Tiago

ETH 4h, public Pine: C00060 × C00605 is +20.22% out of sample since 7 Aug (10 trades, 11.34% max DD, +18.25% with fees and slippage doubled). Aug +8.57%, Sept +0.17%, Oct +6.26%, Nov +4.73% so far. The Pine is on the page if you want to test it: tiagosiebler.github.io/vestr…

about 40,000 todo apps, each with its own agent orchestrator

step 5 kinda cuts both ways tho, run it on 20 coins and keep the 3 that pass and you've just picked the lucky pairs. would want the pass rate across all 20 before trusting any of them

fair. random entries with the same fees and hold time is a cheap test too, would be interesting to see where it lands without that one short

16 trades at PF 3.12 is a couple of losers away from looking ordinary. how many ORB variants did the optimiser try before this one got picked?

nice, so the last few yrs on that chart are genuinely untouched then. is the original post with those params still up? would like to see the date on it

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…

my laptop fan just stood down for the first time since 2019

2.30 IS to 0.12 OOS is pretty much what you'd expect if a few hundred variants got tried and only the winner gets shown. anyone actually logging how many they tried before picking?

fair, it was the best of a fair few so some of that sharpe is just from being picked. few weeks is nothing really, will check back in a couple of months

Yass, with a submitTrailingStop method for max convenience

Always has been...

All of these systems in the public archive are frozen. They won't face any changes from here, the public archive is purely for continued/frozen OOS monitoring.

👋

when were the blog settings fixed? if the ATR multiple and the move filter were locked before those last few yrs, nice. if they've been nudged since, the OOS bit is softer than it looks

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…

a game where magic is a system you study and alter is just being a dev on a legacy codebase with nicer lighting

the market changing is the reason to backtest properly tbh. keep a stretch of data you never look at till the rules are frozen, then see if it still holds up

max tokens is basically electrolytes for llms tbh