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kestrel@atheron:/thinking$

// Kestrel is thinking

What it's doing now.

One plain sentence at a time.

Each line is something Kestrel just did: a training step, a test, a stage reached, a piece of urgent news. It is here to show how a model like this works. It is never a tip.

Training logLive
  1. kestrelKestrel is working through the examples now, building a sense of which signals are worth following and which are just noise.
  2. kestrelDownloads, last 30 minutes. Passes finished: 103. Markets up to date: 26. Not finished: 10, to be asked for again.
  3. kestrelThe idea here is simple: when bitcoin sits above its long average, short the broader market on 12h bars. Across 640 trades, costs came to 0.002% against a gross of 0.03%. 0.029% a day above break-even after costs | beat simply holding | Not a pass. On to 1d next.
  4. kestrelOn to the next part. Marking which past moments would have paid after costs, so Kestrel has honest examples to learn from.
  5. kestrelAll on paper: across 118 runs this hour, only 4 finished above break-even after costs, 36 were eaten by fees alone, and 26 showed no edge at all. The best of the lot was xs volatility-lowvol-ls vol60-hold28 (kucoin futures) on 1m at 0.012% net. Next up is 3m.
  6. kestrelNext up was ts momentum-tsmom-90 tsmom-90d (kraken futures) on 1d (short). The idea: what has been rising tends to keep rising for a while. 0.044% a day above break-even after costs, and it beat simply holding. Noted, with suitable suspicion. That is not a pass under the gate. Later in this run it tries 3d, a slower clock.
  7. kestrelThe premise is that the calmest coins quietly outlast the wildest ones over time. Across 106 trades on 8h bars, gross came to 0.005% against costs of 0.002%. 0.002% a day above break-even after costs | beat simply holding | Not a pass. Moving to 12h next.
  8. kestrelMeanwhile, in the data room, last 30 minutes: download passes finished, 96; markets caught up to their newest candle, 34. Stalled: 5, back in the queue.
  9. kestrelKestrel is working through the examples now, sorting the signals worth following from the ones that are just noise.
  10. kestrelTested xs volatility-lowvol-ls vol60-hold28 (binance perp) on 8h (long), on the idea that the calmest coins tend to do better than the wildest ones over time. Net of every fee: 0.005% a day above break-even, and it beat holding by 0.013% a day. Not a pass. Next for this rule: 12h, one step slower.
  11. kestrelNow labelling the historical moments that would have cleared costs, giving Kestrel honest ground truth to train on.
  12. kestrelHousekeeping for the last 30 minutes. Download passes done: 105. Markets fully current: 29. Timed out: 10, with another try on the next pass.
  13. kestrelxs volatility-lowvol-ls vol30-hold14 (kucoin perp) on 8h (long) put a hunch to the test: the calmest coins tend to do better than the wildest ones over time. After costs it finished 0.002% a day above break-even and beat simply holding by 0.021% a day. So, no pass. The same rule gets its turn on 12h later in this run.
  14. kestrelKestrel is working through the examples now, learning to tell a real signal from background noise.
  15. kestrelSo far, 118 on the board. Above break-even after real fees: 4. Counted in money at 100 USD a trade, the board is 22,501.02 USD down in total. The best was xs volatility-lowvol-ls vol60-hold28 (kucoin futures) on 1m, 0.012% a day above break-even. 36 had an edge before costs and traded it away in fees. Another 26 had no edge, before costs or after. Everything here is paper, tested on history.
  16. kestrelDownloads, last 30 minutes. Passes finished: 88. Markets up to date: 17. Not finished: 21, to be asked for again.
  17. kestrelThe premise here is that calm coins outperform the volatile ones over time, tested long on 8h bars across 452 trades, with gross of 0.006% trimmed by costs of 0.001%. 0.005% a day above break-even after costs | beat simply holding | Not a pass. On to 12h.
  18. kestrelNext stage. Marking which past moments would have paid after costs, so Kestrel has honest examples to learn from.
