cme_gap_persistence_institutional_conviction_follow

not live
7
closed trades
43%
win rate
-35.98
total pnl ($)
1.213
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-18 23:18:21 (39.2d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: recovered_003__restored_2f16bbc5
n: 21  ·  wr: 33.3%  ·  total_bps: -1110.7  ·  mean_bps: -52.89  ·  sharpe: -0.38  ·  max_dd_bps: -1443.3
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 7 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 15:51BTCBuy63722.2→62524.6-11.80stop_loss
06-18 14:25BTCBuy63907.2→64034.8+0.79timeout
06-18 06:12BTCBuy64161.2→63875.8-3.21timeout
06-17 19:50BTCBuy65269.3→64048.8-11.76stop_loss
06-17 11:05BTCBuy65707.3→64484.5-11.72stop_loss
06-17 06:23BTCBuy65755.3→65840.7+0.24timeout
05-08 14:02BTCBuy79479→79748+1.48timeout

Paper vs Live

Paper (trades.jsonl)
7
closed
43%
win rate
-35.98
total pnl ($)
-86.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC743%-86.0-35.98

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-08 14:02BTCBuy+1.48The market was in a low-funding, neutral regime with stable open interest, offering no strong directional catalyst. The thesis failed because the trade was closed by timeout without reaching a target or stop, indicating the expected move did not materialize…