KATANA // HARDCORE QUANT TERMINAL v3.5

COLLATERAL // vbUSDC

$490.15

UNREALIZED: +$0.00 REALIZED: +$0.00

DYNAMIC_LOT // SCALE_ENG

0.0150 BTC

MULT: 1.00x NOTIONAL: $1,156.50

INVENTORY_EXPOSURE

0.0000 BTC

LIMIT: ±0.030 BTC SIDE: FLAT

EFFECTIVE_LEVERAGE

2.36x

MAX_HARD_CEIL: 3.00x HEALTH: 100.0%

ACTIVE ENGINE RUTTO_COMPOUND // KASIC_V8 // LOT: 0.015 BTC (DYNAMIC 0.0075–0.0375) // SPREAD: 115T (14.8 bps) // TP: 16T (2.0 bps) // SKEW: 5.0 T/LOT

STATUS // STOPPED

// ORDERBOOK_DEPTH_LINE_CHART [CUMULATIVE LIQUIDITY]

Bids (Buy Liquidity) Asks (Sell Liquidity) Active Bot Quote Positions

SPREAD GAP: 2.0 TICKS ($2.00)

LEVEL	PRICE (USD)	SIZE (BTC)	CUMULATIVE	NOTE

SPREAD_TOTAL 2.0T ($2.00)

BOOK_IMBALANCE 0.524 [BALANCED]

ADVERSE_SELECTION -1.26 BPS

EST_REWARD_RATE +1.81 BPS

// EXECUTION_TELEMETRY_LOG

[INIT] TELEMETRY STREAM INITIALIZED // ENGINE STANDBY

EVENTS: 1 | POLL: 1500MS | LATENCY: 0MS

// ACTIVE_RESTING_QUOTES [KATANA_ORDERBOOK_LIVE]

STRATEGY: RUTTO_COMPOUND | STATUS: STANDBY

SIDE	ORDER TYPE	PRICE (USD)	SIZE (BTC)	NOTIONAL (USD)	DISTANCE (OFFSET)	STATUS	EXECUTION PROTOCOL
[ STANDBY ] NO ACTIVE ORDERS RESTING IN MARKET — ENGINE STOPPED

Fees

$0.00

HISTORICAL_PAID

Days traded

1

SESSION_ACTIVE_DAYS

Net Profit

+$0.00

+0.00% ROI ON $490.15 BASE

Katana Rewards

$0.00

REBATE_ACCRUED (1.81 BPS)

// CUMULATIVE_EQUITY_CURVE TIME: 09/11/2026 [SESSION 1] EQUITY: $490.15

MAX_DD: 0.0%

TIMEFRAME:

INTERVAL: 1 HOUR BARS

// PNL_CALENDAR_HEATMAP [SEP 2026]

WIN: 0 LOSS: 0 --% +$0.00

MON

TUE

WED

THU

FRI

SAT

SUN

01--

02--

03--

04--

05--

06--

07--

08--

09--

10--

11 [TODAY]

+$0.00

12--

13--

14--

15--

16--

17--

18--

19--

20--

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// BENCHMARK: STRATEGY: +0.00% (+$0.00) | BASE CAPITAL: $490.15 USDC | EXECUTION: STANDBY

WIN RATE: --% SHARPE: --

// FORENSIC_INTEL: Connecting to Katana Perps Live Competition API...

[KATANA_EPOCH_9_LIVE]

RANK ↑↓	TRADER ↑↓	VOLUME ↑↓	PNL ↑↓	REWARDS ALLOCATED ↑↓	REWARD RATE (BPS) ↑↓	NET PNL ↑↓	ACTION
STREAMING LIVE KATANA MAINNET COMPETITOR DATA...

