What: robustness validation, then first rule-based live detector and router. Why: confirm the winners are not fragile accidents.
| Rule | Asset | Runs | Mean return | Best run |
|---|---|---|---|---|
| bear_rally_base | SOL_USDT | 9 | 365.97% | |
| bear_rally_base | ETH_USDT | 9 | 65.50% | |
| bear_rally_base | BTC_USDT | 9 | 20.01% | |
| bear_rally_tight | ETH_USDT | 9 | 69.51% | |
| bear_rally_tight | BTC_USDT | 9 | -41.93% | |
| bear_rally_tight | SOL_USDT | 9 | -31.06% | |
| bear_rally_wide | SOL_USDT | 9 | 211.49% | |
| bear_rally_wide | ETH_USDT | 9 | 120.11% | |
| bear_rally_wide | BTC_USDT | 9 | 35.05% | |
| bull_dip_base | SOL_USDT | 9 | 145.02% | |
| bull_dip_base | ETH_USDT | 9 | 71.21% | |
| bull_dip_base | BTC_USDT | 9 | 21.97% | |
| bull_dip_tight | ETH_USDT | 9 | 42.84% | |
| bull_dip_tight | SOL_USDT | 9 | 35.13% | |
| bull_dip_tight | BTC_USDT | 9 | 10.64% | |
| bull_dip_wide | SOL_USDT | 9 | 84.25% | |
| bull_dip_wide | ETH_USDT | 9 | 29.99% | |
| bull_dip_wide | BTC_USDT | 9 | 17.27% |
| Cost profile | Mean return |
|---|---|
| base | |
| cheap | |
| stress |
bull if dist_200 > 8% and 7d return > 5%; bear if dist_200 < -8% and 7d return < -5%; else sideways