CryptoAdvisor — Quantitative Decision Engine
Disclaimer. Research output only — not financial advice. These are automated model recommendations with no guarantee of future performance. Cryptocurrency markets are extremely volatile; you can lose your entire investment. Do your own research and never invest money you cannot afford to lose.
Latest Recommendations
No recommendations logged yet.
Validation Verdict (Full History, Real Data)
0 of 7 expert/series configurations cleared the promotion rule (DSR>=0.95 AND SR>BAH AND bootstrap CI_low_95>0) on full-history real market data. No live trading signal is published unless its expert clears this bar.
| Expert | Series | OOS Sharpe | Buy&hold Sharpe | Deflated SR | Sharpe CI low (95%) | Verdict |
|---|---|---|---|---|---|---|
| tsmom | BTC/USDT | 0.619 | 0.311 | 0.768 | 0.102 | not promoted |
| meanrev | BTC/USDT | -0.248 | 0.311 | 0.013 | -0.834 | not promoted |
| tsmom | ETH/USDT | 0.422 | 0.094 | 0.523 | -0.150 | not promoted |
| meanrev | ETH/USDT | 0.300 | 0.094 | 0.360 | -0.220 | not promoted |
| xsmom | universe_ls | 0.333 | -0.007 | 0.317 | -0.399 | not promoted |
| fundcarry | BTC/USDT | -0.074 | 0.452 | 0.054 | -0.731 | not promoted |
| fundcarry | ETH/USDT | -0.218 | 0.232 | 0.021 | -0.893 | not promoted |
Realized Track Record
No resolved outcomes yet.
Self-Monitoring
| Monitor | Subject | Metrics | Status |
|---|---|---|---|
| calibration | all | brier=0.0, ece=0.0, hit_rate=0.0, n=0 | ok |
| psi | BTC/USDT:return_1d | n_baseline=179, n_recent=30, psi=0.334973 | ALERT |
| psi | ETH/USDT:return_1d | n_baseline=179, n_recent=30, psi=0.961853 | ALERT |
Nightly Run Health
| Run (UTC) | Status | Recs recorded | Outcomes resolved | Alerts |
|---|---|---|---|---|
| 2026-08-05 04:48 UTC | ok | 0 | 0 | psi:BTC/USDT:return_1d, psi:ETH/USDT:return_1d |