Decision record: pre-registration

• Exits do most of the work. On every tradable Binance pair 2021-01 to 2026-08, CR v2.2’s exits earned +1.49 % a trade net of fees, against −0.37 % for the older take-profit exit on the same entries (the CR v2.2 baseline study).
• A fixed take-profit or a price-level target cut off the large winners that pay for a trend book (internal study, 2026-10-06).
• Stops trigger on a daily close, with no maximum distance (internal studies, 2026-10-07; the founders’ rule).
• Sizing by risk is where the stop rule earns its keep (internal study, 2026-10-06).
• Which build of the CR trend is used matters less than the exits. Under CR v2.2’s rules every trend build tested made money before and after July 2024 (internal study, 2026-10-09).
• Fast invalidations earn the most per trade at a lower hit rate. Users prefer to stay with a trade longer. The scored plan is the steady version, and the faster versions run beside it as shadow lines, so live data shows the trade-off (section 7).

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1. Selection rule

1. At the selection time (section 3), build the eligible set from the universe rules in section 4.
2. For each eligible coin, count Shumi’s hourly sentiment summaries for it (matched by the coin’s upper-case symbol) in the 24 hours ending at the selection time. These are the same summaries the production “hottest coins” list reads. An hourly summary is written only for coins mentioned in Shumi’s curated sentiment feed (about 56 coins a day), so the count measures how much the curated feed is talking about a coin. Only the hourly summaries count: daily, weekly and monthly roll-ups are also stored, written whenever anyone asks Shumi about a coin, and counting those would let usage steer the pick (on test data for 2026-10-12, ZEC’s 3 hourly summaries became 5, level with SOL).
3. Remove any coin selected on one of the previous 7 scheduled days.
4. Select the coin with the highest count. Ties, including a day on which every eligible count is zero, go to the better (lower) market-cap rank.
5. If two eligible coins share a symbol, the count belongs to the one with the better market-cap rank; the other gets zero.
6. If the eligible set is empty, the day publishes a no eligible coin entry. It is a published attempt with no take.
7. One open plan per coin. A coin whose earlier plan in this record is still open (section 7) is skipped, and the next coin by count is selected. The earlier plan stays scored on its own.

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2. Prompt, surface and model

{NAME} ({SYMBOL}): which plan does the data favour today: long, short or neither?
Start your answer with one line in exactly this form: "Data favours: LONG", "Data favours: SHORT" or "Data favours: NEITHER".
Then give the trade plan for BOTH sides, each as ONE line in exactly this format, copied from this turn's plan_long and plan_short: "${SYMBOL} | long | entryLow-entryHigh | stop | target | X/10" and "${SYMBOL} | short | entryLow-entryHigh | stop | target | X/10". Write n/a in a slot the plan does not have.
Then add this line exactly as written: "Exit: the plan ends on a daily close beyond its stop, when the trend turns against it, or on a reversal signal once it is 3% in profit. The target is not an exit."
Then give: the single biggest risk, and the venue you would act on it at.
For every input you used, show its source time in plain words, with no tool or field names. Write a time as its full date and UTC time, for example "price 2026-10-13 12:06 UTC"; write an input dated by day only as its date, for example "trend as of 2026-10-13". Do not mention inputs you did not use. If an input is older than its limit, say it is stale and do not base the reading on it.

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3. Cadence

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4. Universe

1. Market-cap rank between 1 and 500. This is the live sentiment read’s coverage: a live read of X runs only for the top 500 by market cap.
2. A crypto asset, not a real-world-asset row (stocks, commodities). Those rows have no market-cap rank, so rule 1 already excludes them; this rule makes it explicit.
3. Not a stablecoin, using the category rule already in production: a category ending in “stablecoin”, excluding “Stablecoin Issuer”.
4. Not a wrapped, bridged or liquid-staking derivative of another asset: no CoinGecko category matching wrapped, bridged or liquid staking (case-insensitive) among the coin’s CoinGecko categories.
5. A current trend exists: the site shows a trend for the coin, computed from complete data.

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5. Maximum age per input

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6. Venue

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7. Outcome: scoring a plan

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Price data

1. The close of UTC day D is used only from 00:00 UTC on D+1. No fill, stop or exit inside day D reads it. A same-day close once reversed an internal study’s result.
2. On the publication day, only 4h bars opening at or after T count.
3. Every CoinGecko response is archived raw with its request range, and the bar width it returned is recorded. A response whose bars are not 4h wide is rejected and requested again, never mixed in.
4. While a plan is open, the record appends each day’s bar and each day’s trend state to the entry, so the score can be rebuilt from the record alone.
5. If no price exists for a day a plan needs, the outcome is incomplete. It is published, not scored, and never dropped.

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Trend state

• CR v2.2’s own legs (slower; agrees with the site on about 65 % of days).
• The site’s state with a 20/50 EMA tie-breaker on days the two builds disagree.

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Entry

1. A LONG fills on a bar whose low is at or below the entry high, at the entry high or at the open if the bar opens below it. A SHORT fills on a bar whose high is at or above the entry low, at the entry low or at the open if it opens above it.
2. Before a fill, the plan lapses on the first of these events, and is published with that reason:
   • invalidated before entry: a daily close beyond the stop;
   • ran without entry: price reaches the target;
   • trend turned: the site’s trend turns against the side (DOWN for a LONG, UP for a SHORT).
3. A plan with no fill and no lapse after 30 daily closes is published as not triggered. This backstop only lets the record close the line.

