{ "schema_version": "1.3.0", "id": "keltner-squeeze-long", "name": "Keltner Squeeze LONG (Bull Regime)", "name_ko": "켈트너 스퀴즈 롱 (불장 국면)", "url": "https://pruviq.com/strategies/keltner-squeeze-long/", "url_ko": "https://pruviq.com/ko/strategies/keltner-squeeze-long/", "settings_url": "https://pruviq.com/strategies/keltner-squeeze-long/settings/", "description": "Long when Bollinger Bands compress inside Keltner Channels then break upward. Card metrics are the full-window run at the card's own settings (4H, 50 coins, sl15/tp30) — the same run the Simulate button reproduces. The earlier headline PF 2.28 (367 trades, OOS 2.96, measured 2026-05-04) was a bull-regime subset: true for that window, but no button setting selects it. Kept below as history.", "status": "testing", "direction": "long", "timeframe": "4H", "category": "breakout", "date_added": "2026-05-04", "date_killed": null, "last_modified": "2026-09-26", "headline_metrics": { "source": "frontmatter", "win_rate_pct": 43.62, "profit_factor": 1.12, "total_return": null, "trades": 917, "coin_scope": 50, "coin_universe": "top", "measured_with": { "sl": 15, "tp": 30 }, "measured_at": "2026-08-23", "note": "Numbers the strategy page shows as its headline; scope and measurement date apply to all of them. Absent fields are unknown, not zero." }, "preset": { "verdict": "conditional", "killed": false, "shelved": false, "kill_reason": null, "live_tracked": false, "defaults": { "sl_pct": 15, "tp_pct": 30, "coin": "BTC" }, "metrics": { "scope": { "topN": 10, "timeframe": "1H", "marketType": "futures", "feePct": 0.0005, "leverage": 5 }, "profit_factor": 1.33, "sharpe": 1.31, "total_return_pct": 295.7, "win_rate_pct": 49.15, "max_drawdown_pct": 36, "trades": 936, "measured_at": "2026-10-06", "profit_factor_ci": { "lo": 1.14, "hi": 1.56, "ciPct": 90, "unit": "trades", "n": 936 }, "sharpe_ci": { "lo": 0.37, "hi": 2.23, "ciPct": 90, "unit": "daily_returns", "n": 1031 } } }, "verification": { "url": "https://pruviq.com/data/verification/keltner-squeeze-long.json", "measured_at": "2026-09-22T12:01:54.932589Z", "criteria_version": "preset-battery-0155407b42ed6a33", "rc": 0, "current_status": "downgraded", "current": { "status": "downgraded", "date": "2026-09-25", "criteria_version": "preset-battery-fa0045665478308c", "criteria_url": "https://pruviq.com/data/verification/criteria/preset-battery-fa0045665478308c.json", "reason": { "en": "Measured on today's top 10 coins with SL/TP chosen on data up to 2026-07-12. Without ZEC and HYPE the full-period PF at a 0.05% fee plus 0.20% slippage per fill falls from 1.17 to 0.970, and the window after the SL/TP choice (2026-07-15 to 2026-09-24) has 79 trades.", "ko": "오늘 상위 10코인으로, 2026-07-12 까지 데이터로 고른 SL/TP 로 잰 결과다. ZEC·HYPE 를 빼면 전체 기간 PF(수수료 0.05% + 체결당 슬리피지 0.20%)가 1.17 에서 0.970 으로 떨어지고, SL/TP 선택 뒤 구간(2026-07-15 ~ 2026-09-24)의 거래는 79건이다." } } }, "reproduce": { "how": "POST the strategy id and your risk settings to the public API; no key or account. The request schema is in the OpenAPI document.", "api": "https://api.pruviq.com/simulate", "openapi": "https://api.pruviq.com/openapi.json", "docs": "https://pruviq.com/api/", "preset_id": "keltner-squeeze-long", "builder_url": "https://pruviq.com/simulate/builder/?strategy=keltner-squeeze-long&dir=long&sl=15&tp=30" }, "generated_at": "2026-10-05T23:34:15.051Z", "citation_contract": { "contract": "pruviq.citation.v1", "canonical_url": "https://pruviq.com/data/strategies/keltner-squeeze-long.json", "cite_as": "PRUVIQ, “Keltner Squeeze LONG (Bull Regime) strategy record”, https://pruviq.com/data/strategies/keltner-squeeze-long.json (as of 