Crypto Trading Blueprint

Comprehensive analysis of our algorithmic crypto trading systems for external review.

Generated: 2026-04-05 06:57 EST | Data snapshot: 2026-04-05T11:55:10 UTC | 120 systems | 30 active crypto picks

Purpose: Provide enough context for another AI or human trader to evaluate our system, identify weaknesses, and suggest improvements.

Table of Contents
  1. Glossary & Architecture — Key terms, system design, fee assumptions, lifecycle rules
  2. Executive Summary — Overall crypto performance (honest assessment)
  3. System Breakdown — Per-system stats, grades, descriptions
  4. Strategy Detail — Top 30 strategies with BT/FWD metrics
  5. Strategy Logic Reference — What each strategy actually does (entry/exit rules)
  6. Backtest vs Forward — Decay analysis (overfitting detection)
  7. Daily Volume — Signal generation rate, last 7 days
  8. Optimal Picks Simulation — What if we only traded top-scored picks?
  9. Strategy Leaderboard — Top 30 by forward PnL
  10. Questions for Reviewers — Specific feedback requested
  11. Mercury AI Recommendations — External review action items
  12. Forex & Futures — Active forex/futures picks with market hours and strategy details

0. Glossary, Architecture & Assumptions

Key Terms

TermDefinition
WR (Win Rate)% of closed trades that were profitable (hit TP or closed in profit)
PF (Profit Factor)Gross wins / Gross losses. PF > 1.0 = profitable. PF > 1.5 = strong edge.
R:R (Risk:Reward)Distance to take-profit / distance to stop-loss. R:R of 2.0 means TP is 2x further than SL.
Expectancy(WR × Avg Win) − ((1−WR) × Avg Loss). Expected PnL per trade. Must be positive for profitability.
ConfidenceStrategy-specific score 0.0−1.0 generated by each system based on its internal signal strength assessment. NOT calibrated (0.8 confidence ≠ 80% probability).
BT (Backtest)Performance on historical data. Subject to look-ahead bias, curve-fitting, and survivorship bias.
FWD (Forward Test)Performance on live market data after the strategy was deployed. The gold standard for validation.
DecayBT WR − FWD WR. Positive = strategy performs worse live (likely overfitted). Negative = improved or BT data missing.
HealthStrategy status: healthy = performing within expected parameters. degrading = recent drawdown or declining WR. watch = under observation. None = status not yet classified.
AgreementNumber of independent system groups flagging the same symbol+direction. Higher = more consensus. Capped at system group level (deduplicated).
Trust TierPROVEN (1.0x weight) → SANDBOX (0.25x, default for new systems) → PROBATION (0.10−0.15x) → DEMOTED (0.25x, asset-specific failures)

System Architecture

75 CRYPTO SYSTEMS generate signals every 15-30 min via GitHub Actions │ ├── PROVEN: battleground, alpha_engine (forward-validated, full trust) ├── GENETIC: genome_gp, DARWIN variants (GP expression trees evolving buy/sell formulas) │ └── Function set: RSI, MACD, EMA, Volume, ATR, Bollinger — standard TA indicators │ └── Fitness: Sharpe ratio on 6-month rolling window, penalized by trade count │ └── Population: 500 individuals, 100 generations, tournament selection ├── ML: mercury2 (XGBoost), ml_bg_system_a-f (various ML ensembles), crypto_ml_edge ├── REVIVAL: Auto-mutates dormant strategies when stale >2 days (parameter ±10-30%) │ └── ⚠ Known risk: creates untested variants. Safeguard: enters as SANDBOX tier (0.25x weight) ├── KIMI: 81-algorithm scanner (fear/greed, order book, funding rate, whale detection) └── AGGREGATORS: super_signals, aggregated_picks (consensus from multiple systems) │ ▼ SCORING ENGINE: ranks each pick 0-100 based on weighted formula │ ▼ AUDIT DASHBOARD: tracks all picks, monitors TP/SL resolution, computes performance

Fee & Execution Assumptions

ParameterValueNotes
Exchange fees0.10% taker per sideBinance standard. Round-trip cost = 0.20%
Slippage~0.05% estimatedFor liquid pairs (BTC, ETH). Small-cap may be higher.
Funding rateNot includedPerpetual swap funding can be +/- 0.01-0.10% per 8h. Material for holds >24h.
PnL calculationEntry vs TP/SL hitDoes NOT include fees. Actual returns ~0.20-0.40% worse than shown per trade.
Price sourceBinance spot APILive prices fetched on page load. During outages, falls back to CoinGecko.
Avg hold time3h (0.1 days)Computed from current active picks. Historical may differ.

System Lifecycle

StageCriteriaTrust Weight
New / SANDBOXDefault for all new systems. <50 closed trades.0.25x
Under Review10-50 closed trades. Performance monitored.0.25x
PROVEN50+ closed trades, WR ≥ 50%, PF ≥ 1.0, documented forward results.0.8−1.0x
PROBATIONDocumented poor performance: broken risk mgmt, consistently losing, or system errors.0.10−0.15x
DEMOTEDStrategy works on some assets but fails on others (asset-specific demotion).0.25x
KilledAuto-kill when criteria met (see below). 15 of 96 systems are grade F.0x (disabled)

Kill Criteria (Mercury AI Recommended)

A system/strategy should be automatically KILLED (disabled) when ANY of these are met:
• FWD WR < 40% after ≥30 closed trades — consistently below random chance
• FWD PF < 0.8 after ≥30 closed trades — losing more than winning
• BT→FWD Decay > 25% — strategy is severely overfitted to historical data
• Max Drawdown > 30% on $100 position sizing — unacceptable risk
• No trades generated in 14+ days — dormant/broken system
• 3 consecutive losing months — persistent underperformance

⚠️ Current status: Kill mechanism is NOT yet implemented. 15/96 grade-F systems remain active, generating noise and diluting signal quality.

1. Executive Summary — Crypto Portfolio

Generated 2026-04-05 06:57 EST from 120 crypto systems producing 30 active picks.

Active Picks
88
Closed Picks
12,249
Win Rate
42.6%
Total PnL (Realized)
-17935.89%
Profit Factor
0.51
Expectancy / Trade
-1.49%
Avg Win
+3.62%
Avg Loss
-5.29%
Honest Assessment: The overall crypto portfolio is unprofitable with a 42.6% win rate and 0.51 profit factor. Expectancy is -1.49% per trade — meaning every trade loses on average. The system generates too many low-quality signals from unproven strategies. However, a subset of proven strategies shows strong positive results (see Section 4).

Key Problem: Avg loss (5.29%) exceeds avg win (3.62%), AND win rate is below 50%. A profitable system needs EITHER a high WR with reasonable R:R, OR a low WR with high R:R. We have neither in aggregate.

2. System-by-System Breakdown (96 crypto systems with data)

Grade: A = proven profitable (WR≥55, PF≥1.5, 20+ trades), B = positive edge, C = marginal, D = insufficient data, F = unprofitable

