# Live Strategy Status - 2026-05-18

Current live service:

- `bb-squeeze-executor.service`
- Strategy: `BB squeeze live l48-bw960-q25 both vc006`
- Symbol: `ETH-USDT-SWAP`
- Bar: `15m`
- Execution mode: live OKX candles, loop polling every 1 second, only newly confirmed candles are processed.
- Status after the manual close on 2026-05-18: service stopped until the exchange-side stop-loss path is deployed and checked.

## Current Decision

Keep the live strategy unchanged.

Recent exploration did not find a replacement that is better across enough windows. The current live BB squeeze strategy is weak over the latest 7d/14d windows, but it remains stronger than the newly tested alternatives over the 30d/90d windows and has usable trade frequency.

Do not increase risk until a replacement has positive 30d and 90d performance after fees with enough trades.

## Live Risk Control Requirement

Every live opening order must include an OKX exchange-side stop-loss attachment.

The executor uses the strategy stop-loss percentage and submits it through `attachAlgoOrds` on the opening market order:

- long stop trigger: `entry_reference * (1 - STOP_LOSS_PCT)`
- short stop trigger: `entry_reference * (1 + STOP_LOSS_PCT)`
- stop order price: `-1`, meaning market execution after trigger

The live strategy still has no fixed take-profit. Its intended exit remains the strategy-side middle-band exit or stop-loss. Adding a fixed take-profit would change the traded strategy and requires separate backtesting.

## Recent Data State

Local OKX cache was refreshed for low timeframes:

- ETH 3m: through `2026-05-17 09:15 UTC`
- ETH 5m: through `2026-05-17 09:10 UTC`
- BTC 3m: through `2026-05-17 09:15 UTC`
- BTC 5m: through `2026-05-17 09:15 UTC`
- ETH/BTC 15m: through `2026-05-17 06:45 UTC`

Data validation passed for ETH/BTC `3m`, `5m`, and `15m`: no duplicate timestamps, no gaps, valid OHLCV rows, and cache roundtrip checks passed.

## Recent Exploration Read

Market state:

- ETH has been materially weaker than BTC over the latest 30d.
- BTC/ETH same-bar correlation remains high, but BTC lead/lag is not strong enough to use as the main alpha.
- Low-bandwidth squeeze is present, but recent squeeze follow-through is weak and needs fast confirmation.

Explored directions:

- False-breakout mean reversion: rejected. Best 5m ETH short is only near flat over 3y.
- BTC regime router v2: rejected. Trade frequency is high, but fee-adjusted returns remain negative.
- 3m/5m recent squeeze and BTC lead/lag candidates: not live-ready. Some 30d/14d/7d rows are positive, but 90d remains negative.

Acceptable next action:

- Keep current live BB squeeze executor.
- Add only read-only observation for promising 3m/5m candidates if signal telemetry is needed.
- Reconsider strategy replacement only after the observation candidate has at least 30-50 forward signals and positive 30d/90d after fees.

Primary reports:

- `reports/live-recent/recent-strategy-report.md`
- `reports/recent-regime/recent-regime-exploration-summary.md`
- `reports/recent-regime/recent-regime-low-timeframe-refresh-summary.md`