전략 버전 이력
| 시각 | 버전 | 상태 | 백테스트 % | paper % | 실거래 % | 비고 |
|---|---|---|---|---|---|---|
| 2026-07-07 00:00:05 | v25 | shadow_rejected | +3.77 | -0.35 | - | ## 2026-07-05 (v24 — first code change since v17) - Live -1.22% (-12,104 KRW). Root cause of churn found: momentum-buy path lacked the _uptrend gate the pullback path/trend_break exit use, so it bough |
| 2026-07-05 14:07:32 | v25 | shadow | +3.77 | - | - | ## 2026-07-05 (v24 — first code change since v17) - Live -1.22% (-12,104 KRW). Root cause of churn found: momentum-buy path lacked the _uptrend gate the pullback path/trend_break exit use, so it bough |
| 2026-07-05 13:36:39 | v24 | rolled_back | +5.95 | - | - | ## 2026-07-05 (v24 — momentum trend gate) - Live -1.26% (-12,520 KRW). Root cause is a real logic defect, not normal churn: 7 PYTH momentum-buy → trend_break-sell round-trips in ~2h. Momentum entries |
| 2026-06-24 00:05:09 | v24 | rolled_back | -0.40 | - | - | ## 2026-06-24 (v24 — watchlist rotation, code frozen) - Live +0.61% (+6,244 KRW); RSI take-profit round-trips on AERO/BTC/PYTH, zero stop-losses — clean take-profit cycling, no logic defect. Flat/cash |
| 2026-06-23 00:05:29 | v23 | live | +8.93 | - | - | ## 2026-06-23 (v23 — watchlist rotation, code frozen) - Live -1.40% (-14,462 KRW); one stop-loss (MET2 -3.6%) plus RSI round-trip churn on BTC/PYTH/SOL/ENA/IP — normal take-profit cycling, no logic de |
| 2026-06-22 00:05:20 | v23 | rolled_back | +4.83 | - | - | ## 2026-06-22 (v23 — watchlist rotation, code frozen) - Live -1.51% (-15,840 KRW); 2 stop-losses (ORCA -3.2%, AERO -3.8%) plus RSI round-trip churn on BTC/ETH/XRP/SEI/IP — normal risk control, no logi |
| 2026-06-21 00:05:43 | v22 | live | +9.25 | - | - | ## 2026-06-21 (v22 — watchlist rotation, code frozen) - Live -1.38% (-14,651 KRW); 2 stop-losses (CFG -3.7%, JTO -3.3%) plus RSI round-trip churn on BTC/ETH/XRP/ORCA — normal risk control, no logic de |
| 2026-06-20 00:05:30 | v22 | rolled_back | +3.63 | - | - | ## 2026-06-20 (v22 — watchlist rotation, code+params FROZEN) - Flat day: 0 trades, +0 KRW. No stop-losses, no exits — quiet regime, nothing to diagnose. - Macro neutral (LIVE): kimchi premium -0.03%, |
| 2026-06-19 00:05:12 | v22 | rolled_back | +9.99 | - | - | ## 2026-06-19 (v22 — watchlist rotation, code frozen) - Live +0.27% (+2,826 KRW); only 1 trade (MMT RSI 75 take-profit) — quiet, clean session, no stop-losses, no churn. - Macro neutral: kimchi premiu |
| 2026-06-18 14:11:51 | v21 | live | +15.54 | - | - | v21 - D1 falling-knife defense (BTC risk-off gate, threshold 1.5%): skip new buys when BTC fell >1.5% from 8h high. Manual candidate, passed neutral-universe gate (cand 15.54% vs base 14.82%, edge +0. |
| 2026-06-18 00:07:06 | v20 | live | +11.20 | - | - | ## 2026-06-18 (v20 — watchlist rotation, code frozen) - Live -0.47% (-4,954 KRW); 2 stop-losses (ZBT 3.2%, CTC 3.9%), LINK/PYTH trend-break exits, profitable RSI exits on WLD and INJ — normal risk con |
| 2026-06-17 00:07:34 | v19 | live | +23.95 | - | - | ## 2026-06-17 (v19 — watchlist rotation, code frozen) - Live -1.13% (-12,172 KRW); 3 stop-losses (ENA -3.1%, PIEVERSE -3.1%, BCH -3.1%) partially offset by profitable RSI-exit round-trips on XRP, ETH, |
