Built 2026-08-23 · gates as of 2026-08-23 ·
goal #1: don't lose money
Crypto GATED
$-3,406.70
70 closed trades
Futures WATCH
$3,567.74
239 closed trades
Stocks WATCH
$67.31
143 closed trades
Review
-23d
until 2026-07-31
Forward net P&L (after fees)
$-3,406.70
Forward max drawdown
$3,968.81 / $500 limit
Forward trades
70
Daily runs logged
51
Go/no-go review
2026-07-31
Phase
2 — paper (no real money)
Markets desk — 31 markets scanned, 15 with live setups
Crypto (frozen forward test) — 5 markets
BTC/USD SETUP
77,082.60
90d · ATR 2.4%/day · vol 40%/yr
ID/NR4 long — Next session OCO: buy stop 78800.100000; sell stop 76016.200000
ETH/USD quiet
2,422.94
90d · ATR 3.3%/day · vol 66%/yr
No setup — stand aside.
SOL/USD quiet
93.81
90d · ATR 3.6%/day · vol 45%/yr
No setup — stand aside.
XRP/USD quiet
1.46
90d · ATR 4.8%/day · vol 77%/yr
No setup — stand aside.
ADA/USD quiet
0.23
90d · ATR 5.8%/day · vol 66%/yr
No setup — stand aside.
Futures (research) — 16 markets
E-mini S&P 500 SETUP
7,691.25
90d · ATR 1.1%/day · vol 13%/yr
ID/NR4 long — Next session OCO: buy stop 7714.250000; sell stop 7661.000000
WTI Crude Oil SETUP
87.06
90d · ATR 4.3%/day · vol 49%/yr
Historical Volatility Crabel long — Next session OCO: buy stop 87.520002; sell stop 85.790003
Turtle Trend long — Buy stop 89.010000 / sell stop 74.229998 (20-day channel)
Natural Gas SETUP
2.77
90d · ATR 3.5%/day · vol 36%/yr
ID/NR4 long — Next session OCO: buy stop 2.799000; sell stop 2.740000
Gold SETUP
4,624.10
90d · ATR 1.8%/day · vol 22%/yr
Turtle Trend long — Buy stop 4624.200098 / sell stop 4017.799902 (20-day channel)
Silver SETUP
69.47
90d · ATR 2.4%/day · vol 33%/yr
Turtle Trend long — Buy stop 69.854998 / sell stop 57.219998 (20-day channel)
Copper quiet
6.58
90d · ATR 1.3%/day · vol 18%/yr
No setup — stand aside.
30-Year Treasury Bond quiet
108.88
90d · ATR 1.0%/day · vol 9%/yr
No setup — stand aside.
10-Year Treasury Note quiet
108.27
90d · ATR 0.5%/day · vol 4%/yr
No setup — stand aside.
Corn SETUP
483.75
90d · ATR 2.1%/day · vol 27%/yr
Turtle Trend long — Buy stop 484.500000 / sell stop 433.750000 (20-day channel)
Soybeans quiet
1,225.00
90d · ATR 1.3%/day · vol 17%/yr
No setup — stand aside.
Wheat SETUP
681.50
90d · ATR 3.0%/day · vol 28%/yr
Turtle Trend long — Buy stop 691.500000 / sell stop 626.500000 (20-day channel)
Sugar quiet
17.61
90d · ATR 2.8%/day · vol 27%/yr
No setup — stand aside.
Live Cattle SETUP
223.05
90d · ATR 1.4%/day · vol 13%/yr
Connors RSI2 long — Buy at/near the close (223.050003)
Lean Hogs quiet
80.88
90d · ATR 1.3%/day · vol 15%/yr
No setup — stand aside.
Euro FX quiet
1.17
90d · ATR 0.4%/day · vol 5%/yr
No setup — stand aside.
Japanese Yen quiet
0.01
90d · ATR 0.9%/day · vol 13%/yr
No setup — stand aside.
