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

STRK Starknet Paper Trade

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

v4.0.1 Pythia 15 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.

STRK — February 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%).

Sharpe
14.78
Alpha vs B&H
+114.57pp
Risk / Reward
99+×
B&H Return
-33.87%
Max Drawdown
0.00%
Avg Drawdown
-2.98%
Sharpe Trend
-2.47
Model
v4.0.1 Pythia
Full Backtest

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
+80.70%
Win Rate
100.0%
Sharpe
14.78
Alpha vs B&H
+114.57pp
Max DD
0.00%
Avg DD
-2.98%
Risk / Reward
99+×
Trades
15
v4.0 ITZAMNÁ
Return
+81.07%
▼ -0.37
Win Rate
100.0%
Sharpe
0.00
▲ +14.78
Alpha vs B&H
+0.00pp
▲ +114.57
Max DD
-7.13%
▲ +7.13
Avg DD
0.00%
▼ -2.98
Risk / Reward
0.00×
Trades
12
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 — February 2025 (v4.0.1 Pythia) — compounded daily PnL within this period

Mon
Tue
Wed
Thu
Fri
Sat
Sun
1
2
3
+18.2
4
+5.0
5
6
7
+4.2
8
+4.2
9
10
+2.4
11
+4.1
12
+5.9
13
+0.1
14
+2.2
15
16
17
+3.7
18
+5.0
19
20
21
+3.2
22
+4.5
23
24
25
26
27
+12.5
28
+6.5
Smart Insights
  • Exceptional return: +80.7% — compound across the full walk-forward window.
  • High win rate: 100.0% — 4 in 5 trades close in profit.
  • Tight risk control: max drawdown only 0.0%.
  • Strongest regime: SIDEWAYS — avg +4.48% on 13 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 13 100.0% +4.48% +76.04% 18h
BULL 1 100.0% +18.23% +18.23% 15h
BUBBLE 1 100.0% +4.98% +4.98% 5h

Trade Logv4.2 Theros

All 15 trades executed during this paper trade period.

EntryExitEntry PriceExit PricePnLRegimeDuration
$0.00 $0.00 +18.23% BULL 15h
$0.00 $0.00 +4.98% BUBBLE 5h
$0.00 $0.00 +4.17% SIDEWAYS 13h
$0.00 $0.00 +4.16% SIDEWAYS 24h
$0.00 $0.00 +2.36% SIDEWAYS 3h
$0.00 $0.00 +4.05% SIDEWAYS 18h
$0.00 $0.00 +5.88% SIDEWAYS 9h
$0.00 $0.00 +0.06% SIDEWAYS 5h
$0.00 $0.00 +2.24% SIDEWAYS 8h
$0.00 $0.00 +3.71% SIDEWAYS 19h
$0.00 $0.00 +4.96% SIDEWAYS 8h
$0.00 $0.00 +3.23% SIDEWAYS 1.6d
$0.00 $0.00 +4.48% SIDEWAYS 20h
$0.00 $0.00 +12.47% SIDEWAYS 2.3d
$0.00 $0.00 +6.51% SIDEWAYS 13h

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.

100.0% Win Rate +80.7% Return 0.0% Max Drawdown Net of Fees