OU_MeanReversion — settings

Unguarded: PASSGuarded: PASSDirectionalgunbot-quant

BTCUSDT · 2026-08-13 01:50 → 2026-09-12 01:50 UTC (30 days) · 0.03% fee + 2 bps slippage · 1,000 quote, one figure for every cell

The same document for both runs of the same measurement — first as the strategy ships, then with the break-even guard. Everything else about the two runs is identical.

As it ships PASS

Exits: the strategy's own exits, stops included

Which settings actually do anything

Each posture setting was run low and high on a trimmed window. The direction that puts more capital at risk is the aggressive one — measured, not assumed. A setting that changed nothing in either direction is inert at these defaults and is excluded from the postures.

77 settings read by the strategy
40 of them are posture settings (size, exposure, ladder, stop, target)
7 measurably move the run
33 are inert: SIG_adxMax, SIG_adxMin, SIG_cmoOs, SIG_crsiEntry, SIG_dpoZ, SIG_entryB, SIG_expand, SIG_fisherOs, SIG_gapThresh, SIG_kcMult, SIG_mult, SIG_ob, SIG_os, SIG_qqeFactor, SIG_rsmAdx, SIG_rsmRsi, SIG_smiOs, SIG_spike, SIG_stcHigh, SIG_stcLow, SIG_std, SIG_stochLevel, SIG_strong, SIG_uoOb, SIG_uoOs, SIG_wick, SIG_wtOs, SIG_entryVotes, SIG_exitVotes, SIG_chandMult, SIG_crsiExit, SIG_exitB, SIG_tpMult

Live settings

Setting	Calm	Default	Aggressive	Direction
`SIG_atrMult`	9.9828	4.9914	2.4957	lower = braver
`SIG_entryZ`	1.4576	0.7288	0.3644	lower = braver
`SIG_maxExposure`	0.425	0.85	1	higher = braver
`SIG_maxAdds`	12	4	1	lower = braver
`SIG_addScale`	0.5	1	2	higher = braver
`SIG_addSpacing`	2	1	0.5	lower = braver
`SIG_exitZ`	1.302	0.651	0.3255	lower = braver

The postures

Setting	calm	cautious	medium	bold	aggressive
`SIG_atrMult`	9.9828	7.059	ships	3.529	2.4957
`SIG_entryZ`	1.4576	1.031	ships	0.5153	0.3644
`SIG_maxExposure`	0.425	0.601	ships	0.922	1
`SIG_maxAdds`	12	7	ships	2	2
`SIG_addScale`	0.5	0.7071	ships	2	2
`SIG_addSpacing`	2	2	ships	0.7071	0.5
`SIG_exitZ`	1.302	0.9207	ships	0.4603	0.3255

medium is the strategy exactly as it ships, so it sets nothing. cautious and bold are the geometric midpoint between shipped and each extreme — geometric because the candidates are generated multiplicatively, so the arithmetic midpoint would bunch both towards the brave end.

Ladder floor

A ladder setting is the number of entries a position may be built from. Orientation drives it to 1 at one end -- which is a single all-in order, not the ladder strategy under test -- so it is floored at 2 rungs. The floor does not cap the other end: a posture may still run a deep ladder, it just may not collapse to one rung.

Posture	Setting	Orientation wanted	Floored to
aggressive	`SIG_maxAdds`	1	2

Every number on this page is read from the run record that produced it — the audit pipeline writes the page and the record together, so the two cannot drift apart.

With the break-even guard PASS

Exits: no exit below average entry plus fees, stops included

Which settings actually do anything

77 settings read by the strategy
40 of them are posture settings (size, exposure, ladder, stop, target)
6 measurably move the run
34 are inert: SIG_adxMax, SIG_adxMin, SIG_atrMult, SIG_cmoOs, SIG_crsiEntry, SIG_dpoZ, SIG_entryB, SIG_expand, SIG_fisherOs, SIG_gapThresh, SIG_kcMult, SIG_mult, SIG_ob, SIG_os, SIG_qqeFactor, SIG_rsmAdx, SIG_rsmRsi, SIG_smiOs, SIG_spike, SIG_stcHigh, SIG_stcLow, SIG_std, SIG_stochLevel, SIG_strong, SIG_uoOb, SIG_uoOs, SIG_wick, SIG_wtOs, SIG_entryVotes, SIG_exitVotes, SIG_chandMult, SIG_crsiExit, SIG_exitB, SIG_tpMult

Live settings

Setting	Calm	Default	Aggressive	Direction
`SIG_entryZ`	0.3644	0.7288	1.4576	higher = braver
`SIG_maxExposure`	0.425	0.85	1	higher = braver
`SIG_maxAdds`	12	4	1	lower = braver
`SIG_addScale`	0.5	1	2	higher = braver
`SIG_addSpacing`	2	1	0.5	lower = braver
`SIG_exitZ`	0.3255	0.651	1.302	higher = braver

The postures

Setting	calm	cautious	medium	bold	aggressive
`SIG_entryZ`	0.3644	0.5153	ships	1.031	1.4576
`SIG_maxExposure`	0.425	0.601	ships	0.922	1
`SIG_maxAdds`	12	7	ships	2	2
`SIG_addScale`	0.5	0.7071	ships	2	2
`SIG_addSpacing`	2	2	ships	0.7071	0.5
`SIG_exitZ`	0.3255	0.4603	ships	0.9207	1.302

Ladder floor

Posture	Setting	Orientation wanted	Floored to
aggressive	`SIG_maxAdds`	1	2

Every number on this page is read from the run record that produced it — the audit pipeline writes the page and the record together, so the two cannot drift apart.

What the guard is, and what a better number under it means. The break-even guard refuses any exit below average entry plus fees. It cannot improve a strategy's judgement — it can only stop it selling at a loss, which means holding the position instead. Across the pack that turns a strategy that churned into one that buys and waits: trade counts collapse and time in market rises towards 100%. In a window where the asset itself rose, that reads as a much better return while being strictly less of a strategy.

So read the return next to round trips, time in market and edge vs buy and hold. The last of those is the one that matters: not one strategy in this matrix beat simply holding the asset, in either run.

Ignore the win rate and the profit factor under the guard. Both count closed trades only, and the guard closes nothing at a loss — in all 101 guarded runs the number of losing closed trades is exactly zero. So the win rate goes to 100% and the profit factor becomes undefined for arithmetic reasons, while the losses sit in the position that is still open. The unrealised row is where they went.