LATE-12/10 — Late-Window Threshold Entry
kiss_late_sniper_12_10_v0
Dynamic shadow: skips TTE=14 and TTE=13 entirely, enters at the first qualifying snapshot in the TTE ∈ {12,11,10} window where edge_no ≥ 0.10 (fixed threshold across the window). Paper dry-run only. Fresh start 2026-06-13. No backfill. No real orders.
Experimental: 26.2 days active. 30-day milestone: ~2026-07-13. Thin sample — no statistical significance.
Dynamic Shadow — Dry-run only. Entry timing is dynamic (observes book at multiple TTEs). No real orders placed. No capital allocated. Fresh inception — no backfill.
Total Fires (q10)
1402
Resolved
1402
Win Rate
33.7%
Net PnL (q10)
+35.34
Days Active
26.2
Sharpe
+0.977
Sortino
+1.619
Max Drawdown
-93.11
Recent Activity
Days Since Last Fire
0.06
Latest Fire (UTC)
2026-07-09 11:03:26
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 | 1402 | +35.34 | 33.7% | +0.051 | +0.051 | -93.11 |
| last 30d | 1402 | +35.34 | 33.7% | +0.048 | +0.051 | -93.11 |
| last 14d | 751 | -41.06 | 32.8% | -0.113 | -0.113 | -78.79 |
| last 7d | 372 | -11.03 | 32.5% | -0.057 | -0.057 | -62.56 |
| last 3d | 148 | -7.77 | 33.1% | -0.107 | -0.107 | -26.20 |
| last 24h | 46 | -31.60 | 26.1% | -1.519 | -1.519 | -31.60 |
Performance Charts
Daily Stats (Resolved Decisions, q=10)
| Date | Fires | Resolved | Net PnL | Win Rate | Cumulative PnL |
|---|---|---|---|---|---|
| 2026-06-13 | 35 | 35 | -19.50 | 28.6% | -19.50 |
| 2026-06-14 | 51 | 51 | -15.37 | 29.4% | -34.87 |
| 2026-06-15 | 54 | 54 | -23.41 | 29.6% | -58.28 |
| 2026-06-16 | 64 | 64 | +59.30 | 43.8% | +1.02 |
| 2026-06-17 | 59 | 59 | -5.20 | 33.9% | -4.18 |
| 2026-06-18 | 55 | 55 | +37.00 | 40.0% | +32.82 |
| 2026-06-19 | 50 | 50 | +30.31 | 40.0% | +63.13 |
| 2026-06-20 | 50 | 50 | +27.59 | 40.0% | +90.72 |
| 2026-06-21 | 43 | 43 | -17.30 | 27.9% | +73.42 |
| 2026-06-22 | 58 | 58 | -24.20 | 29.3% | +49.22 |
| 2026-06-23 | 48 | 48 | +18.76 | 35.4% | +67.98 |
| 2026-06-24 | 57 | 57 | -6.38 | 33.3% | +61.60 |
| 2026-06-25 | 56 | 56 | +1.72 | 35.7% | +63.32 |
| 2026-06-26 | 52 | 52 | -18.70 | 32.7% | +44.62 |
| 2026-06-27 | 48 | 48 | -31.40 | 25.0% | +13.22 |
| 2026-06-28 | 62 | 62 | +52.44 | 41.9% | +65.66 |
| 2026-06-29 | 63 | 63 | -8.70 | 31.7% | +56.96 |
| 2026-06-30 | 53 | 53 | -0.19 | 34.0% | +56.77 |
| 2026-07-01 | 51 | 51 | +4.30 | 35.3% | +61.07 |
| 2026-07-02 | 49 | 49 | -0.90 | 32.7% | +60.17 |
| 2026-07-03 | 58 | 58 | -42.96 | 25.9% | +17.21 |
| 2026-07-04 | 55 | 55 | -19.60 | 27.3% | -2.39 |
| 2026-07-05 | 54 | 54 | +1.00 | 31.5% | -1.39 |
| 2026-07-06 | 55 | 55 | +33.10 | 40.0% | +31.71 |
| 2026-07-07 | 52 | 52 | +21.00 | 36.5% | +52.71 |
| 2026-07-08 | 46 | 46 | +8.83 | 37.0% | +61.54 |
| 2026-07-09 | 24 | 24 | -26.20 | 20.8% | +35.34 |
Recent Decisions (last 25, q=10)
| Timestamp (UTC) | Market | TTE | VWAP | Fill Rate |
|---|---|---|---|---|
