Daily Alpha Brief — 2026-09-14 — BULL regime across majors

Bayesian crypto brief for 2026-09-14: BULL regime, strategy performance, weight shifts, and quant-vs-crowd sentiment across 9 symbols.

TL;DR

• Dominant regime: BULL (4 bullish / 4 bearish of 9 symbols).
• Top signal: rsi_macd on SOL cut 0.326 (0.63 → 0.30).
• Shadow portfolio: $725 (-27.54%), 1 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 66/100; BTC dominance 58.8% signals balanced.

🌐 Market Overview

Economic (FRED):

Stablecoin dominance 9.9% (risk-on); yield curve regime Flat.

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

Economic Calendar: Next FOMC: in 2 days | Next CPI: in 29 days | position-size modifier 0.80×.

📊 Regime Analysis

Regime per symbol from EMA200 + ADX on daily candles, with the fusion signal.

The book is mixed: 4 BULL / 4 BEAR of 9 symbols.

🔗 Correlation Signals

Stable pairs (r > 0.70): SOL/XRP: r=0.91 ✅ | BTC/SOL: r=0.90 ✅ | SOL/DOGE: r=0.90 ✅ | BTC/ETH: r=0.90 ✅ | ETH/SOL: r=0.89 ✅ | 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

SOL/USDT (BULL):

rsi_macd and bollinger both trigger rule 2 hard (7d win-rates 28% and 26%, deeply negative Sharpe and pnl), so both are cut sharply toward 0.10-0.20; bollinger also contradicts the BULL regime (band-walk risk) compounding the cut. post_shock_reversal is the worst performer across the board (7d win 27%, Sharpe -9.39, pnl -552), firing rules 2 and 3 simultaneously, so it is cut to the floor at 0.10; walk_forward_ema similarly posts 7d win 25% and Sharpe -5.04 warranting a near-floor cut to 0.12. ema_cross has thin but positive 24h data with a deteriorating 7d Sharpe (-1.56, negative), so it is modestly reduced from 0.398 to 0.38 per rule 3, kept near current given the BULL regime alignment nudge. volume_spike and tsmom are the standout price-based performers (7d Sharpe 3.12/3.17, positive pnl) and are held near their current elevated weights with a small upward nudge consistent with the BULL regime. sentiment_strategy has full 3-source coverage, 100% confluence, and mild positive composite both windows, so its weight is held at 0.74; correlation_strategy and macro_strategy show zero activity and are held at their current neutral-low weights per the no-data hold-steady principle.

ETH/USDT (BULL):

In a confirmed BULL regime, walk_forward_ema is the standout performer (7d: 65% win, Sharpe 17.66, +517 pnl) and stays near its cap at 0.87; ema_cross also earns its high weight (52% win, Sharpe 15.75, +479 pnl) and is held near 0.90 per rule 4 and regime alignment. Bollinger is a classic band-walk casualty with 7d win-rate 28% (rule 2) and deeply negative Sharpe and pnl (rule 3), so it is cut to 0.15; post_shock_reversal shows a severe 7d/24h split — 30% win-rate, negative Sharpe, and -262 pnl on 76 trades over 7d despite a strong 24h, so data wins over the short-term signal and it is cut to 0.15 per rules 2-3 and the conflict rule. tsmom has only 1 trade on 7d (rule 1 low-sample guard) so it is held within +/-0.05 of current; sentiment_strategy earns a small raise on 100% confluence across 3 sources with a mildly positive composite; correlation_strategy and macro_strategy both show zero activity and are held at their current weights per the no-data guidance.

WIF/USDT (BEAR):

volume_spike is catastrophically bad with 7d win-rate of 17%, Sharpe of -4.99, and -397 pnl on 64 trades — rule 2 and 3 mandate a hard cut toward 0.15; post_shock_reversal is equally disastrous (0% win-rate, -15.77 Sharpe, -371 pnl over 8 trades) and is cut to 0.10 per rule 2. walk_forward_ema also shows persistent losses (20% win, -4.09 Sharpe, -240 pnl on 25 trades) and is reduced to 0.18. tsmom has fewer than 5 trades on 7d so rule 1 applies — kept within +/-0.05 of current; sentiment_strategy retains a high weight given 100% confluence and consistent positive composite across both windows with good source coverage; rsi_macd, bollinger, ema_cross, correlation_strategy, and macro_strategy all have zero trades and are held near their current weights per rule 1.

📡 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).
• Macro signal (FT/Fed/CNBC): +0.09 (neutral) — “Federal Reserve Board announces approval of the application by Banco Santander, S.A. and Santander H”.

Most-talked alt: XRP/USDT at +0.54 (bullish crowd lean).

📰 Today’s Key Reads

Curated from 3 sources monitored today:

🟢 Bitcoin, ether rise as inflation data does little to alter Fed interest rate outlook — theblock — Score: +0.77

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

🟢 Ripple stablecoin chief sees $13 trillion corporate treasury opportunity for RLUSD — coindesk — Score: +0.56

🔴 Bitwise shuts down Dogecoin ETF less than a year after launch — theblock — Score: -0.34

🔴 Bitcoin below $77,000, Zcash leads losses as traders bet on a Fed rate hike — coindesk — Score: -0.24

📈 System Architecture

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

Academic Footnote

Krauss (2017) — statistical arbitrage pairs trading.

Disclaimer

This is algorithmic analysis only, not financial advice.