Daily Alpha Brief — 2026-09-15 — BULL regime across majors

Bayesian crypto brief for 2026-09-15: BULL regime, strategy performance, weight shifts, and quant-vs-crowd sentiment across 9 symbols.

TL;DR

• Dominant regime: BULL (5 bullish / 3 bearish of 9 symbols).
• Top signal: walk_forward_ema on SUI raised 0.344 (0.14 → 0.48).
• Shadow portfolio: $721 (-27.90%), 2 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 69/100; 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 1 day | Next CPI: in 28 days | 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 / 3 BEAR of 9 symbols.

🔗 Correlation Signals

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

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

SUI/USDT (SIDEWAYS):

volume_spike is catastrophically bad with 7d win_rate of 16% and Sharpe of -9.75 on 87 trades — far exceeding the rule-2/3 threshold — so it is cut hard toward 0.10; post_shock_reversal similarly shows 14% win_rate and Sharpe of -6.14 on 7 trades and is cut to 0.10. walk_forward_ema is the only price-based standout with 7d 60% win / 8.59 Sharpe / +244 pnl on just 5 trades — at the rule-1 boundary, so a modest raise to 0.19 is warranted rather than a full rule-4 boost. rsi_macd, bollinger, ema_cross, tsmom, correlation_strategy, and macro_strategy all have zero 7d trades and are held within +/-0.05 of their current weights per the low-sample guard; sentiment_strategy retains a near-current high weight given 100% confluence across 2 sources over both windows.

XRP/USDT (BULL):

tsmom is the clear standout in this BULL regime with 55% win rate, Sharpe of 13.84, and +723 pnl on 20 7d trades, earning a meaningful raise per rule 4 and regime alignment; ema_cross also gets a modest lift on its strong 7d Sharpe of 8.79 and positive pnl despite a sub-55% win rate. rsi_macd and bollinger are cut hard — both show 0-18% 7d win rates with deeply negative Sharpe and pnl, triggering rules 2-3 (bollinger near floor at 0.08 as a confirmed band-walk casualty in a BULL trend); post_shock_reversal is similarly penalised with a 7d Sharpe of -6.23 and -364 pnl despite a better 24h, which is a data-wins conflict (rule 6). sentiment_strategy earns a small raise given consistent 3-source coverage and 100% confluence on both windows; correlation_strategy and macro_strategy reported zero trades on both windows so they hold near their current weights per rule 1; walk_forward_ema stays near neutral as its positive pnl but sub-55% win rate and modest 7d Sharpe don’t meet the full rule-4 bar.

AVAX/USDT (BEAR):

volume_spike is the clearest action item: 76 trades over 7d with only 18% win-rate, Sharpe of -4.63, and -238 pnl triggers rule 2 (persistent underperformance with negative pnl), so I cut it hard toward 0.10. post_shock_reversal fired 7 trades with 0% win-rate, Sharpe -13.33, and -199 pnl — rule 2 fires again, cut to 0.10; note the conflict that this mean-reversion strategy is losing even in a BEAR regime where post-shock bounces might be expected, so data wins over regime logic. bollinger has only 2 trades (thin data guard applies) but 0% win-rate and deeply negative Sharpe warrants a modest cut to 0.18; walk_forward_ema similarly has 1 trade with severe negative Sharpe, trimmed slightly to 0.14 under the low-sample guard. sentiment_strategy shows strong 7d confluence (100%) with 3 sources and mildly positive composite, earning a small upward nudge to 0.70; rsi_macd, ema_cross, tsmom, correlation_strategy, and macro_strategy all have zero trades and no actionable data, so they are held within ±0.00 of current weight 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 +0.69 (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

🟢 DeFi Development Corp expands Solana treasury to 2.39 million SOL, sets up $300 million CHAD ATM — theblock — Score: +0.46

🔴 Dogecoin ETFs struggled for buyers while rival XRP and Solana funds pulled in $3 billion — coindesk — Score: -0.34

Academic Footnote

Addy et al. (2024) — cointegration-based crypto pairs strategies.

Disclaimer

This is algorithmic analysis only, not financial advice.