Trading Desk
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Engine: Operational
Calibration: In Progress
Opening Balance
$10,000
Sim book
Current Equity
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Loading…
Realized PnL
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July 2026
Open Positions
0
Active
Win Rate
—
Closed trades
Profit Factor
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Gross/Net
Total Trades
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July 2026
Net R
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After costs
Open Positions
Simulated positions from the July 2026 BTCUSDT replay. No live exposure.
| Symbol | Side | Entry | Stop | Target | Size | Unrealized PnL | Duration |
|---|---|---|---|---|---|---|---|
| No open positions — Sim replay completed | |||||||
Recent Trades — July 2026 BTCUSDT Replay
Closed trades from the baseline (C0) and calibration cycles.
| Cycle | Side | Entry | Stop | Target | Exit | R | Reason |
|---|---|---|---|---|---|---|---|
| C0 | LONG | 62085.0 | 62051.2 | 62250.5 | 62051.2 | −1.00 | stop |
| C0 | LONG | 63084.2 | 63064.4 | 63150.0 | 63064.4 | −1.00 | stop |
| C0 | LONG | 63080.0 | 63064.4 | 63130.9 | 63064.4 | −1.00 | stop |
| C0 | LONG | 64020.0 | 63843.1 | 64445.0 | 63843.1 | −1.00 | stop |
| C0 | LONG | 62831.2 | 62740.0 | 63178.2 | 62740.0 | −1.00 | stop |
| C0 | LONG | 64725.4 | 64688.0 | 64940.5 | 64688.0 | −1.00 | stop |
| C0 | LONG | 63912.8 | 63854.3 | 64176.5 | 64176.5 | +4.51 | target |
| C0 | LONG | 64122.8 | 64106.0 | 64193.2 | 64193.2 | +4.19 | target |
| C0 | LONG | 64119.8 | 64098.7 | 64179.3 | 64179.3 | +2.82 | target |
| C2 | LONG | 62300.1 | 62141.2 | 62752.4 | 62141.2 | −1.00 | stop |
| C2 | LONG | 64020.0 | 63843.1 | 64445.0 | 64445.0 | +2.40 | target |
Sim Evidence Board — One-Variable Optimization
July 2026 BTCUSDT · 8,928 5m bars · ~20M aggTrades · Maker cost model (4 bps RT)
| Cycle | Hypothesis | Trades | WR | PF | Gross R | Cost Drag | Net R | Verdict |
|---|---|---|---|---|---|---|---|---|
| C0 | Baseline — strict location, fixed swing-high TP | 9 | 33.3% | 1.92 | +5.52 | −15.84 | −10.32 | Tight stops noise-stopped |
| C1 | +0.5 ATR stop buffer | 9 | 44.4% | 1.50 | +2.50 | −7.06 | −4.56 | Wider stops = more cost drag |
| C2 | Selective sessions (Asia+London+NY) | 2 | 50.0% | 2.40 | +1.40 | −0.60 | +0.80 | Only positive — selectivity wins |
| F1 | Break-even stop @ +0.5R | 9 | 0.0% | 0.00 | +0.00 | −7.78 | −7.78 | Winners → 0R scratches |
| F2 | Structural stop @ 88.6% fib | 9 | 33.3% | 1.92 | +5.52 | −15.84 | −10.32 | Identical to C0 (no change) |
| F3 | Trail aggression (BE + trail) | 9 | 0.0% | 0.00 | +0.00 | −7.78 | −7.78 | Same as F1 |
Current Strategy Configuration
Active parameters for the next replay run. One-variable-at-a-time discipline.
| Parameter | Current Value | Source | Status |
|---|---|---|---|
| Regime interval | 1H / 4H | ADR-0001 | Locked |
| Location fib zone | 70.5% – 88.6% | Creamer AR Model | Locked |
| Confirmation imbalance | ≥400% (4:1) | Creamer footprint | Locked |
| Session windows | Asia + London + NY (all3) | C2 finding | Calibrating |
| Execution mode | Post-Only Maker (ADR-0006) | Cost floor mandate | Locked |
| Stop logic | Failure-bar low + ATR buffer | C1 iteration | Calibrating |
| Exit logic | Fixed swing-high target | Baseline | Bottleneck — open-ended trailing next |
| Risk per trade | 1.0% of equity | GT evidence discipline | Locked |
| Max trades / day | 3 | Creamer 1–2 rule | Locked |
| Max consecutive losses | 2 → stop for day | Creamer rule | Locked |
Auction Resolution Model (ARM) — 4-Step Pipeline
Systematized from Christopher Creamer's July 2026 Robbins World Cup framework.
| Step | Name | Timeframe | Function | Key Rule |
|---|---|---|---|---|
| 01 | Regime | 1H / 4H | Value Area migration + GEX volatility filter | VALUE_UP / VALUE_DOWN / SIDEWAYS |
| 02 | Location Gate | 5m context | Discount zone (70.5–88.6% fib) outside VA | Invalidation at 88.6% — hard stop |
| 03 | Confirmation | 5m footprint | Absorption → dominance shift → seller failure | ≥400% diagonal imbalance, min vol floor |
| 04 | Management | Live | Trail behind aggression, open-ended exit | No fixed target cap — trail to structure |
Microstructure & Cost Floor
Hard mathematical boundaries governing Binance USDT-M execution.
Taker Round-Trip
~14 bps
5 bps fee + 2 bps slip × 2 sides
Maker Round-Trip
~4–8 bps
Post-only limit — mandatory at 5m stops
Sub-1m Scalping
Banned
Structurally negative EV (GT5 evidence)
Calibrated Perpetual Universe (Top 10)
Selected by order-flow tradability surface. Re-fit monthly.
| Rank | Symbol | Role | Flow Profile | Execution Rule |
|---|---|---|---|---|
| #1 | ENAUSDT | High Volatility Expansion | Wide 5m expansion wicks | Post-Only Limit / Strict Imbalance |
| #2 | TAOUSDT | Trend Pullback Beta | High directional momentum | Post-Only Limit |
| #3 | ETHUSDT | Core Liquidity Benchmark | Tight spreads (<0.1 bp) | Post-Only Limit / GEX Overlay |
| #4 | 1000PEPEUSDT | Meme Momentum Velocity | High retail participation | Post-Only Limit / Max Hold 45m |
| #5 | SOLUSDT | High Frequency Rotation | Active US session volume | Post-Only Limit |
| #6 | XRPUSDT | Deep Liquidity Swings | Heavy resting book depth | Post-Only Limit |
| #7 | BTCUSDT | Primary Anchor Asset | Macro trend reference | Post-Only Limit / Deribit GEX |
| #8 | SUIUSDT | Momentum Breakout Beta | Fast auction displacement | Post-Only Limit |
| #9 | LINKUSDT | Institutional Flow Pullback | Consistent Value Area bounds | Post-Only Limit |
| #10 | BNBUSDT | Low Spread Anchor | Exchange flow correlation | Post-Only Limit |