A3-MOMDD momentum + pullback
Analyst 3 · v3 band, c300/c60>=1.1 and pullback c300/peak in (0.7,0.9] · A tp5 / B hold 4 h · paper, $10 a trade, since 10 Oct · idea #157 #563 · updated 12 Oct 07:10 Bangkok, refreshes every minute.
Not verified yet: treat these numbers as unproven
Waiting for: Forward ~11 flagged (in-sample fit); ~2/day => 30 in ~10 days: run a 30-day replay for the auditor. Owner testmgr
Still open:
- Not audited yet
Paper run, no real money
Test Manager forward test on research-box. Kill rule: forward arm A mean <1.3 over 30 flags. Live only after 2 profitable days without bugs; only Ben switches.
Total P&L
-$25.70
Trades done
3
0 up, 3 down
Best trade
0.4x
Exit rule shown
A
Replay of past coins (not in the numbers above): 20 trades, mean 2.75x, +$350.92 at $10. Backtest, no forward evidence.
P&L over time (US dollars, Bangkok time)
Each step is a trade with exit rule A, numbered in time order.
Other exit rules on the same coins
| Rule | Trades | Mean | 2x+ | 10x+ | Losers | P&L at $10 |
|---|---|---|---|---|---|---|
| A | 3 | 0.14x | 0 | 0 | 3 | -$25.70 |
| B | 3 | 0.14x | 0 | 0 | 3 | -$25.70 |
Every trade (exit rule A)
| # | Pool | Time | In | Why sold | Result |
|---|---|---|---|---|---|
| 3 | 0x1996432a9c09f66f471219def85858b2df60d404 | 12 Oct 00:11 | $10 | pull | 0.00x (-100.0%) -$10.00 |
| 2 | 0x0f592dcbea19382b3cbbbe0810786fd94b126829 | 12 Oct 00:01 | $10 | pull | 0.00x (-100.0%) -$10.00 |
| 1 | 0x967d9148c71fcf6aebaf2c4c79d8dde33e4a5e9d | 10 Oct 19:24 | $10 | stop | 0.43x (-57.0%) -$5.70 |
Full Test Manager report
# A3-MOMDD forward paper test (Test Manager) - 12 Oct 00:10 UTC
Rule (fw/a3-iter-10oct-e.md, #563): v3 pools; at birth+300 s cap 250k-1M, swaps>=20, vol>=$20k, cap300/cap60>=1.1, cap300/max cap(0-300 s) in (0.7,0.9]; buy first swap >= +306 s; stop .5; 7% slippage (mult*0.93); pull=0; 4 h.
Arm A: tp5. Arm B: no tp, hold 4 h.
- Replay since 6 Oct (in-sample, includes A3's fit period): 13 flagged
- A: n 13 closed, mean 1.63x, median 0.43x, win 4, tp 4, stop 7, pull 2, time 0
- B: n 13 closed, mean 2.67x, median 0.42x, win 2, tp 0, stop 9, pull 2, time 2
- FORWARD only (pools created from 10 Oct 00:00 UTC): 3 flagged
- A: n 3 closed, mean 0.14x, median 0.00x, win 0, tp 0, stop 1, pull 2, time 0
- B: n 3 closed, mean 0.14x, median 0.00x, win 0, tp 0, stop 1, pull 2, time 0
- Skipped (all pools): {'vol<20k': 567, 'cap300 outside 250k-1M': 243, 'flag off': 50, 'swaps<20 by 300 s': 841, 'no swap by 60 s': 1}
- Kill (A3): after 30 forward flagged closed pools, mean < 1.3 or tp hit < 15%; keep if >= 1.6. About 3 flags/day.
- Limits: cap = v3live mcap_usd; fill depth beyond 7% slip not modelled; feed freshness not guarded. Only Ben switches live (D-030).