Setup f8d972f6bc
| id | f8d972f6bc7a51bd7142c124fa074be4dde64b765352e2bf4c5e1bdc5528ce94 |
|---|
| side | LONG |
|---|
| state | PAPER |
|---|
| exit | E3 |
|---|
| family | G:range |
|---|
| generator | A4:long |
|---|
| flags | LIQ? |
|---|
| freeze UTC | 2026-10-10 07:22 |
|---|
| state since UTC | 2026-10-19 00:30 |
|---|
| α_j | 0.0025 |
|---|
| θ̃ pp | +0.174 |
|---|
| book | LONG |
|---|
| risk per trade % | 0.25 |
|---|
Rule
| feature | code | pctl from | pctl to |
|---|
| distance from 60d high (cross-section pctl) | dhi60d:Q1 | 0 | 20 |
|---|
| 24h quote volume (cross-section pctl) | qv24:D1 | 0 | 10 |
|---|
| universe | U1 | – | – |
|---|
| max events per stamp (ω cap) | 5 | – | – |
|---|
Exit
| exit | TP % | SL % | H bars | entry |
|---|
| E3 | +10 | -7 | 72 | t+2 |
MINE
| gate | input | result | value |
|---|
| M1 | sum_w | PASS | 3.108e+04 |
|---|
| episodes | | 4391 |
|---|
| coins | | 315 |
|---|
| weeks | | 180 |
|---|
| M2 | m | PASS | 0.00474 |
|---|
| zbar | | 0.01018 |
|---|
| M3 | t_m | PASS | 6.935 |
|---|
| tau | | 5.449 |
|---|
| M4 | dwr | PASS | 0.05062 |
|---|
| t_dwr | | 7.476 |
|---|
| tilt | | 0.126 |
|---|
| t_tilt | | 12.5 |
|---|
| M5 | ybar | PASS | 0.00754 |
|---|
| M6 | n_blocks | PASS | 7 |
|---|
| nonpositive | | 0 |
|---|
| worst_t | | 0.03255 |
|---|
| M7 | base_T1 | PASS | 0.005167 |
|---|
| base_T2 | | 0.00401 |
|---|
| base_T3 | | 0.004975 |
|---|
| btc30_neg | | 0.005532 |
|---|
| btc30_pos | | 0.004042 |
|---|
| M8 | max_coin_share | PASS | 0.01401 |
|---|
| t_drop_top5_coins | | 6.135 |
|---|
| t_drop_best4_weeks | | 5.995 |
|---|
| M9 | m_cost2 | PASS | 0.003393 |
|---|
| ybar_cost2 | | 0.006193 |
|---|
| M10 | flag | PASS | LIQ? |
|---|
| u2_sum_w | | 69.54 |
|---|
| u2_m | | -0.003314 |
|---|
| M11 | m_lag3 | PASS | 0.004768 |
|---|
| m | | 0.00474 |
|---|
| missing | | NO |
|---|
| M12 | n | PASS | 2 |
|---|
| min | | 0.003078 |
|---|
| median | | 0.003586 |
|---|
| M13 | fdr | PASS | 0 |
|---|
| 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 |
|---|
| 31,084 | 39,262 | 315 | 180 | 4,391 | +0.47 | +6.93 | +1.02 | +0.75 | +5.06 | -7.54 | +12.60 | 0.07 | 0.07 |
Half-years
| block | Σω | m pp | t | weeks |
|---|
| 2021H1 | 4,279 | +0.15 | +0.68 | 24 |
|---|
| 2021H2 | 5,018 | +0.54 | +3.25 | 27 |
|---|
| 2022H1 | 4,481 | +0.64 | +3.03 | 27 |
|---|
| 2022H2 | 4,481 | +0.60 | +3.79 | 27 |
|---|
| 2023H1 | 4,295 | +0.62 | +5.29 | 27 |
|---|
| 2023H2 | 4,208 | +0.01 | +0.03 | 27 |
|---|
| 2024H1 | 4,322 | +0.74 | +5.51 | 26 |
|---|
Regimes
| regime | Σω | m pp | t |
|---|
| base_T1 | 10,715 | +0.52 | +4.29 |
|---|
| base_T2 | 9,713 | +0.40 | +3.04 |
|---|
| base_T3 | 10,656 | +0.50 | +4.72 |
|---|
| btc30_neg | 14,784 | +0.55 | +6.31 |
|---|
| btc30_pos | 16,057 | +0.40 | +3.94 |
|---|
Universe tiers
| tier | Σω | m pp |
|---|
| U1 | 31,084 | +0.47 |
| U2 | 70 | -0.33 |
Top coins
| rank | sym | Σω·zm |
|---|
| 1 | BADGERUSDT | – |
| 2 | VGXUSDT | – |
| 3 | RADUSDT | – |
| 4 | CTXCUSDT | – |
| 5 | DREPUSDT | – |
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 |
|---|
| 1 | 0.10 | 0.01513 | YES | +0.31 | +2.17 | +0.57 | +0.02 | +3.12 | -4.19 | +7.32 | 9,175 | 61 | – | 0 | PASS |
REPLAY veto
| events | Σω | m pp | t | t_wk | pass |
|---|
| 10,478 | 9,230 | +0.24 | +2.10 | +2.10 | PASS |
Forward weekly x_w
Forward Z path
| looks wk | 13 | 26 | 39 | 52 | 78 | 104 |
|---|
| boundary Z | – | – | – | 4.09 | 3.31 | 2.82 |
|---|
| futility Z | -1.0 | 0.0 | – | 0.5 | – | – |
|---|
| weeks elapsed | 1 |
|---|
| weeks with events | 1 |
|---|
| Σω | 84 |
|---|
| m pp | -1.36 |
|---|
| SE pp | – |
|---|
| Z | – |
|---|
| WR % | -10.1 |
|---|
| ȳ pp | -6.29 |
|---|
| next look wk | 13 |
|---|
| boundary Z | – |
|---|
| week UTC | Σω | x_w pp |
|---|
| 2026-10-12 | 84.0 | -1.36 |
Event history
Transitions
| UTC | from | to | gen |
|---|
| 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 |
|---|
| – | – | – | – | – | – |
Spec JSON
| atoms | dhi60d:Q1 qv24:D1 |
|---|
| cap | 5 |
|---|
| exit | E3 |
|---|
| fv | F1 |
|---|
| gv | 1 |
|---|
| side | long |
|---|
| universe | U1 |
|---|
| veto | none |
|---|
Research data, updated hourly · not financial advice