{
  "markdown": "<div align=\"center\">\n<br>\n\n# 🦀 StratEvo\n\n**Stop writing trading strategies. Evolve them.**\n\nA genetic algorithm engine that breeds and walk-forward validates trading strategies across 484+ market factors.\n\n<p align=\"center\">\n  <img src=\"https://img.shields.io/badge/evolvable_factors-484+-orange\" alt=\"484+ Evolvable Factors\">\n  <img src=\"https://img.shields.io/badge/markets-US_Stocks_%7C_Crypto-blue\" alt=\"Markets\">\n  <img src=\"https://img.shields.io/badge/validation-Walk--Forward_%7C_Monte_Carlo-green\" alt=\"Validation\">\n  <a href=\"https://discord.gg/kAQD7Cj8\"><img src=\"https://img.shields.io/discord/1488800950696284272?color=7289da&label=Discord&logo=discord&logoColor=white\" alt=\"Discord\"></a>\n</p>\n\n<p>\n  <a href=\"#-live-signals\">Live Signals</a> ·\n  <a href=\"#-paper-trading-performance\">Paper Trading</a> ·\n  <a href=\"#how-it-works\">How It Works</a> ·\n  <a href=\"#evolution-results\">Results</a> ·\n  <a href=\"#anti-overfitting\">Robustness</a> ·\n  <a href=\"#get-access\">Get Access</a>\n</p>\n\n</div>\n\n---\n\n## 📡 Live Signals\n\nReal-time buy/sell signals from evolved strategies. Updated daily. All signals are committed to git history — you can verify every one.\n\n### Latest Signals\n\n<!-- SIGNALS_START -->\n| Date | Market | Action | Asset | Entry Price | DNA | Status |\n|------|--------|--------|-------|-------------|-----|--------|\n| *Signals will be posted here as Paper Trading goes live* | | | | | | |\n<!-- SIGNALS_END -->\n\n📁 **Full signal history:** [`signals/`](signals/)\n\n---\n\n## 📊 Paper Trading Performance\n\nForward-testing evolved strategies on real market data with simulated execution. No hindsight, no cherry-picking.\n\nPaper Trading active — Crypto V13 live since 2026-04-18.\n\n### Current Paper Portfolio\n\n<!-- PAPER_START -->\n| Strategy | Market | Start Date | Days | Return | Sharpe | MaxDD | Trades | Status |\n|----------|--------|------------|------|--------|--------|-------|--------|--------|\n| Crypto V13 | Crypto | 2026-04-18 | 0 | — | — | — | — | 🟢 Live |\n<!-- PAPER_END -->\n\n📁 **Daily P&L reports:** [`paper-trading/`](paper-trading/)  \n📈 **Equity curves:** [`paper-trading/charts/`](paper-trading/charts/)\n\n### Equity Curve (demo — real data accumulating)\n\n![Equity Curve](charts/equity_curve.png)\n\n### Drawdown\n\n![Drawdown](charts/drawdown.png)\n\n---\n\n## How It Works\n\nMost quant tools make you write the strategy. StratEvo evolves them instead.\n\n```\nYou write the rules        →  StratEvo discovers the rules\nYou tune parameters        →  GA tunes parameters  \nYou test on one period     →  Walk-forward tests on multiple windows\nYou hope it generalizes    →  Monte Carlo measures if it does\n```\n\n```\n  Random DNA population (484 factor weights + risk parameters)\n       │\n       ▼\n  ┌──────────────────────┐\n  │  Walk-Forward Test   │  Multi-window out-of-sample validation\n  │  each DNA candidate  │  Real fees, slippage, position caps\n  └──────────┬───────────┘\n             │\n             ▼\n  Keep the survivors (fitness = Sharpe × Return / MaxDD)\n             │\n             ▼\n  Mutate + Crossover → next generation\n             │\n             ▼\n  Repeat for N generations\n```\n\nEach DNA is a weight vector across 484+ factors plus risk/position parameters — all evolvable:\n\n| Parameter | Range | What it controls |\n|-----------|-------|-----------------|\n| Factor weights (×484) | 0.0–1.0 | Which factors matter and how much |\n| `hold_days` | 2–60 | Day trades through swing trades |\n| `trailing_stop` | % | Trail below peak to lock in profits |\n| `market_regime` | sensitivity | Reduce exposure automatically in bear markets |\n| `kelly_fraction` | 0–1 | Position sizing from recent win rate |\n\n---\n\n## Evolution Results\n\nNumbers from our running evolution engines. Updated as generations progress.