● fresh — 0.0h ago · Counterfactual replay of 22210 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 2026-10-13 12:24 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
40% SCALP_TRAIL + 33% TIGHT5 + 27% SCALP
Weighted by profit × consistency — (expectancy × win-rate)^1.5 over the top-3 positive-expectancy exits, so the best exit (SCALP_TRAIL) takes the lion’s share and losing exits get zero. Pure SCALP_TRAIL maximizes raw profit (Row SCALP_TRAIL below: $784,812); 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(arm10/tr15/sl-20) 🟢
+58%
+16%
[+12%,+20%]
+6%
21324+6326
37✓
regime:poor
S(arm10/tr15/sl-20) 🟢
+55%
+13%
[+10%,+17%]
+4%
12301+2703
35✓
chain:sol
S(arm10/tr15/sl-20) 🟢
+67%
+23%
[+16%,+31%]
+11%
12194+1736
40✓
profile:SWING
S(arm5/tr15/sl-20) 🟢
+79%
+43%
[+33%,+55%]
+18%
12077+1083
428✓
regime:ground
S(arm10/tr15/sl-20) 🟢
+65%
+19%
[+13%,+26%]
+8%
7972+3205
47✓
chain:bsc
S(arm15/tr15/sl-20) 🟢
+45%
+15%
[+8%,+25%]
+5%
5743+1151
25✓
profile:TIGHT5
S(arm5/tr15/sl-20) 🟢
+22%
+111%
[+50%,+168%]
+74%
5876+26
330✓
profile:SCALP-SWEEP-REV
S(arm30/tr15/sl-20) 🟢
-1%
+3%
[-3%,+13%]
+1%
2848+534
26✓
chain:base
S(arm15/tr15/sl-20) 🟢
+35%
+5%
[+2%,+8%]
+1%
2092+907
52✓
src:fomo
S(arm5/tr15/sl-20) 🟢
+60%
+77%
[+60%,+100%]
+41%
1442+917
403✓
chain:eth
S(arm8/tr15/sl-20) 🟢
+87%
+12%
[+8%,+18%]
+3%
835+1287
52✓
src:volume_path
S(arm20/tr15/sl-20) 🟢
+62%
+1%
[-1%,+3%]
-2%
288+1825
14✓
src:momentum_scalp
S(arm5/tr15/sl-20) 🟢
+87%
+46%
[+28%,+63%]
+14%
1615+361
411✓
profile:SWING_ARM21
S(arm5/tr15/sl-20) 🟢
+63%
+46%
[+19%,+91%]
+24%
1404+452
96✓
chain:robinhood
S(arm10/tr15/sl-20) 🟢
+52%
+15%
[+4%,+33%]
+7%
618+1084
44✓
src:clu:fomo
S(arm10/tr15/sl-20) 🟢
+53%
+10%
[+2%,+22%]
-1%
1406+249
21✓
src:B
S(arm8/tr15/sl-20) 🟢
+52%
+15%
[-8%,+23%]
-10%
1186+47
68✓
profile:SNIPE
S(arm5/tr15/sl-20) 🟢
+35%
+30%
[+12%,+51%]
+1%
1060+171
428✓
src:C
S(arm5/tr15/sl-20) 🟢
+50%
+64%
[+34%,+115%]
+27%
1005+217
428✓
src:known_conv
S(arm20/tr15/sl-20) 🟢
+21%
+10%
[-1%,+31%]
+6%
663+555
27✓
src:A
S(arm5/tr15/sl-20) 🟢
+82%
+37%
[+19%,+50%]
+15%
1076+120
189✓
src:oggy_kol
S(arm5/tr15/sl-20) 🟢
+44%
+18%
[+2%,+44%]
-5%
1113+80
393✓
src:whalemover
S(arm10/tr15/sl-20) 🟢
+32%
+7%
[+1%,+12%]
+0%
713+356
32✓
src:smartmoney
S(arm5/tr15/sl-20) 🟢
+63%
+36%
[+14%,+66%]
+8%
918+58
423✓
src:cluster
S(arm5/tr15/sl-20) 🟢
+88%
+71%
[+39%,+114%]
+35%
865+95
402✓
src:fomo_curated
S(arm5/tr15/sl-20) 🟢
+50%
+87%
[+33%,+175%]
+52%
856+100
423✓
regime:extreme_poor
S(arm25/tr15/sl-20) 🟢
+37%
+7%
[-3%,+24%]
+4%
533+392
23✓
src:wallet_buysize
S(arm5/tr15/sl-20) 🟢
+47%
+70%
[+27%,+152%]
+40%
749+128
286✓
src:sa_accum
S(arm5/tr15/sl-20) 🟢
+55%
+17%
[+6%,+30%]
+4%
526+328
96✓
src:source_strategy
S(arm15/tr15/sl-20) 🟢
+83%
+6%
[-1%,+14%]
+2%
587+217
21✓
src:accum_engine
S(arm5/tr15/sl-20) 🟢
+22%
+39%
[+21%,+60%]
+20%
553+127
321✓
profile:SWING_TRAIL25_5
S(arm5/tr15/sl-20) 🟢
+59%
+27%
[+6%,+63%]
+9%
567+15
188✓
src:wallet_intel
S(arm5/tr15/sl-20) 🟢
+28%
+27%
[+10%,+49%]
+12%
218+309
27✓
src:trending
S(arm5/tr15/sl-20) 🟢
+54%
+17%
[-4%,+47%]
+4%
484+26
381✓
src:D
S(arm5/tr15/sl-20) 🟢
+70%
+36%
[+19%,+60%]
+15%
396+67
265✓
src:control
S(arm8/tr15/sl-20) 🟢
+116%
+85%
[+61%,+109%]