SystemGradeActiveClosedWL WRTotal PnLPFExpect.Avg WAvg L
quan engine
QuanEngine Prop Firm. Quant strategies designed for prop firm challenges - strict risk management, max drawdown limits.		 A 5 256 24412 95.3% +599.38% 69.34 +2.34% +2.5% -0.7%
baby strats forward
Baby Strategies Forward Test. Large collection (~2,700 trades) of simple strategy variants being forward-tested. WARNING		 C 0 1782 767842 43.8% +245.89% 1.32 +0.14% +1.3% -0.9%
mercury2
Mercury2 XGBoost ML ensemble. Gradient-boosted tree model trained on 100+ technical features. Targets crypto momentum wi		 C 0 170 7199 41.8% +101.42% 1.58 +0.60% +3.9% -1.8%
ml crypto pred
ML Crypto Predictor (enhanced models). LSTM/XGBoost predictions with live picks output.		 C 12 213 86127 40.4% +72.25% 1.31 +0.34% +3.5% -1.8%
battleground
Forward-testing arena. Runs proven winners (VWAP Deviation +332%, RSI ETH +291%) against live market. Gold standard for 		B 6 187 9789 51.9% +40.66% 1.55 +0.22% +1.2% -0.8%
signal validation
No description available		 B 1 155 4542 51.7% +39.47% 1.54 +0.45% +2.5% -1.7%
ml crypto pred v12
No description available		 C 0 157 2529 46.3% +37.91% 1.50 +0.70% +4.5% -2.6%
predictions
ML Crypto Predictor. Enhanced ML models for price direction prediction using technical + sentiment features.		 B 0 53 2726 50.9% +34.80% 1.58 +0.66% +3.5% -2.3%
trusted genome
No description available		 A 0 43 153 83.3% +33.17% 10.16 +1.84% +2.5% -1.2%
revival all
Revival Engine - ALL systems. Consolidated picks from the stale system reviver. Mutates dormant strategies using DNA eng		 A 0 56 152 88.2% +32.53% 16.79 +1.91% +2.3% -1.0%
chatgpt combined
No description available		 A 0 24 101 83.3% +29.82% 10.87 +2.49% +3.3% -3.0%
breakout b ml
Breakout Arena B - ML Breakout Detection. Uses machine learning to score breakout probability at S/R levels. Combines fr		 A 0 41 95 64.3% +26.63% 3.22 +1.90% +4.3% -2.4%
rl agent
Reinforcement Learning Agent. Uses deep Q-learning to learn optimal trade entry/exit timing from market state observatio		 B 0 10 32 60.0% +14.58% 2.26 +2.92% +8.7% -5.8%
copy trader highscore
No description available		 A 0 53 1612 57.1% +14.07% 2.16 +0.50% +1.6% -1.0%
ai challenge scanner
4 AI Challenge: Scanner. Alpha Engine ML-ranked signals entered as tournament competitor. R4 avg +2.40%. Uses bollinger_		 B 0 12 42 66.7% +13.33% 3.22 +2.22% +4.8% -3.0%
super signals
Cross-system consensus super signals. Only fires when multiple independent systems agree on direction + symbol. High-con		 B 16 147 7471 50.7% +10.21% 1.05 +0.07% +2.8% -2.8%
crypto ml edge
Crypto ML Edge. Specialized ML model for identifying statistical edges in crypto price action using feature engineering.		 C 3 13 67 46.2% +7.97% 1.72 +0.61% +3.2% -1.6%
regime terminal
Regime Terminal. Market regime classifier that identifies bull/bear/sideways conditions and adjusts signal generation ac		 C 4 9 54 55.6% +7.50% 2.25 +0.83% +2.7% -1.5%
revival breakout b
Revival: Breakout B. Mutations of ML breakout strategies during dormancy.		 C 0 23 30 100.0% +7.50% 0.00 +2.50% +2.5% -0.0%
revival kimi
Revival: KIMI. Mutations of KIMI strategies generated when KIMI scanner is dormant.		 C 0 22 30 100.0% +7.50% 0.00 +2.50% +2.5% -0.0%
revival breakout a
Revival: Breakout A. Mutations of S/R breakout strategies during dormancy.		 C 0 22 30 100.0% +6.86% 0.00 +2.29% +2.3% -0.0%
luxalgo filters
LuxAlgo 5-Filter Confluence Engine. Automated signal generator inspired by LuxAlgo TradingView indicators. Runs 5 Python		 C 0 577 223348 39.1% +5.84% 1.01 +0.01% +3.1% -2.0%
revival paper trading
Revival: Paper Trading. Mutations of paper trading strategies during stale periods.		 C 0 21 20 100.0% +4.83% 0.00 +2.42% +2.4% -0.0%
multitf evolver
DARWIN Multi-Timeframe Evolver. Evolves strategies that combine signals across 1h, 4h, 1d timeframes. Higher timeframe c		 C 0 5 32 60.0% +4.50% 2.50 +0.90% +2.5% -1.5%
revival battleground
Revival: Battleground. DNA mutations of battleground strategies for when the main system is stale (2+ days without picks		 C 0 22 20 100.0% +4.39% 0.00 +2.19% +2.2% -0.0%
signal engine mutations
Signal Engine Mutations. DNA variants of crypto signal engine models with evolved hyperparameters.		 C 0 13 67 46.2% +4.15% 1.42 +0.32% +2.3% -1.4%
revival mercury2
Revival: Mercury2. Mutations of Mercury2 XGBoost strategies for dormant periods.		 C 0 14 20 100.0% +4.00% 0.00 +2.00% +2.0% -0.0%
crypto signal engine
Multi-model crypto signal engine. Combines XGBoost day-trade, LightGBM top-gainer, and ML ensemble models.		 C 0 1 10 100.0% +2.67% 0.00 +2.67% +2.7% -0.0%
deploy riseoftheclaw
No description available		 C 0 3 10 100.0% +2.50% 0.00 +2.50% +2.5% -0.0%
dna winner picks
DNA Winner Picks. Top-scoring strategies from the DNA evolution pipeline, filtered by fitness > 0.7.		 C 0 111 4071 36.0% +1.72% 1.02 +0.02% +2.4% -1.4%
ai challenge predictable
4 AI Challenge: Predictable. Highest ML Score ranking - picks the top 3 scanner BUY signals by raw ML confidence. R4 bes		 C 0 12 24 33.3% +1.23% 1.12 +0.20% +5.7% -2.6%
copy trader clones
No description available		 B 0 115 1313 50.0% +0.47% 1.03 +0.02% +1.1% -1.1%
claude gainer ml perf
Claude Gainer ML Performance tracker. Monitors and scores ML gainer predictions against actual outcomes.		 F 0 1 00 0.0% +0.00% 0.00 +0.00% +0.0% -0.0%
contrarian consensus
No description available		 F 1 0 00 0.0% +0.00% 0.00 +0.00% +0.0% -0.0%
ensemble evolver
DARWIN Ensemble Coevolution (LEGION). Co-evolves teams of strategies that complement each other. Optimizes portfolio-lev		 F 2 0 00 0.0% +0.00% 0.00 +0.00% +0.0% -0.0%
failure evolver
DARWIN Failure Evolver. Learns specifically from LOSING picks. Mutates failed strategies to find what went wrong and evo		 F 0 3 00 0.0% +0.00% 0.00 +0.00% +0.0% -0.0%
forward signals
No description available		 D 0 10 00 0.0% +0.00% 0.00 +0.00% +0.0% -0.0%
genetic programmer
DARWIN GP Engine (GENESIS). Evolves trading strategies using genetic programming - buy/sell formulas are expression tree		 F 2 0 00 0.0% +0.00% 0.00 +0.00% +0.0% -0.0%
genome
DNA Permutation Engine. Core genetic algorithm system - represents strategies as DNA (genes for timeframe, indicators, T		 F 0 4 00 0.0% +0.00% 0.00 +0.00% +0.0% -0.0%
hyperparam dna
DARWIN Hyperparameter DNA. Evolves optimal indicator parameters (RSI period, EMA length, ATR multiplier) using genetic a		 D 0 8 00 0.0% +0.00% 0.00 +0.00% +0.0% -0.0%
incubator forward
No description available		 D 0 10 00 0.0% +0.00% 0.00 +0.00% +0.0% -0.0%
kimi claw research
No description available		 D 0 50 00 0.0% +0.00% 0.00 +0.00% +0.0% -0.0%
mape evolver
DARWIN MAP-Elites (ATLAS). Quality-Diversity evolution - fills a grid of (volatility x trend) niches with the best strat		 D 4 6 00 0.0% +0.00% 0.00 +0.00% +0.0% -0.0%
maplestax cbc
No description available		 D 0 16 00 0.0% +0.00% 0.00 +0.00% +0.0% -0.0%
neat neural
DARWIN NEAT Neural Evolution. NeuroEvolution of Augmenting Topologies - evolves neural network topology AND weights simu		 D 0 8 00 0.0% +0.00% 0.00 +0.00% +0.0% -0.0%
pm high conviction
No description available		 F 1 0 00 0.0% +0.00% 0.00 +0.00% +0.0% -0.0%
pm kalshi signals
No description available		 F 2 0 00 0.0% +0.00% 0.00 +0.00% +0.0% -0.0%
pm whale signals
No description available		 F 1 0 00 0.0% +0.00% 0.00 +0.00% +0.0% -0.0%
prediction market consensus
No description available		 F 2 0 00 0.0% +0.00% 0.00 +0.00% +0.0% -0.0%
revival dormant strategies
No description available		 D 0 28 00 0.0% +0.00% 0.00 +0.00% +0.0% -0.0%
short engine
No description available		 F 1 0 00 0.0% +0.00% 0.00 +0.00% +0.0% -0.0%
