EchoTrend 240 V3
MSTR · 1H Execution · BTC 4H Regime Gate (Decision-Row, CB, CAP1.0)
Live since: 2026-05-18T19:30:00+00:00 · Last updated: 2026-11-03T16:27:10.197078+00:00
Current Signal
Action: Set MSTR to 3% of total portfolio
MSTR Price
$135.01
BTC Regime
bear
Mode
neutral
Signal Time
2026-11-03T14:30:00+00:00
Exposure 0.03, mode=neutral, regime=bear
Performance Summary
Return (MTM)
+29.56%
Buy & Hold
-19.03%
Max Drawdown
-22.19%
B&H Max DD
-51.31%
Sharpe (Ann.)
1.299
Win Rate
33.33%
Total Trades
6
Avg Hold
310 bars
Period
—
Strategy Rules
Regime Gate (Core Alpha — BTC 4H SMA240)
BTC 1H data resampled to 4H, SMA240 computed. Bear regime confirmed after 3 consecutive MSTR 1H bars below SMA. Bull regime confirmed after 9 consecutive MSTR 1H bars above SMA. Signal shifted by 1 bar (shift(1)+ffill) — already known at current bar open. Bull = 100% MSTR, Bear = 0%.
Decision-Row Execution (Current-Bar Open)
Signals execute at current bar's open price immediately (decision_row model). No pending order / next-bar delay. BTC 4H signal via shift(1)+ffill is already available when the MSTR 1H bar opens.
Circuit Breaker (Intraday Protection)
If RTH intraday_high to bar_low drop exceeds -10%, circuit breaker triggers (target_exposure=0). Sells via gap*step execution, not instant full exit. Resets at next trading day open.
Crash Mode (1-Bar Confirm)
When crash score >= 70 (回测验证 1-bar confirm 优于 3-bar), enters crash mode with step_down = 0.80. Scoring: MSTR/BTC/QQQ returns + RS + amplitude conditions.
Strong Reentry (3/5 Votes)
When >= 3 of 5 reentry conditions met, step_up = 0.90 for fast position rebuild. Conditions: MSTR 1H >= +3.5%, BTC 1H >= +1.0%, QQQ 1H >= +0.3%, MSTR/BTC RS >= +1.0%, MSTR close >= VWAP.
Position Management (CAP1.0)
Target position is binary: 100% MSTR in bull regime, 0% in bear regime. No leverage. Execution uses gap*step, so transitional partial positions exist during regime flips. Position sizing uses current equity (cash + shares * price), not fixed initial_shares.
Research Source
Every live strategy must have a versioned research memo and a public summary page.
EchoTrend 240 V3: Decision-Row Execution + Circuit Breaker + Crash Confirm
Data Source
Market data from canonical repository (data/market/): BTC-USD and MSTR 1H/1D bars, QQQ 1H/1D bars. MSTR 1H data combines historical Futu K_60M (through 2026-04-30, close-labeled, corrected to bar-open on load) and ongoing yfinance updates (from 2026-05-01, bar-open labeled). CI pipeline updates equity data via Yahoo Finance daily. Signals generated from dual-feed pipeline (BTC 1H → 4H regime + MSTR 1H execution).