Setup 966cff1793
| id | 966cff1793e78ca9bf62e4ddb779a506f7333c84e7ff78a49f6dccb4b998d102 |
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| side | LONG |
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| state | PAPER |
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| exit | E3 |
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| family | T07 |
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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 | 2026-10-12 00:30 |
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| α_j | 0.0025 |
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| θ̃ pp | +0.178 |
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| book | LONG |
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| risk per trade % | 0.25 |
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Rule
| feature | code | pctl from | pctl to |
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| drawdown from 7d high at least d% | T07.d15 | – | – |
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| 24h quote volume (cross-section pctl) | qv24:D1 | 0 | 10 |
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| return 4h (cross-section pctl) | r4h:Q1 | 0 | 20 |
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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 | 1.076e+04 |
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| episodes | | 5593 |
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| coins | | 311 |
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| weeks | | 182 |
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| M2 | m | PASS | 0.004956 |
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| zbar | | 0.009936 |
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| M3 | t_m | PASS | 7.186 |
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| tau | | 5.449 |
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| M4 | dwr | PASS | 0.06186 |
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| t_dwr | | 9.024 |
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| tilt | | 0.1251 |
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| t_tilt | | 12.39 |
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| M5 | ybar | PASS | 0.006305 |
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| M6 | n_blocks | PASS | 7 |
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| nonpositive | | 0 |
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| worst_t | | 1.58 |
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| M7 | base_T1 | PASS | 0.005404 |
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| base_T2 | | 0.004653 |
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| base_T3 | | 0.004551 |
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| btc30_neg | | 0.004552 |
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| btc30_pos | | 0.005323 |
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| M8 | max_coin_share | PASS | 0.01496 |
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| t_drop_top5_coins | | 6.525 |
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| t_drop_best4_weeks | | 6.306 |
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| M9 | m_cost2 | PASS | 0.003633 |
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| ybar_cost2 | | 0.004982 |
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| M10 | flag | PASS | LIQ? |
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| u2_sum_w | | 61.38 |
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| u2_m | | 0.00467 |
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| M11 | m_lag3 | PASS | 0.004878 |
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| m | | 0.004956 |
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| missing | | NO |
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| M12 | n | PASS | 3 |
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| min | | 0.00345 |
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| median | | 0.003706 |
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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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| 10,765 | 11,600 | 311 | 182 | 5,593 | +0.50 | +7.19 | +0.99 | +0.63 | +6.19 | -6.32 | +12.51 | 0.06 | 0.07 |
Half-years
| block | Σω | m pp | t | weeks |
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| 2021H1 | 2,123 | +0.63 | +4.03 | 26 |
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| 2021H2 | 1,794 | +0.32 | +2.04 | 27 |
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| 2022H1 | 2,420 | +0.47 | +2.99 | 27 |
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| 2022H2 | 1,512 | +0.56 | +3.57 | 27 |
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| 2023H1 | 1,031 | +0.42 | +2.32 | 27 |
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| 2023H2 | 730 | +0.45 | +1.58 | 27 |
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| 2024H1 | 1,155 | +0.59 | +2.85 | 26 |
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Regimes
| regime | Σω | m pp | t |
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| base_T1 | 4,708 | +0.54 | +5.29 |
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| base_T2 | 3,421 | +0.47 | +4.15 |
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| base_T3 | 2,636 | +0.46 | +3.53 |
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| btc30_neg | 6,159 | +0.46 | +5.51 |
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| btc30_pos | 4,401 | +0.53 | +4.65 |
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Universe tiers
| tier | Σω | m pp |
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| U1 | 10,765 | +0.50 |
| U2 | 61 | +0.47 |
Top coins
| rank | sym | Σω·zm |
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| 1 | FIOUSDT | – |
| 2 | DREPUSDT | – |
| 3 | CVPUSDT | – |
| 4 | DFUSDT | – |
| 5 | WINGUSDT | – |
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 | 0.00148 | YES | +0.29 | +2.97 | +0.63 | +0.22 | +2.59 | -4.80 | +7.39 | 3,225 | 61 | – | 0 | PASS |
REPLAY veto
| events | Σω | m pp | t | t_wk | pass |
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| 2,978 | 2,918 | +0.24 | +1.85 | +2.16 | PASS |
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 | 24 |
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| m pp | -0.75 |
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| SE pp | – |
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| Z | – |
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| WR % | -7.3 |
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| ȳ pp | -3.90 |
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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 | 24.0 | -0.75 |
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 |
| 2026-10-12 00:30 | FROZEN | PAPER | admit-2026-10-12 |
Book trades
| sym | decision UTC | exit UTC | reason | R | net pp |
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| NOMUSDT | 2026-10-13 04:00 | 2026-10-14 13:00 | STOP | -1.00 | -7.46 |
| ESPUSDT | 2026-10-13 04:00 | 2026-10-14 16:00 | STOP | -1.00 | -7.46 |
| IOTAUSDT | 2026-10-13 12:00 | 2026-10-15 03:00 | STOP | -1.00 | -7.46 |
| ENSOUSDT | 2026-10-14 20:00 | 2026-10-15 12:00 | STOP | -1.00 | -7.46 |
| REDUSDT | 2026-10-14 08:00 | 2026-10-15 14:00 | STOP | -1.00 | -7.46 |
| SKLUSDT | 2026-10-15 04:00 | 2026-10-16 08:00 | TP | +0.44 | +4.55 |
| SOPHUSDT | 2026-10-16 20:00 | 2026-10-17 16:00 | STOP | -1.00 | -7.46 |
| PHAUSDT | 2026-10-14 16:00 | 2026-10-17 17:00 | TIME | -0.19 | -1.44 |
| 2ZUSDT | 2026-10-15 04:00 | 2026-10-18 05:00 | TIME | -0.66 | -4.90 |
| ROBOUSDT | 2026-10-15 16:00 | 2026-10-18 14:00 | STOP | -1.00 | -7.46 |
| OPNUSDT | 2026-10-17 16:00 | 2026-10-18 20:00 | STOP | -1.00 | -7.46 |
| RVNUSDT | 2026-10-18 00:00 | 2026-10-18 20:00 | STOP | -1.00 | -7.46 |
Spec JSON
| atoms | qv24:D1 r4h:Q1 |
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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 | T07.d15 |
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| universe | U1 |
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| veto | none |
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Research data, updated hourly · not financial advice