April 2026 — Strategy Metrics¶

Data snapshot: 2026-05-01 20:23 UTC

Active Strategies¶

Strategy	P&L	Trades	Volume	Win Rate	Sharpe
MarketMakingTrueValue_v3_ETH	`-$0.45`	745	`$34,533`	59%	-0.02
MarketMakingTrueValue_v3_BTC	`-$0.26`	575	`$28,629`	59%	-0.001
TrendFollowing_v14_ETH	`+$1.30`	5	`$250`	60%	0.34
TrendFollowing_v14_BTC	`-$0.40`	4	`$200`	50%	-0.22
MeanReversion_v13_ETH	`+$1.41`	30	`$1,464`	70%	0.20
MeanReversion_v13_BTC	`+$0.18`	22	`$1,098`	59%	0.08

Active total: +$1.78

CLOSE_ONLY / ERROR (April-Created)¶

Strategy	Status	P&L	Trades	Volume	Notes
StatsArb_v15_ETH_BTC	CLOSE_ONLY	`-$3.43`	66	`$3,088`	Killed pre-end-of-month
MMTV_v2_ETH	ERROR	`-$4.22`	1052	`$52,084`	Pre-clamp; Apr 24 incident
MMTV_v2_BTC	DISABLED	`-$0.46`	793	`$39,215`	Disabled w/ v2 ETH
MMTV_v1_ETH	ERROR	`+$0.11`	22	`$1,525`	Apr 19
MMTV_v1_BTC	ERROR	`-$1.07`	16	`$1,335`	Apr 19
TrueValueMM_v1_ETH	DISABLED	`-$1.91`	13	`$650`	Pre-MMTV iteration
TrueValueMM_v1_BTC	DISABLED	`-$0.20`	1	`$138`	Pre-MMTV iteration

April-Created (Disabled Iterations)¶

Strategy	P&L	Trades	Win Rate
StatsArb_v14_ETH_BTC	`+$0.27`	46	50%
StatsArb_v13_ETH_BTC	`-$0.24`	36	44%
TrendFollowing_v13_ETH	`+$1.03`	17	59%
TrendFollowing_v13_BTC	`-$0.72`	11	45%
StatsArb_v11_ETH_BTC	`-$2.51`	14	64%
StatsArb_v10_ETH_BTC	`-$0.53`	23	57%
TrendFollowing_v12_ETH	`+$2.32`	14	50%
TrendFollowing_v12_BTC	`+$1.26`	7	71%
MeanReversion_v12_ETH	`-$0.22`	9	67%
MeanReversion_v12_BTC	`+$0.02`	7	57%
StatsArb_v9_ETH_BTC	`-$7.44`	87	48%
TrendFollowing_v11_ETH	`+$2.00`	18	61%
TrendFollowing_v11_BTC	`+$1.99`	10	70%
MeanReversion_v11_ETH	`-$1.21`	29	52%
MeanReversion_v11_BTC	`+$4.51`	25	64%

Cumulative Summary¶

Category	P&L	Strategies
Active	`+$1.78`	6
April-created (all)	`~-$8.87`	22
Mar incident luck	`+$113.33`	2
Apr incident luck (dust burst)	`+$23`	spread across 12
Pre-March (Jan–Feb)	`-$8.13`	(incl. Jan winners)
All-time total	`~+$52`	80+
Excluding all incidents	`~-$84`

Paper Strategies¶

Strategy	Status	P&L	Trades	Volume
StatsArb_v15_ETH_BTC	KILLED	`-$10.16`	96	`$4,788`
TrendFollowing_v14_ETH	ACTIVE	`+$0.25`	5	`$250`
TrendFollowing_v14_BTC	ACTIVE	`-$1.79`	3	`$150`
MeanReversion_v13_ETH	KILLED	`-$10.05`	100	`$4,996`
MeanReversion_v13_BTC	KILLED	`-$10.04`	112	`$5,604`
LoserStrategy_v0_BTC	KILLED	`-$10.09`	136	`$5,037` (kill-switch test)
VolScaledDir_v1_ml_vol	KILLED	`-$16.64`	40	`$4,588`
VolScaledDir_v1_BTC	KILLED	`-$15.44`	38	`$4,438`

Paper total: ~-$74

Paper vs Live (Active April Versions)¶

Strategy	Live P&L	Paper P&L	Match?
MR_v13_ETH	`+$1.41`	`-$10.05` (KILLED at limit)	No
MR_v13_BTC	`+$0.18`	`-$10.04` (KILLED at limit)	No
TF_v14_ETH	`+$1.30`	`+$0.25`	Yes (both positive)
TF_v14_BTC	`-$0.40`	`-$1.79`	Yes (both negative)
StatsArb_v15	`-$3.43`	`-$10.16` (KILLED)	Yes (both losing)

Paper continues to disagree with live on MR direction. TF agrees but signal too weak to trust either way. StatsArb agrees on losing — paper killed faster. Paper kill switch (LoserStrategy_v0 test) confirmed working.

VolScaledDirectional (Paper, Mar 18 cohort)¶

Both KILLED in early April after extended losing run (-$32 combined). Not promoted to live. Range regression breakthrough this month makes ML strategy integration worth retrying with new target.

Strategy Type Evolution¶

Type	Mar Result (active)	Apr Result (active)	Trend
MarketMaking	`-$3.78` (v1/v2 ERROR)	`-$0.71`, `$63K` volume	Volume scaling, P&L flat
MeanReversion	`+$2.29`	`+$1.59`	Sustained profitability
TrendFollowing	`-$0.44`	`+$0.90`	Modest recovery
StatsArb	`+$1.02`	`-$3.43` (CLOSE_ONLY)	Lost ground