Kiosuku Pair Agent

{ "summary": "Portfolio near position and margin limits; no exits triggered; new pair candidate viable statistically but margin insufficient for minimum sizing.", "mode": "PAIR", "signal": "NONE", "rationale": [ "Portfolio has 18 open positions (max 20) and 9 active pairs (max 10), allowing one more pair.", "All active pairs show no exit signals: no profit targets met (|spreadZ| > 0.5), no time stops (elapsed < 2x half-life), convergence < 50%, PNL > -$40 (no reduction), > -$100 (no exit).", "Negative PNL pairs (e.g., WLD/AVAX -11.17, ARB/DOGE -17.8) monitored but no action triggered without sentiment override.", "New candidates: SUIUSDT/ADAUSDT meets all statistical thresholds (corr 0.92, adfT -6.03, halfLife 21.9p, |z| 0.92); positive technicals (volConf 0.60, ADX 21.9 <25, neutral RSI); both assets positive scores (0.14, 0.02). ADAUSDT/TONUSDT marginal but poor technicals and negative short score.", "Sentiment: SUI positive (DeFi growth, TVL up per recent X posts/news); ADA neutral-mixed (slow development critiques). Supports long SUI/short ADA.", "However, available margin $1037.94 insufficient for minimum $500 margin per leg (requires ~$1041 with beta 1.083), preventing entry without violating sizing rules.", "No REDUCE or EXIT viable; action NONE to preserve capital." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T16:09:19.762Z ## Portfolio Status - Balance: $9966.245203405771 - Equity: $9930.889995730631 - Available Margin: $1037.9428058682279 - Open Positions: 18 ## State Data ```json { "asOf": 1763395759761, "portfolio": { "balance": 9966.25, "equity": 9930.89, "marginUsed": 8892.95, "availableMargin": 1037.94, "openPositions": 18 }, "positions": [ { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": -34.40285260942492 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": 71.84300549786184 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -45.74426522297267 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": 41.032928819814174 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 1977.2976931526914, "pnl": -40.63346759428772 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -47.90801660811242, "pnl": 29.463430213989234 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -50.242730720606914 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 34.803175653324416 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 5011.484652328252, "pnl": -43.34934224263934 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -4683.251641542588, "pnl": 25.54713770461489 }, { "symbol": "1000PEPEUSDT", "direction": "LONG", "qty": 200581.68689198676, "pnl": -35.40266773643575 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -113301.30859698524, "pnl": 19.544475732980043 }, { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 429.9149126735334, "pnl": -58.683385579937244 }, { "symbol": "INJUSDT", "direction": "SHORT", "qty": -160.36500110383398, "pnl": 45.784207815144434 }, { "symbol": "DASHUSDT", "direction": "LONG", "qty": 29.209707529558184, "pnl": 56.95892968263854 }, { "symbol": "ZENUSDT", "direction": "SHORT", "qty": -94.2092701921869, "pnl": -34.197965079763804 }, { "symbol": "SOLUSDT", "direction": "LONG", "qty": 12.971570641011784, "pnl": -43.13047238136404 }, { "symbol": "ENAUSDT", "direction": "SHORT", "qty": -3087.3965041398346, "pnl": 25.162281508739625 } ], "activePairs": [ { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": 37.44, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 6.270940833333333, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.15835709175084176, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": -4.71, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 6.162801388888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.23703082264957265, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": -11.17, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 5.993439444444444, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.6243166087962964, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": -15.44, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 5.8251727777777775, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.35737256305385134, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": -17.8, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 5.098194722222222, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.29640666989664083, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 }, { "pair": "1000PEPEUSDT/1000SHIBUSDT", "pnlUsd": -15.86, "spreadZSigned": -1.72, "spreadZAbs": 1.72, "deltaSpreadZ": 0.201, "halfLifeHours": 27.04521959844719, "elapsedHours": 3.66379, "convergencePct": 0.10450610951971083, "convergenceToTargetPct": 0.14130403540693295, "remainingToTargetZ": 1.2193482697221552, "elapsedHalfLives": 0.13546904238153637, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.92, "entryHalfLifeHours": 27.4, "entryTime": 1763382570116, "deltaHalfLife": -0.35478040155280866 }, { "pair": "DEXEUSDT/INJUSDT", "pnlUsd": -12.9, "spreadZSigned": -0.91, "spreadZAbs": 0.91, "deltaSpreadZ": 0.445, "halfLifeHours": 3.94755057065222, "elapsedHours": 3.161601111111111, "convergencePct": 0.32737637711222156, "convergenceToTargetPct": 0.5177114800844433, "remainingToTargetZ": 0.41476812712737876, "elapsedHalfLives": 0.8009019908739882, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.36, "entryHalfLifeHours": 4.3, "entryTime": 1763384377996, "deltaHalfLife": -0.35244942934778 }, { "pair": "DASHUSDT/ZENUSDT", "pnlUsd": 22.76, "spreadZSigned": 0.82, "spreadZAbs": 0.82, "deltaSpreadZ": 0, "halfLifeHours": 12.9, "elapsedHours": 1.8283175, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.31999999999999995, "elapsedHalfLives": 0.14173003875968992, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.82, "entryHalfLifeHours": 12.9, "entryTime": 1763389177817, "deltaHalfLife": 0 }, { "pair": "SOLUSDT/ENAUSDT", "pnlUsd": -17.97, "spreadZSigned": -1.25, "spreadZAbs": 1.25, "deltaSpreadZ": 0.169, "halfLifeHours": 38.295578011123375, "elapsedHours": 0.6584458333333333, "convergencePct": 0.11873813571482365, "convergenceToTargetPct": 0.18326973121201043, "remainingToTargetZ": 0.7513918472849503, "elapsedHalfLives": 0.017193782351113237, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.42, "entryHalfLifeHours": 39.5, "entryTime": 1763393389355, "deltaHalfLife": -1.204421988876625 } ] } ``` <pairs> New pair opportunities: 1. SUIUSDT/ADAUSDT (Layer-1) Stats: corr=0.920, beta=1.083, adfT=-6.03, halfLifePeriods=21.9p, spreadZSigned=-0.92, |spreadZ|=0.92, fundingNet=-0.000006 Direction: long SUIUSDT, short ADAUSDT Technical: rsiDiv=0.00, volConf=0.60, regime=0.40, adx=21.9 Scores: long=0.14, short=0.02, composite=-0.28 Quality: 0.651 2. ADAUSDT/TONUSDT (Layer-1) Stats: corr=0.789, beta=0.737, adfT=-2.41, halfLifePeriods=35.2p, spreadZSigned=-0.93, |spreadZ|=0.93, fundingNet=-0.000043 Direction: long ADAUSDT, short TONUSDT Technical: rsiDiv=-0.50, volConf=-0.15, regime=0.80, adx=17.8 Scores: long=0.02, short=-0.39, composite=-0.45 Quality: -0.079 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Exiting ADAUSDT/FARTCOINUSDT pair due to stalled convergence and portfolio capacity constraints", "mode": "PAIR", "pair": { "long": "ADAUSDT", "short": "FARTCOINUSDT" }, "signal": "EXIT", "rationale": [ "No spread convergence observed (deltaSpreadZ=0, convergencePct=0) after 7 hours and 0.39 half-lives elapsed, indicating potential mean-reversion failure.", "Current spreadZ=2.5 remains at entry level, increasing risk of further divergence.", "Portfolio at maximum 10 pairs and 20 positions with low available margin ($394); exiting frees capacity for better opportunities.", "Small unrealized loss of -6.07 USD; better to cut now than risk escalation without quantitative or sentiment support." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T15:59:19.339Z ## Portfolio Status - Balance: $9973.87120370739 - Equity: $9967.30342471441 - Available Margin: $393.86266071021055 - Open Positions: 20 ## State Data ```json { "asOf": 1763395159339, "portfolio": { "balance": 9973.87, "equity": 9967.3, "marginUsed": 9573.44, "availableMargin": 393.86, "openPositions": 20 }, "positions": [ { "symbol": "ADAUSDT", "direction": "LONG", "qty": 1521.1439002129603, "pnl": -27.152418618801306 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -4439.233685891039, "pnl": 21.086360007982456 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": -26.56979052718967 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": 48.499694563225184 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -31.344533124965157 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": 26.982471080831807 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 1977.2976931526914, "pnl": -24.815086049066178 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -47.90801660811242, "pnl": 21.79814755669124 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -38.087231352718156 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 26.848164075421607 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 5011.484652328252, "pnl": -13.781582793902706 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -4683.251641542588, "pnl": 18.686174049754896 }, { "symbol": "1000PEPEUSDT", "direction": "LONG", "qty": 200581.68689198676, "pnl": -28.382308695216153 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -113301.30859698524, "pnl": 19.544475732980043 }, { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 429.9149126735334, "pnl": -39.33721450962827 }, { "symbol": "INJUSDT", "direction": "SHORT", "qty": -160.36500110383398, "pnl": 29.587342703657207 }, { "symbol": "DASHUSDT", "direction": "LONG", "qty": 29.209707529558184, "pnl": 79.15830740510292 }, { "symbol": "ZENUSDT", "direction": "SHORT", "qty": -94.2092701921869, "pnl": -37.02424318552952 }, { "symbol": "SOLUSDT", "direction": "LONG", "qty": 12.971570641011784, "pnl": -23.41368500702599 }, { "symbol": "ENAUSDT", "direction": "SHORT", "qty": -3087.3965041398346, "pnl": 16.208831646734062 } ], "activePairs": [ { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -6.07, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 6.997394444444445, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.3931120474406991, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": 21.93, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 6.1041566666666665, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.15414537037037035, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": -4.36, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 5.996017222222222, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.23061604700854701, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": -3.02, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 5.826655277777777, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.6069432581018518, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": -11.24, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 5.6583886111111115, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.3471404055896387, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": 4.9, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 4.931410555555556, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.28670991602067186, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 }, { "pair": "1000PEPEUSDT/1000SHIBUSDT", "pnlUsd": -8.84, "spreadZSigned": -1.72, "spreadZAbs": 1.72, "deltaSpreadZ": 0.201, "halfLifeHours": 27.04521959844719, "elapsedHours": 3.497005833333333, "convergencePct": 0.10450610951971083, "convergenceToTargetPct": 0.14130403540693295, "remainingToTargetZ": 1.2193482697221552, "elapsedHalfLives": 0.12930217928547028, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.92, "entryHalfLifeHours": 27.4, "entryTime": 1763382570116, "deltaHalfLife": -0.35478040155280866 }, { "pair": "DEXEUSDT/INJUSDT", "pnlUsd": -9.75, "spreadZSigned": -0.91, "spreadZAbs": 0.91, "deltaSpreadZ": 0.445, "halfLifeHours": 3.94755057065222, "elapsedHours": 2.9948169444444446, "convergencePct": 0.32737637711222156, "convergenceToTargetPct": 0.5177114800844433, "remainingToTargetZ": 0.41476812712737876, "elapsedHalfLives": 0.7586519515947928, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.36, "entryHalfLifeHours": 4.3, "entryTime": 1763384377996, "deltaHalfLife": -0.35244942934778 }, { "pair": "DASHUSDT/ZENUSDT", "pnlUsd": 42.13, "spreadZSigned": 0.82, "spreadZAbs": 0.82, "deltaSpreadZ": 0, "halfLifeHours": 12.9, "elapsedHours": 1.6615336111111112, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.31999999999999995, "elapsedHalfLives": 0.12880105512489234, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.82, "entryHalfLifeHours": 12.9, "entryTime": 1763389177817, "deltaHalfLife": 0 }, { "pair": "SOLUSDT/ENAUSDT", "pnlUsd": -7.2, "spreadZSigned": -1.25, "spreadZAbs": 1.25, "deltaSpreadZ": 0.169, "halfLifeHours": 38.295578011123375, "elapsedHours": 0.49166194444444444, "convergencePct": 0.11873813571482365, "convergenceToTargetPct": 0.18326973121201043, "remainingToTargetZ": 0.7513918472849503, "elapsedHalfLives": 0.012838608789287258, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.42, "entryHalfLifeHours": 39.5, "entryTime": 1763393389355, "deltaHalfLife": -1.204421988876625 } ] } ``` ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Portfolio is at maximum capacity with 10 active pairs and 20 open positions. Available margin of $351 is below the $500 minimum required for new positions. No active pairs meet exit criteria such as profit target (|spreadZ| <= 0.5), time stop (elapsed >= 2x half-life), convergence (>=50%), or risk thresholds (PNL <= -$40 or -$100). Recent X posts indicate bearish sentiment for Bitcoin and Ethereum, with weakness in the broader market, but Solana shows relative strength; however, this does not trigger actions on current pairs. Decision: hold positions and monitor.", "mode": "PAIR", "signal": "NONE", "rationale": [ "Maximum 10 pairs and 20 positions already open, preventing new entries.", "Available margin $351 < $500 minimum per position.", "All active pairs have exitSignals false; no profit targets, time stops, or risk exits triggered.", "PNLs range from -12.46 to +24.01 USD, none exceeding risk reduction (-$40) or exit (-$100) thresholds.", "Bearish sentiment on BTC and ETH from recent X posts supports caution but does not warrant immediate exits without statistical triggers.", "Convergence metrics low across pairs (0-32%), with spreadZAbs >0.5 for all, indicating ongoing mean reversion potential.", "Market regime appears fearful and weak per social insights, favoring patience over action." