- Extend regime detection to top 10 cryptocurrencies (45 pairs)
- Dynamic pair selection based on divergence score (|z_score| * probability)
- Universal ML model trained on all pairs
- Correlation-based filtering to avoid redundant positions
- Funding rate integration from OKX for all 10 assets
- ATR-based dynamic stop-loss and take-profit
- Walk-forward training with 70/30 split
Performance: +35.69% return (vs +28.66% baseline), 63.6% win rate
Simon Moisy
df37366603