Immutable elites
10 cost-aware winners continue with IDs and parameters unchanged.
SIMULATION DIAGNOSTIC · RESEARCH ONLY
Tournament
health report
Generation-level evidence for selection quality, elite survival, exploration mix, and the continuously trained ML challenger.
01
Executive Summary
The decline was real but not monotonic. Recorded pooled win rate ranges from 22.32% to 24.28% and is 22.74% in the latest completed evaluation. Fresh explorers increase variance; raw win rate is diagnostic, not the promotion objective.
Winning bots are now protected explicitly. Ten elite IDs and their exact rule JSON must survive unchanged before a generation can be committed.
02
Generation evidence
Pooled win rate is wins divided by completed simulated trades; it is not the selection objective. End equities equal the recorded normalized index × $1,000, after evaluated-window closeout and simulated costs; the sealed holdout is excluded. Multi-market results use the mean independent market equity. Mean and best below summarize candidate end equities, not a shared portfolio.
| Generation / evaluation | Bots | Trades | Win rate | Mean end equity ($) | Best end equity ($) | Elites kept |
|---|---|---|---|---|---|---|
| 110 | 10000 | 5159185 | 22.42% | $692.38 | $1,919.89 | 0 |
| 111 | 10000 | 5174368 | 23.23% | $692.00 | $1,919.89 | 0 |
| 112 | 10000 | 4948582 | 23.46% | $691.46 | $1,919.89 | 0 |
| 113 | 10000 | 4849661 | 23.67% | $691.67 | $1,919.89 | 0 |
| 114 | 10000 | 4591426 | 23.44% | $692.75 | $1,919.89 | 0 |
| 115 | 10000 | 4721986 | 23.33% | $699.26 | $1,919.89 | 0 |
| 116 | 10000 | 5241936 | 22.42% | $713.92 | $1,919.89 | 0 |
| 117 | 10000 | 5044599 | 22.34% | $705.89 | $1,919.89 | 0 |
| 118 | 10000 | 5095912 | 22.32% | $699.18 | $1,919.89 | 0 |
| 119 | 10000 | 4959552 | 23.84% | $689.89 | $1,919.89 | 0 |
| 120 | 10000 | 4921511 | 23.08% | $693.68 | $1,919.89 | 0 |
| 121 | 10000 | 4643982 | 24.00% | $690.64 | $1,919.89 | 0 |
| 122 | 10000 | 4700181 | 23.20% | $693.57 | $1,919.89 | 0 |
| 123 | 10000 | 4436279 | 23.73% | $693.31 | $1,919.89 | 0 |
| 124 | 10000 | 5156134 | 22.57% | $705.21 | $1,919.89 | 0 |
| 125 | 10000 | 5175603 | 22.73% | $697.85 | $1,919.89 | 0 |
| 126 | 10000 | 5108558 | 22.58% | $695.22 | $1,919.89 | 0 |
| 127 | 10000 | 5280282 | 23.32% | $693.48 | $1,919.89 | 0 |
| 128 | 10000 | 5211927 | 23.02% | $692.87 | $1,919.89 | 0 |
| 129 | 10000 | 4646816 | 23.99% | $692.47 | $1,919.89 | 0 |
| 130 | 10000 | 4534144 | 23.44% | $695.02 | $1,919.89 | 0 |
| 131 | 10000 | 4615560 | 22.84% | $701.49 | $1,919.89 | 0 |
| 132 | 10000 | 5060508 | 23.31% | $707.56 | $1,919.89 | 0 |
| 133 | 10000 | 5070871 | 22.48% | $696.08 | $1,919.89 | 0 |
| 134 | 10000 | 5191865 | 22.66% | $703.21 | $1,919.89 | 0 |
| 135 | 10000 | 4884812 | 23.84% | $684.25 | $1,919.89 | 0 |
| 136 | 10000 | 4989581 | 23.51% | $693.60 | $1,919.89 | 0 |
