Setup 5111cf0f49

id5111cf0f496345b48385dd956612c08d0df4a4f9bfcf45b24c0baa7234e7228e
sideAVOID
statePAPER
exitE6
familyT05
generatorR:avoid
flags–
freeze UTC2026-10-10 07:23
state since UTC2026-10-12 00:30
α_j0.0025
θ̃ pp-1.288
bookSHORT
risk per trade %0.25

Rule

featurecodepctl frompctl to
hourly volume / 7d median at least mT05.m10––
vol of vol 30d (cross-section pctl)volvol30d:Q580100
rank by listing age, smallest first, keep top Kage-5––
universeU1––
max events per stamp (ω cap)5––

Exit

exitTP %SL %H barsentry
E6–-2572t+2

MINE

gateinputresultvalue
M1sum_wPASS1.665e+04
episodes5463
coins379
weeks176
M2mPASS-0.03557
zbar-0.04456
M3t_mPASS-10.91
tau5.803
M4dlrPASS0.09193
t_dlr11.47
M6n_blocksPASS7
nonpositive0
worst_t2.249
M7base_T1PASS-0.02631
base_T2-0.03391
base_T3-0.04633
btc30_neg-0.042
btc30_pos-0.02989
M8max_coin_sharePASS0.009547
t_drop_top5_coins-10.22
t_drop_best4_weeks-10.22
M9m_cost2PASS-0.03601
ybar_cost2-0.04951
M10u2_sum_wPASS1.359e+04
u2_m-0.03983
M11m_lag3PASS-0.03385
m-0.03557
missingNO
M12nPASS3
min0.006619
median0.0225
M13fdrPASS0
Σωeventscoinsweeksepisodesm ppt_mz̄ ppȳ ppdWR ppdLR pptilt ppSE_wk ppSE_coin pp
16,65416,7183791765,463-3.56-10.91-4.46-4.91+0.00+9.19-9.190.300.33

Half-years

-6.00-4.00-2.000.002021H1 m -6.30 t -3.432021H2 m -4.04 t -4.252022H1 m -4.60 t -6.892022H2 m -3.60 t -4.122023H1 m -2.07 t -2.252023H2 m -3.43 t -5.212024H1 m -3.45 t -4.272021H12021H22022H12022H22023H12023H22024H1
blockΣωm pptweeks
2021H1171-6.30-3.4320
2021H22,386-4.04-4.2527
2022H12,659-4.60-6.8927
2022H23,026-3.60-4.1227
2023H12,565-2.07-2.2527
2023H23,452-3.43-5.2127
2024H12,395-3.45-4.2726

Regimes

regimeΣωm ppt
base_T15,337-2.63-7.06
base_T25,824-3.39-5.95
base_T35,493-4.63-8.60
btc30_neg7,811-4.20-10.33
btc30_pos8,843-2.99-6.91

Universe tiers

tierΣωm pp
U116,654-3.56
U213,586-3.98

Top coins

ranksymΣω·zm
1REQUSDT–
2MLNUSDT–
3REIUSDT–
4NMRUSDT–
5VGXUSDT–

CONFIRM

batchqpBHm pptz̄ ppȳ ppdWR ppdLR pptilt ppΣωweeksU2 m ppU2 Σωpass
10.100.02079YES-1.54-2.04-2.29-2.37+0.00+8.60-8.606,05761-1.625,153PASS

REPLAY veto

eventsΣωm pptt_wkpass
7,2327,178-1.55-1.86-1.86PASS

Forward weekly x_w

-3.00-2.00-1.000.002026-10-12 x_w -3.28 Σω 79.02026-10-122026-10-12

Forward Z path

forward Z vs DESIGN 6.7 boundary-4.0-2.00.00521040BOUNDFUTclock startZBOUNDFUT
looks wk1326395278104
boundary Z–––-4.09-3.31-2.82
futility Z1.0-0.0–-0.5––
weeks elapsed1
weeks with events1
Σω79
m pp-3.28
SE pp–
Z–
WR %0.0
ȳ pp-9.50
next look wk13
boundary Z–
week UTCΣωx_w pp
2026-10-1279.0-3.28

Event history

0242026-10-10 08:00 n 52026-10-10 12:00 n 42026-10-10 16:00 n 42026-10-10 20:00 n 42026-10-11 00:00 n 32026-10-11 04:00 n 42026-10-11 08:00 n 52026-10-11 12:00 n 52026-10-11 16:00 n 42026-10-11 20:00 n 12026-10-12 00:00 n 32026-10-12 04:00 n 52026-10-12 08:00 n 42026-10-12 12:00 n 52026-10-12 16:00 n 42026-10-12 20:00 n 52026-10-13 00:00 n 32026-10-13 04:00 n 52026-10-13 08:00 n 42026-10-13 12:00 n 52026-10-13 16:00 n 52026-10-13 20:00 n 22026-10-14 00:00 n 12026-10-14 04:00 n 32026-10-14 08:00 n 32026-10-14 12:00 n 32026-10-14 16:00 n 22026-10-14 20:00 n 32026-10-15 00:00 n 42026-10-15 04:00 n 42026-10-15 08:00 n 22026-10-15 12:00 n 42026-10-15 16:00 n 52026-10-15 20:00 n 32026-10-16 00:00 n 22026-10-16 04:00 n 22026-10-16 08:00 n 52026-10-16 12:00 n 42026-10-16 16:00 n 52026-10-16 20:00 n 42026-10-17 00:00 n 32026-10-17 04:00 n 12026-10-17 08:00 n 32026-10-17 12:00 n 42026-10-17 16:00 n 22026-10-17 20:00 n 02026-10-18 00:00 n 02026-10-18 04:00 n 02026-10-18 08:00 n 12026-10-18 12:00 n 02026-10-18 16:00 n 22026-10-18 20:00 n 12026-10-19 00:00 n 12026-10-19 04:00 n 12026-10-19 08:00 n 12026-10-10 08:002026-10-19 08:00

Transitions

UTCfromtogen
2026-10-10 06:11PROPOSEDSCREENEDG0001
2026-10-10 06:11SCREENEDCANDIDATEG0001
2026-10-10 07:23CANDIDATEFROZENG0001
2026-10-12 00:30FROZENPAPERadmit-2026-10-12

Book trades

symdecision UTCexit UTCreasonRnet pp
RSRUSDT2026-10-12 08:002026-10-15 09:00TIME+0.32+14.08
CKBUSDT2026-10-12 08:002026-10-15 09:00TIME+0.29+9.07
WUSDT2026-10-12 08:002026-10-15 09:00TIME+1.67+50.66
GTCUSDT2026-10-12 12:002026-10-15 13:00TIME+0.79+27.75
LUMIAUSDT2026-10-12 12:002026-10-15 13:00TIME+0.34+10.26
EPICUSDT2026-10-15 12:002026-10-18 13:00TIME+0.04+0.71
BLURUSDT2026-10-15 16:002026-10-18 17:00TIME+0.35+13.22
GENIUSUSDT2026-10-15 16:002026-10-18 17:00TIME+0.17+4.99
SOPHUSDT2026-10-15 16:002026-10-18 17:00TIME+0.56+16.90

Spec JSON

atomsvolvol30d:Q5
cap5
exitE6
fvF1
gv1
rankage-5
sideavoid
triggerT05.m10
universeU1
vetonone

Research data, updated hourly · not financial advice