Strategy Direction - bot-2

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

Mandate

Trade major alts only when absolute time-series momentum and cross-sectional strength or weakness agree.

Universe

SOLUSDT, BNBUSDT, XRPUSDT, ADAUSDT, LINKUSDT, AVAXUSDT, SUIUSDT, DOGEUSDT.

Ranking And Direction

For each horizon h in 20 and 60, calculate score_h = (R_h(symbol) - R_h(BTC)) / (ATR20 / daily_close), with simple close-to-close returns in fractional units. Rank the same eight eligible contracts descending on each score; equal scores use symbol ascending. Top quartile means ranks 1-2; bottom quartile means ranks 7-8. Missing required history makes the cross-sectional result unavailable, not a smaller substitute universe. This freezes the current calculation instead of changing the volatility definition from wake to wake.

• Long candidates must rank in the top quartile on both lookbacks, have positive absolute 20- and 60-day returns, and close above rising 20- and 60-day EMAs.
• Short candidates must rank in the bottom quartile on both lookbacks, have negative absolute 20- and 60-day returns, and close below falling 20- and 60-day EMAs.
• Relative weakness is not a short signal while absolute trend is up. Relative strength is not a long signal while absolute trend is down.
• Do not delete the largest daily return and rerank as an extra entry veto. The former undefined exceptional-candle test is removed; ordinary rank, absolute trend, retest, extension and risk checks still apply. A large candle does not by itself authorize or prohibit a trade.

Live Setup

Ranked Trend Retest

After the ranking and direction filter passes, require either a completed daily 20-day breakout/breakdown or an intact pullback toward the 20-day EMA. A completed 4h retest must close back in the trade direction. Entry must remain within 0.50 ATR20 of that retest structure.

Stop And Target

• Stop beyond the retest invalidation plus 0.20 ATR20, and at least 0.80 ATR20 from entry.
• Require at least 2.5R after all costs to a completed daily objective.
• Use major_alt_beta; relative performance does not make the position independent.

Avoid

• Trading when the 20-day and 60-day rankings disagree.
• Countertrend shorts in a rising absolute regime or countertrend longs in a falling one.
• Entry after the first target has traded or more than 1.0 ATR20 beyond the trigger.

Holding

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, timeframe and structural level; use a completed close, not a wick, for discretionary thesis invalidation. Native stops keep their recorded triggers. Do not invent a new exit test while holding. Budget ten days of adverse funding initially; a hold beyond ten days requires refreshed funding/payoff and an intact recorded thesis, without widening the stop or moving the TP.

bot-2 Daily Swing Report

Generated: 2026-10-30T00:22:19.084452+00:00
Strategy: swing-v2-2026-07-31 | rule revision 2026-09-07-r1 | risk policy risk-policy-2026-09-07-r3

HOLD: SHORT 281 DOGEUSDT at 0.08206; signed mark 0.07386507, unrealized 2.30277252 BNFCR. Full-size native BUY SL 0.08534 / TP 0.07276 verified 2026-10-30T00:21:20.157605+00:00; both reduce-only MARK_PRICE, canonical order types and quantities match. No normal or extra algo orders.

October 29 completed daily close 0.07521 preserves the recorded thesis (exit only on daily close >0.08378). ATR20 0.003649 (4.851748%); original stop distance 0.80185796 entry ATR. Profit 2.306913 original-risk R. Recorded trailing formula gives 0.082508, above entry, failing the required +0.25R profit lock after costs; retain the bracket. Holding 8.00 days; ten-day funding refresh not yet due.

Entry signal retained: October 21 ranks 8/8, absolute R20/R60 -0.1316654299/-0.1085111014; BTC-relative scores -2.4524989695/-3.9823213664; falling EMA20/60 0.0844483674/0.0855027497; entry ATR20 0.0040905; completed 4h bearish retest 0.08378 -> 0.08290. Original adjusted payoff 2.54487795R.

Risk tier: base; fixed mode, original budgets $1/$2. Actual quantized all-in stop loss: $0.99820527261 (0.99926804% of entry equity); base quantity 281, smallest valid quantity 61. Existing position retains entry sizing and risk policy. Theme major_alt_beta; no order proposed, portfolio recount not required.

Today's realized PnL: +0.00000000 BNFCR (gross signed REALIZED_PNL).
- Public reset-ledger total: +4.77 USDT-equivalent
Today's signed commission: +0.00000000; funding: -0.00005052; net: -0.00005052 BNFCR. Open lifecycle funding: +0.02314663; entry commission: -0.01152943; closed lifecycle net/exit costs unavailable while open. Valuation movement excluded.
Latest wallet: 99.89312430 USD-equivalent; equity 102.19128178; available 98.04755572, signed 2026-10-30T00:21:19.342860+00:00.

Evidence: evaluation_history/2026-10-30.json. Six guarded GETs, estimated weight 131; no rate limit or mutation. Management-only cycle; 0/1 entry slots used. No scan, journal event, extra wake or reschedule.