20260114_124305_bitfinex_tBTCUSD_VWAP_reversion.md

# Discovery Run: 20260114_124305

**Exchange:** bitfinex
**Symbol:** tBTCUSD
**Focus:** VWAP reversion
**Started:** Wed Jan 14 12:43:05 CET 2026

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The strategy is saved and ready. The discovery script will automatically validate it on unseen December 2025 data.

**Summary of created strategy:**

| Field | Value |
|-------|-------|
| Name | `vol_control_vwap_calm` |
| Role | `vol_control` |
| Exchange | bitfinex |
| Symbol | tBTCUSD |
| Location | `/var/lib/scriptrunner/staging_1m/vol_control_vwap_calm.py` |

**Key features:**
- ATR z-score volatility regime filter
- Trades only in quiet conditions (z-score -0.75 to 0.25)
- VWAP mean reversion (0.20% deviation entry)
- Emergency exit on vol spike (z > 1.0)
- 3-hour cooldown for selective trading
- 20-bar max hold with 0.25% stop loss

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**Completed:** Wed Jan 14 13:32:55 CET 2026