| 137 | 10000 | 4624806 | 23.87% | $693.00 | $1,919.89 | 0 |
| 138 | 10000 | 4686900 | 23.53% | $695.75 | $1,919.89 | 0 |
| 139 | 10000 | 4735672 | 23.58% | $695.00 | $1,922.00 | 0 |
| 140 | 10000 | 5197021 | 22.96% | $704.45 | $1,922.00 | 0 |
| 141 | 10000 | 5031560 | 22.88% | $701.14 | $1,922.00 | 0 |
| 142 | 10000 | 4999557 | 22.79% | $706.13 | $1,922.00 | 0 |
| 143 | 10000 | 4801006 | 23.89% | $696.62 | $1,922.00 | 0 |
| 144 | 10000 | 4800706 | 23.53% | $693.49 | $1,922.00 | 0 |
| 145 | 10000 | 4746501 | 23.87% | $698.62 | $1,922.00 | 0 |
| 146 | 10000 | 4745975 | 23.22% | $706.63 | $1,922.00 | 0 |
| 147 | 10000 | 4694483 | 23.60% | $705.46 | $1,922.00 | 0 |
| 148 | 10000 | 5079820 | 22.73% | $701.66 | $1,922.00 | 0 |
| 149 | 10000 | 4995302 | 22.67% | $694.30 | $1,922.00 | 0 |
| 150 | 10000 | 4961182 | 22.40% | $700.25 | $1,922.00 | 0 |
| 151 | 10000 | 4884439 | 23.12% | $702.79 | $1,922.00 | 0 |
| 152 | 10000 | 4732687 | 23.41% | $691.09 | $1,922.00 | 0 |
| 153 | 10000 | 4633213 | 23.66% | $697.44 | $1,922.00 | 0 |
| 154 | 10000 | 4642999 | 23.69% | $701.18 | $1,922.00 | 0 |
| 155 | 10000 | 4580823 | 23.64% | $702.70 | $1,922.00 | 0 |
| 156 | 10000 | 4978222 | 23.19% | $706.69 | $1,922.31 | 0 |
| 157 | 10000 | 5053802 | 22.59% | $700.81 | $1,922.31 | 0 |
| 158 | 10000 | 5028003 | 22.71% | $700.92 | $1,922.31 | 0 |
| 159 | 10000 | 5107503 | 23.03% | $701.41 | $1,922.31 | 0 |
| 160 | 10000 | 4597202 | 23.24% | $692.09 | $1,922.31 | 0 |
| 161 | 10000 | 4792854 | 23.13% | $706.31 | $1,922.31 | 0 |
| 162 | 10000 | 4678042 | 23.74% | $703.36 | $1,922.31 | 0 |
| 163 | 10000 | 4770178 | 23.44% | $703.31 | $1,922.31 | 0 |
| 164 | 10000 | 4991534 | 22.91% | $702.36 | $1,922.31 | 0 |
| 165 | 10000 | 5032208 | 22.73% | $694.61 | $1,922.31 | 0 |
| 166 | 10000 | 5031610 | 22.76% | $691.73 | $1,922.31 | 0 |
| 167 | 10000 | 5020519 | 23.36% | $693.52 | $1,922.31 | 0 |
| 168 | 10000 | 4763978 | 23.84% | $689.03 | $1,922.31 | 0 |
| 169 | 10000 | 4824309 | 23.97% | $699.24 | $1,922.31 | 0 |
| 170 | 10000 | 4915423 | 23.24% | $705.98 | $1,922.31 | 0 |
| 171 | 10000 | 4650239 | 23.69% | $697.63 | $1,922.31 | 0 |
| 172 | 10000 | 4946058 | 23.54% | $708.54 | $1,922.31 | 0 |
| 173 | 10000 | 5229203 | 22.83% | $703.37 | $1,922.31 | 0 |
| 174 | 10000 | 4989631 | 22.85% | $693.80 | $1,931.09 | 0 |
| 175 | 10000 | 4938968 | 23.34% | $702.21 | $1,933.10 | 0 |
| 176 | 10000 | 4804594 | 23.90% | $699.59 | $1,941.76 | 0 |
| 177 | 10000 | 4726133 | 24.24% | $703.84 | $1,941.76 | 0 |
| 178 | 10000 | 4682832 | 23.90% | $709.10 | $1,944.27 | 0 |
| 179 | 10000 | 4636064 | 23.75% | $697.96 | $1,944.27 | 0 |
| 180 | 10000 | 5244828 | 22.76% | $709.39 | $1,944.27 | 0 |
| 181 | 10000 | 5116252 | 22.98% | $705.38 | $1,944.27 | 0 |
| 182 | 10000 | 5149108 | 22.82% | $703.26 | $1,944.27 | 0 |
| 183 | 10000 | 4909559 | 23.83% | $693.43 | $1,944.27 | 0 |
| 184 | 10000 | 4954545 | 23.64% | $694.84 | $1,944.27 | 0 |
