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Edge Discovery Session #2

Status

done

Started

2026-11-04 05:22:13

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
#7	breadth_expanding_positive_delta_v1 regime.breadth_state AND regime.delta_breadth_24h	momentum_rotation_v2	pnl_r	—	—	—	no data
#8	btc_led_with_diverging_oi_v1 regime.participation_state AND derivatives.price_oi_state	momentum_rotation_v2	pnl_r	—	—	—	no data
#9	high_dispersion_cross_section_v1 regime.dispersion_score	momentum_rotation_v2	pnl_r	—	—	—	no data
#10	low_btc_corr_high_1h_mom_v1 context.1h.btc_correlation AND context.1h.momentum_score	momentum_rotation_v2	pnl_r	—	—	—	no data
#11	1d_up_and_4h_tradable_v1 context.1d.trend_direction AND context.4h.tradability_score	momentum_rotation_v2	pnl_r	—	—	—	no data
#12	us_session_entry_hours_v1 trade.hour_of_day_utc	momentum_rotation_v2	pnl_r	—	—	—	no data

Summary

# Edge Discovery Session #2

**Focus:** regime filters on momentum_rotation_v2

**Experiments:** 6

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

## Others (6)
- #7 `breadth_expanding_positive_delta_v1` on `momentum_rotation_v2` (pnl_r) → verdict=no_data, n_inside=0, edge_matched=n/a
- #8 `btc_led_with_diverging_oi_v1` on `momentum_rotation_v2` (pnl_r) → verdict=no_data, n_inside=0, edge_matched=n/a
- #9 `high_dispersion_cross_section_v1` on `momentum_rotation_v2` (pnl_r) → verdict=no_data, n_inside=0, edge_matched=n/a
- #10 `low_btc_corr_high_1h_mom_v1` on `momentum_rotation_v2` (pnl_r) → verdict=no_data, n_inside=0, edge_matched=n/a
- #11 `1d_up_and_4h_tradable_v1` on `momentum_rotation_v2` (pnl_r) → verdict=no_data, n_inside=0, edge_matched=n/a
- #12 `us_session_entry_hours_v1` on `momentum_rotation_v2` (pnl_r) → verdict=no_data, n_inside=0, edge_matched=n/a