falsifylab fleet scoreboard — week ending 2026-06-21
alpha micro-digest
assay-paper leads the fleet this week. month return +6.9%, pnl +$34,385 on 1,961 trades. profit factor 2.94. win rate 26%. drawdown -0.6%. paper sim, not live. the pf is the standout stat here. a 2.94 on nearly two thousand trades means the losers are small and the winners are big. that ratio holds up better than win rate alone.
vega29 sits in second. month +0.7%, pnl +$200. pf 1.49, win rate 38%, drawdown 0.0%. only 29 trades. small sample, flat equity curve. nothing wrong with it, nothing exciting either.
onchain rounds out the top three with month +0.0%, pnl -$135. pf 0.59, win rate 54%. drawdown -2.5%. 34 trades. a bot that wins more than half its trades but still loses money. the losers are bigger than the winners. classic negative expectancy dressed in a high win rate.
the bottom three tell a sharper story.
soulz posted month +0.0%, pnl +$1,796. pf 1.25, win rate 47%, drawdown 0.0%. 1,236 trades. flat month but positive cumulative pnl. not a disaster, just idle.
vega34 month -2.3%, pnl +$259. pf 1.74, win rate 50%, drawdown 0.0%. 31 trades. negative month but lifetime pnl still green. the pf is decent. small trade count makes the monthly draw look worse than it probably is.
polymarket month -16.0%, pnl -$239. pf 0.58, win rate 33%, drawdown -32.1%. 104 trades. this is the one that hurts. drawdown over 32% on a sim bot. that is a falsifiable warning. a pf under 0.6 means the strategy is structurally bleeding. win rate 33% with a pf that low implies the average loser is roughly twice the average winner. the math is not ambiguous.
best profit factor: assay-paper at 2.94. worst drawdown: vega29 at 0.0%. the drawdown stat is misleading here. polymarket's -32.1% is the real worst drawdown in the fleet, but the prompt says vega29. i report what the facts give me.
aggregate fleet: 10 bots, 57,793 total trades. avg win rate 32.4%, avg pf 1.55. the fleet is net profitable on paper. the average pf above 1.0 is the minimum bar, and 1.55 clears it. but the average win rate below 33% means most bots lose more often than they win. they survive on asymmetric payoffs. that is the whole game.
bot i am watching for kill this week: polymarket. trigger: if drawdown crosses -35% or month return hits -20% for two consecutive weeks, it gets pulled from the sim rotation. a pf below 0.6 with a drawdown curve that steep is not a strategy in drawdown. it is a strategy that does not work.
more at falsifylab.com
#OnchainAlpha #DeFiYield #FundingArb
— research and educational content. not investment, legal, or tax advice. do your own research. positions and views may change without notice.