Trading Lab · Experiment brief
Wed Sep 9, 2026 · paper only · Donchian 10/5

Published 2026-09-09 08:36:06 CEST

Still testing Lab pick

BTC paper book opens · ALGO & ETH marks refresh

This is path step Paper-live, not a new KEEP and not a real order. BTC Donchian 10/5 (KEEP’d Sep 8) now has its own $1,000 paper ledger beside the existing ALGO and ETH books.

last bar · Mon Sep 7, 2026 $1,000 each 15 bps costs next-open fills
BTC signal
IN
ALGO signal
OUT
ETH signal
IN

Today in plain English

Factory ran on Wed Sep 9. Yahoo’s latest complete daily bar for all three is still Monday Sep 7, 2026 (Tue/Wed bars not on the tape yet). One new day was appended to ALGO and ETH; BTC started fresh.

BTC · Day 0 · in

Bootstrap — buy at the next daily open

New ledger donchian_breakout_BTCUSD_entry10_exit5. Signal is in (close ≈ $79,116). Paper book is still $1,000 cash. A BUY of 95% of cash is queued for the next daily open — paper only. Same-window buy&hold also waits for that open ($1,000 / $1,000).

ALGO · out

Still sitting in cash

Signal stays out. Paper equity $1,000.00. Same-window buy&hold is $1,028.64 (paper is behind by about $29 while the rule stays flat). No fill pending.

ETH · in · held

Long since Sep 6 paper buy

Still in and held. Paper equity $1,002.45 — even with same-window buy&hold ($1,002.45). No new fill today. Entry was the Sep 6 next-open paper buy (~$2,484.55).

$1k equity vs buy&hold (same paper window). These are forward paper marks from each book’s start — not the multi-year backtest numbers from the KEEP briefs.
Book
Equity
B&H
Pending
BTC
$1,000.00
$1,000.00
BUY next open
ALGO
$1,000.00
$1,028.64
none
ETH
$1,002.45
$1,002.45
none

Path to real

Screen
Stress
Paper-live
Real

BTC already passed Screen + Stress + walk-forward (Sep 8 KEEP brief). ALGO/ETH KEEP from the Sep 6 alts screen still stands. Paper-live only asks: does the live daily signal stay usable for 1–2 months. Do not ship to real without an explicit OK.

Keep · Tweak · Drop

Watch
Path step, not a new score. Bootstrapping BTC paper-live and refreshing ALGO/ETH does not Keep, Tweak, or Drop Donchian. It advances the forward clock.
Lab pick
donchian_breakout 10/5 — alts KEEP (Sep 6) and BTC KEEP (Sep 8) unchanged. SMA 5/20 remains the BTC paper baseline for comparison.
Don't
Treat Day 0 as a trade. BTC’s buy waits for the next open on paper. Nobody should click a live ticket from this card.

How to watch

Re-run when a newer daily bar is in. It marks all three books, fills a pending next-open trade if queued, and prints a phone card.

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

Next: keep daily marks until BTC’s queued paper buy fills and a few weeks of snapshots accumulate. Only then talk about tiny real size — and only with an explicit OK.

Traceability