
> parameters that shift wildly when retuned (unstable strategy, red flag)
> strategies that survive across every window (this is real edge)

at our fund we killed a stat arb strategy that showed Sharpe 2.4 on a standard split, but walk-forward revealed it worked beautifully in 2019-2020 and completely died in 2021-2022, the regime had shifted underneath us and it saved us months of losses

but this is slower and more painful than a standard split and it's also the reason institutional backtests match live P&L :)

---------------

technique 3: purged k-fold cross-validation

verdict: fixes a hidden bug in walk-forward

financial data has memory, today's price is not independent of yesterday's

when your training window ends on december 31 and your test window starts january 1, information leaks across that boundary and your Sharpe looks better than it should

purged k-fold fixes this, Marcos Lopez de Prado covers it in Advances in Financial Machine Learning

the idea is simple:

> split data into folds like standard cross-validation
> when a fold is used for testing, remove the adjacent observations that overlap in time
> this eliminates the leakage

a QUANT friend of mine who runs an ML-based factor model showed me his numbers before and after adding purging, Sharpe dropped from 1.9 to 1.4 on the same strategy with the same data and the extra 0.5 was pure leakage he didn't know he had

use this when you're training ML models on financial data, the leakage in tree-based models is brutal without it

---------------

technique 4: monte carlo trade shuffling

verdict: the reality check that saves capital EVERY SINGLE TIME

your backtest shows one sequence of trades, Monte Carlo randomizes the order and runs it thousands of times

why this matters:

> your backtest might have gotten lucky with sequencing, what if the drawdown happened in month 2 instead of month 10
> the max drawdown you observed is one path, Monte Carlo shows the full range
> the 5th percentile drawdown is often 2 to 3 times worse than what you saw

few months ago (during the hype of 15-min BTC markets) i built a systematic prediction market strategy that showed 12% max drawdown across 18 months of backtest, but before deploying i ran Monte Carlo with 10,000 shuffled sequences and the 5th percentile scenario showed a 34% drawdown

ofc i didn't deploy at full size, i sized it at 25% of what i originally planned and three months in the strategy hit a 22% drawdown, but the smaller size meant i could hold through it and the strategy recovered to finish the year up 31%

Monte Carlo is why i stayed in that trade instead of blowing up

---------------

what i actually use in production NOW:

> walk-forward validation as the primary test

> purged k-fold when the strategy uses ML models

> Monte Carlo shuffling on strategies that survive both, before any real capital

> standard in-sample/out-of-sample only for the very first pass (rarely tho)

if your backtest is designed to make you feel good, it's designed to LOSE you money for real.

[Roan @RohOnChain]

GPT-6 Astra + TradingView builds the most powerful trading agents

i plugged this open source repo into my Astra stack & now my 24/7 trading bot works with real-time TradingView data

PREMIUM indicators without paying for a PRO account

here is how you can set it up:

1. clone the TradingView API repo (3.9k stars, github on top), one npm install gets you real-time feeds, premium indicators and replay mode

2. pipe the live data stream into the 300 agent monitoring layer, each sub-agent now pulls TradingView values on top of exchange APIs, 10x the signal coverage without extra cost

3. expose the indicator library as a tool to GPT-6 Astra. RSI, MACD, Ichimoku, Supertrend, plus any custom Pine Script indicator you can pull from TradingView, all callable natively

4. use the backtest endpoint to validate every hypothesis. Astra writes the strategy, converts to Pine Script, ships it, reads the result in seconds

5. connect the technical analysis endpoint to the Validation Bot. TradingView returns a buy/sell/neutral read across 26 indicators for any symbol, becomes a second opinion layer before capital moves

6. use replay mode to stress test across any timeframe. free, unlimited, works on premium data

7. telegram alerts now include chart snapshots alongside instrument, strategy, Sharpe, drawdown and Kelly sized position

EXACT system (in depth) which I am running with GPT-6 Astra is in the article below:

[sora @sorasoudesu]

@0xRicker @grok Currently, https://t.co/N2oh3ZNMXb is inaccessible. Do you know his account address?

[sora @sorasoudesu]

@0xRicker Thanks for the great article.

I'm currently unable to access "1. 0x1d00... - The Sniper (Latency & Momentum Trader)"'s account.

Do you know his account address?

I'd like to analyze his trading data.

