GUMBO Live Dashboard - LIVE

ExperimentRelative ValueSignal Swarm
Cycle 125153 - Mode: PAPER_YAHOO - bars: 20 - by_lane: {'FX': 5, 'EQUITY': 7, 'TREND': 4, 'CRYPTO': 4}
Starting Capital
$1,000.00
Adaptive Actual $
+138.20
Found / Taken
2400440 / 1568
Champions
None
ADAPTIVE_V1: 5/10 strategies ACTIVE, 5 SITOUT (live status, D409 reversed) - Canonical locked (D321). Paper adaptive only.
experiment_id=b65abecd7408 - state_epoch=2026-08-25T03:58:24 - pid=1131797 - process_start=2026-09-18T11:34:29 - cycle=125153 - state_written=2026-09-18T18:51:01
D420 forward hypotheses (frozen, out-of-sample only):
sma_cross_mom|CRYPTO: frozen 2026-08-25T03:56:49, forward n=12 wins=5 net=-1.36
vwap_rsi_bounce|CRYPTO: frozen 2026-08-25T03:56:49, forward n=89 wins=39 net=+0.57
liq_sweep_reclaim|TREND: frozen 2026-09-01T05:12:29, forward n=11 wins=4 net=-0.09

Algo PnL vs Generation

72.79.7-53.2gen 1gen 195gen 389bb_mean_revertdonchian_breakoutema_pullbackliq_sweep_reclaimrsi_mean_revertsma_cross_momtsmom_trendvol_squeeze_brkvwap_rsi_bouncezscore_revert
SVG - adaptive fills

1. Opportunities

LaneExaminedPassedTakenReason
FX623211108108ADAPTIVE - hold 1-12b - taken=108
EQUITY872202307307ADAPTIVE - hold 1-12b - taken=307
TREND497950129129ADAPTIVE - hold 1-12b - taken=129
CRYPTO40707710241024ADAPTIVE - hold 1-12b - taken=1024
Last review: 2026-09-18 18:50:45 UTC - fills this cycle: 0 - cursor walk on daily bars
gate: CRYPTO default DENY by D424 cell policy; non-CRYPTO legacy logic unchanged - notional $100
Found
2400440
Taken
1568
Expected $
+1017.24
Actual $
+138.20
Gap: +879.04

Efficiency ratio (actual / expected, by algo)

AlgonExpected $Actual $Ratio
liq_sweep_reclaim71+44.24+29.810.674
ema_pullback66+39.71+14.350.361
vwap_rsi_bounce389+211.48+64.020.303
bb_mean_revert209+143.70+32.860.229
donchian_breakout225+160.01+14.520.091
sma_cross_mom364+241.88+7.100.029
tsmom_trend167+120.76-6.35-0.053
zscore_revert33+22.77-2.32-0.102
rsi_mean_revert19+14.37-2.15-0.150
vol_squeeze_brk25+18.32-13.64-0.745

Algos

AlgottgenWRNet $Last Stop% (ATR-scaled)Last Target% (ATR-scaled)LBWeightStatus
bb_mean_revert20920945.9%+32.861.813.61201.157ACTIVE
donchian_breakout22522541.8%+14.520.931.85201.065ACTIVE
ema_pullback666645.5%+14.353.206.40301.217ACTIVE
liq_sweep_reclaim717147.9%+29.812.114.22101.420ACTIVE
rsi_mean_revert191936.8%-2.152.064.13140.887SITOUT
sma_cross_mom36436441.5%+7.102.835.65201.020ACTIVE
tsmom_trend16716738.9%-6.353.206.40120.962SITOUT
vol_squeeze_brk252528.0%-13.642.404.20200.454REJECTED_CELL
vwap_rsi_bounce38938948.6%+64.020.600.90101.165ACTIVE
zscore_revert333336.4%-2.321.813.61200.930SITOUT

