Market analysis
The supplied market context describes a crypto market that remains broadly constructive over the 90-day horizon but tactically fragile in the latest daily snapshot. CoinGecko global data show total crypto market capitalization of $2.8706 trillion and 24-hour volume of $118.1268 billion, which indicates deep liquidity across the major assets used by many of the strategies. However, the same global feed reports a -3.41079% 24-hour market-cap change. That short-term negative move matters because several reviewed strategies rely on 1-minute and 5-minute momentum confirmation, MACD histogram direction, RSI trend and NATR volatility filters. A market can be structurally bullish over 90 days while still producing sharp intraday reversals that trigger premature sells or StopLoss exits.
Bitcoin’s 90-day evidence is strong but not euphoric. CoinGecko reports a 39.3352% 90-day BTC return, -6.9827% maximum drawdown, 38.2361% annualized volatility and last price near $83,556. Binance BTCUSDT data are close: 35.7765% return, -6.9224% maximum drawdown, 38.0591% annualized volatility and last price $83,584. The internal BTC daily series shows a material rise around 18-21 September, including +5.8454% on 18 September and +6.7038% on 21 September, followed by a mild pullback and range behavior into 29 September. This is exactly the sort of sequence that can benefit relative rotation systems if they switch into leadership early, but it can also create early-exit problems when post-breakout consolidation triggers drawdown-from-high rules.
ETHUSDT shows an even stronger 90-day Binance return of 58.2181% but with higher annualized volatility at 52.0502%. Its path includes sharp positive sessions, such as +6.7365% on 18 September and +4.9516% on 21 September, but also a -4.6702% day on 15 September. The higher return and higher volatility combination is relevant to StopLoss and profit-guard formulas: fixed or tight drawdown thresholds may fire during normal ETH volatility, while overly loose thresholds may give back too much of a trend. Strategies that scale drawdown limits by NATR are better aligned with this environment than strategies using only fixed percentage loss gates.
BNBUSDT was steadier, with a 35.1081% 90-day return, -7.5418% maximum drawdown and lower annualized volatility of 34.2811%. It had a notable +6.2603% day on 5 September but generally smaller swings than ETH or SOL. SOLUSDT showed 47.12% 90-day return with a larger -12.6184% maximum drawdown and 54.6582% annualized volatility. SOL’s large +10.9012% day on 18 September, followed by additional strength and then pullbacks, creates a difficult regime for systems that both chase momentum and protect profit peaks. In the events list, SOL also has several dated protocol or ecosystem items around 29 September to 1 October, but the supplied data do not establish causality between those events and price action. They should be treated as calendar risk rather than explanatory proof.
The CoinRobot market vector provides useful breadth context. Across 153 symbols, 70 were sideways, 62 bull and 21 bear. Median RSI-1d was 55.19, median NATR-1d was 3.89636%, median Bollinger width was 10.327972 and median trend strength was 70. This distribution is not a uniform bull market; it is a mixed market with a bullish tilt and many sideways assets. That explains why broad BUY/SELL strategies can generate many trades but struggle with profit factor if exits are too sensitive. It also explains why CONVERT strategies can look better when they successfully rotate from laggards to leaders, because the dispersion between assets creates unit-growth opportunity.
Funding and taker-buy data are not extreme in the supplied sample. BTC average funding was 0.002021%, ETH 0.005433%, BNB 0.000923% and SOL 0.002359%. Taker-buy quote shares were clustered around 49-51% in aggregate, suggesting no persistent one-sided taker pressure. The market therefore rewards strategies that confirm local trend rather than blindly following macro uptrend. This is consistent with the formula changes applied to Strategies 934, 935, 912, 933 and 911: most changes either relax overly inactive entry gates slightly or widen exits that were repeatedly early, while maintaining EMA, MACD, RSI and volatility conditions. For Strategy 932, the market backdrop is less important than the validation failure: an always-false BUY formula cannot exploit a constructive market until repaired.
| Asset | 90d return | Max drawdown | Volatility | Taker buy share | Funding |
|---|
| BTCUSDT | 35.7765% | -6.9224% | 38.0591% | 49.7332% | 0.002021% |
| ETHUSDT | 58.2181% | -5.6161% | 52.0502% | 49.8734% | 0.005433% |
| BNBUSDT | 35.1081% | -7.5418% | 34.2811% | 49.2053% | 0.000923% |
| SOLUSDT | 47.12% | -12.6184% | 54.6582% | 50.7788% | 0.002359% |
Methodology
The research procedure used only supplied structured data and treated each field according to its stated scope. Market context came from the CoinGecko global object, Binance 90-day asset summaries, the 35-day daily series for BTC, ETH, BNB and SOL, the CoinRobot market vector and the dated crypto events list. No disabled news or macro feeds were inferred. Where crypto_events listed dates and coins, those events were treated as possible calendar context only; no causal claim was made unless price and time evidence in the supplied market data supported it.
