Momentum Rotation Outperformed While Stops Still Bounced

Abstract

This report reviews six supplied CoinRobot strategies across the 7d, 30d and 90d evidence windows, using only the submitted market context, formula definitions, execution-model diagnostics, daily KPI tables, revision history and calculator documentation. The market backdrop was broadly constructive but not risk-free: Bitcoin gained strongly over 90 days, the selected Binance majors all posted positive 90-day returns, and the CoinRobot market vector showed more bull and sideways assets than bear assets. At the same time, global crypto market capitalization was down over the latest 24 hours, BTC dominance remained high, and median daily NATR across the tracked universe showed that short-term volatility was still meaningful. The most important research tension is therefore not whether momentum existed, but which formula and execution model captured it without overtrading, premature exits or StopLoss bounce risk. Evidence favored selective CONVERT implementations in several places, especially Strategy 912’s CONVERT plan and Strategy 934’s relative rotation cohort, while some high-frequency BUY/SELL cohorts produced strong win rates but weak profit factors because losses outweighed gains. AI-assisted changes were explicit and testable: Strategy 934 relaxed BUY after inactivity; Strategy 935 tightened BUY and delayed profit and stop exits; Strategy 912 widened StopLoss; Strategy 933 widened StopLoss after very clear bounce evidence; Strategy 911 widened SELL and StopLoss; Strategy 932 was validation-blocked because the proposed BUY became formula-always-false. The central finding is that customizable trading intelligence is most useful when formulas remain auditable, revisions remain small, and execution-model evidence is separated from indicator theory.

Executive summary

The market regime supported momentum participation but did not remove short-term risk: BTC was up strongly over 90 days, ETH and SOL outperformed BTC on the supplied Binance 90d return metrics, and the broader strategy universe contained more sideways and bull regimes than bear regimes.
CONVERT evidence was mixed but informative. Strategy 912’s CONVERT cohort was the cleanest positive example, while Strategy 934 showed positive 30d and 90d unit accumulation despite a weak 90d fiat profit figure distorted by a large backtest component.
BUY/SELL evidence showed that high win rate alone was insufficient. Strategy 935 and Strategy 933 produced many winning trades, but Strategy 935’s aggregate profit factor stayed below one before the latest tightening, and Strategy 933’s active revision showed small-sample deterioration despite strong longer-window public KPIs.
StopLoss evidence repeatedly showed bounce risk. Strategy 933 had three active-revision StopLoss exits and all were early, near the next 60m low, negative, and recovered quickly; Strategy 912 and Strategy 935 also showed elevated StopLoss early-exit and recovery rates.
AI-assisted revisions were generally conservative and explicit. Most changes widened exits or required additional confirmation; Strategy 932 was not applied because validation detected a formula-always-false BUY, demonstrating the value of deterministic formula validation.
The main research hypothesis for the next review is that modestly wider exit and StopLoss confirmation will reduce wick-driven churn without meaningfully increasing catastrophic downside exposure; this must be tested separately by strategy and execution model.

Market analysis

The supplied market context describes a constructive but uneven crypto tape. Global crypto market capitalization was approximately 2.87 trillion dollars, with 24-hour volume above 118 billion dollars, but the latest 24-hour global market-cap change was negative at -3.41079%. This matters because several strategies are short-timeframe momentum systems: they can benefit from a strong 90-day uptrend, but they can also be whipsawed when the latest session is risk-off. Bitcoin’s supplied 90-day return was 39.3352% on CoinGecko and 35.7765% on Binance BTCUSDT, with a maximum drawdown near -7% and annualized volatility near 38%. That combination is favorable to trend-following and rotation logic because price appreciated materially without the kind of deep drawdown that would dominate all signal quality. However, BTC dominance at 58.353291% implies that broad altcoin participation may not be uniform; rotation systems need to prove that target assets outperform sources, not merely that the general market rose.

The Binance major-asset evidence reinforces this point. ETHUSDT returned 58.2181% over 90 days, exceeding BTC’s 35.7765%, while SOLUSDT returned 47.12% and BNBUSDT returned 35.1081%. SOL had the largest max drawdown among the four majors at -12.6184% and the highest annualized volatility at 54.6582%, which makes it attractive for momentum strategies but more dangerous for tight StopLoss rules. ETH also carried higher volatility than BTC, at 52.0502% annualized, and its funding rate was higher than BTC’s. These facts support a market in which rotation can add value by moving toward stronger relative momentum, but they also support the repeated observation in the strategy data that premature exits and short-term recoveries after stops were common. In a rising but volatile market, formulas that react too quickly to intraday weakness can sell the low of a micro pullback.

The CoinRobot market vector is also important. Across 153 symbols, 70 were classified sideways, 62 bull and 21 bear. The median 1d RSI was 55.19, median 1d NATR was 3.89636%, median daily Bollinger width was 10.327972 and median trend strength was 70. This is not a broad panic regime. It is a mixed trend regime with enough daily trend strength to justify momentum participation, but with many sideways names capable of producing false continuation signals. Strategies that require EMA alignment, positive MACD histogram, RSI trend confirmation and volatility caps are therefore conceptually aligned with the environment. The main challenge is calibration: too strict and plans become inactive or locked; too loose and they enter chop or exit on noise.

The event calendar contains many protocol-level and ecosystem events around SOL, ETH, ADA, ZEC, HBAR, ASTER and other symbols, but the data does not provide event-by-event price response attribution. Therefore, this report treats dated events as context only. It would be unsound to claim that a SOL or ETH move was caused by a listed upgrade or session without a linked event study. The more reproducible evidence is the trade and formula evidence. For example, Strategy 912’s CONVERT plan produced positive 30d unit accumulation and profit factor, while its BUY/SELL plan lost money over the same window. That difference is not explained by a news item; it is an execution-model and formula interaction.

The strongest market implication for formula design is that bullish background trends justified continued participation, but a negative latest global daily change and high intraday volatility justified confirmation delays on exits. Strategies that widened StopLoss or profit-giveback thresholds did so for evidence-led reasons: many exits recovered within minutes, and several StopLoss cohorts showed early-exit rates well above normal tolerances. The changes should not be interpreted as profit guarantees. Rather, they reflect a testable hypothesis that, in a volatile uptrend or sideways-to-bull mix, the marginal cost of slightly later exits may be lower than the cost of repeatedly selling recoverable wicks. Conversely, Strategy 935’s elevated bad-buy rate shows that relaxed entry logic can be harmful even when the broad market is strong. The correct research stance is selective: keep trend and momentum gates explicit, separate BUY/SELL and CONVERT evidence, and require new post-change evidence before concluding improvement.

Asset	90d return	Max drawdown	Volatility	Taker buy share	Funding
BTCUSDT	35.78%	-6.92%	38.06%	49.73%	0%
ETHUSDT	58.22%	-5.62%	52.05%	49.87%	0.01%
BNBUSDT	35.11%	-7.54%	34.28%	49.21%	0%
SOLUSDT	47.12%	-12.62%	54.66%	50.78%	0%

Methodology

The report uses a deterministic evidence hierarchy. First, market context is taken from the supplied CoinGecko, Binance and CoinRobot market-vector fields. Second, strategy-level performance is read from each strategy’s KPI blocks for 7d, 30d and 90d windows, with explicit attention to coverage fields. Third, execution-model evidence is separated into BUY/SELL and CONVERT cohorts. This is necessary because the same formula can behave differently depending on whether the plan attempts cash profit realization or asset-unit accumulation. Fourth, StopLoss evidence is evaluated separately from ordinary SELL evidence and separately from plan-level stoploss_policy. A formula may contain a stop_loss expression, but only enabled plans can exercise that layer in live operation.

Formula interpretation follows the supplied calculator catalog. For example, 1m-2, 1m-10 and 1m-20 are relative percent changes versus the open price two, ten and twenty minutes ago. 5m-TrendEfficiency-24 is a directionality measure over the last twenty-four five-minute closes, scaled from zero to one hundred. MarketRegime-1d is a deterministic daily regime using EMA50 versus EMA200 and MACD histogram sign. TrendStrength-1d is a daily trend-strength score from zero to one hundred. MACD histogram predicates are interpreted as momentum confirmation, RSI bands as bounded momentum or exhaustion filters, EMA ordering as trend alignment, and NATR comparisons as volatility filters. Missing or stale values are treated as unavailable evidence and never coerced to zero.

For adaptive changes, the report distinguishes applied formula overrides from base formulas and from validation-blocked attempts. If a change was applied, the active formula is interpreted. If a proposed optimization failed validation, the failure is treated as evidence about the optimization process rather than as a live trading rule. Strategy 932 is a critical example: optimization_status was validation_blocked because the proposed BUY formula was always false under scenario validation. That is not a performance recommendation; it is a guardrail that prevented a defective change from being deployed.

Performance analysis compares realized profit, realized loss, win rate, profit factor, trade count, turnover, convert increase and execution diagnostics. For CONVERT strategies, convert_increase_pct is a primary metric because the objective is often to increase units of selected assets rather than to move to fiat cash. Fiat profit remains useful, especially for detecting mark-to-market pain or backtest distortions, but it is secondary to unit accumulation in dedicated rotation strategies. Decision patterns such as sell+neutral and neutral+buy are interpreted only where supplied. A CONVERT entry is not automatically a BUY-formula trigger; formula attribution requires successful evaluation results. Neutral rotations can be valid execution decisions without true BUY or SELL formula states.

StopLoss analysis uses exit_count, early_exit_count, exit_near_60m_low_count, negative_exit_count, recovered_above_exit rates and reentry-above-exit rates. A StopLoss exit that quickly recovers is not automatically wrong, because hard risk control can be valuable, but high recovery rates across repeated samples support hypotheses for additional confirmation or wider thresholds. Any such hypothesis must preserve hard emergency-exit branches. This report therefore praises conservative adjustments that add confirmation while retaining catastrophic thresholds, and criticizes changes only when evidence is too sparse, validation fails or execution-model safety is unclear.

Finally, each strategy is assessed in input order. Findings combine formula logic, KPI evidence, market alignment, identified problems, rationale for the latest change and expected behavior. Observations are separated from inferences and hypotheses. The report does not claim causality from protocol events or guarantee future profit from any AI-assisted revision.

Observation windows: 7, 30 and 90 days. Formula changes remain attributable by strategy version and adaptive change ID.

BUY/SELL and CONVERT execution models

The supplied universe demonstrates why execution model cannot be treated as a cosmetic plan setting. BUY/SELL and CONVERT answer different questions. BUY/SELL asks whether a formula can enter a position and later exit at an attractive fiat or stable-unit profit. CONVERT asks whether a plan can rotate among selected assets in a way that compounds asset units or relative exposure. Because of this, the same trade count or profit amount can mean different things in each model.

Strategy 934 is a pure CONVERT example. Its buy_sell cohort had no plans, while its convert cohort contained eight plans. The aggregate 30d evidence showed 55 trades, profit amount 196.6577, win rate 75%, profit factor 4.7361 and convert increase 3.6975%. The 90d aggregate showed a large negative profit amount, but that window included a backtest plan with very large turnover and poor marked profit. The more relevant live convert plans show several positive lifetime convert-increase figures, especially plan 79 and plan 83. Execution diagnostics for the previous revision showed 14 complete switch pairs, all confirmed, and a mean target-minus-source return that was negative at 15m, 60m and 180m. That warns that unit accumulation can coexist with poor immediate post-switch relative performance; rotation quality should therefore be reviewed with both unit increase and short-horizon target-source confirmation.