top gainer predictor
No description available		 D 0 20 00 0.0% +0.00% 0.00 +0.00% +0.0% -0.0%
tsmom strategy
No description available		 F 5 0 00 0.0% +0.00% 0.00 +0.00% +0.0% -0.0%
wf audit signals
No description available		 F 6 0 00 0.0% +0.00% 0.00 +0.00% +0.0% -0.0%
coinglass
CoinGlass data strategies. Uses open interest, liquidation, and funding rate data from CoinGlass API for trade signals.		 F 0 1 01 0.0% -0.97% 0.00 -0.97% +0.0% -1.0%
fc crypto pro
FC Crypto Pro. Professional crypto signal feed with curated picks.		 F 0 1 01 0.0% -1.00% 0.00 -1.00% +0.0% -1.0%
revival signal engine
Revival: Signal Engine. Mutations of crypto signal engine strategies during dormancy.		 D 0 10 01 0.0% -1.03% 0.00 -1.03% +0.0% -1.0%
proven strategies
No description available		 D 0 10 23 40.0% -1.58% 0.69 -0.32% +1.7% -1.7%
dna rapid fire mutations
No description available		 C 0 28 1117 39.3% -1.91% 0.93 -0.07% +2.5% -1.7%
revival breakout spike
Revival: Breakout Spike. DNA mutations of spike-based breakout strategies using cosine similarity to historical spike pa		 D 0 13 01 0.0% -2.00% 0.00 -2.00% +0.0% -2.0%
revival crypto gainer ml
Revival: Crypto Gainer ML. DNA mutations of the ML gainer detection model for periods when the primary gainer scanner is		 D 0 21 03 0.0% -2.58% 0.00 -0.86% +0.0% -0.9%
revival ml system c deeplearn
No description available		 D 0 23 03 0.0% -3.12% 0.00 -1.04% +0.0% -1.0%
revival ml system b regime
No description available		 D 0 20 03 0.0% -3.13% 0.00 -1.04% +0.0% -1.0%
ml bg system c
ML Battleground System C - Deep Learning. LSTM + attention-based neural network for sequence prediction. WARNING: 0% WR 		D 0 5 05 0.0% -4.04% 0.00 -0.81% +0.0% -0.8%
ai challenge kimi moonshot
4 AI Challenge: KIMI Moonshot. Williams %R + SMA oscillator signals - oversold/overbought detection with SMA trend confi		 D 0 18 36 33.3% -4.97% 0.70 -0.55% +3.8% -2.7%
ai challenge mercury
4 AI Challenge: Mercury. Tight-TP Precision - captures 2-3% moves quickly with tight stop losses. R4 ETH LONG TP HIT at 		D 0 18 36 33.3% -5.28% 0.56 -0.59% +2.3% -2.0%
copy trader intel
No description available		 D 0 71 411 26.7% -5.91% 0.57 -0.39% +1.9% -1.2%
macd dna mutations
MACD DNA Mutations. Specialized mutations of MACD-based strategies with evolved parameters (fast/slow/signal periods).		 D 0 8 16 14.3% -6.12% 0.26 -0.87% +2.2% -1.4%
contrarian evolver
DARWIN Contrarian Evolver. GP evolved for mean-reversion/contrarian signals. Optimized for oversold bounces and overboug		 D 0 5 05 0.0% -7.50% 0.00 -1.50% +0.0% -1.5%
prop firm strategies
Prop Firm Strategies. Specialized for FTMO/MFF challenge rules - daily loss limits, profit targets, consistency.		 D 0 20 37 30.0% -8.38% 0.65 -0.84% +5.3% -3.5%
mutation lab
DNA Mutation Lab. Takes proven winning strategies and creates controlled mutations to find improved variants.		 D 0 7 16 14.3% -8.96% 0.28 -1.28% +3.5% -2.1%
breakout c spike
Breakout Arena C - Spike Reverse. Detects price spikes using cosine similarity to historical spike archetypes, then trad		 D 0 6 24 33.3% -10.39% 0.13 -1.73% +0.8% -3.0%
ai challenge grok
4 AI Challenge: Grok. Keltner Compression Breakout - direction-agnostic volatility squeeze signals. BTC 70.3% historical		 D 0 18 27 22.2% -11.48% 0.43 -1.28% +4.3% -2.9%
momentum evolver
DARWIN Momentum Evolver. Specialized GP focused on momentum/trend signals. Evolves buy/sell rules optimized for trending		 D 0 8 08 0.0% -12.00% 0.00 -1.50% +0.0% -1.5%
mega mutation
Mega Mutation Tournament. 1,000 DNA mutations - 33 crypto symbols with walk-forward validation. Top strategies: MACD+RSI		 D 0 7 16 14.3% -15.78% 0.03 -2.25% +0.6% -2.7%
signal aggregator
Signal Aggregator master tracker. Central registry tracking all picks across all systems with consensus scoring.		 D 0 10 05 0.0% -16.53% 0.00 -3.31% +0.0% -3.3%
ai challenge antigravity
4 AI Challenge: Antigravity. Regime-Aware Independent Thinker - 0W-8L lifetime, now pivoted to data-first approach. Foll		 D 0 18 18 11.1% -19.76% 0.17 -2.20% +4.0% -3.0%
ai challenge claude
4 AI Challenge: Claude. Evolutionary Regime Engine - adapts strategy each round based on prior performance. R4 avg +1.51		 D 0 18 27 22.2% -19.86% 0.28 -2.21% +3.8% -3.9%
riseoftheclaw
Rise of the Claw (mirror). Legacy KIMI mirror directory - may contain stale data. Primary source is kimi_riseoftheclaw.		 D 5 18 414 22.2% -20.33% 0.41 -1.13% +3.5% -2.5%
crypto winners
Crypto Winners. Top momentum crypto picks based on 24h/7d performance rankings.		 D 0 50 2030 40.0% -24.19% 0.58 -0.48% +1.7% -1.9%
ml bg ensemble
ML Battleground Ensemble - combines predictions from Systems A-F using weighted voting. Only fires when multiple ML syst		 D 0 8 08 0.0% -32.98% 0.00 -4.12% +0.0% -4.1%
ml bg system f
ML Battleground System F - Claws of Doom. Proprietary multi-factor ML combining KIMI signals with battleground validatio		 C 0 124 5167 43.2% -34.23% 0.91 -0.29% +6.6% -5.5%
ml bg system a
ML Battleground System A - Filter-based ML. Applies layered filters (volume, volatility, trend) before ML prediction. Mo		 D 0 19 217 10.5% -49.84% 0.14 -2.62% +4.2% -3.4%
ml bg system b
ML Battleground System B - Regime Detection. Uses Hidden Markov Model to detect market regimes (trending/ranging/volatil		 D 0 19 117 5.3% -54.70% 0.02 -2.88% +1.4% -3.3%
kimi signal tracking
KIMI historical signal audit log. Tracks TP/SL validation against real Binance prices via signal_tracker.py.		 D 0 112 2766 29.0% -66.23% 0.75 -0.71% +7.5% -4.1%
aggregated picks
Cross-system aggregated picks. Merges picks from all systems with symbol normalization and deduplication.		 D 8 156 47108 30.3% -73.94% 0.60 -0.48% +2.4% -1.7%
paper trading
Paper trading portfolio manager. Simulates real trades with virtual capital, tracks equity curves and drawdowns.		 D 0 92 1321 38.2% -100.64% 0.40 -2.96% +5.1% -7.9%
alpha engine
Proven Underdog Portfolio. 100 statistically-validated strategies (Connors RSI-2 75% WR, VIX Spike 72% WR). Scans crypto		 C 7 2742 7571419 34.7% -103.17% 0.91 -0.05% +1.4% -0.8%
alpha engine fast
Alpha Engine with tighter TP/SL and shorter hold periods for more frequent signals. Same proven strategies, faster exits		 D 0 279 103136 41.4% -130.31% 0.61 -0.52% +1.9% -2.4%
mercury2 fast
Mercury2 fast variant with shorter timeframes. WARNING: Has shown broken entry prices ($1M+) - on probation.		 D 0 17 35 37.5% -239.53% 0.04 -29.94% +3.5% -50.0%
rapid fire
Rapid Fire 1h Scanner (NOW.py). High-frequency crypto scanner on 1h timeframe. WARNING: High-frequency noise, limited pr		 D 0 401 128238 33.2% -325.33% 0.63 -0.85% +4.3% -3.7%
kimi riseoftheclaw
KIMI v11.0 - 81 algorithm scanner. Includes crypto acceleration, proven research-backed strategies, ML signal ranking, a		 D 5 439 148275 34.4% -419.79% 0.62 -0.98% +4.6% -4.0%
stocks competition
Stocks Competition. Multi-asset competition scanner for equities - scans SPY, QQQ, major stocks.		 D 0 550 97221 30.5% -438.61% 0.48 -1.38% +4.1% -3.8%
claude gainer
Antigravity ML Gainer. Claude-powered ML model identifying top crypto gainers using momentum + volume + social signals.		 D 0 327 103218 32.0% -716.99% 0.40 -2.23% +4.5% -5.4%
claude gainer st
Claude Gainer Short-Term. 1h/4h variant of ML Gainer for faster trades. Tighter TP/SL for intraday holds.		 C 3 1623 740871 45.9% -825.38% 0.58 -0.51% +1.5% -2.2%
ml crypto predictor
ML Crypto Predictor. Enhanced LSTM + XGBoost ensemble for price direction prediction. Uses technical + on-chain + sentim		 D 0 3238 11801550 43.2% -15860.37% 0.37 -5.81% +8.0% -16.3%

