Trading experiments · quant lab
Do the systems
actually work?
Every strategy is backtested on identical untuned parameters across the top-50 coin universe, then held to a brutal standard: pass on multiple systems, survive out-of-sample, then prove it on forward paper trading — before a single real dollar moves.
Hard boundary: research, backtesting, and paper-trade design only. No real-money trading, no orders, no API keys without explicit approval. Wave-rider is dead.
📊 Current verdict
2 coins pass 2 systems. 39 of 43 failed the bar.
MBGUSDT and UPCUSDT clear the 2-system bar. IOUSDT and RSRUSDT are inconclusive (single-system pass).
43 coins swept15m bars · ~200 days
checking live data…
The passers
ranked by profit factor · from live data
✓ Passes 2 systems2.21
MBGUSDT
v1 · Channel fadePF 1.67 · +$189 · 223 trades
v3 · Impulse reversalPF 2.21 · +$747 · 233 trades
Why it matters
Both directions profitable, data clean.
✓ Passes 2 systems1.73
UPCUSDT
v1 · Channel fadePF 1.73 · +$294 · 196 trades
v3 · Impulse reversalPF 1.38 · +$223 · 162 trades
Why it matters
Both directions profitable, data clean.
⚠ Inconclusive1.30
IOUSDT
v3 · Impulse reversalPF 1.30 · +$196 · 169 trades
Why it's out
New universe entrant; v3-only pass (single system, inconclusive).
⚠ Inconclusive1.21
RSRUSDT
v3 · Impulse reversalPF 1.21 · +$154 · 214 trades
Why it's out
New universe entrant; v3-only pass (single system, inconclusive).
⚠ Inconclusive
MEYUSDT
Why it's out
Dropped out of top-50 universe this week; OOS v1 weak (PF 0.38, n=9), v3 positive (PF 19.58, n=7).
✗ Fails all
BTCUSDT
Note
Failed all systems.
Out-of-sample watch
forward trades since the 2026-10-03 cutoff · from live data
Full sweep
top 8 of 40 · 2026-10-03 sweep snapshot · green = pass
Pass bar: net > 0, PF > 1.2, ≥100 trades, fee drag < 0.5. A single-system pass proves nothing — 150 tests produce winners by luck alone. The passer cards above always rebuild from the latest data file; this table is the dated snapshot from the sweep report.
| Coin | v1 PF | v2 PF | v3 PF | Verdict |
|---|
| MBGUSDT | 1.66 ✓ | 0.97 | 2.18 ✓ | 2-system |
| UPCUSDT | 1.65 ✓ | 1.13 | 1.36 ✓ | 2-system |
| MEYUSDT | 1.98 ✓ | 0.43 | 1.16 | inconclusive |
| ENAUSDT | 0.73 | 3.17* | 0.89 | — |
| BTCUSDT | 0.80 | 1.48* | 0.74 | fails all |
| WLDUSDT | 0.89 | 1.38* | 1.05 | — |
| PUMPUSDT | 0.90 | 1.36* | 1.04 | — |
| FILUSDT | 0.94 | 1.36* | 0.89 | — |
* v2 high PFs are all on <45 trades — below the 100-trade bar. No v2 passes exist.
Roadmap to live
currently at step 2 of 5
1 · Backtest sweepDone 2026-10-03. MBG + UPC clear the 2-system bar. Pre-registered, no tuning.
2 · Continuous researchWeekly 50-coin re-sweeps, OOS tracking on MBG/UPC, new MEXC listings. Running now.
3 · Forward paper tradingDesigned: 4×$500 paper portfolios (MBG/UPC × v1/v3), 15-min ticks, 8 weeks, 1% risk, 25% drawdown kill. Awaiting explicit go.
4 · Paper validation gatesPass: ≥4 weeks OOS, ≥50 trades/system, combined PF > 1.2. Fail at OOS PF < 0.8.
5 · Real moneyOnly with explicit per-step approval. Not designed yet.