Setup 7640e71299
| id | 7640e712991f813de7495e1770fee73a5b79b7b2df572150337e6eeeccdcd90d |
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| side | AVOID |
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| state | RETIRED-CONF |
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| exit | E6 |
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| family | T05 |
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| generator | B:avoid |
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| flags | – |
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| freeze UTC | 2026-10-10 07:23 |
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| state since UTC | 2026-10-10 07:24 |
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| α_j | – |
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| θ̃ pp | -1.989 |
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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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| hourly volume / 7d median at least m | T05.m10 | – | – |
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| ADX14 1d (cross-section pctl) | adx_1d:D1 | 0 | 10 |
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| return skew 7d (cross-section pctl) | skew168:D10 | 90 | 100 |
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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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| E6 | – | -25 | 72 | t+2 |
MINE
| gate | input | result | value |
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| M1 | sum_w | PASS | 938 |
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| episodes | | 413 |
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| coins | | 217 |
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| weeks | | 137 |
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| M2 | m | PASS | -0.05978 |
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| zbar | | -0.07045 |
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| M3 | t_m | PASS | -13.17 |
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| tau | | 5.803 |
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| M4 | dlr | PASS | 0.06705 |
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| t_dlr | | 3.748 |
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| M6 | n_blocks | PASS | 6 |
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| nonpositive | | 0 |
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| worst_t | | 4.595 |
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| M7 | base_T1 | PASS | -0.04821 |
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| base_T2 | | -0.05481 |
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| base_T3 | | -0.07324 |
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| btc30_neg | | -0.0578 |
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| btc30_pos | | -0.06245 |
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| M8 | max_coin_share | PASS | 0.01919 |
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| t_drop_top5_coins | | -12.38 |
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| t_drop_best4_weeks | | -12.59 |
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| M9 | m_cost2 | PASS | -0.06025 |
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| ybar_cost2 | | -0.07245 |
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| M10 | u2_sum_w | PASS | 775 |
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| u2_m | | -0.0649 |
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| M11 | m_lag3 | PASS | -0.05787 |
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| m | | -0.05978 |
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| missing | | NO |
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| M12 | n | PASS | 3 |
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| min | | 0.04609 |
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| median | | 0.04756 |
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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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| 938 | 948 | 217 | 137 | 413 | -5.98 | -13.17 | -7.05 | -7.20 | +0.00 | +6.70 | -6.70 | 0.45 | 0.45 |
Half-years
| block | Σω | m pp | t | weeks |
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| 2021H2 | 94 | -8.19 | -6.39 | 22 |
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| 2022H1 | 196 | -6.42 | -6.10 | 21 |
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| 2022H2 | 134 | -5.33 | -4.60 | 24 |
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| 2023H1 | 175 | -5.09 | -4.81 | 22 |
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| 2023H2 | 199 | -5.51 | -6.01 | 24 |
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| 2024H1 | 140 | -6.26 | -4.63 | 25 |
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Regimes
| regime | Σω | m pp | t |
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| base_T1 | 260 | -4.82 | -6.24 |
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| base_T2 | 332 | -5.48 | -6.71 |
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| base_T3 | 346 | -7.32 | -9.72 |
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| btc30_neg | 539 | -5.78 | -9.93 |
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| btc30_pos | 399 | -6.25 | -8.38 |
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Universe tiers
| tier | Σω | m pp |
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| U1 | 938 | -5.98 |
| U2 | 775 | -6.49 |
Top coins
| rank | sym | Σω·zm |
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| 1 | VITEUSDT | – |
| 2 | CTXCUSDT | – |
| 3 | GXSUSDT | – |
| 4 | NBSUSDT | – |
| 5 | BONDUSDT | – |
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 | 0.16673 | NO | -1.71 | -0.97 | -2.26 | -2.91 | +0.00 | +3.96 | -3.96 | 435 | 57 | -1.60 | 357 | 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 | 1 |
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| m pp | -5.39 |
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| SE pp | – |
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| Z | – |
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| WR % | 0.0 |
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| ȳ pp | -15.42 |
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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 | 1.0 | -5.39 |
Event history
Transitions
| UTC | from | to | gen |
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| 2026-10-10 06:11 | PROPOSED | SCREENED | G0001 |
| 2026-10-10 06:11 | SCREENED | CANDIDATE | G0001 |
| 2026-10-10 07:23 | CANDIDATE | FROZEN | G0001 |
| 2026-10-10 07:24 | FROZEN | RETIRED-CONF | G0001 |
Book trades
| sym | decision UTC | exit UTC | reason | R | net pp |
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| – | – | – | – | – | – |
Spec JSON
| atoms | adx_1d:D1 skew168:D10 |
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| cap | 5 |
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| exit | E6 |
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| fv | F1 |
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| gv | 1 |
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| side | avoid |
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| trigger | T05.m10 |
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| universe | U1 |
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| veto | none |
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Research data, updated hourly · not financial advice