Build plan · v1 · Review & decide
EDGE Lab: Codex + Claude day-trading backtests
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Assets BTCUSDT · ETHUSDT perps
Models Codex (gpt-6-astra) + Claude Opus 5.5
Output laptop ~/Downloads only, no Telegram
0 of 77 reviewed
Appendix A: Why this design
- Fees decide intraday results. Every published intraday BTC edge found so far breaks even at 10bps per round trip or less, while Bybit taker costs about 11bps. So every result is reported at both taker and maker fees.
- Two separate versions catch bugs such as using future data or being one bar off, which one model reviewing the other\'s code usually misses.
- A held-back period plus a variant count stop the system from tuning its way to a nice-looking backtest.
- Starts with BTC/ETH perpetuals and 1-minute data from 2020. No live trading and nothing connected to the btc-portfolio containers.
Appendix B: Time and usage
- About 35 hours of build over roughly 9 days, plus about 50% for problems.
- The model runs share your Codex (ChatGPT) and Claude subscription limits with EDGE. A pilot strategy might take a few million tokens.
- Slowest parts: the fill engine plus future-data tests (1.2/1.4), and getting Codex to run code inside our sandbox (2.2).