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.