vix_spx_weakness_crypto_resilience_lag_short

41

closed trades

44%

win rate

-33.93

total pnl ($)

1.295

weight

7d window — n=3 wr=67% pnl=+6.41 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-18 07:16:31 (41.3d ago) · src: canon

verdict: REJECT · strict: STRICT-FAIL · batch: abf

n: 19 · wr: 36.8% · total_bps: -343.1 · mean_bps: -18.06 · sharpe: -0.24 · max_dd_bps: -521.3

gate: min_trades=— min_wr=— min_total_bps=— min_sharpe=— effective_days=—

time	sym	side	entry→exit	pnl	close
06-26 15:26	BTC	Sell	59572→60383.2	-8.70	stop_loss
06-24 14:02	BTC	Sell	62580.9→61204.1	+12.66	take_profit
06-24 10:24	BTC	Sell	62804.9→62492.1	+2.46	timeout
06-11 22:03	BTC	Sell	63605.8→63554.2	-0.02	timeout
06-11 18:01	BTC	Sell	63003.8→63683.2	-6.99	timeout
06-11 13:52	BTC	Sell	62953.9→63132.2	-2.22	timeout
06-11 09:50	BTC	Sell	62622.9→62895.1	-3.12	timeout
06-11 05:46	BTC	Sell	62218.9→62675.1	-4.91	timeout
06-11 01:39	BTC	Sell	61577.9→62241.1	-7.00	timeout
06-10 21:36	BTC	Sell	61761.9→61640.1	+0.65	timeout
06-10 17:39	BTC	Sell	62070.9→61715.1	+2.91	timeout
06-09 14:46	BTC	Sell	62638.9→61264.1	+12.63	take_profit
06-09 12:23	BTC	Sell	62917.9→62643.1	+2.07	timeout
06-09 08:13	BTC	Sell	62916.9→62908.1	-0.45	timeout
06-09 04:13	BTC	Sell	62975.9→62915.1	+0.04	timeout
06-09 00:09	BTC	Sell	63309.8→63011.2	+2.29	timeout
06-08 20:14	BTC	Sell	63774.8→63220.2	+4.69	timeout
06-08 14:57	BTC	Sell	63215.8→64082.2	-8.76	stop_loss
06-08 11:55	BTC	Sell	63210.8→63450.2	-2.81	timeout
06-08 07:54	BTC	Sell	63105.8→63224.2	-1.63	timeout
06-08 03:53	BTC	Sell	63158.8→63081.2	+0.20	timeout
06-07 22:12	BTC	Sell	61261.9→62096.1	-8.71	stop_loss
06-07 19:57	BTC	Sell	62020.9→61291.1	+6.51	timeout
06-07 15:50	BTC	Sell	62678.9→62044.1	+5.54	timeout
06-07 11:43	BTC	Sell	62166.9→62648.1	-5.19	timeout
06-07 07:43	BTC	Sell	61570.9→62175.1	-6.43	timeout
06-07 01:17	BTC	Sell	60701→61533.8	-8.77	stop_loss
06-06 21:58	BTC	Sell	60517→60731	-2.68	timeout
06-06 17:53	BTC	Sell	60776→60607	+1.12	timeout
05-20 16:06	BTC	Sell	77447.1→77446.9	-0.52	timeout
05-20 11:40	BTC	Sell	77341.1→77400.9	-0.98	timeout
05-20 07:40	BTC	Sell	76763.2→77341.9	-5.04	timeout
05-20 03:39	BTC	Sell	76916.2→76753.8	+0.75	timeout
05-19 23:40	BTC	Sell	76834.2→76923.8	-1.21	timeout
05-19 19:39	BTC	Sell	76570.2→76852.8	-2.72	timeout
05-19 15:33	BTC	Sell	76828.2→76589.8	+1.34	timeout
05-19 11:30	BTC	Sell	77105.1→76862.8	+1.36	timeout
05-15 17:32	BTC	Sell	79666→79363	+1.74	timeout
05-12 02:43	BTC	Sell	81715.9→81724.1	-0.59	timeout
05-04 17:53	BTC	Sell	79703→80784.4	-8.69	stop_loss
04-30 04:53	BTC	Sell	76225→75488	+5.26	timeout

Paper (trades.jsonl)

41

closed

44%

win rate

-33.93

total pnl ($)

-13.9 bps

avg bps net

Live (dry_run=0)

0

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

symbol	n	wr	net bps	total pnl ($)
BTC	41	44%	-13.9	-33.93

time	sym	side	reason
no bounces recorded

time	sym	side	pnl	narrative
05-04 17:53	BTC	Sell	-8.69	The market was in a consolidation phase with neutral funding rates and slight weekly gains, creating a fragile short-term downtrend. The thesis failed because the price immediately rejected the entry level and triggered the stop loss, indicating a lack of i…
04-30 04:53	BTC	SELL	-6.34	# Trade Review: VIX-SPX Weakness / Crypto Resilience Lag Short At close, BTC had declined 2.22% over 24 hours and 3.08% over 7 days while funding rates remained slightly negative (-0.004897%), suggesting institutional positioning was neither aggressively l…

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Cumulative P&L (last 41 closed)

Last 100 trades

Paper vs Live

Per-symbol breakdown (paper)

Recent bounces (last 20 of 0)

Postmortem feed (last 10)