branch main commit 5abcba6 built last · ui(ranking): add Direction column (long/short/both/portfolio)
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 roundR189MTF filter · REJECT
Rounds since V66 beaten37paradigm exhaustion
Healthy bots5/5all running
Live capital (real)€107.58as of 2026-05-28 14:59 Madrid · 0 invested · 5 cash
R&D signal: 37 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 (2026-05-28 14:59 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)€22.56 trades1 stateCASH backtest min α+117%
V5
V115_cmp (GRU + peak_drop + ratchet + regime cooldown)
capital (live)€18.81 trades1 stateCASH 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

R189 other ITERATE

R189: comprehensive per-fold instrumentation of all valid honest variants + V5+shorts upside

strategycompound_pnlmin_alphabeats_bh_foldsavg_mddfold_0_pnlfold_1_pnlfold_2_pnlfold_3_pnl
V66 canonical (instrumented, R173 baseline)42636.46033896877192.815342074826874274.9568787187612525.1681047120046427.2153420748269245.80587778357122
R151-A full notional (instrumented)113981.10228040912193.806108790318634567.9131818854252853.9070322373393428.20610879031864238.98792143147242
R151-A half-Kelly (instrumented)76873.31954229694178.376909412765574482.3091725892739732.7759225271976412.7769094127656209.54939845792978
R151-B conservative (instrumented)60538.773785532125168.948942077599474429.86388010949776670.8732979586807403.3489420775995194.94017421391973
V5 V115_cmp + R151-A shorts (futures combo, instrumented)111194.68253561886125.110765758251054723.00976858975891005.8173691604806429.5925124780485130.91076575825105
R188 other RECORD

R188: V5 (V115_cmp full cascade) under REALISTIC-EXEC

strategycompound_pnlmin_alphabeats_bh_foldsavg_mddfold_0_pnlfold_1_pnlfold_2_pnlfold_3_pnl
V5 V115_cmp (REALISTIC-EXEC) — V5 bot honest76724.88701025378265.91507298215664376.00457723035044618.1579493903639504.5895789792161271.7150729821566
R187 exit-logic REJECT

R187: V4 (hybrid_v5 3-Regime Robust-5) under REALISTIC-EXEC

strategycompound_pnlmin_alphabeats_bh_foldsavg_mddfold_0_pnlfold_1_pnlfold_2_pnlfold_3_pnl
V4 hybrid_v5 3-Regime (REALISTIC-EXEC) — V4 bot honest29908.66485078609599.685630480077934587.7466952810454346.3589021481223375.72119698956215105.48563048007793

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