Measured systems.
Reproducible insight.

Rotation Strength Meets StopLoss Recovery Risk

This edition reviews six supplied CoinRobot strategies during 2026-W40 using only the provided market context, strategy formulas, plan activity, revision histories, execution-model diagnostics and 7-, 30- and 90-day KPI windows. The market backdrop was constructive but not risk-free: CoinGecko reported a global crypto market capitalization near $2.87 trillion, 24-hour volume above $118 billion, BTC dominance of 58.35%, and a negative 24-hour global market-cap change of -3.41079%. Bitcoin’s 90-day return was strongly positive at 39.3352% with a relatively contained -6.9827% maximum drawdown, while Binance data showed positive 90-day returns for BTC, ETH, BNB and SOL, with ETH and SOL showing higher volatility and larger momentum swings. The strategy evidence is mixed. CONVERT-style rotation performed well in several places, especially Strategy 912’s convert plan and Strategy 934’s aggregate unit growth, but CONVERT attribution is limited when recent active-revision execution events are absent. BUY/SELL strategies showed high activity and sometimes strong win rates, yet several also displayed profit-factor weakness, early-exit behavior, or stop-loss recovery risk. The most consistent cross-strategy issue is not a single market direction error; it is exit calibration. StopLoss exits in Strategies 912, 933, 935 and 911 often recovered quickly or were flagged as early, supporting conservative widening or additional confirmation while preserving hard emergency exits. Strategy 932 remains validation-blocked because its attempted BUY formula failed scenario validation as always false, so no optimization should be treated as live evidence until syntax and scenario behavior are repaired.