This is our actual research desk — every strategy, every backtest, the wins and the losses, exactly as they happened. Most services hide this page. We lead with it — because a track record you can check is worth more than any promise.
Tested with the same rigour whether the answer was yes or no.
Read the stages, not the sum. These rows span paper and testnet — different sizing, not yet real money — so adding them up as one P&L is meaningless. The pattern that matters this window: winners ran 2–7× the size of the losses, because every loss was capped by a pre-set stop while winners were left to trail. That asymmetry — small capped losses, larger running wins — is the whole design.
The market context the discretionary overlay watches. A point-in-time snapshot — the specific entry orders, stops and targets behind it stay private.
| Asset | Watch zone | Position in zone | Status |
|---|---|---|---|
| BTC | $57.4k – $72.1k | 51% | Inside · Wait |
| ETH | $1,515 – $2,614 | 40% | Inside · Wait |
| SOL | $70.3 – $96.9 | 23% | Inside · Wait |
| BNB | $533 – $619 | 47% | Inside · Wait |
| AVAX | $5.95 – $7.11 | 58% | Inside · Wait |
| LINK | $7.00 – $10.87 | 45% | Inside · Wait |
| XRP | $1.01 – $1.18 | 54% | Inside · Wait |
| DOGE | $0.07 – $0.08 | 26% | Inside · Wait |
Watch zones = multi-week consolidation bands the overlay tracks for macro entries. Snapshot as of 2026-07-27; the specific ladder orders, stops and targets are not published.
The strong part first: 11 strategies cleared rigorous backtesting on years of data. The honest part: a strong backtest doesn't always survive live yet — and we show that gap rather than hide it. (Plain names; exact parameters stay private.)
| Strategy | Style | BT n | BT WR | BT PF | Live n | Live PF | Status |
|---|---|---|---|---|---|---|---|
| Higher-Timeframe Momentum ★ | Trend | 39 | 46% | 1.31 | 21 | 1.52 | Paper · flagship |
| Trend (Alligator) | Trend | 82 | 42% | 1.34 | 69 | 1.07 | Paper |
| Liquidation-Zone Reversion | Mean-rev | 981 | 70% | 1.89 | 13 | 1.52 | Revived |
| Liquidity Mean-Reversion | Mean-rev | 874 | 40% | 4.84 | 0 | — | Paper |
| Smart-Money Concepts I | SMC | 2,299 | 38% | 1.22 | 31 | 0.71 | Testnet |
| Smart-Money Concepts II | SMC | 490 | 36% | 1.18 | 14 | 0.24 | Testnet |
| Money-Flow Long | Trend | 14 | 50% | 1.19 | 18 | 3.89 | Paper |
| CME Gap Fill | Macro | 32 | 86% | 1.39 | 0 | — | Paper |
| ETH Funding Fade New | Carry | 34 | 59% | 1.96 | 0 | — | Paper |
| Alt EMA Cross New | Trend | 77 | 46% | 1.67 | 0 | — | Paper |
| BTC Macro Ladder | Macro | — | — | — | 0 | — | Live · testnet |
| Multi-leg Momentum (Cascade) | Mean-rev | 52 | 37% | 1.05 | 13 | 0.67 | Killed |
WR = win rate · PF = profit factor (gross wins ÷ gross losses) · BT = backtest · n = trade count. PF below 1.0 means losing. ★ = the strategy the copy book leads with.
The honest summary first. The full row-by-row tape is one click below — nothing hidden, just ordered so the picture is clear before the detail.
Read the stages, not the sum. These rows span paper, testnet and live — different sizing, some not real money — so adding them up as one P&L is meaningless. Two stand-outs this window: Money-Flow Long closing ZEC at +5.77% and SOL at +3.11% on clean take-profit exits. Against them: two live stop-outs on Liquidation-Zone at −4.03% and −2.76% — both capped by pre-set stops. Every single loss in this window was capped by a stop before it could compound. That is the design.