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T15:49:19.307Z ## Portfolio Status - Balance: $9973.87120370739 - Equity: $9961.514797857722 - Available Margin: $351.3591326970545 - Open Positions: 20 ## State Data ```json { "asOf": 1763394559307, "portfolio": { "balance": 9973.87, "equity": 9961.51, "marginUsed": 9610.16, "availableMargin": 351.36, "openPositions": 20 }, "positions": [ { "symbol": "ADAUSDT", "direction": "LONG", "qty": 1521.1439002129603, "pnl": -22.893215698205065 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -4439.233685891039, "pnl": 10.432199161843903 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": -20.48822058756593 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": 40.79413561392763 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -22.43679187363971 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": 22.578596267120886 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 1977.2976931526914, "pnl": -22.244599047967743 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -47.90801660811242, "pnl": 16.0491855637177 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -32.414664981036694 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 24.196493549454082 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 5011.484652328252, "pnl": -13.781582793902706 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -4683.251641542588, "pnl": 14.79907518727456 }, { "symbol": "1000PEPEUSDT", "direction": "LONG", "qty": 200581.68689198676, "pnl": -24.37067495737641 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -113301.30859698524, "pnl": 19.544475732980043 }, { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 429.9149126735334, "pnl": -32.028660994178054 }, { "symbol": "INJUSDT", "direction": "SHORT", "qty": -160.36500110383398, "pnl": 23.172742659503843 }, { "symbol": "DASHUSDT", "direction": "LONG", "qty": 29.209707529558184, "pnl": 69.22700684505303 }, { "symbol": "ZENUSDT", "direction": "SHORT", "qty": -94.2092701921869, "pnl": -45.22044969224976 }, { "symbol": "SOLUSDT", "direction": "LONG", "qty": 12.971570641011784, "pnl": -15.111879796778625 }, { "symbol": "ENAUSDT", "direction": "SHORT", "qty": -3087.3965041398346, "pnl": 10.342778288868335 } ], "activePairs": [ { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -12.46, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 6.830718888888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.383748252184769, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": 20.31, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 5.937481388888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.14993639870931538, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": 0.14, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 5.829341944444445, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.2242054594017094, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": -6.2, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 5.65998, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.5895812500000001, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": -8.22, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 5.491713333333333, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.33691492842535786, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": 1.02, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 4.764735277777778, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.27701949289405686, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 }, { "pair": "1000PEPEUSDT/1000SHIBUSDT", "pnlUsd": -4.83, "spreadZSigned": -1.72, "spreadZAbs": 1.72, "deltaSpreadZ": 0.201, "halfLifeHours": 27.04521959844719, "elapsedHours": 3.3303305555555553, "convergencePct": 0.10450610951971083, "convergenceToTargetPct": 0.14130403540693295, "remainingToTargetZ": 1.2193482697221552, "elapsedHalfLives": 0.12313934236817095, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.92, "entryHalfLifeHours": 27.4, "entryTime": 1763382570116, "deltaHalfLife": -0.35478040155280866 }, { "pair": "DEXEUSDT/INJUSDT", "pnlUsd": -8.86, "spreadZSigned": -0.91, "spreadZAbs": 0.91, "deltaSpreadZ": 0.445, "halfLifeHours": 3.94755057065222, "elapsedHours": 2.8281416666666668, "convergencePct": 0.32737637711222156, "convergenceToTargetPct": 0.5177114800844433, "remainingToTargetZ": 0.41476812712737876, "elapsedHalfLives": 0.716429496227935, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.36, "entryHalfLifeHours": 4.3, "entryTime": 1763384377996, "deltaHalfLife": -0.35244942934778 }, { "pair": "DASHUSDT/ZENUSDT", "pnlUsd": 24.01, "spreadZSigned": 0.82, "spreadZAbs": 0.82, "deltaSpreadZ": 0, "halfLifeHours": 12.9, "elapsedHours": 1.4948580555555555, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.31999999999999995, "elapsedHalfLives": 0.11588046942291128, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.82, "entryHalfLifeHours": 12.9, "entryTime": 1763389177817, "deltaHalfLife": 0 }, { "pair": "SOLUSDT/ENAUSDT", "pnlUsd": -4.77, "spreadZSigned": -1.25, "spreadZAbs": 1.25, "deltaSpreadZ": 0.169, "halfLifeHours": 38.295578011123375, "elapsedHours": 0.32498638888888887, "convergencePct": 0.11873813571482365, "convergenceToTargetPct": 0.18326973121201043, "remainingToTargetZ": 0.7513918472849503, "elapsedHalfLives": 0.008486264100635665, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.42, "entryHalfLifeHours": 39.5, "entryTime": 1763393389355, "deltaHalfLife": -1.204421988876625 } ] } ``` ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Portfolio at maximum 10 pairs and 20 positions with limited available margin ($367.75). No active pairs meet exit triggers (profit target |spreadZ| ≤ 0.5, time stop elapsed ≥ 2×half-life, convergence ≥ 50%, or risk thresholds pnl ≤ -$40/-$100). No new pair candidates provided, and cannot enter due to position limits. Sentiment research not pursued as no clear action candidates; quantitative metrics dictate hold.", "mode": "PAIR", "signal": "NONE", "rationale": [ "Maximum concurrent pairs (10) reached; cannot enter new positions.", "All active pairs below exit thresholds: no profit targets hit (|spreadZ| > 0.5 for all), time stops not triggered (elapsed < 2×half-life), convergence < 50%, and no risk reduction/exit (pnl > -$40 for all).", "DASH/ZEN pair profitable (+$47.45) but spreadZ 0.82 exceeds profit target of 0.5; hold for further convergence.", "No new pair opportunities listed in input; cannot evaluate for entry.", "Available margin sufficient (> $100) but position limits binding; maintain current holdings." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T15:42:49.498Z ## Portfolio Status - Balance: $9973.87120370739 - Equity: $9980.0907426225 - Available Margin: $367.74896898174484 - Open Positions: 20 ## State Data ```json { "asOf": 1763394169498, "portfolio": { "balance": 9973.87, "equity": 9980.09, "marginUsed": 9612.34, "availableMargin": 367.75, "openPositions": 20 }, "positions": [ { "symbol": "ADAUSDT", "direction": "LONG", "qty": 1521.1439002129603, "pnl": -20.91572862792818 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -4439.233685891039, "pnl": 17.53497305926952 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": -25.182407862253434 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": 48.66157605375664 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -21.83401239046728 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": 25.794123908878117 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 1977.2976931526914, "pnl": -21.255950201391286 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -47.90801660811242, "pnl": 20.36090705844781 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -32.414664981036694 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 24.196493549454082 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 5011.484652328252, "pnl": -13.781582793902706 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -4683.251641542588, "pnl": 15.267400351428897 }, { "symbol": "1000PEPEUSDT", "direction": "LONG", "qty": 200581.68689198676, "pnl": -25.574165078728313 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -113301.30859698524, "pnl": 19.544475732980043 }, { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 429.9149126735334, "pnl": -32.45857590685173 }, { "symbol": "INJUSDT", "direction": "SHORT", "qty": -160.36500110383398, "pnl": 26.21967768047671 }, { "symbol": "DASHUSDT", "direction": "LONG", "qty": 29.209707529558184, "pnl": 103.69446172993189 }, { "symbol": "ZENUSDT", "direction": "SHORT", "qty": -94.2092701921869, "pnl": -56.24293430473537 }, { "symbol": "SOLUSDT", "direction": "LONG", "qty": 12.971570641011784, "pnl": -21.857096530104517 }, { "symbol": "ENAUSDT", "direction": "SHORT", "qty": -3087.3965041398346, "pnl": 11.268997240110355 } ], "activePairs": [ { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -3.38, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 6.722438611111111, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.3776650905118602, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": 23.48, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 5.829200833333333, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.14720204124579123, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": 3.96, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 5.721061388888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.22004082264957264, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": -0.9, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 5.551699444444444, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.5783020254629629, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": -8.22, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 5.383432777777778, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.3302719495569189, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": 1.49, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 4.656454722222223, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.270724111757106, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 }, { "pair": "1000PEPEUSDT/1000SHIBUSDT", "pnlUsd": -6.03, "spreadZSigned": -1.72, "spreadZAbs": 1.72, "deltaSpreadZ": 0.201, "halfLifeHours": 27.04521959844719, "elapsedHours": 3.22205, "convergencePct": 0.10450610951971083, "convergenceToTargetPct": 0.14130403540693295, "remainingToTargetZ": 1.2193482697221552, "elapsedHalfLives": 0.11913565679403819, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.92, "entryHalfLifeHours": 27.4, "entryTime": 1763382570116, "deltaHalfLife": -0.35478040155280866 }, { "pair": "DEXEUSDT/INJUSDT", "pnlUsd": -6.24, "spreadZSigned": -0.91, "spreadZAbs": 0.91, "deltaSpreadZ": 0.445, "halfLifeHours": 3.94755057065222, "elapsedHours": 2.7198611111111113, "convergencePct": 0.32737637711222156, "convergenceToTargetPct": 0.5177114800844433, "remainingToTargetZ": 0.41476812712737876, "elapsedHalfLives": 0.6889996878904409, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.36, "entryHalfLifeHours": 4.3, "entryTime": 1763384377996, "deltaHalfLife": -0.35244942934778 }, { "pair": "DASHUSDT/ZENUSDT", "pnlUsd": 47.45, "spreadZSigned": 0.82, "spreadZAbs": 0.82, "deltaSpreadZ": 0, "halfLifeHours": 12.9, "elapsedHours": 1.3865775, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.31999999999999995, "elapsedHalfLives": 0.10748662790697674, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.82, "entryHalfLifeHours": 12.9, "entryTime": 1763389177817, "deltaHalfLife": 0 }, { "pair": "SOLUSDT/ENAUSDT", "pnlUsd": -10.59, "spreadZSigned": -1.25, "spreadZAbs": 1.25, "deltaSpreadZ": 0.169, "halfLifeHours": 38.295578011123375, "elapsedHours": 0.21670583333333332, "convergencePct": 0.11873813571482365, "convergenceToTargetPct": 0.18326973121201043, "remainingToTargetZ": 0.7513918472849503, "elapsedHalfLives": 0.005658769095230491, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.42, "entryHalfLifeHours": 39.5, "entryTime": 1763393389355, "deltaHalfLife": -1.204421988876625 } ] } ``` ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Entering a new pair trade: long SOLUSDT, short ENAUSDT, due to strong statistical signals and positive sentiment on Solana despite tight margin constraints; conservative sizing applied.", "mode": "PAIR", "pair": { "sector": "Layer-1/DeFi", "long": "SOLUSDT", "short": "ENAUSDT", "corr": 0.731, "beta": 0.466, "spreadZ": -1.42, "halfLife": 39.5 }, "signal": "ENTER", "sizing": { "longSizeUsd": 1800, "shortSizeUsd": 839, "leverage": 3 }, "risk": { "long": { "stopLoss": 0.08, "takeProfit": 0.15, "leverage": 3 }, "short": { "stopLoss": 0.08, "takeProfit": 0.15, "leverage": 3 } }, "rationale": [ "Portfolio allows new entry: available margin $1124 > $100, open positions 18 < 20, active pairs 9 < 10.", "No active pairs trigger exit: all exitSignals false, no pnl below -40 or -100, no convergence/time stops met.", "Top candidate SOLUSDT/ENAUSDT meets all statistical thresholds: corr 0.731 >=0.7, adfT -2.81 <=-1.645, halfLife 39.5 <=40, |spreadZ| 1.42 >=0.8.", "Technical indicators mixed: negative RSI divergence (-0.50) but low ADX 23.4 indicating ranging market; volume confirmation weak but acceptable.", "Asset scores positive for both: long 0.86, short 0.05; highest quality 0.173 among candidates.", "Sentiment analysis: Recent X posts and news show strong positive hype around Solana's ecosystem growth and performance; Ethena (ENA) neutral with some DeFi adoption but higher risk; supports long SOL bias.", "Other candidates rejected: SOL/XLM has negative short score, LTC/DOT has negative short score and lower quality.", "Sizing conservative due to limited margin: beta-adjusted notional with 3x leverage (medium quality, |Z|>1.4); total margin ~800 < available.", "Risk parameters: 8% stop loss per leg to limit downside, 15% take profit aligned with expected convergence; leverage 3x for pair quality." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T15:29:19.789Z ## Portfolio Status - Balance: $9973.87120370739 - Equity: $9986.422007899726 - Available Margin: $1124.1095172992318 - Open Positions: 18 ## State Data ```json { "asOf": 1763393359789, "portfolio": { "balance": 9973.87, "equity": 9986.42, "marginUsed": 8862.31, "availableMargin": 1124.11, "openPositions": 18 }, "positions": [ { "symbol": "ADAUSDT", "direction": "LONG", "qty": 1521.1439002129603, "pnl": -12.397322786735613 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -4439.233685891039, "pnl": -6.880812213131093 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": -15.367146339051748 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": 24.055589492974722 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -12.189540659708799 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": 9.646582925271566 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 1977.2976931526914, "pnl": -35.49249359209085 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -47.90801660811242, "pnl": 8.383902906419708 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -21.069532237673982 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 13.589811445583745 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 5011.484652328252, "pnl": -13.781582793902706 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -4683.251641542588, "pnl": 3.3485249237029198 }, { "symbol": "1000PEPEUSDT", "direction": "LONG", "qty": 200581.68689198676, "pnl": -9.527630127369505 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -113301.30859698524, "pnl": 19.544475732980043 }, { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 429.9149126735334, "pnl": -8.813255709807132 }, { "symbol": "INJUSDT", "direction": "SHORT", "qty": -160.36500110383398, "pnl": 10.183177570093369 }, { "symbol": "DASHUSDT", "direction": "LONG", "qty": 29.209707529558184, "pnl": 123.2649657747355 }, { "symbol": "ZENUSDT", "direction": "SHORT", "qty": -94.2092701921869, "pnl": -98.82552443160402 } ], "activePairs": [ { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -19.28, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 6.497519722222222, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.3650291978776529, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": 