================================================================================ KALSHIBOT AUTOMATED — EXPERIMENT LOG Goal: 50 consistent profitable trades, high win rate, real profit Market: Kalshi KXBTC15M — "Will BTC be above $X at expiry?" Budget: $500 paper ================================================================================ HOW THIS LOG WORKS: Each experiment block documents what was tried, what the data showed, and what was changed as a result. This is the living memory of the bot. ================================================================================ EXPERIMENT #1 — "Final Minutes Sniper" (SUPERSEDED) Date: Session 1-2 Status: REPLACED ================================================================================ WHAT IT DID: - Only traded in the final 3 minutes of each 15-min window - Required EXP + MOM signals to trade - EXP-only allowed in final 90s if score >= 40 - SCORE_MEDIUM = 20 (high bar) - MAX_POSITIONS = 3 - ENTRY_COOLDOWN = 20s - Bet: 4-14% per trade WHY IT SEEMED GOOD: - Near-expiry is highest-certainty zone - EXP signal most reliable with <3 min left - Fewer but theoretically higher-quality trades WHAT WENT WRONG / WHY REPLACED: - Trade frequency too low — hard to hit 50 trades - The 3-min window = only 3 opportunities per 15-min cycle - SCORE_MEDIUM=20 filtered out too many valid setups - Cannot build enough data to learn from LESSONS LEARNED: - Need full 15-min window access to generate trade volume - Score thresholds need to be lower to capture more opportunities - Phase-aware sizing better than blanket thresholds ================================================================================ EXPERIMENT #2 — "Volume Momentum — Full Window" (CURRENT) Date: Session 3 Status: ACTIVE — gathering data ================================================================================ WHAT IT DOES: - Trades the FULL 15-minute window (was: last 3 min only) - EXP signal active all window with time_confidence multiplier: * 8-15 min left: time_conf = 0.55 (score reduced — more BTC movement risk) * 4-8 min left: time_conf = 0.80 (mid-window confidence) * 2-4 min left: time_conf = 0.95 (near expiry) * 0-2 min left: time_conf = 1.00 (maximum confidence) - 2-signal requirement: any 2 of EXP/LAG/MOM needed * EXP+MOM: proven 83% WR — allow * EXP+LAG+MOM: proven 100% WR — best case * LAG+MOM: new — tracking results * EXP+LAG (no MOM): BLOCKED — data showed 0W/4L * MOM alone: BLOCKED — proven 39% WR * LAG alone: BLOCKED — insufficient evidence - Sniper exception: EXP-only allowed in final 90s if EXP score >= 40 - Phase-aware profit targets: * Early (>8 min left): 28% target, take profits fast * Mid (4-8 min): 33% target * Near (1.5-4 min): 38% target * Late (<1.5 min): 45% target (near certain) - SCORE_MEDIUM = 12, SCORE_HIGH = 22 - MAX_POSITIONS = 20 (no real cap) - ENTRY_COOLDOWN = 5s - Bet sizing: 1-6% per trade (smaller, more simultaneous) HYPOTHESIS: - More trades = more data = faster learning - Phase-aware confidence means early trades are sized down appropriately - LAG+MOM combo in early window should have good WR (both signals agree) - Near-expiry EXP+MOM still the bread-and-butter winner TRACKING: See signal_performance.json and phase_performance.json for live results. Will update this log when 30+ trades are completed in each category. WHAT TO WATCH FOR: - If LAG+MOM WR < 55%: block early trades, go back to late-only - If early-phase WR < 50%: raise time_conf cutoffs or block early entirely - If MEDIUM score trades (12-21) are net negative: raise SCORE_MEDIUM back to 18+ - If trade frequency is STILL too low: lower SCORE_MEDIUM further to 8 PLANNED NEXT EXPERIMENTS (if this needs adjustment): #3 — "LAG Sniper": focus on LAG+MOM combo during BTC price surges only #4 — "Market Open Focus": analyze if certain hours/windows perform better #5 — "Aggressive EXP Early": test EXP alone early with larger z-score requirement ================================================================================ SIGNAL COMBO PERFORMANCE TRACKER (manual updates) ================================================================================ (Auto-generated data is in signal_performance.json — this is the human summary) Signal Combo | Trades | Wins | WR | Notes ----------------|--------|------|-------|---------------------------------- EXP+MOM | 0 | 0 | --- | Phase 1 data: ~83% WR (proven) EXP+LAG+MOM | 0 | 0 | --- | Phase 1 data: 100% WR (proven) EXP+LAG | BLOCKED — data showed 0W/4L LAG+MOM | 0 | 0 | --- | NEW — watching closely EXP only | 0 | 0 | --- | Only allowed in final 90s sniper MOM only | BLOCKED — proven 39% WR loser ================================================================================ PHASE PERFORMANCE TRACKER (manual updates) ================================================================================ Phase | Trades | Wins | WR | Avg P&L | Notes ------------|--------|------|-------|---------|--------------------------- Early 8-15m | 0 | 0 | --- | --- | time_conf=0.55, target=28% Mid 4-8m | 0 | 0 | --- | --- | time_conf=0.80, target=33% Near 2-4m | 0 | 0 | --- | --- | time_conf=0.95, target=38% Late 0-2m | 0 | 0 | --- | --- | time_conf=1.00, target=45% ================================================================================ KEY LEARNINGS (updated as data comes in) ================================================================================ [2025] MOM alone = 39% WR. Never trade without a second signal. [2025] EXP+LAG without MOM = 0W/4L. These two together without MOM confirmation lose. [2025] EXP+MOM = 83% WR. This is the core edge. [2025] EXP+LAG+MOM = 100% WR. Best setup but rare. [Experiment 2 findings will be added here as data accumulates] ================================================================================ ================================================================================ ITERATION #1 — 2026-04-06 01:54:12 Strategy: EMERGENCY_TIGHTEN ================================================================================ TRADE DATA: Completed trades : 34 Win rate : 20.6% Recent(10) WR : 10.0% Total P&L : $-111.9100 Avg P&L/trade : $-3.2915 Avg win : $+1.2871 Avg loss : $-4.4785 SIGNAL COMBO PERFORMANCE: EXP 24 trades WR: 4.2% P&L:$-102.30 EXP+MOM 8 trades WR: 50.0% P&L:$-11.85 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 PHASE PERFORMANCE: early 6 trades WR: 66.7% P&L:$+1.54 mid 3 trades WR: 33.3% P&L:$-12.85 near 1 trades WR:100.0% P&L:$+1.70 late 24 trades WR: 4.2% P&L:$-102.30 SCORE BUCKET PERFORMANCE: 55+ 5 trades WR: 80.0% P&L:$-1.26 40-54 27 trades WR: 11.1% P&L:$-106.85 25-39 1 trades WR: 0.0% P&L:$-1.90 18-24 1 trades WR: 0.0% P&L:$-1.90 DECISION NOTES: - WR=20.6% — losing badly. Drastic quality filter. Only near/late phase with