Setup 4fcc934392
| id | 4fcc93439217b032923b029cf697973026a9e80b0de5a0de0fe62d33fdf5068e |
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| side | LONG |
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| state | FROZEN |
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| exit | E1 |
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| family | B0 |
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| generator | batch0 |
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| flags | – |
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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 | – |
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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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| batch-0 rule fade_dd15_w24_lag168_thr0.8 top 5 (volume_attention rankers.fade_dd; goal/forward S2) | S2 | – | – |
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| universe | U0 | – | – |
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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
| window | events | Σω | weeks | z̄ pp | m pp | t | dWR pp | tilt pp | ȳ pp |
|---|
| MINE | 37,867 | 37,767 | 182 | -0.23 | -0.15 | -1.99 | +2.09 | -1.24 | -0.35 |
| CONFIRM | 12,785 | 12,684 | 61 | -0.33 | -0.36 | -2.52 | +2.38 | -1.13 | -0.84 |
CONFIRM
REPLAY veto
| events | Σω | m pp | t | t_wk | 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 | 0 |
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| Σω | – |
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| m pp | – |
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| SE pp | – |
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| Z | – |
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| WR % | – |
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| ȳ pp | – |
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| next look wk | 13 |
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| boundary Z | – |
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Event history
Transitions
| UTC | from | to | gen |
|---|
| 2026-10-10 07:22 | PROPOSED | SCREENED | B0 |
| 2026-10-10 07:22 | SCREENED | CANDIDATE | B0 |
| 2026-10-10 07:22 | CANDIDATE | FROZEN | B0 |
Book trades
| sym | decision UTC | exit UTC | reason | R | net pp |
|---|
| – | – | – | – | – | – |
Spec JSON
| K | 5 |
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| batch0 | S2 |
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| cap | 5 |
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| exit | E1 |
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| fv | F1 |
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| generator | batch0 |
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| gv | 1 |
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| port_sha | 88651230a1efb4eec152b4b99d21e48e08e96789df113e5157272237cdc7d25d |
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| side | long |
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| universe | U0 |
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| veto | none |
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Research data, updated hourly · not financial advice