Research
Data-driven research validating our cryptocurrency rating system and grid trading methodology. All studies use blind forward testing to ensure realistic performance expectations.
Featured Research
HRP vs MVO Portfolio Construction
Comparing Hierarchical Risk Parity Against Mean-Variance Optimization
Research comparing two portfolio construction methods for cryptocurrency portfolios. HRP shows 75% win rate on volatility and drawdown metrics, while MVO captures higher absolute returns. Recommends HRP for conservative profiles.
Grid Trading Profitability Across Exchanges
Why Exchange Choice Matters More Than Crypto Selection
Comprehensive analysis of 480 backtests across 20 cryptocurrencies and 4 exchanges, revealing that Binance.US achieves 85% profitability vs Coinbase at 45%. Includes fee modeling, minimum spacing formulas, and rolling forward test validation.
All Research Papers
February 2026
HRP vs MVO Portfolio Construction
Comparing Hierarchical Risk Parity Against Mean-Variance Optimization
Grid Trading Profitability Across Exchanges
Why Exchange Choice Matters More Than Crypto Selection
Rating System Effectiveness Study
How Multi-Factor Ratings Improve Grid Trading Returns by 37-66%
See the Rating System in Action
Explore our Discovery page to see real-time ratings for 80+ cryptocurrencies, or read our articles for practical trading insights.
Our Research Methodology
All CoinRoc research uses blind forward testing: Year 1 data calculates parameters, Year 2 data measures performance. We also employ rolling forward tests with 19 independent windows for statistical validation. We believe in transparency and publish our methodology for peer review.