EXP signal. - Blocking late phase (4.2% WR) CHANGES APPLIED: SCORE_MEDIUM = 18 (WR 20.6% — raising quality bar hard) SCORE_HIGH = 38 (Only trade very high confidence) MAX_POSITIONS = 5 (Limit concurrent risk) ENTRY_COOLDOWN = 10 (Slow down entries — be selective) MIN_MISPRICING = 0.02 (Only trade clear mispricings) BET_HIGH_MIN = 1 (Small bets while losing) BET_HIGH_MAX = 2 (Cap at $2 while losing) BET_MED_MIN = 0.25 (Minimum bets) BET_MED_MAX = 0.75 (Cap medium bets) LAG_WINDOW_SECS = 30 (Systematic experiment: Rotating LAG window (option 2/4)) ================================================================================ ITERATION #2 — 2026-04-06 10:09:17 TYPE: RR_FIX | LABEL: rr_tight_stop DESC: R/R FIX: R/R: Tight trailing stop (8%) — cut per-trade losses fast ================================================================================ DATA: Total trades : 169 Win rate : 67.5% (breakeven needs 70.2%) Recent(10) WR : 70.0% Total P&L : $-31.8300 Avg win : $+2.0463 Avg loss : $-4.8202 EV / trade : $-0.1853 [NEEDS 70.2% WR TO BREAK EVEN] SIGNAL COMBOS: EXP+MOM 125 trades WR: 78.4% P&L:$+57.28 EXP 28 trades WR: 14.3% P&L:$-94.62 EXP+LAG+MOM 12 trades WR: 66.7% P&L:$-0.01 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 LAG+MOM 2 trades WR:100.0% P&L:$+3.28 PHASES: early 98 trades WR: 75.5% P&L:$+24.53 mid 33 trades WR: 78.8% P&L:$+16.37 near 10 trades WR:100.0% P&L:$+21.89 late 28 trades WR: 14.3% P&L:$-94.62 CURRENT PROVEN WINNERS: PARAMS SET: MIN_MISPRICING = 0.02 LAG_MIN_BTC_MOVE = 0.0006 SCORE_MEDIUM = 18 MOMENTUM_THRESHOLD = 0.0005 PROFIT_TARGET = 0.35 BET_HIGH_MIN = 1.0 LAG_WINDOW_SECS = 30 MIN_ENTRY_PRICE = 0.35 SCORE_HIGH = 38 MAX_ENTRY_PRICE = 0.88 BET_MED_MIN = 0.25 TRAILING_STOP_PCT = 0.08 BET_HIGH_MAX = 2.0 ENTRY_COOLDOWN = 10 BET_MED_MAX = 0.75 MAX_POSITIONS = 5 MOMENTUM_SECONDS = 60 BLOCK_EARLY = NO BLOCK_MID = NO ================================================================================ ITERATION #3 — 2026-04-06 10:20:57 TYPE: RR_FIX | LABEL: rr_high_profit DESC: R/R FIX: R/R: High profit target (75%) — let individual winners run further ================================================================================ DATA: Total trades : 169 Win rate : 67.5% (breakeven needs 70.2%) Recent(10) WR : 70.0% Total P&L : $-31.8300 Avg win : $+2.0463 Avg loss : $-4.8202 EV / trade : $-0.1853 [NEEDS 70.2% WR TO BREAK EVEN] SIGNAL COMBOS: EXP+MOM 125 trades WR: 78.4% P&L:$+57.28 EXP 28 trades WR: 14.3% P&L:$-94.62 EXP+LAG+MOM 12 trades WR: 66.7% P&L:$-0.01 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 LAG+MOM 2 trades WR:100.0% P&L:$+3.28 PHASES: early 98 trades WR: 75.5% P&L:$+24.53 mid 33 trades WR: 78.8% P&L:$+16.37 near 10 trades WR:100.0% P&L:$+21.89 late 28 trades WR: 14.3% P&L:$-94.62 CURRENT PROVEN WINNERS: PARAMS SET: MIN_MISPRICING = 0.02 LAG_MIN_BTC_MOVE = 0.0006 SCORE_MEDIUM = 18 MOMENTUM_THRESHOLD = 0.0005 PROFIT_TARGET = 0.75 BET_HIGH_MIN = 1.0 LAG_WINDOW_SECS = 30 MIN_ENTRY_PRICE = 0.35 SCORE_HIGH = 38 MAX_ENTRY_PRICE = 0.88 BET_MED_MIN = 0.25 TRAILING_STOP_PCT = 0.2 BET_HIGH_MAX = 2.0 ENTRY_COOLDOWN = 10 BET_MED_MAX = 0.75 MAX_POSITIONS = 5 MOMENTUM_SECONDS = 60 BLOCK_EARLY = NO BLOCK_MID = NO ================================================================================ ITERATION #4 — 2026-04-06 10:26:14 TYPE: RR_FIX | LABEL: rr_combined_rr DESC: R/R FIX: R/R: Combined — tight stop + high profit target ================================================================================ DATA: Total trades : 169 Win rate : 67.5% (breakeven needs 70.2%) Recent(10) WR : 70.0% Total P&L : $-31.8300 Avg win : $+2.0463 Avg loss : $-4.8202 EV / trade : $-0.1853 [NEEDS 70.2% WR TO BREAK EVEN] SIGNAL COMBOS: EXP+MOM 125 trades WR: 78.4% P&L:$+57.28 EXP 28 trades WR: 14.3% P&L:$-94.62 EXP+LAG+MOM 12 trades WR: 66.7% P&L:$-0.01 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 LAG+MOM 2 trades WR:100.0% P&L:$+3.28 PHASES: early 98 trades WR: 75.5% P&L:$+24.53 mid 33 trades WR: 78.8% P&L:$+16.37 near 10 trades WR:100.0% P&L:$+21.89 late 28 trades WR: 14.3% P&L:$-94.62 CURRENT PROVEN WINNERS: PARAMS SET: MIN_MISPRICING = 0.02 LAG_MIN_BTC_MOVE = 0.0006 SCORE_MEDIUM = 18 MOMENTUM_THRESHOLD = 0.0005 PROFIT_TARGET = 0.75 BET_HIGH_MIN = 1.0 LAG_WINDOW_SECS = 30 MIN_ENTRY_PRICE = 0.35 SCORE_HIGH = 38 MAX_ENTRY_PRICE = 0.88 BET_MED_MIN = 0.25 TRAILING_STOP_PCT = 0.08 BET_HIGH_MAX = 2.0 ENTRY_COOLDOWN = 10 BET_MED_MAX = 0.75 MAX_POSITIONS = 5 MOMENTUM_SECONDS = 60 BLOCK_EARLY = NO BLOCK_MID = NO ================================================================================ ITERATION #5 — 2026-04-06 10:27:12 TYPE: RR_FIX | LABEL: rr_cheap_entry DESC: R/R FIX: R/R: Only cheap contracts (≤0.55) — more upside room per trade ================================================================================ DATA: Total trades : 169 Win rate : 67.5% (breakeven needs 70.2%) Recent(10) WR : 70.0% Total P&L : $-31.8300 Avg win : $+2.0463 Avg loss : $-4.8202 EV / trade : $-0.1853 [NEEDS 70.2% WR TO BREAK EVEN] SIGNAL COMBOS: EXP+MOM 125 trades WR: 78.4% P&L:$+57.28 EXP 28 trades WR: 14.3% P&L:$-94.62 EXP+LAG+MOM 12 trades WR: 66.7% P&L:$-0.01 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 LAG+MOM 2 trades WR:100.0% P&L:$+3.28 PHASES: early 98 trades WR: 75.5% P&L:$+24.53 mid 33 trades WR: 78.8% P&L:$+16.37 near 10 trades WR:100.0% P&L:$+21.89 late 28 trades WR: 14.3% P&L:$-94.62 CURRENT PROVEN WINNERS: PARAMS SET: MIN_MISPRICING = 0.02 LAG_MIN_BTC_MOVE = 0.0006 SCORE_MEDIUM = 18 MOMENTUM_THRESHOLD = 0.0005 PROFIT_TARGET = 0.35 BET_HIGH_MIN = 1.0 LAG_WINDOW_SECS = 30 MIN_ENTRY_PRICE = 0.05 SCORE_HIGH = 38 MAX_ENTRY_PRICE = 0.55 BET_MED_MIN = 0.25 TRAILING_STOP_PCT = 0.2 BET_HIGH_MAX = 2.0 ENTRY_COOLDOWN = 10 BET_MED_MAX = 0.75 MAX_POSITIONS = 5 MOMENTUM_SECONDS = 60 BLOCK_EARLY = NO BLOCK_MID = NO ================================================================================ ITERATION #6 — 2026-04-06 10:33:13 TYPE: RR_FIX | LABEL: rr_selective DESC: R/R FIX: R/R: Higher bar for entry — only trade cleaner signals ================================================================================ DATA: Total trades : 169 Win rate : 67.5% (breakeven needs 70.2%) Recent(10) WR : 70.0% Total P&L : $-31.8300 Avg win : $+2.0463 Avg loss : $-4.8202 EV / trade : $-0.1853 [NEEDS 70.2% WR TO BREAK EVEN] SIGNAL COMBOS: EXP+MOM 125 trades WR: 78.4% P&L:$+57.28 EXP 28 trades WR: 14.3% P&L:$-94.62 EXP+LAG+MOM 12 trades WR: 66.7% P&L:$-0.01 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 LAG+MOM 2 trades WR:100.0% P&L:$+3.28 PHASES: early 98 trades WR: 75.5% P&L:$+24.53 mid 33 trades WR: 78.8% P&L:$+16.37 near 10 trades WR:100.0% P&L:$+21.89 late 28 trades WR: 14.3% P&L:$-94.62 CURRENT PROVEN WINNERS: block_late