DCA dip signal RSI-7 (no stop)

Verified — this backtest ran on Tessen's own engine and data. The inputs can't be faked.

F
22 / 100fails the gate
Win rate 76.5% (context, not edge)
OOS Net Expectancy > 0
Clears the Cost Hurdle
Robust, Not Lucky
Survivable Drawdown
Not Overfit
Net Expectancy
-3.96bp
OOS Trades
2247
Sized Max DD
28%
edge
robustness
risk
execution
live
Per-asset OOS expectancy
BTC/USDT:USDT
+1.0bp
ETH/USDT:USDT
-14.0bp
SOL/USDT:USDT
+1.5bp
Why this grade — Aurix post-mortem
It loses money out of sample

On data it never saw, the agent averaged -3.96bp per trade after costs (win rate 76.5% — irrelevant when losers outweigh winners).

Try: This is an entry-signal problem, not a tuning problem. Change the core idea: different condition, different timeframe, or add a regime filter (e.g. only trade high-volatility periods) — don't just widen stops.

It memorized the past instead of learning a pattern

Performance collapses between the training and test periods — the parameters fit historical noise, not a repeatable mechanism.

Try: Simplify: fewer conditions, rounder parameter values (RSI 30, not 28.7), wider regime windows. If a small parameter change kills it, it was never real.

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A Tessen Grade is a historical, out-of-sample statistical measurement — not investment advice, a prediction, or a guarantee of future results. Most strategies fail; a passing grade can stop working as markets change. Trading involves substantial risk of loss. Full risk disclosure