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
| 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 | 2026-07-28T01:15:01 |
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 | 11,151 |
| Hit rate (baseline 35.0%) | 35.2% |
| Full-window SR | +1.81 |
| 30-day rolling SR | +7.27 |
| Max drawdown | -10.37% |
| Last trade exit | 2026-07-27 21:15 |
| Driver last ran | 2026-07-28T01:15:07 |
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 1h | GBPUSD | LONG | 2026-07-27 19:00 | 2026-07-27 21:15 | +0.0674% | tp |
| RT 1h | USDCHF | SHORT | 2026-07-27 18:00 | 2026-07-27 20:00 | -0.0482% | sl |
| RT 1h | GBPUSD | LONG | 2026-07-27 17:00 | 2026-07-27 18:00 | -0.0345% | sl |
| RT 1h | GBPUSD | LONG | 2026-07-27 14:00 | 2026-07-27 16:00 | +0.0712% | tp |
| RT 1h | USDNOK | LONG | 2026-07-24 16:00 | 2026-07-27 04:00 | +0.0219% | max_hold |
| RT 1h | USDCHF | SHORT | 2026-07-24 17:00 | 2026-07-26 21:15 | +0.0789% | tp |
| RT 1h | USDZAR | SHORT | 2026-07-24 07:00 | 2026-07-24 09:00 | -0.1452% | sl |
| RT 1h | USDZAR | SHORT | 2026-07-23 18:00 | 2026-07-24 01:00 | +0.3077% | tp |
| RT 1h | AUDUSD | LONG | 2026-07-23 18:00 | 2026-07-24 01:00 | +0.1410% | tp |
| RT 1h | USDMXN | SHORT | 2026-07-23 13:00 | 2026-07-23 14:00 | -0.0559% | sl |
| RT 1h | GBPUSD | LONG | 2026-07-23 13:00 | 2026-07-23 14:00 | -0.0412% | sl |
| RT 1h | NZDUSD | LONG | 2026-07-23 13:00 | 2026-07-23 14:00 | -0.0686% | sl |
| RT 1h | USDPLN | SHORT | 2026-07-23 13:00 | 2026-07-23 14:00 | -0.0560% | sl |
| RT 1h | USDZAR | SHORT | 2026-07-23 13:00 | 2026-07-23 14:00 | +0.2384% | tp |
| RT 1h | NZDUSD | LONG | 2026-07-23 08:00 | 2026-07-23 10:00 | -0.0588% | sl |
| RT 1h | USDZAR | LONG | 2026-07-23 02:00 | 2026-07-23 06:00 | +0.1814% | tp |
| RT 1h | USDMXN | LONG | 2026-07-23 01:00 | 2026-07-23 06:00 | +0.0988% | tp |
| RT 1h | USDNOK | LONG | 2026-07-23 02:00 | 2026-07-23 03:00 | -0.0612% | sl |
| RT 1h | USDNOK | LONG | 2026-07-23 00:00 | 2026-07-23 01:00 | -0.0611% | sl |
| RT 1h | USDCHF | SHORT | 2026-07-22 17:00 | 2026-07-23 01:00 | +0.0932% | tp |
| RT 1h | USDZAR | LONG | 2026-07-22 23:00 | 2026-07-23 00:00 | -0.0897% | sl |
| RT 1h | USDZAR | LONG | 2026-07-22 15:00 | 2026-07-22 21:15 | +0.1754% | tp |
| RT 1h | USDNOK | LONG | 2026-07-22 20:00 | 2026-07-22 21:15 | +0.1132% | tp |
| RT 1h | USDCHF | SHORT | 2026-07-22 14:00 | 2026-07-22 16:00 | -0.0433% | sl |
| RT 1h | USDZAR | LONG | 2026-07-22 13:00 | 2026-07-22 14:00 | -0.0847% | sl |
| RT 1h | NZDUSD | LONG | 2026-07-22 12:00 | 2026-07-22 13:00 | +0.1150% | tp |
| RT 1h | GBPUSD | LONG | 2026-07-22 12:00 | 2026-07-22 13:00 | +0.0738% | tp |
| RT 1h | USDNOK | LONG | 2026-07-22 12:00 | 2026-07-22 13:00 | -0.0546% | sl |
| RT 1h | USDNOK | LONG | 2026-07-22 10:00 | 2026-07-22 11:00 | -0.0505% | sl |
| RT 1h | USDSEK | SHORT | 2026-07-22 07:00 | 2026-07-22 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.