16/16
Frozen-mark detections
Known bad snapshots identified in historical replay.
PROJECT-REPORTED / NOT RERUN02YNG3 / SYSTEMS RESEARCH / PYTHON
DETERMINISTIC FUTURES PAPER TRADING v / RESEARCH
ETH KRAKEN
BOT.
A Python system for deterministic ETH futures strategy evaluation, risk validation, controlled paper execution, and append-only audit records. No live trading or validated profitability.
HISTORICAL RULES DOCUMENTED PAPER AUTONOMY NOT QUALIFIED
MARKET STRUCTURE / VISUAL DEMO
01 / DISPLAYETH FUTURES SIMULATED INDEX
NO MARKET FEED
ILLUSTRATIVE CANDLES / SYNTHETIC ONLY
RELATIVE INDEX / NO PRICE UNITS48 SYNTHETIC BARS
QUALIFICATION / 2026-11-01 NOT QUALIFIED
Paper autonomyNOT QUALIFIED
Live tradingNOT QUALIFIED
Current equityNOT ESTABLISHED
VISUALIZATION IS SYNTHETIC. THIS SITE DOES NOT CONNECT TO KRAKEN OR THE TRADING BOT.
CASE STUDY / 002REPORTED RECORDS / NOT INDEPENDENTLY RERUNNOT INVESTMENT ADVICE
1,374
LEDGER EVENTS 01 NOV 2026
535
STRATEGY DECISIONS 01 NOV 2026
02
RECONCILED FILLS 01 NOV 2026
SOURCE / READ-ONLY AUDIT
Counts reported in the November 1 read-only audit. Not independently rerun for this portfolio. They are not trading-performance measures.
01 / IMPLEMENTATIONSOURCE-REPORTED DESIGN
System architecture
Five defined processing stages. The public-data sentinel and the isolated research environment operate outside the paper execution path.
01 / PUBLIC DATAINTERACTIVE ARCHITECTURE
Public Kraken Futures data
Validated closed candles provide strategy inputs. The separate credential-free sentinel monitors public markets without order-execution authority.
SOURCE MODULES
paper/market_data.py · paper/sentinel.pyPUBLIC DATAVALIDATIONREAD-ONLY SENTINEL
SEPARATE EXECUTION LANES
Public reference markets, PF_ETHUSD paper futures, inverse contracts, and isolated shadow research are distinct data and accounting contexts. This site is not connected to any of them.
02 / STRATEGYLOCAL LOGIC DEMONSTRATION
Entry conditions
Long-only deterministic entry logic. The control panel below evaluates hypothetical Boolean inputs, not market prices or trading opportunities.
ILLUSTRATIVE INPUTS
Condition evaluation
OUTPUT / DEMONSTRATIONNO MARKET CONNECTION
04/ 06CONDITIONS SATISFIED
ILLUSTRATIVE RESULT
NO ENTRY
Two required conditions are not satisfied.
UNMET CONDITIONS
- Daily close
- SMA alignment
A passing demonstration is not a live trade signal, authorization, or submitted order.
DATA SUFFICIENCY
Source-reported strategy requires at least 181 closed four-hour candles and at least 60 completed daily observations before evaluating the six entry conditions. That prerequisite is assumed satisfied in this illustration.
DOCUMENTED EXIT CONDITIONS
01
Daily close below SMA50
02
SMA20 falls below SMA50
03
Volatility-adjusted momentum becomes negative
03 / RISKDO NOT COMBINE
Historical risk configurations
Documented policy versions are separate research configurations, not evidence of current deployment settings.
| Configuration | Baseline / position | Controls documented | Evidence status |
|---|---|---|---|
| Strategy charter v1July 2026 | 1× baseline | Long-or-flat; one maximum position; no averaging down; deterministic sizing and entry breakers. | Historical specification |
| Paper contract v3Paper-only envelope | 10× ceiling $4,000 notional cap | $400 reference; 1% emergency stop; 20% daily and 60% high-water entry breakers; 0.05% taker fee per fill. | Paper-only specification |
| July qualification candidateConservative proposal | 1× baseline $74 target / $75 max | Stale-data handling; stop protection; order reconciliation; kill-switch requirements. | Candidate, not qualified |
266/266
Healthy snapshots
Reported no false positives in the same replay.
PROJECT-REPORTED / NOT RERUN6,780
Reference comparisons
Zero reported parity mismatches against a pinned reference; not evidence of predictive performance.
PROJECT-REPORTED / NOT RERUN04 / AUDITAS OF 01 NOV 2026
Evidence and limitations
Reported paper-control records and a separate failed shadow simulation. They cannot be aggregated into a performance return.
A / PAPER CONTROLSTALE STATE FILE
Last saved collateral
$1,004.70 USD
Reference starting collateral: $400. The state file was last updated before the November 1 ledger audit. Collateral is not equity. The record does not establish current account value, realized P&L, fees, return, or drawdown.
B / ISOLATED SHADOW V1RETIRED 19 AUG 2026
Failed simulation
0 / 18WINS / CLOSED TRADES
12.56%MAX DRAWDOWN
$16.8203FEES
All 18 recorded closed trades lost. Estimated adverse execution drag: $33.6406. This result belongs to a retired shadow experiment, not the paper control account or live trading.
CURRENT QUALIFICATION
Not established
- No qualified profitable strategy demonstrated.
- No verified current paper equity or attributable paper-control performance.
- No verified live trades, results, or authorization.
- OHLC-based simulation does not establish intrabar execution order, real slippage, or exchange behavior.
05 / DEVELOPMENTJUL–NOV 2026
Documented milestones
Selected dates from available project records. This is not a complete source-control history.
Strategy charter
Risk requirements, long-or-flat intent, and evidence-led qualification documented.
Qualification review
Paper autonomy and live trading rejected as unqualified; historical 179-test run and zero forward closes reported.
Shadow v1 retired
Separate strategy removed after 18 losing closed trades.
Funding-accounting study
Paper accrual discrepancy versus public funding reference prompted corrected-equity analysis.
Frozen-mark safeguard
Fail-closed market-data protection; historical replay detection figures reported, not independently rerun here.
Read-only audit
Ledger integrity passed in project report; 1,374 events, 535 strategy decisions, and two reconciled fills. Paper state remained stale.
06 / NEXT REQUIREMENTSNOT YET COMPLETED
Qualification requirements
Planned criteria from the project records. None implies live-trading authorization.
01 / REPRODUCIBILITY
Seal the evaluation
Freeze the exact source, parameters, input datasets, and evaluation window for review.
02 / FORWARD RECORDS
Collect attributable results
Target at least 30 attributable forward closes over at least 180 calendar days, with realistic fees, funding, and execution costs.
03 / INDEPENDENT REVIEW
Validate failure handling
Verify mutation recovery, reconciled accounting, and exact source before any promotion decision.
All figures are source-reported or project-record-reported as indicated. Historical checks were not independently rerun for this portfolio. No live service, API key, exchange session, or trading control is exposed.