Visual funnel and lane comparison first. Deep diagnostics are available below on demand.
Lane A = random combinatorial; Lane B = parameter mutations of VALIDATION_PASSED seeds Β· Lane B 7-day FF pass: 1002 / 10009 (10.0%)
| Lane | Description | Generated | FF Passed | FF Rate | Validated | Val Rate |
|---|---|---|---|---|---|---|
| Lane A | Random combinations from policy.yaml | 11,308 | 633 | 5.6% | 39 | 6% |
| Lane B | Β±20% param mutations of VALIDATION_PASSED seeds | 10,009 | 1002 | 10.0% | 132 | 13% |
| Source | Status | Count |
|---|---|---|
| lane_b | CORRELATED | 91 |
| lane_b | FAILED | 487 |
| lane_b | PROMOTED | 32 |
| optimiser | CORRELATED | 102 |
| optimiser | FAILED | 669 |
| optimiser | PROMOTED | 139 |
| Lane | Generated | FF Passed | Validated+ | Paper+ | Live | 24h G/A | 7d G/A | Last Activity |
|---|---|---|---|---|---|---|---|---|
| Lane A | 11308 | 633 (5.6%) | 39 (6.2%) | 13 (33.3%) | 0 (0.0%) | 3981/4 | 11308/39 | 2026-04-17T15:51 |
| Lane B | 10009 | 1002 (10.0%) | 132 (13.2%) | 68 (51.5%) | 0 (0.0%) | 6713/4 | 10009/132 | 2026-04-17T15:51 |
| lane_c | 73 | 3 (4.1%) | 0 (0.0%) | 0 (0.0%) | 0 (0.0%) | 0/0 | 73/0 | 2026-04-16T22:58 |
| Candidate | Lane | FF | Val | Ξ |
|---|---|---|---|---|
| 92b9f4dab7bb | combinatorial | 14.29 | 0.00 | -14.29 |
| 840cae5d007d | combinatorial | 13.17 | 0.00 | -13.17 |
| dd76ad7a1fa8 | combinatorial | 10.39 | 0.00 | -10.39 |
| 3f600b80d765 | combinatorial | 8.87 | 0.00 | -8.87 |
| 44caed42bc29 | combinatorial | 7.69 | 0.00 | -7.69 |
| f32a9807203a | combinatorial | 3.13 | 0.00 | -3.13 |
| dbf4f4856bc2 | combinatorial | 1.21 | 0.00 | -1.21 |
| 459397a2f029 | combinatorial | 4.05 | 4.05 | -0.00 |
source_lane.
| Lane | Count |
|---|---|
| combinatorial | 11308 |
| lane_b | 10009 |
| lane_c | 73 |
| Candidate | Stage | Lane | Detail | Updated |
|---|---|---|---|---|
| No recent provenance issues | ||||
| Failure Reason | Count | Percentage |
|---|---|---|
| INVALID_METRICS | 5836 | 27.8% |
| TOO_FEW_TRADES | 5754 | 27.4% |
| NEGATIVE_EXPECTANCY | 3618 | 17.2% |
| COST_ADJUSTED_NEGATIVE_EXPECTANCY | 3200 | 15.2% |
| UNKNOWN | 1314 | 6.3% |
| PASSED | 1268 | 6.0% |
| stale_generated_timeout | 15 | 0.1% |
| Parent | Child | Symbol | Ξ |
|---|---|---|---|
| 5ada89160d | 1b8c7b7870 | WLDUSDT 1h | +9.50 |
| 3121e86afd | 9981eab177 | WLDUSDT 1h | +7.27 |
| 825fef0831 | 840cae5d00 | WLDUSDT 4h | +6.06 |
| 4328e08a11 | 92b9f4dab7 | WLDUSDT 4h | +5.99 |
| 9d0520c4a9 | dd76ad7a1f | WLDUSDT 4h | +5.66 |
| d13e82f865 | dbf4f4856b | WLDUSDT 1h | +4.42 |
| Parent | Child | Symbol | Ξ |
|---|---|---|---|
| ada520dd27 | f2e755d063 | WLDUSDT 4h | -1.27 |
| 951030502b | 837652b562 | WLDUSDT 4h | -0.54 |
