OmniCycle High-Frequency Scalper (V4.1)

FORWARD_PAPER

High-frequency macro scalper (130+ trades in 2026, adaptive 4h–96h hold) built for explosive bull runs (+24,787% backtest).

Version: 4.1.2•Research ID: OMNICYCLE_V4_1_CHAMPION•Timeframe: 4h•Holding Horizon: Adaptive 4h–96h (Fast Scalp, up to 4 days)•Risk: High-Frequency Scalper

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Forward Untouched Holdout

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Net Return:-0.23% (2026 Chop Holdout)

Max Drawdown:-4.85%

Completed Trades:130 trades

Sharpe / Sortino:1.12 / 2.85

Friction basis: 38.0 bps roundtrip canonical friction

Canonical Development History

1.31 Yrs Universe

Historical Return:+24,787.16% (Full 2021–2026) / +326.86% (Post-ETF)

Historical Max DD:-21.80%

Completed Trades:963 trades

Historical Sharpe:2.85

Artifact hash verified: c7a91e975a40b3c6...

Execution Telemetry & Signals

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Public Model Transparency & Mechanics

What it Trades & Universe

High-cadence all-weather scalper trading 10 major digital assets (~12–15 trades per month, 130+ trades in 2026, 963 full cycle). Adaptive Holding Horizon (4h–96h): Clips quick scalps in 4h–8h using tight trailing stops, while allowing strong bull-market breakouts to run up to 96 hours (4 days—longer than the 48h cap of older V3.7 models). Practical Behavior Notice: In range-bound sideways chop (like 2026), its high turnover generates frequent small stop-outs (-0.23% return in 2026, -21.80% full-cycle drawdown). Not suitable for risk-averse investors! Recommended only for aggressive traders seeking maximum trade cadence.

Methodology & Gating

Dual-threshold macro regime classification, adaptive 4h–96h holding window, dynamic volatility stop adjustments, and conviction-weighted opportunity sizing.

Preferred Market Regime

Sustained macroeconomic trend expansion and cross-asset momentum breakouts with high liquidity.

Underperformance Conditions

Prolonged low-volatility sideways chop where high trade frequency incurs friction and repeated stop-outs.