BiffCoin Research — Paper 002 — BiffCoin Research Paper 002

Abstract

The BiffCoin Field Guide (Paper #001 in the field guide series) surveys fourteen trading strategies for cryptocurrency day trading. This paper tests eleven of them — the three requiring external data feeds are excluded — against BTC, ETH, and XRP on MEXC using 1-hour candles.

Two windows are used: a 7-day in-sample window for strategy scoring, and a 28-day window for composite validation. All three assets were in a bearish trend across both periods. The main finding: mean reversion dominated trend-following in this environment, with RSI Mean Reversion and Z-Score producing the highest alpha across all three symbols. The existing BiffCoin live strategy (Trend Channel w=90) held its own on BTC and XRP over 28 days but underperformed mean-reversion approaches on ETH.

No strategy produced positive absolute returns over 7 days. Three produced positive absolute returns over 28 days on XRP.

Reproducibility. All quantitative figures in this paper are computed from MEXC's public klines API by the script at biffcoin/papers/002_compute.py. The script uses only the Python standard library plus requests; anchored to a fixed historical date so it produces identical figures at any future run time. Re-run anywhere and verify the numbers independently.