stillme v2

Pullback execution lab
DATA ONLY, no live orders

Last update: 2026-07-28 18:54 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)

541/200 fills

avg -0.323% (≥+0.25%), win 38.1% (≥55%)

v2 PASS all

-0.247%

611 fills, win 40.1%

v2 PASS live

-0.323%

541 fills, win 38.1%

v2 Fill Rate

76.7%

2,881 no-fill, 12,436 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	61	-0.388%	39.3%	-0.601%	34.4%	+0.214%
PASS backfill (in-sample)	0	—	—	—	—	—
PASS live (validation)	61	-0.388%	39.3%	-0.601%	34.4%	+0.214%
PASS no-fill — if chased	257	no fill	—	+0.592%	70.8%	—

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	258	-0.140%	44.6%	-0.352%
Live · BTC down day	283	-0.489%	32.2%	-0.859%
All · BTC up day	279	-0.112%	44.4%	-0.352%
All · BTC down day	332	-0.361%	36.4%	-0.859%

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)	541	-0.323%	-1.414%	-8.232%	+0.968%	-0.006%	-0.329%
PASS all	611	-0.247%	-1.414%	-8.232%	+0.968%	-0.006%	-0.253%

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)	221	-0.235%	38.5%
Live	above (score ≥ 81)	320	-0.383%	37.8%
All	below (score < 81)	253	-0.194%	39.5%
All	above (score ≥ 81)	358	-0.285%	40.5%

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	136,282	136,169	136,169	100.0%	0	45.3%	-0.105%
v1 PASS 24h	983	952	952	100.0%	0	45.5%	+0.023%
v1 SHORT all (control ref)	69,486	69,451	69,451	100.0%	0	47.3%	-0.037%
v1 SHORT 24h (control ref)	1,581	1,546	1,546	100.0%	0	50.3%	+0.098%
v2 all	12,436	12,387	9,506	76.7%	2,881	43.8%	-0.655%
v2 24h	304	255	183	71.8%	72	38.8%	-0.895%
v2 PASS all	891	886	611	69.0%	275	40.1%	-0.247%
v2 PASS backfill (in-sample)	88	88	70	79.5%	18	55.7%	+0.338%
v2 PASS live (validation)	803	798	541	67.8%	257	38.1%	-0.323%

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

Symbol	Fills	Share	Avg Net	Total Net
HYPEUSDT	84	13.7%	+0.054%	+4.563%
ZECUSDT	82	13.4%	-0.293%	-24.047%
SOLUSDT	62	10.1%	-0.233%	-14.444%
ETHUSDT	53	8.7%	-0.462%	-24.471%
XRPUSDT	50	8.2%	-0.322%	-16.083%

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	KAITOUSDT	LONG	48.0	1.10131	+1.444%	0.91 bps	strong impulse; not overextended; 5m confirms; 60m trend confirms; volume gate passed; OI gate passed; very tight spread; book too thin; taker flow confirms; top positioning confirms; long disabled by v2 data audit
SKIP	ONUSDT	LONG	21.0	0.336922	+7.139%	2.07 bps	strong impulse; overextended; 5m confirms; 60m trend confirms; volume gate passed; OI gate passed; spread gate passed; book too thin; 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	HYPEUSDT	LONG	2026-07-28 14:50 UTC	2026-07-28 18:54 UTC	+0.201%	244m
NO_FILL	SKIP	SOLUSDT	LONG	2026-07-28 14:50 UTC	2026-07-28 15:50 UTC	NO_FILL	0m
NO_FILL	SKIP	ZECUSDT	LONG	2026-07-28 14:50 UTC	2026-07-28 15:50 UTC	NO_FILL	0m
WIN	SKIP	ONUSDT	LONG	2026-07-28 14:39 UTC	2026-07-28 18:42 UTC	+39.043%	243m
LOSS	SKIP	SKHYUSDT	LONG	2026-07-28 14:39 UTC	2026-07-28 18:42 UTC	-0.721%	243m
NO_FILL	SKIP	1000PEPEUSDT	LONG	2026-07-28 14:39 UTC	2026-07-28 15:39 UTC	NO_FILL	0m
NO_FILL	SKIP	DOGEUSDT	LONG	2026-07-28 14:39 UTC	2026-07-28 15:39 UTC	NO_FILL	0m
LOSS	SKIP	KAITOUSDT	LONG	2026-07-28 14:42 UTC	2026-07-28 18:42 UTC	-2.763%	240m
NO_FILL	SKIP	SKHYNIXUSDT	LONG	2026-07-28 14:39 UTC	2026-07-28 15:39 UTC	NO_FILL	0m
WIN	SKIP	PUMPUSDT	SHORT	2026-07-28 14:18 UTC	2026-07-28 18:19 UTC	+3.168%	241m
WIN	SKIP	LINKUSDT	LONG	2026-07-28 14:08 UTC	2026-07-28 18:08 UTC	+0.989%	240m
WIN	SKIP	SAMSUNGUSDT	LONG	2026-07-28 14:13 UTC	2026-07-28 18:14 UTC	+0.922%	240m
LOSS	SKIP	CLUSDT	LONG	2026-07-28 13:58 UTC	2026-07-28 18:02 UTC	-2.758%	244m
LOSS	SKIP	WLDUSDT	LONG	2026-07-28 13:58 UTC	2026-07-28 18:02 UTC	-0.014%	244m
LOSS	SKIP	COTIUSDT	SHORT	2026-07-28 13:58 UTC	2026-07-28 18:02 UTC	-5.602%	244m
WIN	SKIP	DEXEUSDT	SHORT	2026-07-28 14:02 UTC	2026-07-28 18:02 UTC	+7.043%	240m
LOSS	PASS	SKHYNIXUSDT	SHORT	2026-07-28 14:02 UTC	2026-07-28 18:02 UTC	-2.981%	240m
LOSS	SKIP	SKHYUSDT	SHORT	2026-07-28 14:02 UTC	2026-07-28 18:02 UTC	-1.766%	240m
NO_FILL	SKIP	BANKUSDT	SHORT	2026-07-28 13:58 UTC	2026-07-28 14:58 UTC	NO_FILL	0m
LOSS	WATCH	BNBUSDT	SHORT	2026-07-28 13:50 UTC	2026-07-28 17:51 UTC	-0.555%	240m