V6 多因子归因不成立——策略实际逻辑为纯 BTC SMA240 趋势跟踪，与 V6 仓位管理无关
EchoTrend 240
MSTR · 1H Execution · BTC 4H Regime Gate + V6 Scoring
Live since: 2026-04-14T14:30:00+00:00 · Last updated: 2026-05-07T03:58:29.098627+00:00
Current Signal
MSTR Price
$186.78
Exposure
97%
Mode
neutral
BTC Regime
bull
Signal Time
2026-05-06T19:30:00+00:00
Exposure 0.97, mode=neutral, regime=bull
Performance Summary
Return (MTM)
+19.96%
Buy & Hold
+30.31%
Max Drawdown
-9%
B&H Max DD
-12.7%
Sharpe (Ann.)
6.194
Win Rate
0%
Total Trades
0
Avg Hold
0 bars
Period
—
Strategy Rules
Regime Gate (BTC 4H SMA240)
BTC 1H data resampled to 4H, SMA240 computed. Bull regime when close > SMA240 for 3 consecutive bars. Bear regime when close < SMA240 for 3 consecutive bars. Signal shifted by 1 bar to avoid lookahead. Regime sets exposure ceiling: bull=1.00, bear=0.00.
V6 Exposure Scoring
Three-dimensional scoring (trend + risk + relative strength) produces a continuous exposure target between 0.70 and 1.00. EMA smoothing and cooldown prevent overtrading.
Execution
Symmetric rebalancing: when target exposure diverges from current by more than 3.5%, a market order is placed at next regular-hours bar open. Regime flip to bear forces exposure to 0.
Design
Two-layer architecture: BTC regime gate (primary alpha) sets directional ceiling, V6 multi-factor scoring (trend/risk/RS) fine-tunes position size within that ceiling. Four modes (bull/neutral/risk_off/crash) apply floor/ceiling constraints. Continuous exposure management, not binary in/out.
Research Source
Every live strategy must have a versioned research memo and a public summary page.
EchoTrend 240: BTC 4H SMA240 Regime Gate + V6 Position Management
Data Source
Market data from canonical repository (data/market/): BTC-USD and MSTR 1H/1D bars, QQQ 1H/1D/5M bars. CI pipeline updates data via Yahoo Finance (equities) and OKX (crypto) every 4 hours. Signals generated from dual-feed pipeline (BTC 1H → 4H regime + MSTR 1H execution).