ARB 0.14 $
rang relatif 5/25 · tier winner · 7j +5.8% · 30j +88.4%
Régime par timeframe (Kaufman ER)
source : context_state @ 2026-09-12 21:07 · ATR1h 1.2% · TP cible 4.5% · trend_aligned=False
Support / Résistance par timeframe — pivots planchers
| TF | S2 | S1 | Pivot | R1 | R2 |
|---|
| 15m | 0.1392 | 0.1395 | 0.1398 | 0.1401 | 0.1404 |
| 1h | 0.1385 | 0.1391 | 0.1396 | 0.1402 | 0.1407 |
| 4h | 0.1348 | 0.1371 | 0.1407 | 0.1429 | 0.1465 |
| 1d | 0.1282 | 0.1338 | 0.1428 | 0.1484 | 0.1575 |
calculé : P=(H+L+C)/3, R1=2P−L, S1=2P−H, R2=P+(H−L), S2=P−(H−L) — sur la dernière bougie CLÔTURÉE de chaque tf (market_ohlcv/binance). Pas de niveau deviné.
Matrice substrat × stratégie (bot evd)
| substrat | poids | cote W | SH | RG | signal |
|---|
| trend_follow | 36.3% | 71 | 50 | 72 | court |
| volume_breakout ⚠ mismatch | 34.8% | 75 | 40 | 76 | court |
| vwap ⚠ mismatch | 15.1% | 12 | 0 | 19 | court |
| mean_reversion ⚠ mismatch | 8.6% | 32 | 3 | 34 | court |
| bollinger | 4.6% | 36 | 11 | 34 | court |
| rsi_divergence | 0.6% | 26 | 0 | 26 | court |
poids = bots.adn_tactical (evd) · cotes = substrat_scores (forward-return live, 0–100, 50=neutre) · ⚠ = poids ≥5% sur un substrat faible dans le régime/sens courant.
Posture du bot (dernier verdict — pas un oracle)
| macro | écosyst. | adn | technique | risque |
|---|
| 46 | 65 | 58 | 62 | 75 |
source : verdicts @ 2026-09-11 00:59 (tribunal interne ; macro=btc_trend+macro_metrics, écosyst=cross_sectional, technique=OHLCV/substrats).
Journal achat / vente (net des coûts BreakoutProp)
| lane | sens | entrée | sortie | P&L | motif | date |
|---|
| control | short | 0.141 | 0.1472 | -52.2 | sl_hit | 2026-09-10 23:39 |
| control | short | 0.1483 | 0.141 | +45.0 | tp_hit | 2026-09-10 01:04 |
| control | short | 0.1559 | 0.1488 | +39.3 | tp_hit | 2026-09-09 15:29 |
| evd | short | 0.1559 | 0.1488 | +47.0 | tp_hit | 2026-09-09 15:29 |
| random_ctrl | short | 0.1626 | 0.1533 | +59.0 | tp_hit | 2026-09-09 14:59 |
| control | short | 0.1656 | 0.1559 | +68.6 | tp_hit | 2026-09-09 11:04 |
| evd | short | 0.1656 | 0.1559 | +81.9 | tp_hit | 2026-09-09 11:04 |
| evd | long | 0.1642 | 0.1681 | +26.9 | corr_derisk | 2026-09-08 23:49 |
| control | long | 0.1868 | 0.1954 | +29.1 | tp_hit | 2026-09-06 00:29 |
| control | long | 0.1311 | 0.1321 | +9.7 | tp_trail | 2026-09-05 06:29 |
| evd | long | 0.1311 | 0.1321 | +10.9 | tp_trail | 2026-09-05 06:29 |
| random_ctrl | long | 0.1057 | 0.1108 | +50.7 | tp_hit | 2026-08-31 21:49 |
source : trades (join bots) · P&L net depuis le fix coûts du 11/06.
evd vs control sur ARB
capital_fictif (base 5000 au fork) — bots evd #18 / control #31.