Recent ETH/BTC Regime Analysis

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

Output files:

reports/recent-regime/analysis-20260517-0915-regime.csv
reports/recent-regime/analysis-20260517-0915-false-breakouts.csv
reports/recent-regime/analysis-20260517-0915-lead-lag.csv
reports/recent-regime/analysis-20260517-0915-squeeze.csv
reports/recent-regime/analysis-20260517-0915-candidates.csv
reports/recent-regime/analysis-20260517-0915-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 09:15	2026-05-17 09:15	0.1028	0.1348	-0.0282	0.2589	0.2012	0.3736	0.3269	0.2752	0.4123	0.1824	0.1432
30	2026-04-17 09:15	2026-05-17 09:15	-0.0697	0.0310	-0.0977	0.1843	0.1472	0.1412	0.1240	0.4938	0.2501	0.1205	0.0613
14	2026-05-03 09:15	2026-05-17 09:15	-0.0519	-0.0035	-0.0485	0.1723	0.1398	0.1221	0.0670	0.4249	0.0523	0.1052	0.0613
7	2026-05-10 09:15	2026-05-17 09:15	-0.0605	-0.0336	-0.0278	0.1697	0.1368	0.1033	0.0627	0.5855	0.5357	0.0897	0.0570

BTC Lead/Lag Best Rows

days	lag_minutes	btc_leads_eth_corr	eth_leads_btc_corr	same_bar_corr
7	240	0.0345	0.0398	0.8678
14	240	0.0311	0.0229	0.8693
30	15	0.0151	0.0194	0.8684
90	15	0.0069	0.0031	0.8885

False Breakout Profile

days	symbol	upper_failed_breakouts	upper_24h_reversal_rate	lower_failed_breakouts	lower_24h_reversal_rate
90	ETH	148	0.4459	135	0.5333
90	BTC	75	0.5600	58	0.5862
30	ETH	29	0.6207	32	0.6250
30	BTC	12	0.5833	13	0.7692
14	ETH	10	0.6000	11	0.6364
14	BTC	9	0.6667	7	0.8571
7	ETH	2	0.5000	7	0.7143
7	BTC	1	1.0000	4	0.7500

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	10816	0.2504	0.0049	0.0059	0.8236	True	0.0039	0.0042
30	3694	0.2565	0.0036	0.0046	0.7855	True	0.0039	0.0042
14	1562	0.2324	0.0036	0.0043	0.8251	True	0.0039	0.0042
7	735	0.2187	0.0038	0.0049	0.7888	True	0.0039	0.0042

Candidate Search Top 10

family	name	90d_total_return	30d_total_return	14d_total_return	7d_total_return	max_recent_drawdown	recent_trades
btc_lead_eth_follow	btc-lead1-lb32-th0.014-sl0.01-tp0.018	-0.0562	0.0350	0.0086	0.0080	0.0298	22
btc_lead_eth_follow	btc-lead1-lb16-th0.014-sl0.01-tp0.018	-0.0311	0.0409	0.0086	0.0049	0.0204	12
btc_lead_eth_follow	btc-lead4-lb16-th0.01-sl0.01-tp0.018	-0.1654	0.0479	0.0113	0.0044	0.0210	24
btc_lead_eth_follow	btc-lead1-lb16-th0.01-sl0.01-tp0.018	-0.1094	0.0603	0.0255	0.0039	0.0299	21
btc_lead_eth_follow	btc-lead1-lb16-th0.014-sl0.008-tp0.014	-0.0824	0.0261	0.0034	0.0017	0.0226	13
btc_lead_eth_follow	btc-lead4-lb16-th0.01-sl0.008-tp0.014	-0.1906	0.0299	0.0067	0.0017	0.0298	24
btc_lead_eth_follow	btc-lead1-lb16-th0.01-sl0.008-tp0.014	-0.2043	0.0157	0.0156	0.0017	0.0304	23
btc_lead_eth_follow	btc-lead4-lb16-th0.014-sl0.008-tp0.014	-0.0623	0.0291	0.0034	0.0017	0.0210	14
btc_lead_eth_follow	btc-lead8-lb32-th0.014-sl0.008-tp0.014	-0.0907	0.0196	0.0067	0.0017	0.0235	20
btc_lead_eth_follow	btc-lead1-lb32-th0.014-sl0.008-tp0.014	-0.1587	0.0054	0.0039	0.0017	0.0279	22

Read

Latest window in this run ends at 2026-05-17 09:15.
ETH 7d return is -6.05%; BTC 7d return is -3.36%; ETH/BTC ratio 7d return is -2.78%.
Current ETH BB squeeze flag is True with bandwidth 0.0039 vs threshold 0.0042.
Ranking is deliberately recent-regime first: min(30d, 14d, 7d) return, then 90d return, then lower recent drawdown.