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 roundR222MTF filter · REJECT
Rounds since V66 beaten20paradigm exhaustion
Healthy bots5/5all running
Live capital (real)€107.53as of 2026-06-01 01:17 Madrid · 1 invested · -1 cash
R&D signal: 20 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 01:17 Madrid)
Latest experimental results most recent 3 rounds
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 |
R218
other
REJECT
R218: V10 shorts feasibility under Binance margin BTC borrow rates
| strategy | compound_pnl | min_alpha | beats_bh_folds | avg_mdd | fold_0_pnl | fold_1_pnl | fold_2_pnl | fold_3_pnl |
|---|---|---|---|---|---|---|---|---|
| R151-A baseline (futures funding 0.03%/day) | 25214.27087904446 | 120.31758935619607 | 476.82191379099265 | 218.31758935619607 | 363.51688064611676 | 197.43870358891814 | ||
| Margin LOW (0.075%/day = 27.4% APR) | 23600.751990216 | 119.7450329522909 | 449.371580692009 | 217.7450329522909 | 361.8509288438878 | 193.97834775064908 | ||
| Margin MID (0.1125%/day = 41% APR) | 22334.82913311437 | 119.26862392054812 | 427.4939230976086 | 217.26862392054812 | 360.46702048498514 | 191.1250994120157 | ||
| Margin HIGH (0.15%/day = 55% APR) | 21136.376946584784 | 118.79286974647044 | 406.4849268507756 | 216.79286974647044 | 359.08708663684996 | 188.29919204923831 | ||
| Margin EXTREME (0.20%/day = 73% APR) | 19637.22077627084 | 118.15954810076005 | 379.7649427541981 | 216.15954810076005 | 357.25333854227944 | 184.5733993196772 |
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