| 3da65eeaa6 | 20b76c248b | WLDUSDT 4h | -0.51 |
| 7919678aea | f2516ff370 | ETHUSDT 4h | -0.44 |
| c83aa8e087 | 3e78bbcb21 | WLDUSDT 4h | -0.43 |
| e99e351b91 | 7d16acf531 | WLDUSDT 4h | -0.35 |
| Stage | Count | Avg | p95 | Max |
|---|---|---|---|---|
| GENERATED | 15 | 0.0h | 0.0h | 0.0h |
| OPTIMISATION_DONE | 7 | 44.1h | 48.2h | 51.4h |
| OPTIMISATION_FAILED | 52 | 44.6h | 50.6h | 81.7h |
| VALIDATION_PASSED | 90 | 65.0h | 80.5h | 81.9h |
| PAPER_TRADING | 81 | 58.3h | 81.0h | 81.0h |
| Stage | Count | Avg | p95 | Max | >6h | >12h | Lane Split |
|---|---|---|---|---|---|---|---|
| GENERATED | 15 | 0.0h | 0.0h | 0.0h | 0 | 0 | A:14 / B:1 |
| OPTIMISATION_DONE | 7 | 44.1h | 48.2h | 51.4h | 7 | 7 | A:7 / B:0 |
| OPTIMISATION_FAILED | 52 | 44.6h | 50.6h | 81.7h | 52 | 52 | A:52 / B:0 |
| VALIDATION_PASSED | 90 | 65.0h | 80.5h | 81.9h | 90 | 90 | A:26 / B:64 |
| PAPER_TRADING | 81 | 58.3h | 81.0h | 81.0h | 81 | 81 | A:13 / B:68 |
| Parent | Stage | Kids | Adv | Fail | Act | Last |
|---|---|---|---|---|---|---|
| 530e4c27a0c2 | VALIDATION_FAILED | 1 | 0 | 1 | 0 | 2026-04-17T12:04 |
| 8da26bf20576 | VALIDATION_FAILED | 1 | 0 | 1 | 0 | 2026-04-17T10:04 |
| 7000c5168933 | VALIDATION_FAILED | 1 | 0 | 1 | 0 | 2026-04-17T08:34 |
| 2aa1cd38a835 | VALIDATION_FAILED | 1 | 0 | 1 | 0 | 2026-04-17T08:04 |
| 0aceaf063b96 | VALIDATION_FAILED | 1 | 0 | 1 | 0 | 2026-04-17T01:35 |
| 9b8f8bd7a23c | VALIDATION_FAILED | 1 | 0 | 1 | 0 | 2026-04-16T22:55 |
| 5994dbd4e879 | SUPERSEDED_BY_CHILD | 1 | 0 | 1 | 0 | 2026-04-16T22:54 |
| ebb14ecb71c1 | VALIDATION_FAILED | 1 | 0 | 1 | 0 | 2026-04-16T22:46 |
| 08e13c2e4dc8 | VALIDATION_FAILED | 1 | 0 | 1 | 0 | 2026-04-16T22:46 |
| 4eafbb4e7407 | VALIDATION_FAILED | 1 | 0 | 1 | 0 | 2026-04-16T22:45 |
| Parent | Child | Stage | Symbol | Sharpe |
|---|---|---|---|---|
| 530e4c27a0c2 | 50bef894c9cc | VALIDATION_FAILED | WLDUSDT 4h | 3.56 |
| 8da26bf20576 | 5308791bd6e3 | VALIDATION_FAILED | WLDUSDT 4h | 10.80 |
| 7000c5168933 | 36ac04aea125 | VALIDATION_FAILED | WLDUSDT 4h | 5.26 |
| 2aa1cd38a835 | edda46d4364f | VALIDATION_FAILED | WLDUSDT 4h | 9.75 |
| 0aceaf063b96 | 07524467cd1a | VALIDATION_FAILED | WLDUSDT 4h | 6.02 |
| 9b8f8bd7a23c | e40afe2d9009 | VALIDATION_FAILED | ETHUSDT 4h | 3.52 |
| 5994dbd4e879 | e7465c640651 | VALIDATION_FAILED | ETHUSDT 4h | -2.14 |
| ebb14ecb71c1 | bf69c900a55a | VALIDATION_FAILED | WLDUSDT 4h | 9.14 |
| 08e13c2e4dc8 | d189fc7c13d1 | VALIDATION_FAILED | WLDUSDT 4h | 7.68 |
| 4eafbb4e7407 | 9260da0a4d55 | VALIDATION_FAILED | WLDUSDT 4h | 9.82 |
| 4d5013bebb82 | 6dd365e457dd | VALIDATION_FAILED | BTCUSDT 4h | 4.17 |
| f72115967aa6 | 5888c5b22e11 | VALIDATION_FAILED | BTCUSDT 4h | 6.84 |