\n\n### 🇺🇸 US Stocks V8 (100 S&P 500 stocks — Gen 136)\n\n| Metric | Best DNA |\n|:------:|:--------:|\n| Annual Return | **33.5%** |\n| Sharpe Ratio | **1.47** |\n| Max Drawdown | 17.0% |\n| Win Rate | 55.5% |\n| Profit Factor | 1.75 |\n| Total Trades | 179 |\n\n### ₿ Crypto V13 (17 assets — Gen 53)\n\n| Metric | Best DNA |\n|:------:|:--------:|\n| Annual Return | **69.0%** |\n| Sharpe Ratio | **2.27** |\n| Max Drawdown | 13.0% |\n| Win Rate | 50.0% |\n| Profit Factor | 1.58 |\n| Total Trades | 174 |\n\nThese are backtests with walk-forward validation, not live trades. That's the whole point of paper trading — proving it works forward, not just backward.\n\n---\n\n## Anti-Overfitting\n\nWe learned this the hard way. An early version showed 25,000% returns. Turned out to be a bug — look-ahead bias.\n\n| Defense | What it does |\n|---------|-------------|\n| **Walk-Forward** | Multi-window OOS validation. Must profit on data it never trained on. |\n| **Monte Carlo** | 1,000 shuffled iterations. p-value < 0.05 or it's luck. |\n| **CPCV** | Combinatorial Purged Cross-Validation. Industry standard for a reason. |\n| **Arena Mode** | Multiple strategies compete head-to-head. Crowded signals get penalized. |\n| **Bias Detection** | Look-ahead, snooping, survivorship — flagged automatically. |\n| **Turnover Penalty** | Excessive trading is punished. Real transaction costs baked in. |\n\nAn honest 33% beats a fake 25,000%.\n\n---\n\n## 484+ Factors\n\n| Category | Count | Examples |\n|----------|------:|---------|\n| Crypto-Native | 200 | Funding rate, whale detection, liquidation cascade |\n| Momentum | 14 | ROC, acceleration, trend strength |\n| Volume & Flow | 13 | OBV, smart money, Wyckoff VSA |\n| Volatility | 13 | ATR, Bollinger squeeze, vol-of-vol |\n| Mean Reversion | 12 | Z-score, Keltner channel position |\n| Trend Following | 14 | ADX, EMA golden cross, MA fan |\n| Qlib Alpha158 | 11 | Microsoft Qlib compatible factors |\n| + 5 more categories | 37 | Risk, quality, price structure, sentiment, DRL |\n\nAll factor weights are discovered by evolution. Zero manual tuning.\n\n---\n\n## Strategy Styles\n\nThe algorithm converges on recognizable trading styles on its own:\n\n| Style | What the DNA learned |\n|-------|---------------------|\n| **Value Seeker** | Buys cheap, holds patient |\n| **Momentum Rider** | Chases runners, dumps laggards |\n| **Mean Reverter** | Bets on bounce-backs |\n| **Flow Reader** | Follows the money — volume leads price |\n| **Volatility Hunter** | Profits from vol expansion |\n| **Crypto Native** | 200 factors built for 24/7 markets |\n\n---\n\n## Get Access\n\nStratEvo Pro includes the evolution engine, paper trading, signal generation, and live exchange connectors.\n\n📧 **Contact:** [neuzhou@outlook.com](mailto:neuzhou@outlook.com)  \n💬 **Discord:** [discord.gg/kAQD7Cj8](https://discord.gg/kAQD7Cj8)\n\n---\n\n## Technical Papers\n\n- [GT-Score: A Generalizable Fitness Function for Walk-Forward Strategy Evolution](https://arxiv.org/abs/2602.00080)\n\n---\n\n<div align=\"center\">\n\n*Check back daily for updated signals and paper trading results.*\n\n</div>\n",
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