Setup 3651892524
| id | 3651892524221e5365a397dabafe7d390c26414ef8cb104c9d164d7ba0b11ea4 |
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| side | LONG |
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| state | RETIRED-CONF |
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| exit | E3 |
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| family | G:volume |
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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 | +0.108 |
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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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| 24h quote volume (cross-section pctl) | qv24:D1 | 0 | 10 |
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| RSI14 4h (cross-section pctl) | rsi_4h:Q2 | 20 | 40 |
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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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| E3 | +10 | -7 | 72 | t+2 |
MINE
| gate | input | result | value |
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| M1 | sum_w | PASS | 3.316e+04 |
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| episodes | | 1.226e+04 |
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| coins | | 351 |
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| weeks | | 182 |
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| M2 | m | PASS | 0.00312 |
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| zbar | | 0.008056 |
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| M3 | t_m | PASS | 6.874 |
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| tau | | 5.449 |
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| M4 | dwr | PASS | 0.01749 |
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| t_dwr | | 2.622 |
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| tilt | | 0.1021 |
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| t_tilt | | 10.6 |
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| M5 | ybar | PASS | 0.005214 |
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| M6 | n_blocks | PASS | 7 |
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| nonpositive | | 0 |
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| worst_t | | 0.6375 |
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| M7 | base_T1 | PASS | 0.001536 |
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| base_T2 | | 0.003468 |
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| base_T3 | | 0.004375 |
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| btc30_neg | | 0.002931 |
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| btc30_pos | | 0.003159 |
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| M8 | max_coin_share | PASS | 0.009311 |
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| t_drop_top5_coins | | 6.289 |
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| t_drop_best4_weeks | | 6.188 |
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| M9 | m_cost2 | PASS | 0.001769 |
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| ybar_cost2 | | 0.003863 |
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| M10 | flag | PASS | LIQ? |
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| u2_sum_w | | 94.68 |
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| u2_m | | -0.007571 |
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| M11 | m_lag3 | PASS | 0.003324 |
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| m | | 0.00312 |
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| missing | | NO |
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| M12 | n | PASS | 3 |
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| min | | 0.002146 |
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| median | | 0.002299 |
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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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| 33,161 | 42,778 | 351 | 182 | 12,264 | +0.31 | +6.87 | +0.81 | +0.52 | +1.75 | -8.46 | +10.21 | 0.04 | 0.05 |
Half-years
| block | Σω | m pp | t | weeks |
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| 2021H1 | 4,314 | +0.41 | +3.26 | 26 |
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| 2021H2 | 5,029 | +0.55 | +3.94 | 27 |
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| 2022H1 | 5,023 | +0.39 | +4.48 | 27 |
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| 2022H2 | 4,500 | +0.20 | +2.39 | 27 |
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| 2023H1 | 4,492 | +0.07 | +1.11 | 27 |
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| 2023H2 | 4,696 | +0.08 | +0.64 | 27 |
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| 2024H1 | 5,107 | +0.43 | +3.50 | 26 |
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Regimes
| regime | Σω | m pp | t |
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| base_T1 | 11,317 | +0.15 | +2.36 |
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| base_T2 | 10,469 | +0.35 | +4.47 |
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| base_T3 | 11,375 | +0.44 | +7.25 |
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| btc30_neg | 15,607 | +0.29 | +4.82 |
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| btc30_pos | 17,095 | +0.32 | +5.06 |
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Universe tiers
| tier | Σω | m pp |
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| U1 | 33,161 | +0.31 |
| U2 | 95 | -0.76 |
Top coins
| rank | sym | Σω·zm |
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| 1 | DIAUSDT | – |
| 2 | OXTUSDT | – |
| 3 | PUNDIXUSDT | – |
| 4 | PHAUSDT | – |
| 5 | REQUSDT | – |
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 | 0.01679 | YES | +0.10 | +2.12 | +0.32 | -0.25 | -2.75 | -6.73 | +3.99 | 11,913 | 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 | -0.80 |
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| SE pp | – |
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| Z | – |
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| WR % | -11.8 |
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| ȳ pp | -5.93 |
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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 | -0.80 |
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 | qv24:D1 rsi_4h:Q2 |
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| cap | 5 |
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| exit | E3 |
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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