Strategy analysis was performed in input order: 934, 935, 932, 912, 933 and 911. For each strategy, I separated formula design, KPI evidence, active-revision evidence, execution-model diagnostics, StopLoss evidence, plan activity and validation status. I compared 7-day, 30-day and 90-day windows, but I did not treat windows with materially different coverage as directly equivalent. For example, Strategy 934’s 90-day aggregate fiat profit is strongly affected by a backtest plan with large negative profit amount and high turnover, while live convert plans have shorter plan histories and different coverage. Strategy 911 has no 7-day or 30-day KPI rows because its plans are inactive, so its evidence comes from 90-day historical context and execution diagnostics, not current live activity.
Execution model interpretation followed the supplied method rules. BUY/SELL strategies were assessed as entry-and-exit systems where profit factor, win rate, realized profit/loss, trade count and early/negative exits are primary. CONVERT strategies were assessed primarily through convert increase, switch count, source/destination evidence, target-versus-source post-switch returns, stalled-position indicators and time between switches. A CONVERT switch was not treated as proof that a SELL formula or BUY formula evaluated true unless the diagnostics explicitly provided successful formula evaluation states. Decision patterns such as sell+neutral, neutral+buy and neutral+neutral were interpreted separately when sample size existed. Neutral CONVERT rotations were treated as real executions but not as formula-trigger evidence.
StopLoss was evaluated as a common risk-control layer across execution models. The analysis compared stoploss-enabled and disabled cohorts where supplied, and interpreted early-exit rates, exit-near-60-minute-low rates, negative-exit rates and recovery-above-exit rates at 1, 2 and 5 minutes. A StopLoss exit that quickly recovered was not automatically called bad, because emergency protection may still be justified, but repeated high recovery rates were treated as evidence that thresholds may be too tight or insufficiently confirmed. Proposed or applied changes were therefore evaluated for whether they preserved hard emergency exits while reducing wick-driven or noise-driven exits.
Formula validation results were treated as binding data-quality constraints. Strategy 932’s optimization result reports formula_validation_failed, formula_key buy, error formula_always_false, with all scenarios returning false or missing-values skips. That means any proposed adaptive change for Strategy 932 should not be considered deployable. Conversely, strategies with validation ok and scenario_validation_passed were treated as syntactically and logically admissible, while still requiring live evidence after deployment. Prior research arrays were empty, so no prior publication IDs or hypothesis IDs were available for formal support/rejection updates. The hypotheses in this report are new, measurable forward tests based on the present evidence.
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 strategies include pure CONVERT, pure BUY/SELL and shared-formula strategies used across both execution models. The most important methodological point is that these models optimize different outcomes. BUY/SELL targets the quality of opening and closing positions in fiat or quote-currency terms. Its primary evidence is trade win rate, profit factor, realized profit versus realized loss, negative exits and bad-buy rates. CONVERT, by contrast, primarily targets compounded growth in asset units across a selected basket. Fiat profit remains useful, but a CONVERT plan can look weak in fiat during a market move while still improving unit accumulation, or can show fiat mark-to-market noise while its relative rotations are successful.
Strategy 934 is the cleanest CONVERT-only case. It has eight convert plans and no BUY/SELL plans. Its 30-day aggregate results show 55 trades, 75% win rate, 4.7361 profit factor and 3.6975% convert increase. Its 90-day aggregate profit amount is deeply negative at -21076.3643, but this figure is heavily affected by plan 75, a backtest plan with 25 trades, very large turnover and -211.86151% 90-day profit_pct. Live plans such as 79, 82 and 83 show positive 30-day profit_pct and substantial convert increases. However, the active-revision execution window after the recent change has zero events, so there is no direct post-change switch evidence yet.
Strategy 935 is mostly BUY/SELL but includes one CONVERT plan. The BUY/SELL cohort has 636 execution events, 340 buys and 267 sells. Its 7-day BUY/SELL profit factor is 0.8485 and 30-day profit factor is 0.8339, despite a 68.4588% 30-day win rate. That combination means losses are larger than gains, not that entries never work. The CONVERT cohort is tiny but positive: one plan, two switches in execution analysis, 10.502998% convert increase and complete execution confirmation. Because the same formulas are shared across models, changes to BUY, SELL and StopLoss must be safe for the dominant BUY/SELL population while not harming the smaller convert plan. The applied change tightened BUY conditions and relaxed early profit-guard exits, which is consistent with BUY/SELL evidence, while leaving convert decision interpretation sample-limited.
Strategy 932 is shared across execution models in its KPI structure, but current execution analysis has zero events and optimization is validation-blocked. Its convert KPI context is interesting: 30-day convert increase is 87.3735 with 31 trades, while the 7-day window has no trades and negative mark-to-market profit. Yet because the proposed BUY formula failed validation as always false, execution-model conclusions should be conservative. No live rotation or BUY/SELL model should be judged on a formula that cannot pass scenario validation.
Strategy 912 has a meaningful split: two BUY/SELL plans and one CONVERT plan. The BUY/SELL cohort is weak, with 30-day profit factor 0.5191 and 24.2718% win rate, while the CONVERT plan is much stronger, with 30-day profit factor 2.436992, 47.058824% win rate and 21.379276% convert increase. Execution diagnostics show 45 BUY/SELL events and 17 CONVERT events, including one complete convert switch and seven StopLoss events. This is a case where the same broad strategy family appears better suited to relative rotation than to direct BUY/SELL execution in the supplied sample.
