Setup 0eba3c3c9d
| id | 0eba3c3c9dbc0169f1bdc602a694e570e1d328b29a1ff110e273e61c100ecb17 |
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| side | AVOID |
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| state | FROZEN |
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| exit | E6 |
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| family | T09 |
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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 | -1.512 |
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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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| 1h return beyond +/- g% | T09.up5 | – | – |
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| BTC return 24h (cross-section pctl) | btc_r24:T1 | 0 | 33 |
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| taker-buy share 24h (cross-section pctl) | tb24:Q5 | 80 | 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 | 1643 |
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| episodes | | 1502 |
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| coins | | 360 |
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| weeks | | 164 |
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| M2 | m | PASS | -0.04281 |
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| zbar | | -0.0515 |
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| M3 | t_m | PASS | -10.36 |
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| tau | | 5.803 |
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| M4 | dlr | PASS | 0.1143 |
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| t_dlr | | 11.25 |
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| M6 | n_blocks | PASS | 7 |
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| nonpositive | | 0 |
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| worst_t | | 2.951 |
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| M7 | base_T1 | PASS | -0.03292 |
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| base_T2 | | -0.0485 |
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| base_T3 | | -0.05073 |
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| btc30_neg | | -0.05013 |
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| btc30_pos | | -0.03576 |
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| M8 | max_coin_share | PASS | 0.014 |
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| t_drop_top5_coins | | -9.65 |
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| t_drop_best4_weeks | | -9.413 |
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| M9 | m_cost2 | PASS | -0.04325 |
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| ybar_cost2 | | -0.05011 |
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| M10 | u2_sum_w | PASS | 1321 |
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| u2_m | | -0.04645 |
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| M11 | m_lag3 | PASS | -0.03828 |
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| m | | -0.04281 |
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| missing | | NO |
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| M12 | n | PASS | 3 |
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| min | | 0.02355 |
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| median | | 0.02715 |
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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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| 1,643 | 1,745 | 360 | 164 | 1,502 | -4.28 | -10.36 | -5.15 | -4.97 | +0.00 | +11.43 | -11.43 | 0.41 | 0.41 |
Half-years
| block | Σω | m pp | t | weeks |
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| 2021H1 | 239 | -2.95 | -3.63 | 14 |
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| 2021H2 | 281 | -5.12 | -4.45 | 26 |
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| 2022H1 | 309 | -4.00 | -3.00 | 27 |
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| 2022H2 | 156 | -4.62 | -3.70 | 25 |
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| 2023H1 | 167 | -5.45 | -5.70 | 24 |
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| 2023H2 | 219 | -5.24 | -3.77 | 26 |
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| 2024H1 | 272 | -3.22 | -2.95 | 26 |
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Regimes
| regime | Σω | m pp | t |
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| base_T1 | 671 | -3.29 | -5.98 |
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| base_T2 | 479 | -4.85 | -5.69 |
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| base_T3 | 493 | -5.07 | -5.78 |
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| btc30_neg | 806 | -5.01 | -8.02 |
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| btc30_pos | 837 | -3.58 | -6.20 |
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Universe tiers
| tier | Σω | m pp |
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| U1 | 1,643 | -4.28 |
| U2 | 1,321 | -4.64 |
Top coins
| rank | sym | Σω·zm |
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| 1 | VGXUSDT | – |
| 2 | REQUSDT | – |
| 3 | DEXEUSDT | – |
| 4 | OGUSDT | – |
| 5 | IDEXUSDT | – |
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 | 0.00022 | YES | -2.85 | -3.52 | -3.47 | -3.06 | +0.00 | +8.35 | -8.35 | 430 | 59 | -3.52 | 329 | PASS |
REPLAY veto
| events | Σω | m pp | t | t_wk | pass |
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| 398 | 389 | -0.89 | -0.51 | -0.51 | 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 | -1.82 |
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| SE pp | – |
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| Z | – |
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| WR % | 0.0 |
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| ȳ pp | -7.06 |
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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 | -1.82 |
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 | btc_r24:T1 tb24:Q5 |
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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 | T09.up5 |
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| universe | U1 |
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| veto | none |
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Research data, updated hourly · not financial advice