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 roundR167MTF filter · REJECT
Rounds since V66 beaten35paradigm exhaustion
Healthy bots5/5all running
Live capital (real)€109.53as of 2026-05-26 20:28 Madrid · 2 invested · 3 cash
R&D signal: 35 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
R167
other
ACTIVE
R167: OOT 2026 for COMBINED + comparison
| strategy | compound_pnl | min_alpha | beats_bh_folds |
|---|---|---|---|
| V66 canonical (OOT 2026) | -7.55436896375144 | 11.432784734703343 | 1 |
| R163 pyramid only (OOT 2026) | 41.30449568804348 | 60.291649386498264 | 1 |
| R151-A shorts only (OOT 2026) | -5.2275964610507435 | 13.759557237404039 | 1 |
| COMBINED R163+R151-A (OOT 2026) | -5.2275964610507435 | 13.759557237404039 | 1 |
R166
other
—
R166: combined R163 pyramid + R151-A shorts (stacking test)
| strategy | compound_pnl | min_alpha | beats_bh_folds | avg_mdd | fold_0_pnl | fold_1_pnl | fold_2_pnl | fold_3_pnl |
|---|---|---|---|---|---|---|---|---|
| canonical V66 | 70575.96897358543 | 239.23040762399907 | 4 | 435.1241258875941 | 537.2929246822578 | 473.6304076239991 | 261.28171201560355 | |
| R163 pyramid only (+10/+50/1.5x/24h) | 198892.56076009126 | 372.8118262109214 | 4 | 675.8422732567919 | 537.2929246822578 | 740.8932746679473 | 378.61182621092144 | |
| R151-A shorts only (P(SL)>0.65) | 212590.90723201176 | 245.05908252590595 | 4 | 880.4843357030418 | 852.4921638247961 | 479.45908252590596 | 293.02853101383454 | |
| COMBINED R163 + R151-A | 454068.47262735426 | 287.2285310138345 | 4 | 1321.5415809234387 | 852.4921638247961 | 753.4379013013765 | 293.02853101383454 |
R165
other
—
R165: 2026 OOT for R163 pyramid variants + comparisons
| strategy | compound_pnl | min_alpha | beats_bh_folds |
|---|---|---|---|
| V66 canonical (OOT 2026) | -7.55436896375144 | 11.432784734703343 | 1 |
| R163 pyramid (OOT 2026) | 41.30449568804348 | 60.291649386498264 | 1 |
| R163 +5%/+30%/1.3x/12h (OOT 2026) | 22.099480702744838 | 41.08663440119962 | 1 |
| R163 +15%/+50%/1.5x/48h (OOT 2026) | -7.55436896375144 | 11.432784734703343 | 1 |
| R163 +20%/+100%/2.0x/48h (OOT 2026) | -7.55436896375144 | 11.432784734703343 | 1 |
| R151-A shorts (OOT 2026) | -5.227596461050816 | 13.759557237403968 | 1 |
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