SIEVE-14 — Selective Implied-Edge Value Entry
top5_overall_03_v0
TTE=14 NO conditional rule — distance-only edge threshold ≥ 0.10. Higher selectivity than DOVE-14; consistent positive PnL.
Total Fires (q10)
760
Resolved
760
Win Rate
39.7%
Net PnL (q10)
+128.22
Days Active
34.3
Sharpe
+3.185
Sortino
+5.429
Max Drawdown
-114.45
Recent Activity
Days Since Last Fire
0.42
Latest Fire (UTC)
2026-07-09 02:16:26
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 | 760 | +128.22 | 39.7% | +0.162 | +0.167 | -114.45 |
| last 30d | 579 | +45.69 | 38.5% | +0.074 | +0.076 | -114.45 |
| last 14d | 27 | +3.48 | 33.3% | +0.035 | +0.038 | -27.60 |
| last 7d | 14 | +21.78 | 50.0% | +0.343 | +0.343 | -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 | 38 | 38 | +15.50 | 44.7% | +15.50 |
| 2026-06-06 | 40 | 40 | +76.01 | 57.5% | +91.51 |
| 2026-06-07 | 43 | 43 | -6.70 | 37.2% | +84.81 |
| 2026-06-08 | 39 | 39 | +3.62 | 41.0% | +88.43 |
| 2026-06-09 | 45 | 45 | +10.69 | 40.0% | +99.12 |
| 2026-06-10 | 47 | 47 | +42.41 | 48.9% | +141.53 |
| 2026-06-11 | 35 | 35 | -23.70 | 31.4% | +117.83 |
| 2026-06-12 | 45 | 45 | -35.10 | 31.1% | +82.73 |
| 2026-06-13 | 25 | 25 | -55.65 | 16.0% | +27.08 |
| 2026-06-14 | 32 | 32 | +15.80 | 40.6% | +42.88 |
| 2026-06-15 | 37 | 37 | +14.28 | 43.2% | +57.16 |
| 2026-06-16 | 46 | 46 | +25.80 | 45.7% | +82.96 |
| 2026-06-17 | 48 | 48 | +10.67 | 41.7% | +93.64 |
| 2026-06-18 | 37 | 37 | +40.80 | 48.6% | +134.44 |
| 2026-06-19 | 36 | 36 | +13.40 | 38.9% | +147.84 |
| 2026-06-20 | 31 | 31 | -10.60 | 32.3% | +137.24 |
| 2026-06-21 | 26 | 26 | -21.70 | 26.9% | +115.54 |
| 2026-06-22 | 37 | 37 | -18.90 | 32.4% | +96.64 |
| 2026-06-23 | 43 | 43 | +27.90 | 44.2% | +124.54 |
| 2026-06-24 | 2 | 2 | -7.90 | 0.0% | +116.64 |
| 2026-06-25 | 5 | 5 | +6.20 | 40.0% | +122.84 |
| 2026-06-26 | 2 | 2 | -5.40 | 0.0% | +117.44 |
| 2026-06-27 | 2 | 2 | -5.30 | 0.0% | +112.14 |
| 2026-06-29 | 1 | 1 | -3.30 | 0.0% | +108.84 |
| 2026-07-01 | 3 | 3 | -0.70 | 33.3% | +108.14 |
| 2026-07-02 | 2 | 2 | -5.40 | 0.0% | +102.74 |
| 2026-07-03 | 2 | 2 | +5.30 | 50.0% | +108.04 |
| 2026-07-04 | 3 | 3 | -10.90 | 0.0% | +97.14 |
| 2026-07-05 | 2 | 2 | +12.80 | 100.0% | +109.94 |
| 2026-07-06 | 2 | 2 | +13.30 | 100.0% | +123.24 |
| 2026-07-07 | 2 | 2 | +2.50 | 50.0% | +125.74 |
| 2026-07-08 | 1 | 1 | -3.92 | 0.0% | +121.82 |
| 2026-07-09 | 1 | 1 | +6.40 | 100.0% | +128.22 |
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 19:15:57 | 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 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% |
| 2026-06-25 19:16:23 | KXBTC15M-26JUN251530-30 | 14m | 0.3700 | 100.0% |
| 2026-06-25 18:00:35 | KXBTC15M-26JUN251415-15 | 14m | 0.4000 | 100.0% |
Risk Metrics (q=10)
| Metric | Value | Notes |
|---|---|---|
| Sharpe Ratio (ann.) | +3.185 | mean_daily_pnl / std_daily * √365 |
| Sortino Ratio (ann.) | +5.429 | mean_daily / downside_std * √365 |
| Calmar Ratio | +12.391 | annualized_return / |max_drawdown| |
| Max Drawdown (q=10) | -114.45 | 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 |