Most recent closed trade per asset class

ClassInstrumentAlgoActual $ExitClosed at
FXNZD/USDvwap_rsi_bounce+0.84target2026-09-13T23:15:55
EQUITYQQQbb_mean_revert-2.06stop2026-09-17T20:00:17
TRENDGCliq_sweep_reclaim-2.31stop2026-09-16T04:23:22
CRYPTOSOL-USDsma_cross_mom-2.54stop2026-08-27T12:25:21

Recent simulated trades (last 20)

Entry timeExit timeDurationInstrumentLaneAlgoEntry pxExit pxExpected $Actual $Stop%Target%Exit
2026-08-17 00:00:002026-09-01 00:00:00360h00mCLTRENDsma_cross_mom84.5000089.27340+1.19+5.452.835.65target
2026-08-12 00:00:002026-08-28 00:00:00384h00mEUR/USDFXema_pullback1.154371.16564+0.22+1.893.206.40time
2026-08-12 00:00:002026-08-28 00:00:00384h00mMSFTEQUITYema_pullback491.50473513.53003+1.09+4.233.206.40time
2026-08-21 00:00:002026-08-28 00:00:00168h00mTSLAEQUITYbb_mean_revert362.85998349.75711+0.67+3.361.813.61target
2026-08-11 00:00:002026-08-27 00:00:00384h00mQQQEQUITYema_pullback718.45001721.10999+0.56+0.123.206.40time
2026-08-13 00:00:002026-08-27 00:00:00336h00mMSFTEQUITYvwap_rsi_bounce495.94638503.98567+0.92-1.871.623.24stop
2026-08-26 09:00:002026-08-26 10:00:001h00mSOL-USDCRYPTOtsmom_trend96.1500097.42399+0.53-1.521.321.85stop
2026-08-25 06:00:002026-08-25 13:00:007h00mETH-USDCRYPTOtsmom_trend2499.770002466.84803+0.53-1.521.321.84stop
2026-08-24 16:00:002026-08-25 04:00:0012h00mETH-USDCRYPTOtsmom_trend2478.060002492.54000+0.83+0.382.072.90time
2026-08-24 13:00:002026-08-25 01:00:0012h00mBTC-USDCRYPTOdonchian_breakout78577.6000079803.00000+1.07+1.361.723.01time
2026-08-24 22:00:002026-08-25 00:00:002h00mSOL-USDCRYPTOdonchian_breakout97.41000101.31225+1.43+3.812.734.01target
2026-08-07 00:00:002026-08-25 00:00:00432h00mSPYEQUITYdonchian_breakout773.26001765.90997+0.42-1.202.404.80time
2026-08-07 00:00:002026-08-25 00:00:00432h00mNZD/USDFXema_pullback0.586830.59660+0.36+3.273.206.40time
2026-08-07 00:00:002026-08-25 00:00:00432h00mGBP/USDFXema_pullback1.345531.36383+0.25+2.663.206.40time
2026-08-07 00:00:002026-08-25 00:00:00432h00mAUD/USDFXema_pullback0.703340.71548+0.29+3.393.206.40time
2026-08-24 11:00:002026-08-24 23:00:0012h00mBTC-USDCRYPTOtsmom_trend78424.2000078966.10000+0.44+0.491.101.55time
2026-08-24 11:00:002026-08-24 14:00:003h00mBTC-USDCRYPTOdonchian_breakout78424.2000079075.90510+0.24+0.750.590.83target
2026-08-24 05:00:002026-08-24 11:00:006h00mSOL-USDCRYPTOtsmom_trend94.2800095.32085+0.44-1.301.101.54stop
2026-08-23 22:00:002026-08-24 10:00:0012h00mETH-USDCRYPTOvwap_rsi_bounce2454.740002464.10000+0.83+0.181.332.32time
2026-08-23 21:00:002026-08-24 09:00:0012h00mSOL-USDCRYPTOtsmom_trend95.3700094.66000+1.09-0.942.093.04time
CRYPTO default-deny active; sma/vwap/liq CRYPTO rejected; vol_squeeze rejected all lanes; rsi/zscore/tsmom SITOUT. D321 policy on.

