Setup 30c8a71b7c
| id | 30c8a71b7c574b620618fdc9a8d44060e44533bdaf846de242c2d7b2b7b2b733 |
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| side | LONG |
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| state | RETIRED-CONF |
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| exit | E1 |
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| family | G:flow |
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| generator | A4:long |
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| flags | LIQ? |
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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 | +0.097 |
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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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| taker persistence 72h (cross-section pctl) | pers72:Q3 | 40 | 60 |
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| 24h quote volume (cross-section pctl) | qv24:D1 | 0 | 10 |
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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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| E1 | +10 | -10 | 72 | t+2 |
MINE
| gate | input | result | value |
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| M1 | sum_w | PASS | 3.139e+04 |
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| episodes | | 1.215e+04 |
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| coins | | 346 |
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| weeks | | 180 |
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| M2 | m | PASS | 0.003384 |
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| zbar | | 0.008909 |
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| M3 | t_m | PASS | 6.383 |
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| tau | | 5.449 |
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| M4 | dwr | PASS | 0.02265 |
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| t_dwr | | 3.759 |
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| tilt | | 0.09122 |
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| t_tilt | | 11.63 |
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| M5 | ybar | PASS | 0.006285 |
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| M6 | n_blocks | PASS | 7 |
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| nonpositive | | 0 |
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| worst_t | | 1.179 |
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| M7 | base_T1 | PASS | 0.003188 |
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| base_T2 | | 0.004171 |
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| base_T3 | | 0.002806 |
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| btc30_neg | | 0.003565 |
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| btc30_pos | | 0.003244 |
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| M8 | max_coin_share | PASS | 0.00958 |
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| t_drop_top5_coins | | 5.763 |
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| t_drop_best4_weeks | | 5.648 |
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| M9 | m_cost2 | PASS | 0.002033 |
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| ybar_cost2 | | 0.004933 |
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| M10 | flag | PASS | LIQ? |
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| u2_sum_w | | 96.38 |
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| u2_m | | 0.01432 |
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| M11 | m_lag3 | PASS | 0.003315 |
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| m | | 0.003384 |
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| missing | | NO |
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| M12 | n | PASS | 3 |
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| min | | 0.001409 |
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| median | | 0.00293 |
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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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| 31,389 | 39,550 | 346 | 180 | 12,149 | +0.34 | +6.38 | +0.89 | +0.63 | +2.27 | -6.86 | +9.12 | 0.05 | 0.05 |
Half-years
| block | Σω | m pp | t | weeks |
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| 2021H1 | 3,714 | +0.47 | +2.50 | 24 |
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| 2021H2 | 4,773 | +0.38 | +2.21 | 27 |
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| 2022H1 | 4,803 | +0.50 | +3.57 | 27 |
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| 2022H2 | 4,263 | +0.18 | +1.44 | 27 |
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| 2023H1 | 4,316 | +0.13 | +1.18 | 27 |
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| 2023H2 | 4,542 | +0.35 | +3.04 | 27 |
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| 2024H1 | 4,978 | +0.36 | +4.04 | 26 |
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Regimes
| regime | Σω | m pp | t |
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| base_T1 | 10,632 | +0.32 | +3.42 |
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| base_T2 | 10,311 | +0.42 | +4.91 |
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| base_T3 | 10,445 | +0.28 | +4.18 |
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| btc30_neg | 14,854 | +0.36 | +5.18 |
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| btc30_pos | 16,290 | +0.32 | +4.23 |
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Universe tiers
| tier | Σω | m pp |
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| U1 | 31,389 | +0.34 |
| U2 | 96 | +1.43 |
Top coins
| rank | sym | Σω·zm |
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| 1 | WINGUSDT | – |
| 2 | MDTUSDT | – |
| 3 | REQUSDT | – |
| 4 | JUVUSDT | – |
| 5 | BEAMUSDT | – |
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 | 0.08052 | NO | +0.09 | +1.40 | +0.33 | -0.19 | -2.85 | -5.45 | +2.60 | 11,517 | 61 | – | 0 | 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 | 89 |
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| m pp | -1.23 |
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| SE pp | – |
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| Z | – |
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| WR % | -10.7 |
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| ȳ pp | -6.15 |
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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 | 89.0 | -1.23 |
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 | pers72:Q3 qv24:D1 |
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| cap | 5 |
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| exit | E1 |
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| fv | F1 |
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| gv | 1 |
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| side | long |
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| universe | U1 |
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| veto | none |
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Research data, updated hourly · not financial advice