Superseded by echotrend_240_v3 (decision_row execution model, CB, crash mode confirm)
EchoTrend 240 V2
MSTR · 1H Execution · BTC 4H Regime Gate (CAP1.0)
Live since: 2026-04-08T16:30:00+00:00 · Last updated: 2026-05-13T15:23:50.724807+00:00
Current Signal
MSTR Price
$180.24
BTC Regime
bull
Mode
bull
Signal Time
2026-05-13T13:30:00+00:00
Exposure 1.00, mode=bull, regime=bull
Performance Summary
Return (MTM)
+20.51%
Buy & Hold
+23.98%
Max Drawdown
-14.58%
B&H Max DD
-18.37%
Sharpe (Ann.)
2.983
Win Rate
100%
Total Trades
1
Avg Hold
960 bars
Period
—
Strategy Rules
Regime Gate (Core Alpha — 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. Bull = 100% MSTR, Bear = 0%.
V6 Execution Package (Rhythm Optimization)
Cooldown (39 bars), EMA smoothing (alpha 0.30), step constraints, and fast reentry logic. Optimizes trade timing within regime-determined direction. Does not alter position size — CAP1.0 means 100% or 0% only.
Position Management (CAP1.0)
Binary position: 100% MSTR in bull regime, 0% in bear regime. No leverage, no partial positions. Symmetric rebalancing at next regular-hours bar open when regime flips.
Design Philosophy
Two-layer architecture: BTC regime gate (primary alpha) determines direction, V6 execution package (marginal enhancement) optimizes entry/exit rhythm. Alpha attribution: regime gate alone passes 4-window validation; V6 adds execution quality without altering core returns.
Research Source
Every live strategy must have a versioned research memo and a public summary page.
EchoTrend 240 V2: BTC 4H SMA240 Regime Gate (CAP1.0)
Data Source
Market data from canonical repository (data/market/): BTC-USD and MSTR 1H/1D bars, QQQ 1H/1D 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).