Setup 171e1bf932
| id | 171e1bf932d7c52cbfaf36ad641dbd5b2c056b2dcc284fec0df35dd78ea8d581 |
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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 | -1.682 |
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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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| distance to EMA20 1d (cross-section pctl) | ema20_1d:Q5 | 80 | 100 |
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| vol of vol 30d (cross-section pctl) | volvol30d: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 | 1553 |
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| episodes | | 1554 |
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| coins | | 320 |
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| weeks | | 152 |
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| M2 | m | PASS | -0.04955 |
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| zbar | | -0.05941 |
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| M3 | t_m | PASS | -10.4 |
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| tau | | 5.803 |
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| M4 | dlr | PASS | 0.1025 |
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| t_dlr | | 10.1 |
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| M6 | n_blocks | PASS | 6 |
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| nonpositive | | 0 |
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| worst_t | | 2.758 |
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| M7 | base_T1 | PASS | -0.03746 |
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| base_T2 | | -0.05043 |
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| base_T3 | | -0.05888 |
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| btc30_neg | | -0.05357 |
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| btc30_pos | | -0.04648 |
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| M8 | max_coin_share | PASS | 0.009659 |
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| t_drop_top5_coins | | -9.867 |
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| t_drop_best4_weeks | | -9.956 |
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| M9 | m_cost2 | PASS | -0.04993 |
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| ybar_cost2 | | -0.06326 |
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| M10 | u2_sum_w | PASS | 1470 |
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| u2_m | | -0.05027 |
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| M11 | m_lag3 | PASS | -0.04455 |
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| m | | -0.04955 |
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| missing | | NO |
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| M12 | n | PASS | 3 |
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| min | | 0.01251 |
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| median | | 0.03519 |
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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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| 1,553 | 1,558 | 320 | 152 | 1,554 | -4.96 | -10.40 | -5.94 | -6.29 | +0.00 | +10.25 | -10.25 | 0.48 | 0.45 |
Half-years
| block | Σω | m pp | t | weeks |
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| 2021H2 | 180 | -3.78 | -2.76 | 23 |
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| 2022H1 | 233 | -6.84 | -7.54 | 27 |
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| 2022H2 | 292 | -6.84 | -5.74 | 27 |
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| 2023H1 | 257 | -3.99 | -3.12 | 25 |
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| 2023H2 | 297 | -4.37 | -3.44 | 27 |
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| 2024H1 | 294 | -3.73 | -3.87 | 26 |
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Regimes
| regime | Σω | m pp | t |
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| base_T1 | 489 | -3.75 | -6.55 |
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| base_T2 | 475 | -5.04 | -5.70 |
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| base_T3 | 589 | -5.89 | -6.49 |
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| btc30_neg | 672 | -5.36 | -7.44 |
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| btc30_pos | 881 | -4.65 | -7.40 |
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Universe tiers
| tier | Σω | m pp |
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| U1 | 1,553 | -4.96 |
| U2 | 1,470 | -5.03 |
Top coins
| rank | sym | Σω·zm |
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| 1 | NMRUSDT | – |
| 2 | HIVEUSDT | – |
| 3 | REQUSDT | – |
| 4 | FORTHUSDT | – |
| 5 | ONGUSDT | – |
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 | 0.00023 | YES | -3.18 | -3.50 | -4.09 | -4.11 | +0.00 | +7.76 | -7.76 | 650 | 61 | -3.35 | 615 | PASS |
REPLAY veto
| events | Σω | m pp | t | t_wk | pass |
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| 600 | 594 | -3.63 | -3.20 | -3.20 | 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 | 7 |
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| m pp | -2.72 |
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| SE pp | – |
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| Z | – |
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| WR % | 0.0 |
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| ȳ pp | -11.94 |
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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 | 7.0 | -2.72 |
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 | ema20_1d:Q5 volvol30d: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 | 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