Every time the engine changes direction on an asset, it's logged here as a trade —
server-timestamped, append-only, never edited. No cherry-picking, no backfilling, no deleting
the embarrassing ones. Judge the engine on what it actually said, when it said it.
How to read this: Two engines run side by side — Careful (long-term, trades live) and
Tactical (short-term breakout longs) and Careful (confirmed shorts) — the two books that make up the live Hybrid engine (v2.4, Jul 8 2026). Every call is scored as a real trade: from the moment the
engine takes a stance until it flips that asset — entry to exit, one position per asset at a time. For a LONG, up is right;
for a SHORT, down is right; CASH is judged by what it kept you out of. A trade that nets under ±1% over its hold is flat — noise, not a win or a loss. Calls the engine still holds show "open · live" (unrealized — not counted until they close).
What these numbers are: the signal flips are real and server-timestamped, but every return shown is
hypothetical — computed by applying the stop rule below to market prices, with no real money traded.
Hypothetical results have inherent limitations (fills are assumed at the stop price; no fees, slippage, or
funding) and do not represent actual trading. Past results, real or simulated, don't predict future ones.
Engine v2.1 — June 16, 2026. Two upgrades went live: real on-chain social (LunarCrush) + whale exchange-flow (Whale Alert) data across 28 coins, and a validated discipline fix — shorts now fire only on strong, confirmed downtrends at half size (the prior engine shorted too aggressively and got whipsawed; backtesting proved the conservative version cut drawdown hard). Nothing is ever deleted — every prior call stays logged below the line. Forward-tested performance is tracked from here.
Engine v2.2 — July 2, 2026: stop-out cooldown. Once a call exits at its initial −4% stop, the engine cannot re-take the same asset & direction for 48 hours — no revenge-trading. Diagnosed from this very record: nearly every loss was a −4% day-one stop, and roughly two-thirds were the engine re-entering an identical just-stopped trade (replaying the record with the cooldown removes 30 of 47 losses at the cost of one winner). Deterministic from public data, so any follower can reproduce every suppression. Applies forward only — nothing below is touched. Engine v2.3 — July 2, 2026: symmetric long gate. Longs now require a strong, confirmed uptrend — the exact same evidentiary bar shorts have faced since v2.1 (strong trend + real order-flow). The record showed the asymmetry plainly: shorts won 68%, longs won 14%, because the old loose gate bought weak bear-market bounces. Replaying the engine's full logged tick history (23k ticks) with symmetric gates: longs go from net-negative to net-positive and the whole book improves. Forward only — the past record stays as-is. Engine v2.5 — July 9, 2026: no shorting into a breakout. A confirmed short call is now vetoed to CASH whenever the short-term engine (the 20-day breakout) is pointing up — you don't short into strength. Diagnosed from the record: the losing shorts were the ones fired while price was breaking out the other way. Replaying the tick history, this rule removes only losing shorts (it cut two, both losers; zero winners) and lifts net return. Small in count but sound in principle, and it matters most in exactly the rally-into-chop regime that's been squeezing shorts. Forward only — nothing below is touched.
This is the engine's current stance on every asset — not the trade log. Most of the time the honest call is cash: it only takes a position when trend, order-flow and valuation line up. A quiet asset isn't a dead feed — it's the engine watching and waiting for a real edge.
Performance grading closed calls…
The legacy result is locked. The public +167.9% value and its 313 settled calls are preserved exactly as the last published snapshot under the former methodology; they are never regraded. The total above starts from that fixed base, then adds only positions entered after the profit-lock-v2 cutoff. Forward calls use one non-overlapping position per asset from entry until the earlier of signal flip, stop, or time cap. Their outcomes are written once to a server-owned append-only settlement ledger. Only fully closed UTC daily candles may settle a stop, so the moving current-day candle cannot rewrite a result. Profit-lock-v2 uses a −4% emergency stop, +1.5% arm, +1% floor, 1.5% trail, 7-day unarmed-loss cap, and 14-day armed-winner cap. Results inside ±1% are flat. All displayed returns are gross modeled percentages before fees, slippage, sizing, or compounding. The locked base and forward add-on remain separately visible so neither can silently replace the other.
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This record only covers periods when the engine was running. It is a research log, not
investment advice and not a performance guarantee — see the Terms & Disclaimer.
Past signals, real or logged, don't predict future results.