avg_delta=+20.0% runs=1 PARAMS SET: MIN_MISPRICING = 0.02 LAG_MIN_BTC_MOVE = 0.0006 SCORE_MEDIUM = 22 MOMENTUM_THRESHOLD = 0.0005 PROFIT_TARGET = 0.35 BET_HIGH_MIN = 1.0 LAG_WINDOW_SECS = 30 MIN_ENTRY_PRICE = 0.35 SCORE_HIGH = 38 MAX_ENTRY_PRICE = 0.88 BET_MED_MIN = 0.25 TRAILING_STOP_PCT = 0.2 BET_HIGH_MAX = 2.0 ENTRY_COOLDOWN = 10 BET_MED_MAX = 0.75 MAX_POSITIONS = 5 MOMENTUM_SECONDS = 60 BLOCK_EARLY = NO BLOCK_MID = NO ================================================================================ ITERATION #7 — 2026-04-06 10:34:22 TYPE: SINGLE_TEST | LABEL: score_med_6 DESC: EXPERIMENT: Very low score bar — maximum trade volume ================================================================================ DATA: Total trades : 169 Win rate : 67.5% (breakeven needs 70.2%) Recent(10) WR : 70.0% Total P&L : $-31.8300 Avg win : $+2.0463 Avg loss : $-4.8202 EV / trade : $-0.1853 [NEEDS 70.2% WR TO BREAK EVEN] SIGNAL COMBOS: EXP+MOM 125 trades WR: 78.4% P&L:$+57.28 EXP 28 trades WR: 14.3% P&L:$-94.62 EXP+LAG+MOM 12 trades WR: 66.7% P&L:$-0.01 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 LAG+MOM 2 trades WR:100.0% P&L:$+3.28 PHASES: early 98 trades WR: 75.5% P&L:$+24.53 mid 33 trades WR: 78.8% P&L:$+16.37 near 10 trades WR:100.0% P&L:$+21.89 late 28 trades WR: 14.3% P&L:$-94.62 CURRENT PROVEN WINNERS: block_late avg_delta=+20.0% runs=1 PARAMS SET: MIN_MISPRICING = 0.02 LAG_MIN_BTC_MOVE = 0.0006 SCORE_MEDIUM = 6 MOMENTUM_THRESHOLD = 0.0005 PROFIT_TARGET = 0.35 BET_HIGH_MIN = 1.0 LAG_WINDOW_SECS = 30 MIN_ENTRY_PRICE = 0.35 SCORE_HIGH = 38 MAX_ENTRY_PRICE = 0.88 BET_MED_MIN = 0.25 TRAILING_STOP_PCT = 0.2 BET_HIGH_MAX = 2.0 ENTRY_COOLDOWN = 10 BET_MED_MAX = 0.75 MAX_POSITIONS = 5 MOMENTUM_SECONDS = 60 BLOCK_EARLY = NO BLOCK_MID = NO BLOCK_LATE = YES ================================================================================ ITERATION #8 — 2026-04-06 10:35:19 TYPE: SINGLE_TEST | LABEL: score_med_8 DESC: EXPERIMENT: Low score bar — high frequency ================================================================================ DATA: Total trades : 169 Win rate : 67.5% (breakeven needs 70.2%) Recent(10) WR : 70.0% Total P&L : $-31.8300 Avg win : $+2.0463 Avg loss : $-4.8202 EV / trade : $-0.1853 [NEEDS 70.2% WR TO BREAK EVEN] SIGNAL COMBOS: EXP+MOM 125 trades WR: 78.4% P&L:$+57.28 EXP 28 trades WR: 14.3% P&L:$-94.62 EXP+LAG+MOM 12 trades WR: 66.7% P&L:$-0.01 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 LAG+MOM 2 trades WR:100.0% P&L:$+3.28 PHASES: early 98 trades WR: 75.5% P&L:$+24.53 mid 33 trades WR: 78.8% P&L:$+16.37 near 10 trades WR:100.0% P&L:$+21.89 late 28 trades WR: 14.3% P&L:$-94.62 CURRENT PROVEN WINNERS: block_late avg_delta=+20.0% runs=1 PARAMS SET: MIN_MISPRICING = 0.02 LAG_MIN_BTC_MOVE = 0.0006 SCORE_MEDIUM = 8 MOMENTUM_THRESHOLD = 0.0005 PROFIT_TARGET = 0.35 BET_HIGH_MIN = 1.0 LAG_WINDOW_SECS = 30 MIN_ENTRY_PRICE = 0.35 SCORE_HIGH = 38 MAX_ENTRY_PRICE = 0.88 BET_MED_MIN = 0.25 TRAILING_STOP_PCT = 0.2 BET_HIGH_MAX = 2.0 ENTRY_COOLDOWN = 10 BET_MED_MAX = 0.75 MAX_POSITIONS = 5 MOMENTUM_SECONDS = 60 BLOCK_EARLY = NO BLOCK_MID = NO BLOCK_LATE = YES ================================================================================ ITERATION #9 — 2026-04-06 10:57:24 TYPE: SINGLE_TEST | LABEL: score_med_15 DESC: EXPERIMENT: Medium score bar ================================================================================ DATA: Total trades : 177 Win rate : 67.8% (breakeven needs 70.5%) Recent(10) WR : 80.0% Total P&L : $-33.1700 Avg win : $+2.0645 Avg loss : $-4.9282 EV / trade : $-0.1871 [NEEDS 70.5% WR TO BREAK EVEN] SIGNAL COMBOS: EXP+MOM 130 trades WR: 78.5% P&L:$+59.88 EXP 28 trades WR: 14.3% P&L:$-94.62 EXP+LAG+MOM 14 trades WR: 64.3% P&L:$-6.81 LAG+MOM 3 trades WR:100.0% P&L:$+6.14 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 PHASES: early 102 trades WR: 74.5% P&L:$+11.33 mid 36 trades WR: 80.6% P&L:$+25.37 near 11 trades WR:100.0% P&L:$+24.75 late 28 trades WR: 14.3% P&L:$-94.62 CURRENT PROVEN WINNERS: block_late avg_delta=+20.0% runs=1 score_med_8 avg_delta=+10.0% runs=1 PARAMS SET: BET_MED_MIN = 0.25 ENTRY_COOLDOWN = 10 MOMENTUM_SECONDS = 60 MIN_ENTRY_PRICE = 0.35 BET_HIGH_MAX = 2.0 MAX_ENTRY_PRICE = 0.88 MAX_POSITIONS = 5 LAG_MIN_BTC_MOVE = 0.0006 SCORE_MEDIUM = 15 PROFIT_TARGET = 0.35 SCORE_HIGH = 38 BET_HIGH_MIN = 1.0 BET_MED_MAX = 0.75 MIN_MISPRICING = 0.02 LAG_WINDOW_SECS = 30 TRAILING_STOP_PCT = 0.2 MOMENTUM_THRESHOLD = 0.0005 BLOCK_EARLY = NO BLOCK_MID = NO BLOCK_LATE = YES ================================================================================ ITERATION #10 — 2026-04-06 11:08:26 TYPE: SINGLE_TEST | LABEL: score_med_20 DESC: EXPERIMENT: Raised score bar — quality focus ================================================================================ DATA: Total trades : 180 Win rate : 68.3% (breakeven needs 70.4%) Recent(10) WR : 80.0% Total P&L : $-26.2700 Avg win : $+2.0702 Avg loss : $-4.9282 EV / trade : $-0.1483 [NEEDS 70.4% WR TO BREAK EVEN] SIGNAL COMBOS: EXP+MOM 133 trades WR: 78.9% P&L:$+66.78 EXP 28 trades WR: 14.3% P&L:$-94.62 EXP+LAG+MOM 14 trades WR: 64.3% P&L:$-6.81 LAG+MOM 3 trades WR:100.0% P&L:$+6.14 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 PHASES: early 105 trades WR: 75.2% P&L:$+18.23 mid 36 trades WR: 80.6% P&L:$+25.37 near 11 trades WR:100.0% P&L:$+24.75 late 28 trades WR: 14.3% P&L:$-94.62 CURRENT PROVEN WINNERS: block_late avg_delta=+20.0% runs=1 score_med_8 avg_delta=+10.0% runs=1 PARAMS SET: BET_MED_MIN = 0.25 ENTRY_COOLDOWN = 10 MOMENTUM_SECONDS = 60 MIN_ENTRY_PRICE = 0.35 BET_HIGH_MAX = 2.0 MAX_ENTRY_PRICE = 0.88 MAX_POSITIONS = 5 LAG_MIN_BTC_MOVE = 0.0006 SCORE_MEDIUM = 20 PROFIT_TARGET = 0.35 SCORE_HIGH = 38 BET_HIGH_MIN = 1.0 BET_MED_MAX = 0.75 MIN_MISPRICING = 0.02 LAG_WINDOW_SECS = 30 TRAILING_STOP_PCT = 0.2 MOMENTUM_THRESHOLD = 0.0005 BLOCK_EARLY = NO BLOCK_MID = NO BLOCK_LATE = YES ================================================================================ ITERATION #11 — 2026-04-06 11:27:36 TYPE: SINGLE_TEST | LABEL: score_med_28 DESC: EXPERIMENT: High score bar — very selective ================================================================================ DATA: Total trades : 185 Win rate : 68.1% (breakeven needs 70.5%) Recent(10) WR : 70.0% Total P&L : $-31.2300 Avg win : $+2.0813 Avg loss : $-4.9741 EV / trade : $-0.1694 [NEEDS 70.5% WR TO BREAK EVEN] SIGNAL COMBOS: EXP+MOM 138 trades WR: 78.3% P&L:$+61.82 EXP 28 trades WR: 14.3% P&L:$-94.62 EXP+LAG+MOM 14 trades WR: 64.3% P&L:$-6.81 LAG+MOM 3 trades WR:100.0% P&L:$+6.14 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 PHASES: early 105 trades WR: 75.2% P&L:$+18.23 mid 37 trades WR: 81.1% P&L:$+27.77 near 15 trades WR: 86.7% P&L:$+17.39 late 28 trades WR: 14.3% P&L:$-94.62 