Setup ef7e040b8b
| id | ef7e040b8bd5c7a8faffde7ec41ca453dcfe3cced62989372fdab75d215c0b5f |
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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:volume |
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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 | +0.141 |
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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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| 24h quote volume (cross-section pctl) | qv24:D1 | 0 | 10 |
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| vol of vol 30d (cross-section pctl) | volvol30d:Q5 | 80 | 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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| E3 | +10 | -7 | 72 | t+2 |
MINE
| gate | input | result | value |
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| M1 | sum_w | PASS | 3.291e+04 |
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| episodes | | 5494 |
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| coins | | 319 |
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| weeks | | 180 |
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| M2 | m | PASS | 0.005036 |
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| zbar | | 0.01081 |
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| M3 | t_m | PASS | 6.665 |
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| tau | | 5.449 |
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| M4 | dwr | PASS | 0.0505 |
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| t_dwr | | 6.833 |
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| tilt | | 0.1508 |
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| t_tilt | | 15.05 |
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| M5 | ybar | PASS | 0.008537 |
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| M6 | n_blocks | PASS | 7 |
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| nonpositive | | 0 |
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| worst_t | | 1.285 |
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| M7 | base_T1 | PASS | 0.008693 |
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| base_T2 | | 0.004386 |
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| base_T3 | | 0.002068 |
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| btc30_neg | | 0.004503 |
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| btc30_pos | | 0.0057 |
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| M8 | max_coin_share | PASS | 0.02083 |
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| t_drop_top5_coins | | 6.328 |
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| t_drop_best4_weeks | | 6.499 |
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| M9 | m_cost2 | PASS | 0.003688 |
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| ybar_cost2 | | 0.007189 |
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| M10 | flag | PASS | LIQ? |
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| u2_sum_w | | 74.7 |
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| u2_m | | 0.0005378 |
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| M11 | m_lag3 | PASS | 0.00526 |
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| m | | 0.005036 |
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| missing | | NO |
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| M12 | n | PASS | 2 |
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| min | | 0.0036 |
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| median | | 0.00379 |
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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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| 32,906 | 44,689 | 319 | 180 | 5,494 | +0.50 | +6.67 | +1.08 | +0.85 | +5.05 | -10.03 | +15.08 | 0.08 | 0.06 |
Half-years
| block | Σω | m pp | t | weeks |
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| 2021H1 | 4,129 | +0.42 | +1.38 | 24 |
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| 2021H2 | 5,169 | +0.44 | +1.85 | 27 |
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| 2022H1 | 5,214 | +0.62 | +3.98 | 27 |
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| 2022H2 | 4,509 | +0.72 | +5.96 | 27 |
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| 2023H1 | 4,457 | +0.30 | +2.19 | 27 |
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| 2023H2 | 4,284 | +0.20 | +1.29 | 27 |
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| 2024H1 | 5,144 | +0.75 | +3.84 | 26 |
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Regimes
| regime | Σω | m pp | t |
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| base_T1 | 11,156 | +0.87 | +7.90 |
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| base_T2 | 10,250 | +0.44 | +3.59 |
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| base_T3 | 11,500 | +0.21 | +2.00 |
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| btc30_neg | 15,434 | +0.45 | +4.88 |
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| btc30_pos | 17,268 | +0.57 | +5.43 |
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Universe tiers
| tier | Σω | m pp |
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| U1 | 32,906 | +0.50 |
| U2 | 75 | +0.05 |
Top coins
| rank | sym | Σω·zm |
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| 1 | ATMUSDT | – |
| 2 | MLNUSDT | – |
| 3 | DEXEUSDT | – |
| 4 | OGUSDT | – |
| 5 | STPTUSDT | – |
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 | 0.15792 | NO | +0.11 | +1.00 | +0.38 | -0.15 | -1.80 | -8.43 | +6.63 | 11,429 | 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 | 70 |
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| m pp | -1.33 |
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| SE pp | – |
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| Z | – |
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| WR % | -7.0 |
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| ȳ pp | -5.41 |
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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 | 70.0 | -1.33 |
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 | qv24:D1 volvol30d:Q5 |
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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