I'd appreciate any help.🙏

[sora @sorasoudesu]

#自分はれいわに入れました

[sora @sorasoudesu]

@BasedPandaPo I was moved by your decision.😭

[gemchanger @gemchange_ltd]

Jane Street Bots already entered Polymarket xD

While most traders chase narratives, one Polymarket account turned 15-minute crypto prediction windows into a mechanical profit engine.

Trader didn't build a sophisticated arbitrage bot.

He found something simpler, momentum lag on ultra-short timeframes.

Win rate: 99.5% algo accuracy on a long run

The system lives in 15-minute Bitcoin, Ethereum, Solana, and XRP markets.

It scans every active micro-window on the platform.

And looks for one specific signal: volatility compression into directional breaks.

When crypto moves hard in one direction, these short-window markets lag by 30-90 seconds.

The order books thin out. Prices stick. The market freezes while the asset keeps moving

He watches for 3-5% gaps between where the market should be and where it's priced.

Then it waits. 8-12 minutes on average. The market catches up. Position closes automatically.

Average return per trade: 50-150%

While everyone's watching the 5-second chart, JaneStreetIndia waits for the 15-minute market to break from reality.

[sora @sorasoudesu]

The beanstalk is sprouting stronger! ✨

Teaming up with Gassy Jack to climb the beanstalk. Collect beans through quests and unlock epic rewards in our gas-free world. Who's in? 👀

https://t.co/ZOHnhP7RtB

https://t.co/ZOHnhP7RtB

[sora @sorasoudesu]

The beanstalk is sprouting stronger! ✨

Teaming up with Gassy Jack to climb the beanstalk. Collect beans through quests and unlock epic rewards in our gas-free world. Who's in? 👀

https://t.co/ZOHnhP8pj9

https://t.co/ZOHnhP8pj9

[sora @sorasoudesu]

Discovered my Gas ID via ETHGas - turning my gas spend into rewards 🫘

As a Kiddo Jack, I've spent 0.2371 ETH on gas but earned 75 Beans back.

Get your Gas ID and Beans here: https://t.co/XfK7cRCLgC

[sora @sorasoudesu]

Discovered my Gas ID via ETHGas - turning my gas spend into rewards 🫘

As a Kiddo Jack, I've spent 0.2371 ETH on gas but earned 75 Beans back.

Get your Gas ID and Beans here: https://t.co/XfK7cRDj6a

[Ryuzaki SEI @Ryuzaki_SEI]

TOP 20 AIRDROPS TO FARM IN 2026 🪂

In this thread, I’m sharing you 20 protocols that are worth farming in 2026 included perp, prediction, lending platform backed by stats, my plans & which are worth farming with $100 - $1000.

the most alpha and timeline for each airdrop.

first the biggest meta is perp so here the list which you can start your journey even with $100. many perp support organic use.

1. variational : @variational_io

charges $0 fees on trading with $$11.8M funding backed by coinbase & it's becomes the most hyped perp after lighter airdrop, open interest did 4x after it so you can say next big airdrop will come from variational

airdrop is expected in Q3 you have enough time to accumlated points each week & 150k points each week on friday.

OI - 1.2B
daily volume - $1.6B

my strategy: varaitional favours OI & positive pnl for points so i mostly choose other perp and do delta neutral. position hold time is 2 day. weekly $2M volume

access: invite only
link: https://t.co/DoUz7yJh7P
Code: OMNIRYUZAKI ( 15% points boost )

------

2. Extended - @extendedapp

Extended is a perp DEX focused on building a truly unified trading experience great support by starknet team, there is no fees on limit orders so you can trade efficiently. $1M volume = 400 points if you use my strategy

funding - $6.5M
OI - 1.2B
daily volume - $1.6B

my strategy: doing delta neutral with varaitional is the best way to farm both perps. position hold time is 1 day & weekly $3M volume

link: https://t.co/k9wzw3B9So

------

3. Edgex - @edgeX_exchange

edgeX is building a parallel, modular execution app-specific execution layer with Ethereum-level security. it's the second most hype perp based on OI & they did maru memecoin airdrop to it's users recently like Hyperliquid.