| 2026-06-16 00:08:02 | v19 | rolled_back | +9.51 | - | - | ## 2026-06-16 (v19 — watchlist rotation, code frozen) - Live +2.22% (+23,288 KRW); 4 stops (SLX x2, MEGA, WLD, VIRTUAL) absorbed; offset by clean round-trips on BCH, SOL, XPL, SEI, OPEN, XRP, ETH, BTC |
| 2026-06-15 00:05:39 | v19 | rolled_back | +9.03 | - | - | ## 2026-06-15 (v19 - LIVE macro euphoria gate, all risk controls frozen) - Live -2.31% (-24,922 KRW); 4 stops (PYTH -3.3%, CHIP -3.3%, ENA -4.0%, PIEVERSE -3.0%) plus churny near-flat BTC/SOL/WLD roun |
| 2026-06-14 00:05:47 | v19 | rolled_back | +15.85 | - | - | ## 2026-06-14 (v19 - live macro gate, core frozen) - Live +5.94% (+60,468 KRW) - best day yet; 168h neutral backtest +16.5% (1st half -1.15%, 2nd +17.86%), both inside the -3% robustness gate. v18 tre |
| 2026-06-10 21:36:19 | v18 | live | +0.50 | - | - | v18 = v17 + stop-loss cooldown 24h. Tested-and-rejected: let-winners-run exit (-7.92% vs +2.22% neutral 72h). Same-day infra: 5m trader cycle, neutral-universe promote gate + half-window robustness, - |
| 2026-06-10 15:57:06 | v17 | live | +3.12 | - | - | v17 manual: trend-filtered pullbacks + BTC regime gate + trend-break exit. Built from realized round-trip evidence (44 downtrend dip stop-outs = -245% cum). 7d bt: v17 +3.12%/84 trades vs v16 +15.39%/ |
| 2026-06-10 00:01:59 | v16 | live | +6.01 | - | - | ## 2026-06-10 (v16 - code frozen, watchlist rotation) - Live +3.31% (+12,145 KRW); backtest 48h +5.26% / 68 trades. First cycle where live and backtest agree positive - v15's recent-decline guard and |
| 2026-06-08 00:05:51 | v15 | live | +14.68 | - | - | ## 2026-06-08 (v15) ## 2026-06-08 (v15 - recent-decline re-entry guard + momentum upper band cut) - Live -4.97% (-19,289 KRW); backtest 48h +12.9% / 88 trades. Loss driven by 3 stop-losses (SAHARA -3 |
| 2026-06-06 00:02:44 | v14 | live | -1.92 | - | - | ## 2026-06-06 (v14 - deeper bear position cap) - Live -4.99% (-21,265 KRW); backtest 48h -0.92% / 68 trades. Loss driven by a 5-name stop-loss cluster in a mild BTC downtrend (-1.86%): BCH -6.5%, XRP |
| 2026-06-05 00:02:22 | v13 | live | +7.58 | - | - | ## 2026-06-05 (v13 - watchlist rotation, code frozen) - Live -0.94% (-4,134 KRW); mild loss, no stop-loss cluster. Three RSI buys (XRP 16.7, SOL 29.4, BCH 28.3) opened near cutoff and are still unreal |
| 2026-06-04 00:03:02 | v12 | live | +2.44 | - | - | ## 2026-06-04 (v12 - watchlist rotation, code frozen) - Live +0.39% (+1,730 KRW); first positive day since v8, validating v11's bear bounce-confirm gate. FF round-trip 139->153 (+10%) plus RSI exits ( |
| 2026-06-03 00:03:09 | v11 | live | +3.17 | - | - | ## 2026-06-03 (v11 - bear-regime bounce confirmation) - Live -5.59% (-25,996 KRW); backtest 48h -1.70% / 74 trades - both negative, downtrend exposure confirmed not a one-off. - Root cause: six stop-l |
| 2026-06-02 00:02:38 | v10 | live | +0.48 | - | - | ## 2026-06-02 (v10 - bear-regime deeper RSI gate) - Live -6.97% (-35,087 KRW); backtest 48h flat (-0.05% / 17 trades) - divergence persists, weighting live. - Primary drag: mean-reversion whipsaw in a |