+51%
379+66
89✓
src:scout
S(arm5/tr15/sl-20) 🔺
+64%
+2%
[-7%,+15%]
-10%
390+17
5
sig:GMGN-CLUSTER
S(arm5/tr15/sl-20) 🟢
+39%
+54%
[+22%,+92%]
+32%
266+107
151✓
sig:FRESH-SWARM
S(arm5/tr15/sl-20) 🟢
+39%
+46%
[+15%,+79%]
+26%
263+83
151✓
src:oggy_boost
S(arm5/tr15/sl-20) 🟢
+87%
+66%
[+27%,+136%]
+36%
274+54
318✓
src:cipher
S(arm5/tr15/sl-20) 🟢
+63%
+65%
[+16%,+153%]
+32%
230+74
327✓
src:alpha_brief
S(arm5/tr15/sl-20) 🟢
+22%
+16%
[+7%,+25%]
+2%
179+119
52✓
sig:STEALTH
S(arm5/tr15/sl-20) 🟢
+42%
+24%
[+4%,+45%]
+8%
237+59
164✓
sig:STEALTH-WAVE
S(arm5/tr15/sl-20) 🟢
+45%
+28%
[+11%,+43%]
+8%
194+94
151✓
sig:ASSOC-SUPPLY
S(arm5/tr15/sl-20) 🟢
+50%
+19%
[+5%,+30%]
+2%
196+70
151✓
src:sniper
S(arm5/tr15/sl-20) 🟢
+25%
+60%
[+24%,+86%]
+28%
213+34
399✓
src:clu:dowville
S(arm5/tr15/sl-20) 🟢
+17%
+45%
[+4%,+92%]
+24%
191+55
283✓
sig:CLUSTERED-SUPPLY
S(arm8/tr15/sl-20) 🟢
+49%
+45%
[+15%,+75%]
+25%
143+93
55✓
sig:REPEAT×3
S(arm8/tr15/sl-20) 🟢
+59%
+36%
[+10%,+64%]
+20%
118+97
25✓
src:volume_spike
S(arm5/tr15/sl-20) 🟢
+25%
+43%
[+26%,+69%]
+17%
130+69
315✓
sig:FLOW-DIV
S(arm5/tr15/sl-20) 🟢
+73%
+19%
[-8%,+36%]
+2%
116+43
151✓
sig:REACCUM
S(arm10/tr15/sl-20) 🟢
+34%
+9%
[+1%,+20%]
-3%
86+72
25✓
src:floor_revival
S(arm5/tr15/sl-20) 🟢
+44%
+66%
[+9%,+84%]
+36%
122+33
315✓
src:inversion_alpha
S(arm5/tr15/sl-20) 🟢
+38%
+7%
[-9%,+41%]
-13%
127+22
199✓
sig:HL
S(arm8/tr15/sl-20) 🟢
+45%
+22%
[-4%,+54%]
+7%
99+30
64✓
src:trench
S(arm5/tr15/sl-20) 🟢
+34%
+82%
[+58%,+113%]
+45%
85+39
315✓
profile:MOMENTUM
S(arm5/tr15/sl-20) 🟢
+53%
+21%
[-5%,+38%]
-11%
88+33
428✓
src:clu:sapphy
S(arm5/tr15/sl-20) 🟢
+24%
+93%
[+5%,+247%]
+56%
91+29
272✓
src:kol:michacalls
S(arm5/tr15/sl-20) 🟢
+28%
+80%
[+25%,+180%]
+41%
63+55
312✓
sig:REPEAT×4
S(arm5/tr15/sl-20) 🟢
+35%
+75%
[+14%,+189%]
+49%
47+32
72✓
sig:SUPPLY-CONTROL
S(arm8/tr15/sl-20) 🟢
+109%
+25%
[-7%,+68%]
+13%
54+19
59✓
src:accum_sig_gmgn_cluster
S(arm5/tr15/sl-20) 🟢
+49%
+71%
[+6%,+184%]
+46%
50+21
74✓
sig:SQUEEZE
S(arm8/tr15/sl-20) 🟢
+8%
+20%
[-8%,+67%]
+10%
47+23
60✓
src:accum_sig_fresh_swarm
S(arm8/tr15/sl-20) 🟢
+51%
+40%
[+6%,+65%]
+22%
52+15
3
src:accum_sig_flow_div
S(arm8/tr15/sl-20) 🟢
+43%
+32%
[-1%,+100%]
+14%
42+15
33✓
src:accum_sig_stealth
S(arm10/tr15/sl-20) 🟢
+47%
+9%
[-7%,+21%]
-2%
41+15
3
Engine next steps:
⚠️ UNCONFIRMED champions look strong in eventual-peak replay but have NOT cleared a path-true randomized actual-fill test (TRAIL-hair and TIGHT5 were previously promoted from replay and both lost live, see since_promotion on paper.html): profile:SWING:S(arm5/tr15/sl-20)(tier=NO_PATH_TRUE_AUTHORITY), profile:SNIPE:S(arm5/tr15/sl-20)(tier=NO_PATH_TRUE_AUTHORITY), profile:MOMENTUM:S(arm5/tr15/sl-20)(tier=NO_PATH_TRUE_AUTHORITY), profile:TIGHT5:S(arm5/tr15/sl-20)(tier=NO_PATH_TRUE_AUTHORITY) — replay may nominate only; do not promote
grid-edge params in GLOBAL, profile:SWING, profile:SNIPE, profile:MOMENTUM → widen ARM/TRAIL grid next run
thin OOS windows (profile:TIGHT5, profile:SWING_TRAIL25_5, src:trending, src:clu:sapphy) → keep collecting, re-validate in 3d
ENTRY quality (median peak): best oggy_boost +47% (n328) vs worst whalemover_rh -1% (n923) — 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.