| Time (UTC) | Strategy | Stage | Coin | Side | Result | Exit |
|---|---|---|---|---|---|---|
| 2026-07-27 00:34 | Money-Flow Long | Paper | ZEC | LONG | +5.77% | Take profit |
| 2026-07-27 00:24 | Money-Flow Long | Paper | SOL | LONG | +3.11% | Take profit |
| 2026-07-26 15:40 | Liquidation-Zone Reversion | Live | UNI | SHORT | −4.03% | Stop loss |
| 2026-07-25 16:36 | Liquidation-Zone Reversion | Live | AVAX | SHORT | −2.76% | Stop loss |
| 2026-07-23 05:13 | Higher-TF Momentum | Paper | IMX | SHORT | +1.50% | Trailing stop |
| 2026-07-23 00:39 | Trend (Alligator) | Paper | ENJ | LONG | −1.50% | Stop loss |
| 2026-07-22 16:00 | Smart-Money I | Testnet | AVAX | SHORT | −1.34R | Stop loss |
| 2026-07-21 07:14 | Trend (Alligator) | Paper | ADA | LONG | +3.12% | Trailing stop |
| 2026-07-20 20:03 | Trend (Alligator) | Paper | ADA | LONG | +3.33% | Trailing stop |
| 2026-07-20 15:00 | Smart-Money I | Testnet | RUNE | SHORT | +1.01R | Trailing stop |
| 2026-07-19 19:03 | Trend (Alligator) | Paper | ADA | LONG | −1.50% | Stop loss |
| 2026-07-19 13:52 | Money-Flow Long | Paper | AAVE | LONG | −0.03% | Stop loss |
| 2026-07-19 09:00 | Smart-Money I | Testnet | SUI | SHORT | +0.76R | Trailing stop |
| 2026-07-18 14:00 | Smart-Money II | Testnet | SOL | SHORT | −1.28R | Stop loss |
| 2026-07-17 16:00 | Smart-Money I | Testnet | BTC | SHORT | +6.68R | Trailing stop |
| 2026-07-16 18:00 | Smart-Money II | Testnet | TIA | SHORT | +0.81R | Trailing stop |
| 2026-07-16 15:00 | Smart-Money I | Testnet | ARB | SHORT | −1.26R | Stop loss |
| 2026-07-16 15:00 | Smart-Money II | Testnet | ARB | SHORT | −1.23R | Stop loss |
| 2026-07-15 15:29 | Higher-TF Momentum | Paper | DOT | SHORT | −1.50% | Stop loss |
| 2026-07-15 07:53 | Higher-TF Momentum | Paper | IMX | SHORT | +1.50% | Trailing stop |
R = a trade's result measured against the risk taken on it (used for testnet rows) · % = the price move captured. Snapshot 2026-07-27.
Each strategy ships with pre-committed kill criteria. When they fire, it's discipline, not failure — and it's logged. This list only grows.
After a 66-variant research sweep: an ETH funding-fade (3-yr backtest PF 1.96, 92% bootstrap-positive) and an alt EMA-cross basket. Both go to paper first for forward validation — never straight to real money.
Deep-dive found it never earned a real-money slot: paper profit factor ~0.66, and even its best backtest regime barely broke even net of costs. Stopped and disabled. Reversible only if a genuine new edge thesis appears.
The first three live trades of a revised exit model all stopped out. Sample too small to act on — logged transparently, validation continues.
Data showed one strategy's market-regime gate was behind a string of stop-outs (it bought weakness while strength led). Removed on evidence, kept the filter that worked.
A direction filter had quietly stopped the Higher-TF Momentum strategy trading for six weeks. Diagnosed, A/B-tested, reverted — back to trading within 24 hours.
Transparency only counts if you can check it yourself.
The copy book runs on Binance, whose own lead-trader page reports ROI, PnL and win rate independently of us. Talk to Us and you get the live profile to inspect before you copy a cent.
As the Hyperliquid book comes online, every position and PnL is on-chain and public — verifiable by anyone, impossible to fake or quietly edit. Coming soon.
The kill log above only grows; entries are never deleted. The track record — wins and losses — is the asset, not any single call.
Write-ups from inside the desk — methodology, post-mortems, and what the data actually says.
Pre-committing to a stop removes the emotion. Why we've killed 5 strategies — and what to ask any service you follow.
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We built a system to copy profitable traders — then killed it. A profitable trader isn't a copyable edge. The study, and what we do instead.
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Gross wins ÷ gross losses. The single ratio that tells you whether a strategy has a real edge — and how to read it before you copy anyone.
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Three halvings, a repeating chart pattern — and why three data points can't carry the precision most cycle forecasts require.
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Spectacular backtest, immediate live losses. What overfitting is, how to spot it, and why the backtest-vs-live gap is the number that matters.
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Plain-English guide: your funds never leave your own account. Why custody is the only catastrophic risk.
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The most predictive number on any trader's profile — and the most ignored. The ratios that beat ROI alone.
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The regulatory picture (VARA, ADGM), custody choices, and disciplined exposure without day-trading.
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An honest comparison — effort, risk, cost, and who each approach actually suits.
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Lending, staking, market-neutral strategies — and the risk behind each headline yield.
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The 7-point checklist — custody, drawdown, fees, visible losses — from inside a desk, not a marketing department.
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Most services show you wins. We publish the losses and the killed strategies — here's why that's the whole point.
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It passed its backtest. We killed it anyway. Thin edges, trading costs, and pre-committed kill criteria.
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What ~5,000 simulated trades taught us — why backtests flatter, and how we gate capital because of it.
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No paywall. Leave your email and I'll send strategy write-ups, track-record updates and post-mortems as they're published.
Aligned with you, by design.
You keep custody of your funds in your own Binance account — Glasshouse never holds or can withdraw your money.
When the desk makes you money, it takes a performance fee — between 10% and 30% of profits, depending on your plan — on a high-water mark, settled by the exchange. It only earns on new gains, never the same ground twice. No profit, no fee; never a charge on losses, and the rest is yours.