Setup b4435bcac0
| id | b4435bcac0c9134609f749f36ab53c781cd60d1b21cbca0bcaba2b5edff7b180 |
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| side | AVOID |
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| state | PAPER |
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| exit | E6 |
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| family | T05 |
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| generator | B:avoid |
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| flags | – |
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| freeze UTC | 2026-10-10 07:23 |
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| state since UTC | 2026-10-19 00:30 |
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| α_j | 0.0025 |
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| θ̃ pp | -2.020 |
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| book | SHORT |
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| risk per trade % | 0.25 |
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Rule
| feature | code | pctl from | pctl to |
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| hourly volume / 7d median at least m | T05.m10 | – | – |
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| ADX14 1d (cross-section pctl) | adx_1d:Q1 | 0 | 20 |
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| realised vol 7d (cross-section pctl) | rv168:D10 | 90 | 100 |
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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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| E6 | – | -25 | 72 | t+2 |
MINE
| gate | input | result | value |
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| M1 | sum_w | PASS | 796 |
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| episodes | | 285 |
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| coins | | 164 |
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| weeks | | 127 |
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| M2 | m | PASS | -0.07437 |
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| zbar | | -0.08773 |
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| M3 | t_m | PASS | -10.72 |
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| tau | | 5.803 |
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| M4 | dlr | PASS | 0.1306 |
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| t_dlr | | 4.45 |
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| M6 | n_blocks | PASS | 6 |
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| nonpositive | | 0 |
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| worst_t | | 2.22 |
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| M7 | base_T1 | PASS | -0.04041 |
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| base_T2 | | -0.07744 |
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| base_T3 | | -0.09914 |
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| btc30_neg | | -0.07506 |
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| btc30_pos | | -0.07343 |
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| M8 | max_coin_share | PASS | 0.02513 |
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| t_drop_top5_coins | | -9.834 |
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| t_drop_best4_weeks | | -10.04 |
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| M9 | m_cost2 | PASS | -0.07472 |
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| ybar_cost2 | | -0.09077 |
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| M10 | u2_sum_w | PASS | 745 |
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| u2_m | | -0.07751 |
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| M11 | m_lag3 | PASS | -0.0726 |
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| m | | -0.07437 |
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| missing | | NO |
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| M12 | n | PASS | 3 |
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| min | | 0.04277 |
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| median | | 0.05277 |
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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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| 796 | 813 | 164 | 127 | 285 | -7.44 | -10.72 | -8.77 | -9.04 | +0.00 | +13.06 | -13.06 | 0.69 | 0.64 |
Half-years
| block | Σω | m pp | t | weeks |
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| 2021H2 | 81 | -10.62 | -4.83 | 17 |
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| 2022H1 | 164 | -8.17 | -7.41 | 20 |
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| 2022H2 | 128 | -6.48 | -3.70 | 24 |
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| 2023H1 | 161 | -6.38 | -4.80 | 21 |
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| 2023H2 | 145 | -8.73 | -4.95 | 24 |
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| 2024H1 | 117 | -5.11 | -2.22 | 23 |
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Regimes
| regime | Σω | m pp | t |
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| base_T1 | 216 | -4.04 | -2.92 |
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| base_T2 | 324 | -7.74 | -10.08 |
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| base_T3 | 256 | -9.91 | -7.74 |
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| btc30_neg | 460 | -7.51 | -11.53 |
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| btc30_pos | 336 | -7.34 | -5.54 |
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Universe tiers
| tier | Σω | m pp |
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| U1 | 796 | -7.44 |
| U2 | 745 | -7.75 |
Top coins
| rank | sym | Σω·zm |
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| 1 | MITHUSDT | – |
| 2 | NBSUSDT | – |
| 3 | BONDUSDT | – |
| 4 | HIFIUSDT | – |
| 5 | GXSUSDT | – |
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 | 0.06787 | YES | -3.50 | -1.49 | -4.19 | -3.76 | +0.00 | +13.12 | -13.12 | 461 | 55 | -3.54 | 426 | PASS |
REPLAY veto
| events | Σω | m pp | t | t_wk | pass |
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| 529 | 526 | -4.09 | -2.34 | -2.95 | 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 | 7 |
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| m pp | -3.76 |
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| SE pp | – |
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| Z | – |
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| WR % | 0.0 |
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| ȳ pp | -11.00 |
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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 | 7.0 | -3.76 |
Event history
Transitions
| UTC | from | to | gen |
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| 2026-10-10 06:11 | PROPOSED | SCREENED | G0001 |
| 2026-10-10 06:11 | SCREENED | CANDIDATE | G0001 |
| 2026-10-10 07:23 | CANDIDATE | FROZEN | G0001 |
| 2026-10-19 00:30 | FROZEN | PAPER | admit-2026-10-19 |
Book trades
| sym | decision UTC | exit UTC | reason | R | net pp |
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| – | – | – | – | – | – |
Spec JSON
| atoms | adx_1d:Q1 rv168:D10 |
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| cap | 5 |
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| exit | E6 |
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| fv | F1 |
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| gv | 1 |
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| side | avoid |
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| trigger | T05.m10 |
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| universe | U1 |
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| veto | none |
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Research data, updated hourly · not financial advice