etf_stablecoin_flow_divergence

not live
2
closed trades
0%
win rate
-9.77
total pnl ($)
1.098
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?

Backtest evidence run: 2026-05-20 03:59:33 (33.2d ago) · src: canon
verdict: REJECT  ·  strict: STRICT-FAIL  ·  batch: mu
n: 3  ·  wr: 66.7%  ·  total_bps: +41.1  ·  mean_bps: +13.69  ·  sharpe: +0.10  ·  max_dd_bps: -164.4
gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

Cumulative P&L (last 2 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-07 17:01BTCBuy80969→79777-7.85timeout
04-25 20:47BTCBuy77606→77378-1.92timeout

Paper vs Live

Paper (trades.jsonl)
2
closed
0%
win rate
-9.77
total pnl ($)
-97.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC20%-97.3-9.77

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-07 17:01BTCBuy-7.85The market was in a mild downtrend across major assets, with BTC declining 1.73% in 24 hours and 2.82% over the week. The thesis failed because the trade was not executed (entry=None) and was closed by timeout, resulting in a small negative PnL from an unfi…
04-25 20:47BTCBuy-1.92Bitcoin was consolidating with minimal directional momentum, up 2.33% over 7 days but essentially flat on the day (-0.31%) at $77,420 as the trade timed out after 12 hours. The thesis failed because while institutional ETF flows ($1.47B cumulative) did show…