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 roundR149MTF filter · REJECT
Rounds since V66 beaten27paradigm exhaustion
Healthy bots5/5all running
Live capital (real)€109.53as of 2026-05-26 20:28 Madrid · 2 invested · 3 cash
R&D signal: 27 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 (2026-05-26 20:28 Madrid)
V2
GRU Ensemble (always-invested)
capital (live)€22.21
trades2
stateCASH
backtest min α—
V3
GRU + DailyRSI>80 + Trail 10%
capital (live)€23.00
trades0
stateCASH
backtest min α—
V4
GRU 3-Regime adaptive (V5.4 Robust-5)
capital (live)€23.31
trades0
stateINVESTED
backtest min α+117%
V5
V115_cmp (GRU + peak_drop + ratchet + regime cooldown)
capital (live)€20.01
trades0
stateINVESTED
backtest min α**+238%**
V6
V66 Cooldown(4,48) (GRU defensive uniform)
capital (live)€21.00
trades0
stateCASH
backtest min α**+245%**
Latest experimental results most recent 3 rounds
R148
labeling
SUPERSEDED
R148: meta-labeling V66 + R134 P(v66_zone) filter
| strategy | compound_pnl | min_alpha | beats_bh_folds | avg_mdd | fold_0_pnl | fold_1_pnl | fold_2_pnl | fold_3_pnl |
|---|---|---|---|---|---|---|---|---|
| ? | 70575.96897358472 | 239.23040762399748 | 4 | 27.672150676086755 | 435.12412588759275 | 537.2929246822571 | 473.6304076239975 | 261.28171201560224 |
| ? | 3681.2394036354576 | -115.79219932756374 | 2 | 25.836237270527242 | 435.12412588759275 | -17.79219932756374 | 140.01129710613404 | 258.12523964837067 |
| ? | 3809.912231132283 | -111.6240021092797 | 2 | 22.90006047409818 | 435.12412588759275 | -8.987569446054204 | 122.7759978907203 | 260.36563286751743 |
| ? | 2920.93967879972 | -147.07946208853937 | 2 | 23.11876349394448 | 435.12412588759275 | -12.019285772771564 | 87.32053791146063 | 242.5426416036446 |
| ? | 1576.2220570504142 | -179.80186217361506 | 2 | 25.50800531681281 | 435.12412588759275 | -12.019285772771564 | 54.59813782638494 | 130.2954078089602 |
| ? | 1330.9444040000342 | -169.76875439686518 | 2 | 24.630217400457944 | 435.12412588759275 | -14.327014611139365 | 64.63124560313481 | 89.58853223610272 |
| ? | 2359.9788684512637 | -158.23299176108668 | 2 | 19.861826425315833 | 435.12412588759275 | 2.668340397929387 | 76.16700823891334 | 154.1649875668921 |
R146
other
SUPERSEDED
R146: ATR-adaptive initial SL on canonical V66
| strategy | compound_pnl | min_alpha | beats_bh_folds | avg_mdd | fold_0_pnl | fold_1_pnl | fold_2_pnl | fold_3_pnl |
|---|---|---|---|---|---|---|---|---|
| canonical (10% fixed) | 70575.96897358472 | 239.23040762399748 | 4 | 27.672150676086755 | 435.12412588759275 | 537.2929246822571 | 473.6304076239975 | 261.28171201560224 |
| ATR 2x floor 5% | 28065.36027740819 | 200.78175296213726 | 4 | 30.555060552317062 | 275.2858489088854 | 298.78175296213726 | 474.36055530876234 | 227.66740182474456 |
| ATR 2.5x floor 7% | 48939.05926740892 | 230.44746040918992 | 4 | 32.082204389008545 | 325.54969220450937 | 505.82332797033473 | 464.8474604091899 | 236.75548395839633 |
| ATR 2x capped 5-15% | 28065.36027740819 | 200.78175296213726 | 4 | 30.555060552317062 | 275.2858489088854 | 298.78175296213726 | 474.36055530876234 | 227.66740182474456 |
| ATR 1.5x capped 4-12% | 14736.764563129438 | 68.96794315081277 | 4 | 32.219972142219945 | 237.2313668686778 | 166.96794315081277 | 417.327175247191 | 218.5567664145263 |
| ATR 3x floor 5% | 29029.45655833659 | 195.0676968003142 | 4 | 29.14433857637885 | 293.7741332804409 | 293.0676968003142 | 474.36055530876234 | 227.66740182474456 |
R144
architecture
REJECT
R144: architecture GRU 2x256
| strategy | compound_pnl | min_alpha | beats_bh_folds | fold_0_alpha | fold_1_alpha | fold_2_alpha | fold_3_alpha | total_trades |
|---|---|---|---|---|---|---|---|---|
| R144: architecture GRU 2x256 | -37.59181737109437 | -202.74413126010543 | 0 | -39.298460911802565 | -139.96656317798718 | -202.74413126010543 | -36.22563817730223 | 137 |
Navigate
→ R&D History
All 40 rounds, sortable, filterable by paradigm and verdict
→ Production Strategies
V2-V6 deep dive: edge thesis, weaknesses, comparisons
→ Discarded Paths
Graveyard with failure mode + re-explore triggers
→ R&D Pipeline
Kanban: queued / in-flight / recently done
→ Ideas Inbox
Your idea capture — Claude analyzes on request