Daily Alpha Brief — 2026-10-15 — BULL regime across majors

Bayesian crypto brief for 2026-10-15: 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: rsi_macd on BTC cut 0.319 (0.83 → 0.51).
• Shadow portfolio: $720 (-27.97%), 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 neutral at 55/100; BTC dominance 59.9% signals balanced.

🌐 Market Overview

Economic (FRED):

Stablecoin dominance 9.2% (risk-on); yield curve regime Flat.

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

Economic Calendar: Next FOMC: in 13 days | Next CPI: in 29 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=0.93 ✅ | DOGE/WIF: r=0.90 ✅ | DOGE/SUI: r=0.90 ✅ | BTC/ETH: r=0.90 ✅ | ETH/BNB: r=0.90 ✅ | SOL/XRP: 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

BTC/USDT (BULL):

rsi_macd is drastically cut from its inflated 0.834: 7d win-rate of 35% with negative Sharpe (-0.59) and negative pnl fires rules 2-3 hard, though the 7d Sharpe is only mildly negative so a floor near 0.55 is appropriate after the blending discount rather than a floor cut; ema_cross earns a modest raise to 0.72 because its 7d Sharpe of 7.58 and positive pnl (+113.64) satisfy rule 4 despite a poor 24h window, and BULL regime alignment reinforces this. volume_spike is cut sharply to 0.10 on 7d win-rate of 33% with a deeply negative Sharpe (-5.34) and large negative pnl (-103), triggering rules 2-3 together; walk_forward_ema is cut to 0.20 on 7d win-rate of 20% and Sharpe of -5.35 with negative pnl, also firing rules 2-3, while bollinger is held near current levels since its 7d Sharpe of 4.24 is strong but BULL regime limits mean-reversion trust. Sentiment is nudged up slightly to 0.55 on decent 3-source coverage and 67% confluence; correlation and macro remain near their current 0.27 with no actionable signals; tsmom and post_shock_reversal are held close to current weights given zero trades for tsmom (rule 1) and modest but positive Sharpe for post_shock_reversal.

WIF/USDT (SIDEWAYS):

rsi_macd earns a modest lift (71% win, Sharpe 16.81, +303 pnl on 7d with 7 trades — just above the low-sample threshold) despite being a momentum strategy in a SIDEWAYS regime, because the data clearly wins over the regime prior (rule 6); walk_forward_ema also has strong 7d pnl/Sharpe but with 33% win-rate the picture is mixed, so I trim it slightly from 0.628. Bollinger is the biggest casualty: 25% win-rate and Sharpe -6.10 on 16 trades fires rule 2 hard — it should thrive in SIDEWAYS but is instead the worst performer, so I cut it sharply to 0.20. tsmom (20% win, negative Sharpe, negative pnl) and post_shock_reversal (29% win, Sharpe -6.13, -112 pnl) both trigger rules 2-3 and are pushed toward their floor; volume_spike stays near its current low weight given 30% win-rate. Sentiment is held near neutral (sparse sources, near-zero composite); correlation_strategy and macro_strategy are held within ±0.05 of current as they report no signal data.

BNB/USDT (SIDEWAYS):

walk_forward_ema is the standout performer (7d 43% win, Sharpe 8.07, +82.81 pnl despite thin 7d sample just above the guard threshold) and earns a modest raise from 0.756 toward 0.72 — held in check slightly by the troubling 24h data (0% win, -54.79 pnl) signalling recent deterioration, so a cautious trim rather than a full cut. rsi_macd has a conflicted profile — decent 7d Sharpe (4.39) and positive pnl but only 42% win-rate with a brutal 24h showing, so it is trimmed modestly from 0.572 to 0.52. bollinger, ema_cross, volume_spike, and post_shock_reversal all exhibit persistent 7d negative Sharpe and negative pnl (rules 2-3), with post_shock_reversal additionally failing both 24h and 7d win-rate below 30% alongside heavy negative pnl, driving it to near-floor; ema_cross and volume_spike are cut meaningfully but not to floor given the SIDEWAYS regime nuance. sentiment_strategy gets a small lift to 0.62 on strong 7d confluence (100%) and reasonable coverage (3 sources), while tsmom, correlation_strategy, and macro_strategy hold near their current weights due to zero-trade data (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: +0.00 (neutral crowd).
• Macro signal (FT/Fed/CNBC): -0.00 (neutral) — “Ships in Hormuz strait hit by worst spate of attacks since start of war”.

Most-talked alt: DOGE/USDT at +0.66 (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

🟢 Ripple, Stripe-owned Privy partner to bring embedded wallets to XRP Ledger — theblock — Score: +0.60

🟢 Major shareholder presses SkyAI on Solana sales after treasury shrinks 70% in a month — theblock — Score: +0.59

⚠️ Ships in Hormuz strait hit by worst spate of attacks since start of war — ft_markets — Score: -0.27

⚪ Once-largest Ethereum NFT marketplace Blur is shutting down after volumes collapse 99% — coindesk — Score: -0.16

Academic Footnote

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

Disclaimer

This is algorithmic analysis only, not financial advice.