| 2026-07-09 11:03:26 | KXBTC15M-26JUL090715-15 | 12m | 0.3900 | 100.0% |
| 2026-07-09 10:35:19 | KXBTC15M-26JUL090645-45 | 10m | 0.3000 | 100.0% |
| 2026-07-09 10:17:56 | KXBTC15M-26JUL090630-30 | 12m | 0.3800 | 100.0% |
| 2026-07-09 10:05:02 | KXBTC15M-26JUL090615-15 | 10m | 0.3800 | 100.0% |
| 2026-07-09 09:47:33 | KXBTC15M-26JUL090600-00 | 12m | 0.2800 | 100.0% |
| 2026-07-09 09:32:30 | KXBTC15M-26JUL090545-45 | 12m | 0.3200 | 100.0% |
| 2026-07-09 09:18:52 | KXBTC15M-26JUL090530-30 | 11m | 0.3500 | 100.0% |
| 2026-07-09 09:02:34 | KXBTC15M-26JUL090515-15 | 12m | 0.4100 | 100.0% |
| 2026-07-09 06:35:16 | KXBTC15M-26JUL090245-45 | 10m | 0.3900 | 100.0% |
| 2026-07-09 06:17:33 | KXBTC15M-26JUL090230-30 | 12m | 0.2100 | 100.0% |
| 2026-07-09 06:02:34 | KXBTC15M-26JUL090215-15 | 12m | 0.2100 | 100.0% |
| 2026-07-09 05:47:31 | KXBTC15M-26JUL090200-00 | 12m | 0.2400 | 100.0% |
| 2026-07-09 04:50:14 | KXBTC15M-26JUL090100-00 | 10m | 0.2700 | 100.0% |
| 2026-07-09 04:32:33 | KXBTC15M-26JUL090045-45 | 12m | 0.1600 | 100.0% |
| 2026-07-09 04:17:30 | KXBTC15M-26JUL090030-30 | 12m | 0.4100 | 100.0% |
| 2026-07-09 04:02:32 | KXBTC15M-26JUL090015-15 | 12m | 0.3500 | 100.0% |
| 2026-07-09 03:32:34 | KXBTC15M-26JUL082345-45 | 12m | 0.2100 | 100.0% |
| 2026-07-09 03:17:31 | KXBTC15M-26JUL082330-30 | 12m | 0.3400 | 100.0% |
| 2026-07-09 03:02:53 | KXBTC15M-26JUL082315-15 | 12m | 0.4100 | 100.0% |
| 2026-07-09 02:04:30 | KXBTC15M-26JUL082215-15 | 10m | 0.4000 | 100.0% |
| 2026-07-09 01:17:54 | KXBTC15M-26JUL082130-30 | 12m | 0.3700 | 100.0% |
| 2026-07-09 01:02:34 | KXBTC15M-26JUL082115-15 | 12m | 0.1700 | 100.0% |
| 2026-07-09 00:47:31 | KXBTC15M-26JUL082100-00 | 12m | 0.3100 | 100.0% |
| 2026-07-09 00:32:32 | KXBTC15M-26JUL082045-45 | 12m | 0.3600 | 100.0% |
| 2026-07-08 22:17:54 | KXBTC15M-26JUL081830-30 | 12m | 0.4100 | 100.0% |
Risk Metrics (q=10)
| Metric | Value | Notes |
|---|---|---|
| Sharpe Ratio (ann.) | +0.977 | mean_daily_pnl / std_daily * √365 |
| Sortino Ratio (ann.) | +1.619 | mean_daily / downside_std * √365 |
| Calmar Ratio | +5.131 | annualized_return / |max_drawdown| |
| Max Drawdown (q=10) | -93.11 | peak-to-trough cumulative PnL drop |
| Days Active | 26.2 | since inception 2026-06-13 |
| Inception | 2026-06-13 | no backfill — live fire events only |
Risk metrics require 30+ trading days for statistical meaning. Current values are indicative only.
Historical Research Reference (In-Sample Only)
⚠ In-sample results — canonical training panel only. NOT forward OOS. NOT live realized PnL.
| Panel | May 25 - Jun 5 2026 (928 markets) |
| Simulated PnL | +209.66 |
| Trades | 486 |
| Win Rate | 45.9% |
| Max Drawdown | -115.16 |
IN-SAMPLE ONLY on canonical training panel. Not OOS. Not live realized PnL. These figures informed the decision to deploy this strategy as a shadow, but carry no forward predictive weight on their own.