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