One Account, Two Networks — 440 Buy-and-Sell Pairs on Validation, and Why the Best Still Trails the Market

A buy network and a sell network were put on one $1000 account under one set of rules: one trade per 2.3% zigzag leg, take-profit 1.9%, stop 2.5%, and a signal from the other side closes the position. Every one of the 22 "potentially best" buy networks was paired with every one of the 20 sell networks — 440 pairs — and each pair traded the full validation month. 438 of them ended in profit. The best made $1235.78, a gain of 23.6%. Buying and holding BTC over the same month made about 29%.

① The rules of a two-sided bot

The two networks feed the same account, and every 10 minutes the bot goes through the same order. First, take-profit (1.9%) and stop (2.5%) are checked against the close — they act immediately, no confirmation. Then the 2.3% zigzag is updated causally, from closes only: a reversal of 2.3% from the current extreme starts a new leg. Then the signals: each side fires when the sum of its probabilities over its own window W reaches its own θ; if both fire at the same step, neither counts. A signal against the current leg starts a new leg of its own side.

An open trade is closed by a signal from the other side, at that step's close. A new trade opens only if there is no position and no trade has been made in the current leg yet — the bot takes one shot per move, so a long run of signals cannot buy the same move five times. Costs are 0.05% fee plus 0.02% slippage per side, the whole account goes into each trade, no leverage. W and θ of each network are the middle of its 90% zone from the previous step.

② 438 of 440 pairs in profit — best $1235.78

438 of 440 pairs ended above $1000; the best made $1235.78 and the worst $997.41. The winner pairs `BUY_pos` epoch 15 (window 180 minutes, θ 10.44) with `SELL_pos` epoch 16 (270 minutes, θ 24.84): 10 buys, all closed at take-profit, and one sell, also at take-profit. Of 25 zigzag legs, 23 signals were rejected because the leg already had its trade. Second place, `BUY_l2s10` e18 + `SELL_far` e23, made $1225.41 with a busier mix: 12 buys (9 take-profit, 1 stop, 2 closed by signal) and 7 sells (3 / 1 / 3).

Look at who wins. The top pairs are mostly buy-driven: their sell networks trade once to seven times a month. In a market that rose all month, the pairs that short least lose least.

③ Why "almost all in profit" is not the headline

Three things keep this from being a result. First, the benchmark: buying at the first validation step and selling at the last gave about $1289 — every one of the 440 pairs trails it. A bot that is flat half the time in a strongly rising month is expected to. Second, selection: the networks were chosen on validation, their W and θ were chosen on validation, and the pairs were ranked on validation. The ranking is a list of candidates, not a forecast. Third, sample size: the winning pair made 11 trades. Ten take-profits out of ten buys is what a buy signal looks like in a month that keeps rising.

So the useful output of this step is not the $1235.78. It is a working two-sided engine — rules, journal, one trade per leg — and a list of 440 pairs to test on data none of them was chosen on. That test, on held-out training weeks and on unseen days after validation, is the next article, and its winner is a different pair.

Reproduce this study

• Research log (.md, Ukrainian): goal, data, plan, scripts, every confirmed stage and table — enough to rerun the study
• Reproduction kit (.zip): the study's scripts, project rules and base scripts that build every class

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