recent-regime-low-timeframe-refresh-summary.md 3.7 KB
Low Timeframe Refresh And Recent-Regime Retest
Data refresh completed through local OKX public API cache:
- ETH 3m:
2026-05-17 09:15 UTC - ETH 5m:
2026-05-17 09:10 UTC - BTC 3m:
2026-05-17 09:15 UTC - BTC 5m:
2026-05-17 09:15 UTC
5m Recent Candidate Scan
| 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 | -12.53% | 2.42% | 1.73% | 0.99% | 4.08% | 27 |
| squeeze_breakout | squeeze-q0.25-th0.004-sl0.008-tp0.016 | -7.75% | 1.12% | 0.84% | 1.39% | 4.47% | 24 |
| btc_lead_eth_follow | btc-lead1-lb16-th0.014-sl0.008-tp0.014 | -5.33% | 0.84% | 0.50% | 0.17% | 2.75% | 18 |
| squeeze_breakout | squeeze-q0.15-th0.007-sl0.008-tp0.016 | 1.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0 |
| squeeze_breakout | squeeze-q0.15-th0.007-sl0.006-tp0.012 | -1.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0 |
| btc_lead_eth_follow | btc-lead1-lb16-th0.014-sl0.006-tp0.01 | -11.33% | 2.28% | 1.53% | -0.03% | 1.80% | 19 |
| squeeze_breakout | squeeze-q0.25-th0.007-sl0.008-tp0.016 | 0.10% | -0.73% | 1.39% | 1.39% | 2.96% | 7 |
| btc_lead_eth_follow | btc-lead8-lb16-th0.014-sl0.006-tp0.01 | -5.39% | 2.31% | 0.74% | -0.84% | 1.38% | 17 |
3m Recent Candidate Scan
| 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 | -5.62% | 3.50% | 0.86% | 0.80% | 2.98% | 22 |
| btc_lead_eth_follow | btc-lead1-lb16-th0.014-sl0.01-tp0.018 | -3.11% | 4.09% | 0.86% | 0.49% | 2.04% | 12 |
| btc_lead_eth_follow | btc-lead4-lb16-th0.01-sl0.01-tp0.018 | -16.54% | 4.79% | 1.13% | 0.44% | 2.10% | 24 |
| btc_lead_eth_follow | btc-lead1-lb16-th0.01-sl0.01-tp0.018 | -10.94% | 6.03% | 2.55% | 0.39% | 2.99% | 21 |
| btc_lead_eth_follow | btc-lead1-lb16-th0.014-sl0.008-tp0.014 | -8.24% | 2.61% | 0.34% | 0.17% | 2.26% | 13 |
| btc_lead_eth_follow | btc-lead4-lb16-th0.01-sl0.008-tp0.014 | -19.06% | 2.99% | 0.67% | 0.17% | 2.98% | 24 |
| btc_lead_eth_follow | btc-lead1-lb16-th0.01-sl0.008-tp0.014 | -20.43% | 1.57% | 1.56% | 0.17% | 3.04% | 23 |
| btc_lead_eth_follow | btc-lead4-lb16-th0.014-sl0.008-tp0.014 | -6.23% | 2.91% | 0.34% | 0.17% | 2.10% | 14 |
Refreshed False-Breakout Mean-Reversion Search
| name | symbol | bar | side_mode | total_return | max_drawdown | trades | win_rate | profit_factor |
|---|---|---|---|---|---|---|---|---|
| eth-5m-fbmr-short-rl48-cw288-cq0.2-sw0.0016-sl0.006-tp0.008-h18 | ETH-USDT-SWAP | 5m | short | 0.46% | 3.65% | 80 | 56.25% | 1.04 |
| eth-5m-fbmr-bidir-rl48-cw288-cq0.2-sw0.0016-sl0.006-tp0.008-h18 | ETH-USDT-SWAP | 5m | bidir | -0.37% | 6.78% | 153 | 57.52% | 0.99 |
| eth-5m-fbmr-long-rl48-cw288-cq0.35-sw0.0016-sl0.006-tp0.008-h18 | ETH-USDT-SWAP | 5m | long | -0.71% | 4.91% | 146 | 57.53% | 0.98 |
| eth-5m-fbmr-long-rl48-cw288-cq0.2-sw0.0016-sl0.006-tp0.008-h18 | ETH-USDT-SWAP | 5m | long | -0.82% | 5.26% | 73 | 58.90% | 0.95 |
| btc-5m-fbmr-long-rl24-cw144-cq0.2-sw0.0016-sl0.006-tp0.008-h18 | BTC-USDT-SWAP | 5m | long | -1.54% | 4.04% | 37 | 59.46% | 0.76 |
Decision
- 5m: top squeeze candidates have positive 30d/14d/7d but still negative 90d. Not enough for live trading.
- 3m: top candidates shift to BTC lead/lag, but 90d remains negative. Not enough for live trading.
- False-breakout mean reversion remains weak after refresh; best 5m ETH short is only +0.46% over 3y with PF 1.04.
- Do not add these to trading executor now. At most add the 5m/3m top rows as read-only observers if we want signal telemetry.