{ "metadata": { "analysis_date": "2026-04-06T17:49:29.105201", "computation_time_seconds": 163.3, "symbols_analyzed": 48, "hourly_symbols": 30, "total_surges_simulated": 25181, "data_days": 365, "merged_days": 365, "lookback_days": 365, "date_range": { "start": "2025-04-07", "end": "2026-04-06" } }, "statistical_analysis": { "correlations": { "alt_pct_positive vs surge_win_rate": { "pearson_r": 0.6043, "pearson_p": 0.0, "spearman_r": 0.6194, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_pct_pump_3pct vs surge_count": { "pearson_r": 0.604, "pearson_p": 0.0, "spearman_r": 0.5079, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_pct_pump_3pct vs surge_total_pnl": { "pearson_r": 0.6039, "pearson_p": 0.0, "spearman_r": 0.475, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_pct_pump_1pct vs surge_win_rate": { "pearson_r": 0.6008, "pearson_p": 0.0, "spearman_r": 0.6227, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_mean_return_1d vs surge_win_rate": { "pearson_r": 0.5902, "pearson_p": 0.0, "spearman_r": 0.6389, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_pct_positive vs surge_sl_rate": { "pearson_r": -0.5744, "pearson_p": 0.0, "spearman_r": -0.5666, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_mean_return_1d vs surge_total_pnl": { "pearson_r": 0.5731, "pearson_p": 0.0, "spearman_r": 0.5309, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_pct_pump_3pct vs surge_win_rate": { "pearson_r": 0.5731, "pearson_p": 0.0, "spearman_r": 0.5793, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_dispersion vs surge_mean_magnitude": { "pearson_r": 0.5614, "pearson_p": 0.0, "spearman_r": 0.4382, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_pct_pump_1pct vs surge_sl_rate": { "pearson_r": -0.5595, "pearson_p": 0.0, "spearman_r": -0.5619, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_mean_return_1d vs surge_sl_rate": { "pearson_r": -0.5541, "pearson_p": 0.0, "spearman_r": -0.5961, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_pct_pump_3pct vs surge_flash_count": { "pearson_r": 0.5457, "pearson_p": 0.0, "spearman_r": 0.4681, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "btc_return_1d vs surge_total_pnl": { "pearson_r": 0.5364, "pearson_p": 0.0, "spearman_r": 0.4528, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "market_volume_ratio vs surge_flash_count": { "pearson_r": 0.5349, "pearson_p": 0.0, "spearman_r": 0.5492, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "market_volume_ratio vs surge_count": { "pearson_r": 0.5344, "pearson_p": 0.0, "spearman_r": 0.5454, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_pct_pump_1pct vs surge_count": { "pearson_r": 0.5205, "pearson_p": 0.0, "spearman_r": 0.4941, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "btc_volume_ratio vs surge_flash_count": { "pearson_r": 0.5179, "pearson_p": 0.0, "spearman_r": 0.5421, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "btc_return_1d vs surge_win_rate": { "pearson_r": 0.5146, "pearson_p": 0.0, "spearman_r": 0.5572, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_pct_pump_3pct vs surge_sl_rate": { "pearson_r": -0.5119, "pearson_p": 0.0, "spearman_r": -0.5197, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_mean_return_1d vs surge_mean_pnl": { "pearson_r": 0.5073, "pearson_p": 0.0, "spearman_r": 0.6265, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "btc_volume_ratio vs surge_count": { "pearson_r": 0.5072, "pearson_p": 0.0, "spearman_r": 0.5372, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_mean_return_1d vs surge_count": { "pearson_r": 0.5031, "pearson_p": 0.0, "spearman_r": 0.4451, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_pct_pump_3pct vs surge_mean_pnl": { "pearson_r": 0.5018, "pearson_p": 0.0, "spearman_r": 0.5867, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "btc_return_1d vs surge_sl_rate": { "pearson_r": -0.4927, "pearson_p": 0.0, "spearman_r": -0.5262, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_pct_pump_1pct vs surge_total_pnl": { "pearson_r": 0.4857, "pearson_p": 0.0, "spearman_r": 0.4772, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_pct_positive vs surge_trail_rate": { "pearson_r": 0.4792, "pearson_p": 0.0, "spearman_r": 0.4794, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_pct_pump_1pct vs surge_mean_pnl": { "pearson_r": 0.4626, "pearson_p": 0.0, "spearman_r": 0.5964, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_pct_pump_1pct vs surge_flash_count": { "pearson_r": 0.462, "pearson_p": 0.0, "spearman_r": 0.4479, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_mean_return_1d vs surge_trail_rate": { "pearson_r": 0.4569, "pearson_p": 0.0, "spearman_r": 0.5181, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_pct_positive vs surge_mean_pnl": { "pearson_r": 0.4516, "pearson_p": 0.0, "spearman_r": 0.5903, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_pct_pump_1pct vs surge_trail_rate": { "pearson_r": 0.4485, "pearson_p": 0.0, "spearman_r": 0.4758, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_mean_return_1d vs surge_flash_count": { "pearson_r": 0.4441, "pearson_p": 0.0, "spearman_r": 0.3943, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "btc_return_1d vs surge_mean_pnl": { "pearson_r": 0.4423, "pearson_p": 0.0, "spearman_r": 