● fresh — 0.0h ago · Counterfactual replay of 22108 closed paper trades under each exit rule — reuses the paper ledger, no new data. Peak-based estimate (armed→trail from peak; unarmed→natural exit; floored at hard-SL; peak clamped 50×). Directional, not a tick-exact backtest. Generated 2026-10-11 20:24 UTC.
⚠️ 260723 finding: this replay does NOT reliably predict live results — TRAIL-hair and TIGHT5 both looked strong here and both lost ~24-25% when actually run live (see paper.html LIVE STRATEGY badge for the real number). Treat rankings on this page as a shortlist to test, never as promotion proof by itself.
🎯 Recommended A/B mix
40% SCALP_TRAIL + 33% TIGHT5 + 27% SCALP
Weighted by profit × consistency — (expectancy × win-rate)^1.5 over the top-3 positive-expectancy exits, so the best exit (SCALP_TRAIL) takes the lion’s share and losing exits get zero. Pure SCALP_TRAIL maximizes raw profit (Row SCALP_TRAIL below: $783,229); this blend concedes a little for robustness so no single rule owns 100% (regime / overfit hedge). Row MIX shows the blended result vs pure ACTUAL.
Optimized on first 70% of days, champion must beat the incumbent on the LAST 30% out-of-sample (OOS) — this is still the SAME peak-replay math as above, so OOS alone is not live proof. Recs only — any live change needs Chris's approval AND a genuinely independent forward test (design pending, see project_exit_optimizer). S=single trail · T2=TP+trail · T3=TP+trail+moon-bag.
Legend:✓ gold number = stable ≥6 consecutive runs (same champion each re-run). 🚨 orange-outlined row = this segment hit SIREN tier (stable ~7d AND its shadow-lane number beat actual) — historically this has STILL not meant "safe to promote" (see the warning above), it just means the candidate is worth a real forward trial.
SEGMENT
CHAMPION EXIT
TRAIN
OOS
OOS 95% CI
INCUMBENT OOS
N
STABLE RUNS
GLOBAL
S(arm10/tr15/sl-20) 🟢
+58%
+16%
[+12%,+20%]
+6%
21273+6249
27✓
regime:poor
S(arm10/tr15/sl-20) 🟢
+55%
+14%
[+10%,+18%]
+5%
12266+2699
25✓
chain:sol
S(arm10/tr15/sl-20) 🟢
+67%
+23%
[+16%,+30%]
+10%
12180+1702
30✓
profile:SWING
S(arm5/tr15/sl-20) 🟢
+78%
+54%
[+42%,+67%]
+27%
11895+1259
418✓
regime:ground
S(arm10/tr15/sl-20) 🟢
+65%
+19%
[+12%,+26%]
+8%
7936+3152
37✓
chain:bsc
S(arm15/tr15/sl-20) 🟢
+45%
+15%
[+7%,+25%]
+6%
5732+1143
15✓
profile:TIGHT5
S(arm5/tr15/sl-20) 🟢
+22%
+111%
[+50%,+168%]
+74%
5876+26
320✓
profile:SCALP-SWEEP-REV
S(arm30/tr15/sl-20) 🟢
-1%
+3%
[-3%,+13%]
+1%
2848+534
16✓
chain:base
S(arm15/tr15/sl-20) 🟢
+35%
+6%
[+2%,+9%]
+2%
2083+900
42✓
src:fomo
S(arm5/tr15/sl-20) 🟢
+60%
+77%
[+60%,+100%]
+41%
1442+917
393✓
src:volume_path
S(arm20/tr15/sl-20) 🟢
+63%
+1%
[-1%,+3%]
-2%
281+1825
4
chain:eth
