arXiv 2608.26174 reports ROC-AUC 0.6316 on "will BTC rise >5% within 7 days"
using Fear & Greed, Google Trends, on-chain and market features under a 5-fold
expanding walk-forward. This runs the same protocol and target on the same
period, with the Crypto Fear & Greed Index from alternative.me and on-chain
metrics from the CoinMetrics community API (realized cap and NUPL derived from
MVRV by identity). Google Trends is omitted and reported as a gap.
Nothing reaches the paper's figure. Over 8 folds x 250 test days the best
configuration is market-only LightGBM at 0.5454, and no configuration is
distinguishable from 0.50 (all p > 0.05).
The paper's operating point reproduces as degenerate: at its threshold of 0.11
precision equals the test base rate exactly (21.1% vs 21.1%) at 85-100% recall,
and a RandomForest that answers yes to 99.8% of days scores F1 0.3451 against
the paper's reported 0.3234. Its headline F1 and profit are a long-only hold.
Adding Fear & Greed significantly *reduc…
