Daily Alpha Brief — 2026-10-01 — BULL regime across majors

Bayesian crypto brief for 2026-10-01: 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 BNB raised 0.311 (0.35 → 0.66).
• Shadow portfolio: $723 (-27.65%), 3 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 58.7% 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 27 days | Next CPI: in 12 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=0.92 ✅ | XRP/DOGE: r=0.87 ✅ | ETH/SOL: r=0.86 ✅ | BNB/DOGE: r=0.86 ✅ | SOL/DOGE: r=0.85 ✅ | 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

BNB/USDT (BULL):

In this confirmed BULL regime, walk_forward_ema earns a modest lift (0.737→0.70 after 24h drag is noted but 7d shows 37% win / 3.64 Sharpe / +70 pnl) and ema_cross is trimmed slightly (0.705→0.65) because its 7d win-rate of 36% and negative 24h Sharpe signal weakness despite positive 7d Sharpe, flagging a data-vs-regime conflict per rule 6. volume_spike is cut hard to the floor (0.118→0.05) on persistent 7d underperformance — 26% win-rate, -7.50 Sharpe, -217 pnl — satisfying rule 2; tsmom is similarly punished (0.221→0.12) with 24% 7d win-rate and -5.26 Sharpe. rsi_macd gets a small bump (0.349→0.38) on positive 7d pnl and BULL alignment, while bollinger is trimmed (0.283→0.22) given its 7d win-rate of only 33% in a trending market consistent with band-walk risk; post_shock_reversal holds near current (0.199→0.19) with a negative 7d Sharpe offsetting its positive 24h; sentiment stays close to current (0.598→0.58) given moderate confluence and coverage with only mildly positive composite; correlation_strategy and macro_strategy each had zero trades on both windows so are held within ±0.05 of current per rule 1.

SUI/USDT (BULL):

volume_spike is the standout performer with 7d win=45%, Sharpe=12.70, pnl=+1890 and sufficient sample (89 trades), earning a raise toward 0.72 per rule 4 and its regime-agnostic strength; bollinger posts an impressive 7d Sharpe=10.13 and pnl=+1328 but win-rate of 44% falls short of rule 4’s 55% threshold and the BULL regime penalises mean-reversion, so I trim it modestly from 0.59 to 0.57. tsmom is disqualified by rule 2/3 (7d win=20%, Sharpe=-8.51, pnl=-783), a severe conflict with the BULL prior — data wins and it is cut to 0.10; ema_cross and walk_forward_ema share identical losing 7d metrics (35% win, Sharpe=0.55 barely positive but 24h Sharpe deeply negative at -15.69) signalling recent deterioration, so both are trimmed to 0.38 despite the BULL regime. sentiment_strategy has moderate 3-source coverage with weak composite (+0.05) and 67% confluence, warranting a gentle pull from 0.706 toward 0.65; correlation_strategy and macro_strategy both show zero activity (no trades/signals reported), so they are held near current weight with only a negligible drift per the low-signal guidance.

XRP/USDT (BULL):

rsi_macd and ema_cross/walk_forward_ema are catastrophic underperformers in a nominally BULL regime — ema_cross and walk_forward_ema share identical 7d metrics (28% win, -6.90 Sharpe, -324 pnl) triggering rules 2 and 3 hard, cut toward 0.10; rsi_macd similarly 32% win with -2.11 Sharpe cut to 0.20 — this is a clear conflict-rule scenario where momentum is losing badly despite the BULL label. post_shock_reversal is the only price-based standout (7d Sharpe 3.16, +258 pnl, 35% win on 66 trades), raised to 0.55 per rule 4 despite modest win-rate, as the Sharpe and pnl are dominant; bollinger and tsmom held near current on weak or thin signals; volume_spike nudged slightly down from current on the bad 24h but retains modest positive 7d pnl; sentiment_strategy held near its strong current weight given 100% confluence across 4 sources; correlation_strategy and macro_strategy have zero trades and no actionable signals so held at current weights with minimal adjustment.

📡 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).
• CryptoCompare top headline: “US crypto funds secure $3.55 billion weekly inflows, Bitcoin leads” (+0.63).
• Macro signal (FT/Fed/CNBC): +0.04 (neutral) — “Federal Reserve Board finalizes changes to enhance the transparency and public accountability of its”.

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

📰 Today’s Key Reads

Curated from 3 sources monitored today:

🟢 DogeOS launches testnet to bring EVM smart contracts to Dogecoin — theblock — Score: +0.71

🟢 ‘Even more orange’: Strategy buys 1,665 bitcoin for $143 million as total holdings reach 847,666 BTC — theblock — Score: +0.43

🟢 Live updates: Bitcoin closing out best quarter since 2024, ether its best since 2021 — coindesk — Score: +0.38

🟢 Bitcoin rally shows signs of cooling even as a ‘bull score’ gauge nears its perfect score — coindesk — Score: +0.22

⚠️ Why Xi believes the U.S. and China can overcome the ‘Thucydides Trap’ — cnbc_finance — Score: +0.16

Academic Footnote

Care & Cumming (2024) — algorithmic trading and crypto market quality.

Disclaimer

This is algorithmic analysis only, not financial advice.