| Forward WR + Track Record |
-5 to 40 |
+0.17 |
ACTIVE ✔ Doubled from 30 to 40 max (best data-driven predictor) |
| Regime Bonus |
-30 to 20 |
+0.19 |
ACTIVE ✔ BEST IC predictor. SHORT in bull = -30 penalty |
| Technical Alignment |
-30 to +5 |
+0.16 |
ACTIVE ✔ 0/3 TFs agree = -30, 1/3 = -20, aligned = +5 |
| Technical Confirmation |
-5 to +9 |
neutral |
ACTIVE ✔ VWAP, candles, ATR, stoch, RSI(2) + dynamic self-tuning |
| Volume Confirmation |
-8 to +5 |
neutral |
ACTIVE ✔ 1.5-3x = +5, >5x spike = -8 penalty |
| Signal Quality |
-5 to +10 |
neutral |
ACTIVE ✔ Pattern WR, entry zone, net edge after costs |
| Confluence / Herding |
-20 to +5 |
contrarian |
ACTIVE ✔ 2-3 agree = +5 (42% WR), 7+ agree = -20 (herding) |
| Symbol Edge |
0 to +5 |
data |
ACTIVE ✔ Proven profitable symbols (FET, RENDER, BNB) |
| Strategy Momentum |
-2 to +3 |
data |
ACTIVE ✔ After WIN = 65.6% WR, after LOSS = 24.1% WR |
| Time-of-Day |
-2 to +3 |
data |
ACTIVE ✔ Hour 1 UTC=80% WR (+3), Hour 21=0% WR (-2) |
| BTC Lead-Lag Causal |
-5 to +3 |
data |
ACTIVE ✔ Granger causality: BTC direction predicts alt moves |
| Uncertainty Adjustment |
-3 to +3 |
data |
ACTIVE ✔ Ensemble agreement bonus, disagreement penalty |
| Copy Trader Edge |
-6 to +12 |
data |
ACTIVE ✔ CT only: verified history bonus, consensus herding penalty |
| Risk Warning |
-3 to 0 |
data |
ACTIVE ✔ Low-liquidity / micro-cap flagged symbols get -3 |
| ML Replacement Score |
0-18 |
-0.19 |
ZEROED ✘ Anti-predictive: was confidence + kelly + strategy rep |
| Source System Tier |
0-20 |
-0.18 |
ZEROED ✘ Anti-predictive: system-level WR tier |
| Risk:Reward Ratio |
0-5 |
-0.13 |
ZEROED ✘ Anti-predictive: higher R:R = lower WR (R:R 3.0+ = 0% WR) |
| Age Freshness |
-5 to +5 |
-0.076 |
ZEROED ✘ Anti-predictive: fresh picks don't outperform stale ones |
| Leverage Safety |
0-8 |
-0.05 |
ZEROED ✘ Anti-predictive (was falsely labeled "BEST PREDICTOR") |
| Proven Strategy Bonus |
0-10 |
-0.003 |
ZEROED ✘ Anti-predictive: academic backing =/= forward profit |
| Position Performance |
0-10 |
n/a |
ZEROED ✘ Backward-looking momentum; double-counted with smart_picks |
| Monte Carlo / Meta-Label / Hindsight / Skyrocket |
various |
n/a |
ZEROED ✘ Cross-AI consensus: survivorship bias / unvalidated / broken ML |