{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,8,14]],"date-time":"2026-08-14T16:34:45Z","timestamp":1786725285897,"version":"build-2736575974"},"posted":{"date-parts":[[2026]]},"group-title":"SSRN","reference-count":0,"publisher":"Elsevier BV","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"abstract":"<jats:p>Working-paper status. This document describes the methodology and pipeline. The empirical results presented below are generated on synthetic multi-regime price series produced by a documented data-generating process; they are intended to demonstrate the pipeline's behaviour, not as findings about real markets. The companion paper, in preparation, will report results on real futures and crypto data using the same machinery, with the calibration step refit per asset class per period from realised bid-ask data.<\/jats:p>","DOI":"10.2139\/ssrn.6645378","type":"posted-content","created":{"date-parts":[[2026,4,25]],"date-time":"2026-04-25T06:33:16Z","timestamp":1777098796000},"source":"Crossref","is-referenced-by-count":0,"title":["Are the Turtles Still Beating the Market?"],"prefix":"10.2139","author":[{"ORCID":"https:\/\/orcid.org\/0009-0005-8477-9393","authenticated-orcid":true,"given":"Boon Chuan","family":"Lim","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"78","container-title":[],"original-title":[],"deposited":{"date-parts":[[2026,8,14]],"date-time":"2026-08-14T15:57:18Z","timestamp":1786723038000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.ssrn.com\/abstract=6645378"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2026]]},"references-count":0,"URL":"https:\/\/doi.org\/10.2139\/ssrn.6645378","relation":{},"subject":[],"published":{"date-parts":[[2026]]},"subtype":"preprint"}}