Setup 7b425c82eb
| id | 7b425c82eb5da62f7b38db69b7f343e4c259885618dfaafb91f6124fd7fa47e9 |
|---|
| side | AVOID |
|---|
| state | PAPER |
|---|
| exit | E6 |
|---|
| family | T07 |
|---|
| generator | R:avoid |
|---|
| flags | – |
|---|
| freeze UTC | 2026-10-10 07:23 |
|---|
| state since UTC | 2026-10-10 07:33 |
|---|
| α_j | 0.0025 |
|---|
| θ̃ pp | -0.979 |
|---|
| book | SHORT |
|---|
| risk per trade % | 0.25 |
|---|
Rule
| feature | code | pctl from | pctl to |
|---|
| drawdown from 7d high at least d% | T07.d15 | – | – |
|---|
| return 24h (cross-section pctl) | r24h:D10 | 90 | 100 |
|---|
| rank by hourly volume / 7d median, largest first, keep top K | qvrel+3 | – | – |
|---|
| universe | U1 | – | – |
|---|
| max events per stamp (ω cap) | 5 | – | – |
|---|
Exit
| exit | TP % | SL % | H bars | entry |
|---|
| E6 | – | -25 | 72 | t+2 |
MINE
| gate | input | result | value |
|---|
| M1 | sum_w | PASS | 1.831e+04 |
|---|
| episodes | | 6973 |
|---|
| coins | | 428 |
|---|
| weeks | | 182 |
|---|
| M2 | m | PASS | -0.02721 |
|---|
| zbar | | -0.03552 |
|---|
| M3 | t_m | PASS | -12.05 |
|---|
| tau | | 5.803 |
|---|
| M4 | dlr | PASS | 0.0651 |
|---|
| t_dlr | | 10.9 |
|---|
| M6 | n_blocks | PASS | 7 |
|---|
| nonpositive | | 0 |
|---|
| worst_t | | 2.512 |
|---|
| M7 | base_T1 | PASS | -0.01516 |
|---|
| base_T2 | | -0.02906 |
|---|
| base_T3 | | -0.03936 |
|---|
| btc30_neg | | -0.02903 |
|---|
| btc30_pos | | -0.02478 |
|---|
| M8 | max_coin_share | PASS | 0.00874 |
|---|
| t_drop_top5_coins | | -11.3 |
|---|
| t_drop_best4_weeks | | -11.28 |
|---|
| M9 | m_cost2 | PASS | -0.02762 |
|---|
| ybar_cost2 | | -0.03896 |
|---|
| M10 | u2_sum_w | PASS | 1.566e+04 |
|---|
| u2_m | | -0.03019 |
|---|
| M11 | m_lag3 | PASS | -0.02607 |
|---|
| m | | -0.02721 |
|---|
| missing | | NO |
|---|
| M12 | n | PASS | 3 |
|---|
| min | | 0.02222 |
|---|
| median | | 0.02298 |
|---|
| 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 |
|---|
| 18,306 | 18,369 | 428 | 182 | 6,973 | -2.72 | -12.05 | -3.55 | -3.86 | +0.00 | +6.51 | -6.51 | 0.22 | 0.23 |
Half-years
| block | Σω | m pp | t | weeks |
|---|
| 2021H1 | 2,584 | -1.86 | -2.51 | 26 |
|---|
| 2021H2 | 2,733 | -3.72 | -6.42 | 27 |
|---|
| 2022H1 | 2,966 | -3.05 | -6.43 | 27 |
|---|
| 2022H2 | 2,897 | -2.67 | -4.15 | 27 |
|---|
| 2023H1 | 2,239 | -2.26 | -3.78 | 27 |
|---|
| 2023H2 | 2,443 | -3.41 | -6.14 | 27 |
|---|
| 2024H1 | 2,444 | -1.90 | -2.94 | 26 |
|---|
Regimes
| regime | Σω | m pp | t |
|---|
| base_T1 | 6,619 | -1.52 | -5.02 |
|---|
| base_T2 | 6,037 | -2.91 | -8.34 |
|---|
| base_T3 | 5,650 | -3.94 | -7.98 |
|---|
| btc30_neg | 8,967 | -2.90 | -10.79 |
|---|
| btc30_pos | 9,026 | -2.48 | -6.18 |
|---|
Universe tiers
| tier | Σω | m pp |
|---|
| U1 | 18,306 | -2.72 |
| U2 | 15,659 | -3.02 |
Top coins
| rank | sym | Σω·zm |
|---|
| 1 | OGUSDT | – |
| 2 | FORTHUSDT | – |
| 3 | MLNUSDT | – |
| 4 | ONGUSDT | – |
| 5 | HIVEUSDT | – |
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 | 0.00084 | YES | -1.37 | -3.14 | -1.99 | -2.49 | +0.00 | +5.78 | -5.78 | 6,117 | 61 | -1.63 | 5,030 | PASS |
REPLAY veto
| events | Σω | m pp | t | t_wk | pass |
|---|
| 6,367 | 6,328 | -1.42 | -2.35 | -2.75 | 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 | 60 |
|---|
| m pp | -1.13 |
|---|
| SE pp | – |
|---|
| Z | – |
|---|
| WR % | 0.0 |
|---|
| ȳ pp | -7.17 |
|---|
| next look wk | 13 |
|---|
| boundary Z | – |
|---|
| week UTC | Σω | x_w pp |
|---|
| 2026-10-12 | 60.0 | -1.13 |
Event history
Transitions
| UTC | from | to | gen |
|---|
| 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 07:33 | FROZEN | PAPER | replay-b1 |
Book trades
| sym | decision UTC | exit UTC | reason | R | net pp |
|---|
| RSRUSDT | 2026-10-12 08:00 | 2026-10-15 09:00 | TIME | +0.32 | +14.08 |
| PHAUSDT | 2026-10-12 08:00 | 2026-10-15 09:00 | TIME | +0.63 | +18.99 |
| CKBUSDT | 2026-10-12 08:00 | 2026-10-15 09:00 | TIME | +0.29 | +9.07 |
| GTCUSDT | 2026-10-12 12:00 | 2026-10-15 13:00 | TIME | +0.79 | +27.75 |
| MAGICUSDT | 2026-10-13 20:00 | 2026-10-16 21:00 | TIME | +0.30 | +8.99 |
| AVAUSDT | 2026-10-15 12:00 | 2026-10-17 17:00 | STOP | -1.00 | -30.11 |
| ZROUSDT | 2026-10-16 00:00 | 2026-10-19 01:00 | TIME | +0.49 | +14.84 |
| ANIMEUSDT | 2026-10-16 04:00 | 2026-10-19 05:00 | TIME | +0.49 | +14.96 |
Spec JSON
| atoms | r24h:D10 |
|---|
| cap | 5 |
|---|
| exit | E6 |
|---|
| fv | F1 |
|---|
| gv | 1 |
|---|
| rank | qvrel+3 |
|---|
| side | avoid |
|---|
| trigger | T07.d15 |
|---|
| universe | U1 |
|---|
| veto | none |
|---|
Research data, updated hourly · not financial advice