- Strategy review (17:36): the 15-minute high-frequency paper strategy was stopped (one account: 37 trades, 0 wins). Research moved to the 4-hour timeframe with separate long-only and short-only virtual accounts.
- What happened to price: 4-hour closes went 2,513 → 2,496 → 2,474 → 2,445 → 2,431, and price later traded near 2,400. The 00:40 move above the EMA200 was a false breakout. Lesson: wait for the next 4-hour bar to hold before treating a break as confirmed.
- Biggest problem, stated plainly: no signal with a verified positive expectancy yet (excluding back-filled records, 1 win in 67 closed trades).
- 17:53 conclusions: the 3×ATR stop idea was withdrawn and the stop frozen at 2×ATR. The two 4-hour accounts are execution tests and controls with no profit expectation. The short-only version lost 12.1% over 77 historical trades.
Paper desk
Paper desk notes: false breakout, 15-minute strategy stopped, 4-hour accounts become controls (Oct 22)
Summary translated from the team's Chinese research notes. It covers virtual-money paper experiments only. Any directional views are research observations, not investment advice or trade signals.