Trading experiments · quant lab
Do the systems
actually work?
Every strategy is backtested on identical untuned parameters across 40+ coins, 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. Everything else failed.
MBGUSDT and UPCUSDT clear the bar on both v1 and v3 with clean data and both-direction profitability. MEYUSDT is inconclusive. BTCUSDT fails everything.
40 coins swept15m bars · ~200 days
checking live data…
The passers
ranked by profit factor
✓ Passes 2 systems2.18
MBGUSDT
v1 · Channel fadePF 1.66 · +$177 · 206 trades
v3 · Impulse reversalPF 2.18 · +$732 · 229 trades
v2 · Range fadePF 0.97 · no pass
Why it matters
68% win rate on v3. Profitable in both directions — not just shorting a downtrend. Data clean, no bad ticks.
✓ Passes 2 systems1.65
UPCUSDT
v1 · Channel fadePF 1.65 · +$255 · 190 trades
v3 · Impulse reversalPF 1.36 · +$213 · 161 trades
v2 · Range fadePF 1.13 · no pass
Why it matters
Both directions profitable. Data clean. Clears the first credibility bar — now needs forward validation.
⚠ Inconclusive
MEYUSDT
v1 · Channel fadePF 1.98 · 212 trades
v2 / v3no pass
Why it's out
Single-system pass could be luck. Dropping out of top-50. Early OOS breakdown (PF 0.38 on 9 trades).
✗ Fails all
BTCUSDT
v1PF 0.80
v2PF 1.48 · only 37 trades
v3PF 0.74
Note
v2 shows PF 1.48 but only 37 trades — below the 100-trade bar. No system viable on BTC.
Full sweep
top 8 of 40 · 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.
| 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.