| 2026-06-01 00:02:54 | v10 | rolled_back | -2.36 | - | - | ## 2026-06-01 (v10 — falling-knife floor on RSI buys) - Live -0.53% (-2,690 KRW); backtest 48h +1.38% / 78 trades — divergence narrowed sharply vs v9, both near flat. - Recurring drag (v6/v7/v9): corr |
| 2026-05-31 00:02:39 | v9 | live | +10.66 | - | - | ## 2026-05-31 (v9 — momentum upper band) - Live -0.58% (-2,917 KRW); backtest 48h +9.66% / 100 trades — large live/backtest divergence continues, weighting the live result. - Primary drag: HBAR churne |
| 2026-05-30 00:02:14 | v8 | live | +5.19 | - | - | ## 2026-05-30 (v8 — watchlist rotation, code frozen) - Live +8.24% (+38,967 KRW); backtest 48h +5.89% / 94 trades — both strongly positive. v7 macro guard + 4-position baseline now validated after the |
| 2026-05-29 00:03:57 | v7 | live | -1.97 | - | - | ## 2026-05-29 (v7 — macro guard + watchlist rotation) - Live -4.80% (-29,049 KRW): 2nd consecutive loss day; 4 stop-losses (JTO -6.9%, BCH -5.3%, RENDER -3.7%, ATOM -3.0%) dominated; backtest also -4. |
| 2026-05-28 00:03:20 | v6 | live | +4.67 | - | - | ## 2026-05-28 (v6 — watchlist rotation) - Live -3.38% (-27,357 KRW): stop-losses on NEAR (-3.9% below avg 3799) and AZTEC (-3.2% below avg 36) were the primary drag; RSI exits on XRP/ATOM/ETH/ETC/BTC |
| 2026-05-27 00:02:25 | v5 | live | +5.50 | - | - | ## 2026-05-27 (v4 — watchlist rotation) - Live +1.83% (+14,604 KRW); 3rd consecutive positive day — RSI mean-reversion and stop-loss operating as designed. - Stop-losses fired cleanly: TRUST -3.9%, ET |
| 2026-05-26 00:02:47 | v4 | live | -0.95 | - | - | ## 2026-05-26 (v4) - Live PnL +1.86% (+18,476 KRW): RSI mean-reversion + stop-loss performing cleanly; VVV stop-loss at -3.6% fired and capped loss, then RSI re-entry recycled the slot profitably. - B |
| 2026-05-25 00:02:52 | v3 | live | +4.46 | - | - | ## 2026-05-25 (v2 code unchanged, watchlist rotation) - Live PnL +2.56% (+24,849 KRW): RSI mean-reversion + stop-loss performing as designed; no structural gaps. - Backtest 48h: +1.51% / 102 trades — |
| 2026-05-24 00:03:04 | v3 | rolled_back | +3.99 | - | - | ## 2026-05-24 v3 (KRW over-allocation fix + momentum tuning + watchlist rotation) - Live PnL -2.31% (-22,507 KRW); backtest 48h +9.84% — core RSI mean-reversion is sound; late-day buys (SOL/ADA ~23:14 |
| 2026-05-23 04:53:47 | v3 | rolled_back | +1.18 | - | - | ## 2026-05-23 v3 (tighter stop-loss, correlated-dip guard, watchlist refresh) - Live PnL -2.40% (-24,044 KRW); backtest same 48h window: +3.46% — gap indicates live market continued declining after RS |
| 2026-05-23 04:41:42 | v2 | live | +0.00 | - | - | ## 2026-05-23 v2 (stop-loss + momentum signal + watchlist rotation) - Live PnL -2.45% (-24,509 KRW); root cause: positions bought 22:23-23:38 UTC sat in drawdown 5+ hours with no exit trigger (RSI nev |
일일 회고 (최근 50건)
2026-07-12 00:03:23 ·
kept current
· 24h -1.58%
llm_failed: claude -p exit 1: stderr='' stdout='Failed to authenticate: OAuth session expired and could not be refreshed'
