RM-DIGITAL-BASELINE-1
Rheinmarx Digital baseline
EXPERIMENTPerformance
Baseline methodology installed by setup. Not validated: research-first mode keeps its decisions in shadow until promoted.
Design
- Market
- DIGITAL
- Regime · setup · trigger
- 4H · 1H · 15m
- Qualify at
- 80
- Minimum RRR
- 2
- Engine
- evaluator-1.0
- Params hash
- c99b1400bce8…
Factor weights
Trend25.0
Momentum20.0
Participation20.0
Relative strength15.0
Structure20.0
Validation checklist
Validation has not been run for this version.
Evidence by dataset
No completed runs
All parameters
| schema | 1.0 |
| windows.setup | 400 |
| windows.regime | 300 |
| windows.benchmark | 300 |
| weights.trend | 25 |
| weights.momentum | 20 |
| weights.participation | 20 |
| weights.relative_strength | 15 |
| weights.structure | 20 |
| thresholds.qualify | 80 |
| thresholds.watch | 65 |
| thresholds.min_rrr | 2 |
| trend.ema_fast | 20 |
| trend.ema_mid | 50 |
| trend.ema_slow | 200 |
| trend.slope_bars | 10 |
| trend.slope_lo_atr | -0.5 |
| trend.slope_hi_atr | 1.5 |
| trend.htf_ema | 50 |
| momentum.macd_fast | 12 |
| momentum.macd_slow | 26 |
| momentum.macd_signal | 9 |
| momentum.hist_lo_atr | -0.3 |
| momentum.hist_hi_atr | 0.3 |
| momentum.roc_period | 10 |
| momentum.roc_lo | -1 |
| momentum.roc_hi | 2 |
| momentum.rsi_period | 14 |
| momentum.rsi_good_lo | 50 |
| momentum.rsi_good_hi | 68 |
| momentum.rsi_ok_lo | 45 |
| momentum.rsi_ok_hi | 75 |
| participation.vol_median_bars | 20 |
| participation.vol_ratio_lo | 0.6 |
| participation.vol_ratio_hi | 1.8 |
| participation.vol5_ratio_lo | 0.8 |
| participation.vol5_ratio_hi | 1.5 |
| relative_strength.short | 20 |
| relative_strength.long | 60 |
| relative_strength.short_lo | -5 |
| relative_strength.short_hi | 10 |
| relative_strength.long_lo | -10 |
| relative_strength.long_hi | 20 |
| relative_strength.slope_bars | 10 |
| structure.atr_period | 14 |
| structure.ext_good_atr | 1 |
| structure.ext_ok_atr | 2 |
| risk.trigger_lookback | 3 |
| risk.entry_buffer_atr | 0.05 |
| risk.swing_lookback | 10 |
| risk.stop_buffer_atr | 0.25 |
| risk.min_stop_atr | 1 |
| risk.max_stop_atr | 3 |
| risk.target_r | 2.5 |
| risk.resistance_lookback | 120 |
| risk.max_extension_atr | 2.5 |
| regime.ema_fast | 20 |
| regime.ema_slow | 50 |
| regime.slope_bars | 10 |
| regime.breadth_ema | 50 |
| regime.breadth_on | 0.5 |
| regime.breadth_off | 0.3 |
| regime.vol_atr | 14 |
| regime.vol_lookback | 250 |
| regime.vol_extreme_pct | 0.95 |
| regime.min_breadth_assets | 15 |
| regime.block_states | RISK_OFF |
| data.min_bars_setup | 250 |
| data.min_bars_regime | 120 |
| data.zero_volume_run | 12 |
| data.max_gap_bars | 6 |
| data.continuous | true |
| outcome.cost_bps_per_side | 10 |
| outcome.slippage_bps | 5 |
| outcome.same_bar_policy | STOP_FIRST |
| asset_class | DIGITAL |
| timeframes.regime | 4H |
| timeframes.setup | 1H |
| timeframes.trigger | 15m |
| benchmark | BTCUSDT |
| liquidity.bars | 42 |
| liquidity.bars_per_day | 6 |
| liquidity.min_value | 20000000 |
| liquidity.good_value | 500000000 |
| liquidity.min_price | 0 |
| liquidity.atr_pct_lo | 0.4 |
| liquidity.atr_pct_hi | 5 |
| expiry.trigger_window_bars | 16 |
| expiry.max_chase_atr | 0.5 |
| expiry.max_hold_bars | 288 |
Status history
- 10 Oct 26EXPERIMENT created