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 roundR216MTF filter · REJECT
Rounds since V66 beaten28paradigm exhaustion
Healthy bots5/5all running
Live capital (real)€107.58as of 2026-05-29 10:49 Madrid · 2 invested · -2 cash
R&D signal: 28 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 (2026-05-29 10:49 Madrid)
Latest experimental results most recent 3 rounds
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 |
R203
sizing
RECORD
R203: V5 V115_cmp + continuous vol-adjusted Kelly sizing
| strategy | compound_pnl | min_alpha | beats_bh_folds | avg_mdd | fold_0_pnl | fold_1_pnl | fold_2_pnl | fold_3_pnl |
|---|---|---|---|---|---|---|---|---|
| V5 baseline (no sizing) | 76724.88701025378 | 265.9150729821566 | 4 | 376.00457723035044 | 618.1579493903639 | 504.5895789792161 | 271.7150729821566 | |
| vol-Kelly tgt=2% clip[0.7,1.4] | 127792.76719849529 | 149.93675999693647 | 4 | 206.63675999693646 | 926.699595829349 | 785.2004384192629 | 358.9197575023244 | |
| vol-Kelly tgt=2.5% clip[0.7,1.4] | 609740.2366566458 | 467.84969687790726 | 4 | 648.6249023362723 | 1183.3744947866867 | 1006.5005480240769 | 473.6496968779073 | |
| vol-Kelly tgt=3% clip[0.7,1.4] | 622390.9458638682 | 469.3739138333873 | 4 | 647.5927252659858 | 1194.600684028017 | 1018.2346855943282 | 475.1739138333873 | |
| vol-Kelly tgt=2.5% clip[0.8,1.2] | 223935.96723004367 | 358.5052065045093 | 4 | 503.2920958625631 | 872.1482278526471 | 722.7238147282114 | 364.30520650450933 | |
| vol-Kelly tgt=2.5% clip[0.5,1.5] | 981182.4524697899 | 529.2987466061079 | 4 | 727.6065096415051 | 1361.0585638277246 | 1177.7952075057106 | 535.0987466061079 |
R198
ensemble
RECORD
R198: V5+V66 cascade ensemble (defensive / aggressive / regime-conditional)
| strategy | compound_pnl | min_alpha | beats_bh_folds | avg_mdd | fold_0_pnl | fold_1_pnl | fold_2_pnl | fold_3_pnl |
|---|---|---|---|---|---|---|---|---|
| ? | 76724.88701025378 | 265.9150729821566 | 4 | 376.00457723035044 | 618.1579493903639 | 504.5895789792161 | 271.7150729821566 | |
| ? | 59598.03110386899 | 219.52346045449016 | 4 | 353.2038835740271 | 600.0955233732938 | 453.92346045449017 | 239.67166904024148 | |
| ? | 63388.834881475865 | 235.25393839944468 | 4 | 365.7144220692818 | 600.0955233732938 | 470.9489785216266 | 241.0539383994447 | |
| ? | 72137.81162233143 | 252.1609088399574 | 4 | 363.21761314859026 | 618.1579493903639 | 486.5609088399574 | 270.2085360450715 | |
| ? | 72137.81162233143 | 252.1609088399574 | 4 | 363.21761314859026 | 618.1579493903639 | 486.5609088399574 | 270.2085360450715 |
Navigate
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All 40 rounds, sortable, filterable by paradigm and verdict
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V2-V6 deep dive: edge thesis, weaknesses, comparisons
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Graveyard with failure mode + re-explore triggers
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