Research #018 · Sep 22, 2026
Market-state persistence in BTC perpetual futures
Hurst · DFA · Order flow · BTC
A short study of whether BTC perpetual states persist beyond a single bar, using Hurst, DFA, and order-flow context from ArcDelta. Results are descriptive. They are not a trading recommendation.
Abstract · hypothesis · dataset · methodology · results · validation · limitations · conclusion.
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