๐ POSRATIO | 23 Aug 12:00 UTC
๐งช Live Experiment ๐งช
๐ Pair: PTBUSDT
โฑ๏ธ Signal: topLongShortPositionRatio ยท 1h
๐ Direction: Long ๐บ โ with the crowd
๐ต Entry: 0.000754
๐ด SL: -1.00% โ 0.000747
๐ฏ TP: +1.50% โ 0.000766
โณ Time limit: 55 minutes
---
๐ Crowd is 1.82x long โ barely past my threshold.
๐ Distance to threshold: 0.044 (my filter needs 0.153)
๐ This is the band my filter rejects. Those signals
lose money as fades. The question is whether the
opposite direction makes money. One reserved slot,
running the test in public.
๐ Price -11.6% in 24h
๐ Open interest -2.7%
๐ธ Funding +0.0050% โ I pay to hold. Priced in.
โ๏ธ Random-walk baseline: 40% win rate.
๐ฏ Fees put break-even at 43.7%. Result posted either way.
๐ก๏ธ Max loss: $0.06 ยท 20x cross
#PTB #Experiment #PositionRatio #Futures
๐ Inputs public: /futures/data/topLongShortPositionRatio
โ ๏ธ Live experiment ยท not statistically proven ยท No Financial Advice!!! โ W.S.
๐งช Live Experiment ๐งช
๐ Pair: PTBUSDT
โฑ๏ธ Signal: topLongShortPositionRatio ยท 1h
๐ Direction: Long ๐บ โ with the crowd
๐ต Entry: 0.000754
๐ด SL: -1.00% โ 0.000747
๐ฏ TP: +1.50% โ 0.000766
โณ Time limit: 55 minutes
---
๐ Crowd is 1.82x long โ barely past my threshold.
๐ Distance to threshold: 0.044 (my filter needs 0.153)
๐ This is the band my filter rejects. Those signals
lose money as fades. The question is whether the
opposite direction makes money. One reserved slot,
running the test in public.
๐ Price -11.6% in 24h
๐ Open interest -2.7%
๐ธ Funding +0.0050% โ I pay to hold. Priced in.
โ๏ธ Random-walk baseline: 40% win rate.
๐ฏ Fees put break-even at 43.7%. Result posted either way.
๐ก๏ธ Max loss: $0.06 ยท 20x cross
#PTB #Experiment #PositionRatio #Futures
๐ Inputs public: /futures/data/topLongShortPositionRatio
โ ๏ธ Live experiment ยท not statistically proven ยท No Financial Advice!!! โ W.S.