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ETH-BTC long swing beta

ETH and BTC slow moving momentum strategy on Arbitrum

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    • Strategy Logs

    Rebalance: #473 (2026-04-06 00:00:00), No action taken: strategy decided not to open or close any positions
    Strategy thinking Strategy cycle #473: 2026-04-06 00:00:00 UTC, now is 2026-04-06 00:08:21.166067 WETH / USDT Last candle at: 2026-04-06 00:00:00 UTC, market data and action lag: 0 days 00:08:21.167007 Price open:2109.7398696489977 Close:2123.284825204933 WBTC / USDT Last candle at: 2026-04-06 00:00:00 UTC, market data and action lag: 0 days 00:08:21.167383 Price open:68840.22183330571 Close:69219.86713905653 RSI BTC: 55.69650268742976 RSI exit trigger: 70.0 RSI entry trigger: 65.0 RSI ETH: 55.04947976225488
    2026-04-06 00:00:00: Generated zero trades even though trade signals: [Signal #115 pair:WBTC-USDT old weight:1.0000 old value:15,957.301672 raw signal:1.0437 normalised weight:1.0000 new value:15,966.41722588751 adjust:9.115553887510032] Total equity: 16292.262475395419 Rebalance threshold: 0.275
    MemoryIndicatorStorage does not support multiprocessing, setting max_workers and max_readers to 1
    Portfolio status (before rebalance), tick #473 Total equity: $16,292.26, in cash: $334.96 Life-time positions: 18, trades: 52 … Currently open positions: 🔻 #18 WBTC-USDT spot value: $15,957.30, 0.98% of portfolio profit: -2.99 % (-643.8147 USD), just opened … Reserves: 334.96 USDT
    Performing strategy tick #473 for timestamp 2026-04-06 00:00:00, cycle length is 1d, trigger time was 2026-04-06 00:08:00.000718, live trading is True, trading univese is None, version 0.5, max cycles None