Setup fe7e668bf3
| id | fe7e668bf361bb823c538d85dd962b395386bf00e6e79224df8b160f668ee9ce |
|---|
| side | AVOID |
|---|
| state | PAPER |
|---|
| exit | E6 |
|---|
| family | T13 |
|---|
| generator | B:avoid |
|---|
| flags | – |
|---|
| freeze UTC | 2026-10-10 07:23 |
|---|
| state since UTC | 2026-10-19 00:30 |
|---|
| α_j | 0.0025 |
|---|
| θ̃ pp | -1.813 |
|---|
| book | SHORT |
|---|
| risk per trade % | 0.25 |
|---|
Rule
| feature | code | pctl from | pctl to |
|---|
| runner trigger age | T13.a4_24 | – | – |
|---|
| return 1h (cross-section pctl) | r1h:D10 | 90 | 100 |
|---|
| vol of vol 30d (cross-section pctl) | volvol30d:D10 | 90 | 100 |
|---|
| universe | U1 | – | – |
|---|
| max events per stamp (ω cap) | 5 | – | – |
|---|
Exit
| exit | TP % | SL % | H bars | entry |
|---|
| E6 | – | -25 | 72 | t+2 |
MINE
| gate | input | result | value |
|---|
| M1 | sum_w | PASS | 2322 |
|---|
| episodes | | 1304 |
|---|
| coins | | 310 |
|---|
| weeks | | 176 |
|---|
| M2 | m | PASS | -0.05478 |
|---|
| zbar | | -0.06907 |
|---|
| M3 | t_m | PASS | -10.64 |
|---|
| tau | | 5.803 |
|---|
| M4 | dlr | PASS | 0.1495 |
|---|
| t_dlr | | 11.92 |
|---|
| M6 | n_blocks | PASS | 7 |
|---|
| nonpositive | | 0 |
|---|
| worst_t | | 1.786 |
|---|
| M7 | base_T1 | PASS | -0.03636 |
|---|
| base_T2 | | -0.05424 |
|---|
| base_T3 | | -0.07217 |
|---|
| btc30_neg | | -0.05882 |
|---|
| btc30_pos | | -0.05103 |
|---|
| M8 | max_coin_share | PASS | 0.01163 |
|---|
| t_drop_top5_coins | | -9.932 |
|---|
| t_drop_best4_weeks | | -9.998 |
|---|
| M9 | m_cost2 | PASS | -0.05506 |
|---|
| ybar_cost2 | | -0.07248 |
|---|
| M10 | u2_sum_w | PASS | 2275 |
|---|
| u2_m | | -0.05644 |
|---|
| M11 | m_lag3 | PASS | -0.05202 |
|---|
| m | | -0.05478 |
|---|
| missing | | NO |
|---|
| M12 | n | PASS | 3 |
|---|
| min | | 0.04128 |
|---|
| median | | 0.04856 |
|---|
| 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 |
|---|
| 2,322 | 2,330 | 310 | 176 | 1,304 | -5.48 | -10.64 | -6.91 | -7.22 | +0.00 | +14.95 | -14.95 | 0.52 | 0.50 |
Half-years
| block | Σω | m pp | t | weeks |
|---|
| 2021H1 | 193 | -3.19 | -1.79 | 22 |
|---|
| 2021H2 | 311 | -6.53 | -6.12 | 25 |
|---|
| 2022H1 | 355 | -3.98 | -2.87 | 27 |
|---|
| 2022H2 | 381 | -6.34 | -4.31 | 27 |
|---|
| 2023H1 | 314 | -5.70 | -4.39 | 26 |
|---|
| 2023H2 | 407 | -6.16 | -4.75 | 27 |
|---|
| 2024H1 | 361 | -5.40 | -3.94 | 26 |
|---|
Regimes
| regime | Σω | m pp | t |
|---|
| base_T1 | 743 | -3.64 | -4.41 |
|---|
| base_T2 | 768 | -5.42 | -6.21 |
|---|
| base_T3 | 811 | -7.22 | -9.35 |
|---|
| btc30_neg | 1,110 | -5.88 | -8.59 |
|---|
| btc30_pos | 1,186 | -5.10 | -6.53 |
|---|
Universe tiers
| tier | Σω | m pp |
|---|
| U1 | 2,322 | -5.48 |
| U2 | 2,275 | -5.64 |
Top coins
| rank | sym | Σω·zm |
|---|
| 1 | REQUSDT | – |
| 2 | MLNUSDT | – |
| 3 | ONGUSDT | – |
| 4 | REIUSDT | – |
| 5 | MOBUSDT | – |
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 | 0.00826 | YES | -2.64 | -2.40 | -3.75 | -3.71 | +0.00 | +11.96 | -11.96 | 1,035 | 61 | -2.50 | 990 | PASS |
REPLAY veto
| events | Σω | m pp | t | t_wk | pass |
|---|
| 863 | 857 | -0.95 | -0.24 | -0.24 | 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 | 7 |
|---|
| m pp | -3.28 |
|---|
| SE pp | – |
|---|
| Z | – |
|---|
| WR % | 0.0 |
|---|
| ȳ pp | -10.99 |
|---|
| next look wk | 13 |
|---|
| boundary Z | – |
|---|
| week UTC | Σω | x_w pp |
|---|
| 2026-10-12 | 7.0 | -3.28 |
Event history
Transitions
| UTC | from | to | gen |
|---|
| 2026-10-10 06:11 | PROPOSED | SCREENED | G0001 |
| 2026-10-10 06:11 | SCREENED | CANDIDATE | G0001 |
| 2026-10-10 07:23 | 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 | r1h:D10 volvol30d:D10 |
|---|
| cap | 5 |
|---|
| exit | E6 |
|---|
| fv | F1 |
|---|
| gv | 1 |
|---|
| side | avoid |
|---|
| trigger | T13.a4_24 |
|---|
| universe | U1 |
|---|
| veto | none |
|---|
Research data, updated hourly · not financial advice