Tier-1 Paper Shadow
Three v3-admitted standalone strategies observing live market data — fv-fast 30m, ER 15m, RT 1h.
Ledger-only shadow (no real orders). Updates hourly at :15 UTC. Refresh every 60s.
Backfilled to 2023-07-03; forward observation started 2026-05-11.
Total: 29,619 trades across 3 sleeves ·
Latest driver run: 2026-05-30T16:15:07 UTC
Per-sleeve summary
| Trades | 16,563 |
| Hit rate (baseline 55.6%) | 55.2% |
| Full-window SR | +8.21 |
| 30-day rolling SR | +1.56 |
| Max drawdown | -7.51% |
| Last trade exit | 2026-05-11 16:30 |
| Driver last ran | 2026-05-30T16:15:01 |
FALSIFIERS OK
| Trades | 2,454 |
| Hit rate (baseline 45.8%) | 45.8% |
| Full-window SR | +1.01 |
| 30-day rolling SR | +1.14 |
| Max drawdown | -40.34% |
| Last trade exit | 2026-05-11 14:00 |
| Driver last ran | 2026-05-11T18:36:02 |
FALSIFIERS OK
| Trades | 10,602 |
| Hit rate (baseline 35.0%) | 35.0% |
| Full-window SR | +1.78 |
| 30-day rolling SR | +3.99 |
| Max drawdown | -10.37% |
| Last trade exit | 2026-05-29 17:00 |
| Driver last ran | 2026-05-30T16:15:07 |
FALSIFIERS OK
Per-pair P&L (sum of trade returns)
| pair |
fv-fast 30m |
ER 15m |
RT 1h |
total |
| USDZAR | +61.711% | +0.000% | +23.025% | +84.736% |
| USDPLN | +32.563% | +11.520% | +15.262% | +59.345% |
| USDSEK | +28.357% | +0.000% | +10.606% | +38.964% |
| USDJPY | +8.875% | +26.222% | +0.000% | +35.097% |
| USDCHF | +14.040% | +14.408% | +3.482% | +31.929% |
| NZDUSD | +10.364% | +20.780% | -4.921% | +26.223% |
| USDNOK | +13.453% | +0.000% | +3.691% | +17.144% |
| USDCAD | +10.464% | +5.695% | +0.715% | +16.875% |
| EURUSD | +2.136% | +12.165% | +1.411% | +15.711% |
| GBPUSD | +7.502% | +1.457% | +1.863% | +10.822% |
| AUDUSD | +4.690% | +6.248% | -0.355% | +10.584% |
| USDMXN | +24.071% | -17.207% | +3.537% | +10.400% |
Recent closed trades (last 30)
| sleeve |
pair |
dir |
entry (UTC) |
exit (UTC) |
P&L |
reason |
| RT 1h | USDSEK | LONG | 2026-05-29 16:00 | 2026-05-29 17:00 | +0.1071% | tp |
| RT 1h | USDCHF | LONG | 2026-05-29 16:00 | 2026-05-29 17:00 | +0.0732% | tp |
| RT 1h | NZDUSD | SHORT | 2026-05-29 16:00 | 2026-05-29 17:00 | +0.0965% | tp |
| RT 1h | USDCHF | LONG | 2026-05-29 14:00 | 2026-05-29 15:00 | -0.0344% | sl |
| RT 1h | NZDUSD | SHORT | 2026-05-29 14:00 | 2026-05-29 15:00 | -0.0457% | sl |
| RT 1h | AUDUSD | SHORT | 2026-05-29 13:00 | 2026-05-29 15:00 | -0.0408% | sl |
| RT 1h | USDCHF | LONG | 2026-05-29 11:00 | 2026-05-29 13:00 | -0.0330% | sl |
| RT 1h | NZDUSD | SHORT | 2026-05-29 12:00 | 2026-05-29 13:00 | -0.0416% | sl |
| RT 1h | USDZAR | LONG | 2026-05-29 09:00 | 2026-05-29 11:00 | -0.0713% | sl |
| RT 1h | NZDUSD | SHORT | 2026-05-29 10:00 | 2026-05-29 11:00 | -0.0496% | sl |
| RT 1h | NZDUSD | SHORT | 2026-05-29 06:00 | 2026-05-29 09:00 | -0.0557% | sl |
| RT 1h | USDZAR | LONG | 2026-05-28 22:00 | 2026-05-29 07:00 | -0.0867% | sl |
| RT 1h | NZDUSD | SHORT | 2026-05-29 02:00 | 2026-05-29 05:00 | -0.0579% | sl |
| RT 1h | USDPLN | LONG | 2026-05-28 18:00 | 2026-05-29 01:00 | +0.1078% | tp |
| RT 1h | NZDUSD | SHORT | 2026-05-29 00:00 | 2026-05-29 01:00 | -0.0592% | sl |
| RT 1h | NZDUSD | SHORT | 2026-05-28 17:00 | 2026-05-28 23:00 | -0.0763% | sl |
| RT 1h | USDZAR | LONG | 2026-05-28 17:00 | 2026-05-28 21:15 | +0.1740% | tp |
| RT 1h | USDCAD | LONG | 2026-05-28 18:00 | 2026-05-28 19:00 | -0.0372% | sl |
| RT 1h | USDCAD | LONG | 2026-05-28 15:00 | 2026-05-28 17:00 | -0.0353% | sl |
| RT 1h | USDCAD | SHORT | 2026-05-28 10:00 | 2026-05-28 11:00 | +0.0517% | tp |
| RT 1h | USDMXN | SHORT | 2026-05-28 04:00 | 2026-05-28 05:00 | +0.1085% | tp |
| RT 1h | EURUSD | LONG | 2026-05-28 04:00 | 2026-05-28 05:00 | +0.0719% | tp |
| RT 1h | GBPUSD | LONG | 2026-05-28 04:00 | 2026-05-28 05:00 | +0.0791% | tp |
| RT 1h | USDCAD | SHORT | 2026-05-28 04:00 | 2026-05-28 05:00 | +0.0559% | tp |
| RT 1h | USDCHF | SHORT | 2026-05-28 04:00 | 2026-05-28 05:00 | +0.0851% | tp |
| RT 1h | AUDUSD | LONG | 2026-05-28 04:00 | 2026-05-28 05:00 | +0.1190% | tp |
| RT 1h | USDNOK | SHORT | 2026-05-28 03:00 | 2026-05-28 05:00 | +0.1126% | tp |
| RT 1h | USDSEK | SHORT | 2026-05-28 03:00 | 2026-05-28 05:00 | +0.1639% | tp |
| RT 1h | USDZAR | SHORT | 2026-05-28 04:00 | 2026-05-28 05:00 | +0.1539% | tp |
| RT 1h | USDPLN | SHORT | 2026-05-28 04:00 | 2026-05-28 05:00 | +0.0952% | tp |
Shadow ledger source: ~/trading/tier1_shadow_state/<sleeve>/ledger.csv
· Driver: scripts/tier1_paper_shadow.py
· Built 2026-05-11.