TGE is expected in Q2, currently xp campaign is live which you can farm it

OI - 1.2B
daily volume - $2.5B

my strategy: trading only btc & eth in it position hold time is 2 day. weekly $5M volume on limit order.

access: invite only
link : https://t.co/QWRrOViUyQ

------

4. GRVT - @grvt_io

GRVT is a leading DEX focused on on-chain financial privacy, powered by zero-knowledge technology to deliver a private, trustless, scalable, and secure trading infrastructure.

funding - $33.3M
OI - $400M
daily volume - $1.5B

my strategy: deposited $5k in vault & doing delta neutral with edgex perp, position hold time is 1 day. weekly $3m volume. points drop on tuesday, each points is $20 is the otc market.

access: invite only
link: https://t.co/URLexzDdVU

------

5. Nado - @nadoHQ

Nado is a next-gen DEX combining spot + perps, fast execution via an off-chain sequencer, and secure on-chain settlement on Ink. launched 8 week ago & you will get ink chain airdrop in coming 6 - 7 months.

funding - backed by @krakenfx
OI - $142M
daily volume - $366M

my strategy: points are about to come in next month so you can do some volume before it & i am making $2m volume & position holding time is 3 days.

access: invite only
link: https://t.co/HBKkRnUAhC

------

6. Ethereal - @etherealdex

Ethereal is the first perp DEX where your margin earns daily yield. even while backing open positions. looks like backed by usde

revenue - $1M
OI - $127M
daily volume - $111M

my strategy: trading only btc, eth with grvt perp, doing delta neutral $1m volume each week getting 80k points. each point is $0.015 on otc market

access: invite only
link: https://t.co/CjiRrifXzR
code: DBPOUMMED69T

------

7. Pacifica - @pacifica_fi

perp build by ex-ftx team & biggest perp on solana. $90b cummulative volume achieved till now.

OI - $100M
daily volume - $900M

my strategy: trading sol, eth, lit, only altcoins $3m volume each week & position holding time works best is 1 days. delta neutral with paradex.

access: invite only
link: https://t.co/PvUdOu4oKZ

------

8. ostium - @ostium

ostium is an RFQ based tradfi perpetuals trading protocol built on Arbitrum, giving traders deep liquidity with the tightest spreads, lowest slippage, and instant settlement across both crypto and traditional assets including forex, commodities, indices, and equities.

seaon 1 is over & now season 2 is live which is worth farming.

funding - $24M
OI - $217M
daily volume - $300M

my strategy: i only trade gold in ostium, maximum liquidity and low spread. added 10k liquidity in vault. each week $3m volume & currently fees is very low. points distributed 50% to traders & another 50% to vault users

access: invite only
join - https://t.co/PdcBIIjANh

------

9. standx - @StandX_Official

StandX is a Perps DEX live on Mainnet across BNB and Solana, powered by its native yield bearing DUSD.

OI - $30M
daily volume - $190M

my strategy: deposited $2k in dusd for points & trading only 200k each week. only two pair is there btc & eth

------

10. Paradex - @paradex

Paradex Perp is a decentralized perpetual futures exchange that lets you trade crypto with leverage without an expiry date, fully on-chain. every friday, 4M XP will be distributed among active users & 20% supply allocated to airdrop & season 2 ends in late Jan 2026

OI - $1.1B
daily volume - $1.6B

my strategy: trading altcoins like sol & xrp, doing delta neutral with other perps like variational. each week $6m volume.

Join - https://t.co/Gmk6AH0EK0 ( 15% boost on xp )

------

11. Backpack - @Backpack

Backpack is a high-performance trading platform offering perpetual futures, spot trading, it serves as a core pillar of the Mad Lads ecosystem.

funding - $37M
OI - $295M

my strategy: i already hold mad lad nft and still doing 2m volume each week.

link: https://t.co/0fioLJNrkp

------

12. Cascade - @cascade_xyz

cascade is a 24/7 neo brokerage offering perpetual markets across crypto, us equities, and private assets, with 0 trading fees, fully aligned with the current market trend.

funding 15m from coinbase & polychain

my strategy: only vault is live & so nothing to do, just join it for now

access: invite only
link: https://t.co/SqfFJLLbzh

------

13. limitless - @trylimitless

biggest prediction market on base & season 2 is coming in the late january so you can do some trades each week & be eligible for airdrop.

they allocated $6m airdrop, you can do delta neutral with other prediction market.

