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Step 22 — Paper runner with simple live detector

What: plug the best current simple live detector directly into the Step 19 stateful paper runner. Why: remove manual regime dependence without downgrading the runner architecture.

Detector and runner definition

• Live detector: bull if dist200 > 6% and 7d return > 4%; bear if dist200 < -6% and 7d return < -4%; else sideways.
• Runner: Step 19 incremental stateful paper runner.
• Strategy logic held constant: bull dip-buy 24/4/16 unfiltered; bear rally-fade 24/4/16 with dist-to-200MA filter; sideways no trade.
• Execution model: 10 bps fee + 5 bps slippage, time exit after 16 bars.

Full-sample comparison

Observed live state mix

• Bull: 12.21%
• Bear: 12.45%
• Sideways: 75.34%
• Latest state: sideways at 2026-03-11T23:00:00Z

Honest read

• This removes the manual regime dependency while keeping the stronger Step 19 stateful runner intact.
• The simple live detector is clearly better than the older live-style v1 here: 25.72% more total return with smaller drawdown.
• It is much better than the weekly proxy for this use case: 77.25% more total return, lower drawdown, and far stronger profit factor.
• It still trails the Step 19 manual benchmark by 18.34% of total return, so this is a practical paper-runner default, not proof that live detection is solved.
• Most important implementation result: the Step 20 detector path reproduces cleanly inside the Step 19 runner, so the paper-trading stack no longer depends on manual regime labels.

Latest runner state

• Processed rows: 38039
• Signals logged: 38039
• Latest bar: 2026-03-11T23:00:00Z
• Latest equity: 1.8659x
• Open position: none
• Trade log rows: 56