{"ok":true,"research":{"asset":"BTC","pair":"XXBTZUSD","engine":"Hybrid Prediction Engine v2.0","data":{"candles":721,"date_range":"2024-04-15 to 2026-04-05","bars_tested":481,"timeframe":"Daily (1440-min candles from Kraken OHLC API)","start_price":88737.6,"end_price":68128,"buy_hold_return":"-23.23%"},"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":17,"avg_return_7d":"0.06%","avg_return_30d":"4%","avg_adj_return_30d":"4%","win_rate_30d":"52.9%","tp_sl_record":"7W \/ 10L (41.2% WR)","sharpe_ratio":2.38,"sortino_ratio":3.5,"sharpe_adj":2.05,"max_drawdown":"-22.4%","max_drawdown_adj":"-26.06%","final_equity":174.68,"final_equity_adj":168.28,"total_return":"74.68%","total_return_adj":"68.28%","calmar_ratio":3.33,"confidence_interval_95":{"low":"-1.77%","high":"9.77%"},"confidence_interval_adj_95":{"low":"-2.68%","high":"10.68%"}},"vs_buy_hold":"HYBRID beats buy-hold by 97.91%","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":4,"avg_ret_30d":10.08,"avg_adj_ret_30d":10.33,"win_rate":100,"sharpe":10.62,"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":139,"signals_fired":6,"avg_ret_30d":0.57,"win_rate":33.3,"sharpe":0.34},{"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":93,"signals_fired":0,"avg_ret_30d":0,"win_rate":0,"sharpe":0},{"regime":"SLOW_BLEED","bars_in_regime":18,"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":181,"signals_fired":11,"avg_ret_30d":5.87,"win_rate":63.6,"sharpe":3.43}],"regime_distribution":{"TRENDING_UP_STRONG":139,"TRENDING_UP":41,"TRENDING_DOWN":93,"SLOW_BLEED":18,"MEAN_REVERTING":9,"VOLATILE":0,"TRANSITIONAL":181},"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":9,"win_rate_7d":55.6},{"signal":"Golden","fires":1,"win_rate_7d":0},{"signal":"RangeExp","fires":3,"win_rate_7d":66.7},{"signal":"RSI_Bounce","fires":0,"win_rate_7d":0},{"signal":"BB_Squeeze","fires":0,"win_rate_7d":0},{"signal":"EMA50_Bounce","fires":5,"win_rate_7d":40}],"signal_log":[{"d":"2024-11-11","p":88737.6,"score":1.275,"confidence":1.275,"regime":"TRENDING_UP_STRONG","signals":["RangeExp(0.85)"],"active":1,"position_size":1.04,"tp_pct":8.5,"sl_pct":5.1,"exhaustion_filter":false},{"d":"2024-11-16","p":90555.1,"score":0.7,"confidence":0.7,"regime":"TRENDING_UP_STRONG","signals":["OBV_Div(0.7)"],"active":1,"position_size":0.99,"tp_pct":9.6,"sl_pct":5.8,"exhaustion_filter":false},{"d":"2024-12-28","p":95204.1,"score":0.9,"confidence":0.9,"regime":"TRANSITIONAL","signals":["Support(0.9)"],"active":1,"position_size":0.99,"tp_pct":10.4,"sl_pct":6.3,"exhaustion_filter":true},{"d":"2025-01-10","p":94698.8,"score":1.6,"confidence":0.8,"regime":"TRANSITIONAL","signals":["Support(0.9)","EMA50_Bounce(0.7)"],"active":2,"position_size":1.37,"tp_pct":9.9,"sl_pct":5.9,"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}],"equity_curve":[100,114.02000000000001,133.551626,143.2741843728,145.95341162057136,125.33019455858462,113.26089682259291,141.28164269650242,171.65719587625046,156.96333990924342,176.1599563801439,198.19756692329992,223.30919865248202,217.39150488819126,213.4784578002038,210.70323784880117,195.21654986691428,174.67976882091492],"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."}}