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This study conducts a comprehensive audit of public Binance BTCUSDT perpetual-futures data, revealing significant gaps in data availability that hinder effective decision-making in cryptocurrency trading. The authors found that a five-minute requirement for critical trading data was unmet for over 304 days, highlighting the challenges in relying on public archives for timely research. Despite rigorous auditing processes that identified numerous violations, the adaptive agent's performance did not surpass random search methods, leading to a negative conclusion regarding profitability and agent superiority.
A staggering 304-day gap in critical trading data reveals the hidden pitfalls of relying on public cryptocurrency archives for timely decision-making.
Public cryptocurrency archives may appear usable when files exist, although factor research requires observations available and executable at each decision time. We audit public Binance BTCUSDT USD-M perpetual-futures data using event, publication, and availability times and separate proposal from deterministic auditing, evaluation, and holdout access. An initial gapless five-minute requirement for trade, mark, index, and open interest failed: the longest unrepaired intersection was 304.5729166666667 days. A disclosed revision made trade, mark, index, and realized funding the core streams and made open interest optional because its publication time was unverified. The revised mask retained 727 complete UTC days and supported a 436/145/146-day train, validation, and historical-holdout split. On 80 frozen known-rule templates, the auditor detected 40/40 violations and rejected 0/40 legal templates. Across ten null-signal paths, full auditing reduced mean false passes from 0.2910 to 0.0625. Under matched valid-candidate budgets, the audited adaptive agent tied random search and did not establish superiority. In the one-time historical holdout, all evaluated runs had positive IC but negative net Sharpe under primary costs. We therefore report a scoped negative result rather than a profitability or agent-superiority claim.
