{"ok":true,"research":{"asset":"BTC","pair":"XXBTZUSD","engine":"Hybrid Prediction Engine v2.0","data":{"candles":721,"date_range":"2024-06-16 to 2026-06-06","bars_tested":481,"timeframe":"Daily (1440-min candles from Kraken OHLC API)","start_price":94449.9,"end_price":80011.5,"buy_hold_return":"-15.29%"},"hybrid_model":{"name":"Hybrid Fusion Engine v2.0 \u2014 BTC","architecture":["32 engineered features (price, momentum, volume, volatility, pattern)","10 proven signals with continuous confidence (0.0-1.0)","4-regime detection (Trending Up\/Down, Mean-Reverting, Volatile)","Regime-adaptive signal weighting","Rolling 60-day adaptive performance reweighting","Confluence gate: minimum 2 independent signals required","Dynamic ATR-based TP\/SL (2.5x ATR TP, 1.5x ATR SL)","Trailing stop at 60% of peak gain after 50% TP reached","Position sizing: confidence * regime * inverse-volatility"],"total_signals":14,"avg_return_7d":"-1.07%","avg_return_30d":"2.08%","avg_adj_return_30d":"2.02%","win_rate_30d":"42.9%","tp_sl_record":"4W \/ 10L (28.6% WR)","sharpe_ratio":1.2,"sortino_ratio":1.82,"sharpe_adj":0.99,"max_drawdown":"-22.4%","max_drawdown_adj":"-26.06%","final_equity":121.35,"final_equity_adj":116,"total_return":"21.35%","total_return_adj":"16%","calmar_ratio":0.95,"confidence_interval_95":{"low":"-4.46%","high":"8.62%"},"confidence_interval_adj_95":{"low":"-5.69%","high":"9.73%"}},"vs_buy_hold":"HYBRID beats buy-hold by 36.64%","period_breakdown":[{"period":"Consolidation (Pre-Bull)","fires":0,"avg_ret_30d":0,"avg_adj_ret_30d":0,"win_rate":0,"sharpe":0,"sortino":0},{"period":"Bull Run (BTC to ATH)","fires":1,"avg_ret_30d":1.39,"avg_adj_ret_30d":1.59,"win_rate":100,"sharpe":0,"sortino":0},{"period":"Correction + Recovery","fires":8,"avg_ret_30d":6.42,"avg_adj_ret_30d":6.92,"win_rate":62.5,"sharpe":3.08,"sortino":4.19},{"period":"Late Cycle (Mixed)","fires":5,"avg_ret_30d":-4.72,"avg_adj_ret_30d":-5.74,"win_rate":0,"sharpe":-8.45,"sortino":-5.73}],"regime_breakdown":[{"regime":"TRENDING_UP_STRONG","bars_in_regime":99,"signals_fired":4,"avg_ret_30d":-6.93,"win_rate":0,"sharpe":-12.57},{"regime":"TRENDING_UP","bars_in_regime":41,"signals_fired":0,"avg_ret_30d":0,"win_rate":0,"sharpe":0},{"regime":"TRENDING_DOWN","bars_in_regime":102,"signals_fired":0,"avg_ret_30d":0,"win_rate":0,"sharpe":0},{"regime":"SLOW_BLEED","bars_in_regime":38,"signals_fired":0,"avg_ret_30d":0,"win_rate":0,"sharpe":0},{"regime":"MEAN_REVERTING","bars_in_regime":9,"signals_fired":0,"avg_ret_30d":0,"win_rate":0,"sharpe":0},{"regime":"VOLATILE","bars_in_regime":0,"signals_fired":0,"avg_ret_30d":0,"win_rate":0,"sharpe":0},{"regime":"TRANSITIONAL","bars_in_regime":192,"signals_fired":10,"avg_ret_30d":5.68,"win_rate":60,"sharpe":3.15}],"regime_distribution":{"TRENDING_UP_STRONG":99,"TRENDING_UP":41,"TRENDING_DOWN":102,"SLOW_BLEED":38,"MEAN_REVERTING":9,"VOLATILE":0,"TRANSITIONAL":192},"signal_performance":[{"signal":"OBV_Div","fires":4,"win_rate_7d":100},{"signal":"Hammer","fires":1,"win_rate_7d":0},{"signal":"Fib618","fires":0,"win_rate_7d":0},{"signal":"200MA","fires":0,"win_rate_7d":0},{"signal":"Support","fires":7,"win_rate_7d":42.9},{"signal":"Golden","fires":1,"win_rate_7d":0},{"signal":"RangeExp","fires":2,"win_rate_7d":50},{"signal":"RSI_Bounce","fires":0,"win_rate_7d":0},{"signal":"BB_Squeeze","fires":0,"win_rate_7d":0},{"signal":"EMA50_Bounce","fires":4,"win_rate_7d":25}],"signal_log":[{"d":"2025-01-12","p":94449.9,"score":0.7,"confidence":0.7,"regime":"TRANSITIONAL","signals":["OBV_Div(0.7)"],"active":1,"position_size":1.14,"tp_pct":9.1,"sl_pct":5.4,"exhaustion_filter":false},{"d":"2025-02-10","p":97441.2,"score":0.7,"confidence":0.7,"regime":"TRANSITIONAL","signals":["EMA50_Bounce(0.7)"],"active":1,"position_size":1.02,"tp_pct":10.4,"sl_pct":6.2,"exhaustion_filter":false},{"d":"2025-03-02","p":94285,"score":2.25,"confidence":0.75,"regime":"TRANSITIONAL","signals":["Support(0.9)","RangeExp(0.65)","EMA50_Bounce(0.7)"],"active":3,"position_size":1.39,"tp_pct":11.6,"sl_pct":7,"exhaustion_filter":false},{"d":"2025-04-09","p":82556.3,"score":1.55,"confidence":0.775,"regime":"TRANSITIONAL","signals":["Support(0.9)","RangeExp(0.65)"],"active":2,"position_size":1.23,"tp_pct":12.7,"sl_pct":7.6,"exhaustion_filter":false},{"d":"2025-04-17","p":84910.1,"score":0.7,"confidence":0.7,"regime":"TRANSITIONAL","signals":["OBV_Div(0.7)"],"