Strategy 935 is a shared formula used across BUY/SELL and one CONVERT plan. Its BUY/SELL cohort dominated activity: 636 buy_sell events, 340 buys and 267 sells, versus only four CONVERT events. BUY/SELL 30d profit factor was below one at 0.8339 despite a win rate above 68%, meaning average or total losses outweighed gains. The CONVERT plan looked stronger, with 30d profit factor 13.7216 and convert increase 0.4219%, but sample size was only five trades and two switch events. A shared formula change must therefore be judged mostly on BUY/SELL evidence, while ensuring it does not break the small CONVERT cohort. The applied tightening of BUY thresholds and widening of exit thresholds is appropriate for the dominant BUY/SELL problem of bad buys and premature exits.

Strategy 912 illustrates the cleanest execution-model split. BUY/SELL 30d performance was negative: 210 trades, profit amount -5.1899 and profit factor 0.5191. The single CONVERT plan, however, had 91 trades, profit amount 28.5079, profit factor 2.437 and convert increase 21.3793%. Execution diagnostics also showed one confirmed CONVERT switch and initial entries with different formula-state outcomes. This does not prove CONVERT is always superior, but it proves that this strategy’s current formula and asset set were better suited to rotation than to BUY/SELL over the supplied window.

Strategy 933 is exclusively BUY/SELL in the supplied execution-model KPIs. It had no CONVERT cohort, so all conclusions are about entry and exit quality in cash-realization mode. Strategy 911 is shared in historical structure, but all current plans were non-executing by activity, and the latest weighted analysis windows for the new active change had zero events. Its prior execution evidence included both BUY/SELL and CONVERT, with CONVERT switch performance near flat and poor initial-entry 60m outcomes. The correct model conclusion is conservative: do not infer live improvement until execution resumes.

Overall, execution evidence supports a modular research framework. CONVERT needs switch frequency, unit increase, target-source post-switch returns and lock-in diagnostics. BUY/SELL needs profit factor, loss concentration, bad-buy rate and exit recovery evidence. Combining the two would hide the fact that a formula may be a strong rotation rule and a weak cash-trading rule at the same time.

Strategy	Execution model	Plans	30d trades	30d profit	Profit factor	Win rate	Unit increase
CONVERT - Relative Momentum Rotation	CONVERT	8	55	196.66 $	4.74×	75%	3.7%
BUY/SELL - Trusted Asset Recovery Profit Guard	BUY/SELL	7	798	19,686.6 $	0.83×	68.46%	—
BUY/SELL - Trusted Asset Recovery Profit Guard	CONVERT	1	5	1.27 $	13.72×	50%	0.42%
Universal - Flexible Momentum Quick Profit Guard	BUY/SELL	6	0	0 $	—	—	—
Universal - Flexible Momentum Quick Profit Guard	CONVERT	8	31	52.96 $	1.37×	66.67%	87.37%
Universal - Swing Trend Guard	BUY/SELL	2	210	-5.19 $	0.52×	24.27%	—
Universal - Swing Trend Guard	CONVERT	1	91	28.51 $	2.44×	47.06%	21.38%
Universal - Selective Trend Momentum Profit Guard	BUY/SELL	2	1,750	52.13 $	1.28×	74.06%	—
Universal - Trend Pullback Guard	BUY/SELL	3	0	0 $	—	—	—
Universal - Trend Pullback Guard	CONVERT	6	0	0 $	—	—	—

CONVERT decision-pattern outcomes

Strategy	Pattern	Switches	Avg unit increase	Target beat source after 60m	Mean target − source return
BUY/SELL - Trusted Asset Recovery Profit Guard	sell+neutral	2	5.23%	0%	-0.13 pp
Universal - Swing Trend Guard	sell+neutral	1	9.76%	0%	-0.09 pp
Universal - Trend Pullback Guard	neutral+buy	1	0.3%	100%	1.32 pp
Universal - Trend Pullback Guard	sell+neutral	1	-0.32%	0%	-0.85 pp

StopLoss analysis

StopLoss evidence is one of the most consistent themes in the supplied data. Across multiple strategies, StopLoss exits often occurred near short-term lows and frequently recovered quickly. This does not mean StopLoss should be removed. A StopLoss is a common risk-control layer designed to protect against sustained breakdowns, exchange gaps, volatility shocks and formula failure. However, repeated false or early StopLoss exits indicate that thresholds and confirmation logic may be too sensitive for the current volatility regime.

Strategy 933 provides the clearest small-sample evidence. In the active revision, there were three StopLoss exits. All three were early exits, all three were near the following 60-minute low, all three were negative, and all three recovered above exit within one, two and five minutes. The enabled cohort confirms the same pattern: stoploss_recovery_1m_rate, 2m_rate and 5m_rate were each 1. This is a textbook case for a conservative stop_loss-only adjustment. The applied formula preserved the -2.5% open-loss requirement but made the LastBuyPrice 95.2% branch require either a deeper 94.6% catastrophe move or short-term negative momentum confirmation. That keeps emergency protection while reducing wick-driven sells.

Strategy 912 also showed elevated StopLoss bounce risk. Its weighted stoploss_early_exit_rate was 0.9355, stoploss_exit_near_60m_low_rate was 0.4624, and stoploss_negative_exit_rate was 0.6935. The active revision’s StopLoss exits had substantial quick recovery evidence. The applied change widened drawdown logic and added confirmation for normal drawdown exits, while retaining hard loss, volatility, market-composite and daily breakdown branches. This is the correct structure: do not remove the hard stop; make discretionary or profit-giveback style StopLoss branches less sensitive.

Strategy 935 had more data. Enabled plans showed 28 StopLoss exits in the policy cohort, with stoploss_early_exit_rate 0.928571, stoploss_negative_exit_rate 1, recovery above exit within five minutes at 0.714286 and recovery within 60 minutes at 0.785714. The active change delayed the non-catastrophe stop slightly while preserving the hard 5% protection. Given the strategy’s BUY/SELL loss concentration, the change is cautious rather than reckless: it recognizes that repeated small stopouts can damage profit factor, but it still retains a catastrophe floor.

Strategy 934’s StopLoss evidence was sparse but revealing in the prior revision: two StopLoss exits were both early, both recovered within two to five minutes, and both had reentry above exit by six hours. The subsequent stricter profit-peak StopLoss then produced no active-revision events, so the latest adjustment focused on BUY inactivity rather than StopLoss. This is a good example of evidence discipline: no new StopLoss evidence means no re-tightening or reversal should be inferred.

Strategy 911’s historical enabled StopLoss evidence showed 15 exits, all negative, with 0.666667 early-exit rate and very high quick recovery rates. The applied widening from a 98.8% to 98.6% hard threshold and a higher NATR spike threshold is small, but aligned with the bounce evidence. Strategy 932’s stop_loss changes could not be applied because the optimization was validation-blocked at BUY. That blocked state prevents drawing live StopLoss conclusions from the proposed change.

The forward test is clear: widened StopLoss logic should reduce early StopLoss exits and quick recoveries after exits, without increasing maximum adverse excursion or allowing large sustained breakdowns to remain open. Those two sides must be measured together.

Strategy analyses

Indicator reference: from market concepts to formulas

Formulas combine indicator comparisons and position state into trading rules. AND requires all conditions in its branch; OR allows alternative branches. Read parentheses, comparison operators and units together. A condition describes eligibility, not proof of execution or future profit.

Timeframes below describe calculator inputs; they are distinct from the 7, 30 and 90 day performance windows. Similar indicators on different timeframes can confirm or contradict each other. Position and market-state fields are included alongside technical indicators.

