I wanted two different answers. Can these strategies cooperate with one small bankroll? And which strategy performs best when it gets the same starting line as everybody else?
The shared spot account starts with $500. Strategies compete for that cash, so the portfolio has to avoid contradictory positions and too much exposure to one coin. Each strategy also gets its own simulated $500 sleeve. That second race shows what the strategy would have done without another strategy using the money first.
Up, down, and sideways
A separate $2,000 fractional long/short competition tests whether the desk can participate in falling markets without pretending a spot purchase is a short. Market regime, Bitcoin dependence, liquidity, volatility, sentiment, flows, on-chain information, and macro events can confirm or cancel a setup. They do not get to improvise a trade by themselves.
The paper broker estimates spread, fees, slippage, partial fills, and latency. Tiny nuisance trades are rejected when the likely gain cannot clear the round-trip friction. A stop or exit also creates a cooldown so the system does not sell and immediately buy the same signal back.
What it is doing right now
At the start of September 7, the dashboard showed 12 strategies under observation and 11 active research signals, but zero paper orders. That is one day of post-freeze observation, not evidence that the strategies work or fail. The paper loop checks every ten minutes, while the research and candidate observers keep running on schedule.
If no signal clears the data, risk, cost, conflict, and strategy gates, the right result is still zero trades. Busy-looking software is not the goal. A paper record we can learn from is.