Setup 57ecb8d61f
| id | 57ecb8d61f9cdd66769cce8e9d946867523c2dc7a66b323876277967112a70be |
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| side | LONG |
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| state | RETIRED-CONF |
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| exit | E3 |
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| family | T08 |
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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 07:23 |
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| α_j | – |
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| θ̃ pp | +0.156 |
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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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| decision hour UTC | hour:H16 | – | – |
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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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| E3 | +10 | -7 | 72 | t+2 |
MINE
| gate | input | result | value |
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| M1 | sum_w | PASS | 3621 |
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| episodes | | 4459 |
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| coins | | 344 |
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| weeks | | 181 |
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| M2 | m | PASS | 0.004776 |
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| zbar | | 0.01 |
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| M3 | t_m | PASS | 5.766 |
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| tau | | 5.449 |
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| M4 | dwr | PASS | 0.04452 |
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| t_dwr | | 5.631 |
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| tilt | | 0.1269 |
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| t_tilt | | 10.17 |
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| M5 | ybar | PASS | 0.00534 |
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| M6 | n_blocks | PASS | 7 |
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| nonpositive | | 0 |
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| worst_t | | 0.9416 |
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| M7 | base_T1 | PASS | 0.006131 |
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| base_T2 | | 0.005183 |
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| base_T3 | | 0.003045 |
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| btc30_neg | | 0.005503 |
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| btc30_pos | | 0.004103 |
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| M8 | max_coin_share | PASS | 0.01285 |
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| t_drop_top5_coins | | 4.756 |
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| t_drop_best4_weeks | | 5.2 |
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| M9 | m_cost2 | PASS | 0.003419 |
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| ybar_cost2 | | 0.003983 |
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| M10 | flag | PASS | LIQ? |
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| u2_sum_w | | 5.381 |
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| u2_m | | 0.03687 |
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| M11 | m_lag3 | PASS | 0.004428 |
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| m | | 0.004776 |
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| missing | | NO |
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| M12 | n | PASS | 4 |
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| min | | 0.002389 |
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| median | | 0.003076 |
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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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| 3,621 | 5,734 | 344 | 181 | 4,459 | +0.48 | +5.77 | +1.00 | +0.53 | +4.45 | -8.23 | +12.69 | 0.08 | 0.08 |
Half-years
| block | Σω | m pp | t | weeks |
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| 2021H1 | 505 | +0.54 | +2.75 | 25 |
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| 2021H2 | 588 | +0.48 | +1.93 | 27 |
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| 2022H1 | 576 | +0.65 | +3.17 | 27 |
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| 2022H2 | 562 | +0.37 | +2.43 | 27 |
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| 2023H1 | 412 | +0.26 | +1.33 | 27 |
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| 2023H2 | 479 | +0.19 | +0.94 | 27 |
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| 2024H1 | 499 | +0.78 | +2.84 | 26 |
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Regimes
| regime | Σω | m pp | t |
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| base_T1 | 1,205 | +0.61 | +5.06 |
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| base_T2 | 1,192 | +0.52 | +3.68 |
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| base_T3 | 1,224 | +0.30 | +2.26 |
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| btc30_neg | 1,764 | +0.55 | +4.86 |
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| btc30_pos | 1,810 | +0.41 | +3.68 |
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Universe tiers
| tier | Σω | m pp |
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| U1 | 3,621 | +0.48 |
| U2 | 5 | +3.69 |
Top coins
| rank | sym | Σω·zm |
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| 1 | RADUSDT | – |
| 2 | CTXCUSDT | – |
| 3 | MFTUSDT | – |
| 4 | NBSUSDT | – |
| 5 | PHAUSDT | – |
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 | 0.60185 | NO | -0.05 | -0.26 | +0.22 | -0.48 | -2.99 | -8.29 | +5.31 | 945 | 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 | 5 |
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| m pp | +1.47 |
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| SE pp | – |
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| Z | – |
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| WR % | 24.0 |
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| ȳ pp | -0.32 |
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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 | 5.0 | +1.47 |
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 | hour:H16 qv24:D1 |
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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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| 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