Formula token / category	Timeframe	Meaning and formula use	Value / unit / range
`BuyHoldBenchmark` Position-state	State / composite; see definition	Plan return minus the return of the run-scoped equal-weight buy-and-hold basket. Positive values mean the Plan outperformed HODL. Calculation: PlanReturnPct - EqualWeightSelectedBasketReturnPct. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	percent or null until all selected symbols have valid prices
`1m-2` Momentum	1m	Relative change versus the open price 2 minutes ago using 1-minute data. Calculation: (current - open_2m) / open_2m * 100 Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	percent change
`1m-10` Momentum	1m	Relative change versus the open price 10 minutes ago using 1-minute data. Calculation: (current - open_10m) / open_10m * 100 Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	percent change
`1m-20` Momentum	1m	Relative change versus the open price 20 minutes ago using 1-minute data. Calculation: (current - open_20m) / open_20m * 100 Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	percent change
`action` Market	State / composite; see definition	Action signal derived from the last 2/10/20 minute changes. Calculation: Rules based on 2m/10m/20m relative change thresholds. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	BUY / SELL / WAIT
`1m-RSI` Momentum	1m	20-period Wilder RSI calculated on 1-minute closes. Calculation: Wilder RSI(20) using smoothed average gains/losses over 1-minute close prices. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	0-100
`1m-RSI-trend` Trend	1m	Direction of the latest 1-minute RSI trend. Calculation: buy if RSI > 55, sell if RSI < 45, otherwise neutral. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	buy / sell / neutral
`5m-RSI` Momentum	5m	20-period Wilder RSI calculated on 5-minute closes. Calculation: Wilder RSI(20) using smoothed average gains/losses over 5-minute close prices. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	0-100
`5m-RSI-trend` Trend	5m	Direction of the latest 5-minute RSI trend. Calculation: buy if RSI > 55, sell if RSI < 45, otherwise neutral. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	buy / sell / neutral
`1d-RSI` Momentum	1d	20-period Wilder RSI calculated on 1-day closes. Calculation: Wilder RSI(20) using smoothed average gains/losses over 1-day close prices. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	0-100
`1d-RSI-trend` Trend	1d	Direction of the latest 1-day RSI trend. Calculation: buy if RSI > 55, sell if RSI < 45, otherwise neutral. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	buy / sell / neutral
`1m-ATR-EMA-14` Volatility	1m	14-period Average True Range (EMA) on 1-minute candles. Calculation: EMA(14) of True Range using high/low and previous close on 1-minute candles. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price range
`5m-ATR-EMA-14` Volatility	5m	14-period Average True Range (EMA) on 5-minute candles. Calculation: EMA(14) of True Range using high/low and previous close on 5-minute candles. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price range
`1m-NATR-EMA-14` Volatility	1m	14-period normalized ATR on 1-minute candles (ATR / current price * 100). Calculation: 1m-ATR-EMA-14 / CurrentPrice * 100. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	percent
`1m-ATR-Wilder-14` Volatility	1m	14-period ATR using Wilder smoothing on 1-minute candles. Calculation: Wilder ATR(14) of True Range on 1-minute candles. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price range
`5m-ATR-Wilder-14` Volatility	5m	14-period ATR using Wilder smoothing on 5-minute candles. Calculation: Wilder ATR(14) of True Range on 5-minute candles. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price range
`1d-ATR-EMA-14` Volatility	1d	14-period ATR using EMA smoothing on 1-day candles. Calculation: EMA ATR(14) of True Range on 1-day candles. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price range
`1d-ATR-Wilder-14` Volatility	1d	14-period ATR using Wilder smoothing on 1-day candles. Calculation: Wilder ATR(14) of True Range on 1-day candles. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price range
`1m-NATR-Wilder-14` Volatility	1m	Normalized Wilder ATR(14) on 1-minute candles. Calculation: 1m-ATR-Wilder-14 / CurrentPrice * 100. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	percent
`5m-NATR-EMA-14` Volatility	5m	Normalized EMA ATR(14) on 5-minute candles. Calculation: 5m-ATR-EMA-14 / CurrentPrice * 100. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	percent
`5m-NATR-Wilder-14` Volatility	5m	Normalized Wilder ATR(14) on 5-minute candles. Calculation: 5m-ATR-Wilder-14 / CurrentPrice * 100. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	percent
`1d-NATR-EMA-14` Volatility	1d	Normalized EMA ATR(14) on 1-day candles. Calculation: 1d-ATR-EMA-14 / CurrentPrice * 100. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	percent
`1d-NATR-Wilder-14` Volatility	1d	Normalized Wilder ATR(14) on 1-day candles. Calculation: 1d-ATR-Wilder-14 / CurrentPrice * 100. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	percent
`TradeCount` Position-state	State / composite; see definition	Number of executed trades for the symbol since plan start. Calculation: Starts at 0 and increments by 1 after each successful BUY or SELL execution. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	integer (0+)
`TimeSinceLastBuyMin` Position-state	State / composite; see definition	Minutes elapsed since the last executed BUY. Calculation: floor((now - last BUY timestamp) / 60), null if no BUY yet. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	minutes or null
`BarsSinceLastBuy-1m` Position-state	State / composite; see definition	Elapsed 1-minute bars since the last BUY. Calculation: Whole minutes since last BUY, null if no BUY yet. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	bars or null
`TimeSinceLastSellMin` Position-state	State / composite; see definition	Minutes elapsed since the last executed SELL. Calculation: floor((now - last SELL timestamp) / 60), null if no SELL yet. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	minutes or null
`BarsSinceLastSell-1m` Position-state	State / composite; see definition	Elapsed 1-minute bars since the last SELL. Calculation: Whole minutes since last SELL, null if no SELL yet. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	bars or null
`1m-MACD` Trend	1m	MACD line on 1-minute closes (12/26). Calculation: EMA(12) - EMA(26) over 1-minute close prices. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	oscillator
`1m-MACD-signal` Trend	1m	MACD signal line on 1-minute closes (9). Calculation: EMA(9) of the 1-minute MACD line. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	oscillator
`1m-MACD-hist` Trend	1m	MACD histogram on 1-minute closes. Calculation: MACD line minus signal line on 1-minute closes. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	oscillator
`5m-MACD` Trend	5m	MACD line on 5-minute closes (12/26). Calculation: EMA(12) - EMA(26) over 5-minute close prices. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	oscillator
`5m-MACD-signal` Trend	5m	MACD signal line on 5-minute closes (9). Calculation: EMA(9) of the 5-minute MACD line. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	oscillator
`5m-MACD-hist` Trend	5m	MACD histogram on 5-minute closes. Calculation: MACD line minus signal line on 5-minute closes. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	oscillator
`1m-BB-upper` Volatility	1m	Upper Bollinger Band on 1-minute closes (20, 2σ). Calculation: SMA(20) + 2 * standard deviation over 1-minute closes. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`1m-BB-lower` Volatility	1m	Lower Bollinger Band on 1-minute closes (20, 2σ). Calculation: SMA(20) - 2 * standard deviation over 1-minute closes. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`1m-BB-width` Volatility	1m	Bollinger Band width on 1-minute closes (20, 2σ). Calculation: Upper band minus lower band on 1-minute closes. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price range
`5m-BB-upper` Volatility	5m	Upper Bollinger Band on 5-minute closes (20, 2σ). Calculation: SMA(20) + 2 * standard deviation over 5-minute closes. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`5m-BB-lower` Volatility	5m	Lower Bollinger Band on 5-minute closes (20, 2σ). Calculation: SMA(20) - 2 * standard deviation over 5-minute closes. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`5m-BB-width` Volatility	5m	Bollinger Band width on 5-minute closes (20, 2σ). Calculation: Upper band minus lower band on 5-minute closes. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price range
`5m-TrendEfficiency-24` Trend	5m	Directionality of the last 24 five-minute closes; high values indicate a persistent trend, while low values indicate choppy sideways movement. Calculation: Absolute net price change divided by the sum of all absolute close-to-close changes over 24 five-minute periods, multiplied by 100. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	0 to 100 (higher means more directional)
`1m-EMA-20` Trend	1m	20-period EMA calculated on 1-minute closes. Calculation: EMA(20) over 1-minute close prices. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`1m-EMA-50` Trend	1m	50-period EMA calculated on 1-minute closes. Calculation: EMA(50) over 1-minute close prices. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`1m-EMA-100` Trend	1m	100-period EMA calculated on 1-minute closes. Calculation: EMA(100) over 1-minute close prices. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`1m-EMA-200` Trend	1m	200-period EMA calculated on 1-minute closes. Calculation: EMA(200) over 1-minute close prices. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`5m-EMA-20` Trend	5m	20-period EMA calculated on 5-minute closes. Calculation: EMA(20) over 5-minute close prices. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`5m-EMA-50` Trend	5m	50-period EMA calculated on 5-minute closes. Calculation: EMA(50) over 5-minute close prices. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`5m-EMA-100` Trend	5m	100-period EMA calculated on 5-minute closes. Calculation: EMA(100) over 5-minute close prices. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`5m-EMA-200` Trend	5m	200-period EMA calculated on 5-minute closes. Calculation: EMA(200) over 5-minute close prices. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`1d-EMA-20` Trend	1d	20-period EMA calculated on 1-day closes. Calculation: EMA(20) over 1-day close prices. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`1d-EMA-50` Trend	1d	50-period EMA calculated on 1-day closes. Calculation: EMA(50) over 1-day close prices. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`1d-EMA-100` Trend	1d	100-period EMA calculated on 1-day closes. Calculation: EMA(100) over 1-day close prices. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`1d-EMA-200` Trend	1d	200-period EMA calculated on 1-day closes. Calculation: EMA(200) over 1-day close prices. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`1w-EMA-20` Trend	1w	20-period EMA calculated on 1-week closes. Calculation: EMA(20) over weekly close prices using the standard exponential smoothing factor. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`1w-EMA-50` Trend	1w	50-period EMA calculated on 1-week closes. Calculation: EMA(50) over weekly close prices using the standard exponential smoothing factor. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`1d-MACD` Trend	1d	MACD line on 1-day candles (EMA12 - EMA26). Calculation: Difference between EMA(12) and EMA(26) on daily close prices. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	MACD value
`1d-MACD-signal` Trend	1d	Signal line for the daily MACD. Calculation: EMA(9) of the daily MACD line. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	signal value
`1d-MACD-hist` Trend	1d	Histogram value for the daily MACD setup. Calculation: Daily MACD line minus daily signal line. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	histogram value
`1w-MACD` Trend	1w	MACD line on 1-week candles (EMA12 - EMA26). Calculation: Difference between EMA(12) and EMA(26) on weekly close prices. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	MACD value
`1w-MACD-signal` Trend	1w	Signal line for the weekly MACD. Calculation: EMA(9) of the weekly MACD line. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	signal value
`1w-MACD-hist` Trend	1w	Histogram value for the weekly MACD setup. Calculation: Weekly MACD line minus weekly signal line. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	histogram value
`1d-BB-upper` Volatility	1d	Upper Bollinger Band on 1-day candles. Calculation: Daily SMA(20) plus 2 standard deviations. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`1d-BB-lower` Volatility	1d	Lower Bollinger Band on 1-day candles. Calculation: Daily SMA(20) minus 2 standard deviations. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`1d-BB-middle` Volatility	1d	Middle Bollinger Band on 1-day candles. Calculation: Daily SMA(20) of close prices. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`1d-BB-width` Volatility	1d	Bollinger Band width on 1-day candles. Calculation: (Upper band - Lower band) / Middle band * 100 on daily data. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	percent
`1d-BB-width-Percentile-70` Volatility	1d	70th percentile threshold of daily Bollinger Band width. Calculation: Rolling 70th percentile of daily Bollinger Band width values. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	percent threshold
`1w-BB-width` Volatility	1w	Bollinger Band width on 1-week candles. Calculation: (Upper band - Lower band) / Middle band * 100 on weekly data. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	percent
`1d-SMA-200` Trend	1d	200-period simple moving average on 1-day closes. Calculation: Average of the last 200 daily close prices. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	price
`MarketRegime-1d` Trend	1d	Deterministic daily market regime (bull/sideways/bear). Calculation: EMA50 vs EMA200 + MACD histogram sign. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	bull / sideways / bear
`TrendStrength-1d` Trend	1d	Daily trend-strength score from 0 to 100. Calculation: EMA structure + MACD momentum + NATR volatility scoring. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	0-100
`10m-StopLoss` Position-state	10m	StopLoss drop magnitude over the last 10 minutes. Calculation: Returns abs(drop) in percent points when the window is down; formula thresholds decide the trigger. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	0 or percent drop
`20m-StopLoss` Position-state	20m	StopLoss drop magnitude over the last 20 minutes. Calculation: Returns abs(drop) in percent points when the window is down; formula thresholds decide the trigger. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	0 or percent drop
`30m-StopLoss` Position-state	30m	StopLoss drop magnitude over the last 30 minutes. Calculation: Returns abs(drop) in percent points when the window is down; formula thresholds decide the trigger. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	0 or percent drop
`composit-StopLoss` Position-state	State / composite; see definition	Composite StopLoss flag based on 10m/20m/30m percent thresholds. Calculation: True when all stoploss thresholds are exceeded. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	true / false
`market-action` Market	State / composite; see definition	Market-level action signal aggregated across symbols. Calculation: BUY/SELL if at least 70% of symbols agree; otherwise NEUTRAL. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	BUY / SELL / NEUTRAL
`market-RSI-trend` Market	State / composite; see definition	Market-level RSI trend aggregated across symbols. Calculation: BUY/SELL if at least 70% of RSI trends agree; otherwise NEUTRAL. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	BUY / SELL / NEUTRAL
`market-StopLoss` Market	State / composite; see definition	Market-level StopLoss average across symbols. Calculation: Average of per-symbol StopLoss values. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	average percent drop
`market-composit-StopLoss` Market	State / composite; see definition	Market-level composite StopLoss flag. Calculation: YES when at least 40% of symbols are in composite StopLoss. Missing values: Treat missing or stale values as unavailable evidence; never coerce them to zero.	YES / NEUTRAL

Reference source: Current documented catalog at publication time (historical snapshot lacks definitions)

Strategy 934: CONVERT - Relative Momentum Rotation

Strategy 934 · version 1

Formula and indicators

The formula expresses relative momentum rotation: buy the asset only when multi-timeframe trend and momentum align, sell when deterioration is broad, and use StopLoss only to protect a profitable peak. Threshold changes are small and aimed at restoring rotation frequency.

BUY formula and interpretation

BUY
((MarketRegime-1d != bear AND 5m-TrendEfficiency-24 >= 36 AND TrendStrength-1d >= 48 AND CurrentPrice > 1d-EMA-50 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-EMA-50 > 5m-EMA-100 AND 5m-RSI >= 51 AND 5m-RSI <= 70 AND 1m-2 > 0.06 AND 1m-10 > 0.26 AND 1m-20 > 0.48) OR (MarketRegime-1d = bear AND 5m-TrendEfficiency-24 >= 42 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-RSI >= 48 AND 5m-RSI <= 62 AND 1m-2 > 0.12 AND 1m-10 > 0.38 AND 1m-20 > 0.65) OR (TradeCount = 0 AND 5m-TrendEfficiency-24 >= 28 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-RSI >= 48 AND 5m-RSI <= 68 AND 1m-2 > 0.06 AND 1m-10 > 0.20 AND 1m-20 > 0.34)) AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI-trend = buy AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.55 AND (TimeSinceLastSellMin = null OR TimeSinceLastSellMin > 45)

The active BUY formula is a three-path rotation-entry gate followed by shared confirmations. In non-bear daily regimes it requires MarketRegime-1d not equal bear, 5m-TrendEfficiency-24 at least 36, TrendStrength-1d at least 48, price above 1d-EMA-50, price above 5m-EMA-20, and stacked 5m EMAs: 20 above 50 above 100. It then requires bounded 5m RSI from 51 to 70 and positive short momentum: 1m-2 above 0.06, 1m-10 above 0.26 and 1m-20 above 0.48. The bear branch is stricter on trend efficiency and short momentum but does not require the daily EMA50 gate, reflecting a selective rebound path. The first-entry branch, TradeCount = 0, is deliberately broader: trend efficiency at least 28 and weaker 1m-10 and 1m-20 thresholds. All branches must still pass 5m-MACD-hist > 0, 1m-MACD-hist > 0, 5m-RSI-trend = buy, a volatility cap using 5m-NATR-Wilder-14 less than 1.55 times 5m-NATR-EMA-14, and a 45-minute post-sell cooldown. The latest applied change only relaxed the non-bear and first-entry thresholds, so it addresses inactivity without allowing falling assets to bypass trend, MACD, RSI-trend or volatility gates.

