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 roundR276MTF filter · REJECT
Rounds since V66 beaten60paradigm exhaustion
Healthy bots5/5all running
Live capital (real)€107.28as of 2026-06-01 08:03 Madrid · 4 invested · -4 cash
R&D signal: 60 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
R255
other
RECORD
Round 255
| strategy | compound_pnl | min_alpha | beats_bh_folds | avg_mdd |
|---|---|---|---|---|
| ? | 1001557.306483474 | 530.989219828519 | ||
| ? | 1047586.2204722306 | 529.3017053801057 | ||
| ? | 1031495.034745412 | 533.5204915011377 | ||
| ? | 1017450.0152869613 | 533.5204915011377 |
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 |
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V2-V6 deep dive: edge thesis, weaknesses, comparisons
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Graveyard with failure mode + re-explore triggers
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Kanban: queued / in-flight / recently done
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Your idea capture — Claude analyzes on request