IMMUTABLE METHODOLOGY RELEASEModel 1.1.0
Model 1.1.0
Point-in-time bottom-zone classification
Adds a completed-candle bottom-zone state machine and stabilization study without changing the established regime, score, or thirteen baseline study definitions.
0eb24414cc2903c78320cd999c66198d68ba0fd029c8542dc271102a52e2884bThe pipeline recomputes this hash before every research rebuild. If code attempts to change this release under the same version number, publication stops and requires a new version.
RELEASE NOTES
What this version established
- Added a six-state point-in-time bottom-zone cycle derived only from completed daily candles.
- Published the first stabilization event per drawdown cycle as a four-horizon forward-return study.
- Persisted current and historical bottom-zone states beside existing market snapshots.
- Added dashboard, chart, API, methodology, sensitivity, temporal, and cross-exchange evidence for the new classification.
FIXED SPECIFICATION
Reproduction contract
Schema 1 · implementation btc-regime-model-v1.1
data contract
Data contract
- Coinbase Exchange BTC-USD is the canonical technical source from 2015-07-20 onward.
- Bitstamp BTC/USD is used only as a separately replayed robustness benchmark.
- Signals, indicators, regimes, and research outcomes use completed UTC candles only.
- Daily candles are aggregated into UTC weekly and calendar-month candles without generated gaps.
regime score
Regime and Opportunity Score
- Opportunity Score weights are Trend 40, Momentum 25, Mean reversion 25, and Confirmation 10.
- Regime thresholds are Bearish 0–25, Caution 26–40, Accumulation 41–45, Repair 46–55, Early Bullish 56–70, Bullish 71–85 with confirmed HH/HL structure, and Strong Trend 86–100.
- Historical regimes are recomputed point in time and begin only after the 50-month EMA and its prior value are available.
canonical studies
Canonical detector studies
- Daily RSI crosses 75 with a seven-day cooldown; weekly RSI crosses 50 with an eight-week cooldown.
- Weekly bullish and bearish divergence use confirmed three-left/three-right pivots, 3–26 week separation, 1% price separation, and two RSI points of opposing momentum.
- Weekly higher-low and lower-high studies admit confirmed lifecycle events only.
- Weekly breakout and breakdown require a 1% completed-close pivot break; successful retests use weeks 2–8 and 1.5% level tolerance.
- Macro studies use completed monthly crossings of the contemporaneous 50-month EMA.
- The drawdown study records the first crossing of 30% below the running all-time high.
- The bottom-zone study records the first completed stabilization after a 30% drawdown cycle; the 20-day EMA must be reclaimed, its five-day slope must be positive, and daily RSI must be at least 45.
bottom zone
Point-in-time bottom-zone classification
- A bottom-zone cycle begins at a completed daily close at least 30% below the running all-time closing high and resets only after recovery to within 20% of that high.
- Capitulation marks a completed close at least 50% below the running high; Deep Drawdown means the cycle is active without completed stabilization.
- Stabilizing is assigned only on the first completed close above the 20-day EMA when that EMA is above its level five sessions earlier and RSI(14) is at least 45.
- Early Recovery and Retest describe the post-stabilization close relative to the completed 20-day EMA; no eventual low or forward outcome enters the classification.
statistics
Statistical integrity
- Every study keeps raw events and selects the earliest chronological non-overlapping population independently for each horizon.
- Confidence is based on independent N: Very Low below 10, Low 10–29, Medium 30–99, and High at 100 or more.
- Temporal validation requires N=8 and uses a chronological 70/30 holdout plus expanding-window folds.
- Sensitivity changes one declared detector parameter at a time and never selects the canonical rule from returns.
- Cross-exchange validation replays each detector separately and never pools venue populations.
rsi matrix
Predeclared RSI research
- Daily RSI thresholds are fixed at 65, 70, 75, and 80; weekly thresholds are fixed at 45, 50, 55, and 60.
- Global non-overlap is selected per threshold and horizon before point-in-time regime segmentation.
- Missing point-in-time regime history remains Unclassified and no cell is interpreted below independent N=8.
- Threshold variants may share source events and are descriptive comparisons rather than independent experiments.
RELEASE EVIDENCE
Immutable study snapshots
These are the results first published under this model, not today's rolling study values. The JSON release record includes their complete filters, results, and methodology.