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

THETA Theta Network Paper Trade

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

v4.0.1 Pythia • 12 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 — August 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
+85.1%
€10,000 →
€18,508
Win Rate
91.7%
11W / 1L
Trades
12
Sharpe
13.35
Alpha vs B&H
+79.95pp
Risk / Reward
99+×
B&H Return
+5.13%
Max Drawdown
-0.04%
Avg Drawdown
-2.30%
Sharpe Trend
-17.18
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
+85.08%
Win Rate
91.7%
Sharpe
13.35
Alpha vs B&H
+79.95pp
Max DD
-0.04%
Avg DD
-2.30%
Risk / Reward
99+×
Trades
12
V2.5.8.3
Return
+48.63%
▲ +36.45
Win Rate
92.9%
▼ -1.23
Sharpe
0.00
▲ +13.35
Alpha vs B&H
+0.00pp
▲ +79.95
Max DD
-0.21%
▲ +0.17
Avg DD
0.00%
▼ -2.30
Risk / Reward
0.00×
Trades
14
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 — August 2025 (v4.0.1 Pythia) — compounded daily PnL within this period

Mon
Tue
Wed
Thu
Fri
Sat
Sun
1
—
2
—
3
—
4
+5.2
5
—
6
—
7
—
8
—
9
—
10
+15.9
11
+2.1
12
—
13
—
14
+8.1
15
—
16
—
17
+1.2
18
—
19
—
20
+3.9
21
—
22
+9.2
23
—
24
+6.4
25
—
26
—
27
+6.0
28
+1.0
29
+0.2
30
—
31
0.0
Smart Insights
  • ↑ Exceptional return: +85.1% — compound across the full walk-forward window.
  • ↑ High win rate: 91.7% — 4 in 5 trades close in profit.
  • ↑ Tight risk control: max drawdown only 0.0%.
  • ↑ Strongest regime: BULL — avg +6.25% on 5 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
BULL 5 100.0% +6.25% +34.56% 1.6d
SIDEWAYS 7 85.7% +3.99% +31.04% 19h

Trade Logv4.2 Theros

All 12 trades executed during this paper trade period.

EntryExitEntry PriceExit PricePnLRegimeDuration
$0.00 $0.00 +5.21% SIDEWAYS 1.9d
$0.00 $0.00 +15.90% BULL 4.3d
$0.00 $0.00 +2.12% BULL 11h
$0.00 $0.00 +8.10% BULL 2d
$0.00 $0.00 +1.24% BULL 10h
$0.00 $0.00 +3.88% BULL 21h
$0.00 $0.00 +9.20% SIDEWAYS 20h
$0.00 $0.00 +6.43% SIDEWAYS 12h
$0.00 $0.00 +5.96% SIDEWAYS 1.8d
$0.00 $0.00 +0.95% SIDEWAYS 8h
$0.00 $0.00 +0.23% SIDEWAYS 3h
$0.00 $0.00 -0.04% SIDEWAYS 2h

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 →
91.7% Win Rate +85.1% Return 0.0% Max Drawdown Net of Fees