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Step 6 — Regime-native strategies

What: test different strategies by regime. Why: one universal strategy was failing.

Strategy summary

Experiment	Kind	Runs	Mean return	Best run
bull_dip_l24_t004_h12	long_dip	2	20.54%	30.84%
bear_rally_l24_t004_h12	short_rally	3	19.85%	45.68%
bear_breakout_bw36_t002_h12	short_breakout	3	6.35%	20.88%
bear_breakout_bw24_t001_h8	short_breakout	3	3.72%	11.93%
bull_dip_l36_t006_h12	long_dip	2	-0.86%	4.90%
bear_rally_l12_t002_h8	short_rally	3	-13.06%	7.63%
bull_dip_l12_t002_h8	long_dip	2	-18.23%	-15.31%
sideways_mr_l24_t003_h12	mean_revert_both	2	-50.56%	-38.33%
sideways_mr_l12_t002_h8	mean_revert_both	2	-78.63%	-74.06%

Regime summary

Regime	Runs	Mean return	Best run
bear	12	4.22%	45.68%
bull	6	0.48%	30.84%
sideways	4	-64.59%	-38.33%

Top results

Segment	Experiment	Kind	Total return	Trades	PF
bear_2024_2025	bear_rally_l24_t004_h12	short_rally	45.68%	43	2.50
bull_2025	bull_dip_l24_t004_h12	long_dip	30.84%	47	1.71
bear_2021_2022	bear_breakout_bw36_t002_h12	short_breakout	20.88%	18	1.82
bear_2021_2022	bear_rally_l24_t004_h12	short_rally	15.31%	94	1.19
bear_2021_2022	bear_breakout_bw24_t001_h8	short_breakout	11.93%	59	1.23
bull_2023_2024	bull_dip_l24_t004_h12	long_dip	10.25%	36	1.32
bear_2024_2025	bear_rally_l12_t002_h8	short_rally	7.63%	95	1.13
bull_2025	bull_dip_l36_t006_h12	long_dip	4.90%	22	1.26
bear_2025_now	bear_breakout_bw24_t001_h8	short_breakout	0.31%	34	1.05
bear_2024_2025	bear_breakout_bw36_t002_h12	short_breakout	-0.22%	13	1.06
bear_2024_2025	bear_breakout_bw24_t001_h8	short_breakout	-1.07%	30	1.02
bear_2025_now	bear_rally_l24_t004_h12	short_rally	-1.42%	57	0.99

Conclusions

Best average setup: bull_dip_l24_t004_h12 (long_dip).
This batch tests regime-native ideas: bull dip-buy, sideways mean reversion, bear rally fade, bear downside breakout.
Only 1h was used in this round, with larger crypto-appropriate thresholds.