0.5189, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_pct_positive vs surge_total_pnl": { "pearson_r": 0.4389, "pearson_p": 0.0, "spearman_r": 0.4837, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_pct_positive vs surge_count": { "pearson_r": 0.4329, "pearson_p": 0.0, "spearman_r": 0.4389, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_btc_divergence vs surge_win_rate": { "pearson_r": 0.4309, "pearson_p": 0.0, "spearman_r": 0.4649, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "btc_return_1d vs surge_count": { "pearson_r": 0.4214, "pearson_p": 0.0, "spearman_r": 0.345, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_mean_return_1d vs surge_mean_max_pnl": { "pearson_r": 0.4137, "pearson_p": 0.0, "spearman_r": 0.5264, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_pct_pump_3pct vs surge_mean_max_pnl": { "pearson_r": 0.4062, "pearson_p": 0.0, "spearman_r": 0.5247, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "btc_return_1d vs surge_trail_rate": { "pearson_r": 0.4041, "pearson_p": 0.0, "spearman_r": 0.461, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_btc_divergence vs surge_sl_rate": { "pearson_r": -0.3944, "pearson_p": 0.0, "spearman_r": -0.4349, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_pct_pump_3pct vs surge_trail_rate": { "pearson_r": 0.3874, "pearson_p": 0.0, "spearman_r": 0.4306, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_btc_divergence vs surge_count": { "pearson_r": 0.3856, "pearson_p": 0.0, "spearman_r": 0.3466, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_btc_divergence vs surge_total_pnl": { "pearson_r": 0.3794, "pearson_p": 0.0, "spearman_r": 0.3781, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_pct_positive vs surge_flash_count": { "pearson_r": 0.3767, "pearson_p": 0.0, "spearman_r": 0.3913, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_btc_divergence vs surge_mean_pnl": { "pearson_r": 0.3702, "pearson_p": 0.0, "spearman_r": 0.4715, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "btc_return_1d vs surge_flash_count": { "pearson_r": 0.3635, "pearson_p": 0.0, "spearman_r": 0.2968, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_pct_pump_1pct vs surge_mean_max_pnl": { "pearson_r": 0.3556, "pearson_p": 0.0, "spearman_r": 0.5031, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_pct_positive vs surge_mean_max_pnl": { "pearson_r": 0.3511, "pearson_p": 0.0, "spearman_r": 0.4863, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_btc_divergence vs surge_flash_count": { "pearson_r": 0.3493, "pearson_p": 0.0, "spearman_r": 0.3108, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "btc_return_1d vs surge_mean_max_pnl": { "pearson_r": 0.3435, "pearson_p": 0.0, "spearman_r": 0.4108, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "btc_volatility_7d vs surge_flash_count": { "pearson_r": 0.3314, "pearson_p": 0.0, "spearman_r": 0.3014, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_btc_divergence vs surge_trail_rate": { "pearson_r": 0.3275, "pearson_p": 0.0, "spearman_r": 0.3782, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_dispersion vs surge_mean_max_pnl": { "pearson_r": 0.3241, "pearson_p": 0.0, "spearman_r": 0.3117, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_btc_divergence vs surge_mean_max_pnl": { "pearson_r": 0.3203, "pearson_p": 0.0, "spearman_r": 0.4113, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "btc_volatility_7d vs surge_count": { "pearson_r": 0.315, "pearson_p": 0.0, "spearman_r": 0.2921, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "btc_trend_score vs surge_trail_rate": { "pearson_r": 0.2447, "pearson_p": 2e-06, "spearman_r": 0.2522, "spearman_p": 1e-06, "significant_5pct": "True", "significant_1pct": "True" }, "btc_trend_score vs surge_win_rate": { "pearson_r": 0.2368, "pearson_p": 5e-06, "spearman_r": 0.238, "spearman_p": 4e-06, "significant_5pct": "True", "significant_1pct": "True" }, "btc_trend_score vs surge_sl_rate": { "pearson_r": -0.2329, "pearson_p": 7e-06, "spearman_r": -0.2177, "spearman_p": 2.7e-05, "significant_5pct": "True", "significant_1pct": "True" }, "alt_mean_return_1d vs surge_mean_magnitude": { "pearson_r": 0.2183, "pearson_p": 2.7e-05, "spearman_r": 0.2778, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "alt_btc_divergence vs surge_mean_magnitude": { "pearson_r": 0.2139, "pearson_p": 3.9e-05, "spearman_r": 0.1992, "spearman_p": 0.00013, "significant_5pct": "True", "significant_1pct": "True" }, "btc_return_7d vs surge_sl_rate": { "pearson_r": -0.2066, "pearson_p": 8.2e-05, "spearman_r": -0.1878, "spearman_p": 0.000353, "significant_5pct": "True", "significant_1pct": "True" }, "btc_return_7d vs surge_trail_rate": { "pearson_r": 0.2052, "pearson_p": 9.2e-05, "spearman_r": 0.1923, "spearman_p": 0.000253, "significant_5pct": "True", "significant_1pct": "True" }, "alt_pct_pump_3pct vs surge_mean_magnitude": { "pearson_r": 0.2001, "pearson_p": 0.000119, "spearman_r": 0.3237, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "btc_rsi_14 vs surge_trail_rate": { "pearson_r": 0.1938, "pearson_p": 0.000255, "spearman_r": 0.2095, "spearman_p": 7.5e-05, "significant_5pct": "True", "significant_1pct": "True" }, "alt_dispersion vs surge_mean_pnl": { "pearson_r": 0.193, "pearson_p": 0.000212, "spearman_r": 