V153 Live Signals

Snapshot: 2026-05-24 12:00:00 UTC | BTC $77,119 | Hour: 12UTC (ACTIVE) | Regime: BEAR (karma=22.2)

🕐 最後更新: 2026-05-24 21:10:09 (UTC+8) / 2026-05-24 13:10:09 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 2.27MDD 5.4%Win 91%Trades 34AvgPnL +3.51%Hold 20hTotRet +192%

✓	skew_d7 > 12	13.06	100%
✗	MPI > 50	35.1	70%
✓	skew_d14 ≥ 6	12.91	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

Meta short

3/5 met

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

Sharpe 1.64MDD 16.1%Win 82%Trades 17AvgPnL +8.11%Hold 88hTotRet +253%

✗	skew_d90_p720 > 0.95	0.72	75%
✗	MPI > 52	35.1	68%
✓	cbprem_p720 < 0.65	0.09	100%
✓	btcliq_p720 < 0.65	0.58	100%
✓	basis_p720 > 0.30 (V57 floor)	0.48	100%

🚪 退出條件（任一滿足即平倉）

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

AH8 short (bear)

3/5 met

MPI 頂部 + 掛單賣壓 (8h cooldown)

Sharpe 1.31MDD 12.7%Win 65%Trades 23AvgPnL +3.86%Hold 39hTotRet +119%

✗	MPI > 55.0	35.1	64%
✗	ob_dif < −1000	219	0%
✓	skew_d7 > 5	13.06	100%
✓	ΔMPI 24h > 0	+19.7	100%
✓	cbprem_p720 ≤ 0.90 (V56 gate)	0.09	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

R7 short

0/2 met

basis 溢價爆表 + 情緒過熱 (8h cooldown)

Sharpe 0.98MDD 19.4%Win 67%Trades 18AvgPnL +4.02%Hold 57hTotRet +87%

✗	basis_p720 > 0.90	0.48	54%
✗	MPI > 70	35.1	50%

🚪 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 0.26MDD 11.2%Win 64%Trades 199AvgPnL +0.05%Hold 17hTotRet +4%

✗	MPI > 48	35.1	73%
✗	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%

CS11 short

0/1 met

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

Sharpe 1.45MDD 9.5%Win 67%Trades 400AvgPnL +0.26%Hold 11hTotRet +84%

✗

cs11_score > 0.45

0.193

43%

🚪 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

AH8 short (neutral)

off-regime

MPI 頂部 + 掛單賣壓 (8h cooldown)

Sharpe 1.31MDD 12.7%Win 65%Trades 23AvgPnL +3.86%Hold 39hTotRet +119%

✗	MPI > 60.0	35.1	0%
✗	ob_dif < −1000	219	0%
✗	skew_d7 > 5	13.06	0%
✗	ΔMPI 24h > 0	+19.7	0%
✗	cbprem_p720 ≤ 0.90 (V56 gate)	0.09	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 (1 firing / 6 total)

DCA long

🔥 FIRING

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

Sharpe 1.93MDD 7.4%Win 74%Trades 27AvgPnL +2.88%Hold 850hTotRet +99%

✓	price > EMA2000 (Tier 0 (off-15))	77,119 / 76,447	100%
✓	MPI_eff < 35 (MPI-15)	20.1	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

V45 long (bear)

1/2 met

ob_dif breakout, threshold 3000

Sharpe 1.79MDD 18.6%Win 70%Trades 89AvgPnL +2.18%Hold 19hTotRet +433%

✗	ob_dif > 3000	219	7%
✓	price ≤ BB upper	77,119 / 79,865	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)

MPI BB long

0/3 met

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

Sharpe 1.68MDD 7.4%Win 83%Trades 59AvgPnL +0.58%Hold 32hTotRet +42%

✗	MPI < 23	35.1	0%
✗	MPI < BB lower	35.1 vs 35.1	50%
✗	BW > 60%	see BB	30%

🚪 退出條件（任一滿足即平倉）

MPI >= 33
SL = 8%

CL01 long

0/1 met

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

Sharpe 1.11MDD 6.3%Win 61%Trades 119AvgPnL +0.30%Hold 10hTotRet +27%

✗

cl01_score > 0.55

0.105

19%

🚪 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 1.79MDD 18.6%Win 70%Trades 89AvgPnL +2.18%Hold 19hTotRet +433%

✗	ob_dif > 2000	219	0%
✗	price ≤ BB upper	77,119 / 79,865	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

0/3 met

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

Sharpe 0.64MDD 11.2%Win 62%Trades 111AvgPnL +0.24%Hold 40hTotRet +21%

✗	bn_FR < 0	0.00006	0%
✗	cg_FG < 43	50	0%
✗	MPI < 20.5	35.1	0%

🚪 退出條件（任一滿足即平倉）

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

Target now	LONG 0.42x
Signal raw net	LONG 0.71x
Risk scale	Vol CB active: x0.60
Broker filled	LONG 0.43x size=+105 entry=$76,846
Target now is the actionable strategy number; broker filled is execution-state reference.
FS boost (long)	leverage 0.50x @ $77,542
DCA long (long)	leverage 0.30x @ $74,164
R26 hybrid (short)	leverage 0.09x

MPI	35.1	p720=0.33
ob_dif	219
lsur	-0.56
basis_apy	0.0186	p720=0.48
skew_d7 / d14 / d60 / d90	13.1 / 12.9 / 14.0 / 13.5	d60 p720=0.71, d90 p720=0.72
usdc_premium	+0.0927	p720=0.09
btc_liq p720	0.58
CBBI	0.37	regime=bear (karma=22.2)
EMA1500	76,447	price > EMA

$76,584	Rebalance: DCA long=0.30x
$76,752	Rebalance: DCA long=0.30x
$76,835	CS11 short exit: cs11=0.27<0.35
$76,890	Rebalance: DCA long=0.30x
$76,830	Rebalance: DCA long=0.30x
$76,750	Rebalance: DCA long=0.30x
$76,786	Rebalance: DCA long=0.30x
$76,822	Rebalance: DCA long=0.30x
$76,988	Rebalance: DCA long=0.30x
$76,800	Rebalance: DCA long=0.30x
$76,831	Rebalance: DCA long=0.30x
$77,021	Rebalance: DCA long=0.30x
$77,191	Rebalance: DCA long=0.30x
$77,320	Rebalance: DCA long=0.30x
$77,119	Rebalance: DCA long=0.30x

🔴 Position Snapshot (3)

📉 Short Signals (0 firing / 7 total)

📈 Long Signals (1 firing / 6 total)

📊 Market Snapshot

📜 Recent Trade Events (last 15)