The enginethat evolves.
Strat0 evolves trading strategies one change at a time. Each change is judged by rules set before each run, inside the market state it targets where it has one.
Request accessLineage
The lineage, an illustration
A line drawn from left to right is the strategy’s current version. Branches leaving it are proposed changes: most end in a grey tick, stopped; a few end in a gold ring, kept, and the line continues from there. The band beneath is the market state, named beside the pen. Choose a clock to follow another run.
Verdicts
4H- v23change an exitDecision judging
Market state
- 1Hdowntrend7 s
- 4Hsideways9 s
- 1Dsideways4 s
Lab notebook
4Hv23 proposed: change an exit. Trail the stop from the highest high by a multiple of the range, so winners inside uptrend are held for longer.
Illustration. Three seeded runs, one per clock, time compressed; nothing here is a record of real trading.
Chaos has states.
Markets are chaos. A confirmed state can be read, and everything else follows from that reading.
Illustration. The window’s chosen clock, its last minute, time compressed.
The method, in three moves.
- 1
Watch.
A light over the whole field.
Strat0’s classifier reads a market on three clocks, bar by bar, and names its state with one of eight. A new state must hold before it counts.
calm or normalhigh volatilitystrong upupneutraldownstrong downuptrendquiet uptrendsidewaysdowntrendvolatile uptrendsideways volatilevolatile downtrendsharp sell-offThe grid is the classifier’s own; where the clocks stand is the seeded run.
- 2
Judge.
An answer by rule, never by mood.
What counts as working? Only a change that clears hurdles set before the run, inside its target market state where it has one.
How is risk judged? Drawdown is judged beside return whenever a change is tested. That is a research test, not a limit on what a Vault can lose.
returnclearsdrawdowndeeperv22 · remove a filter · return clears, drawdown deeper · not kept
16 of 21 changes stopped
- 3
Keep.
What survives becomes the line.
What is kept? A change that clears both hurdles becomes the new version. One that fails stays on file with its reasons, beside the kept ones, and the next cycle reads it.
v20 · add a filter · kept
Illustration. The same seeded runs as the window above.
Four Vaults, three clocks.
The four Vaults are in preparation. Strategies that clear the tests are designed to move to paper trading, with simulated money and with costs charged. A Vault is designed to hold a library of them, to put one on duty only in the market state it qualified for and to stand aside in cash when none has.
Professional investors only, by application.
1H Vault
Positions held for hours to a day.
4H Vault
Positions held for days.
1D Vault
Positions held for weeks.
All clocks Vault
The three clocks, blended.
- Rising
- Trend, long
- Sideways
- Mean reversion
- Falling
- Cash
Illustration. A Vault’s duty by state, as designed; not a record of real trading.
Bring a strategy.
A strategy or an idea. Strat0 is designed to evolve it across clocks and market states and return it with its evidence. Terms are agreed before intake.
Strat0 Evolve, for exchanges, quant funds and traders.
| Version | Change | Decision |
|---|---|---|
| v16 | Higher-timeframe trend filter | not kept · whipsawed |
| v17 | Remove the trend filter | not kept · a lucky peak |
| v18 | Volume confirmation | not kept · fee drag |
| v19 | Chandelier exit | kept |
| v20 | Volatility-target sizing | not kept · fee drag |
| v21 | ATR take-profit and stop | judging |
Illustration. A seeded run of the engine on a breakout strategy, 4H clock; the recipes are real entries, the verdicts are made up.