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 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
| strategy | compound_pnl | min_alpha | beats_bh_folds | avg_mdd | fold_0_pnl | fold_1_pnl | fold_2_pnl | fold_3_pnl |
|---|---|---|---|---|---|---|---|---|
| V66 canonical (instrumented, R173 baseline) | 42636.46033896877 | 192.81534207482687 | 4 | 274.9568787187612 | 525.1681047120046 | 427.2153420748269 | 245.80587778357122 | |
| R151-A full notional (instrumented) | 113981.10228040912 | 193.80610879031863 | 4 | 567.9131818854252 | 853.9070322373393 | 428.20610879031864 | 238.98792143147242 | |
| R151-A half-Kelly (instrumented) | 76873.31954229694 | 178.37690941276557 | 4 | 482.3091725892739 | 732.7759225271976 | 412.7769094127656 | 209.54939845792978 | |
| R151-B conservative (instrumented) | 60538.773785532125 | 168.94894207759947 | 4 | 429.86388010949776 | 670.8732979586807 | 403.3489420775995 | 194.94017421391973 | |
| V5 V115_cmp + R151-A shorts (futures combo, instrumented) | 111194.68253561886 | 125.11076575825105 | 4 | 723.0097685897589 | 1005.8173691604806 | 429.5925124780485 | 130.91076575825105 |
R188
other
RECORD
R188: V5 (V115_cmp full cascade) under REALISTIC-EXEC
| strategy | compound_pnl | min_alpha | beats_bh_folds | avg_mdd | fold_0_pnl | fold_1_pnl | fold_2_pnl | fold_3_pnl |
|---|---|---|---|---|---|---|---|---|
| V5 V115_cmp (REALISTIC-EXEC) — V5 bot honest | 76724.88701025378 | 265.9150729821566 | 4 | 376.00457723035044 | 618.1579493903639 | 504.5895789792161 | 271.7150729821566 |
R187
exit-logic
REJECT
R187: V4 (hybrid_v5 3-Regime Robust-5) under REALISTIC-EXEC
| strategy | compound_pnl | min_alpha | beats_bh_folds | avg_mdd | fold_0_pnl | fold_1_pnl | fold_2_pnl | fold_3_pnl |
|---|---|---|---|---|---|---|---|---|
| V4 hybrid_v5 3-Regime (REALISTIC-EXEC) — V4 bot honest | 29908.664850786095 | 99.68563048007793 | 4 | 587.7466952810454 | 346.3589021481223 | 375.72119698956215 | 105.48563048007793 |
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