stillme v2
Pullback execution lab
DATA ONLY, no live orders
DATA ONLY, no live orders
Last update: 2026-07-22 09:25 UTC
DATA ONLY — no live orders
v2 tests whether stricter fill assumptions survive after fees. The SHORT-only rule was chosen from backfill data, so the gate verdict uses live-collected episodes only.
v2 tests whether stricter fill assumptions survive after fees. The SHORT-only rule was chosen from backfill data, so the gate verdict uses live-collected episodes only.
Gate progress (live only)
472/200 fills
avg -0.380% (≥+0.25%), win 37.1% (≥55%)
v2 PASS all
-0.287%
542 fills, win 39.5%
v2 PASS live
-0.380%
472 fills, win 37.1%
v2 Fill Rate
76.9%
2,567 no-fill, 11,128 signals
Control: same signal, pullback vs chasepairs differing only in entry method — a positive edge means the pullback entry caused it
| Group | Pairs | Pull Avg | Pull Win | Chase Avg | Chase Win | Edge (pull−chase) |
|---|---|---|---|---|---|---|
| PASS fills all | 49 | -0.348% | 42.9% | -0.556% | 36.7% | +0.208% |
| PASS backfill (in-sample) | 0 | — | — | — | — | — |
| PASS live (validation) | 49 | -0.348% | 42.9% | -0.556% | 36.7% | +0.208% |
| PASS no-fill — if chased | 206 | no fill | — | +0.517% | 69.9% | — |
Regime split: PASS by BTC directionchecks the SHORT-only strategy's market dependence — heavy up-day losses make a regime gate a v3 candidate
| Group | Fills | Pull Avg | Win Rate | Chase Avg |
|---|---|---|---|---|
| Live · BTC up day | 240 | -0.178% | 43.3% | -0.352% |
| Live · BTC down day | 232 | -0.588% | 30.6% | -0.907% |
| All · BTC up day | 261 | -0.144% | 43.3% | -0.352% |
| All · BTC down day | 281 | -0.419% | 35.9% | -0.907% |
Risk: MAE/MFE & funding (measurement only, not gated)max adverse (MAE) / max favorable (MFE) excursion while held, plus funding settlement cost — the real go/no-go for live
| Group | Fills | Net | Avg MAE | Worst MAE | Avg MFE | Funding PnL | Net incl Funding |
|---|---|---|---|---|---|---|---|
| PASS live (validation) | 472 | -0.380% | -1.281% | -8.232% | +1.046% | -0.004% | -0.384% |
| PASS all | 542 | -0.287% | -1.281% | -8.232% | +1.046% | -0.004% | -0.291% |
Score discriminationis the high-score half better than the low — if not, tightening the gate can't rescue it (v3 fork)
| Group | Score Band | Fills | Net | Win Rate |
|---|---|---|---|---|
| Live | below (score < 81) | 188 | -0.294% | 38.3% |
| Live | above (score ≥ 81) | 284 | -0.436% | 36.3% |
| All | below (score < 81) | 220 | -0.238% | 39.5% |
| All | above (score ≥ 81) | 322 | -0.320% | 39.4% |
v1 vs v2after-fee performance and fillability (different universe/horizon, reference only)
| Group | Signals | Evaluated | Fills | Fill Rate | NO_FILL | Win Rate | Avg Net |
|---|---|---|---|---|---|---|---|
| v1 all | 120,679 | 120,566 | 120,566 | 100.0% | 0 | 45.2% | -0.108% |
| v1 PASS 24h | 643 | 618 | 618 | 100.0% | 0 | 42.7% | -0.105% |
| v1 SHORT all (control ref) | 61,485 | 61,434 | 61,434 | 100.0% | 0 | 47.2% | -0.036% |
| v1 SHORT 24h (control ref) | 1,249 | 1,198 | 1,198 | 100.0% | 0 | 49.5% | +0.332% |
| v2 all | 11,128 | 11,098 | 8,531 | 76.9% | 2,567 | 44.1% | -0.653% |
| v2 24h | 169 | 139 | 108 | 77.7% | 31 | 41.7% | -1.084% |
| v2 PASS all | 766 | 766 | 542 | 70.8% | 224 | 39.5% | -0.287% |
| v2 PASS backfill (in-sample) | 88 | 88 | 70 | 79.5% | 18 | 55.7% | +0.338% |
| v2 PASS live (validation) | 678 | 678 | 472 | 69.6% | 206 | 37.1% | -0.380% |
PASS symbol concentrationchecks single-symbol skew (a gate condition)
