Setup 9d95174c24
| id | 9d95174c2448e6ee5da38639a479af01b49116bd5fae7930aa31dc4755be014e |
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| side | LONG |
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| state | RETIRED-CONF |
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| exit | E3 |
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| family | G:meta |
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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 | +0.128 |
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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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| -10% touch rate 30d (cross-section pctl) | dn10_30d:Q2 | 20 | 40 |
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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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| E3 | +10 | -7 | 72 | t+2 |
MINE
| gate | input | result | value |
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| M1 | sum_w | PASS | 3.356e+04 |
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| episodes | | 6272 |
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| coins | | 335 |
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| weeks | | 181 |
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| M2 | m | PASS | 0.003192 |
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| zbar | | 0.008087 |
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| M3 | t_m | PASS | 5.633 |
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| tau | | 5.449 |
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| M4 | dwr | PASS | 0.0263 |
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| t_dwr | | 3.982 |
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| tilt | | 0.1064 |
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| t_tilt | | 11.77 |
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| M5 | ybar | PASS | 0.005044 |
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| M6 | n_blocks | PASS | 7 |
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| nonpositive | | 0 |
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| worst_t | | 1.397 |
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| M7 | base_T1 | PASS | 0.001322 |
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| base_T2 | | 0.003413 |
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| base_T3 | | 0.004905 |
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| btc30_neg | | 0.003143 |
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| btc30_pos | | 0.003183 |
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| M8 | max_coin_share | PASS | 0.0127 |
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| t_drop_top5_coins | | 4.943 |
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| t_drop_best4_weeks | | 4.97 |
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| M9 | m_cost2 | PASS | 0.001836 |
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| ybar_cost2 | | 0.003688 |
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| M10 | flag | PASS | LIQ? |
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| u2_sum_w | | 113.1 |
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| u2_m | | 0.01163 |
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| M11 | m_lag3 | PASS | 0.003253 |
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| m | | 0.003192 |
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| missing | | NO |
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| M12 | n | PASS | 3 |
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| min | | 0.0005489 |
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| median | | 0.001784 |
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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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| 33,561 | 45,844 | 335 | 181 | 6,272 | +0.32 | +5.63 | +0.81 | +0.50 | +2.63 | -8.01 | +10.64 | 0.05 | 0.06 |
Half-years
| block | Σω | m pp | t | weeks |
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| 2021H1 | 3,750 | +0.60 | +3.09 | 25 |
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| 2021H2 | 4,889 | +0.41 | +2.16 | 27 |
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| 2022H1 | 5,188 | +0.34 | +3.45 | 27 |
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| 2022H2 | 4,775 | +0.25 | +1.95 | 27 |
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| 2023H1 | 4,885 | +0.28 | +2.55 | 27 |
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| 2023H2 | 4,782 | +0.22 | +1.40 | 27 |
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| 2024H1 | 5,292 | +0.22 | +2.42 | 26 |
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Regimes
| regime | Σω | m pp | t |
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| base_T1 | 11,576 | +0.13 | +1.76 |
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| base_T2 | 10,720 | +0.34 | +3.60 |
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| base_T3 | 11,265 | +0.49 | +5.63 |
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| btc30_neg | 16,106 | +0.31 | +4.69 |
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| btc30_pos | 17,105 | +0.32 | +3.83 |
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Universe tiers
| tier | Σω | m pp |
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| U1 | 33,561 | +0.32 |
| U2 | 113 | +1.16 |
Top coins
| rank | sym | Σω·zm |
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| 1 | GXSUSDT | – |
| 2 | FIROUSDT | – |
| 3 | BONDUSDT | – |
| 4 | UMAUSDT | – |
| 5 | AVAUSDT | – |
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 | 0.00667 | YES | +0.20 | +2.47 | +0.43 | -0.07 | -2.33 | -7.11 | +4.78 | 12,221 | 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 | 99 |
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| m pp | +0.04 |
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| SE pp | – |
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| Z | – |
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| WR % | -6.6 |
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| ȳ pp | -4.71 |
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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 | 99.0 | +0.04 |
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 | dn10_30d:Q2 qv24:D1 |
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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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| universe | U1 |
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| veto | none |
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Research data, updated hourly · not financial advice