CRYPTO · REAL MONEY · PUBLISHED 28 JUL 2026

We ran 7 crypto strategies with real money. All 7 lost.

Not a paper exercise. We funded a live wallet, wired the execution, and let the machines trade. Here is every strategy, every result, and the one that came closest to working.

The seven

StrategyHow testedResult
Memecoin sniping (new launches)Live capital, ~15 snipesEvery position faded
Micro-scalping large capsLive + 60d backtestSpread and fees ate every edge
Momentum — large caps64d, 12 tokens, hourly−12.2%
Momentum — top 24h gainers60d, 60 tokens, hourly−95.7%
Grid trading (range harvest)67d, SOL/USDC, hourly−4.2% (0 round trips in final week)
Trend-following (10d MA switch)Live, armed, real rotationsProtects crashes, bleeds in chop
Mean reversion (buy oversold)62d, 7 tokens, hourly−9% to −22%

The one that hurt most to publish

Chasing the top 24-hour gainers — the strategy that feels most obviously correct when you look at a list of tokens up 30% — returned −95.7% over 60 days across the 60 most-liquid Solana tokens. It won 26 of 94 trades.

The reason is visible in the data the moment you look past the headline number: the token up 31% today is frequently down 31% on the week. A gainers list is not a list of things going up. It is a list of things that already went up, photographed at the top.

The most useful number we found

One mean-reversion variant won 65% of its trades and still lost 9%. The winners returned 2–3% each; the losers hit the full −8% stop. High win rate, negative expectancy.

This is the trap behind every “90% accurate” bot you have ever been sold. Win rate is the number that markets well and means the least.

What actually did work

Two things, both unglamorous. Trend-following didn't make money, but it cut losses — the same result we found across 30 years of stock data. And fee income(providing liquidity, lending) was the only positive-expectancy activity we measured, because it gets paid by the same choppy market that punishes everyone trying to predict it.

The honest conclusion is uncomfortable for anyone selling trading products: in a market that isn't trending, the absence of edge isn't a strategy problem you can solve by finding a better strategy. Nobody is being paid. The correct move is to stop paying fees to find out.

Why publish losses?

Because everyone publishes wins, which is why nothing you read about trading is useful. We would rather be the people whose numbers you can trust when we eventually say something worked. Every test above is reproducible from public data, and our live positioning is published in real time.

Get the next autopsy

We test one strategy people swear by and publish whatever the data says — including when it says the strategy doesn't work. Free, no pitch.

Vorrik Research publishes tests of publicly discussed trading strategies using public market data and our own capital. It is factual reporting of what happened in historical and live tests — not investment advice, and not a recommendation to buy or sell anything. Past results never predict future results.