| Symbol | Fills | Share | Avg Net | Total Net |
|---|---|---|---|---|
| HYPEUSDT | 74 | 13.7% | -0.027% | -1.984% |
| ZECUSDT | 70 | 12.9% | -0.380% | -26.597% |
| SOLUSDT | 59 | 10.9% | -0.238% | -14.034% |
| ETHUSDT | 49 | 9.0% | -0.490% | -24.031% |
| XRPUSDT | 47 | 8.7% | -0.341% | -16.007% |
v2 rulesvalidation conditions before live
| Entry | No instant market entry; only pullback limit fills count |
| Wait | NO_FILL if no pullback within 60 minutes |
| Horizon | Result evaluated 4 hours after fill |
| Fee | maker entry 0.02% + taker exit 0.05% = 0.07% (time-based exits assume a market order) |
| Gates | volume, OI, spread, book depth, duplicate-episode block |
| Side | PASS is currently SHORT-only; LONG stays SKIP until data improves |
| Caveat | the SHORT-only rule was set from backfill (in-sample) data; the gate verdict uses live-collected data only |
| Mode | DATA ONLY, no live orders |
Latest v2 candidatesnew conditional entry signals
| Decision | Symbol | Side | Score | Entry Px | 15m | Spread | Reason |
|---|---|---|---|---|---|---|---|
| SKIP | AKEUSDT | SHORT | 25.0 | 0.00167571 | -3.307% | 1.20 bps | strong impulse; 5m confirms; 60m trend confirms; volume gate passed; OI gate passed; very tight spread; book too thin; taker flow confirms; top positioning conflicts; blocked: depth gate |
Latest v2 outcomesfill / no-fill / 4-hour result
| Result | Decision | Symbol | Side | Entry | Exit | Net | Hold |
|---|---|---|---|---|---|---|---|
| WIN | SKIP | ZHIPUUSDT | SHORT | 2026-07-22 05:07 UTC | 2026-07-22 09:08 UTC | +0.874% | 241m |
| LOSS | SKIP | AKEUSDT | SHORT | 2026-07-22 04:56 UTC | 2026-07-22 09:02 UTC | -2.822% | 245m |
| WIN | SKIP | LABUSDT | SHORT | 2026-07-22 04:46 UTC | 2026-07-22 08:51 UTC | +13.000% | 244m |
| LOSS | SKIP | LABUSDT | LONG | 2026-07-22 04:26 UTC | 2026-07-22 08:28 UTC | -20.307% | 242m |
| LOSS | SKIP | HYPEUSDT | LONG | 2026-07-22 04:16 UTC | 2026-07-22 08:16 UTC | -3.135% | 240m |
| WIN | SKIP | LAUSDT | LONG | 2026-07-22 04:16 UTC | 2026-07-22 08:16 UTC | +4.212% | 240m |
| LOSS | SKIP | ONDOUSDT | LONG | 2026-07-22 04:16 UTC | 2026-07-22 08:16 UTC | -0.045% | 240m |
| LOSS | SKIP | ESPORTSUSDT | LONG | 2026-07-22 04:06 UTC | 2026-07-22 08:11 UTC | -3.284% | 245m |
| WIN | PASS | ZECUSDT | SHORT | 2026-07-22 04:06 UTC | 2026-07-22 08:11 UTC | +1.079% | 245m |
| WIN | SKIP | LAUSDT | SHORT | 2026-07-22 03:35 UTC | 2026-07-22 07:36 UTC | +2.049% | 241m |
| LOSS | SKIP | DEXEUSDT | LONG | 2026-07-22 03:35 UTC | 2026-07-22 07:36 UTC | -8.549% | 241m |
| WIN | PASS | HYPEUSDT | SHORT | 2026-07-22 03:24 UTC | 2026-07-22 07:25 UTC | +2.979% | 240m |
| LOSS | SKIP | ONDOUSDT | SHORT | 2026-07-22 03:24 UTC | 2026-07-22 07:25 UTC | -0.320% | 240m |
| WIN | SKIP | AKEUSDT | LONG | 2026-07-22 02:54 UTC | 2026-07-22 06:56 UTC | +10.400% | 242m |
| LOSS | SKIP | ERAUSDT | LONG | 2026-07-22 02:43 UTC | 2026-07-22 06:45 UTC | -2.194% | 241m |
| NO_FILL | WATCH | SKHYNIXUSDT | SHORT | 2026-07-22 02:43 UTC | 2026-07-22 03:43 UTC | NO_FILL | 0m |
| NO_FILL | SKIP | SKHYUSDT | SHORT | 2026-07-22 02:43 UTC | 2026-07-22 03:43 UTC | NO_FILL | 0m |
| LOSS | SKIP | BANKUSDT | LONG | 2026-07-22 02:33 UTC | 2026-07-22 06:34 UTC | -7.331% | 240m |
| NO_FILL | SKIP | KORUUSDT | SHORT | 2026-07-22 02:13 UTC | 2026-07-22 03:13 UTC | NO_FILL | 0m |
| LOSS | SKIP | ERAUSDT | SHORT | 2026-07-22 02:02 UTC | 2026-07-22 06:05 UTC | -1.109% | 242m |