0.1795, "spearman_p": 0.00058, "significant_5pct": "True", "significant_1pct": "True" }, "btc_return_7d vs surge_win_rate": { "pearson_r": 0.192, "pearson_p": 0.000259, "spearman_r": 0.1968, "spearman_p": 0.000179, "significant_5pct": "True", "significant_1pct": "True" }, "btc_return_14d vs surge_trail_rate": { "pearson_r": 0.1826, "pearson_p": 0.000585, "spearman_r": 0.2071, "spearman_p": 9.3e-05, "significant_5pct": "True", "significant_1pct": "True" }, "btc_trend_score vs surge_mean_pnl": { "pearson_r": 0.181, "pearson_p": 0.000511, "spearman_r": 0.1863, "spearman_p": 0.000344, "significant_5pct": "True", "significant_1pct": "True" }, "alt_dispersion vs surge_flash_count": { "pearson_r": 0.1775, "pearson_p": 0.000671, "spearman_r": 0.1942, "spearman_p": 0.000193, "significant_5pct": "True", "significant_1pct": "True" }, "alt_dispersion vs surge_count": { "pearson_r": 0.1766, "pearson_p": 0.000712, "spearman_r": 0.1813, "spearman_p": 0.000509, "significant_5pct": "True", "significant_1pct": "True" }, "btc_return_30d vs surge_trail_rate": { "pearson_r": 0.1753, "pearson_p": 0.001279, "spearman_r": 0.1978, "spearman_p": 0.000269, "significant_5pct": "True", "significant_1pct": "True" }, "btc_volatility_30d vs surge_flash_count": { "pearson_r": 0.1677, "pearson_p": 0.002073, "spearman_r": 0.1473, "spearman_p": 0.006933, "significant_5pct": "True", "significant_1pct": "True" }, "btc_trend_score vs surge_total_pnl": { "pearson_r": 0.1677, "pearson_p": 0.001304, "spearman_r": 0.1769, "spearman_p": 0.000685, "significant_5pct": "True", "significant_1pct": "True" }, "btc_return_7d vs surge_total_pnl": { "pearson_r": 0.1665, "pearson_p": 0.001568, "spearman_r": 0.1833, "spearman_p": 0.000491, "significant_5pct": "True", "significant_1pct": "True" }, "btc_return_14d vs surge_sl_rate": { "pearson_r": -0.1641, "pearson_p": 0.002046, "spearman_r": -0.1503, "spearman_p": 0.004777, "significant_5pct": "True", "significant_1pct": "True" }, "btc_return_7d vs surge_mean_pnl": { "pearson_r": 0.1623, "pearson_p": 0.002066, "spearman_r": 0.1796, "spearman_p": 0.000638, "significant_5pct": "True", "significant_1pct": "True" }, "alt_dispersion vs surge_total_pnl": { "pearson_r": 0.1608, "pearson_p": 0.002091, "spearman_r": 0.1594, "spearman_p": 0.002285, "significant_5pct": "True", "significant_1pct": "True" }, "btc_rsi_14 vs surge_sl_rate": { "pearson_r": -0.1606, "pearson_p": 0.002507, "spearman_r": -0.1583, "spearman_p": 0.002899, "significant_5pct": "True", "significant_1pct": "True" }, "btc_rsi_14 vs surge_win_rate": { "pearson_r": 0.1605, "pearson_p": 0.002528, "spearman_r": 0.1713, "spearman_p": 0.001254, "significant_5pct": "True", "significant_1pct": "True" }, "alt_pct_positive vs surge_mean_magnitude": { "pearson_r": 0.1596, "pearson_p": 0.002222, "spearman_r": 0.2716, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "btc_volatility_30d vs surge_count": { "pearson_r": 0.1586, "pearson_p": 0.003615, "spearman_r": 0.1313, "spearman_p": 0.016189, "significant_5pct": "True", "significant_1pct": "True" }, "btc_return_14d vs surge_win_rate": { "pearson_r": 0.1551, "pearson_p": 0.003576, "spearman_r": 0.1646, "spearman_p": 0.001978, "significant_5pct": "True", "significant_1pct": "True" }, "alt_pct_pump_1pct vs surge_mean_magnitude": { "pearson_r": 0.1541, "pearson_p": 0.003161, "spearman_r": 0.2932, "spearman_p": 0.0, "significant_5pct": "True", "significant_1pct": "True" }, "btc_return_30d vs surge_sl_rate": { "pearson_r": -0.1531, "pearson_p": 0.004988, "spearman_r": -0.1487, "spearman_p": 0.006391, "significant_5pct": "True", "significant_1pct": "True" }, "btc_return_30d vs surge_win_rate": { "pearson_r": 0.1458, "pearson_p": 0.00754, "spearman_r": 0.1503, "spearman_p": 0.005858, "significant_5pct": "True", "significant_1pct": "True" }, "btc_return_1d vs surge_mean_magnitude": { "pearson_r": 0.139, "pearson_p": 0.007926, "spearman_r": 0.2141, "spearman_p": 3.8e-05, "significant_5pct": "True", "significant_1pct": "True" }, "btc_volatility_7d vs surge_sl_rate": { "pearson_r": 0.1324, "pearson_p": 0.012153, "spearman_r": 0.1461, "spearman_p": 0.005611, "significant_5pct": "True", "significant_1pct": "False" }, "btc_trend_score vs surge_mean_max_pnl": { "pearson_r": 0.1319, "pearson_p": 0.011656, "spearman_r": 0.1294, "spearman_p": 0.013376, "significant_5pct": "True", "significant_1pct": "False" }, "btc_return_7d vs surge_flash_count": { "pearson_r": -0.1274, "pearson_p": 0.015878, "spearman_r": -0.0529, "spearman_p": 0.318121, "significant_5pct": "True", "significant_1pct": "False" }, "btc_volatility_30d vs surge_sl_rate": { "pearson_r": 0.1246, "pearson_p": 0.022538, "spearman_r": 0.1593, "spearman_p": 0.003462, "significant_5pct": "True", "significant_1pct": "False" }, "btc_return_7d vs surge_mean_max_pnl": { "pearson_r": 0.1243, "pearson_p": 0.018669, "spearman_r": 0.1252, "spearman_p": 0.017784, "significant_5pct": "True", "significant_1pct": "False" }, "btc_return_14d vs surge_flash_count": { "pearson_r": -0.0964, "pearson_p": 0.07125, "spearman_r": -0.0278, "spearman_p": 0.604154, "significant_5pct": "False", "significant_1pct": "False" }, "btc_return_30d vs surge_mean_pnl": { "pearson_r": 0.096, "pearson_p": 0.079318, "spearman_r": 0.1169, "spearman_p": 