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 roundR182MTF filter · REJECT
Rounds since V66 beaten31paradigm exhaustion
Healthy bots5/5all running
Live capital (real)€107.58as of 2026-05-28 09:15 Madrid · 0 invested · 5 cash
R&D signal: 31 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 09:15 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
R182
sizing
ITERATE
R182: R151-A with adaptive Kelly sizing based on rolling short WR
| strategy | compound_pnl | min_alpha | beats_bh_folds | avg_mdd | fold_0_pnl | fold_1_pnl | fold_2_pnl | fold_3_pnl |
|---|---|---|---|---|---|---|---|---|
| R151-A base (full notional) | 113981.10228040912 | 193.80610879031863 | 4 | 567.9131818854252 | 853.9070322373393 | 428.20610879031864 | 238.98792143147242 | |
| Adaptive Kelly (WR last 10, kelly schedule) | 72735.85314687504 | 154.64072803048074 | 4 | 498.6794238884226 | 695.8264689702528 | 389.04072803048075 | 212.5989181459638 | |
| Adaptive Kelly (WR last 5, kelly schedule) | 62842.31179829185 | 157.9193268328775 | 4 | 407.649881436065 | 734.1820123487307 | 392.3193268328775 | 201.90527067186918 | |
| Adaptive Kelly (WR last 20, kelly schedule) | 72044.47256445148 | 159.70792068548516 | 4 | 503.3370536689243 | 695.8264689702528 | 394.10792068548517 | 204.09051156319623 | |
| Adaptive binary (WR last 10, full/30%) | 77858.58717196998 | 157.70476986433883 | 4 | 521.1751389151019 | 713.6745405785393 | 392.10476986433883 | 213.43074296521024 | |
| Half-Kelly fixed (size=0.5 always) | 76873.31954229694 | 178.37690941276557 | 4 | 482.3091725892739 | 732.7759225271976 | 412.7769094127656 | 209.54939845792978 |
R181
exit-logic
ITERATE
R181: regime-filtered R151-A 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 |
|---|---|---|---|---|---|---|---|---|
| R151-A base (no filter, honest engine) | 113981.10228040912 | 193.80610879031863 | 4 | 567.9131818854252 | 853.9070322373393 | 428.20610879031864 | 238.98792143147242 | |
| skip shorts if 7d return > +5% | 110319.71783133113 | 193.80610879031863 | 4 | 546.4767924343614 | 853.9070322373393 | 428.20610879031864 | 238.98792143147242 | |
| skip shorts if 7d return > +10% | 124625.02310864795 | 193.80610879031863 | 4 | 630.2303832975507 | 853.9070322373393 | 428.20610879031864 | 238.98792143147242 | |
| skip shorts if 14d return > +10% | 97054.16729759114 | 193.80610879031863 | 4 | 468.8106769310777 | 853.9070322373393 | 428.20610879031864 | 238.98792143147242 | |
| skip shorts if 14d return > +15% | 88843.77450401844 | 193.80610879031863 | 4 | 420.7411065494279 | 853.9070322373393 | 428.20610879031864 | 238.98792143147242 | |
| skip shorts if 21d return > +15% | 136242.49813885675 | 193.80610879031863 | 4 | 698.2474742775154 | 853.9070322373393 | 428.20610879031864 | 238.98792143147242 | |
| skip shorts if 21d return > +20% | 115234.68939628935 | 193.80610879031863 | 4 | 575.2525864195794 | 853.9070322373393 | 428.20610879031864 | 238.98792143147242 |
R180
other
ITERATE
R180: bootstrap CI on R151-A (bug-fixed engine)
| strategy | compound_pnl | min_alpha | beats_bh_folds |
|---|---|---|---|
| R180: bootstrap CI on R151-A (bug-fixed engine) (observed) | 113981.10228040912 | 193.80610879031863 | 4 |
| bootstrap 5% percentile worst-fold | -82.0363995146502 | 2 |
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