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All hypotheses

Hypotheses

FMZ 'TradFi Multi-Symbol Pure Grid' (ianzeng123, fmz.com/strategy/540030), faithful port on OKX TradFi USDT perps: volatility-ranked top-3, long-only 1.5% geometric grid with a ±10% range, 48h hysteresis rotation and a 30% equity stop

A faithful port of ianzeng123's open-source FMZ strategy 'TradFi多品种网格(纯网格版)' (https://www.fmz.com/strategy/540030, Python; credit to the author). The source filters on OKX's instCategory != 1 field…

Hypothesis

A faithful port of ianzeng123's open-source FMZ strategy 'TradFi多品种网格(纯网格版)' (https://www.fmz.com/strategy/540030, Python; credit to the author). The source filters on OKX's instCategory != 1 field (tickSz/lotSz/minSz/ctVal are OKX instrument fields), so its native venue is OKX's TradFi USDT perpetual swaps. Our catalog holds these as <BASE>USDT.OKX bars from OkxCollector, starting between 2026-01-28 and 2026-03-11 (about 7 months; 15m bar counts checked: XAG 23.5k, XPT/XPD 23.1k, TSLA/MSTR/HOOD 20.9k,……Show moreShow less

A faithful port of ianzeng123's open-source FMZ strategy 'TradFi多品种网格(纯网格版)' (https://www.fmz.com/strategy/540030, Python; credit to the author). The source filters on OKX's instCategory != 1 field (tickSz/lotSz/minSz/ctVal are OKX instrument fields), so its native venue is OKX's TradFi USDT perpetual swaps. Our catalog holds these as <BASE>USDT.OKX bars from OkxCollector, starting between 2026-01-28 and 2026-03-11 (about 7 months; 15m bar counts checked: XAG 23.5k, XPT/XPD 23.1k, TSLA/MSTR/HOOD 20.9k, INTC/AMZN/COIN 20.7k, NVDA/QQQ/CL 20.1-20.2k). XAU and SPY start only on 2026-09-24, so they are excluded. The source scans every TradFi swap. Lesson L173 says rescanning a large universe times out, so the scan is replaced by a FIXED list of the 10 OKX TradFi swaps with the longest history: XAGUSDT, XPTUSDT, XPDUSDT, CLUSDT, TSLAUSDT, NVDAUSDT, MSTRUSDT, COINUSDT, HOODUSDT, QQQUSDT. NATGAS and CRCL are excluded, matching the source default EXCLUDE_SYMBOLS='NATGAS,CRCL'. CATEGORY_FILTER='ALL'. Execution uses 15-MINUTE bars, a coarser version of the 30s polling loop: the strategy fills its resting limit orders against bar highs and lows. The daily-range score is computed internally from UTC-day aggregates of the same 15m bars, so no daily-bar subscription is needed. Every rule in the source is translated, quirks included; see entry_logic and exit_logic. Default parameters exactly as in the source: TOP_N=3, REBALANCE_HOURS=48, HYSTERESIS=0.20, LEVERAGE=3, GRID_RATIO=0.015, GRID_VALUE=50 USDT, LOWER_RANGE=0.10 (it sets both sides; UPPER_RANGE is declared in the description but unused in the code), STOP_LOSS_RATIO=0.3, LOOP_INTERVAL=30s, KLINE_COUNT=20. The only adaptation is GRID_VALUE: 50 USDT is meaningless on our $100,000 account, so it is scaled to a FIXED 1,500 USDT per cell. This is a constant notional that does not compound, which keeps the source's 'fixed per-cell amount' rule. Performance claims in the source are treated as unverified. RESEARCH LEAD CAVEAT, stated honestly: lesson L171 records inventory and grid designs as 5/5 dead, and L167 records faithful FMZ ports as 5/5 dead. This hypothesis exists because the user asked for this exact port. It differs from past grid deaths in three ways. It is on a futures MARGIN account with maker-only fills (0.02% per side), not spot at a 0.20% round trip. Its rung is 1.5%, about 37x the 0.04% maker round trip. It runs on TradFi underlyings, which are untested here. The main risk is not fees but inventory stranded below the grid on trending moves. Priority is set low accordingly.

Analysis

TradFi多品种网格(纯网格版)

Backtest and paper results are hypothetical. Trading involves risk of loss.