DART-50 — Distance-Aware Rank Threshold
ml_shadow_01_distance_logit_top50pct_exec_v1
ML exec-shadow: distance-only logit gate (prob_no > 0.50) with execution simulation — records vwap, entry price and slippage via a walked NO book (q=10). Dry-run only. Fresh start 2026-06-14. No real orders.
Experimental: 24.6 days active. 30-day milestone: ~2026-07-14. Thin sample — no statistical significance.
Dry-run only. No real orders placed. ML shadow monitoring — no capital allocated.
Total Fires (q10)
1330
Resolved
1330
Win Rate
41.5%
Net PnL (q10)
-69.07
Days Active
24.6
Sharpe
-2.266
Sortino
-2.721
Max Drawdown
-129.23
Recent Activity
Days Since Last Fire
0.06
Latest Fire (UTC)
2026-07-09 11:01:03
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 | 1330 | -69.07 | 41.5% | -0.119 | -0.119 | -129.23 |
| last 30d | 1330 | -69.07 | 41.5% | -0.108 | -0.119 | -129.23 |
| last 14d | 746 | -112.92 | 40.5% | -0.305 | -0.305 | -135.03 |
| last 7d | 348 | -54.43 | 39.7% | -0.269 | -0.269 | -76.54 |
| last 3d | 151 | +1.71 | 41.7% | +0.027 | +0.027 | -16.70 |
| last 24h | 42 | -7.68 | 40.5% | -2.667 | -2.667 | -7.68 |
Performance Charts
Daily Stats (Resolved Decisions, q=10)
| Date | Fires | Resolved | Net PnL | Win Rate | Cumulative PnL |
|---|---|---|---|---|---|
| 2026-06-14 | 9 | 9 | -14.10 | 22.2% | -14.10 |
| 2026-06-15 | 58 | 58 | -14.80 | 41.4% | -28.90 |
| 2026-06-16 | 66 | 66 | -10.95 | 42.4% | -39.85 |
| 2026-06-17 | 66 | 66 | +12.30 | 45.5% | -27.55 |
| 2026-06-18 | 52 | 52 | +16.80 | 44.2% | -10.75 |
| 2026-06-19 | 53 | 53 | +3.80 | 41.5% | -6.95 |
| 2026-06-20 | 46 | 46 | -0.60 | 41.3% | -7.55 |
| 2026-06-21 | 42 | 42 | +5.80 | 42.9% | -1.75 |
| 2026-06-22 | 52 | 52 | -28.30 | 36.5% | -30.05 |
| 2026-06-23 | 61 | 61 | +30.50 | 45.9% | +0.45 |
| 2026-06-24 | 62 | 62 | +20.80 | 45.2% | +21.25 |
| 2026-06-25 | 47 | 47 | +12.70 | 44.7% | +33.95 |
| 2026-06-26 | 59 | 59 | -0.30 | 44.1% | +33.65 |
| 2026-06-27 | 48 | 48 | -33.90 | 33.3% | -0.25 |
| 2026-06-28 | 61 | 61 | +38.30 | 49.2% | +38.05 |
| 2026-06-29 | 62 | 62 | -21.10 | 38.7% | +16.95 |
| 2026-06-30 | 59 | 59 | +3.20 | 44.1% | +20.15 |
| 2026-07-01 | 60 | 60 | +0.41 | 43.3% | +20.56 |
| 2026-07-02 | 49 | 49 | -36.10 | 34.7% | -15.54 |
| 2026-07-03 | 48 | 48 | -68.74 | 27.1% | -84.28 |
| 2026-07-04 | 48 | 48 | -6.90 | 39.6% | -91.18 |
| 2026-07-05 | 50 | 50 | +4.90 | 40.0% | -86.28 |
| 2026-07-06 | 48 | 48 | -1.20 | 41.7% | -87.48 |
| 2026-07-07 | 55 | 55 | +25.90 | 43.6% | -61.58 |
| 2026-07-08 | 49 | 49 | -2.21 | 42.9% | -63.79 |