Strategy 933 is pure BUY/SELL and active. Its 30-day aggregate profit is positive at 52.1273, win rate is 74.0645%, and profit factor is 1.2824. Yet active-revision evidence shows 39 recent events with high early-exit behavior and three StopLoss exits, all early, negative, near the next 60-minute low and quickly recovered. Strategy 911 is shared historically, but all plans are inactive and 7/30-day KPI rows are absent. Its execution diagnostics still show both BUY/SELL and CONVERT behavior, including poor convert initial-entry outcomes when BUY state was true. Overall, CONVERT evidence is strongest in Strategies 912 and selected 934 plans, while BUY/SELL evidence is strongest in Strategy 933 but with exit calibration risk.
| Strategy | Execution model | Plans | 30d trades | 30d profit | Profit factor | Win rate | Unit increase |
|---|
| CONVERT - Relative Momentum Rotation | CONVERT | 8 | 55 | 196.6577 | 4.7361 | 75% | 3.6975% |
| BUY/SELL - Trusted Asset Recovery Profit Guard | BUY/SELL | 7 | 798 | 19686.6017 | 0.8339 | 68.4588% | — |
| BUY/SELL - Trusted Asset Recovery Profit Guard | CONVERT | 1 | 5 | 1.2681 | 13.7216 | 50% | 0.4219% |
| Universal - Flexible Momentum Quick Profit Guard | BUY/SELL | 6 | 0 | 0 | — | — | — |
| Universal - Flexible Momentum Quick Profit Guard | CONVERT | 8 | 31 | 52.9613 | 1.3706 | 66.6667% | 87.3735% |
| Universal - Swing Trend Guard | BUY/SELL | 2 | 210 | -5.1899 | 0.5191 | 24.2718% | — |
| Universal - Swing Trend Guard | CONVERT | 1 | 91 | 28.5079 | 2.437 | 47.0588% | 21.3793% |
| Universal - Selective Trend Momentum Profit Guard | BUY/SELL | 2 | 1750 | 52.1273 | 1.2824 | 74.0645% | — |
| 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 | 5.230321% | 0% | -0.133112 pp |
| Universal - Swing Trend Guard | sell+neutral | 1 | 9.763491% | 0% | -0.087284 pp |
| Universal - Trend Pullback Guard | neutral+buy | 1 | 0.302572% | 100% | 1.321686 pp |
| Universal - Trend Pullback Guard | sell+neutral | 1 | -0.319725% | 0% | -0.84792 pp |
StopLoss analysis
StopLoss is the recurring cross-strategy theme in this review. The supplied evidence does not support removing StopLoss entirely; it supports making StopLoss more discriminating while preserving emergency exits. Several strategies show high early-exit and quick-recovery rates after StopLoss, which indicates that stops have often been triggered by local noise, wick behavior or temporary volatility spikes rather than sustained breakdowns. However, many StopLoss exits were also negative exits, so the correct response is not to ignore downside risk. The stronger inference is that StopLoss formulas should include hard catastrophic branches plus confirmation branches that require momentum, volatility and trend evidence.
Strategy 934’s current active revision has zero events and no recent StopLoss evidence, but the prior baseline revision had two StopLoss exits. Both were classified as early exits, both recovered within 2 to 5 minutes, and both had reentry above exit by six hours. The earlier adaptive change therefore raised the profit cushion and widened volatility-aware drawdown thresholds. The latest change left StopLoss unchanged and instead relaxed BUY slightly because inactivity became the dominant issue. That is reasonable: one should not re-tighten a stop without new exit evidence.
Strategy 935 provides the largest StopLoss sample. Baseline trade evaluation reports 29 StopLoss exits, 27 early exits, 12 near the following 60-minute low, all 29 negative, and 20 recovering above exit within five minutes. The enabled cohort similarly shows 28 StopLoss exits, 26 early, 12 near the following 60-minute low, all negative, and 20 recovered within five minutes. This is exactly the pattern that justifies delaying non-catastrophic stops but keeping the 5% hard protection. The applied change does that by preserving the hard floor while requiring deeper loss or stronger multi-timeframe breakdown confirmation.
Strategy 912 also shows StopLoss sensitivity. Its active-revision weighted summary reports stoploss_early_exit_rate of 0.9355 and stoploss_exit_near_60m_low_rate of 0.4624. The active revision itself has 17 StopLoss exits, 13 early, 7 near the following 60-minute low and 11 recovered within five minutes. The applied change widens drawdown confirmation and profit-giveback stop logic while retaining daily volatility, hard loss, market-composite and bear-breakdown conditions. That is well aligned with the evidence.
Strategy 933’s active revision has only three StopLoss exits, but the pattern is concentrated: all three were early, all three were near the next 60-minute low, all three were negative, and all three recovered within 1, 2 and 5 minutes. The adaptive change therefore modified StopLoss only, requiring either a deeper hard-loss breach or additional short-momentum confirmation for the 95.2% branch. This is a conservative response because normal sells were not negative and should not be retuned using StopLoss evidence.