CURRENT PROVEN WINNERS: block_late avg_delta=+20.0% runs=1 score_med_8 avg_delta=+10.0% runs=1 PARAMS SET: BET_MED_MIN = 0.25 ENTRY_COOLDOWN = 10 MOMENTUM_SECONDS = 60 MIN_ENTRY_PRICE = 0.35 BET_HIGH_MAX = 2.0 MAX_ENTRY_PRICE = 0.88 MAX_POSITIONS = 5 LAG_MIN_BTC_MOVE = 0.0006 SCORE_MEDIUM = 28 PROFIT_TARGET = 0.35 SCORE_HIGH = 38 BET_HIGH_MIN = 1.0 BET_MED_MAX = 0.75 MIN_MISPRICING = 0.02 LAG_WINDOW_SECS = 30 TRAILING_STOP_PCT = 0.2 MOMENTUM_THRESHOLD = 0.0005 BLOCK_EARLY = NO BLOCK_MID = NO BLOCK_LATE = YES ================================================================================ ITERATION #12 — 2026-04-06 11:37:29 TYPE: COMBINE | LABEL: combine_block_late+score_med_8 DESC: COMBINE: Testing all 2 proven winners together: block_late, score_med_8 ================================================================================ DATA: Total trades : 185 Win rate : 68.1% (breakeven needs 70.5%) Recent(10) WR : 70.0% Total P&L : $-31.2300 Avg win : $+2.0813 Avg loss : $-4.9741 EV / trade : $-0.1694 [NEEDS 70.5% WR TO BREAK EVEN] SIGNAL COMBOS: EXP+MOM 138 trades WR: 78.3% P&L:$+61.82 EXP 28 trades WR: 14.3% P&L:$-94.62 EXP+LAG+MOM 14 trades WR: 64.3% P&L:$-6.81 LAG+MOM 3 trades WR:100.0% P&L:$+6.14 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 PHASES: early 105 trades WR: 75.2% P&L:$+18.23 mid 37 trades WR: 81.1% P&L:$+27.77 near 15 trades WR: 86.7% P&L:$+17.39 late 28 trades WR: 14.3% P&L:$-94.62 CURRENT PROVEN WINNERS: block_late avg_delta=+20.0% runs=1 score_med_8 avg_delta=+10.0% runs=1 PARAMS SET: BET_MED_MIN = 0.25 ENTRY_COOLDOWN = 10 MOMENTUM_SECONDS = 60 MIN_ENTRY_PRICE = 0.35 BET_HIGH_MAX = 2.0 MAX_ENTRY_PRICE = 0.88 MAX_POSITIONS = 5 LAG_MIN_BTC_MOVE = 0.0006 SCORE_MEDIUM = 8 PROFIT_TARGET = 0.35 SCORE_HIGH = 38 BET_HIGH_MIN = 1.0 BET_MED_MAX = 0.75 MIN_MISPRICING = 0.02 LAG_WINDOW_SECS = 30 TRAILING_STOP_PCT = 0.2 MOMENTUM_THRESHOLD = 0.0005 BLOCK_EARLY = NO BLOCK_MID = NO BLOCK_LATE = YES ================================================================================ ITERATION #13 — 2026-04-06 11:38:36 TYPE: SINGLE_TEST | LABEL: score_high_45 DESC: EXPERIMENT: Need all 3 signals (40+ needs EXP+LAG+MOM) ================================================================================ DATA: Total trades : 185 Win rate : 68.1% (breakeven needs 70.5%) Recent(10) WR : 70.0% Total P&L : $-31.2300 Avg win : $+2.0813 Avg loss : $-4.9741 EV / trade : $-0.1694 [NEEDS 70.5% WR TO BREAK EVEN] SIGNAL COMBOS: EXP+MOM 138 trades WR: 78.3% P&L:$+61.82 EXP 28 trades WR: 14.3% P&L:$-94.62 EXP+LAG+MOM 14 trades WR: 64.3% P&L:$-6.81 LAG+MOM 3 trades WR:100.0% P&L:$+6.14 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 PHASES: early 105 trades WR: 75.2% P&L:$+18.23 mid 37 trades WR: 81.1% P&L:$+27.77 near 15 trades WR: 86.7% P&L:$+17.39 late 28 trades WR: 14.3% P&L:$-94.62 CURRENT PROVEN WINNERS: block_late avg_delta=+20.0% runs=1 score_med_8 avg_delta=+10.0% runs=1 PARAMS SET: BET_MED_MIN = 0.25 ENTRY_COOLDOWN = 10 MOMENTUM_SECONDS = 60 MIN_ENTRY_PRICE = 0.35 BET_HIGH_MAX = 2.0 MAX_ENTRY_PRICE = 0.88 MAX_POSITIONS = 5 LAG_MIN_BTC_MOVE = 0.0006 SCORE_MEDIUM = 40 PROFIT_TARGET = 0.35 SCORE_HIGH = 45 BET_HIGH_MIN = 1.0 BET_MED_MAX = 0.75 MIN_MISPRICING = 0.02 LAG_WINDOW_SECS = 30 TRAILING_STOP_PCT = 0.2 MOMENTUM_THRESHOLD = 0.0005 BLOCK_EARLY = NO BLOCK_MID = NO BLOCK_LATE = YES ================================================================================ ITERATION #14 — 2026-04-06 11:50:24 TYPE: SINGLE_TEST | LABEL: bet_tiny DESC: EXPERIMENT: Penny bets — pure data gathering mode ================================================================================ DATA: Total trades : 189 Win rate : 68.8% (breakeven needs 70.4%) Recent(10) WR : 80.0% Total P&L : $-21.5700 Avg win : $+2.0915 Avg loss : $-4.9741 EV / trade : $-0.1130 [NEEDS 70.4% WR TO BREAK EVEN] SIGNAL COMBOS: EXP+MOM 142 trades WR: 78.9% P&L:$+71.48 EXP 28 trades WR: 14.3% P&L:$-94.62 EXP+LAG+MOM 14 trades WR: 64.3% P&L:$-6.81 LAG+MOM 3 trades WR:100.0% P&L:$+6.14 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 PHASES: early 105 trades WR: 75.2% P&L:$+18.23 mid 40 trades WR: 82.5% P&L:$+35.03 near 16 trades WR: 87.5% P&L:$+19.79 late 28 trades WR: 14.3% P&L:$-94.62 CURRENT PROVEN WINNERS: block_late avg_delta=+20.0% runs=1 score_med_8 avg_delta=+10.0% runs=1 PARAMS SET: BET_MED_MIN = 0.01 ENTRY_COOLDOWN = 10 MOMENTUM_SECONDS = 60 MIN_ENTRY_PRICE = 0.35 BET_HIGH_MAX = 0.1 MAX_ENTRY_PRICE = 0.88 MAX_POSITIONS = 5 LAG_MIN_BTC_MOVE = 0.0006 SCORE_MEDIUM = 8 PROFIT_TARGET = 0.35 SCORE_HIGH = 38 BET_HIGH_MIN = 0.01 BET_MED_MAX = 0.05 MIN_MISPRICING = 0.02 LAG_WINDOW_SECS = 30 TRAILING_STOP_PCT = 0.2 MOMENTUM_THRESHOLD = 0.0005 BLOCK_EARLY = NO BLOCK_MID = NO BLOCK_LATE = YES ================================================================================ ITERATION #15 — 2026-04-06 12:07:47 TYPE: SINGLE_TEST | LABEL: bet_small DESC: EXPERIMENT: Small bets — low risk learning ================================================================================ DATA: Total trades : 196 Win rate : 69.9% (breakeven needs 70.6%) Recent(10) WR : 100.0% Total P&L : $-9.5700 Avg win : $+2.0723 Avg loss : $-4.9741 EV / trade : $-0.0487 [NEEDS 70.6% WR TO BREAK EVEN] SIGNAL COMBOS: EXP+MOM 148 trades WR: 79.7% P&L:$+81.98 EXP 28 trades WR: 14.3% P&L:$-94.62 EXP+LAG+MOM 14 trades WR: 64.3% P&L:$-6.81 LAG+MOM 4 trades WR:100.0% P&L:$+7.64 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 PHASES: early 109 trades WR: 76.1% P&L:$+25.83 mid 43 trades WR: 83.7% P&L:$+39.43 near 16 trades WR: 87.5% P&L:$+19.79 late 28 trades WR: 14.3% P&L:$-94.62 CURRENT PROVEN WINNERS: stop_loss_fix avg_delta=+30.0% runs=1 block_late avg_delta=+20.0% runs=1 bet_tiny avg_delta=+20.0% runs=1 PARAMS SET: SCORE_MEDIUM = 18 MOMENTUM_THRESHOLD = 0.0005 MAX_ENTRY_PRICE = 0.88 MOMENTUM_SECONDS = 60 TRAILING_STOP_PCT = 0.2 BET_MED_MAX = 1.5 MIN_MISPRICING = 0.02 SCORE_HIGH = 38 LAG_MIN_BTC_MOVE = 0.0006 MAX_POSITIONS = 5 PROFIT_TARGET = 0.35 BET_MED_MIN = 0.5 LAG_WINDOW_SECS = 30 STOP_LOSS = 0.4 ENTRY_COOLDOWN = 10 BET_HIGH_MAX = 4.0 MIN_ENTRY_PRICE = 0.35 BET_HIGH_MIN = 1.5 BLOCK_EARLY = NO BLOCK_MID = NO BLOCK_LATE = YES ================================================================================ ITERATION #16 — 2026-04-06 12:08:55 TYPE: COMBINE | LABEL: combine_stop_loss_fix+block_late+bet_tiny DESC: COMBINE: Testing all 3 proven winners together: stop_loss_fix, block_late, bet_tiny ================================================================================ DATA: Total trades : 196 Win rate : 69.9% (breakeven needs 70.6%) Recent(10) WR : 100.0% Total P&L : $-9.5700 Avg win : $+2.0723 Avg loss : $-4.9741 EV / trade : $-0.0487 [NEEDS 70.6% WR TO BREAK EVEN] SIGNAL COMBOS: EXP+MOM 148 trades WR: 