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

STRK Starknet Paper Trade

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

v4.0.1 Pythia • 11 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.

Performance Monthly Calendar Day Grid Regimes Trade Log FAQ STRK Signals →

STRK — March 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%).

Monthly Return
+44.4%
€10,000 →
€14,440
Win Rate
90.9%
10W / 1L
Trades
11
Sharpe
9.74
Alpha vs B&H
+71.48pp
Risk / Reward
99+×
B&H Return
-27.08%
Max Drawdown
-0.31%
Avg Drawdown
-3.26%
Sharpe Trend
-11.39
Model
v4.0.1 Pythia
Full Backtest
View →

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
+44.40%
Win Rate
90.9%
Sharpe
9.74
Alpha vs B&H
+71.48pp
Max DD
-0.31%
Avg DD
-3.26%
Risk / Reward
99+×
Trades
11
v4.0 ITZAMNÁ
Return
+56.58%
▼ -12.18
Win Rate
94.4%
▼ -3.49
Sharpe
0.00
▲ +9.74
Alpha vs B&H
+0.00pp
▲ +71.48
Max DD
-3.81%
▲ +3.50
Avg DD
0.00%
▼ -3.26
Risk / Reward
0.00×
Trades
11
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 — March 2025 (v4.0.1 Pythia) — compounded daily PnL within this period

Mon
Tue
Wed
Thu
Fri
Sat
Sun
1
—
2
—
3
—
4
—
5
—
6
+1.4
7
-0.6
8
—
9
—
10
—
11
+6.5
12
—
13
+6.6
14
—
15
+7.6
16
—
17
+6.8
18
—
19
+2.8
20
—
21
—
22
—
23
+4.3
24
+1.8
25
—
26
—
27
—
28
—
29
—
30
—
31
+0.2
Smart Insights
  • ↑ Exceptional return: +44.4% — compound across the full walk-forward window.
  • ↑ High win rate: 90.9% — 4 in 5 trades close in profit.
  • ↑ Tight risk control: max drawdown only -0.3%.
  • ↑ Strongest regime: SIDEWAYS — avg +3.40% on 11 trades, WR 91%.

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
SIDEWAYS 11 90.9% +3.40% +43.95% 20h

Trade Logv4.2 Theros

All 11 trades executed during this paper trade period.

EntryExitEntry PriceExit PricePnLRegimeDuration
$0.00 $0.00 +1.37% SIDEWAYS 3h
$0.00 $0.00 -0.62% SIDEWAYS 5h
$0.00 $0.00 +6.53% SIDEWAYS 13h
$0.00 $0.00 +6.62% SIDEWAYS 1.2d
$0.00 $0.00 +5.05% SIDEWAYS 1.2d
$0.00 $0.00 +2.47% SIDEWAYS 8h
$0.00 $0.00 +6.78% SIDEWAYS 20h
$0.00 $0.00 +2.81% SIDEWAYS 24h
$0.00 $0.00 +4.28% SIDEWAYS 1.9d
$0.00 $0.00 +1.83% SIDEWAYS 19h
$0.00 $0.00 +0.25% SIDEWAYS 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.

Get Started → STRK Signals → View Plans →
90.9% Win Rate +44.4% Return -0.3% Max Drawdown Net of Fees