Daily Alpha Brief — 2026-09-27 — BULL regime across majors

Bayesian crypto brief for 2026-09-27: BULL regime, strategy performance, weight shifts, and quant-vs-crowd sentiment across 9 symbols.

TL;DR

• Dominant regime: BULL (9 bullish / 0 bearish of 9 symbols).
• Top signal: rsi_macd on BTC raised 0.333 (0.25 → 0.58).
• Shadow portfolio: $724 (-27.59%), 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 73/100; BTC dominance 58.6% signals balanced.

🌐 Market Overview

Economic (FRED):

Stablecoin dominance 8.9% (risk-on); yield curve regime Flat.

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

Economic Calendar: Next FOMC: in 31 days | Next CPI: in 16 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: 9 BULL / 0 BEAR of 9 symbols.

🔗 Correlation Signals

Stable pairs (r > 0.70): BTC/ETH: r=0.83 ✅ | BTC/ETH: r=0.83 ✅ | ETH/SOL: r=0.82 ✅ | ETH/SOL: r=0.82 ✅ | BTC/SOL: r=0.80 ✅ | BTC/SOL: r=0.80 ✅

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

BTC/USDT (BULL):

tsmom is the standout performer (7d 52% win, Sharpe 17.01, +553 pnl) and aligns perfectly with the BULL regime as a momentum strategy, earning a meaningful raise toward 0.82; volume_spike is persistently destructive (7d 29% win, Sharpe -2.46, -80 pnl) triggering rule 2/3 cuts toward 0.18. bollinger is a band-walk casualty in this BULL regime with a 7d win-rate of only 38%, so it is nudged down despite its positive Sharpe, which is inflated by a few large winners masking consistent losses on win-rate; ema_cross has near-zero 7d Sharpe and negative pnl despite the BULL prior (rule 6 conflict), so it is held near neutral rather than boosted. rsi_macd is at the low-sample guard (7d trades=4) so it stays within ±0.05 of its current 0.25; post_shock_reversal and walk_forward_ema are modestly trimmed or held given mixed win-rates; sentiment_strategy retains high trust on full 3-source coverage with 100% confluence; correlation_strategy and macro_strategy both report zero activity and are held at their current weights per the no-data guidance.

XRP/USDT (BULL):

tsmom is the standout performer with 7d Sharpe 6.25 and +574 pnl, earning a raise toward 0.85 (rule 4 + BULL regime alignment); ema_cross and walk_forward_ema both show positive 7d Sharpe (~4.3 and 4.7) and pnl despite ugly 24h sessions, so they are nudged down modestly from elevated current weights while remaining above neutral given BULL regime support. bollinger and volume_spike both show persistent 7d losses with negative Sharpe and sub-30% win rates (rules 2-3), warranting cuts to 0.20; post_shock_reversal has a positive 7d pnl but poor win rate and conflicts with the BULL trend-continuation prior (rule 6), so it is trimmed to 0.40. rsi_macd’s 7d Sharpe is positive but win rate is only 39% with a brutal 24h, so it is reduced from 0.681; sentiment_strategy has strong 100% confluence across 3 sources and near-neutral composite, warranting a slight hold near current; correlation_strategy and macro_strategy report zero activity and are held near their current low weights per the thin-data guard.

SOL/USDT (BULL):

rsi_macd and tsmom trigger rule 1 (7d trades < 5 for rsi_macd at 3, and tsmom is borderline), so rsi_macd is held near its current 0.246 with only a marginal trim given its awful 24h metrics; ema_cross and walk_forward_ema carry very high current weights (0.915/0.919) and their 7d profiles are solidly positive (Sharpe 6.26 and 7.17, positive pnl), but the catastrophic 24h Sharpes (-24.46 and -19.83) signal recent deterioration, so I cut both modestly to 0.85 rather than validate the extremes — BULL regime alignment prevents a larger cut. Bollinger’s 7d Sharpe of 10.40 is impressive but mean-reversion faces a structural headwind in a confirmed BULL trend (band-walk risk), so it stays near its current weight with a small trim to 0.55; post_shock_reversal similarly faces a trend-vs-reversion conflict (rule 6) so it is nudged down slightly to 0.48. Sentiment_strategy shows strong 7d confluence (100%) with three sources active, warranting a modest hold near current; correlation_strategy and macro_strategy both report zero trades/signals across all windows, so they are held within 0.05 of their current weights per the no-data-hold principle.

📡 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): +0.03 (neutral) — “Federal Reserve Board announces approval of the application by FS Bancorp, Inc.”.

Most-talked alt: DOGE/USDT at +0.81 (bullish crowd lean).

📰 Today’s Key Reads

Curated from 3 sources monitored today:

🟢 XRP Ledger’s Batch upgrade slips to Oct. 9 after validator support resets — coindesk — Score: +0.60

🟢 Bitcoin ETFs turn positive for 2026 with $2.4 billion weekly inflow, their largest since October — theblock — Score: +0.49

🟢 JPMorgan says bitcoin crossing $85,000 production cost could ease miner selling pressure — theblock — Score: +0.42

🟢 Bitcoin ETF flows turn positive for 2026 after erasing $5.8 billion deficit — coindesk — Score: +0.30

⚠️ Burnham under pressure to lobby Trump on US diesel export ban — ft_markets — Score: -0.13

Academic Footnote

Borgards (2021) — momentum and the cross-section of crypto returns.

Disclaimer

This is algorithmic analysis only, not financial advice.