RSRRSRReserve Rights$0.00130400+0.15%
24h High$0.00
24h Low$0.00
Volume$333,923
Updated17:03 UTC
Modelv6.2 Pythia
Paper Trades / RSR / RSR — June 2025 (v4.2 Theros)
LEGACY · v4.2 Theros

RSR Reserve Rights Paper Trade

We ran simulated live trades using the AlgoZilla Omniscius v4.2 Theros model for RSR - Reserve Rights. 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 June 2025 period. The simulated paper trades of the model show that an initial investment at the start of the period with 15 trades would have compounded to a final value of $19,691 (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 • 15 Trades • Completed
✓ Walk-forward validated ✓ Net of fees (0.15% / 0.25%)

Reserve Rights (RSR) is the governance and over-collateralization token for the Reserve protocol, which issues asset-backed stablecoins (RTokens). Listed since 2019 with multi-cycle history, RSR price responds to stablecoin-narrative cycles, RToken adoption, and emerging-market currency-debasement themes.

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

RSR — June 2025 (v4.2 Theros) Performancev4.2 Theros

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

Monthly Return
+96.9%
$10,000 →
$19,691
Win Rate
93.3%
14W / 1L
Trades
15
Sharpe
12.57
Alpha vs B&H
+102.59pp
Risk / Reward
99+×
B&H Return
-5.68%
Max Drawdown
-0.71%
Avg Drawdown
-2.56%
Sharpe Trend
+5.72
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
+86.76%
▲ +10.15
Win Rate
91.7%
▲ +1.66
Sharpe
12.51
▲ +0.06
Alpha vs B&H
+92.44pp
▲ +10.15
Max DD
-1.16%
▲ +0.45
Avg DD
-2.24%
▼ -0.32
Risk / Reward
74.73×
Trades
12
Open v4.0.1 page →
v4.0 ITZAMNÁ
Return
+86.36%
▲ +10.55
Win Rate
61.1%
▲ +32.23
Sharpe
0.00
▲ +12.57
Alpha vs B&H
+0.00pp
▲ +102.59
Max DD
-4.46%
▲ +3.75
Avg DD
0.00%
▼ -2.56
Risk / Reward
0.00×
Trades
11
Open v4.0 page →
V4.2 THEROS THIS PAGE
Return
+96.91%
Win Rate
93.3%
Sharpe
12.57
Alpha vs B&H
+102.59pp
Max DD
-0.71%
Avg DD
-2.56%
Risk / Reward
99+×
Trades
15

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 — RSR — June 2025 (v4.2 Theros) — compounded daily PnL within this period

Mon
Tue
Wed
Thu
Fri
Sat
Sun
1
+2.8
2
—
3
+4.2
4
—
5
—
6
—
7
+6.6
8
—
9
—
10
+11.1
11
—
12
—
13
—
14
+3.8
15
—
16
+6.1
17
—
18
—
19
+0.1
20
+5.6
21
—
22
—
23
+16.0
24
+7.7
25
—
26
+2.3
27
—
28
+10.0
29
—
30
—

Price & trade markersv4.2 Theros

1H candles for RSR 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 15-trade log of this period.

Avg Win
+5.49%
Avg Loss
-0.71%
Best Trade
+16.02%
Worst Trade
-0.71%
Avg Bars Held
19.9h
Exit-reason mix (hover badges for details)
Signal flip: 7 (47%) Forward-pred: 4 (27%) Short signal: 3 (20%) Take-profit: 1 (7%)
Smart Insights
  • ↑ Exceptional return: +96.9% — compound across the full walk-forward window.
  • ↑ High win rate: 93.3% — 4 in 5 trades close in profit.
  • ↑ Tight risk control: max drawdown only -0.7%.
  • ↑ Strongest regime: SIDEWAYS — avg +6.17% on 6 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 6 100.0% +6.17% +42.07% 13h
BULL 6 100.0% +5.43% +37.02% 1.2d
BUBBLE 3 66.7% +2.20% +6.67% 16h

Trade Logv4.2 Theros

All 15 trades executed during this paper trade period.

EntryExitEntry PriceExit PricePnLRegimeDuration
01 Jun 2025 02:00 01 Jun 2025 17:00 $0.01 $0.01 +2.81% BUBBLE 16h
02 Jun 2025 17:00 03 Jun 2025 14:00 $0.01 $0.01 +4.24% BULL 22h
06 Jun 2025 01:00 07 Jun 2025 20:00 $0.01 $0.01 +6.59% BULL 1.8d
09 Jun 2025 01:00 10 Jun 2025 11:00 $0.01 $0.01 +11.14% BULL 1.5d
13 Jun 2025 01:00 14 Jun 2025 04:00 $0.01 $0.01 +4.50% BUBBLE 1.2d
14 Jun 2025 17:00 14 Jun 2025 19:00 $0.01 $0.01 -0.71% BUBBLE 3h
15 Jun 2025 02:00 16 Jun 2025 06:00 $0.01 $0.01 +6.09% BULL 1.2d
18 Jun 2025 01:00 19 Jun 2025 00:00 $0.01 $0.01 +0.10% BULL 24h
19 Jun 2025 16:00 20 Jun 2025 08:00 $0.01 $0.01 +5.56% BULL 17h
22 Jun 2025 16:00 23 Jun 2025 21:00 $0.01 $0.01 +16.02% SIDEWAYS 1.3d
23 Jun 2025 23:00 24 Jun 2025 02:00 $0.01 $0.01 +4.98% SIDEWAYS 4h
24 Jun 2025 04:00 24 Jun 2025 05:00 $0.01 $0.01 +2.60% SIDEWAYS 2h
25 Jun 2025 23:00 26 Jun 2025 01:00 $0.01 $0.01 +1.69% SIDEWAYS 3h
26 Jun 2025 17:00 26 Jun 2025 20:00 $0.01 $0.01 +0.59% SIDEWAYS 4h
27 Jun 2025 09:00 28 Jun 2025 22:00 $0.01 $0.01 +10.01% BULL 1.6d

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 RSR 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 Reserve Rights Smarter

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

Get Started → RSR Signals → View Plans →
93.3% Win Rate +96.9% Return -0.7% Max Drawdown Net of Fees