DOVE-14 — Distance-Oriented Value Entry
top5_overall_04_v0
TTE=14 NO conditional rule — distance-only edge threshold ≥ 0.07. Highest cumulative NO-side paper PnL since Jun 5. 2026-07-08 champion review: recent 14-day window is a mild net negative against a strong full-history record; remains Champion (full demotion not supported — still firing regularly, no confirmed structural break). See reports/research/champion_review/ for detail.
Total Fires (q10)
843
Resolved
843
Win Rate
40.8%
Net PnL (q10)
+147.28
Days Active
34.3
Sharpe
+3.989
Sortino
+7.311
Max Drawdown
-77.55
Recent Activity
Days Since Last Fire
0.42
Latest Fire (UTC)
2026-07-09 02:16:26
2026-07-08 champion review: recent 14-day window is a mild net negative (-$7.50 over 30 trades) against a strong full-history record (+$144.80, 40.8% win rate). PACE-3/10 was elevated to Champion Review for its stronger recent consistency; DOVE-14 remains Champion -- see the champion rotation report.
Testing vs. Forward Evidence
No separate held-out test window is stored for this live paper
strategy. It was validated via the prior massive-grid research
discovery process before deployment (not a stored train/validation/
locked-test panel split); everything below is forward
paper-trading evidence since its live inception, not a backtest.
No forward PnL is ever backfilled — figures start accruing only from the
strategy's own inception timestamp.
| Window | Trades | Net PnL (q10) | Win Rate | Sharpe (calendar) | Sharpe (active) | Max DD (daily) |
|---|---|---|---|---|---|---|
| full historical q10 | 843 | +147.28 | 40.8% | +0.203 | +0.209 | -77.55 |
| last 30d | 646 | +65.55 | 39.8% | +0.118 | +0.122 | -77.55 |
| last 14d | 29 | -5.22 | 31.0% | -0.056 | -0.060 | -32.00 |
| last 7d | 15 | +17.48 | 46.7% | +0.297 | +0.297 | -10.90 |
| last 3d | 5 | +11.08 | 60.0% | +0.666 | +0.666 | -3.92 |
| last 24h | 2 | +2.48 | 50.0% | +0.240 | +0.240 | -3.92 |
Performance Charts
Daily Stats (Resolved Decisions, q=10)
| Date | Fires | Resolved | Net PnL | Win Rate | Cumulative PnL |
|---|---|---|---|---|---|
| 2026-06-05 | 40 | 40 | +5.00 | 42.5% | +5.00 |
| 2026-06-06 | 45 | 45 | +72.61 | 55.6% | +77.61 |
| 2026-06-07 | 43 | 43 | -9.70 | 37.2% | +67.91 |
| 2026-06-08 | 44 | 44 | +8.63 | 43.2% | +76.54 |
| 2026-06-09 | 51 | 51 | +22.09 | 43.1% | +98.63 |
| 2026-06-10 | 52 | 52 | +36.45 | 48.1% | +135.08 |
| 2026-06-11 | 42 | 42 | -5.70 | 38.1% | +129.38 |
| 2026-06-12 | 48 | 48 | -20.40 | 35.4% | +108.98 |
| 2026-06-13 | 37 | 37 | -51.45 | 27.0% | +57.53 |
| 2026-06-14 | 35 | 35 | +21.60 | 42.9% | +79.13 |
| 2026-06-15 | 38 | 38 | +9.28 | 42.1% | +88.41 |
| 2026-06-16 | 50 | 50 | +14.30 | 44.0% | +102.71 |
| 2026-06-17 | 54 | 54 | +31.87 | 46.3% | +134.58 |
| 2026-06-18 | 41 | 41 | +33.00 | 46.3% | +167.58 |
| 2026-06-19 | 38 | 38 | +2.30 | 36.8% | +169.88 |
| 2026-06-20 | 35 | 35 | -10.88 | 34.3% | +159.00 |
| 2026-06-21 | 32 | 32 | -7.00 | 34.4% | +152.00 |
| 2026-06-22 | 39 | 39 | -28.50 | 30.8% | +123.50 |
| 2026-06-23 | 47 | 47 | +28.80 | 44.7% | +152.30 |
| 2026-06-24 | 2 | 2 | -7.90 | 0.0% | +144.40 |
