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 roundR178MTF filter · REJECT
Rounds since V66 beaten28paradigm exhaustion
Healthy bots5/5all running
Live capital (real)€109.53as of 2026-05-26 20:28 Madrid · 2 invested · 3 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 (2026-05-26 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
R177
sizing
REJECT
R177: OOT 2026 R151-A under bug-fixed engine
| strategy | compound_pnl | min_alpha | beats_bh_folds |
|---|---|---|---|
| V66 alone bugfix (OOT 2026) | -6.620420847287624 | 12.366732851167159 | 1 |
| R151-A shorts full notional (bugfix) (OOT 2026) | -3.685996882913823 | 15.30115681554096 | 1 |
| R151-A half-Kelly (bugfix) (OOT 2026) | -7.50420184892284 | 11.482951849531943 | 1 |
| R151-B conservative (bugfix) (OOT 2026) | -6.620420847287624 | 12.366732851167159 | 1 |
R176
alt-model
REJECT
R176: V66 backtest with R175 Transformer checkpoints (bug-fixed engine)
| strategy | compound_pnl | min_alpha | beats_bh_folds | fold_0_alpha | fold_1_alpha | fold_2_alpha | fold_3_alpha | total_trades |
|---|---|---|---|---|---|---|---|---|
| R176: V66 backtest with R175 Transformer checkpoints (bug-fixed engine) | 91.8537082002566 | -223.90696033330943 | 0 | -21.228233841715394 | -68.90319747049314 | -223.90696033330943 | -6.517890102812525 | 243 |
R174
other
ITERATE
R174: R151-A re-validated under bug-fixed engine
| strategy | compound_pnl | min_alpha | beats_bh_folds | avg_mdd | fold_0_pnl | fold_1_pnl | fold_2_pnl | fold_3_pnl |
|---|---|---|---|---|---|---|---|---|
| V66 alone (bugfix engine) | 42636.46033896877 | 192.81534207482687 | 4 | 274.9568787187612 | 525.1681047120046 | 427.2153420748269 | 245.80587778357122 | |
| R151-A shorts (bugfix engine) | 113981.10228040912 | 193.80610879031863 | 4 | 567.9131818854252 | 853.9070322373393 | 428.20610879031864 | 238.98792143147242 | |
| R151-A + half-Kelly (bugfix) | 76873.31954229694 | 178.37690941276557 | 4 | 482.3091725892739 | 732.7759225271976 | 412.7769094127656 | 209.54939845792978 | |
| R151-B more conservative (bugfix) | 54067.52473578708 | 125.28772795636867 | 4 | 181.98772795636867 | 616.6592523501993 | 568.339612249058 | 301.05032024768536 |
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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
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Kanban: queued / in-flight / recently done
→ Ideas Inbox
Your idea capture — Claude analyzes on request