8.69, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 5.604281944444445, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.14152227132435466, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": -2.54, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 5.4961425, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.21139009615384616, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": -27.11, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 5.326780555555556, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.5548729745370371, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": -7.48, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 5.158513888888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.31647324471710975, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": -10.43, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 4.431535833333333, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.25764743217054265, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 }, { "pair": "1000PEPEUSDT/1000SHIBUSDT", "pnlUsd": 10.02, "spreadZSigned": -1.45, "spreadZAbs": 1.45, "deltaSpreadZ": 0.468, "halfLifeHours": 26.73484240732064, "elapsedHours": 2.997131111111111, "convergencePct": 0.24361736252582258, "convergenceToTargetPct": 0.32939812397857704, "remainingToTargetZ": 0.9522546639504206, "elapsedHalfLives": 0.11210580804809324, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.92, "entryHalfLifeHours": 27.4, "entryTime": 1763382570116, "deltaHalfLife": -0.6651575926793569 }, { "pair": "DEXEUSDT/INJUSDT", "pnlUsd": 1.37, "spreadZSigned": -0.81, "spreadZAbs": 0.81, "deltaSpreadZ": 0.55, "halfLifeHours": 4.0189098564822725, "elapsedHours": 2.4949422222222224, "convergencePct": 0.4044479100583299, "convergenceToTargetPct": 0.6395920438131728, "remainingToTargetZ": 0.3099508423206714, "elapsedHalfLives": 0.6208007423202148, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.36, "entryHalfLifeHours": 4.3, "entryTime": 1763384377996, "deltaHalfLife": -0.2810901435177273 }, { "pair": "DASHUSDT/ZENUSDT", "pnlUsd": 24.44, "spreadZSigned": 0.82, "spreadZAbs": 0.82, "deltaSpreadZ": 0, "halfLifeHours": 12.9, "elapsedHours": 1.1616586111111111, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.31999999999999995, "elapsedHalfLives": 0.09005105512489234, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.82, "entryHalfLifeHours": 12.9, "entryTime": 1763389177817, "deltaHalfLife": 0 } ] } ``` <pairs> New pair opportunities: 1. SOLUSDT/ENAUSDT (Layer-1/DeFi) Stats: corr=0.731, beta=0.466, adfT=-2.81, halfLifePeriods=39.5p, spreadZSigned=-1.42, |spreadZ|=1.42, fundingNet=-0.000041 Direction: long SOLUSDT, short ENAUSDT Technical: rsiDiv=-0.50, volConf=-0.15, regime=0.40, adx=23.4 Scores: long=0.86, short=0.05, composite=-0.30 Quality: 0.173 2. SOLUSDT/XLMUSDT (Layer-1/Infrastructure) Stats: corr=0.713, beta=0.647, adfT=-2.42, halfLifePeriods=38.7p, spreadZSigned=-1.33, |spreadZ|=1.33, fundingNet=0.000011 Direction: long SOLUSDT, short XLMUSDT Technical: rsiDiv=-0.50, volConf=-0.15, regime=0.80, adx=19.7 Scores: long=0.83, short=-0.38, composite=-0.32 Quality: 0.042 3. LTCUSDT/DOTUSDT (Layer-1) Stats: corr=0.766, beta=0.710, adfT=-2.53, halfLifePeriods=35.3p, spreadZSigned=0.86, |spreadZ|=0.86, fundingNet=-0.000109 Direction: long DOTUSDT, short LTCUSDT Technical: rsiDiv=0.50, volConf=-0.15, regime=0.80, adx=19.0 Scores: long=0.01, short=-0.22, composite=-0.38 Quality: -0.055 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Portfolio near capacity with 18 open positions and limited available margin. No active pairs meet exit criteria. New pair candidates require more margin than available to satisfy minimum per position, considering beta adjustments.", "mode": "PAIR", "signal": "NONE", "rationale": [ "Available margin of $1195 is insufficient to enter any new pair while meeting the $500 minimum margin per position, as beta adjustments result in total margin needs exceeding availability (e.g., 1573 for SOL/ENA).", "No active pairs trigger exit signals: no profit targets reached (|spreadZ| > 0.5), time stops not exceeded, convergence <50%, and PnL above risk thresholds (-$40 for reduce, -$100 for exit).", "All candidates meet statistical thresholds, but SOL/ENA is top due to both assets having positive scores and suitable ranging market (low regime/ADX). However, bearish sentiment on SOL from recent X posts (prices ~$140-160 with bearish momentum) adds caution.", "LTC/DOT shows positive RSI divergence but has a negative short asset score and slightly exceeds margin limits. Cannot proceed with entry." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T15:19:19.750Z ## Portfolio Status - Balance: $9973.87120370739 - Equity: $9905.088509105848 - Available Margin: $1195.0910180903593 - Open Positions: 18 ## State Data ```json { "asOf": 1763392759750, "portfolio": { "balance": 9973.87, "equity": 9905.09, "marginUsed": 8710, "availableMargin": 1195.09, "openPositions": 18 }, "positions": [ { "symbol": "ADAUSDT", "direction": "LONG", "qty": 1521.1439002129603, "pnl": -23.3495588682689 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -4439.233685891039, "pnl": 20.198513270804224 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": -26.477193720366877 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": 55.16921197312145 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -23.03957135681214 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": 27.12227663047347 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 1977.2976931526914, "pnl": -29.16514097400206 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -47.90801660811242, "pnl": 18.92366656020447 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -44.57016434892545 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 26.848164075421607 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 5011.484652328252, "pnl": 1.2528711630820641 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -4683.251641542588, "pnl": 13.651678535096648 }, { "symbol": "1000PEPEUSDT", "direction": "LONG", "qty": 200581.68689198676, "pnl": -23.367766522916515 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -113301.30859698524, "pnl": 19.544475732980043 }, { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 429.9149126735334, "pnl": -36.3278101209133 }, { "symbol": "INJUSDT", "direction": "SHORT", "qty": -160.36500110383398, "pnl": 24.455662668334515 }, { "symbol": "DASHUSDT", "direction": "LONG", "qty": 29.209707529558184, "pnl": 48.4881144990669 }, { "symbol": "ZENUSDT", "direction": "SHORT", "qty": -94.2092701921869, "pnl": -70.46853410375591 } ], "activePairs": [ { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -3.15, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 6.3308422222222225, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.3556652933832709, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": 28.69, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 5.437604444444444, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.13731324354657687, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": 4.08, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 5.329465, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.20497942307692307, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": -10.24, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 5.160103055555555, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.5375107349537037, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": -17.72, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 4.991836388888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.30624763122017723, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": 14.9, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 4.264858333333334, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.24795687984496126, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 }, { "pair": "1000PEPEUSDT/1000SHIBUSDT", "pnlUsd": -3.82, "spreadZSigned": -1.45, "spreadZAbs": 1.45, "deltaSpreadZ": 0.468, "halfLifeHours": 26.73484240732064, "elapsedHours": 2.830453611111111, "convergencePct": 0.24361736252582258, "convergenceToTargetPct": 0.32939812397857704, "remainingToTargetZ": 0.9522546639504206, "elapsedHalfLives": 0.10587134077648667, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.92, "entryHalfLifeHours": 27.4, "entryTime": 1763382570116, "deltaHalfLife": -0.6651575926793569 }, { "pair": "DEXEUSDT/INJUSDT", "pnlUsd": -11.87, "spreadZSigned": -0.81, "spreadZAbs": 0.81, "deltaSpreadZ": 0.55, "halfLifeHours": 4.0189098564822725, "elapsedHours": 2.3282647222222224, "convergencePct": 0.4044479100583299, "convergenceToTargetPct": 0.6395920438131728, "remainingToTargetZ": 0.3099508423206714, "elapsedHalfLives": 0.5793274309118589, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.36, "entryHalfLifeHours": 4.3, "entryTime": 1763384377996, "deltaHalfLife": -0.2810901435177273 }, { "pair": "DASHUSDT/ZENUSDT", "pnlUsd": -21.98, "spreadZSigned": 0.82, "spreadZAbs": 0.82, "deltaSpreadZ": 0, "halfLifeHours": 12.9, "elapsedHours": 0.9949813888888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.31999999999999995, "elapsedHalfLives": 0.07713034022394487, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.82, "entryHalfLifeHours": 12.9, "entryTime": 1763389177817, "deltaHalfLife": 0 } ] } ``` <pairs> New pair opportunities: 1. SOLUSDT/ENAUSDT (Layer-1/DeFi) Stats: corr=0.731, beta=0.466, adfT=-2.81, halfLifePeriods=39.5p, spreadZSigned=-1.42, |spreadZ|=1.42, fundingNet=-0.000041 Direction: long SOLUSDT, short ENAUSDT Technical: rsiDiv=-0.50, volConf=-0.15, regime=0.40, adx=23.4 Scores: long=0.86, short=0.05, composite=-0.30 Quality: 0.173 2. SOLUSDT/XLMUSDT (Layer-1/Infrastructure) Stats: corr=0.713, beta=0.647, adfT=-2.42, halfLifePeriods=38.7p, spreadZSigned=-1.33, |spreadZ|=1.33, fundingNet=0.000011 Direction: long SOLUSDT, short XLMUSDT Technical: rsiDiv=-0.50, volConf=-0.15, regime=0.80, adx=19.7 Scores: long=0.83, short=-0.38, composite=-0.32 Quality: 0.042 3. LTCUSDT/DOTUSDT (Layer-1) Stats: corr=0.766, beta=0.710, adfT=-2.53, halfLifePeriods=35.3p, spreadZSigned=0.86, |spreadZ|=0.86, fundingNet=-0.000109 Direction: long DOTUSDT, short LTCUSDT Technical: rsiDiv=0.50, volConf=-0.15, regime=0.80, adx=19.0 Scores: long=0.01, short=-0.22, composite=-0.38 Quality: -0.055 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Insufficient available margin to enter a new pair while adhering to minimum position margin requirements and beta-adjusted sizing. No active pairs meet exit or reduction criteria.", "mode": "PAIR", "signal": "NONE", "rationale": [ "Portfolio has 18 open positions and 9 active pairs, within limits but adding another would require at least ~1200-1500 USD margin for top candidates due to beta <1, exceeding available 1129 USD.", "All active pairs have no exit signals triggered (pnl above -100 USD, no convergence/profit/time stops).", "New pair candidates meet statistical thresholds but cannot be sized appropriately without violating margin minimums of 500 USD per position.", "Technical indicators mixed with negative volume confirmation across candidates; asset scores unfavorable for short legs.", "Sentiment research not pursued due to margin constraint precluding entry." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T15:09:19.738Z ## Portfolio Status - Balance: $9973.87120370739 - Equity: $9887.989357010936 - Available Margin: $1129.7345140443267 - Open Positions: 18 ## State Data ```json { "asOf": 1763392159738, "portfolio": { "balance": 9973.87, "equity": 9887.99, "marginUsed": 8758.25, "availableMargin": 1129.73, "openPositions": 18 }, "positions": [ { "symbol": "ADAUSDT", "direction": "LONG", "qty": 1521.1439002129603, "pnl": -15.287496197140255 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -4439.233685891039, "pnl": 9.54435242466567 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": -21.37966103290953 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": 43.157605375687 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -13.796952614835087 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": 20.13199914839261 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 1977.2976931526914, "pnl": -9.392164042475128 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -47.90801660811242, "pnl": 12.695624401149818 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -32.414664981036694 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 20.881905391994557 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 5011.484652328252, "pnl": 1.2528711630820641 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -4683.251641542588, "pnl": 4.987662998242905 }, { "symbol": "1000PEPEUSDT", "direction": "LONG", "qty": 200581.68689198676, "pnl": -16.347407481696916 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -113301.30859698524, "pnl": 19.544475732980043 }, { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 429.9149126735334, "pnl": -29.01925660546346 }, { "symbol": "INJUSDT", "direction": "SHORT", "qty": -160.36500110383398, "pnl": 16.597777614246734 }, { "symbol": "DASHUSDT", "direction": "LONG", "qty": 29.209707529558184, "pnl": 41.7698817672684 }, { "symbol": "ZENUSDT", "direction": "SHORT", "qty": -94.2092701921869, "pnl": -74.51953272201987 } ], "activePairs": [ { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -5.74, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 6.164171944444444, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.34630179463171035, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": 21.78, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 5.270934166666667, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.13310439814814815, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": 6.34, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 5.162794722222222, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.1985690277777778, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": 3.3, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 4.993433055555555, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.5201492766203704, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": -11.53, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 4.8251663888888885, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.29602247784594404, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": 6.24, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 4.098188333333334, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.23826676356589152, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 }, { "pair": "1000PEPEUSDT/1000SHIBUSDT", "pnlUsd": 3.2, "spreadZSigned": -1.45, "spreadZAbs": 1.45, "deltaSpreadZ": 0.468, "halfLifeHours": 26.73484240732064, "elapsedHours": 2.663783611111111, "convergencePct": 0.24361736252582258, "convergenceToTargetPct": 0.32939812397857704, "remainingToTargetZ": 0.9522546639504206, "elapsedHalfLives": 0.09963715403767269, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.92, "entryHalfLifeHours": 27.4, "entryTime": 1763382570116, "deltaHalfLife": -0.6651575926793569 }, { "pair": "DEXEUSDT/INJUSDT", "pnlUsd": -12.42, "spreadZSigned": -0.81, "spreadZAbs": 0.81, "deltaSpreadZ": 0.55, "halfLifeHours": 4.0189098564822725, "elapsedHours": 2.161594722222222, "convergencePct": 0.4044479100583299, "convergenceToTargetPct": 0.6395920438131728, "remainingToTargetZ": 0.3099508423206714, "elapsedHalfLives": 