Audited builds
Each strategy below has been run on three years of real 1-hour market data across seven pairs, after fees and slippage, then audited for correctness and for uniform presentation in the Gunbot GUI. Every defect found was fixed, and every fix is documented with the measurement that proves it.
| Strategy | Median return | Buy & hold | Edge | Max DD | In market | Profitable | Invariants | Uniform | Fixes |
|---|---|---|---|---|---|---|---|---|---|
| kalmanGridhand-written (no shared engine) | 0.3% | 39.2% | -38.5% | 0.3% | 0.1% | 4 of 7 | 5 / 5 pass | 4 / 5 | 4DEFECTWARNINGDEFECTWARNING |
| meanRevOscillatorhand-written (no shared engine) | 6.1% | 39.2% | -42.8% | 2.2% | 90.1% | 5 of 7 | 5 / 5 pass | 4 / 5 | 3DEFECTDEFECTWARNING |
| rangeRiderhand-written (no shared engine) | 4.3% | 39.2% | -20.1% | 2.9% | 0.7% | 7 of 7 | 5 / 5 pass | 4 / 5 | 2DEFECTWARNING |
| volHarvesterhand-written (no shared engine) | 3.4% | 39.2% | -34.6% | 1.4% | 99.5% | 7 of 7 | 5 / 5 pass | 4 / 5 | 4DEFECTDEFECTDEFECTWARNING |
| volRegimeMMhand-written (no shared engine) | 3.4% | 39.2% | -34.6% | 1.4% | 99.5% | 7 of 7 | 5 / 5 pass | 4 / 5 | 4DEFECTDEFECTDEFECTWARNING |
| WaveTrend_LBdirectional | 1.1% | 39.2% | -46.4% | 12.2% | 3.2% | 4 of 7 | 5 / 5 pass | 5 / 5 | 4DEFECTDEFECTDEFECTWARNING |
Every figure is the median across the seven markets, not the best one. Ranking a strategy on its best pair measures which pair was picked, not what the strategy does.
How to read the return column
The edge column matters more than the return column, and both need the buy-and-hold column next to them. Over this window buy-and-hold was strongly positive on most pairs, so a strategy can show a respectable return while having badly underperformed simply holding the asset — and a strategy that sits in cash can show a small loss that would have looked like a large win in a bear window.
How every audit is measured — window, cost model, fill model and the five correctness invariants →
The reports
What these reports do not claim
An audited strategy is correct, not profitable. Nothing here was measured on a live exchange, the engine models spot and long-only with a single price per bar, and no strategy in this pack should be run unattended on capital that matters.