Strategy 911’s historical StopLoss evidence also shows bounce risk: 15 StopLoss exits, 10 early, 8 near the next 60-minute low, all negative, and 14 recovered within 1 and 2 minutes. The applied formula widened hard loss from 98.8% to 98.6%, increased the NATR spike threshold and widened drawdown protection, while still preserving severe-drop and bear-regime exits. Strategy 932’s stop-loss analysis is less actionable because the optimization is validation-blocked; its StopLoss formula may be conceptually sensible, but the strategy cannot be improved safely until BUY validation is fixed.
Strategy analyses
Strategy 934: CONVERT Relative Momentum Rotation is productive but recently underactive
Strategy 934 · version 1
Formula and indicators
Strategy 934 is designed as a dedicated CONVERT rotation system. Its BUY logic requires multi-timeframe confirmation: non-bear entries need daily trend strength, price above the daily EMA-50, stacked 5-minute EMAs, positive 5-minute and 1-minute MACD histograms, RSI in a moderate momentum band and positive 1-minute returns over 2, 10 and 20 periods. The bear-market branch is stricter and the first-entry branch is somewhat broader. SELL is not profit-gated; it detects deterioration through EMA breaks, MACD weakness, RSI-trend sell states, bearish daily conditions or a high-volatility Bollinger break. StopLoss is not a classic loss stop; it is a profitable peak guard requiring ProfitSinceBuyPct above 1.00, drawdown from high, negative MACD confirmation and either RSI-trend sell or short-term momentum weakness.
BUY\n((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)
SELL\n((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))
STOPLOSS\nProfitSinceBuyPct > 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)
Measured performance
The aggregate KPI picture is better in unit terms than in 90-day fiat terms. Over 7 days, the strategy recorded 7 trades, 66.6667% win rate, 6.1515 profit factor and 3.695% convert increase, while profit_amount was close to flat at -0.3725. Over 30 days, it recorded 55 trades, 75% win rate, 4.7361 profit factor, 196.6577 profit_amount and 3.6975% convert increase. The 90-day aggregate shows -21076.3643 profit_amount despite 5.1685% convert increase, because the 90-day data include a backtest plan with very large turnover and negative profit_pct. Plan-level detail shows live convert plans such as 79, 82 and 83 producing positive 30-day profit_pct and strong convert increases, while plan 75 distorts longer aggregate fiat metrics.
| Window | Trades | Profit | Profit factor | Win rate | CONVERT increase | Turnover | StopLoss |
|---|
| 7d | 7 | -0.3725 | 6.1515 | 66.6667% | 3.695% | 3425.6929 | 0 |
| 30d | 55 | 196.6577 | 4.7361 | 75% | 3.6975% | 19960.5891 | 0 |
| 90d | 80 | -21076.3643 | 4.7361 | 75% | 5.1685% | 266756.856 | 0 |
Market alignment
The market was favorable for relative momentum rotation because breadth was mixed: 62 bull symbols, 70 sideways and 21 bear, with median trend strength 70. BTC, ETH, BNB and SOL all had positive 90-day returns, but intraday and daily pullbacks created rotation risk. Strategy 934’s requirement for EMA alignment, MACD confirmation and RSI-trend buy is well matched to this environment. The latest adaptive change slightly relaxed non-bear and first-entry BUY thresholds after approximately 125 active-revision plan-hours with no formula events. That relaxation is reasonable because market breadth was not bearish enough to justify complete inactivity, yet the formula still avoids falling assets through MACD, EMA and volatility gates.
Problems found
- The active revision had zero recent execution events, so there is no direct post-change evidence for switch quality or new BUY behavior.
- Some plans are long-running with no recent trades, including inactive or no-trade plans, creating opportunity-cost risk.
- The 90-day aggregate profit_amount is polluted by a backtest-heavy plan, so live and backtest evidence must not be blended without qualification.
- Prior StopLoss exits were early and recovered quickly, meaning overly tight peak protection can interrupt rotation.
Adaptive change and expected behavior
The applied change relaxed only the BUY side: trend-efficiency and short-momentum thresholds were reduced slightly in non-bear and first-entry paths, while SELL and StopLoss were left unchanged. This preserves the strategy’s core purpose of rotating into confirmed relative strength rather than buying weakness. The evidence supporting this is inactivity rather than poor exits: the prior stop-loss evidence had already justified widening the peak guard, and the new active revision had no stop-loss events. SELL had no new evidence requiring modification. Therefore the research inference is that Strategy 934 should be monitored for resumed switch frequency, not immediately redesigned.
If the adjustment is effective, Strategy 934 should produce more initial entries or switches in non-bear conditions without admitting low-quality falling assets. Expected validation should focus on whether convert increase remains positive, whether target assets outperform sources after 60 and 180 minutes, and whether average hours between switches returns toward the prior baseline rhythm rather than remaining stalled. A negative outcome would be a higher bad-entry rate or rapid stop-loss churn after the relaxed BUY path. Because the objective is asset accumulation, fiat profit should be treated as secondary and interpreted beside convert increase and live-plan coverage.