SELL formula and interpretation

SELL
((5m-TrendEfficiency-24 >= 34 AND CurrentPrice < 5m-EMA-20 AND 5m-EMA-20 < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 1m-2 < -0.10 AND 1m-10 < -0.32 AND 1m-20 < -0.55) OR (CurrentPrice < 5m-EMA-50 AND 5m-EMA-50 < 5m-EMA-100 AND 5m-RSI-trend = sell AND 5m-RSI < 45 AND 5m-MACD-hist < 0 AND 1m-10 < -0.25) OR (MarketRegime-1d = bear AND CurrentPrice < 1d-EMA-20 AND 1d-MACD-hist < 0 AND CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0) OR (5m-NATR-Wilder-14 > 5m-NATR-EMA-14 * 2.20 AND CurrentPrice < 5m-BB-lower AND 1m-2 < -0.35 AND 1m-10 < -0.70 AND 5m-MACD-hist < 0))

The SELL formula remains independent of entry price and profit. That is important because this is a CONVERT rotation strategy, not a cash-profit strategy. The first SELL branch requires directional weakness: trend efficiency at least 34, price below 5m-EMA-20, 5m-EMA-20 below 5m-EMA-50, both 5m and 1m MACD histograms negative, and 1m momentum below -0.10, -0.32 and -0.55 across the 2, 10 and 20 minute windows. The second branch detects a deeper 5m trend break with price below 5m-EMA-50, 5m-EMA-50 below 5m-EMA-100, RSI trend sell, RSI below 45, negative 5m MACD and 1m-10 below -0.25. The third branch is a bear-market daily breakdown requiring price below 1d-EMA-20, negative 1d MACD histogram, price below 5m-EMA-50 and negative intraday MACD. The final branch is a volatility shock branch requiring NATR spike above 2.20 times its EMA, price below 5m lower Bollinger Band and sharp negative 1m momentum. SELL was unchanged because active-revision evidence had zero formula events and no normal SELL evidence.

STOPLOSS formula and interpretation

STOPLOSS
ProfitSinceBuyPct > 1.00 AND ((5m-NATR-Wilder-14 <= 5m-NATR-EMA-14 * 1.25 AND DrawdownFromHighPct > 0.95) OR (5m-NATR-Wilder-14 > 5m-NATR-EMA-14 * 1.25 AND 5m-NATR-Wilder-14 <= 5m-NATR-EMA-14 * 1.75 AND DrawdownFromHighPct > 1.35) OR (5m-NATR-Wilder-14 > 5m-NATR-EMA-14 * 1.75 AND DrawdownFromHighPct > 1.85)) AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND (5m-RSI-trend = sell OR 1m-10 < -0.45)

The stop_loss formula is a profit-peak guard, not a loss-cut rule. It only activates after ProfitSinceBuyPct exceeds 1.00. Once that profit cushion exists, the allowed drawdown from high depends on volatility. If current 5m Wilder NATR is no more than 1.25 times its NATR EMA, drawdown must exceed 0.95. If volatility is between 1.25 and 1.75 times the EMA, drawdown must exceed 1.35. If volatility is above 1.75 times the EMA, drawdown must exceed 1.85. It then requires both 5m and 1m MACD histograms negative and either 5m-RSI-trend = sell or 1m-10 below -0.45. This means the stop only exits profitable positions after a volatility-adjusted giveback and momentum confirmation. Prior evidence showed two StopLoss exits were early and recovered quickly, so the stricter current stop is sensible. The newest change did not alter StopLoss because the active revision had no StopLoss events.

Measured performance

The strategy’s aggregate CONVERT KPIs are positive in unit terms but uneven in fiat profit. Over 30d it recorded 55 trades, profit amount 196.6577, 75% win rate, profit factor 4.7361 and convert increase 3.6975%. Over 7d it had seven trades, profit approximately flat at -0.3725, win rate 66.6667 and profit factor 6.1515. The 90d profit amount was deeply negative, but this is affected by the backtest plan 75 with very large turnover and negative marked profit. Live plan evidence is more useful: plan 79 had strong convert increase and profit percentage, plan 83 had enabled StopLoss with positive lifetime convert increase, and plan 82 was recently active. Execution diagnostics from the prior revision showed 14 confirmed switches but negative mean target-minus-source returns at 15m, 60m and 180m. That indicates rotation can increase units while still suffering short-horizon selection drag.

Window	Trades	Profit	Profit factor	Win rate	CONVERT increase	Turnover
7d	7	-0.37 $	6.15×	66.67%	3.7%	3,425.69 $
30d	55	196.66 $	4.74×	75%	3.7%	19,960.59 $
90d	80	-21,076.36 $	4.74×	75%	5.17%	266,756.86 $

Market alignment

The market context supports the strategy’s broad idea. Bitcoin, ETH, SOL and BNB all had positive 90d returns, while the CoinRobot universe had many bull and sideways regimes and median daily trend strength of 70. A relative momentum rotation strategy should be allowed to participate. The latest 24h global market-cap decline and high short-term volatility justify the formula’s MACD, RSI-trend and NATR caps.

Problems found

The active revision produced zero events over roughly 125 plan-hours, creating inactivity risk and possible lock-in.
Prior switches had weak immediate target-versus-source performance despite positive unit accumulation.
Some plans had long running periods without trades, especially inactive or stalled plans.
The 90d aggregate fiat result is distorted by a large backtest component and should not be blended uncritically with live evidence.

Adaptive change and expected behavior

The applied change modestly relaxed non-bear and first-entry BUY thresholds while leaving SELL and StopLoss unchanged. This is justified because the active revision had no events after the prior StopLoss tightening, whereas the older evidence did not support loosening SELL or StopLoss. The change preserves every major confirmation layer: daily or intraday trend alignment, positive 5m and 1m MACD histograms, RSI-trend buy, volatility cap and cooldown.

Expected behavior is a moderate increase in eligible rotations without turning the strategy into a dip buyer. If the change works, event count should recover, convert increase should remain positive, and target-source post-switch returns should improve or at least stop deteriorating. If bad entries rise or switches continue to underperform the source at 60m and 180m, the relaxation should be reconsidered.

Strategy 935: BUY/SELL - Trusted Asset Recovery Profit Guard

Strategy 935 · version 1

Formula and indicators

Strategy 935 is a selective BUY/SELL formula for trusted assets, with one small CONVERT cohort. Its active revision tightens entries, widens profit exits and delays non-catastrophe stops while preserving daily regime, EMA, MACD, RSI and volatility discipline.

BUY formula and interpretation

BUY
(TimeSinceLastSellMin = null OR TimeSinceLastSellMin > 180) AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 180) AND MarketRegime-1d != bear AND CurrentPrice > 1d-EMA-50 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-EMA-50 > 5m-EMA-100 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI-trend = buy AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.30 AND (((LastSellPrice != null AND CurrentPrice <= LastSellPrice * 99.5%) AND 5m-TrendEfficiency-24 >= 40 AND TrendStrength-1d >= 50 AND 5m-RSI >= 50 AND 5m-RSI <= 63 AND 1m-2 > 0.10 AND 1m-10 > 0.34 AND 1m-20 > 0.62) OR ((LastSellPrice = null OR CurrentPrice > LastSellPrice * 99.5%) AND 5m-TrendEfficiency-24 >= 44 AND TrendStrength-1d >= 54 AND 5m-RSI >= 54 AND 5m-RSI <= 67 AND 1m-2 > 0.14 AND 1m-10 > 0.42 AND 1m-20 > 0.78))

The active BUY formula begins with two anti-churn gates: TimeSinceLastSellMin must be null or above 180, and TimeSinceLastBuyMin must be null or above 180. It then requires MarketRegime-1d not bear, price above 1d-EMA-50, price above 5m-EMA-20, and a full 5m EMA stack of 20 above 50 above 100. Both 5m and 1m MACD histograms must be positive, 5m-RSI-trend must be buy, and 5m-NATR-Wilder-14 must be less than 1.30 times 5m-NATR-EMA-14. After that, the formula separates recovery buys from ordinary buys. The recovery branch requires LastSellPrice not null and CurrentPrice at or below 99.5% of LastSellPrice, then trend efficiency at least 40, daily trend strength at least 50, RSI between 50 and 63, and positive 1m momentum. The ordinary branch requires no such discount and therefore uses stricter thresholds: trend efficiency at least 44, trend strength at least 54, RSI 54 to 67 and stronger 1m momentum. The applied change tightened both branches because bad-buy evidence was elevated.

SELL formula and interpretation

SELL
((ProfitSinceBuyPct >= 0.85 AND ((5m-NATR-Wilder-14 <= 5m-NATR-EMA-14 * 1.25 AND DrawdownFromHighPct > 0.70) OR (5m-NATR-Wilder-14 > 5m-NATR-EMA-14 * 1.25 AND 5m-NATR-Wilder-14 <= 5m-NATR-EMA-14 * 1.75 AND DrawdownFromHighPct > 1.00) OR (5m-NATR-Wilder-14 > 5m-NATR-EMA-14 * 1.75 AND DrawdownFromHighPct > 1.45)) AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0) OR (5m-TrendEfficiency-24 >= 42 AND CurrentPrice < 5m-EMA-50 AND 5m-EMA-20 < 5m-EMA-50 AND 5m-EMA-50 < 5m-EMA-100 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 5m-RSI-trend = sell AND 1m-2 < -0.20 AND 1m-10 < -0.55 AND 1m-20 < -0.90) OR (MarketRegime-1d = bear AND CurrentPrice < 1d-BB-lower AND 5m-NATR-Wilder-14 > 5m-NATR-EMA-14 * 1.80 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 1m-10 < -0.65))

The SELL formula has three branches. The first is a profit-guard branch: ProfitSinceBuyPct must be at least 0.85, then drawdown from high must exceed a volatility-adjusted threshold. In calm conditions drawdown must exceed 0.70; in medium volatility it must exceed 1.00; in high volatility it must exceed 1.45. Unlike the base version, the active version also requires both 5m and 1m MACD histograms below zero for this profit-guard branch. The second branch is a confirmed intraday breakdown: trend efficiency at least 42, price below 5m-EMA-50, bearish EMA stack, negative 5m and 1m MACD histograms, RSI-trend sell, and 1m momentum below -0.20, -0.55 and -0.90. The third branch is a bear-market crash condition using MarketRegime-1d = bear, price below 1d-BB-lower, high NATR, negative MACD histograms and 1m-10 below -0.65. The change widens the profit guard but keeps true breakdown exits intact.