Signal Swarm · CRYPTO lane

GUMBO Live Dashboard · Mode PAPER_YAHOO · cycle 78984 · experiment_id=b65abecd7408 · state_written=2026-09-09T05:12:34 · render=2026-09-18 18:51:01 UTC
D424 CRYPTO default DENY is ON. This tab surfaces flow and risk. It does not take. Last CRYPTO close: SOL-USD sma_cross_mom -2.54 stop 2026-08-27T12:25:21.
CRYPTO examined / taken222412 / 1024
Fills this cycle0
Adaptive actual $$122.02
ChampionsNone

01 Orchestrator · report only

Agreed: ranging BTC/ETH/SOL; D424 deny holds; D420 CRYPTO cells frozen OOS. Contested: vwap_rsi_bounce|CRYPTO +0.57 n=89 vs sma_cross_mom|CRYPTO -1.36 n=12. Neither is a lift. The one fact that would change this page: a written D424 reversal.

D420 forward hypotheses · OOS only

CellFrozennWinsNet $Tab action
sma_cross_mom|CRYPTO2026-08-25T03:56:49125-1.36OOS only · no take
vwap_rsi_bounce|CRYPTO2026-08-25T03:56:498939+0.57OOS only · no take
liq_sweep_reclaim|TREND2026-09-01T05:12:2972-3.51OOS only · no take

CRYPTO book

InstrumentRegimer20Gate
BTC-USDRanging0.5%D424 DENY
ETH-USDRanging0.5%D424 DENY
SOL-USDRanging0.6%D424 DENY
BNB-USDRangingD424 DENY

Algo x CRYPTO

AlgonWRNet $wDesk status
bb_mean_revert15142%-2.90.98ACTIVE
donchian_breakout15442%+8.01.00ACTIVE
ema_pullback00%+0.01.00NO_CELL
liq_sweep_reclaim2030%-8.00.60D420 frozen / D424 DENY
sma_cross_mom29443%+20.61.00D420 frozen / D424 DENY
tsmom_trend9440%+0.41.00SITOUT
vol_squeeze_brk2030%-9.20.54REJECTED_CELL
vwap_rsi_bounce29147%+28.81.10D420 frozen / D424 DENY

Recent CRYPTO simulated trades

EntryExitDurInstAlgoEntry pxExit pxExp $Act $Exit
2026-08-26 09:002026-08-26 10:001hSOL-USDtsmom_trend96.150097.4240+0.53-1.52stop
2026-08-25 06:002026-08-25 13:007hETH-USDtsmom_trend2499.77002466.8500+0.53-1.52stop
2026-08-24 16:002026-08-25 04:0012hETH-USDtsmom_trend2478.06002492.5400+0.83+0.38time
2026-08-24 13:002026-08-25 01:0012hBTC-USDdonchian_breakout78577.600079803.0000+1.07+1.36time
2026-08-24 22:002026-08-25 00:002hSOL-USDdonchian_breakout97.4100101.3120+1.43+3.81target
2026-08-24 11:002026-08-24 23:0012hBTC-USDtsmom_trend78424.200078966.1000+0.44+0.49time
2026-08-24 11:002026-08-24 14:003hBTC-USDdonchian_breakout78424.200079075.9000+0.24+0.75target
2026-08-24 05:002026-08-24 11:006hSOL-USDtsmom_trend94.280095.3210+0.44-1.30stop
2026-08-23 22:002026-08-24 10:0012hETH-USDvwap_rsi_bounce2454.74002464.1000+0.83+0.18time
2026-08-23 21:002026-08-24 09:0012hSOL-USDtsmom_trend95.370094.6600+1.09-0.94time
2026-08-24 01:002026-08-24 02:001hBTC-USDvwap_rsi_bounce76924.200077385.7000+0.36-0.80stop
NOT FINANCIAL ADVICE · PAPER ONLY · NO TAKE

D470 v2 · new paper frame

experiment_id=d470_v2 · parent=b65abecd7408 · started 2026-09-18T07:25:03Z · core take: vwap_rsi_bounce|FX, ema_pullback|FX, liq_sweep_reclaim|TREND, bb_mean_revert|EQUITY · vol sleeve $50 · halt 2026-10-16 / -80 / n=20 · status=LIVE · sleeve PnL -1.52 · NFA paper

