# crypto-scalp-v1 trail sweep — 2026-09-21 18 coins, hourly bars, 180 days ending 2026-09-21, 4 windows by entry date. Only the trail varies; every other exit at its live value. Fixed $1,000/trade, no fees, stops filled at their price (pessimistic when a bar spans both a new high and the stop). Signal-level — not a portfolio simulation. In-sample sweep: prefer a pair that is positive in every window and without its top-3 coins over the single best cell. ## Reference rows ``` LIVE now arm 5 / trail 2 n=2088 win 30.7% (≥ 28.8%) exp -0.05% pf 0.95 hold 11.6h %/day -0.11% $ -1097@1k windows+ 1/4 ex-top3 -0.11% exits trail/stop/signal/time 228/618/1211/14 was (3/2) arm 3 / trail 2 n=2124 win 32.1% (≥ 30.2%) exp -0.07% pf 0.93 hold 11.1h %/day -0.15% $ -1431@1k windows+ 1/4 ex-top3 -0.12% exits trail/stop/signal/time 360/627/1108/14 trend's (5/5) arm 5 / trail 5 n=2016 win 30.2% (≥ 28.2%) exp -0.01% pf 0.99 hold 12.5h %/day -0.03% $ -298@1k windows+ 1/4 ex-top3 -0.09% exits trail/stop/signal/time 76/605/1282/36 no trail no trail n=2007 win 29.2% (≥ 27.3%) exp -0.03% pf 0.97 hold 12.7h %/day -0.06% $ -684@1k windows+ 1/4 ex-top3 -0.11% exits trail/stop/signal/time 0/615/1332/43 ``` ## Top 12 by expectancy ``` arm 6 / trail 5 n=2015 win 29.9% (≥ 27.9%) exp -0.01% pf 0.99 hold 12.5h %/day -0.03% $ -297@1k windows+ 1/4 ex-top3 -0.09% exits trail/stop/signal/time 64/609/1289/36 arm 5 / trail 5 n=2016 win 30.2% (≥ 28.2%) exp -0.01% pf 0.99 hold 12.5h %/day -0.03% $ -298@1k windows+ 1/4 ex-top3 -0.09% exits trail/stop/signal/time 76/605/1282/36 arm 10 / trail 5 n=2013 win 29.5% (≥ 27.5%) exp -0.02% pf 0.98 hold 12.6h %/day -0.04% $ -386@1k windows+ 1/4 ex-top3 -0.09% exits trail/stop/signal/time 35/614/1310/37 arm 8 / trail 5 n=2014 win 29.6% (≥ 27.6%) exp -0.02% pf 0.98 hold 12.6h %/day -0.04% $ -390@1k windows+ 1/4 ex-top3 -0.09% exits trail/stop/signal/time 44/612/1304/37 arm 6 / trail 2 n=2071 win 30.5% (≥ 28.5%) exp -0.03% pf 0.97 hold 11.9h %/day -0.07% $ -703@1k windows+ 1/4 ex-top3 -0.10% exits trail/stop/signal/time 179/615/1245/15 no trail n=2007 win 29.2% (≥ 27.3%) exp -0.03% pf 0.97 hold 12.7h %/day -0.06% $ -684@1k windows+ 1/4 ex-top3 -0.11% exits trail/stop/signal/time 0/615/1332/43 arm 6 / trail 1 n=2104 win 30.8% (≥ 28.9%) exp -0.04% pf 0.96 hold 11.6h %/day -0.08% $ -810@1k windows+ 1/4 ex-top3 -0.10% exits trail/stop/signal/time 202/620/1260/5 arm 10 / trail 3 n=2029 win 29.5% (≥ 27.6%) exp -0.04% pf 0.96 hold 12.4h %/day -0.08% $ -850@1k windows+ 1/4 ex-top3 -0.11% exits trail/stop/signal/time 70/615/1303/24 arm 6 / trail 3 n=2047 win 30.0% (≥ 28.1%) exp -0.04% pf 0.96 hold 12.1h %/day -0.08% $ -867@1k windows+ 1/4 ex-top3 -0.11% exits trail/stop/signal/time 141/613/1254/22 arm 5 / trail 1.5 n=2105 win 30.8% (≥ 28.9%) exp -0.04% pf 0.96 hold 11.5h %/day -0.09% $ -933@1k windows+ 1/4 ex-top3 -0.10% exits trail/stop/signal/time 244/620/1213/11 arm 10 / trail 4 n=2023 win 29.5% (≥ 27.5%) exp -0.05% pf 0.96 hold 12.5h %/day -0.09% $ -913@1k windows+ 1/4 ex-top3 -0.11% exits trail/stop/signal/time 58/616/1302/30 arm 6 / trail 4 n=2031 win 29.9% (≥ 27.9%) exp -0.05% pf 0.96 hold 12.3h %/day -0.09% $ -935@1k windows+ 1/4 ex-top3 -0.12% exits trail/stop/signal/time 102/613/1270/29 ``` ## Top 8 by %/day ``` arm 6 / trail 5 n=2015 win 29.9% (≥ 27.9%) exp -0.01% pf 0.99 hold 12.5h %/day -0.03% $ -297@1k windows+ 1/4 ex-top3 -0.09% exits trail/stop/signal/time 64/609/1289/36 arm 5 / trail 5 n=2016 win 30.2% (≥ 28.2%) exp -0.01% pf 0.99 hold 12.5h %/day -0.03% $ -298@1k windows+ 1/4 ex-top3 -0.09% exits trail/stop/signal/time 76/605/1282/36 arm 10 / trail 5 n=2013 win 29.5% (≥ 27.5%) exp -0.02% pf 0.98 hold 12.6h %/day -0.04% $ -386@1k windows+ 1/4 ex-top3 -0.09% exits trail/stop/signal/time 35/614/1310/37 arm 8 / trail 5 n=2014 win 29.6% (≥ 27.6%) exp -0.02% pf 0.98 hold 12.6h %/day -0.04% $ -390@1k windows+ 1/4 ex-top3 -0.09% exits trail/stop/signal/time 44/612/1304/37 no trail n=2007 win 29.2% (≥ 27.3%) exp -0.03% pf 0.97 hold 12.7h %/day -0.06% $ -684@1k windows+ 1/4 ex-top3 -0.11% exits trail/stop/signal/time 0/615/1332/43 arm 6 / trail 2 n=2071 win 30.5% (≥ 28.5%) exp -0.03% pf 0.97 hold 11.9h %/day -0.07% $ -703@1k windows+ 1/4 ex-top3 -0.10% exits trail/stop/signal/time 179/615/1245/15 arm 6 / trail 1 n=2104 win 30.8% (≥ 28.9%) exp -0.04% pf 0.96 hold 11.6h %/day -0.08% $ -810@1k windows+ 1/4 ex-top3 -0.10% exits trail/stop/signal/time 202/620/1260/5 arm 10 / trail 3 n=2029 win 29.5% (≥ 27.6%) exp -0.04% pf 0.96 hold 12.4h %/day -0.08% $ -850@1k windows+ 1/4 ex-top3 -0.11% exits trail/stop/signal/time 70/615/1303/24 ``` ## Robust (positive in every window and without its top-3 coins) — 0 of 37 ``` ``` ## Full grid (expectancy %) ``` arm\trail 1 1.5 2 3 4 5 2 -0.06% -0.06% -0.07% 3 -0.07% -0.09% -0.07% -0.06% 4 -0.06% -0.06% -0.05% -0.05% -0.05% 5 -0.05% -0.04% -0.05% -0.05% -0.06% -0.01% 6 -0.04% -0.05% -0.03% -0.04% -0.05% -0.01% 8 -0.06% -0.06% -0.06% -0.06% -0.05% -0.02% 10 -0.06% -0.05% -0.05% -0.04% -0.05% -0.02% ```