0.032387, "significant_5pct": "False", "significant_1pct": "False" }, "btc_volatility_30d vs surge_trail_rate": { "pearson_r": -0.0959, "pearson_p": 0.079786, "spearman_r": -0.1402, "spearman_p": 0.010183, "significant_5pct": "False", "significant_1pct": "False" }, "btc_return_14d vs surge_total_pnl": { "pearson_r": 0.0936, "pearson_p": 0.079758, "spearman_r": 0.1039, "spearman_p": 0.051865, "significant_5pct": "False", "significant_1pct": "False" }, "btc_rsi_14 vs surge_total_pnl": { "pearson_r": 0.0914, "pearson_p": 0.086729, "spearman_r": 0.12, "spearman_p": 0.024324, "significant_5pct": "False", "significant_1pct": "False" }, "btc_rsi_14 vs surge_mean_magnitude": { "pearson_r": -0.0873, "pearson_p": 0.102011, "spearman_r": -0.0577, "spearman_p": 0.280694, "significant_5pct": "False", "significant_1pct": "False" }, "btc_return_14d vs surge_mean_pnl": { "pearson_r": 0.0869, "pearson_p": 0.103927, "spearman_r": 0.1049, "spearman_p": 0.049594, "significant_5pct": "False", "significant_1pct": "False" }, "btc_return_7d vs surge_count": { "pearson_r": -0.0855, "pearson_p": 0.106175, "spearman_r": -0.0234, "spearman_p": 0.659386, "significant_5pct": "False", "significant_1pct": "False" }, "btc_volume_ratio vs surge_sl_rate": { "pearson_r": 0.0824, "pearson_p": 0.12615, "spearman_r": 0.0547, "spearman_p": 0.310052, "significant_5pct": "False", "significant_1pct": "False" }, "market_volume_ratio vs surge_mean_magnitude": { "pearson_r": 0.0819, "pearson_p": 0.128315, "spearman_r": 0.1719, "spearman_p": 0.001325, "significant_5pct": "False", "significant_1pct": "False" }, "btc_volatility_7d vs surge_trail_rate": { "pearson_r": -0.0813, "pearson_p": 0.124785, "spearman_r": -0.0823, "spearman_p": 0.119912, "significant_5pct": "False", "significant_1pct": "False" }, "btc_volume_ratio vs surge_total_pnl": { "pearson_r": 0.0813, "pearson_p": 0.131223, "spearman_r": -0.1253, "spearman_p": 0.019728, "significant_5pct": "False", "significant_1pct": "False" }, "alt_dispersion vs surge_sl_rate": { "pearson_r": 0.08, "pearson_p": 0.127438, "spearman_r": 0.0661, "spearman_p": 0.20839, "significant_5pct": "False", "significant_1pct": "False" }, "market_volume_ratio vs surge_sl_rate": { "pearson_r": 0.0796, "pearson_p": 0.139384, "spearman_r": 0.0625, "spearman_p": 0.24651, "significant_5pct": "False", "significant_1pct": "False" }, "btc_rsi_14 vs surge_mean_pnl": { "pearson_r": 0.0794, "pearson_p": 0.137253, "spearman_r": 0.1116, "spearman_p": 0.036412, "significant_5pct": "False", "significant_1pct": "False" }, "btc_volume_ratio vs surge_mean_magnitude": { "pearson_r": 0.0771, "pearson_p": 0.152391, "spearman_r": 0.1826, "spearman_p": 0.000645, "significant_5pct": "False", "significant_1pct": "False" }, "btc_volatility_7d vs surge_win_rate": { "pearson_r": -0.073, "pearson_p": 0.168112, "spearman_r": -0.0866, "spearman_p": 0.102, "significant_5pct": "False", "significant_1pct": "False" }, "alt_dispersion vs surge_trail_rate": { "pearson_r": -0.0715, "pearson_p": 0.173259, "spearman_r": -0.0652, "spearman_p": 0.214955, "significant_5pct": "False", "significant_1pct": "False" }, "btc_volume_ratio vs surge_trail_rate": { "pearson_r": -0.0687, "pearson_p": 0.202467, "spearman_r": -0.0218, "spearman_p": 0.685543, "significant_5pct": "False", "significant_1pct": "False" }, "btc_return_30d vs surge_total_pnl": { "pearson_r": 0.0673, "pearson_p": 0.219417, "spearman_r": 0.0851, "spearman_p": 0.119927, "significant_5pct": "False", "significant_1pct": "False" }, "market_volume_ratio vs surge_total_pnl": { "pearson_r": 0.0668, "pearson_p": 0.21485, "spearman_r": -0.1364, "spearman_p": 0.011071, "significant_5pct": "False", "significant_1pct": "False" }, "btc_volatility_30d vs surge_win_rate": { "pearson_r": -0.066, "pearson_p": 0.228556, "spearman_r": -0.0901, "spearman_p": 0.09969, "significant_5pct": "False", "significant_1pct": "False" }, "btc_return_30d vs surge_mean_max_pnl": { "pearson_r": 0.0647, "pearson_p": 0.237509, "spearman_r": 0.0778, "spearman_p": 0.155142, "significant_5pct": "False", "significant_1pct": "False" }, "btc_volatility_30d vs surge_total_pnl": { "pearson_r": 0.0647, "pearson_p": 0.237876, "spearman_r": -0.024, "spearman_p": 0.662035, "significant_5pct": "False", "significant_1pct": "False" }, "btc_rsi_14 vs surge_flash_count": { "pearson_r": -0.0631, "pearson_p": 0.237389, "spearman_r": -0.048, "spearman_p": 0.36915, "significant_5pct": "False", "significant_1pct": "False" }, "btc_return_14d vs surge_count": { "pearson_r": -0.057, "pearson_p": 0.287196, "spearman_r": -0.0015, "spearman_p": 0.977534, "significant_5pct": "False", "significant_1pct": "False" }, "btc_return_14d vs surge_mean_max_pnl": { "pearson_r": 0.0506, "pearson_p": 0.344442, "spearman_r": 0.0668, "spearman_p": 0.211721, "significant_5pct": "False", "significant_1pct": "False" }, "btc_return_14d vs surge_mean_magnitude": { "pearson_r": -0.0474, "pearson_p": 0.375873, "spearman_r": -0.0449, "spearman_p": 0.401467, "significant_5pct": "False", "significant_1pct": "False" }, "btc_volume_ratio vs surge_mean_max_pnl": { "pearson_r": 0.0446, "pearson_p": 0.408605, "spearman_r": 0.0603, "spearman_p": 0.262997, "significant_5pct": "False", "significant_1pct": "False" }, "btc_return_30d vs surge_flash_count": { "pearson_r": -0.0444, "pearson_p": 