← opportunities · hypothesis f8f804d8 · 09-10 21:00Z · MOCK data
WHY BTC/USD SHORT?SHORTrejectedcrypto.volatility4H-2DVOLATILITY EXPANSIONCRYPTO DELEVERAGINGMOCK
No lifecycle transitions recorded: this opportunity was decided before lifecycle tracking began.
- crypto.volatility SHORT BTC/USD: breakout signal, horizon 4H-2D
- crypto deleveraging regime (0.70) helps a short BTCUSD (assumed sensitivity +1.0)
- close broke the lower band
- band width in the 7% percentile: squeeze
- Against: usd weakening regime (0.54) hurts a short BTCUSD (assumed sensitivity -0.3)
superseded by higher-confidence crypto.market_structure on the same instrument
- conflicteligibility—superseded by higher-confidence crypto.market_structure on the same instrument
- ▲macro-0.67crypto deleveraging regime (0.70) helps a short BTCUSD (assumed sensitivity +1.0)
- ▲technical-2,164close broke the lower band
- ▲volatility0.07band width in the 7% percentile: squeeze
- ▼macro-0.48usd weakening regime (0.54) hurts a short BTCUSD (assumed sensitivity -0.3)
- stop at 101439 (4.0 x ATR(14))
- close back through the 20-bar mean within 4 bars
- horizon exceeded: 48 bars held
| cross asset | MIXED | −0.16 | 0 ev. |
| macro | MIXED | +0.17 | 2 ev. |
| technical | CONFIRMS | +0.54 | 2 ev. |
- next event
- none in window
- blocks entry
- no
- size multiplier
- 1.00×
- confidence add
- +0
- state at decision
- normal
- score
- +0.50
Not evaluated (conflict or superseded before risk).
65
65
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 | +1.5 | |
| regime alignment | 0.12 | +1.1 | |
| cross asset | 0.12 | −0.9 | |
| volatility | 0.08 | +4.0 | |
| liquidity | 0.08 | +2.0 | |
| event risk | 0.10 | 0.0 | |
| historical performance | 0.12 | −0.5 | |
| risk reward | 0.08 | +1.3 |
- Entry zone
- 91,748.0 – 92,888.2
- Reference
- 92,318.1
- Stop
- 101,439.1 · 4.0 ATR
- Target 1
- 74,076.1 · 2.0R
- Reward / risk
- 2.00
- Expected horizon
- 4H-2D · max 48 bars
- Expected return
- −0.07R
- OOS win rate (uncal.)
- 47.4% · n=17
walk-forward out-of-sample (2026-09-16): n=17, shrunk mean R x 0.46, Beta(1,1) win rate
Not evaluated (superseded by higher-confidence crypto.market_structure on the same instrument).
No orders: this hypothesis did not reach the broker.
- data mode
- MOCK
- timestamp
- 2026-09-10T21:00:00Z
- 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.volatility@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