CHANGELOG
The Full History.
Every version. Every change. Every reason. This is how the system evolved from day one.
v1.7.0 NEXT Feb 2026
R:R Optimization + Blacklist
- • TP 6% → 8% (backed by 2-year backtest: +24.3% PnL improvement)
- • GUNUSDT blacklisted (anomalous -$378 loss pattern)
- • BTC Regime Filter tested and rejected (4 variants, all failed)
- • 6 expert agents validated every change
Evidence: 2,898 trades, 536 coins, 2+ years
v1.6.2 CURRENT Feb 11, 2026
Partial Fill Aggregation Fix
- • Income API partial fills now aggregated (42% of exits were split)
- • Fixed PnL under-calculation bug (was using last fill only)
- • 16 new tests + 25 existing tests all pass
v1.6.1 Feb 11, 2026
LIMIT IOC + Slippage Optimization
- • TIMEOUT exits use LIMIT IOC (63% fill rate, ~$960/year savings)
- • Slippage logging: signal_price vs fill_price tracked
- • Non-crypto pairs removed (INTC/TSLA/HOOD/PAXG)
v1.6.0 Feb 10, 2026
SL Optimization (10%)
- • Stop-loss changed from 7% to 10% based on OOS validation
- • Reduces unnecessary early stops while maintaining risk control
- • Verified across 2024/2025/2026 periods (no overfitting)
v1.5.0 Feb 5, 2026
SHORT ONLY Confirmed
- • 6 expert agents confirmed SHORT-only is optimal
- • Momentum LONG killed (-$14,115)
- • BB Squeeze LONG killed (-$26, no edge)
- • Only BB Squeeze SHORT survives all validation tests
v1.4.x Jan 31 – Feb 5, 2026
DUAL Mode Experiment → Killed
- • v1.4.0: Added Momentum LONG alongside SHORT
- • v1.4.3: Time filter moved to step 0 (bypass fix)
- • v1.4.4: Time filter optimized (577 coins, 2yr data)
- • v1.4.5: 5 expert agents killed LONG strategies
v1.2 – v1.3 Jan 25 – 31, 2026
BB Squeeze Optimization Era
- • SL 10% → 7%, TP 4% → 6%, Volume filter 2.0x → 2.5x → 2.0x
- • Time filter: 4 hours → 6 → 10 → 7 (evidence-based each time)
- • BB expansion speed filter added (≥ 10%)
- • SHORT-only mode introduced (v1.3.0)
- • 6x Sharpe improvement (0.39 → 2.43)
v0.5 – v1.1 Jan 10 – 25, 2026
Discovery & First Live Trades
- • BB Squeeze strategy discovered (Jan 10)
- • Look-ahead bias found and fixed (the first hard lesson)
- • Paper trading → live with real capital
- • Income API, Algo Order integration
- • First expert code review (5 agents)
v0.1 Jan 2026
Genesis
First backtest engine built. One question: can a systematic approach actually make money in crypto futures?
Why a Public Changelog?
Because "version 2.0" means nothing without context. Every change has a reason. Every reason has data. This is what transparent system development looks like.