# ROT Sizer: exits and sizing on Winners W.R1 (v1, 7 Oct 2026, 12:10 Bangkok) ## Read this first - Picks unchanged: W.R1 (up 35%+ in 7 days, cap under $20M, under 180 days on the CMC top 1,500, $500k volume, first signal per coin per 30 days). Buy next close. Every exit is decided on a close and filled at the NEXT close. 1% per side (2% round trip). 890 trades 2019 to 2022 (A), 1,176 trades 2023 to today minus 90 days (B). Holdout never touched (no trade whose 90 day path enters it). - **Mechanics alone do not make W.R1 a real edge.** Best of 160 combos (cut -10%, trail 50%, time stop 14 days): +10.2% / +5.2% per trade, PF 1.63 / 1.32. Take away the 5 best trades and it is -3.0% / -4.8%. The profit is 5 lottery tickets. - **Best single tool: trail 25% from the high.** +15.8% / +2.3% per trade, highest PF of all single settings (1.89 / 1.12), still +2.3% in A without its top 5 trades (B: -1.7%). - **The fix is WHEN, not how: take W.R1 only while BTC is up over 30 days (Winners' W.R2).** Trail 25% with BTC up: +25.3% / +7.3% per trade, PF 2.66 / 1.41, still +6.9% / +1.0% without the top 5 trades. With BTC down, every exit variant loses in both eras (PF 0.63 to 0.99); only the plain 30 day hold in A stays slightly up (PF 1.13). - Pyramid (start half, add half at +30%): lowers the average in A for every setting; mixed in B (trail 25%: +2.3% down to +1.3%). Not worth it. - Cuts: -10% is the only useful one (B: +1.4% vs -2.9% for plain hold). -30% is worse than no cut in both eras. Time stops 7/14/30: no consistent help. Sell half at 2x: small help (+1.9 / +2.6 points vs plain 90 day hold), PF still about 1.0 in B. - Caveats: daily closes only (real stops fill intraday, usually better for tight stops); a coin that falls off the top 1,500 is priced at the list cutoff cap / its supply (an upper bound). The BTC filter was proposed by Winners before this test, but the trail 25% pick inside it comes from this run: Auditor should count it as 1 of 5 looks. - Next (Task 2): W.R2 + trail 25% + cut -10%, each setting moved 20%, then to the Auditor. ## By BTC 30 day trend on the signal day (descriptive) ``` base: hold 30 days A btc_up=False n= 337 avg= 3.8% w/o top5= -11.0% PF=1.13 base: hold 30 days A btc_up=None n= 8 avg= 6.1% w/o top5= -43.8% PF=1.25 base: hold 30 days A btc_up=True n= 545 avg= 7.6% w/o top5= 0.6% PF=1.32 base: hold 30 days B btc_up=False n= 438 avg= -12.2% w/o top5= -18.3% PF=0.59 base: hold 30 days B btc_up=True n= 738 avg= 2.0% w/o top5= -4.1% PF=1.08 cut 0.1 trail 0.25 half - tstop - A btc_up=False n= 337 avg= 1.3% w/o top5= -10.3% PF=1.08 cut 0.1 trail 0.25 half - tstop - A btc_up=None n= 8 avg= 40.5% w/o top5= -27.8% PF=3.75 cut 0.1 trail 0.25 half - tstop - A btc_up=True n= 545 avg= 24.2% w/o top5= 5.8% PF=2.91 cut 0.1 trail 0.25 half - tstop - B btc_up=False n= 438 avg= -3.6% w/o top5= -8.6% PF=0.77 cut 0.1 trail 0.25 half - tstop - B btc_up=True n= 738 avg= 4.8% w/o top5= -1.3% PF=1.33 cut 0.1 trail 0.5 half - tstop 14 A btc_up=False n= 337 avg= -2.1% w/o top5= -12.2% PF=0.88 cut 0.1 trail 0.5 half - tstop 14 A btc_up=None n= 8 avg= 2.8% w/o top5= -33.8% PF=1.16 cut 0.1 trail 0.5 half - tstop 14 A btc_up=True n= 