79.7% P&L:$+81.98 EXP 28 trades WR: 14.3% P&L:$-94.62 EXP+LAG+MOM 14 trades WR: 64.3% P&L:$-6.81 LAG+MOM 4 trades WR:100.0% P&L:$+7.64 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 PHASES: early 109 trades WR: 76.1% P&L:$+25.83 mid 43 trades WR: 83.7% P&L:$+39.43 near 16 trades WR: 87.5% P&L:$+19.79 late 28 trades WR: 14.3% P&L:$-94.62 CURRENT PROVEN WINNERS: stop_loss_fix avg_delta=+30.0% runs=1 block_late avg_delta=+20.0% runs=1 bet_tiny avg_delta=+20.0% runs=1 PARAMS SET: SCORE_MEDIUM = 18 MOMENTUM_THRESHOLD = 0.0005 MAX_ENTRY_PRICE = 0.88 MOMENTUM_SECONDS = 60 TRAILING_STOP_PCT = 0.2 BET_MED_MAX = 0.05 MIN_MISPRICING = 0.02 SCORE_HIGH = 38 LAG_MIN_BTC_MOVE = 0.0006 MAX_POSITIONS = 5 PROFIT_TARGET = 0.35 BET_MED_MIN = 0.01 LAG_WINDOW_SECS = 30 STOP_LOSS = 0.4 ENTRY_COOLDOWN = 10 BET_HIGH_MAX = 0.1 MIN_ENTRY_PRICE = 0.35 BET_HIGH_MIN = 0.01 BLOCK_EARLY = NO BLOCK_MID = NO BLOCK_LATE = YES ================================================================================ ITERATION #17 — 2026-04-06 12:09:53 TYPE: SINGLE_TEST | LABEL: bet_medium DESC: EXPERIMENT: Medium bets — moderate commitment ================================================================================ DATA: Total trades : 196 Win rate : 69.9% (breakeven needs 70.6%) Recent(10) WR : 100.0% Total P&L : $-9.5700 Avg win : $+2.0723 Avg loss : $-4.9741 EV / trade : $-0.0487 [NEEDS 70.6% WR TO BREAK EVEN] SIGNAL COMBOS: EXP+MOM 148 trades WR: 79.7% P&L:$+81.98 EXP 28 trades WR: 14.3% P&L:$-94.62 EXP+LAG+MOM 14 trades WR: 64.3% P&L:$-6.81 LAG+MOM 4 trades WR:100.0% P&L:$+7.64 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 PHASES: early 109 trades WR: 76.1% P&L:$+25.83 mid 43 trades WR: 83.7% P&L:$+39.43 near 16 trades WR: 87.5% P&L:$+19.79 late 28 trades WR: 14.3% P&L:$-94.62 CURRENT PROVEN WINNERS: stop_loss_fix avg_delta=+30.0% runs=1 block_late avg_delta=+20.0% runs=1 bet_tiny avg_delta=+20.0% runs=1 PARAMS SET: SCORE_MEDIUM = 18 MOMENTUM_THRESHOLD = 0.0005 MAX_ENTRY_PRICE = 0.88 MOMENTUM_SECONDS = 60 TRAILING_STOP_PCT = 0.2 BET_MED_MAX = 6.0 MIN_MISPRICING = 0.02 SCORE_HIGH = 38 LAG_MIN_BTC_MOVE = 0.0006 MAX_POSITIONS = 5 PROFIT_TARGET = 0.35 BET_MED_MIN = 2.0 LAG_WINDOW_SECS = 30 STOP_LOSS = 0.4 ENTRY_COOLDOWN = 10 BET_HIGH_MAX = 15.0 MIN_ENTRY_PRICE = 0.35 BET_HIGH_MIN = 5.0 BLOCK_EARLY = NO BLOCK_MID = NO BLOCK_LATE = YES ================================================================================ ITERATION #18 — 2026-04-06 12:20:36 TYPE: SINGLE_TEST | LABEL: bet_large DESC: EXPERIMENT: Large bets — high conviction ================================================================================ DATA: Total trades : 196 Win rate : 69.9% (breakeven needs 70.6%) Recent(10) WR : 100.0% Total P&L : $-9.5700 Avg win : $+2.0723 Avg loss : $-4.9741 EV / trade : $-0.0487 [NEEDS 70.6% WR TO BREAK EVEN] SIGNAL COMBOS: EXP+MOM 148 trades WR: 79.7% P&L:$+81.98 EXP 28 trades WR: 14.3% P&L:$-94.62 EXP+LAG+MOM 14 trades WR: 64.3% P&L:$-6.81 LAG+MOM 4 trades WR:100.0% P&L:$+7.64 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 PHASES: early 109 trades WR: 76.1% P&L:$+25.83 mid 43 trades WR: 83.7% P&L:$+39.43 near 16 trades WR: 87.5% P&L:$+19.79 late 28 trades WR: 14.3% P&L:$-94.62 CURRENT PROVEN WINNERS: stop_loss_fix avg_delta=+30.0% runs=1 block_late avg_delta=+20.0% runs=1 bet_tiny avg_delta=+20.0% runs=1 PARAMS SET: SCORE_MEDIUM = 18 MOMENTUM_THRESHOLD = 0.0005 MAX_ENTRY_PRICE = 0.88 MOMENTUM_SECONDS = 60 TRAILING_STOP_PCT = 0.2 BET_MED_MAX = 20.0 MIN_MISPRICING = 0.02 SCORE_HIGH = 38 LAG_MIN_BTC_MOVE = 0.0006 MAX_POSITIONS = 5 PROFIT_TARGET = 0.35 BET_MED_MIN = 5.0 LAG_WINDOW_SECS = 30 STOP_LOSS = 0.4 ENTRY_COOLDOWN = 10 BET_HIGH_MAX = 50.0 MIN_ENTRY_PRICE = 0.35 BET_HIGH_MIN = 15.0 BLOCK_EARLY = NO BLOCK_MID = NO BLOCK_LATE = YES ================================================================================ ITERATION #19 — 2026-04-06 12:50:48 TYPE: SINGLE_TEST | LABEL: bet_whale DESC: EXPERIMENT: Whale bets — max conviction, max stake ================================================================================ DATA: Total trades : 197 Win rate : 70.1% (breakeven needs 70.7%) Recent(10) WR : 100.0% Total P&L : $-8.4900 Avg win : $+2.0651 Avg loss : $-4.9741 EV / trade : $-0.0396 [NEEDS 70.7% WR TO BREAK EVEN] SIGNAL COMBOS: EXP+MOM 149 trades WR: 79.9% P&L:$+83.06 EXP 28 trades WR: 14.3% P&L:$-94.62 EXP+LAG+MOM 14 trades WR: 64.3% P&L:$-6.81 LAG+MOM 4 trades WR:100.0% P&L:$+7.64 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 PHASES: early 110 trades WR: 76.4% P&L:$+26.91 mid 43 trades WR: 83.7% P&L:$+39.43 near 16 trades WR: 87.5% P&L:$+19.79 late 28 trades WR: 14.3% P&L:$-94.62 CURRENT PROVEN WINNERS: stop_loss_fix avg_delta=+30.0% runs=1 block_late avg_delta=+20.0% runs=1 bet_tiny avg_delta=+20.0% runs=1 PARAMS SET: SCORE_MEDIUM = 18 MOMENTUM_THRESHOLD = 0.0005 MAX_ENTRY_PRICE = 0.88 MOMENTUM_SECONDS = 60 TRAILING_STOP_PCT = 0.2 BET_MED_MAX = 80.0 MIN_MISPRICING = 0.02 SCORE_HIGH = 38 LAG_MIN_BTC_MOVE = 0.0006 MAX_POSITIONS = 5 PROFIT_TARGET = 0.35 BET_MED_MIN = 25.0 LAG_WINDOW_SECS = 30 STOP_LOSS = 0.4 ENTRY_COOLDOWN = 10 BET_HIGH_MAX = 300.0 MIN_ENTRY_PRICE = 0.35 BET_HIGH_MIN = 80.0 BLOCK_EARLY = NO BLOCK_MID = NO BLOCK_LATE = YES ================================================================================ ARCHITECTURE SESSION — April 6, 2026 (Afternoon) Claude Cowork session — System overhaul, not an experiment run ================================================================================ CONTEXT: After 19 iterations, the bot had 197 total trades, WR=70.1%, EV=-$0.0487/trade. Still losing money despite decent win rate — losses too large vs wins. Recent iterations (15-19) were producing 0-1 new trades each because: - The iterator was cycling faster than trades could accumulate - BTC was flat/below floor, reducing valid entry opportunities - The 30-min fixed timer didn't account for dead market windows PROBLEMS WITH PREVIOUS LEARNING ENGINE (v5): 1. CROSS-CONTAMINATION: "recent_wr" (last 10 trades) was the evaluation metric, but those 10 trades spanned multiple experiments. Experiment N was being judged partly on trades from experiment N-1. Signal was noise. 2. WRONG METRIC: Win rate delta was used to identify winners/losers. But a 70% WR still LOSES money if losses are 2.5x bigger than wins. EV per trade is the correct metric for profitability. 3. WASTED SLOTS: Bet sizing experiments (bet_tiny through bet_whale) occupied 5 experiment slots but bet size doesn't affect whether a trade WINS or LOSES — only how much it wins/loses. These slots should test parameters that actually affect the win/loss outcome. 4. NO DEAD MARKET HANDLING: If market conditions meant 0 trades per window, the experiment was silently counted as tested with no data. Next experiment ran on the same dead conditions. No recovery mechanism. 