Daily Alpha Brief — 2026-10-13 — BULL regime across majors

Bayesian crypto brief for 2026-10-13: BULL regime, strategy performance, weight shifts, and quant-vs-crowd sentiment across 9 symbols.

TL;DR

• Dominant regime: BULL (5 bullish / 2 bearish of 9 symbols).
• Top signal: rsi_macd on ETH cut 0.380 (0.75 → 0.37).
• Shadow portfolio: $718 (-28.16%), 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 neutral at 55/100; BTC dominance 59.4% signals balanced.

🌐 Market Overview

Economic (FRED):

Stablecoin dominance 9.1% (risk-on); yield curve regime Flat.

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

Economic Calendar: Next FOMC: in 15 days | Next CPI: in 0 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 / 2 BEAR of 9 symbols.

🔗 Correlation Signals

Stable pairs (r > 0.70): XRP/DOGE: r=0.92 ✅ | ETH/BNB: r=0.88 ✅ | ETH/DOGE: r=0.88 ✅ | SOL/XRP: r=0.88 ✅ | BTC/XRP: r=0.87 ✅ | BTC/ETH: r=0.87 ✅

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

ETH/USDT (BULL):

In a confirmed BULL regime, volume_spike is the standout performer (7d 51% win, Sharpe 22.21, +382 pnl) and earns the largest raise per rule 4; ema_cross shows a strong 7d Sharpe of 5.52 with positive pnl and regime alignment, so it is raised moderately despite a mediocre win-rate. rsi_macd and bollinger both have negative 7d Sharpe and sub-40% win-rates with negative pnl — rules 2-3 force cuts, and bollinger is further penalized as a mean-reversion strategy in a trending market. post_shock_reversal is the worst actor (7d 34% win, Sharpe -9.84, -213 pnl, 50 trades — ample data), so it is cut hard toward 0.15 per rule 2. walk_forward_ema has only 4 7d trades triggering the low-sample guard (rule 1), so it is nudged from its inflated 0.863 toward neutral rather than cut aggressively. tsmom has zero trades on both windows — held near current with a mild downward nudge toward neutral. sentiment_strategy shows weak 7d confluence (33%) and near-zero composite, so it receives only a small upward nudge from current. correlation_strategy and macro_strategy are both inactive (zero trades/signals) and are held at near their current weights.

DOGE/USDT (SIDEWAYS):

rsi_macd, ema_cross, walk_forward_ema, correlation_strategy, and macro_strategy all have zero 7d trades, so rule 1 locks them near current weights with no meaningful adjustment. bollinger has only 1 trade but that trade is deeply negative (Sharpe -3.83, pnl -41.36), so a modest cut is warranted despite thin data; in a SIDEWAYS regime it would normally be favoured, but a single losing trade with extreme negative Sharpe justifies a small downward nudge to 0.28. volume_spike has 31 7d trades and a 26% win-rate with negative-skew risk (rule 2 fires: win-rate < 30%), and despite the anomalously high Sharpe driven by a few large winners the persistent low win-rate warrants a cut from 0.501 toward 0.40; a SIDEWAYS bump is not enough to override this data conflict. post_shock_reversal has only 2 trades but both losses with a brutal Sharpe of -7.92, so it is cut to 0.15 under the low-sample guard combined with consistent negative performance. tsmom has 10 trades at 30% win-rate and positive Sharpe/pnl, which is marginal but not alarming; a small de-risk nudge to 0.37 reflects its momentum nature being less suited to SIDEWAYS. sentiment_strategy 7d confluence dropped to 33% with a near-zero composite, signalling contradictory sources, so it is trimmed from 0.583 to 0.52 per the guidance to lower weight when sources are sparse or contradictory.

BNB/USDT (SIDEWAYS):

SIDEWAYS regime with broadly poor price-strategy performance: volume_spike is the clearest cut — 7d win-rate 29% with sharply negative Sharpe (-8.68) and pnl (-100.79) fires rules 2-3, dropping it toward 0.20; bollinger, despite being the regime-favoured mean-reversion strategy, also posts 33% win-rate and deeply negative 7d Sharpe (-7.03) with negative pnl, so the data overrides the regime prior (rule 6) and it is cut to 0.30. post_shock_reversal similarly has 29% win-rate and negative Sharpe across both windows, warranting a reduction to 0.22. rsi_macd’s Sharpe figures appear anomalously inflated (likely a scaling artefact) but its 46% win-rate and positive 7d pnl are the best among price strategies, so it is modestly held above neutral at 0.68; walk_forward_ema and tsmom have thin 7d data (≤3 trades), so they are kept near their current weights per rule 1; sentiment_strategy is nudged slightly down to 0.48 given near-zero composite and only 33% 7d confluence, while correlation_strategy and macro_strategy remain near their current weights with zero activity reported.

📡 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) — “Trump’s Russian diesel gambit is cynical and won’t work”.

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

📰 Today’s Key Reads

Curated from 3 sources monitored today:

🔴 XRP Ledger patches decade-old bug that could have minted trillions of XRP — theblock — Score: -0.57

🟢 Securitize launches 1:1-backed tokenized stocks, starting with Apple, Nvidia, Strategy and more — theblock — Score: +0.34

⚠️ The struggle to fix Africa’s debt crisis — ft_markets — Score: -0.31

⚠️ Oil chiefs pull out of Riyadh energy congress after airport missile strike — ft_markets — Score: -0.28

🟢 XRP Ledger patched decade-old bug that could create billions of dollars in XRP from nothing — coindesk — Score: +0.27

Academic Footnote

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

Disclaimer

This is algorithmic analysis only, not financial advice.