Daily Alpha Brief — 2026-09-10 — BULL regime across majors

Bayesian crypto brief for 2026-09-10: 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 XRP cut 0.266 (0.82 → 0.55).
• Shadow portfolio: $733 (-26.66%), 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 72/100; BTC dominance 58.8% signals balanced.

🌐 Market Overview

Economic (FRED):

Stablecoin dominance 9.5% (risk-on); yield curve regime Flat.

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

Economic Calendar: Next FOMC: in 6 days | Next CPI: in 1 day | position-size modifier 0.60×.

📊 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=0.94 ✅ | SOL/XRP: r=0.87 ✅ | ETH/XRP: r=0.87 ✅ | BTC/XRP: r=0.87 ✅ | ETH/SOL: r=0.87 ✅ | BTC/SOL: r=0.84 ✅

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

XRP/USDT (BULL):

ema_cross and walk_forward_ema both show 7d win-rate of 29% with deeply negative 7d Sharpe (-5.82 and -5.59) and large negative pnl, triggering rules 2-3 for cuts despite the BULL regime — a clear data-over-prior conflict (rule 6); walk_forward_ema is nudged even lower given its larger loss. volume_spike is the standout performer (7d Sharpe 3.72, +219 pnl, 56 trades) and earns a meaningful raise per rule 4, while rsi_macd’s 7d Sharpe of 0.40 and modest positive pnl in BULL justify pulling it back from its over-inflated 0.818 toward a more moderate level. post_shock_reversal has negative 7d Sharpe and pnl and is regime-misaligned in a BULL trend (mean-reversion family), so it is cut; bollinger’s anomalously high 7d Sharpe of 2.05 with positive pnl warrants a slight raise despite BULL headwinds, though caution is appropriate given the 35% win-rate. Sentiment_strategy receives a marginal bump on strong coverage (3 sources), perfect confluence, and consistently mild positive composite; tsmom, correlation_strategy, and macro_strategy hold near current weights under the low-sample guard (zero trades/signals).

ETH/USDT (BULL):

In a confirmed BULL regime, momentum strategies are favoured: rsi_macd holds strong (7d 50% win, Sharpe 14.69, +511 pnl) and is kept near its elevated current weight; ema_cross shows good 24h performance (67% win, Sharpe 22.95) though 7d is only 50% win, so it gets a modest trim from 0.619 toward 0.68 reflecting regime alignment with mild caution. Bollinger is punished per rule 3 — its 24h Sharpe is deeply negative (-23.12) and 7d win-rate of 46% with band-walk risk in a BULL trend warrants a cut from 0.549 to 0.40. Volume_spike has a poor 7d win-rate (37%) and negative 24h Sharpe so it is trimmed further; tsmom and correlation_strategy/macro_strategy have zero trades across all windows (rule 1, held near current); post_shock_reversal has a brutal 24h (8% win, -256 pnl) but recovers somewhat on 7d so it is trimmed modestly; sentiment_strategy earns a small lift on full 3-source coverage, 100% confluence, and mildly positive composite across both windows.

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).

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

📰 Today’s Key Reads

Curated from 3 sources monitored today:

⚠️ Bitcoin heads for third winning week in a row as macro pressures mount — cnbc_finance — Score: +0.75

🟢 ‘The chain is now earnings’: Bernstein sees 31% upside for Robinhood as fees top Solana, BNB Chain — theblock — Score: +0.62

🟢 Bitmine nears 5% of Ethereum supply after buying 28,086 ETH — theblock — Score: +0.62

⚠️ Saudi energy facilities hit by wave of Houthi strikes — ft_markets — Score: -0.19

⚠️ BP and Shell’s strategy counterpoint — ft_markets — Score: -0.14

Academic Footnote

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

Disclaimer

This is algorithmic analysis only, not financial advice.