Weather Bracket-Edge Fade v1
621 paper trades, lost $23.58, won 90% of them; the trades say it won often and lost big when it lost — the tail-seller shape.
621paper trades closed
−$23.58net, paper
90%trades that won
$-0.038per trade (expected value)
tail sellerthe shape of the loss
What it tried — Weather Bracket-Edge Fade v1
Fade weather brackets trading 88-95¢ in the final 18h before close. When the bracket has 'locked' price-wise but margin is thin, selling the wing collects time-decay premium. Original framework behind 22-1 historical paper performance.
The entry rule, as configured (sizing: flat, $5.0 a fill):
- closes within (h)
- 18
- closes no sooner than (h)
- 0.5
- YES ask at most
- 0.95
- YES ask at least
- 0.88
What its own trades say — Weather Bracket-Edge Fade v1
Loss concentrates in hour (UTC) 21 — 72 of 621 trades at $-0.258/trade vs $-0.038 overall.
Average entry price 0.905; an average win paid $0.52, an average loss cost $5.0. Arithmetic on the closed trades, no model involved.
By entry price
| Entry price | Trades | Won | Net | Per trade |
|---|---|---|---|---|
| 0.8-1.0 | 621 | 90% | −$23.58 | $-0.038 |
Where the loss concentrated
| Slice | Trades | Net | Per trade | Excess loss vs the bot's average |
|---|---|---|---|---|
| hour (UTC) 21 | 72 | −$18.61 | $-0.258 | $-15.84 |
| hour (UTC) 15 | 13 | −$15.59 | $-1.199 | $-15.09 |
| hour (UTC) 4 | 10 | −$11.21 | $-1.121 | $-10.83 |
| hour (UTC) 0 | 13 | −$9.04 | $-0.695 | $-8.54 |
Its five worst fills
| Market | Side | Entry | Result |
|---|---|---|---|
| Will the minimum temperature be 80-81° on May 23, 2026? | YES | 0.88 | −$5.00 |
| Will the maximum temperature be 83-84° on May 23, 2026? | YES | 0.89 | −$5.00 |
| Will the maximum temperature be 67-68° on May 23, 2026? | YES | 0.88 | −$5.00 |
| Will the maximum temperature be 97-98° on May 23, 2026? | YES | 0.9 | −$5.00 |
| Will the minimum temperature be 47-48° on May 23, 2026? | YES | 0.88 | −$5.00 |
Every version — Weather Bracket-Edge Fade v1
| Version | Status | Snapshot | Change |
|---|---|---|---|
| v1 | active | 2026-05-22 | initial version (backfilled) |
Paper trades only — simulated fills at quoted prices, never money. The formula is archived, not deleted. Back to the Graveyard · What each signal means.