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 roundR120MTF filter · REJECT
Rounds since V66 beaten9paradigm exhaustion
Active bots5/5all running
Live capital€1255 × €25 sub-accounts
R&D signal: 9 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 5 on Hetzner CX23 · all share GRU checkpoints from R069
V2
GRU Ensemble (always-invested)
compound+7,641%
min α—
tf15min
configproduction_v2.yaml
V3
GRU + DailyRSI>80 + Trail 10%
compound+450B%
min α—
tf15min
configproduction_v3_hybrid.yam
V4
GRU 3-Regime adaptive (V5.4 Robust-5)
compound+30,174%
min α+117%
tf15min
configproduction_v4_hybrid_v5.
V5
V115_cmp (GRU + peak_drop + ratchet + regime cooldown)
compound**+168,759%**
min α**+238%**
tf15min
configproduction_v5_hybrid_v11
V6
V66 Cooldown(4,48) (GRU defensive uniform)
compound+70,576%
min α**+245%**
tf15min
configproduction_v6_hybrid_v66
Latest experimental results most recent 3 rounds
R120
mean-reversion
ITERATE
2026-05-22
Portfolio V66 + MACD_div sweep (uniform + regime-aware allocation)
| config | w_v66_avg | w_macd_avg | fold_0_pnl | fold_1_pnl | fold_2_pnl | fold_3_pnl | fold_0_alpha | fold_1_alpha | fold_2_alpha | fold_3_alpha | compound_pnl | min_alpha | beats_bh_folds | total_trades | avg_mdd |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| regime_macd_F0_F1_F3 | 0.25 | 0.75 | 539.7 | 2505.6 | 479.2 | 276.1 | 483.0 | 2407.6 | 244.8 | 270.3 | 362991.4 | 244.8 | 4 | 4983 | 21.0 |
| regime_macd_F0_F1 | 0.5 | 0.5 | 539.7 | 2505.6 | 479.2 | 261.3 | 483.0 | 2407.6 | 244.8 | 255.5 | 348703.3 | 244.8 | 4 | 3422 | 23.2 |
| regime_macd_70_F0_F1 | 0.525 | 0.475 | 507.6 | 1914.4 | 479.2 | 268.7 | 450.9 | 1816.4 | 244.8 | 262.9 | 261265.4 | 244.8 | 4 | 3264 | 23.5 |
| regime_v66_heavy_recov | 0.625 | 0.375 | 486.2 | 1914.4 | 479.2 | 265.7 | 429.5 | 1816.4 | 244.8 | 259.9 | 250026.6 | 244.8 | 4 | 2640 | 24.4 |
| regime_v66_only_F2 | 0.625 | 0.375 | 486.2 | 1520.3 | 479.2 | 268.7 | 429.5 | 1422.3 | 244.8 | 262.9 | 202717.7 | 244.8 | 4 | 2640 | 24.4 |
| regime_v66_only_F2_F3 | 0.75 | 0.25 | 486.2 | 1520.3 | 479.2 | 261.3 | 429.5 | 1422.3 | 244.8 | 255.5 | 198647.1 | 244.8 | 4 | 1860 | 25.5 |
| uniform_v000_m100 | 0.0 | 1.0 | 539.7 | 2505.6 | 186.4 | 276.1 | 483.0 | 2407.6 | -48.0 | 270.3 | 179439.7 | -48.0 | 3 | 6544 | 18.8 |
| uniform_v010_m090 | 0.1 | 0.9 | 529.0 | 2308.5 | 215.7 | 274.6 | 472.3 | 2210.5 | -18.7 | 268.8 | 179057.8 | -18.7 | 3 | 5919 | 19.7 |
| uniform_v020_m080 | 0.2 | 0.8 | 518.3 | 2111.5 | 245.0 | 273.1 | 461.6 | 2013.5 | 10.6 | 267.3 | 175898.4 | 10.6 | 4 | 5295 | 20.6 |
| uniform_v030_m070 | 0.3 | 0.7 | 507.6 | 1914.4 | 274.2 | 271.7 | 450.9 | 1816.4 | 39.8 | 265.9 | 170132.5 | 39.8 | 4 | 4670 | 21.5 |
| uniform_v040_m060 | 0.4 | 0.6 | 496.9 | 1717.4 | 303.5 | 270.2 | 440.2 | 1619.4 | 69.1 | 264.4 | 161928.5 | 69.1 | 4 | 4046 | 22.4 |
