# Recent ETH/BTC Regime Analysis

Scope: local OKX 15m CSV only; no network, no live executor, no orders.

Output files:
- `reports/recent-regime/analysis-20260517-0645-regime.csv`
- `reports/recent-regime/analysis-20260517-0645-false-breakouts.csv`
- `reports/recent-regime/analysis-20260517-0645-lead-lag.csv`
- `reports/recent-regime/analysis-20260517-0645-squeeze.csv`
- `reports/recent-regime/analysis-20260517-0645-candidates.csv`
- `reports/recent-regime/analysis-20260517-0645-report.md`

## Regime Windows
| days | start | end | eth_total_return | btc_total_return | eth_btc_ratio_return | eth_ann_vol | btc_ann_vol | eth_high_low_range | btc_high_low_range | eth_trend_efficiency | btc_trend_efficiency | eth_max_drawdown | btc_max_drawdown |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 90 | 2026-02-16 06:45 | 2026-05-17 06:45 | 0.1108 | 0.1411 | -0.0265 | 0.5751 | 0.4482 | 0.3736 | 0.3269 | 0.2967 | 0.4315 | 0.1726 | 0.1358 |
| 30 | 2026-04-17 06:45 | 2026-05-17 06:45 | -0.0626 | 0.0425 | -0.1008 | 0.4009 | 0.3284 | 0.1412 | 0.1240 | 0.4435 | 0.3428 | 0.1188 | 0.0602 |
| 14 | 2026-05-03 06:45 | 2026-05-17 06:45 | -0.0517 | -0.0021 | -0.0497 | 0.3707 | 0.3094 | 0.1221 | 0.0670 | 0.4237 | 0.0314 | 0.1037 | 0.0602 |
| 7 | 2026-05-10 06:45 | 2026-05-17 06:45 | -0.0621 | -0.0326 | -0.0305 | 0.3565 | 0.2965 | 0.1033 | 0.0627 | 0.6008 | 0.5197 | 0.0893 | 0.0570 |

## BTC Lead/Lag Best Rows
| days | lag_minutes | btc_leads_eth_corr | eth_leads_btc_corr | same_bar_corr |
| --- | --- | --- | --- | --- |
| 7 | 30 | 0.0471 | 0.0300 | 0.8826 |
| 14 | 15 | 0.0021 | 0.0137 | 0.8800 |
| 30 | 60 | 0.0018 | -0.0014 | 0.8862 |
| 90 | 30 | 0.0212 | 0.0075 | 0.9042 |

## False Breakout Profile
| days | symbol | upper_failed_breakouts | upper_24h_reversal_rate | lower_failed_breakouts | lower_24h_reversal_rate |
| --- | --- | --- | --- | --- | --- |
| 90 | ETH | 90 | 0.5889 | 74 | 0.4865 |
| 90 | BTC | 55 | 0.5273 | 51 | 0.6471 |
| 30 | ETH | 18 | 0.7778 | 29 | 0.3793 |
| 30 | BTC | 12 | 0.4167 | 14 | 0.6429 |
| 14 | ETH | 3 | 0.6667 | 16 | 0.3750 |
| 14 | BTC | 5 | 0.4000 | 8 | 0.5000 |
| 7 | ETH | 0 | 0.0000 | 8 | 0.2500 |
| 7 | BTC | 2 | 1.0000 | 4 | 0.2500 |

## BB Squeeze Quality
| days | squeeze_bars | squeeze_bar_rate | median_24h_abs_move_after_squeeze | baseline_median_24h_abs_move | signal_lift | current_squeeze | current_bandwidth | current_threshold |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 90 | 2142 | 0.2479 | 0.0155 | 0.0175 | 0.8833 | True | 0.0110 | 0.0179 |
| 30 | 664 | 0.2305 | 0.0097 | 0.0128 | 0.7554 | True | 0.0110 | 0.0179 |
| 14 | 196 | 0.1457 | 0.0111 | 0.0125 | 0.8880 | True | 0.0110 | 0.0179 |
| 7 | 63 | 0.0936 | 0.0036 | 0.0156 | 0.2335 | True | 0.0110 | 0.0179 |

## Candidate Search Top 10
| family | name | 90d_total_return | 30d_total_return | 14d_total_return | 7d_total_return | max_recent_drawdown | recent_trades |
| --- | --- | --- | --- | --- | --- | --- | --- |
| squeeze_breakout | squeeze-q0.2-th0.004-sl0.008-tp0.016 | -0.0080 | 0.1023 | 0.0550 | 0.0084 | 0.0418 | 27 |
| squeeze_breakout | squeeze-q0.15-th0.004-sl0.008-tp0.016 | -0.0132 | 0.0393 | 0.0262 | 0.0084 | 0.0418 | 19 |
| squeeze_breakout | squeeze-q0.2-th0.007-sl0.006-tp0.012 | -0.0383 | 0.0305 | 0.0318 | 0.0079 | 0.0309 | 21 |
| squeeze_breakout | squeeze-q0.25-th0.007-sl0.006-tp0.012 | -0.0805 | 0.0322 | 0.0234 | 0.0079 | 0.0213 | 24 |
| squeeze_breakout | squeeze-q0.2-th0.004-sl0.006-tp0.012 | -0.1110 | 0.0298 | 0.0342 | 0.0027 | 0.0458 | 37 |
| squeeze_breakout | squeeze-q0.15-th0.007-sl0.006-tp0.012 | 0.0029 | 0.0005 | 0.0217 | 0.0079 | 0.0319 | 17 |
| squeeze_breakout | squeeze-q0.25-th0.004-sl0.008-tp0.016 | -0.1443 | 0.0801 | 0.0443 | -0.0018 | 0.0574 | 31 |
| squeeze_breakout | squeeze-q0.25-th0.004-sl0.006-tp0.012 | -0.1825 | 0.0418 | 0.0258 | -0.0054 | 0.0473 | 42 |
| squeeze_breakout | squeeze-q0.15-th0.007-sl0.008-tp0.016 | 0.0053 | 0.0130 | 0.0122 | -0.0054 | 0.0308 | 14 |
| squeeze_breakout | squeeze-q0.2-th0.007-sl0.008-tp0.016 | -0.0437 | 0.0064 | 0.0019 | -0.0054 | 0.0339 | 18 |

## Read
- Latest window in this run ends at `2026-05-17 06:45`.
- ETH 7d return is -6.21%; BTC 7d return is -3.26%; ETH/BTC ratio 7d return is -3.05%.
- Current ETH BB squeeze flag is `True` with bandwidth 0.0110 vs threshold 0.0179.
- Ranking is deliberately recent-regime first: min(30d, 14d, 7d) return, then 90d return, then lower recent drawdown.