Jeroen Grusewski
90fcbfde5c
Forensics found the positioning sleeve's 2026-07 -15% drawdown was ~entirely one coin (LABUSDT, 10.3% long leg, -59%/-79.5% over 2 days). A 1295-day sweep validated an ex-ante per-coin gross cap of 0.07: Sharpe 2.60->2.69, maxDD -32.3%->-29.9%, per-year Sharpe non-decreasing; cap=0.04 falsified (2.43). Single-pass clip+renormalize on the forming weights (causal), validated ~= iterative. Threaded through EVERY live sink via opt-in (default None = uncapped = fail-safe): modeled return, reconciliation ref, forward NAV, paper-book positions, testnet exec sizing, live backfill, capital allocation. Research/eval paths left uncapped by design (honest falsification). A source-level coverage-audit test (mutation-verified) guards against a future uncapped live path. positioning / bybit_4edge / bybit_4edge_levered re-inception v3, inception_t0 backdated to 2026-07-06 so the forward gate recomputes the window (not reset). 10 tasks, whole-branch review: MERGE. 1126 tests green (the 1 skip-worthy failure is a pre-existing torch/poc-extra env artifact, identical on master). Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
fxhnt
Agentic strategy-research & multi-strategy execution platform. It systematically discovers, backtests and out-of-sample-validates trading strategies across many markets, keeps only what survives a rigorous statistical gauntlet, and runs the survivors live (multiple strategies at once).
The bet is not a secret edge — it's breadth + discipline + automation. The hard part (and the moat) is refusing to fool yourself at scale; the validation gauntlet is the core, built and proven first.
Architecture (hexagonal / ports-and-adapters)
src/fxhnt/
domain/ pure logic: gauntlet (Deflated Sharpe), strategies, backtest, models ← no I/O
ports/ contracts: DataProvider, repositories (the only seams)
adapters/ infra: yahoo data, SQLAlchemy (Postgres/SQLite) + DuckDB stores
application/ use-case services (ResearchService) — orchestrate via ports
cli.py composition root (wires concrete adapters)
See docs/architecture/0001-architecture.md.
Quickstart
pip install -e ".[dev]"
pytest # unit (gauntlet falsification) + integration (vertical slice)
fxhnt strategies # list strategy kinds
fxhnt research SPY --kind trend --window 200 # data → backtest → gauntlet → persist
fxhnt list --passed-only # the survivor library
Config via FXHNT_* env vars (e.g. FXHNT_OPERATIONAL_DSN=postgresql+psycopg://...). Defaults to
SQLite + a local DuckDB file under ~/.fxhnt/.
Status
Vertical slice working: data (Yahoo) → strategy (trend) → backtest (net of costs) → IS/OOS gauntlet → persistence (operational + analytical). Next: the multi-strategy execution layer, more strategy templates + data adapters, and the agentic discovery search on top of the proven gauntlet.