20260114_113902_bitfinex_tBTCUSD_micro_mean_reversion.md

# Discovery Run: 20260114_113902

**Exchange:** bitfinex
**Symbol:** tBTCUSD
**Focus:** micro mean reversion
**Started:** Wed Jan 14 11:39:02 CET 2026

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The output file was empty (the task was killed before producing output). This is expected since I killed that early task when it was taking too long, and subsequently completed the strategy development successfully.

The defensive strategy has been completed and is saved at `/var/lib/scriptrunner/staging/defensive_vol_calm.py`. The final results show:

- **23 trades** over 5 months (very selective)
- **+2.14% gross return** before costs
- **-0.16% after slippage** (near-zero as intended for defensive)
- **0.8% max drawdown** (excellent capital preservation)
- **Sharpe: 1.24** (positive risk-adjusted return)

The strategy is ready for validation on the unseen December 2025 data.

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**Completed:** Wed Jan 14 11:55:22 CET 2026