Setup 67db1d2cf0
| id | 67db1d2cf06e10a4543853f823ddac4f380ee63f929a6fd734262c4cc3e933ef |
|---|
| side | LONG |
|---|
| state | RETIRED-CONF |
|---|
| exit | E1 |
|---|
| family | G:volatility |
|---|
| generator | A4:long |
|---|
| flags | LIQ? |
|---|
| freeze UTC | 2026-10-10 07:22 |
|---|
| state since UTC | 2026-10-10 07:23 |
|---|
| α_j | – |
|---|
| θ̃ pp | +0.142 |
|---|
| book | – |
|---|
| risk per trade % | – |
|---|
Rule
| feature | code | pctl from | pctl to |
|---|
| Parkinson vol 24h (cross-section pctl) | pk24:Q4 | 60 | 80 |
|---|
| 24h quote volume (cross-section pctl) | qv24:D1 | 0 | 10 |
|---|
| universe | U1 | – | – |
|---|
| max events per stamp (ω cap) | 5 | – | – |
|---|
Exit
| exit | TP % | SL % | H bars | entry |
|---|
| E1 | +10 | -10 | 72 | t+2 |
MINE
| gate | input | result | value |
|---|
| M1 | sum_w | PASS | 2.037e+04 |
|---|
| episodes | | 6677 |
|---|
| coins | | 288 |
|---|
| weeks | | 182 |
|---|
| M2 | m | PASS | 0.004514 |
|---|
| zbar | | 0.01098 |
|---|
| M3 | t_m | PASS | 5.964 |
|---|
| tau | | 5.449 |
|---|
| M4 | dwr | PASS | 0.07629 |
|---|
| t_dwr | | 11.12 |
|---|
| tilt | | 0.1242 |
|---|
| t_tilt | | 13.51 |
|---|
| M5 | ybar | PASS | 0.008951 |
|---|
| M6 | n_blocks | PASS | 7 |
|---|
| nonpositive | | 0 |
|---|
| worst_t | | 1.21 |
|---|
| M7 | base_T1 | PASS | 0.004184 |
|---|
| base_T2 | | 0.006293 |
|---|
| base_T3 | | 0.002893 |
|---|
| btc30_neg | | 0.004255 |
|---|
| btc30_pos | | 0.005191 |
|---|
| M8 | max_coin_share | PASS | 0.01398 |
|---|
| t_drop_top5_coins | | 4.956 |
|---|
| t_drop_best4_weeks | | 5.27 |
|---|
| M9 | m_cost2 | PASS | 0.003154 |
|---|
| ybar_cost2 | | 0.007592 |
|---|
| M10 | flag | PASS | LIQ? |
|---|
| u2_sum_w | | 44.43 |
|---|
| u2_m | | 0.0247 |
|---|
| M11 | m_lag3 | PASS | 0.00464 |
|---|
| m | | 0.004514 |
|---|
| missing | | NO |
|---|
| M12 | n | PASS | 3 |
|---|
| min | | 0.002095 |
|---|
| median | | 0.0027 |
|---|
| M13 | fdr | PASS | 0 |
|---|
| 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 |
|---|
| 20,371 | 21,480 | 288 | 182 | 6,677 | +0.45 | +5.96 | +1.10 | +0.90 | +7.63 | -4.79 | +12.42 | 0.07 | 0.08 |
Half-years
| block | Σω | m pp | t | weeks |
|---|
| 2021H1 | 2,637 | +0.69 | +2.67 | 26 |
|---|
| 2021H2 | 2,312 | +0.29 | +1.43 | 27 |
|---|
| 2022H1 | 3,072 | +0.35 | +1.77 | 27 |
|---|
| 2022H2 | 3,732 | +0.51 | +4.01 | 27 |
|---|
| 2023H1 | 3,028 | +0.23 | +1.21 | 27 |
|---|
| 2023H2 | 3,355 | +0.54 | +3.12 | 27 |
|---|
| 2024H1 | 2,235 | +0.56 | +2.95 | 26 |
|---|
Regimes
| regime | Σω | m pp | t |
|---|
| base_T1 | 6,717 | +0.42 | +3.29 |
|---|
| base_T2 | 7,159 | +0.63 | +4.86 |
|---|
| base_T3 | 6,495 | +0.29 | +3.39 |
|---|
| btc30_neg | 10,837 | +0.43 | +4.57 |
|---|
| btc30_pos | 9,102 | +0.52 | +4.53 |
|---|
Universe tiers
| tier | Σω | m pp |
|---|
| U1 | 20,371 | +0.45 |
| U2 | 44 | +2.47 |
Top coins
| rank | sym | Σω·zm |
|---|
| 1 | CTXCUSDT | – |
| 2 | DFUSDT | – |
| 3 | FORTHUSDT | – |
| 4 | IRISUSDT | – |
| 5 | MDTUSDT | – |
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 |
|---|
| 1 | 0.10 | 0.33323 | NO | +0.05 | +0.43 | +0.25 | -0.16 | +1.99 | -0.79 | +2.78 | 5,412 | 61 | – | 0 | FAIL |
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 |
|---|
| boundary Z | – | – | – | 4.09 | 3.31 | 2.82 |
|---|
| futility Z | -1.0 | 0.0 | – | 0.5 | – | – |
|---|
| weeks elapsed | 1 |
|---|
| weeks with events | 1 |
|---|
| Σω | 53 |
|---|
| m pp | -2.97 |
|---|
| SE pp | – |
|---|
| Z | – |
|---|
| WR % | -6.5 |
|---|
| ȳ pp | -6.89 |
|---|
| next look wk | 13 |
|---|
| boundary Z | – |
|---|
| week UTC | Σω | x_w pp |
|---|
| 2026-10-12 | 53.0 | -2.97 |
Event history
Transitions
| UTC | from | to | gen |
|---|
| 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 |
|---|
| – | – | – | – | – | – |
Spec JSON
| atoms | pk24:Q4 qv24:D1 |
|---|
| cap | 5 |
|---|
| exit | E1 |
|---|
| fv | F1 |
|---|
| gv | 1 |
|---|
| side | long |
|---|
| universe | U1 |
|---|
| veto | none |
|---|
Research data, updated hourly · not financial advice