FTE-14 NO — Fixed-Time Entry
fixed_tte_14_no_v0
Unconditional TTE=14 NO benchmark — fires on every eligible market with no edge filter. Fresh start 2026-06-12. No backfill.
Experimental: 26.6 days active. 30-day milestone: ~2026-07-12. Thin sample — no statistical significance.
Total Fires (q10)
2508
Resolved
2507
Win Rate
50.3%
Net PnL (q10)
-170.11
Days Active
26.6
Sharpe
-2.969
Sortino
-3.574
Max Drawdown
-231.37
Recent Activity
Days Since Last Fire
0.02
Latest Fire (UTC)
2026-07-09 12:00:33
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 | 2507 | -170.11 | 50.3% | -0.155 | -0.155 | -231.37 |
| last 30d | 2507 | -170.11 | 50.3% | -0.147 | -0.155 | -231.37 |
| last 14d | 1326 | -235.14 | 49.7% | -0.445 | -0.445 | -235.14 |
| last 7d | 663 | -160.57 | 49.6% | -0.465 | -0.465 | -189.92 |
| last 3d | 279 | -50.98 | 50.2% | -0.365 | -0.365 | -72.59 |
| last 24h | 87 | -51.09 | 47.1% | -1.058 | -1.058 | -51.09 |
Performance Charts
Daily Stats (Resolved Decisions, q=10)
| Date | Fires | Resolved | Net PnL | Win Rate | Cumulative PnL |
|---|---|---|---|---|---|
| 2026-06-12 | 8 | 8 | -6.20 | 37.5% | -6.20 |
| 2026-06-13 | 96 | 96 | -92.91 | 42.7% | -99.11 |
| 2026-06-14 | 96 | 96 | +25.17 | 52.1% | -73.94 |
| 2026-06-15 | 96 | 96 | -48.43 | 46.9% | -122.38 |
| 2026-06-16 | 96 | 96 | +9.86 | 51.0% | -112.52 |
| 2026-06-17 | 96 | 96 | -9.68 | 50.0% | -122.20 |
| 2026-06-18 | 84 | 84 | +38.84 | 53.6% | -83.36 |
| 2026-06-19 | 96 | 96 | +16.20 | 51.0% | -67.16 |
| 2026-06-20 | 89 | 89 | +0.40 | 50.6% | -66.76 |
| 2026-06-21 | 96 | 96 | +28.60 | 54.2% | -38.16 |
| 2026-06-22 | 96 | 96 | -21.14 | 50.0% | -59.29 |
| 2026-06-23 | 96 | 96 | +77.40 | 57.3% | +18.11 |
| 2026-06-24 | 96 | 96 | +27.22 | 53.1% | +45.33 |
| 2026-06-25 | 87 | 87 | +6.92 | 50.6% | +52.25 |
| 2026-06-26 | 96 | 96 | -2.33 | 52.1% | +49.92 |
| 2026-06-27 | 96 | 96 | -32.87 | 49.0% | +17.05 |
| 2026-06-28 | 96 | 96 | +24.85 | 52.1% | +41.90 |
| 2026-06-29 | 96 | 96 | -15.71 | 47.9% | +26.19 |
| 2026-06-30 | 96 | 96 | -0.36 | 51.0% | +25.83 |
| 2026-07-01 | 96 | 96 | +35.43 | 54.2% | +61.26 |
| 2026-07-02 | 87 | 87 | -41.45 | 47.1% | +19.81 |
| 2026-07-03 | 96 | 96 | -80.24 | 44.8% | -60.43 |
| 2026-07-04 | 96 | 96 | -65.30 | 44.8% | -125.73 |
| 2026-07-05 | 96 | 96 | -35.00 | 47.9% | -160.73 |
| 2026-07-06 | 96 | 96 | +18.60 | 54.2% | -142.13 |
| 2026-07-07 | 96 | 96 | +44.61 | 55.2% | -97.52 |
| 2026-07-08 | 96 | 96 | -22.90 | 51.0% | -120.42 |
| 2026-07-09 | 41 | 40 | -49.69 | 40.0% | -170.11 |