Stocks (research) — 10 markets
TSLA SETUP
362.86
90d · ATR 3.2%/day · vol 36%/yr
Turtle Trend long — Buy stop 366.510000 / sell stop 297.370005 (20-day channel)
NVDA SETUP
214.72
90d · ATR 2.9%/day · vol 33%/yr
Connors RSI2 long — Buy at/near the close (214.720001)
MU quiet
966.78
90d · ATR 7.2%/day · vol 97%/yr
No setup — stand aside.
AMD quiet
473.25
90d · ATR 6.2%/day · vol 77%/yr
No setup — stand aside.
MSTR SETUP
119.25
90d · ATR 5.1%/day · vol 72%/yr
Turtle Trend long — Buy stop 121.920004 / sell stop 89.199999 (20-day channel)
COIN quiet
186.49
90d · ATR 5.2%/day · vol 76%/yr
No setup — stand aside.
PLTR SETUP
179.94
90d · ATR 4.8%/day · vol 104%/yr
Turtle Trend long — Buy stop 182.450002 / sell stop 117.879999 (20-day channel)
SMCI SETUP
37.24
90d · ATR 6.7%/day · vol 95%/yr
Historical Volatility Crabel long — Next session OCO: buy stop 37.679998; sell stop 36.409998
ID/NR4 long — Next session OCO: buy stop 37.679998; sell stop 36.409998
MARA quiet
11.26
90d · ATR 8.5%/day · vol 112%/yr
No setup — stand aside.
HOOD SETUP
108.13
90d · ATR 5.1%/day · vol 65%/yr
Turtle Trend long — Buy stop 109.719999 / sell stop 83.670000 (20-day channel)
Forward equity (net of fees, since 2026-07-04)
2026-07-04 → 2026-08-21 · equity $-3,406.70 · max drawdown $3,968.82 of $500 kill-switch ($-3,468.82 of room left) · red shading = drawdown from peak
Trade blotter — every closed forward trade (70)
| Closed | Market | Strategy | Side | Entry → Exit | Why exited | Net |
|---|---|---|---|---|---|---|
| 2026-08-21 | ADA | Turtle Soup | short | 0.211464 → 0.229123 | range_expansion_exit | $-86.68 (-0.87R) |
| 2026-08-19 | XRP | Turtle Soup | short | 1.09399 → 1.10537 | range_expansion_exit | $-41.82 (-0.42R) |
| 2026-08-19 | XRP | Historical Volatility Crabel | long | 1.00546 → 1.10537 | range_expansion_exit | $543.90 (+5.44R) |
| 2026-08-19 | SOL | Turtle Soup | short | 77.61 → 85.33 | range_expansion_exit | $-84.13 (-0.84R) |
| 2026-08-19 | ETH | Turtle Soup | short | 1939.9 → 2251.9 | range_expansion_exit | $-81.93 (-0.82R) |
| 2026-08-19 | BTC | Turtle Soup | short | 65424.6 → 69285 | range_expansion_exit | $-91.99 (-0.92R) |
| 2026-08-18 | ADA | Historical Volatility Crabel | short | 0.174494 → 0.174494 | trailing_stop | $-19.64 (-0.20R) |
| 2026-08-17 | XRP | The Anti | short | 0.9972 → 0.9972 | trailing_stop | $-30.40 (-0.30R) |
| 2026-08-17 | XRP | ID/NR4 | short | 0.9972 → 0.9972 | trailing_stop | $-53.40 (-0.53R) |
| 2026-08-17 | SOL | ID/NR4 | short | 74.97 → 74.97 | trailing_stop | $-56.50 (-0.56R) |
| 2026-08-17 | SOL | Historical Volatility Crabel | short | 74.97 → 74.97 | trailing_stop | $-56.50 (-0.56R) |
| 2026-08-16 | XRP | ID/NR4 | short | 1.02554 → 0.99245 | time_exit | $130.72 (+1.31R) |
| 2026-08-16 | ETH | ID/NR4 | long | 1884.73 → 1874.2 | ambiguous_whipsaw_loss | $-192.81 (-1.93R) |
| 2026-08-16 | ETH | Historical Volatility Crabel | long | 1884.73 → 1874.2 | ambiguous_whipsaw_loss | $-192.81 (-1.93R) |
