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: 30,657 trades across 3 sleeves  ·  Latest driver run: 2026-09-11T04:15:09 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 ran2026-09-11T04:15:03
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

+67.79%
Trades11,640
Hit rate (baseline 35.0%)35.5%
Full-window SR+1.92
30-day rolling SR+4.64
Max drawdown-10.37%
Last trade exit2026-09-11 03:00
Driver last ran2026-09-11T04:15:09
FALSIFIERS OK

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

pair fv-fast 30m ER 15m RT 1h total
USDZAR+61.711%+0.000%+25.178%+86.889%
USDPLN+32.563%+11.520%+17.943%+62.026%
USDSEK+28.357%+0.000%+10.538%+38.895%
USDJPY+8.875%+26.222%+0.000%+35.097%
USDCHF+14.040%+14.408%+4.995%+33.442%
NZDUSD+10.364%+20.780%-4.582%+26.562%
USDCAD+10.464%+5.695%+0.826%+16.986%
USDNOK+13.453%+0.000%+3.494%+16.946%
EURUSD+2.136%+12.165%+1.916%+16.216%
AUDUSD+4.690%+6.248%+1.442%+12.380%
GBPUSD+7.502%+1.457%+2.330%+11.289%
USDMXN+24.071%-17.207%+3.712%+10.575%

Recent closed trades (last 30)

sleeve pair dir entry (UTC) exit (UTC) P&L reason
RT 1hUSDSEKSHORT2026-09-11 02:002026-09-11 03:00-0.0584%sl
RT 1hUSDNOKSHORT2026-09-11 01:002026-09-11 03:00-0.0705%sl
RT 1hUSDCADSHORT2026-09-11 02:002026-09-11 03:00-0.0247%sl
RT 1hAUDUSDLONG2026-09-11 02:002026-09-11 03:00-0.0454%sl
RT 1hUSDZARSHORT2026-09-10 22:002026-09-11 01:00+0.1331%tp
RT 1hUSDSEKSHORT2026-09-10 23:002026-09-11 01:00-0.0564%sl
RT 1hUSDCADSHORT2026-09-11 00:002026-09-11 01:00-0.0253%sl
RT 1hAUDUSDLONG2026-09-11 00:002026-09-11 01:00+0.0883%tp
RT 1hNZDUSDLONG2026-09-10 22:002026-09-10 23:00+0.1118%tp
RT 1hAUDUSDLONG2026-09-10 19:002026-09-10 23:00-0.0462%sl
RT 1hUSDCADSHORT2026-09-10 22:002026-09-10 23:00-0.0253%sl
RT 1hUSDSEKSHORT2026-09-10 20:002026-09-10 22:00+0.1095%tp
RT 1hUSDZARSHORT2026-09-10 20:002026-09-10 21:15+0.1240%tp
RT 1hUSDNOKSHORT2026-09-10 20:002026-09-10 21:15-0.0618%sl
RT 1hUSDCADSHORT2026-09-10 19:002026-09-10 21:15+0.0483%tp
RT 1hNZDUSDLONG2026-09-10 20:002026-09-10 21:00+0.1143%tp
RT 1hNZDUSDLONG2026-09-10 18:002026-09-10 19:15-0.0573%sl
RT 1hUSDSEKSHORT2026-09-10 18:002026-09-10 19:00-0.0533%sl
RT 1hUSDZARSHORT2026-09-10 17:002026-09-10 19:00-0.0612%sl
RT 1hUSDMXNSHORT2026-09-10 13:002026-09-10 15:00+0.0656%tp
RT 1hUSDNOKSHORT2026-09-10 13:002026-09-10 15:00+0.1272%tp
RT 1hUSDZARSHORT2026-09-10 11:002026-09-10 13:00-0.0481%sl
RT 1hUSDSEKSHORT2026-09-10 11:002026-09-10 13:00-0.0423%sl
RT 1hUSDPLNSHORT2026-09-10 11:002026-09-10 13:00-0.0307%sl
RT 1hUSDCHFSHORT2026-09-10 11:002026-09-10 13:00-0.0376%sl
RT 1hNZDUSDLONG2026-09-10 11:002026-09-10 13:00-0.0458%sl
RT 1hAUDUSDLONG2026-09-10 11:002026-09-10 13:00-0.0349%sl
RT 1hNZDUSDLONG2026-09-09 19:152026-09-09 21:00-0.0500%sl
RT 1hUSDCHFLONG2026-09-09 14:002026-09-09 15:00+0.0824%tp
RT 1hEURUSDSHORT2026-09-09 12:002026-09-09 15:00-0.0240%sl

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