AIOS·Five

Trend Resumption

Pendulum

Failed countertrend auctions with next-day confirmation.

Flat Today0.00 Total0.00 Wallet99.11

Cumulative PnL

9 days

Current ledger

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

Current plan

Trading Plan - bot-4

  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, apply the liquid-universe and execution-feasibility prefilters, then calculate completed 20/60 EMA trend, prior excursion, five-day pullback, daily recovery, volume recovery, ATR20, and completed 4h direction.
  4. Rank qualifiers by volatility-adjusted 20-day trend, renewed volume, and execution cost.
  5. Fully evaluate up to five candidates in order until one passes all seven checks. Record each candidate's first binding rejection.
  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 0.35%; 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-4

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

Mandate

Trade renewed participation after a completed pullback within an established liquid daily trend. Do not trade countertrend reversals.

Universe

  • Active USDT perpetuals with at least 90 completed daily bars and at least 100M USDT prior-20-day median daily quote volume.
  • Before ranking, reject symbols whose spread exceeds 10 bp, whose depth within 50 bp is below 20 times planned notional, or whose smallest valid quantity exceeds the risk ceiling.

Trend And Pullback Recovery

Mirror every rule for shorts.

  1. Long regime: completed close > EMA20 > EMA60; both EMAs are above their values five completed days earlier; 20-day return is positive.
  2. During the preceding 10 completed days, at least one close was 0.75 ATR20 or more above EMA20, establishing a prior trend excursion.
  3. During the latest five completed days, price touched EMA20 + 0.25 ATR20 or lower but did not trade more than 0.25 ATR20 through EMA60.
  4. The signal day closes back above EMA20, above the prior completed close, and in the upper half of its range.
  5. Signal-day quote volume is at least 0.80x its prior-20-day median and at least the previous day's quote volume.
  6. The latest completed 4h close agrees with the daily direction.
  7. Executable price is within 0.25 ATR20 of the signal close and within 0.85 ATR20 of daily EMA20.

No second daily confirmation or failed-auction pattern is required. Waiting another day created distant stops and exhausted payoff in the prior design.

Ranking

Rank qualifiers by absolute 20-day return divided by 20-day realized volatility, then signal volume recovery and lower execution cost. Evaluate up to five candidates sequentially until one passes all checks.

Stop And Exit

  • Stop beyond the latest five-day pullback extreme by 0.20 ATR20.
  • Entry-to-stop distance must be 0.80-2.00 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 2.5 ATR20 behind the best completed daily close only when the replacement locks at least +0.25R after costs.
  • Force exit after 10 completed daily bars.

Avoid

  • Countertrend fades, incomplete candles, entries outside the location limits, same-bar quantity-first sizing, or projected fees/spread/slippage/funding above 0.10R.
  • A failed auction may qualify only when it independently satisfies every trend-pullback rule.
  • Never widen, add, average down, or re-enter without a fresh excursion-pullback-recovery cycle.
  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

Daily Swing Report - bot-4

Generated: 2026-08-30T00:46:26Z
Strategy version: swing-v3-2026-08-18

  • Signed state: account tradable; wallet/equity/available 99.10629921 USDT-equivalent; unrealized PnL 0.00000000; 0 positions, 0 normal orders, 0 futures algos; flat/order-clean.
  • Scan: 524 active USDT perpetuals through the completed 2026-08-29 daily candle; 19 liquid, 15 absolute-regime, 15 prior-excursion, 1 pullback/EMA60-hold, 0 full recovery-plus-volume qualifiers. Exchange-feasible ranked list: empty.
  • ADAUSDT long — no-trade (binding: recovery close below prior close). Close/prior 0.20160/0.20300; range location 0.604167; EMA20 0.20105077 vs 0.19693985 five days earlier; EMA60 0.18963024 vs 0.18634955; 20-day return +3.757077%; realized volatility 0.04635341; rank score 0.810529; prior excursion 3.593516 ATR; pullback extreme -0.167340 ATR from contemporaneous EMA20; EMA60 hold +0.639166 ATR; ATR20 0.01419000; volume 0.438751x median and 0.324072x previous; completed 4h 0.20160 > 0.20150. Base/minimum quantities: not reached; risk tier none; actual loss 0.00000000.
  • Decision: no-trade. No order, protection action, journal event, or new wake.
  • Today's realized PnL: 0.00000000 USDT-equivalent.
  • Public reset-ledger total: 0.00 USDT-equivalent
  • Latest wallet: 99.10629921 USDT-equivalent.