Weather Fade-on-Bid-Drop
851 paper trades, lost $538.04, won 48% of them; the trades say it lost a little, evenly — no edge in the entry rule.
851paper trades closed
−$538.04net, paper
48%trades that won
$-0.632per trade (expected value)
edge too thinthe shape of the loss
What it tried — Weather Fade-on-Bid-Drop
Buy YES when a weather brackets ask drops 5+ cents in the last 30 minutes - captures over-reactions to rumor-driven sells before the bracket settles. Pure intra-day momentum signal, uses our 30h snapshot history.
The entry rule, as configured (sizing: flat, $5.0 a fill):
- closes within (h)
- 18
- YES ask moved by (¢)
- -5
- over the last (min)
- 30
- YES ask at most
- 0.85
- YES ask at least
- 0.4
What its own trades say — Weather Fade-on-Bid-Drop
Loss concentrates in hour (UTC) 12 — 126 of 851 trades at $-1.45/trade vs $-0.632 overall.
Average entry price 0.545; an average win paid $4.07, an average loss cost $5.0. Arithmetic on the closed trades, no model involved.
By entry price
| Entry price | Trades | Won | Net | Per trade |
|---|---|---|---|---|
| 0.0-0.2 | 7 | 0% | −$35.00 | $-5.0 |
| 0.2-0.4 | 116 | 26% | −$108.18 | $-0.933 |
| 0.4-0.6 | 432 | 43% | −$261.70 | $-0.606 |
| 0.6-0.8 | 213 | 61% | −$84.11 | $-0.395 |
| 0.8-1.0 | 83 | 77% | −$49.05 | $-0.591 |
Where the loss concentrated
| Slice | Trades | Net | Per trade | Excess loss vs the bot's average |
|---|---|---|---|---|
| hour (UTC) 12 | 126 | −$182.64 | $-1.45 | $-103.07 |
| entry price 0.2-0.4 | 116 | −$108.18 | $-0.933 | $-34.92 |
| hour (UTC) 21 | 36 | −$53.79 | $-1.494 | $-31.03 |
| entry price 0.0-0.2 | 7 | −$35.00 | $-5.0 | $-30.58 |
Its five worst fills
| Market | Side | Entry | Result |
|---|---|---|---|
| Will the maximum temperature be 82-83° on May 23, 2026? | YES | 0.49 | −$5.00 |
| Will the maximum temperature be 97-98° on May 23, 2026? | YES | 0.6 | −$5.00 |
| Will the minimum temperature be 51-52° on May 23, 2026? | YES | 0.42 | −$5.00 |
| Will the minimum temperature be 80-81° on May 23, 2026? | YES | 0.81 | −$5.00 |
| Will the maximum temperature be 83-84° on May 23, 2026? | YES | 0.41 | −$5.00 |
Every version — Weather Fade-on-Bid-Drop
| Version | Status | Snapshot | Change |
|---|---|---|---|
| v1 | retired | 2026-05-23 | initial version (backfilled) |
| v2 | active | 2026-05-29 | v2 — NO flip + bid-drop gate (now honestly replayed). Replay +$22. |
Paper trades only — simulated fills at quoted prices, never money. The formula is archived, not deleted. Back to the Graveyard · What each signal means.