5. NO INCONCLUSIVE CATEGORY: 1-2 trades per experiment was treated the same as 10-15 trades. Statistically meaningless data drove decisions. 6. FIXED TIMER: 30 minutes regardless of trade count. Active markets got plenty of data; dead markets got nothing. No adaptation. SOLUTIONS IMPLEMENTED (iterate.py v6): TIMESTAMP ISOLATION: After each bot restart, experiment_state.json is written with: start_time (Unix timestamp), start_trade_count, label, start_ts Next iterate.py run loads this and calls analyze_isolated() which filters trade_analytics.json to ONLY trades where entry_time >= start_time. Fallback: count-based slice (all_exits[start_count:]) if no entry_time. This gives clean, isolated metrics per experiment. No contamination. EV-BASED WINNER/LOSER CLASSIFICATION: ev_delta = experiment_EV - champion_EV WINNER if ev_delta > +$0.005/trade (half cent improvement) LOSER if ev_delta < -$0.010/trade (one cent harm) NEUTRAL otherwise — no action, no slot wasted Champion updated whenever experiment_EV > champion_EV (any improvement) INCONCLUSIVE HANDLING: If isolated["n"] < 5 (MIN_EXPERIMENT_TRADES): - Log as INCONCLUSIVE - Remove label from tested_labels so it retries next cycle - Track in inconclusive_labels list for visibility DEAD MARKET RECOVERY: If isolated["n"] == 0: - dead_market_count += 1 - Remove label from tested_labels (retry) - Next pick_experiment() call detects dead_market_count >= 1 - Returns MARKET_WAKE experiment: SCORE_MEDIUM=4, MOMENTUM_THRESHOLD=0.0001, LAG_MIN_BTC_MOVE=0.0001, MIN_MISPRICING=0.002, MIN_ENTRY_PRICE=0.05, MAX_ENTRY_PRICE=0.95, ALL phases OPEN, MAX_POSITIONS=20, ENTRY_COOLDOWN=2 - Forces trades to happen regardless of market conditions PENNY BETS ENFORCED: build_param_set() always applies: BET_HIGH_MIN=0.01, BET_HIGH_MAX=0.10 BET_MED_MIN=0.01, BET_MED_MAX=0.05 ...unless the experiment overrides specifically includes BET_* keys. Risk-free data gathering. Scale up only after profitable config found. BET SIZING REMOVED FROM HYPOTHESIS QUEUE: Removed: bet_tiny, bet_small, bet_medium, bet_large, bet_whale These are all in tested_labels from v5 anyway, so they won't re-run. New slots taken by: stop_tight, stop_loose, ideal_rr, stop_plus_target (these directly affect EV by changing the loss-to-win size ratio) HYPOTHESIS QUEUE REORDERED BY EXPECTED EV IMPACT: Priority 1: Stop loss / profit target (directly set breakeven WR) stop_tight, stop_loose, ideal_rr, stop_plus_target, rr_tight_stop, rr_high_profit, rr_combined_rr, rr_cheap_entry, tight_entry_window Priority 2: Signal combinations (which signals actually predict wins) exp_only, mom_only, lag_only, exp_lag, exp_mom, exp_mom_focused, require_two_signals Priority 3: Phase filtering (when in contract to trade) Priority 4: Score thresholds Priority 5: Momentum/LAG windows Priority 6: Mispricing thresholds Priority 7: Position concentration SMART LOOP (new file: smart_loop.py): Replaces `timeout /t 1800` in run_loop.bat. Reads experiment_state.json for exact trade baseline. Triggers iteration when: - 8+ experiment-specific new trades AND 5+ min elapsed (primary) - 5+ trades AND WR >= 85% or <= 15% (early — unmistakable signal) - 90 min elapsed regardless (hard cap — dead market safety) Reports status every 60 sec in the iterator CMD window. OVERALL STATUS AFTER SESSION: Champion EV: -$0.0487/trade Champion WR: 70.1% (breakeven needs 70.7%) Proven winners: stop_loss_fix, block_late, bet_tiny Proven losers: score_med_20 Tested labels: 20 experiments completed Remaining queue: ~25 experiments (all meaningful, bet sizing removed) Next to run: stop_tight (25% stop loss — should lower breakeven WR significantly) WHAT WINNING LOOKS LIKE FROM HERE: Current avg_win ~= $0.18, avg_loss ~= -$0.44 (losses 2.4x wins) EV = 0.701 * 0.18 + 0.299 * (-0.44) = +0.126 - 0.132 = -0.006 ≈ -$0.006/trade To break even, need either: a. Tighter stops (reduce avg_loss to match wins) — stop_tight tests this b. Higher profit targets (increase avg_win) — rr_high_profit tests this c. Better signal selection (increase WR to ~72%+) — signal combo tests Most promising path: combine stop_loss_fix + tighter trailing stop to get avg_loss below avg_win * (1-WR)/WR threshold. ================================================================================ ================================================================================ ITERATION #20 — 2026-04-06 13:38:30 TYPE: COMBINE | LABEL: combine_stop_loss_fix+block_late+bet_tiny DESC: COMBINE: Testing all 3 proven winners: stop_loss_fix, block_late, bet_tiny ================================================================================ EXPERIMENT RESULT (isolated 203 trades): Win rate : 70.4% EV / trade : $-0.0244 Total P&L : $-4.3560 Avg win : $+2.0316 Avg loss : $-4.9145 OVERALL DATA: Total trades : 203 Win rate : 70.4% (breakeven needs 70.8%) Recent(10) WR : 90.0% Total P&L : $-4.3560 EV / trade : $-0.0244 [NEEDS 70.8% WR TO BREAK EVEN] SIGNAL COMBOS: EXP+MOM 154 trades WR: 79.9% P&L:$+85.83 EXP 28 trades WR: 14.3% P&L:$-94.62 EXP+LAG+MOM 14 trades WR: 64.3% P&L:$-6.81 LAG+MOM 5 trades WR:100.0% P&L:$+9.00 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 PHASES: early 114 trades WR: 77.2% P&L:$+32.04 mid 45 trades WR: 82.2% P&L:$+38.43 near 16 trades WR: 87.5% P&L:$+19.79 late 28 trades WR: 14.3% P&L:$-94.62 CURRENT PROVEN WINNERS: stop_loss_fix avg_delta=+30.00 runs=1 block_late avg_delta=+20.00 runs=1 bet_tiny avg_delta=+20.00 runs=1 PARAMS SET: LAG_MIN_BTC_MOVE = 0.0006 MIN_ENTRY_PRICE = 0.35 BET_MED_MIN = 0.01 MAX_POSITIONS = 5 MIN_MISPRICING = 0.02 PROFIT_TARGET = 0.35 BET_MED_MAX = 0.05 STOP_LOSS = 0.4 MAX_ENTRY_PRICE = 0.88 MOMENTUM_THRESHOLD = 0.0005 LAG_WINDOW_SECS = 30 TRAILING_STOP_PCT = 0.2 SCORE_MEDIUM = 18 BET_HIGH_MAX = 0.1 SCORE_HIGH = 38 MOMENTUM_SECONDS = 60 ENTRY_COOLDOWN = 10 BET_HIGH_MIN = 0.01 BLOCK_EARLY = NO BLOCK_MID = NO BLOCK_LATE = YES ================================================================================ ITERATION #21 — 2026-04-06 13:56:09 TYPE: SINGLE_TEST | LABEL: stop_tight DESC: EXPERIMENT: Tight stop (25%) — cut losses fast, lower breakeven WR ================================================================================ EXPERIMENT RESULT (isolated 2 trades): Win rate : 100.0% EV / trade : $+1.3625 Total P&L : $+2.7250 Avg win : $+1.3625 Avg loss : $+0.0000 OVERALL DATA: Total trades : 205 Win rate : 70.7% (breakeven needs 70.8%) Recent(10) WR : 90.0% Total P&L : $-1.6310 EV / trade : $-0.0102 [NEEDS 70.8% WR TO BREAK EVEN] SIGNAL COMBOS: EXP+MOM 156 trades WR: 80.1% P&L:$+88.56 EXP 28 trades WR: 14.3% P&L:$-94.62 EXP+LAG+MOM 14 trades WR: 64.3% P&L:$-6.81 LAG+MOM 5 trades WR:100.0% P&L:$+9.00 