EchoTrend 240 V3

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.

EchoTrend 240 V3: Decision-Row Execution + Circuit Breaker + Crash Confirm