BTC

All figures verified. Analysis complete.

DECISION: WAIT — Score 31/100 (0/3 ENTER gates)

Strategy: momentum-breakout selected successfully (7 registered; weights 40/35/10/15).

The core finding

The headline moved 28 → 31 vs the 05:30 scan, but the market-side score is flat: Technical 15/40 and Momentum 13/35 are identical to last run (28/75 both times). The +3 is purely the Sentiment bucket going from an unscored gap to a measured 3/10. Nothing in the tape improved — it must not be read as progress toward a breakout.

Why the setup fails

Price crept 77,074 → 77,300 and is now inside the bottom edge of the bearish FVG (77,210.7–77,650.9). Under this strategy's own pattern priority (FVG > trendline > resistance) that distinction is decisive:

• The 05:00 close cleared the FVG bottom by 2.6 pts = 0.01 ATR — noise, not a break. A bear FVG is supply; being inside it means price is in the sellers' crosshairs.
• Volume 0.43× avg20 — and 0 of the last 6 bounce bars exceeded average. This is the exact condition the volume gate exists to veto.
• RSI 46.73 rising hard (+3.17, slope5 +2.18) but still sub-50 → gate #2 unmet on the level, not the direction.
• Stoch J 96.7 — the bounce is already stretched on its own oscillator.
• The trendline "break" is stale (crossed at 02:00, four bars ago) and rests on a 2-point fit — r²=1.000 by construction, i.e. zero validation — sitting 0.62% below price, with price still under both highs defining it.
• Every HTF filter says no: 4h RSI 32.7 below EMA20/50, 1d RSI falling through 50, 1w bear stack, 1h swing highs still descending.

Checks done beyond the minimum

• Short side explicitly rejected (0/3 gates): above prior-20L, RSI rising opposes it. Fading scores 65%/+0.33% on analogs but that's mean-reversion — out of scope, correctly not taken.
• Base rates over 8,000 bars: the strategy-true long breakout is net loss-making for the entire sample (−0.21%/−0.27%, win 31–42%). Even a clean trigger is low-quality here — so I armed the plan with a size caveat rather than a clean bill of health.
• Short R:R fails: 2R = 75,966 but the prev-week low is only 1.36R → violates the 2:1 minimum. Flagged as "do not take unless 76,257.4 breaks."
• Robustness: full marks on both gap buckets → ceiling 53/100, still below the 60 CONFIRM line. WAIT is insensitive to the missing risk data.

Data gaps (stated, not inferred)

risk-manager.ts won't load (ERR_UNSUPPORTED_TYPESCRIPT_SYNTAX, no tsx) → Risk 0/15. Bybit /ticker and /market-info returned 404 (endpoint outage) — recovered via correct /tickers + /instruments-info, with Binance cross-check at 0.007% spread. Taker ratio genuinely unavailable, not substituted.

Armed triggers (no orders placed)

LONG: closed 1h bar > 77,650.9 + volume > 2,518 BTC + RSI > 50 → entry 77,651 / stop 76,869 (new bull-FVG foot) / 2R 79,215 — but halve size and target the 78,511–78,630 shelf given negative expectancy. SHORT: close < 76,868.9 with volume — R:R-invalid until the week low breaks.

Digest written to digests/2026-09-11T0600Z-BTC-1h-momentum-breakout.md; reproducible scripts and data in tmp/mb0600/.