Strategy 935: high activity but loss size overwhelms win rate
Strategy 935 · version 1
Formula and indicators
Strategy 935 is mainly a BUY/SELL recovery and profit-guard system for trusted assets, with one small CONVERT cohort. BUY requires three-hour buy and sell cooldowns, non-bear daily regime, price above daily EMA-50, stacked 5-minute EMAs, positive 5-minute and 1-minute MACD histograms, RSI-trend buy and a volatility cap. It distinguishes recovery entries near or below the last sell from standard momentum entries, with the standard path requiring stronger trend efficiency, daily trend strength and short-term momentum. SELL has a profit-peak guard, a strongly confirmed breakdown exit and a bear-market breakdown exit. StopLoss requires at least a 3% loss and either a 5% catastrophe breach or confirmed multi-timeframe deterioration.
BUY\n(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))
SELL\n((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))
STOPLOSS\nProfitSinceBuyPct <= -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))
Measured performance
The aggregate headline is mixed. Over 7 days, Strategy 935 had 338 trades, 70.1863% win rate but profit factor only 0.8557 and -42.11 profit_amount. Over 30 days, trade count was 803, win rate 68.1979%, profit factor 0.8396 and profit_amount 19687.8698, but that positive profit_amount includes a backtest plan with very large profit contribution and limited win-rate coverage. The live BUY/SELL cohort is less flattering: 798 30-day trades, 68.4588% win rate, 0.8339 profit factor and -236.3587 realized loss versus 197.1009 realized profit. The CONVERT cohort is tiny but strong, with one plan, five 30-day trades, 13.7216 profit factor and 0.4219% convert increase in KPI context; execution analysis shows two confirmed switches and 10.502998% convert increase.
| Window | Trades | Profit | Profit factor | Win rate | CONVERT increase | Turnover | StopLoss |
|---|
| 7d | 338 | -42.11 | 0.8557 | 70.1863% | 0.4219% | 24535.6762 | 0 |
| 30d | 803 | 19687.8698 | 0.8396 | 68.1979% | 0.4219% | 152872.6302 | 0 |
| 90d | 1889 | 25680.9598 | 0.8396 | 68.1979% | 0.4219% | 817062.6036 | 0 |
Market alignment
A high-frequency BUY/SELL strategy can struggle in a market where the 90-day trend is up but intraday reversals are frequent. ETH and SOL delivered strong returns but high volatility, while the global 24-hour market-cap move was negative. Strategy 935’s broad trusted-asset scope and recovery logic generate many trades, but the evidence indicates loss magnitude rather than win frequency is the problem. The market vector shows many sideways assets, so entries that are too permissive in ranges can create small wins and larger sudden losses. The adaptive change tightened BUY thresholds and volatility constraints, which fits the market’s mixed breadth and recent bad-buy evidence.
Problems found
- The BUY/SELL profit factor is below 1.0 over 7, 30 and 90 days despite a high win rate, meaning average loss size is too large relative to average gain.
- Weighted bad-buy rate was elevated near 0.399, and recent 12-hour bad-buy rate exceeded 0.54 in the supplied analysis.
- Normal SELL exits had high early-exit and recovery behavior, suggesting profit-guard branches were too tight.
- StopLoss exits in enabled cohorts were often early and recovered quickly, so stop-loss churn remains a risk if thresholds are too sensitive.
Adaptive change and expected behavior
The applied adaptive change is evidence-aligned: BUY thresholds were tightened modestly, the profit-guard SELL branch was relaxed by requiring more profit cushion and deeper drawdown, and StopLoss confirmation was delayed for non-catastrophic cases. This addresses three distinct problems without confusing them. Bad buys are addressed by stricter entry quality; premature profit exits are addressed by wider giveback allowances; and StopLoss bounce risk is addressed by stronger confirmation while retaining the hard 5% protection. The change is safe for the small CONVERT cohort because it does not remove confirmed breakdown exits and should reduce noisy churn.
The expected behavior is fewer low-quality BUY/SELL entries, fewer quick profit-guard exits and lower StopLoss false-exit frequency. Because the strategy is active, evidence should accumulate quickly. The primary review metrics should be 7-day and 30-day profit factor, realized profit/loss asymmetry, bad-buy rate, sell early-exit rate and stoploss recovery within 5 minutes. For the CONVERT plan, convert increase and post-switch target-versus-source returns should be monitored separately; a shared formula improvement is only confirmed if BUY/SELL loss asymmetry improves without causing the convert plan to become inactive.
Strategy 932: promising historical rotation context is blocked by BUY validation failure
Strategy 932 · version 1
Formula and indicators
Strategy 932 is a flexible active-momentum strategy with multiple entry paths for bull, sideways and selective bear-rebound conditions, plus trend-continuation entries. It includes re-entry controls based on LastSellPrice, HighestSinceSell and cooldowns, and it uses trend efficiency, daily regime, trend strength, daily EMA or Bollinger context, 5-minute EMA alignment, MACD confirmation, RSI bounds and NATR volatility caps. SELL requires action=sell, at least 0.35% profit and either profit drawdown, MACD deterioration, EMA weakness or overbought RSI drawdown. StopLoss requires at least a 2.5% open loss plus a deeper catastrophe threshold or confirmed breakdown, with a separate profitable peak drawdown guard.