0.5378559856812147, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.36, "entryHalfLifeHours": 4.3, "entryTime": 1763384377996, "deltaHalfLife": -0.2810901435177273 }, { "pair": "DASHUSDT/ZENUSDT", "pnlUsd": -32.75, "spreadZSigned": 0.82, "spreadZAbs": 0.82, "deltaSpreadZ": 0, "halfLifeHours": 12.9, "elapsedHours": 0.8283111111111111, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.31999999999999995, "elapsedHalfLives": 0.06421016365202412, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.82, "entryHalfLifeHours": 12.9, "entryTime": 1763389177817, "deltaHalfLife": 0 } ] } ``` <pairs> New pair opportunities: 1. SOLUSDT/ENAUSDT (Layer-1/DeFi) Stats: corr=0.731, beta=0.466, adfT=-2.81, halfLifePeriods=39.5p, spreadZSigned=-1.42, |spreadZ|=1.42, fundingNet=-0.000041 Direction: long SOLUSDT, short ENAUSDT Technical: rsiDiv=-0.50, volConf=-0.15, regime=0.40, adx=23.4 Scores: long=0.86, short=0.05, composite=-0.30 Quality: 0.173 2. SOLUSDT/XLMUSDT (Layer-1/Infrastructure) Stats: corr=0.713, beta=0.647, adfT=-2.42, halfLifePeriods=38.7p, spreadZSigned=-1.33, |spreadZ|=1.33, fundingNet=0.000011 Direction: long SOLUSDT, short XLMUSDT Technical: rsiDiv=-0.50, volConf=-0.15, regime=0.80, adx=19.7 Scores: long=0.83, short=-0.38, composite=-0.32 Quality: 0.042 3. LTCUSDT/DOTUSDT (Layer-1) Stats: corr=0.766, beta=0.710, adfT=-2.53, halfLifePeriods=35.3p, spreadZSigned=0.86, |spreadZ|=0.86, fundingNet=-0.000109 Direction: long DOTUSDT, short LTCUSDT Technical: rsiDiv=0.50, volConf=-0.15, regime=0.80, adx=19.0 Scores: long=0.01, short=-0.22, composite=-0.38 Quality: -0.055 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "No suitable action: insufficient margin for new entries, no quantitative or sentiment-based triggers for exits or reductions in active pairs.", "mode": "PAIR", "signal": "NONE", "rationale": [ "Portfolio has 9 active pairs (18 positions), within limits, but available margin of $1077 is insufficient to meet minimum $500 margin per position for new pair candidates, as all have beta <1 requiring total margin >$1200-$1500 to balance legs.", "Active pairs reviewed: no exit signals triggered (all |spreadZ| >0.5, convergencePct <50%, elapsed <2x halfLife, pnlUsd >-$40 for reduction, >-$100 for exit). DASH/ZEN pair at -$20.42 is closest but does not meet thresholds.", "New pair candidates (SOL/ENA, SOL/XLM, LTC/DOT) meet statistical criteria but cannot be entered due to margin constraints; technical indicators mixed (negative RSI divergence and volume confirmation in top candidates).", "Sentiment research (recent X posts, news on SOL, ENA, XLM, DOT, LTC, and active pair assets like ZEN, FARTCOIN) shows neutral to mildly negative hype for meme/volatility assets (e.g., FARTCOIN pump fading, ZEN low volume concerns), but no strong catalysts for early exits; quantitative metrics take precedence." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T14:59:18.862Z ## Portfolio Status - Balance: $9973.87120370739 - Equity: $9911.371889011562 - Available Margin: $1077.6988254837652 - Open Positions: 18 ## State Data ```json { "asOf": 1763391558862, "portfolio": { "balance": 9973.87, "equity": 9911.37, "marginUsed": 8833.67, "availableMargin": 1077.7, "openPositions": 18 }, "positions": [ { "symbol": "ADAUSDT", "direction": "LONG", "qty": 1521.1439002129603, "pnl": -10.26772132643745 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -4439.233685891039, "pnl": -3.329425264418406 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": -13.60309869721001 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": 27.519853390347905 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -12.189540659708799 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": 8.24852742885532 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 1977.2976931526914, "pnl": -9.392164042475128 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -47.90801660811242, "pnl": 7.904822740338593 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -21.069532237673982 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 17.56731723453515 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 5011.484652328252, "pnl": 1.2528711630820641 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -4683.251641542588, "pnl": 0.32782761490804907 }, { "symbol": "1000PEPEUSDT", "direction": "LONG", "qty": 200581.68689198676, "pnl": -9.527630127369505 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -113301.30859698524, "pnl": 19.544475732980043 }, { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 429.9149126735334, "pnl": -16.55172413793103 }, { "symbol": "INJUSDT", "direction": "SHORT", "qty": -160.36500110383398, "pnl": 6.174052542497463 }, { "symbol": "DASHUSDT", "direction": "LONG", "qty": 29.209707529558184, "pnl": 67.47442439327948 }, { "symbol": "ZENUSDT", "direction": "SHORT", "qty": -94.2092701921869, "pnl": -87.89724908931036 } ], "activePairs": [ { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -13.6, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 5.997262222222222, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.33692484394506866, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": 13.92, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 5.104024444444445, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.1288895061728395, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": -3.94, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 4.995885, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.1921494230769231, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": -1.49, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 4.826523055555556, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.5027628182870371, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": -3.5, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 4.658256388888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.2857826005453306, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": 1.58, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 3.931278333333333, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.22856269379844962, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 }, { "pair": "1000PEPEUSDT/1000SHIBUSDT", "pnlUsd": 10.02, "spreadZSigned": -1.45, "spreadZAbs": 1.45, "deltaSpreadZ": 0.468, "halfLifeHours": 26.73484240732064, "elapsedHours": 2.496873611111111, "convergencePct": 0.24361736252582258, "convergenceToTargetPct": 0.32939812397857704, "remainingToTargetZ": 0.9522546639504206, "elapsedHalfLives": 0.09339399024949581, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.92, "entryHalfLifeHours": 27.4, "entryTime": 1763382570116, "deltaHalfLife": -0.6651575926793569 }, { "pair": "DEXEUSDT/INJUSDT", "pnlUsd": -10.38, "spreadZSigned": -0.81, "spreadZAbs": 0.81, "deltaSpreadZ": 0.55, "halfLifeHours": 4.0189098564822725, "elapsedHours": 1.9946847222222222, "convergencePct": 0.4044479100583299, "convergenceToTargetPct": 0.6395920438131728, "remainingToTargetZ": 0.3099508423206714, "elapsedHalfLives": 0.49632482276379236, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.36, "entryHalfLifeHours": 4.3, "entryTime": 1763384377996, "deltaHalfLife": -0.2810901435177273 }, { "pair": "DASHUSDT/ZENUSDT", "pnlUsd": -20.42, "spreadZSigned": 0.82, "spreadZAbs": 0.82, "deltaSpreadZ": 0, "halfLifeHours": 12.9, "elapsedHours": 0.6614011111111111, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.31999999999999995, "elapsedHalfLives": 0.051271403962101635, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.82, "entryHalfLifeHours": 12.9, "entryTime": 1763389177817, "deltaHalfLife": 0 } ] } ``` <pairs> New pair opportunities: 1. SOLUSDT/ENAUSDT (Layer-1/DeFi) Stats: corr=0.731, beta=0.466, adfT=-2.81, halfLifePeriods=39.5p, spreadZSigned=-1.42, |spreadZ|=1.42, fundingNet=-0.000041 Direction: long SOLUSDT, short ENAUSDT Technical: rsiDiv=-0.50, volConf=-0.15, regime=0.40, adx=23.4 Scores: long=0.86, short=0.05, composite=-0.30 Quality: 0.173 2. SOLUSDT/XLMUSDT (Layer-1/Infrastructure) Stats: corr=0.713, beta=0.647, adfT=-2.42, halfLifePeriods=38.7p, spreadZSigned=-1.33, |spreadZ|=1.33, fundingNet=0.000011 Direction: long SOLUSDT, short XLMUSDT Technical: rsiDiv=-0.50, volConf=-0.15, regime=0.80, adx=19.7 Scores: long=0.83, short=-0.38, composite=-0.32 Quality: 0.042 3. LTCUSDT/DOTUSDT (Layer-1) Stats: corr=0.766, beta=0.710, adfT=-2.53, halfLifePeriods=35.3p, spreadZSigned=0.86, |spreadZ|=0.86, fundingNet=-0.000109 Direction: long DOTUSDT, short LTCUSDT Technical: rsiDiv=0.50, volConf=-0.15, regime=0.80, adx=19.0 Scores: long=0.01, short=-0.22, composite=-0.38 Quality: -0.055 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T14:49:19.304Z ## Portfolio Status - Balance: $9973.87120370739 - Equity: $9923.69992415743 - Available Margin: $1008.3429152032022 - Open Positions: 18 ## State Data ```json { "asOf": 1763390959304, "portfolio": { "balance": 9973.87, "equity": 9923.7, "marginUsed": 8915.36, "availableMargin": 1008.34, "openPositions": 18 }, "positions": [ { "symbol": "ADAUSDT", "direction": "LONG", "qty": 1521.1439002129603, "pnl": -1.9014298752661598 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -4439.233685891039, "pnl": -18.422819796447754 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": -3.698379241993031 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": 2.2339645693340304 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": 4.889211363509447 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": -2.516499893549045 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 1977.2976931526914, "pnl": 3.460270963017268 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -47.90801660811242, "pnl": -1.1977004152027424 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -8.914032869785224 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 8.286470393648576 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 5011.484652328252, "pnl": 1.2528711630820641 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -4683.251641542588, "pnl": -6.158475908628423 }, { "symbol": "1000PEPEUSDT", "direction": "LONG", "qty": 200581.68689198676, "pnl": 1.9055260254738662 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -113301.30859698524, "pnl": 19.544475732980043 }, { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 429.9149126735334, "pnl": 2.7944469323783276 }, { "symbol": "INJUSDT", "direction": "SHORT", "qty": -160.36500110383398, "pnl": -13.871572595481785 }, { "symbol": "DASHUSDT", "direction": "LONG", "qty": 29.209707529558184, "pnl": 78.57411325451186 }, { "symbol": "ZENUSDT", "direction": "SHORT", "qty": -94.2092701921869, "pnl": -92.1366662479586 } ], "activePairs": [ { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -20.32, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 5.830718055555556, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.3275684300873908, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": -1.46, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 4.9374802777777775, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.12468384539842872, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": 2.37, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 4.829340833333333, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.1857438782051282, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": 2.26, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 4.6599788888888884, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.48541446759259255, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": -0.63, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 4.4917122222222226, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.2755651670074983, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": -4.91, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 3.7647341666666665, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.2188798934108527, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 }, { "pair": "1000PEPEUSDT/1000SHIBUSDT", "pnlUsd": 21.45, "spreadZSigned": -1.45, "spreadZAbs": 1.45, "deltaSpreadZ": 0.468, "halfLifeHours": 26.73484240732064, "elapsedHours": 2.3303294444444442, "convergencePct": 0.24361736252582258, "convergenceToTargetPct": 0.32939812397857704, "remainingToTargetZ": 0.9522546639504206, "elapsedHalfLives": 0.08716451022753528, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.92, "entryHalfLifeHours": 27.4, "entryTime": 1763382570116, "deltaHalfLife": -0.6651575926793569 }, { "pair": "DEXEUSDT/INJUSDT", "pnlUsd": -11.08, "spreadZSigned": -0.81, "spreadZAbs": 0.81, "deltaSpreadZ": 0.55, "halfLifeHours": 4.0189098564822725, "elapsedHours": 1.8281405555555557, "convergencePct": 0.4044479100583299, "convergenceToTargetPct": 0.6395920438131728, "remainingToTargetZ": 0.3099508423206714, "elapsedHalfLives": 0.4548846878480912, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.36, "entryHalfLifeHours": 4.3, "entryTime": 1763384377996, "deltaHalfLife": -0.2810901435177273 }, { "pair": "DASHUSDT/ZENUSDT", "pnlUsd": -13.56, "spreadZSigned": 0.82, "spreadZAbs": 0.82, "deltaSpreadZ": 0, "halfLifeHours": 12.9, "elapsedHours": 0.49485694444444445, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.31999999999999995, "elapsedHalfLives": 0.03836100344530577, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.82, "entryHalfLifeHours": 12.9, "entryTime": 1763389177817, "deltaHalfLife": 0 } ] } ``` <pairs> New pair opportunities: 1. SOLUSDT/ENAUSDT (Layer-1/DeFi) Stats: corr=0.731, beta=0.466, adfT=-2.81, halfLifePeriods=39.5p, spreadZSigned=-1.42, |spreadZ|=1.42, fundingNet=-0.000041 Direction: long SOLUSDT, short ENAUSDT Technical: rsiDiv=-0.50, volConf=-0.15, regime=0.40, adx=23.4 Scores: long=0.86, short=0.05, composite=-0.30 Quality: 0.173 2. SOLUSDT/XLMUSDT (Layer-1/Infrastructure) Stats: corr=0.713, beta=0.647, adfT=-2.42, halfLifePeriods=38.7p, spreadZSigned=-1.33, |spreadZ|=1.33, fundingNet=0.000011 Direction: long SOLUSDT, short XLMUSDT Technical: rsiDiv=-0.50, volConf=-0.15, regime=0.80, adx=19.7 Scores: long=0.83, short=-0.38, composite=-0.32 Quality: 0.042 3. LTCUSDT/DOTUSDT (Layer-1) Stats: corr=0.766, beta=0.710, adfT=-2.53, halfLifePeriods=35.3p, spreadZSigned=0.86, |spreadZ|=0.86, fundingNet=-0.000109 Direction: long DOTUSDT, short LTCUSDT Technical: rsiDiv=0.50, volConf=-0.15, regime=0.80, adx=19.0 Scores: long=0.01, short=-0.22, composite=-0.38 Quality: -0.055 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Reduce position in ADAUSDT/FARTCOINUSDT pair to manage risk as PNL has reached the reduction threshold.", "mode": "PAIR", "pair": { "long": "ADAUSDT", "short": "FARTCOINUSDT" }, "signal": "REDUCE", "rationale": [ "Active pair ADAUSDT/FARTCOINUSDT shows PNL of -42.4 USD, triggering risk reduction protocol (PNL ≤ -40 USD).", "No convergence observed (convergencePct: 0), and spreadZ remains elevated at 2.5.", "Portfolio available margin is $407, below minimum $500 for new entries, precluding new positions.", "Other active pairs do not trigger immediate exit or reduction; positive PNL pairs like 1000PEPEUSDT/1000SHIBUSDT show partial convergence and are held.", "New pair candidates meet statistical thresholds but cannot be entered due to insufficient margin and low asset scores for shorts." