{"ok":true,"research":{"asset":"BTC","pair":"XXBTZUSD","engine":"Hybrid Prediction Engine v2.0","data":{"candles":721,"date_range":"2024-08-07 to 2026-07-28","bars_tested":481,"timeframe":"Daily (1440-min candles from Kraken OHLC API)","start_price":90610.4,"end_price":59489.5,"buy_hold_return":"-34.35%"},"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":11,"avg_return_7d":"-1.9%","avg_return_30d":"4.12%","avg_adj_return_30d":"5.15%","win_rate_30d":"45.5%","tp_sl_record":"3W \/ 8L (27.3% WR)","sharpe_ratio":2.53,"sortino_ratio":4.6,"sharpe_adj":2.45,"max_drawdown":"-21.78%","max_drawdown_adj":"-26.06%","final_equity":146.38,"final_equity_adj":156.74,"total_return":"46.38%","total_return_adj":"56.74%","calmar_ratio":2.13,"confidence_interval_95":{"low":"-2.82%","high":"11.05%"},"confidence_interval_adj_95":{"low":"-3.8%","high":"14.09%"}},"vs_buy_hold":"HYBRID beats buy-hold by 80.73%","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":0,"avg_ret_30d":0,"avg_adj_ret_30d":0,"win_rate":0,"sharpe":0,"sortino":0},{"period":"Correction + Recovery","fires":6,"avg_ret_30d":11.49,"avg_adj_ret_30d":14.22,"win_rate":83.3,"sharpe":7.59,"sortino":9.68},{"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":80,"signals_fired":4,"avg_ret_30d":-6.93,"win_rate":0,"sharpe":-12.57},{"regime":"TRENDING_UP","bars_in_regime":40,"signals_fired":0,"avg_ret_30d":0,"win_rate":0,"sharpe":0},{"regime":"TRENDING_DOWN","bars_in_regime":136,"signals_fired":0,"avg_ret_30d":0,"win_rate":0,"sharpe":0},{"regime":"SLOW_BLEED","bars_in_regime":41,"signals_fired":0,"avg_ret_30d":0,"win_rate":0,"sharpe":0},{"regime":"MEAN_REVERTING","bars_in_regime":5,"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":179,"signals_fired":7,"avg_ret_30d":10.43,"win_rate":71.4,"sharpe":7.77}],"regime_distribution":{"TRENDING_UP_STRONG":80,"TRENDING_UP":40,"TRENDING_DOWN":136,"SLOW_BLEED":41,"MEAN_REVERTING":5,"VOLATILE":0,"TRANSITIONAL":179},"signal_performance":[{"signal":"OBV_Div","fires":2,"win_rate_7d":100},{"signal":"Hammer","fires":2,"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":1,"win_rate_7d":100},{"signal":"RSI_Bounce","fires":0,"win_rate_7d":0},{"signal":"BB_Squeeze","fires":0,"win_rate_7d":0},{"signal":"EMA50_Bounce","fires":2,"win_rate_7d":50}],"signal_log":[{"d":"2025-04-03","p":83132.9,"score":1.55,"confidence":0.775,"regime":"TRANSITIONAL","signals":["Hammer(0.65)","Support(0.9)"],"active":2,"position_size":1.6,"tp_pct":10.3,"sl_pct":6.2,"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":"2025-05-22","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":1.4,"confidence":0.7,"regime":"TRANSITIONAL","signals":["OBV_Div(0.5)","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":[100,115.32,143.850168,131.5365936192,147.62351901882818,166.09122124808357,187.13497898021578,182.17590203724006,178.89673580056973,176.57107823516233,163.5931039848779,146.38310944566874],"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."}}