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Edge Discovery Session #1

Status

done

Started

2026-11-04 05:13:49

Model

openai / gpt-5-mini

Experiments / Winners

6 · 0 winners

Focus hint

regime filters on momentum_rotation_v2

Strategies universe

momentum_rotation_v2, pav_long_momentum_4h

#	Name / Spec	Strategy	Target	Edge vs matched	FE edge	Coins +	Verdict
#1	bull_breadth_high_filter_v1 regime.primary_bias AND regime.breadth_score	momentum_rotation_v2	pnl_r	—	—	—	no data
#2	bull_expansion_pullback_phase_v1 regime.current_phase	momentum_rotation_v2	pnl_r	—	—	—	no data
#3	alt_rotation_4h_up_v1 regime.participation_state AND context.4h.trend_direction	momentum_rotation_v2	pnl_r	—	—	—	no data
#4	oi_build_and_high_funding_v1 derivatives.oi_change_zscore_7d AND derivatives.funding_percentile_7d	momentum_rotation_v2	pnl_r	—	—	—	no data
#5	us_session_hours_v1 trade.hour_of_day_utc	momentum_rotation_v2	pnl_r	—	—	—	no data
#6	breadth_expanding_v1 regime.breadth_state	momentum_rotation_v2	pnl_r	—	—	—	no data

Summary

# Edge Discovery Session #1

**Focus:** regime filters on momentum_rotation_v2

**Experiments:** 6

## Winners (0)
_No winners this session._

## Others (6)
- #1 `bull_breadth_high_filter_v1` on `momentum_rotation_v2` (pnl_r) → verdict=no_data, n_inside=0, edge_matched=n/a
- #2 `bull_expansion_pullback_phase_v1` on `momentum_rotation_v2` (pnl_r) → verdict=no_data, n_inside=0, edge_matched=n/a
- #3 `alt_rotation_4h_up_v1` on `momentum_rotation_v2` (pnl_r) → verdict=no_data, n_inside=0, edge_matched=n/a
- #4 `oi_build_and_high_funding_v1` on `momentum_rotation_v2` (pnl_r) → verdict=no_data, n_inside=0, edge_matched=n/a
- #5 `us_session_hours_v1` on `momentum_rotation_v2` (pnl_r) → verdict=no_data, n_inside=0, edge_matched=n/a
- #6 `breadth_expanding_v1` on `momentum_rotation_v2` (pnl_r) → verdict=no_data, n_inside=0, edge_matched=n/a