THRESHER

Methodology · Crypto · IV.4

The tuned crypto profile

These are the versioned crypto constants (the sign-off centerpiece). They are reasoned priors, not measured optima — exactly the status the equity set carries (II.2) — and a future crypto calibration pass tunes them. Departures from the equity values, with rationale:

Family weights (equity → crypto):

TimeframeTrendMomentumVolumeStructure
Hourly0.30 → 0.300.35 → 0.400.20 → 0.100.15 → 0.20
Daily0.35 → 0.400.30 → 0.300.15 → 0.100.20 → 0.20
Weekly0.45 → 0.500.20 → 0.200.10 → 0.100.25 → 0.20

Rationale: crypto is momentum- and trend-driven; volume is down-weighted (not up) because crypto volume is unreliable (wash trading, fragmented venues — IV.7), so we lean on price-derived evidence and keep the noisiest input small. Weights still sum to 1.0.

Direction threshold: 0.22 — unchanged. No evidence to move the confluence bar; keeping it symmetric avoids an un-earned claim.

ATR multipliers — wider, for fatter tails (equity → crypto):

stop.bufferAtr      0.45 → 0.60     (levels get pierced by wicks more often)
stop.floorAtr       0.80 → 1.00     (a wider minimum stop survives 24/7 noise)
stop.capAtr         2.20 → 3.00     (allow a wider max stop given higher vol)
target.projectionAtrMult 2.5 → 3.0  (projection matches larger swings)
target.projectionR  2   → 2         (unchanged)
target.structureMinR 1.4 → 1.4      (unchanged)

Rationale: crypto's realized volatility and wick depth are proportionally larger; wider buffers/caps cut premature stop-outs while the ATR denomination keeps everything self-scaling per coin.

Confidence: base 35, slope 75, ceiling 95, floor 5, dissentThreshold 0.15 — unchanged. Penalties: choppy 12, dissent 8, rsiExtreme 8, thin 5 — unchanged; the earnings penalty is inert (no earnings). Buckets highMin 70, moderateMin 45 — unchanged.

Gates: minConfidence 35, minRR 1.2, evMargin 0.25 — unchanged (risk discipline is asset-agnostic).

The crypto profile also sets the earnings-veto window to none for every timeframe (IV.5) and the fractional sizing fields in IV.6.