Selective Multi-Asset Filter (V3.7)

FORWARD_PAPER

High-conviction breakout filter across 10 liquid assets (~4–6 trades/mo, max 48h holding window, +6.80% in 2026, -3.15% max DD).

Version: 3.7.1•Research ID: FREQAI_V3_7_F2•Timeframe: 4h•Holding Horizon: Max 48h (Fixed 2-Day Cap)•Risk: Selective

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Forward Untouched Holdout

OOS Verifiable

Net Return:+6.80%

Max Drawdown:-2.10%

Completed Trades:48 trades

Sharpe / Sortino:1.92 / 5.10

Friction basis: 38.0 bps roundtrip canonical friction

Canonical Development History

1.31 Yrs Universe

Historical Return:+76.20% (Full) / +54.80% (OOS)

Historical Max DD:-3.15%

Completed Trades:82 trades

Historical Sharpe:5.10

Artifact hash verified: bcc5da6b8ac51877...

Execution Telemetry & Signals

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Public Model Transparency & Mechanics

What it Trades & Universe

Concentrates allocations strictly into top-tier conviction breakouts across 10 major cryptocurrencies (~48 trades in 2026, roughly half the trade cadence of Core). Fixed Max 48h Holding Horizon: Like all classic V3.7 models, it holds positions for at most 48 hours (2 days) before an automatic time exit—in contrast to newer V4.3/V4.4 models that dynamically extend winning trend runners up to 96h–216h. Prioritizes win rate and capital preservation (+6.80% in 2026, +54.80% OOS, -3.15% max drawdown). Ideal for patient traders who prefer fewer trades and a strict 48h maximum holding time.

Methodology & Gating

Selective breakout framework with concentrated asset allocation, strict 48-hour maximum holding cap, calibrated conviction thresholds, and disciplined execution filters.

Preferred Market Regime

High-conviction directional breakouts supported by strong volume and clear momentum.

Underperformance Conditions

Broad uncoordinated market advances where selective conviction thresholds limit participation.