Setup 99f8b3ce43
| id | 99f8b3ce43f48a9f411ea04d42722dad2472581570428e4c3c55499335200bbd |
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| side | LONG |
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| state | RETIRED-CONF |
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| exit | E4 |
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| family | G:volume |
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| generator | A4:long |
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| flags | – |
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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 | +0.167 |
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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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| volume fade 24h vs 7d ago (cross-section pctl) | fade_w24:D10 | 90 | 100 |
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| return 24h (cross-section pctl) | r24h:Q3 | 40 | 60 |
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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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| E4 | +15 | -10 | 168 | t+2 |
MINE
| gate | input | result | value |
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| M1 | sum_w | PASS | 1.185e+04 |
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| episodes | | 7356 |
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| coins | | 421 |
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| weeks | | 181 |
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| M2 | m | PASS | 0.007983 |
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| zbar | | 0.007143 |
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| M3 | t_m | PASS | 7.237 |
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| tau | | 5.449 |
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| M4 | dwr | PASS | 0.03697 |
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| t_dwr | | 6.211 |
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| tilt | | 0.06241 |
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| t_tilt | | 6.008 |
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| M5 | ybar | PASS | 0.005747 |
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| M6 | n_blocks | PASS | 7 |
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| nonpositive | | 0 |
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| worst_t | | 0.5298 |
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| M7 | base_T1 | PASS | 0.008967 |
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| base_T2 | | 0.008147 |
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| base_T3 | | 0.00672 |
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| btc30_neg | | 0.007355 |
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| btc30_pos | | 0.00857 |
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| M8 | max_coin_share | PASS | 0.007932 |
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| t_drop_top5_coins | | 6.742 |
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| t_drop_best4_weeks | | 6.378 |
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| M9 | m_cost2 | PASS | 0.007356 |
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| ybar_cost2 | | 0.005119 |
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| M10 | u2_sum_w | PASS | 7204 |
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| u2_m | | 0.007766 |
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| M11 | m_lag3 | PASS | 0.008316 |
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| m | | 0.007983 |
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| missing | | NO |
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| M12 | n | PASS | 3 |
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| min | | 0.003755 |
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| median | | 0.004698 |
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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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| 11,852 | 12,079 | 421 | 181 | 7,356 | +0.80 | +7.24 | +0.71 | +0.57 | +3.70 | -2.54 | +6.24 | 0.10 | 0.11 |
Half-years
| block | Σω | m pp | t | weeks |
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| 2021H1 | 1,371 | +0.83 | +2.59 | 26 |
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| 2021H2 | 1,729 | +0.59 | +1.81 | 27 |
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| 2022H1 | 1,984 | +0.95 | +3.98 | 27 |
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| 2022H2 | 1,547 | +0.87 | +2.61 | 27 |
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| 2023H1 | 1,492 | +0.14 | +0.53 | 27 |
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| 2023H2 | 1,385 | +1.27 | +5.14 | 27 |
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| 2024H1 | 2,344 | +0.90 | +3.84 | 25 |
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Regimes
| regime | Σω | m pp | t |
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| base_T1 | 4,255 | +0.90 | +5.91 |
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| base_T2 | 3,790 | +0.81 | +3.79 |
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| base_T3 | 3,807 | +0.67 | +3.47 |
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| btc30_neg | 5,706 | +0.74 | +4.80 |
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| btc30_pos | 5,995 | +0.86 | +5.30 |
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Universe tiers
| tier | Σω | m pp |
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| U1 | 11,852 | +0.80 |
| U2 | 7,204 | +0.78 |
Top coins
| rank | sym | Σω·zm |
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| 1 | VITEUSDT | – |
| 2 | NMRUSDT | – |
| 3 | STPTUSDT | – |
| 4 | C98USDT | – |
| 5 | BNXUSDT~1 | – |
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 | 0.00016 | YES | +0.73 | +3.60 | +0.58 | -0.15 | +1.68 | -3.28 | +4.96 | 5,556 | 60 | +0.76 | 3,002 | 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 | 0 |
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| Σω | – |
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| m pp | – |
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| SE pp | – |
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| Z | – |
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| WR % | – |
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| ȳ pp | – |
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| next look wk | 13 |
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| boundary Z | – |
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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 | fade_w24:D10 r24h:Q3 |
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| cap | 5 |
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| exit | E4 |
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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