okx-codex-trader/reports/eth-exploration/eth-bb-squeeze-t-gates-report.md

ETH BB squeeze conditional T gate exploration

Run command: rtk .venv/bin/python /home/lxy/okx-codex-trader/scripts/search_eth_bb_squeeze_t_gates.py --bar 15m --years 10.0 Requested years: 10 Actual continuous local history: 2019-12-25 00:00 to 2026-05-17 06:45.

Output files:

• reports/eth-exploration/eth-bb-squeeze-t-gates-summary.csv
• reports/eth-exploration/eth-bb-squeeze-t-gates-report.md

Gate semantics: after an extreme take-profit exit, the script opens a same-side reentry window. A reentry is placed only when the selected gate expression is true.

Top 10 by maker_taker Calmar: | name | trades | reentry_entries | net_total_return | net_annualized_return | net_max_drawdown | net_calmar | worst_month | worst_month_return | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | bb-squeeze-t-l96-bw960-q0.25-sl0.01-xtp0.035-both-btc-up-vc0.006-dd0.25-cd24-tre48-btc_against-mxbuf0-mxc1-hv0.006-fb0.25-rp0.008 | 255 | 31 | 7.66686 | 0.401477 | 0.254454 | 1.5778 | 2021-03 | -0.16387 | | bb-squeeze-t-l48-bw960-q0.25-sl0.01-xtp0.025-long-btc-up-vc0.006-dd0.25-cd24-tre192-recent_profit_spike-mxbuf0.001-mxc2-hv0.006-fb0.25-rp0.008 | 266 | 85 | 8.37453 | 0.418776 | 0.27355 | 1.5309 | 2020-06 | -0.145055 | | bb-squeeze-t-l48-bw960-q0.25-sl0.01-xtp0.025-long-btc-up-vc0.006-dd0.25-cd24-tre192-recent_profit_spike-mxbuf0.002-mxc1-hv0.006-fb0.25-rp0.008 | 266 | 85 | 8.2074 | 0.414793 | 0.274306 | 1.51215 | 2020-06 | -0.145801 | | bb-squeeze-t-l48-bw960-q0.25-sl0.01-xtp0.025-long-btc-up-vc0.006-dd0.25-cd24-tre192-recent_profit_spike-mxbuf0-mxc1-hv0.006-fb0.25-rp0.008 | 270 | 82 | 7.68991 | 0.402059 | 0.279871 | 1.43659 | 2020-06 | -0.165834 | | bb-squeeze-t-l48-bw960-q0.25-sl0.01-xtp0.025-long-btc-up-vc0.006-dd0.25-cd24-tre192-recent_profit_spike-mxbuf0.001-mxc1-hv0.006-fb0.25-rp0.008 | 266 | 82 | 7.62524 | 0.400423 | 0.283153 | 1.41416 | 2020-06 | -0.166459 | | bb-squeeze-t-l48-bw960-q0.25-sl0.01-xtp0.025-long-btc-up-vc0.006-dd0.25-cd24-tre192-recent_profit_spike-mxbuf0-mxc2-hv0.006-fb0.25-rp0.008 | 266 | 82 | 7.3965 | 0.394552 | 0.291171 | 1.35505 | 2020-06 | -0.16437 | | bb-squeeze-t-l48-bw960-q0.25-sl0.01-xtp0.035-long-btc-up-vc0.006-dd0.25-cd24-tre96-btc_against+far_band_close+recent_profit_spike-mxbuf0.001-mxc2-hv0.006-fb0.25-rp0.008 | 179 | 4 | 3.76055 | 0.276193 | 0.209585 | 1.31781 | 2021-03 | -0.145476 | | bb-squeeze-t-l48-bw960-q0.25-sl0.01-xtp0.035-long-btc-up-momo-vcnone-dd0.25-cd24-tre48-btc_against+far_band_close+recent_profit_spike-mxbuf0.001-mxc2-hv0.006-fb0.25-rp0.008 | 174 | 0 | 3.60458 | 0.269566 | 0.209585 | 1.28619 | 2020-06 | -0.12856 | | bb-squeeze-t-l48-bw960-q0.25-sl0.01-xtp0.025-long-btc-up-vc0.006-dd0.25-cd24-tre48-recent_profit_spike-mxbuf0.001-mxc2-hv0.006-fb0.25-rp0.008 | 274 | 70 | 5.82228 | 0.350024 | 0.272821 | 1.28298 | 2021-08 | -0.170872 | | bb-squeeze-t-l48-bw960-q0.25-sl0.01-xtp0.035-long-btc-up-momo-vcnone-dd0.25-cd24-tre48-btc_against+far_band_close+recent_profit_spike-mxbuf0.002-mxc1-hv0.006-fb0.25-rp0.008 | 174 | 0 | 3.57132 | 0.268128 | 0.210027 | 1.27664 | 2020-06 | -0.127353 |

