● fresh — 0.0h ago · Counterfactual replay of 11788 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 2026-08-12 20:23 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
56% TIGHT5 + 29% TRAIL-hair + 15% TRAIL-tight
Weighted by profit × consistency — (expectancy × win-rate)^1.5 over the top-3 positive-expectancy exits, so the best exit (TIGHT5) takes the lion’s share and losing exits get zero. Pure TIGHT5 maximizes raw profit (Row TIGHT5 below: $493,517); 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(arm5/tr15/sl-20) 🟢
+54%
+65%
[+57%,+75%]
+31%
10980+4277
🚨 121✓
🚨 chain:sol
S(arm5/tr15/sl-20) 🟢
+68%
+69%
[+57%,+83%]
+34%
6802+2876
🚨 121✓
🚨 regime:poor
S(arm5/tr15/sl-20) 🟢
+49%
+61%
[+50%,+74%]
+28%
7166+2038
🚨 121✓
🚨 profile:SWING
S(arm5/tr15/sl-20) 🟢
+101%
+69%
[+59%,+81%]
+33%
4560+3132
🚨 121✓
profile:TIGHT5
S(arm5/tr15/sl-20) 🟢
+15%
+64%
[+42%,+91%]
+35%
4871+736
23✓
🚨 regime:ground
S(arm5/tr15/sl-20) 🟢
+65%
+77%
[+62%,+94%]
+41%
3234+1809
🚨 113✓
chain:bsc
S(arm5/tr15/sl-20) 🟢
+25%
+59%
[+45%,+77%]
+27%
2867+969
9✓
🚨 src:momentum_scalp
S(arm5/tr15/sl-20) 🟢
+83%
+83%
[+45%,+129%]
+44%
1331+485
🚨 104✓
profile:SNIPE
S(arm5/tr15/sl-20) 🟢
+35%
+30%
[+12%,+51%]
+1%
1060+171
121✓
🚨 src:fomo
S(arm5/tr15/sl-20) 🟢
+61%
+72%
[+52%,+101%]
+35%
572+629
🚨 96✓
🚨 src:C
S(arm5/tr15/sl-20) 🟢
+55%
+39%
[+25%,+57%]
+6%
976+183
🚨 121✓
🚨 src:B
S(arm5/tr15/sl-20) 🟢
+57%
+40%
[+27%,+57%]
+8%
931+195
🚨 121✓
chain:base
S(arm5/tr15/sl-20) 🟢
+15%
+64%
[+39%,+96%]
+35%
869+206
9✓
🚨 src:fomo_curated
S(arm5/tr15/sl-20) 🟢
+55%
+78%
[+33%,+154%]
+44%
834+121
🚨 116✓
🚨 src:cluster
S(arm5/tr15/sl-20) 🟢
+100%
+51%
[+29%,+81%]
+19%
790+153
🚨 95✓
🚨 src:oggy_kol
S(arm5/tr15/sl-20) 🟢
+29%
+92%
[+49%,+148%]
+53%
745+190
🚨 86✓
🚨 src:A
S(arm5/tr15/sl-20) 🟢
+70%
+116%
[+24%,+260%]
+72%
804+118
🚨 121✓
🚨 src:smartmoney
S(arm5/tr15/sl-20) 🟢
+40%
+59%
[+29%,+100%]
+25%
675+131
🚨 116✓
src:clu:fomo
S(arm5/tr15/sl-20) 🟢
+41%
+113%
[+59%,+197%]
+73%
448+226
9✓
src:wallet_buysize
S(arm5/tr15/sl-20) 🟢
+48%
+32%
[+11%,+49%]
+8%
558+70
4
🚨 chain:eth
S(arm5/tr15/sl-20) 🟢
+82%
+61%
[+26%,+102%]
+33%
485+47
🚨 93✓
🚨 src:trending
S(arm5/tr15/sl-20) 🟢
+56%
+42%
[+18%,+71%]
+11%
420+60
🚨 74✓
src:accum_engine
S(arm5/tr15/sl-20) 🟢
+14%
+15%
[+4%,+31%]
-5%
402+65
14✓
src:whalemover
S(arm5/tr15/sl-20) 🟢
+11%
+81%
[+19%,+166%]
+48%
383+60
23✓
src:known_conv
S(arm5/tr15/sl-20) 🟢
+11%
+56%
[+16%,+91%]
+29%
383+56
32✓
🚨 src:control
S(arm5/tr15/sl-20) 🟢
+129%
+96%
[+31%,+123%]
+53%
274+20
🚨 91✓
🚨 src:sniper
S(arm5/tr15/sl-20) 🟢
+26%
+38%
[+10%,+73%]
+10%
202+38
🚨 92✓
src:D
S(arm5/tr15/sl-20) 🟢
+62%
+56%
[+11%,+104%]
+23%
170+32
8✓
src:oggy_boost
S(arm5/tr15/sl-20) 🟢
+75%
+154%
[+63%,+208%]
+107%
143+35
11✓
chain:robinhood
S(arm5/tr15/sl-20) 🟢
+124%
+53%
[+16%,+100%]
+21%
103+33
8✓
src:wallet_intel
S(arm5/tr15/sl-20) 🟢
+6%
+57%
[+31%,+102%]
+29%
115+18
9✓
src:cipher
S(arm5/tr15/sl-20) 🟢
+28%
+90%
[+52%,+125%]
+55%
80+52
20✓
profile:MOMENTUM
S(arm5/tr15/sl-20) 🟢
+53%
+21%
[-5%,+38%]
-11%
88+33
121✓
src:kol:michacalls
S(arm5/tr15/sl-20) 🟢
+21%
+41%
[+18%,+61%]
+9%
40+49
5
src:trench
S(arm5/tr15/sl-20) 🟢
+36%
+31%
[+1%,+75%]
+0%
62+21
8✓
src:floor_revival
S(arm5/tr15/sl-20) 🟢
+35%
+45%
[+22%,+81%]
+14%
54+27
8✓
src:volume_spike
S(arm5/tr15/sl-20) 🟢
+18%
+26%
[+14%,+45%]
+4%
51+29
8✓
src:sa_accum
S(arm8/tr15/sl-20) 🟢
+56%
+67%
[+31%,+118%]
+32%
50+29
8✓
Engine next steps:
⚠️ UNCONFIRMED champions look strong in peak-replay but have NOT cleared shadow-lane SIREN (TRAIL-hair and TIGHT5 both promoted this way and both lost live, see since_promotion on paper.html): profile:SWING:S(arm5/tr15/sl-20)(tier=EARLY), profile:SNIPE:S(arm5/tr15/sl-20)(tier=NONE), profile:MOMENTUM:S(arm5/tr15/sl-20)(tier=NONE), profile:TIGHT5:S(arm5/tr15/sl-20)(tier=EARLY) — do not promote without SIREN confirmation
grid-edge params in GLOBAL, profile:SWING, profile:SNIPE, profile:MOMENTUM → widen ARM/TRAIL grid next run
thin OOS windows (src:trench, src:volume_spike, src:floor_revival, src:wallet_intel) → keep collecting, re-validate in 3d
ENTRY quality (median peak): best oggy_boost +57% (n178) vs worst wallet_buysize -1% (n628) — 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.