Setup 0d2aa269d9
| id | 0d2aa269d9e0e108b16c346c0d8d1bd62b87ad1ea515c753e3e3a10e2b9a3969 |
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| side | LONG |
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| state | RETIRED-CONF |
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| exit | E4 |
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| family | G:range |
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| generator | A4:long |
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| flags | LIQ? |
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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 | +0.227 |
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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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| position in 20d range (cross-section pctl) | pos20d:Q2 | 20 | 40 |
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| 24h quote volume (cross-section pctl) | qv24:D1 | 0 | 10 |
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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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| E4 | +15 | -10 | 168 | t+2 |
MINE
| gate | input | result | value |
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| M1 | sum_w | PASS | 3.339e+04 |
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| episodes | | 9823 |
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| coins | | 349 |
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| weeks | | 181 |
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| M2 | m | PASS | 0.006617 |
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| zbar | | 0.01555 |
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| M3 | t_m | PASS | 7.19 |
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| tau | | 5.449 |
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| M4 | dwr | PASS | 0.046 |
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| t_dwr | | 6.031 |
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| tilt | | 0.137 |
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| t_tilt | | 11.69 |
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| M5 | ybar | PASS | 0.01567 |
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| M6 | n_blocks | PASS | 7 |
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| nonpositive | | 0 |
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| worst_t | | 1.06 |
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| M7 | base_T1 | PASS | 0.004708 |
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| base_T2 | | 0.008641 |
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| base_T3 | | 0.006569 |
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| btc30_neg | | 0.006261 |
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| btc30_pos | | 0.007085 |
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| M8 | max_coin_share | PASS | 0.01054 |
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| t_drop_top5_coins | | 6.377 |
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| t_drop_best4_weeks | | 6.594 |
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| M9 | m_cost2 | PASS | 0.005267 |
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| ybar_cost2 | | 0.01432 |
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| M10 | flag | PASS | LIQ? |
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| u2_sum_w | | 81.91 |
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| u2_m | | 0.01424 |
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| M11 | m_lag3 | PASS | 0.006711 |
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| m | | 0.006617 |
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| missing | | NO |
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| M12 | n | PASS | 3 |
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| min | | 0.003382 |
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| median | | 0.003579 |
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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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| 33,394 | 43,745 | 349 | 181 | 9,823 | +0.66 | +7.19 | +1.56 | +1.57 | +4.60 | -9.10 | +13.70 | 0.09 | 0.09 |
Half-years
| block | Σω | m pp | t | weeks |
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| 2021H1 | 4,398 | +0.70 | +2.46 | 26 |
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| 2021H2 | 5,072 | +0.71 | +2.81 | 27 |
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| 2022H1 | 5,027 | +1.22 | +4.81 | 27 |
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| 2022H2 | 4,660 | +0.56 | +2.86 | 27 |
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| 2023H1 | 4,479 | +0.21 | +1.06 | 27 |
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| 2023H2 | 4,693 | +0.33 | +1.91 | 27 |
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| 2024H1 | 5,065 | +0.82 | +3.42 | 25 |
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Regimes
| regime | Σω | m pp | t |
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| base_T1 | 11,395 | +0.47 | +2.75 |
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| base_T2 | 11,004 | +0.86 | +5.83 |
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| base_T3 | 10,995 | +0.66 | +4.61 |
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| btc30_neg | 15,684 | +0.63 | +5.02 |
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| btc30_pos | 17,186 | +0.71 | +5.51 |
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Universe tiers
| tier | Σω | m pp |
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| U1 | 33,394 | +0.66 |
| U2 | 82 | +1.42 |
Top coins
| rank | sym | Σω·zm |
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| 1 | BURGERUSDT | – |
| 2 | NULSUSDT | – |
| 3 | DREPUSDT | – |
| 4 | WANUSDT | – |
| 5 | CTXCUSDT | – |
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 | 0.00522 | YES | +0.31 | +2.56 | +0.64 | -0.05 | +0.14 | -5.86 | +5.99 | 11,839 | 60 | – | 0 | 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 | 0 |
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| Σω | – |
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| m pp | – |
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| SE pp | – |
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| Z | – |
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| WR % | – |
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| ȳ pp | – |
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| next look wk | 13 |
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| boundary Z | – |
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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 | pos20d:Q2 qv24:D1 |
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| cap | 5 |
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| exit | E4 |
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| fv | F1 |
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| gv | 1 |
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| side | long |
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| universe | U1 |
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| veto | none |
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Research data, updated hourly · not financial advice