each month $120M volume & they also buyback $50k lmts token from revenue

join: https://t.co/J8Y2jEOSri

------

14. polymarket - @Polymarket

polymarket is a crypto-native prediction market where users bet on the outcome of real-world events using USDC on-chain. funding is $2.28B

make atleast $1k to $10k volume for airdrop & hyperliquid like airdrop coming this year

join : https://t.co/Z0o71UGiIp

------

15. kalshi - @Kalshi

kalshi is a US-regulated prediction market where users trade event contracts tied to real-world outcomes.

raised - $1.5B

strong incentive to reward early active users
bridges TradFi + prediction markets
attracts institutions & mainstream users
first mover in regulated event trading

------

16. jupiter - @JupiterExchange

Jupiter is the leading decentralized exchange (DEX) aggregator on Solana, designed to give users the best possible token swap prices by routing trades across multiple liquidity sources.

users who swaps, perp trade & those who staked jup will be eligible for airdrop.

------

17. solstice - @solsticefi

solstice is bringing these strategies onchain, accessible to anyone from $1 while making them composable within Solana's booming ecosystem.

8% supply allocated to airdrop
you can buy yt on exponent & earn flares
use code - H3nggKnSfs for bonus

------

18. folks finance - @FolksFinance

the protocol provides efficient and user-friendly access to liquidity across multiple blockchains.

it's the biggest algorand lending platform & season 2 is worth focusing on with earning yield on stablecoins.

------

19. hyperliquid - @HyperliquidX

Hyperliquid is a high-performance, fully on-chain perpetual futures exchange designed to deliver CEX-level speed while keeping DEX-level transparency and self-custody

they latest roadmap shows airdrop so i am trading $1m volume each week and using it's hyper evm chain everyday. also staked 100 hype token as well

join: https://t.co/2O1rfCU4rJ

20. bull pen - @BullpenFi

bullpen perp is a decentralized perpetual futures exchange focused on fast execution, low fees, and trader-first UX, designed to feel closer to a CEX-style trading experience.

it's build top of HL so you will eligible for hyperliquid as well.

join: https://t.co/P4zsSjF7Hj

i recommended to farm the perp based on the biggest open interest & volume. also try to do delta neutral, don't loss any money.

when you open position try to farm funding fees, try opening trade on limit order.

keep farming airdrops 🤝

[fabiano.sol @FabianoSolana]

https://t.co/3v7aoNXVkx

[Ryuzaki SEI @Ryuzaki_SEI]

Perp DEXes points price by OTC:

• @variational_io : $20 - 30 per point
• @extendedapp : $2 - 3 per point
• @grvt_io : $20 - 25 pep point
• @edgeX_exchange : $25 - 30 per point
• @pacifica_fi : $0.4 - 0.5 per point
• @paradex : $0.19 - 0.25 per point
• @etherealdex : $0.01 - 0.015 per point

currently the only meta worth farming in 2026, after selling lighter airdrop these are my picks currently.

if you need more information how to farm these perps so check out my pinned post.

keep farming perps 🤝

[sora @sorasoudesu]

@LintonWorm Is it possible to make a profit by copy-trading this high-frequency wallet?

I'm thinking of using a Telegram bot called PolyBot Trading.

[satyaxbt @satyaXBT]

The Perp DEX Airdrop Farm List for 2026

If you're farming perp dex airdrops, I’ve been tracking a bunch of perp dex lately, but might miss some names

I'm not going to rank them in tiers because markets change fast, but I listed some projects that have funding, TVL, and confirmed points programs.

