Setup ddad187f64
| id | ddad187f647f81a5155dc65df0f7ec238e054e0873ef52f31072fba2e572ddfa |
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| side | LONG |
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| state | PAPER |
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| exit | E2 |
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| family | G:trend |
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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 | 2026-10-19 00:30 |
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| α_j | 0.0025 |
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| θ̃ pp | +0.218 |
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| book | LONG |
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| risk per trade % | 0.25 |
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Rule
| feature | code | pctl from | pctl to |
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| DI+ minus DI- 1d (cross-section pctl) | di_1d:D10 | 90 | 100 |
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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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| E2 | +5 | -10 | 72 | t+2 |
MINE
| gate | input | result | value |
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| M1 | sum_w | PASS | 1.05e+04 |
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| episodes | | 2124 |
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| coins | | 214 |
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| weeks | | 154 |
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| M2 | m | PASS | 0.006748 |
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| zbar | | 0.0115 |
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| M3 | t_m | PASS | 6.926 |
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| tau | | 5.449 |
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| M4 | dwr | PASS | 0.0856 |
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| t_dwr | | 7.306 |
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| tilt | | 0.1617 |
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| t_tilt | | 10.29 |
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| M5 | ybar | PASS | 0.007162 |
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| M6 | n_blocks | PASS | 6 |
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| nonpositive | | 0 |
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| worst_t | | 1.139 |
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| M7 | base_T1 | PASS | 0.01032 |
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| base_T2 | | 0.00665 |
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| base_T3 | | 0.002895 |
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| btc30_neg | | 0.006747 |
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| btc30_pos | | 0.00675 |
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| M8 | max_coin_share | PASS | 0.02083 |
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| t_drop_top5_coins | | 5.664 |
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| t_drop_best4_weeks | | 6.438 |
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| M9 | m_cost2 | PASS | 0.005359 |
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| ybar_cost2 | | 0.005773 |
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| M10 | flag | PASS | LIQ? |
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| u2_sum_w | | 0 |
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| u2_m | | – |
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| M11 | m_lag3 | PASS | 0.006856 |
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| m | | 0.006748 |
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| missing | | NO |
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| M12 | n | PASS | 2 |
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| min | | 0.004787 |
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| median | | 0.004879 |
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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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| 10,502 | 10,605 | 214 | 154 | 2,124 | +0.67 | +6.93 | +1.15 | +0.72 | +8.56 | -7.61 | +16.17 | 0.10 | 0.09 |
Half-years
| block | Σω | m pp | t | weeks |
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| 2021H2 | 961 | +0.45 | +1.74 | 24 |
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| 2022H1 | 2,383 | +0.72 | +3.31 | 27 |
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| 2022H2 | 1,985 | +0.74 | +3.61 | 27 |
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| 2023H1 | 1,665 | +0.31 | +1.14 | 27 |
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| 2023H2 | 1,495 | +0.68 | +2.18 | 27 |
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| 2024H1 | 2,013 | +0.97 | +5.25 | 26 |
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Regimes
| regime | Σω | m pp | t |
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| base_T1 | 3,863 | +1.03 | +7.10 |
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| base_T2 | 3,136 | +0.66 | +3.06 |
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| base_T3 | 3,503 | +0.29 | +2.49 |
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| btc30_neg | 4,977 | +0.67 | +5.23 |
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| btc30_pos | 5,525 | +0.67 | +4.83 |
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Universe tiers
| tier | Σω | m pp |
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| U1 | 10,502 | +0.67 |
| U2 | 0 | – |
Top coins
| rank | sym | Σω·zm |
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| 1 | DEXEUSDT | – |
| 2 | DCRUSDT | – |
| 3 | MLNUSDT | – |
| 4 | JUVUSDT | – |
| 5 | NULSUSDT | – |
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 | 0.00021 | YES | +0.67 | +3.52 | +0.90 | +0.37 | +2.99 | -8.75 | +11.74 | 3,864 | 61 | – | 0 | PASS |
REPLAY veto
| events | Σω | m pp | t | t_wk | pass |
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| 2,238 | 2,224 | +0.47 | +2.26 | +2.26 | 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 | 5 |
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| m pp | +3.65 |
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| SE pp | – |
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| Z | – |
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| WR % | 34.4 |
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| ȳ pp | -1.01 |
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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 | 5.0 | +3.65 |
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 |
| 2026-10-19 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 | di_1d:D10 qv24:D1 |
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| cap | 5 |
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| exit | E2 |
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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