Bitcoin Trading with XGBoost: What 70,000 Hours of Data Actually Prove (2026 Walk-Forward Evidence)
A 2026 study (arXiv:2606.00060) using XGBoost on 70,000 hours of BTC/USDT data reports ~65% annualised return with Sharpe above 1 after applying a cost-aware execution filter, but the edge does not su…