active":1,"position_size":1.04,"tp_pct":10.7,"sl_pct":6.4,"exhaustion_filter":false},{"d":"2025-05-22","p":111711.1,"score":0.98,"confidence":0.98,"regime":"TRENDING_UP_STRONG","signals":["Golden(0.7)"],"active":1,"position_size":1.47,"tp_pct":8,"sl_pct":5,"exhaustion_filter":false},{"d":"2025-06-13","p":106122.3,"score":0.85,"confidence":0.85,"regime":"TRANSITIONAL","signals":["Hammer(0.85)"],"active":1,"position_size":0.99,"tp_pct":8,"sl_pct":5,"exhaustion_filter":false},{"d":"2025-06-18","p":104892,"score":1.6,"confidence":0.8,"regime":"TRANSITIONAL","signals":["OBV_Div(0.7)","Support(0.9)"],"active":2,"position_size":1.31,"tp_pct":8,"sl_pct":5,"exhaustion_filter":false},{"d":"2025-06-23","p":105382,"score":1.4,"confidence":0.7,"regime":"TRANSITIONAL","signals":["OBV_Div(0.5)","Support(0.9)"],"active":2,"position_size":1.14,"tp_pct":8,"sl_pct":5,"exhaustion_filter":false},{"d":"2025-08-03","p":114224.1,"score":0.7,"confidence":0.7,"regime":"TRANSITIONAL","signals":["EMA50_Bounce(0.7)"],"active":1,"position_size":1,"tp_pct":8,"sl_pct":5,"exhaustion_filter":false},{"d":"2025-08-16","p":117487.5,"score":0.9,"confidence":0.9,"regime":"TRANSITIONAL","signals":["Support(0.9)"],"active":1,"position_size":0.95,"tp_pct":8,"sl_pct":5,"exhaustion_filter":false},{"d":"2025-08-22","p":116817.9,"score":0.9,"confidence":0.9,"regime":"TRENDING_UP_STRONG","signals":["Support(0.9)"],"active":1,"position_size":1.36,"tp_pct":8,"sl_pct":5,"exhaustion_filter":false},{"d":"2025-09-16","p":116764.2,"score":0.9,"confidence":0.9,"regime":"TRENDING_UP_STRONG","signals":["Support(0.9)"],"active":1,"position_size":1.81,"tp_pct":8,"sl_pct":5,"exhaustion_filter":false},{"d":"2025-10-12","p":115125.3,"score":0.98,"confidence":0.98,"regime":"TRENDING_UP_STRONG","signals":["EMA50_Bounce(0.7)"],"active":1,"position_size":0.88,"tp_pct":9.5,"sl_pct":5.7,"exhaustion_filter":false}],"equity_curve":[100,101.39,87.063593,78.67936899409999,98.14464488324033,119.24574353313702,109.03830788670048,122.37369294124396,137.6826419281936,155.12703266049573,151.0161662949926,148.29787530168272,146.37000292276085,135.6118077079379,121.34544553706284],"methodology":["Walk-forward backtest: at bar t, only data [0..t] visible","Confluence gate: minimum 2 independent signals required to trade","Regime detection: 4 regimes classified using SMA50\/200, RSI, ATR ratio, BB width","Adaptive weights: rolling 60-day win-rate reweighting per signal","Dynamic TP\/SL: 2.5x ATR take-profit, 1.5x ATR stop-loss (adapts to volatility)","Trailing stop: activates at 50% of TP, trails at 60% of peak gain","Position sizing: confluence * regime * inverse-volatility multiplier","5-day debounce between signals, minimum confidence 0.5","No look-ahead bias: all indicators computed on [0..t] only","32 engineered features used for regime detection and signal quality"],"improvements_over_v1":["Regime-aware signal weighting (v1 used fixed weights)","Adaptive reweighting based on recent performance (v1 was static)","Confluence requirement (v1 could trade on single signal)","Dynamic ATR-based TP\/SL (v1 used fixed 10%\/5%)","Trailing stop mechanism (v1 had none)","Position sizing by confidence\/regime\/volatility (v1 used full position)","Sortino ratio tracking (v1 only tracked Sharpe)","Signal-level performance attribution (v1 only tracked model-level)","32 features for regime detection (v1 used basic price\/MA only)"],"assumptions":["Execution at daily close price (no slippage model)","Transaction fees not included (Kraken: 0.16-0.26% per trade)","Position sizing is relative (1.0x = full position, 0.5x = half)","TP\/SL checked against intraday highs\/lows","Data from Kraken OHLC API only","5-day debounce prevents overtrading"],"limitations":["~2 years daily data: limited sample for regime-shift validation","No intraday data (4h\/1h timeframes could add multi-TF confirmation)","No on-chain data (funding rates, open interest, whale flows)","No sentiment\/news data","Adaptive weights require warm-up period (first 60 days may be suboptimal)","Regime detection is heuristic \u2014 ML regime models could improve classification","Survivorship bias: only testing assets that still trade on Kraken"],"disclaimer":"NOT FINANCIAL ADVICE. Past performance does not guarantee future results. Cryptocurrency trading carries substantial risk of loss. This is educational research only."}}