Setup f7047ac6fb
| id | f7047ac6fb02c5a261b41ed99e17d22949ef2c4386c72aa68368271a3b69fcdb |
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| side | LONG |
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| state | RETIRED-CONF |
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| exit | E4 |
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| family | T04 |
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| generator | B:long |
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| flags | – |
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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 | +0.300 |
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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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| close below prior N-hour low | T04.N72 | – | – |
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| distance from 20d high (cross-section pctl) | dhi20d:Q1 | 0 | 20 |
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| DI+ minus DI- 1d (cross-section pctl) | di_1d: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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| E4 | +15 | -10 | 168 | t+2 |
MINE
| gate | input | result | value |
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| M1 | sum_w | PASS | 1014 |
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| episodes | | 742 |
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| coins | | 255 |
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| weeks | | 144 |
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| M2 | m | PASS | 0.01912 |
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| zbar | | 0.02103 |
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| M3 | t_m | PASS | 5.45 |
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| tau | | 5.449 |
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| M4 | dwr | PASS | 0.1308 |
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| t_dwr | | 7.751 |
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| tilt | | 0.1713 |
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| t_tilt | | 5.87 |
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| M5 | ybar | PASS | 0.02206 |
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| M6 | n_blocks | PASS | 6 |
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| nonpositive | | 0 |
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| worst_t | | 1.132 |
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| M7 | base_T1 | PASS | 0.02912 |
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| base_T2 | | 0.008624 |
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| base_T3 | | 0.01425 |
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| btc30_neg | | 0.01932 |
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| btc30_pos | | 0.01896 |
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| M8 | max_coin_share | PASS | 0.01559 |
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| t_drop_top5_coins | | 4.183 |
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| t_drop_best4_weeks | | 4.588 |
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| M9 | m_cost2 | PASS | 0.01836 |
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| ybar_cost2 | | 0.02129 |
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| M10 | u2_sum_w | PASS | 470.9 |
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| u2_m | | 0.01253 |
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| M11 | m_lag3 | PASS | 0.01812 |
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| m | | 0.01912 |
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| missing | | NO |
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| M12 | n | PASS | 4 |
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| min | | 0.001373 |
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| median | | 0.01343 |
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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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| 1,014 | 1,063 | 255 | 144 | 742 | +1.91 | +5.45 | +2.10 | +2.21 | +13.08 | -4.05 | +17.13 | 0.35 | 0.35 |
Half-years
| block | Σω | m pp | t | weeks |
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| 2021H2 | 163 | +1.96 | +1.71 | 24 |
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| 2022H1 | 178 | +3.17 | +3.74 | 24 |
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| 2022H2 | 171 | +1.45 | +1.87 | 24 |
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| 2023H1 | 171 | +1.19 | +1.44 | 23 |
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| 2023H2 | 154 | +0.94 | +1.13 | 25 |
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| 2024H1 | 177 | +2.59 | +3.00 | 24 |
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Regimes
| regime | Σω | m pp | t |
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| base_T1 | 451 | +2.91 | +6.10 |
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| base_T2 | 314 | +0.86 | +1.47 |
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| base_T3 | 249 | +1.43 | +1.84 |
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| btc30_neg | 450 | +1.93 | +3.78 |
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| btc30_pos | 564 | +1.90 | +3.83 |
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Universe tiers
| tier | Σω | m pp |
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| U1 | 1,014 | +1.91 |
| U2 | 471 | +1.25 |
Top coins
| rank | sym | Σω·zm |
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| 1 | DREPUSDT | – |
| 2 | AKROUSDT | – |
| 3 | TCTUSDT | – |
| 4 | VTHOUSDT | – |
| 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 |
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| 1 | 0.10 | 0.33462 | NO | +0.26 | +0.43 | +0.41 | -1.26 | +5.40 | +2.64 | +2.75 | 488 | 57 | -0.38 | 246 | 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 | 0 |
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| Σω | – |
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| m pp | – |
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| SE pp | – |
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| Z | – |
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| WR % | – |
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| ȳ pp | – |
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| next look wk | 13 |
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| boundary Z | – |
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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:Q1 di_1d:D10 |
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| cap | 5 |
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| exit | E4 |
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| fv | F1 |
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| gv | 1 |
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| side | long |
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| trigger | T04.N72 |
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| universe | U1 |
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| veto | none |
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Research data, updated hourly · not financial advice