Top 10 by actual reentry count: | name | trades | reentry_windows | reentry_entries | all_gate_hits | net_annualized_return | net_max_drawdown | net_calmar | | --- | --- | --- | --- | --- | --- | --- | --- | | bb-squeeze-t-l96-bw480-q0.15-sl0.01-xtp0.025-both-none-vc0.006-ddnone-cd24-tre192-far_band_close-mxbuf0.001-mxc2-hv0.006-fb0.25-rp0.008 | 1097 | 343 | 320 | 320 | 0.46601 | 0.75067 | 0.620792 | | bb-squeeze-t-l96-bw480-q0.15-sl0.01-xtp0.025-both-none-vc0.006-ddnone-cd24-tre192-far_band_close-mxbuf0.002-mxc1-hv0.006-fb0.25-rp0.008 | 1087 | 341 | 319 | 319 | 0.494194 | 0.691428 | 0.714745 | | bb-squeeze-t-l96-bw480-q0.15-sl0.01-xtp0.025-both-none-vc0.006-ddnone-cd24-tre192-far_band_close-mxbuf0-mxc2-hv0.006-fb0.25-rp0.008 | 1104 | 336 | 312 | 312 | 0.510087 | 0.732104 | 0.696741 | | bb-squeeze-t-l96-bw480-q0.15-sl0.01-xtp0.025-both-none-vc0.006-ddnone-cd24-tre192-far_band_close-mxbuf0.001-mxc1-hv0.006-fb0.25-rp0.008 | 1099 | 335 | 311 | 311 | 0.481237 | 0.725085 | 0.663696 | | bb-squeeze-t-l96-bw480-q0.15-sl0.01-xtp0.025-both-none-vc0.006-ddnone-cd24-tre96-far_band_close-mxbuf0.001-mxc2-hv0.006-fb0.25-rp0.008 | 1103 | 347 | 304 | 304 | 0.532427 | 0.75067 | 0.709269 | | bb-squeeze-t-l96-bw480-q0.15-sl0.01-xtp0.025-both-none-vc0.006-ddnone-cd24-tre192-far_band_close-mxbuf0-mxc1-hv0.006-fb0.25-rp0.008 | 1110 | 328 | 304 | 304 | 0.418724 | 0.776614 | 0.539166 | | bb-squeeze-t-l96-bw480-q0.15-sl0.01-xtp0.025-both-none-vc0.006-ddnone-cd24-tre96-far_band_close-mxbuf0.002-mxc1-hv0.006-fb0.25-rp0.008 | 1091 | 343 | 302 | 302 | 0.52518 | 0.687229 | 0.764199 | | bb-squeeze-t-l96-bw480-q0.15-sl0.01-xtp0.025-both-none-vc0.006-ddnone-cd24-tre96-far_band_close-mxbuf0-mxc2-hv0.006-fb0.25-rp0.008 | 1115 | 343 | 299 | 299 | 0.612469 | 0.718005 | 0.853016 | | bb-squeeze-t-l96-bw480-q0.15-sl0.01-xtp0.025-both-none-vc0.006-ddnone-cd24-tre96-far_band_close-mxbuf0.001-mxc1-hv0.006-fb0.25-rp0.008 | 1106 | 339 | 295 | 295 | 0.536127 | 0.712654 | 0.752297 | | bb-squeeze-t-l96-bw480-q0.15-sl0.01-xtp0.025-both-none-vc0.006-ddnone-cd24-tre48-far_band_close-mxbuf0.001-mxc2-hv0.006-fb0.25-rp0.008 | 1111 | 348 | 295 | 295 | 0.508364 | 0.75067 | 0.677214 |

Verdict:

• Best maker_taker Calmar: bb-squeeze-t-l96-bw960-q0.25-sl0.01-xtp0.035-both-btc-up-vc0.006-dd0.25-cd24-tre48-btc_against-mxbuf0-mxc1-hv0.006-fb0.25-rp0.008 with Calmar 1.5778, annualized 0.401477, MDD 0.254454, worst month 2021-03 -0.16387, reentries 31.