Setup c4ba316b10
| id | c4ba316b109784489dc818d9b27e310b6fd33ab1fc80df9f92d4f71a6d0c3891 |
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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:range |
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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 | +0.151 |
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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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| distance from 20d high (cross-section pctl) | dhi20d: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 | 3.221e+04 |
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| episodes | | 7041 |
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| coins | | 338 |
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| weeks | | 182 |
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| M2 | m | PASS | 0.004035 |
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| zbar | | 0.008944 |
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| M3 | t_m | PASS | 6.849 |
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| tau | | 5.449 |
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| M4 | dwr | PASS | 0.04111 |
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| t_dwr | | 5.886 |
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| tilt | | 0.1115 |
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| t_tilt | | 10.63 |
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| M5 | ybar | PASS | 0.005926 |
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| M6 | n_blocks | PASS | 7 |
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| nonpositive | | 0 |
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| worst_t | | 1.193 |
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| M7 | base_T1 | PASS | 0.003375 |
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| base_T2 | | 0.004469 |
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| base_T3 | | 0.004293 |
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| btc30_neg | | 0.003839 |
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| btc30_pos | | 0.004353 |
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| M8 | max_coin_share | PASS | 0.01074 |
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| t_drop_top5_coins | | 5.926 |
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| t_drop_best4_weeks | | 6.341 |
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| M9 | m_cost2 | PASS | 0.002685 |
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| ybar_cost2 | | 0.004576 |
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| M10 | flag | PASS | LIQ? |
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| u2_sum_w | | 89.18 |
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| u2_m | | 0.001071 |
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| M11 | m_lag3 | PASS | 0.004082 |
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| m | | 0.004035 |
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| missing | | NO |
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| M12 | n | PASS | 3 |
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| min | | 0.001878 |
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| median | | 0.0023 |
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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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| 32,206 | 39,779 | 338 | 182 | 7,041 | +0.40 | +6.85 | +0.89 | +0.59 | +4.11 | -7.04 | +11.15 | 0.06 | 0.05 |
Half-years
| block | Σω | m pp | t | weeks |
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| 2021H1 | 4,184 | +0.45 | +2.54 | 26 |
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| 2021H2 | 4,881 | +0.46 | +2.83 | 27 |
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| 2022H1 | 5,027 | +0.63 | +3.18 | 27 |
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| 2022H2 | 4,444 | +0.23 | +1.70 | 27 |
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| 2023H1 | 4,432 | +0.29 | +2.28 | 27 |
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| 2023H2 | 4,488 | +0.12 | +1.19 | 27 |
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| 2024H1 | 4,750 | +0.60 | +3.96 | 26 |
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Regimes
| regime | Σω | m pp | t |
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| base_T1 | 11,063 | +0.34 | +3.33 |
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| base_T2 | 10,382 | +0.45 | +4.33 |
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| base_T3 | 10,761 | +0.43 | +4.44 |
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| btc30_neg | 15,408 | +0.38 | +5.60 |
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| btc30_pos | 16,441 | +0.44 | +4.45 |
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Universe tiers
| tier | Σω | m pp |
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| U1 | 32,206 | +0.40 |
| U2 | 89 | +0.11 |
Top coins
| rank | sym | Σω·zm |
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| 1 | DREPUSDT | – |
| 2 | WINGUSDT | – |
| 3 | DATAUSDT | – |
| 4 | FORTHUSDT | – |
| 5 | RADUSDT | – |
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 | 0.01260 | YES | +0.19 | +2.24 | +0.40 | -0.12 | -0.22 | -4.97 | +4.75 | 11,131 | 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 | 81 |
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| m pp | +0.09 |
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| SE pp | – |
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| Z | – |
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| WR % | -2.2 |
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| ȳ pp | -4.62 |
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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 | 81.0 | +0.09 |
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 | dhi20d: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