Daily Alpha Brief — 2026-08-25 — BULL regime across majors

Bayesian crypto brief for 2026-08-25: BULL regime, strategy performance, weight shifts, and quant-vs-crowd sentiment across 9 symbols.

TL;DR

• Dominant regime: BULL (5 bullish / 4 bearish of 9 symbols).
• Top signal: rsi_macd on SOL raised 0.226 (0.52 → 0.74).
• Shadow portfolio: $740 (-26.04%), 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 extreme greed at 81/100; BTC dominance 59.6% signals balanced.

🌐 Market Overview

Economic (FRED):

Stablecoin dominance 9.6% (risk-on); yield curve regime Flat.

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

Economic Calendar: Next FOMC: in 22 days | Next CPI: in 17 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 bullish: 5 BULL / 4 BEAR of 9 symbols.

🔗 Correlation Signals

Stable pairs (r > 0.70): SUI/AVAX: r=0.87 ✅ | BNB/SUI: r=0.86 ✅ | SOL/BNB: r=0.85 ✅ | SOL/SUI: r=0.84 ✅ | DOGE/SUI: r=0.83 ✅ | DOGE/AVAX: r=0.82 ✅

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

SOL/USDT (BULL):

In this confirmed BULL regime, bollinger stands out with 64% win rate, Sharpe 14.11, and +690 pnl over 7d, earning a raise to 0.75 despite being a mean-reversion strategy — the data overrides the regime prior (rule 6 favours data). ema_cross and walk_forward_ema are both deeply negative on 7d (29%/28% win, Sharpe -5.52/-6.30, negative pnl), triggering rules 2-3 for cuts to 0.15 and 0.18 respectively — a conflict with the BULL regime that the data resolves decisively. volume_spike has a severe 24h drawdown (-118 pnl, -7.20 Sharpe) but strong 7d metrics (Sharpe 11.67, +779 pnl), so it holds near current weight at 0.58; tsmom and rsi_macd show consistent positive 7d Sharpe and are regime-aligned momentum strategies, earning modest raises. Sentiment confluence is weak (avg composite near zero, 67% confluence), so it is trimmed slightly to 0.55; correlation and macro strategies show zero trades and no macro-driven signals, so they are held near their current weights with minimal adjustment.

XRP/USDT (BULL):

volume_spike is the clearest cut: 7d win-rate 34% with negative Sharpe (-1.87) and negative pnl (-188.75) triggers rules 2-3, so it drops sharply from 0.452 to 0.22 despite the BULL regime. rsi_macd shows a conflicted picture — positive 7d Sharpe but only 39% win-rate with modest pnl, failing rule 4 and showing data-regime conflict (rule 6), so it is reduced from 0.621 to 0.52. ema_cross and walk_forward_ema both show strong 7d Sharpe (10.46 and 9.48) with positive pnl and win-rates above 50%, confirming BULL-regime momentum alignment under rules 4-5, so they are held near their current elevated weights (0.78 and 0.82 respectively), tempered only by weak 24h performance that prevents a further raise. bollinger’s extraordinary 7d Sharpe (10.68) and solid pnl earn a modest lift to 0.62 despite its mean-reversion nature being less favoured in BULL; sentiment_strategy benefits from full 3-source coverage and 100% confluence at both horizons, justifying a small raise to 0.72, while tsmom, post_shock_reversal, correlation_strategy, and macro_strategy all have zero 7d trades and are held near their current weights under the low-sample guard (rule 1).

BTC/USDT (BULL):

Claude call failed (Request timed out or interrupted. This could be due to a network timeout, dropped connection, or request cancellation. See https://docs.anthropic.com/en/api/errors#long-requests for more details.); used current weights.

📡 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 (bullish crowd).
• Macro signal (FT/Fed/CNBC): +0.02 (neutral) — “Federal Reserve Board announces approval of the application by Banco Santander, S.A. and Santander H”.

Most-talked alt: DOGE/USDT at +0.81 (bullish crowd lean).

📰 Today’s Key Reads

Curated from 3 sources monitored today:

🔴 BounceBit to sunset blockchain, migrate to BNB Chain after $3 million exploit — theblock — Score: -0.79

🟢 XRP on track for biggest weekly gain in 21 months as Treasury buyback spurs ‘curve control’ hopes — coindesk — Score: +0.79

🟢 Avalanche’s Nahas: Token prices are down, but ‘I’ve never seen more opportunities’ in crypto — theblock — Score: +0.77

⚠️ Bitcoin and gold surge as Bessent’s intervention in bond market hits dollar — ft_markets — Score: +0.64

🔴 Ethereum lending app Term Finance loses $8.5 million after attacker buys voting power — coindesk — Score: -0.41

Academic Footnote

Miralles-Quirós (2022) — post-shock reversals in digital assets.

Disclaimer

This is algorithmic analysis only, not financial advice.