2026-10-06).", "as_of": "2026-10-06", "as_of_field": "preset.metrics.measured_at", "method_version": { "url": "https://pruviq.com/methodology/", "url_ko": "https://pruviq.com/ko/methodology/", "version": "2026-10-01T01:12:23+09:00", "version_kind": "date the methodology page source last changed (git); null = not known at build", "criteria_version": "preset-battery-0155407b42ed6a33", "criteria_url": "https://pruviq.com/data/verification/criteria/preset-battery-0155407b42ed6a33.json" }, "data_scope": { "market": "OKX USDT perpetual futures (USDT-SWAP) instruments only, no spot markets; part of the historical candles come from another exchange (see data_source)", "describes": "`preset.metrics` only — the live engine re-measurement (the record's as_of). `headline_metrics` have their own scope in `headline_metrics_scope`.", "headline_metrics_scope": "Not stated on the strategy page: the headline numbers are the page's own measurement; their market, data source and costs are not stated there.", "headline_metrics_costs": "Not stated on the strategy page. The engine default fee applies to `preset.metrics` only, not to these numbers.", "headline_metrics_scope_ko": "전략 페이지에 명시되지 않음: 대표 수치는 페이지 자체의 측정이며, 시장·데이터 출처·비용은 페이지에 적혀 있지 않다.", "headline_metrics_costs_ko": "전략 페이지에 명시되지 않음. 엔진 기본 수수료는 `preset.metrics` 에만 적용되며 이 수치에는 적용되지 않는다.", "data_source": "Binance and OKX historical candles, with current updates from OKX USDT-SWAP; historical source boundaries vary by symbol and timestamp", "coin_roster": { "crypto_coins": 282, "note": "The crypto coins in the analyzed roster at build time. It is the roster, not the population of any one verdict — see `population`." }, "population": "Preset verdict: `preset.metrics.scope` (top-N coins, timeframe, market, fee_pct, leverage). Headline numbers: `headline_metrics.coin_scope` and `coin_universe` (null = the page makes no scope claim).", "generator": [ "src/lib/strategy-machine.ts", "src/content/strategies", "scripts/gen-preset-metrics.py" ], "costs": { "applies_to_this_file": true, "fees_included": true, "slippage_included": true, "funding": "Funding-rate proxy — funding is charged at real settlement events using actual historical rates (Binance funding history as a proxy for the OKX universe; the sign flips with the market, so shorts can pay too).", "default_taker_fee_pct_per_side": 0.05, "default_fee_applied_to_this_file": true, "default_fee_basis": "Applies to `preset.metrics` only. This is the OKX USDT-SWAP default for VIP 0 tier", "default_fee_scope": "`preset.metrics`", "preset_fee_is_undiscounted_default": true, "rate_used": "The fee rate stated in this file where it states one (e.g. `preset.metrics.scope.feePct`, `inputs`, `scope.fee_pct_per_side`); otherwise the default above." } }, "referral": "none", "neutrality": { "statement": "No exchange is ranked, compared or recommended in this file, and it carries no referral or sign-up link. The exchanges covered (`exchanges_covered`; `exchanges_detail` separates instrument venues from candle sources) are a fact about the data, not an endorsement; a verdict describes a strategy on these markets, not where to trade it.", "referral_links_in_this_file": 0, "paid_placement": false, "exchanges_covered": [ "OKX", "Binance" ], "exchanges_detail": { "instruments": [ "OKX USDT-SWAP" ], "historical_candles": [ "OKX", "Binance" ] }, "revenue_disclosure_url": "https://pruviq.com/fees", "not_investment_advice": true }, "how_to_reverify": { "url": "https://pruviq.com/data/verification/keltner-squeeze-long.json", "how": "The record's `how_to_reverify.command` replays it: python3 reverify.py (exit 0 reproduced, 1 differs, 2 not a reproduction)." } } }