{"ok":true,"research":{"asset":"BTC","pair":"XXBTZUSD","engine":"Hybrid Prediction Engine v2.0","data":{"candles":721,"date_range":"2024-09-21 to 2026-09-11","bars_tested":481,"timeframe":"Daily (1440-min candles from Kraken OHLC API)","start_price":85121.3,"end_price":63412,"buy_hold_return":"-25.5%"},"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":13,"avg_return_7d":"-1.45%","avg_return_30d":"4.86%","avg_adj_return_30d":"6.13%","win_rate_30d":"53.8%","tp_sl_record":"5W \/ 8L (38.5% WR)","sharpe_ratio":2.99,"sortino_ratio":5.43,"sharpe_adj":2.8,"max_drawdown":"-21.78%","max_drawdown_adj":"-26.06%","final_equity":172.14,"final_equity_adj":190.75,"total_return":"72.14%","total_return_adj":"90.75%","calmar_ratio":3.31,"confidence_interval_95":{"low":"-1.5%","high":"11.22%"},"confidence_interval_adj_95":{"low":"-2.45%","high":"14.71%"}},"vs_buy_hold":"HYBRID beats buy-hold by 97.64%","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":0,"avg_ret_30d":0,"avg_adj_ret_30d":0,"win_rate":0,"sharpe":0,"sortino":0},{"period":"Correction + Recovery","fires":4,"avg_ret_30d":7.21,"avg_adj_ret_30d":7.59,"win_rate":75,"sharpe":4.95,"sortino":6.08},{"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":37,"signals_fired":0,"avg_ret_30d":0,"win_rate":0,"sharpe":0},{"regime":"TRENDING_DOWN","bars_in_regime":128,"signals_fired":1,"avg_ret_30d":0.6,"win_rate":100,"sharpe":0},{"regime":"SLOW_BLEED","bars_in_regime":47,"signals_fired":0,"avg_ret_30d":0,"win_rate":0,"sharpe":0},{"regime":"MEAN_REVERTING","bars_in_regime":17,"signals_fired":2,"avg_ret_30d":23.79,"win_rate":100,"sharpe":63.85},{"regime":"VOLATILE","bars_in_regime":0,"signals_fired":0,"avg_ret_30d":0,"win_rate":0,"sharpe":0},{"regime":"TRANSITIONAL","bars_in_regime":172,"signals_fired":6,"avg_ret_30d":7.12,"win_rate":66.7,"sharpe":7.01}],"regime_distribution":{"TRENDING_UP_STRONG":80,"TRENDING_UP":37,"TRENDING_DOWN":128,"SLOW_BLEED":47,"MEAN_REVERTING":17,"VOLATILE":0,"TRANSITIONAL":172},"signal_performance":[{"signal":"OBV_Div","fires":2,"win_rate_7d":100},{"signal":"Hammer","fires":2,"win_rate_7d":50},{"signal":"Fib618","fires":0,"win_rate_7d":0},{"signal":"200MA","fires":0,"win_rate_7d":0},{"signal":"Support","fires":8,"win_rate_7d":62.5},{"signal":"Golden","fires":1,"win_rate_7d":0},{"signal":"RangeExp","fires":0,"win_rate_7d":0},{"signal":"RSI_Bounce","fires":0,"win_rate_7d":0},{"signal":"BB_Squeeze","fires":1,"win_rate_7d":0},{"signal":"EMA50_Bounce","fires":2,"win_rate_7d":50}],"signal_log":[{"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},{"d":"2026-07-04","p":63085.8,"score":1.17,"confidence":1.17,"regime":"TRENDING_DOWN","signals":["Support(0.9)"],"active":1,"position_size":0.74,"tp_pct":8.7,"sl_pct":5.2,"exhaustion_filter":false},{"d":"2026-07-21","p":66511.7,"score":0.7,"confidence":0.7,"regime":"TRANSITIONAL","signals":["BB_Squeeze(0.7)"],"active":1,"position_size":1.19,"tp_pct":8,"sl_pct":5,"exhaustion_filter":false},{"d":"2026-07-28","p":63859.6,"score":1.93,"confidence":0.965,"regime":"MEAN_REVERTING","signals":["Hammer(0.85)","Support(0.9)"],"active":2,"position_size":1.57,"tp_pct":8,"sl_pct":5,"exhaustion_filter":false},{"d":"2026-08-02","p":63500,"score":1.08,"confidence":1.08,"regime":"MEAN_REVERTING","signals":["Support(0.9)"],"active":1,"position_size":1.17,"tp_pct":8,"sl_pct":5,"exhaustion_filter":false}],"equity_curve":[100,91.44,102.623112,115.4612633112,130.09020537272903,126.64281493035172,124.36324426160539,122.74652208620452,113.72465271286849,101.76081924747473,102.37138416295957,112.36283125726442,141.22884260725564,172.14383625398392],"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."}}