3. Strategy Breakdown — Top 30 by Active Picks

Each strategy may run across multiple systems. Forward WR/PF/Trades reflect live forward-testing performance. BT = backtest.

StrategyActiveDirectionsSymbols BT WRFWD WRFWD TradesFWD PF ConfR:RAvg PnLHealth
enhanced_ml_A_xgboost 8 LONG:8 ADA, BNB, BTC, DOGE, ETH, LINK, NEAR, XRP n/a 41.0% 173 1.06 0.78 1.5 -0.82% healthy:8
super signal (super) via claude_gainer_s 3 LONG:3 DOGE, ETH, SOL n/a 34.7% 124 0.00 0.99 1.7 +0.06% None:3
quan_engine 3 LONG:3 BNB, DOT, RENDER n/a 37.5% 1538 1.18 0.63 2.0 +0.21% healthy:3
super signal (super) via kimi 2 LONG:2 BNB, BTC n/a 34.7% 124 0.00 0.99 1.5 +0.93% None:2
prediction_market_consensus 1 LONG:1 BTC n/a 0.0% 2 0.00 0.95 0.0 +0.00% watch:1
drawdown_recovery_rsi_xrp 1 LONG:1 XRP n/a 80.0% 15 7.24 0.82 1.5 -0.06% healthy:1
drawdown_recovery_rsi_eth 1 LONG:1 ETH n/a 66.2% 65 3.29 0.73 1.7 +0.05% healthy:1
drawdown_recovery_rsi_sol 1 LONG:1 SOL n/a 54.2% 24 3.87 0.64 4.2 +0.06% healthy:1
super signal (strong) via quan_engine 1 LONG:1 ETC n/a 34.7% 124 0.00 0.77 2.0 -0.03% None:1
pm_whale_0xa2f1fe 1 LONG:1 BTC n/a 0.0% 0 0.00 0.95 1.7 -0.08% None:1
super signal (strong) via ml_crypto_pred 1 LONG:1 SHIB n/a 34.7% 124 0.00 0.74 1.5 -0.66% None:1
crypto_keltner_compression_expansion_v1 1 LONG:1 BTC 47.0% 59.6% 89 3.33 0.60 1.6 +0.01% healthy:1
st_fear_greed_contrarian 1 LONG:1 DOT n/a 56.5% 925 1.09 0.76 2.0 +0.00% healthy:1
Calendar Effect Crypto 1 LONG:1 SOL n/a 0.0% 2 0.00 0.67 4.2 +0.06% watch:1
Price Acceleration Detector 1 LONG:1 ETH n/a 16.2% 68 0.00 0.67 1.7 +0.05% None:1
Crypto RSI Scout 1 LONG:1 BNB n/a 0.0% 1 0.00 0.67 1.5 +0.61% watch:1
pm_consensus_high_conviction 1 LONG:1 BTC n/a 0.0% 0 0.00 0.95 0.0 +0.00% None:1
moderate consensus (claude_gainer_st, me 1 LONG:1 SUI n/a 16.2% 68 0.00 0.67 2.0 -0.49% None:1

3b. Strategy Logic Reference — What Each Strategy Actually Does

For an external reviewer to evaluate signal quality, they need to know the actual entry/exit rules, not just names. Strategies marked with "No documented rules" are a transparency gap.

StrategyActiveFWD WR/TradesEntry/Exit Logic & Parameters
enhanced_ml_A_xgboost841%/173tXGBoost gradient-boosted tree. Features: 100+ technical indicators (RSI, MACD, BB, OBV, ATR, etc.). Trained on 6mo rolling window. Output: probability of +3% move within 48h.
super signal (super) via claude_gainer_st335%/124tNo documented entry/exit rules. Strategy logic needs documentation.
quan_engine338%/1538tNo documented entry/exit rules. Strategy logic needs documentation.
super signal (super) via kimi235%/124tNo documented entry/exit rules. Strategy logic needs documentation.
prediction_market_consensus10%/2tNo documented entry/exit rules. Strategy logic needs documentation.
drawdown_recovery_rsi_xrp180%/15tNo documented entry/exit rules. Strategy logic needs documentation.
drawdown_recovery_rsi_eth166%/65tRSI Recovery on ETH. Entry: RSI(14)<30 after >15% drawdown from local high. ETH-specific. PROVEN: 72.7% WR, +291%. Timeframe: 4H.
drawdown_recovery_rsi_sol154%/24tNo documented entry/exit rules. Strategy logic needs documentation.
super signal (strong) via quan_engine135%/124tNo documented entry/exit rules. Strategy logic needs documentation.
pm_whale_0xa2f1fe10%/0tNo documented entry/exit rules. Strategy logic needs documentation.
super signal (strong) via ml_crypto_pred135%/124tNo documented entry/exit rules. Strategy logic needs documentation.
crypto_keltner_compression_expansion_v1160%/89tNo documented entry/exit rules. Strategy logic needs documentation.
st_fear_greed_contrarian156%/925tNo documented entry/exit rules. Strategy logic needs documentation.
Calendar Effect Crypto10%/2tNo documented entry/exit rules. Strategy logic needs documentation.
Price Acceleration Detector116%/68tNo documented entry/exit rules. Strategy logic needs documentation.
Crypto RSI Scout10%/1tNo documented entry/exit rules. Strategy logic needs documentation.
pm_consensus_high_conviction10%/0tNo documented entry/exit rules. Strategy logic needs documentation.
moderate consensus (claude_gainer_st, mercury116%/68tNo documented entry/exit rules. Strategy logic needs documentation.
Transparency gap: Many strategies lack documented entry/exit rules. This makes external review impossible for those strategies. A reviewer can only evaluate strategies where the logic is explicitly documented. Undocumented strategies should be treated as untestable black boxes.

4. Backtest vs Forward-Test Performance

Decay = BT WR − FWD WR. Positive decay means strategy performs worse live than in backtest (overfitting). Negative means it improved.

What to look for: Strategies with low decay AND sufficient forward trades (≥10) are the most trustworthy. High decay (>15%) suggests curve-fitting. Negative decay with few trades may be luck.
StrategySystem BT WRBT TradesFWD WRFWD TradesDecay
connors_rsi2 alpha_engine 67.3%875 0.0%0 +0.0%
vwap_mean_reversion alpha_engine 64.1%741 0.0%0 +0.0%
bollinger_mean_reversion alpha_engine 60.4%364 0.0%0 +0.0%
rsi_extreme_reversal alpha_engine 58.0%119 0.0%0 +0.0%
ema_crossover_trend alpha_engine 42.1%323 0.0%0 +0.0%
macd_divergence alpha_engine 68.2%515 0.0%0 +0.0%
supertrend alpha_engine 54.3%35 0.0%0 +0.0%
connors_r3 alpha_engine 70.8%777 0.0%0 +0.0%
double_seven alpha_engine 61.6%841 0.0%0 +0.0%
three_day_low alpha_engine 64.2%1077 0.0%0 +0.0%
williams_r_oversold alpha_engine 58.6%473 0.0%0 +0.0%
keltner_mean_reversion alpha_engine 69.4%111 0.0%0 +0.0%
volatility_scaled alpha_engine 65.2%560 0.0%0 +0.0%
dual_momentum alpha_engine 48.6%664 0.0%0 +0.0%
kama_adaptive_trend alpha_engine 26.0%2647 0.0%0 +0.0%
kama_adx_trend alpha_engine 47.6%609 0.0%0 +0.0%
volatility_anchor_fade alpha_engine 47.9%495 0.0%0 +0.0%
kama_pullback_continuation alpha_engine 33.6%417 0.0%0 +0.0%
williams_pr_trend_mr alpha_engine 52.3%704 0.0%0 +0.0%
cci_exhaustion_reversal alpha_engine 54.3%162 0.0%0 +0.0%
donchian_adx_breakout alpha_engine 41.4%1221 0.0%0 +0.0%
kama_slope_reversal alpha_engine 61.4%44 0.0%0 +0.0%
volume_dryup_fade alpha_engine 0.0%3 0.0%0 +0.0%
short_term_return_reversal alpha_engine 45.2%992 0.0%0 +0.0%
vwap_volume_mean_reversion alpha_engine 43.9%1385 0.0%0 +0.0%
donchian_turtle_breakout alpha_engine 46.2%1371 0.0%0 +0.0%
triple_ma_trend alpha_engine 48.5%959 0.0%0 +0.0%
kama_mean_reversion alpha_engine 69.9%392 0.0%0 +0.0%
autocorr_reversion alpha_engine 64.0%1049 0.0%0 +0.0%
coinglass_extreme_reversion coinglass 0.0%0 0.0%0 +0.0%
coinglass_funding_confluence coinglass 0.0%0 0.0%0 +0.0%
coinglass_leverage_squeeze coinglass 0.0%0 0.0%0 +0.0%
coinglass_ratio_momentum coinglass 0.0%0 0.0%0 +0.0%
coinglass_roll_yield coinglass 0.0%0 0.0%0 +0.0%
coinglass_sentiment_composite coinglass 0.0%0 0.0%0 +0.0%
coinglass_whale_divergence coinglass 0.0%0 0.0%0 +0.0%

5. Daily Pick Volume — Last 7 Days

How many crypto signals are being generated each day? Is the system too aggressive or too conservative?

DatePicksDirectionsTop SymbolsTop Systems
2026-04-0530 LONG:30 BTC(6), ETH(4), BNB(4), SOL(3), XRP(2) ml_crypto_pred(8), super_signals(7), battleground(4)
Volume Analysis: The system generates 30 crypto picks over 7 days (avg 30/day). Volume is manageable but may miss opportunities if too conservative.

6. Optimal Pick Selection — Simulated Results

If we only traded the top-scoring picks, what would performance look like? All PnL values are unrealized (positions still open).

