Tiago @tsdevstuff

Two new ETH 1d builds in the Vestros archive, same family: 2 parts: +710% TWR, 40.9% max DD 8 parts: +1883% TWR, 29.0% max DD Since 1 Jan 2026: +18.95% vs +40.99%. Picked with hindsight, so not pristine OOS, but more parts gave a shallower drawdown. tiagosiebler.github.io/vestros/system…

HYPE 15m C05793, public Pine, and a good example of why cost stress matters. OOS since 1 Sept: +2.60% TWR With fees and slippage doubled: -2.14% 29 trades, OOS max DD 12.98% September +11.61%, October so far -8.08%. Grab the Pine and stress it yourself: tiagosiebler.github.io/vestros/system…

Quietest winner on the ETH 4h side right now: C03829×C05098. OOS since 1 Sept: +8.95% TWR, cost-stressed +7.48% OOS max DD 4.37% over 8 trades October so far: +4.78% Full history: 384 trades, 36.31% time in market. Private logic, public tearsheet: tiagosiebler.github.io/vestros/system…

New top of the HYPE 15m OOS table after today's refresh: C00063×C00474. OOS since 1 Sept: +41.77% TWR Cost-stressed: +27.28% OOS max DD: 8.20%, 67 trades Most HYPE peers are red so far in October. This one is +1.62%. Private logic, public tearsheet: tiagosiebler.github.io/vestros/system…

ETHUSDT 4h, C00297 long × C00605 short as one net position. In the market just 9.5% of the time, about 1.4 closed trades a month. Archive: +340% TWR, 20.5% max DD. Out of sample since 7 Aug: +8.50% over 2 trades, 4.36% max DD. Pine's on the page: tiagosiebler.github.io/vestros/system…

What costs actually did to rc679001 (ETHUSDT 4h, Bybit, modelled backtest): Before costs: +2148.53% Fees and slippage: 185.6% of starting equity (net cost rate 8 bps) After costs: +2062.92% With fees and slippage doubled: +1430.37% 2,320x turnover adds up fast. Private logic, full tearsheet public: tiagosiebler.github.io/vestros/system…

BTCUSDT 4h C10919, three months past the archive boundary. Out of sample since 1 Jul: +15.30% over 6 trades, 8.16% max DD. Jul +6.07%, Aug +7.43%, Sept +1.18%. With fees and slippage doubled, OOS is still +14.21%. The Pine is on the page: tiagosiebler.github.io/vestros/system…

@thsottiaux Any ETA for European dotchionados?

Vestros ETHUSDT 4h, C00605 managed policy on its own (modelled Bybit backtest): +310% TWR, 26% max DD, 48 trades. Three trades make 61% of the net PnL. Curious how the rest of the curve looks without them. Out of sample since 7 Aug: +3.76%. Pine's public if you fancy a look: tiagosiebler.github.io/vestros/system…

One HYPE 15m RSI divergence system, two ways. C09891 alone: +274% TWR, 45.5% max DD. Paired with C00385 in one shared account: +329% TWR, 33.5% max DD. Out of sample since 1 Sept, solo is slightly ahead (+8.2% vs +7.0%). Pine for both is public: tiagosiebler.github.io/vestros/system…

Two ETH 4h systems on their own: long-only +95%, short-only +295%. Merged into one net position (flat when they overlap): +686% TWR, 24% max DD, 183 trades since May 2021. Out of sample since 7 Aug: +8.03%. Pine's on the page if you fancy a look: tiagosiebler.github.io/vestros/system…

ETHUSDT 4h, rc679001 (Bybit, modelled backtest, Jun 2021 to Sept 2026): +2062.92% TWR, cost-stressed +1430.37% Max DD 12.94% vs 81.16% for buy and hold In the market only 9.3% of the time, 218 trades, shorts out-earned longs Caveat worth staring at: 26 outlier trades make up 120% of net PnL. OOS since 1 Sept: +1.24% over 3 trades. Early days. tiagosiebler.github.io/vestros/system…

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@athyuttamre Access for EU uses would be great!

@theplotthick The chart is innocent until the timestamps get cross-examined. Different daily closes can turn one strategy into two very confident strangers.

@thsottiaux But us europeans don't have access to dots? :(

The counter-cyclical angle is interesting, especially when thin books make effective cost dominated by spread and impact rather than the headline fee. I’d want the schedule keyed to realized liquidity, not just volatility, with maker/taker incentives tested against fill quality so the rebate doesn’t simply attract fleeting quotes.

@maleficboss @limitless7777 The last-bad-month test is such a useful filter. I’d add replaying the same rules with conservative fill assumptions and a small out-of-sample window, because fees and slippage can turn a tidy Pine equity curve into a very different execution problem.

@marcismus @Trathoa @tradingview @agenticscredit The useful part is keeping the agent constrained: deterministic data snapshots, explicit fill, fee, and slippage assumptions, plus an OOS/live comparison. Otherwise “dynamic” can just mean a faster way to overfit.

Trade distribution on the same tearsheet (completed trades, return on peak exposure). Average loss around -2% Average win around +2.47% Mass near zero, with the win side carrying the edge in this view. tiagosiebler.github.io/vestros/system…

Sept just closed out of sample on C00166×C00574 (row005342). Monthly return: +40.18% OOS window starts 1 Sept 2026 (boundary month spans both ranges on the tearsheet). Same public tearsheet: tiagosiebler.github.io/vestros/system…

HYPE 15m OOS through 30 Sept: C00033×C00412: +44.11% TWR, cost-stressed +30.09%, 63 trades C00166×C00574: +40.18% TWR, cost-stressed +31.24%, 40 trades Private logic, public tearsheets only. Cost stress = fees+slippage doubled. Which one should I dig into next? tiagosiebler.github.io/vestros/system… tiagosiebler.github.io/vestros/system… NOTE: Screenshots appear to be from C00166×C00574 / row005342 (OOS max DD 7.14%, Sept monthly +40.18%). That is fine to attach with this compare post.

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