| 2026-06-25 | 5 | 5 | +6.20 | 40.0% | +150.60 |
| 2026-06-26 | 2 | 2 | -5.40 | 0.0% | +145.20 |
| 2026-06-27 | 2 | 2 | -5.30 | 0.0% | +139.90 |
| 2026-06-29 | 1 | 1 | -3.30 | 0.0% | +136.60 |
| 2026-07-01 | 4 | 4 | -5.10 | 25.0% | +131.50 |
| 2026-07-02 | 2 | 2 | -5.40 | 0.0% | +126.10 |
| 2026-07-03 | 2 | 2 | +5.30 | 50.0% | +131.40 |
| 2026-07-04 | 3 | 3 | -10.90 | 0.0% | +120.50 |
| 2026-07-05 | 3 | 3 | +8.50 | 66.7% | +129.00 |
| 2026-07-06 | 2 | 2 | +13.30 | 100.0% | +142.30 |
| 2026-07-07 | 2 | 2 | +2.50 | 50.0% | +144.80 |
| 2026-07-08 | 1 | 1 | -3.92 | 0.0% | +140.88 |
| 2026-07-09 | 1 | 1 | +6.40 | 100.0% | +147.28 |
Recent Decisions (last 25, q=10)
| Timestamp (UTC) | Market | TTE | VWAP | Fill Rate |
|---|---|---|---|---|
| 2026-07-09 02:16:26 | KXBTC15M-26JUL082230-30 | 14m | 0.3600 | 100.0% |
| 2026-07-08 17:16:13 | KXBTC15M-26JUL081330-30 | 14m | 0.3920 | 100.0% |
| 2026-07-07 17:01:09 | KXBTC15M-26JUL071315-15 | 14m | 0.4200 | 100.0% |
| 2026-07-07 03:31:13 | KXBTC15M-26JUL062345-45 | 14m | 0.3300 | 100.0% |
| 2026-07-06 12:31:29 | KXBTC15M-26JUL060845-45 | 14m | 0.3900 | 100.0% |
| 2026-07-06 08:01:13 | KXBTC15M-26JUL060415-15 | 14m | 0.2800 | 100.0% |
| 2026-07-05 19:31:01 | KXBTC15M-26JUL051545-45 | 14m | 0.4300 | 100.0% |
| 2026-07-05 19:15:57 | KXBTC15M-26JUL051530-30 | 14m | 0.4100 | 100.0% |
| 2026-07-05 12:31:20 | KXBTC15M-26JUL050845-45 | 14m | 0.3100 | 100.0% |
| 2026-07-04 15:01:27 | KXBTC15M-26JUL041115-15 | 14m | 0.3800 | 100.0% |
| 2026-07-04 13:15:48 | KXBTC15M-26JUL040930-30 | 14m | 0.3100 | 100.0% |
| 2026-07-04 00:46:02 | KXBTC15M-26JUL032100-00 | 14m | 0.4000 | 100.0% |
| 2026-07-03 22:46:24 | KXBTC15M-26JUL031900-00 | 14m | 0.2500 | 100.0% |
| 2026-07-03 19:16:16 | KXBTC15M-26JUL031530-30 | 14m | 0.2200 | 100.0% |
| 2026-07-02 20:46:03 | KXBTC15M-26JUL021700-00 | 14m | 0.3700 | 100.0% |
| 2026-07-02 01:30:38 | KXBTC15M-26JUL012145-45 | 14m | 0.1700 | 100.0% |
| 2026-07-01 21:31:27 | KXBTC15M-26JUL011745-45 | 14m | 0.3300 | 100.0% |
| 2026-07-01 15:00:49 | KXBTC15M-26JUL011115-15 | 14m | 0.4400 | 100.0% |
| 2026-07-01 02:45:55 | KXBTC15M-26JUN302300-00 | 14m | 0.3700 | 100.0% |
| 2026-07-01 00:46:13 | KXBTC15M-26JUN302100-00 | 14m | 0.3700 | 100.0% |
| 2026-06-29 12:46:12 | KXBTC15M-26JUN290900-00 | 14m | 0.3300 | 100.0% |
| 2026-06-27 07:15:58 | KXBTC15M-26JUN270330-30 | 14m | 0.2600 | 100.0% |
| 2026-06-27 02:15:52 | KXBTC15M-26JUN262230-30 | 14m | 0.2700 | 100.0% |
| 2026-06-26 12:46:18 | KXBTC15M-26JUN260900-00 | 14m | 0.1100 | 100.0% |
| 2026-06-26 05:15:29 | KXBTC15M-26JUN260130-30 | 14m | 0.4300 | 100.0% |
Risk Metrics (q=10)
| Metric | Value | Notes |
|---|---|---|
| Sharpe Ratio (ann.) | +3.989 | mean_daily_pnl / std_daily * √365 |
| Sortino Ratio (ann.) | +7.311 | mean_daily / downside_std * √365 |
| Calmar Ratio | +21.006 | annualized_return / |max_drawdown| |
| Max Drawdown (q=10) | -77.55 | peak-to-trough cumulative PnL drop |
| Days Active | 34.3 | since inception 2026-06-04 |
| Inception | 2026-06-04 | no backfill — live fire events only |