trading 2026-06-24

A 0.70-AUC Crypto Model That Lost Money on Every Coin (AUC Is Not P&L)

I trained per-coin XGBoost models on 5-minute crypto bars. They hit ~0.70 out-of-sample AUC across 16 coins, walk-forward validated — genuinely predictive. Then I traded the signal and every single config lost money. Why a 'good' ML model isn't a profitable one: AUC measures direction, not magnitude.

Read article
trading 2026-06-17

Front-Loading a Crypto Grid Bot: More Wins, Less Money

I tried to beat my bot's uniform 3% grid by front-loading the rungs to catch more dips. The aggressive versions hit an 81% win rate — and earned about a third less money. A backtest post-mortem on why win rate is a vanity metric for grid bots.

Read article
trading 2026-06-13

Optimization: Scaling Your Bot Profitably

Scale from 1% to 5%+ position sizing, add multiple strategies, and optimize for consistent 6-10% monthly gains.

Read article
trading 2026-06-13

Backtesting Crypto Grid Bots: The 3% Step That Worked (And What the Backtest Couldn't See)

I backtested grid bots before risking real money — a 3% grid step was profitable across every coin and period tested. Then live trading revealed the one thing the backtest underweighted: regime. Here's both halves, honestly.

Read article
trading 2026-06-13

I Built a Solana Sniper Bot in Python — Here's the Real P&L (Losses Included)

A fully automated pump.fun sniper bot in Python, funded with real SOL and run live. The architecture, the bug that killed 74% of buys, and the honest result — including why a 0.78-AUC model still didn't make money.

Read article
trading 2026-05-01

Getting Started with Trading Bots

In this guide, we explore how to build your first automated trading bot using Python...

Read article
trading 2026-05-01

How to Build Trading Bots

In this guide, we'll cover the basics of algorithmic trading...

Read article