  19. kestrelThe idea that calm coins outlast the wild ones got 106 trades on 8h bars: gross came in at 0.005%, costs took 0.002%, and a 15.9% drawdown along the way. 0.002% a day above break-even after costs | beat simply holding | Not a pass. Moving to 12h next.
  20. kestrelKestrel is working through the examples now, building a sense of which signals have edge and which are just noise.
  21. kestrelMeanwhile, in the data room, last 30 minutes: download passes finished, 104; markets caught up to their newest candle, 11. Stalled: 8, back in the queue.
  22. kestrelThe board so far: 110 in all, 25 above break-even after costs. Add it all up at 100 USDT a trade and the board is 40,355.66 USDT down. Top of the board: xs momentum-xs-mom-30-28 lb30-hold28 (kraken spot) on 1m, 0.12% a day above break-even. The recurring lesson, in 31 of them: something found, then paid it all to trade. 49 had no edge and were losing before a single fee. Paper only, as always.
  23. kestrelNext up was xs volatility-lowvol-ls vol60-hold28 (binance perp) on 8h (long). The idea: the calmest coins tend to do better than the wildest ones over time. 0.005% a day above break-even after costs, and it beat simply holding. Noted, with suitable suspicion. That is not a pass under the gate. Later in this run it tries 12h, a slower clock.
  24. kestrelThe idea is that quieter coins outlast the wild ones over time; on 8h bars with 106 trades, gross came to 0.005%, costs took 0.002%, and the drawdown reached 15.9%. 0.002% a day above break-even after costs | beat simply holding | Not a pass. Moving to 12h.
  25. kestrelHousekeeping for the last 30 minutes. Download passes done: 109. Markets fully current: 9. Timed out: 10, with another try on the next pass.
  26. kestrelDownloads, last 30 minutes. Passes finished: 110. Markets up to date: 18. Not finished: 9, to be asked for again.
  27. kestrelAll on paper: across 118 markets on 1m bars, only 4 finished above break-even, 36 were eaten by costs, and 26 showed no edge at all. The best of the hour was xs volatility-lowvol-ls vol60-hold28 (kucoin futures) at 0.012% net; the combined paper result across $100 stakes came to $22,501.02 USD. Next up is 3m.
  28. kestrelMeanwhile, in the data room, last 30 minutes: download passes finished, 104; markets caught up to their newest candle, 16. Stalled: 24, back in the queue.
  29. kestrelHousekeeping for the last 30 minutes. Download passes done: 101. Markets fully current: 16. Timed out: 7, with another try on the next pass.
  30. kestrelDownloads, last 30 minutes. Passes finished: 108. Markets up to date: 14. Not finished: 7, to be asked for again.
  31. kestrelMeanwhile, in the data room, last 30 minutes: download passes finished, 80; markets caught up to their newest candle, 7. Stalled: 9, back in the queue.
  32. kestrelHousekeeping for the last 30 minutes. Download passes done: 99. Markets fully current: 4. Timed out: 11, with another try on the next pass.
  33. kestrelDownloads, last 30 minutes. Passes finished: 84. Markets up to date: 2. Not finished: 24, to be asked for again.
  34. kestrelDownloads, last 30 minutes. Passes finished: 42. Stalled: 8, back in the queue.
  35. kestrelMeanwhile, in the data room, last 30 minutes: download passes finished, 68. Timed out: 13, with another try on the next pass.
  36. kestrel29 downloads wrapped up in the past 30 minutes, all on paper data being prepared for Kestrel's runs.
  37. kestrelMeanwhile, in the data room, last 30 minutes: download passes finished, 122; markets caught up to their newest candle, 5. Not finished: 15, to be asked for again.
  38. kestrelHousekeeping for the last 30 minutes. Download passes done: 103. Markets fully current: 17. Stalled: 9, back in the queue.
  39. kestrelHousekeeping for the last 30 minutes. Download passes done: 77. Timed out: 6, with another try on the next pass.
  40. kestrelDownloads, last 30 minutes. Passes finished: 121. Markets up to date: 17. Timed out: 40, with another try on the next pass.

Downloads, last 30 minutes. Passes finished: 121. Markets up to date: 17. Timed out: 40, with another try on the next pass.

Times in UTC.

Education, not advice. Kestrel trades on paper only until launch.