검증: llm_failed
2026-07-11 00:03:30 ·
kept current
· 24h -0.46%
llm_failed: claude -p exit 1: stderr='' stdout='Failed to authenticate: OAuth session expired and could not be refreshed'
검증: llm_failed
2026-07-10 00:03:37 ·
kept current
· 24h -0.66%
llm_failed: claude -p exit 1: stderr='' stdout='Failed to authenticate: OAuth session expired and could not be refreshed'
검증: llm_failed
2026-07-09 00:03:16 ·
kept current
· 24h -0.40%
llm_failed: claude -p exit 1: stderr='' stdout='Not logged in · Please run /login'
검증: llm_failed
2026-07-08 00:03:24 ·
kept current
· 24h -2.70%
llm_failed: claude -p exit 1: stderr='' stdout='Not logged in · Please run /login'
검증: llm_failed
2026-07-07 00:03:27 ·
kept current
· 24h -0.52%
llm_failed: claude -p exit 1: stderr='' stdout='Not logged in · Please run /login'
검증: llm_failed
2026-07-06 00:00:02 ·
kept current
· 24h -1.03%
shadow_pending v25 9.9h
검증: shadow_pending
2026-07-05 14:07:32 ·
kept current
· backtest +3.77%
· 24h -1.22%
shadow_installed=True pnl=24h portfolio change: -12,104 KRW (-1.22%) [from equity snapshots]
2026-07-05 13:36:39 ·
kept current
· backtest +5.95%
· 24h -1.26%
promoted=False pnl=24h portfolio change: -12,520 KRW (-1.26%) [from equity snapshots]
2026-07-05 00:02:07 ·
kept current
· 24h +0.12%
llm_failed: claude -p exit 1:
검증: llm_failed
2026-07-04 00:02:14 ·
kept current
· 24h +1.46%
llm_failed: claude -p exit 1:
검증: llm_failed
2026-07-03 00:02:14 ·
kept current
· 24h -2.11%
llm_failed: claude -p exit 1:
검증: llm_failed
2026-07-02 00:02:28 ·
kept current
· 24h -1.19%
llm_failed: claude -p exit 1:
검증: llm_failed
2026-07-01 00:02:10 ·
kept current
· 24h +0.00%
llm_failed: claude -p exit 1:
검증: llm_failed
2026-06-30 00:02:01 ·
kept current
· 24h +0.00%
llm_failed: claude -p exit 1:
검증: llm_failed
2026-06-29 00:02:15 ·
kept current
· 24h -0.40%
llm_failed: claude -p exit 1:
검증: llm_failed
2026-06-28 00:02:25 ·
kept current
· 24h -0.68%
llm_failed: claude -p exit 1:
검증: llm_failed
2026-06-27 00:02:16 ·
kept current
· 24h +0.00%
llm_failed: claude -p exit 1:
검증: llm_failed
2026-06-26 00:02:27 ·
kept current
· 24h +0.00%
llm_failed: claude -p exit 1:
검증: llm_failed
2026-06-25 00:02:15 ·
kept current
· 24h +0.00%
llm_failed: claude -p exit 1:
검증: llm_failed
2026-06-24 00:05:09 ·
kept current
· backtest -0.40%
· 24h +0.61%
promoted=False pnl=24h portfolio change: +6,244 KRW (+0.61%) [from equity snapshots]
2026-06-23 00:05:29 ·
promoted v23
· backtest +8.93%
· 24h -1.40%
promoted=True pnl=24h portfolio change: -14,462 KRW (-1.40%) [from equity snapshots]
2026-06-22 00:05:20 ·
kept current
· backtest +4.83%
· 24h -1.51%
promoted=False pnl=24h portfolio change: -15,840 KRW (-1.51%) [from equity snapshots]
2026-06-21 00:05:43 ·
promoted v22
· backtest +9.25%
· 24h -1.38%
promoted=True pnl=24h portfolio change: -14,651 KRW (-1.38%) [from equity snapshots]
2026-06-20 00:05:30 ·
kept current
· backtest +3.63%
· 24h +0.00%
promoted=False pnl=24h portfolio change: +0 KRW (+0.00%) [from equity snapshots]
2026-06-19 00:05:12 ·
kept current
· backtest +9.99%
· 24h +0.27%