STOPLOSS formula and interpretation

STOPLOSS
ProfitSinceBuyPct <= -3.0 AND (CurrentPrice <= LastBuyPrice * 95.0% OR (ProfitSinceBuyPct <= -3.25 AND CurrentPrice < 5m-BB-lower AND CurrentPrice < 5m-EMA-100 AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 5m-RSI-trend = sell AND 1m-2 < -0.50 AND 1m-10 < -1.00 AND 1m-20 < -1.50) OR (5m-NATR-Wilder-14 > 5m-NATR-EMA-14 * 3.00 AND CurrentPrice < 5m-BB-lower AND 5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 1m-2 < -0.70 AND 1m-10 < -1.30 AND 1m-20 < -1.85))

The StopLoss formula is loss-oriented and only becomes eligible when ProfitSinceBuyPct is at or below -3.0. It preserves a catastrophe branch at CurrentPrice less than or equal to LastBuyPrice times 95.0%. Non-catastrophe exits require either ProfitSinceBuyPct at or below -3.25 plus price below the 5m lower Bollinger Band, price below 5m-EMA-100, negative 5m and 1m MACD, RSI-trend sell and sharp negative 1m momentum, or a volatility-spike branch where 5m NATR is more than 3.00 times its EMA, price is below the lower band and short momentum is deeply negative. This is a material delay versus simple tight stops. It is evidence-led: enabled StopLoss cohorts showed very high early-exit, recovery and negative-exit rates, indicating repeated stop-low behavior. The hard 5% floor preserves emergency protection.

Measured performance

The aggregate strategy had heavy activity: 338 trades over 7d and 803 over 30d. The 7d win rate was about 70%, but profit factor was only 0.8557 and profit amount was negative. Over 30d, profit amount was strongly positive at the aggregate level, but realized profit factor was still below one at 0.8396, indicating that marked profit and realized trade quality diverged. BUY/SELL dominated with 636 active events, 340 buys and 267 sells. The CONVERT plan was tiny but positive, with 30d profit factor 13.7216 and convert increase 0.4219 on only five trades. The evidence therefore supports improving BUY/SELL quality rather than celebrating high trade frequency.

Window	Trades	Profit	Profit factor	Win rate	CONVERT increase	Turnover
7d	338	-42.11 $	0.86×	70.19%	0.42%	24,535.68 $
30d	803	19,687.87 $	0.84×	68.2%	0.42%	152,872.63 $
90d	1,889	25,680.96 $	0.84×	68.2%	0.42%	817,062.6 $

Market alignment

The formula’s non-bear requirement fits the supplied market vector, where bull and sideways regimes dominated bear regimes. However, the latest market-cap drop and high intraday volatility make the three-hour cooldown and NATR cap important. The strategy’s trusted-asset framing is reasonable in a market where majors rose strongly, but the high bad-buy rate shows that even trusted assets can produce poor short-term entries during chop.

Problems found

Weighted bad-buy rate was elevated near 0.399, and recent 12h bad-buy rate was above 0.54.
Profit factor was below one in the dominant BUY/SELL cohort despite high win rates.
Normal SELL exits showed persistent early-exit and recovery behavior.
StopLoss-enabled plans showed very high StopLoss early-exit and recovery rates.
The CONVERT sample was too small to drive shared formula decisions.

Adaptive change and expected behavior

The AI change tightened BUY thresholds modestly instead of redesigning the strategy. It widened the profit-guard SELL branch and required additional 1m MACD confirmation, because normal sell evidence showed premature exits. It also delayed non-catastrophe StopLoss. This combination targets the observed problems: too many weak entries, too many early exits and too much stop-low churn.

Expected behavior is lower trade frequency, fewer bad buys, fewer quick post-exit recoveries and a better realized profit factor. Because losses have been larger than wins, success should be measured by loss reduction as much as by win rate. If the tighter BUY filter causes inactivity without improving profit factor, the next review should isolate symbols or regimes rather than simply relaxing all thresholds.

Strategy 932: Universal - Flexible Momentum Quick Profit Guard

Strategy 932 · version 1

Formula and indicators

Strategy 932 is the broadest supplied momentum formula. It mixes regime-specific entries, continuation entries, quick profit exits and delayed loss exits. The key current issue is not concept but validation: a proposed BUY change failed scenario testing and was not applied.

BUY formula and interpretation

BUY
(LastSellPrice = null OR CurrentPrice <= LastSellPrice * 1.003 OR TimeSinceLastSellMin > 360) AND (5m-TrendEfficiency-24 >= 35 AND ((action = buy AND ((TimeSinceLastSellMin = null OR TimeSinceLastSellMin > 90) OR (MarketRegime-1d = bull AND 5m-TrendEfficiency-24 >= 24 AND TrendStrength-1d >= 68 AND 1m-10 > 0.65 AND 1m-20 > 1.05 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-MACD-hist > 0)) AND (HighestSinceSell = null OR CurrentPrice < HighestSinceSell * 99.35% OR (MarketRegime-1d = bull AND 5m-TrendEfficiency-24 >= 24 AND TrendStrength-1d >= 70 AND 1m-10 > 0.75 AND 1m-20 > 1.20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-EMA-50 > 5m-EMA-100)) AND ((MarketRegime-1d = bull AND 5m-TrendEfficiency-24 >= 24 AND TrendStrength-1d >= 56 AND CurrentPrice > 1d-EMA-50 AND 1d-MACD-hist > -0.05 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 1m-2 > 0.08 AND 1m-10 > 0.24 AND 1m-20 > 0.03 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI > 50 AND 5m-RSI < 67 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.35) OR (MarketRegime-1d = sideways AND 5m-TrendEfficiency-24 >= 40 AND TrendStrength-1d >= 38 AND TrendStrength-1d <= 58 AND CurrentPrice > 1d-BB-middle AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 >= 5m-EMA-50 AND 1m-2 > 0.06 AND 1m-10 > 0.22 AND 1m-20 > -0.05 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI > 49 AND 5m-RSI < 63 AND CurrentPrice < 5m-BB-upper) OR (MarketRegime-1d = bear AND TrendStrength-1d <= 30 AND 1d-RSI < 34 AND CurrentPrice > 1d-BB-lower AND CurrentPrice > 5m-EMA-20 AND 1m-2 > 0.10 AND 1m-10 > 0.32 AND 1m-20 > 0.10 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI > 47 AND 5m-RSI < 57)) AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 120)) OR (MarketRegime-1d != bear AND (5m-TrendEfficiency-24 >= 30 OR 1m-20 > 1.20) AND TrendStrength-1d >= 45 AND CurrentPrice > 1d-EMA-50 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 1m-2 > 0.10 AND 1m-10 > 0.45 AND 1m-20 > 0.90 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI >= 55 AND 5m-RSI <= 74 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.50 AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 120))) OR (MarketRegime-1d != bear AND (5m-TrendEfficiency-24 >= 30 OR 1m-20 > 1.20) AND TrendStrength-1d >= 42 AND CurrentPrice > 1d-EMA-50 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-EMA-50 > 5m-EMA-100 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 1m-2 > 0.08 AND 1m-10 > 0.30 AND 1m-20 > 0.65 AND 5m-RSI >= 53 AND 5m-RSI <= 78 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.65 AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 90)))

The supplied active formula is broad and flexible. It begins by preventing higher-price re-entry unless LastSellPrice is null, price is no more than 0.3% above LastSellPrice, or more than 360 minutes have elapsed. It then requires 5m-TrendEfficiency-24 at least 35 and offers several entry routes. The action=buy route requires cooldown, anti-chase logic using HighestSinceSell, and then one of bull, sideways or bear-rebound sub-branches. The bull branch requires daily bull regime, trend strength at least 56, price above 1d-EMA-50, daily MACD not materially negative, price above 5m-EMA-20, 5m-EMA-20 above 5m-EMA-50, positive 1m momentum, positive MACD histograms, RSI between 50 and 67 and a NATR cap. The sideways branch requires price above 1d-BB-middle and below 5m-BB-upper with milder RSI. The bear rebound branch is selective and requires weak daily trend strength, low daily RSI, price above daily lower band and positive intraday momentum. Two continuation branches allow non-bear entries on strong momentum even without action=buy. However, the attempted optimization was validation-blocked because the proposed BUY became formula_always_false, so no new BUY change should be treated as live.

SELL formula and interpretation

SELL
action = sell AND ProfitSinceBuyPct > 0.35 AND (((ProfitSinceBuyPct > 0.65 AND DrawdownFromHighPct > 0.50) OR (ProfitSinceBuyPct > 1.35 AND DrawdownFromHighPct > 0.34) OR (ProfitSinceBuyPct > 2.75 AND DrawdownFromHighPct > 0.26)) OR (5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 1m-10 < -0.18 AND DrawdownFromHighPct > 0.20) OR (CurrentPrice < 5m-EMA-50 AND 1m-10 < -0.25) OR (5m-RSI > 78 AND DrawdownFromHighPct > 0.35))

The SELL formula requires action = sell and ProfitSinceBuyPct above 0.35. This means normal SELL is a profit-taking or profit-protection rule, not a loss exit. It can trigger when profit and drawdown combinations indicate giveback: profit above 0.65 with drawdown above 0.50, profit above 1.35 with drawdown above 0.34, or profit above 2.75 with drawdown above 0.26. It can also trigger on momentum rollover if both 5m and 1m MACD histograms are negative, 1m-10 is below -0.18 and drawdown exceeds 0.20. A simpler trend break exits when price is below 5m-EMA-50 and 1m-10 below -0.25. An exhaustion branch exits when 5m RSI is above 78 and drawdown exceeds 0.35. This is a quick profit guard: it allows frequent exits, but because it requires action=sell and positive profit, it should not be confused with StopLoss.

STOPLOSS formula and interpretation

STOPLOSS
(ProfitSinceBuyPct <= -2.5 AND ((CurrentPrice < LastBuyPrice * 94.8%) OR (CurrentPrice < LastBuyPrice * 95.2% AND 1m-10 < -0.45 AND 5m-MACD-hist < 0) OR (MarketRegime-1d = bear AND CurrentPrice < 5m-BB-lower AND CurrentPrice < 5m-EMA-100 AND 1m-2 < -0.55 AND 1m-10 < -1.00 AND 1m-20 < -1.50 AND 1m-MACD-hist < 0 AND 5m-MACD-hist < 0) OR (5m-NATR-Wilder-14 > 5m-NATR-EMA-14 * 2.90 AND CurrentPrice < 5m-BB-lower AND 1m-2 < -0.70 AND 1m-10 < -1.20 AND 1m-MACD-hist < 0 AND 5m-MACD-hist < 0))) OR (ProfitSinceBuyPct > 0.5 AND DrawdownFromHighPct > 1.45 AND 1m-MACD-hist < 0 AND 5m-MACD-hist < 0 AND (1m-10 < -0.20 OR CurrentPrice < 5m-EMA-50))

The active stop_loss has two layers. The loss layer requires ProfitSinceBuyPct at or below -2.5 and then one of several breakdown conditions: price below LastBuyPrice times 94.8%, or price below 95.2% with 1m-10 below -0.45 and negative 5m MACD, or a bear-regime lower-band breakdown with price below 5m-BB-lower and 5m-EMA-100 plus deep negative 1m momentum and negative MACD, or a volatility-spike lower-band breakdown. The profit-protection stop layer activates when ProfitSinceBuyPct is above 0.5, DrawdownFromHighPct above 1.45, both MACD histograms negative, and either 1m-10 below -0.20 or price below 5m-EMA-50. The design is less sensitive than the base rule and tries to reduce wick-driven losses while preserving a catastrophe branch.

