Trading Lab Share Report — phase_a_full

Executive summary

This batch is an early research readout rather than a final strategy verdict.
The least bad average segment was Breakout on 5m data at -2.83%.
The weakest average segment was Mean Reversion on 5m data at -19.90%.
The best run that actually traded was Momentum · BTC · 5m · lookback 6 / hold 6 with total return -0.77%.
Interpret these as research signals about direction and quality, not as production-ready trading systems.

Best trading run in this batch: Momentum · BTC · 5m · lookback 6 / hold 6

This first pass established the research baseline: raw unfiltered strategies were broadly weak, especially on 5m data.

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

The purpose of this batch was to validate the full research loop: data fetch, processing, backtesting, and reporting.
The main lesson was that raw signals were too noisy and too frequent. 5-minute strategies were hit especially hard by fees, slippage, and overtrading.
15-minute results were generally less bad than 5-minute results, which suggested the project should move upward in timeframe rather than downward.
Breakout looked less bad than the other families on average, while mean reversion on 5-minute data looked especially poor.
That is why the next step shifted toward larger timeframes, stronger thresholds, and fewer trades.

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 · BTC · 5m · range 24 / hold 6	0	0.00%	0.00%	0.00%	0.000
Breakout · BTC · 5m · range 12 / hold 3	0	0.00%	0.00%	0.00%	0.000
Momentum · BTC · 5m · lookback 6 / hold 6	2	-0.77%	-0.77%	0.00%	0.000
Mean Reversion · BTC · 5m · lookback 6 / hold 4	2	-0.77%	-0.77%	0.00%	0.000
Momentum · BTC · 5m · lookback 3 / hold 3	5	-1.01%	-1.28%	20.00%	0.211
Mean Reversion · BTC · 5m · lookback 3 / hold 2	5	-1.44%	-1.44%	0.00%	0.000
Mean Reversion · BTC · 15m · lookback 6 / hold 4	26	-1.77%	-4.30%	53.85%	0.798
Mean Reversion · ETH · 15m · lookback 6 / hold 4	26	-1.89%	-4.90%	34.62%	0.814
Breakout · SOL · 15m · range 24 / hold 6	5	-2.93%	-3.09%	40.00%	0.054
Mean Reversion · SOL · 15m · lookback 6 / hold 4	24	-2.94%	-4.13%	54.17%	0.669

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 · ETH · 5m · lookback 3 / hold 2	167	-38.39%	-38.77%	13.77%	0.089
Mean Reversion · SOL · 5m · lookback 3 / hold 2	170	-37.29%	-37.81%	15.88%	0.145
Momentum · SOL · 5m · lookback 3 / hold 3	119	-28.40%	-28.94%	23.53%	0.230
Momentum · ETH · 5m · lookback 3 / hold 3	117	-26.83%	-27.45%	22.22%	0.220
Mean Reversion · SOL · 5m · lookback 6 / hold 4	93	-21.35%	-21.75%	22.58%	0.260
Mean Reversion · ETH · 5m · lookback 6 / hold 4	89	-20.13%	-20.16%	20.22%	0.244
Momentum · SOL · 5m · lookback 6 / hold 6	61	-14.46%	-14.46%	27.87%	0.358
Mean Reversion · ETH · 15m · lookback 3 / hold 2	53	-13.82%	-14.31%	26.42%	0.272
Momentum · ETH · 5m · lookback 6 / hold 6	63	-13.77%	-14.07%	31.75%	0.344
Mean Reversion · BTC · 15m · lookback 3 / hold 2	54	-12.42%	-13.05%	27.78%	0.261

This batch evaluates three strategy families across 5m, 15m.

Data basis / timeframe: the actual experiments in this report are based on 5m, 15m bar data.
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.