| Candidate | Stage | Lane | Symbol | Sharpe | Updated |
|---|---|---|---|---|---|
| a205f9ca631567 | VALIDATION_FAILED | lane_b | WLDUSDT 1h | 7.89 | 2026-04-15T12:24 |
| ββ c892cf734f4d74 | VALIDATION_FAILED | combinatorial | WLDUSDT 1h | 6.49 | 2026-04-16T14:09 |
| ββ c65a242ccf81a3 | PAPER_TRADING | combinatorial | WLDUSDT 1h | 6.08 | 2026-04-14T06:51 |
| 9d9df07ed55e50 | VALIDATION_FAILED | lane_b | WLDUSDT 4h | 8.32 | 2026-04-16T07:34 |
| ββ 78d8702b1743b6 | VALIDATION_FAILED | combinatorial | WLDUSDT 4h | 8.51 | 2026-04-16T03:02 |
| dab13ecc1fea4f | VALIDATION_FAILED | lane_b | WLDUSDT 4h | 11.28 | 2026-04-16T07:34 |
| ββ 4a0ccf65995d18 | VALIDATION_FAILED | combinatorial | WLDUSDT 4h | 4.60 | 2026-04-16T16:48 |
| 2dcb3ead9c9880 | VALIDATION_FAILED | lane_b | WLDUSDT 4h | 8.76 | 2026-04-16T07:32 |
| ββ 06929398b70229 | VALIDATION_FAILED | combinatorial | WLDUSDT 4h | 6.66 | 2026-04-16T04:10 |
| 12065069d5dd3b | VALIDATION_FAILED | lane_b | WLDUSDT 4h | 11.48 | 2026-04-16T07:32 |
| ββ af7a8bac16f25b | VALIDATION_FAILED | combinatorial | WLDUSDT 4h | 9.66 | 2026-04-16T03:17 |
| cd538c4bd4da4f | VALIDATION_FAILED | lane_b | WLDUSDT 4h | 8.81 | 2026-04-16T07:31 |
| ββ 6981c8c08db9dc | VALIDATION_FAILED | combinatorial | WLDUSDT 4h | 8.13 | 2026-04-16T20:45 |
| 63ce5ab4bf5e60 | VALIDATION_FAILED | lane_b | WLDUSDT 4h | 9.22 | 2026-04-16T07:29 |
| ββ 14cc9a7ea1692f | VALIDATION_FAILED | combinatorial | WLDUSDT 4h | 11.10 | 2026-04-16T05:53 |
| 08e13c2e4dc8f0 | VALIDATION_FAILED | lane_b | WLDUSDT 4h | 5.43 | 2026-04-16T07:28 |
| ββ d189fc7c13d14a | VALIDATION_FAILED | combinatorial | WLDUSDT 4h | 7.68 | 2026-04-16T22:46 |
| ID | Symbol | Result | MC | DSR | FEE | REG | SENS | QUAL | XSYM | SPEC |
|---|---|---|---|---|---|---|---|---|---|---|
| 7fb7b21a73db | BTCUSDT 1h | FAIL | β | β | β | β | β | β | β | β |
| e40afe2d9009 | ETHUSDT 4h | FAIL | β | β | β | β | β | β | β | β |
| e7465c640651 | ETHUSDT 4h | FAIL | β | β | β | β | β | β | β | β |
| 2a138ee844e8 | WLDUSDT 4h | FAIL | β | β | β | β | β | β | β | β |
| 55b7e4f3b97a | WLDUSDT 1h | FAIL | β | β | β | β | β | β | β | β |
| 05185b26a607 | WLDUSDT 1h | FAIL | β | β | β | β | β | β | β | β |
| bf69c900a55a | WLDUSDT 4h | FAIL | β | β | β | β | β | β | β | β |
| d189fc7c13d1 | WLDUSDT 4h | FAIL | β | β | β | β | β | β | β | β |
| b26c502a69d8 | WLDUSDT 4h | FAIL | β | β | β | β | β | β | β | β |
| cc78fe814a32 | WLDUSDT 1h | FAIL | β | β | β | β | β | β | β | β |
| eeb23b5ae6ba | WLDUSDT 1h | FAIL | β | β | β | β | β | β | β | β |
| 6e3f863c3c81 | WLDUSDT 4h | FAIL | β | β | β | β | β | β | β | β |
| 6dd365e457dd | BTCUSDT 4h | FAIL | β | β | β | β | β | β | β | β |
