Daily Alpha Brief — 2026-08-30 — BULL regime across majors

Bayesian crypto brief for 2026-08-30: 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: walk_forward_ema on WIF cut 0.220 (0.52 → 0.30).
• Shadow portfolio: $737 (-26.28%), 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 greed at 77/100; BTC dominance 59.6% signals balanced.

🌐 Market Overview

Economic (FRED):

Stablecoin dominance 9.7% (risk-on); yield curve regime Flat.

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

Economic Calendar: Next FOMC: in 17 days | Next CPI: in 12 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=0.91 ✅ | DOGE/SUI: r=0.89 ✅ | XRP/SUI: r=0.89 ✅ | DOGE/AVAX: r=0.89 ✅ | XRP/DOGE: r=0.88 ✅ | BTC/ETH: r=0.87 ✅

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

WIF/USDT (BEAR):

rsi_macd and tsmom have zero 7d trades (rule 1), so both are held within +/-0.05 of their current weights near 0.25. ema_cross has only 3 7d trades but its metrics are exceptional (67% win, 7.04 Sharpe, +198 pnl); rule 1 caps the move to +/-0.05, giving a nudge to 0.46, also supported by BEAR regime favouring trend-followers. walk_forward_ema is cut from 0.516 to 0.38 per rule 3 (7d Sharpe -0.99, negative pnl) and the conflict rule — it is a momentum strategy losing money even in a BEAR trend. volume_spike keeps a modest hold near 0.52 despite alarming 24h metrics (-32.74 Sharpe, 8% win) because the 7d window dominates and shows +1205 pnl / 31% win, though the 24h deterioration warrants no further raise; post_shock_reversal is nudged slightly down from 0.191 to 0.18 given both 24h and 7d win-rates below 40% and negative 24h pnl, consistent with BEAR regime disfavouring mean-reversion. sentiment_strategy has near-zero composite and only 2 sources with no 24h data, so it is held close to current at 0.42. correlation_strategy and macro_strategy show zero activity and are held within +/-0.05 of their current 0.263.

BNB/USDT (BULL):

tsmom is the clearest casualty: 7d win-rate of 17% with a Sharpe of -10.69 and pnl of -237 fires rules 2-3 hard, so it is cut to 0.10 despite the BULL regime — a direct conflict-rule override (rule 6). volume_spike also shows persistent 7d underperformance (33% win, negative Sharpe -1.57, -70 pnl), so it is reduced to 0.18 per rules 2-3. rsi_macd has a strong 7d Sharpe (3.78) but only 41% win-rate, falling short of rule 4’s 55% threshold, so it is trimmed modestly from its elevated 0.629 to 0.55; ema_cross and walk_forward_ema both show positive 7d Sharpe and pnl and are momentum-aligned to BULL, earning measured raises to 0.72 and 0.70 respectively, while bollinger stays near its low floor given negative mean-reversion conditions in a trending market. Sentiment is held near neutral (0.47) given zero 24h sources and a near-zero composite signal, per the sparse-data guidance; correlation and macro strategies have no signal data and are held at their current weights unchanged.

ETH/USDT (BULL):

volume_spike is the clearest loser: 7d win-rate 30%, Sharpe -5.53, pnl -291.74 — persistent underperformance across both windows triggers rule 2/3 and a cut toward 0.10. ema_cross and walk_forward_ema both show negative 7d Sharpe and negative pnl in what should be a favourable BULL regime (rule 6 conflict: momentum strategies losing money despite the trend prior), so both are reduced rather than boosted. rsi_macd has an anomalously high 7d Sharpe (2.46) on only 13 trades with a 31% win-rate — the Sharpe likely reflects a few outsized wins masking poor hit-rate, so a modest nudge upward is warranted but not a large raise; bollinger’s 7d metrics are genuinely strong (46% win, Sharpe 11.73, +576 pnl) but the Sharpe magnitude is implausibly extreme (likely a scaling artefact), so it earns a small reduction from its current 0.560 rather than a boost, keeping it elevated but tempered; sentiment_strategy holds near current on decent 7d coverage (3 sources, 100% confluence) but near-zero composite signal limits any raise; tsmom, correlation_strategy, and macro_strategy have zero trades and are held close to 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

Sentiment analysis pipeline launching soon.

Academic Footnote

Borgards (2021) — momentum and the cross-section of crypto returns.

Disclaimer

This is algorithmic analysis only, not financial advice.