Market Regimes

Every signal generated by MasterBitcoin is filtered through a live market-regime assessment. Regime classification gates entry signals before they reach the API - you only see signals the system believes the current environment can support.

Risk On

Bullish - full allocation

Bitcoin is trending above key moving averages, realised volatility is contained, and funding rates are neutral to positive. All long-momentum signals are enabled. XS-Momentum and TS-Momentum bots run at full notional. Score thresholds are standard.

Cautious

Sideways - reduced allocation

Mixed signals: BTC is ranging or showing mild weakness. Scoring weights shift toward market structure and trend quality. The BTC Direction Gate may restrict new entries on sharp down days. Strong signal threshold is unchanged but fewer tokens qualify.

Defensive

Weakening - reduced size

Sustained weakness in BTC trend or breadth. Strong signal threshold raised by +5 pts - only high-conviction setups qualify. Position sizing reduced. Existing positions held with tighter monitoring.

Risk Off

Bearish - Strong signals suppressed

Strong negative BTC momentum, dispersion collapsing, or a blow-off top signal detected. Strong signals are suppressed entirely - all setups are capped at Candidate tier regardless of score. Score thresholds raised by +10 pts. Capital preservation takes priority.

Entry Gates

Entry gates are separate from the regime. Where the regime reflects the overall market environment, gates are real-time checks that block or allow individual entries based on current conditions. A gate can block entries even in a Risk On regime, and can be open even in a Risk Off regime.

BTC Direction Gate

OpenCautionBlocked

Monitors BTC's 24-hour return in real time. If BTC drops below −2.0%, the gate moves to Blocked and no new long entries are permitted across the fleet. At −1.0% to −2.0% the gate is in Caution. Above −1.0% the gate is Open. This is a short-term, fast-moving gate - it clears automatically as soon as BTC recovers. It operates independently of the regime.

You can be in a Risk On regime with the gate Blocked (a single sharp BTC down day in an otherwise bullish trend), or in a Risk Off regime with the gate Open (BTC recovered today but the broader structure is still bearish).

Alt-BTC Spread Gate

PassingBlocked

Measures the spread between altcoin returns and BTC return at entry. If the alt-BTC spread is outside the band (−2.5% to −1.5%), the entry is blocked for that token. This prevents entering alts that are moving purely in lockstep with BTC rather than showing independent momentum.

Dispersion Gate

PassingBlocked

Checks that cross-sectional dispersion (the spread of returns across the universe) is above a minimum threshold. Low dispersion means the market is highly correlated - momentum signals lose their edge when all coins move together. High dispersion is the fertile ground XS-Momentum needs.

Win Rate by Regime

Early data - maturing

Live win-rate breakdown across market regimes. Most regime buckets currently hold fewer than 100 trades - a meaningful pattern requires several hundred per regime. Treat these numbers as directional indicators only; they will become statistically reliable as the track record grows.

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