Daily Alpha Brief — 2026-07-13 — SIDEWAYS regime across majors

Bayesian crypto brief for 2026-07-13: SIDEWAYS regime, strategy performance, weight shifts, and quant-vs-crowd sentiment across 9 symbols.

TL;DR

• Dominant regime: SIDEWAYS (0 bullish / 2 bearish of 9 symbols).
• Top signal: bollinger on SUI cut 0.273 (0.54 → 0.27).
• Shadow portfolio: $760 (-24.01%), 0 open, 35% 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 fear at 30/100; BTC dominance 58.3% signals balanced.

🌐 Market Overview

Economic (FRED):

Stablecoin dominance 11.4% (risk-off, money fleeing crypto); yield curve regime Flat.

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

Economic Calendar: Next FOMC: in 16 days | Next CPI: in 2 days | position-size modifier 0.80×.

📊 Regime Analysis

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

The book is broadly bearish: 0 BULL / 2 BEAR of 9 symbols.

🔗 Correlation Signals

Stable pairs (r > 0.70): BTC/ETH: r=0.92 ✅ | ETH/XRP: r=0.90 ✅ | BTC/XRP: r=0.90 ✅ | ETH/SOL: r=0.89 ✅ | XRP/DOGE: r=0.89 ✅ | SOL/XRP: r=0.88 ✅

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

SUI/USDT (SIDEWAYS):

Bollinger is the standout loser: 7d win-rate of 21% with a deeply negative Sharpe (-4.12) and negative pnl in a SIDEWAYS regime where it should theoretically shine — the data overrides the regime prior (rule 6) and I cut it from 0.543 toward 0.30 per rules 2-3. walk_forward_ema earns a modest raise to 0.55 on strong 7d metrics (60% win, Sharpe 15.14, +353 pnl) despite only 10 trades keeping the low-sample guard partially in play (rule 1 boundary respected). post_shock_reversal is positive pnl (+295) with a decent Sharpe but a below-30% 7d win-rate (32%), so I hold it near current rather than cutting hard — the positive risk-adjusted return tempers the win-rate concern, leaving it at 0.55. rsi_macd, ema_cross, tsmom, correlation_strategy, and macro_strategy all have zero 7d trades and are held within ±0.03 of their current weights per rule 1; sentiment_strategy is nudged slightly down from 0.462 to 0.43 reflecting only 2-source coverage and 50% confluence, indicating weak signal quality.

XRP/USDT (SIDEWAYS):

tsmom is cut hard (rule 2+3: 7d 0% win-rate, negative Sharpe, negative pnl on both windows) and walk_forward_ema similarly penalised (1 trade, -11.58 Sharpe, -28.97 pnl — thin data but directionally damning per rule 1+3). volume_spike is punished despite a misleadingly high 24h Sharpe: the 7d window dominates and shows 21% win-rate with -8.06 Sharpe and -220 pnl, triggering rules 2+3 for a meaningful cut. post_shock_reversal is reduced from its elevated 0.55 prior — 22% win-rate and negative Sharpe on 7d warrant a cut per rules 2+3, but as a mean-reversion family strategy it retains modest favour in the SIDEWAYS regime, so it lands at 0.38 rather than the floor. bollinger would normally benefit from SIDEWAYS but its single 7d trade produced a -7.22 Sharpe (rule 1 caps the move within ±0.05), so it stays near current. sentiment_strategy holds a slight lift from its current 0.642 given stable 3-source coverage and 67% confluence in both windows, consistent with its non-price regime-neutral role.

SOL/USDT (SIDEWAYS):

Bollinger’s 7d win-rate of 28% with negative pnl context triggers rule 2 (persistent underperformance), so despite SIDEWAYS regime alignment I cut it sharply from 0.818 toward 0.65 — the positive Sharpe is anomalous given the sub-30% win-rate and modest absolute pnl, suggesting metric distortion rather than genuine edge. tsmom and walk_forward_ema are both penalized heavily: tsmom has 0% win-rate with a deeply negative Sharpe across both windows (rule 2+3 fire simultaneously, cut toward 0.10), and walk_forward_ema has only 1 trade with negative Sharpe (rule 1 thin data, but rule 3 still justifies cutting to 0.10 given its existing low weight). volume_spike’s 7d negative Sharpe (-2.50) and negative pnl (-89.13) override its decent 24h surface, triggering rule 3 and a cut to 0.22; post_shock_reversal’s 7d metrics are modest (30% win, positive pnl) but 24h is noise, so it holds near current weight; sentiment_strategy has stable 3-source coverage at 67% confluence warranting a small downward nudge from its elevated 0.637 toward 0.62 given mildly positive but weak signal strength, while zero-trade strategies (rsi_macd, ema_cross, correlation_strategy, macro_strategy) are held near their current weights per rule 1.

📡 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: -0.50 (bearish crowd).
• Macro signal (FT/Fed/CNBC): +0.08 (neutral) — “SpaceX to join the Nasdaq-100 in a fast-tracked process that will drive huge ETF buying demand”.

Most-talked alt: WIF/USDT at -0.50 (bearish crowd lean).

📰 Today’s Key Reads

Curated from 3 sources monitored today:

🔴 Bitcoin, ether ETFs snap eight-week outflow streaks with $282 million combined inflow — theblock — Score: -0.34

🟢 SK Hynix’s $26.5 billion US listing brought to Telegram users via xStocks — theblock — Score: +0.30

⚪ Bitcoin zips higher to nearly $64,000 as chip rally and yen strength drive gains — coindesk — Score: +0.20

⚠️ SpaceX to join the Nasdaq-100 in a fast-tracked process that will drive huge ETF buying demand — cnbc_finance — Score: +0.19

⚪ Bitcoin’s BIP 110 fork deadline nears with miner support at zero — coindesk — Score: +0.18

📈 System Architecture

The four-panel Bayesian fusion engine behind these daily decisions (shown Mondays). See Methodology.

Academic Footnote

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

Disclaimer

This is algorithmic analysis only, not financial advice.