Overview
What's now
CURRENT CHAMPION
V6 · V66 Cooldown(4,48)
+70,576% compound · +245% min α · 4/4 beats B&H · MDD 27.7%
GRU 2x128 ensemble · 5 seeds × 4 folds · 36 features · tb_vol_10_7 labeling
Last roundR218MTF filter · REJECT
Rounds since V66 beaten24paradigm exhaustion
Healthy bots5/5all running
Live capital (real)€107.53as of 2026-05-31 21:16 Madrid · 1 invested · -1 cash
R&D signal: 24 rounds without beating V66 baseline. Refinement is exhausted — shift focus to NEW paradigms. R117 MACD_div (+179K% compound, decorrelated from V66) is the live lead. See pipeline for next experiment (R120 portfolio).
Production bots live capital · trades · state · refreshed at commit time (2026-05-31 21:16 Madrid)
Latest experimental results most recent 3 rounds
R218
other
REJECT
R218: V10 shorts feasibility under Binance margin BTC borrow rates
| strategy | compound_pnl | min_alpha | beats_bh_folds | avg_mdd | fold_0_pnl | fold_1_pnl | fold_2_pnl | fold_3_pnl |
|---|---|---|---|---|---|---|---|---|
| R151-A baseline (futures funding 0.03%/day) | 25214.27087904446 | 120.31758935619607 | 476.82191379099265 | 218.31758935619607 | 363.51688064611676 | 197.43870358891814 | ||
| Margin LOW (0.075%/day = 27.4% APR) | 23600.751990216 | 119.7450329522909 | 449.371580692009 | 217.7450329522909 | 361.8509288438878 | 193.97834775064908 | ||
| Margin MID (0.1125%/day = 41% APR) | 22334.82913311437 | 119.26862392054812 | 427.4939230976086 | 217.26862392054812 | 360.46702048498514 | 191.1250994120157 | ||
| Margin HIGH (0.15%/day = 55% APR) | 21136.376946584784 | 118.79286974647044 | 406.4849268507756 | 216.79286974647044 | 359.08708663684996 | 188.29919204923831 | ||
| Margin EXTREME (0.20%/day = 73% APR) | 19637.22077627084 | 118.15954810076005 | 379.7649427541981 | 216.15954810076005 | 357.25333854227944 | 184.5733993196772 |
R217
sizing
RECORD
R217: vol-Kelly variants sweep — find the full margin roster
| strategy | compound_pnl | min_alpha | beats_bh_folds | avg_mdd | fold_0_pnl | fold_1_pnl | fold_2_pnl | fold_3_pnl |
|---|---|---|---|---|---|---|---|---|
| V5 baseline (control) | 76724.88701025378 | 265.9150729821566 | 376.00457723035044 | 618.1579493903639 | 504.5895789792161 | 271.7150729821566 | ||
| V11 ★ tgt=3.0% clip[0.5,1.5] | 1001557.306483474 | 530.989219828519 | 726.4687203568247 | 1373.8486704781683 | 1191.3505305796011 | 536.789219828519 | ||
| V13 conservative tgt=2.0% clip[0.7,1.2] | 46884.09869203724 | 90.40882584301109 | 147.1088258430111 | 677.7206133734368 | 558.1799991238697 | 271.44485929157895 | ||
| V14 defensive tgt=2.5% clip[0.5,1.0] | 76724.88701025378 | 265.9150729821566 | 376.00457723035044 | 618.1579493903639 | 504.5895789792161 | 271.7150729821566 | ||
| V15 aggressive tgt=4.0% clip[0.5,2.0] | 8835064.631182425 | 919.2280484911987 | 1163.5276395821627 | 2522.2694119086173 | 2501.458135985049 | 925.0280484911987 | ||
| V16 deep deleverage tgt=3.0% clip[0.3,1.5] | 1001557.306483474 | 530.989219828519 | 726.4687203568247 | 1373.8486704781683 | 1191.3505305796011 | 536.789219828519 | ||
| V17 narrow band tgt=2.5% clip[0.8,1.4] | 609749.3311637345 | 467.8518366933814 | 648.6272214844139 | 1183.3811903042279 | 1006.503721110997 | 473.6518366933814 |
R204
sizing
RECORD
R204: vol-Kelly with lookahead bugs FIXED
| strategy | compound_pnl | min_alpha | beats_bh_folds | avg_mdd | fold_0_pnl | fold_1_pnl | fold_2_pnl | fold_3_pnl |
|---|---|---|---|---|---|---|---|---|
| V5 baseline (control) | 76724.88701025378 | 265.9150729821566 | 376.00457723035044 | 618.1579493903639 | 504.5895789792161 | 271.7150729821566 | ||
| R204 HONEST tgt=2.5% clip[0.5,1.5] | 981200.7296435771 | 529.3017053801057 | 727.6097125058741 | 1361.0680880213715 | 1177.7997796955592 | 535.1017053801056 | ||
| R204 HONEST tgt=2.5% clip[0.7,1.4] | 609749.3311637345 | 467.8518366933814 | 648.6272214844139 | 1183.3811903042279 | 1006.503721110997 | 473.6518366933814 | ||
| R204 HONEST tgt=3.0% clip[0.5,1.5] | 1001557.306483474 | 530.989219828519 | 726.4687203568247 | 1373.8486704781683 | 1191.3505305796011 | 536.789219828519 |
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