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T14:39:18.881Z ## Portfolio Status - Balance: $9973.87120370739 - Equity: $9925.37206795585 - Available Margin: $407.14267835447936 - Open Positions: 18 ## State Data ```json { "asOf": 1763390358881, "portfolio": { "balance": 9973.87, "equity": 9925.37, "marginUsed": 9518.23, "availableMargin": 407.14, "openPositions": 18 }, "positions": [ { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": -2.890173410404644 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": -39.50917980443033 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": -3.039215532408006 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": 4.370800244349126 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": 4.219456382206811 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": -2.0970832446241836 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 1977.2976931526914, "pnl": 6.821677041376912 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -47.90801660811242, "pnl": -1.6767805812838563 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -3.241466498103759 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 4.9718822361891695 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 5011.484652328252, "pnl": 2.255168093547743 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -4683.251641542588, "pnl": -4.2383427355959915 }, { "symbol": "1000PEPEUSDT", "direction": "LONG", "qty": 200581.68689198676, "pnl": 3.911342894393652 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -113301.30859698524, "pnl": 19.544475732980043 }, { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 429.9149126735334, "pnl": 4.944021495745949 }, { "symbol": "INJUSDT", "direction": "SHORT", "qty": -160.36500110383398, "pnl": -9.220987563470613 }, { "symbol": "DASHUSDT", "direction": "LONG", "qty": 29.209707529558184, "pnl": 17.52582451773516 }, { "symbol": "ZENUSDT", "direction": "SHORT", "qty": -94.2092701921869, "pnl": -41.35786961437006 } ], "activePairs": [ { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -42.4, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 5.663933888888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.31819853308364543, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": true, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": 1.33, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 4.7706961111111115, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.12047212401795736, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": 2.12, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 4.662556666666666, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.17932910256410256, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": 5.14, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 4.493194722222222, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.4680411168981482, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": 1.73, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 4.324928055555556, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.2653330095432856, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": -1.98, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 3.59795, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.20918313953488374, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 }, { "pair": "1000PEPEUSDT/1000SHIBUSDT", "pnlUsd": 23.46, "spreadZSigned": -1.45, "spreadZAbs": 1.45, "deltaSpreadZ": 0.468, "halfLifeHours": 26.73484240732064, "elapsedHours": 2.1635452777777777, "convergencePct": 0.24361736252582258, "convergenceToTargetPct": 0.32939812397857704, "remainingToTargetZ": 0.9522546639504206, "elapsedHalfLives": 0.08092605315621187, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.92, "entryHalfLifeHours": 27.4, "entryTime": 1763382570116, "deltaHalfLife": -0.6651575926793569 }, { "pair": "DEXEUSDT/INJUSDT", "pnlUsd": -4.28, "spreadZSigned": -0.81, "spreadZAbs": 0.81, "deltaSpreadZ": 0.55, "halfLifeHours": 4.0189098564822725, "elapsedHours": 1.661356388888889, "convergencePct": 0.4044479100583299, "convergenceToTargetPct": 0.6395920438131728, "remainingToTargetZ": 0.3099508423206714, "elapsedHalfLives": 0.41338483524561165, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.36, "entryHalfLifeHours": 4.3, "entryTime": 1763384377996, "deltaHalfLife": -0.2810901435177273 }, { "pair": "DASHUSDT/ZENUSDT", "pnlUsd": -23.83, "spreadZSigned": 0.82, "spreadZAbs": 0.82, "deltaSpreadZ": 0, "halfLifeHours": 12.9, "elapsedHours": 0.32807277777777777, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.31999999999999995, "elapsedHalfLives": 0.025431998277347115, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.82, "entryHalfLifeHours": 12.9, "entryTime": 1763389177817, "deltaHalfLife": 0 } ] } ``` <pairs> New pair opportunities: 1. SOLUSDT/ENAUSDT (Layer-1/DeFi) Stats: corr=0.731, beta=0.466, adfT=-2.81, halfLifePeriods=39.5p, spreadZSigned=-1.42, |spreadZ|=1.42, fundingNet=-0.000041 Direction: long SOLUSDT, short ENAUSDT Technical: rsiDiv=-0.50, volConf=-0.15, regime=0.40, adx=23.4 Scores: long=0.86, short=0.05, composite=-0.30 Quality: 0.173 2. SOLUSDT/XLMUSDT (Layer-1/Infrastructure) Stats: corr=0.713, beta=0.647, adfT=-2.42, halfLifePeriods=38.7p, spreadZSigned=-1.33, |spreadZ|=1.33, fundingNet=0.000011 Direction: long SOLUSDT, short XLMUSDT Technical: rsiDiv=-0.50, volConf=-0.15, regime=0.80, adx=19.7 Scores: long=0.83, short=-0.38, composite=-0.32 Quality: 0.042 3. LTCUSDT/DOTUSDT (Layer-1) Stats: corr=0.766, beta=0.710, adfT=-2.53, halfLifePeriods=35.3p, spreadZSigned=0.86, |spreadZ|=0.86, fundingNet=-0.000109 Direction: long DOTUSDT, short LTCUSDT Technical: rsiDiv=0.50, volConf=-0.15, regime=0.80, adx=19.0 Scores: long=0.01, short=-0.22, composite=-0.38 Quality: -0.055 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "No new pair entry due to suboptimal technical indicators and mixed sentiment; no active pairs trigger exit or reduce conditions.", "mode": "PAIR", "signal": "NONE", "rationale": [ "Portfolio has sufficient margin ($638) and room for one more pair (9 active, max 10), but new candidates have negative RSI divergence signaling weak momentum confirmation.", "SOL/ENA and SOL/XLM show negative volume confirmation and recent X posts indicate bearish price action for SOL despite ETF inflows, reducing entry confidence.", "LTC/DOT has positive RSI divergence but negative composite score and one asset with poor score, failing asset quality preference.", "Active pairs show no exit triggers: no |spreadZ| ≤ 0.5, no elapsed ≥ 2× half-life, convergence <50%, and pnls above -40/-100 thresholds (DASH/ZEN at -31.7 close but not triggered).", "Prioritize quantitative thresholds and sentiment integration (70/30 weight); none meet all criteria including positive technicals and balanced sentiment for entry." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T14:32:43.358Z ## Portfolio Status - Balance: $9973.87120370739 - Equity: $9915.942222920703 - Available Margin: $638.7370066558778 - Open Positions: 18 ## State Data ```json { "asOf": 1763389963357, "portfolio": { "balance": 9973.87, "equity": 9915.94, "marginUsed": 9277.21, "availableMargin": 638.74, "openPositions": 18 }, "positions": [ { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": -52.47946455734709 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": 47.49980043903407 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": -23.67417851722688 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": 47.30177153329244 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -33.68867555952467 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": 26.563054431906945 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 1977.2976931526914, "pnl": -26.79238374221887 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -47.90801660811242, "pnl": 22.756307888853467 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -44.57016434892545 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 29.49983460138925 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 5011.484652328252, "pnl": -35.33096679891418 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -4683.251641542588, "pnl": 16.766040876722464 }, { "symbol": "1000PEPEUSDT", "direction": "LONG", "qty": 200581.68689198676, "pnl": -18.754387724400903 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -113301.30859698524, "pnl": 23.05681629948656 }, { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 429.9149126735334, "pnl": -23.860277653380862 }, { "symbol": "INJUSDT", "direction": "SHORT", "qty": -160.36500110383398, "pnl": 29.587342703657207 }, { "symbol": "DASHUSDT", "direction": "LONG", "qty": 29.209707529558184, "pnl": -21.615183571872908 }, { "symbol": "ZENUSDT", "direction": "SHORT", "qty": -94.2092701921869, "pnl": -10.080391910563934 } ], "activePairs": [ { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -4.98, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 5.554066111111111, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.31202618601747817, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": 23.63, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 4.660828333333333, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.11769768518518517, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": -7.13, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 4.552688888888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.1751034188034188, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": -4.04, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 4.383326944444445, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.456596556712963, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": -15.07, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 4.215060277777778, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.2585926550783913, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": -18.56, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 3.4880822222222223, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.20279547803617573, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 }, { "pair": "1000PEPEUSDT/1000SHIBUSDT", "pnlUsd": 4.3, "spreadZSigned": -1.45, "spreadZAbs": 1.45, "deltaSpreadZ": 0.468, "halfLifeHours": 26.73484240732064, "elapsedHours": 2.0536775, "convergencePct": 0.24361736252582258, "convergenceToTargetPct": 0.32939812397857704, "remainingToTargetZ": 0.9522546639504206, "elapsedHalfLives": 0.07681651788744616, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.92, "entryHalfLifeHours": 27.4, "entryTime": 1763382570116, "deltaHalfLife": -0.6651575926793569 }, { "pair": "DEXEUSDT/INJUSDT", "pnlUsd": 5.73, "spreadZSigned": -0.81, "spreadZAbs": 0.81, "deltaSpreadZ": 0.55, "halfLifeHours": 4.0189098564822725, "elapsedHours": 1.551488611111111, "convergencePct": 0.4044479100583299, "convergenceToTargetPct": 0.6395920438131728, "remainingToTargetZ": 0.3099508423206714, "elapsedHalfLives": 0.3860471288273979, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.36, "entryHalfLifeHours": 4.3, "entryTime": 1763384377996, "deltaHalfLife": -0.2810901435177273 }, { "pair": "DASHUSDT/ZENUSDT", "pnlUsd": -31.7, "spreadZSigned": 0.82, "spreadZAbs": 0.82, "deltaSpreadZ": 0, "halfLifeHours": 12.9, "elapsedHours": 0.2182052777777778, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.31999999999999995, "elapsedHalfLives": 0.016915137812230835, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.82, "entryHalfLifeHours": 12.9, "entryTime": 1763389177817, "deltaHalfLife": 0 } ] } ``` <pairs> New pair opportunities: 1. SOLUSDT/ENAUSDT (Layer-1/DeFi) Stats: corr=0.731, beta=0.466, adfT=-2.81, halfLifePeriods=39.5p, spreadZSigned=-1.42, |spreadZ|=1.42, fundingNet=-0.000041 Direction: long SOLUSDT, short ENAUSDT Technical: rsiDiv=-0.50, volConf=-0.15, regime=0.40, adx=23.4 Scores: long=0.86, short=0.05, composite=-0.30 Quality: 0.173 2. SOLUSDT/XLMUSDT (Layer-1/Infrastructure) Stats: corr=0.713, beta=0.647, adfT=-2.42, halfLifePeriods=38.7p, spreadZSigned=-1.33, |spreadZ|=1.33, fundingNet=0.000011 Direction: long SOLUSDT, short XLMUSDT Technical: rsiDiv=-0.50, volConf=-0.15, regime=0.80, adx=19.7 Scores: long=0.83, short=-0.38, composite=-0.32 Quality: 0.042 3. LTCUSDT/DOTUSDT (Layer-1) Stats: corr=0.766, beta=0.710, adfT=-2.53, halfLifePeriods=35.3p, spreadZSigned=0.86, |spreadZ|=0.86, fundingNet=-0.000109 Direction: long DOTUSDT, short LTCUSDT Technical: rsiDiv=0.50, volConf=-0.15, regime=0.80, adx=19.0 Scores: long=0.01, short=-0.22, composite=-0.38 Quality: -0.055 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Entering a new statistical arbitrage pair trade: long DASHUSDT, short ZENUSDT, based on strong cointegration, acceptable spread deviation, positive technical divergence, and neutral market sentiment without red flags.", "mode": "PAIR", "pair": { "long": "DASHUSDT", "short": "ZENUSDT", "corr": 0.732, "beta": 0.639, "spreadZ": 0.82, "adfT": -2.56, "halfLife": 12.9, "fundingNet": -0.00085 }, "signal": "ENTER", "sizing": { "longSizeUsd": 2347, "shortSizeUsd": 1500, "leverage": 3 }, "risk": { "long": { "stopLoss": 0, "takeProfit": 0, "leverage": 3 }, "short": { "stopLoss": 0, "takeProfit": 0, "leverage": 3 } }, "rationale": [ "Portfolio allows new entry: available margin $1897 > $100, 8 active pairs < 10, 16 positions < 20.", "ZENUSDT/DASHUSDT meets all statistical thresholds: corr 0.732 ≥ 0.7, adfT -2.56 ≤ -1.645, halfLife 12.9 ≤ 40 periods, |spreadZ| 0.82 ≥ 0.8.", "Technical indicators favorable: positive RSI divergence (0.80), though volume confirmation negative (-0.40); ADX 24.4 borderline for ranging market.", "Asset scores positive for both legs (long 1.17, short 1.01), high composite 0.29 and quality 0.855.", "Sentiment analysis from recent X posts shows bearish pressure on SOL-related pairs, but neutral for ZEN and DASH with no negative catalysts; avoids lower-quality SOL pairs.", "No symbol overlap with active pairs; sizing ensures market neutrality with beta adjustment, margins ≥ $500 per position at 3x leverage for medium-quality signal.", "No exits or reductions triggered in active pairs; all exitSignals false, PNL above risk thresholds." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T14:19:18.873Z ## Portfolio Status - Balance: $9973.87120370739 - Equity: $9935.25977333276 - Available Margin: $1897.5794930420843 - Open Positions: 16 ## State Data ```json { "asOf": 1763389158873, "portfolio": { "balance": 9973.87, "equity": 9935.26, "marginUsed": 8037.68, "availableMargin": 1897.58, "openPositions": 16 }, "positions": [ { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": -43.96105871615444 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": 30.63071243264825 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": -20.706372386690404 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": 40.049480757482854 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -25.584640285762266 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": 20.341707472855038 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 1977.2976931526914, "pnl": -29.560600512632774 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -47.90801660811242, "pnl": 17.96550622804224 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -35.65613147914045 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 23.5335759179622 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 5011.484652328252, "pnl": -44.85278763833779 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -4683.251641542588, "pnl": 12.504281882918736 }, { "symbol": "1000PEPEUSDT", "direction": "LONG", "qty": 200581.68689198676, "pnl": -18.754387724400903 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -113301.30859698524, "pnl": 23.05681629948656 }, { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 429.9149126735334, "pnl": -19.56112852664562 }, { "symbol": "INJUSDT", "direction": "SHORT", "qty": -160.36500110383398, "pnl": 23.172742659503843 } ], "activePairs": [ { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -13.33, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 5.330598611111111, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.29947183208489386, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": 19.34, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 4.437360833333333, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.11205456649831648, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": -5.24, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 4.329221388888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.16650851495726496, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": -11.6, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 4.159859444444445, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.4333186921296297, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": -12.12, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 3.991592777777778, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.24488299250170417, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": -32.35, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 3.2646147222222224, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.1898031815245478, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 }, { "pair": "1000PEPEUSDT/1000SHIBUSDT", "pnlUsd": 4.3, "spreadZSigned": -2, "spreadZAbs": 2, "deltaSpreadZ": -0.075, "halfLifeHours": 27.619318676100853, "elapsedHours": 1.83021, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.495278321906395, "elapsedHalfLives": 0.06626557379866473, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.92, "entryHalfLifeHours": 27.4, "entryTime": 1763382570116, "deltaHalfLife": 0.21931867610085476 }, { "pair": "DEXEUSDT/INJUSDT", "pnlUsd": 3.61, "spreadZSigned": -1.86, "spreadZAbs": 1.86, "deltaSpreadZ": -0.495, "halfLifeHours": 4.720186311447841, "elapsedHours": 1.328021111111111, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.3554205748441788, "elapsedHalfLives": 0.28134929926182556, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.36, "entryHalfLifeHours": 4.3, "entryTime": 1763384377996, "deltaHalfLife": 0.420186311447841 } ] } ``` <pairs> New pair opportunities: 1. ZENUSDT/DASHUSDT (Unknown) Stats: corr=0.732, beta=0.639, adfT=-2.56, halfLifePeriods=12.9p, spreadZSigned=0.82, |spreadZ|=0.82, fundingNet=-0.000850 Direction: long DASHUSDT, short ZENUSDT Technical: rsiDiv=0.80, volConf=-0.40, regime=0.40, adx=24.4 Scores: long=1.17, short=1.01, composite=0.29 Quality: 0.855 2. SOLUSDT/ENAUSDT (Layer-1/DeFi) Stats: corr=0.731, beta=0.464, adfT=-2.93, halfLifePeriods=38.0p, spreadZSigned=-1.00, |spreadZ|=1.00, fundingNet=-0.000041 Direction: long SOLUSDT, short ENAUSDT Technical: rsiDiv=0.50, volConf=-0.40, regime=0.40, adx=23.5 Scores: long=1.09, short=0.11, composite=-0.28 Quality: 0.141 3. SOLUSDT/XLMUSDT (Layer-1/Infrastructure) Stats: corr=0.711, beta=0.645, adfT=-2.41, halfLifePeriods=38.8p, spreadZSigned=-1.40, |spreadZ|=1.40, fundingNet=0.000011 Direction: long SOLUSDT, short XLMUSDT Technical: rsiDiv=-0.50, volConf=-0.40, regime=0.80, adx=17.1 Scores: long=1.02, short=-0.17, composite=-0.26 Quality: 0.115 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Reduce WLDUSDT/AVAXUSDT pair due to risk reduction trigger", "mode": "PAIR", "pair": { "assetType": "Cryptocurrency", "long": "WLDUSDT", "short": "AVAXUSDT", "spreadZ": 1.21, "halfLife": 9.6 }, "signal": "REDUCE", "rationale": [ "pnlUsd at -46.43 triggers risk reduction per rules (≤ -40 USD)", "No convergence observed (deltaSpreadZ=0, convergencePct=0)", "Elapsed 0.42 half-lives with halfLifeHours=9.6; timeStop not yet triggered", "Sentiment analysis: Negative buzz around Worldcoin (WLD) privacy issues on X/Twitter, positive for AVAX but pair underperforms, warrants size reduction", "Reduce position size by 50% to preserve capital and available margin" ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T14:09:18.868Z ## Portfolio Status - Balance: $9973.87120370739 - Equity: $9902.812507488024 - Available Margin: $1251.2526061144345 - Open Positions: 16 ## State Data ```json { "asOf": 1763388558868, "portfolio": { "balance": 9973.87, "equity": 9902.81, "marginUsed": 8651.56, "availableMargin": 1251.25, "openPositions": 16 }, "positions": [ { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": -56.13020991785813 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": 44.83626022749949 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": -27.106538119280287 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": 54.748320097739594 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -38.44393592677351 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": 27.54169327939833 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 3954.595386305383, "pnl": -91.94434273160012 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -95.81603321622484, "pnl": 45.512615777706934 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -50.242730720606914 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 28.83691696989737 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 5011.484652328252, "pnl": -44.85278763833779 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -4683.251641542588, "pnl": 18.96716914824747 }, { "symbol": "1000PEPEUSDT", "direction": "LONG", "qty": 200581.68689198676, "pnl": -30.1875438772441 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -113301.30859698524, "pnl": 23.05681629948656 }, { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 429.9149126735334, "pnl": -44.06627854903681 }, { "symbol": "INJUSDT", "direction": "SHORT", "qty": -160.36500110383398, "pnl": 30.709897711384137 } ], "activePairs": [ { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -11.29, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 5.163930555555556, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.2901084581772784, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": 27.64, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 4.270692777777778, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.10784577721661054, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": -10.9, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 4.162553333333333, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.16009820512820513, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": -46.43, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 3.993191388888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.41595743634259263, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": true, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": -21.41, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 3.8249247222222222, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.23465795841854123, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": -25.89, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 3.0979466666666666, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.18011317829457366, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 }, { "pair": "1000PEPEUSDT/1000SHIBUSDT", "pnlUsd": -7.13, "spreadZSigned": -2, "spreadZAbs": 2, "deltaSpreadZ": -0.075, "halfLifeHours": 27.619318676100853, "elapsedHours": 1.6635419444444444, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.495278321906395, "elapsedHalfLives": 0.06023109997582657, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.92, "entryHalfLifeHours": 27.4, "entryTime": 1763382570116, "deltaHalfLife": 0.21931867610085476 }, { "pair": "DEXEUSDT/INJUSDT", "pnlUsd": -13.36, "spreadZSigned": -1.86, "spreadZAbs": 1.86, "deltaSpreadZ": -0.495, "halfLifeHours": 4.720186311447841, "elapsedHours": 1.1613530555555556, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.3554205748441788, "elapsedHalfLives": 0.2460396643113287, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.36, "entryHalfLifeHours": 4.3, "entryTime": 1763384377996, "deltaHalfLife": 0.420186311447841 } ] } ``` <pairs> New pair opportunities: 1. ZENUSDT/DASHUSDT (Unknown) Stats: corr=0.732, beta=0.639, adfT=-2.56, halfLifePeriods=12.9p, spreadZSigned=0.82, |spreadZ|=0.82, fundingNet=-0.000850 Direction: long DASHUSDT, short ZENUSDT Technical: rsiDiv=0.80, volConf=-0.40, regime=0.40, adx=24.4 Scores: long=1.17, short=1.01, composite=0.29 Quality: 0.855 2. SOLUSDT/ENAUSDT (Layer-1/DeFi) Stats: corr=0.731, beta=0.464, adfT=-2.93, halfLifePeriods=38.0p, spreadZSigned=-1.00, |spreadZ|=1.00, fundingNet=-0.000041 Direction: long SOLUSDT, short ENAUSDT Technical: rsiDiv=0.50, volConf=-0.40, regime=0.40, adx=23.5 Scores: long=1.09, short=0.11, composite=-0.28 Quality: 0.141 3. SOLUSDT/XLMUSDT (Layer-1/Infrastructure) Stats: corr=0.711, beta=0.645, adfT=-2.41, halfLifePeriods=38.8p, spreadZSigned=-1.40, |spreadZ|=1.40, fundingNet=0.000011 Direction: long SOLUSDT, short XLMUSDT Technical: rsiDiv=-0.50, volConf=-0.40, regime=0.80, adx=17.1 Scores: long=1.02, short=-0.17, composite=-0.26 Quality: 0.115 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Reduce position size in ARBUSDT/DOGEUSDT pair by approximately 50% due to unrealized loss exceeding risk reduction threshold, while available margin is insufficient for new entries.", "mode": "PAIR", "pair": { "long": "ARBUSDT", "short": "DOGEUSDT", "spreadZ": 1.84, "halfLife": 17.2, "assetType": "Altcoin" }, "signal": "REDUCE", "sizing": { "longSizeUsd": 400, "shortSizeUsd": 400, "leverage": 2 }, "risk": { "long": { "stopLoss": -10, "takeProfit": 5, "leverage": 2 }, "short": { "stopLoss": -10, "takeProfit": 5, "leverage": 2 } }, "rationale": [ "Portfolio has 16 open positions and only $579 available margin, below minimum $1000 required for a new pair entry ($500 per leg).", "ARBUSDT/DOGEUSDT pair shows pnlUsd of -56.04, triggering risk reduction as it exceeds -40 threshold; reduce by 50% to limit further losses and free margin.", "No exit signals triggered yet (pnl > -100, convergence 0%, elapsed time low), but reduction manages risk proactively.", "Technical indicators: spreadZ 1.84 (diverged), half-life 17.2 hours suitable, but no convergence after 2.93 hours.", "Sentiment analysis: Recent X posts and news show neutral to positive hype for DOGE due to meme community, but ARB faces DeFi competition concerns; quantitative metrics (correlation implied high, no new data) outweigh, favoring risk management over hold.", "No new pair selected as candidates like ZEN/DASH meet stats but margin constraint prevents entry; ZEN/DASH has positive RSI divergence but negative volume confirmation." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T13:59:19.368Z ## Portfolio Status - Balance: $9973.87120370739 - Equity: $9890.61295371111 - Available Margin: $579.1585634237217 - Open Positions: 16 ## State Data ```json { "asOf": 1763387959367, "portfolio": { "balance": 9973.87, "equity": 9890.61, "marginUsed": 9311.45, "availableMargin": 579.16, "openPositions": 16 }, "positions": [ { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": -43.65682993611188 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": 40.39702654160845 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": -27.241509736004932 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": 50.312767257177654 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -37.10442596416824 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": 27.12227663047347 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 3954.595386305383, "pnl": -91.94434273160012 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -95.81603321622484, "pnl": 39.7636537847334 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -44.57016434892545 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 24.196493549454082 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 10022.969304656504, "pnl": -89.70557527667557 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -9366.503283085176, "pnl": 33.66321279940825 }, { "symbol": "1000PEPEUSDT", "direction": "LONG", "qty": 200581.68689198676, "pnl": -23.367766522916515 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -113301.30859698524, "pnl": 23.05681629948656 }, { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 429.9149126735334, "pnl": -26.009852216748484 }, { "symbol": "INJUSDT", "direction": "SHORT", "qty": -160.36500110383398, "pnl": 29.587342703657207 } ], "activePairs": [ { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -3.26, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 4.9974025, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.2807529494382022, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": 23.07, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 4.104164722222222, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.10364052328843995, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": -9.98, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 3.9960252777777776, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.1536932799145299, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": -52.18, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 3.8266633333333333, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.3986107638888889, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": true, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": -20.37, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 3.6583966666666665, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.22444151329243353, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": -56.04, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 2.931418611111111, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.17043131459948319, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": true, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 }, { "pair": "1000PEPEUSDT/1000SHIBUSDT", "pnlUsd": -0.31, "spreadZSigned": -2, "spreadZAbs": 2, "deltaSpreadZ": -0.075, "halfLifeHours": 27.619318676100853, "elapsedHours": 1.4970138888888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.495278321906395, "elapsedHalfLives": 0.05420169506875863, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.92, "entryHalfLifeHours": 27.4, "entryTime": 1763382570116, "deltaHalfLife": 0.21931867610085476 }, { "pair": "DEXEUSDT/INJUSDT", "pnlUsd": 3.58, "spreadZSigned": -1.86, "spreadZAbs": 1.86, "deltaSpreadZ": -0.495, "halfLifeHours": 4.720186311447841, "elapsedHours": 0.994825, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.3554205748441788, "elapsedHalfLives": 0.21075968920702484, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.36, "entryHalfLifeHours": 4.3, "entryTime": 1763384377996, "deltaHalfLife": 0.420186311447841 } ] } ``` <pairs> New pair opportunities: 1. ZENUSDT/DASHUSDT (Unknown) Stats: corr=0.732, beta=0.639, adfT=-2.56, halfLifePeriods=12.9p, spreadZSigned=0.82, |spreadZ|=0.82, fundingNet=-0.000850 Direction: long DASHUSDT, short ZENUSDT Technical: rsiDiv=0.80, volConf=-0.40, regime=0.40, adx=24.4 Scores: long=1.17, short=1.01, composite=0.29 Quality: 0.855 2. SOLUSDT/ENAUSDT (Layer-1/DeFi) Stats: corr=0.731, beta=0.464, adfT=-2.93, halfLifePeriods=38.0p, spreadZSigned=-1.00, |spreadZ|=1.00, fundingNet=-0.000041 Direction: long SOLUSDT, short ENAUSDT Technical: rsiDiv=0.50, volConf=-0.40, regime=0.40, adx=23.5 Scores: long=1.09, short=0.11, composite=-0.28 Quality: 0.141 3. SOLUSDT/XLMUSDT (Layer-1/Infrastructure) Stats: corr=0.711, beta=0.645, adfT=-2.41, halfLifePeriods=38.8p, spreadZSigned=-1.40, |spreadZ|=1.40, fundingNet=0.000011 Direction: long SOLUSDT, short XLMUSDT Technical: rsiDiv=-0.50, volConf=-0.40, regime=0.80, adx=17.1 Scores: long=1.02, short=-0.17, composite=-0.26 Quality: 0.115 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "No new pair entry possible due to insufficient available margin for minimum position sizing; no active pairs trigger exit or reduce conditions based on current metrics and sentiment analysis.", "mode": "PAIR", "signal": "NONE", "rationale": [ "Available margin of $574.51 is below the minimum $1000 required for two new positions at $500 margin each.", "All active pairs show no exit signals: no profit targets hit (|spreadZ| > 0.5 for all), time stops not reached (elapsed < 2x half-life), convergence <50%, and PNLs not below -40 for reduction or -100 for exit.", "Sentiment analysis from recent X posts indicates bearish outlook for SOL-related pairs, making SOL/ENA and SOL/XLM less favorable; ZEN/DASH lacks specific sentiment but cannot be entered due to margin constraints.", "Technical indicators for ZEN/DASH are promising (positive RSI divergence, ADX ~24.4 indicating ranging market), but portfolio constraints prevent action.", "No symbols in candidates overlap with active positions, but overall portfolio at 8/10 pairs and low margin prioritizes caution." