An ongoing algorithmic trading experiment running live on real BTC market data.

Every 5 minutes, the algorithm evaluates a directional signal built from a confluence of market indicators: RSI, CVD (cumulative delta volume), VWAP deviation, order book imbalance, taker flow, and funding rate sentiment. This produces a conviction score between 0 and 25, representing the strength of the current directional bias in the market.

Rather than acting on every signal, the algorithm is divided into 8 confluence tiers, each with its own activation band. A tier only trades when the signal falls within its range, allowing direct comparison of how different confluence thresholds perform over time:

Draco 0-2
Sculptor 2-4
Triangulum 4-6
Pinwheel 6-9
Whirlpool 9-12
Sombrero 12-15
Andromeda 15-20
Cartwheel 20+

In current market conditions the signal tends to run high, so the upper tiers are generally the most active. Lower tiers trade less frequently as weak signals are less common.

Each tier is allocated $10 in paper capital and uses a loss-recovery staking system – the stake increases after a loss and resets to base after a win. A tier that loses its full balance is liquidated, sits out for one hour, then re-enters by borrowing back its losses from the pool.

Results are tracked in real time on stream.

Watch live: https://youtube.com/@vumaq/live

Not financial advice. For research and educational purposes only.