Cascade
Strategies

Research Lanes

Strategy Roster

Unified family posture.

Trend continuation

2 Slots

Own the cleanest directional BTC/ETH moves with moderate turnover and low operational drag.

Breakout / expansion

2 Slots

Capture volatility acceptance and post-compression follow-through without overwhelming the review loop.

Mean reversion

1 Slots

Provide a deliberate counter-trend expression only if it survives a stricter retention bar.

Trend continuation

Active
Trend continuationCompression reclaim

BB + RSI Cluster

paper

"The baseline continuation playbook. It anchors promotion decisions because its sample is clean and its turnover is predictable."

7d PnL

good

+1.92%

Win rate

good

54%

Profit factor

good

1.43

Drawdown

neutral

6.2%

Shared
Next council review after 30 more trades or a 7-day drawdown breach.
Trend continuationBias + trigger

HTF Bias / LTF Trigger

shadow

"Directional bias comes from the higher timeframe while execution is delegated to lower-timeframe triggers. The idea is solid but the trade count is still thin."

7d PnL

neutral

+0.71%

Win rate

neutral

52%

Profit factor

neutral

1.24

Drawdown

good

4.9%

BTC
Needs 20 additional trades before paper consideration.

Breakout / expansion

Promotion review
Breakout / expansionExpansion follow-through

Momentum Continuation

shadow

"The strongest expansion candidate. It wins fast weeks, but the open question is whether it survives slow ETH tapes without overtrading."

7d PnL

good

+2.11%

Win rate

neutral

51%

Profit factor

good

1.51

Drawdown

good

5.1%

Challenger
Pending completion of the 365-day slower-regime validation pass.
Breakout / expansionBreakout reserve

Breakout / Volatility Expansion

disabled

"A reserved implementation lane for post-persistence breakout research. It exists so workflow capacity is explicit rather than implied."

7d PnL

planned

--

Win rate

planned

--

Profit factor

planned

--

Drawdown

planned

--

Platform
Open once persistence-backed candles and filter diagnostics are in place.

Mean reversion

Diagnostic
Mean reversionStretch fade

Mean Reversion

shadow

"Still the only explicit fade expression in the stack, but recent volatility regimes pushed it below the retention threshold."

7d PnL

bad

-0.34%

Win rate

bad

49%

Profit factor

bad

0.94

Drawdown

warn

8.8%

Research-only
Retention decision after high-volatility split review completes.

Mode Posture

Research posture

good

Paper-first, bounded-challenger

"The console favors a stable paper benchmark and a strict challenger ladder over broad parallel experimentation."

Lane capacity

review

6 visible slots / 5 active

"Lane count is explicit so weak variants are displaced instead of accumulating silently."

Promotion standard

ready

Comparison-led review

"Every promotion decision now references queue state, benchmark deltas, and review notes in one surface."