Daily Alpha Brief — 2026-09-03 — BULL regime across majors

Bayesian crypto brief for 2026-09-03: 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 BNB cut 0.253 (0.59 → 0.34).
• Shadow portfolio: $733 (-26.67%), 3 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 71/100; BTC dominance 59.6% signals balanced.

🌐 Market Overview

Economic (FRED):

Stablecoin dominance 9.8% (risk-on); yield curve regime Flat.

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

Economic Calendar: Next FOMC: in 13 days | Next CPI: in 8 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): XRP/DOGE: r=0.90 ✅ | SUI/AVAX: r=0.90 ✅ | XRP/SUI: r=0.89 ✅ | DOGE/SUI: r=0.88 ✅ | DOGE/AVAX: 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

BNB/USDT (BULL):

rsi_macd is cut hard from 0.593: 7d win-rate 33% and Sharpe -4.10 with negative pnl triggers rules 2-3, a severe conflict with the BULL regime prior. ema_cross similarly shows 7d win-rate 30% and Sharpe -3.28 despite the BULL regime, so it is reduced per conflict rule 6 and rules 2-3. volume_spike and tsmom are both near the floor: volume_spike has 7d win-rate 30%, Sharpe -5.22, pnl -162.49 and tsmom 26% win-rate, Sharpe -5.95, pnl -155.21 — both trigger rule 2 (persistent underperformance) with strongly negative pnl pushing toward 0.10. post_shock_reversal is the standout with 7d Sharpe 2.92 and positive pnl 99.16, earning a modest raise despite being a mean-reversion strategy in a BULL regime, as the data clearly overrides the regime prior (rule 6). walk_forward_ema is held near its current weight: 7d sample is only 13 trades (borderline rule 1) but Sharpe 1.77 and positive pnl support mild confidence; bollinger gets a token nudge up on marginally positive 7d pnl but remains low given the BULL band-walk risk. sentiment_strategy is nudged slightly up on 4-source coverage and 75% confluence. correlation_strategy and macro_strategy report zero trades and are held within a small band of their current weights per rule 1.

SOL/USDT (BULL):

Bollinger is the standout performer with a 7d win-rate of 43%, Sharpe of 10.74, and +737.78 pnl, earning a meaningful raise to 0.70 despite the BULL regime normally favouring momentum — the data overrides the prior (rule 6). Volume_spike and ema_cross are both deeply negative on 7d (volume_spike: 27% win, Sharpe -8.35, -654 pnl; ema_cross: 31% win, Sharpe -3.27, -171 pnl), triggering rules 2-3 cuts to near-floor levels at 0.10. Post_shock_reversal has a conflicted signal — poor 24h Sharpe but positive 7d pnl and Sharpe, so a modest hold near current weight is appropriate; rsi_macd holds slightly below current given a 35% 7d win-rate with positive Sharpe. Sentiment_strategy earns a raise to 0.62 on full 4-source coverage and 100% confluence in both windows; tsmom, correlation_strategy, and macro_strategy all have zero trades and are held near their current weights per the low-sample guard (rule 1).

WIF/USDT (BEAR):

rsi_macd and tsmom have zero trades on both windows so rule 1 holds them at their current weights unchanged. ema_cross and bollinger also have only 3 trades (7d) triggering rule 1, but ema_cross posts an exceptional Sharpe of 7.17 with 67% win rate and +197 pnl, justifying a modest nudge upward toward 0.50 aligned with BEAR regime momentum; bollinger’s 33% win rate and modest pnl warrant holding near current with a slight trim. volume_spike has abundant 7d data (67 trades, 30% win rate) which normally triggers rule 2, but the Sharpe of 9.50 and +884 pnl create a direct conflict — the negative 24h window (-2.81 Sharpe, 22% win) signals recent deterioration so per the conflict rule I trust recent data and hold volume_spike near current rather than rewarding the stale 7d Sharpe. post_shock_reversal is a clear cut: 37 trades, 16% win rate, Sharpe -6.41, pnl -438 — both rules 2 and 3 fire and it is a mean-reversion strategy in a BEAR trend, so it is reduced to 0.18. walk_forward_ema has strong 7d metrics (Sharpe 6.92, +422 pnl) but the 24h collapse (0% win, Sharpe -23.60) is a serious recent conflict, so I apply a modest regime-aligned bump rather than a full rule-4 raise. sentiment_strategy has 3 sources with 100% confluence and mildly positive composite, warranting a small hold-to-nudge-up from 0.327 to 0.35; correlation_strategy and macro_strategy have no actionable signals and remain at current weights.

📡 Signal Outlook

💼 Shadow Portfolio

Open positions:

$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).
• CryptoCompare top headline: “500M XRP leaves Binance since November 2025 – But sell pressure keeps price down” (-0.76).
• Macro signal (FT/Fed/CNBC): +0.08 (neutral) — “Federal Reserve Board announces approval of the application by Banco Santander, S.A. and Santander H”.

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

📰 Today’s Key Reads

Curated from 3 sources monitored today:

🔴 Solana, ether, xrp lead majors slide as Iran strikes drive a broad risk selloff — coindesk — Score: -0.56

🟢 Japan-listed Remixpoint sells all ETH, SOL, XRP and DOGE holdings in shift to bitcoin-only crypto strategy — theblock — Score: +0.23

⚪ Cango shares plunge 20% after bitcoin miner reports $81.6 million Q2 loss — theblock — Score: +0.19

⚪ Bitcoin enters ‘Rektember’ as rate-hike risk combines with seasonality to threaten rally — coindesk — Score: -0.19

⚠️ Samsung plans up to $80 billion in shareholder returns after SK Hynix buyback — cnbc_finance — Score: +0.10

Academic Footnote

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

Disclaimer

This is algorithmic analysis only, not financial advice.