# From Model to System

#### Initial Approach (2023-2024)

* **Strength:** Good raw accuracy (\~50% perfect / 69% directional)
* **Weakness:** Catastrophic -50% drawdown in Q3 2024, proving the need for disciplined risk management
* **Limitation:** Very simple trading strategy without sophisticated portfolio and risk management

#### IntelliTrade Development (2024-2025)

| Phase          | Period              | Description                                     |
| -------------- | ------------------- | ----------------------------------------------- |
| **Training**   | Nov 2023 - Aug 2024 | Strategy optimization on historical predictions |
| **Validation** | Aug 2024 - Aug 2025 | Out-of-sample testing                           |

**Optimization approach:**

* Hyperparameter tuning via 13 parallel instances on GCP
* K-fold cross-validation to prevent overfitting
* Multi-metric scoring (profit, profit ratio, Sortino)

**Risk controls implemented:**

* Volatility-adjusted sizing
* SMAPE prediction filters
* Multi-exit strategies
* Strict diversification and exposure limits

#### Current Configuration (Dec 2025)

| Phase             | Period              | Description                      |
| ----------------- | ------------------- | -------------------------------- |
| **Optimization**  | Dec 2023 - Dec 2024 | Refined hyperparameter tuning    |
| **Out-of-Sample** | Dec 2024 - Dec 2025 | 1 year validation on unseen data |

**Key improvements:**

* **Prediction horizon:** Reduced from 14-day to 3-day for faster signal response
* **Token universe:** Curated to 28 major cryptocurrencies (removed dead/delisted tokens)
* **Data sources:** Added macro-economic indicators and sentiment data beyond technical indicators
* **Market coverage:** Bull, bear, and consolidation regimes