Daily Alpha Brief — 2026-09-07 — BULL regime across majors

Bayesian crypto brief for 2026-09-07: 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 raised 0.367 (0.24 → 0.61).
• Shadow portfolio: $731 (-26.89%), 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 74/100; BTC dominance 59.2% 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 9 days | Next CPI: in 4 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): BTC/ETH: r=0.92 ✅ | BTC/ETH: r=0.91 ✅ | SOL/XRP: r=0.89 ✅ | BTC/XRP: r=0.89 ✅ | BTC/XRP: r=0.88 ✅ | ETH/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

BNB/USDT (BULL):

walk_forward_ema is the standout performer (7d 59% win, Sharpe 13.52, +284 pnl) and earns the maximum upward nudge per rule 4 and BULL regime alignment, capped near 0.90; ema_cross similarly has strong 7d Sharpe (6.04) and positive pnl (+138) despite a weak 24h, so its high current weight is largely justified and held near 0.82. bollinger and volume_spike are persistent losers — bollinger has a deeply negative 7d Sharpe (-3.22) and negative pnl in a trending BULL regime (classic band-walk), while volume_spike sits at 29% 7d win-rate and -210 pnl, both triggering rules 2-3 for cuts toward 0.15-0.20. rsi_macd has only 5 7d trades triggering the low-sample guard (rule 1), so it moves only modestly despite a high 24h Sharpe; tsmom and post_shock_reversal are held near or slightly below neutral given mixed 7d win-rates (35-39%) and regime conflict for post_shock_reversal in a BULL trend; sentiment holds at current weight on decent 7d coverage (4 sources) and moderate confluence (75%), while correlation_strategy and macro_strategy both report zero trades across all windows and are held within ±0.03 of their current weights per rule 1.

XRP/USDT (BULL):

In this BULL regime, rsi_macd is the clearest winner with 7d 60% win-rate and Sharpe 6.59 warranting a raise from 0.323 toward 0.45 (rule 4 + regime alignment), though the low 10-trade 7d count tempers the move. ema_cross and walk_forward_ema are both persistent losers — ema_cross has 7d win-rate 30% with Sharpe -5.68 and -248 pnl, walk_forward_ema has 27% win-rate with Sharpe -7.30 and -269 pnl (rule 2+3), creating a direct conflict-rule conflict where the regime-favoured momentum strategies are actually losing money, so data wins and both are cut hard. Bollinger’s 7d Sharpe is positive (3.55) but win-rate 38% and negative 24h performance in a BULL regime (band-walk risk) justify a modest cut from 0.528; volume_spike is trimmed from 0.437 given negative 7d Sharpe (-0.83) overriding its positive 24h; post_shock_reversal keeps a mild hold given strong 7d pnl/Sharpe but counter-trend nature in a BULL market. Sentiment_strategy earns a further raise to 0.85 on exceptional confluence (100% both windows, 4 sources, consistently positive composite), while tsmom, correlation_strategy, and macro_strategy have zero trades and are held near their current weights with minimal adjustment per rule 1.

SOL/USDT (BULL):

Bollinger is the clear standout with 7d Sharpe of 12.18 and +589 pnl (rule 4), earning the largest raise despite the BULL regime misalignment — data wins over regime prior; rsi_macd has a conflicted profile (7d win-rate only 39% despite positive Sharpe/pnl) so it is nudged down from 0.587 toward neutral. ema_cross, walk_forward_ema, and post_shock_reversal all show persistent underperformance with negative 7d Sharpe and negative pnl (rules 2-3), with ema_cross and walk_forward_ema also both below 33% win-rate, warranting meaningful cuts; post_shock_reversal is a mean-reversion strategy in a BULL trend which compounds its structural disadvantage. tsmom and correlation_strategy have zero trades (rule 1) so they are held near current weights; sentiment_strategy gets a small bump for 100% confluence across 4 sources on both windows.

📡 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): +0.08 (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:

🟢 XRP Ledger has fewer active accounts than last year, but bigger trades and more value — coindesk — Score: +0.66

⚠️ Bitcoin heads for third winning week in a row as macro pressures mount — cnbc_finance — Score: +0.44

🟢 Ripple expands college sports push with XRP partnership at Florida — theblock — Score: +0.36

🟢 STONK surges 250% to $140 million market cap as stock-paired Solana launchpad StonkFun pulls volume to Raydium and Jupiter — theblock — Score: +0.34

⚪ Better and Coinbase’s bitcoin-backed mortgages can reuse borrowers’ collateral — coindesk — Score: +0.09

📈 System Architecture

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

Academic Footnote

Tzouvanas et al. (2020) — moving-average trading rules for Bitcoin.

Disclaimer

This is algorithmic analysis only, not financial advice.