Measured performance

The 30d aggregate looked good in unit terms with convert increase 87.3735, 31 trades, profit amount 52.9613 and profit factor 1.3706. The 7d window had no trades and negative marked profit, and the 90d window mixed extensive historical and model-specific evidence, including 4171 trades and profit factor below one. Execution-model KPIs show the meaningful recent activity was in CONVERT, not BUY/SELL. The buy_sell 90d block has large turnover but missing realized win/loss fields, so it should not be used for fine-grained trade-quality conclusions. The validation_blocked optimization is the decisive current research fact: the system prevented an always-false BUY from being deployed.

Window	Trades	Profit	Profit factor	Win rate	CONVERT increase	Turnover
7d	0	-10.68 $	—	—	0%	0 $
30d	31	52.96 $	1.37×	66.67%	87.37%	9,479.09 $
90d	4,171	22,095.79 $	0.88×	50%	12.97%	1,156,419.89 $

Market alignment

A broad flexible momentum system can fit a market with many bull and sideways assets, but the broadness is also a risk in a choppy tape. The supplied market vector shows 70 sideways assets, which makes the sideways branch relevant, but also increases false breakout risk. The formula’s anti-chase and NATR caps are therefore important. The lack of recent trades suggests either inactivity, plan status issues or validation constraints should be reviewed before further tuning.

Problems found

Optimization was blocked because the proposed BUY formula was always false under validation.
The 7d window had no trades, limiting live recency inference.
Performance evidence mixes CONVERT and BUY/SELL contexts with materially different coverage.
The broad entry design may overfit regime branches if not validated scenario by scenario.
90d aggregate evidence includes large historical components that are not directly comparable with recent inactivity.

Adaptive change and expected behavior

No adaptive change was applied. The correct rationale is to preserve the existing valid formula until a new candidate passes scenario validation. The blocked optimization demonstrates why explicit formulas and deterministic tests are necessary in customizable trading intelligence. A community or AI idea is not sufficient; it must compile, evaluate and produce intended true and false states across scenarios.

Until a valid change is produced and live activity resumes, expected behavior is uncertain. If the current formula remains active, it should continue to favor frequent momentum opportunities when action and regime branches align, but it may remain inactive in quiet or post-sell anti-chase conditions. The next useful test is a corrected BUY proposal that passes bullish, buy_signal and recovery_buy scenarios without triggering in bearish or volatile failure scenarios.

Strategy 912: Universal - Swing Trend Guard

Strategy 912 · version 1

Formula and indicators

Strategy 912 is a swing formula, not a scalper. Its BUY logic is daily-structure dominant, its SELL logic is regime and NATR scaled, and its StopLoss uses daily volatility and market-composite evidence. The active change targets premature StopLoss exits, not entries.

BUY formula and interpretation

BUY
action = buy AND ((MarketRegime-1d = bull AND TrendStrength-1d >= 63 AND CurrentPrice > 1d-EMA-20 AND 1d-EMA-20 > 1d-EMA-50 AND 1d-EMA-50 > 1d-EMA-100 AND 1d-MACD-hist > 0 AND 1d-RSI >= 51 AND 1d-RSI <= 67 AND 1d-NATR-Wilder-14 < 7.0 AND ((CurrentPrice < 1d-BB-upper AND 1d-RSI <= 63) OR (CurrentPrice >= 1d-BB-upper AND TrendStrength-1d >= 82 AND 1d-RSI >= 58 AND 1d-RSI <= 68 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-MACD-hist > 0 AND 5m-RSI-trend = buy AND 5m-RSI >= 56 AND 5m-RSI <= 63)) AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-MACD-hist > 0 AND 5m-RSI-trend = buy AND 5m-RSI >= 50 AND 5m-RSI <= 64 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.10) OR (MarketRegime-1d = sideways AND TrendStrength-1d >= 38 AND TrendStrength-1d <= 62 AND CurrentPrice > 1d-EMA-50 AND CurrentPrice > 1d-BB-middle AND CurrentPrice < 1d-BB-upper AND 1d-RSI >= 47 AND 1d-RSI <= 58 AND 1d-MACD-hist > 0 AND 1d-NATR-Wilder-14 < 6.2 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-RSI-trend = buy AND 5m-MACD-hist > 0 AND 5m-RSI >= 50 AND 5m-RSI <= 60 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.09) OR (MarketRegime-1d = bear AND TrendStrength-1d >= 20 AND TrendStrength-1d <= 36 AND 1d-RSI >= 31 AND 1d-RSI <= 41 AND CurrentPrice > 1d-BB-lower AND CurrentPrice < 1d-EMA-20 AND 1d-MACD-hist > 0 AND 1d-NATR-Wilder-14 < 5.6 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-RSI-trend = buy AND 5m-MACD-hist > 0 AND 5m-RSI >= 50 AND 5m-RSI <= 56 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.00) OR (TrendStrength-1d >= 70 AND CurrentPrice > 1d-EMA-20 AND 1d-EMA-20 > 1d-EMA-50 AND 1d-EMA-50 > 1d-EMA-100 AND 1d-MACD-hist > 0 AND 1d-RSI >= 52 AND 1d-RSI <= 64 AND 1d-NATR-Wilder-14 < 6.8 AND CurrentPrice < 1d-BB-upper AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-MACD-hist > 0 AND 5m-RSI-trend = buy AND 5m-RSI >= 52 AND 5m-RSI <= 62 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.07)) AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 1440)

The BUY formula is a multi-day swing entry rule using action = buy and daily trend structure. In the bull branch, MarketRegime-1d must be bull, TrendStrength-1d at least 63, price above 1d-EMA-20, daily EMA20 above EMA50 above EMA100, daily MACD histogram positive, daily RSI between 51 and 67, and daily NATR below 7.0. It then handles Bollinger extension: either price is below the daily upper band with RSI at most 63, or if price is at or above the upper band, trend strength must be at least 82 and intraday confirmation must be strong. The sideways branch requires trend strength between 38 and 62, price above daily EMA50 and daily Bollinger middle but below upper, RSI 47 to 58, positive daily MACD, and intraday EMA/MACD/RSI confirmation. The bear rebound branch is narrow: trend strength 20 to 36, RSI 31 to 41, price above daily lower band but below daily EMA20, positive daily MACD and tight intraday confirmation. A final trend-continuation branch requires very strong trend structure. All branches require at least 1440 minutes since last buy.

SELL formula and interpretation

SELL
((MarketRegime-1d = bull AND ((ProfitSinceBuyPct > 1d-NATR-Wilder-14 * 0.90 AND DrawdownFromHighPct > 1d-NATR-Wilder-14 * 0.45) OR ProfitSinceBuyPct > 1d-NATR-Wilder-14 * 1.35 OR 5m-RSI > 73 OR (CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0 AND DrawdownFromHighPct > 5m-NATR-Wilder-14 * 1.20) OR (CurrentPrice < 1d-EMA-20 AND 1d-MACD-hist < 0) OR DrawdownFromHighPct > 1d-NATR-Wilder-14 * 0.90)) OR (MarketRegime-1d = sideways AND ((ProfitSinceBuyPct > 1d-NATR-Wilder-14 * 0.65 AND DrawdownFromHighPct > 1d-NATR-Wilder-14 * 0.35) OR ProfitSinceBuyPct > 1d-NATR-Wilder-14 * 1.05 OR CurrentPrice > 1d-BB-upper OR 1d-RSI > 65 OR (CurrentPrice < 1d-BB-middle AND 5m-MACD-hist < 0) OR DrawdownFromHighPct > 1d-NATR-Wilder-14 * 0.70)) OR (MarketRegime-1d = bear AND ((ProfitSinceBuyPct > 1d-NATR-Wilder-14 * 0.45 AND DrawdownFromHighPct > 1d-NATR-Wilder-14 * 0.25) OR ProfitSinceBuyPct > 1d-NATR-Wilder-14 * 0.75 OR 1d-RSI > 43 OR (CurrentPrice < 5m-EMA-50 AND 5m-MACD-hist < 0) OR DrawdownFromHighPct > 1d-NATR-Wilder-14 * 0.50)))

The active SELL formula is regime-specific and uses daily NATR as the scaling unit. In bull regimes, it exits on profit giveback, excessive profit relative to NATR, 5m RSI above 73, intraday EMA/MACD weakness with drawdown, daily EMA20 plus MACD breakdown, or drawdown above 0.90 times daily NATR. In sideways regimes, it exits on smaller NATR-scaled profit giveback, profit above 1.05 times daily NATR, price above daily upper band, daily RSI above 65, price below daily Bollinger middle only when 5m MACD is negative, or drawdown above 0.70 times daily NATR. In bear regimes, it uses tighter profit and risk exits, including profit above 0.75 times NATR, daily RSI above 43, price below 5m-EMA-50 with negative 5m MACD, or drawdown above 0.50 times daily NATR. The current version already reduced some premature sideways and bear exits by requiring MACD confirmation on price breaks.

STOPLOSS formula and interpretation

STOPLOSS
(1d-NATR-Wilder-14 > 9.0 OR CurrentPrice < LastBuyPrice * 97.2% OR (DrawdownFromHighPct > 1d-NATR-Wilder-14 * 1.20 AND (CurrentPrice < 5m-EMA-50 OR 5m-MACD-hist < 0)) OR DrawdownFromHighPct > 1d-NATR-Wilder-14 * 1.45 OR (ProfitSinceBuyPct > 0.5 AND DrawdownFromHighPct > 1.35 AND (5m-MACD-hist < 0 OR CurrentPrice < 5m-EMA-50)) OR (market-composit-StopLoss = YES AND CurrentPrice < 1d-EMA-20 AND 1d-MACD-hist < 0) OR (CurrentPrice < 5m-BB-lower AND 5m-MACD-hist < 0 AND DrawdownFromHighPct > 5m-NATR-Wilder-14 * 1.60) OR (MarketRegime-1d = bear AND CurrentPrice < 1d-BB-lower AND 1d-MACD-hist < 0))

The latest applied StopLoss formula keeps multiple emergency paths. It triggers if daily NATR exceeds 9.0, if price falls below LastBuyPrice times 97.2%, if drawdown exceeds 1.20 times daily NATR and price is below 5m-EMA-50 or 5m MACD is negative, if drawdown exceeds 1.45 times daily NATR as a severe failsafe, if ProfitSinceBuyPct is above 0.5 and drawdown exceeds 1.35 with intraday weakness, if market-composit-StopLoss is YES with price below daily EMA20 and negative daily MACD, if price is below the 5m lower Bollinger Band with negative 5m MACD and large intraday drawdown, or if bear regime price is below daily lower band with negative daily MACD. The change is StopLoss-only and specifically widens normal drawdown exits while preserving hard and market-level protections.

Measured performance

Strategy 912 showed the clearest execution-model split. The BUY/SELL plan lost money over 30d with 210 trades, profit amount -5.1899, win rate 24.2718 and profit factor 0.5191. The CONVERT plan was strong over the same period: 91 trades, profit amount 28.5079, win rate 47.0588, profit factor 2.437 and convert increase 21.3793%. The aggregate 30d strategy profit factor was 1.6024 because the CONVERT plan dominated profit quality. Active-revision evidence after the prior change showed 62 events, including 17 StopLoss exits, with high early-exit and recovery rates. That supports the StopLoss-only adjustment but does not support broad BUY relaxation.