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 PHASES: early 115 trades WR: 77.4% P&L:$+33.65 mid 45 trades WR: 82.2% P&L:$+38.43 near 17 trades WR: 88.2% P&L:$+20.90 late 28 trades WR: 14.3% P&L:$-94.62 CURRENT PROVEN WINNERS: stop_loss_fix avg_delta=+30.00 runs=1 block_late avg_delta=+20.00 runs=1 bet_tiny avg_delta=+20.00 runs=1 PARAMS SET: LAG_MIN_BTC_MOVE = 0.0006 MIN_ENTRY_PRICE = 0.35 BET_MED_MIN = 0.01 MAX_POSITIONS = 5 MIN_MISPRICING = 0.02 PROFIT_TARGET = 0.35 BET_MED_MAX = 0.05 STOP_LOSS = 0.25 MAX_ENTRY_PRICE = 0.88 MOMENTUM_THRESHOLD = 0.0005 LAG_WINDOW_SECS = 30 TRAILING_STOP_PCT = 0.2 SCORE_MEDIUM = 18 BET_HIGH_MAX = 0.1 SCORE_HIGH = 38 MOMENTUM_SECONDS = 60 ENTRY_COOLDOWN = 10 BET_HIGH_MIN = 0.01 BLOCK_EARLY = NO BLOCK_MID = NO BLOCK_LATE = YES ================================================================================ ITERATION #22 — 2026-04-06 14:11:52 TYPE: SINGLE_TEST | LABEL: stop_loose DESC: EXPERIMENT: Loose stop (60%) — more breathing room per trade ================================================================================ EXPERIMENT RESULT (isolated 5 trades): Win rate : 100.0% EV / trade : $+2.1640 Total P&L : $+10.8200 Avg win : $+2.1640 Avg loss : $+0.0000 OVERALL DATA: Total trades : 210 Win rate : 71.4% (breakeven needs 70.8%) Recent(10) WR : 90.0% Total P&L : $+9.1890 EV / trade : $+0.0418 [PROFITABLE] SIGNAL COMBOS: EXP+MOM 161 trades WR: 80.7% P&L:$+99.38 EXP 28 trades WR: 14.3% P&L:$-94.62 EXP+LAG+MOM 14 trades WR: 64.3% P&L:$-6.81 LAG+MOM 5 trades WR:100.0% P&L:$+9.00 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 PHASES: early 115 trades WR: 77.4% P&L:$+33.65 mid 47 trades WR: 83.0% P&L:$+42.83 near 20 trades WR: 90.0% P&L:$+27.32 late 28 trades WR: 14.3% P&L:$-94.62 CURRENT PROVEN WINNERS: stop_tight avg_delta=+218.84 runs=1 stop_loss_fix avg_delta=+30.00 runs=1 block_late avg_delta=+20.00 runs=1 bet_tiny avg_delta=+20.00 runs=1 PARAMS SET: TRAILING_STOP_PCT = 0.2 BET_HIGH_MAX = 0.1 MIN_ENTRY_PRICE = 0.35 ENTRY_COOLDOWN = 10 SCORE_MEDIUM = 18 LAG_WINDOW_SECS = 30 MIN_MISPRICING = 0.02 MAX_POSITIONS = 5 STOP_LOSS = 0.6 BET_HIGH_MIN = 0.01 LAG_MIN_BTC_MOVE = 0.0006 MOMENTUM_SECONDS = 60 BET_MED_MIN = 0.01 BET_MED_MAX = 0.05 PROFIT_TARGET = 0.35 MAX_ENTRY_PRICE = 0.88 SCORE_HIGH = 38 MOMENTUM_THRESHOLD = 0.0005 BLOCK_EARLY = NO BLOCK_MID = NO BLOCK_LATE = YES ================================================================================ ITERATION #23 — 2026-04-06 14:40:05 TYPE: SINGLE_TEST | LABEL: ideal_rr DESC: EXPERIMENT: 2:1 R/R — 30% stop + 60% target, breakeven WR ~33% ================================================================================ EXPERIMENT RESULT (isolated 5 trades): Win rate : 80.0% EV / trade : $+0.6660 Total P&L : $+3.3300 Avg win : $+1.0800 Avg loss : $-0.9900 OVERALL DATA: Total trades : 215 Win rate : 71.6% (breakeven needs 70.8%) Recent(10) WR : 90.0% Total P&L : $+12.5190 EV / trade : $+0.0563 [PROFITABLE] SIGNAL COMBOS: EXP+MOM 164 trades WR: 81.1% P&L:$+102.65 EXP 28 trades WR: 14.3% P&L:$-94.62 EXP+LAG+MOM 15 trades WR: 66.7% P&L:$-5.76 LAG+MOM 6 trades WR: 83.3% P&L:$+8.01 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 PHASES: early 120 trades WR: 77.5% P&L:$+36.98 mid 47 trades WR: 83.0% P&L:$+42.83 near 20 trades WR: 90.0% P&L:$+27.32 late 28 trades WR: 14.3% P&L:$-94.62 CURRENT PROVEN WINNERS: stop_tight avg_delta=+218.84 runs=1 stop_loss_fix avg_delta=+30.00 runs=1 block_late avg_delta=+20.00 runs=1 bet_tiny avg_delta=+20.00 runs=1 PARAMS SET: TRAILING_STOP_PCT = 0.2 BET_HIGH_MAX = 0.1 MIN_ENTRY_PRICE = 0.35 ENTRY_COOLDOWN = 10 SCORE_MEDIUM = 18 LAG_WINDOW_SECS = 30 MIN_MISPRICING = 0.02 MAX_POSITIONS = 5 STOP_LOSS = 0.3 BET_HIGH_MIN = 0.01 LAG_MIN_BTC_MOVE = 0.0006 MOMENTUM_SECONDS = 60 BET_MED_MIN = 0.01 BET_MED_MAX = 0.05 PROFIT_TARGET = 0.6 MAX_ENTRY_PRICE = 0.88 SCORE_HIGH = 38 MOMENTUM_THRESHOLD = 0.0005 BLOCK_EARLY = NO BLOCK_MID = NO BLOCK_LATE = YES ================================================================================ ITERATION #24 — 2026-04-06 15:40:18 TYPE: COMBINE | LABEL: combine_stop_tight+stop_loss_fix+block_late DESC: COMBINE: Testing all 4 proven winners: stop_tight, stop_loss_fix, block_late, bet_tiny ================================================================================ EXPERIMENT RESULT (isolated 3 trades): Win rate : 100.0% EV / trade : $+1.0983 Total P&L : $+3.2950 Avg win : $+1.0983 Avg loss : $+0.0000 OVERALL DATA: Total trades : 218 Win rate : 72.0% (breakeven needs 71.0%) Recent(10) WR : 90.0% Total P&L : $+15.8140 EV / trade : $+0.0713 [PROFITABLE] SIGNAL COMBOS: EXP+MOM 167 trades WR: 81.4% P&L:$+105.94 EXP 28 trades WR: 14.3% P&L:$-94.62 EXP+LAG+MOM 15 trades WR: 66.7% P&L:$-5.76 LAG+MOM 6 trades WR: 83.3% P&L:$+8.01 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 PHASES: early 122 trades WR: 77.9% P&L:$+38.89 mid 48 trades WR: 83.3% P&L:$+44.21 near 20 trades WR: 90.0% P&L:$+27.32 late 28 trades WR: 14.3% P&L:$-94.62 CURRENT PROVEN WINNERS: stop_tight avg_delta=+218.84 runs=1 stop_loss_fix avg_delta=+30.00 runs=1 block_late avg_delta=+20.00 runs=1 bet_tiny avg_delta=+20.00 runs=1 PARAMS SET: TRAILING_STOP_PCT = 0.2 BET_HIGH_MAX = 0.1 MIN_ENTRY_PRICE = 0.35 ENTRY_COOLDOWN = 10 SCORE_MEDIUM = 18 LAG_WINDOW_SECS = 30 MIN_MISPRICING = 0.02 MAX_POSITIONS = 5 STOP_LOSS = 0.4 BET_HIGH_MIN = 0.01 LAG_MIN_BTC_MOVE = 0.0006 MOMENTUM_SECONDS = 60 BET_MED_MIN = 0.01 BET_MED_MAX = 0.05 PROFIT_TARGET = 0.35 MAX_ENTRY_PRICE = 0.88 SCORE_HIGH = 38 MOMENTUM_THRESHOLD = 0.0005 BLOCK_EARLY = NO BLOCK_MID = NO BLOCK_LATE = YES ================================================================================ ITERATION #25 — 2026-04-06 16:40:32 TYPE: SINGLE_TEST | LABEL: ideal_rr DESC: EXPERIMENT: 2:1 R/R — 30% stop + 60% target, breakeven WR ~33% ================================================================================ EXPERIMENT RESULT (isolated 4 trades): Win rate : 50.0% EV / trade : $-0.8800 Total P&L : $-3.5200 Avg win : $+0.4900 Avg loss : $-2.2500 OVERALL DATA: Total trades : 222 Win rate : 71.6% (breakeven needs 70.8%) Recent(10) WR : 70.0% Total P&L : $+12.2940 EV / trade : $+0.0539 [PROFITABLE] SIGNAL COMBOS: EXP+MOM 168 trades WR: 81.0% P&L:$+103.33 EXP 28 trades WR: 14.3% P&L:$-94.62 EXP+LAG+MOM 16 trades WR: 62.5% P&L:$-7.65 LAG+MOM 8 trades WR: 87.5% P&L:$+8.99 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 PHASES: early 124 trades WR: 78.2% P&L:$+39.87 mid 50 trades WR: 80.0% P&L:$+39.71 near 20 trades WR: 90.0% P&L:$+27.32 late 28 trades WR: 14.3% P&L:$-94.62 CURRENT PROVEN WINNERS: stop_tight avg_delta=+218.84 runs=1 stop_loss_fix avg_delta=+30.00 runs=1 block_late avg_delta=+20.00 runs=1 bet_tiny avg_delta=+20.00 runs=1 PARAMS SET: TRAILING_STOP_PCT = 0.2 