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 roundR223MTF filter · REJECT
Rounds since V66 beaten21paradigm exhaustion
Healthy bots5/5all running
Live capital (real)€107.28as of 2026-06-01 08:03 Madrid · 4 invested · -4 cash
R&D signal: 21 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 (2026-06-01 08:03 Madrid)
Latest experimental results most recent 3 rounds
R223
sizing
REJECT
R223: balanced long-short pure signal (no V5 cascade)
| strategy | compound_pnl | min_alpha | beats_bh_folds | avg_mdd | fold_0_pnl | fold_1_pnl | fold_2_pnl | fold_3_pnl |
|---|---|---|---|---|---|---|---|---|
| R223a vanilla (no SL, no cooldown, no Kelly) | 18439.12512530485 | 63.063348420151755 | 801.9982063124748 | 161.06334842015175 | 306.8377569263593 | 93.51578967322905 | ||
| R223b +SL only (long 8%, short 8%) | 12500.295683605109 | 47.261746762460064 | 620.2146654378807 | 145.26174676246006 | 315.8577741347371 | 71.5315983320511 | ||
| R223c +SL +cooldown(2,24) | 14240.859179910834 | 45.69756702220698 | 597.3181088886377 | 143.69756702220698 | 318.578315009272 | 101.61196793503444 | ||
| R223d +SL +cooldown +vol-Kelly (full stack) | 23231.07624451316 | -12.20057335819584 | 1046.2131170066464 | 85.79942664180416 | 449.7824573044368 | 99.2664350859262 |
R222
sizing
ITERATE
R222: V7 vol-Kelly LONG + R151-A shorts combined on Binance margin
| strategy | compound_pnl | min_alpha | beats_bh_folds | avg_mdd | fold_0_pnl | fold_1_pnl | fold_2_pnl | fold_3_pnl |
|---|---|---|---|---|---|---|---|---|
| V7+shorts LOW rates (10%USDC, 30%BTC, 4bps) | 861812.2270061935 | 171.18569071177632 | 1339.095029033309 | 2080.8890345260043 | 891.4770502835422 | 176.98569071177633 | ||
| V7+shorts MID rates (30%USDC, 50%BTC, 7.5bps) | 329153.51216550387 | 110.5623529345059 | 1000.554634326036 | 1607.209639248104 | 709.935173013112 | 116.36235293450589 | ||
| V7+shorts HIGH (50%USDC, 75%BTC, 7.5bps) | 167999.1437548932 | 76.01728357767566 | 789.6520378088173 | 1383.656920687744 | 600.4492453557192 | 81.81728357767565 |
R220
sizing
RECORD
R220: V7 vol-Kelly stress under realistic USDC margin rates
| strategy | compound_pnl | min_alpha | beats_bh_folds | avg_mdd | fold_0_pnl | fold_1_pnl | fold_2_pnl | fold_3_pnl |
|---|---|---|---|---|---|---|---|---|
| R204 ORIGINAL (0.46% APR + 4bps comm) | 1001557.306483474 | 530.989219828519 | 726.4687203568247 | 1373.8486704781683 | 1191.3505305796011 | 536.789219828519 | ||
| Lender floor 5% APR + 4bps | 906581.1227317834 | 515.4392627557509 | 707.2613866695201 | 1332.6512216979645 | 1161.9467341378472 | 521.2392627557508 | ||
| Conservative 10% APR + 4bps | 812699.0363316528 | 498.81478023193205 | 686.6969368311617 | 1288.778602254871 | 1130.4499269530045 | 504.61478023193206 | ||
| Realistic 30% APR + 4bps | 524045.9044185063 | 436.4568246154042 | 609.271288580905 | 1125.8639613229218 | 1011.7125607820611 | 442.2568246154042 | ||
| Realistic 30% APR + 7.5bps comm (taker) | 382373.4052293189 | 395.65090157132573 | 562.5405653885575 | 1000.8774723174024 | 945.7343343022991 | 401.45090157132574 | ||
| Typical retail 50% APR + 7.5bps | 245671.20738803054 | 343.54952073628306 | 496.79885452776807 | 870.8395315355268 | 843.9984632030934 | 349.34952073628307 | ||
| High demand 75% APR + 7.5bps | 141406.7605140168 | 286.0576355889167 | 423.7687526713211 | 729.9570431604506 | 730.7181034576837 | 291.8576355889167 | ||
| Peak 100% APR + 7.5bps | 81383.42780699304 | 235.94502240039964 | 359.6432810237914 | 609.6362648859516 | 630.9882149954032 | 241.74502240039965 |
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