Scoring Formula

score = (0.25 × confidence + 0.20 × min(R:R/5, 1) + 0.25 × fwd_wr + 0.15 × min(fwd_pf/3, 1) + 0.10 × min(fwd_trades/50, 1) + 0.05 × min(agreement/3, 1)) × health_multiplier health_multiplier: healthy=1.0, degrading=0.7, other=0.5

A) Top 10 by Score

10 picks WR: 44.4% Total PnL: -2.37% (unrealized) PF: 0.1 Avg PnL: -0.24% Worst pick: -1.34% 7 symbols {'LONG': 10} Hold: avg 4h, max 9h Overlap: Top 20 Score: 7 shared; Top 20 Vetted (FWD WR≥55%, Trades≥10): 4 shared; Top 20 High Agreement (≥3 systems): 7 shared; Mercury Top 20 (FWD-weighted): 7 shared; Mercury Strict (FWD≥30t, WR≥55%, PF≥1.2): 2 shared; Grok Top 20 (Hard-gated + Normalized): 2 shared
SymbolDirEntryTPSLPnL (unreal.) Age(h)ConfR:RFWD WRAgreeStrategySystem
ETH LONG 2041.542065.292027.29 +0.05% 0h 0.731.7 66% 4 drawdown_recovery_rsi_eth battleground
SOL LONG 79.8581.879.39 +0.06% 0h 0.644.2 54% 8 drawdown_recovery_rsi_sol battleground
XRP LONG 1.31.331.28 -0.06% 0h 0.821.5 80% 4 drawdown_recovery_rsi_xrp battleground
BTC LONG 66990.367569.6666629.77 +0.01% 0h 0.601.6 60% 8 crypto_keltner_compressio battleground
DOT LONG 1.2271.2488896893208861.216055155339557 +0.00% 0h 0.762.0 56% 4 st_fear_greed_contrarian claude_gainer_st
BNB LONG 593.2610.996581.336 +0.13% 9h 0.801.5 41% 4 enhanced_ml_A_xgboost ml_crypto_pred
BTC LONG 67164.869179.74465821.504 -0.25% 9h 0.791.5 41% 8 enhanced_ml_A_xgboost ml_crypto_pred
LINK LONG 8.6618.920838.48778 -0.13% 9h 0.791.5 41% 3 enhanced_ml_A_xgboost ml_crypto_pred
ETH LONG 2059.792121.58372018.5942 -0.84% 9h 0.791.5 41% 4 enhanced_ml_A_xgboost ml_crypto_pred
XRP LONG 1.31691.3564071.290562 -1.34% 9h 0.791.5 41% 4 enhanced_ml_A_xgboost ml_crypto_pred

B) Top 20 by Score

20 picks WR: 57.9% Total PnL: -3.87% (unrealized) PF: 0.43 Avg PnL: -0.19% Worst pick: -1.90% 11 symbols {'LONG': 20} Hold: avg 4h, max 9h Overlap: Top 10 Score: 7 shared; Top 20 Vetted (FWD WR≥55%, Trades≥10): 4 shared; Top 20 High Agreement (≥3 systems): 7 shared; Mercury Top 20 (FWD-weighted): 10 shared; Mercury Strict (FWD≥30t, WR≥55%, PF≥1.2): 2 shared; Grok Top 20 (Hard-gated + Normalized): 2 shared
SymbolDirEntryTPSLPnL (unreal.) Age(h)ConfR:RFWD WRAgreeStrategySystem
ETH LONG 2041.542065.292027.29 +0.05% 0h 0.731.7 66% 4 drawdown_recovery_rsi_eth battleground
SOL LONG 79.8581.879.39 +0.06% 0h 0.644.2 54% 8 drawdown_recovery_rsi_sol battleground
XRP LONG 1.31.331.28 -0.06% 0h 0.821.5 80% 4 drawdown_recovery_rsi_xrp battleground
BTC LONG 66990.367569.6666629.77 +0.01% 0h 0.601.6 60% 8 crypto_keltner_compressio battleground
DOT LONG 1.2271.2488896893208861.216055155339557 +0.00% 0h 0.762.0 56% 4 st_fear_greed_contrarian claude_gainer_st
BNB LONG 593.2610.996581.336 +0.13% 9h 0.801.5 41% 4 enhanced_ml_A_xgboost ml_crypto_pred
BTC LONG 67164.869179.74465821.504 -0.25% 9h 0.791.5 41% 8 enhanced_ml_A_xgboost ml_crypto_pred
LINK LONG 8.6618.920838.48778 -0.13% 9h 0.791.5 41% 3 enhanced_ml_A_xgboost ml_crypto_pred
ETH LONG 2059.792121.58372018.5942 -0.84% 9h 0.791.5 41% 4 enhanced_ml_A_xgboost ml_crypto_pred
XRP LONG 1.31691.3564071.290562 -1.34% 9h 0.791.5 41% 4 enhanced_ml_A_xgboost ml_crypto_pred
BNB LONG 593.02215576595.03602818592.01521955 +0.16% 2h 0.692.0 38% 4 quan_engine quan_engine
ADA LONG 0.24720.2546160.242256 -1.90% 9h 0.791.5 41% 2 enhanced_ml_A_xgboost ml_crypto_pred
DOT LONG 1.22516991.231455311.22202719 +0.15% 2h 0.612.0 38% 4 quan_engine quan_engine
NEAR LONG 1.2591.296771.23382 -1.03% 9h 0.781.5 41% 1 enhanced_ml_A_xgboost ml_crypto_pred
DOGE LONG 0.091530.09427590.0896994 -1.23% 9h 0.671.5 41% 2 enhanced_ml_A_xgboost ml_crypto_pred
RENDER LONG 1.845821861.866848821.83530838 +0.33% 4h 0.582.0 38% 1 quan_engine quan_engine
ETH LONG 2040.532060.168008182028.7707136618267 +0.10% 0h 0.991.7 35% 4 super signal (super) via super_signals
SOL LONG 79.8580.7932932279.28515376191342 +0.06% 0h 0.991.7 35% 8 super signal (super) via super_signals
BNB LONG 590.34618.15857143571.79428571 +0.61% 0h 0.991.5 35% 4 super signal (super) via super_signals
BTC LONG 66169.969897.5563684.8 +1.25% 0h 0.991.5 35% 8 super signal (super) via super_signals

C) Top 20 Vetted Only (Forward WR ≥ 55%, Forward Trades ≥ 10)

4 picks WR: 66.7% Total PnL: +0.00% (unrealized) PF: 1.0 Avg PnL: +0.00% Worst pick: -0.06% 4 symbols {'LONG': 4} Hold: avg 0h, max 0h Overlap: Top 10 Score: 4 shared; Top 20 Score: 4 shared; Top 20 High Agreement (≥3 systems): 4 shared; Mercury Top 20 (FWD-weighted): 4 shared; Mercury Strict (FWD≥30t, WR≥55%, PF≥1.2): 2 shared; Grok Top 20 (Hard-gated + Normalized): 2 shared
SymbolDirEntryTPSLPnL (unreal.) Age(h)ConfR:RFWD WRAgreeStrategySystem
ETH LONG 2041.542065.292027.29 +0.05% 0h 0.731.7 66% 4 drawdown_recovery_rsi_eth battleground
XRP LONG 1.31.331.28 -0.06% 0h 0.821.5 80% 4 drawdown_recovery_rsi_xrp battleground
BTC LONG 66990.367569.6666629.77 +0.01% 0h 0.601.6 60% 8 crypto_keltner_compressio battleground
DOT LONG 1.2271.2488896893208861.216055155339557 +0.00% 0h 0.762.0 56% 4 st_fear_greed_contrarian claude_gainer_st

D) Top 20 High Agreement (≥3 systems agree)

20 picks WR: 66.7% Total PnL: -0.01% (unrealized) PF: 1.0 Avg PnL: +0.00% Worst pick: -1.34% 7 symbols {'LONG': 20} Hold: avg 2h, max 9h Overlap: Top 10 Score: 7 shared; Top 20 Score: 7 shared; Top 20 Vetted (FWD WR≥55%, Trades≥10): 4 shared; Mercury Top 20 (FWD-weighted): 7 shared; Mercury Strict (FWD≥30t, WR≥55%, PF≥1.2): 2 shared; Grok Top 20 (Hard-gated + Normalized): 2 shared
SymbolDirEntryTPSLPnL (unreal.) Age(h)ConfR:RFWD WRAgreeStrategySystem
ETH LONG 2041.542065.292027.29 +0.05% 0h 0.731.7 66% 4 drawdown_recovery_rsi_eth battleground
SOL LONG 79.8581.879.39 +0.06% 0h 0.644.2 54% 8 drawdown_recovery_rsi_sol battleground
XRP LONG 1.31.331.28 -0.06% 0h 0.821.5 80% 4 drawdown_recovery_rsi_xrp battleground
BTC LONG 66990.367569.6666629.77 +0.01% 0h 0.601.6 60% 8 crypto_keltner_compressio battleground
DOT LONG 1.2271.2488896893208861.216055155339557 +0.00% 0h 0.762.0 56% 4 st_fear_greed_contrarian claude_gainer_st
BNB LONG 593.2610.996581.336 +0.13% 9h 0.801.5 41% 4 enhanced_ml_A_xgboost ml_crypto_pred
BTC LONG 67164.869179.74465821.504 -0.25% 9h 0.791.5 41% 8 enhanced_ml_A_xgboost ml_crypto_pred
LINK LONG 8.6618.920838.48778 -0.13% 9h 0.791.5 41% 3 enhanced_ml_A_xgboost ml_crypto_pred
ETH LONG 2059.792121.58372018.5942 -0.84% 9h 0.791.5 41% 4 enhanced_ml_A_xgboost ml_crypto_pred
XRP LONG 1.31691.3564071.290562 -1.34% 9h 0.791.5 41% 4 enhanced_ml_A_xgboost ml_crypto_pred
BNB LONG 593.02215576595.03602818592.01521955 +0.16% 2h 0.692.0 38% 4 quan_engine quan_engine
DOT LONG 1.22516991.231455311.22202719 +0.15% 2h 0.612.0 38% 4 quan_engine quan_engine
ETH LONG 2040.532060.168008182028.7707136618267 +0.10% 0h 0.991.7 35% 4 super signal (super) via super_signals
SOL LONG 79.8580.7932932279.28515376191342 +0.06% 0h 0.991.7 35% 8 super signal (super) via super_signals
BNB LONG 590.34618.15857143571.79428571 +0.61% 0h 0.991.5 35% 4 super signal (super) via super_signals
BTC LONG 66169.969897.5563684.8 +1.25% 0h 0.991.5 35% 8 super signal (super) via super_signals
ETH LONG 2041.542065.292027.29 +0.05% 0h 0.671.7 16% 4 Price Acceleration Detect aggregated_picks
SOL LONG 79.8581.879.39 +0.06% 0h 0.674.2 0% 8 Calendar Effect Crypto aggregated_picks
BTC LONG 67052.068728.366046.22 -0.08% 1h 0.951.7 0% 8 pm_whale_0xa2f1fe pm_whale_signals
BTC LONG 66997.9969007.929765794.43329341 +0.00% 0h 0.950.0 0% 8 prediction_market_consens prediction_market_co

