20260114_141641_bitfinex_tBTCUSD_micro_mean_reversion.md

# Discovery Run: 20260114_141641

**Exchange:** bitfinex
**Symbol:** tBTCUSD
**Focus:** micro mean reversion RSI extreme
**Started:** Wed Jan 14 14:16:41 CET 2026

---

The killed background task was the initial version of the strategy that I killed earlier because it was taking too long. The final working strategy has already been saved to staging.

The strategy `breakout_fade_range_fail` for BTC/USD on Bitfinex is complete and saved to `/var/lib/scriptrunner/staging_1m/breakout_fade_range_fail.py`.

**Summary:**
- **Role:** breakout_fade
- **Concept:** Fade false breakouts of 6-hour ranges confirmed by rejection wicks + RSI extremes
- **Training Performance:** +5.21% return, 1.49 Sharpe, 2.4% max DD, 76 trades, 68% win rate
- **Avg Trade:** 0.0686% (exceeds 0.05% slippage threshold)
- **Key Parameters:** 360-bar range, 480-bar cooldown, 0.10% min wick, RSI 25/75

The strategy will be automatically validated on unseen December 2025 data by the discovery script.

---
**Completed:** Wed Jan 14 14:52:09 CET 2026