Trading Lab · Experiment brief
Mon Sep 7, 2026 · paper only · Donchian 10/5

Published 2026-09-07 08:34:52 CEST

Still testing Lab pick

Paper clock is running — Donchian 10/5 on ALGO and ETH

This is path step Paper-live, not a new KEEP and not a real order. Two separate $1,000 paper books are open. We will watch the daily signal for 1–2 months and record fills on paper only.

last bar · Sat Sep 5, 2026 $1,000 each 15 bps costs next-open fills
ALGO signal
OUT
ETH signal
IN
Paper books
$1,000
Fills today
none

Today in plain English

Latest complete daily bar on the tape is Saturday Sep 5, 2026. Both books still hold $1,000 cash — Day 0 does not pretend we traded the last seven years.

ALGO · out

Sit in cash

Donchian 10/5 says out. No paper buy is scheduled. Close was about $0.094. Stay flat until price makes a fresh 10-day high.

ETH · in

Buy at the next daily open

Donchian 10/5 says in. Close was about $2,481. The paper book will buy 95% of the $1,000 at the next daily open (same 15 bps cost as every backtest). Still not a real order.

Same-window buy & hold. The comparison from here is a fresh $1,000 hold starting at that same next open — not the 7-year backtest numbers. Both paper books and both hold books are even at $1,000 until that first open prints.

Path to real

Screen
Stress
Paper-live
Real

Screen + year-split + walk-forward already passed for this config (see the Sep 6 alts screen brief). This step only asks: does the live daily signal stay usable for 1–2 months — not laggy, not a whip-saw machine. Do not ship to real without an explicit OK.

Keep · Tweak · Drop

Watch
This brief is not a new score. Paper-live start does not Keep, Tweak, or Drop Donchian. It starts the forward clock.
Lab pick
donchian_breakout 10/5 (ALGO + ETH) — already KEEP from the alts screen. Unchanged. We did not re-grid.
Don't
Treat Day 0 as a trade. ALGO is cash. ETH’s buy waits for the next open on paper. Nobody should click a live ticket from this card.

How to watch

Re-run the same command when a new daily bar is in. It marks the books, fills a pending next-open trade if one was queued, and prints a phone card.

python -m trading_lab paper_live --strategy donchian_breakout --symbol ALGO-USD,ETH-USD --params '{"entry_period":10,"exit_period":5}' --start 2019-01-01

Next: 1–2 months of daily snapshots. Only then talk about a tiny real size — and only with an explicit OK.

Traceability