Trading Research Share Report
Batch pass_four_20260312_180d_confirmation_v2 · Last updated 2026-03-12T10:06:22Z
Executive summary
- This batch is an early research readout rather than a final strategy verdict.
- The least bad average segment was Breakout on 1h data at -2.40%.
- The weakest average segment was Mean Reversion on 15m data at -94.67%.
- The best run that actually traded was Breakout · SOL · 15m · range 24 / hold 6 with total return 11.38%.
- Interpret these as research signals about direction and quality, not as production-ready trading systems.
Best trading run in this batch: Breakout · SOL · 15m · range 24 / hold 6
Assets covered
3
BTC, ETH, SOL
Total experiment runs
24
Research batch
Best observed return
11.38%
Including all runs
Scope and assumptions
Exchange: binance
Fee: 10.0 bps
Slippage: 5.0 bps
This report summarizes research tests on BTC, ETH, and SOL using 15m, 1h data, with 4h available as higher-timeframe context. The goal is not to prove a strategy works, but to learn which directions deserve deeper study.
Average return by strategy and timeframe
Mean Reversion / 1h
-87.12%
Mean Reversion / 15m
-94.67%
Current research conclusions
This batch was used to decide whether more selective signals and larger timeframes improved the baseline results.
- 5m baseline strategies currently look weak under the present cost assumptions.
- 15m results are generally less bad than 5m results in the current baseline suite.
- Breakout currently appears less bad than momentum and mean reversion in the first pass.
- These are baseline findings, not final conclusions.
Show detailed conclusions and decision trail
- This pass moved away from raw zero-threshold signals and toward more selective entries.
- The strongest average strategy/timeframe bucket was Breakout on 1h at -2.40%.
- The weakest average bucket was Mean Reversion on 15m at -94.67%.
- Across timeframes, 1h held up best on average at -44.76%, while 15m was weakest at -51.83%.
- We now have genuinely positive runs, led by Breakout · SOL · 15m · range 24 / hold 6 at 11.38%. That is a real improvement over the first pass.
- The decision to move forward now comes from selective evidence rather than broad optimism: a few setups are starting to survive trading costs.
- The next direction should emphasize the most promising lanes rather than another broad sweep: 1h breakout and higher-threshold mean reversion deserve more attention than raw momentum.
- This decision trail matters because the project is intentionally trying to learn honestly from negative as well as positive evidence.
Top 10 runs
Best-performing runs in this batch, still subject to the current assumptions and sample window.
| Run | Trades | Total Return | Drawdown | Win Rate | Profit Factor |
|---|
| Breakout · SOL · 15m · range 24 / hold 6 | 76 | 11.38% | -9.82% | 48.68% | 1.276 |
| Breakout · SOL · 1h · range 12 / hold 3 | 95 | 3.92% | -14.87% | 43.16% | 1.089 |
| Breakout · ETH · 15m · range 24 / hold 6 | 71 | 3.86% | -8.70% | 39.44% | 1.119 |
| Breakout · ETH · 1h · range 24 / hold 6 | 42 | 2.52% | -7.84% | 52.38% | 1.104 |
| Breakout · ETH · 1h · range 12 / hold 3 | 83 | 0.94% | -7.08% | 34.94% | 1.023 |
| Breakout · BTC · 15m · range 24 / hold 6 | 51 | -0.09% | -6.23% | 33.33% | 0.994 |
| Breakout · BTC · 1h · range 24 / hold 6 | 40 | -1.98% | -8.37% | 45.00% | 0.873 |
| Breakout · BTC · 1h · range 12 / hold 3 | 79 | -6.57% | -11.33% | 43.04% | 0.769 |
| Breakout · SOL · 1h · range 24 / hold 6 | 52 | -13.24% | -16.27% | 42.31% | 0.645 |
| Breakout · SOL · 15m · range 12 / hold 3 | 192 | -18.38% | -20.52% | 40.10% | 0.734 |
Bottom 10 runs
Weakest runs in this batch. These are useful because they show what clearly did not work in this pass.
| Run | Trades | Total Return | Drawdown | Win Rate | Profit Factor |
|---|
| Mean Reversion · SOL · 15m · lookback 3 / hold 2 | 1934 | -99.90% | -99.90% | 27.35% | 0.258 |
| Mean Reversion · ETH · 15m · lookback 3 / hold 2 | 1582 | -99.49% | -99.49% | 28.07% | 0.257 |
| Mean Reversion · SOL · 15m · lookback 6 / hold 4 | 838 | -97.50% | -97.56% | 31.98% | 0.287 |
| Mean Reversion · BTC · 15m · lookback 3 / hold 2 | 1094 | -97.49% | -97.50% | 22.58% | 0.173 |
| Mean Reversion · SOL · 1h · lookback 3 / hold 2 | 763 | -96.39% | -96.44% | 35.91% | 0.390 |
| Mean Reversion · ETH · 1h · lookback 3 / hold 2 | 673 | -94.95% | -94.97% | 34.62% | 0.327 |
| Mean Reversion · ETH · 15m · lookback 6 / hold 4 | 698 | -94.34% | -94.36% | 33.52% | 0.289 |
| Mean Reversion · BTC · 1h · lookback 3 / hold 2 | 567 | -90.16% | -90.28% | 28.04% | 0.240 |
| Mean Reversion · SOL · 1h · lookback 6 / hold 4 | 422 | -88.19% | -88.47% | 38.15% | 0.449 |
| Mean Reversion · ETH · 1h · lookback 6 / hold 4 | 374 | -81.42% | -82.35% | 40.11% | 0.458 |
How to read this report
This batch evaluates three strategy families across 15m, 1h, with 4h data reserved for context/regime use.
- Data basis / timeframe: the actual experiments in this report are based on 15m, 1h bar data, with 4h available as higher-timeframe context.
- Momentum means buying after a recent upward move and testing whether that move continues.
- Mean Reversion means buying after a sufficiently large adverse move and testing whether price snaps back.
- Breakout means buying when price clears a recent range by more than a minimum amount, on the assumption that the move may be starting a new leg.
- lookback <number> is how many bars backward the strategy looks when measuring the recent move or condition.
- hold <number> is how many bars the position is held after entry before exit in this simplified backtest.
- Trades is the number of completed trades the strategy actually took during the tested period.
- Total Return is the cumulative strategy result across the full tested period, after the current fee and slippage assumptions.
- Drawdown is the worst peak-to-trough decline of the strategy equity during the run.
- Win Rate is the fraction of completed trades that were profitable.
- Profit Factor is gross profit divided by gross loss; above 1 is generally better, below 1 means losses outweighed gains.
- Thresholds were added because the first-pass raw strategies traded too often and were too easily overwhelmed by costs.
- Fees and slippage are included in all runs, so results reflect friction rather than idealized fills.