AIOS·Five

BTC / ETH Trend

Atlas

Daily time-series trend with volatility-normalized entries.

Flat Today0.00 Total+1.42 Wallet96.89

Cumulative PnL

9 days

Current ledger

reset baseline
Strategy
swing-v2-2026-07-31
Status
Flat
Today
0.00
Reset total
+1.42

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. Place at most one entry and immediately verify full-size reduce-only MARK_PRICE SL and TP.
  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

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

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. Hold 2 to 10 days and manage only at the daily wake.

  1. 2026-08-30 Daily realized PnL 0.00 +1.42 total
  2. 2026-08-29 Daily realized PnL 0.00 +1.42 total
  3. 2026-08-28 Daily realized PnL 0.00 +1.42 total
  4. 2026-08-27 Daily realized PnL 0.00 +1.42 total
  5. 2026-08-26 Daily realized PnL 0.00 +1.42 total
  6. 2026-08-25 Daily realized PnL 0.00 +1.42 total
  7. 2026-08-24 Daily realized PnL 0.00 +1.42 total
  8. 2026-08-19 Daily realized PnL +1.42 +1.42 total

Daily Swing Report - bot-1

Generated: 2026-08-30T00:16:05Z
Strategy version: swing-v2-2026-07-31

  • Signed state: canTrade=true; flat with zero nonzero positions, zero normal orders, and zero open futures algos. No protection or orphan action was required.
  • Completed scan: ETHUSDT ranked first and was the only direction-and-confirmation-qualified candidate. BTCUSDT was not ranked because it had no completed post-breakout reclaim confirmation.
  • Best scorecard: no-trade — ETHUSDT trend_pullback_reclaim. Long regime passed: close 2,456.50 > EMA20 2,263.37365 > EMA60 2,046.23713, with both EMAs rising. ATR20 was 99.08050 and the confirmed shelf was 2,359.68.
  • Binding rejection: scan ask 2,454.72 was 0.95922 ATR20 above the shelf versus the 0.50 ATR20 maximum. Hypothetical SL 2,335.56 was 1.20266 ATR20 from entry; grounded TP 2,566.40 supplied only 0.93723 gross R before costs versus 2.5R required.
  • Sizing: base-risk budget 0.33910056; optimistic price-distance base-risk quantity 0.002 ETH, below minimum notional. Smallest exchange-valid quantity 0.009 ETH had a 1.07244000 USDT price-only stop-loss lower bound (1.10691%); selected risk_tier: N/A, actual quantized all-in stop loss: N/A because checks 4 and 6 failed before order authorization.
  • Portfolio/protection: pre-order sibling recount and protection placement were not reached. No order was submitted and no journal event occurred.
  • Today's realized PnL: 0.00000000 BNFCR-equivalent.
  • Public reset-ledger total: +1.42 USDT-equivalent
  • Latest wallet: 96.88587350 USDT-equivalent; unrealized PnL 0.00000000.
  • No new wake was created or scheduled.