CryptoAdvisor — Quantitative Decision Engine

Generated 2026-09-07 19:58 UTC

Disclaimer. Research output only — not financial advice. These are automated model recommendations with no guarantee of future performance. Cryptocurrency markets are extremely volatile; you can lose your entire investment. Do your own research and never invest money you cannot afford to lose.

Latest Recommendations

AssetActionConfidenceAllocationExp. returnDownside q10RiskRegimeHorizonAs ofTop driversVetoes
BNBHOLD100.00%0.00%+0.00%-26.26%highneutral20d2026-09-07tsmom +50%, fundcarry -50%, xsmom -0%drawdown_circuit
BTCHOLD52.63%0.00%+0.00%-23.50%highbear20d2026-09-07tsmom +33%, xsmom -33%, fundcarry -33%drawdown_circuit, probability_gate
ETHHOLD53.16%0.00%+0.00%-26.62%highbear20d2026-09-07tsmom +33%, xsmom +33%, fundcarry -33%drawdown_circuit, probability_gate
SOLHOLD93.28%0.00%+0.00%-30.46%highbull20d2026-09-07tsmom +33%, xsmom +33%, fundcarry -33%drawdown_circuit
XRPHOLD100.00%0.00%+0.00%-26.90%highbull20d2026-09-07tsmom +33%, xsmom -33%, fundcarry -33%drawdown_circuit

Validation Verdict (Full History, Real Data)

0 of 7 expert/series configurations cleared the promotion rule (DSR>=0.95 AND SR>BAH AND bootstrap CI_low_95>0) on full-history real market data. No live trading signal is published unless its expert clears this bar.

Validation run: 2026-08-05T04:46:34.157000+00:00

ExpertSeriesOOS SharpeBuy&hold SharpeDeflated SRSharpe CI low (95%)Verdict
tsmomBTC/USDT0.6190.3110.7680.102not promoted
meanrevBTC/USDT-0.2480.3110.013-0.834not promoted
tsmomETH/USDT0.4220.0940.523-0.150not promoted
meanrevETH/USDT0.3000.0940.360-0.220not promoted
xsmomuniverse_ls0.333-0.0070.317-0.399not promoted
fundcarryBTC/USDT-0.0740.4520.054-0.731not promoted
fundcarryETH/USDT-0.2180.2320.021-0.893not promoted

Realized Track Record

No resolved outcomes yet.

Self-Monitoring

Latest monitor pass: 2026-09-07 19:58 UTC

MonitorSubjectMetricsStatus
calibrationallbrier=0.0, ece=0.0, hit_rate=0.0, n=0ok
psiBTC/USDT:return_1dn_baseline=179, n_recent=30, psi=0.323171ALERT
psiETH/USDT:return_1dn_baseline=179, n_recent=30, psi=0.250477ALERT

Nightly Run Health

Run (UTC)StatusRecs recordedOutcomes resolvedAlerts
2026-09-07 19:58 UTCok50psi:BTC/USDT:return_1d, psi:ETH/USDT:return_1d
2026-09-07 19:55 UTCok50psi:BTC/USDT:return_1d, psi:ETH/USDT:return_1d
2026-08-05 04:48 UTCok00psi:BTC/USDT:return_1d, psi:ETH/USDT:return_1d