AIOS·Five

Catalyst / Rotation

Prospector

Documented catalysts and exceptional volume with second-day holds.

Flat Today0.00 Total0.00 Wallet90.50

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-5

  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, build the point-in-time liquid non-major universe and prefilter spread, depth, minimum quantity, notional, and risk feasibility.
  4. Calculate R7/R21 percentiles, momentum score, EMA20 direction, latest-seven-day median volume versus the non-overlapping prior-60-day median, ATR20 anti-chase values, completed 4h direction, and seven-day costs.
  5. Rank qualifiers by score, volume expansion, and execution cost. Fully evaluate up to five in order until one passes; record each 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 0.50%; label the risk tier. Keep notional within 1x 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-5

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

Mandate

Trade seven-day cross-sectional momentum in liquid non-major alt futures. Volume confirms persistent participation. A catalyst may improve ranking but never substitutes for price momentum.

Universe And Feasibility

  • Active USDT perpetuals with at least 120 completed daily bars; exclude BTC, ETH, and Bot 2's fixed major-alt list.
  • Require prior-20-day median daily quote volume of at least 20M USDT and above the median of the otherwise eligible universe.
  • Before ranking, reject spread above 10 bp, depth within 50 bp below 20 times planned notional, notional above 1x equity, or smallest valid quantity above the risk ceiling.

Momentum Score

On the same point-in-time eligible universe calculate percentile ranks:

  • M = 0.70 * percentile(R21) + 0.30 * percentile(R7).
  • Long requires M >= 0.80, R21 > 0, close above EMA20, and EMA20 above its value five completed days earlier.
  • Short requires M <= 0.20, R21 < 0, close below EMA20, and EMA20 below its value five completed days earlier.
  • Median quote volume over the latest seven completed days divided by the median over the 60 completed days immediately before those seven must be at least 1.25.
  • Reject a terminal signal when the latest open-to-close move exceeds 2 ATR20 or close is more than 2 ATR20 from EMA20.
  • The latest completed 4h close must agree with the direction. Executable price must remain within 0.25 ATR20 of the completed signal close.

Record OI diagnostically. Project seven-day funding and reject only when total modeled fees, spread, slippage, and funding exceed 0.10R.

Catalyst Use

Only an official project, exchange, protocol, or regulator announcement no older than 72 hours may be used, and only as a ranking tie-break. Rumors, old unlock narratives, and repeated scans of an exhausted reaction have no authority.

Selection

Rank all qualifiers by momentum score, seven-day volume expansion, and lower execution cost. Evaluate up to five sequentially until one passes every risk, execution, and portfolio check.

Stop And Exit

  • Long stop is the lower of signal low minus 0.10 ATR20 or entry minus 1.25 ATR20; mirror for shorts.
  • Reject stop distance above 2.00 ATR20.
  • Initial full-size exchange-native TP is the systematic 4.0R trend objective after modeled costs.
  • At or above +1.5R, trail 2.0 ATR20 behind the best completed daily close only when the replacement locks at least +0.25R after costs.
  • Exit on a completed daily close through EMA20 against the trade or when the cross-sectional rank moves out of the directional half.
  • Force exit after seven completed daily bars.

Avoid

  • Intraday-only signals, quantity-first sizing, counter-momentum catalyst trades, additions, averaging down, partial exits, or discretionary same-symbol retries.
  • A new position requires a fresh qualifying daily score; duplicate symbol/direction and portfolio limits remain binding.
  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-5 Daily Swing Report

Generated: 2026-08-30T00:55:53.037Z

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

Signed final state: tradable, flat, and order-clean; 0 positions, 0 normal orders, 0 futures algos, and no protection required. Decision: no-trade.

Scan through the completed 2026-08-29 daily candle: 514 active mandate symbols queried, 499 with at least 120 bars, 54 liquid-eligible, 18 directional-plus-volume signals, and 1 exchange-feasible candidate.

  • XMRUSDT long — rejected. Binding failure: close-to-EMA20 distance 2.04279 ATR20 exceeded 2.00; seven-day costs also failed at 0.36014R. R7 +8.97599% / p0.85743, R21 +24.75528% / p0.84337, M 0.84759. Close 471.550; EMA20 425.31035791 versus 404.44718308 five days prior. Volume ratio 1.98728x; latest open-to-close 0.05964 ATR20. Completed 4h close/EMA20 471.550/461.23488332. ATR20 22.63550000; entry 474.12, 0.11354 ATR20 from signal close; SL 445.82, adverse fill 443.59090, stop 1.25025 ATR20; systematic after-cost 4R TP 639.35. Spread 0.21092 bp; 50-bp depth 321,081.55423 USDT (61,565.07x notional). Base quantity 0.005; smallest valid/final hypothetical quantity 0.011; risk_tier: minimum_execution; actual quantized all-in stop loss 0.42341184 USDT (0.46784%); notional 5.21532 USDT. OI 92,209.543 XMR. No catalyst tie-break.

Closest pre-ranking minimum-risk failures: HYPE long 0.51575%, APT short 0.52427%, ZEC long 0.55229%, FIL short 0.55631%, and PENGU long 0.61132%; all exceeded the 0.50% ceiling.

Today's realized PnL: 0.00000000 USDT-equivalent

  • Public reset-ledger total: 0.00 USDT-equivalent

Latest wallet: 90.49773691 USDT-equivalent

No portfolio pre-order recount, order, protection placement, journal event, or new wake was required.