Live BTC/SOL trading system: no standard indicators, close-bar architecture, MC-validated

Posting an overview of a trading system I built earlier this year and now run live on BTC and SOL. No internals here, just architecture, validation, and results.

Background

Built from scratch between January and April 2026 on my own infrastructure. No third-party signals, no commercial indicator packages, no external data feeds, no off-the-shelf alpha sources. Decision logic was locked before going live and has not changed since.

What the system does

It continuously reads the state of the market across several timeframes. When the configuration of those states crosses pre-defined thresholds, the system enters, exits, or stays out. No discretionary input from me. The output is a state read, not a price prediction.

No standard indicators

No moving averages. No RSI. No MACD. No Bollinger bands. No ATR. No volume oscillators. No order-book features. No sentiment scores. No on-chain metrics. None of it. Every input is computed from raw OHLC data through transformations I designed myself.

Close-bar system. Backtest = live.

The system only acts on fully closed bars, never on a bar that is still forming. Same script runs backtest and live, switched by a single flag. Slippage and fees identical (0.13% per trade). No look-ahead, no special treatment of any period. 22 live trades so far across BTC and SOL. Live and backtest produce 100% identical results, every trade matching bit-for-bit.

Currently running live

Right now the system trades BTC and SOL against EUR, long-only, on a single venue. Both run from the same code base with the same parameters. No tuning per asset. Both have already produced winning trades live.

Monte Carlo validation

I tested robustness with seven independent methods. Each resampling method ran with 10,000 iterations on every trade in the full dataset, across years of crypto market history including all major crashes (COVID, China-ban, LUNA, FTX, SVB and others).

• Shuffle Monte Carlo (tests path dependence)
• Bootstrap Monte Carlo (tests sample uncertainty in return and drawdown)
• Block-bootstrap at four block sizes of 5, 10, 20, 30 trades (tests serial structure)
• Daily-level Monte Carlo on exit-only and mark-to-market paths (tests intra-trade drawdown)
• Seasonal-shuffle Monte Carlo (tests stability under calendar structure)
• Walk-forward folds (tests temporal leakage and out-of-sample robustness)
• Rolling one-year windows, one-month step (tests stability across regimes)

Headline numbers per asset, taken straight from the per-asset reports:

Asset	Trades	Period	Return	MaxDD	Years+	P(ret<0) bootstrap	Rolling 1y windows
BTC	730	May 2019 to May 2026	+118.9%	3.97%	8/8	0.00%	72/72 positive
SOL	175	Jun 2022 to May 2026	+89.0%	4.88%	5/5	0.00%	35/35 positive

Foundation

The system is built on a research framework I publicly registered with a permanent timestamp on Zenodo (CERN infrastructure) in December 2025, before applying it to markets. The framework documents elements that appear universal across physics, biology, and cosmology. The trading system applies the same phase-state principles to financial markets. The framework is currently under embargo for further research and the specific internals are not disclosed.

Status

Research only. Not financial advice. Not a trading signal. Nothing to buy, no Discord, no paid group, no DMs.