Weather Tail-Reversion v2
291 paper trades, lost $49.12, won 86% of them; the trades say it won often and lost big when it lost — the tail-seller shape.
291paper trades closed
−$49.12net, paper
86%trades that won
$-0.169per trade (expected value)
tail sellerthe shape of the loss
What it tried — Weather Tail-Reversion v2
v2 iteration: same fade core, plus a one-sided dewpoint floor filter that suppressed 50% of historical LOW losses without missing the wins. The dewpoint-distance heuristic — keep — held up under backtest replay.
The entry rule, as configured (sizing: flat, $5.0 a fill):
- closes within (h)
- 18
- closes no sooner than (h)
- 0.5
- title_contains
- ['minimum']
- YES ask at most
- 0.94
- YES ask at least
- 0.85
What its own trades say — Weather Tail-Reversion v2
Loss concentrates in hour (UTC) 11 — 32 of 291 trades at $-0.641/trade vs $-0.169 overall.
Average entry price 0.891; an average win paid $0.6, 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 | 291 | 86% | −$49.12 | $-0.169 |
Where the loss concentrated
| Slice | Trades | Net | Per trade | Excess loss vs the bot's average |
|---|---|---|---|---|
| hour (UTC) 11 | 32 | −$20.52 | $-0.641 | $-15.1 |
| hour (UTC) 4 | 14 | −$13.96 | $-0.997 | $-11.59 |
| hour (UTC) 0 | 12 | −$8.27 | $-0.689 | $-6.24 |
| hour (UTC) 1 | 7 | −$7.10 | $-1.014 | $-5.92 |
Its five worst fills
| Market | Side | Entry | Result |
|---|---|---|---|
| Will the minimum temperature be 53-54° on May 22, 2026? | YES | 0.85 | −$5.00 |
| Will the minimum temperature be 68-69° on May 22, 2026? | YES | 0.86 | −$5.00 |
| Will the minimum temperature be 80-81° on May 23, 2026? | YES | 0.85 | −$5.00 |
| Will the minimum temperature be 47-48° on May 23, 2026? | YES | 0.88 | −$5.00 |
| Will the minimum temperature be 78-79° on May 23, 2026? | YES | 0.92 | −$5.00 |
Every version — Weather Tail-Reversion v2
| Version | Status | Snapshot | Change |
|---|---|---|---|
| v1 | retired | 2026-05-22 | initial version (backfilled) |
| v2 | active | 2026-05-29 | v2 — YES + max_concurrent=5 (my counter — same correlated-loss pattern). Replay +$126 vs v1. |
Paper trades only — simulated fills at quoted prices, never money. The formula is archived, not deleted. Back to the Graveyard · What each signal means.