SymNamePx20d highVol/mcapRuleWhy
ARBArbitrum0.21790.189348.9%FIRE20d high + vol
NEARNEAR Protocol3.76693.148543.8%FIRE20d high + vol
UNIUniswap8.9—37.7%WAITchart fail HTTP Error 429: Too Many Requests
AKEAkedo0.0313—3.7%WAITchart fail HTTP Error 429: Too Many Requests
APTAptos0.6971—36.8%WAITchart fail HTTP Error 429: Too Many Requests
INJInjective6.71—31.2%WAITchart fail HTTP Error 429: Too Many Requests

Vol sleeve tickets

tsSymSideEntryLastPnL $State
2026-09-18T08:00UNILONG8.7716549362944218.9openopen 7b
2026-09-18T08:00ZECLONG1481.99607507807291467.39openopen 7b
2026-09-18T11:00ARBLONG0.2071006848610240.21789892308584463openopen 1b
2026-09-18T11:00NEARLONG3.5318082971856923.766935540500003openopen 1b
2026-09-18T13:00APTLONG0.69216651176640280.697136openopen 0b
2026-09-18T07:25NEARLONG3.495793274347873.5318082971856920.52time
2026-09-18T07:25ARBLONG0.215916265420596250.207100684861024-2.04time

D480 · RR loop (self-check, no live write)

RR = EV per trade / (1−WR). Gap vs Adaptive w. Tweaks are journaled. D321/D460/D424 unchanged. NFA.

FX · top RR cells

#AlgoBooknNet $WRRRLive wGap
1bb_mean_revertFX basket9+12.067%4.041.157ACTIVE
2ema_pullbackFX basket22+22.155%2.211.217CORE
3vwap_rsi_bounceFX basket38+11.263%0.801.165CORE
4liq_sweep_reclaimFX basket18+4.250%0.471.420ACTIVE
5zscore_revertFX basket6+0.833%0.200.930OFF
6sma_cross_momFX basket10-4.640%-0.771.020OFF
7rsi_mean_revertFX basket5-5.520%-1.380.887OFF

EQUITY · top RR cells

#AlgoBooknNet $WRRRLive wGap
1ema_pullbackETF index7+3.271%1.591.217ACTIVE
2bb_mean_revertUS/ETF49+23.753%1.031.157CORE
3vwap_rsi_bounceUS/ETF60+24.048%0.771.165ACTIVE
4rsi_mean_revertUS/ETF14+3.343%0.410.887OFF
5vol_squeeze_brkUS/ETF3+0.133%0.050.454OFF
6zscore_revertUS/ETF27-3.137%-0.180.930OFF
7sma_cross_momUS/ETF37-6.035%-0.251.020OFF
8donchian_breakoutUS/ETF32-5.934%-0.281.065OFF
9ema_pullbackUS equity37-11.035%-0.461.217ACTIVE
10tsmom_trendUS/ETF41-14.037%-0.540.962OFF

TREND · top RR cells

#AlgoBooknNet $WRRRLive wGap
1liq_sweep_reclaimCL/ES/GC33+33.558%2.421.420CORE
2donchian_breakoutCL/ES/GC39+12.546%0.591.065OFF
3tsmom_trendCL/ES/GC32+7.338%0.370.962OFF
4sma_cross_momCL/ES/GC23-2.930%-0.181.020OFF
5vol_squeeze_brkCL/ES/GC2-4.50%-2.250.454OFF

CRYPTO · top RR cells

#AlgoBooknNet $WRRRLive wGap
1vwap_rsi_bounceBTC/ETH/SOL291+28.847%0.191.165OFF
2sma_cross_momBTC/ETH/SOL294+20.643%0.121.020OFF
3donchian_breakoutBTC/ETH/SOL154+8.042%0.091.065OFF
4tsmom_trendBTC/ETH/SOL94+0.440%0.010.962OFF
5bb_mean_revertBTC/ETH/SOL151-2.942%-0.031.157OFF
6liq_sweep_reclaimBTC/ETH/SOL20-8.030%-0.571.420OFF
7vol_squeeze_brkBTC/ETH/SOL20-9.230%-0.660.454OFF