0.418421, "spearman_r": -0.0314, "spearman_p": 0.566299, "significant_5pct": "False", "significant_1pct": "False" }, "market_volume_ratio vs surge_trail_rate": { "pearson_r": -0.0443, "pearson_p": 0.411839, "spearman_r": -0.0095, "spearman_p": 0.86089, "significant_5pct": "False", "significant_1pct": "False" }, "btc_return_30d vs surge_mean_magnitude": { "pearson_r": -0.0437, "pearson_p": 0.42536, "spearman_r": -0.0692, "spearman_p": 0.206191, "significant_5pct": "False", "significant_1pct": "False" }, "btc_rsi_14 vs surge_mean_max_pnl": { "pearson_r": 0.0381, "pearson_p": 0.476391, "spearman_r": 0.0721, "spearman_p": 0.177195, "significant_5pct": "False", "significant_1pct": "False" }, "btc_trend_score vs surge_flash_count": { "pearson_r": -0.0359, "pearson_p": 0.494568, "spearman_r": -0.004, "spearman_p": 0.938865, "significant_5pct": "False", "significant_1pct": "False" }, "btc_volatility_7d vs surge_total_pnl": { "pearson_r": 0.0356, "pearson_p": 0.50145, "spearman_r": -0.1131, "spearman_p": 0.032472, "significant_5pct": "False", "significant_1pct": "False" }, "btc_volatility_7d vs surge_mean_pnl": { "pearson_r": -0.0285, "pearson_p": 0.591146, "spearman_r": -0.0549, "spearman_p": 0.299913, "significant_5pct": "False", "significant_1pct": "False" }, "market_volume_ratio vs surge_mean_max_pnl": { "pearson_r": 0.027, "pearson_p": 0.616694, "spearman_r": 0.056, "spearman_p": 0.299308, "significant_5pct": "False", "significant_1pct": "False" }, "btc_rsi_14 vs surge_count": { "pearson_r": -0.0252, "pearson_p": 0.637612, "spearman_r": -0.02, "spearman_p": 0.709096, "significant_5pct": "False", "significant_1pct": "False" }, "btc_volatility_30d vs surge_mean_magnitude": { "pearson_r": 0.0228, "pearson_p": 0.678053, "spearman_r": 0.1163, "spearman_p": 0.033337, "significant_5pct": "False", "significant_1pct": "False" }, "alt_dispersion vs surge_win_rate": { "pearson_r": -0.0225, "pearson_p": 0.669046, "spearman_r": 0.0138, "spearman_p": 0.792567, "significant_5pct": "False", "significant_1pct": "False" }, "btc_volume_ratio vs surge_mean_pnl": { "pearson_r": 0.0203, "pearson_p": 0.706864, "spearman_r": 0.0128, "spearman_p": 0.8127, "significant_5pct": "False", "significant_1pct": "False" }, "btc_volatility_30d vs surge_mean_max_pnl": { "pearson_r": 0.0186, "pearson_p": 0.733957, "spearman_r": 0.0628, "spearman_p": 0.251675, "significant_5pct": "False", "significant_1pct": "False" }, "btc_return_30d vs surge_count": { "pearson_r": -0.0175, "pearson_p": 0.750198, "spearman_r": -0.0099, "spearman_p": 0.856941, "significant_5pct": "False", "significant_1pct": "False" }, "btc_volume_ratio vs surge_win_rate": { "pearson_r": -0.0161, "pearson_p": 0.765377, "spearman_r": -0.0074, "spearman_p": 0.891566, "significant_5pct": "False", "significant_1pct": "False" }, "btc_return_7d vs surge_mean_magnitude": { "pearson_r": -0.0157, "pearson_p": 0.767223, "spearman_r": 0.0058, "spearman_p": 0.912828, "significant_5pct": "False", "significant_1pct": "False" }, "btc_volatility_30d vs surge_mean_pnl": { "pearson_r": -0.0125, "pearson_p": 0.819826, "spearman_r": -0.0133, "spearman_p": 0.808918, "significant_5pct": "False", "significant_1pct": "False" }, "market_volume_ratio vs surge_win_rate": { "pearson_r": -0.0087, "pearson_p": 0.871586, "spearman_r": -0.0085, "spearman_p": 0.875085, "significant_5pct": "False", "significant_1pct": "False" }, "btc_trend_score vs surge_mean_magnitude": { "pearson_r": 0.0073, "pearson_p": 0.890031, "spearman_r": 0.0133, "spearman_p": 0.80002, "significant_5pct": "False", "significant_1pct": "False" }, "btc_trend_score vs surge_count": { "pearson_r": 0.0047, "pearson_p": 0.928503, "spearman_r": 0.0306, "spearman_p": 0.560563, "significant_5pct": "False", "significant_1pct": "False" }, "btc_volatility_7d vs surge_mean_max_pnl": { "pearson_r": -0.0023, "pearson_p": 0.965238, "spearman_r": 0.0314, "spearman_p": 0.553434, "significant_5pct": "False", "significant_1pct": "False" }, "btc_volatility_7d vs surge_mean_magnitude": { "pearson_r": -0.0017, "pearson_p": 0.974271, "spearman_r": 0.0861, "spearman_p": 0.10382, "significant_5pct": "False", "significant_1pct": "False" }, "market_volume_ratio vs surge_mean_pnl": { "pearson_r": -0.0011, "pearson_p": 0.983692, "spearman_r": -0.0036, "spearman_p": 0.946846, "significant_5pct": "False", "significant_1pct": "False" } }, "granger_causality": { "btc_return_1d \u2192 surge_mean_pnl": { "min_p_value": 0.059208, "best_lag": 3, "significant": "False", "interpretation": "Le march\u00e9 (btc_return_1d) PR\u00c9DIT PAS significativement le spy (surge_mean_pnl) avec un lag de 3 jours" }, "btc_return_1d \u2192 surge_count": { "min_p_value": 0.0, "best_lag": 1, "significant": "True", "interpretation": "Le march\u00e9 (btc_return_1d) PR\u00c9DIT significativement le spy (surge_count) avec un lag de 1 jours" }, "btc_return_1d \u2192 surge_win_rate": { "min_p_value": 0.111652, "best_lag": 5, "significant": "False", "interpretation": "Le march\u00e9 (btc_return_1d) PR\u00c9DIT PAS significativement le spy (surge_win_rate) avec un lag de 5 jours" }, "btc_volatility_7d \u2192 surge_mean_pnl": { "min_p_value": 0.341183, "best_lag": 1, "significant": "False", "interpretation": "Le march\u00e9 (btc_volatility_7d) PR\u00c9DIT PAS significativement le spy (surge_mean_pnl) avec un lag de 1 jours" }, "btc_volatility_7d \u2192 surge_count": { "min_p_value": 0.003704, "best_lag": 1, "significant": "True", "interpretation": "Le march\u00e9 (btc_volatility_7d) PR\u00c9DIT significativement le spy (surge_count) avec un lag de 1 jours" }, "alt_pct_positive \u2192 surge_mean_pnl": { "min_p_value": 0.179268, "best_lag": 2, "significant": "False", "interpretation": "Le march\u00e9 (alt_pct_positive) PR\u00c9DIT PAS significativement le spy (surge_mean_pnl) avec un lag de 2 jours" }, "alt_pct_pump_1pct \u2192 surge_count": { "min_p_value": 0.0, "best_lag": 2, "significant": "True", "interpretation": "Le march\u00e9 (alt_pct_pump_1pct) PR\u00c9DIT significativement le spy (surge_count) avec un lag de 2 jours" }, "market_volume_ratio \u2192 surge_mean_pnl": { "min_p_value": 0.38371, "best_lag": 1, "significant": "False", "interpretation": "Le march\u00e9 (market_volume_ratio) PR\u00c9DIT PAS significativement le spy (surge_mean_pnl) avec un lag de 1 jours" }, "btc_trend_score \u2192 surge_win_rate": { "min_p_value": 0.609556, "best_lag": 5, "significant": "False", "interpretation": "Le march\u00e9 (btc_trend_score) PR\u00c9DIT PAS significativement le spy (surge_win_rate) avec un lag de 5 jours" } }, "regime_analysis": { "BULL": { "days": 43, "pct_of_total": 11.8, "avg_surge_count": 90.3, "avg_surge_pnl": 0.461, "avg_total_pnl": 55.4, "avg_win_rate": 41.9, "avg_surge_magnitude": 2.14, "btc_avg_return": 1.84 }, "NEUTRAL": { "days": 177, "pct_of_total": 48.5, "avg_surge_count": 60.7, "avg_surge_pnl": -0.158, "avg_total_pnl": -5.0, "avg_win_rate": 30.8, "avg_surge_magnitude": 2.01, "btc_avg_return": 0.16 }, "CORRECTION": { "days": 82, "pct_of_total": 22.5, "avg_surge_count": 77.7, "avg_surge_pnl": -0.01, "avg_total_pnl": 5.9, "avg_win_rate": 33.7, "avg_surge_magnitude": 2.03, "btc_avg_return": 0.43 }, "BEAR": { "days": 63, "pct_of_total": 17.3, "avg_surge_count": 66.1, "avg_surge_pnl": -0.508, "avg_total_pnl": -32.1, "avg_win_rate": 21.7, "avg_surge_magnitude": 2.01, "btc_avg_return": -2.31 } }, "volatility_regime_analysis": { "Low Vol": { "days": 90, "vol_range": "-inf - 1.33", "avg_surge_count": 57.1, "avg_surge_pnl": -0.129, "avg_total_pnl": -2.5, "avg_win_rate": 32.5 }, "Med-Low Vol": { "days": 89, "vol_range": "1.33 - 1.80", "avg_surge_count": 62.2, "avg_surge_pnl": -0.124, "avg_total_pnl": -6.0, "avg_win_rate": 30.6 }, "Med-High Vol": { "days": 89, "vol_range": "1.80 - 2.40", "avg_surge_count": 65.9, "avg_surge_pnl": -0.1, "avg_total_pnl": -0.6, "avg_win_rate": 31.3 }, "High Vol": { "days": 90, "vol_range": "2.40 - inf", "avg_surge_count": 88.2, "avg_surge_pnl": -0.115, "avg_total_pnl": 6.0, "avg_win_rate": 30.1 } }, "day_of_week": { "Lundi": { "avg_surge_count": 81.4, "avg_pnl": -0.097, "avg_win_rate": 35.0, "avg_total_pnl": -1.0 }, "Mardi": { "avg_surge_count": 72.7, "avg_pnl": -0.2, "avg_win_rate": 30.4, "avg_total_pnl": -7.8 }, "Mercredi": { "avg_surge_count": 71.6, "avg_pnl": -0.148, "avg_win_rate": 30.9, "avg_total_pnl": 5.5 }, "Jeudi": { "avg_surge_count": 68.3, "avg_pnl": -0.031, "avg_win_rate": 28.5, "avg_total_pnl": 2.3 }, "Vendredi": { "avg_surge_count": 77.8, "avg_pnl": -0.114, "avg_win_rate": 29.1, "avg_total_pnl": 2.6 }, "Samedi": { "avg_surge_count": 54.3, "avg_pnl": -0.019, "avg_win_rate": 33.4, "avg_total_pnl": -0.5 }, "Dimanche": { "avg_surge_count": 56.5, "avg_pnl": -0.178, "avg_win_rate": 30.9, "avg_total_pnl": -2.0 } }, "rolling_correlation_btc_vs_pnl": [ { "date": "2025-05-14", "correlation": 0.1665 }, { "date": "2025-05-15", "correlation": 0.1652 }, { "date": "2025-05-16", "correlation": 0.2304 }, { "date": "2025-05-17", "correlation": 0.2235 }, { "date": "2025-05-18", "correlation": 0.2565 }, { "date": "2025-05-19", "correlation": 0.2765 }, { 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"market_volume_ratio", "importance": 0.1573 }, { "feature": "btc_volume_ratio", "importance": 0.1122 }, { "feature": "alt_pct_pump_3pct", "importance": 0.1022 }, { "feature": "alt_pct_pump_1pct", "importance": 0.0593 }, { "feature": "alt_mean_return_1d", "importance": 0.0526 }, { "feature": "btc_return_14d", "importance": 0.0356 }, { "feature": "btc_volatility_7d", "importance": 0.0349 }, { "feature": "btc_lower_wick", "importance": 0.0345 }, { "feature": "btc_volatility_30d", "importance": 0.0272 } ], "prediction_direction_accuracy": 100.0 }, "cross_validation": { "method": "TimeSeriesSplit (5 folds)", "r2_scores": [ 0.2881, 0.4582, 0.6554, 0.6511, 0.6357 ], "mean_r2": 0.5377, "std_r2": 0.1449 } }, "surge_total_pnl": { "xgboost": { "r2_score": 0.3809, "mae": 45.2932, "rmse": 61.1697, "feature_importance_top10": [ { "feature": "alt_mean_return_1d", "importance": 0.3303 }, { "feature": "alt_pct_pump_3pct", "importance": 0.2089 }, { "feature": "btc_return_1d", "importance": 0.0628 }, { "feature": "alt_btc_divergence", "importance": 0.0402 }, { "feature": "alt_dispersion", "importance": 0.0343 }, { "feature": "alt_pct_pump_1pct", "importance": 0.0297 }, { "feature": "alt_pct_positive", "importance": 0.0271 }, { "feature": "market_volume_ratio", "importance": 0.0249 }, { "feature": "btc_volume_ratio", "importance": 0.0229 }, { "feature": "alt_mean_return_7d", "importance": 0.0228 } ], "prediction_direction_accuracy": 61.2 }, "random_forest": { "r2_score": 0.4624, "mae": 39.5273, "rmse": 57.0004, "feature_importance_top10": [ { "feature": "alt_mean_return_1d", "importance": 0.4006 }, { "feature": "btc_return_1d", "importance": 0.2604 }, { "feature": "alt_pct_pump_3pct", "importance": 0.0834 }, { "feature": "alt_dispersion", "importance": 0.0309 }, { "feature": "market_volume_ratio", "importance": 0.0273 }, { "feature": "btc_return_3d", "importance": 0.0228 }, { "feature": "btc_lower_wick", "importance": 0.0215 }, { "feature": "alt_btc_divergence", "importance": 0.0206 }, { "feature": "alt_mean_return_7d", "importance": 0.0205 }, { "feature": "btc_volume_ratio", "importance": 0.0153 } ], "prediction_direction_accuracy": 67.2 }, "cross_validation": { "method": "TimeSeriesSplit (5 folds)", "r2_scores": [ 0.1978, 0.187, 0.236, 0.4193, 0.4172 ], "mean_r2": 0.2915, "std_r2": 0.1048 } }, "binary_classification": { "target": "surge_mean_pnl > 0 (Good day)", "accuracy": 68.7, "auc_roc": 0.72, "baseline_accuracy": 62.7, "feature_importance_top10": [ { "feature": "alt_mean_return_1d", "importance": 0.2646 }, { "feature": "btc_volatility_7d", "importance": 0.0604 }, { "feature": "btc_return_7d", "importance": 0.0604 }, { "feature": "alt_mean_return_7d", "importance": 0.0502 }, { "feature": "alt_dispersion", "importance": 0.0488 }, { "feature": "btc_lower_wick", "importance": 0.0483 }, { "feature": "btc_return_14d", "importance": 0.0446 }, { "feature": "alt_volatility_7d", "importance": 0.0432 }, { "feature": "market_volume_ratio", "importance": 0.0417 }, { "feature": "alt_btc_divergence", "importance": 0.0416 } ], "train_positive_rate": 29.5, "test_positive_rate": 37.3 } }, "advanced_analysis": { "btc_trend_conditions": { "BTC strong bear (<-5%)": { "days": 66, "avg_surge_pnl": -0.3246, "avg_total_pnl": -18.17, "avg_win_rate": 26.4, "avg_surge_count": 86.9 }, "BTC bear (-5% to -1%)": { "days": 79, "avg_surge_pnl": -0.1446, "avg_total_pnl": -4.29, "avg_win_rate": 30.2, "avg_surge_count": 60.8 }, "BTC flat (-1% to +1%)": { "days": 65, "avg_surge_pnl": -0.1387, "avg_total_pnl": -2.66, "avg_win_rate": 32.2, "avg_surge_count": 56.2 }, "BTC bull (+1% to +5%)": { "days": 92, "avg_surge_pnl": -0.0891, "avg_total_pnl": 2.91, "avg_win_rate": 31.8, "avg_surge_count": 62.0 }, "BTC strong bull (>+5%)": { "days": 56, "avg_surge_pnl": 0.146, "avg_total_pnl": 20.85, "avg_win_rate": 35.7, "avg_surge_count": 81.7 } }, "rsi_conditions": { "Oversold (<30)": { "days": 38, "avg_surge_pnl": -0.3523, "avg_win_rate": 26.7, "avg_surge_count": 84.8 }, "Weak (30-40)": { "days": 63, "avg_surge_pnl": -0.1841, "avg_win_rate": 26.6, "avg_surge_count": 65.8 }, "Neutral (40-60)": { "days": 146, "avg_surge_pnl": -0.0673, "avg_win_rate": 32.5, "avg_surge_count": 63.8 }, "Strong (60-70)": { "days": 47, "avg_surge_pnl": -0.0338, "avg_win_rate": 32.8, "avg_surge_count": 61.2 }, "Overbought (>70)": { "days": 58, "avg_surge_pnl": -0.0748, "avg_win_rate": 34.1, "avg_surge_count": 78.0 } }, "volume_conditions": { "Very Low Vol (<0.7x)": { "days": 96, "avg_surge_pnl": -0.108, "avg_win_rate": 31.6 }, "Low Vol (0.7-0.9x)": { "days": 59, "avg_surge_pnl": -0.1414, "avg_win_rate": 29.6 }, "Normal Vol (0.9-1.1x)": { "days": 66, "avg_surge_pnl": -0.0878, "avg_win_rate": 31.7 }, "High Vol (1.1-1.5x)": { "days": 87, "avg_surge_pnl": -0.1647, "avg_win_rate": 30.6 }, "Very High Vol (>1.5x)": { "days": 38, "avg_surge_pnl": -0.0986, "avg_win_rate": 31.1 } }, "hourly_analysis": { "00h": { "total_surges": 1083, "avg_pnl": 0.0298, "win_rate": 36.5, "avg_magnitude": 2.05, "best_type": "FLASH_SURGE" }, "01h": { "total_surges": 1186, "avg_pnl": -0.1267, "win_rate": 36.7, "avg_magnitude": 1.96, "best_type": "FLASH_SURGE" }, "02h": { "total_surges": 1106, "avg_pnl": 0.0523, "win_rate": 35.1, "avg_magnitude": 1.99, "best_type": "FLASH_SURGE" }, "03h": { "total_surges": 1006, "avg_pnl": -0.0142, "win_rate": 38.2, "avg_magnitude": 1.93, "best_type": "FLASH_SURGE" }, "04h": { "total_surges": 910, "avg_pnl": -0.0661, "win_rate": 32.9, "avg_magnitude": 1.95, "best_type": "FLASH_SURGE" }, "05h": { "total_surges": 858, "avg_pnl": -0.0924, "win_rate": 32.4, "avg_magnitude": 2.13, "best_type": "FLASH_SURGE" }, "06h": { "total_surges": 878, "avg_pnl": -0.0249, "win_rate": 33.5, "avg_magnitude": 2.06, "best_type": "FLASH_SURGE" }, "07h": { "total_surges": 952, "avg_pnl": -0.063, "win_rate": 27.5, "avg_magnitude": 2.09, "best_type": "FLASH_SURGE" }, "08h": { "total_surges": 898, "avg_pnl": -0.1699, "win_rate": 29.5, "avg_magnitude": 2.21, "best_type": "FLASH_SURGE" }, "09h": { "total_surges": 907, "avg_pnl": -0.05, "win_rate": 28.9, "avg_magnitude": 2.06, "best_type": "FLASH_SURGE" }, "10h": { "total_surges": 765, "avg_pnl": 0.1086, "win_rate": 26.4, "avg_magnitude": 2.15, "best_type": "FLASH_SURGE" }, "11h": { "total_surges": 808, "avg_pnl": -0.0969, "win_rate": 24.8, "avg_magnitude": 2.13, "best_type": "FLASH_SURGE" }, "12h": { "total_surges": 988, "avg_pnl": 0.0188, "win_rate": 26.6, "avg_magnitude": 1.99, "best_type": "FLASH_SURGE" }, "13h": { "total_surges": 1135, "avg_pnl": 0.0331, "win_rate": 27.8, "avg_magnitude": 1.99, "best_type": "FLASH_SURGE" }, "14h": { "total_surges": 1518, "avg_pnl": 0.1543, "win_rate": 35.3, "avg_magnitude": 2.2, "best_type": "FLASH_SURGE" }, "15h": { "total_surges": 