E) Mercury AI Recommended Scoring (FWD-weighted)

mercury_score = 0.30 × fwd_wr + 0.25 × min(fwd_pf/3, 1) + 0.20 × confidence + 0.15 × min(agreement/3, 1) + 0.10 × trust_tier_score trust_tier_score: PROVEN=1.0, SANDBOX=0.5, DEMOTED=0.3, PROBATION=0.2 Key change: FWD WR weight increased from 0.25→0.30, R:R removed, trust tier added
20 picks WR: 57.9% Total PnL: -4.18% (unrealized) PF: 0.38 Avg PnL: -0.21% Worst pick: -1.90% 10 symbols {'LONG': 20} Hold: avg 4h, max 9h Overlap: Top 10 Score: 7 shared; Top 20 Score: 10 shared; Top 20 Vetted (FWD WR≥55%, Trades≥10): 4 shared; Top 20 High Agreement (≥3 systems): 7 shared; Mercury Strict (FWD≥30t, WR≥55%, PF≥1.2): 2 shared; Grok Top 20 (Hard-gated + Normalized): 2 shared
SymbolDirEntryTPSLPnL (unreal.) Age(h)ConfR:RFWD WRAgreeStrategySystem
XRP LONG 1.31.331.28 -0.06% 0h 0.821.5 80% 4 drawdown_recovery_rsi_xrp battleground
ETH LONG 2041.542065.292027.29 +0.05% 0h 0.731.7 66% 4 drawdown_recovery_rsi_eth battleground
BTC LONG 66990.367569.6666629.77 +0.01% 0h 0.601.6 60% 8 crypto_keltner_compressio battleground
SOL LONG 79.8581.879.39 +0.06% 0h 0.644.2 54% 8 drawdown_recovery_rsi_sol battleground
DOT LONG 1.2271.2488896893208861.216055155339557 +0.00% 0h 0.762.0 56% 4 st_fear_greed_contrarian claude_gainer_st
BNB LONG 593.2610.996581.336 +0.13% 9h 0.801.5 41% 4 enhanced_ml_A_xgboost ml_crypto_pred
BTC LONG 67164.869179.74465821.504 -0.25% 9h 0.791.5 41% 8 enhanced_ml_A_xgboost ml_crypto_pred
LINK LONG 8.6618.920838.48778 -0.13% 9h 0.791.5 41% 3 enhanced_ml_A_xgboost ml_crypto_pred
ETH LONG 2059.792121.58372018.5942 -0.84% 9h 0.791.5 41% 4 enhanced_ml_A_xgboost ml_crypto_pred
XRP LONG 1.31691.3564071.290562 -1.34% 9h 0.791.5 41% 4 enhanced_ml_A_xgboost ml_crypto_pred
BNB LONG 593.02215576595.03602818592.01521955 +0.16% 2h 0.692.0 38% 4 quan_engine quan_engine
DOT LONG 1.22516991.231455311.22202719 +0.15% 2h 0.612.0 38% 4 quan_engine quan_engine
ADA LONG 0.24720.2546160.242256 -1.90% 9h 0.791.5 41% 2 enhanced_ml_A_xgboost ml_crypto_pred
BNB LONG 590.34618.15857143571.79428571 +0.61% 0h 0.991.5 35% 4 super signal (super) via super_signals
ETH LONG 2040.532060.168008182028.7707136618267 +0.10% 0h 0.991.7 35% 4 super signal (super) via super_signals
SOL LONG 79.8580.7932932279.28515376191342 +0.06% 0h 0.991.7 35% 8 super signal (super) via super_signals
BTC LONG 66169.969897.5563684.8 +1.25% 0h 0.991.5 35% 8 super signal (super) via super_signals
DOGE LONG 0.091530.09427590.0896994 -1.23% 9h 0.671.5 41% 2 enhanced_ml_A_xgboost ml_crypto_pred
NEAR LONG 1.2591.296771.23382 -1.03% 9h 0.781.5 41% 1 enhanced_ml_A_xgboost ml_crypto_pred
DOGE LONG 0.090380.094348870.08800342913564903 +0.02% 0h 0.991.7 35% 2 super signal (super) via super_signals

F) Mercury Strict Filter (FWD Trades≥30, WR≥55%, PF≥1.2)

Only strategies with substantial forward validation and proven profitability. This is the most conservative filter.

2 picks WR: 100.0% Total PnL: +0.06% (unrealized) PF: 99 Avg PnL: +0.03% Worst pick: +0.01% 2 symbols {'LONG': 2} Hold: avg 0h, max 0h Overlap: Top 10 Score: 2 shared; Top 20 Score: 2 shared; Top 20 Vetted (FWD WR≥55%, Trades≥10): 2 shared; Top 20 High Agreement (≥3 systems): 2 shared; Mercury Top 20 (FWD-weighted): 2 shared; Grok Top 20 (Hard-gated + Normalized): 2 shared
SymbolDirEntryTPSLPnL (unreal.) Age(h)ConfR:RFWD WRAgreeStrategySystem
ETH LONG 2041.542065.292027.29 +0.05% 0h 0.731.7 66% 4 drawdown_recovery_rsi_eth battleground
BTC LONG 66990.367569.6666629.77 +0.01% 0h 0.601.6 60% 8 crypto_keltner_compressio battleground

G) Grok Hard-Gated + Normalized Scoring

HARD GATE (score=0 if ANY fail): fwd_trades < 30, fwd_wr < 55%, fwd_pf < 1.2, decay > 15% normalized_wr = min(1.0, (fwd_wr - 0.45) / 0.55) normalized_pf = min(1.0, (fwd_pf - 1.0) / 2.0) score = 0.30 × norm_wr + 0.25 × norm_pf + 0.20 × confidence + 0.15 × (agreement/max) + 0.10 × trust 55% weight on proven forward metrics. Zero tolerance for unvalidated strategies.
2 picks WR: 100.0% Total PnL: +0.06% (unrealized) PF: 99 Avg PnL: +0.03% Worst pick: +0.01% 2 symbols {'LONG': 2} Hold: avg 0h, max 0h Overlap: Top 10 Score: 2 shared; Top 20 Score: 2 shared; Top 20 Vetted (FWD WR≥55%, Trades≥10): 2 shared; Top 20 High Agreement (≥3 systems): 2 shared; Mercury Top 20 (FWD-weighted): 2 shared; Mercury Strict (FWD≥30t, WR≥55%, PF≥1.2): 2 shared
SymbolDirEntryTPSLPnL (unreal.) Age(h)ConfR:RFWD WRAgreeStrategySystem
BTC LONG 66990.367569.6666629.77 +0.01% 0h 0.601.6 60% 8 crypto_keltner_compressio battleground
ETH LONG 2041.542065.292027.29 +0.05% 0h 0.731.7 66% 4 drawdown_recovery_rsi_eth battleground

Important Caveats

All PnL values above are UNREALIZED — these positions are still open and can reverse at any time. An unrealized total PnL is NOT a valid measure of strategy quality. These snapshots change every few minutes.

Portfolio overlap: The four portfolios above are NOT independent — they share many of the same picks (same high-scoring picks appear in multiple selection methods). Do not treat them as independent validation.

No benchmark: Without comparing to a simple BTC buy-and-hold or a 60/40 crypto index over the same period, it is impossible to know if these picks add alpha or are just riding market beta.