BUY\n(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)))
SELL\naction = 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))
STOPLOSS\n(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))
Measured performance
Historical KPI context is uneven but not useless. The 30-day strategy aggregate shows 31 trades, 66.6667% win rate, 1.3706 profit factor, 52.9613 profit_amount and 87.3735% convert increase. The 7-day window has no trades, zero turnover and -10.6796 profit_amount, implying mark-to-market movement without executed activity. The 90-day aggregate includes 4171 trades and 22095.7938 profit_amount, but win-rate and profit-factor coverage is only 16.84%, making those ratios much less reliable than the trade-count and turnover fields. BUY/SELL 90-day data are dominated by historical rows with no win-rate coverage, while CONVERT 30-day evidence is much cleaner. However, current execution_model_analysis has zero events, so recent live evidence is absent.
| Window | Trades | Profit | Profit factor | Win rate | CONVERT increase | Turnover | StopLoss |
|---|
| 7d | 0 | -10.6796 | — | — | 0% | 0 | 0 |
| 30d | 31 | 52.9613 | 1.3706 | 66.6667% | 87.3735% | 9479.0935 | 0 |
| 90d | 4171 | 22095.7938 | 0.8847 | 50% | 12.9669% | 1156419.8894 | 0 |
Market alignment
The strategy’s broad entry design could fit the current market vector, where many assets are sideways but enough remain bullish to support continuation trades. It also has bear-rebound logic, which could help when individual assets temporarily dislocate in a generally strong market. But formula breadth is useful only if validation succeeds. In the supplied optimization result, scenario validation failed because the BUY formula was always false across normal, bullish, recovery_buy and buy_signal scenarios. In a market with positive 90-day returns and high dispersion, an always-false BUY formula is especially costly because it blocks participation and rotation.
Problems found
- Optimization status is validation_blocked, with formula_key buy and error formula_always_false.
- No recent execution events are available in the execution_model_analysis object, limiting current decision-quality assessment.
- 90-day KPI coverage for win rate and profit factor is weak, so long-window ratios must be treated cautiously.
- The 7-day window has no trades, indicating inactivity or blocked signal generation despite a moving market.
Adaptive change and expected behavior
No structural performance inference should override the validation failure. The immediate research recommendation is not to optimize thresholds but to repair the formula so scenario validation produces true results in at least bullish and buy_signal cases while remaining false in bearish or volatile adverse cases. Only after validation passes should historical performance be revisited. The existing concept—flexible momentum with cooldown and loss confirmation—may be market-appropriate, but its current implementation cannot be relied upon. StopLoss design should also not be over-interpreted until entries can occur reliably.
After repair, the first expected behavior is signal availability rather than profit. A valid BUY formula should trigger under supplied bullish and buy_signal scenarios, remain blocked under bearish breakdown scenarios, and preserve cooldown and no-chase rules. Live monitoring should then compare whether the strategy resumes trades, whether convert increase remains positive, and whether StopLoss exits avoid wick-driven false exits. If no trades occur after validation repair during a market with bullish or sideways breadth, the formula may still be too restrictive. If trades resume but profit factor falls below 1.0, attention should shift from validation to entry-quality and exit-calibration evidence.
Strategy 912: CONVERT outperforms BUY/SELL, but StopLoss remains too reactive
Strategy 912 · version 1
Formula and indicators
Strategy 912 is a swing trend guard originally described for NASDAQ-style multi-day moves but evaluated here through supplied plan data. BUY requires action=buy and one of several daily-regime paths: bull trend alignment with daily EMA stacking, positive daily MACD, controlled RSI and low daily NATR; sideways conditions above daily EMA/Bollinger middle; selective bear recovery; or strong trend continuation. All paths require 5-minute EMA and MACD confirmation, RSI-trend buy, moderate 5-minute RSI and a one-day buy cooldown. SELL is regime-specific and exits on profit relative to daily NATR, drawdown from high, overbought or trend-break conditions. StopLoss includes hard loss, volatility, drawdown and daily-breakdown protections.
BUY\naction = 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)
SELL\n((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)))
STOPLOSS\n(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))
Measured performance
The most important split is execution model. BUY/SELL is weak: plan 1 has 210 trades over 30 days, -5.189914 profit_amount, 24.271845% win rate and 0.519133 profit factor. The 7-day BUY/SELL window is also weak, with 96 trades, 18.75% win rate and 0.434086 profit factor. The CONVERT plan is much stronger: plan 3 has 91 trades over 30 days, 28.507857 profit_amount, 47.058824% win rate, 2.436992 profit factor and 21.379276% convert increase. Execution diagnostics show one complete convert switch and 9.763491% convert increase in the active-revision execution window, but also seven StopLoss events. This suggests the rotation application is better than the direct BUY/SELL application in this sample.
