Setup ab7d39ad33
| id | ab7d39ad33fb62ee3d7124cbc7a1b671489221128a0e663f4d60dc72e398f777 |
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| side | LONG |
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| state | RETIRED-CONF |
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| exit | E3 |
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| family | T01 |
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| generator | B: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 | +0.590 |
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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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| 4h EMA20 crossed above EMA50 within k 4h bars | T01.k3 | – | – |
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| position in 60d range (cross-section pctl) | pos60d:D1 | 0 | 10 |
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| position in 7d range (cross-section pctl) | pos7d: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 | 575 |
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| episodes | | 303 |
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| coins | | 168 |
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| weeks | | 100 |
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| M2 | m | PASS | 0.02046 |
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| zbar | | 0.02479 |
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| M3 | t_m | PASS | 6.493 |
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| tau | | 5.449 |
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| M4 | dwr | PASS | 0.1546 |
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| t_dwr | | 5.606 |
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| tilt | | 0.2984 |
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| t_tilt | | 7.499 |
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| M5 | ybar | PASS | 0.02254 |
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| M6 | n_blocks | PASS | 7 |
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| nonpositive | | 0 |
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| worst_t | | 1.861 |
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| M7 | base_T1 | PASS | 0.02672 |
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| base_T2 | | 0.01915 |
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| base_T3 | | 0.01981 |
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| btc30_neg | | 0.01845 |
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| btc30_pos | | 0.02163 |
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| M8 | max_coin_share | PASS | 0.03449 |
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| t_drop_top5_coins | | 5.213 |
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| t_drop_best4_weeks | | 5.125 |
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| M9 | m_cost2 | PASS | 0.01961 |
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| ybar_cost2 | | 0.02168 |
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| M10 | u2_sum_w | PASS | 187.7 |
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| u2_m | | 0.0131 |
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| M11 | m_lag3 | PASS | 0.01854 |
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| m | | 0.02046 |
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| missing | | NO |
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| M12 | n | PASS | 4 |
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| min | | 0.01054 |
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| median | | 0.01416 |
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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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| 575 | 576 | 168 | 100 | 303 | +2.05 | +6.49 | +2.48 | +2.25 | +15.46 | -14.38 | +29.84 | 0.32 | 0.31 |
Half-years
| block | Σω | m pp | t | weeks |
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| 2021H1 | 32 | +3.34 | +2.37 | 13 |
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| 2021H2 | 109 | +1.88 | +2.88 | 16 |
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| 2022H1 | 34 | +2.43 | +2.78 | 9 |
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| 2022H2 | 114 | +2.91 | +3.36 | 13 |
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| 2023H1 | 115 | +1.92 | +2.10 | 14 |
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| 2023H2 | 86 | +0.87 | +1.86 | 18 |
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| 2024H1 | 85 | +1.84 | +2.87 | 17 |
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Regimes
| regime | Σω | m pp | t |
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| base_T1 | 69 | +2.67 | +3.04 |
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| base_T2 | 151 | +1.91 | +2.69 |
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| base_T3 | 355 | +1.98 | +5.10 |
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| btc30_neg | 184 | +1.85 | +3.86 |
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| btc30_pos | 384 | +2.16 | +5.44 |
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Universe tiers
| tier | Σω | m pp |
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| U1 | 575 | +2.05 |
| U2 | 188 | +1.31 |
Top coins
| rank | sym | Σω·zm |
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| 1 | DREPUSDT | – |
| 2 | MOBUSDT | – |
| 3 | SANTOSUSDT | – |
| 4 | LTOUSDT | – |
| 5 | BSWUSDT | – |
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 | 0.64312 | NO | -0.22 | -0.37 | -0.49 | -0.53 | -0.37 | +2.65 | -3.02 | 248 | 36 | -0.55 | 128 | 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 | pos60d:D1 pos7d: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 | T01.k3 |
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| universe | U1 |
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| veto | none |
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Research data, updated hourly · not financial advice