Setup b86d30c40b
| id | b86d30c40b041bf01f516a50d939d1a16b762925634279e59b47618cc2b272f0 |
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| side | AVOID |
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| state | PAPER |
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| exit | E6 |
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| family | T07 |
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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 | 2026-10-12 00:30 |
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| α_j | 0.0025 |
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| θ̃ pp | -0.936 |
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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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| drawdown from 7d high at least d% | T07.d15 | – | – |
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| DI+ minus DI- 4h (cross-section pctl) | di_4h:D10 | 90 | 100 |
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| distance to EMA20 1h (cross-section pctl) | ema20_1h: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 | 1.488e+04 |
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| episodes | | 5499 |
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| coins | | 399 |
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| weeks | | 182 |
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| M2 | m | PASS | -0.02639 |
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| zbar | | -0.03508 |
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| M3 | t_m | PASS | -10.95 |
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| tau | | 5.803 |
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| M4 | dlr | PASS | 0.0658 |
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| t_dlr | | 11 |
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| M6 | n_blocks | PASS | 7 |
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| nonpositive | | 0 |
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| worst_t | | 1.52 |
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| M7 | base_T1 | PASS | -0.01408 |
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| base_T2 | | -0.03114 |
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| base_T3 | | -0.03874 |
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| btc30_neg | | -0.02762 |
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| btc30_pos | | -0.02448 |
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| M8 | max_coin_share | PASS | 0.0102 |
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| t_drop_top5_coins | | -10.25 |
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| t_drop_best4_weeks | | -9.901 |
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| M9 | m_cost2 | PASS | -0.02685 |
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| ybar_cost2 | | -0.03895 |
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| M10 | u2_sum_w | PASS | 1.173e+04 |
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| u2_m | | -0.03135 |
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| M11 | m_lag3 | PASS | -0.02555 |
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| m | | -0.02639 |
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| missing | | NO |
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| M12 | n | PASS | 3 |
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| min | | 0.02012 |
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| median | | 0.02031 |
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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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| 14,881 | 16,782 | 399 | 182 | 5,499 | -2.64 | -10.95 | -3.51 | -3.85 | +0.00 | +6.58 | -6.58 | 0.24 | 0.22 |
Half-years
| block | Σω | m pp | t | weeks |
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| 2021H1 | 2,269 | -1.85 | -2.56 | 26 |
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| 2021H2 | 2,369 | -3.62 | -5.20 | 27 |
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| 2022H1 | 3,108 | -2.68 | -6.69 | 27 |
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| 2022H2 | 2,444 | -2.66 | -4.85 | 27 |
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| 2023H1 | 1,569 | -1.64 | -1.52 | 27 |
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| 2023H2 | 1,247 | -3.64 | -4.70 | 27 |
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| 2024H1 | 1,875 | -2.44 | -3.19 | 26 |
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Regimes
| regime | Σω | m pp | t |
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| base_T1 | 6,037 | -1.41 | -3.79 |
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| base_T2 | 4,603 | -3.11 | -7.23 |
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| base_T3 | 4,241 | -3.87 | -7.89 |
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| btc30_neg | 8,034 | -2.76 | -9.46 |
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| btc30_pos | 6,627 | -2.45 | -5.32 |
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Universe tiers
| tier | Σω | m pp |
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| U1 | 14,881 | -2.64 |
| U2 | 11,729 | -3.14 |
Top coins
| rank | sym | Σω·zm |
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| 1 | KMDUSDT | – |
| 2 | OOKIUSDT | – |
| 3 | FORTHUSDT | – |
| 4 | MLNUSDT | – |
| 5 | REIUSDT | – |
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 |
|---|
| 1 | 0.10 | 0.00024 | YES | -1.62 | -3.49 | -2.29 | -2.29 | +0.00 | +5.04 | -5.04 | 4,946 | 61 | -2.10 | 3,836 | PASS |
REPLAY veto
| events | Σω | m pp | t | t_wk | pass |
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| 4,293 | 4,072 | -1.33 | -1.69 | -2.18 | 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 | 51 |
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| m pp | -1.43 |
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| SE pp | – |
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| Z | – |
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| WR % | 0.0 |
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| ȳ pp | -6.48 |
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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 | 51.0 | -1.43 |
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 |
| 2026-10-12 00:30 | FROZEN | PAPER | admit-2026-10-12 |
Book trades
| sym | decision UTC | exit UTC | reason | R | net pp |
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| RSRUSDT | 2026-10-12 08:00 | 2026-10-15 09:00 | TIME | +0.32 | +14.08 |
| GTCUSDT | 2026-10-12 12:00 | 2026-10-15 13:00 | TIME | +0.79 | +27.75 |
| OGNUSDT | 2026-10-12 16:00 | 2026-10-15 17:00 | TIME | +0.28 | +9.58 |
| XAIUSDT | 2026-10-13 00:00 | 2026-10-16 01:00 | TIME | +0.26 | +7.75 |
| MAGICUSDT | 2026-10-13 20:00 | 2026-10-16 21:00 | TIME | +0.30 | +8.99 |
| AVAUSDT | 2026-10-15 12:00 | 2026-10-17 17:00 | STOP | -1.00 | -30.11 |
| RLCUSDT | 2026-10-15 16:00 | 2026-10-18 17:00 | TIME | +0.51 | +15.85 |
| GTCUSDT | 2026-10-17 12:00 | 2026-10-19 03:00 | STOP | -1.17 | -30.10 |
Spec JSON
| atoms | di_4h:D10 ema20_1h: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 | 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