stillme v2

Pullback execution lab
DATA ONLY, no live orders

Last update: 2026-08-04 07:40 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.

Gate progress (live only)

608/200 fills

avg -0.291% (≥+0.25%), win 38.5% (≥55%)

v2 PASS all

-0.226%

678 fills, win 40.3%

v2 PASS live

-0.291%

608 fills, win 38.5%

v2 Fill Rate

76.6%

3,232 no-fill, 13,876 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	66	-0.269%	39.4%	-0.483%	34.8%	+0.214%
PASS backfill (in-sample)	0	—	—	—	—	—
PASS live (validation)	66	-0.269%	39.4%	-0.483%	34.8%	+0.214%
PASS no-fill — if chased	288	no fill	—	+0.545%	70.1%	—

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	292	-0.133%	44.5%	-0.269%
Live · BTC down day	316	-0.438%	32.9%	-0.697%
All · BTC up day	313	-0.107%	44.4%	-0.269%
All · BTC down day	365	-0.329%	36.7%	-0.697%

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)	608	-0.291%	-1.390%	-8.232%	+1.084%	-0.009%	-0.301%
PASS all	678	-0.226%	-1.390%	-8.232%	+1.084%	-0.009%	-0.236%

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)	253	-0.205%	39.9%
Live	above (score ≥ 81)	355	-0.353%	37.5%
All	below (score < 81)	285	-0.171%	40.7%
All	above (score ≥ 81)	393	-0.266%	39.9%

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	154,298	154,145	154,145	100.0%	0	45.5%	-0.109%
v1 PASS 24h	866	811	811	100.0%	0	47.3%	+0.135%
v1 SHORT all (control ref)	78,485	78,398	78,398	100.0%	0	47.3%	-0.045%
v1 SHORT 24h (control ref)	1,401	1,314	1,314	100.0%	0	48.4%	+0.024%
v2 all	13,876	13,841	10,609	76.6%	3,232	43.5%	-0.692%
v2 24h	230	195	153	78.5%	42	45.1%	-0.540%
v2 PASS all	985	984	678	68.9%	306	40.3%	-0.226%
v2 PASS backfill (in-sample)	88	88	70	79.5%	18	55.7%	+0.338%
v2 PASS live (validation)	897	896	608	67.9%	288	38.5%	-0.291%

PASS symbol concentrationchecks single-symbol skew (a gate condition)

Symbol	Fills	Share	Avg Net	Total Net
ZECUSDT	89	13.1%	-0.275%	-24.447%
HYPEUSDT	86	12.7%	+0.088%	+7.596%
SOLUSDT	67	9.9%	-0.218%	-14.633%
CLUSDT	60	8.8%	-0.275%	-16.477%
ETHUSDT	58	8.6%	-0.457%	-26.491%

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	HYPEUSDT	LONG	68.0	54.6724	+0.684%	0.18 bps	early impulse; not overextended; 5m confirms; 60m trend confirms; volume gate passed; large OI; very tight spread; depth gate passed; taker flow confirms; top positioning confirms; long disabled by v2 data audit
SKIP	ZECUSDT	LONG	68.0	487.261	+0.627%	0.20 bps	early impulse; not overextended; 5m confirms; 60m trend confirms; volume gate passed; large OI; very tight spread; depth gate passed; taker flow confirms; top positioning confirms; long disabled by v2 data audit

Latest v2 outcomesfill / no-fill / 4-hour result

Result	Decision	Symbol	Side	Entry	Exit	Net	Hold
WIN	SKIP	1000RATSUSDT	SHORT	2026-08-04 03:30 UTC	2026-08-04 07:34 UTC	+9.969%	244m
LOSS	WATCH	ZECUSDT	SHORT	2026-08-04 03:20 UTC	2026-08-04 07:23 UTC	-0.611%	243m
NO_FILL	SKIP	VICUSDT	SHORT	2026-08-04 03:20 UTC	2026-08-04 04:20 UTC	NO_FILL	0m
LOSS	SKIP	BEATUSDT	LONG	2026-08-04 03:10 UTC	2026-08-04 07:11 UTC	-7.912%	241m
NO_FILL	SKIP	BLESSUSDT	SHORT	2026-08-04 03:10 UTC	2026-08-04 04:10 UTC	NO_FILL	0m
LOSS	SKIP	ADAUSDT	LONG	2026-08-04 03:00 UTC	2026-08-04 07:00 UTC	-0.073%	240m
LOSS	SKIP	MUUUSDT	SHORT	2026-08-04 03:01 UTC	2026-08-04 07:06 UTC	-5.834%	244m
LOSS	SKIP	SNXXUSDT	SHORT	2026-08-04 03:01 UTC	2026-08-04 07:06 UTC	-4.635%	244m
LOSS	SKIP	KORUUSDT	SHORT	2026-08-04 03:01 UTC	2026-08-04 07:06 UTC	-5.568%	244m
LOSS	SKIP	VICUSDT	LONG	2026-08-04 03:01 UTC	2026-08-04 07:06 UTC	-20.378%	244m
LOSS	SKIP	AKEUSDT	LONG	2026-08-04 02:49 UTC	2026-08-04 06:54 UTC	-1.388%	244m
WIN	SKIP	MUUUSDT	LONG	2026-08-04 02:39 UTC	2026-08-04 06:43 UTC	+3.703%	243m
LOSS	SKIP	SKYAIUSDT	SHORT	2026-08-04 02:19 UTC	2026-08-04 06:20 UTC	-6.501%	241m
WIN	SKIP	SKYAIUSDT	LONG	2026-08-04 02:09 UTC	2026-08-04 06:09 UTC	+8.490%	240m
WIN	SKIP	SOXSUSDT	SHORT	2026-08-04 01:58 UTC	2026-08-04 06:03 UTC	+0.925%	244m
LOSS	SKIP	ENAUSDT	LONG	2026-08-04 01:48 UTC	2026-08-04 05:52 UTC	-0.017%	243m
LOSS	SKIP	SNXXUSDT	LONG	2026-08-04 01:48 UTC	2026-08-04 05:52 UTC	-0.200%	243m
NO_FILL	SKIP	ZECUSDT	LONG	2026-08-04 01:48 UTC	2026-08-04 02:48 UTC	NO_FILL	0m
NO_FILL	SKIP	SOLUSDT	LONG	2026-08-04 01:48 UTC	2026-08-04 02:48 UTC	NO_FILL	0m
NO_FILL	SKIP	1000PEPEUSDT	LONG	2026-08-04 01:38 UTC	2026-08-04 02:38 UTC	NO_FILL	0m