| uniform_v050_m050 | 0.5 | 0.5 | 486.2 | 1520.3 | 332.8 | 268.7 | 429.5 | 1422.3 | 98.4 | 262.9 | 151453.0 | 98.4 | 4 | 3422 | 23.2 |
| uniform_v060_m040 | 0.6 | 0.4 | 475.4 | 1323.2 | 362.1 | 267.2 | 418.7 | 1225.2 | 127.7 | 261.4 | 138870.2 | 127.7 | 4 | 2797 | 24.1 |
| uniform_v070_m030 | 0.7 | 0.3 | 464.7 | 1126.2 | 391.4 | 265.7 | 408.0 | 1028.2 | 157.0 | 259.9 | 124342.1 | 157.0 | 4 | 2173 | 25.0 |
| uniform_v080_m019 | 0.8 | 0.2 | 454.0 | 929.1 | 420.6 | 264.3 | 397.3 | 831.1 | 186.2 | 258.5 | 108028.6 | 186.2 | 4 | 1548 | 25.9 |
| uniform_v090_m009 | 0.9 | 0.1 | 443.3 | 732.1 | 449.9 | 262.8 | 386.6 | 634.1 | 215.5 | 257.0 | 90087.3 | 215.5 | 4 | 924 | 26.8 |
| uniform_v100_m000 | 1.0 | 0.0 | 432.6 | 535.0 | 479.2 | 261.3 | 375.9 | 437.0 | 244.8 | 255.5 | 70673.6 | 244.8 | 4 | 300 | 27.7 |
| baseline_V66_reference | 1.0 | 0.0 | 432.6 | 535.0 | 479.2 | 261.3 | 375.90000000000003 | 437.0 | 244.79999999999998 | 255.5 | 70576.0 | 245.0 | 4 | 300 | 27.7 |
R119
mtf-filter
SUPERSEDED
2026-05-21
Multi-timeframe filter (4h context on V66 15min)
| filter | compound_pnl | min_alpha | fold_0_alpha | fold_1_alpha | fold_2_alpha | fold_3_alpha | beats_bh_folds | total_trades | blocked_entries | avg_wr | avg_mdd | time_s |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| baseline_V66 | 70576.0 | 245.2 | 375.9 | 437.3 | 245.2 | 255.5 | 4 | 300 | 0 | 55.9 | 27.7 | 1.9 |
| MTF_EMA_bullish | 6730.1 | -52.3 | 223.1 | 196.5 | -52.3 | 57.3 | 3 | 229 | 3057 | 53.0 | 27.8 | 2.3 |
| MTF_no_extreme_RSI | 66749.6 | 168.8 | 354.4 | 597.1 | 168.8 | 222.6 | 4 | 286 | 722 | 55.2 | 26.1 | 3.5 |
| MTF_slope_supportive | 12583.7 | 72.9 | 227.3 | 248.9 | 80.7 | 72.9 | 4 | 243 | 2137 | 54.5 | 24.4 | 1.9 |
| MTF_vol_regime | 31539.2 | 161.3 | 186.4 | 405.2 | 238.1 | 161.3 | 4 | 286 | 807 | 55.5 | 26.7 | 1.9 |
| MTF_all | 1379.2 | -119.8 | 49.5 | 39.6 | -119.8 | 35.9 | 3 | 191 | 4570 | 46.9 | 25.1 | 1.8 |
R118
alt-model
REJECT
2026-05-21
XGBoost classifier as GRU alternative (EXPLORATION new model family)
| fold | pnl | trades | wr | mdd | BH | alpha | baseline_pnl | baseline_alpha | pnl_delta_vs_baseline |
|---|---|---|---|---|---|---|---|---|---|
| 0 | -1.031730088176082 | 248 | 52.41935483870967 | 45.84109021564403 | 59.18068329501152 | -60.2124133831876 | 435.0806832950115 | 375.9 | -436.1124133831876 |
| 1 | 73.6333527544727 | 80 | 60.0 | 8.41744916433773 | 99.98283255066114 | -26.349479796188447 | 537.2828325506612 | 437.3 | -463.6494797961885 |
| 2 | 100.25360241862897 | 384 | 47.13541666666667 | 32.089134778691964 | 228.4183620424153 | -128.16475962378632 | 473.6183620424153 | 245.2 | -373.3647596237863 |
| 3 | 0.49494430155902597 | 4 | 75.0 | 2.22385590884031 | 5.8144742341911915 | -5.3195299326321654 | 261.3144742341912 | 255.5 | -260.8195299326322 |
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