okx-codex-trader/reports/eth-exploration/eth-bearish-failure-confirmation-report.md

ETH Bearish Failure/Confirmation Search

Scope: local OKX ETH/BTC candle CSV only; ETH short-only entries; BTC absolute risk-off filters only. Excluded: staged entry, ETH/BTC relative momentum, crash-follow, calendar/time buckets.

Families: counter-trend mean-reversion failure, volatility expansion second confirmation, and trend exhaustion.

Selected candidate: trend_exhaustion-1H-f50-s240-lb8-th0.012-sl0.03-tp0.045-h72-none.

Verdict: worth a narrow follow-up, but only after reducing drawdown.

Selected metrics

period	total_return	annualized_return	max_drawdown	win_rate	profit_factor	trades
full	0.7205	0.0889	0.3615	0.4585	1.1768	277
3y	0.2570	0.0792	0.1300	0.4711	1.1878	121
1y	0.2684	0.2684	0.0928	0.5556	1.7456	36
6m	0.2247	0.5049	0.0409	0.6000	2.4346	20
3m	0.0252	0.1073	0.0261	0.4286	1.0054	7

Stability

Years: 7, losing years: 2. Months: 77, active months: 65, losing months: 35.

period	return	trades
2020	0.0875	42
2021	0.7410	49
2022	-0.2279	61
2023	-0.1167	14
2024	0.0457	47
2025	0.1187	49
2026	0.1552	15

Worst active months:

period	return	trades
2022-07	-0.0832	4
2022-11	-0.0815	6
2022-04	-0.0704	3
2022-01	-0.0679	10
2025-01	-0.0623	6
2024-07	-0.0543	2
2020-08	-0.0520	2
2024-10	-0.0484	4
2020-09	-0.0417	7
2023-05	-0.0412	3
2024-05	-0.0350	3
2024-09	-0.0314	4

Top 10

name	family	bar	gate	full_total_return	full_annualized_return	full_max_drawdown	full_win_rate	full_profit_factor	full_trades	3y_total_return	1y_total_return	6m_total_return	3m_total_return
trend_exhaustion-1H-f50-s240-lb8-th0.032-sl0.03-tp0.045-h72-none	trend_exhaustion	1H	none	0.8415	0.1006	0.2477	0.5000	1.5040	92	0.3126	0.2296	0.1986	0.0000
trend_exhaustion-1H-f50-s240-lb8-th0.012-sl0.03-tp0.045-h72-none	trend_exhaustion	1H	none	0.7205	0.0889	0.3615	0.4585	1.1768	277	0.2570	0.2684	0.2247	0.0252
trend_exhaustion-1H-f50-s240-lb24-th0.032-sl0.03-tp0.045-h72-none	trend_exhaustion	1H	none	0.6931	0.0862	0.3854	0.4639	1.2223	194	0.0777	0.0035	0.1516	-0.0169
trend_exhaustion-1H-f50-s240-lb16-th0.032-sl0.03-tp0.045-h72-none	trend_exhaustion	1H	none	0.6409	0.0809	0.3304	0.4625	1.2442	160	0.0830	0.0688	0.1344	0.0000
trend_exhaustion-1H-f50-s240-lb24-th0.02-sl0.03-tp0.045-h72-none	trend_exhaustion	1H	none	0.5999	0.0766	0.3921	0.4567	1.1502	289	0.0584	0.0598	0.1033	0.0044
trend_exhaustion-1H-f50-s240-lb24-th0.012-sl0.03-tp0.045-h72-none	trend_exhaustion	1H	none	0.4848	0.0640	0.4322	0.4565	1.1155	368	0.1340	0.1493	0.2003	0.0726
mr_failure-1H-f50-s240-lb24-th0.02-sl0.025-tp0.04-h48-none	mr_failure	1H	none	0.4635	0.0616	0.1075	0.2500	1.3438	200	0.3376	0.1487	0.1861	0.0613
mr_failure-1H-f50-s240-lb24-th0.032-sl0.025-tp0.04-h48-none	mr_failure	1H	none	0.4084	0.0552	0.1479	0.2471	1.3565	174	0.2477	0.0788	0.1087	0.0326
mr_failure-1H-f20-s120-lb24-th0.032-sl0.025-tp0.04-h48-none	mr_failure	1H	none	0.3857	0.0525	0.1329	0.2772	1.3559	184	0.0601	0.0290	-0.0030	-0.0121
trend_exhaustion-1H-f50-s240-lb16-th0.012-sl0.03-tp0.045-h72-none	trend_exhaustion	1H	none	0.3384	0.0468	0.4580	0.4522	1.0961	345	-0.0130	0.0621	0.1920	0.0625