| 2026-08-16 | BTC | ID/NR4 | long | 63111.1 → 62855.7 | ambiguous_whipsaw_loss | $-228.24 (-2.28R) |
| 2026-08-16 | BTC | Historical Volatility Crabel | long | 63111.1 → 62855.7 | ambiguous_whipsaw_loss | $-228.24 (-2.28R) |
| 2026-08-16 | BTC | Historical Volatility Crabel | short | 63247.3 → 63111 | trailing_stop | $-16.54 (-0.17R) |
| 2026-08-16 | ADA | Historical Volatility Crabel | short | 0.177796 → 0.177796 | trailing_stop | $-16.16 (-0.16R) |
| 2026-08-15 | SOL | Historical Volatility Crabel | short | 74.99 → 75.29 | no_losing_overnight | $-44.28 (-0.44R) |
| 2026-08-15 | BTC | Historical Volatility Crabel | short | 62799.9 → 63024.3 | no_losing_overnight | $-48.81 (-0.49R) |
| 2026-08-15 | ADA | Historical Volatility Crabel | short | 0.180174 → 0.180174 | trailing_stop | $-14.94 (-0.15R) |
| 2026-08-10 | ADA | ID/NR4 | short | 0.197663 → 0.197663 | trailing_stop | $-22.40 (-0.22R) |
| 2026-08-09 | ETH | ID/NR4 | long | 1924.86 → 1911.28 | ambiguous_whipsaw_loss | $-173.45 (-1.73R) |
| 2026-08-09 | ETH | ID/NR4 | long | 1879.85 → 1911.29 | trailing_stop | $66.00 (+0.66R) |
| 2026-08-09 | ETH | Historical Volatility Crabel | long | 1924.86 → 1911.28 | ambiguous_whipsaw_loss | $-173.45 (-1.73R) |
| 2026-08-09 | BTC | ID/NR4 | long | 65142 → 64799.9 | ambiguous_whipsaw_loss | $-198.76 (-1.99R) |
| 2026-08-09 | BTC | Historical Volatility Crabel | long | 65142 → 64799.9 | ambiguous_whipsaw_loss | $-198.76 (-1.99R) |
| 2026-08-08 | XRP | ID/NR4 | short | 1.06861 → 1.04175 | trailing_stop | $156.01 (+1.56R) |
| 2026-08-08 | ETH | ID/NR4 | long | 1918.01 → 1915.15 | no_losing_overnight | $-46.98 (-0.47R) |
| 2026-08-08 | BTC | ID/NR4 | long | 64936.5 → 64901.1 | no_losing_overnight | $-44.63 (-0.45R) |
| 2026-08-08 | BTC | Historical Volatility Crabel | long | 64936.5 → 64901.1 | no_losing_overnight | $-44.63 (-0.45R) |
| 2026-08-06 | XRP | Turtle Soup | long | 1.04436 → 1.0343 | no_losing_overnight | $-98.37 (-0.98R) |
| 2026-08-05 | SOL | ID/NR4 | long | 74.21 → 73.97 | no_losing_overnight | $-26.95 (-0.27R) |
| 2026-08-02 | ETH | The Anti | short | 1891.63 → 1873.56 | trailing_stop | $19.14 (+0.19R) |
| 2026-08-02 | ADA | Turtle Soup | short | 0.180701 → 0.18936 | no_losing_overnight | $-86.16 (-0.86R) |
| 2026-08-02 | ADA | ID/NR4 | long | 0.172591 → 0.172591 | trailing_stop | $-14.76 (-0.15R) |
| 2026-07-31 | XRP | Turtle Soup | long | 1.05257 → 1.06736 | trailing_stop | $111.92 (+1.12R) |
| 2026-07-31 | SOL | The Anti | short | 73.04 → 74.91 | protective_stop | $-120.57 (-1.21R) |
| 2026-07-29 | SOL | Turtle Soup | long | 73.4 → 73.4 | trailing_stop | $-34.70 (-0.35R) |
| 2026-07-28 | ETH | ID/NR4 | long | 1878.17 → 1881.5 | trailing_stop | $-22.73 (-0.23R) |
| 2026-07-28 | ADA | Turtle Soup | long | 0.155366 → 0.155366 | trailing_stop | $-46.62 (-0.47R) |
| 2026-07-27 | XRP | ID/NR4 | long | 1.10726 → 1.10726 | trailing_stop | $-25.62 (-0.26R) |
