Paper Trades / STRK / STRK — January 2025 (v4.0.1 Pythia)
CURRENT · OMNISCIUS v4.0.1 · PYTHIA

STRK Starknet Paper Trade

STRK — January 2025 (v4.0.1 Pythia) — Simulated live trading results using the v4.0.1 Pythia model.

v4.0.1 Pythia 15 Trades Completed
Walk-forward validated Backtest = Live (bit-identical) Net of fees (0.15% / 0.25%) Forward-look-bias audited

Starknet (STRK) is a leading Ethereum ZK-rollup using STARK cryptographic proofs and the Cairo programming language. Token launched via airdrop in February 2024, providing roughly one-and-a-half cycles of trading data. Price responds to ZK-narrative phases, L2-fee-market dynamics, and protocol-upgrade milestones.

STRK — January 2025 (v4.0.1 Pythia) Performancev4.2 Theros

Starknet (STRK) — clean monthly entry, no carry-over from previous months. Net of trading fees (Bitvavo 0.15% + 0.25%).

Sharpe
13.05
Alpha vs B&H
+107.58pp
Risk / Reward
99+×
B&H Return
-34.18%
Max Drawdown
-0.30%
Avg Drawdown
-4.39%
Sharpe Trend
+1.56
Model
v4.0.1 Pythia
Full Backtest

Side-by-side: model versions

Same coin, same period, same data window — different model. All walk-forward validated. v4.0.1 (Pythia) is the current production model; v4.0 (Itzamná) confirmed the statistical edge across 46 coins; v2.5 is the legacy baseline.

v4.0.1 PYTHIA THIS PAGE
Return
+73.40%
Win Rate
93.3%
Sharpe
13.05
Alpha vs B&H
+107.58pp
Max DD
-0.30%
Avg DD
-4.39%
Risk / Reward
99+×
Trades
15
v4.0 ITZAMNÁ
Return
+73.01%
▲ +0.39
Win Rate
94.4%
▼ -1.07
Sharpe
0.00
▲ +13.05
Alpha vs B&H
+0.00pp
▲ +107.58
Max DD
-5.17%
▲ +4.87
Avg DD
0.00%
▼ -4.39
Risk / Reward
0.00×
Trades
15
Open v4.0 page →

Δ-arrows on the counterpart cards show this page minus that version. Higher return / WR = better; smaller (less negative) Max DD = better.

STRK

STRK Monthly Returns (v4.0.1 Pythia)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2025 +73.4%
15t
+80.7%
15t
+44.4%
11t
+64.7%
11t
+185.7%
15t
+76.8%
12t
+117.6%
16t
+74.3%
12t
+14,170.1%

All months for STRK under this model. Click a cell to drill into that month's trade log. Color intensity = magnitude.

Day-by-day — STRK — January 2025 (v4.0.1 Pythia) — compounded daily PnL within this period

Mon
Tue
Wed
Thu
Fri
Sat
Sun
1
2
3
4
5
6
7
8
+1.9
9
+2.2
10
+1.4
11
12
13
14
15
+6.4
16
17
18
+11.1
19
+8.3
20
+6.3
21
22
+6.0
23
-0.3
24
+2.7
25
26
+5.4
27
28
+4.9
29
+1.5
30
31
+2.5
Smart Insights
  • Exceptional return: +73.4% — compound across the full walk-forward window.
  • High win rate: 93.3% — 4 in 5 trades close in profit.
  • Tight risk control: max drawdown only -0.3%.
  • Strongest regime: BUBBLE — avg +3.84% on 14 trades, WR 93%.

Per-regime Breakdownv4.2 Theros

How the model performs across the 4 market regimes detected by Omniscius.

Regime Trades Win Rate Avg PnL Compounded Return Avg Hold
BUBBLE 14 92.9% +3.84% +68.67% 15h
BULL 1 100.0% +6.37% +6.37% 1.9d

Trade Logv4.2 Theros

All 15 trades executed during this paper trade period.

EntryExitEntry PriceExit PricePnLRegimeDuration
$0.00 $0.00 +1.91% BUBBLE 7h
$0.00 $0.00 +2.17% BUBBLE 3h
$0.00 $0.00 +1.40% BUBBLE 3h
$0.00 $0.00 +6.37% BULL 1.9d
$0.00 $0.00 +9.15% BUBBLE 1.5d
$0.00 $0.00 +1.78% BUBBLE 7h
$0.00 $0.00 +8.33% BUBBLE 6h
$0.00 $0.00 +6.33% BUBBLE 3h
$0.00 $0.00 +6.01% BUBBLE 1d
$0.00 $0.00 -0.30% BUBBLE 3h
$0.00 $0.00 +2.73% BUBBLE 21h
$0.00 $0.00 +5.40% BUBBLE 1.5d
$0.00 $0.00 +4.88% BUBBLE 19h
$0.00 $0.00 +1.51% BUBBLE 20h
$0.00 $0.00 +2.47% BUBBLE 1.1d

Frequently Asked Questions

What is a paper trade?

A paper trade simulates real signal execution without real money. Each month starts fresh with a clean €10,000 allocation — no carry-over from previous months. This shows exactly what would have happened if you started following signals on day one of that month. View live STRK signals →

Are trading fees included?

Yes. All results are net of trading fees based on Bitvavo rates (0.15% entry + 0.25% exit). No slippage is applied. Trading via Bitget (0.1%/0.1%) would improve returns.

How does this relate to the backtest?

Paper trades use the same model and signals as the full backtest. The difference: backtests cover years of data across multiple market cycles, while paper trades show month-by-month performance in recent market conditions. Together they provide a complete picture.

Is the model retrained during the month?

Yes. The Omniscius model is retrained bi-weekly, which means paper trade results reflect the exact same model updates that live subscribers receive. This is not a static backtest — it is a living simulation. Learn about Omniscius →

Start Trading Starknet Smarter

These paper trade results show what our model delivers. Get real-time STRK signals with entry, stop-loss, and take-profit on every trade.

93.3% Win Rate +73.4% Return -0.3% Max Drawdown Net of Fees