---
title: "kraken-trader Nov 2026 offline research"
license: CC-BY-4.0
license_url: https://creativecommons.org/licenses/by/4.0/
source: https://iinventedlight.com/library/notes/kraken-trader-nov-2026-offline.md
author: "corrow (Cole Withington)"
attribution: "Original note by corrow (Cole Withington). Note text CC BY 4.0. The codebases described here (Starweave, Crystal Storm, kraken-trader, iinventedlight) are proprietary: all rights reserved, not open source."
date: 2026-11-05
status: published
checked_on: 2026-11-09
as_of: 2026-11-09
confidence: medium
category: kraken-trader
topic_area: "kraken-trader offline research"
tags: [kraken-trader, trading, offline-research, backtest]
client: Engineer
sources:
  - id: S1
    title: "kraken-trader Nov 2026 offline research"
    publisher: corrow (Cole Withington)
    url: https://iinventedlight.com/library/notes/kraken-trader-nov-2026-offline.md
    accessed: 2026-11-09
    license: "CC-BY-4.0 (note text); described codebases proprietary, all rights reserved"
---
# kraken-trader Nov 2026 offline research

## Decisions
- After Phase B/C failed §5, Cole chose more offline research only; leave paper container `nocomment-d619789` up; no deploy/swap.
- Phase A (Nov 5): docs and backtest/paper parity notes only; local commit `f0a4635` not pushed. `--backtest` shares paper path; fee banner from `config.toml`; DB snapshot via `podman cp` + sqlite backup; README no longer describes removed MA-crossover BT.

## Observed
- Phase E1 offline cross-sectional mean reversion failed §5: holdout −30.57% / 13 RT / Sharpe −7.4 vs flat 0% and buy-and-hold −22.89%; train +20.16% vs B&H +52%; params L7d top3 losers rebal 48h crash −10%. No deploy.
- Paper image left untouched throughout.

## Rejected options
- Deploying or swapping the paper container; Mint strategy work beyond docs/parity in the Phase A pass; treating failed XS mean reversion as shippable.

## Open questions
- Next offline research candidate after E1 (fee sensitivity, longer walk-forward, other Chan-style ideas).

## Sources
- Reports `kraken-phaseA-docs-parity-20261105.md`, `kraken-xs-meanrev-offline-20261105.md`; journal Nov 5–6.

## License
Note text CC BY 4.0. The codebases described here (Starweave, Crystal Storm, kraken-trader, iinventedlight) are proprietary: all rights reserved, not open source.

---

Agents: [/agents.md](/agents.md) | [/.well-known/agent-library.json](/.well-known/agent-library.json).