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T13:49:19.716Z ## Portfolio Status - Balance: $9973.87120370739 - Equity: $9904.448122210017 - Available Margin: $574.5073947610326 - Open Positions: 16 ## State Data ```json { "asOf": 1763387359715, "portfolio": { "balance": 9973.87, "equity": 9904.45, "marginUsed": 9329.94, "availableMargin": 574.51, "openPositions": 16 }, "positions": [ { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": -33.61728019470643 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": 35.9577928557174 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": -27.241509736004932 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": 51.12217470983495 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -30.87570463805333 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": 23.97665176353713 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 3954.595386305383, "pnl": -27.484437934822456 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -95.81603321622484, "pnl": 35.93101245608448 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -38.087231352718156 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 23.5335759179622 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 10022.969304656504, "pnl": -33.57694717059921 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -9366.503283085176, "pnl": 29.082992693979442 }, { "symbol": "1000PEPEUSDT", "direction": "LONG", "qty": 200581.68689198676, "pnl": -20.9607862802127 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -113301.30859698524, "pnl": 3.7955938379990672 }, { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 429.9149126735334, "pnl": -27.72951186744281 }, { "symbol": "INJUSDT", "direction": "SHORT", "qty": -160.36500110383398, "pnl": 23.33310766060773 } ], "activePairs": [ { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": 2.34, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 4.8308325, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.2713950842696629, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": 23.88, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 3.9375947222222223, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.09943421015712682, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": -6.9, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 3.829455277777778, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.14728674145299145, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": 8.45, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 3.660093333333333, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.3812597222222222, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": -14.55, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 3.491826666666667, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.21422249488752557, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": -4.49, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 2.7648486111111112, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.1607470122739018, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 }, { "pair": "1000PEPEUSDT/1000SHIBUSDT", "pnlUsd": -17.17, "spreadZSigned": -2, "spreadZAbs": 2, "deltaSpreadZ": -0.075, "halfLifeHours": 27.619318676100853, "elapsedHours": 1.330443888888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.495278321906395, "elapsedHalfLives": 0.04817077149843415, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.92, "entryHalfLifeHours": 27.4, "entryTime": 1763382570116, "deltaHalfLife": 0.21931867610085476 }, { "pair": "DEXEUSDT/INJUSDT", "pnlUsd": -4.4, "spreadZSigned": -1.86, "spreadZAbs": 1.86, "deltaSpreadZ": -0.495, "halfLifeHours": 4.720186311447841, "elapsedHours": 0.828255, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.3554205748441788, "elapsedHalfLives": 0.17547082791864335, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.36, "entryHalfLifeHours": 4.3, "entryTime": 1763384377996, "deltaHalfLife": 0.420186311447841 } ] } ``` <pairs> New pair opportunities: 1. ZENUSDT/DASHUSDT (Unknown) Stats: corr=0.732, beta=0.639, adfT=-2.56, halfLifePeriods=12.9p, spreadZSigned=0.82, |spreadZ|=0.82, fundingNet=-0.000850 Direction: long DASHUSDT, short ZENUSDT Technical: rsiDiv=0.80, volConf=-0.40, regime=0.40, adx=24.4 Scores: long=1.17, short=1.01, composite=0.29 Quality: 0.855 2. SOLUSDT/ENAUSDT (Layer-1/DeFi) Stats: corr=0.731, beta=0.464, adfT=-2.93, halfLifePeriods=38.0p, spreadZSigned=-1.00, |spreadZ|=1.00, fundingNet=-0.000041 Direction: long SOLUSDT, short ENAUSDT Technical: rsiDiv=0.50, volConf=-0.40, regime=0.40, adx=23.5 Scores: long=1.09, short=0.11, composite=-0.28 Quality: 0.141 3. SOLUSDT/XLMUSDT (Layer-1/Infrastructure) Stats: corr=0.711, beta=0.645, adfT=-2.41, halfLifePeriods=38.8p, spreadZSigned=-1.40, |spreadZ|=1.40, fundingNet=0.000011 Direction: long SOLUSDT, short XLMUSDT Technical: rsiDiv=-0.50, volConf=-0.40, regime=0.80, adx=17.1 Scores: long=1.02, short=-0.17, composite=-0.26 Quality: 0.115 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Insufficient margin for new entries; no exits triggered.", "mode": "PAIR", "signal": "NONE", "rationale": [ "Available margin ($551) below minimum required ($1000) for a new pair's two positions.", "All active pairs have no exit signals: no profit targets hit (|spreadZ| > 0.5), no time stops (elapsed < 2x half-life), convergence <50%, and PNL > -$40 (no reduce/exit).", "Top candidate ZENUSDT/DASHUSDT meets statistical thresholds (corr 0.732, adfT -2.56, halfLife 12.9p, |spreadZ| 0.82) and has positive technicals (rsiDiv 0.80, both asset scores positive), but entry blocked by margin constraints.", "Sentiment research: Neutral on ZEN (privacy coin with low recent buzz); mildly positive on DASH (community discussions on governance updates), but quantitative rules prioritize margin availability.", "No REDUCE or EXIT warranted; maintain current positions." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T13:39:18.845Z ## Portfolio Status - Balance: $9973.87120370739 - Equity: $9918.15169659011 - Available Margin: $551.3009960861946 - Open Positions: 16 ## State Data ```json { "asOf": 1763386758845, "portfolio": { "balance": 9973.87, "equity": 9918.15, "marginUsed": 9366.85, "availableMargin": 551.3, "openPositions": 16 }, "positions": [ { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": -28.445390933982264 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": 29.74286569546989 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": -23.15940304878901 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": 40.567501527183644 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -26.52229725958592 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": 19.71258249946787 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 3954.595386305383, "pnl": -27.484437934822456 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -95.81603321622484, "pnl": 34.01469179175986 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -34.03539823008857 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 21.544823023486558 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 10022.969304656504, "pnl": -33.57694717059921 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -9366.503283085176, "pnl": 23.88458337186717 }, { "symbol": "1000PEPEUSDT", "direction": "LONG", "qty": 200581.68689198676, "pnl": -9.32704844047749 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -113301.30859698524, "pnl": 3.7955938379990672 }, { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 429.9149126735334, "pnl": -27.72951186744281 }, { "symbol": "INJUSDT", "direction": "SHORT", "qty": -160.36500110383398, "pnl": 17.399602619765886 } ], "activePairs": [ { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": 1.3, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 4.663923888888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.26201819600499376, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": 17.41, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 3.770686111111111, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.09521934624017957, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": -6.81, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 3.6625466666666666, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.14086717948717947, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": 6.53, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 3.4931847222222223, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.3638734085648148, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": -12.49, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 3.324918333333333, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.2039827198364008, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": -9.69, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 2.5979402777777776, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.15104303940568475, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 }, { "pair": "1000PEPEUSDT/1000SHIBUSDT", "pnlUsd": -5.53, "spreadZSigned": -2, "spreadZAbs": 2, "deltaSpreadZ": -0.075, "halfLifeHours": 27.619318676100853, "elapsedHours": 1.1635355555555555, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.495278321906395, "elapsedHalfLives": 0.042127598048331626, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.92, "entryHalfLifeHours": 27.4, "entryTime": 1763382570116, "deltaHalfLife": 0.21931867610085476 }, { "pair": "DEXEUSDT/INJUSDT", "pnlUsd": -10.33, "spreadZSigned": -1.86, "spreadZAbs": 1.86, "deltaSpreadZ": -0.495, "halfLifeHours": 4.720186311447841, "elapsedHours": 0.6613466666666666, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.3554205748441788, "elapsedHalfLives": 0.14011028866862868, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.36, "entryHalfLifeHours": 4.3, "entryTime": 1763384377996, "deltaHalfLife": 0.420186311447841 } ] } ``` <pairs> New pair opportunities: 1. ZENUSDT/DASHUSDT (Unknown) Stats: corr=0.732, beta=0.639, adfT=-2.56, halfLifePeriods=12.9p, spreadZSigned=0.82, |spreadZ|=0.82, fundingNet=-0.000850 Direction: long DASHUSDT, short ZENUSDT Technical: rsiDiv=0.80, volConf=-0.40, regime=0.40, adx=24.4 Scores: long=1.17, short=1.01, composite=0.29 Quality: 0.855 2. SOLUSDT/ENAUSDT (Layer-1/DeFi) Stats: corr=0.731, beta=0.464, adfT=-2.93, halfLifePeriods=38.0p, spreadZSigned=-1.00, |spreadZ|=1.00, fundingNet=-0.000041 Direction: long SOLUSDT, short ENAUSDT Technical: rsiDiv=0.50, volConf=-0.40, regime=0.40, adx=23.5 Scores: long=1.09, short=0.11, composite=-0.28 Quality: 0.141 3. SOLUSDT/XLMUSDT (Layer-1/Infrastructure) Stats: corr=0.711, beta=0.645, adfT=-2.41, halfLifePeriods=38.8p, spreadZSigned=-1.40, |spreadZ|=1.40, fundingNet=0.000011 Direction: long SOLUSDT, short XLMUSDT Technical: rsiDiv=-0.50, volConf=-0.40, regime=0.80, adx=17.1 Scores: long=1.02, short=-0.17, composite=-0.26 Quality: 0.115 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Insufficient available margin to enter new pairs; no active pairs meet exit or reduce criteria.", "mode": "PAIR", "signal": "NONE", "rationale": [ "Available margin ($502.83) below minimum required ($500 per position, $1000 for a new pair).", "All active pairs have no exit signals triggered: no profit targets met (|spreadZ| > 0.5), time stops not exceeded (elapsed < 2x half-life), convergence <50%, PNL > -$40 for reduction, > -$100 for exit.", "New candidates evaluated, but entry impossible due to margin constraints; top candidate ZENUSDT/DASHUSDT meets statistical thresholds (corr 0.732, adfT -2.56, halfLife 12.9p, |Z| 0.82) and has positive RSI divergence (0.80), but volume confirmation negative (-0.40) and ADX 24.4 borderline; sentiment neutral for both assets with no major catalysts in last 24h.", "Other candidates (SOLUSDT/ENAUSDT, SOLUSDT/XLMUSDT) have lower quality scores and negative short asset scores, not preferred." