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Apex2 Design Study

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Description

Apex 2 design study (Stage 0): can a BTC perpetual-futures bot be justified? 150 signals, blind-pair ladder, adversarial judges, calibrated instrument. Produced with Claude Fable 5.1 multi-agent workflows.

Installation

This entry records only its repository, not the path inside it, so there is no exact command to give. Open the source below and copy the folder into ~/.claude/skills/, or the file into ~/.claude/agents/.

README

Apex 2 — design study for a BTC perpetual-futures bot (Stage 0)

**One-line result:** across 150 market signals tested at six horizons on 6.4 years of Bybit BTCUSDT data, nothing predicts BTC on its own beyond noise; a trend-filtered, volatility-targeted long halves the worst drawdown (79% → 33%) but does not beat holding BTC statistically; one fragile lead survives (scale exposure by Binance long/short account crowding), sitting exactly at its family-level significance hurdle. The return band these edges support is about 2–5% a month with 25–50% drawdowns; 10% a month is not reachable at any leverage.

Everything here was produced on 2026-09-04 by Claude (Fable 5.1) working with the architect, Rafael Vargas, using multi-agent workflows: 51 agents (feature builders, validators, blind implementation pairs, reconcilers, blind verifiers, judges, critics, writers) plus the main session. It is published as-is so the method, the numbers and the mistakes can be inspected.

Read this first

  • docs/STAGE0_REPORT.md — the verdict, the ladder, the fee map, the census, judges, honesty section, Stage 1 proposal, sign-off block, addendum (PT-BR summary at the end).
  • docs/SPEC.md — the approved study design (stages, kill rules, simulator requirements, roadmap).
  • docs/APEX2_SIM_DESIGN.md — the simulator design chosen by a 3-architect / 3-judge panel, with an 11-step implementation plan.

Layout

path what
contracts/ the written contracts every agent worked from (common rules, feature schema, ten feature families, blind ladder pair, fee map, prober, validator, verifier, judges, critic, report, simulator design panel)
harness/ the census instrument (data loaders, block-bootstrap statistics, ladder, census runner with registered pass rules, calibration on synthetic features, sensitivity, summaries)
features// each family's build script, manifest (definitions, availability lags, registered expected signs) and validation report