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Step 9โ€“10 โ€” Validation + Router stack

What: robustness validation, then first rule-based live detector and router. Why: confirm the winners are not fragile accidents.

Detector accuracy
47.50%
Live router return
60.87%
Live router PF
2.46
Live router max DD
-15.14%

Robustness by rule and asset

RuleAssetRunsMean returnBest run
bear_rally_baseSOL_USDT9
125.39%
365.97%
bear_rally_baseETH_USDT9
36.21%
65.50%
bear_rally_baseBTC_USDT9
6.97%
20.01%
bear_rally_tightETH_USDT9
31.99%
69.51%
bear_rally_tightBTC_USDT9
-49.30%
-41.93%
bear_rally_tightSOL_USDT9
-50.30%
-31.06%
bear_rally_wideSOL_USDT9
67.43%
211.49%
bear_rally_wideETH_USDT9
54.05%
120.11%
bear_rally_wideBTC_USDT9
5.47%
35.05%
bull_dip_baseSOL_USDT9
77.52%
145.02%
bull_dip_baseETH_USDT9
45.90%
71.21%
bull_dip_baseBTC_USDT9
16.02%
21.97%
bull_dip_tightETH_USDT9
17.63%
42.84%
bull_dip_tightSOL_USDT9
6.86%
35.13%
bull_dip_tightBTC_USDT9
2.16%
10.64%
bull_dip_wideSOL_USDT9
41.20%
84.25%
bull_dip_wideETH_USDT9
21.83%
29.99%
bull_dip_wideBTC_USDT9
10.28%
17.27%

Cost sensitivity

Cost profileMean return
base
27.95%
cheap
40.14%
stress
9.79%

Detector rule

bull if dist_200 > 8% and 7d return > 5%; bear if dist_200 < -8% and 7d return < -5%; else sideways

Conclusions