---
name: V12 live status and tuning history
description: V12 live running BTC/ETH/SOL since 2026-06-01. CONFIRM_TICKS reduced 10→3. BNB removed after 2 days (38% WR, 32% phantoms). Balance $212.34 from $96.68 (+119.6% ROI).
type: project
originSessionId: 134b99b4-5786-4626-9f2f-ae9714b5cbaa
---
V12 live launched 2026-06-01 with BTC, ETH, SOL. Key tuning decisions:

1. **CONFIRM_TICKS 10→3** (2026-06-01 night): CLOB market makers reprice asks to $0.90+ within 3-5s of a Binance move. 10 ticks was too slow — 0 trades in 14 windows. Reduced to 3: filters 1-tick noise while preserving entry before CLOB polarization.

2. **Bug fix: counter reset** (2026-06-01): strategy.py didn't reset `_confirm_count` when price filters rejected after confirmation threshold reached (showed cfm=45/10). Fixed by adding reset in all rejection branches.

3. **BNB removed from live** (2026-06-03): Added based on strong paper (WR 68.8%, +$29.47). Live result: WR 38.1%, PnL -$18.56, 32% phantom rate (10/31 attempts). Paper inflates BNB because no phantoms, perfect fills, no execution delay. CLOB lacks real liquidity for BNB.

**Results as of 2026-06-03:** Balance $212.34 (start $96.68, +119.6% ROI in 2 days). ETH star performer (80% WR, +$76.24), SOL solid (69.2%, +$43.88), BTC acceptable (60%, +$17.51).

**Why:** These decisions shape which assets to run and at what parameters. V12's phantom detection makes paper-to-live comparison unreliable for low-liquidity assets.

**How to apply:** Don't add assets to live based only on paper results — check CLOB liquidity (phantom rate). Current sweet spot is CONFIRM_TICKS=3. Full history in `/var/www/html/MetaHedge/POLYBOT1/v12/CHANGELOG.md`.