eth-recent-bearish-candidates-report.md 2.7 KB
ETH Recent Bearish Candidate Review
Data window: 2019-12-25 00:00 UTC to 2026-05-17 06:45 UTC; rows=224188.
Scope: non-BB-squeeze candidates only; local candle/search outputs only; no live executor, deploy, or order path touched. The local ETH history is shorter than 10y, so available_full is the maximum available window.
Decision
| candidate | direction | logic | readonly_observe | reason |
|---|---|---|---|---|
| crash_follow_short | short | BTC risk-off gate + ETH downside continuation; enter short after sharp ETH drop below EMA regime. | yes | All requested windows are positive, but full-window MDD is high and PF is thin. |
| trend_exhaustion_short | short | Short failed relief rallies inside a falling EMA regime. | yes | All requested windows are positive, but 3m PF is near flat and historical drawdown remains material. |
| calendar_short_anomaly | short | Fixed-hold ETH weekend short bucket under calm volatility. | no | Positive windows exist, but full return is small relative to MDD and edge is calendar-fragile. |
Metrics
| candidate | direction | horizon | total_return | max_drawdown | trades | profit_factor | win_rate | readonly_observe |
|---|---|---|---|---|---|---|---|---|
| crash_follow_short | short | available_full | 101.14% | 44.90% | 618 | 1.130 | 29.29% | yes |
| crash_follow_short | short | 3y | 43.00% | 22.65% | 187 | 1.205 | 31.55% | yes |
| crash_follow_short | short | 1y | 40.03% | 7.70% | 68 | 1.510 | 36.76% | yes |
| crash_follow_short | short | 6m | 20.02% | 7.70% | 36 | 1.552 | 36.11% | yes |
| crash_follow_short | short | 3m | 6.13% | 2.04% | 8 | 1.949 | 50.00% | yes |
| trend_exhaustion_short | short | available_full | 72.05% | 36.15% | 277 | 1.177 | 45.85% | yes |
| trend_exhaustion_short | short | 3y | 25.70% | 13.00% | 121 | 1.188 | 47.11% | yes |
| trend_exhaustion_short | short | 1y | 26.84% | 9.28% | 36 | 1.746 | 55.56% | yes |
| trend_exhaustion_short | short | 6m | 22.47% | 4.09% | 20 | 2.435 | 60.00% | yes |
| trend_exhaustion_short | short | 3m | 2.52% | 2.61% | 7 | 1.005 | 42.86% | yes |
| calendar_short_anomaly | short | available_full | 12.88% | 28.39% | 375 | 1.088 | 48.53% | no |
| calendar_short_anomaly | short | 3y | 7.27% | 11.84% | 180 | 1.112 | 47.78% | no |
| calendar_short_anomaly | short | 1y | 7.01% | 11.84% | 63 | 1.238 | 47.62% | no |
| calendar_short_anomaly | short | 6m | 4.80% | 11.84% | 39 | 1.236 | 43.59% | no |
| calendar_short_anomaly | short | 3m | 4.54% | 4.85% | 22 | 1.458 | 59.09% | no |
Source Files
reports/eth-exploration/eth-bearish-price-proxy-totals.csvreports/eth-exploration/eth-bearish-failure-confirmation-totals.csvreports/eth-exploration/eth-btc-calendar-carry-totals.csv