Setup 0d2f349864
| id | 0d2f3498644b8a6ea29de8cdd67ce1cd43c4a9ffdae4c41c4b4ff6e81320f36f |
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| side | AVOID |
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| state | FROZEN |
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| exit | E6 |
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| family | T13 |
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| generator | B:avoid |
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| flags | QUEUED |
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| freeze UTC | 2026-10-10 07:23 |
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| state since UTC | 2026-10-10 07:23 |
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| α_j | – |
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| θ̃ pp | -1.745 |
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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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| runner trigger age | T13.a0_3 | – | – |
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| return 30d (cross-section pctl) | r30d:Q5 | 80 | 100 |
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| return skew 7d (cross-section pctl) | skew168:D10 | 90 | 100 |
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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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| E6 | – | -25 | 72 | t+2 |
MINE
| gate | input | result | value |
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| M1 | sum_w | PASS | 1597 |
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| episodes | | 1599 |
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| coins | | 358 |
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| weeks | | 174 |
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| M2 | m | PASS | -0.05232 |
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| zbar | | -0.06293 |
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| M3 | t_m | PASS | -10.39 |
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| tau | | 5.803 |
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| M4 | dlr | PASS | 0.1146 |
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| t_dlr | | 10.53 |
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| M6 | n_blocks | PASS | 7 |
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| nonpositive | | 1 |
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| worst_t | | -0.03108 |
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| M7 | base_T1 | PASS | -0.04442 |
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| base_T2 | | -0.05179 |
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| base_T3 | | -0.05949 |
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| btc30_neg | | -0.06401 |
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| btc30_pos | | -0.04322 |
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| M8 | max_coin_share | PASS | 0.01002 |
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| t_drop_top5_coins | | -9.389 |
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| t_drop_best4_weeks | | -10.08 |
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| M9 | m_cost2 | PASS | -0.05267 |
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| ybar_cost2 | | -0.06846 |
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| M10 | u2_sum_w | PASS | 1528 |
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| u2_m | | -0.05219 |
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| M11 | m_lag3 | PASS | -0.04749 |
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| m | | -0.05232 |
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| missing | | NO |
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| M12 | n | PASS | 3 |
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| min | | 0.01962 |
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| median | | 0.0393 |
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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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| 1,597 | 1,600 | 358 | 174 | 1,599 | -5.23 | -10.39 | -6.29 | -6.81 | +0.00 | +11.46 | -11.46 | 0.50 | 0.47 |
Half-years
| block | Σω | m pp | t | weeks |
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| 2021H1 | 88 | +0.06 | +0.03 | 20 |
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| 2021H2 | 205 | -6.12 | -3.53 | 26 |
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| 2022H1 | 264 | -6.88 | -7.52 | 27 |
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| 2022H2 | 268 | -5.93 | -4.20 | 27 |
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| 2023H1 | 228 | -3.17 | -2.54 | 25 |
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| 2023H2 | 280 | -6.67 | -7.37 | 27 |
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| 2024H1 | 264 | -4.21 | -3.53 | 26 |
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Regimes
| regime | Σω | m pp | t |
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| base_T1 | 507 | -4.44 | -6.32 |
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| base_T2 | 496 | -5.18 | -5.68 |
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| base_T3 | 594 | -5.95 | -6.73 |
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| btc30_neg | 699 | -6.40 | -10.01 |
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| btc30_pos | 898 | -4.32 | -5.95 |
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Universe tiers
| tier | Σω | m pp |
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| U1 | 1,597 | -5.23 |
| U2 | 1,528 | -5.22 |
Top coins
| rank | sym | Σω·zm |
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| 1 | FORTHUSDT | – |
| 2 | REQUSDT | – |
| 3 | HIVEUSDT | – |
| 4 | ONGUSDT | – |
| 5 | KEYUSDT | – |
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 | 0.00031 | YES | -2.99 | -3.43 | -3.85 | -3.47 | +0.00 | +8.12 | -8.12 | 590 | 61 | -2.91 | 568 | PASS |
REPLAY veto
| events | Σω | m pp | t | t_wk | pass |
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| 545 | 541 | -3.79 | -3.23 | -3.23 | PASS |
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 | 3 |
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| m pp | -10.82 |
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| SE pp | – |
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| Z | – |
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| WR % | 0.0 |
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| ȳ pp | -20.25 |
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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 | 3.0 | -10.82 |
Event history
Transitions
| UTC | from | to | gen |
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| 2026-10-10 06:11 | PROPOSED | SCREENED | G0001 |
| 2026-10-10 06:11 | SCREENED | CANDIDATE | G0001 |
| 2026-10-10 07:23 | CANDIDATE | FROZEN | G0001 |
Book trades
| sym | decision UTC | exit UTC | reason | R | net pp |
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| – | – | – | – | – | – |
Spec JSON
| atoms | r30d:Q5 skew168:D10 |
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| cap | 5 |
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| exit | E6 |
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| fv | F1 |
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| gv | 1 |
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| side | avoid |
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| trigger | T13.a0_3 |
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| universe | U1 |
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| veto | none |
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Research data, updated hourly · not financial advice