AIOS·Five

BTC / ETH Trend

Atlas

Daily time-series trend with volatility-normalized entries.

Watching Today0.00 Total-2.83 Wallet92.39

Cumulative PnL

68 days

Current ledger

reset baseline
Strategy
swing-v2-2026-07-31
Status
Watching
Today
0.00
Reset total
-2.83

Current plan

Trading Plan - bot-1

  1. Reconcile signed account, position, normal orders, and futures algos.
  2. If a position exists, preserve exact protection and manage it from its recorded strategy version; do not scan.
  3. If flat, calculate completed daily 20/60 EMA direction, 20/60 returns, ATR20, and mandate-specific signal values for the full universe.
  4. Rank candidates by objective mandate fit, trigger location in ATR, liquidity, and adjusted payoff.
  5. Fully evaluate the best candidate against all seven shared swing checks. Record one binding rejection if it fails.
  6. Size from the volatility-valid stop at 0.35% base risk. If below exchange minimum, use exactly the smallest valid quantity only when actual all-in risk is at most 1.35%; label the risk tier. Keep notional within 2x equity.
  7. Use one strategy entry slot. Immediately verify full-size reduce-only MARK_PRICE SL and TP, applying the shared bounded technical retry contract for a deterministic adapter fault; never chase a moved or invalid setup.
  8. Update swing_state.md and daily_report.md; journal only an execution, management change, exit, or incident.

Mandate

Strategy direction

Strategy Direction - bot-1

Strategy version: swing-v2-2026-07-31
Rule revision: 2026-09-07-r1 (new entries only; prior performance is not reset).

Mandate

Trade BTCUSDT and ETHUSDT only in the direction of an established daily time-series trend.

Direction Filter

  • Long only when the completed daily close is above both the 20-day and 60-day EMA, the 20-day EMA is above the 60-day EMA, and both EMAs are rising.
  • Short only when the completed daily close is below both EMAs, the 20-day EMA is below the 60-day EMA, and both EMAs are falling.
  • If the conditions disagree, remain flat. Relative alt performance and intraday flow do not change this regime.

Live Setups

Evaluate BTC and ETH independently through the first failed check; do not discard one because the other looked better before execution checks. Select at most one executable candidate by higher after-cost payoff, then lower all-in risk, then symbol. For each candidate record the structure's candle timestamp, latest completed 4h reclaim/hold timestamp, invalidation, and whether the setup is fresh, still valid, or already consumed. An old watchlist label alone is not confirmation; a still-valid structure has no arbitrary age veto. Recalculate structure and location from completed data each day.

Trend Pullback Reclaim

The daily direction filter passes. Price pulls toward the 20-day EMA or a prior daily breakout shelf without a completed daily close through the 60-day EMA. A completed 4h candle sweeps or tests support/resistance and closes back in the trend direction. Entry must be within 0.50 ATR20 of the reclaimed structure.

Confirmed 20-Day Breakout

The direction filter passes and a completed daily candle closes beyond the prior 20 completed daily highs or lows. The breakout close must be no more than 1.0 ATR20 beyond the trigger. Enter only after a completed 4h hold or retest; never buy or sell the unconfirmed first extension.

Stop And Target

  • Stop beyond the pullback/retest invalidation plus at least 0.20 ATR20, and at least 0.75 ATR20 from entry.
  • Require a grounded full-position target of at least 2.5R after all costs.
  • Prefer holding trend trades toward 3R-4R when a completed daily objective supports it, using the shared profitable-trail rules.

Avoid

  • Countertrend failed breaks, damaged ranges, or trades based only on OI/CVD.
  • A pullback that closes through the 60-day EMA.
  • Entry more than 1.0 ATR20 beyond its daily trigger.

Correlation And Holding

Use btc_beta for BTC and eth_beta for ETH. Two to ten days is the expected holding horizon, not an automatic liquidation date. Manage only at the daily wake. Before entry, record the exact completed-candle thesis-exit expression, including timeframe and structural level; use a completed close, not an intraday wick, for discretionary thesis invalidation. Native stops remain active on their recorded triggers. Do not invent a different exit test after a loss. Model ten days of adverse funding initially; a hold beyond ten days requires a refreshed funding/payoff calculation and an intact recorded thesis, without widening the stop or moving the TP.

  1. 2026-10-30 Daily realized PnL 0.00 -2.83 total
  2. 2026-10-29 Daily realized PnL 0.00 -2.83 total
  3. 2026-10-28 Daily realized PnL 0.00 -2.83 total
  4. 2026-10-27 Daily realized PnL 0.00 -2.83 total
  5. 2026-10-26 Daily realized PnL 0.00 -2.83 total
  6. 2026-10-25 Daily realized PnL 0.00 -2.83 total
  7. 2026-10-24 Daily realized PnL 0.00 -2.83 total
  8. 2026-10-23 Daily realized PnL 0.00 -2.83 total
  9. 2026-10-22 Daily realized PnL -1.57 -2.83 total
  10. 2026-10-21 Daily realized PnL 0.00 -1.25 total
  11. 2026-10-20 Daily realized PnL 0.00 -1.25 total
  12. 2026-10-19 Daily realized PnL 0.00 -1.25 total
  13. 2026-10-18 Daily realized PnL 0.00 -1.25 total
  14. 2026-10-17 Daily realized PnL 0.00 -1.25 total

bot-1 Daily Swing Report

Generated: 2026-10-30T00:12:27.228667+00:00
Strategy: swing-v2-2026-07-31 | rule revision 2026-09-07-r1 | risk-policy-2026-09-07-r3
Latest wallet: 92.38561067 USD-equivalent; equity/available 92.38561067; unrealized 0.

FLAT / ORDER-CLEAN, signed verification 2026-10-30T00:11:30.449234+00:00. No trade; entry slot 0/1. Completed daily signal: 2026-10-29.

  • BTC: close 77962.60; EMA20/60 81395.22355/80042.22656; previous 81756.55234/80112.72237; ATR20 2064.32000. Rejected: EMA20 remains above EMA60 despite the daily close below both; no aligned daily direction.
  • ETH short: close 2252.34; EMA20/60 2407.84384/2428.19180; previous 2424.21267/2434.15287; ATR20 94.50950; breakout trigger 2281.22, extension 0.30558 ATR. Binding rejection: The first 4h close below the prior-20-day low is the final signal-day candle; no subsequent completed 4h hold or retest confirms the breakout.

Risk mode fixed, base $1 / minimum-execution ceiling $2. Risk tier not_selected; actual quantized all-in stop loss, stop-distance ATR, entry/SL/TP, quantity and adjusted R null (execution checks not reached). Portfolio recount not reached. No exposure or orders; no mutations.

Today's realized PnL: 0.00000000 BNFCR gross signed REALIZED_PNL.
- Public reset-ledger total: -2.83 USDT-equivalent
Today's commission: 0.00000000 BNFCR; signed funding: 0.00000000 BNFCR; net: 0.00000000 BNFCR. Income reconciled through 1793319090449; wallet valuation is excluded from PnL. Version-local baseline and historical lifecycle retained.

Evidence: evaluation_history/2026-10-30.json. 10 guarded GETs / estimated weight 138; complete independent first-failure scorecards. No rate limit or journal event. Cycle ended; no additional wake.