Window	Trades	Profit	Profit factor	Win rate	CONVERT increase	Turnover
7d	136	6.49 $	1.02×	28.17%	21.38%	12,119.11 $
30d	301	23.32 $	1.6×	31.82%	21.38%	26,670.69 $
90d	305	23.06 $	1.6×	31.82%	21.38%	26,710.43 $

Market alignment

A swing strategy fits the supplied market because daily trend strength was high and majors were positive over 90d. The formula’s daily EMA and MACD requirements are appropriate in a trending market. However, crypto volatility is high and the system also appears used in stock-like NASDAQ framing, so daily NATR scaling is essential. The CONVERT plan’s strong performance suggests rotation captured trend better than BUY/SELL timing.

Problems found

BUY/SELL cohort underperformed materially despite the favorable broad trend.
StopLoss early-exit rate was high, especially in active evidence.
Some exits were negative and near short-term lows, indicating stop-low risk.
The CONVERT plan is strong but represents one plan, so overgeneralization should be avoided.
Initial entry formula-state evidence included false states, reminding that CONVERT entries are not always BUY formula triggers.

Adaptive change and expected behavior

The applied change widened StopLoss confirmation only. This is justified because bad-buy evidence was modest compared with StopLoss bounce evidence, and normal-sell reentry churn was limited. The new severe-drawdown failsafe preserves protection while reducing ordinary drawdown sensitivity. No buy change was made because the evidence did not show a clear entry-formula defect.

Expected behavior is fewer StopLoss exits near short-term lows and fewer immediate recoveries above exit. BUY/SELL may still lag unless entry or profit-exit quality improves, so the main near-term success criterion is StopLoss quality rather than headline profit. The CONVERT plan should be monitored for whether wider stops increase unit retention without increasing drawdown.

Strategy 933: Universal - Selective Trend Momentum Profit Guard

Strategy 933 · version 1

Formula and indicators

Strategy 933 is a cleaner, non-bear momentum strategy. It combines trend efficiency, daily trend strength, EMA alignment, MACD confirmation, RSI bounds, anti-chase logic and profit-focused exits. Recent changes widened SELL profit guard first, then StopLoss confirmation.

BUY formula and interpretation

BUY
(LastSellPrice = null OR CurrentPrice <= LastSellPrice * 1.003 OR TimeSinceLastSellMin > 360) AND MarketRegime-1d != bear AND 5m-TrendEfficiency-24 >= 36 AND TrendStrength-1d >= 48 AND CurrentPrice > 1d-EMA-50 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.35 AND 5m-RSI >= 53 AND 5m-RSI <= 68 AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 60) AND ((action = buy AND (TimeSinceLastSellMin = null OR TimeSinceLastSellMin > 60) AND 1m-2 > 0.08 AND 1m-10 > 0.28 AND 1m-20 > 0.20 AND (HighestSinceSell = null OR CurrentPrice < HighestSinceSell * 99.55% OR (TrendStrength-1d >= 68 AND 1m-20 > 0.95))) OR (TrendStrength-1d >= 56 AND 5m-EMA-50 > 5m-EMA-100 AND 1m-2 > 0.10 AND 1m-10 > 0.42 AND 1m-20 > 0.82 AND 5m-RSI <= 66))

The BUY formula is selective and excludes bear regimes. It first prevents higher re-entry unless LastSellPrice is null, price is at most 0.3% above LastSellPrice, or more than 360 minutes have elapsed. Then it requires MarketRegime-1d not bear, 5m-TrendEfficiency-24 at least 36, TrendStrength-1d at least 48, price above 1d-EMA-50, price above 5m-EMA-20, 5m-EMA-20 above 5m-EMA-50, positive 5m and 1m MACD histograms, and a volatility cap where 5m-NATR-Wilder-14 is below 1.35 times its EMA. RSI must be between 53 and 68, and TimeSinceLastBuyMin must be null or above 60. The entry then uses either an action=buy path with post-sell cooldown, positive 1m momentum and anti-chase HighestSinceSell logic, or a stronger continuation path requiring TrendStrength-1d at least 56, 5m-EMA-50 above 5m-EMA-100, stronger 1m momentum and RSI at most 66. BUY was unchanged because the active evidence was small and the AI chose not to overfit elevated recent bad-buy rate.

SELL formula and interpretation

SELL
action = sell AND ProfitSinceBuyPct >= 0.65 AND (((ProfitSinceBuyPct >= 0.65 AND DrawdownFromHighPct > 0.50) OR (ProfitSinceBuyPct >= 1.20 AND DrawdownFromHighPct > 0.38) OR (ProfitSinceBuyPct >= 2.20 AND DrawdownFromHighPct > 0.30)) OR (5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 1m-10 < -0.12) OR (CurrentPrice < 5m-EMA-50 AND 1m-10 < -0.18) OR (5m-RSI > 74 AND DrawdownFromHighPct > 0.28))

The SELL formula requires action = sell and ProfitSinceBuyPct at least 0.65, so it is a profit-retention mechanism rather than a loss exit. The active profit-giveback thresholds were widened from baseline: profit at least 0.65 now needs drawdown above 0.50, profit at least 1.20 needs drawdown above 0.38, and profit at least 2.20 needs drawdown above 0.30. It can also exit when both 5m and 1m MACD histograms are negative and 1m-10 is below -0.12, when price is below 5m-EMA-50 and 1m-10 below -0.18, or when 5m RSI is above 74 with drawdown above 0.28. This keeps danger exits but gives profitable positions more room. The prior change was based on persistent sell early-exit and quick recovery evidence over a large baseline sample.

STOPLOSS formula and interpretation

STOPLOSS
(ProfitSinceBuyPct <= -2.5 AND (((CurrentPrice < LastBuyPrice * 95.2%) AND ((CurrentPrice < LastBuyPrice * 94.6%) OR (1m-2 < -0.35 AND 1m-10 < -0.65 AND 1m-MACD-hist < 0 AND 5m-MACD-hist < 0))) OR (MarketRegime-1d = bear AND CurrentPrice < 5m-BB-lower AND CurrentPrice < 5m-EMA-100 AND 1m-2 < -0.50 AND 1m-10 < -0.90 AND 1m-20 < -1.40 AND 1m-MACD-hist < 0 AND 5m-MACD-hist < 0) OR (5m-NATR-Wilder-14 > 5m-NATR-EMA-14 * 2.80 AND CurrentPrice < 5m-BB-lower AND 1m-2 < -0.65 AND 1m-10 < -1.10 AND 1m-MACD-hist < 0 AND 5m-MACD-hist < 0))) OR (ProfitSinceBuyPct > 0.5 AND DrawdownFromHighPct > 1.25 AND 1m-MACD-hist < 0 AND 5m-MACD-hist < 0)

The latest stop_loss formula begins with ProfitSinceBuyPct at or below -2.5. The LastBuyPrice 95.2% branch now requires additional evidence: either price is below 94.6% of LastBuyPrice, or 1m-2 below -0.35, 1m-10 below -0.65 and both 1m and 5m MACD histograms negative. Bear-regime lower-band and volatility-spike branches remain. The profit-giveback stop still triggers when ProfitSinceBuyPct is above 0.5, DrawdownFromHighPct above 1.25 and both MACD histograms negative. This active change is directly supported by the latest small sample: all three StopLoss exits were early, negative, near the next 60m low and recovered within one, two and five minutes. The change preserves hard protection through deeper catastrophe and confirmation branches.

Measured performance

Longer-window KPIs are respectable: 30d aggregate trade count was 1750, win rate 74.0645, profit factor 1.2824 and profit amount 52.1273. The 90d win rate was 68.764 and profit factor 1.2041. However, the latest active revision sample was only 39 events and had profit factor just under one in revision KPIs, despite high win rate. Plan-level evidence diverged: plan 69 looked strong with 30d profit_pct above 20 and profit factor 1.492455, while plan 68 was weaker with 30d profit factor near 1.05 and lifetime profit near flat. This suggests symbol universe and stop policy matter materially.

Window	Trades	Profit	Profit factor	Win rate	CONVERT increase	Turnover
7d	286	-4.73 $	1.48×	82.31%	—	6,108.73 $
30d	1,750	52.13 $	1.28×	74.06%	—	38,260.02 $
90d	1,999	41.82 $	1.2×	68.76%	—	43,521.05 $

Market alignment

The formula fits the current market better than broad bear-rebound systems because the supplied universe has more bull and sideways than bear regimes and daily trend strength is high. Excluding bear entries reduces exposure to structurally weak assets. The risk is that sideways assets can still pass short momentum gates, causing elevated bad-buy rate in the small active sample. The NATR cap and RSI upper bound are important safeguards.

Problems found

Active-revision evidence was small but showed elevated bad-buy rate.
Recent StopLoss evidence was extremely unfavorable: all three exits bounced quickly.
Plan 68 and plan 69 had materially different performance, implying universe sensitivity.
Normal SELL exits were early in the latest sample, but not negative, so StopLoss evidence should not be used to rewrite SELL again.
The latest profit factor deterioration may be sample noise and needs more post-change trades.

Adaptive change and expected behavior

The applied change is StopLoss-only. This is appropriate because the strongest new evidence was concentrated in StopLoss exits, not ordinary SELL exits. The adjustment adds confirmation to the 95.2% branch while preserving deeper emergency protection. BUY was left unchanged despite bad-buy evidence because only about 50 active-revision hours were available.

Expected behavior is fewer wick-driven StopLoss exits and fewer immediate recoveries after stops. If the change is successful, the enabled plan should show fewer StopLoss exits near 60m lows while maintaining acceptable maximum loss. If bad-buy rate remains high after a larger sample, the next change should target entry thresholds or symbol selection, not StopLoss.

Strategy 911: Universal - Trend Pullback Guard

Strategy 911 · version 1

Formula and indicators

Strategy 911 is a trend-pullback system with early action-based entries and fast exits. The latest applied change is exit-focused: wider SELL and StopLoss thresholds, no BUY relaxation. It tries to reduce selling recoverable pullbacks without abandoning risk control.

