← opportunities · hypothesis 058be193 · 09-16 10:00Z · MOCK data
WHY BTC/USD SHORT?SHORTrejectedcrypto.momentum4H-3DUSD WEAKENINGVOLATILITY COMPRESSIONCRYPTO DELEVERAGINGMOCK
No lifecycle transitions recorded: this opportunity was decided before lifecycle tracking began.
- crypto.momentum SHORT BTC/USD: momentum signal, horizon 4H-3D
- crypto deleveraging regime (0.76) helps a short BTCUSD (assumed sensitivity +1.0)
- ETHUSD momentum -1.0 sd with correlation +0.74 confirms the trade
- momentum -1.54 sd crossed 1.5
- RSI 34: not at an extreme
- Against: usd weakening regime (0.67) hurts a short BTCUSD (assumed sensitivity -0.3)
superseded by higher-confidence crypto.volatility on the same instrument
- conflicteligibility—superseded by higher-confidence crypto.volatility on the same instrument
- ▲macro-0.74crypto deleveraging regime (0.76) helps a short BTCUSD (assumed sensitivity +1.0)
- ▲cross asset-0.97ETHUSD momentum -1.0 sd with correlation +0.74 confirms the trade
- ▲technical-1.54momentum -1.54 sd crossed 1.5
- ▲technical34RSI 34: not at an extreme
- ▼macro-0.63usd weakening regime (0.67) hurts a short BTCUSD (assumed sensitivity -0.3)
- ▼macro0.45risk on regime (0.52) hurts a short BTCUSD (assumed sensitivity +0.6)
- stop at 85635.9 (5.0 x ATR(14))
- 120-bar momentum turns positive
- horizon exceeded: 72 bars held
| cross asset | CONFIRMS | +0.34 | 1 ev. |
| macro | MIXED | −0.02 | 3 ev. |
| technical | CONFIRMS | +0.47 | 2 ev. |
- next event
- US_RETAIL_SALES · 150 min
- blocks entry
- no
- size multiplier
- 0.50×
- confidence add
- +10
pre_event_reduce: US_RETAIL_SALES (HIGH) in 150 min
- state at decision
- normal
- score
- +0.50
Not evaluated (conflict or superseded before risk).
64
64
Not a probability. Heuristic weighted score. Not a probability of profit. Calibrate on >=200 paper trades (reliability diagram) before treating as one.
| signal agreement | 0.12 | +6.0 | |
| macro confirmation | 0.18 | −0.2 | |
| regime alignment | 0.12 | +0.6 | |
| cross asset | 0.12 | +2.0 | |
| volatility | 0.08 | +3.8 | |
| liquidity | 0.08 | +2.0 | |
| event risk | 0.10 | −1.3 | |
| historical performance | 0.12 | −0.3 | |
| risk reward | 0.08 | +1.3 |
- Entry zone
- 77,727.1 – 78,480.3
- Reference
- 78,103.7
- Stop
- 85,635.9 · 5.0 ATR
- Target 1
- 63,039.3 · 2.0R
- Reward / risk
- 2.00
- Expected horizon
- 4H-3D · max 72 bars
- Expected return
- −0.04R
- OOS win rate (uncal.)
- 44.0% · n=23
walk-forward out-of-sample (2026-09-16): n=23, shrunk mean R x 0.53, Beta(1,1) win rate
Not evaluated (superseded by higher-confidence crypto.volatility on the same instrument).
No orders: this hypothesis did not reach the broker.
- data mode
- MOCK
- timestamp
- 2026-09-16T10:00:00Z
- data source
- mock
- risk version
- risk-1.0.0+e561f3f2
- model version
- regime-rules-1.0.0+ba09c5ab
- feature version
- fs-1.0.0+bbfe6af5
- strategy version
- crypto.momentum@1.0.0
- execution version
- exec-1.0.0+821dd562
- confidence version
- conf-1.0.0+18bcb659
- event policy version
- evpol-1.0.0+391f9e5d