{ "generatedAt": "2026-09-05T17:47:53.741Z", "asOfMs": 1788566400000, "question": "After an H7 signal, how much of a ≥30% month is still left — and do alt-season / ETH-beat / hold-all recover it?", "capture": { "all": { "n": 191, "nSignaled": 142, "nMissed": 49, "pctSignaled": 0.7435, "medianRemaining": 0.2447, "meanRemaining": 0.393, "medianAlready": 0.2814, "nRemainingGe30": 62, "pctRemainingGe30": 0.4366, "medianDay": 13 }, "development": { "n": 132, "nSignaled": 96, "nMissed": 36, "pctSignaled": 0.7273, "medianRemaining": 0.3182, "meanRemaining": 0.4764, "medianAlready": 0.3149, "nRemainingGe30": 48, "pctRemainingGe30": 0.5, "medianDay": 12 }, "validation": { "n": 33, "nSignaled": 25, "nMissed": 8, "pctSignaled": 0.7576, "medianRemaining": 0.2457, "meanRemaining": 0.2916, "medianAlready": 0.2229, "nRemainingGe30": 11, "pctRemainingGe30": 0.44, "medianDay": 11 }, "holdout": { "n": 26, "nSignaled": 21, "nMissed": 5, "pctSignaled": 0.8077, "medianRemaining": 0.0952, "meanRemaining": 0.1325, "medianAlready": 0.2867, "nRemainingGe30": 3, "pctRemainingGe30": 0.1429, "medianDay": 21 }, "note": "Signal = first day in the calendar month with 3d ≥20% and 30d <60%. Remaining = close(month end)/close(signal) − 1. If remaining < 30%, that month cannot print AIM even with a perfect single-name hold after the gate.", "samples": [ { "month": "2026-01", "split": "holdout", "symbol": "AXSUSDT", "monthRet": 1.2574, "signaled": true, "already": 0.5135, "remaining": 0.4915, "dayOfMonth": 15 }, { "month": "2026-05", "split": "holdout", "symbol": "INJUSDT", "monthRet": 0.9114, "signaled": false, "already": null, "remaining": null, "dayOfMonth": null }, { "month": "2026-08", "split": "holdout", "symbol": "STXUSDT", "monthRet": 0.8253, "signaled": true, "already": 0.0611, "remaining": 0.7202, "dayOfMonth": 21 }, { "month": "2026-05", "split": "holdout", "symbol": "NEARUSDT", "monthRet": 0.7907, "signaled": true, "already": 0.2324, "remaining": 0.453, "dayOfMonth": 9 }, { "month": "2026-05", "split": "holdout", "symbol": "XLMUSDT", "monthRet": 0.641, "signaled": true, "already": 0.2876, "remaining": 0.2744, "dayOfMonth": 29 }, { "month": "2026-08", "split": "holdout", "symbol": "CRVUSDT", "monthRet": 0.6218, "signaled": true, "already": 0.2624, "remaining": 0.2847, "dayOfMonth": 11 }, { "month": "2026-07", "split": "holdout", "symbol": "UNIUSDT", "monthRet": 0.5656, "signaled": false, "already": null, "remaining": null, "dayOfMonth": null }, { "month": "2026-08", "split": "holdout", "symbol": "EGLDUSDT", "monthRet": 0.4617, "signaled": false, "already": null, "remaining": null, "dayOfMonth": null }, { "month": "2026-05", "split": "holdout", "symbol": "WLDUSDT", "monthRet": 0.4409, "signaled": true, "already": 0.2343, "remaining": 0.1674, "dayOfMonth": 24 }, { "month": "2026-07", "split": "holdout", "symbol": "LDOUSDT", "monthRet": 0.4372, "signaled": false, "already": null, "remaining": null, "dayOfMonth": null }, { "month": "2026-08", "split": "holdout", "symbol": "SOLUSDT", "monthRet": 0.4144, "signaled": true, "already": 0.2867, "remaining": 