PAPER TRADINGSimulated execution only. Live trading is disabled by default and requires explicit operator arming.
Strategies
| Code | Name | Family | Symbols | TF | Status | Alloc | Trades | Net P&L | Win% | Expectancy | Notes |
|---|---|---|---|---|---|---|---|---|---|---|---|
| BRK-001 v1 | Donchian 55/20 ATR Breakout | breakout | ETH/USDT | 1h | SHADOW | 0% | 0 | +$0 | 0% | +$0 | CURATED_SHADOW: ETH Donchian baseline. OOS +5.08%, Sharpe 0.48, PF 1.48, DD -6.21%; below strict Sharpe gate. |
| TREND-001 v1 | EMA Cross + ADX Filter | trend | BTC/USDT | 1h | SHADOW | 0% | 0 | +$0 | 0% | +$0 | CURATED_SHADOW: BTC default baseline. OOS +14.23%, Sharpe 1.04, PF 3.19, DD -2.08%, but only 22 OOS trades and weak walk-forward. |
| MR-001 v1 | RSI Reversion | mean_reversion | BTC/USDT, ETH/USDT | 1h | RESEARCH | 0% | 0 | +$0 | 0% | +$0 | |
| MOM-001 v1 | ROC Momentum | momentum | BTC/USDT, ETH/USDT | 1h | RESEARCH | 0% | 0 | +$0 | 0% | +$0 | |
| BRK-002 v1 ★ | Volatility Expansion Breakout | breakout | ETH/USDT | 1h | PAPER | 50% | 0 | +$0 | 0% | +$0 | CURATED_FORWARD: ETH default baseline. OOS +11.54%, Sharpe 0.93, PF 1.75, DD -3.77%, 42 trades, robustness 1.56. |
| BRK-001 v1 | Donchian 55/20 ATR Breakout challenger | breakout | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe -0.24 below floor |
| BRK-001 v1 | Donchian 55/20 ATR Breakout challenger | breakout | ETH/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | passed validation battery -> paper incubation |
| BRK-001 v1 | Donchian 55/20 ATR Breakout challenger | breakout | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe -0.32 below floor |
| BRK-001 v1 | Donchian 55/20 ATR Breakout challenger | breakout | ETH/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | passed validation battery -> paper incubation |
| BRK-001 v1 | Donchian 55/20 ATR Breakout challenger | breakout | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe -0.45 below floor |
| BRK-001 v1 | Donchian 55/20 ATR Breakout challenger | breakout | ETH/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe 0.27 below floor |
| BRK-001 v1 | Donchian 55/20 ATR Breakout challenger | breakout | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe -0.11 below floor |
| BRK-001 v1 | Donchian 55/20 ATR Breakout challenger | breakout | ETH/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe 0.30 below floor |
| BRK-001 v1 | Donchian 55/20 ATR Breakout challenger | breakout | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe -0.15 below floor |
| BRK-001 v1 | Donchian 55/20 ATR Breakout challenger | breakout | ETH/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe 0.26 below floor |
| BRK-001 v1 | Donchian 55/20 ATR Breakout challenger | breakout | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe -0.21 below floor |
| BRK-001 v1 | Donchian 55/20 ATR Breakout challenger | breakout | ETH/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe 0.19 below floor |
| TREND-001 v1 | EMA Cross + ADX Filter challenger | trend | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe 0.28 below floor |
| TREND-001 v1 | EMA Cross + ADX Filter challenger | trend | ETH/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe 0.07 below floor |
| TREND-001 v1 | EMA Cross + ADX Filter challenger | trend | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe 0.26 below floor |
| TREND-001 v1 | EMA Cross + ADX Filter challenger | trend | ETH/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe -0.12 below floor |
| TREND-001 v1 | EMA Cross + ADX Filter challenger | trend | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe 0.17 below floor |
| TREND-001 v1 | EMA Cross + ADX Filter challenger | trend | ETH/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe -0.15 below floor |
| TREND-001 v1 | EMA Cross + ADX Filter challenger | trend | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe 0.24 below floor |
| TREND-001 v1 | EMA Cross + ADX Filter challenger | trend | ETH/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe -2.14 below floor |
| TREND-001 v1 | EMA Cross + ADX Filter challenger | trend | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | walk-forward not consistently profitable |
| TREND-001 v1 | EMA Cross + ADX Filter challenger | trend | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe 0.28 below floor |
| TREND-001 v1 | EMA Cross + ADX Filter challenger | trend | ETH/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe 0.05 below floor |
| MR-001 v1 | RSI Reversion challenger | mean_reversion | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe -2.08 below floor |
| MR-001 v1 | RSI Reversion challenger | mean_reversion | ETH/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe -2.14 below floor |
| MR-001 v1 | RSI Reversion challenger | mean_reversion | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | non-positive OOS expectancy |
