BTC

Most people running a quant system worry about one thing: does the model predict correctly? That’s maybe 30% of the problem. Today I ran a full audit on my BTC and XRP live strategies. Found two serious issues. One system got suspended. Here’s exactly what I checked and what broke. The 4-Dimension Audit Framework After running live for a few days, I realized I needed a structured way to verify the full pipeline — not just “is the model loaded correctly.” ...

Today I pushed three live trading scripts to production. BTC, ETH, SOL. All running simultaneously. 15-minute signals. 10x leverage. Pyramid position sizing up to 5 layers. This is the deployment story. Background I’ve been building this system for months. The short version: Trained LightGBM models on 70 features per symbol Backtested with realistic fees (0.035% with 30% rebate) Ran 70-point audit checks on the live script before touching real money Results: SOL 64% monthly, ETH 56% monthly, BTC 34% monthly (no compounding, $143/symbol) The longer version is in yesterday’s post. ...