okx-codex-trader/reports/eth-exploration/eth-focused-portfolio-signal-intent.md

ETH-focused portfolio signal intent

Dry-run only. No order or cancel request was submitted.

Portfolio

• Created at: 2026-05-10T15:05:29Z
• Direction: long_only
• Active signal count: 0
• Active suggested weight: 0.00000000
• Needs order: False
• Needs cancel: False

Legs

Leg	Bar	Signal	Weight	Action	Decision candle
eth_btc_rsi_filter_15m	15m	False	0.80314757	hold	2026-05-10T14:30:00Z
btc_lead_eth_lag_15m	15m	False	0.09459139	hold	2026-05-10T14:30:00Z
btc_lead_eth_lag_5m	5m	False	0.10226104	hold	2026-05-10T14:55:00Z

Intent JSON

{
  "candles": {
    "BTC-USDT-SWAP": {
      "15m": {
        "first_ts": 1576476000000,
        "last_time": "2026-05-10T14:45:00Z",
        "last_ts": 1778424300000,
        "rows": 224388
      },
      "5m": {
        "first_ts": 1576476300000,
        "last_time": "2026-05-10T15:00:00Z",
        "last_ts": 1778425200000,
        "rows": 673164
      }
    },
    "ETH-USDT-SWAP": {
      "15m": {
        "first_ts": 1577232000000,
        "last_time": "2026-05-10T14:45:00Z",
        "last_ts": 1778424300000,
        "rows": 223548
      },
      "5m": {
        "first_ts": 1577232000000,
        "last_time": "2026-05-10T15:00:00Z",
        "last_ts": 1778425200000,
        "rows": 670645
      }
    }
  },
  "created_at": "2026-05-10T15:05:29Z",
  "legs": [
    {
      "bar": "15m",
      "decision_candle_time": "2026-05-10T14:30:00Z",
      "decision_candle_ts": 1778423400000,
      "dry_run_action": "hold",
      "entry_rule": "btc_close > btc_sma and btc_momentum >= minimum and eth_close > eth_sma and eth_rsi2 <= threshold",
      "exit_signal": true,
      "family": "eth_btc_rsi_filter",
      "indicators": {
        "btc_close": 80858.9,
        "btc_momentum": 0.017205678112797385,
        "btc_sma": 80691.39562499993,
        "eth_close": 2329.56,
        "eth_rsi2": 77.91013708283481,
        "eth_sma": 2326.5468
      },
      "latest_local_candle_time": "2026-05-10T14:45:00Z",
      "latest_local_candle_ts": 1778424300000,
      "leg_id": "eth_btc_rsi_filter_15m",
      "needs_cancel": false,
      "needs_order": false,
      "params": {
        "btc_min_momentum": 0.0,
        "btc_momentum_lookback": 240,
        "btc_trend_sma": 480,
        "eth_exit_rsi": 55.0,
        "eth_rsi_threshold": 3.0,
        "eth_trend_sma": 50
      },
      "risk_limits": {
        "leverage": 3,
        "max_hold_bars": null,
        "max_weight": 0.80314757,
        "stop_loss_pct": null,
        "take_profit_pct": null
      },
      "signal": false,
      "suggested_weight": 0.80314757,
      "symbol": "ETH-USDT-SWAP"
    },
    {
      "bar": "15m",
      "decision_candle_time": "2026-05-10T14:30:00Z",
      "decision_candle_ts": 1778423400000,
      "dry_run_action": "hold",
      "entry_rule": "btc_return >= threshold and btc_return - eth_return >= lag_gap",
      "exit_signal": false,
      "family": "btc_lead_eth_lag",
      "indicators": {
        "btc_close": 80858.9,
        "btc_return": -0.000322680348643245,
        "eth_close": 2329.56,
        "eth_return": 0.002759184727632702,
        "return_gap": -0.003081865076275947
      },
      "latest_local_candle_time": "2026-05-10T14:45:00Z",
      "latest_local_candle_ts": 1778424300000,
      "leg_id": "btc_lead_eth_lag_15m",
      "needs_cancel": false,
      "needs_order": false,
      "params": {
        "btc_return_threshold": 0.018,
        "lag_gap": 0.006,
        "lead_lookback": 8,
        "max_hold_bars": 8,
        "stop_loss_pct": 0.006,
        "take_profit_pct": 0.018
      },
      "risk_limits": {
        "leverage": 3,
        "max_hold_bars": 8,
        "max_weight": 0.09459139,
        "stop_loss_pct": 0.006,
        "take_profit_pct": 0.018
      },
      "signal": false,
      "suggested_weight": 0.09459139,
      "symbol": "ETH-USDT-SWAP"
    },
    {
      "bar": "5m",
      "decision_candle_time": "2026-05-10T14:55:00Z",
      "decision_candle_ts": 1778424900000,
      "dry_run_action": "hold",
      "entry_rule": "btc_return >= threshold and btc_return - eth_return >= lag_gap",
      "exit_signal": false,
      "family": "btc_lead_eth_lag",
      "indicators": {
        "btc_close": 80938.8,
        "btc_return": 0.00027682892466796005,
        "eth_close": 2329.99,
        "eth_return": 0.000854810996563371,
        "return_gap": -0.000577982071895411
      },
      "latest_local_candle_time": "2026-05-10T15:00:00Z",
      "latest_local_candle_ts": 1778425200000,
      "leg_id": "btc_lead_eth_lag_5m",
      "needs_cancel": false,
      "needs_order": false,
      "params": {
        "btc_return_threshold": 0.012,
        "lag_gap": 0.006,
        "lead_lookback": 16,
        "max_hold_bars": 8,
        "stop_loss_pct": 0.006,
        "take_profit_pct": 0.018
      },
      "risk_limits": {
        "leverage": 3,
        "max_hold_bars": 8,
        "max_weight": 0.10226104,
        "stop_loss_pct": 0.006,
        "take_profit_pct": 0.018
      },
      "signal": false,
      "suggested_weight": 0.10226104,
      "symbol": "ETH-USDT-SWAP"
    }
  ],
  "mode": "dry_run_readonly_portfolio_signal_intent",
  "order_client": null,
  "orders_submitted": 0,
  "portfolio": {
    "active_signal_count": 0,
    "active_suggested_weight": 0,
    "basis": "ETH/BTC RSI filter + BTC lead ETH lag 5m/15m",
    "direction": "long_only",
    "dry_run_action": "hold",
    "leverage": 3,
    "name": "eth_focused_conservative_signal_intent",
    "needs_cancel": false,
    "needs_order": false,
    "symbol": "ETH-USDT-SWAP"
  },
  "private_key_required": false,
  "risk_limits": {
    "execution": "intent_only",
    "leg_weights_sum": 1.0,
    "no_cancel_submission": true,
    "no_order_submission": true,
    "no_position_state_assumed": true,
    "portfolio_max_gross_weight": 1.0
  },
  "submitted_orders": 0
}