S(arm8/tr15/sl-20) 🟢
+88%
+12%
[+8%,+18%]
+3%
831+1274
42✓
src:momentum_scalp
S(arm5/tr15/sl-20) 🟢
+87%
+46%
[+28%,+63%]
+14%
1615+361
401✓
profile:SWING_ARM21
S(arm5/tr15/sl-20) 🟢
+63%
+57%
[+31%,+97%]
+32%
1207+533
86✓
chain:robinhood
S(arm10/tr15/sl-20) 🟢
+54%
+16%
[+4%,+35%]
+7%
581+1093
34✓
src:clu:fomo
S(arm10/tr15/sl-20) 🟢
+53%
+10%
[+2%,+22%]
-1%
1406+249
11✓
src:B
S(arm8/tr15/sl-20) 🟢
+52%
+15%
[-8%,+23%]
-10%
1186+47
58✓
profile:SNIPE
S(arm5/tr15/sl-20) 🟢
+35%
+30%
[+12%,+51%]
+1%
1060+171
418✓
src:C
S(arm5/tr15/sl-20) 🟢
+50%
+64%
[+34%,+115%]
+27%
1005+217
418✓
src:known_conv
S(arm20/tr15/sl-20) 🟢
+21%
+10%
[-1%,+31%]
+6%
663+555
17✓
src:oggy_kol
S(arm5/tr15/sl-20) 🟢
+44%
+25%
[+6%,+50%]
+2%
1103+86
383✓
src:A
S(arm5/tr15/sl-20) 🟢
+81%
+42%
[+23%,+64%]
+18%
1073+115
179✓
src:whalemover
S(arm10/tr15/sl-20) 🟢
+32%
+6%
[+1%,+13%]
-0%
711+355
22✓
src:smartmoney
S(arm5/tr15/sl-20) 🟢
+63%
+36%
[+14%,+66%]
+8%
918+58
413✓
src:cluster
S(arm5/tr15/sl-20) 🟢
+88%
+71%
[+39%,+114%]
+35%
865+95
392✓
src:fomo_curated
S(arm5/tr15/sl-20) 🟢
+50%
+87%
[+33%,+175%]
+52%
856+100
413✓
regime:extreme_poor
S(arm25/tr15/sl-20) 🟢
+37%
+7%
[-3%,+24%]
+4%
533+392
13✓
src:whalemover_rh
S(arm30/tr15/sl-20) 🟢
+27%
+13%
[-2%,+41%]
+8%
284+616
17✓
src:wallet_buysize
S(arm5/tr15/sl-20) 🟢
+47%
+70%
[+27%,+152%]
+40%
749+128
276✓
src:sa_accum
S(arm5/tr15/sl-20) 🟢
+56%
+17%
[+7%,+32%]
+4%
506+342
86✓
src:source_strategy
S(arm15/tr15/sl-20) 🟢
+88%
+4%
[-2%,+11%]
+1%
548+238
11✓
src:accum_engine
S(arm5/tr15/sl-20) 🟢
+22%
+39%
[+21%,+61%]
+20%
550+126
311✓
profile:SWING_TRAIL25_5
S(arm5/tr15/sl-20) 🟢
+59%
+27%
[+6%,+63%]
+9%
567+15
178✓
src:trending
S(arm5/tr15/sl-20) 🟢
+54%
+17%
[-3%,+48%]
+4%
483+26
371✓
src:wallet_intel
S(arm5/tr15/sl-20) 🟢
+26%
+28%
[+10%,+50%]
+14%
212+291
17✓
src:D
S(arm5/tr15/sl-20) 🟢
+70%
+37%
[+22%,+61%]
+15%
391+68
255✓
src:control
S(arm8/tr15/sl-20) 🟢
+116%
+85%
[+61%,+109%]
+51%
379+66
79✓
sig:GMGN-CLUSTER
S(arm5/tr15/sl-20) 🟢
+39%
+54%
[+25%,+95%]
+32%
263+101
141✓
sig:FRESH-SWARM
S(arm5/tr15/sl-20) 🟢
+39%
+45%
[+18%,+85%]
+25%
261+76
141✓
src:oggy_boost
S(arm5/tr15/sl-20) 🟢
+87%
+66%
[+27%,+136%]
+36%
274+54
308✓
src:cipher
S(arm5/tr15/sl-20) 🟢
+62%
+64%
[+18%,+139%]
+31%
218+83
317✓
src:alpha_brief
S(arm5/tr15/sl-20) 🟢
+22%
+15%
[+7%,+25%]
+1%
176+121
42✓
sig:STEALTH
S(arm5/tr15/sl-20) 🟢
+44%
+17%
[+2%,+41%]
+3%
231+61
154✓
sig:STEALTH-WAVE
S(arm5/tr15/sl-20) 🟢
+45%
+25%
[+10%,+41%]
+6%
194+90
141✓
sig:ASSOC-SUPPLY
S(arm5/tr15/sl-20) 🟢
+50%
+15%
[+4%,+28%]
-1%
196+66
141✓
src:sniper
S(arm5/tr15/sl-20) 🟢
+25%
+60%
[+24%,+86%]
+28%
213+34
389✓
src:clu:dowville
S(arm5/tr15/sl-20) 🟢
+17%
+45%
[+4%,+92%]
+24%
191+55
273✓
sig:CLUSTERED-SUPPLY
