V153 Live Signals

Snapshot: 2026-07-08 08:00:00 UTC | BTC $62,018 | Hour: 8UTC (ACTIVE) | Regime: BEAR (karma=16.7)

🕐 最後更新: 2026-07-08 17:11:35 (UTC+8) / 2026-07-08 09:11:35 UTC | 每 1 小時自動更新一次

📉 Short Signals (0 firing / 7 total)

R28 short ⭐

2/3 met

skew vs MPI divergence — MPI 回升但 skew 仍恐慌 (24h cooldown, 72h re-entry window, max 99)

Sharpe 2.24MDD 5.4%Win 91%Trades 34AvgPnL +3.51%Hold 20hTotRet +192%

✓	skew_d7 > 12	20.45	100%
✗	MPI > 50	17.8	36%
✓	skew_d14 ≥ 6	20.27	100%

🚪 退出條件（任一滿足即平倉）

MPI < 24
PnL ≥ +3% (profit target)
PnL ≤ −8% (stop loss)
持有 ≥ 24h

AH8 short (bear)

2/5 met

MPI 頂部 + 掛單賣壓 (8h cooldown)

Sharpe 1.29MDD 12.7%Win 65%Trades 23AvgPnL +3.86%Hold 39hTotRet +119%

✗	MPI > 55.0	17.8	32%
✗	ob_dif < −1000	2616	0%
✓	skew_d7 > 5	20.45	100%
✗	ΔMPI 24h > 0	-0.1	0%
✓	cbprem_p720 ≤ 0.90 (V56 gate)	0.67	100%

🚪 退出條件（任一滿足即平倉）

MPI ≤ 30
PnL ≥ +6% (profit target)
PnL ≤ −8% (stop loss)
3% trailing stop
持有 ≥ 72h

Meta short

1/5 met

skew 極端 + stablecoin 弱 + 爆倉稀 (wide-band exhaustion, 24h cooldown)

Sharpe 1.61MDD 16.1%Win 82%Trades 17AvgPnL +8.11%Hold 88hTotRet +253%

✗	skew_d90_p720 > 0.95	0.84	88%
✗	MPI > 52	17.8	34%
✗	cbprem_p720 < 0.65	0.67	97%
✗	btcliq_p720 < 0.65	0.85	69%
✓	basis_p720 > 0.30 (V57 floor)	0.82	100%

🚪 退出條件（任一滿足即平倉）

PnL ≥ +7% (profit target)
PnL ≤ −10% (stop loss)
持有 ≥ 96h

CS11 short

0/1 met

微結構幾何均 × skew_d60 gate (0.7x lev, 12h cooldown, SL 3%)

Sharpe 1.41MDD 9.5%Win 67%Trades 404AvgPnL +0.25%Hold 11hTotRet +83%

✗

cs11_score > 0.45

0.301

67%

🚪 退出條件（任一滿足即平倉）

cs11_score < 0.35
PnL ≥ +5%
PnL ≤ −3%
持有 ≥ 96h
4% rally gate

R7 short

0/2 met

basis 溢價爆表 + 情緒過熱 (8h cooldown)

Sharpe 1.01MDD 19.4%Win 68%Trades 19AvgPnL +4.05%Hold 58hTotRet +95%

✗	basis_p720 > 0.90	0.82	91%
✗	MPI > 70	17.8	25%

🚪 退出條件（任一滿足即平倉）

PnL ≥ +8% (profit target)
PnL ≤ −10% (stop loss)
持有 ≥ 84h
basis_p720 < 0.50 force-exit (V57)

MPI Accel short

0/3 met

MPI acceleration short (decel from high MPI, mh=20h, cd=26h)

Sharpe 0.25MDD 11.2%Win 64%Trades 199AvgPnL +0.05%Hold 17hTotRet +4%

✗	MPI > 48	17.8	37%
✗	MPI rising (d1>0)	see MPI	30%
✗	MPI accel < -2.7	see MPI	30%

🚪 退出條件（任一滿足即平倉）

MPI <= 40
maxhold = 20h
SL = 8%

AH8 short (neutral)

off-regime

MPI 頂部 + 掛單賣壓 (8h cooldown)

Sharpe 1.29MDD 12.7%Win 65%Trades 23AvgPnL +3.86%Hold 39hTotRet +119%

✗	MPI > 60.0	17.8	0%
✗	ob_dif < −1000	2616	0%
✗	skew_d7 > 5	20.45	0%
✗	ΔMPI 24h > 0	-0.1	0%
✗	cbprem_p720 ≤ 0.90 (V56 gate)	0.67	0%

🚪 退出條件（任一滿足即平倉）

MPI ≤ 35
PnL ≥ +6% (profit target)
PnL ≤ −8% (stop loss)
3% trailing stop
持有 ≥ 72h

📈 Long Signals (0 firing / 6 total)

