SUPERPOWERS ARENA - The Horse Race

🛠 SYSTEMS UNDER ACTIVE REPAIR — Major Overhaul In Progress

A 28-agent AI research audit found 10 critical bugs. All are now patched. A 90-day backtest on 4h data validated the fixes: System B hit 56.6% WR (Sharpe 9.91). Systems A and C were redesigned based on backtest results. Fresh picks from the corrected pipeline start now.

📈 Backtest Proof (90 days, 4h, 10 pairs, 0.35% costs)

System	Trades	Win Rate	Sharpe	Status
The Regime (B)	1,656	56.6%	9.91	PRIMARY
The Filter (A)	313	39.3%	-3.13	REDESIGNED
Neural Net (C)	90	44.4%	-1.11	TP LOWERED
Carry Trade (D)	--	60% (exp)	--	NEW
Momentum (E)	--	55-60% (exp)	--	NEW

⚡ The Filter (REDESIGNED)

✓ RSI divergence replaces raw oversold

✓ 5-bar swing detection for entries

✓ Regime filter from System B

✓ Confidence threshold raised to 0.65

✓ Circuit breaker at 0% WR

🎯 The Regime (PRIMARY - 56.6% BT)

✓ Backtest: 56.6% WR, Sharpe 9.91

✓ HMM cascade regime detection

✓ 4h primary, momentum + low-vol filter

✓ 2x weight in ensemble

✓ Standalone picks at 50% size

🧠 The Neural Net (TP FIXED)

✓ Signal direction fixed (was backwards)

✓ TP lowered: 3x→2x ATR

✓ Hold time extended: 20→30 bars

✓ SL widened to 2x ATR minimum

✓ Circuit breaker pauses at 0% WR

💰 The Carry Trade (NEW)

✓ Funding rate contrarian carry

✓ Exploits overleveraged longs/shorts

✓ Binance perpetual funding rates

✓ Expected WR: 60% (19-115% annual)

✓ Research: R001, R005, R026

🚀 The Momentum (NEW)

✓ Cross-sectional momentum ranking

✓ Top 3 / bottom 3 by 7d momentum

✓ Liu et al. 2022 JFE (Sharpe ~2.1)

✓ Expected WR: 55-60%

✓ Research: R001, Liu et al. 2022

🚀 All Fixes Deployed (Feb 24-25)

✓ 10 critical bugs patched from 28-agent audit

✓ Confidence thresholds raised (A:0.65, B:0.55, C:0.75)

✓ Transaction costs raised to 0.35%+ (was 0.20%)

✓ Stop-losses widened (2x ATR min + 1.5% floor)

✓ Cross-sectional momentum rank feature (Sharpe ~2.0)

✓ Funding rate 5-feature decomposition (21 features total)

✓ Ensemble coordinator with B-primary weighting

✓ Circuit breakers halt trading at 0% WR / 8% DD

⚡ System B: Regime direction filter blocks BUY in downtrends

⚡ System A: Dynamic ML threshold (PANIC=0.85, WARNING=0.75)

⚡ System B: F&G fear gate widened to <25 (was <15)

⚡ 3 toxic strategies hard-killed (-$18K total losses)

📅 Timeline to Proof

Feb 24 (NOW) All critical bugs patched, new features deployed, systems scanning on 4h Feb 25-28 First picks from corrected pipeline. Expect 5-15 new trades. Early signal quality visible. Mar 1-7 30+ trades accumulated. Statistical significance begins. Ensemble coordinator active. Mar 7-14 50+ trades = Deflated Sharpe Ratio test. First “PROVEN” badge possible if WR > 55% & Sharpe > 1.0. Target 55-65% win rate, Sharpe > 1.5, max drawdown < 10%