{
  "created_at": "2026-05-08T16:12:57Z",
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    "decision_candle_time": "2026-05-08T15:30:00Z",
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    "engine": "micro",
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      "range_high": 2304.08,
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    "latest_local_candle_time": "2026-05-08T15:45:00Z",
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    "params": {
      "atr_quantile": 0.15,
      "atr_quantile_window": 480,
      "atr_window": 48,
      "margin_fraction": 0.25,
      "max_hold_bars": 32,
      "range_window": 96,
      "session": "us",
      "stop_loss_pct": 0.008,
      "take_profit_pct": 0.016
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    "raw_long_signal": false,
    "raw_short_signal": false,
    "session_ok": true,
    "signal": "no_signal",
    "symbol": "ETH-USDT-SWAP"
  },
  "mode": "readonly_signal_intent",
  "nextgen": {
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      "aligned_candles": 223360,
      "btc_candles": "data/okx-candles/BTC-USDT-SWAP/15m.csv",
      "decision_candle_time": "2026-05-08T15:30:00Z",
      "decision_candle_ts": 1778254200000,
      "decision_rule": "use the aligned candle immediately before the latest aligned local candle",
      "eth_candles": "data/okx-candles/ETH-USDT-SWAP/15m.csv",
      "latest_aligned_candle_time": "2026-05-08T15:45:00Z",
      "latest_aligned_candle_ts": 1778255100000,
      "source": "local_csv"
    },
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      "signal": "no_signal"
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    "legs": [
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        "conditions": {
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        "direction": "long",
        "dry_run_action": "observe_no_signal",
        "entry_rule": "eth_close > eth_sma50 and eth_rsi2 <= 3 and btc_close > btc_sma480 and btc_momentum_240 >= minimum",
        "exit_rule": "eth_rsi2 >= exit_rsi or btc_close < btc_sma480; shock leg also exits when shock guard fails",
        "exit_signal": true,
        "family": "btc_trend_eth_rsi",
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        "params": {
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          "btc_trend_sma": 480,
          "eth_exit_rsi": 55.0,
          "eth_rsi_threshold": 3.0,
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        "signal": false,
        "suggested_weight": 0.5,
        "symbol": "ETH-USDT-SWAP"
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          "btc_momentum_at_or_above_min": {
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          "btc_realized_vol_at_or_below_max": {
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          "eth_close_above_sma50": {
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          "eth_rsi2_at_or_below_3": {
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        "exit_rule": "eth_rsi2 >= exit_rsi or btc_close < btc_sma480; shock leg also exits when shock guard fails",
        "exit_signal": true,
        "family": "btc_shock_guard_eth_rsi",
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        "intent": "no_signal",
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        "params": {
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          "eth_rsi_threshold": 3.0,
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        "symbol": "ETH-USDT-SWAP"
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    ]
  },
  "order_client": null,
  "private_key_required": false,
  "risk_limits": {
    "blocked_for_live_trading": true,
    "blocker": "persistent virtual position state is not maintained by this read-only signal builder",
    "execution": "intent_only",
    "no_cancel_submission": true,
    "no_order_submission": true,
    "no_position_state_assumed": true
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  "strategy": {
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    "cost_model": "maker_taker",
    "direction": "nextgen_long_only_or_micro_observation",
    "name": "switch-l30-r96_q0.15_mf0.25_us",
    "roundtrip_cost_on_margin": 0.0021,
    "source_report": "reports/eth-exploration/eth-nextgen-micro-portfolio-report.md",
    "symbol": "ETH-USDT-SWAP"
  },
  "submitted_orders": 0,
  "switch_state": {
    "active_engine": "nextgen",
    "decision_date": "2026-04-29",
    "lookback_days": 30,
    "micro_30d_return": -0.0081957115778859,
    "micro_equity": 10864.981539168395,
    "nextgen_30d_return": 0.016854077119548894,
    "nextgen_equity": 25219.39752888712,
    "switch_rule": "prior completed daily nextgen 30d return < 0 and micro 30d return > 0"
  }
}