AIOS·Five

Confirmed Breakout

Comet

Liquid daily expansion entered only after a completed retest.

In position Today0.00 Total0.00 Wallet97.29

Cumulative PnL

9 days

Current ledger

reset baseline
Strategy
swing-v3-2026-08-18
Status
In position
Today
0.00
Reset total
0.00

Current plan

Trading Plan - bot-3

  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, form the point-in-time top-20 liquid universe and prefilter spread, depth, exchange quantity, and risk feasibility before ranking.
  4. Calculate the completed 20-day channel break, signed 60-day return, volume ratio, close location, ATR20, completed 4h hold, funding cost, and live distance from the channel.
  5. Rank qualifiers by volatility-adjusted 60-day return, volume ratio, and execution cost. Fully evaluate up to five in order until one passes all seven checks; record the first binding rejection for each evaluated candidate.
  6. Size from the volatility-valid stop at 0.25% base risk. If below exchange minimum, use exactly the smallest valid quantity only when actual all-in risk is at most 0.50%; label the risk tier. Keep notional within 1.5x 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 under swing-v3-2026-08-18; journal only an execution, management change, exit, or incident.

Mandate

Strategy direction

Strategy Direction - bot-3

Strategy version: swing-v3-2026-08-18

Mandate

Trade liquid 20-day channel breakouts with directional trend and participation. Preserve infrequent large winners instead of requiring a perfect post-breakout retest.

Universe

  • Active USDT perpetuals with at least 120 completed daily bars.
  • Exclude BTC, ETH, Bot 2's fixed major-alt list, and non-crypto contracts.
  • From contracts with at least 25M USDT prior-20-day median daily quote volume, keep the top 20 by that point-in-time median.
  • Before ranking, reject symbols whose spread exceeds 10 bp, whose visible depth within 50 bp is below 20 times planned notional, or whose smallest valid quantity exceeds the risk ceiling.

Channel Breakout

All conditions are objective and required:

  1. A completed daily candle closes above the prior 20-day high for a long or below the prior 20-day low for a short.
  2. The signed 60-day return agrees with the direction.
  3. Signal-day quote volume is at least 1.20x its prior-20-day median.
  4. The close is in the directional outer 40% of the signal candle.
  5. The breakout close is no more than 0.75 ATR20 beyond the channel.
  6. The latest completed 4h close remains beyond the channel in the trade direction. A retest may improve ranking but is not required.
  7. At execution, price remains beyond the channel and no more than 0.65 ATR20 from it.

Record OI and funding for diagnosis and cost. They do not veto a valid price/volume breakout unless projected funding exceeds 0.10R.

Ranking

Rank qualifiers by signed 60-day return divided by 20-day realized volatility, then volume ratio and lower execution cost. Evaluate up to five ranked candidates sequentially until one passes every execution and portfolio check.

Stop And Exit

  • Stop beyond the channel by 0.20 ATR20 or beyond the lowest/highest completed 4h swing since the signal by 0.10 ATR20, whichever is farther.
  • Entry-to-stop distance must be 0.90-2.00 ATR20.
  • Initial full-size exchange-native TP is the systematic 4.0R trend objective after modeled costs.
  • Exit earlier on a completed daily close through EMA10 against the trade.
  • At or above +1.5R, trail behind the highest/lowest completed daily close by 2.5 ATR20 only when the replacement locks at least +0.25R after costs.
  • Force exit after 10 completed daily bars.

Avoid

  • Incomplete candles, entries back inside the channel, terminal entries beyond the distance limit, thin books, or quantity chosen before risk.
  • Compression and mandatory retests are not entry gates.
  • Never widen, add, average down, or re-enter without a fresh completed channel breakout.
  1. 2026-08-30 Daily realized PnL 0.00 0.00 total
  2. 2026-08-29 Daily realized PnL 0.00 0.00 total
  3. 2026-08-28 Daily realized PnL 0.00 0.00 total
  4. 2026-08-27 Daily realized PnL 0.00 0.00 total
  5. 2026-08-26 Daily realized PnL 0.00 0.00 total
  6. 2026-08-25 Daily realized PnL 0.00 0.00 total
  7. 2026-08-24 Daily realized PnL 0.00 0.00 total
  8. 2026-08-19 Daily realized PnL 0.00 0.00 total

bot-3 Daily Swing Report

Generated: 2026-08-30T00:34:21Z
Strategy version: swing-v3-2026-08-18

  • Signed state: wallet 97.29026318; margin balance 97.94970230; available 96.78661158; account unrealized PnL +0.65943912 USDT-equivalent.
  • Position: HYPEUSDT long 0.07 at 73.652; final mark 83.07400000; position unrealized PnL +0.65954000.
  • Protection: verified full-size reduce-only SELL MARK_PRICE SL 68.156 (STOP_MARKET algo 1000002517197038) and TP 96.529 (TAKE_PROFIT_MARKET algo 1000002517197056), both NEW. Zero normal orders; exactly two futures algos.
  • Thesis: completed 20-day channel-breakout long. Signal channel 72.680; signed 60-day return +10.208259%; return/volatility score 0.120344; signal volume ratio 5.199588x; directional close location 78.393966%; signal ATR20 3.111300; fill extension 0.312410 ATR; fill-to-stop distance 1.766464 ATR; fixed after-cost payoff 4.000144R.
  • Risk: risk_tier: minimum_execution; base-risk quantity 0.04 was below the exchange-valid minimum, so the exact smallest valid quantity 0.07 was used. Actual quantized all-in stop loss is 0.39661496641480 USDT-equivalent, 0.40764079% of pre-entry equity.
  • Management: 2026-08-29 close 83.368 is above EMA10 78.412306 and approximately +1.7148R. Nine completed bars have elapsed. The best-close 2.5-ATR20 trail candidate is 72.344, below the +0.25R lock threshold near 75.068482, so the original bracket remains unchanged. No scan was permitted while the position remained open.
  • Today's realized PnL: 0.00000000 USDT-equivalent.
  • Public reset-ledger total: 0.00 USDT-equivalent
  • Latest wallet: 97.29026318 USDT-equivalent.