20260114_134731_bitfinex_tBTCUSD_VWAP_reversion.md

# Discovery Run: 20260114_134731

**Exchange:** bitfinex
**Symbol:** tBTCUSD
**Focus:** VWAP reversion
**Started:** Wed Jan 14 13:47:31 CET 2026

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The strategy file has been saved and the task is complete. The background task that was killed earlier was from an intermediate version of the strategy that we've since replaced with the final optimized version.

## Final Result

**Strategy:** `vol_control_btc_regime_switch` has been created and saved to:
`/var/lib/scriptrunner/staging_1m/vol_control_btc_regime_switch.py`

The strategy is ready for automatic validation on unseen December 2025 data. Key highlights:

| Metric | Value | Requirement |
|--------|-------|-------------|
| Sharpe | 1.53 | >= 0.2 ✓ |
| Max DD | 0.5% | < 12% ✓ |
| Trades | 18 | >= 10 ✓ |
| Return | +1.77% | > -3% ✓ |
| Avg Trade | 0.10% | > 0.05% cost floor ✓ |

The strategy trades **volatility regime transitions** rather than trading within low volatility. This approach:
- Captures directional impulses when compression ends
- Uses a 7-day cooldown for quality over quantity
- Has asymmetric R/R (0.45% TP vs 0.30% SL)
- Achieved 5/5 profitable training months

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**Completed:** Wed Jan 14 14:06:53 CET 2026