Scoring Formula Limitations

Reviewers should note:
• Confidence is uncalibrated — a 0.8 confidence score does NOT mean 80%% probability of profit. Each system generates its own scale.
• Agreement caps at 3 — the formula uses min(agreement/3, 1), so 3-system and 23-system agreement score identically. This may underweight strong consensus.
• Forward WR dominates at 25%% weight, but most strategies have 0 forward trades, making this component 0 for the majority of picks.
• No historical backtest of the formula itself — we have not validated whether this scoring formula would have selected winners in the past.
Recommendation for reviewers: Compare portfolios A-D. Which filtering criteria produces the best risk-adjusted returns? If vetted picks (C) outperform raw score (A), the system should raise minimum forward-trade thresholds. If agreement picks (D) outperform, cross-system consensus is more valuable than individual strategy metrics.

7. Strategy Leaderboard — Top 30 by Forward PnL

Strategies ranked by actual forward-testing profit. Only strategies with ≥3 forward trades shown.

StrategySystems BT WRBT TradesBT PF FWD WRFWD TradesFWD PnLDecay
unknown breakout_b_ml, crypto_ml_edge, kimi_riseoftheclaw 0.0%00.00 71.6% 465 +623.82% -71.6%
copy_hl_lb_None alpha_engine, copy_trader_intel 0.0%00.00 71.4% 7 +399.50% -71.4%
quan_engine alpha_engine 0.0%00.00 37.5% 1538 +103.35% -37.5%
ensemble mercury2 0.0%00.00 41.8% 170 +101.42% -41.8%
claude_gainer_4h claude_gainer 0.0%00.00 56.2% 32 +80.21% -56.2%
st_fear_greed_contrarian aggregated_picks, claude_gainer_st 0.0%00.00 56.5% 925 +70.11% -56.5%
ml_crypto_pred ml_crypto_pred 0.0%00.00 32.4% 34 +51.96% -32.4%
st_rsi_vol_bounce claude_gainer_st 0.0%00.00 94.1% 17 +39.25% -94.1%
keltner_compression_expansion_eth_v baby_strats_forward, battleground, codex_gpt5 0.0%00.00 54.0% 63 +35.74% -54.0%
drawdown_recovery_rsi_eth baby_strats_forward, battleground, fc_crypto_pro 0.0%00.00 66.2% 65 +34.86% -66.2%
drawdown_recovery_rsi baby_strats_forward, web_ai 43.0%1080.99 54.1% 61 +34.68% -11.1%
keltner_compression_expansion_xrp_v baby_strats_forward, codex_gpt5 0.0%00.00 55.4% 59 +33.68% -55.4%
MeanReversionBB signal_validation 0.0%00.00 53.8% 65 +32.53% -53.8%
keltner_compression_expansion_sol_v baby_strats_forward, battleground, codex_gpt5 0.0%00.00 55.9% 93 +32.38% -55.9%
forex_rsi2_mean_reversion multi_asset_copytrader 0.0%00.00 49.3% 286 +32.16% -49.3%
crypto_rsi_whaleconfirmed_v1 baby_strats_forward, battleground, cursor_ai 40.0%4820.84 61.3% 111 +31.13% -21.3%
crypto_soc_orderflow_absorption_a01 baby_strats_forward, web_ai 53.0%2481.15 54.4% 125 +31.05% -1.4%
futures_momentum multi_asset_copytrader 0.0%00.00 51.7% 158 +30.57% -51.7%
multi_period_rsi_confluence baby_strats_forward, web_ai 46.0%1390.98 48.4% 91 +30.49% -2.4%
basket_corr_gate_mut trusted_genome 0.0%00.00 92.9% 14 +29.57% -92.9%
multi_period_rsi_confluence_eth baby_strats_forward, battleground, web_ai 0.0%00.00 60.9% 69 +29.26% -60.9%
crypto-momentum-scout deploy_riseoftheclaw, kimi_competition, kimi_riseoftheclaw 0.0%00.00 60.0% 10 +27.33% -60.0%
crypto_keltner_compression_expansio baby_strats_forward, battleground, codex_gpt5 47.0%1251.64 59.6% 89 +26.46% -12.6%
drawdown_recovery_rsi_xrp baby_strats_forward, battleground, web_ai 0.0%00.00 80.0% 15 +24.01% -80.0%
copy_hl_whale_24.5M alpha_engine 0.0%00.00 68.8% 16 +23.00% -68.8%
drawdown_recovery_rsi_sol baby_strats_forward, battleground, web_ai 0.0%00.00 54.2% 24 +22.96% -54.2%
crypto_bayesian_regime_transition_m baby_strats_forward, battleground, codex_gpt5 49.0%2601.49 53.6% 125 +22.24% -4.6%
ml_enhanced_FETUSDT_1d_B_lightgbm alpha_engine 0.0%00.00 33.3% 3 +20.94% -33.3%
hs_lb_None copy_trader_highscore 0.0%00.00 93.3% 15 +20.76% -93.3%
crypto-bb-squeeze-scout kimi_competition, kimi_riseoftheclaw 0.0%00.00 50.0% 28 +20.16% -50.0%

8. Questions for AI / Human Reviewers

Q1: Signal Volume

We generate 100-1000+ crypto signals per day across 75 systems. Is this creating too much noise? Should we enforce a hard cap (e.g., max 20 picks/day) based on score ranking?

Q2: Entry Quality

Our avg loss (-19.88%) exceeds avg win (+17.78%). Should we tighten stop-losses, widen take-profits, or implement trailing stops to improve the win/loss ratio?

Q3: Strategy Pruning

Many strategies have <5 forward trades. Should we require a minimum forward trade count (e.g., 20) before allowing a strategy to generate live signals?

Q4: Backtest Decay

Several strategies show 30-50% decay from backtest to forward test. At what decay threshold should we auto-demote or disable a strategy?

Q5: Optimal Filtering

Based on the simulated portfolios in Section 6, which selection criteria (score, vetted, agreement) produces the best risk-adjusted outcome? What filter thresholds would you recommend?

Q6: Position Sizing

Currently all picks are equal-weighted. Should we size positions based on confidence score, R:R ratio, system trust tier, or forward validation strength?

Q7: What's Actually Working?

Looking at the leaderboard (Section 7) and system grades (Section 2), which 3-5 strategies or systems show genuine edge that we should double down on?

9. Mercury AI Recommendations (External Review)

These recommendations were provided by an external AI reviewer (Mercury) after analyzing the full blueprint. They represent actionable improvements prioritized by impact.

Top 5 Strategies to Scale

#StrategyWhy ScaleAction
1crypto_rsi_whaleconfirmed_v1FWD WR 67%, PF 2.1+ — combines RSI with on-chain whale confirmationIncrease position size, add to PROVEN tier
2funding_momentumExploits funding rate trends — unique edge not in standard TAExtend to more perpetual pairs
3crypto_keltner_compression_expansionVolatility squeeze breakout — well-understood mechanicsAdd multi-timeframe confirmation
4crypto_vwap_deviation_reversion_volMean reversion to VWAP with volume filter — institutional flow signalTighten entry window, reduce max hold time
5crypto_kalman_trend_residual_reversionKalman filter trend + residual reversion — adaptive to regime changesValidate with walk-forward optimization

Recommended Filtering Thresholds

Minimum requirements before a strategy generates live signals:
• ≥30 forward trades (current: many strategies have <5)
• FWD WR ≥ 55% (current: no minimum enforced)
• FWD PF ≥ 1.2 (current: no minimum enforced)
• BT→FWD Decay ≤ 10% (current: some strategies show 30-50% decay)

Impact: This would dramatically reduce signal noise by disabling unproven strategies while preserving strategies with genuine edge.

Position Sizing Recommendations

TierAllocationCriteria
Core (60%)3-5% per pickPROVEN systems, FWD WR≥60%, PF≥1.5, ≥50 trades
Satellite (30%)1-2% per pickSANDBOX with FWD WR≥55%, PF≥1.2, ≥30 trades
Experimental (10%)0.5% per pickNew strategies, genetic mutations, <30 trades

Scoring Formula Restructure

CURRENT: 0.25×conf + 0.20×R:R + 0.25×fwd_wr + 0.15×fwd_pf + 0.10×trades + 0.05×agreement PROPOSED: 0.30×fwd_wr + 0.25×fwd_pf + 0.20×conf + 0.15×agreement + 0.10×trust_tier Key changes: - FWD WR increased 0.25→0.30 (most predictive metric) - R:R removed (redundant with PF, can be gamed by wide targets) - Trust tier added at 0.10 (rewards battle-tested systems) - Agreement increased 0.05→0.15 (cross-system consensus is strong signal)

Priority Action Items

Immediate (this week):
1. Implement hard gates in scanner: zero score if fwd_trades<30, fwd_wr<55%, fwd_pf<1.2, decay>15%
2. Cap daily signals at 20 via top-score selection (cuts ~90% noise)
3. Implement kill criteria for grade-F systems (see Section 0)
4. Add trailing stop at 70% R:R target — tighten SL to min(ATR×0.5×R:R, entry×0.005)

Short-term (2 weeks):
5. Switch to Grok normalized scoring (compare Portfolio G vs E vs A-D)
6. Implement tiered position sizing: position_size = min(0.05, (score×R:R) / sum_scores)
7. Add BTC buy-and-hold benchmark comparison to all portfolio sims
8. Adjust all PnL metrics -0.40% round-trip to account for exchange fees

Medium-term (1 month):
9. Walk-forward optimization for top 5 strategies
10. Add realized PnL tracking (currently all PnL is unrealized)
11. Build correlation check: prune_correlated_picks to avoid concentrated bets
12. Build a proper backtest of the scoring formula itself on historical picks

Confirmed Red Flags (3/3 AI Reviewers Agree)


• ~86%% of active picks come from Grade F systems (Codex finding) — the system is feeding mostly unvalidated noise into portfolios.
• Over-reliance on unvetted ML/genetic systems — high decay rates indicate overfitting. Most should be killed or sandboxed.
• Missing fees in PnL calculation — all metrics should subtract -0.40%% round-trip (0.10%% taker × 2 sides + ~0.05%% slippage × 2).
• No correlation checks — multiple picks on the same asset/direction from different systems create concentrated risk.
• Duplicate stacking — multiple systems bet same symbol+direction, treated as independent alpha when it's concentrated risk.
• Revival_Mutated_* strategies should be blocked from live capital entirely (paper-only until validated).
• Confidence is double-counted with FWD WR (they correlate, weighting both inflates scores).
• Data integrity: closed ≠ wins + losses in some systems — phantom/unresolved trades exist.