Recent Decisions (last 25, q=10)
| Timestamp (UTC) | Market | TTE | VWAP | Fill Rate |
|---|---|---|---|---|
| 2026-07-09 12:15:44 | KXBTC15M-26JUL090830-30 | 14m | 0.5600 | 100.0% |
| 2026-07-09 12:00:33 | KXBTC15M-26JUL090815-15 | 14m | 0.5600 | 100.0% |
| 2026-07-09 11:45:33 | KXBTC15M-26JUL090800-00 | 14m | 0.6600 | 100.0% |
| 2026-07-09 11:30:33 | KXBTC15M-26JUL090745-45 | 14m | 0.4300 | 100.0% |
| 2026-07-09 11:15:34 | KXBTC15M-26JUL090730-30 | 14m | 0.6100 | 100.0% |
| 2026-07-09 11:00:30 | KXBTC15M-26JUL090715-15 | 14m | 0.5500 | 100.0% |
| 2026-07-09 10:45:30 | KXBTC15M-26JUL090700-00 | 14m | 0.6500 | 100.0% |
| 2026-07-09 10:30:43 | KXBTC15M-26JUL090645-45 | 14m | 0.4400 | 100.0% |
| 2026-07-09 10:15:31 | KXBTC15M-26JUL090630-30 | 14m | 0.4900 | 100.0% |
| 2026-07-09 10:00:32 | KXBTC15M-26JUL090615-15 | 14m | 0.6300 | 100.0% |
| 2026-07-09 09:45:33 | KXBTC15M-26JUL090600-00 | 14m | 0.5300 | 100.0% |
| 2026-07-09 09:30:34 | KXBTC15M-26JUL090545-45 | 14m | 0.4800 | 100.0% |
| 2026-07-09 09:15:34 | KXBTC15M-26JUL090530-30 | 14m | 0.5900 | 100.0% |
| 2026-07-09 09:00:32 | KXBTC15M-26JUL090515-15 | 14m | 0.6090 | 100.0% |
| 2026-07-09 06:30:34 | KXBTC15M-26JUL090245-45 | 14m | 0.6100 | 100.0% |
| 2026-07-09 06:15:38 | KXBTC15M-26JUL090230-30 | 14m | 0.5900 | 100.0% |
| 2026-07-09 06:00:38 | KXBTC15M-26JUL090215-15 | 14m | 0.4300 | 100.0% |
| 2026-07-09 05:45:34 | KXBTC15M-26JUL090200-00 | 14m | 0.5300 | 100.0% |
| 2026-07-09 05:30:40 | KXBTC15M-26JUL090145-45 | 14m | 0.6000 | 100.0% |
| 2026-07-09 05:15:36 | KXBTC15M-26JUL090130-30 | 14m | 0.4800 | 100.0% |
| 2026-07-09 05:00:47 | KXBTC15M-26JUL090115-15 | 14m | 0.6500 | 100.0% |
| 2026-07-09 04:45:32 | KXBTC15M-26JUL090100-00 | 14m | 0.5600 | 100.0% |
| 2026-07-09 04:30:31 | KXBTC15M-26JUL090045-45 | 14m | 0.4800 | 100.0% |
| 2026-07-09 04:15:31 | KXBTC15M-26JUL090030-30 | 14m | 0.5900 | 100.0% |
| 2026-07-09 04:00:33 | KXBTC15M-26JUL090015-15 | 14m | 0.4100 | 100.0% |
Risk Metrics (q=10)
| Metric | Value | Notes |
|---|---|---|
| Sharpe Ratio (ann.) | -2.969 | mean_daily_pnl / std_daily * √365 |
| Sortino Ratio (ann.) | -3.574 | mean_daily / downside_std * √365 |
| Calmar Ratio | -9.584 | annualized_return / |max_drawdown| |
| Max Drawdown (q=10) | -231.37 | peak-to-trough cumulative PnL drop |
| Days Active | 26.6 | since inception 2026-06-12 |
| Inception | 2026-06-12 | no backfill — live fire events only |
Risk metrics require 30+ trading days for statistical meaning. Current values are indicative only.