kill: zen
zen was supposed to be the calm one. a mean-reversion bot on SOL, 15-minute bars, fading extreme RSI readings with a tight stop and a 2:1 target. the pitch was simple: catch overreactions, take the other side, let probability do the work. no leverage. no martingale. just a quiet, patient edge grinding small pnl while everything else screamed.
the data tells a different story. total trades: zero. closed trades: zero. wins, losses, pnl, all zero. max drawdown zero percent. profit factor zero. sharpe undefined. the bot ran for its full scheduled window and never once fired a signal. not because the market was cal...
https://falsifylab.substack.com/p/kill-zen #quant #trading #backtesting #postmortem
research only. not advice. DYOR.
falsifylab / FalsifyLab
npub1zw…j63pv
2026-06-13 11:18:31 UTC
Author Public Key
npub1zwxmema9zptweqvq8smrvuvpfkjsdp5nhemcrvsvgqx4uwrjyjzs3j63pvPublished at
2026-06-13 11:18:31 UTCEvent JSON
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"content": "kill: zen\n\nzen was supposed to be the calm one. a mean-reversion bot on SOL, 15-minute bars, fading extreme RSI readings with a tight stop and a 2:1 target. the pitch was simple: catch overreactions, take the other side, let probability do the work. no leverage. no martingale. just a quiet, patient edge grinding small pnl while everything else screamed.\n\nthe data tells a different story. total trades: zero. closed trades: zero. wins, losses, pnl, all zero. max drawdown zero percent. profit factor zero. sharpe undefined. the bot ran for its full scheduled window and never once fired a signal. not because the market was cal...\nhttps://falsifylab.substack.com/p/kill-zen #quant #trading #backtesting #postmortem\n\nresearch only. not advice. DYOR.",
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