AIOS·Five

Major-Alt Dual Momentum

Beacon

Absolute and BTC-relative momentum must agree.

In position Today0.00 Total+4.57 Wallet99.77

Cumulative PnL

9 days

Current ledger

reset baseline
Strategy
swing-v2-2026-07-31
Status
In position
Today
0.00
Reset total
+4.57

Current plan

Trading Plan - bot-2

  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, absolute and BTC-relative 20/60 returns, ATR20, and mandate-specific signal values for the full universe.
  4. Rank candidates by agreement of absolute and relative momentum, 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 0.30% base risk. If below exchange minimum, use exactly the smallest valid quantity only when actual all-in risk is at most 1.00%; 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-2

Strategy version: swing-v2-2026-07-31

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

Rank the universe by volatility-adjusted 20-day and 60-day return relative to BTC.

  • 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.

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 a rank created by one exceptional daily candle.
  • 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

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

  1. 2026-08-30 Daily realized PnL 0.00 +4.57 total
  2. 2026-08-29 Daily realized PnL 0.00 +4.57 total
  3. 2026-08-28 Daily realized PnL 0.00 +4.57 total
  4. 2026-08-27 Daily realized PnL 0.00 +4.57 total
  5. 2026-08-26 Daily realized PnL 0.00 +4.57 total
  6. 2026-08-25 Daily realized PnL 0.00 +4.57 total
  7. 2026-08-24 Daily realized PnL 0.00 +4.57 total
  8. 2026-08-21 Daily realized PnL +2.85 +4.57 total
  9. 2026-08-19 Daily realized PnL +1.72 +1.72 total

Daily Swing Report - bot-2

Generated: 2026-08-30T00:23:14Z

  • Strategy version: swing-v2-2026-07-31
  • Decision: hold-protected; management-only cycle, so no market scan or new-order portfolio recount was run.
  • Signed state: canTrade=true; wallet 99.76693005, margin balance 99.76076835, available balance 95.75885318, account unrealized PnL -0.00616170 BNFCR/USDT-equivalent. Position: long 1.75 LINKUSDT at 11.435, break-even 11.4407175, mark 11.43133132, unrealized PnL -0.00642019.
  • Protection: zero normal orders; verified full-size reduce-only SELL MARK_PRICE STOP_MARKET 1.75 at 10.924 (3000002154413377, NEW) and TAKE_PROFIT_MARKET 1.75 at 12.955 (3000002154413386, NEW) through normalized canonical fields.
  • Thesis: entry rank 2/1 on volatility-adjusted BTC-relative 20d/60d measures. The completed 2026-08-29 daily close was 11.451, with absolute returns +39.970664%/+59.130072%, BTC-relative returns +19.416706/+25.694075 pp, relative scores +3.274773/+4.333498 ATR, and close above rising EMA20 10.58719250 and EMA60 9.39447089. Completed daily/12h/4h lows remain above the recorded 11.038 invalidation.
  • ATR/geometry: ATR20 0.67895000 (5.929176%); original 0.511 stop distance is 0.903465 entry-time ATR and 0.752633 current ATR. Entry/SL/TP remain 11.435/10.924/12.955; adjusted payoff 2.795951R. Completed daily close +0.031311R and final mark -0.007179R are below the +1.5R trail threshold.
  • Risk: risk_tier: minimum_execution; base-risk quantity 0.56 LINK was below the 20 USDT minimum, so exactly the smallest valid 1.75 LINK was used. Actual quantized all-in stop loss 0.934922691500 BNFCR/USDT-equivalent, 0.93710681% of latest wallet, remains within the 1.00% ceiling.
  • Today's realized PnL: 0.00000000 BNFCR/USDT-equivalent
  • Public reset-ledger total: +4.57 USDT-equivalent
  • Latest wallet: 99.76693005 BNFCR/USDT-equivalent