| Window | Trades | Profit | Profit factor | Win rate | CONVERT increase | Turnover | StopLoss |
|---|
| 7d | 136 | 6.4873 | 1.0193 | 28.169% | 21.3793% | 12119.111 | 0 |
| 30d | 301 | 23.3179 | 1.6024 | 31.8182% | 21.3793% | 26670.6899 | 0 |
| 90d | 305 | 23.0582 | 1.6024 | 31.8182% | 21.3793% | 26710.4301 | 0 |
Market alignment
A swing system should benefit from positive 90-day market direction, but only if it avoids overtrading intraday noise. The current crypto context has strong 90-day BTC and ETH trends but also short-term reversals and high volatility. Strategy 912’s daily trend filters are appropriate, yet its BUY/SELL plan appears to be too frequently whipsawed. The CONVERT plan benefits from relative movement across assets, which fits a mixed market where some assets lead and others lag. The applied stop-loss-only change is aligned with evidence: it does not loosen BUY after poor BUY/SELL results; it focuses on exits that are repeatedly early.
Problems found
- BUY/SELL profit factor is poor over 7 and 30 days, while CONVERT is strong, indicating model-dependent suitability.
- Active-revision StopLoss evidence is large relative to sample size and shows high early-exit behavior.
- Initial CONVERT entries with BUY evaluation false existed, so convert entries must not be misclassified as BUY-formula triggers.
- The active revision sample is short, making broad buy/sell retuning risky despite weak BUY/SELL KPIs.
Adaptive change and expected behavior
The applied change modified StopLoss only. Weighted stoploss_early_exit_rate was 0.9355, with many exits near the next 60-minute low and frequent quick recovery. The revised StopLoss requires stronger confirmation for normal drawdown exits and gives profit-giveback stops more room, while retaining hard loss, daily breakdown, volatility and bear-market emergency branches. This is conservative because it targets the strongest evidence without loosening entries or normal sells. Given CONVERT strength, preserving rotation behavior while reducing false stop-outs is the most defensible path.
If the change works, plan 3 should retain positive convert increase while reducing StopLoss count, early-exit rate and immediate recovery after stops. BUY/SELL plan 1 may still underperform if entry logic is poorly suited to the traded universe, so improvement should not be judged only by BUY/SELL profit factor. The hypothesis to test is whether fewer stop-outs improve both realized loss control and unit retention. A warning signal would be larger drawdowns without a lower false-stop rate, which would imply the previous stops were painful but necessary.
Strategy 933: selective BUY/SELL works, but active exits are too early
Strategy 933 · version 1
Formula and indicators
Strategy 933 is a selective active-momentum BUY/SELL strategy that excludes bear-regime entries. BUY requires price not to chase too far above the last sell, non-bear daily regime, 5-minute trend efficiency at least 36, daily trend strength at least 48, price above daily EMA-50 and 5-minute EMA-20, 5-minute EMA-20 above EMA-50, positive MACD on 5-minute and 1-minute horizons, controlled 5-minute NATR, RSI between 53 and 68, and a 60-minute buy cooldown. SELL requires action=sell, at least 0.65% profit and either profit drawdown, MACD weakness, EMA break or overbought drawdown. StopLoss is a loss or profit-giveback guard with momentum and volatility confirmation.
BUY\n(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))
SELL\naction = 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))
STOPLOSS\n(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)
Measured performance
Strategy 933 has attractive aggregate metrics but weaker active-revision evidence. Over 30 days, it recorded 1750 trades, 74.0645% win rate, 1.2824 profit factor and 52.1273 profit_amount. Over 90 days, profit factor remains above 1.0 at 1.2041, with 1999 trades and 41.8198 profit_amount. Plan-level results show plan 69 performing much better than plan 68: plan 69 has 20.453993% 30-day profit_pct and 1.492455 profit factor, while plan 68 is only slightly positive over 30 days and near flat over 90 days. The active revision, however, shows 39 events, 18 buys, 18 sells, three StopLoss exits, 0.9923 profit factor in revision KPI and high early-exit rates.
| Window | Trades | Profit | Profit factor | Win rate | CONVERT increase | Turnover | StopLoss |
|---|
| 7d | 286 | -4.732 | 1.4756 | 82.3077% | — | 6108.734 | 0 |
| 30d | 1750 | 52.1273 | 1.2824 | 74.0645% | — | 38260.0202 | 0 |
| 90d | 1999 | 41.8198 | 1.2041 | 68.764% | — | 43521.0473 | 0 |
Market alignment
The strategy’s selectivity is appropriate for a market with many sideways assets and fewer bear assets. Excluding bear entries should reduce drawdown risk, while EMA and MACD confirmation align it with the positive 90-day BTC/ETH/SOL trend. Yet in a market where leaders surge and then consolidate, profit guards can become too tight. Active-revision sell evidence shows sell exits were not negative, but many recovered quickly. StopLoss evidence is more severe: all three recent StopLoss exits were early, negative, near the next 60-minute low and recovered within 1, 2 and 5 minutes. That points to exit calibration rather than entry concept failure.
Problems found
- Active-revision sample is small but concentrated in early exits and quick recoveries.
- Plan 68 underperforms plan 69 materially, suggesting universe or stoploss-policy differences matter.
- The recent StopLoss sample is only three exits, so the signal is strong in pattern but weak in sample size.