| 185 | 10000 | 4975939 | 24.00% | $697.37 | $1,944.27 | 0 |
| 186 | 10000 | 4662813 | 23.89% | $704.32 | $1,944.27 | 0 |
| 187 | 10000 | 4897348 | 23.58% | $705.05 | $1,944.27 | 0 |
| 188 | 10000 | 5125268 | 23.10% | $710.43 | $1,944.27 | 0 |
| 189 | 10000 | 5151230 | 22.67% | $705.23 | $1,944.27 | 0 |
| 190 | 10000 | 5134802 | 22.73% | $700.95 | $1,944.27 | 0 |
| 191 | 10000 | 5059362 | 23.45% | $707.81 | $1,944.27 | 0 |
| 192 | 10000 | 4768085 | 24.28% | $700.43 | $1,944.27 | 0 |
| 193 | 10000 | 4808598 | 24.13% | $701.73 | $1,944.27 | 0 |
| 194 | 10000 | 4839374 | 23.80% | $713.43 | $1,944.27 | 0 |
| 195 | 10000 | 4571654 | 23.74% | $706.96 | $1,944.27 | 0 |
| 196 | 10000 | 5155851 | 23.31% | $713.90 | $1,944.27 | 0 |
| 197 | 10000 | 5186264 | 23.34% | $711.28 | $1,944.27 | 0 |
| 198 | 10000 | 4982844 | 23.21% | $709.27 | $1,944.27 | 0 |
| 199 | 10000 | 5074585 | 23.44% | $705.70 | $1,944.27 | 0 |
| 200 | 10000 | 5130047 | 23.79% | $712.42 | $1,944.27 | 0 |
| 201 | 10000 | 4987636 | 23.83% | $697.28 | $1,944.27 | 0 |
| 202 | 10000 | 4750622 | 23.46% | $699.82 | $1,944.27 | 0 |
| 203 | 10000 | 4412905 | 24.03% | $708.02 | $1,944.27 | 0 |
| 204 | 10000 | 4982856 | 22.90% | $707.22 | $1,944.27 | 0 |
| 205 | 10000 | 4953012 | 22.85% | $708.57 | $1,944.27 | 0 |
| 206 | 10000 | 4966769 | 22.90% | $703.52 | $1,946.85 | 0 |
| 207 | 10000 | 5059528 | 23.43% | $700.62 | $1,946.85 | 0 |
| 208 | 10000 | 4904872 | 23.87% | $699.43 | $1,946.85 | 0 |
| 209 | 10000 | 4742902 | 24.10% | $703.44 | $1,946.85 | 0 |
| 210 | 10000 | 4793133 | 23.76% | $702.83 | $1,946.85 | 0 |
| 211 | 10000 | 4676212 | 23.79% | $701.67 | $1,946.85 | 0 |
| 212 | 10000 | 5014982 | 23.21% | $710.15 | $1,946.85 | 0 |
| 213 | 10000 | 5139823 | 22.53% | $704.55 | $1,946.85 | 0 |
| 214 | 10000 | 5198290 | 22.65% | $703.68 | $1,946.85 | 0 |
| 215 | 10000 | 4994280 | 23.77% | $704.50 | $1,946.85 | 0 |
| 216 | 10000 | 4842335 | 23.66% | $708.71 | $1,946.85 | 0 |
| 217 | 10000 | 5028922 | 24.14% | $714.49 | $1,948.50 | 0 |
| 218 | 10000 | 4690160 | 24.05% | $700.74 | $1,948.50 | 0 |
| 219 | 10000 | 4817555 | 23.74% | $712.45 | $1,948.50 | 0 |
| 220 | 10000 | 5233201 | 22.85% | $710.70 | $1,948.50 | 0 |
| 221 | 10000 | 4907524 | 23.35% | $710.30 | $1,948.50 | 0 |
| 222 | 10000 | 5121772 | 22.82% | $712.82 | $1,948.50 | 0 |
| 223 | 10000 | 4967084 | 23.58% | $711.18 | $1,948.50 | 0 |
| 224 | 10000 | 4912257 | 23.78% | $708.20 | $1,948.50 | 0 |
| 225 | 10000 | 4948177 | 24.10% | $708.53 | $1,948.50 | 0 |
| 226 | 10000 | 4773144 | 24.11% | $708.71 | $1,948.50 | 0 |
| 227 | 10000 | 4841513 | 23.60% | $716.89 | $1,948.50 | 0 |
| 228 | 10000 | 5099936 | 23.18% | $708.81 | $1,948.50 | 0 |
| 229 | 10000 | 4965714 | 22.74% | $706.47 | $1,948.50 | 0 |
03
Selection and exploration safeguards
TA descendants
45 descendants vary successful regions and multi-indicator confirmation profiles.
