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 roundR187MTF filter · REJECT
Rounds since V66 beaten36paradigm exhaustion
Healthy bots5/5all running
Live capital (real)€107.58as of 2026-05-28 13:51 Madrid · 0 invested · 5 cash
R&D signal: 36 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 13:51 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
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 |
R186
other
REJECT
R186: V3 (hybrid_v3) under REALISTIC-EXEC engine
| strategy | compound_pnl | min_alpha | beats_bh_folds | avg_mdd | fold_0_pnl | fold_1_pnl | fold_2_pnl | fold_3_pnl |
|---|---|---|---|---|---|---|---|---|
| V3 hybrid_v3 (REALISTIC-EXEC) — V3 bot honest | 11399.78257094049 | 44.365172957488966 | 4 | 559.7547510976104 | 163.71904471134516 | 278.76517295748897 | 74.50005555864601 |
R185
ensemble
REJECT
R185: V2 (GRU Ensemble always-invested) under REALISTIC-EXEC engine
| strategy | compound_pnl | min_alpha | beats_bh_folds | avg_mdd | fold_0_pnl | fold_1_pnl | fold_2_pnl | fold_3_pnl |
|---|---|---|---|---|---|---|---|---|
| V2 GRU Ensemble (REALISTIC-EXEC) — V2 bot honest | 7780.918567011801 | 62.0501215783319 | 4 | 327.340808150502 | 176.38177598904014 | 297.53137389023726 | 67.8501215783319 |
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