AUDIT_VERIFIED // RUTTO_DYNAMIC_BPS // 100% OUT-OF-SAMPLE BENCHMARK // ARCHETYPE: RuttoV8turbo (Rank 9)

SPREAD: 14.8 BPS DYNAMIC

SKEW: 4.0T/LOT

TP: 16T MAKER-ONLY

T2 GUARD: ACTIVE

TOTAL NET PROFIT (9 ROUNDS)

+$166.21

ROI: +33.9% ($490.15) BASE MULT: 3.1x vs Base

WALK-FORWARD EFFICIENCY (WFE)

62.0%

INSTITUTIONAL PASS: > 50% STATUS: NON-OVERFITTED

OUT-OF-SAMPLE WIN RATE

100%

OOS ROUNDS: 3/3 WON (R7, R8, R9) OOS NET: +$41.16

STRESS-TEST SURVIVAL FLOOR

88.4%

WORST COMBO: CRASH -15% + LAG 5S CAPITAL RETAINED: $433 / $490

// MASTER_LONGITUDINAL_BENCHMARK (1.57M TRADES)

70% IS (R1–R6) vs 30% OOS (R7–R9)

STRATEGY	R1	R2	R3	R4	R5	R6	R7 (CRASH)	R8	R9	TOT NET	WFE
1. Base (115t Static)	+6.68	-33.65	+24.28	+24.89	+27.15	-14.95	-17.30	+19.99	+15.54	+$52.64	1.00*
2. ExitFix (115t + T2)	+14.29	-35.60	+22.21	+11.31	+21.81	+15.23	-17.53	+15.17	+9.35	+$56.24	0.27
3. Rutto Alpha (75t)	+65.77	-51.07	+57.49	+49.39	+0.63	+37.03	+3.76	-11.06	+45.42	+$197.36	0.45
👑 4. True Rutto BPS 14.8	+11.65	-35.61	+22.61	+46.43	+51.86	+28.12	+17.25	+15.11	+8.80	+$166.21	0.62

💡 Insight: ในรอบ R7 (Black Monday Flash Crash) โมเดลเดิมขาดทุน -$17.30 แต่ True Rutto BPS 14.8 พลิกกลับมาทำกำไร +$17.25 เพราะระยะ BPS ปรับหดตัวตามราคา BTC ลงมารับแรงเด้ง Rebound ได้แม่นยำ

// 100%_LIVE_OOS_TAPE (SEPT 11–12) LIVE API

21.4H POST-R9 TRADES: 21,760 TRADES

BTC PRICE RANGE: $75,977 – $79,826

NET PROFIT: +$1.09 (21.4h)

ORGANIC CPM: +234.5 (Positive Edge)

MAX DRAWDOWN: -$4.12 (0.8% of capital)

EQUITY FLOOR: 99.2%

14-DAY CONTINUOUS LIVE BENCHMARK

VOLUME GENERATED: $30,411.65

14-DAY MAX DRAWDOWN: -$9.49 (1.9% of capital)

14-DAY DAILY PNL: -$0.24 / day (Breakeven)

// ADVERSITY_STRESS_TEST_MATRIX (8 SCENARIOS) TESTED ON OOS TAPE (R7B, R8, R9)

SCENARIO	DESCRIPTION	OOS NET ($)	MAX DD ($)	EQ FLOOR (%)
none	Baseline OOS Market Tape	+$8.36	-$33.61	94.4%
crash15	Flash Crash -15% in 1 Hour	-$24.32	-$56.76	88.6%
crash20	Flash Crash -20% in 1 Hour	-$54.00	-$55.81	88.9%
queue	Queue Delay 5.0s + Latency 1.5s	+$8.72	-$33.61	94.4%
fee2x	2x Exchange Trading Fees	-$0.64	-$33.84	93.6%
🛡️ combo	Crash -15% + 5s Lag + 1.5x Fee + 0.5x Rew	-$47.64	-$57.22	88.4% ($433)

// $1,000_CAPITAL_ALLOCATION_TIERS [CONFIGURED]

🛡️ TIER 1: ULTRA-SAFE 1 LOT MAX

Lot: 0.030 BTC | Lev: 2.34x | Liq Distance: -41.5%

Max Loss at T3 Stop (350 bps): $81.90 (8.2% of port)

⚖️ TIER 2: BALANCED RUTTO (ACTIVE) ACTIVE DEPLOY

Lot: 0.025 BTC | Max Pos: 0.050 BTC | Liq: -24.8%

Est. Volume: $120k–$180k/mo | Max Loss at Stop: $68 / $136

🚀 TIER 3: VOLUME HUNTER REBATE MAX

Lot: 0.028 BTC | Max Pos: 0.056 BTC | Liq: -22.1%

Max Rebate Yield across 9 competition rounds