﹍
• @grvt_io ➔ hybrid perp dex on zkSync, $33M funded, 22% community allocation. weekly points pools, TGE Q1 2026.
• @paradex ➔ Paradigm's starknet appchain, 20% genesis airdrop. zero fees, perp options, season 2 extended to early 2026.
• @StandX_Official ➔ ex-Binance team, yield-bearing DUSD stablecoin. trade-to-mine rewards active.
• @Backpack ➔ season 3 points live on Solana/Ethereum. KYC required, volume = points, CEX-like UX.
• @variational_io ➔ 50% community allocation, zero fees, 2-4% loss rebates. 485+ markets including RWAs.
• @ostium ➔ $23.5M funded, trade stocks/commodities/FX/crypto perps from wallet. TVL up 1,000% in 2025.
• @etherealdex ➔ Ethena-integrated points for USDe traders. mainnet live, token Q1-Q2 2026.
• @pacifica_fi ➔ closed beta points, $41M TVL, non-custodial on Solana. early allocations looking good.
• @edgeX_exchange ➔ StarkEx rollup, $10 min entry, weekly points. TGE March 2026, Amber Group backed.
• @extendedapp ➔ ex-Revolut team on Starknet, $100M+ TVL. 50+ pairs, 100x leverage, spot launching mid-Jan.
• @01Exchange ➔ Solana perp futures with structured strategies. all-in-one stack, points hinted but no TGE confirmed.
• @tradedotxyz ➔ perps on any asset 24/7, RWA/TradFi focus. potential retroactive airdrop.
• @BasedOneX ➔ trade crypto/TradFi everything. integrations with Hyperliquid/Polymarket, building HyenaTrade.
• @nadoHQ ➔ ex-Kraken team on Ink L2, unified margin. CEX-speed execution, airdrop teased.
• @bulktrade ➔ $8M seed, Solana-based. ultra-low latency 20ms, testnet points suspected.
• @hibachi_xyz ➔ ZK-focused, sub-ms execution, $6.7B+ volume. privacy perps with potential points.
• @DecibelTrade ➔ composable engine on Aptos for spot/perps/margin. testnet live, referral program planned.
• @AtlantisDEX_xyz ➔ 700+ assets, low fees, fast orders. limited visibility, but V4 features rolling out.
• @risextrade ➔ world's fastest on-chain perps, real-time order book on RISE chain. testnet with potential volume-based airdrop.
• @DefxOfficial ➔ Pantera-backed, points ended Jan 2026. 50x leverage, sub-ms L1, institutional security.

...
final thought:

yes people have made life-changing money farming perps, but way more have gotten rekt or farmed garbage that never shipped.

so this isn’t financial advice, just what’s actually going on in the perp dex meta right now.

perp farming isn't risk free, liquidations happen, and projects are delayed or never launch.

the safest play is delta-neutral hedging (long one dex, short another) with low leverage. spread across 3-5 max, don't ape everything.

start small if you're trying this. practice on testnet first if perps are new for you, set stop losses and don't be the exit liquidity, lmao

which ones are you farming?

[Stacy Muur @stacy_muur]

18 new perp DEXs to farm in 2026 ↓

• @cascade_xyz
• @extendedapp
• @paradex
• @grvt_io
• @risextrade
• @Backpack
• @pacifica_fi
• @ostium
• @VestExchange
• @BullpenFi
• @nadoHQ
• @01Exchange
• @etherealdex
• @axiome_pro
• @DecibelTrade
• @hibachi_xyz
• @variational_io
• @StandX_Official

Who did I miss?

[sora @sorasoudesu]

@osa3210 osaさんのご紹介をきっかけに、こつこつとトレードしていた @BasedOneX ですが、Goldの配布が先程終了したようです。署名の期限から察するにTGEは2/8以降のようですね😅。https://t.co/9KbKPgu5ai

[Based @BasedOneX]

BASED Season 2 Wrap Up

gBased all,

As we wrap up Season 2 of Gold farming, with an end date of 3rd January, we are fast approaching an inflection point for the future of Based. The time has come to not only reward our loyal users, but also for our team to craft a token experience unique to us.

With immediate effect from 3rd January, Season 2 Gold will no longer be distributed. Users that are eligible for BASED genesis event are required to sign terms and conditions available via the Based Foundation page.

$BASED will be launched within Q1 of 2026, and the Based team will be focusing efforts on items that are key for launch in the meantime. Efforts have been made to sift through trading records to identify Based-aligned users.

More information to be shared on BASED genesis event in the coming days.

Follow our Foundation X 👇🏻

[Based @BasedOneX]

BASED Season 2 Wrap Up

gBased all,

As we wrap up Season 2 of Gold farming, with an end date of 3rd January, we are fast approaching an inflection point for the future of Based. The time has come to not only reward our loyal users, but also for our team to craft a token experience unique to us.

With immediate effect from 3rd January, Season 2 Gold will no longer be distributed. Users that are eligible for BASED genesis event are required to sign terms and conditions available via the Based Foundation page.

$BASED will be launched within Q1 of 2026, and the Based team will be focusing efforts on items that are key for launch in the meantime. Efforts have been made to sift through trading records to identify Based-aligned users.

More information to be shared on BASED genesis event in the coming days.

Follow our Foundation X 👇🏻

[sora @sorasoudesu]

@osa3210 あけましておめでとうございます❤️。

今年もよろしくお願い申し上げます。