⚠️ Important Note: This simulation tests each symbol with its own $10K account (not pooled). Crypto symbols can show 40-75%+ fee drag due to high trade frequency.

Stocks are FREE on Alpaca, so the ~100 stock symbols have zero fee impact.

⚙️ Trading Strategy

Regime-Adaptive: Buy dips ONLY during Extreme Greed (F&G >= 76)

v4 Strategy: Buy when price drops 1%+ in 30 minutes during Asian session (1-9 AM UTC), but ONLY when Fear & Greed >= 76. Exit 2 hours later. DORMANT during Fear regimes - this is intentional.

🎯 Best Suited For

XRP and SOL during Asian session dips in BULL MARKETS ONLY

"Don't chase breakouts. Don't buy dips in fear. Wait for greed, then strike."

📜 Why This Strategy Works

Exhaustive R&D proved: Dip-buying in Asian session only works during Extreme Greed. Fear/Neutral regimes = negative expectancy. Sitting out IS the strategy.

Mathematical Formula

CODE VERIFIED — These formulas are extracted directly from the simulation engine and verified against the source code.
Source: scripts/run-*-simulation.php

📊 Entry Signal (v2)

📈 Entry Signal (v2)

                        Time = 1-9 AM UTC AND Price dropped >= 1% in 30min AND Fear & Greed >= 76                    

→ BUY (mean reversion)

📉 Exit Condition (v2)

⚙️ Simulation Parameters

                        SESSION_START_UTC:
                        1
                    

                        SESSION_END_UTC:
                        9
                    

                        DIP_THRESHOLD_PCT:
                        -1%
                    

                        LOOKBACK_MINUTES:
                        30
                    

                        HOLD_MINUTES:
                        120
                    

                        FEAR_GREED_MIN:
                        76
                    

                        SYMBOLS:
                        XRPUSD, SOLUSD
                    

📖 Historical Origin

Origin: Mt. Gox and Japanese exchange dominance

v1 (breakout): FAILED -57.9%. v2/v3 (dip in fear): FAILED. v4 (dip in Extreme Greed only): +21-33% return, 50%+ win rate. Currently DORMANT (F&G ~10-20 = no trades expected).