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: 30,168 trades across 3 sleeves  ·  Latest driver run: 2026-07-28T01:15:07 UTC

Per-sleeve summary

fv-fast 30m

+218.23%
Trades16,563
Hit rate (baseline 55.6%)55.2%
Full-window SR+8.21
30-day rolling SR+1.56
Max drawdown-7.51%
Last trade exit2026-05-11 16:30
Driver last ran2026-07-28T01:15:01
FALSIFIERS OK

ER 15m

+81.29%
Trades2,454
Hit rate (baseline 45.8%)45.8%
Full-window SR+1.01
30-day rolling SR+1.14
Max drawdown-40.34%
Last trade exit2026-05-11 14:00
Driver last ran2026-05-11T18:36:02
FALSIFIERS OK

RT 1h

+61.92%
Trades11,151
Hit rate (baseline 35.0%)35.2%
Full-window SR+1.81
30-day rolling SR+7.27
Max drawdown-10.37%
Last trade exit2026-07-27 21:15
Driver last ran2026-07-28T01:15:07
FALSIFIERS OK

Per-pair P&L (sum of trade returns)

pair fv-fast 30m ER 15m RT 1h total
USDZAR+61.711%+0.000%+23.956%+85.667%
USDPLN+32.563%+11.520%+16.332%+60.415%
USDSEK+28.357%+0.000%+10.353%+38.711%
USDJPY+8.875%+26.222%+0.000%+35.097%
USDCHF+14.040%+14.408%+4.313%+32.760%
NZDUSD+10.364%+20.780%-4.678%+26.466%
USDCAD+10.464%+5.695%+0.745%+16.905%
USDNOK+13.453%+0.000%+3.243%+16.696%
EURUSD+2.136%+12.165%+1.634%+15.934%
AUDUSD+4.690%+6.248%+0.411%+11.350%
GBPUSD+7.502%+1.457%+2.233%+11.192%
USDMXN+24.071%-17.207%+3.378%+10.241%

Recent closed trades (last 30)

sleeve pair dir entry (UTC) exit (UTC) P&L reason
RT 1hGBPUSDLONG2026-07-27 19:002026-07-27 21:15+0.0674%tp
RT 1hUSDCHFSHORT2026-07-27 18:002026-07-27 20:00-0.0482%sl
RT 1hGBPUSDLONG2026-07-27 17:002026-07-27 18:00-0.0345%sl
RT 1hGBPUSDLONG2026-07-27 14:002026-07-27 16:00+0.0712%tp
RT 1hUSDNOKLONG2026-07-24 16:002026-07-27 04:00+0.0219%max_hold
RT 1hUSDCHFSHORT2026-07-24 17:002026-07-26 21:15+0.0789%tp
RT 1hUSDZARSHORT2026-07-24 07:002026-07-24 09:00-0.1452%sl
RT 1hUSDZARSHORT2026-07-23 18:002026-07-24 01:00+0.3077%tp
RT 1hAUDUSDLONG2026-07-23 18:002026-07-24 01:00+0.1410%tp
RT 1hUSDMXNSHORT2026-07-23 13:002026-07-23 14:00-0.0559%sl
RT 1hGBPUSDLONG2026-07-23 13:002026-07-23 14:00-0.0412%sl
RT 1hNZDUSDLONG2026-07-23 13:002026-07-23 14:00-0.0686%sl
RT 1hUSDPLNSHORT2026-07-23 13:002026-07-23 14:00-0.0560%sl
RT 1hUSDZARSHORT2026-07-23 13:002026-07-23 14:00+0.2384%tp
RT 1hNZDUSDLONG2026-07-23 08:002026-07-23 10:00-0.0588%sl
RT 1hUSDZARLONG2026-07-23 02:002026-07-23 06:00+0.1814%tp
RT 1hUSDMXNLONG2026-07-23 01:002026-07-23 06:00+0.0988%tp
RT 1hUSDNOKLONG2026-07-23 02:002026-07-23 03:00-0.0612%sl
RT 1hUSDNOKLONG2026-07-23 00:002026-07-23 01:00-0.0611%sl
RT 1hUSDCHFSHORT2026-07-22 17:002026-07-23 01:00+0.0932%tp
RT 1hUSDZARLONG2026-07-22 23:002026-07-23 00:00-0.0897%sl
RT 1hUSDZARLONG2026-07-22 15:002026-07-22 21:15+0.1754%tp
RT 1hUSDNOKLONG2026-07-22 20:002026-07-22 21:15+0.1132%tp
RT 1hUSDCHFSHORT2026-07-22 14:002026-07-22 16:00-0.0433%sl
RT 1hUSDZARLONG2026-07-22 13:002026-07-22 14:00-0.0847%sl
RT 1hNZDUSDLONG2026-07-22 12:002026-07-22 13:00+0.1150%tp
RT 1hGBPUSDLONG2026-07-22 12:002026-07-22 13:00+0.0738%tp
RT 1hUSDNOKLONG2026-07-22 12:002026-07-22 13:00-0.0546%sl
RT 1hUSDNOKLONG2026-07-22 10:002026-07-22 11:00-0.0505%sl
RT 1hUSDSEKSHORT2026-07-22 07:002026-07-22 09:00+0.1021%tp

Shadow ledger source: ~/trading/tier1_shadow_state/<sleeve>/ledger.csv  ·  Driver: scripts/tier1_paper_shadow.py  ·  Built 2026-05-11.