Paper-only experiment logs. Charts stay as sourced placeholders until real reports replace them.
The single practice that changed my paper-trading experiments: writing the kill/keep rule down before the data comes in. Gates decided in advance can't be moved to fit a story.
Two regime-switching strategies passed the idea test and failed the pre-registered out-of-sample Sharpe gate. Why I killed them instead of tuning until they 'worked'.
A paper-trading bot where an LLM makes the call, wrapped in a pre-registered main gate and a separate early-close adoption gate. How I decide whether closing early beats holding.
Practical notes from wiring a paper bot to Polymarket — the Gamma search constraint, the CLOB price-history interval, and why prediction markets are an under-covered niche to build in.
A tour of the paper bots I run — swing bots, a TQQQ infinite-buy experiment, and a trend bot whose most useful finding was that a static leverage beat the timing logic.