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
| 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 | 2026-09-11T04:15:03 |
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 | 11,640 |
| Hit rate (baseline 35.0%) | 35.5% |
| Full-window SR | +1.92 |
| 30-day rolling SR | +4.64 |
| Max drawdown | -10.37% |
| Last trade exit | 2026-09-11 03:00 |
| Driver last ran | 2026-09-11T04:15:09 |
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 1h | USDSEK | SHORT | 2026-09-11 02:00 | 2026-09-11 03:00 | -0.0584% | sl |
| RT 1h | USDNOK | SHORT | 2026-09-11 01:00 | 2026-09-11 03:00 | -0.0705% | sl |
| RT 1h | USDCAD | SHORT | 2026-09-11 02:00 | 2026-09-11 03:00 | -0.0247% | sl |
| RT 1h | AUDUSD | LONG | 2026-09-11 02:00 | 2026-09-11 03:00 | -0.0454% | sl |
| RT 1h | USDZAR | SHORT | 2026-09-10 22:00 | 2026-09-11 01:00 | +0.1331% | tp |
| RT 1h | USDSEK | SHORT | 2026-09-10 23:00 | 2026-09-11 01:00 | -0.0564% | sl |
| RT 1h | USDCAD | SHORT | 2026-09-11 00:00 | 2026-09-11 01:00 | -0.0253% | sl |
| RT 1h | AUDUSD | LONG | 2026-09-11 00:00 | 2026-09-11 01:00 | +0.0883% | tp |
| RT 1h | NZDUSD | LONG | 2026-09-10 22:00 | 2026-09-10 23:00 | +0.1118% | tp |
| RT 1h | AUDUSD | LONG | 2026-09-10 19:00 | 2026-09-10 23:00 | -0.0462% | sl |
| RT 1h | USDCAD | SHORT | 2026-09-10 22:00 | 2026-09-10 23:00 | -0.0253% | sl |
| RT 1h | USDSEK | SHORT | 2026-09-10 20:00 | 2026-09-10 22:00 | +0.1095% | tp |
| RT 1h | USDZAR | SHORT | 2026-09-10 20:00 | 2026-09-10 21:15 | +0.1240% | tp |
| RT 1h | USDNOK | SHORT | 2026-09-10 20:00 | 2026-09-10 21:15 | -0.0618% | sl |
| RT 1h | USDCAD | SHORT | 2026-09-10 19:00 | 2026-09-10 21:15 | +0.0483% | tp |
| RT 1h | NZDUSD | LONG | 2026-09-10 20:00 | 2026-09-10 21:00 | +0.1143% | tp |
| RT 1h | NZDUSD | LONG | 2026-09-10 18:00 | 2026-09-10 19:15 | -0.0573% | sl |
| RT 1h | USDSEK | SHORT | 2026-09-10 18:00 | 2026-09-10 19:00 | -0.0533% | sl |
| RT 1h | USDZAR | SHORT | 2026-09-10 17:00 | 2026-09-10 19:00 | -0.0612% | sl |
| RT 1h | USDMXN | SHORT | 2026-09-10 13:00 | 2026-09-10 15:00 | +0.0656% | tp |
| RT 1h | USDNOK | SHORT | 2026-09-10 13:00 | 2026-09-10 15:00 | +0.1272% | tp |
| RT 1h | USDZAR | SHORT | 2026-09-10 11:00 | 2026-09-10 13:00 | -0.0481% | sl |
| RT 1h | USDSEK | SHORT | 2026-09-10 11:00 | 2026-09-10 13:00 | -0.0423% | sl |
| RT 1h | USDPLN | SHORT | 2026-09-10 11:00 | 2026-09-10 13:00 | -0.0307% | sl |
| RT 1h | USDCHF | SHORT | 2026-09-10 11:00 | 2026-09-10 13:00 | -0.0376% | sl |
| RT 1h | NZDUSD | LONG | 2026-09-10 11:00 | 2026-09-10 13:00 | -0.0458% | sl |
| RT 1h | AUDUSD | LONG | 2026-09-10 11:00 | 2026-09-10 13:00 | -0.0349% | sl |
| RT 1h | NZDUSD | LONG | 2026-09-09 19:15 | 2026-09-09 21:00 | -0.0500% | sl |
| RT 1h | USDCHF | LONG | 2026-09-09 14:00 | 2026-09-09 15:00 | +0.0824% | tp |
| RT 1h | EURUSD | SHORT | 2026-09-09 12:00 | 2026-09-09 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.