Setup 35dcb68eb1
| id | 35dcb68eb1a4bcfc67278b2d30470b4f0fa9d090e19997627d108e85317e8e38 |
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| side | LONG |
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| state | PAPER |
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| exit | E2 |
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| family | T07 |
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| generator | B: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 07:33 |
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| α_j | 0.0025 |
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| θ̃ pp | +0.217 |
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| book | LONG |
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| risk per trade % | 0.25 |
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Rule
| feature | code | pctl from | pctl to |
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| drawdown from 7d high at least d% | T07.d15 | – | – |
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| DI+ minus DI- 1d (cross-section pctl) | di_1d:Q5 | 80 | 100 |
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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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| E2 | +5 | -10 | 72 | t+2 |
MINE
| gate | input | result | value |
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| M1 | sum_w | PASS | 1.256e+04 |
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| episodes | | 2653 |
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| coins | | 233 |
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| weeks | | 154 |
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| M2 | m | PASS | 0.006298 |
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| zbar | | 0.011 |
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| M3 | t_m | PASS | 7.634 |
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| tau | | 5.449 |
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| M4 | dwr | PASS | 0.09565 |
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| t_dwr | | 10.63 |
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| tilt | | 0.1595 |
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| t_tilt | | 13.56 |
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| M5 | ybar | PASS | 0.006683 |
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| M6 | n_blocks | PASS | 6 |
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| nonpositive | | 0 |
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| worst_t | | 0.9032 |
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| M7 | base_T1 | PASS | 0.009238 |
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| base_T2 | | 0.004112 |
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| base_T3 | | 0.004222 |
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| btc30_neg | | 0.005551 |
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| btc30_pos | | 0.007128 |
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| M8 | max_coin_share | PASS | 0.0181 |
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| t_drop_top5_coins | | 6.871 |
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| t_drop_best4_weeks | | 6.663 |
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| M9 | m_cost2 | PASS | 0.004919 |
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| ybar_cost2 | | 0.005303 |
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| M10 | flag | PASS | LIQ? |
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| u2_sum_w | | 0 |
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| u2_m | | – |
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| M11 | m_lag3 | PASS | 0.006242 |
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| m | | 0.006298 |
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| missing | | NO |
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| M12 | n | PASS | 3 |
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| min | | 0.002179 |
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| median | | 0.005033 |
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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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| 12,557 | 13,489 | 233 | 154 | 2,653 | +0.63 | +7.63 | +1.10 | +0.67 | +9.56 | -6.38 | +15.95 | 0.08 | 0.08 |
Half-years
| block | Σω | m pp | t | weeks |
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| 2021H2 | 1,699 | +0.59 | +3.90 | 24 |
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| 2022H1 | 3,314 | +0.66 | +3.57 | 27 |
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| 2022H2 | 2,380 | +0.64 | +5.25 | 27 |
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| 2023H1 | 1,637 | +0.40 | +2.50 | 27 |
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| 2023H2 | 1,423 | +0.20 | +0.90 | 27 |
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| 2024H1 | 2,104 | +1.08 | +4.94 | 26 |
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Regimes
| regime | Σω | m pp | t |
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| base_T1 | 5,277 | +0.92 | +6.25 |
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| base_T2 | 3,621 | +0.41 | +3.20 |
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| base_T3 | 3,659 | +0.42 | +5.00 |
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| btc30_neg | 6,608 | +0.56 | +6.57 |
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| btc30_pos | 5,949 | +0.71 | +5.45 |
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Universe tiers
| tier | Σω | m pp |
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| U1 | 12,557 | +0.63 |
| U2 | 0 | – |
Top coins
| rank | sym | Σω·zm |
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| 1 | DEXEUSDT | – |
| 2 | ATMUSDT | – |
| 3 | DCRUSDT | – |
| 4 | NULSUSDT | – |
| 5 | NBSUSDT | – |
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 | +0.59 | +3.50 | +0.89 | +0.39 | +4.34 | -7.89 | +12.23 | 3,849 | 61 | – | 0 | PASS |
REPLAY veto
| events | Σω | m pp | t | t_wk | pass |
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| 3,113 | 3,080 | +0.46 | +2.86 | +2.86 | 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 | 22 |
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| m pp | +0.70 |
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| SE pp | – |
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| Z | – |
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| WR % | 12.0 |
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| ȳ pp | -0.96 |
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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 | 22.0 | +0.70 |
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 07:33 | FROZEN | PAPER | replay-b1 |
Book trades
| sym | decision UTC | exit UTC | reason | R | net pp |
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| GLMRUSDT | 2026-10-12 12:00 | 2026-10-12 14:00 | TP | +0.44 | +4.55 |
| LAZIOUSDT | 2026-10-13 00:00 | 2026-10-13 08:00 | TP | +0.44 | +4.55 |
| RONINUSDT | 2026-10-13 20:00 | 2026-10-15 03:00 | STOP | -1.00 | -10.45 |
| SKLUSDT | 2026-10-15 04:00 | 2026-10-16 08:00 | TP | +0.44 | +4.55 |
| AMPUSDT | 2026-10-16 08:00 | 2026-10-16 11:00 | TP | +0.44 | +4.55 |
| GNSUSDT | 2026-10-16 12:00 | 2026-10-17 07:00 | TP | +0.44 | +4.55 |
| ERAUSDT | 2026-10-16 08:00 | 2026-10-17 09:00 | TP | +0.44 | +4.55 |
| LSKUSDT | 2026-10-16 08:00 | 2026-10-17 11:00 | TP | +0.44 | +4.55 |
| CKBUSDT | 2026-10-15 20:00 | 2026-10-18 21:00 | TIME | -0.74 | -7.75 |
Spec JSON
| atoms | di_1d:Q5 qv24:D1 |
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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 | T07.d15 |
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| universe | U1 |
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| veto | none |
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Research data, updated hourly · not financial advice