PACE-3/10 — Price-Adjusted Conditional Entry
patient_kiss_3ct_fallback_tte10_v0
Dynamic shadow: observes NO price at TTE=14, enters if price improves by 3¢ AND edge_no ≥ 0.07. Unconditional fallback entry at TTE=10 if edge_no ≥ 0.07 regardless of improvement. Paper dry-run only. Fresh start 2026-06-13. No backfill. No real orders. 2026-07-08 champion review: elevated to Champion Review — positive net PnL in every recent window (24h/3d/7d/14d/30d) and materially higher recent activity than DOVE-14. See reports/research/champion_review/ for the full comparison.
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)
1515
Resolved
1515
Win Rate
36.2%
Net PnL (q10)
+109.50
Days Active
26.2
Sharpe
+3.134
Sortino
+5.283
Max Drawdown
-70.50
Recent Activity
Days Since Last Fire
0.04
Latest Fire (UTC)
2026-07-09 11:32:32
2026-07-08 champion review: elevated from Challenger to Champion Review on the strength of consistently positive recent performance (positive in every window from 24h to 30d) and high activity. See the champion rotation report for the full DOVE-14 vs PACE-3/10 comparison.
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 | 1515 | +109.50 | 36.2% | +0.164 | +0.164 | -70.50 |
| last 30d | 1515 | +109.50 | 36.2% | +0.153 | +0.164 | -70.50 |
| last 14d | 817 | -9.91 | 35.2% | -0.026 | -0.026 | -70.50 |
| last 7d | 403 | -7.86 | 34.7% | -0.038 | -0.038 | -70.50 |
| last 3d | 162 | -14.86 | 35.2% | -0.159 | -0.159 | -29.00 |
| last 24h | 50 | -42.80 | 28.0% | -7.643 | -7.643 | -42.80 |
Performance Charts
Daily Stats (Resolved Decisions, q=10)
| Date | Fires | Resolved | Net PnL | Win Rate | Cumulative PnL |
|---|---|---|---|---|---|
| 2026-06-13 | 37 | 37 | -25.40 | 29.7% | -25.40 |
| 2026-06-14 | 56 | 56 | -13.18 | 32.1% | -38.58 |
| 2026-06-15 | 57 | 57 | -16.95 | 33.3% | -55.53 |
| 2026-06-16 | 66 | 66 | +44.90 | 43.9% | -10.63 |
| 2026-06-17 | 63 | 63 | +6.71 | 38.1% | -3.92 |
| 2026-06-18 | 59 | 59 | +42.67 | 42.4% | +38.75 |
| 2026-06-19 | 51 | 51 | +22.42 | 39.2% | +61.17 |
| 2026-06-20 | 53 | 53 | +16.89 | 37.7% | +78.06 |
| 2026-06-21 | 49 | 49 | +2.00 | 34.7% | +80.06 |
| 2026-06-22 | 63 | 63 | -13.17 | 33.3% | +66.89 |
| 2026-06-23 | 54 | 54 | +23.99 | 38.9% | +90.88 |
| 2026-06-24 | 60 | 60 | -1.56 | 36.7% | +89.32 |
| 2026-06-25 | 61 | 61 | +29.28 | 41.0% | +118.60 |
| 2026-06-26 | 55 | 55 | -23.60 | 32.7% | +95.00 |
| 2026-06-27 | 52 | 52 | -29.10 | 28.8% | +65.90 |
| 2026-06-28 | 67 | 67 | +53.50 | 43.3% | +119.40 |
| 2026-06-29 | 68 | 68 | -4.94 | 35.3% | +114.46 |
| 2026-06-30 | 60 | 60 | +5.01 | 36.7% | +119.47 |
