CHANGELOG
The Full History.
Every version. Every change. Every reason. This is how the system evolved from day one.
What’s versioned here?
This changelog tracks the BB Squeeze SHORT trading strategy running live on Binance Futures. Platform version (website, simulator, API) is managed separately.
P0 Bug Fix: reduceOnly Parameter
- feat• Added reduceOnly=True to market close orders to prevent ghost reverse positions
- fix• Fixed execute_market_order to accept reduce_only parameter (4 call sites updated)
- • RSI<30 filter and TIMEOUT early exit evaluated and deferred (insufficient edge)
Evidence: 2,898 trades backtested, 549 coins, 2+ years
Trading Halted — Mar 9, 2026
Live trading paused after MDD exceeded 20% threshold. 48-day run: $46 net profit (break-even). Strategy under redesign — PRUVIQ simulator is now used for research and public backtesting. Resumption requires 3-month out-of-sample validation.
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, 549 coins, 2+ years
Partial Fill Aggregation Fix
- • Income API partial fills now aggregated (42% of exits were split)
- fix• Fixed PnL under-calculation bug (was using last fill only)
- • 16 new tests + 25 existing tests all pass
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)
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)
SHORT ONLY Confirmed
- • 6 expert agents confirmed SHORT-only is optimal
- • Momentum LONG killed (failed validation — negative expectancy over 2 years)
- • BB Squeeze LONG killed (-$26, no edge)
- • Only BB Squeeze SHORT survives all validation tests
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
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)
Discovery & First Simulations
- • BB Squeeze strategy discovered (Jan 10)
- • Look-ahead bias found and fixed (the first hard lesson)
- • Simulation engine validated against exchange data
- • Cost modeling: realistic fees + slippage
- • First expert code review (5 agents)
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.