Building in public - real money

I run a real-money crypto trading bot in public.
The interesting part is the graveyard of dead ideas.

Most trading content shows you the winners and hides the losers. I do the opposite: every strategy I test, every one I kill, and the exact stat that killed it - out in the open. The numbers below are live, not marketing.

Live scoreboard

What's actually running with real money

Fewer strategies than you'd expect. The one I trust most is boring and market-neutral (funding carry). A trend sleeve runs too, but it's mostly beta. The market-neutral vol-selling edge is validated but not armed yet, so it's not here. Everything exciting is in the graveyard below. Live figures, straight from the tracker.

Loading live numbers... (first load can take ~30s - the free server was asleep)

This is what's live right now, straight from config. Every strategy I have ever run - live and backtested - is tracked the same way here. Radical transparency is the point.

The graveyard

Ideas that looked great and died anyway

Each of these looked promising in a backtest. Then it met walk-forward, a cross-asset check, or a multiple-testing correction - and didn't survive. Killing my own favorite ideas on purpose is the whole method.

RSI & volume divergences

Killed by: ~2,200 walk-forward tests, 0 beat noise (p<0.05)

By chance ~220 should have looked significant. I found 4. The prettiest was n=8, p=0.31. The pivot is the signal, not the divergence.

A +103%/yr backtest

Killed by: honest expectation once I stopped assuming the bull repeats: ~7%

The backtest wasn't lying. I was, by averaging a once-in-a-cycle bull run into "forever."

A +66% BTC trend system

Killed by: cross-asset gate - ETH -11%, SOL -60%, frozen params

And later: 0.91 correlation to buy-and-hold. It was never alpha, just leverage on a rising market.

HFT mean-reversion / scalping

Killed by: costs - net -7 to -10 bps/trade, negative every year

The gross edge was real. Fees + funding + slippage ate all of it.

Sentiment as a contrarian gate

Killed by: the sign was inverted on BTC/ETH/SOL

In crypto, extreme greed is momentum, not a fade. "Be greedy when others are fearful" is a bad gate here.

0 of my 20 best strategies

Killed by: Deflated Sharpe - hurdle 0.95, best got 0.115

Test 35,000 configs and your best has Sharpe 3? That's what noise looks like at the max.

The build log

Latest from the journal

The unglamorous middle: features built and abandoned, bugs found, experiments started and killed. The struggle is the story.

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Verify it yourself

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