| 2026-07-27 | SOL | ID/NR4 | long | 74.66 → 74.66 | trailing_stop | $-33.47 (-0.33R) |
| 2026-07-27 | ETH | Turtle Soup | short | 1955.34 → 1955.34 | trailing_stop | $-105.26 (-1.05R) |
| 2026-07-27 | BTC | ID/NR4 | long | 64379.8 → 64379.8 | trailing_stop | $-54.00 (-0.54R) |
| 2026-07-27 | ADA | ID/NR4 | long | 0.166482 → 0.164033 | ambiguous_whipsaw_loss | $-135.09 (-1.35R) |
| 2026-07-26 | XRP | Historical Volatility Crabel | short | 1.12832 → 1.10725 | trailing_stop | $53.74 (+0.54R) |
| 2026-07-22 | ETH | Turtle Soup | short | 1944.48 → 1944.48 | trailing_stop | $-159.99 (-1.60R) |
| 2026-07-21 | BTC | Turtle Soup | short | 65513.2 → 65513.2 | trailing_stop | $-139.68 (-1.40R) |
| 2026-07-20 | SOL | ID/NR4 | long | 75.58 → 75.58 | trailing_stop | $-35.09 (-0.35R) |
| 2026-07-20 | ETH | ID/NR4 | long | 1865.29 → 1865.29 | trailing_stop | $-33.75 (-0.34R) |
| 2026-07-20 | ADA | ID/NR4 | long | 0.168558 → 0.163743 | ambiguous_whipsaw_loss | $-117.94 (-1.18R) |
| 2026-07-18 | ETH | The Anti | short | 1856.49 → 1856.49 | trailing_stop | $-10.96 (-0.11R) |
| 2026-07-17 | BTC | The Anti | short | 63705 → 63907 | no_losing_overnight | $-29.51 (-0.30R) |
| 2026-07-14 | SOL | Historical Volatility Crabel | short | 76.71 → 76.71 | trailing_stop | $-19.27 (-0.19R) |
| 2026-07-14 | ETH | Turtle Soup | short | 1834.67 → 1834.67 | trailing_stop | $-92.27 (-0.92R) |
| 2026-07-14 | BTC | Turtle Soup | short | 64674.3 → 64977.2 | no_losing_overnight | $-167.49 (-1.67R) |
| 2026-07-13 | ETH | The Anti | long | 1825 → 1774.65 | no_losing_overnight | $-66.34 (-0.66R) |
| 2026-07-13 | BTC | The Anti | long | 64241 → 62895 | protective_stop | $-124.56 (-1.25R) |
| 2026-07-13 | BTC | ID/NR4 | short | 63779.4 → 63779.4 | trailing_stop | $-50.01 (-0.50R) |
| 2026-07-12 | ETH | ID/NR4 | long | 1760.54 → 1785.53 | trailing_stop | $39.61 (+0.40R) |
| 2026-07-12 | ETH | Historical Volatility Crabel | long | 1760.54 → 1785.53 | trailing_stop | $39.61 (+0.40R) |
| 2026-07-12 | ADA | ID/NR4 | long | 0.169715 → 0.165045 | protective_stop | $-118.64 (-1.19R) |
| 2026-07-11 | XRP | ID/NR4 | long | 1.1021 → 1.1021 | trailing_stop | $-28.60 (-0.29R) |
| 2026-07-11 | SOL | ID/NR4 | long | 78.74 → 76.74 | no_losing_overnight | $-113.41 (-1.13R) |
| 2026-07-11 | SOL | Historical Volatility Crabel | long | 78.74 → 76.74 | no_losing_overnight | $-113.41 (-1.13R) |
| 2026-07-11 | ADA | ID/NR4 | short | 0.185117 → 0.169714 | trailing_stop | $148.90 (+1.49R) |
| 2026-07-10 | SOL | ID/NR4 | short | 80.29 → 78.73 | trailing_stop | $46.80 (+0.47R) |
| 2026-07-09 | ETH | ID/NR4 | short | 1756.39 → 1756.39 | trailing_stop | $-16.87 (-0.17R) |
| 2026-07-04 | ADA | Turtle Soup | short | 0.189778 → 0.191998 | range_expansion_exit | $-32.12 (-0.32R) |
The book's rule (Ch 23): write down every trade. This ledger is the go/no-go evidence — after fees, nothing hidden.
