Setup 3c6f52d8dc
| id | 3c6f52d8dc2e2e6d523e1523e4d1d8412027936087ece36ea312636c87335a1a |
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| side | LONG |
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| state | FROZEN |
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| exit | E2 |
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| family | T08 |
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| generator | B:long |
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| flags | LIQ? QUEUED |
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| freeze UTC | 2026-10-10 07:22 |
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| state since UTC | 2026-10-10 07:22 |
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| α_j | – |
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| θ̃ pp | +0.174 |
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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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| ATR24 / ATR168 at most s | T08.s07 | – | – |
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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 | 8559 |
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| episodes | | 2098 |
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| coins | | 246 |
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| weeks | | 154 |
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| M2 | m | PASS | 0.005774 |
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| zbar | | 0.01031 |
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| M3 | t_m | PASS | 5.709 |
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| tau | | 5.449 |
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| M4 | dwr | PASS | 0.09126 |
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| t_dwr | | 8.851 |
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| tilt | | 0.1527 |
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| t_tilt | | 10.87 |
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| M5 | ybar | PASS | 0.005666 |
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| M6 | n_blocks | PASS | 6 |
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| nonpositive | | 0 |
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| worst_t | | 0.5833 |
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| M7 | base_T1 | PASS | 0.01152 |
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| base_T2 | | 0.00274 |
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| base_T3 | | 0.002775 |
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| btc30_neg | | 0.005569 |
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| btc30_pos | | 0.005968 |
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| M8 | max_coin_share | PASS | 0.01653 |
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| t_drop_top5_coins | | 4.874 |
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| t_drop_best4_weeks | | 4.676 |
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| M9 | m_cost2 | PASS | 0.004379 |
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| ybar_cost2 | | 0.004271 |
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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 | 0.006001 |
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| m | | 0.005774 |
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| missing | | NO |
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| M12 | n | PASS | 3 |
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| min | | 0.003435 |
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| median | | 0.004632 |
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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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| 8,559 | 8,759 | 246 | 154 | 2,098 | +0.58 | +5.71 | +1.03 | +0.57 | +9.13 | -6.14 | +15.27 | 0.09 | 0.10 |
Half-years
| block | Σω | m pp | t | weeks |
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| 2021H2 | 1,071 | +0.50 | +2.49 | 24 |
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| 2022H1 | 1,876 | +0.78 | +3.33 | 27 |
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| 2022H2 | 1,636 | +0.70 | +3.27 | 27 |
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| 2023H1 | 1,082 | +0.21 | +0.79 | 27 |
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| 2023H2 | 1,268 | +0.11 | +0.58 | 27 |
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| 2024H1 | 1,626 | +0.88 | +4.58 | 26 |
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Regimes
| regime | Σω | m pp | t |
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| base_T1 | 2,946 | +1.15 | +6.79 |
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| base_T2 | 2,615 | +0.27 | +1.83 |
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| base_T3 | 2,998 | +0.28 | +2.92 |
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| btc30_neg | 4,159 | +0.56 | +4.66 |
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| btc30_pos | 4,400 | +0.60 | +4.31 |
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Universe tiers
| tier | Σω | m pp |
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| U1 | 8,559 | +0.58 |
| U2 | 0 | – |
Top coins
| rank | sym | Σω·zm |
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| 1 | DEXEUSDT | – |
| 2 | ATMUSDT | – |
| 3 | NULSUSDT | – |
| 4 | OMUSDT | – |
| 5 | JUVUSDT | – |
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 | 0.00372 | YES | +0.63 | +2.68 | +0.85 | +0.20 | +0.58 | -9.41 | +9.99 | 2,587 | 61 | – | 0 | PASS |
REPLAY veto
| events | Σω | m pp | t | t_wk | pass |
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| 1,780 | 1,758 | +0.39 | +1.85 | +1.85 | 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 | 9 |
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| m pp | +2.81 |
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| SE pp | – |
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| Z | – |
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| WR % | 23.6 |
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| ȳ pp | +1.08 |
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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 | 9.0 | +2.81 |
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 |
Book trades
| sym | decision UTC | exit UTC | reason | R | net pp |
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| – | – | – | – | – | – |
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 | T08.s07 |
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| universe | U1 |
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| veto | none |
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Research data, updated hourly · not financial advice