okx-codex-trader/docs/live-strategy-status-2026-05-20.md

Live Strategy Status 2026-05-20

Remote service: bb-squeeze-executor.service

Remote host: ubuntu@66.253.42.170

Live executor strategy:

bb-rr-time-l96-bw480-q0.15-sl0.01-rr3-hybrid_signal_rr-both-none-vc0.006-ddnone-cd24-mxbuf0.001-mxc1-entryweekday-openexitskip

Parameters:

• Symbol: ETH-USDT-SWAP
• Bar: 15m
• Leverage: 3
• Band length: 96
• Bandwidth lookback: 480
• Bandwidth quantile: 0.15
• Stop loss: 1%
• Take profit: 3%
• Middle exit buffer: 0.1%
• Entry time filter: New York weekday
• US open middle-exit mode: skip
• BTC filter: btc-up
• ETH realized volatility cap: 0.006
• Cooldown: 24 bars

Risk limits remain environment-controlled:

• Margin per unit: 100 USDT
• Max new margin: 100 USDT
• Max total margin: 200 USDT

Deployment verification:

• Service active after restart.
• Latest event at 2026-05-20T17:04:09Z.
• Current position: flat.
• Latest signal: hold.
• Orders submitted on verification event: 0.
• Runtime state includes middle_exit_streak.

Research basis:

• reports/eth-exploration/eth-fixed-rr-time-filters-summary.csv
• reports/eth-exploration/eth-fixed-rr-time-filters-report.md

The best time-filter overlay for the top BTC-up fixed R:R candidate remained entry=all, so that overlay was not adopted. The deployed version uses the best directly real-time-closed candidate that does not require account-equity drawdown overlay state.