Next-session orders (2026-08-23)
| Market | Strategy | Side | Type | Trigger | Risk |
|---|---|---|---|---|---|
| BTC | ID/NR4 | long | oco_breakout | Next session OCO: buy stop 78800.100000; sell stop 76016.200000 | Opposite side of ID/NR4 bar is the initial stop/reversal level. |
Other platforms — futures & stocks (research, observational)
Same strategies (plus RSI2 and Turtle Trend) run forward on 18 futures and 10 volatile stocks. Not gated, not real money — this is where you watch "how much could an individual get" across every market, honestly, net of a conservative 0.26%/side fee. It fills in as trades close.
Futures (research, observational) — 239 trades, net $3,567.74
2026-07-06 → 2026-08-21 · equity $3,567.74 · max drawdown $2,515.78 (observational — no kill-switch) · red shading = drawdown from peak
| Strategy | Trades | Win % | Net P&L | Fee drag |
|---|---|---|---|---|
| Connors RSI2 | 59 | 47% | $-552.63 | — |
| Historical Volatility Crabel | 26 | 38% | $1,559.87 | 0% |
| ID/NR4 | 35 | 20% | $-674.08 | — |
| The Anti | 18 | 17% | $33.38 | 8% |
| Turtle Soup | 37 | 19% | $2,747.10 | 2% |
| Turtle Trend | 64 | 45% | $454.11 | 2% |
Stocks (research, observational) — 143 trades, net $67.31
2026-07-07 → 2026-08-21 · equity $67.31 · max drawdown $1,807.60 (observational — no kill-switch) · red shading = drawdown from peak
| Strategy | Trades | Win % | Net P&L | Fee drag |
|---|---|---|---|---|
| Connors RSI2 | 39 | 64% | $-82.78 | 177% |
| Historical Volatility Crabel | 10 | 40% | $600.32 | 18% |
| ID/NR4 | 27 | 22% | $18.25 | 95% |
| The Anti | 13 | 31% | $-160.44 | — |
| Turtle Soup | 20 | 25% | $153.52 | 83% |
| Turtle Trend | 34 | 35% | $-461.54 | — |
TradingView live history
loading
open live log
| Received | Symbol | Strategy | Side | Action | Trigger | Stop | Reason |
|---|---|---|---|---|---|---|---|
| Loading live webhook signals... | |||||||
This is the same Cloudflare Worker used by TradingView webhooks.
Capital-preservation gates
| Gate | Status | Actual |
|---|---|---|
| G0 hard: gated code unchanged since freeze | PASS | dfd8f9f15efe |
| G0b hard: newest gated bar <= 2d old | PASS | 1d (BTC) |
| G1 hard: forward max drawdown <= $500 | FAIL | $3968.81 |
| G2 hard: worst single trade loss <= $150 | FAIL | $-228.24 |
| G3 review: >= 18 daily runs | PASS | 51 |
| G4 review: net pnl after fees >= $0 | FAIL | $-3406.70 |
| G5 review: trade count in (10, 80) | PASS | 70 |
Hard gates stop the project immediately. Review gates decide go/no-go for real money on 2026-07-31. Thresholds only tighten.