BUY formula and interpretation

BUY
(action = buy AND 5m-TrendEfficiency-24 >= 35 AND ((TimeSinceLastSellMin = null OR TimeSinceLastSellMin > 90) OR (MarketRegime-1d = bull AND 5m-TrendEfficiency-24 >= 24 AND TrendStrength-1d >= 68 AND 1m-10 > 0.65 AND 1m-20 > 1.05 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-MACD-hist > 0)) AND (HighestSinceSell = null OR CurrentPrice < HighestSinceSell * 99.35% OR (MarketRegime-1d = bull AND 5m-TrendEfficiency-24 >= 24 AND TrendStrength-1d >= 70 AND 1m-10 > 0.75 AND 1m-20 > 1.20 AND 5m-EMA-20 > 5m-EMA-50 AND 5m-EMA-50 > 5m-EMA-100)) AND ((MarketRegime-1d = bull AND 5m-TrendEfficiency-24 >= 24 AND TrendStrength-1d >= 56 AND CurrentPrice > 1d-EMA-50 AND 1d-MACD-hist > -0.05 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 1m-2 > 0.08 AND 1m-10 > 0.24 AND 1m-20 > 0.03 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI > 50 AND 5m-RSI < 67 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.35) OR (MarketRegime-1d = sideways AND 5m-TrendEfficiency-24 >= 40 AND TrendStrength-1d >= 38 AND TrendStrength-1d <= 58 AND CurrentPrice > 1d-BB-middle AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 >= 5m-EMA-50 AND 1m-2 > 0.06 AND 1m-10 > 0.22 AND 1m-20 > -0.05 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI > 49 AND 5m-RSI < 63 AND CurrentPrice < 5m-BB-upper) OR (MarketRegime-1d = bear AND TrendStrength-1d <= 30 AND 1d-RSI < 34 AND CurrentPrice > 1d-BB-lower AND CurrentPrice > 5m-EMA-20 AND 1m-2 > 0.10 AND 1m-10 > 0.32 AND 1m-20 > 0.10 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI > 47 AND 5m-RSI < 57)) AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 120)) OR (MarketRegime-1d != bear AND (5m-TrendEfficiency-24 >= 30 OR 1m-20 > 1.20) AND TrendStrength-1d >= 45 AND CurrentPrice > 1d-EMA-50 AND CurrentPrice > 5m-EMA-20 AND 5m-EMA-20 > 5m-EMA-50 AND 1m-2 > 0.10 AND 1m-10 > 0.45 AND 1m-20 > 0.90 AND 5m-MACD-hist > 0 AND 1m-MACD-hist > 0 AND 5m-RSI >= 55 AND 5m-RSI <= 74 AND 5m-NATR-Wilder-14 < 5m-NATR-EMA-14 * 1.50 AND (TimeSinceLastBuyMin = null OR TimeSinceLastBuyMin > 120))

The BUY formula has two major routes. The first requires action = buy, 5m-TrendEfficiency-24 at least 35, a post-sell cooldown unless a strong bull breakout override applies, and anti-chase logic using HighestSinceSell. It then supports bull, sideways and bear rebound branches. The bull branch requires MarketRegime-1d bull, trend efficiency at least 24, TrendStrength-1d at least 56, price above 1d-EMA-50, daily MACD not materially negative, price above 5m-EMA-20, 5m-EMA-20 above 5m-EMA-50, positive 1m momentum, positive 5m and 1m MACD histograms, RSI between 50 and 67 and NATR below 1.35 times its EMA. The sideways branch uses stronger trend efficiency, bounded daily trend strength, price above daily Bollinger middle, and bounded RSI. The bear rebound branch is narrow and requires oversold daily conditions with positive intraday confirmation. The second major route is a non-bear continuation entry with strong 1m momentum and trend alignment. BUY was left unchanged because exit problems were clearer than entry remedies and current plans were inactive.

SELL formula and interpretation

SELL
action = sell AND (((ProfitSinceBuyPct > 0.45 AND DrawdownFromHighPct > 0.65) OR (ProfitSinceBuyPct > 0.90 AND DrawdownFromHighPct > 0.48) OR (ProfitSinceBuyPct > 1.50 AND DrawdownFromHighPct > 0.36)) OR (1m-2 < -0.35 AND 1m-10 < -0.70 AND 1m-20 < -1.05 AND 1m-2 < 1m-10 AND 1m-10 < 1m-20) OR (MarketRegime-1d = bull AND ((5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 1m-2 < -0.14 AND 1m-10 < -0.14) OR (CurrentPrice < 5m-EMA-50 AND 1m-10 < -0.24) OR DrawdownFromHighPct > 5m-NATR-Wilder-14 * 1.40)) OR (MarketRegime-1d = sideways AND (5m-RSI > 68 OR (CurrentPrice > 5m-BB-upper AND 5m-RSI > 64) OR (5m-MACD-hist < 0 AND 1m-2 < -0.16 AND 1m-10 < -0.16) OR DrawdownFromHighPct > 5m-NATR-Wilder-14 * 1.15)) OR (MarketRegime-1d = bear AND ((CurrentPrice < 5m-EMA-20 AND 1m-10 < -0.12) OR (5m-MACD-hist < 0 AND 1m-MACD-hist < 0 AND 1m-2 < -0.08) OR 1m-10 < -0.35 OR DrawdownFromHighPct > 5m-NATR-Wilder-14 * 0.80)))

The active SELL formula still requires action = sell but is wider than base. Profit-giveback thresholds were raised: ProfitSinceBuyPct above 0.45 now needs DrawdownFromHighPct above 0.65, profit above 0.90 needs drawdown above 0.48, and profit above 1.50 needs drawdown above 0.36. A sharp momentum-collapse branch remains unchanged, requiring deeply negative 1m-2, 1m-10 and 1m-20 in ordered deterioration. In bull regimes, MACD weakness now needs more negative 1m thresholds, price below 5m-EMA-50 needs 1m-10 below -0.24, and NATR-scaled drawdown threshold is widened to 1.40. Sideways exits require RSI above 68, or price above upper band with RSI above 64, or stronger negative MACD/momentum, or drawdown above 1.15 times NATR. Bear exits remain faster. This targets premature normal sells while retaining downside branches.

STOPLOSS formula and interpretation

STOPLOSS
CurrentPrice < LastBuyPrice * 98.6% OR (1m-2 < -0.55 AND 1m-10 < -1.00 AND 1m-20 < -1.45 AND 1m-2 < 1m-10 AND 1m-10 < 1m-20) OR (MarketRegime-1d = bear AND CurrentPrice < 5m-BB-lower AND 5m-MACD-hist < 0) OR 5m-NATR-Wilder-14 > 5m-NATR-EMA-14 * 2.50 OR DrawdownFromHighPct > 3.5

The active StopLoss is simple but slightly widened. It triggers when CurrentPrice is below LastBuyPrice times 98.6%, when a severe ordered 1m momentum crash occurs, when bear regime price is below 5m-BB-lower with negative 5m MACD, when 5m NATR is more than 2.50 times its EMA, or when DrawdownFromHighPct exceeds 3.5. The base version used 98.8%, 2.35 and 3.2, so the change gives more room before hard loss, volatility-spike and peak-drawdown exits. StopLoss evidence justified this: historical enabled data had negative StopLoss exits, high quick recovery rates and many exits near the next 60m low. The widening is small and preserves emergency exits.

Measured performance

Recent KPI windows for 7d and 30d show no active trading because all listed plans were non-executing. The 90d aggregate includes historical activity: 921 trades, turnover 125125.7551 and profit amount 1548.6742, but realized win/loss fields are unavailable in daily KPIs. Revision KPIs for the baseline are poor: 90d profit factor 0.1417 and win rate 19.1489 on evaluated trades. Execution diagnostics show 72 BUY/SELL events and 19 CONVERT events, with CONVERT convert increase near flat at -0.008577. Initial CONVERT entries with true BUY state had poor 60m outcomes and high bad-entry rate. Therefore, evidence supports caution, not expansion.

Window	Trades	Profit	Profit factor	Win rate	CONVERT increase	Turnover
7d	0	0 $	—	—	—	0 $
30d	0	0 $	—	—	—	0 $
90d	921	1,548.67 $	—	—	-2.02%	125,125.76 $

Market alignment

The current market would normally support trend-pullback participation, because majors rose and daily trend strength is high. However, this strategy’s plans are inactive, and historical performance was weak. Market alignment cannot overcome inactive execution. The formula’s continuation entry could work in a trending tape, but the evidence does not justify BUY loosening until live data returns.

Problems found

All supplied plans were non-executing, so recent live post-change evidence is unavailable.
Historical baseline trade quality was weak, with low profit factor in revision KPIs.
Normal SELL exits had high early-exit and recovery rates, supporting wider exits.
StopLoss exits also showed bounce risk and quick recovery.
CONVERT switch performance was near flat and initial entries had poor short-horizon outcomes.

Adaptive change and expected behavior

The applied change widened SELL and StopLoss while leaving BUY unchanged. This is evidence-led: sell early-exit rate, sell negative-exit rate and quick recovery rates were high; StopLoss recovery was also high. But bad-buy evidence and poor initial CONVERT outcomes argued against relaxing entries. Inactivity also argued against additional tightening.

If execution resumes, the strategy should exit less often on shallow pullbacks and should reduce stop-low churn. The immediate next measurement is not profit alone; it is whether early-exit, recovered-above-exit and exit-near-60m-low rates decline. If inactive plans remain off, the formula change cannot be evaluated and should not be credited with improvement.

Hypotheses and next review

H-2026-W40-01

For Strategy 935, tighter BUY thresholds and wider profit-guard exits will improve realized profit factor without collapsing trade count below a usable sample.

Measurement: Compare post-change 7d and 30d BUY/SELL profit factor, bad-buy rate, trade count and average loss size against the active baseline.
Review: After at least 100 new BUY/SELL events or two full weeks, whichever comes later.

H-2026-W40-02

For Strategy 933, the StopLoss-only confirmation change will reduce quick recovery after StopLoss exits while preserving emergency protection.

Measurement: Track enabled-plan StopLoss exit count, early-exit rate, exit-near-60m-low rate, 1m/2m/5m recovery rates and maximum adverse excursion after non-exit signals.
Review: After at least 10 new StopLoss exits or 30 calendar days.

H-2026-W40-03

For Strategy 912, CONVERT will continue to outperform BUY/SELL under the current formula because rotation captures trend better than cash exits.

Measurement: Compare 30d CONVERT profit factor, convert increase and target-source returns with BUY/SELL profit factor and profit amount.
Review: Next weekly review and again after 30 days.

H-2026-W40-04

For Strategy 934, modest BUY relaxation will restore rotation frequency without materially worsening target-versus-source post-switch returns.

Measurement: Track switch count, average hours between switches, convert increase, and 60m/180m target-minus-source returns.
Review: After at least 10 confirmed switches.

Conclusion

The supplied evidence supports a nuanced conclusion. Momentum existed in the market, but formula and execution-model design determined whether strategies captured it efficiently. The best measured result was not the highest win rate; it was the combination of Strategy 912’s CONVERT profit factor and convert increase over the 30d window. Conversely, Strategy 935 showed that a high win rate can still produce a poor profit factor when losses are larger or exits are poorly timed. Strategy 933 showed that a strong longer-window public profile can still experience short active-revision deterioration and severe StopLoss bounce risk. Strategy 934 showed promising relative-rotation behavior but also inactivity and weak short-horizon target-source confirmation. Strategy 932 demonstrated an equally important research success: invalid AI output was blocked before deployment. Strategy 911 showed that without active execution, even a plausible formula change remains unproven.

The broader educational point is that customizable trading intelligence is valuable only when it remains explicit, auditable and testable. Users and community authors can express market ideas through formulas, but the formula must be read as written: every threshold, timeframe, branch and cooldown matters. AI-assisted revision is useful when it narrows the hypothesis, validates the syntax and scenario behavior, and preserves hard risk controls. It is not useful when it hides uncertainty or turns sparse evidence into broad claims.

For the next review, the highest-priority measurements are StopLoss recovery after the new widened rules, Strategy 935’s realized profit factor after entry tightening, Strategy 934’s restored switch frequency, and Strategy 912’s BUY/SELL versus CONVERT divergence. No strategy should be considered solved. The evidence supports conservative iteration, not confidence without measurement.

Limitations

Crypto news and macro-event feeds were disabled, so the report cannot assess macro or headline causality.
Some 90d KPI windows mix live and backtest components, especially for strategies with inactive or backtest plans; comparisons are qualified accordingly.
Several active revisions had very short post-change samples or zero events, limiting inference about the latest formula version.
CONVERT target-versus-source diagnostics are sparse for some strategies and do not include a full best-alternative counterfactual.
StopLoss recovery evidence identifies bounce risk but does not prove that holding would have improved final outcome in every case.
Execution evidence is uneven across plans; BUY/SELL plans often lacked order-ID-linked trade evidence while CONVERT plans had stronger matching diagnostics.
Strategy 932’s latest optimization was validation-blocked, so its proposed formula cannot be assessed as a live change.

Reproducibility appendix

Run ID: 20260929-200427-a22a93da. Snapshot generated at 2026-09-29T20:04:27+00:00. The machine-readable run record is retained privately by CoinRobot.AI.