Recent ETH/BTC Regime Analysis

Scope: local OKX 15m CSV only; no network, no live executor, no orders.

Output files:

reports/recent-regime/analysis-20260517-0910-regime.csv
reports/recent-regime/analysis-20260517-0910-false-breakouts.csv
reports/recent-regime/analysis-20260517-0910-lead-lag.csv
reports/recent-regime/analysis-20260517-0910-squeeze.csv
reports/recent-regime/analysis-20260517-0910-candidates.csv
reports/recent-regime/analysis-20260517-0910-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 09:10	2026-05-17 09:10	0.1017	0.1342	-0.0286	0.3368	0.2619	0.3736	0.3269	0.2722	0.4105	0.1847	0.1435
30	2026-04-17 09:10	2026-05-17 09:10	-0.0709	0.0294	-0.0975	0.2382	0.1910	0.1412	0.1240	0.5024	0.2370	0.1195	0.0609
14	2026-05-03 09:10	2026-05-17 09:10	-0.0518	-0.0033	-0.0487	0.2227	0.1819	0.1221	0.0670	0.4246	0.0497	0.1043	0.0609
7	2026-05-10 09:10	2026-05-17 09:10	-0.0608	-0.0336	-0.0282	0.2211	0.1784	0.1033	0.0627	0.5888	0.5357	0.0894	0.0570

BTC Lead/Lag Best Rows

days	lag_minutes	btc_leads_eth_corr	eth_leads_btc_corr	same_bar_corr
7	120	-0.0037	-0.0097	0.8852
14	120	0.0102	-0.0012	0.8820
30	120	0.0001	-0.0039	0.8805
90	60	0.0033	-0.0051	0.8967

False Breakout Profile

days	symbol	upper_failed_breakouts	upper_24h_reversal_rate	lower_failed_breakouts	lower_24h_reversal_rate
90	ETH	127	0.4567	126	0.5635
90	BTC	71	0.4507	61	0.4918
30	ETH	30	0.6667	33	0.4242
30	BTC	16	0.6250	13	0.4615
14	ETH	14	0.7143	15	0.4000
14	BTC	10	0.6000	6	0.5000
7	ETH	4	1.0000	9	0.2222
7	BTC	3	0.6667	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	6285	0.2425	0.0064	0.0083	0.7658	False	0.0099	0.0062
30	2181	0.2524	0.0040	0.0062	0.6424	False	0.0099	0.0062
14	978	0.2425	0.0040	0.0060	0.6607	False	0.0099	0.0062
7	435	0.2157	0.0052	0.0071	0.7291	False	0.0099	0.0062

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-q0.25-th0.004-sl0.006-tp0.012	-0.1253	0.0242	0.0173	0.0099	0.0408	27
squeeze_breakout	squeeze-q0.25-th0.004-sl0.008-tp0.016	-0.0775	0.0112	0.0084	0.0139	0.0447	24
btc_lead_eth_follow	btc-lead1-lb16-th0.014-sl0.008-tp0.014	-0.0533	0.0084	0.0050	0.0017	0.0275	18
squeeze_breakout	squeeze-q0.15-th0.007-sl0.008-tp0.016	0.0141	0.0000	0.0000	0.0000	0.0000	0
squeeze_breakout	squeeze-q0.15-th0.007-sl0.006-tp0.012	-0.0176	0.0000	0.0000	0.0000	0.0000	0
btc_lead_eth_follow	btc-lead1-lb16-th0.014-sl0.006-tp0.01	-0.1133	0.0228	0.0153	-0.0003	0.0180	19
squeeze_breakout	squeeze-q0.25-th0.007-sl0.008-tp0.016	0.0010	-0.0073	0.0139	0.0139	0.0296	7
btc_lead_eth_follow	btc-lead8-lb16-th0.014-sl0.006-tp0.01	-0.0539	0.0231	0.0074	-0.0084	0.0138	17
btc_lead_eth_follow	btc-lead4-lb16-th0.014-sl0.006-tp0.01	-0.1441	-0.0016	-0.0089	-0.0084	0.0240	22
btc_lead_eth_follow	btc-lead4-lb16-th0.014-sl0.008-tp0.014	-0.0939	0.0077	0.0043	-0.0092	0.0247	16

Read

Latest window in this run ends at 2026-05-17 09:10.
ETH 7d return is -6.08%; BTC 7d return is -3.36%; ETH/BTC ratio 7d return is -2.82%.
Current ETH BB squeeze flag is False with bandwidth 0.0099 vs threshold 0.0062.
Ranking is deliberately recent-regime first: min(30d, 14d, 7d) return, then 90d return, then lower recent drawdown.