Strategy performance

⚠️ Correction to the signed June 2026 snapshot — issued 2026-08-28

The published June 2026 snapshot reports a month total of −$6.03. Two of that month’s 137 closes were booked at prices the real market never printed — 54,852.76 and 58,891.15, against a real Binance BTCUSDT low of 58,115.01 across the whole of May and June 2026 — the result of a bad tick on our market-data feed. They account for −$8.27 of the reported loss. Corrected, June is +$2.25, not −$6.03. It was not a losing month.

The signed artifact is not being re-signed or replaced. The bytes published on 2026-07-02 are the bytes that were signed and the signature still verifies; nothing has been edited. That is the point of an append-only signed record — including when the correction would flatter us. A signature proves a record was not altered after publication. It does not prove the record was computed from sound data, and this is the first time that distinction has cost us something.

The underlying defect was fixed on 2026-06-16 and 2026-06-18 and both guards are deployed. July and August 2026 are unaffected: every fill in those months sits within 0.5% of the real market. Full method, figures and the limits of this correction are published in the repository as docs/performance-june-2026-correction-2026-08-28.md.

🎯 Public commitment

Monthly PAPER-portfolio snapshots per production strategy, signed with a dedicated Ed25519 key — verifiable the same flow as the build attestation on /security.

The runner bots are collecting data now. The first finalised month publishes here once it closes — no preview, no estimate.

2026-06-18 — Adaptive Pro (BTC) retired; TS Momentum (SOL) M5 paused

A fresh out-of-sample walk-forward review (6 strategies × 11 major pairs × 2 timeframes × 2 cost levels = 264 walk-forwards, after fees + slippage) found no strategy with a credible edge over buy-and-hold — and Quantor Adaptive Pro was the worst live performer. We paused the Adaptive Pro (BTC) runner rather than keep paying its noise-loss. Its prior signed decisions stay in the dated snapshots — nothing is deleted or back-edited.

We also paused TS Momentum (SOL) on M5: at the minute timeframe it over-trades into the ~0.3% round-trip cost floor — death by a thousand cuts. The runner slate going forward is EMA Cross (BTC, H1) and Breakout V1 (BTC, H1).

Why we're telling you this: quietly retiring a loser to flatter a track record is exactly the cherry-picking this page exists to prevent. So it's dated here, the history is retained, and the snapshots stay tamper-evident. We don't promise profit; we prove what happened.

2026-06-09 — Timeframe corrections: EMA Cross & Adaptive Pro (M1 → H1), Breakout V1 (M5 → H1)

Two of the four runner strategies (EMA Cross, Quantor Adaptive Pro) were running on the 1-minute timeframe. On M1, round-trip fees + slippage (~0.3%) dominate the signal, and these strategies' default parameters — tuned for 1h/4h — bleed against minute-bar noise. We moved both to their designed H1 timeframe on 2026-06-09.

In the same pass we also moved Breakout V1 (BTC) from M5 to H1. On M5 it was over-trading — roughly 28 round trips a day, chasing false breakouts on BTC's intraday chop and paying the spread each time (it was, frankly, the worst performer of the four). H1 makes it a fair test of real breakouts instead of noise. Only TS Momentum (SOL) stays on M5.

These were misconfiguration corrections, not parameter re-tunes, so the old timeframes were switched off rather than run in parallel — keeping a known-misconfigured bot live would only pile up more avoidable noise-loss.

Effect on the signed snapshots: the June 2026 month therefore spans both periods — M1 (Jun 1–9) and H1 (Jun 9 onward) — so read June as a transition month, not a clean baseline. July 2026 is the first clean full-month H1 snapshot. We'd rather show you the messy honest month with this note than quietly restart the track on a convenient date.