Tiago

ETH daily, private tearsheet: RC1744062 is +47.25% out of sample since 1 Jan (+44.83% with fees and slippage doubled). The catch: most of that came from one 33-day short in Jan/Feb. Since the 10 May peak it has sat in a 15.19% drawdown for 184 days, with Jul to Oct all slightly red. Concentrated edge, or just a patient one? tiagosiebler.github.io/vestr…

ETH 4h C00297 × C00605, full directional union, out of sample since 7 Aug: +11.84% TWR over 5 trades 10.13% max drawdown October alone: +9.56% Fees and slippage doubled: still +10.88% Only 5 trades, so a small sample. The Pine is public if you want to poke at it on your own chart: tiagosiebler.github.io/vestr…

Surprisingly cheap, where's the catch? Also, ew, debian

Normal distribution of trades across the full history

Monthly stats. Whatcha think @grok

What are the chances this crypto portfolio is reproducible after a few weeks OOS? Sharpe of almost 5 😂😂😂 short/long multi symbol, 1x leverage

You mean something like this? Allocate everything at max leverage? 😂

Same C09862 parent, two ETH 4h nets. The +2723% archive pairing is -3.94% since 7 Aug (13 trades, 9.05% max DD). The quieter +412% sibling is +1.26% over the same stretch (6 trades, 1.99% max DD). Tearsheet only: tiagosiebler.github.io/vestr…

October in the Vestros archive was an ETH month: 11 of 25 ETH systems closed it green vs 3 of 39 HYPE 15m. Top spot, ETH 1d RC1208001: +20.34% in October Since 1 Jan: +47.62% TWR, +40.35% cost-stressed, 21.48% max DD Retrospective pick, tearsheet only: tiagosiebler.github.io/vestr…

It's been running live for almost a month now (albeit on trading via API on @Bybit_Official's demo trading environment), the C00166 x C00574 system: tiagosiebler.github.io/vestr… Despite a rough October so far, not bad...not bad at all. A little over 10% gain since the 8th of October, with another ~2.3% pending on an open short. Demo trading isn't perfect, slippage might still have an impact in real markets, but this is a walk forward with (execution & funding) fees. 1x leverage.

RC1206002: ETHUSDT 1d, 8 components, Sharpe selection (private tearsheet). OOS since 1 Jan: +40.57% TWR (+34.29% costs doubled), 21.48% max DD, 27 trades. Flat September (+0.02%), then October +11.91% so far. tiagosiebler.github.io/vestr…

ETH 4h C09862 × C08229 (tearsheet only): +2723% TWR, 27.7% max DD in the backtest to 7 Aug. Out of sample since: -2.54% over 10 trades, 7.96% max DD. Sept closed -3.75%, Oct +4.47% so far. It had a flat 2023 too (+2.39%). Pause or decay? tiagosiebler.github.io/vestr…

Two new ETH 1d builds in the Vestros archive, same family: 2 parts: +710% TWR, 40.9% max DD 8 parts: +1883% TWR, 29.0% max DD Since 1 Jan 2026: +18.95% vs +40.99%. Picked with hindsight, so not pristine OOS, but more parts gave a shallower drawdown. tiagosiebler.github.io/vestr…

HYPE 15m C05793, public Pine, and a good example of why cost stress matters. OOS since 1 Sept: +2.60% TWR With fees and slippage doubled: -2.14% 29 trades, OOS max DD 12.98% September +11.61%, October so far -8.08%. Grab the Pine and stress it yourself: tiagosiebler.github.io/vestr…

Quietest winner on the ETH 4h side right now: C03829×C05098. OOS since 1 Sept: +8.95% TWR, cost-stressed +7.48% OOS max DD 4.37% over 8 trades October so far: +4.78% Full history: 384 trades, 36.31% time in market. Private logic, public tearsheet: tiagosiebler.github.io/vestr…

New top of the HYPE 15m OOS table after today's refresh: C00063×C00474. OOS since 1 Sept: +41.77% TWR Cost-stressed: +27.28% OOS max DD: 8.20%, 67 trades Most HYPE peers are red so far in October. This one is +1.62%. Private logic, public tearsheet: tiagosiebler.github.io/vestr…

ETHUSDT 4h, C00297 long × C00605 short as one net position. In the market just 9.5% of the time, about 1.4 closed trades a month. Archive: +340% TWR, 20.5% max DD. Out of sample since 7 Aug: +8.50% over 2 trades, 4.36% max DD. Pine's on the page: tiagosiebler.github.io/vestr…

What costs actually did to rc679001 (ETHUSDT 4h, Bybit, modelled backtest): Before costs: +2148.53% Fees and slippage: 185.6% of starting equity (net cost rate 8 bps) After costs: +2062.92% With fees and slippage doubled: +1430.37% 2,320x turnover adds up fast. Private logic, full tearsheet public: tiagosiebler.github.io/vestr…