Daily Alpha Brief — 2026-06-18 — BEAR regime across majors

Bayesian crypto brief for 2026-06-18: BEAR regime, strategy performance, weight shifts, and quant-vs-crowd sentiment across 10 symbols.

TL;DR

• Dominant regime: BEAR (0 bullish / 8 bearish of 10 symbols).
• Top signal: walk_forward_ema on PEPE cut 0.305 (0.50 → 0.20).
• Shadow portfolio: $944 (-5.60%), 4 open, 40% win rate.

Shadow portfolio value since inception (dashed line = $1,000 starting capital).

Current Bayesian reliability weights, averaged across the universe.

Detected regime per symbol (EMA200 + ADX); % = lead-strategy conviction.

🌐 Market Indices

Crowd reads extreme fear at 19/100; BTC dominance 58.2% signals balanced.

🌐 Market Overview

Economic (FRED):

Stablecoin dominance 11.6% (risk-off, money fleeing crypto); yield curve regime Flat.

Funding Rates (contrarian — heavy positive = crowded longs to fade):

Economic Calendar: Next FOMC: in 41 days | Next CPI: in 27 days | position-size modifier 1.00×.

📊 Regime Analysis

Regime per symbol from EMA200 + ADX on daily candles, with the fusion signal.

The book is broadly bearish: 0 BULL / 8 BEAR of 10 symbols.

🔗 Correlation Signals

Stable pairs (r > 0.70): BTC/SOL: r=0.92 ✅ | BTC/SOL: r=0.92 ✅ | SOL/AVAX: r=0.92 ✅ | SOL/AVAX: r=0.92 ✅ | SOL/AVAX: r=0.91 ✅ | SOL/AVAX: r=0.91 ✅

Index signals: BTC dominance NEUTRAL → no rotation; Fear & Greed contrarian NONE.

⚙️ Strategy Performance

Aggregate 7-day performance per strategy (replayed across the universe). Edge = win-rate × avg P&L per trade — the table is sorted by it.

All P&L figures normalized to a 100 USDT position size for comparability (not summed across symbols).

🧠 Bayesian Weight Shifts

PEPE/USDT (BEAR):

rsi_macd and ema_cross have zero trades on both windows (rule 1 low-sample guard), so they stay at neutral 0.50. bollinger’s 7d metrics are exceptional (78% win, 14.20 Sharpe, +528 pnl) and despite the single losing 24h trade it earns a rule-4 raise; notably BEAR regime normally discourages mean-reversion, but the symbol’s own strong data overrides that prior per rule 6, yielding a measured raise to 0.62. post_shock_reversal shows a strong 7d Sharpe of 8.29 and +603 pnl despite a sub-50% win rate, fitting the BEAR/post-shock mean-reversion profile, so it is raised to 0.60. volume_spike is cut hard (28% win, -4.58 Sharpe, -382 pnl on 46 trades) per rules 2-3, and walk_forward_ema is cut to near-floor (15% win, -14.06 Sharpe, -887 pnl) per rules 2-3 with persistent losses across both windows; tsmom is modestly reduced given a weak 7d win rate and badly negative 24h metrics despite marginal positive 7d Sharpe; sentiment coverage is adequate but the mildly positive composite conflicts with the BEAR regime and low confluence limits conviction, so it is trimmed slightly from 0.40 to 0.38.

SUI/USDT (BEAR):

rsi_macd, ema_cross, and tsmom all have zero trades on both windows so rule 1 applies — held at neutral 0.50 with no regime nudge warranted on empty data. Bollinger is the standout with 7d win_rate 62%, Sharpe 11.87, and positive pnl; despite BEAR regime discouraging mean-reversion, the data clearly wins (rule 6) and it earns a raise toward 0.62 per rule 4, capped modestly given the regime headwind. walk_forward_ema is the worst performer: 7d win_rate 19% (well below 30%), Sharpe -7.59, and pnl -308.40 — rules 2 and 3 both fire, cutting it to 0.10; post_shock_reversal also fires rules 2-3 with 35% win, Sharpe -2.15, and negative pnl, cut to 0.18. volume_spike has 7d win_rate 34% with negative Sharpe and negative pnl, reduced per rule 3 to 0.32; sentiment shows low coverage (2 sources) and weak confluence (50%), so it is nudged down slightly from 0.40 to 0.38 per the sparse-source guidance.

WIF/USDT (SIDEWAYS):

Bollinger is the standout performer in this SIDEWAYS regime with 57% win-rate, Sharpe of 9.58, and +546 pnl on 14 trades, earning a strong raise per rules 4 and 5. volume_spike is cut sharply (31% win, Sharpe -3.96, -486 pnl on 68 trades) triggering rule 2 persistent underperformance, and walk_forward_ema is cut to near-floor (21% win, Sharpe -12.63, -750 pnl on 28 trades) triggering rule 2 with both windows deeply negative per rule 2. post_shock_reversal shows a split: 7d Sharpe is positive (+3.08, +264 pnl) but win-rate is only 38% and the 24h window is sharply negative, so a modest trim reflects the conflict; rsi_macd and tsmom have zero trades (rule 1, held at neutral); ema_cross has thin 7d data with a single losing trade so it gets a small cut within the rule-1 guard; sentiment coverage is sparse (2 sources, 50% confluence) so it is nudged slightly below its current 0.40.

📡 Signal Outlook

💼 Shadow Portfolio

$1,000 USDT paper portfolio, 1% risk/trade, MEXC fees modelled. No real capital is deployed.

📡 Discourse Radar

Crowd-vs-quant sentiment from CryptoCompare news, crypto RSS, the macro feeds (FT / Fed / CNBC), and the Fear & Greed index. (Reddit retired — Responsible Builder Policy restrictions, 2026.)

• Fear & Greed: -1.00 (bearish crowd).

Most-talked alt: DOGE/USDT at +0.94 (bullish crowd lean).

📰 Today’s Key Reads

Curated from 3 sources monitored today:

🟢 Trump Tariffs 3: Return of the Bull Market! NYSE Tokenising, what that means for $Hype! Claude Meme Meta! — decrypt — Score: +0.94

🟢 Trump’s speech at Davos gives small boost to Crypto! Saylor buys $2.13B BTC! Blondish Interview! — decrypt — Score: +0.77

🟢 Moody’s Brings Credit Ratings Onchain Through Solana Integration — bitcoinist — Score: +0.71

🟢 Crypto starts 2026 STRONG! Venezuela Impacts on the market! Lighter TGE reactions! — decrypt — Score: +0.67

🟢 Moody’s rolls out credit ratings on Solana in tokenized asset push — coindesk — Score: +0.62

Academic Footnote

Addy et al. (2024) — cointegration-based crypto pairs strategies.

Disclaimer

This is algorithmic analysis only, not financial advice.