MOMENTUM BREAKOUT — BTC/USDT 1h — 2026-09-11 15:30Z scan

select-strategy("momentum-breakout", "Scheduled momentum-breakout scan") → selected (.pi/skills/strategies/momentum-breakout, selectedAt 15:40:28Z). Bybit v5 klines (1w/1d/4h/1h/15m/5m) + OI/funding/book + Fear&Greed + news pulled fresh. Analysis run 15:41–15:48Z; last closed 1h signal bar = 14:00 UTC, live px 78,525.7.

🟥 DECISION: WAIT — Score 57/100 (< 60), 2/5 hard gates

Bucket	Weight	Score	Why
Technical	40	15	PDH break credited (7), fresh unmitigated bull FVG (8); 0 for acceptance (close_loc 0.20), 0 for swing-high reclaim, 0 for room (1.81 ATR extended)
Momentum	35	25	RSI>50 (8), RSI vs 4-bars-ago only (4), vol 3.02x but on a DOWN bar (5), 13:00 up-bar 4.64x (4), ADX 35.6 rising/+DI>>-DI (4)
Sentiment	10	7	F&G 56 in-range (4), 56 < 69 yesterday (0), 15m up/down vol proxy 1.28 (3)
Risk	15	10	Stop 1.26% (6), OI −1.10%/1h → 0, funding mild (2), spread ~0 (2)

Gates

Gate	Result	Evidence
G1 breaks key level	❌	14:00 closed 78,760 vs 20-bar high 79,344 — printed 79,909.7 intrabar (above the 55-bar swing high 79,743.8) then rejected = upthrust, not a break
G2a RSI > 50	✅	65.56
G2b RSI rising	❌	73.52 → 65.56 (−7.96); if the 15:00 bar closed now = 62.8. Needs a close ≥ ~78,950 just to turn up
G3 Volume > 20-avg on the move	❌	3.02x on signal bar but it's a red bar; forming bar projecting 0.72x; impulse volume decaying 7.22x → 4.64x → 3.02x
G4 HTF aligned	⚠️	Closed basis ❌ (4h RSI 36.0, below EMA20 −1.15% / EMA50 −1.78%) · Live/forming basis ✅ (4h would close RSI 55.4 above EMA20/50; 1d 59.2; 1w 57.0 above EMA50/200)

Read of the tape

The 12:00–13:00 move was a V-reversal off the 75,903 weekly-low sweep (Zcash-led leverage unwind) — but OI fell 2.0% over 3h while price rose ~3.9% → short covering, not new longs. Price is now back below the previous-day high (78,560), 1.45% off the session high, %B 1.08, 1.81 ATR above a rising EMA20. Chasing here is buying the third bar of a stretched impulse after a failed breakout — the exact trade this strategy's gates exist to reject. Score trajectory across scans: 15:00Z 54 → 15:30Z 57 (WAIT both).

Constructive, unconfirmed: above all 1h EMAs + session VWAP 78,132, ADX 35.6 expanding, MACD hist +252.9, unmitigated bull FVG 78,170–78,468 below price, daily reversal bar, weekly uptrend intact.

Triggers to upgrade

• A — Continuation: 1h close > 79,344 with vol ≥1.5x avg20 and 1h RSI >70 rising → 79,744 → 80,000–80,500.
• B — Pullback reclaim: hold 78,170–78,468 FVG, then reclaim 78,800 with 15m vol >1.5x and 15m RSI turning up. Stop 78,100 (under FVG low + 1h EMA200 78,437).
• Invalidation: 1h close < 78,468 → gap fill to 78,170; < 78,132 VWAP neutralises the setup.
• Size if a trigger fires: 1.5x ATR stop = 1.26% → ~0.40x equity notional for 0.5% account risk.
• Next check: 16:00Z — simultaneous 1h and 4h closes; a green 4h close above 4h EMA20/EMA50 flips G4 to closed-basis confirmed (+4-7 pts).

Artifacts: tmp/mb1530b/{selected_strategy_1530b_0911,analysis,score,decision,levels}.json; scripts mb_select_1530b.py, mb_fetch_1530b.py, mb_an_1530b.py, mb_sc_1530b.py, mb_score_1530b.py, mb_dec_1530b.py. Data gaps: Bybit long/short-ratio + trade-hall endpoints 404'd; risk-manager shared module missing (../../packages/shared/src/features/trading/risk) so open-position state could not be read — treated as a new-signal scan, not position management.