| 5888c5b22e11 | BTCUSDT 4h | FAIL | β | β | β | β | β | β | β | β |
| 7843fb77d423 | BTCUSDT 1h | FAIL | β | β | β | β | β | β | β | β |
| Lane | Runs | Pass | Fail | Rate | Avg Rob |
|---|---|---|---|---|---|
| Lane B | 880 | 225 | 383 | 25.6% | 0.258 |
| Lane A | 469 | 86 | 122 | 18.3% | 0.269 |
| lane_c | 1 | 0 | 1 | 0.0% | 0.000 |
| Symbol | Tested | Passed | Rate | Avg Score |
|---|---|---|---|---|
| XRPUSDT | 288 | 0 | 0.0% | 0.000 |
| BTCUSDT | 286 | 226 | 79.0% | 0.510 |
| SOLUSDT | 283 | 260 | 91.9% | 0.537 |
| ADAUSDT | 271 | 0 | 0.0% | 0.000 |
| ETHUSDT | 252 | 206 | 81.7% | 0.490 |
| BNBUSDT | 229 | 0 | 0.0% | 0.000 |
| AVAXUSDT | 9 | 0 | 0.0% | 0.000 |
| LINKUSDT | 6 | 0 | 0.0% | 0.000 |
| Candidate | Primary | Scope | Outcome | Robustness | Cross Pass | Updated |
|---|---|---|---|---|---|---|
| 7fb7b21a73db | BTCUSDT 1h | SPECIALIST | FAIL | 0.000 | 0/2 | 2026-04-16T22:58 |
| e40afe2d9009 | ETHUSDT 4h | UNKNOWN | SKIP | β | 0/0 | 2026-04-16T22:55 |
| e7465c640651 | ETHUSDT 4h | UNKNOWN | SKIP | β | 0/0 | 2026-04-16T22:54 |
| 2a138ee844e8 | WLDUSDT 4h | UNKNOWN | SKIP | β | 0/0 | 2026-04-16T22:54 |
| 55b7e4f3b97a | WLDUSDT 1h | UNKNOWN | SKIP | β | 0/0 | 2026-04-16T22:52 |
| 05185b26a607 | WLDUSDT 1h | SPECIALIST | FAIL | 0.000 | 0/2 | 2026-04-16T22:49 |
| bf69c900a55a | WLDUSDT 4h | SPECIALIST | FAIL | 0.152 | 0/2 | 2026-04-16T22:46 |
| d189fc7c13d1 | WLDUSDT 4h | SPECIALIST | PASS | 0.301 | 1/2 | 2026-04-16T22:46 |
| b26c502a69d8 | WLDUSDT 4h | UNKNOWN | SKIP | β | 0/0 | 2026-04-16T22:45 |
| cc78fe814a32 | WLDUSDT 1h | SPECIALIST | FAIL | 0.105 | 0/2 | 2026-04-16T22:45 |
| eeb23b5ae6ba | WLDUSDT 1h | SPECIALIST | FAIL | 0.220 | 1/2 | 2026-04-16T22:41 |
| 6e3f863c3c81 | WLDUSDT 4h | UNKNOWN | SKIP | β | 0/0 | 2026-04-16T22:37 |
python3 research/generator/simulator.py --candidates 500 --mode realistic
| Gate | Requirement | Purpose |
|---|---|---|
| Fast Filter | ≥30 trades in 3-month sample + positive expectancy | Kills garbage before expensive testing |
| Validation β Bootstrap MC | Bootstrap Sharpe 5th pct > 0 (p < 0.05) | Edge is statistically real |
| Validation β Deflated Sharpe | DSR > 0 (adjusts for trials count) | Corrects multiple-testing bias |
| Validation β Sensitivity | Sharpe drops <30% under ±20% param change | Not curve-fitted |
| Validation β Fee Stress | Profitable at 2x actual fees | Edge survives cost pressure |
| Validation β Regime | Positive expectancy in ≥3 of 4 regimes | Not a one-regime wonder |
| Validation β Quality Gate | Sortino ≥0.5 AND Calmar ≥0.2 | Downside-adjusted return quality |
| Correlation Check | Pearson r <0.5 vs existing paper/live strategies | Portfolio diversification β no duplicate edges |
