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 roundR171MTF filter · REJECT
Rounds since V66 beaten22paradigm exhaustion
Healthy bots5/5all running
Live capital (real)€109.53as of 2026-05-26 20:28 Madrid · 2 invested · 3 cash
R&D signal: 22 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
R171
other
REJECT
R171: OOT 2026 for R170 sweep winners
| strategy | compound_pnl | min_alpha | beats_bh_folds |
|---|---|---|---|
| V66 canonical (OOT 2026) | -7.55436896375144 | 11.432784734703343 | 0 |
| R163 baseline (0.10/0.50/1.5x/24h) (OOT 2026) | 41.30449568804348 | 60.291649386498264 | 0 |
| R170-A (0.05/0.50/1.5x/24h) ★ (OOT 2026) | 41.90008113313115 | 60.887234831585936 | 0 |
| R170-B (0.12/0.65/1.75x/24h) (OOT 2026) | 52.95842635339719 | 71.94558005185198 | 0 |
| R170-C (0.10/0.50/1.75x/24h) (OOT 2026) | 41.30449568804348 | 60.291649386498264 | 0 |
| R170-D (0.10/0.25/1.5x/24h) (OOT 2026) | 40.11172246397922 | 59.098876162434 | 0 |
| R170-E (0.08/0.50/1.5x/24h) (OOT 2026) | 41.90794090857351 | 60.89509460702829 | 0 |
R170
other
RECORD
R170: dense pyramid sweep around R163 winner
| strategy | compound_pnl | min_alpha | beats_bh_folds | avg_mdd | fold_0_pnl | fold_1_pnl | fold_2_pnl | fold_3_pnl |
|---|---|---|---|---|---|---|---|---|
| ? | 228348.62149994363 | 430.40904071122526 | 4 | 685.1651043664273 | 537.2929246822578 | 751.4405370504394 | 436.20904071122527 | |
| ? | 257753.52085323367 | 415.5292729825547 | 4 | 748.3693852194189 | 537.2929246822578 | 814.8225673742072 | 421.3292729825547 | |
| ? | 204689.91597162164 | 377.5465246451007 | 4 | 685.1651043664273 | 537.2929246822578 | 746.7396189928762 | 383.3465246451007 | |
| ? | 204689.91597162164 | 377.5465246451007 | 4 | 685.1651043664273 | 537.2929246822578 | 746.7396189928762 | 383.3465246451007 | |
| ? | 198892.56076009126 | 372.8118262109214 | 4 | 675.8422732567919 | 537.2929246822578 | 740.8932746679473 | 378.61182621092144 | |
| ? | 269824.8507950029 | 372.8118262109214 | 4 | 675.8422732567919 | 764.4604449055814 | 740.8932746679473 | 378.61182621092144 | |
| ? | 198892.56076009126 | 372.8118262109214 | 4 | 675.8422732567919 | 537.2929246822578 | 740.8932746679473 | 378.61182621092144 | |
| ? | 198892.56076009126 | 372.8118262109214 | 4 | 675.8422732567919 | 537.2929246822578 | 740.8932746679473 | 378.61182621092144 | |
| ? | 231574.65569802184 | 371.1262107855209 | 4 | 673.2029143149837 | 650.6962815571869 | 736.8923314630603 | 376.92621078552094 | |
| ? | 196934.7854172563 | 370.950065898358 | 4 | 675.8422732567919 | 537.2929246822578 | 735.8716724639302 | 376.750065898358 | |
| ? | 191641.81013625074 | 366.26234100065795 | 4 | 670.3992858384522 | 537.2929246822578 | 727.2989989311537 | 372.06234100065797 | |
| ? | 150563.35424353866 | 360.41034452665815 | 4 | 585.0211070721906 | 537.2929246822578 | 640.2572612374075 | 366.21034452665816 | |
| ? | 226896.06704130676 | 346.58789818408934 | 4 | 635.0783919782396 | 761.820519528589 | 692.0577854519712 | 352.38789818408935 | |
| ? | 163653.575689932 | 342.7670037844715 | 4 | 627.5455867082666 | 537.2929246822578 | 687.3433438069396 | 348.5670037844715 | |
| ? | 158495.2025256351 | 337.46437804685786 | 4 | 623.1573379336719 | 537.2929246822578 | 676.3460004668924 | 343.26437804685787 | |
| ? | 129452.14894944217 | 308.7159344361797 | 4 | 575.9933359847927 | 537.2929246822578 | 625.4740454740313 | 314.5159344361797 | |
| ? | 70575.96897358543 | 239.23040762399907 | 4 | 435.1241258875941 | 537.2929246822578 | 473.6304076239991 | 261.28171201560355 | |
| ? | 70575.96897358543 | 239.23040762399907 | 4 | 435.1241258875941 | 537.2929246822578 | 473.6304076239991 | 261.28171201560355 | |
| ? | 70575.96897358543 | 239.23040762399907 | 4 | 435.1241258875941 | 537.2929246822578 | 473.6304076239991 | 261.28171201560355 | |
| ? | 70575.96897358543 | 239.23040762399907 | 4 | 435.1241258875941 | 537.2929246822578 | 473.6304076239991 | 261.28171201560355 | |
| ? | 70575.96897358543 | 239.23040762399907 | 4 | 435.1241258875941 | 537.2929246822578 | 473.6304076239991 | 261.28171201560355 |
R169
mtf-filter
REJECT
R169: V66 backtest with R168 MTF-trained checkpoints
| strategy | compound_pnl | min_alpha | beats_bh_folds | fold_0_alpha | fold_1_alpha | fold_2_alpha | fold_3_alpha | total_trades |
|---|---|---|---|---|---|---|---|---|
| R169: V66 backtest with R168 MTF-trained checkpoints | -55.88831320753456 | -222.18659649541507 | 0 | -61.68768230069138 | -139.67555625103265 | -222.18659649541507 | -34.8620861827195 | 173 |
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