0.0993, "dayOfMonth": 22 }, { "month": "2025-12", "split": "holdout", "symbol": "CHZUSDT", "monthRet": 0.4001, "signaled": true, "already": 0.2193, "remaining": 0.1483, "dayOfMonth": 21 }, { "month": "2026-08", "split": "holdout", "symbol": "ARBUSDT", "monthRet": 0.3972, "signaled": true, "already": 0.144, "remaining": 0.2213, "dayOfMonth": 20 }, { "month": "2026-08", "split": "holdout", "symbol": "LINKUSDT", "monthRet": 0.3855, "signaled": true, "already": 0.4681, "remaining": -0.0563, "dayOfMonth": 22 }, { "month": "2026-08", "split": "holdout", "symbol": "WIFUSDT", "monthRet": 0.3754, "signaled": true, "already": 0.3908, "remaining": -0.011, "dayOfMonth": 22 }, { "month": "2026-08", "split": "holdout", "symbol": "ENSUSDT", "monthRet": 0.374, "signaled": true, "already": 0.3912, "remaining": -0.0123, "dayOfMonth": 22 } ] }, "kpis": { "nTried": 8, "nAim": 0, "nPaper": 8, "bestHonestId": "H7_s60_k5", "bestHonestGeo": 0.1712, "verdict": "PAPER" }, "all": [ { "id": "H7_s60_k5", "params": { "id": "H7_s60_k5", "k": 5, "alt": false, "eth": false, "skip": 0.6, "minRet": 0.2 }, "development": 0.0228, "validation": 0.1534, "holdout": 0.1712, "maxDd": 0.305, "monthsGe30": 5, "threeWindow": true, "verdict": "PAPER" }, { "id": "H7_s60_all", "params": { "id": "H7_s60_all", "k": 99, "alt": false, "eth": false, "skip": 0.6, "minRet": 0.2 }, "development": 0.0253, "validation": 0.1543, "holdout": 0.1614, "maxDd": 0.3211, "monthsGe30": 4, "threeWindow": true, "verdict": "PAPER" }, { "id": "H7_s50_k3", "params": { "id": "H7_s50_k3", "k": 3, "alt": false, "eth": false, "skip": 0.5, "minRet": 0.2 }, "development": 0.0476, "validation": 0.1421, "holdout": 0.1406, "maxDd": 0.4208, "monthsGe30": 4, "threeWindow": true, "verdict": "PAPER" }, { "id": "ALT_s60_k5", "params": { "id": "ALT_s60_k5", "k": 5, "alt": true, "eth": false, "skip": 0.6, "minRet": 0.2 }, "development": 0.0682, "validation": 0.1195, "holdout": 0.1012, "maxDd": 0.1923, "monthsGe30": 2, "threeWindow": true, "verdict": "PAPER" }, { "id": "ALT_s50_k3", "params": { "id": "ALT_s50_k3", "k": 3, "alt": true, "eth": false, "skip": 0.5, "minRet": 0.2 }, "development": 0.0802, "validation": 0.114, "holdout": 0.1122, "maxDd": 0.201, "monthsGe30": 2, "threeWindow": true, "verdict": "PAPER" }, { "id": "ETH_s60_k5", "params": { "id": "ETH_s60_k5", "k": 5, "alt": false, "eth": true, "skip": 0.6, "minRet": 0.2 }, "development": 0.0228, "validation": 0.1502, "holdout": 0.1705, "maxDd": 0.305, "monthsGe30": 5, "threeWindow": true, "verdict": "PAPER" }, { "id": "ETH_s50_k3", "params": { "id": "ETH_s50_k3", "k": 3, "alt": false, "eth": true, "skip": 0.5, "minRet": 0.2 }, "development": 0.0476, "validation": 0.1404, "holdout": 0.1406, "maxDd": 0.4208, "monthsGe30": 4, "threeWindow": true, "verdict": "PAPER" }, { "id": "ALTETH_s60_k5", "params": { "id": "ALTETH_s60_k5", "k": 5, "alt": true, "eth": true, "skip": 0.6, "minRet": 0.2 }, "development": 0.0682, "validation": 0.1165, "holdout": 0.1012, "maxDd": 0.1923, "monthsGe30": 2, "threeWindow": true, "verdict": "PAPER" } ], "elapsedMs": 1514 }