1439, "avg_pnl": 0.25, "win_rate": 41.3, "avg_magnitude": 2.25, "best_type": "FLASH_SURGE" }, "16h": { "total_surges": 1398, "avg_pnl": -0.0441, "win_rate": 35.4, "avg_magnitude": 2.11, "best_type": "FLASH_SURGE" }, "17h": { "total_surges": 1284, "avg_pnl": -0.0138, "win_rate": 34.3, "avg_magnitude": 2.36, "best_type": "FLASH_SURGE" }, "18h": { "total_surges": 1089, "avg_pnl": 0.041, "win_rate": 35.9, "avg_magnitude": 2.16, "best_type": "FLASH_SURGE" }, "19h": { "total_surges": 1064, "avg_pnl": -0.0808, "win_rate": 32.1, "avg_magnitude": 2.29, "best_type": "FLASH_SURGE" }, "20h": { "total_surges": 1045, "avg_pnl": -0.0342, "win_rate": 34.0, "avg_magnitude": 2.11, "best_type": "FLASH_SURGE" }, "21h": { "total_surges": 1028, "avg_pnl": 0.0735, "win_rate": 37.5, "avg_magnitude": 1.94, "best_type": "FLASH_SURGE" }, "22h": { "total_surges": 1068, "avg_pnl": -0.1508, "win_rate": 31.7, "avg_magnitude": 2.11, "best_type": "FLASH_SURGE" }, "23h": { "total_surges": 768, "avg_pnl": 0.0297, "win_rate": 35.5, "avg_magnitude": 2.04, "best_type": "FLASH_SURGE" } }, "surge_type_analysis": { "FLASH_SURGE": { "total": 20941, "pct_of_all": 83.2, "avg_pnl": -0.0081, "median_pnl": -1.2, "win_rate": 33.0, "avg_max_pnl": 1.452, "avg_magnitude": 1.95, "avg_hold": 3.6, "sl_rate": 57.5 }, "BREAKOUT_SURGE": { "total": 3499, "pct_of_all": 13.9, "avg_pnl": 0.032, "median_pnl": -1.2, "win_rate": 35.5, "avg_max_pnl": 1.353, "avg_magnitude": 2.22, "avg_hold": 4.0, "sl_rate": 53.4 }, "MOMENTUM_SURGE": { "total": 741, "pct_of_all": 2.9, "avg_pnl": -0.0002, "median_pnl": -1.2, "win_rate": 31.8, "avg_max_pnl": 1.477, "avg_magnitude": 5.87, "avg_hold": 3.7, "sl_rate": 58.7 } }, "spy_quality_score": { "formula": "weighted_sum(normalized_features, correlation_weights)", "feature_weights": { "btc_return_7d": 0.1401, "btc_volatility_7d": 0.016, "alt_pct_positive": 0.3906, "btc_rsi_14": 0.057, "alt_pct_pump_1pct": 0.3953, "market_volume_ratio": 0.001 }, "feature_correlations": { "btc_return_7d": { "r": 0.1589, "p": 0.003035 }, "btc_volatility_7d": { "r": -0.0181, "p": 0.736587 }, "alt_pct_positive": { "r": 0.443, "p": 0.0 }, "btc_rsi_14": { "r": 0.0647, "p": 0.230035 }, "alt_pct_pump_1pct": { "r": 0.4483, "p": 0.0 }, "market_volume_ratio": { "r": -0.0011, "p": 0.983692 } }, "interpretation": "Score composite pour \u00e9valuer la qualit\u00e9 du march\u00e9 pour le spy. Score > 0 = conditions favorables. Score < 0 = conditions d\u00e9favorables." } }, "data_summary": { "surge_stats": { "total_surges": 25181, "avg_per_day": 68.8, "overall_win_rate": 33.3, "overall_mean_pnl": -0.0023, "overall_median_pnl": -1.2 }, "market_stats": { "btc_total_return": -3.6, "avg_daily_vol_7d": 2.001 } }, "conclusions": { "hypothesis_validated": true, "confidence_level": "HIGH", "key_findings": [ "Corr\u00e9lation positive alt_pct_positive vs surge_win_rate: r=+0.604 (p=0.0000)", "Corr\u00e9lation positive alt_pct_pump_3pct vs surge_count: r=+0.604 (p=0.0000)", "Corr\u00e9lation positive alt_pct_pump_3pct vs surge_total_pnl: r=+0.604 (p=0.0000)", "Corr\u00e9lation positive alt_pct_pump_1pct vs surge_win_rate: r=+0.601 (p=0.0000)", "Corr\u00e9lation positive alt_mean_return_1d vs surge_win_rate: r=+0.590 (p=0.0000)", "Corr\u00e9lation n\u00e9gative alt_pct_positive vs surge_sl_rate: r=-0.574 (p=0.0000)", "Corr\u00e9lation positive alt_mean_return_1d vs surge_total_pnl: r=+0.573 (p=0.0000)", "Corr\u00e9lation positive alt_pct_pump_3pct vs surge_win_rate: r=+0.573 (p=0.0000)", "Corr\u00e9lation positive alt_dispersion vs surge_mean_magnitude: r=+0.561 (p=0.0000)", "Corr\u00e9lation n\u00e9gative alt_pct_pump_1pct vs surge_sl_rate: r=-0.559 (p=0.0000)", "Causalit\u00e9 Granger: btc_return_1d \u2192 surge_count (lag=1j, p=0.0000)", "Causalit\u00e9 Granger: btc_volatility_7d \u2192 surge_count (lag=1j, p=0.0037)", "Causalit\u00e9 Granger: alt_pct_pump_1pct \u2192 surge_count (lag=2j, p=0.0000)", "ML: xgboost pr\u00e9dit surge_mean_pnl avec R\u00b2=0.153", "ML: random_forest pr\u00e9dit surge_mean_pnl avec R\u00b2=0.310", "ML: xgboost pr\u00e9dit surge_win_rate avec R\u00b2=0.267", "ML: random_forest pr\u00e9dit surge_win_rate avec R\u00b2=0.292", "ML: xgboost pr\u00e9dit surge_count avec R\u00b2=0.540", "ML: random_forest pr\u00e9dit surge_count avec R\u00b2=0.514", "ML: xgboost pr\u00e9dit surge_total_pnl avec R\u00b2=0.381", "ML: random_forest pr\u00e9dit surge_total_pnl avec R\u00b2=0.462" ], "exploitable_signals": [ "R\u00e9gime optimal: BULL (PnL/surge=+0.461%, WR=42%)", "R\u00e9gime risqu\u00e9: BEAR (PnL/surge=-0.508%, WR=22%)", "Meilleure condition BTC: BTC strong bull (>+5%) \u2192 PnL=+0.146%", "Meilleures heures: 15h, 14h, 10h (PnL moyen: +0.250%, +0.154%, +0.109%)" ], "recommendations": [ "\u2705 La relation spy/march\u00e9 EST statistiquement valid\u00e9e. Les conditions de march\u00e9 PR\u00c9DISENT significativement la performance du spy.", "Int\u00e9grer le score T/R et les conditions de march\u00e9 pour moduler l'agressivit\u00e9 du spy (taille des positions, seuils de surges)." ], "risks": [ "Analyse bas\u00e9e sur simulation horaire (pas sur les donn\u00e9es r\u00e9elles du spy 7s). Les r\u00e9sultats r\u00e9els peuvent diff\u00e9rer en raison des latences, du slippage, et de la granularit\u00e9 plus fine du spy." ] } }