Projected impact of implementing filters + scoring: +15-25%% expectancy boost within 30 days.

Codex (GPT-5.3) Additional Recommendations

2-Stage Scoring (replaces single formula):
Stage 1 — Hard Pass/Fail Gate:
• fwd_trades ≥ 50 (strictest threshold across all reviewers)
• fwd_pf_net ≥ 1.15 (after fees)
• net expectancy > 0
• health = healthy
• NOT Revival_Mutated_*
• Grade A/B only (C on strict probation)

Stage 2 — Rank by uncertainty-adjusted net expectancy (not raw WR):
• Use expectancy = (WR × avg_win) − ((1−WR) × avg_loss) − round_trip_cost
• Penalize low sample size with uncertainty factor: expectancy × (1 − 1/sqrt(trades))
• One position per symbol+direction (no duplicate stacking)

Best portfolio method: D (High Agreement) + deduplication + vetting gate
Kill criteria: Probation at rolling-20 PF < 0.9; Kill at rolling-50 PF < 0.95 or decay > 15pp

10. Forex & Futures — Active Picks

Non-crypto picks from forex (7 strategies) and index futures (Connors RSI-2, TOM). These extend proven equity strategies to 24/5 markets.

Forex Picks
22
Futures Picks
0
Total Active
22
Unique Symbols
9
Strategies
6
BUY Signals
12
SELL Signals
10
Market Hours:
Forex: 24/5 — Sunday 5 PM ET to Friday 5 PM ET (continuous)
Futures (ES, NQ): Sunday 6 PM ET to Friday 5 PM ET (with daily halt 5-6 PM ET)

Key Strategies:
Connors RSI-2 on ES=F/NQ=F: Extends our most proven strategy (75.7% WR on SPY, p=6e-6) to futures. ES/NQ track SPY/QQQ with near-perfect correlation but trade extended hours.
Turn-of-Month on ES=F/NQ=F: Lakonishok & Smidt (1988) TOM effect applies equally to index futures.
Forex: 7 strategies including carry trade, mean reversion, JPY risk-off, DXY correlation, BB squeeze, session momentum, and DXY RSI fade.

Active Picks (22 total)

SymbolClassSignalEntryTPSL ConfR:RPnLHoldStrategyReason
NZDUSD=X FOREX BUY 0.5694110.585610.566564 0.685.7 +0.00% 0d forex_zscore_200d_fade Z-score=-1.81 below 200d SMA (0.58561), RSI=32. Backtest: 68.3% WR on 167 trades
USDCAD=X FOREX SELL 1.39461.3809771.401033 0.712.1 +0.00% 0d forex_zscore_200d_fade Z-score=2.10 above 200d SMA (1.38098), RSI=81. Backtest: 68.3% WR on 167 trades
USDJPY=X FOREX BUY 159.632004160.90906158.833844 0.691.6 +0.00% 0d forex_carry_momentum Carry yield diff=4.5%, 20d momentum=0.76%, vol_ratio=0.83. Burnside et al. (2011
USDCAD=X FOREX SELL 1.39461.3868811.401033 0.711.2 +0.00% 0d myfxbook_retail_contrarian Myfxbook contrarian (proxy): RSI(14)=81>65 + price above 50 SMA; Retail likely L
USDCAD=X FOREX SELL 1.39461.3881671.399746 0.661.2 +0.00% 0d ig_contrarian_sentiment IG/DailyFX contrarian: RSI(14)=81>60 + price above 50 SMA; Retail likely LONG =>
AUDUSD=X FOREX SELL 0.6891230.6870550.690501 0.661.5 +0.00% 0d cta_cross_asset_tsmom Cross-Asset TSMOM: own 1m=-1.7% (signal=-1), cross=Risk sentiment SPY 1m=-4.0%.
AUDUSD=X FOREX BUY 0.6891230.6946360.685677 0.621.6 +0.00% 0d ig_contrarian_sentiment IG/DailyFX contrarian: RSI(14)=33<40 + price below 50 SMA; Retail likely SHORT =
NZDUSD=X FOREX BUY 0.5694110.5739670.566564 0.621.6 +0.00% 0d ig_contrarian_sentiment IG/DailyFX contrarian: RSI(14)=32<40 + price below 50 SMA; Retail likely SHORT =
USDCHF=X FOREX SELL 0.799420.7930250.803417 0.601.6 +0.00% 0d ig_contrarian_sentiment IG/DailyFX contrarian: RSI(14)=61>60 + price above 50 SMA; Retail likely LONG =>
EURJPY=X FOREX SELL 183.931182.975928184.695057 0.611.2 +0.00% 0d ig_contrarian_sentiment IG/DailyFX contrarian: RSI(14)=64>60 + price above 50 SMA; Retail likely LONG =>
AUDJPY=X FOREX BUY 110.025002110.905202109.474877 0.621.6 +0.00% 0d ig_contrarian_sentiment IG/DailyFX contrarian: RSI(14)=34<40 + price below 50 SMA; Retail likely SHORT =
EURGBP=X FOREX SELL 0.873090.8694920.875968 0.631.2 +0.00% 0d ig_contrarian_sentiment IG/DailyFX contrarian: RSI(14)=70>60 + price above 50 SMA; Retail likely LONG =>
CADJPY=X FOREX BUY 114.463997115.304282113.891677 0.621.5 +0.00% 0d ig_contrarian_sentiment IG/DailyFX contrarian: RSI(14)=34<40 + price below 50 SMA; Retail likely SHORT =
AUDUSD=X FOREX BUY 0.6891230.6946360.684988 0.571.3 +0.00% 0d myfxbook_retail_contrarian Myfxbook contrarian (proxy): RSI(14)=33<35 + price below 50 SMA; Retail likely S
NZDUSD=X FOREX BUY 0.5694110.5739670.565995 0.581.3 +0.00% 0d myfxbook_retail_contrarian Myfxbook contrarian (proxy): RSI(14)=32<35 + price below 50 SMA; Retail likely S
AUDJPY=X FOREX BUY 110.025002110.905202109.364852 0.561.3 +0.00% 0d myfxbook_retail_contrarian Myfxbook contrarian (proxy): RSI(14)=34<35 + price below 50 SMA; Retail likely S
EURGBP=X FOREX SELL 0.873090.8687730.876688 0.591.2 +0.00% 0d myfxbook_retail_contrarian Myfxbook contrarian (proxy): RSI(14)=70>65 + price above 50 SMA; Retail likely L
CADJPY=X FOREX BUY 114.463997115.379709113.777213 0.561.3 +0.00% 0d myfxbook_retail_contrarian Myfxbook contrarian (proxy): RSI(14)=34<35 + price below 50 SMA; Retail likely S
AUDUSD=X FOREX BUY 0.6891230.6946360.685677 0.751.6 +0.00% 0d forex_rsi2_mean_reversion RSI(2)=0.0 oversold, RSI(14)=32.9. Backtest: 57.6% WR, +32% PnL on 118 trades.
NZDUSD=X FOREX BUY 0.5694110.5739670.566564 0.751.6 +0.00% 0d forex_rsi2_mean_reversion RSI(2)=0.0 oversold, RSI(14)=31.8. Backtest: 57.6% WR, +32% PnL on 118 trades.
USDCAD=X FOREX SELL 1.39461.3868811.401033 0.751.2 +0.00% 0d forex_rsi2_mean_reversion RSI(2)=100.0 overbought, RSI(14)=81.4. Backtest: 57.6% WR, +32% PnL on 118 trade
EURJPY=X FOREX SELL 183.931182.784914184.850655 0.751.2 +0.00% 0d forex_rsi2_mean_reversion RSI(2)=100.0 overbought, RSI(14)=64.0. Backtest: 57.6% WR, +32% PnL on 118 trade

Trading Blueprint v2.0 — Auto-generated from live audit data

Data freshness: updates every 15 minutes via GitHub Actions

Source: Audit Dashboard