Strategy P&L — forward period only
| Strategy | Trades | Win % | Net P&L | Fee drag |
|---|---|---|---|---|
| Historical Volatility Crabel | 17 | 18% | $-550.19 | 395% |
| ID/NR4 | 30 | 20% | $-1,256.06 | — |
| The Anti | 7 | 14% | $-363.20 | — |
| Turtle Soup | 16 | 6% | $-1,237.29 | — |
Fee drag = fees paid ÷ gross profit, on winning strategies only. A strategy losing overall shows "—" here — it's already failing gate G4 on its own.
Daily snapshots (rolling 720-day backtest, last 30 runs)
| Date | Trades | Total P&L | Win % | PF | Max DD |
|---|---|---|---|---|---|
| 2026-08-23 | 902 | $37,387 | 27.6% | 2.369442 | $-2,665 |
| 2026-08-22 | 903 | $37,387 | 27.6% | 2.369442 | $-2,665 |
| 2026-08-21 | 903 | $37,468 | 27.6% | 2.376528 | $-2,665 |
| 2026-08-20 | 904 | $37,404 | 27.5% | 2.370911 | $-2,665 |
| 2026-08-18 | 906 | $37,289 | 27.8% | 2.380432 | $-2,665 |
| 2026-08-17 | 905 | $37,478 | 28.2% | 2.387404 | $-2,665 |
| 2026-08-16 | 898 | $37,621 | 28.1% | 2.411148 | $-2,665 |
| 2026-08-15 | 897 | $37,619 | 28.1% | 2.411123 | $-2,665 |
| 2026-08-14 | 894 | $37,568 | 28.0% | 2.410423 | $-2,665 |
| 2026-08-13 | 893 | $37,602 | 28.0% | 2.412489 | $-2,665 |
| 2026-08-12 | 894 | $37,839 | 28.1% | 2.421377 | $-2,665 |
| 2026-08-11 | 895 | $37,791 | 28.0% | 2.414294 | $-2,665 |
| 2026-08-10 | 894 | $37,791 | 28.1% | 2.414272 | $-2,665 |
| 2026-08-09 | 892 | $38,340 | 28.2% | 2.451102 | $-2,665 |
| 2026-08-08 | 892 | $38,476 | 28.2% | 2.45563 | $-2,665 |
| 2026-08-07 | 889 | $38,374 | 28.3% | 2.453427 | $-2,665 |
| 2026-08-06 | 888 | $38,256 | 28.4% | 2.452482 | $-2,665 |
| 2026-08-05 | 888 | $38,106 | 28.1% | 2.446157 | $-2,665 |
| 2026-08-04 | 893 | $37,732 | 28.0% | 2.41184 | $-2,665 |
| 2026-08-03 | 893 | $37,899 | 28.0% | 2.418088 | $-2,665 |
| 2026-08-02 | 892 | $38,074 | 28.1% | 2.428805 | $-2,665 |
| 2026-08-01 | 892 | $38,006 | 28.0% | 2.426258 | $-2,665 |
| 2026-07-31 | 891 | $38,211 | 28.0% | 2.439342 | $-2,665 |
| 2026-07-30 | 891 | $38,095 | 28.0% | 2.434989 | $-2,665 |
| 2026-07-29 | 891 | $38,070 | 28.1% | 2.43405 | $-2,665 |
| 2026-07-28 | 894 | $37,647 | 28.0% | 2.402267 | $-2,665 |
| 2026-07-27 | 892 | $38,330 | 28.4% | 2.433037 | $-2,665 |
| 2026-07-26 | 887 | $37,731 | 28.0% | 2.410628 | $-2,665 |
| 2026-07-25 | 887 | $37,751 | 28.0% | 2.411395 | $-2,665 |
| 2026-07-24 | 890 | $37,828 | 28.0% | 2.410999 | $-2,665 |
Whole-history context, not forward performance — the KPIs above are the truth.
Live trading (Phase 3 — locked)
Real-money controls appear here only after all gates PASS at review. The broker adapter ships with fixed kill switches: $100 risk/trade, max 2 positions, 48h halt at −3R day, full stop at 10R drawdown. Until then this system trades paper only — by design.