promoted=False pnl=24h portfolio change: +2,826 KRW (+0.27%) [from equity snapshots]
2026-06-18 14:11:51 ·
promoted v21
· backtest +15.54%
manual_promote=True D1 thr=1.5 edge +0.72%p
2026-06-18 00:07:06 ·
promoted v20
· backtest +11.20%
· 24h -0.47%
promoted=True pnl=24h portfolio change: -4,954 KRW (-0.47%) [from equity snapshots]
2026-06-17 00:07:34 ·
promoted v19
· backtest +23.95%
· 24h -1.13%
promoted=True pnl=24h portfolio change: -12,172 KRW (-1.13%) [from equity snapshots]
2026-06-16 00:08:02 ·
kept current
· backtest +9.51%
· 24h +2.22%
promoted=False pnl=24h portfolio change: +23,288 KRW (+2.22%) [from equity snapshots]
2026-06-15 00:05:39 ·
kept current
· backtest +9.03%
· 24h -2.31%
promoted=False pnl=24h portfolio change: -24,922 KRW (-2.31%) [from equity snapshots]
2026-06-14 00:05:47 ·
kept current
· backtest +15.85%
· 24h +5.94%
promoted=False pnl=24h portfolio change: +60,468 KRW (+5.94%) [from equity snapshots]
2026-06-13 00:02:14 ·
kept current
· 24h +1.21%
llm_failed: claude -p exit 1:
검증: llm_failed
2026-06-11 00:02:17 ·
kept current
· 24h +0.00%
llm_failed: claude -p exit 1:
검증: llm_failed
2026-06-10 00:01:59 ·
promoted v16
· backtest +6.01%
· 24h +3.31%
promoted=True pnl=24h portfolio change: +12,145 KRW (+3.31%)
2026-06-09 00:00:44 ·
kept current
· 24h +2.10%
llm_failed: claude -p exit 1:
검증: llm_failed
2026-06-08 00:05:51 ·
promoted v15
· backtest +14.68%
· 24h -4.97%
promoted=True pnl=24h portfolio change: -19,289 KRW (-4.97%)
2026-06-06 00:02:44 ·
promoted v14
· backtest -1.92%
· 24h -4.99%
promoted=True pnl=24h portfolio change: -21,265 KRW (-4.99%)
2026-06-05 00:02:22 ·
promoted v13
· backtest +7.58%
· 24h -0.94%
promoted=True pnl=24h portfolio change: -4,134 KRW (-0.94%)
2026-06-04 00:03:02 ·
promoted v12
· backtest +2.44%
· 24h +0.39%
promoted=True pnl=24h portfolio change: +1,730 KRW (+0.39%)
2026-06-03 00:03:09 ·
promoted v11
· backtest +3.17%
· 24h -5.59%
promoted=True pnl=24h portfolio change: -25,996 KRW (-5.59%)
2026-06-02 00:02:38 ·
promoted v10
· backtest +0.48%
· 24h -6.97%
promoted=True pnl=24h portfolio change: -35,087 KRW (-6.97%)
2026-06-01 00:02:54 ·
kept current
· backtest -2.36%
· 24h -0.53%
promoted=False pnl=24h portfolio change: -2,690 KRW (-0.53%)
2026-05-31 00:02:39 ·
promoted v9
· backtest +10.66%
· 24h -0.58%
promoted=True pnl=24h portfolio change: -2,917 KRW (-0.58%)
2026-05-30 00:02:14 ·
promoted v8
· backtest +5.19%
· 24h +8.24%
promoted=True pnl=24h portfolio change: +38,967 KRW (+8.24%)
2026-05-29 00:03:57 ·
promoted v7
· backtest -1.97%
· 24h -4.80%
promoted=True pnl=24h portfolio change: -29,049 KRW (-4.80%)
2026-05-28 00:03:20 ·
promoted v6
· backtest +4.67%
· 24h -3.38%
promoted=True pnl=24h portfolio change: -27,357 KRW (-3.38%)
2026-05-27 00:02:25 ·
promoted v5
· backtest +5.50%
· 24h +1.83%
promoted=True pnl=24h portfolio change: +14,604 KRW (+1.83%)
2026-05-26 00:02:47 ·
promoted v4
· backtest -0.95%
· 24h +1.86%
promoted=True pnl=24h portfolio change: +18,476 KRW (+1.86%)
2026-05-25 00:02:52 ·
promoted v3
· backtest +4.46%
· 24h +2.56%
promoted=True pnl=24h portfolio change: +24,849 KRW (+2.56%)