DIADIADIA$0.120300+0.92%
24h High$0.12
24h Low$0.12
Volume$100,463
Updated18:03 UTC
Modelv6.2 Pythia
Paper Trades / DIA / DIA — March 2025 (v4.2 Theros)
LEGACY · v4.2 Theros

DIA DIA Paper Trade

We ran simulated live trades using the AlgoZilla Omniscius v4.2 Theros model for DIA - DIA. The results below give you an overview of the most important Key Performance Indicators, Equity Curve and the Trade Log as simulated by our Pythia model. The returns have been accumulated over the March 2025 period. The simulated paper trades of the model show that an initial investment at the start of the period with 19 trades would have compounded to a final value of $20,732 (from a $10,000 base). All results are net of trading fees based on Bitvavo rates (0.15% entry + 0.25% exit). The model uses a 15‑minute delay on the signal on both entries and exits to simulate possible slippage when executing orders.

v4.2 Theros • 19 Trades • Completed
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

DIA (DIA) is an open-source oracle network providing transparent, customizable price and data feeds across multiple chains. Listed since 2020, DIA has full multi-cycle history. Price tends to track oracle-sector rotations alongside Chainlink and competing protocols, with periodic catalysts from new chain integrations.

Performance Price & Trades Trade Stats Day Grid Regimes Trade Log FAQ DIA Signals →

DIA — March 2025 (v4.2 Theros) Performancev4.2 Theros

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

Monthly Return
+107.3%
$10,000 →
$20,732
Win Rate
84.2%
16W / 3L
Trades
19
Sharpe
12.24
Alpha vs B&H
+133.94pp
Risk / Reward
16.47×
B&H Return
-26.62%
Max Drawdown
-6.52%
Avg Drawdown
-3.86%
Sharpe Trend
-13.61
Model
v4.2 Theros
Full Backtest
View →

Side-by-side: model versions

Same coin, same period, same data window — different model. All walk-forward validated. v5.0 (Kairos) is the current production model (live since 11 May 2026); v4.2 (Theros) was the predecessor; v4.0.1 (Pythia) and v4.0 (Itzamná) confirmed the statistical edge during 2025; v2.5 is the legacy baseline.

v4.0.1 PYTHIA
Return
+82.41%
▲ +24.91
Win Rate
87.5%
▼ -3.29
Sharpe
9.36
▲ +2.88
Alpha vs B&H
+109.03pp
▲ +24.91
Max DD
-1.03%
▼ -5.49
Avg DD
-3.69%
▼ -0.17
Risk / Reward
80.17×
Trades
16
Open v4.0.1 page →
v4.0 ITZAMNÁ
Return
+62.64%
▲ +44.68
Win Rate
89.7%
▼ -5.49
Sharpe
0.00
▲ +12.24
Alpha vs B&H
+0.00pp
▲ +133.94
Max DD
-6.16%
▼ -0.36
Avg DD
0.00%
▼ -3.86
Risk / Reward
0.00×
Trades
15
Open v4.0 page →
V4.2 THEROS THIS PAGE
Return
+107.32%
Win Rate
84.2%
Sharpe
12.24
Alpha vs B&H
+133.94pp
Max DD
-6.52%
Avg DD
-3.86%
Risk / Reward
16.47×
Trades
19

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

Day-by-day — DIA — March 2025 (v4.2 Theros) — compounded daily PnL within this period

Mon
Tue
Wed
Thu
Fri
Sat
Sun
1
—
2
+11.0
3
—
4
—
5
+7.0
6
+3.3
7
+4.9
8
—
9
—
10
-0.4
11
+13.8
12
-6.5
13
+4.1
14
+6.9
15
+3.4
16
—
17
—
18
+6.8
19
—
20
+6.2
21
—
22
+10.4
23
—
24
+4.2
25
—
26
—
27
—
28
+1.1
29
-0.7
30
+0.2
31
+0.1

Price & trade markersv4.2 Theros

1H candles for DIA over the test window with every entry (▲ green up-arrow) and exit (▼ green = profitable, ▼ red = loss). Hover a marker for trade details.