BET_HIGH_MAX = 0.1 MIN_ENTRY_PRICE = 0.35 ENTRY_COOLDOWN = 10 SCORE_MEDIUM = 18 LAG_WINDOW_SECS = 30 MIN_MISPRICING = 0.02 MAX_POSITIONS = 5 STOP_LOSS = 0.3 BET_HIGH_MIN = 0.01 LAG_MIN_BTC_MOVE = 0.0006 MOMENTUM_SECONDS = 60 BET_MED_MIN = 0.01 BET_MED_MAX = 0.05 PROFIT_TARGET = 0.6 MAX_ENTRY_PRICE = 0.88 SCORE_HIGH = 38 MOMENTUM_THRESHOLD = 0.0005 BLOCK_EARLY = NO BLOCK_MID = NO BLOCK_LATE = YES ================================================================================ ITERATION #26 — 2026-04-06 17:40:46 TYPE: SINGLE_TEST | LABEL: ideal_rr DESC: EXPERIMENT: 2:1 R/R — 30% stop + 60% target, breakeven WR ~33% ================================================================================ EXPERIMENT RESULT (isolated 1 trades): Win rate : 0.0% EV / trade : $-1.2000 Total P&L : $-1.2000 Avg win : $+0.0000 Avg loss : $-1.2000 OVERALL DATA: Total trades : 223 Win rate : 71.3% (breakeven needs 70.6%) Recent(10) WR : 60.0% Total P&L : $+11.0940 EV / trade : $+0.0497 [PROFITABLE] SIGNAL COMBOS: EXP+MOM 169 trades WR: 80.5% P&L:$+102.13 EXP 28 trades WR: 14.3% P&L:$-94.62 EXP+LAG+MOM 16 trades WR: 62.5% P&L:$-7.65 LAG+MOM 8 trades WR: 87.5% P&L:$+8.99 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 PHASES: early 125 trades WR: 77.6% P&L:$+38.67 mid 50 trades WR: 80.0% P&L:$+39.71 near 20 trades WR: 90.0% P&L:$+27.32 late 28 trades WR: 14.3% P&L:$-94.62 CURRENT PROVEN WINNERS: stop_tight avg_delta=+218.84 runs=1 stop_loss_fix avg_delta=+30.00 runs=1 block_late avg_delta=+20.00 runs=1 bet_tiny avg_delta=+20.00 runs=1 PARAMS SET: TRAILING_STOP_PCT = 0.2 BET_HIGH_MAX = 0.1 MIN_ENTRY_PRICE = 0.35 ENTRY_COOLDOWN = 10 SCORE_MEDIUM = 18 LAG_WINDOW_SECS = 30 MIN_MISPRICING = 0.02 MAX_POSITIONS = 5 STOP_LOSS = 0.3 BET_HIGH_MIN = 0.01 LAG_MIN_BTC_MOVE = 0.0006 MOMENTUM_SECONDS = 60 BET_MED_MIN = 0.01 BET_MED_MAX = 0.05 PROFIT_TARGET = 0.6 MAX_ENTRY_PRICE = 0.88 SCORE_HIGH = 38 MOMENTUM_THRESHOLD = 0.0005 BLOCK_EARLY = NO BLOCK_MID = NO BLOCK_LATE = YES ================================================================================ ITERATION #27 — 2026-04-06 18:41:00 TYPE: SINGLE_TEST | LABEL: ideal_rr DESC: EXPERIMENT: 2:1 R/R — 30% stop + 60% target, breakeven WR ~33% ================================================================================ EXPERIMENT RESULT (isolated 4 trades): Win rate : 100.0% EV / trade : $+1.1238 Total P&L : $+4.4950 Avg win : $+1.1238 Avg loss : $+0.0000 OVERALL DATA: Total trades : 227 Win rate : 71.8% (breakeven needs 70.8%) Recent(10) WR : 70.0% Total P&L : $+15.5890 EV / trade : $+0.0683 [PROFITABLE] SIGNAL COMBOS: EXP+MOM 171 trades WR: 80.7% P&L:$+104.61 EXP 28 trades WR: 14.3% P&L:$-94.62 EXP+LAG+MOM 17 trades WR: 64.7% P&L:$-6.65 LAG+MOM 9 trades WR: 88.9% P&L:$+10.01 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 PHASES: early 126 trades WR: 77.8% P&L:$+39.67 mid 52 trades WR: 80.8% P&L:$+42.05 near 21 trades WR: 90.5% P&L:$+28.48 late 28 trades WR: 14.3% P&L:$-94.62 CURRENT PROVEN WINNERS: stop_tight avg_delta=+218.84 runs=1 stop_loss_fix avg_delta=+30.00 runs=1 block_late avg_delta=+20.00 runs=1 bet_tiny avg_delta=+20.00 runs=1 PARAMS SET: TRAILING_STOP_PCT = 0.2 BET_HIGH_MAX = 0.1 MIN_ENTRY_PRICE = 0.35 ENTRY_COOLDOWN = 10 SCORE_MEDIUM = 18 LAG_WINDOW_SECS = 30 MIN_MISPRICING = 0.02 MAX_POSITIONS = 5 STOP_LOSS = 0.3 BET_HIGH_MIN = 0.01 LAG_MIN_BTC_MOVE = 0.0006 MOMENTUM_SECONDS = 60 BET_MED_MIN = 0.01 BET_MED_MAX = 0.05 PROFIT_TARGET = 0.6 MAX_ENTRY_PRICE = 0.88 SCORE_HIGH = 38 MOMENTUM_THRESHOLD = 0.0005 BLOCK_EARLY = NO BLOCK_MID = NO BLOCK_LATE = YES ================================================================================ ITERATION #28 — 2026-04-06 19:41:14 TYPE: COMBINE | LABEL: combine_stop_tight+stop_loss_fix+block_late DESC: COMBINE: Testing all 4 proven winners: stop_tight, stop_loss_fix, block_late, bet_tiny ================================================================================ EXPERIMENT RESULT (isolated 2 trades): Win rate : 50.0% EV / trade : $-0.4200 Total P&L : $-0.8400 Avg win : $+1.1900 Avg loss : $-2.0300 OVERALL DATA: Total trades : 229 Win rate : 71.6% (breakeven needs 70.6%) Recent(10) WR : 70.0% Total P&L : $+14.7490 EV / trade : $+0.0634 [PROFITABLE] SIGNAL COMBOS: EXP+MOM 173 trades WR: 80.3% P&L:$+103.77 EXP 28 trades WR: 14.3% P&L:$-94.62 EXP+LAG+MOM 17 trades WR: 64.7% P&L:$-6.65 LAG+MOM 9 trades WR: 88.9% P&L:$+10.01 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 PHASES: early 127 trades WR: 78.0% P&L:$+40.86 mid 53 trades WR: 79.2% P&L:$+40.02 near 21 trades WR: 90.5% P&L:$+28.48 late 28 trades WR: 14.3% P&L:$-94.62 CURRENT PROVEN WINNERS: stop_tight avg_delta=+218.84 runs=1 stop_loss_fix avg_delta=+30.00 runs=1 block_late avg_delta=+20.00 runs=1 bet_tiny avg_delta=+20.00 runs=1 PARAMS SET: TRAILING_STOP_PCT = 0.2 BET_HIGH_MAX = 0.1 MIN_ENTRY_PRICE = 0.35 ENTRY_COOLDOWN = 10 SCORE_MEDIUM = 18 LAG_WINDOW_SECS = 30 MIN_MISPRICING = 0.02 MAX_POSITIONS = 5 STOP_LOSS = 0.4 BET_HIGH_MIN = 0.01 LAG_MIN_BTC_MOVE = 0.0006 MOMENTUM_SECONDS = 60 BET_MED_MIN = 0.01 BET_MED_MAX = 0.05 PROFIT_TARGET = 0.35 MAX_ENTRY_PRICE = 0.88 SCORE_HIGH = 38 MOMENTUM_THRESHOLD = 0.0005 BLOCK_EARLY = NO BLOCK_MID = NO BLOCK_LATE = YES ================================================================================ ITERATION #29 — 2026-04-06 20:21:57 TYPE: SINGLE_TEST | LABEL: ideal_rr DESC: EXPERIMENT: 2:1 R/R — 30% stop + 60% target, breakeven WR ~33% ================================================================================ EXPERIMENT RESULT (isolated 5 trades): Win rate : 100.0% EV / trade : $+1.8560 Total P&L : $+9.2800 Avg win : $+1.8560 Avg loss : $+0.0000 OVERALL DATA: Total trades : 234 Win rate : 72.2% (breakeven needs 70.7%) Recent(10) WR : 90.0% Total P&L : $+24.0290 EV / trade : $+0.1012 [PROFITABLE] SIGNAL COMBOS: EXP+MOM 177 trades WR: 80.8% P&L:$+111.43 EXP 28 trades WR: 14.3% P&L:$-94.62 EXP+LAG+MOM 18 trades WR: 66.7% P&L:$-5.03 LAG+MOM 9 trades WR: 88.9% P&L:$+10.01 EXP+LAG 2 trades WR:100.0% P&L:$+2.24 PHASES: early 132 trades WR: 78.8% P&L:$+50.14 mid 53 trades WR: 79.2% P&L:$+40.02 near 21 trades WR: 90.5% P&L:$+28.48 late 28 trades WR: 14.3% P&L:$-94.62 CURRENT PROVEN WINNERS: stop_tight avg_delta=+218.84 runs=1 stop_loss_fix avg_delta=+30.00 runs=1 block_late avg_delta=+20.00 runs=1 bet_tiny avg_delta=+20.00 runs=1 PARAMS SET: TRAILING_STOP_PCT = 0.2 BET_HIGH_MAX = 0.1 MIN_ENTRY_PRICE = 0.35 ENTRY_COOLDOWN = 10 SCORE_MEDIUM = 18 LAG_WINDOW_SECS = 30 MIN_MISPRICING = 0.02 MAX_POSITIONS = 5 STOP_LOSS = 0.3 BET_HIGH_MIN = 0.01 LAG_MIN_BTC_MOVE = 0.0006 MOMENTUM_SECONDS = 60 BET_MED_MIN = 0.01 BET_MED_MAX = 0.05 PROFIT_TARGET = 0.6 MAX_ENTRY_PRICE = 0.88 SCORE_HIGH = 38 MOMENTUM_THRESHOLD = 0.0005 BLOCK_EARLY = NO BLOCK_MID = NO BLOCK_LATE = YES