Combined bots
45 two-parent crossovers combine elite rules with bounded research seeds.
Theory exploration
100 fresh bots preserve ten candidates in every research family.
03a
Strategy families & parameters
The 200 simulation bots are evenly divided across ten distinct strategy families, each testing a specific mathematical market anomaly.
Explore the 10 strategy families View details of rule profiles, indicators, and parameters
| Family Code | Core Hypothesis / Rule Profile | Indicator Thresholds & Parameters | Active Bots |
|---|---|---|---|
btc_lead_alt |
BTC Lead / Alt Lag: Altcoin momentum triggers when BTC establishes a structural trend. | EMA crossover on 15m BTC candles; volume confirmation; max 4h Alt lag. | 20 bots |
cross_sectional_reversal |
Cross-Sectional Reversal: Reverts short-term price deviations across the top 50 pairs. | Z-score threshold ≥ 2.2; mean-reversion lookback: 24–96 bars. | 20 bots |
mean_reversion |
Mean Reversion: Individual pair overbought/oversold oscillators. | RSI 14 ≤ 25 (buy) / ≥ 75 (sell); Bollinger Band width ≥ 3%. | 20 bots |
volatility_breakout |
Volatility Breakout: Enters sharp momentum phases on volatility expansion. | ATR multiplier: 1.8–3.2; Keltner Channel breakouts; volume filter. | 20 bots |
cross_sectional_momentum |
Cross-Sectional Momentum: Holds the top performing assets in the scanned universe. | Relative strength index lookback: 14–48h; rebalance cycle: 4h. | 20 bots |
volume_breakout |
Volume Breakout: Enters trends verified by institutional-grade volume shocks. | Volume SMA ratio > 2.5; price breakout of local 24-bar high. | 20 bots |
ema_trend |
EMA Trend: Classic multi-timeframe moving average trend-following. | Fast EMA (12–24) crossing Slow EMA (48–96); trend filter on 4h. | 20 bots |
range_breakout |
Range Breakout: Trades breakouts from established horizontal support/resistance. | Min range duration: 48 bars; channel boundary buffer: 0.15%–0.50%. | 20 bots |
time_series_momentum |
Time Series Momentum: Absolute directional trend-following on individual assets. | Momentum lookback: 12–72h; entry confirmation on 15m candles. | 20 bots |
btc_regime_momentum |
BTC Regime Momentum: Scales Altcoin trend exposure based on BTC volatility regimes. | BTC ADX 14 > 25; Altcoin EMA crossover confirmation; fail-closed on depeg. | 20 bots |
04
ML challenger progress
Latest completed model run: pending
The ML challenger remains isolated.
Current ML paper equity: $0.00 · trades: 0 · win rate: not enough trades
05
Further questions and caveats
- Raw win rate can fall when exploratory bots trade harder regimes or use asymmetric take-profit and stop-loss rules.
- Selection remains cost-aware and drawdown-aware; no generation authorizes live trading.
- Low-trade candidates retain high uncertainty and must not be interpreted as proven winners.
- Monitor within-family performance and elite survival alongside pooled win rate to separate mix shift from true degradation.