Loading 1H candles…
▲ Entry ▼ Profit exit ▼ Loss exit Powered by TradingView Lightweight Charts

Trade statisticsv4.2 Theros

Aggregates derived from the full 19-trade log of this period.

Avg Win
+5.19%
Avg Loss
-2.51%
Best Trade
+13.78%
Worst Trade
-6.52%
Avg Bars Held
17.2h
Exit-reason mix (hover badges for details)
Forward-pred: 7 (37%) Signal flip: 6 (32%) Short signal: 3 (16%) Trailing stop: 2 (11%) Stop-loss: 1 (5%)
Smart Insights
  • ↑ Exceptional return: +107.3% — compound across the full walk-forward window.
  • ↑ High win rate: 84.2% — 4 in 5 trades close in profit.
  • ↑ Strongest regime: BEAR — avg +8.96% 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 17 82.4% +3.39% +73.28% 16h
BEAR 2 100.0% +8.96% +18.68% 24h

Trade Logv4.2 Theros

All 19 trades executed during this paper trade period.

EntryExitEntry PriceExit PricePnLRegimeDuration
02 Mar 2025 02:00 02 Mar 2025 22:00 $0.47 $0.52 +10.97% BEAR 21h
04 Mar 2025 13:00 05 Mar 2025 15:00 $0.41 $0.44 +6.95% BEAR 1.1d
05 Mar 2025 17:00 06 Mar 2025 01:00 $0.45 $0.46 +3.28% BEAR 9h
06 Mar 2025 19:00 07 Mar 2025 14:00 $0.45 $0.47 +4.89% SIDEWAYS 20h
09 Mar 2025 19:00 10 Mar 2025 08:00 $0.40 $0.40 -0.36% SIDEWAYS 14h
11 Mar 2025 01:00 11 Mar 2025 18:00 $0.35 $0.40 +13.78% SIDEWAYS 18h
11 Mar 2025 21:00 12 Mar 2025 03:00 $0.40 $0.38 -6.52% SIDEWAYS 7h
12 Mar 2025 05:00 13 Mar 2025 05:00 $0.38 $0.40 +4.05% SIDEWAYS 1d
13 Mar 2025 07:00 14 Mar 2025 22:00 $0.40 $0.43 +6.87% SIDEWAYS 1.7d
15 Mar 2025 11:00 15 Mar 2025 20:00 $0.41 $0.43 +3.38% SIDEWAYS 10h
16 Mar 2025 21:00 18 Mar 2025 00:00 $0.40 $0.43 +6.81% SIDEWAYS 1.2d
18 Mar 2025 16:00 20 Mar 2025 06:00 $0.41 $0.44 +6.19% SIDEWAYS 1.6d
21 Mar 2025 12:00 22 Mar 2025 14:00 $0.41 $0.45 +10.37% SIDEWAYS 1.1d
23 Mar 2025 23:00 24 Mar 2025 05:00 $0.41 $0.42 +2.50% SIDEWAYS 7h
24 Mar 2025 13:00 24 Mar 2025 19:00 $0.41 $0.42 +1.61% SIDEWAYS 7h
28 Mar 2025 21:00 28 Mar 2025 23:00 $0.37 $0.37 +1.11% SIDEWAYS 3h
29 Mar 2025 13:00 29 Mar 2025 15:00 $0.35 $0.35 -0.66% SIDEWAYS 3h
30 Mar 2025 02:00 30 Mar 2025 13:00 $0.35 $0.36 +0.15% SIDEWAYS 12h
31 Mar 2025 09:00 31 Mar 2025 17:00 $0.35 $0.35 +0.11% SIDEWAYS 9h

Frequently Asked Questions

What is a paper trade?

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

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

Get Started → DIA Signals → View Plans →
84.2% Win Rate +107.3% Return -6.5% Max Drawdown Net of Fees