Setup bffab38f30
| id | bffab38f30d8b521f7ede9eca34737517112d65cf3cc6d06c90e7f0d66c47da0 |
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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 | 2026-10-10 07:33 |
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| α_j | 0.0025 |
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| θ̃ pp | -0.764 |
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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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| return 24h (cross-section pctl) | r24h:D10 | 90 | 100 |
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| return 4h (cross-section pctl) | r4h: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 | 1.412e+04 |
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| episodes | | 8605 |
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| coins | | 431 |
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| weeks | | 182 |
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| M2 | m | PASS | -0.02054 |
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| zbar | | -0.02665 |
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| M3 | t_m | PASS | -11.09 |
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| tau | | 5.803 |
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| M4 | dlr | PASS | 0.04922 |
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| t_dlr | | 10.44 |
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| M6 | n_blocks | PASS | 7 |
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| nonpositive | | 0 |
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| worst_t | | 2.986 |
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| M7 | base_T1 | PASS | -0.01247 |
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| base_T2 | | -0.0235 |
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| base_T3 | | -0.02966 |
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| btc30_neg | | -0.01815 |
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| btc30_pos | | -0.02303 |
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| M8 | max_coin_share | PASS | 0.008658 |
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| t_drop_top5_coins | | -10.25 |
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| t_drop_best4_weeks | | -10.73 |
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| M9 | m_cost2 | PASS | -0.02104 |
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| ybar_cost2 | | -0.03085 |
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| M10 | u2_sum_w | PASS | 1.073e+04 |
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| u2_m | | -0.02389 |
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| M11 | m_lag3 | PASS | -0.01945 |
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| m | | -0.02054 |
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| missing | | NO |
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| M12 | n | PASS | 3 |
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| min | | 0.01455 |
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| median | | 0.01862 |
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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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| 14,124 | 16,535 | 431 | 182 | 8,605 | -2.05 | -11.09 | -2.67 | -3.04 | +0.00 | +4.92 | -4.92 | 0.19 | 0.17 |
Half-years
| block | Σω | m pp | t | weeks |
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| 2021H1 | 2,031 | -2.15 | -4.73 | 26 |
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| 2021H2 | 2,185 | -2.49 | -4.08 | 27 |
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| 2022H1 | 3,023 | -1.83 | -4.72 | 27 |
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| 2022H2 | 2,240 | -2.19 | -3.89 | 27 |
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| 2023H1 | 1,504 | -1.62 | -2.99 | 27 |
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| 2023H2 | 1,232 | -2.57 | -3.36 | 27 |
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| 2024H1 | 1,909 | -1.65 | -3.15 | 26 |
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Regimes
| regime | Σω | m pp | t |
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| base_T1 | 5,935 | -1.25 | -7.19 |
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| base_T2 | 4,355 | -2.35 | -6.41 |
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| base_T3 | 3,834 | -2.97 | -6.76 |
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| btc30_neg | 7,904 | -1.81 | -8.34 |
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| btc30_pos | 6,065 | -2.30 | -6.61 |
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Universe tiers
| tier | Σω | m pp |
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| U1 | 14,124 | -2.05 |
| U2 | 10,732 | -2.39 |
Top coins
| rank | sym | Σω·zm |
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| 1 | OOKIUSDT | – |
| 2 | JUVUSDT | – |
| 3 | VITEUSDT | – |
| 4 | OMUSDT | – |
| 5 | KMDUSDT | – |
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 | 0.00000 | YES | -1.49 | -4.90 | -2.00 | -2.12 | +0.00 | +4.47 | -4.47 | 5,112 | 61 | -2.06 | 3,632 | PASS |
REPLAY veto
| events | Σω | m pp | t | t_wk | pass |
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| 4,452 | 4,222 | -1.20 | -1.12 | -1.12 | 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 | 39 |
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| m pp | -1.05 |
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| SE pp | – |
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| Z | – |
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| WR % | 0.0 |
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| ȳ pp | -6.31 |
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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 | 39.0 | -1.05 |
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 |
| 2026-10-10 07:33 | FROZEN | PAPER | replay-b1 |
Book trades
| sym | decision UTC | exit UTC | reason | R | net pp |
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| SUSDT | 2026-10-12 16:00 | 2026-10-13 14:00 | STOP | -1.00 | -30.10 |
| RSRUSDT | 2026-10-12 08:00 | 2026-10-15 09:00 | TIME | +0.32 | +14.08 |
| PHAUSDT | 2026-10-12 08:00 | 2026-10-15 09:00 | TIME | +0.63 | +18.99 |
| GTCUSDT | 2026-10-12 12:00 | 2026-10-15 13:00 | TIME | +0.79 | +27.75 |
| 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 |
| STRKUSDT | 2026-10-15 12:00 | 2026-10-18 13:00 | TIME | +0.66 | +19.93 |
| RLCUSDT | 2026-10-15 16:00 | 2026-10-18 17:00 | TIME | +0.51 | +15.85 |
Spec JSON
| atoms | r24h:D10 r4h: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