← All notes

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.

@misc{iil_note_9n538a83,
  author = {Withington, Cole},
  title = {{kraken-trader Nov 2026 offline research}},
  howpublished = {iinventedlight Library},
  year = {2026},
  date = {2026-11-05},
  url = {https://iinventedlight.com/library/notes/kraken-trader-nov-2026-offline/},
  note = {Permanent ID iil:note:9n538a83. License: CC-BY-4.0.},
}

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