Daily Alpha Brief — 2026-10-14 — BULL regime across majors

Bayesian crypto brief for 2026-10-14: BULL regime, strategy performance, weight shifts, and quant-vs-crowd sentiment across 9 symbols.

TL;DR

• Dominant regime: BULL (5 bullish / 1 bearish of 9 symbols).
• Top signal: volume_spike on WIF cut 0.269 (0.52 → 0.25).
• Shadow portfolio: $717 (-28.28%), 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 neutral at 55/100; BTC dominance 59.8% 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 14 days | Next CPI: in 30 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: 5 BULL / 1 BEAR of 9 symbols.

🔗 Correlation Signals

Stable pairs (r > 0.70): XRP/DOGE: r=0.92 ✅ | SOL/XRP: r=0.89 ✅ | ETH/BNB: r=0.89 ✅ | ETH/DOGE: r=0.89 ✅ | BTC/ETH: r=0.89 ✅ | DOGE/WIF: 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

WIF/USDT (SIDEWAYS):

volume_spike is the clearest cut: 7d win-rate of 28% with a deeply negative Sharpe (-3.97) and negative pnl triggers rule 2/3, so it is slashed well below current; tsmom (18% win, -3.93 Sharpe, -91.60 pnl) and post_shock_reversal (29% win, -5.73 Sharpe, -147.37 pnl) both breach rule 2 thresholds and are cut toward the floor, with post_shock_reversal already near 0.20 and pushed lower still. rsi_macd earns a modest hold-and-nudge-up on its strong 7d metrics (71% win, positive pnl) despite the SIDEWAYS regime conflicting with its momentum nature — data wins per rule 6; ema_cross and bollinger both show sub-40% win-rates in SIDEWAYS so neither gets a boost, with bollinger’s regime alignment merely preventing a deeper cut. walk_forward_ema’s 24h window looks excellent but its 7d win-rate of 35% is mediocre, so it is held near current rather than raised. Sentiment sources are sparse (2/4 lanes) with near-zero composite, warranting a small trim; correlation and macro show zero activity and are held at their current weights per the thin-data guard.

AVAX/USDT (BULL):

rsi_macd has a strong 7d Sharpe (6.77) and positive pnl (+242) but a below-30% win-rate (39%), so I trimmed it modestly from 0.74 rather than raising it further — the win-rate conflict with rule 2 prevents a full boost, but the positive risk-adjusted return keeps it the top-trusted signal in this BULL regime. bollinger is cut to near-floor (0.08) per rules 2-3: 7d win 25%, Sharpe -6.69, pnl -181, a textbook band-walk casualty in a trend. ema_cross and walk_forward_ema both show sub-30% 7d win-rates with negative Sharpe and negative pnl, triggering rule 2-3 cuts despite BULL regime alignment — data overrides regime (rule 6); post_shock_reversal similarly suffers persistent losses (7d win 28%, Sharpe -5.45, pnl -248) and is regime-misaligned, so it is cut toward 0.10. tsmom and correlation_strategy/macro_strategy have zero trades (rule 1 low-sample guard) and are held within ±0.05 of their current weights; sentiment_strategy shows near-zero composite with only 2 sources, so it is nudged slightly down from 0.495 to reflect weak signal coverage.

SOL/USDT (BULL):

walk_forward_ema is the standout performer with 7d win=58%, Sharpe=14.47, pnl=+299 and is well-suited to a BULL regime, earning a meaningful raise toward 0.85; rsi_macd has strong 7d Sharpe and positive pnl but its 24h collapse (win=25%, Sharpe=-10.63) and already-elevated weight of 0.897 warrant a pull-back to 0.75 rather than a further lift. volume_spike is cut to 0.35 per rule 3 (negative 7d Sharpe -1.07, negative pnl) and the conflict with its current weight; bollinger’s negative 7d Sharpe and pnl in a BULL trend confirm the classic band-walk penalty (rule 3 + regime), so it stays near its low at 0.22, while post_shock_reversal (mean-reversion family, 7d win only 40% in a trending market) is gently nudged down to 0.22; tsmom, correlation_strategy, and macro_strategy have zero trades on both windows so they are held near current weights per rule 1, and sentiment_strategy’s near-neutral composite with perfect confluence warrants a slight reduction from its elevated 0.613 toward 0.55.

📡 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): -0.01 (neutral) — “Ships in Hormuz strait hit by worst spate of attacks since start of war”.

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

📰 Today’s Key Reads

Curated from 3 sources monitored today:

⚠️ UK chances of keeping £3.8bn bitcoin haul rise after High Court ruling — ft_markets — Score: -0.65

🔴 Why a bug that could have threatened XRP’s 100 billion supply cap stayed hidden for years — coindesk — Score: -0.46

🟢 Ripple, Stripe-owned Privy partner to bring embedded wallets to XRP Ledger — theblock — Score: +0.40

⚠️ Ships in Hormuz strait hit by worst spate of attacks since start of war — ft_markets — Score: -0.25

🟢 Standard Chartered launches custody for Ripple’s RLUSD on XRP Ledger — theblock — Score: +0.24

Academic Footnote

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

Disclaimer

This is algorithmic analysis only, not financial advice.