Paper Trades / THETA / THETA — June 2025 (v4.0.1 Pythia)
CURRENT · OMNISCIUS v4.0.1 · PYTHIA

THETA Theta Network Paper Trade

THETA — June 2025 (v4.0.1 Pythia) — Simulated live trading results using the v4.0.1 Pythia model.

v4.0.1 Pythia • 7 Trades • Completed
✓ Walk-forward validated ✓ Backtest = Live (bit-identical) ✓ Net of fees (0.15% / 0.25%) ✓ Forward-look-bias audited

Theta Network (THETA) is a decentralized video-delivery network that uses peer-to-peer bandwidth sharing to reduce streaming-CDN costs. Active since 2018 with deep multi-cycle history including its 2021 peak around the NFT boom. Price responds to streaming-partnership announcements and broader media-narrative cycles.

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

THETA — June 2025 (v4.0.1 Pythia) Performancev4.2 Theros

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

Monthly Return
+14.7%
€10,000 →
€11,465
Win Rate
71.4%
5W / 2L
Trades
7
Sharpe
6.15
Alpha vs B&H
+22.90pp
Risk / Reward
5.76×
B&H Return
-8.25%
Max Drawdown
-2.54%
Avg Drawdown
-2.98%
Sharpe Trend
+8.07
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
+14.65%
Win Rate
71.4%
Sharpe
6.15
Alpha vs B&H
+22.90pp
Max DD
-2.54%
Avg DD
-2.98%
Risk / Reward
5.76×
Trades
7
v4.0 ITZAMNÁ
Return
+14.65%
≈
Win Rate
83.3%
▼ -11.87
Sharpe
0.00
▲ +6.15
Alpha vs B&H
+0.00pp
▲ +22.90
Max DD
-4.47%
▲ +1.93
Avg DD
0.00%
▼ -2.98
Risk / Reward
0.00×
Trades
7
Open v4.0 page →
V2.5.8.3
Return
+26.41%
▼ -11.76
Win Rate
75.0%
▼ -3.57
Sharpe
0.00
▲ +6.15
Alpha vs B&H
+0.00pp
▲ +22.90
Max DD
-0.21%
▼ -2.33
Avg DD
0.00%
▼ -2.98
Risk / Reward
0.00×
Trades
12
Open page →

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

THETA

THETA Monthly Returns (v4.0.1 Pythia)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year Σ
2025 +70.0%
13t
 		+88.6%
14t
 		+40.6%
14t
 		+93.9%
10t
 		+142.6%
14t
 		+14.7%
7t
 		+96.2%
14t
 		+85.1%
12t
—
—
—
—
 +8,725.5%

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

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

Mon
Tue
Wed
Thu
Fri
Sat
Sun
1
-1.8
2
-0.8
3
—
4
—
5
—
6
+3.6
7
—
8
—
9
—
10
+3.3
11
—
12
—
13
—
14
—
15
—
16
—
17
—
18
—
19
—
20
+0.5
21
—
22
—
23
—
24
+14.4
25
—
26
—
27
—
28
—
29
+1.1
30
—
Smart Insights
  • ↑ Solid return: +14.7%, comfortably above passive hold for most months.
  • ↑ Healthy win rate: 71.4%.
  • ↑ Tight risk control: max drawdown only -2.5%.
  • ↑ Strongest regime: SIDEWAYS — avg +8.84% on 2 trades, WR 100%.

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 2 100.0% +8.84% +18.14% 1.3d
BULL 4 75.0% +1.10% +4.42% 22h
BUBBLE 1 0.0% -1.76% -1.76% 8h

Trade Logv4.2 Theros

All 7 trades executed during this paper trade period.

EntryExitEntry PriceExit PricePnLRegimeDuration
$0.00 $0.00 -1.76% BUBBLE 8h
$0.00 $0.00 -0.80% BULL 10h
$0.00 $0.00 +3.64% BULL 1.1d
$0.00 $0.00 +3.29% SIDEWAYS 1.3d
$0.00 $0.00 +0.48% BULL 1.6d
$0.00 $0.00 +14.38% SIDEWAYS 1.3d
$0.00 $0.00 +1.08% BULL 12h

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 THETA 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 Theta Network Smarter

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

Get Started → THETA Signals → View Plans →
71.4% Win Rate +14.7% Return -2.5% Max Drawdown Net of Fees