Dropped Dropped Lab pick

Same ALGO rule on SOL & LINK? Not good enough.

We copied the ALGO paper KEEP (“buy a 20-day high, sell a 12-day low”) onto SOL and LINK, plus a small nearby grid. SOL looked rich on history dollars, but failed the honesty tests. LINK lost to just holding. No new KEEP.

$1,000 paper long history → 2026-09-10 15 bps costs next-open fills

Path: Screen ✓ · Stress ✓ · Paper-live marked · Real $ needs your OK

SOL — dollars look good, honesty does not

Best cell 20/10

$177,631

KEEP copy 20/12

$165,852

Just hold SOL

$112,399

WF beat rate

~45%

Eight of nine nearby settings beat holding SOL on full-history dollars. That is the tempting part. Then we asked: does it win year by year and on rolling forward windows? No. Year-split is only 3–4 of 7 years. Walk-forward is about 10 of 22 folds (~45%). ALGO’s KEEP bar is 8/8 years and ~68% of folds. Pretty history ≠ durable edge. DROP the SOL transfer.

LINK — hold wins, full stop

Just hold LINK

$37,548

Best Donchian

$11,061

KEEP copy 20/12

$4,363

Cells vs hold

0 / 9

Same story as the earlier ETH transfer: the ALGO rule does not travel. No cell beat buy&hold, so we did not invent honesty theater. DROP LINK.

Honesty scorecard (SOL tops)

20/12 (KEEP copy)

years 3/7

WF 10/22

20/10 (best $)

years 4/7

WF 10/22

25/10 (best Sharpe)

years 4/7

WF 9/22

ALGO KEEP (control)

years 8/8

WF 17/25

Rule: KEEP only if it beats hold and honesty is strong. SOL fails the second half. ALGO control still 8/8 and 17/25 through the Sep 10 bar.

Paper book (not a real order)

ALGO KEEP 20/12 paper book marked through 2026-09-10 (Yahoo’s latest daily; Sep 11/12 not printed yet). Still long since the Sep 9 fill. Equity $910.09 vs $1,000 start (ALGO slipped after entry). Signal still IN. No pending fill.

Demoted 10/5 trackers also marked. BTC/ETH 10/5 show pending paper SELLs — trackers only, not the KEEP.

Verdict

Dropped

SOL Donchian neighborhood — beats hold in-sample, fails year-split + walk-forward.

Dropped

LINK Donchian neighborhood — every cell loses to hold. Same class as ETH transfer fail.

Lab pick

ALGO donchian_breakout 20/12 — refresh OK. Still the only alts KEEP.

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