Paper Trades / THETA / THETA — February 2025 (v4.0 Itzamná)
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THETA Theta Network Paper Trade

THETA — February 2025 (v4.0 Itzamná) — Simulated live trading results using the v4.0 (Itzamná) model.

v4.0 (Itzamná) • 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 — February 2025 (v4.0 Itzamná) 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
+78.9%
€10,000 →
€17,890
Win Rate
100.0%
12W / 0L
Trades
12
Sharpe
0.00
Alpha vs B&H
+0.00pp
Risk / Reward
0.00×
B&H Return
+0.00%
Max Drawdown
-4.61%
Avg Drawdown
0.00%
Wins / Losses
12W / 0L
Model
v4.0 (Itzamná)
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
Return
+88.56%
▼ -9.66
Win Rate
100.0%
≈
Sharpe
14.49
▼ -14.49
Alpha vs B&H
+123.59pp
▼ -123.59
Max DD
0.00%
▼ -4.61
Avg DD
-3.61%
▲ +3.61
Risk / Reward
99+×
Trades
14
Open v4.0.1 page →
v4.0 ITZAMNÁ THIS PAGE
Return
+78.90%
Win Rate
100.0%
Sharpe
0.00
Alpha vs B&H
+0.00pp
Max DD
-4.61%
Avg DD
0.00%
Risk / Reward
0.00×
Trades
12
V2.5.8.3
Return
+48.36%
▲ +30.54
Win Rate
84.2%
▲ +15.80
Sharpe
0.00
≈
Alpha vs B&H
+0.00pp
≈
Max DD
-0.22%
▼ -4.39
Avg DD
0.00%
≈
Risk / Reward
0.00×
Trades
19
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 Itzamná)

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 — February 2025 (v4.0 Itzamná) — compounded daily PnL within this period

Mon
Tue
Wed
Thu
Fri
Sat
Sun
1
—
2
—
3
—
4
+21.8
5
—
6
—
7
+5.7
8
—
9
+0.1
10
—
11
+11.5
12
—
13
+7.8
14
+4.9
15
—
16
—
17
+3.3
18
—
19
—
20
+9.0
21
—
22
+2.9
23
—
24
—
25
—
26
+3.1
27
+0.0
28
—
Smart Insights
  • ↑ Exceptional return: +78.9% — compound across the full walk-forward window.
  • ↑ High win rate: 100.0% — 4 in 5 trades close in profit.
  • ↑ Strongest regime: SIDEWAYS — avg +4.38% on 11 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 11 100.0% +4.38% +59.25% 21h
BUBBLE 1 100.0% +21.76% +21.76% 24h

Trade Logv4.2 Theros

All 12 trades executed during this paper trade period.

EntryExitEntry PriceExit PricePnLRegimeDuration
03 Feb 2025 02:00 04 Feb 2025 01:00 $1.26 $1.54 +21.76% BUBBLE 24h
06 Feb 2025 19:00 07 Feb 2025 13:00 $1.30 $1.38 +5.71% SIDEWAYS 19h
08 Feb 2025 21:00 09 Feb 2025 01:00 $1.33 $1.33 +0.12% SIDEWAYS 5h
09 Feb 2025 20:00 11 Feb 2025 04:00 $1.28 $1.43 +11.49% SIDEWAYS 1.4d
12 Feb 2025 03:00 13 Feb 2025 01:00 $1.34 $1.45 +7.79% SIDEWAYS 23h
13 Feb 2025 14:00 14 Feb 2025 16:00 $1.37 $1.44 +4.87% SIDEWAYS 1.1d
16 Feb 2025 18:00 17 Feb 2025 01:00 $1.33 $1.35 +1.39% SIDEWAYS 8h
17 Feb 2025 19:00 17 Feb 2025 21:00 $1.32 $1.35 +1.86% SIDEWAYS 3h
18 Feb 2025 16:00 20 Feb 2025 22:00 $1.22 $1.33 +8.99% SIDEWAYS 2.3d
21 Feb 2025 20:00 22 Feb 2025 19:00 $1.31 $1.35 +2.86% SIDEWAYS 24h
25 Feb 2025 01:00 26 Feb 2025 11:00 $1.14 $1.18 +3.10% SIDEWAYS 1.5d
27 Feb 2025 21:00 27 Feb 2025 23:00 $1.17 $1.18 +0.02% SIDEWAYS 3h

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 →
100.0% Win Rate +78.9% Return -4.6% Max Drawdown Net of Fees