| 2026-07-01 | 59 | 59 | +13.30 | 39.0% | +132.77 |
| 2026-07-02 | 50 | 50 | +3.00 | 36.0% | +135.77 |
| 2026-07-03 | 62 | 62 | -36.50 | 29.0% | +99.26 |
| 2026-07-04 | 58 | 58 | -34.00 | 27.6% | +65.26 |
| 2026-07-05 | 64 | 64 | +17.00 | 35.9% | +82.26 |
| 2026-07-06 | 58 | 58 | +21.39 | 39.7% | +103.65 |
| 2026-07-07 | 57 | 57 | +34.85 | 40.4% | +138.50 |
| 2026-07-08 | 48 | 48 | -4.80 | 35.4% | +133.70 |
| 2026-07-09 | 28 | 28 | -24.20 | 28.6% | +109.50 |
Recent Decisions (last 25, q=10)
| Timestamp (UTC) | Market | TTE | VWAP | Fill Rate |
|---|---|---|---|---|
| 2026-07-09 11:32:32 | KXBTC15M-26JUL090745-45 | 12m | 0.3700 | 100.0% |
| 2026-07-09 11:01:30 | KXBTC15M-26JUL090715-15 | 13m | 0.4100 | 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 09:46:43 | KXBTC15M-26JUL090600-00 | 13m | 0.3700 | 100.0% |
| 2026-07-09 09:32:00 | KXBTC15M-26JUL090545-45 | 13m | 0.4100 | 100.0% |
| 2026-07-09 09:18:42 | KXBTC15M-26JUL090530-30 | 11m | 0.3600 | 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 06:16:32 | KXBTC15M-26JUL090230-30 | 13m | 0.3600 | 100.0% |
| 2026-07-09 06:01:34 | KXBTC15M-26JUL090215-15 | 13m | 0.3000 | 100.0% |
| 2026-07-09 05:46:36 | KXBTC15M-26JUL090200-00 | 13m | 0.4000 | 100.0% |
| 2026-07-09 05:18:05 | KXBTC15M-26JUL090130-30 | 12m | 0.4500 | 100.0% |
| 2026-07-09 04:49:59 | KXBTC15M-26JUL090100-00 | 10m | 0.4100 | 100.0% |
| 2026-07-09 04:31:33 | KXBTC15M-26JUL090045-45 | 13m | 0.2800 | 100.0% |
| 2026-07-09 04:16:40 | KXBTC15M-26JUL090030-30 | 13m | 0.3700 | 100.0% |
| 2026-07-09 04:02:25 | KXBTC15M-26JUL090015-15 | 13m | 0.3700 | 100.0% |
| 2026-07-09 03:46:37 | KXBTC15M-26JUL090000-00 | 13m | 0.4000 | 100.0% |
| 2026-07-09 03:31:54 | KXBTC15M-26JUL082345-45 | 13m | 0.2700 | 100.0% |
| 2026-07-09 03:16:31 | KXBTC15M-26JUL082330-30 | 13m | 0.4100 | 100.0% |
| 2026-07-09 03:02:03 | KXBTC15M-26JUL082315-15 | 13m | 0.3900 | 100.0% |
| 2026-07-09 02:16:33 | KXBTC15M-26JUL082230-30 | 13m | 0.4000 | 100.0% |
| 2026-07-09 02:04:30 | KXBTC15M-26JUL082215-15 | 10m | 0.4000 | 100.0% |
| 2026-07-09 01:17:49 | KXBTC15M-26JUL082130-30 | 12m | 0.4100 | 100.0% |
Risk Metrics (q=10)
| Metric | Value | Notes |
|---|---|---|
| Sharpe Ratio (ann.) | +3.134 | mean_daily_pnl / std_daily * √365 |
| Sortino Ratio (ann.) | +5.283 | mean_daily / downside_std * √365 |
| Calmar Ratio | +20.996 | annualized_return / |max_drawdown| |
| Max Drawdown (q=10) | -70.50 | 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 | +233.01 |
| Trades | 636 |
| Win Rate | 47.3% |
| Max Drawdown | -109.5 |
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.