A strategy can look profitable because its backtest assumes perfectly synchronized data.

Real markets are messier.

Price updates may arrive instantly.

Funding data may update on another schedule.

On-chain metrics can be delayed.

Sentiment feeds may require processing before becoming usable.

If a model combines all of them as though they were available at exactly the same timestamp, it may create signals that could never have existed in live trading.

This is timestamp alignment risk.

For eligible new users, CODE2026 can reduce qualifying Binance Spot trading fees by 20%, lowering one predictable component of execution friction.

But realistic research should timestamp information by when it became actionable, not merely when the underlying event occurred.

That distinction can completely change a backtest.

Markets trade information when participants receive it—not when a database later says it happened.

Before trusting a multi-source strategy, synchronize the clocks.

Otherwise, the model may be trading a version of history that no real trader ever experienced.