BTC/ETH profile vs alts retail — diagnóstico
Gerado em 2026-04-25T19:34:10.166436+00:00
Objetivo: entender por que strategies de breakout falham em BTC/ETH e passam em XRP/ADA/DOGE.
1. Distribuição de regimes (% tempo em cada)
TF = 1h
| símbolo |
trending_up |
trending_down |
ranging |
volatile |
unknown |
| BTCUSDT |
20.6% |
27.2% |
20.8% |
0.2% |
31.2% |
| ETHUSDT |
23.2% |
25.6% |
20.2% |
0.4% |
30.6% |
| XRPUSDT |
18.1% |
26.8% |
25.2% |
0.8% |
29.2% |
| ADAUSDT |
16.9% |
26.0% |
23.4% |
1.0% |
32.7% |
| DOGEUSDT |
17.9% |
28.4% |
24.6% |
1.8% |
27.4% |
TF = 4h
| símbolo |
trending_up |
trending_down |
ranging |
volatile |
unknown |
| BTCUSDT |
20.6% |
24.7% |
23.9% |
0.2% |
30.7% |
| ETHUSDT |
17.1% |
25.0% |
28.2% |
2.7% |
27.0% |
| XRPUSDT |
17.1% |
20.0% |
23.7% |
11.7% |
27.6% |
| ADAUSDT |
12.6% |
22.5% |
22.9% |
12.0% |
29.9% |
| DOGEUSDT |
13.4% |
21.4% |
23.9% |
13.4% |
28.0% |
TF = 1d
| símbolo |
trending_up |
trending_down |
ranging |
volatile |
unknown |
| BTCUSDT |
18.2% |
23.1% |
20.0% |
2.6% |
36.1% |
| ETHUSDT |
19.5% |
10.7% |
12.7% |
33.0% |
24.2% |
| XRPUSDT |
6.7% |
8.4% |
23.2% |
46.3% |
15.4% |
| ADAUSDT |
6.9% |
6.6% |
12.6% |
60.0% |
13.9% |
| DOGEUSDT |
4.7% |
4.7% |
10.3% |
72.8% |
7.5% |
2. Estatística de retornos (log returns por barra)
TF = 1h
| símbolo |
mean (%) |
std (%) |
skew |
kurt |
autocorr_1 |
| BTCUSDT |
-0.0024 |
0.446 |
-0.257 |
+7.84 |
+0.0039 |
| ETHUSDT |
+0.0028 |
0.703 |
-0.100 |
+8.25 |
+0.0273 |
| XRPUSDT |
-0.0050 |
0.710 |
-0.069 |
+8.27 |
+0.0079 |
| ADAUSDT |
-0.0121 |
0.840 |
-0.656 |
+15.30 |
+0.0171 |
| DOGEUSDT |
-0.0073 |
0.868 |
-0.804 |
+18.98 |
+0.0064 |
TF = 4h
| símbolo |
mean (%) |
std (%) |
skew |
kurt |
autocorr_1 |
| BTCUSDT |
+0.0045 |
0.997 |
-0.075 |
+6.01 |
-0.0012 |
| ETHUSDT |
-0.0069 |
1.461 |
-0.426 |
+9.11 |
+0.0310 |
| XRPUSDT |
+0.0229 |
1.786 |
+0.302 |
+10.35 |
-0.0067 |
| ADAUSDT |
-0.0140 |
1.969 |
+0.290 |
+18.64 |
+0.0371 |
| DOGEUSDT |
-0.0114 |
1.960 |
-0.050 |
+11.38 |
-0.0044 |
TF = 1d
| símbolo |
mean (%) |
std (%) |
skew |
kurt |
autocorr_1 |
| BTCUSDT |
+0.0156 |
2.457 |
+0.084 |
+3.85 |
-0.0585 |
| ETHUSDT |
-0.0028 |
3.843 |
-0.006 |
+3.74 |
-0.0242 |
| XRPUSDT |
+0.0199 |
4.491 |
+1.343 |
+17.38 |
-0.0548 |
| ADAUSDT |
-0.0982 |
4.657 |
+0.860 |
+13.09 |
-0.0462 |
| DOGEUSDT |
-0.0693 |
5.010 |
+0.047 |
+8.30 |
-0.0255 |
3. Volatilidade e swings (range/close)
TF = 1h
| símbolo |
ATR%(median) |
ATR%(p90) |
swing%(median) |
%bars swing>2% |
%bars swing>5% |
| BTCUSDT |
0.564% |
0.933% |
0.477% |
1.8% |
0.0% |
| ETHUSDT |
0.941% |
1.443% |
0.811% |
7.9% |
0.3% |
| XRPUSDT |
0.926% |
1.513% |
0.814% |
7.4% |
0.4% |
| ADAUSDT |
1.154% |
1.714% |
1.023% |
11.7% |
0.4% |
| DOGEUSDT |
1.157% |
1.828% |
0.990% |
13.3% |
0.6% |
TF = 4h
| símbolo |
ATR%(median) |
ATR%(p90) |
swing%(median) |
%bars swing>2% |
%bars swing>5% |
| BTCUSDT |
1.304% |
2.039% |
1.138% |
18.3% |
1.2% |
| ETHUSDT |
1.955% |
3.007% |
1.712% |
39.7% |
4.3% |
| XRPUSDT |
2.044% |
4.118% |
1.838% |
44.9% |
8.1% |
| ADAUSDT |
2.420% |
4.195% |
2.197% |
57.1% |
9.0% |
| DOGEUSDT |
2.614% |
4.204% |
2.290% |
59.4% |
10.3% |
TF = 1d
| símbolo |
ATR%(median) |
ATR%(p90) |
swing%(median) |
%bars swing>2% |
%bars swing>5% |
| BTCUSDT |
3.678% |
4.945% |
3.319% |
79.3% |
20.6% |
| ETHUSDT |
5.270% |
8.291% |
4.684% |
92.5% |
45.3% |
| XRPUSDT |
6.070% |
9.439% |
5.107% |
95.2% |
51.4% |
| ADAUSDT |
6.582% |
10.334% |
5.722% |
97.7% |
60.6% |
| DOGEUSDT |
7.355% |
11.324% |
6.073% |
97.1% |
65.4% |
Interpretação esperada
- Se BTC/ETH passam mais tempo em ranging que XRP/ADA/DOGE, estratégias de breakout naturalmente sofrem (breakout em ranging dá fakeouts).
- Se BTC tem swings menores (% bars com swing > 2%), banda BB se comprime menos → menos sinais reais de breakout, mais ruído.
- Autocorrelation lag-1 negativa = mean-reversion (alts retail). Positiva = momentum/trending (clássico de majors institucionais).
- Se BTC tem autocorr positivo e XRP/ADA/DOGE têm negativo, isso explica por que BB breakout (entry no momento do rompimento) funciona em alts mas falha em BTC: BTC tende a continuar; alts tendem a reverter.
- Kurtosis alto = fat tails (movimentos extremos frequentes). Alts memecoin (DOGE) deve ter kurt alto, BTC moderado.
Cross-references
Entities: [[../entities/ADAUSDT]], [[../entities/BTCUSDT]], [[../entities/XRPUSDT]]
Strategies: [[../strategy/bollinger_breakout]]
Regimes: [[../regimes/ranging]], [[../regimes/trending_up]], [[../regimes/volatile]]