Structural Limits of OHLCV-Based Intraday Momentum Signals in MNQ Futures: A Systematic Falsification Study

By Mathias Mesfin

Published 2026-05-01

Everscope rating

1679

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Systematic Falsification with Expanding-Window Walk-Forward Validation. Problem types: Classification, Time Series Forecasting, Anomaly Detection, Algorithmic Execution, Risk Management.

arXiv:2605.04004 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.