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

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 ran2026-05-30T16:15:01
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

+58.32%
Trades10,602
Hit rate (baseline 35.0%)35.0%
Full-window SR+1.78
30-day rolling SR+3.99
Max drawdown-10.37%
Last trade exit2026-05-29 17:00
Driver last ran2026-05-30T16:15:07
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 1hUSDSEKLONG2026-05-29 16:002026-05-29 17:00+0.1071%tp
RT 1hUSDCHFLONG2026-05-29 16:002026-05-29 17:00+0.0732%tp
RT 1hNZDUSDSHORT2026-05-29 16:002026-05-29 17:00+0.0965%tp
RT 1hUSDCHFLONG2026-05-29 14:002026-05-29 15:00-0.0344%sl
RT 1hNZDUSDSHORT2026-05-29 14:002026-05-29 15:00-0.0457%sl
RT 1hAUDUSDSHORT2026-05-29 13:002026-05-29 15:00-0.0408%sl
RT 1hUSDCHFLONG2026-05-29 11:002026-05-29 13:00-0.0330%sl
RT 1hNZDUSDSHORT2026-05-29 12:002026-05-29 13:00-0.0416%sl
RT 1hUSDZARLONG2026-05-29 09:002026-05-29 11:00-0.0713%sl
RT 1hNZDUSDSHORT2026-05-29 10:002026-05-29 11:00-0.0496%sl
RT 1hNZDUSDSHORT2026-05-29 06:002026-05-29 09:00-0.0557%sl
RT 1hUSDZARLONG2026-05-28 22:002026-05-29 07:00-0.0867%sl
RT 1hNZDUSDSHORT2026-05-29 02:002026-05-29 05:00-0.0579%sl
RT 1hUSDPLNLONG2026-05-28 18:002026-05-29 01:00+0.1078%tp
RT 1hNZDUSDSHORT2026-05-29 00:002026-05-29 01:00-0.0592%sl
RT 1hNZDUSDSHORT2026-05-28 17:002026-05-28 23:00-0.0763%sl
RT 1hUSDZARLONG2026-05-28 17:002026-05-28 21:15+0.1740%tp
RT 1hUSDCADLONG2026-05-28 18:002026-05-28 19:00-0.0372%sl
RT 1hUSDCADLONG2026-05-28 15:002026-05-28 17:00-0.0353%sl
RT 1hUSDCADSHORT2026-05-28 10:002026-05-28 11:00+0.0517%tp
RT 1hUSDMXNSHORT2026-05-28 04:002026-05-28 05:00+0.1085%tp
RT 1hEURUSDLONG2026-05-28 04:002026-05-28 05:00+0.0719%tp
RT 1hGBPUSDLONG2026-05-28 04:002026-05-28 05:00+0.0791%tp
RT 1hUSDCADSHORT2026-05-28 04:002026-05-28 05:00+0.0559%tp
RT 1hUSDCHFSHORT2026-05-28 04:002026-05-28 05:00+0.0851%tp
RT 1hAUDUSDLONG2026-05-28 04:002026-05-28 05:00+0.1190%tp
RT 1hUSDNOKSHORT2026-05-28 03:002026-05-28 05:00+0.1126%tp
RT 1hUSDSEKSHORT2026-05-28 03:002026-05-28 05:00+0.1639%tp
RT 1hUSDZARSHORT2026-05-28 04:002026-05-28 05:00+0.1539%tp
RT 1hUSDPLNSHORT2026-05-28 04:002026-05-28 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.