545 avg= 17.8% w/o top5= -1.9% PF=2.21 cut 0.1 trail 0.5 half - tstop 14 B btc_up=False n= 438 avg= -6.2% w/o top5= -11.7% PF=0.63 cut 0.1 trail 0.5 half - tstop 14 B btc_up=True n= 738 avg= 12.0% w/o top5= -3.5% PF=1.77 cut 0.1 trail 0.5 half y tstop - A btc_up=False n= 337 avg= -0.2% w/o top5= -8.5% PF=0.99 cut 0.1 trail 0.5 half y tstop - A btc_up=None n= 8 avg= 22.4% w/o top5= -33.8% PF=2.29 cut 0.1 trail 0.5 half y tstop - A btc_up=True n= 545 avg= 17.2% w/o top5= 1.8% PF=2.16 cut 0.1 trail 0.5 half y tstop - B btc_up=False n= 438 avg= -3.4% w/o top5= -8.6% PF=0.80 cut 0.1 trail 0.5 half y tstop - B btc_up=True n= 738 avg= 7.7% w/o top5= -1.1% PF=1.49 trail 25% A btc_up=False n= 337 avg= -0.1% w/o top5= -11.7% PF=0.99 trail 25% A btc_up=None n= 8 avg= 32.3% w/o top5= -40.4% PF=2.41 trail 25% A btc_up=True n= 545 avg= 25.3% w/o top5= 6.9% PF=2.66 trail 25% B btc_up=False n= 438 avg= -6.1% w/o top5= -11.1% PF=0.70 trail 25% B btc_up=True n= 738 avg= 7.3% w/o top5= 1.0% PF=1.41 ``` ## All F1 settings and the top 15 of F2 (sorted by the weaker era) | variant | A n | A avg | A avg w/o top5 | A med | A PF | A top5 % | B n | B avg | B avg w/o top5 | B med | B PF | B top5 % | |---|---|---|---|---|---|---|---|---|---|---|---|---| | F1 base: hold 30 days | 890 | 6.1% | -1.2% | -22.6% | 1.24 | 120 | 1176 | -3.3% | -7.2% | -26.6% | 0.88 | None | | F1 base: hold 90 days | 890 | 7.1% | -5.6% | -42.2% | 1.18 | 178 | 1176 | -2.9% | -16.5% | -41.9% | 0.92 | None | | F1 cut -10% | 890 | 5.7% | -5.5% | -15.9% | 1.34 | 195 | 1176 | 1.4% | -6.5% | -16.5% | 1.08 | 570 | | F1 cut -15% | 890 | 5.3% | -5.9% | -19.9% | 1.27 | 210 | 1176 | -0.8% | -8.7% | -20.3% | 0.96 | None | | F1 cut -20% | 890 | 3.7% | -7.5% | -24.2% | 1.16 | 299 | 1176 | -2.1% | -10.0% | -24.8% | 0.91 | None | | F1 cut -30% | 890 | 1.7% | -9.9% | -32.8% | 1.06 | 670 | 1176 | -4.5% | -12.4% | -32.8% | 0.84 | None | | F1 trail 25% | 890 | 15.8% | 2.3% | -18.8% | 1.89 | 86 | 1176 | 2.3% | -1.7% | -19.7% | 1.12 | 173 | | F1 trail 35% | 890 | 14.8% | 1.4% | -23.6% | 1.66 | 90 | 1176 | 0.5% | -3.7% | -26.9% | 1.02 | 871 | | F1 trail 50% | 890 | 7.4% | -6.5% | -34.8% | 1.24 | 187 | 1176 | -0.2% | -10.3% | -34.5% | 0.99 | None | | F1 sell half at 2x | 890 | 9.0% | -0.7% | -36.9% | 1.25 | 107 | 1176 | -0.3% | -8.1% | -36.1% | 0.99 | None | | F1 time stop 7d if not up | 890 | 7.4% | -5.2% | -22.4% | 1.28 | 169 | 1176 | -4.4% | -12.3% | -22.6% | 0.83 | None | | F1 time stop 14d if not up | 890 | 8.4% | -3.5% | -26.5% | 1.3 | 141 | 1176 | -1.7% | -15.1% | -27.1% | 0.94 | None | | F1 time stop 30d if not up | 890 | 8.8% | -3.8% | -31.3% | 1.27 | 144 | 1176 | -8.9% | -16.8% | -33.6% | 0.73 | None | | F1 base: hold 90 days + pyramid at +30% | 890 | 2.8% | -5.0% | -27.8% | 1.1 | 280 | 1176 | -1.9% | -13.4% | -28.2% | 0.93 | None | | F1 cut -10% + pyramid at +30% | 890 | 2.0% | -4.9% | -9.5% | 1.15 | 350 | 1176 | 0.6% | -5.3% | -9.6% | 1.05 | 917 | | F1 cut -15% + pyramid at +30% | 890 | 1.6% | -5.3% | -11.5% | 1.11 | 434 | 1176 | -1.1% | -7.0% | -11.4% | 0.93 | None | | F1 cut -20% + pyramid at +30% | 890 | 0.2% | -6.7% | -13.7% | 1.01 | 3552 | 1176 | -2.2% | -8.1% | -13.8% | 0.88 | None | | F1 cut -30% + pyramid at +30% | 890 | -1.2% | -8.6% | -18.1% | 0.94 | None | 1176 | -4.3% | -10.2% | -18.3% | 0.8 | None | | F1 trail 25% + pyramid at +30% | 890 | 10.1% | 1.1% | -11.4% | 1.93 | 89 | 1176 | 1.3% | -1.5% | -12.2% | 1.11 | 218 | | F1 trail 35% + pyramid at +30% | 890 | 9.3% | 0.1% | -16.4% | 1.62 | 99 | 1176 | -0.1% | -3.0% | -16.8% | 1.0 | None | | F1 trail 50% + pyramid at +30% | 890 | 3.9% | -5.5% | -24.0% | 1.18 | 240 | 1176 | -0.7% | -7.8% | -23.8% | 0.97 | None | | F1 sell half at 2x + pyramid at +30% | 890 | 4.8% | -0.8% | -23.2% | 1.19 | 116 | 1176 | 0.1% | -6.5% | -24.4% | 1.0 | 9020 | | F1 time stop 7d if not up + pyramid at +30% | 890 | 3.6% | -4.2% | -12.8% | 1.18 | 216 | 1176 | -4.3% | -10.3% | -13.5% | 0.78 | None | | F1 time stop 14d if not up + pyramid at +30% | 890 | 4.3% | -2.7% | -16.0% | 1.21 | 162 | 1176 | -0.9% | -12.1% | -16.9% | 0.96 | None | | F1 time stop 30d if not up + pyramid at +30% | 890 | 4.4% | -3.4% | -20.6% | 1.19 | 176 | 1176 | -7.3% | -13.2% | -22.8% | 0.71 | None | | F2 cut 0.1 trail 0.5 half - tstop 14 | 890 | 10.2% | -3.0% | -15.1% | 1.63 | 129 | 1176 | 5.2% | -4.8% | -15.3% | 1.32 | 192 | | F2 cut 0.1 trail 0.5 half - tstop 7 | 890 | 11.4% | -2.4% | -14.7% | 1.72 | 121 | 1176 | 4.9% | -5.1% | -15.1% | 1.31 | 204 | | F2 cut 0.1 trail 0.5 half - tstop 30 | 890 | 11.5% | -2.4% | -15.4% | 1.71 | 120 | 1176 | 4.8% | -5.3% | -15.8% | 1.29 | 211 | | F2 cut 0.1 trail 0.5 half - tstop - | 890 | 11.5% | -2.4% | -15.4% | 1.71 | 120 | 1176 | 4.7% | -5.4% | -15.9% | 1.28 | 213 | | F2 cut 0.15 trail 0.5 half - tstop 14 | 890 | 10.1% | -3.0% | -18.4% | 1.56 | 129 | 1176 | 4.2% | -5.9% | -18.7% | 1.23 | 242 | | F2 cut 0.15 trail 0.5 half - tstop 7 | 890 | 10.5% | -3.4% | -17.4% | 1.6 | 132 | 1176 | 4.0% | -6.1% | -17.8% | 1.22 | 254 | | F2 cut - trail 0.5 half - tstop 7 | 890 | 8.7% | -5.2% | -20.3% | 1.4 | 159 | 1176 | 3.9% | -6.2% | -19.9% | 1.18 | 259 | | F2 cut 0.15 trail 0.5 half - tstop - | 890 | 11.4% | -2.5% | -18.9% | 1.61 | 122 | 1176 | 3.6% | -6.5% | -19.7% | 1.18 | 282 | | F2 cut 0.1 trail 0.5 half y tstop - | 890 | 10.7% | 0.3% | -15.2% | 1.67 | 97 | 1176 | 3.5% | -2.3% | -15.7% | 1.22 | 164 | | F2 cut 0.2 trail 0.5 half - tstop 14 | 890 | 9.6% | -3.5% | -20.8% | 1.48 | 136 | 1176 | 3.5% | -6.6% | -21.9% | 1.17 | 289 | | F2 cut 0.1 trail 0.5 half y tstop 14 | 890 | 10.0% | 0.1% | -14.9% | 1.64 | 99 | 1176 | 3.3% | -2.4% | -15.1% | 1.21 | 171 | | F2 cut 0.15 trail 0.5 half - tstop 30 | 890 | 11.5% | -2.4% | -18.9% | 1.61 | 121 | 1176 | 3.3% | -6.8% | -19.3% | 1.17 | 303 | | F2 cut - trail 0.5 half y tstop 7 | 890 | 8.1% | -2.2% | -19.8% | 1.38 | 127 | 1176 | 3.2% | -2.5% | -19.6% | 1.16 | 178 | | F2 cut 0.2 trail 0.5 half - tstop 7 | 890 | 9.2% | -4.7% | -19.5% | 1.48 | 151 | 1176 | 3.2% | -6.9% | -19.3% | 1.17 | 313 | | F2 cut 0.3 trail 0.5 half - tstop 7 | 890 | 8.3% | -5.6% | -20.8% | 1.4 | 167 | 1176 | 3.2% | -6.9% | -20.2% | 1.15 | 319 | Version: v1, 7 Oct 2026 12:15 Bangkok. Code: rot-box /opt/rot/sizer/ sz2.py (md5 150a6c1646272ed739a8220924ba04d7). Raw: http://159.223.88.168/hx-c9ois/rot/sizer-w1_report.json . Latest: http://159.223.88.168/hx-c9ois/rot/sizer-w1.md