Production Strategies
All 5 bots share the same GRU ensemble (R069: 5 seeds × 4 folds). Differences are policy, not model.
V2 · GRU Ensemble (always-invested)
backtest config: config/production_v2.yaml
Raw 5-seed GRU vote, always-invested. Exits only when ≥3/5 models flag danger. The 'naked model' baseline — useful as a control for V3-V6 attribution: any of them that doesn't beat V2 is not earning its complexity.
WEAKNESS — DON'T COPY IFTime-in-market % — should be ~95%+. Also: min α per fold (undocumented). If min α ≤ B&H on any fold, the whole GRU thesis is fragile.
V3 · GRU + DailyRSI>80 + Trail 10%
backtest config: config/production_v3_hybrid.yaml
GRU + DailyRSI>80 overheat exit + 10% trailing. Designed to surf bulls and step aside on parabolic exhaustion. The astronomical compound number is misleading without fold attribution.
WEAKNESS — DON'T COPY IFSingle-fold contribution share. If >70% of compound comes from one fold, this strategy is one regime away from being worthless. Show the fold decomposition explicitly.
V4 · GRU 3-regime adaptive (V5.4 Robust-5)
backtest config: config/production_v4_hybrid_v5.yaml
Robust-5 adaptive ATR exits keyed to bull/bear/lateral regime. The first strategy in the family with a real per-regime mechanism rather than uniform parameters. R095 confirmed +53% improvement via adaptive exit on this bot.
WEAKNESS — DON'T COPY IFLateral-regime PnL alone. V4's whole bet is regime detection; if its lateral sub-period PnL is < V6's lateral sub-period PnL, the regime mechanism is cosmetic.
V5 · V115_cmp (GRU + peak_drop + ratchet + regime cooldown)
backtest config: config/production_v5_hybrid_v115.yaml
GRU + peak_drop trail + ratchet + per-regime cooldown (greedy bull/bear, 30h punishment lateral). Squeezes maximum compounding from trending phases by re-entering aggressively after pullbacks. Reproduces external agent's V115 result at the dollar.
WEAKNESS — DON'T COPY IFMin α +238% (vs V6's +245%). V5 trades 7pp of consistency for compound. MDD per fold — if any fold MDD > 30%, V5 may not be tradable at scale.
V6 · V66 Cooldown(4,48) — uniform thresholds, extreme cooldown
backtest config: config/production_v6_hybrid_v66.yaml
Same GRU, uniform thresholds, extreme cooldown (4 bars + 48 extra after loss, all regimes). Optimized for the WORST fold, not the best. The benchmark every R&D candidate must beat. Compound +70,576% is the 'price' paid for the +245% min α record.
WEAKNESS — DON'T COPY IFOpportunity cost in mega-bulls. V6 will systematically underperform V5 and B&H in raging bulls. If you want an 'always wins' strategy, V6 is not it.