| 2026-07-09 | 20 | 20 | -5.28 | 40.0% | -69.07 |
Recent Decisions (last 25, q=10)
| Timestamp (UTC) | Market | TTE | VWAP | Fill Rate |
|---|---|---|---|---|
| 2026-07-09 11:01:03 | KXBTC15M-26JUL090715-15 | m | 0.3600 | 100.0% |
| 2026-07-09 10:15:34 | KXBTC15M-26JUL090630-30 | m | 0.5000 | 100.0% |
| 2026-07-09 09:30:33 | KXBTC15M-26JUL090545-45 | m | 0.4800 | 100.0% |
| 2026-07-09 06:16:05 | KXBTC15M-26JUL090230-30 | m | 0.3800 | 100.0% |
| 2026-07-09 06:00:37 | KXBTC15M-26JUL090215-15 | m | 0.4300 | 100.0% |
| 2026-07-09 05:15:38 | KXBTC15M-26JUL090130-30 | m | 0.4700 | 100.0% |
| 2026-07-09 04:30:50 | KXBTC15M-26JUL090045-45 | m | 0.3900 | 100.0% |
| 2026-07-09 04:16:22 | KXBTC15M-26JUL090030-30 | m | 0.4800 | 100.0% |
| 2026-07-09 04:00:33 | KXBTC15M-26JUL090015-15 | m | 0.4100 | 100.0% |
| 2026-07-09 03:45:30 | KXBTC15M-26JUL090000-00 | m | 0.5200 | 100.0% |
| 2026-07-09 03:30:32 | KXBTC15M-26JUL082345-45 | m | 0.3000 | 100.0% |
| 2026-07-09 03:15:39 | KXBTC15M-26JUL082330-30 | m | 0.4600 | 100.0% |
| 2026-07-09 02:30:32 | KXBTC15M-26JUL082245-45 | m | 0.3500 | 100.0% |
| 2026-07-09 02:15:33 | KXBTC15M-26JUL082230-30 | m | 0.4600 | 100.0% |
| 2026-07-09 02:00:35 | KXBTC15M-26JUL082215-15 | m | 0.4600 | 100.0% |
| 2026-07-09 01:15:36 | KXBTC15M-26JUL082130-30 | m | 0.4500 | 100.0% |
| 2026-07-09 01:00:33 | KXBTC15M-26JUL082115-15 | m | 0.4800 | 100.0% |
| 2026-07-09 00:45:36 | KXBTC15M-26JUL082100-00 | m | 0.4700 | 100.0% |
| 2026-07-09 00:30:32 | KXBTC15M-26JUL082045-45 | m | 0.2100 | 100.0% |
| 2026-07-09 00:00:31 | KXBTC15M-26JUL082015-15 | m | 0.4680 | 100.0% |
| 2026-07-08 23:45:52 | KXBTC15M-26JUL082000-00 | m | 0.4100 | 100.0% |
| 2026-07-08 22:30:34 | KXBTC15M-26JUL081845-45 | m | 0.4400 | 100.0% |
| 2026-07-08 22:16:05 | KXBTC15M-26JUL081830-30 | m | 0.3900 | 100.0% |
| 2026-07-08 22:00:31 | KXBTC15M-26JUL081815-15 | m | 0.4600 | 100.0% |
| 2026-07-08 21:45:43 | KXBTC15M-26JUL081800-00 | m | 0.3600 | 100.0% |
Risk Metrics (q=10)
| Metric | Value | Notes |
|---|---|---|
| Sharpe Ratio (ann.) | -2.266 | mean_daily_pnl / std_daily * √365 |
| Sortino Ratio (ann.) | -2.721 | mean_daily / downside_std * √365 |
| Calmar Ratio | -7.503 | annualized_return / |max_drawdown| |
| Max Drawdown (q=10) | -129.23 | peak-to-trough cumulative PnL drop |
| Days Active | 24.6 | since inception 2026-06-14 |
| Inception | 2026-06-14 | no backfill — live fire events only |
Risk metrics require 30+ trading days for statistical meaning. Current values are indicative only.