Setup 085631874a
| id | 085631874abe40fed67cbe59fd086a3113eb207f45b59d339ec4b107c7e2afae |
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| side | LONG |
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| state | RETIRED-CONF |
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| exit | E2 |
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| family | T01 |
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| generator | B:long |
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| flags | – |
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| freeze UTC | 2026-10-10 07:22 |
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| state since UTC | 2026-10-10 07:23 |
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| α_j | – |
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| θ̃ pp | +0.201 |
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| book | – |
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| risk per trade % | – |
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Rule
| feature | code | pctl from | pctl to |
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| 4h EMA20 crossed above EMA50 within k 4h bars | T01.k3 | – | – |
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| BTC realised vol 7d (cross-section pctl) | btc_rv168:T1 | 0 | 33 |
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| return 72h (cross-section pctl) | r72h:Q4 | 60 | 80 |
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| universe | U1 | – | – |
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| max events per stamp (ω cap) | 5 | – | – |
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Exit
| exit | TP % | SL % | H bars | entry |
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| E2 | +5 | -10 | 72 | t+2 |
MINE
| gate | input | result | value |
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| M1 | sum_w | PASS | 4409 |
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| episodes | | 2973 |
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| coins | | 394 |
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| weeks | | 102 |
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| M2 | m | PASS | 0.005163 |
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| zbar | | 0.006471 |
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| M3 | t_m | PASS | 5.971 |
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| tau | | 5.449 |
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| M4 | dwr | PASS | 0.04839 |
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| t_dwr | | 5.563 |
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| tilt | | 0.09168 |
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| t_tilt | | 7.555 |
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| M5 | ybar | PASS | 0.0009137 |
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| M6 | n_blocks | PASS | 7 |
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| nonpositive | | 1 |
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| worst_t | | -0.007325 |
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| M7 | base_T1 | PASS | 0.008155 |
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| base_T2 | | 0.006416 |
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| base_T3 | | 0.001969 |
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| btc30_neg | | 0.005242 |
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| btc30_pos | | 0.005085 |
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| M8 | max_coin_share | PASS | 0.008102 |
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| t_drop_top5_coins | | 5.404 |
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| t_drop_best4_weeks | | 4.709 |
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| M9 | m_cost2 | PASS | 0.004408 |
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| ybar_cost2 | | 0.000159 |
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| M10 | u2_sum_w | PASS | 2107 |
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| u2_m | | 0.005946 |
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| M11 | m_lag3 | PASS | 0.004913 |
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| m | | 0.005163 |
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| missing | | NO |
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| M12 | n | PASS | 5 |
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| min | | 0.001088 |
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| median | | 0.002734 |
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| M13 | fdr | PASS | 0 |
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| Σω | events | coins | weeks | episodes | m pp | t_m | z̄ pp | ȳ pp | dWR pp | dLR pp | tilt pp | SE_wk pp | SE_coin pp |
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| 4,409 | 5,501 | 394 | 102 | 2,973 | +0.52 | +5.97 | +0.65 | +0.09 | +4.84 | -4.33 | +9.17 | 0.09 | 0.08 |
Half-years
| block | Σω | m pp | t | weeks |
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| 2021H1 | 246 | +0.60 | +2.16 | 6 |
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| 2021H2 | 1,107 | +0.74 | +3.04 | 21 |
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| 2022H1 | 392 | +0.92 | +4.33 | 16 |
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| 2022H2 | 812 | +0.53 | +4.50 | 18 |
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| 2023H1 | 564 | -0.00 | -0.01 | 15 |
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| 2023H2 | 874 | +0.48 | +3.17 | 17 |
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| 2024H1 | 414 | +0.23 | +0.88 | 12 |
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Regimes
| regime | Σω | m pp | t |
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| base_T1 | 1,182 | +0.82 | +5.29 |
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| base_T2 | 1,522 | +0.64 | +3.53 |
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| base_T3 | 1,705 | +0.20 | +1.94 |
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| btc30_neg | 2,179 | +0.52 | +4.15 |
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| btc30_pos | 2,230 | +0.51 | +4.03 |
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Universe tiers
| tier | Σω | m pp |
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| U1 | 4,409 | +0.52 |
| U2 | 2,107 | +0.59 |
Top coins
| rank | sym | Σω·zm |
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| 1 | CFXUSDT | – |
| 2 | OMUSDT | – |
| 3 | HIGHUSDT | – |
| 4 | SXPUSDT | – |
| 5 | FLMUSDT | – |
CONFIRM
| batch | q | p | BH | m pp | t | z̄ pp | ȳ pp | dWR pp | dLR pp | tilt pp | Σω | weeks | U2 m pp | U2 Σω | pass |
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| 1 | 0.10 | 0.50757 | NO | -0.00 | -0.02 | -0.09 | -0.94 | -0.72 | -0.56 | -0.16 | 1,431 | 36 | -0.07 | 643 | FAIL |
REPLAY veto
| events | Σω | m pp | t | t_wk | pass |
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| – | – | – | – | – | – |
Forward weekly x_w
Forward Z path
| looks wk | 13 | 26 | 39 | 52 | 78 | 104 |
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| boundary Z | – | – | – | 4.09 | 3.31 | 2.82 |
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| futility Z | -1.0 | 0.0 | – | 0.5 | – | – |
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| weeks elapsed | 1 |
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| weeks with events | 1 |
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| Σω | 15 |
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| m pp | +1.80 |
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| SE pp | – |
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| Z | – |
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| WR % | 17.2 |
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| ȳ pp | -4.83 |
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| next look wk | 13 |
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| boundary Z | – |
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| week UTC | Σω | x_w pp |
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| 2026-10-12 | 15.0 | +1.80 |
Event history
Transitions
| UTC | from | to | gen |
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| 2026-10-10 06:06 | PROPOSED | SCREENED | G0001 |
| 2026-10-10 06:06 | SCREENED | CANDIDATE | G0001 |
| 2026-10-10 07:22 | CANDIDATE | FROZEN | G0001 |
| 2026-10-10 07:23 | FROZEN | RETIRED-CONF | G0001 |
Book trades
| sym | decision UTC | exit UTC | reason | R | net pp |
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| – | – | – | – | – | – |
Spec JSON
| atoms | btc_rv168:T1 r72h:Q4 |
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| cap | 5 |
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| exit | E2 |
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| fv | F1 |
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| gv | 1 |
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| side | long |
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| trigger | T01.k3 |
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| universe | U1 |
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| veto | none |
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Research data, updated hourly · not financial advice