Setup 6ae6eb4e4a
| id | 6ae6eb4e4abc6b464517019982d9fc5061abacf1dafccca319735dbdb3fd3aaf |
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| side | LONG |
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| state | RETIRED-CONF |
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| exit | E2 |
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| family | G:volatility |
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| generator | A4: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 | +0.147 |
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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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| ATR14 daily % (cross-section pctl) | atr14d: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 | 1.86e+04 |
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| episodes | | 2990 |
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| coins | | 254 |
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| weeks | | 153 |
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| M2 | m | PASS | 0.005013 |
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| zbar | | 0.009529 |
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| M3 | t_m | PASS | 5.722 |
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| tau | | 5.449 |
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| M4 | dwr | PASS | 0.1002 |
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| t_dwr | | 11.48 |
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| tilt | | 0.1477 |
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| t_tilt | | 11.51 |
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| M5 | ybar | PASS | 0.006986 |
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| M6 | n_blocks | PASS | 6 |
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| nonpositive | | 1 |
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| worst_t | | -0.08229 |
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| M7 | base_T1 | PASS | 0.009602 |
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| base_T2 | | 0.002911 |
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| base_T3 | | 0.002764 |
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| btc30_neg | | 0.004949 |
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| btc30_pos | | 0.005073 |
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| M8 | max_coin_share | PASS | 0.01844 |
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| t_drop_top5_coins | | 5 |
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| t_drop_best4_weeks | | 5.363 |
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| M9 | m_cost2 | PASS | 0.003629 |
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| ybar_cost2 | | 0.005602 |
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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 | 0.005046 |
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| m | | 0.005013 |
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| missing | | NO |
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| M12 | n | PASS | 2 |
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| min | | 0.002597 |
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| median | | 0.003255 |
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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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| 18,595 | 20,065 | 254 | 153 | 2,990 | +0.50 | +5.72 | +0.95 | +0.70 | +10.02 | -4.75 | +14.77 | 0.09 | 0.06 |
Half-years
| block | Σω | m pp | t | weeks |
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| 2021H2 | 2,521 | +0.40 | +2.24 | 23 |
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| 2022H1 | 3,892 | +0.89 | +4.98 | 27 |
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| 2022H2 | 3,780 | +0.39 | +3.28 | 27 |
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| 2023H1 | 2,660 | +0.40 | +2.20 | 27 |
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| 2023H2 | 2,908 | -0.02 | -0.08 | 27 |
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| 2024H1 | 2,834 | +0.84 | +3.38 | 26 |
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Regimes
| regime | Σω | m pp | t |
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| base_T1 | 5,987 | +0.96 | +6.81 |
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| base_T2 | 5,988 | +0.29 | +1.78 |
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| base_T3 | 6,620 | +0.28 | +3.69 |
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| btc30_neg | 8,989 | +0.49 | +5.51 |
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| btc30_pos | 9,606 | +0.51 | +3.66 |
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Universe tiers
| tier | Σω | m pp |
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| U1 | 18,595 | +0.50 |
| U2 | 0 | – |
Top coins
| rank | sym | Σω·zm |
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| 1 | EPXUSDT | – |
| 2 | DEXEUSDT | – |
| 3 | GTOUSDT | – |
| 4 | NULSUSDT | – |
| 5 | VGXUSDT | – |
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 | 0.27469 | NO | +0.06 | +0.60 | +0.22 | -0.39 | +4.10 | -0.75 | +4.85 | 6,536 | 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 | 61 |
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| m pp | -1.22 |
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| SE pp | – |
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| Z | – |
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| WR % | -10.8 |
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| ȳ pp | -5.20 |
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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 | 61.0 | -1.22 |
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 | atr14d: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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| universe | U1 |
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| veto | none |
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Research data, updated hourly · not financial advice