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Edge Discovery Session #5

Status

done

Started

2026-11-04 06:12:34

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	N inside	Edge vs matched	FE edge	Coins +	Verdict
#25	breadth_score_high_v1 regime.breadth_score	momentum_rotation_v2	pnl_r	3079	-0.0034	0.0174	62	overfit suspect
#26	breadth_expanding_positive_delta_v2 regime.breadth_state AND regime.delta_breadth_24h	momentum_rotation_v2	pnl_r	118	-0.0691	-0.0791	7	no significant signal
#27	alt_rotation_low_btc_corr_v2 regime.participation_state AND context.1h.btc_correlation	momentum_rotation_v2	pnl_r	25	0.0866	0.3472	2	no significant signal
#28	converging_price_oi_state_v1 derivatives.price_oi_state	momentum_rotation_v2	pnl_r	0	—	—	—	no data
#29	asia_session_entry_hours_v1 trade.hour_of_day_utc AND trade.hour_of_day_utc	momentum_rotation_v2	pnl_r	0	—	—	—	no data
#30	pav_4h_mom_and_tradable_v1 context.4h.momentum_score AND context.4h.tradability_score	pav_long_momentum_4h	pnl_r	0	—	—	—	no data

Summary

# Edge Discovery Session #5

**Focus:** regime filters on momentum_rotation_v2 (breadth, participation, OI, hour)

**Experiments:** 6

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

## Others (6)
- #25 `breadth_score_high_v1` on `momentum_rotation_v2` (pnl_r) → verdict=overfit_suspect, n_inside=3079, edge_matched=-0.0034
- #26 `breadth_expanding_positive_delta_v2` on `momentum_rotation_v2` (pnl_r) → verdict=no_significant_signal, n_inside=118, edge_matched=-0.0691
- #27 `alt_rotation_low_btc_corr_v2` on `momentum_rotation_v2` (pnl_r) → verdict=no_significant_signal, n_inside=25, edge_matched=0.0866
- #28 `converging_price_oi_state_v1` on `momentum_rotation_v2` (pnl_r) → verdict=no_data, n_inside=0, edge_matched=n/a
- #29 `asia_session_entry_hours_v1` on `momentum_rotation_v2` (pnl_r) → verdict=no_data, n_inside=0, edge_matched=n/a
- #30 `pav_4h_mom_and_tradable_v1` on `pav_long_momentum_4h` (pnl_r) → verdict=no_data, n_inside=0, edge_matched=n/a