Regime-Aware Coin Management System

Date: 2026-03-17 Status: Implemented

Problem

Coins perform differently across BTC market regimes. RENDER scored +5% in BULL_DOWN_VOLATILE but -0.26% in BULL_UP_VOLATILE. The system needs to rotate coins based on regime fitness.

Backtest Results

• Trade Gate (REJECTED): Blocking low-scoring entries was -8.53% worse than baseline. Blocked trades still had 65% win rate.
• Swap 1 per regime change (APPROVED): +415% over 450 days vs fixed portfolio. Win rate 80.5% -> 82.2%.

Design

Allocator runs every 8h via systemd timer:

1. Detects regime shift
2. Ranks all coins by new regime's avg PnL
3. Finds worst live coin and best non-live coin
4. If improvement >= +0.5%, sends Telegram swap suggestion

Ghost trades solve cooldown sync when swapping coins mid-bar.