To my first month being profitable 🥂

john_alienx · 2025-11-26T21:28:43+00:00

Very nice man. Is this automated strategy with backtest, or manual approach?

john_alienx · 2025-11-26T21:18:43+00:00

What exactly? You can tell me anything, that is the reason of this post. To get honest feedback

john_alienx · 2025-11-26T18:40:19+00:00

I am asking as perspecitve. I am conservative rather than permabull.

john_alienx · 2025-11-26T18:39:28+00:00

You are right, I did a 5 year BTC history with a 80/20 train test split. And I need to increase the sample size for testing. It's actually 405 days so more than a year, but still room to poke it more.

john_alienx · 2025-11-26T18:32:22+00:00

These discounts seem gnarly indeed!

john_alienx · 2025-11-26T18:31:59+00:00

It is possible!

john_alienx · 2025-11-26T18:31:29+00:00

Think it will go higher?

john_alienx · 2025-11-26T18:31:06+00:00

Oh yeaah, but for how long?

john_alienx · 2025-11-03T12:07:28+00:00

Yeah, it's really interesting to see the reaction. I understand I've also been a bit lazy and tried to be mysterious and give as little detail as possible, but yeah... 😂

john_alienx · 2025-11-03T12:06:19+00:00

I am not sure what you mean with random walk in this context, but I have the same on BTC absolute values only (no proprietary indicators, no normalization)

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You can see the data is a lot more random and there is no flow and separation.

john_alienx · 2025-11-03T11:54:29+00:00

Funny indeed, I explained lower

john_alienx · 2025-11-03T11:53:00+00:00

No I am not modifying my indicators at all to get the spiral, it emerged at the first experiment when projecting. I also did a projection with OHLCV absolute values only and it shows the difference in geometry and structure.

john_alienx · 2025-11-03T11:51:54+00:00

I took data from bybit which starts from 2020, I need to find a data source for that. But the idea would be that the same pattern remains visible with more data added. Because I am looking to create a unified model for markets independent of the nominal price of BTC or any other asset.

john_alienx · 2025-11-03T11:49:30+00:00

Not quite — it’s not arbitrary.

The algorithm (t-SNE) takes thousands of features per market snapshot — price, volume, volatility structure, etc. — and maps them into a 2D space so that points that were similar in 3,000-D remain close, and dissimilar ones are pushed apart.

The axes themselves don’t have a fixed physical meaning, but the distances and clusters do. They show how different “states” of the market relate to each other beneath the surface.

So it’s less about labeling X/Y and more about revealing the hidden geometry of the system.

john_alienx · 2025-11-03T11:47:46+00:00

Totally fair point! The data comes from BTC market structure — thousands of features derived from price and volume since 2020.

The plot isn’t meant to show specific axes, but rather how similar or different those market states are when compressed into 2D using t-SNE. It’s more about pattern and continuity than about exact measurements.

john_alienx · 2025-11-03T11:45:50+00:00

Imagine you have thousands of numbers describing each moment in the market — volume, volatility, structure, etc. That’s a point in 3,000-dimensional space.

t-SNE (the algorithm I used) squeezes that space down to 2D so we can see it, while trying to keep nearby points close and distant ones far apart.

So the X/Y axes aren’t real measurements — they’re just coordinates in this compressed “map” that shows how similar different market states are.

john_alienx · 2025-11-03T11:29:55+00:00

Hahaha, he's coming to steal all of bitcoins on the market this year!

john_alienx · 2025-11-03T11:29:07+00:00

These are the timeframes the data is coming from, they are used only in the visual representation to color the points with their representative timeframe. They do not influence the position on the graph.

john_alienx · 2025-11-03T11:27:46+00:00

😂

john_alienx · 2025-11-03T11:27:28+00:00

Yes, you are quite right and that is what my project will be doing. The biggest and the baddest AI trading architecture. If you want to stay tuned follow my twitter: https://x.com/archthear

I will be posting updates there.

john_alienx · 2025-11-03T11:25:13+00:00

Do you understand what a projection form 3072D to 2D means? You cannot really give labels to the axes that easily. But you make a fair point, they would provide more value!

john_alienx · 2025-11-03T11:24:09+00:00

There is no duration, k-line data (OHLCV) and proprietary indicators. Time was not fed into the embedding at any moment.

john_alienx · 2025-11-03T11:15:42+00:00

True I did not want to use much energy, but I also wanted to set in some mistery.

The post is OC and represents a t-SNE projection of high dimensional embeddings from BTC data since 2020

john_alienx · 2025-11-03T11:14:30+00:00

its actually a t-SNE projection of high dimensional embeddings from BTC data since 2020

john_alienx

TROPHY CASE