S(arm8/tr15/sl-20) 🟢
+49%
+43%
[+13%,+77%]
+24%
143+89
45✓
sig:REPEAT×3
S(arm8/tr15/sl-20) 🟢
+52%
+48%
[+19%,+84%]
+29%
108+101
15✓
src:volume_spike
S(arm5/tr15/sl-20) 🟢
+25%
+43%
[+26%,+69%]
+17%
130+69
305✓
sig:FLOW-DIV
S(arm5/tr15/sl-20) 🟢
+73%
+13%
[-9%,+38%]
-2%
116+40
141✓
src:floor_revival
S(arm5/tr15/sl-20) 🟢
+44%
+66%
[+9%,+84%]
+36%
122+33
305✓
sig:REACCUM
S(arm10/tr15/sl-20) 🟢
+35%
+10%
[+0%,+21%]
-2%
82+70
15✓
src:inversion_alpha
S(arm5/tr15/sl-20) 🟢
+38%
+7%
[-9%,+41%]
-13%
127+22
189✓
sig:HL
S(arm8/tr15/sl-20) 🟢
+47%
+12%
[-8%,+51%]
-0%
97+29
54✓
src:trench
S(arm5/tr15/sl-20) 🟢
+34%
+82%
[+58%,+113%]
+45%
85+39
305✓
profile:MOMENTUM
S(arm5/tr15/sl-20) 🟢
+53%
+21%
[-5%,+38%]
-11%
88+33
418✓
src:clu:sapphy
S(arm5/tr15/sl-20) 🟢
+24%
+93%
[+5%,+247%]
+56%
91+29
262✓
src:kol:michacalls
S(arm5/tr15/sl-20) 🟢
+28%
+80%
[+25%,+180%]
+41%
63+55
302✓
sig:REPEAT×4
S(arm5/tr15/sl-20) 🟢
+35%
+75%
[+14%,+189%]
+49%
47+32
62✓
sig:SUPPLY-CONTROL
S(arm8/tr15/sl-20) 🟢
+109%
+25%
[-7%,+68%]
+13%
54+19
49✓
sig:SQUEEZE
S(arm8/tr15/sl-20) 🟢
+8%
+20%
[-8%,+67%]
+10%
47+23
50✓
src:accum_sig_gmgn_cluster
S(arm5/tr15/sl-20) 🟢
+42%
+89%
[+20%,+184%]
+61%
47+21
64✓
src:accum_sig_fresh_swarm
S(arm5/tr15/sl-20) 🟢
+45%
+62%
[+15%,+100%]
+39%
50+15
27✓
src:accum_sig_flow_div
S(arm8/tr15/sl-20) 🟢
+43%
+32%
[-1%,+100%]
+14%
42+15
23✓
Engine next steps:
⚠️ UNCONFIRMED champions look strong in eventual-peak replay but have NOT cleared a path-true randomized actual-fill test (TRAIL-hair and TIGHT5 were previously promoted from replay and both lost live, see since_promotion on paper.html): profile:SWING:S(arm5/tr15/sl-20)(tier=NO_PATH_TRUE_AUTHORITY), profile:SNIPE:S(arm5/tr15/sl-20)(tier=NO_PATH_TRUE_AUTHORITY), profile:MOMENTUM:S(arm5/tr15/sl-20)(tier=NO_PATH_TRUE_AUTHORITY), profile:TIGHT5:S(arm5/tr15/sl-20)(tier=NO_PATH_TRUE_AUTHORITY) — replay may nominate only; do not promote
grid-edge params in GLOBAL, profile:SWING, profile:SNIPE, profile:MOMENTUM → widen ARM/TRAIL grid next run
thin OOS windows (profile:TIGHT5, profile:SWING_TRAIL25_5, src:trending, src:clu:sapphy) → keep collecting, re-validate in 3d
ENTRY quality (median peak): best oggy_boost +47% (n328) vs worst whalemover_rh -1% (n900) — exits can't fix bad entries; consider demoting the worst source in EDGE LAB
tranche verdict is per-segment (see champions) — wire winners as SHADOW lanes in paper_universal for live A/B once approved (EP queue)
Exit strategy leaderboard — uniformly applied to every trade
Click a row to load its daily / weekly / monthly heatmap below. Expectancy = mean per-trade return; the tail (avg-win, p-return-x) matters more than win-rate for these power-law payoffs.