Weather Grade-Gated v3
562 paper trades, lost $14.47, won 89% of them; the trades say it won often and lost big when it lost — the tail-seller shape.
562paper trades closed
−$14.47net, paper
89%trades that won
$-0.026per trade (expected value)
tail sellerthe shape of the loss
What it tried — Weather Grade-Gated v3
v3 layers a grade filter (A/A+ only) on top of the v2 fade gates. The grading function blends bracket-edge margin, RMK coverage, volume, and dewpoint distance into a single score. Production version runs $5/trade with $25/day cap.
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
- 0.92
- YES ask at least
- 0.88
What its own trades say — Weather Grade-Gated v3
Loss concentrates in hour (UTC) 0 — 13 of 562 trades at $-1.086/trade vs $-0.026 overall.
Average entry price 0.896; an average win paid $0.58, 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 | 562 | 89% | −$14.47 | $-0.026 |
Where the loss concentrated
| Slice | Trades | Net | Per trade | Excess loss vs the bot's average |
|---|---|---|---|---|
| hour (UTC) 0 | 13 | −$14.12 | $-1.086 | $-13.78 |
| hour (UTC) 21 | 63 | −$14.74 | $-0.234 | $-13.1 |
| hour (UTC) 15 | 16 | −$13.51 | $-0.844 | $-13.09 |
| hour (UTC) 4 | 9 | −$11.23 | $-1.248 | $-11.0 |
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 Grade-Gated v3
| 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.