Setup 1646518920
| id | 16465189201511c543339f16da5ccdc7916a7d7403ce77c07fc69d2e50b96687 |
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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 | A3: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 | +0.151 |
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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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| 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 | 1.029e+04 |
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| episodes | | 7382 |
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| coins | | 421 |
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| weeks | | 180 |
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| M2 | m | PASS | 0.003827 |
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| zbar | | 0.004537 |
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| M3 | t_m | PASS | 6.411 |
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| tau | | 5.449 |
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| M4 | dwr | PASS | 0.0328 |
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| t_dwr | | 5.583 |
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| tilt | | 0.06529 |
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| t_tilt | | 7.971 |
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| M5 | ybar | PASS | 0.001207 |
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| M6 | n_blocks | PASS | 7 |
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| nonpositive | | 0 |
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| worst_t | | 1.354 |
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| M7 | base_T1 | PASS | 0.006615 |
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| base_T2 | | 0.004798 |
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| base_T3 | | 0.00149 |
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| btc30_neg | | 0.003609 |
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| btc30_pos | | 0.004146 |
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| M8 | max_coin_share | PASS | 0.006278 |
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| t_drop_top5_coins | | 5.824 |
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| t_drop_best4_weeks | | 5.849 |
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| M9 | m_cost2 | PASS | 0.003102 |
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| ybar_cost2 | | 0.0004816 |
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| M10 | u2_sum_w | PASS | 5187 |
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| u2_m | | 0.004598 |
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| M11 | m_lag3 | PASS | 0.00336 |
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| m | | 0.003827 |
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| missing | | NO |
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| M12 | n | PASS | 4 |
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| min | | 0.0009956 |
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| median | | 0.00239 |
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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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| 10,290 | 13,944 | 421 | 180 | 7,382 | +0.38 | +6.41 | +0.45 | +0.12 | +3.28 | -3.25 | +6.53 | 0.06 | 0.05 |
Half-years
| block | Σω | m pp | t | weeks |
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| 2021H1 | 1,177 | +0.21 | +1.55 | 25 |
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| 2021H2 | 1,598 | +0.51 | +2.24 | 27 |
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| 2022H1 | 1,182 | +0.57 | +3.47 | 26 |
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| 2022H2 | 1,449 | +0.46 | +3.12 | 27 |
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| 2023H1 | 1,240 | +0.17 | +1.35 | 27 |
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| 2023H2 | 1,971 | +0.43 | +3.28 | 27 |
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| 2024H1 | 1,673 | +0.28 | +2.29 | 26 |
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Regimes
| regime | Σω | m pp | t |
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| base_T1 | 2,590 | +0.66 | +4.54 |
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| base_T2 | 3,258 | +0.48 | +4.11 |
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| base_T3 | 4,442 | +0.15 | +2.34 |
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| btc30_neg | 5,024 | +0.36 | +4.24 |
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| btc30_pos | 5,101 | +0.41 | +4.82 |
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Universe tiers
| tier | Σω | m pp |
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| U1 | 10,290 | +0.38 |
| U2 | 5,187 | +0.46 |
Top coins
| rank | sym | Σω·zm |
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| 1 | UNIUSDT | – |
| 2 | IDEXUSDT | – |
| 3 | MDTUSDT | – |
| 4 | PSGUSDT | – |
| 5 | OMUSDT | – |
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 | 0.12631 | NO | +0.12 | +1.14 | +0.10 | -0.55 | +0.66 | -1.21 | +1.88 | 3,204 | 60 | -0.00 | 1,398 | 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 | 23 |
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| m pp | +0.46 |
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| SE pp | – |
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| Z | – |
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| WR % | 5.5 |
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| ȳ pp | -5.46 |
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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 | 23.0 | +0.46 |
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 | 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