| MR-001 v1 | RSI Reversion challenger | mean_reversion | ETH/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | non-positive OOS expectancy |
| MR-001 v1 | RSI Reversion challenger | mean_reversion | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | non-positive OOS expectancy |
| MR-001 v1 | RSI Reversion challenger | mean_reversion | ETH/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | non-positive OOS expectancy |
| MR-001 v1 | RSI Reversion challenger | mean_reversion | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | non-positive OOS expectancy |
| MR-001 v1 | RSI Reversion challenger | mean_reversion | ETH/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | non-positive OOS expectancy |
| MR-001 v1 | RSI Reversion challenger | mean_reversion | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | non-positive OOS expectancy |
| MR-001 v1 | RSI Reversion challenger | mean_reversion | ETH/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | non-positive OOS expectancy |
| MR-001 v1 | RSI Reversion challenger | mean_reversion | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | non-positive OOS expectancy |
| MR-001 v1 | RSI Reversion challenger | mean_reversion | ETH/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | non-positive OOS expectancy |
| MOM-001 v1 | ROC Momentum challenger | momentum | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe 0.33 below floor |
| MOM-001 v1 | ROC Momentum challenger | momentum | ETH/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe 0.08 below floor |
| MOM-001 v1 | ROC Momentum challenger | momentum | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe 0.38 below floor |
| MOM-001 v1 | ROC Momentum challenger | momentum | ETH/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | non-positive OOS expectancy |
| MOM-001 v1 | ROC Momentum challenger | momentum | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe 0.28 below floor |
| MOM-001 v1 | ROC Momentum challenger | momentum | ETH/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | non-positive OOS expectancy |
| MOM-001 v1 | ROC Momentum challenger | momentum | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe 0.45 below floor |
| MOM-001 v1 | ROC Momentum challenger | momentum | ETH/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe 0.21 below floor |
| MOM-001 v1 | ROC Momentum challenger | momentum | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe 0.49 below floor |
| MOM-001 v1 | ROC Momentum challenger | momentum | ETH/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | non-positive OOS expectancy |
| MOM-001 v1 | ROC Momentum challenger | momentum | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe 0.40 below floor |
| MOM-001 v1 | ROC Momentum challenger | momentum | ETH/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | non-positive OOS expectancy |
| BRK-002 v1 | Volatility Expansion Breakout challenger | breakout | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | non-positive OOS expectancy |
| BRK-002 v1 | Volatility Expansion Breakout challenger | breakout | ETH/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe 0.38 below floor |
| BRK-002 v1 | Volatility Expansion Breakout challenger | breakout | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe 0.33 below floor |
| BRK-002 v1 | Volatility Expansion Breakout challenger | breakout | ETH/USDT | 1h | PAPER | 0% | 0 | +$0 | 0% | +$0 | passed strict validation battery -> forward paper incubation |
| BRK-002 v1 | Volatility Expansion Breakout challenger | breakout | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe 0.49 below floor |
| BRK-002 v1 | Volatility Expansion Breakout challenger | breakout | ETH/USDT | 1h | PAPER | 0% | 0 | +$0 | 0% | +$0 | passed strict validation battery -> forward paper incubation |
| BRK-002 v1 | Volatility Expansion Breakout challenger | breakout | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | non-positive OOS expectancy |
| BRK-002 v1 | Volatility Expansion Breakout challenger | breakout | ETH/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | OOS Sharpe 0.47 below floor |
| BRK-002 v1 | Volatility Expansion Breakout challenger | breakout | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | non-positive OOS expectancy |
| BRK-002 v1 | Volatility Expansion Breakout challenger | breakout | ETH/USDT | 1h | PAPER | 0% | 0 | +$0 | 0% | +$0 | passed strict validation battery -> forward paper incubation |
| BRK-002 v1 | Volatility Expansion Breakout challenger | breakout | BTC/USDT | 1h | DISABLED | 0% | 0 | +$0 | 0% | +$0 | non-positive OOS expectancy |
| BRK-002 v1 | Volatility Expansion Breakout challenger | breakout | ETH/USDT | 1h | PAPER | 0% | 0 | +$0 | 0% | +$0 | passed strict validation battery -> forward paper incubation |
★ champion. Lifecycle: RESEARCH → BACKTEST → VALIDATION → SHADOW → PAPER → APPROVED. No strategy may skip stages; decay demotes APPROVED → WATCH → REDUCE → SHADOW → DISABLED.