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Exit: CR v2.2’s rules, with the founders’ stop

1. Stop: a daily close (00:00 UTC) beyond the stop published at T, exiting at that close. The stop is volatility-based: the founders’ rule (the nearest swing_5 below price for a LONG, above for a SHORT, ∓ 0.5 ATR, at least 1.5 ATR from the entry midpoint, no maximum distance; “unbroken” was dropped from the wording on 2026-10-09), as Shumi’s price levels print it. It is never moved, widened or trailed. A gap through the stop can cost more than 1R.
2. Reversal signal, trend change: the site’s trend turns to the opposite side (DOWN for a LONG, UP for a SHORT), exiting at that day’s close, at any profit or loss. HODL does not end the plan.
3. Reversal signal, take profit: an opposite mean reversion point (as defined in the CR v2.2 baseline study, including its “last 14 band re-entries” behaviour) while the plan is at least 3 % in profit at that close, exiting at that close.

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Shadow exits, published, not scored

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Size and result per plan

• Size: Shumi’s price levels’ size under the founders’ rule: 1 % of the account ÷ stop distance, for longs and shorts alike. Longs are not halved when BTC is below its 200-day: on 2026-10-14 the founders replaced the halving with full size plus one line of history in the answer (an internal study found halving a preference, not an edge). The 200-day split is still published (section 10). The founders’ other 2026-10-09 answers on the stop stand: the 1.5 ATR minimum is measured from the entry midpoint; 120 days means 120 daily candles. The plan is scored on a fill in its zone, so it uses the plan’s size, not the stop-only size quoted for buying at market. A size above 100 % of the account carries needs_leverage.
• risk = |entry − stop| / entry; gross move g = (exit − entry) / entry for a LONG, (entry − exit) / entry for a SHORT.
• Net R = (g − c) / risk, with c from section 9. One R is the loss the plan stated up front.
• Account result = net R × risk %, where risk % is 1. The bar (section 10) uses the account result.
• Also published per plan: net % move, exit kind, days held, the best and worst close while open and the highest high and lowest low (in R and %), whether reached target happened, and the result of every shadow line.

The rule, for every trade:

1. Where: the nearest unbroken swing_5 low within 120 days, minus 0.5 ATR. If that is closer than 1.5 ATR to entry, use 1.5 ATR. Shorts: the swing high, mirrored. (Unchanged from the spec.)
2. Trigger: a daily close beyond the level (00:00 UTC). An intraday wick does not trigger it.
3. Size: position = 1% of account ÷ stop distance (a 25% stop means a 4% position). Halve it when BTC is below its 200-day. (Superseded 2026-10-14, before day one: no halving; see Size above.)
4. No maximum distance. When the stop is far, show the smaller position. Do not drop or grey out the setup.

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8. Baseline

1. Always-long plan (the bar’s baseline): on every published day, whatever the stance, the LONG plan line Shumi published is scored under section 7. This is what taking the long plan every day earns without Shumi’s reading. Shumi’s contribution is its choice of side and of when to stay out.
2. Hold from publication (context): buy at the first price after T, sell when the scored plan exits (or at its lapse). Reported next to every plan.

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9. Costs and funding

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10. The bar

1. The mean account result of the scored plans is above 0, and the mean of weekly means (each entry week counted once) is above 0.
2. Ahead of the always-long plan, day by day. Across every published day in the period, Shumi’s total account result is above the always-long plan’s total. On each day Shumi’s result is its scored plan’s, or 0 for NEITHER, unparsed, no plan and plans that did not fill. The always-long result is the published LONG line’s, or 0 if it did not fill or is missing. Open plans on either side are marked at that day’s close.
3. At least 40 % of the scored plans end with net R above 0. Research: trend exits in our studies keep their winners long, and their hit rates ran 31–44 % (internal studies, 2026-10). A plan with a 1.5R target breaks even near 40 % before costs.
4. No scheduled attempt in the period is missing from the record.

• median net R, and the mean without the single best plan;
• the busiest entry week’s share of the total, and the most-repeated coin’s share;
• splits by LONG / SHORT × BTC above / below its 200-day, by calendar month, by rank 1–100 / 101–500, and by data score (0–4, 5–7, 8–10, and the 8/10-and-above subset paying customers act on);
• the label one-sided if more than 85 % of scored plans are on one side;
• fill rate, lapse reasons, NEITHER share;
• every shadow exit and shadow trend line, scored the same way;
• the hold-from-publication baseline and BTC.

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11. Publication format

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12. The 14-day run and the clean day

the daily record described under Product bar is published on each of 14 consecutive scheduled days and distributed from Shumi’s own X and Telegram plus the coin’s community. A day with no published entry resets the 14-day count (an entry that says error or stale input is published, and does not reset it). A published day is clean when its data age is correct, its links work, and it was distributed the same day; the run passes when ≥ 90 % of the 14 days are clean. The founders run it until it passes, then QA owns the cadence and the founders stop touching it