CRYPTO tape · 10 names by 7d×vol / 24h-stretch

#SymNamePx24h7dVol/mcapScore
1UNIUniswap8.82+16.0%+43.5%37.9%8.244
2ARBArbitrum0.218778+22.8%+51.6%48.7%7.257
3NEARNEAR Protocol3.76+25.3%+46.0%43.4%5.829
4ENAEthena0.165171+6.9%+12.1%24.8%3.003
5PEPEPepe3.85e-06+6.5%+13.2%18.6%2.455
6APTAptos0.692061+19.6%+13.4%36.6%2.000
7INJInjective6.66+18.2%+13.9%31.5%1.922
8FILFilecoin0.888923+9.5%+10.6%19.2%1.723
9ZECZcash1451.78-0.4%+22.3%7.3%1.621
10CAKEPancakeSwap2.45+0.1%+11.4%13.5%1.540

Today’s proposed tweak

Applied: False · D321 lock + D460 sitout. Loop records; it does not write live weights.

Yesterday’s review

First day of loop — review lands tomorrow.

Market status

Momentum ~5-20 bars - descriptive only - not a trade signal
CRYPTO
Bullish
BTC-USD:Bullish(6.0%); ETH-USD:Bullish(6.9%); SOL-USD:Bullish(10.9%); BNB-USD:Bu
EQUITY
Ranging
SPY:Ranging(-0.2%); QQQ:Ranging(1.1%); IWM:Bearish(-4.5%); AAPL:Bullish(8.0%)
FX
Bullish USD
EUR/USD r20=-1.72%; GBP/USD r20=-1.84%; AUD/USD r20=0.14%; NZD/USD r20=-3.83%
TREND
Ranging
ES:Ranging(0.5%); NQ:Ranging(1.6%); CL:Bullish(9.0%); GC:Bearish(-3.2%)

D404 - EMA Pullback research

unique events only - stop/target are capital%%; time-exits dominate realised payoff
MetricEMA uniqueAll unique
n661568
Win rate %45.543.7
Mean $/trade0.21740.0881
Median-0.63-0.3
Avg win3.93771.8806
Avg loss-2.8828-1.3024
Payoff1.3661.444
Profit factor1.1381.12
Sharpe (trade)0.0570.045
Sortino0.0950.075
Max DD $-29.42-76.9
Worst trade-3.45-3.45
ES95-3.45-3.22
PnL $14.35138.2
PnL ex best8.01131.86
PnL ex top5-16.78106.97
PnL ex best inst2.073.49
PnL ex best lane-7.7992.34
Best trade % of PnL44.24.6
Top5 % of PnL216.922.6
EMA raw n=66 unique n=66

Forecast quality (unique trades)

All: Spearman=-0.008 Pearson=0.081 - EMA: Spearman=-0.381 Pearson=-0.258
BucketnPred meanActual meanActual sum
EMA Q113+0.253+0.668+8.69
EMA Q213+0.387+2.011+26.14
EMA Q313+0.552+0.785+10.20
EMA Q413+0.777-0.712-9.26
EMA Q514+1.008-1.530-21.42
ALL Q1313+0.342-0.069-21.54
ALL Q2313+0.434-0.001-0.23
ALL Q3313+0.551-0.110-34.44
ALL Q4313+0.721+0.093+29.03
ALL Q5316+1.191+0.523+165.38

EMA decomposition by class

ClassnPnLEV/tradeWRPF
EMA_FX22+22.14+1.00654.5%2.421
EMA_ETF_INDEX7+3.19+0.45671.4%1.591
EMA_US_EQUITY37-10.98-0.29735.1%0.867

EMA by direction

DirnPnLEVWR
LONG43+10.00+0.23346.5%
SHORT23+4.35+0.18943.5%

EMA by hold (bars)