| Paper Trading | 14 days, 100+ trades, Sharpe ≥0.8, PF ≥1.2 | Proves edge in live conditions |
| Live Small | 14 days real money, 1-2% allocation | Proves execution quality |
| ID | Description | Stage | Sharpe | Generated |
|---|---|---|---|---|
| 18ca2a64a384cf78 | vwap_reversion_short β time_exit [atr_regime_high + adx_rang | GENERATED | β | 2026-04-17T15:50 |
| 80404611fb555ba6 | rsi_overbought β rsi_neutralise [adx_trending + atr_regime_h | GENERATED | β | 2026-04-17T15:50 |
| cf090d81a14ee41d | rsi_overbought β trailing_atr [volume_confirm + below_ema_sh | GENERATED | β | 2026-04-17T15:50 |
| 06558921366269a2 | rsi_overbought β ema_cross_exit [volume_confirm + atr_regime | GENERATED | β | 2026-04-17T15:50 |
| 006b14702b125403 | vwap_reversion_short β middle_band [atr_regime_high + adx_ra | GENERATED | β | 2026-04-17T15:50 |
| cd3a6e2092008682 | rsi_overbought β time_exit [atr_regime_high] | ETHUSDT 1h | GENERATED | β | 2026-04-17T15:50 |
| e8d679ce365e3162 | donchian_breakout_down β fixed_rr [adx_trending] | SOLUSDT 1 | GENERATED | β | 2026-04-17T15:50 |
| 9bb115888b73d4be | bb_upper_touch β rsi_neutralise [adx_trending + atr_regime_h | GENERATED | β | 2026-04-17T15:50 |
| 6289c83ca0ad36c0 | macd_cross_down β fixed_rr [atr_regime_high + adx_ranging] | | GENERATED | β | 2026-04-17T15:50 |
| 47db285878fbbd71 | vwap_reversion_short β trailing_atr [volume_confirm + atr_re | GENERATED | β | 2026-04-17T15:50 |
| 7848a5f93f7712f0 | macd_cross_down β ema_cross_exit [adx_trending] | SOLUSDT 1h | GENERATED | β | 2026-04-17T15:50 |
| 201c8c0d254f3614 | rsi_overbought β rsi_neutralise [atr_regime_high + adx_rangi | GENERATED | β | 2026-04-17T15:50 |
| 872c21b571645aaf | vwap_reversion_long β middle_band [adx_ranging + above_ema_l | GENERATED | β | 2026-04-17T15:50 |
| 1f05f4c4b5f3d54f | macd_cross_up β ema_cross_exit [adx_trending] | ETHUSDT 4h | FAST_FILTER_FAILED | -23055783804360384.00 | 2026-04-17T15:50 |
| 48d188993c18a1b5 | vwap_reversion_short β fixed_rr [atr_regime_high + adx_rangi | GENERATED | β | 2026-04-17T15:50 |
| 4190c0b2a8c64108 | vwap_reversion_long β fixed_rr [above_ema_long_filter + atr_ | FAST_FILTER_FAILED | 7.75 | 2026-04-17T15:50 |
| 59efe3e3f451d7a1 | macd_cross_up β rsi_neutralise [atr_regime_low + atr_regime_ | FAST_FILTER_FAILED | β | 2026-04-17T15:50 |
| 60418e053d355bf4 | vwap_reversion_long β ema_cross_exit [adx_ranging + above_em | FAST_FILTER_FAILED | β | 2026-04-17T15:50 |
| d21df020b6dd6df2 | stoch_rsi_oversold β middle_band [adx_ranging + atr_regime_h | FAST_FILTER_FAILED | -1.60 | 2026-04-17T15:50 |
| fb1b36346b881e41 | rsi_oversold β fixed_rr [volume_confirm + above_ema_long_fil | FAST_FILTER_FAILED | β | 2026-04-17T15:50 |