MPI BB long

2/3 met

MPI BB(336,1.5) mean-reversion long (BW>60%, ramp 0.7-3x/96h, cd=24h)

Sharpe 1.48MDD 7.4%Win 82%Trades 61AvgPnL +0.56%Hold 40hTotRet +44%

✓	MPI < 23	17.8	100%
✓	MPI < BB lower	17.8 vs 17.8	50%
✗	BW > 60%	see BB	30%

🚪 退出條件（任一滿足即平倉）

MPI >= 33
SL = 8%

V45 long (bear)

1/2 met

ob_dif breakout, threshold 3000

Sharpe 1.71MDD 18.6%Win 66%Trades 100AvgPnL +1.94%Hold 19hTotRet +423%

✗	ob_dif > 3000	2616	87%
✓	price ≤ BB upper	62,018 / 64,008	100%

🚪 退出條件（任一滿足即平倉）

ob_dif < 0 (ob_exit)
MPI > 50
持有 ≥ 18h
basis_apy 較進場下降 ≥ 0.03 (動態出場)
usdc_premium 較進場上升 ≥ 0.03 (動態出場)

FS boost

1/3 met

Fresh Start 3-signal boost (bn_FR + cg_FG + MPI, cd=24/6/6, SMA gate)

Sharpe 0.25MDD 15.8%Win 62%Trades 111AvgPnL +0.15%Hold 50hTotRet +9%

✗	bn_FR < 0	0.00001	0%
✗	cg_FG < 43	50	0%
✓	MPI < 20.5	17.8	100%

🚪 退出條件（任一滿足即平倉）

bn_FR >= 0
cg_FG >= 60
MPI >= 29.6

DCA long

0/2 met

EMA(2000h) multi-tier DCA long: T0(off-15)/T1(off-20)/T2(off-30), ramp 0.01/h, max 0.3x

Sharpe 1.81MDD 7.4%Win 70%Trades 27AvgPnL +2.77%Hold 858hTotRet +92%

✗	price > EMA2000 (Bear (no entry))	62,018 / 68,236	91%
✗	MPI_eff < 35 (MPI-0)	17.8	100%

🚪 退出條件（任一滿足即平倉）

MPI_eff >= 55 (decay 0.01/h)
Tier: T0=off15, T1=off20, T2=off30

CL01 long

0/1 met

orderbook activity × low skew × basis confirmation (0.7x lev, 12h cooldown)

Sharpe 1.09MDD 6.3%Win 60%Trades 121AvgPnL +0.30%Hold 9hTotRet +27%

✗

cl01_score > 0.55

0.092

17%

🚪 退出條件（任一滿足即平倉）

cl01_score < 0.42
PnL ≥ +5%
PnL ≤ −5%
持有 ≥ 96h

V45 long (neutral)

off-regime

ob_dif breakout, threshold 2000

Sharpe 1.71MDD 18.6%Win 66%Trades 100AvgPnL +1.94%Hold 19hTotRet +423%

✗	ob_dif > 2000	2616	0%
✗	price ≤ BB upper	62,018 / 64,008	0%

🚪 退出條件（任一滿足即平倉）

ob_dif < 0 (ob_exit)
MPI > 60
持有 ≥ 24h
basis_apy 較進場下降 ≥ 0.03 (動態出場)
usdc_premium 較進場上升 ≥ 0.03 (動態出場)

FS boost (long)	leverage 0.50x @ $77,542
R26 hybrid (long)	leverage 0.06x
Broker net	size=+90 side=LONG entry=$63,079

MPI	17.8	p720=0.53
ob_dif	2,616
lsur	-0.54
basis_apy	0.0352	p720=0.82
skew_d7 / d14 / d60 / d90	20.4 / 20.3 / 19.7 / 18.9	d60 p720=0.82, d90 p720=0.84
usdc_premium	+0.0670	p720=0.67
btc_liq p720	0.85
CBBI	0.23	regime=bear (karma=16.7)
EMA1500	68,236	price < EMA

$63,680	Rebalance: lev=0.36x
$63,818	Rebalance: lev=0.41x
$63,698	Rebalance: lev=0.41x
$63,424	Rebalance: lev=0.41x
$63,551	Rebalance: lev=0.41x
$63,364	Rebalance: lev=0.41x
$63,613	Rebalance: lev=0.41x
$63,038	Rebalance: lev=0.34x
$62,980	Rebalance: lev=0.35x
$62,766	Rebalance: lev=0.35x
$62,800	Rebalance: lev=0.35x
$62,638	Rebalance: lev=0.32x
$62,658	Rebalance: lev=0.32x
$62,888	Rebalance: lev=0.32x
$62,018	Rebalance: lev=0.31x

🔴 Currently Open Positions (2)

📉 Short Signals (0 firing / 7 total)

📈 Long Signals (0 firing / 6 total)

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