HoldnPnLEVWR
1-316-45.60-2.8506.2%
4-616+12.38+0.77443.8%
7-1234+47.57+1.39964.7%

D405 - EMA Meta-Selection Experiment

EMA_PULLBACK_V1 frozen - D404 = discovery only - H405-A: low raw EV >= high raw EV forward
params_hash=83cfff30445ceeef - discovery_n=41 - threshold=0.66 - status=FORWARD_ACCUMULATING
params_hash=83cfff30445ceeef - discovery_n=41 - threshold=0.66 - status=FORWARD_ACCUMULATING
LanenCoverage%WR%EV $/trdeltaEV vs CTRLPnLex top5
EMA_CONTROL66100.045.5+0.2174+0.0000+14.35-16.78
EMA_LOW_SCORE4060.657.5+1.0770+0.8596+43.08+11.95
EMA_INVERTED_SHADOW4060.657.5+1.0770+0.8596+43.08+11.95
Counterfactual lanes share economic_event_id -- do not sum n across lanes as independent evidence. Champion gate later: PnL ex top5 > 0 on sealed OOS. Discovery trades excluded.

Charts -- performance by asset class

Weights are per strategy x class. Global weight = size-weighted average.
FX+40.3EQUITY+14.3TREND+45.9CRYPTO+37.7

Algo x class matrix

AlgoFXEQUITYTRENDCRYPTOTotal
bb_mean_revertn=9
WR 67%
net +12.0
w=1.00		n=49
WR 53%
net +23.7
w=1.48		n=0
WR 0%
net +0.0
w=1.00		n=151
WR 42%
net -2.9
w=0.98		n=209
+32.9
donchian_breakoutn=0
WR 0%
net +0.0
w=1.00		n=32
WR 34%
net -5.9
w=0.81		n=39
WR 46%
net +12.5
w=1.32		n=154
WR 42%
net +8.0
w=1.00		n=225
+14.5
ema_pullbackn=22
WR 54%
net +22.1
w=1.50		n=44
WR 41%
net -7.8
w=0.25		n=0
WR 0%
net +0.0
w=1.00		n=0
WR 0%
net +0.0
w=1.00		n=66
+14.4
liq_sweep_reclaimn=18
WR 50%
net +4.2
w=1.24		n=0
WR 0%
net +0.0
w=1.00		n=33
WR 58%
net +33.5
w=1.50		n=20
WR 30%
net -8.0
w=0.60		n=71
+29.8
rsi_mean_revertn=5
WR 20%
net -5.5
w=1.00		n=14
WR 43%
net +3.3
w=1.00		n=0
WR 0%
net +0.0
w=1.00		n=0
WR 0%
net +0.0
w=1.00		n=19
-2.2
sma_cross_momn=10
WR 40%
net -4.6
w=0.54		n=37
WR 35%
net -6.0
w=0.25		n=23
WR 30%
net -2.9
w=0.87		n=294
WR 43%
net +20.6
w=1.00		n=364
+7.1
tsmom_trendn=0
WR 0%
net +0.0
w=1.00		n=41
WR 37%
net -14.0
w=0.25		n=32
WR 38%
net +7.3
w=1.00		n=94
WR 40%
net +0.4
w=1.00		n=167
-6.3
vol_squeeze_brkn=0
WR 0%
net +0.0
w=0.50		n=3
WR 33%
net +0.1
w=0.50		n=2
WR 0%
net -4.5
w=0.50		n=20
WR 30%
net -9.2
w=0.54		n=25
-13.6
vwap_rsi_bouncen=38
WR 63%
net +11.2
w=1.29		n=60
WR 48%
net +24.0
w=0.25		n=0
WR 0%
net +0.0
w=1.00		n=291
WR 47%
net +28.8
w=1.10		n=389
+64.0
zscore_revertn=6
WR 33%
net +0.8
w=1.00		n=27
WR 37%
net -3.1
w=0.88		n=0
WR 0%
net +0.0
w=1.00		n=0
WR 0%
net +0.0
w=1.00		n=33
-2.3