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Experiments

Every arm runs in shadow (simulated fills against live data) so they compare like-for-like; one arm may hold the live paper slot. All P&L is shown gross (fee-free paper) and modelled-net (after Alpaca costs) — a candidate must beat the random-time baseline on net to matter.

default-equity-lab

Does a $0-commission multi-day equity swing (S8) clear its near-zero cost hurdle net of modelled costs, as the feasibility screen predicts?

Live arm: none (all shadow) · freeze target 500 trades/arm · since 7/24/2026, 11:25:26 AM
ArmTradesWin% (net)Gross P&LCostNet P&LExpectancyMax DDMarkout 30svs baseline
US Equity/ETF Swing
00.0%$0.0000$0.0000$0.0000$0.00000$0.0000

Shadow fills use fair entry/exit prices with all execution cost (fees + spread + slippage) applied via the cost model, so gross mirrors paper and net mirrors live. Results are not like-for-like with real fills — treat as directional evidence, and freeze parameters for 500+ trades before drawing conclusions.

By spread regime

Same comparison, split by the bid/ask spread at entry — an edge that only shows up in tight spreads (or only survives wide ones) is hidden inside the all-time number above.

RegimeUS Equity/ETF Swing
tight
normal
wide
unknown

All experiments

NameStatusArmsLive armCreated
default-equity-labrunning17/31/2026
default-crypto-labrunning107/31/2026

Configure arms and the live slot via engine env (CRYPTO_LAB_LIVE_ARM); activate candidate strategies on the strategies page.