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Edge Discovery Session #4

Status

done

Started

2026-11-04 05:24:58

Model

openai / gpt-5-mini

Experiments / Winners

6 · 0 winners

Strategies universe

momentum_rotation_v2, pav_long_momentum_4h

#	Name / Spec	Strategy	Target	Edge vs matched	FE edge	Coins +	Verdict
#19	alt_rotation_low_btc_corr_v1 regime.participation_state AND context.1h.btc_correlation	momentum_rotation_v2	pnl_r	—	—	—	no data
#20	oi_build_high_funding_risk_v1 derivatives.oi_change_zscore_7d AND derivatives.funding_percentile_7d	momentum_rotation_v2	pnl_r	—	—	—	no data
#21	us_session_entry_hours_v2 trade.hour_of_day_utc AND trade.hour_of_day_utc	momentum_rotation_v2	pnl_r	—	—	—	no data
#22	high_dispersion_opportunity_v1 regime.dispersion_score	momentum_rotation_v2	pnl_r	—	—	—	no data
#23	pav_4h_up_and_tradable_v1 context.4h.trend_direction AND context.4h.tradability_score	pav_long_momentum_4h	pnl_r	—	—	—	no data
#24	pav_daily_alignment_high_4h_mom_v1 context.1d.trend_direction AND context.4h.momentum_score	pav_long_momentum_4h	pnl_r	—	—	—	no data

Summary

# Edge Discovery Session #4

**Focus:** timing, derivatives and participation context filters across momentum_rotation_v2 & pav_long_momentum_4h

**Experiments:** 6

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

## Others (6)
- #19 `alt_rotation_low_btc_corr_v1` on `momentum_rotation_v2` (pnl_r) → verdict=no_data, n_inside=0, edge_matched=n/a
- #20 `oi_build_high_funding_risk_v1` on `momentum_rotation_v2` (pnl_r) → verdict=no_data, n_inside=0, edge_matched=n/a
- #21 `us_session_entry_hours_v2` on `momentum_rotation_v2` (pnl_r) → verdict=no_data, n_inside=0, edge_matched=n/a
- #22 `high_dispersion_opportunity_v1` on `momentum_rotation_v2` (pnl_r) → verdict=no_data, n_inside=0, edge_matched=n/a
- #23 `pav_4h_up_and_tradable_v1` on `pav_long_momentum_4h` (pnl_r) → verdict=no_data, n_inside=0, edge_matched=n/a
- #24 `pav_daily_alignment_high_4h_mom_v1` on `pav_long_momentum_4h` (pnl_r) → verdict=no_data, n_inside=0, edge_matched=n/a