Setup 1285f56855
| id | 1285f56855e292027fb433d1fa4799984484ccacf77789dbb1c23976888edf10 |
|---|
| side | LONG |
|---|
| state | RETIRED-CONF |
|---|
| exit | E2 |
|---|
| family | T08 |
|---|
| generator | B:long |
|---|
| flags | LIQ? |
|---|
| freeze UTC | 2026-10-10 07:22 |
|---|
| state since UTC | 2026-10-10 07:23 |
|---|
| α_j | – |
|---|
| θ̃ pp | +0.158 |
|---|
| book | – |
|---|
| risk per trade % | – |
|---|
Rule
| feature | code | pctl from | pctl to |
|---|
| ATR24 / ATR168 at most s | T08.s07 | – | – |
|---|
| 24h quote volume (cross-section pctl) | qv24:D1 | 0 | 10 |
|---|
| return 30d (cross-section pctl) | r30d:Q2 | 20 | 40 |
|---|
| universe | U1 | – | – |
|---|
| max events per stamp (ω cap) | 5 | – | – |
|---|
Exit
| exit | TP % | SL % | H bars | entry |
|---|
| E2 | +5 | -10 | 72 | t+2 |
MINE
| gate | input | result | value |
|---|
| M1 | sum_w | PASS | 7123 |
|---|
| episodes | | 2496 |
|---|
| coins | | 333 |
|---|
| weeks | | 178 |
|---|
| M2 | m | PASS | 0.004736 |
|---|
| zbar | | 0.008298 |
|---|
| M3 | t_m | PASS | 5.986 |
|---|
| tau | | 5.449 |
|---|
| M4 | dwr | PASS | 0.04133 |
|---|
| t_dwr | | 4.399 |
|---|
| tilt | | 0.1072 |
|---|
| t_tilt | | 8.503 |
|---|
| M5 | ybar | PASS | 0.00335 |
|---|
| M6 | n_blocks | PASS | 7 |
|---|
| nonpositive | | 0 |
|---|
| worst_t | | 0.5932 |
|---|
| M7 | base_T1 | PASS | 0.007001 |
|---|
| base_T2 | | 0.004575 |
|---|
| base_T3 | | 0.002688 |
|---|
| btc30_neg | | 0.006367 |
|---|
| btc30_pos | | 0.00313 |
|---|
| M8 | max_coin_share | PASS | 0.01292 |
|---|
| t_drop_top5_coins | | 5.041 |
|---|
| t_drop_best4_weeks | | 4.939 |
|---|
| M9 | m_cost2 | PASS | 0.003371 |
|---|
| ybar_cost2 | | 0.001986 |
|---|
| M10 | flag | PASS | LIQ? |
|---|
| u2_sum_w | | 7 |
|---|
| u2_m | | 0.001804 |
|---|
| M11 | m_lag3 | PASS | 0.004402 |
|---|
| m | | 0.004736 |
|---|
| missing | | NO |
|---|
| M12 | n | PASS | 4 |
|---|
| min | | 0.002142 |
|---|
| median | | 0.002601 |
|---|
| M13 | fdr | PASS | 0 |
|---|
| 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 |
|---|
| 7,123 | 7,478 | 333 | 178 | 2,496 | +0.47 | +5.99 | +0.83 | +0.34 | +4.13 | -6.59 | +10.72 | 0.08 | 0.08 |
Half-years
| block | Σω | m pp | t | weeks |
|---|
| 2021H1 | 930 | +0.70 | +3.01 | 23 |
|---|
| 2021H2 | 1,153 | +0.30 | +1.14 | 27 |
|---|
| 2022H1 | 1,389 | +0.79 | +4.45 | 27 |
|---|
| 2022H2 | 867 | +0.14 | +0.59 | 27 |
|---|
| 2023H1 | 733 | +0.39 | +2.04 | 26 |
|---|
| 2023H2 | 875 | +0.30 | +1.79 | 27 |
|---|
| 2024H1 | 1,176 | +0.52 | +3.22 | 26 |
|---|
Regimes
| regime | Σω | m pp | t |
|---|
| base_T1 | 2,383 | +0.70 | +4.33 |
|---|
| base_T2 | 2,283 | +0.46 | +2.95 |
|---|
| base_T3 | 2,457 | +0.27 | +3.27 |
|---|
| btc30_neg | 3,551 | +0.64 | +5.50 |
|---|
| btc30_pos | 3,564 | +0.31 | +3.07 |
|---|
Universe tiers
| tier | Σω | m pp |
|---|
| U1 | 7,123 | +0.47 |
| U2 | 7 | +0.18 |
Top coins
| rank | sym | Σω·zm |
|---|
| 1 | PHAUSDT | – |
| 2 | FIROUSDT | – |
| 3 | RADUSDT | – |
| 4 | DREPUSDT | – |
| 5 | JUVUSDT | – |
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 |
|---|
| 1 | 0.10 | 0.17171 | NO | +0.13 | +0.95 | +0.35 | -0.36 | -0.73 | -4.28 | +3.55 | 2,011 | 60 | – | 0 | FAIL |
REPLAY veto
| events | Σω | m pp | t | t_wk | pass |
|---|
| – | – | – | – | – | – |
Forward weekly x_w
Forward Z path
| looks wk | 13 | 26 | 39 | 52 | 78 | 104 |
|---|
| boundary Z | – | – | – | 4.09 | 3.31 | 2.82 |
|---|
| futility Z | -1.0 | 0.0 | – | 0.5 | – | – |
|---|
| weeks elapsed | 1 |
|---|
| weeks with events | 1 |
|---|
| Σω | 3 |
|---|
| m pp | +6.63 |
|---|
| SE pp | – |
|---|
| Z | – |
|---|
| WR % | 52.6 |
|---|
| ȳ pp | +4.45 |
|---|
| next look wk | 13 |
|---|
| boundary Z | – |
|---|
| week UTC | Σω | x_w pp |
|---|
| 2026-10-12 | 3.0 | +6.63 |
Event history
Transitions
| UTC | from | to | gen |
|---|
| 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 |
|---|
| – | – | – | – | – | – |
Spec JSON
| atoms | qv24:D1 r30d:Q2 |
|---|
| cap | 5 |
|---|
| exit | E2 |
|---|
| fv | F1 |
|---|
| gv | 1 |
|---|
| side | long |
|---|
| trigger | T08.s07 |
|---|
| universe | U1 |
|---|
| veto | none |
|---|
Research data, updated hourly · not financial advice