- Bad-buy rate in the active window is elevated, but the optimizer correctly avoided broad BUY changes because evidence is short.
Adaptive change and expected behavior
The latest applied change modifies StopLoss only. Normal SELL had already been widened in the previous active revision, and recent sell exits were not negative. StopLoss evidence, by contrast, was unambiguous in the small sample: all three exits had false-exit characteristics. The new StopLoss requires either a deeper hard-loss breach or additional short-momentum confirmation before the 95.2% branch fires, while preserving bear-regime and volatility breakdown exits. This keeps the strategy’s selective momentum identity intact and avoids overfitting BUY after only about 50 active-revision hours.
Expected behavior is fewer wick-driven StopLoss exits, lower stoploss_exit_near_60m_low_rate and fewer immediate recoveries above stop prices. The strategy should continue producing BUY/SELL activity because BUY was not tightened. Review should compare plan 68 and plan 69 separately: if plan 69 remains profitable and plan 68 remains weak, the issue may be universe composition or stoploss-enabled behavior rather than shared formula design. If bad-buy rate remains elevated over a larger sample, a future revision may need modest BUY tightening, but current evidence supports waiting.
Strategy 911: inactive legacy plans show exit-quality problems and weak rotation
Strategy 911 · version 1
Formula and indicators
Strategy 911 is a trend pullback guard. BUY combines an action=buy pullback path with a separate continuation path. The pullback path uses 5-minute trend-efficiency gates, post-sell cooldowns, highest-since-sell no-chase filters, market-regime branches, daily trend strength, daily EMA/Bollinger context, 5-minute EMA structure, MACD confirmation, RSI bounds, NATR caps and buy cooldowns. SELL uses action=sell plus profit-drawdown tiers, accelerating short-term drop detection, regime-specific MACD/EMA and RSI conditions and NATR-scaled drawdown exits. StopLoss includes a hard price breach below LastBuyPrice, severe 1-minute momentum collapse, bear Bollinger breakdown, NATR spike and maximum drawdown-from-high conditions.
BUY\n(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))
SELL\naction = 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)))
STOPLOSS\nCurrentPrice < 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
Measured performance
Current activity is the main limitation: all listed plans are non-executing, and the 7-day and 30-day KPI windows have no rows. The 90-day aggregate includes 921 trades, 1548.6742 profit_amount and -2.0154% convert increase, but win-rate and profit-factor coverage are unavailable. Revision KPI for the baseline shows a poor 90-day profit factor of 0.1417, 19.1489% trade win rate and -0.0181% convert increase across the evaluated events. Execution diagnostics show 72 BUY/SELL events, 35 buys and 30 sells, plus 19 CONVERT events with two switches. Convert increase across those two switch plans is approximately flat at -0.008577, with one negative and one positive plan.
| Window | Trades | Profit | Profit factor | Win rate | CONVERT increase | Turnover | StopLoss |
|---|
| 7d | 0 | 0 | — | — | — | 0 | 0 |
| 30d | 0 | 0 | — | — | — | 0 | 0 |
| 90d | 921 | 1548.6742 | — | — | -2.0154% | 125125.7551 | 0 |
Market alignment
Because the plans are inactive and last trades are mostly more than 32 to 35 days old, Strategy 911 is not participating in the current positive 90-day crypto trend. Historical evidence therefore tells us about formula behavior, not present market exploitation. The concept of trend pullback can fit a mixed bullish/sideways environment, but prior entries had meaningful bad-buy evidence and convert initial entries with BUY state true had poor 60-minute outcomes. That argues against loosening BUY simply to reactivate old plans. The applied changes focus on exits and stops, which is more consistent with the strongest historical evidence.
Problems found
- All plans are inactive, so there is no current 7-day or 30-day live evidence.
- Historical revision profit factor is very poor and convert increase is near zero to negative.
- Sell exits had high early-exit, negative-exit and quick-recovery rates, indicating noisy or poorly timed exits.
- StopLoss exits were all negative and frequently recovered quickly, implying both risk and false-stop behavior.
Adaptive change and expected behavior
The adaptive change widened SELL and StopLoss thresholds modestly while leaving BUY unchanged. This is supported by exit-quality evidence: sell early-exit rate was 0.733333, sell negative-exit rate 0.766667, sell recovery within two minutes 0.8 and sell exits near the next 60-minute low 0.4. StopLoss evidence also showed bounce risk, with 0.666667 early-exit rate, 0.533333 near-60-minute-low rate and 0.933333 recovery within one and two minutes. BUY was left unchanged because bad-buy evidence was material and because inactivity alone does not justify loosening entry gates.
If the strategy is reactivated, the expected effect is fewer premature normal sells and fewer noise-driven StopLoss exits, but not necessarily higher trade count. Because BUY remains unchanged, any reactivation must come from market conditions satisfying the existing trend gates, not from looser entry logic. Review should prioritize whether sell negative-exit rate falls, whether recovery-after-exit declines and whether convert switches move from near-zero unit change to consistently positive convert increase. If the strategy remains inactive, the next research step is plan-level operational review rather than further formula optimization.