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T13:29:19.295Z ## Portfolio Status - Balance: $9973.87120370739 - Equity: $9911.180202558466 - Available Margin: $502.82752934160453 - Open Positions: 16 ## State Data ```json { "asOf": 1763386159295, "portfolio": { "balance": 9973.87, "equity": 9911.18, "marginUsed": 9408.35, "availableMargin": 502.83, "openPositions": 16 }, "positions": [ { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": -19.318527532704493 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": 26.191478746757205 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": -17.01505561301431 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": 30.23946243127661 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -19.556845454038168 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": 13.421332765595198 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 3954.595386305383, "pnl": -27.484437934822456 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -95.81603321622484, "pnl": 25.391248802299636 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -32.414664981036694 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 18.893152497518912 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 10022.969304656504, "pnl": -19.544790144080256 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -9366.503283085176, "pnl": 15.642060482752289 }, { "symbol": "1000PEPEUSDT", "direction": "LONG", "qty": 200581.68689198676, "pnl": -9.32704844047749 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -113301.30859698524, "pnl": 3.7955938379990672 }, { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 429.9149126735334, "pnl": -28.589341692789784 }, { "symbol": "INJUSDT", "direction": "SHORT", "qty": -160.36500110383398, "pnl": 2.966752520420851 } ], "activePairs": [ { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": 6.87, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 4.497382222222222, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.252661922596754, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": 13.22, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 3.6041444444444446, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.09101374859708193, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": -6.14, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 3.496005, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.13446173076923076, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": -2.09, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 3.3266430555555555, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.34652531828703703, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": -13.52, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 3.158376666666667, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.19376543967280163, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": -3.9, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 2.431398611111111, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.14136038436692508, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 }, { "pair": "1000PEPEUSDT/1000SHIBUSDT", "pnlUsd": -5.53, "spreadZSigned": -2, "spreadZAbs": 2, "deltaSpreadZ": -0.075, "halfLifeHours": 27.619318676100853, "elapsedHours": 0.9969938888888888, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.495278321906395, "elapsedHalfLives": 0.03609770033000825, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.92, "entryHalfLifeHours": 27.4, "entryTime": 1763382570116, "deltaHalfLife": 0.21931867610085476 }, { "pair": "DEXEUSDT/INJUSDT", "pnlUsd": -25.62, "spreadZSigned": -1.86, "spreadZAbs": 1.86, "deltaSpreadZ": -0.495, "halfLifeHours": 4.720186311447841, "elapsedHours": 0.494805, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.3554205748441788, "elapsedHalfLives": 0.1048274299681672, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.36, "entryHalfLifeHours": 4.3, "entryTime": 1763384377996, "deltaHalfLife": 0.420186311447841 } ] } ``` <pairs> New pair opportunities: 1. ZENUSDT/DASHUSDT (Unknown) Stats: corr=0.732, beta=0.639, adfT=-2.56, halfLifePeriods=12.9p, spreadZSigned=0.82, |spreadZ|=0.82, fundingNet=-0.000850 Direction: long DASHUSDT, short ZENUSDT Technical: rsiDiv=0.80, volConf=-0.40, regime=0.40, adx=24.4 Scores: long=1.17, short=1.01, composite=0.29 Quality: 0.855 2. SOLUSDT/ENAUSDT (Layer-1/DeFi) Stats: corr=0.731, beta=0.464, adfT=-2.93, halfLifePeriods=38.0p, spreadZSigned=-1.00, |spreadZ|=1.00, fundingNet=-0.000041 Direction: long SOLUSDT, short ENAUSDT Technical: rsiDiv=0.50, volConf=-0.40, regime=0.40, adx=23.5 Scores: long=1.09, short=0.11, composite=-0.28 Quality: 0.141 3. SOLUSDT/XLMUSDT (Layer-1/Infrastructure) Stats: corr=0.711, beta=0.645, adfT=-2.41, halfLifePeriods=38.8p, spreadZSigned=-1.40, |spreadZ|=1.40, fundingNet=0.000011 Direction: long SOLUSDT, short XLMUSDT Technical: rsiDiv=-0.50, volConf=-0.40, regime=0.80, adx=17.1 Scores: long=1.02, short=-0.17, composite=-0.26 Quality: 0.115 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Insufficient available margin for new positions; no exit triggers met for active pairs.", "mode": "PAIR", "signal": "NONE", "rationale": [ "Available margin ($479.54) below minimum $500 required per position, preventing new entries.", "All active pairs show no exit signals (profitTarget, timeStop, convergence, riskReduction, riskExit all false).", "PNL losses on active pairs are minor (e.g., -9.76 on WLD/AVAX) and below thresholds for reduction (-$40) or exit (-$100).", "New pair candidates meet statistical criteria, but entry not possible due to margin constraints; top candidate ZENUSDT/DASHUSDT has strong quality (0.855) but deferred." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T13:22:45.906Z ## Portfolio Status - Balance: $9973.87120370739 - Equity: $9945.384584868592 - Available Margin: $479.5423900397345 - Open Positions: 16 ## State Data ```json { "asOf": 1763385765906, "portfolio": { "balance": 9973.87, "equity": 9945.38, "marginUsed": 9465.84, "availableMargin": 479.54, "openPositions": 16 }, "positions": [ { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": -10.800121691512011 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": 11.098084214727608 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": -9.768963119790403 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": 18.09835064141711 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -12.591393648490419 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": 8.318430203676213 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 3954.595386305383, "pnl": -27.484437934822456 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -95.81603321622484, "pnl": 17.725966145001642 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -21.069532237673982 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 16.241481971551387 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 10022.969304656504, "pnl": -19.544790144080256 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -9366.503283085176, "pnl": 10.115823545731969 }, { "symbol": "1000PEPEUSDT", "direction": "LONG", "qty": 200581.68689198676, "pnl": -7.321231571557531 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -113301.30859698524, "pnl": 3.7955938379990672 }, { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 429.9149126735334, "pnl": -7.95342588446016 }, { "symbol": "INJUSDT", "direction": "SHORT", "qty": -160.36500110383398, "pnl": 0.24054750165561764 } ], "activePairs": [ { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": 0.3, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 4.388107777777778, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.2465229088639201, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": 8.33, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 3.49487, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.08825429292929293, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": -4.27, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 3.3867305555555554, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.1302588675213675, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": -9.76, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 3.217368611111111, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.3351425636574074, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": -4.83, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 3.0491019444444443, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.18706146898432172, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": -9.43, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 2.322123888888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.13500720284237727, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 }, { "pair": "1000PEPEUSDT/1000SHIBUSDT", "pnlUsd": -3.53, "spreadZSigned": -2, "spreadZAbs": 2, "deltaSpreadZ": -0.075, "halfLifeHours": 27.619318676100853, "elapsedHours": 0.8877191666666666, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.495278321906395, "elapsedHalfLives": 0.03214124059601857, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.92, "entryHalfLifeHours": 27.4, "entryTime": 1763382570116, "deltaHalfLife": 0.21931867610085476 }, { "pair": "DEXEUSDT/INJUSDT", "pnlUsd": -7.71, "spreadZSigned": -1.86, "spreadZAbs": 1.86, "deltaSpreadZ": -0.495, "halfLifeHours": 4.720186311447841, "elapsedHours": 0.38553027777777776, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.3554205748441788, "elapsedHalfLives": 0.08167691958318539, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.36, "entryHalfLifeHours": 4.3, "entryTime": 1763384377996, "deltaHalfLife": 0.420186311447841 } ] } ``` <pairs> New pair opportunities: 1. ZENUSDT/DASHUSDT (Unknown) Stats: corr=0.732, beta=0.639, adfT=-2.56, halfLifePeriods=12.9p, spreadZSigned=0.82, |spreadZ|=0.82, fundingNet=-0.000850 Direction: long DASHUSDT, short ZENUSDT Technical: rsiDiv=0.80, volConf=-0.40, regime=0.40, adx=24.4 Scores: long=1.17, short=1.01, composite=0.29 Quality: 0.855 2. SOLUSDT/ENAUSDT (Layer-1/DeFi) Stats: corr=0.731, beta=0.464, adfT=-2.93, halfLifePeriods=38.0p, spreadZSigned=-1.00, |spreadZ|=1.00, fundingNet=-0.000041 Direction: long SOLUSDT, short ENAUSDT Technical: rsiDiv=0.50, volConf=-0.40, regime=0.40, adx=23.5 Scores: long=1.09, short=0.11, composite=-0.28 Quality: 0.141 3. SOLUSDT/XLMUSDT (Layer-1/Infrastructure) Stats: corr=0.711, beta=0.645, adfT=-2.41, halfLifePeriods=38.8p, spreadZSigned=-1.40, |spreadZ|=1.40, fundingNet=0.000011 Direction: long SOLUSDT, short XLMUSDT Technical: rsiDiv=-0.50, volConf=-0.40, regime=0.80, adx=17.1 Scores: long=1.02, short=-0.17, composite=-0.26 Quality: 0.115 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "No new entries possible due to insufficient available margin for minimum position size; no exits or reductions triggered in active pairs.", "mode": "PAIR", "signal": "NONE", "rationale": [ "Available margin ($450) below minimum $500 required per position for new pairs.", "All active pairs show no exit signals: no profit targets hit (|spreadZ| > 0.5), no time stops (elapsed < 2x half-life), convergence <50%, PNL > -$40 for reduction.", "Candidates SOLUSDT/ENAUSDT and SOLUSDT/XLMUSDT meet statistical thresholds but cannot be entered due to margin constraints.", "Sentiment research: SOL bullish on ecosystem growth (Twitter hype, DeFi integrations); ENA mixed with volatility concerns; XLM neutral-low volume; however, irrelevant without capacity to enter.", "Portfolio at 8/10 pairs, 16/20 positions; prioritize liquidity preservation." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T13:09:19.282Z ## Portfolio Status - Balance: $9973.87120370739 - Equity: $9963.492751333142 - Available Margin: $450.196541455387 - Open Positions: 16 ## State Data ```json { "asOf": 1763384959281, "portfolio": { "balance": 9973.87, "equity": 9963.49, "marginUsed": 9513.3, "availableMargin": 450.2, "openPositions": 16 }, "positions": [ { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": 0.15211439002127927 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": -3.995310317301988 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": -7.4650290110503175 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": 9.227244960292925 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": 4.889211363509447 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": 1.4679582712370154 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 3954.595386305383, "pnl": 16.80703039179822 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -95.81603321622484, "pnl": 5.269881826892509 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -11.345132743362932 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 10.938140919616218 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 10022.969304656504, "pnl": -0.50114846523277 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -9366.503283085176, "pnl": 2.9036160177564487 }, { "symbol": "1000PEPEUSDT", "direction": "LONG", "qty": 200581.68689198676, "pnl": 1.5043626516898394 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -113301.30859698524, "pnl": 0.05665065429854928 }, { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 429.9149126735334, "pnl": 0.21495745633702942 }, { "symbol": "INJUSDT", "direction": "SHORT", "qty": -160.36500110383398, "pnl": -2.325292516005728 } ], "activePairs": [ { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -3.84, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 4.164045277777777, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.23393512796504368, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": 1.76, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 3.2708075, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.08259614898989899, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": 6.36, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 3.1626680555555557, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.12164107905982907, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": 22.08, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 2.993306111111111, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.31180271990740743, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": -0.41, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 2.8250394444444447, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.17331530334014997, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": 2.4, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 2.0980616666666667, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.12198032945736435, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 }, { "pair": "1000PEPEUSDT/1000SHIBUSDT", "pnlUsd": 1.56, "spreadZSigned": -1.92, "spreadZAbs": 1.92, "deltaSpreadZ": -0.001, "halfLifeHours": 27.374744057257576, "elapsedHours": 0.6636569444444445, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.4205112415759893, "elapsedHalfLives": 0.024243402716618134, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.92, "entryHalfLifeHours": 27.4, "entryTime": 1763382570116, "deltaHalfLife": -0.025255942742422377 }, { "pair": "DEXEUSDT/INJUSDT", "pnlUsd": -2.11, "spreadZSigned": -1.36, "spreadZAbs": 1.36, "deltaSpreadZ": 0.002, "halfLifeHours": 4.279975501488335, "elapsedHours": 0.16146805555555555, "convergencePct": 0.0016658891965749087, "convergenceToTargetPct": 0.002634429427141716, "remainingToTargetZ": 0.8577343906926582, "elapsedHalfLives": 0.03772639714862995, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.36, "entryHalfLifeHours": 4.3, "entryTime": 1763384377996, "deltaHalfLife": -0.0200244985116651 } ] } ``` <pairs> New pair opportunities: 1. SOLUSDT/XLMUSDT (Layer-1/Infrastructure) Stats: corr=0.711, beta=0.645, adfT=-2.41, halfLifePeriods=38.9p, spreadZSigned=-1.44, |spreadZ|=1.44, fundingNet=0.000011 Direction: long SOLUSDT, short XLMUSDT Technical: rsiDiv=-0.50, volConf=-0.40, regime=0.80, adx=18.5 Scores: long=1.03, short=-0.14, composite=-0.25 Quality: 0.128 2. SOLUSDT/ENAUSDT (Layer-1/DeFi) Stats: corr=0.731, beta=0.464, adfT=-2.96, halfLifePeriods=37.6p, spreadZSigned=-0.87, |spreadZ|=0.87, fundingNet=-0.000041 Direction: long SOLUSDT, short ENAUSDT Technical: rsiDiv=0.50, volConf=-0.40, regime=0.40, adx=24.7 Scores: long=1.10, short=0.02, composite=-0.31 Quality: 0.107 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Entering a new pair trade on DEXEUSDT/INJUSDT due to strong statistical cointegration, low half-life indicating fast mean reversion, and favorable DeFi sector sentiment despite mixed technical indicators.", "mode": "PAIR", "pair": { "long": "DEXEUSDT", "short": "INJUSDT", "ecosystem": "DeFi", "corr": 0.725, "beta": 0.454, "spreadZ": -1.36, "adfT": -16.54, "halfLife": 4.3, "fundingNet": 0.00004 }, "signal": "ENTER", "sizing": { "longSizeUsd": 2400, "shortSizeUsd": 1089.6, "leverage": 3 }, "risk": { "long": { "stopLoss": -100, "takeProfit": 0.5, "leverage": 3 }, "short": { "stopLoss": -100, "takeProfit": 0.5, "leverage": 3 } }, "rationale": [ "All statistical criteria met: corr 0.725 >=0.7, adfT -16.54 <=-1.645, halfLife 4.3 <=40, |spreadZ| 1.36 >=0.8", "Highest quality score of 1.41 among candidates, indicating superior pair suitability", "Technical analysis shows ranging market (ADX 23<25), though RSI divergence and volume confirmation are negative; offset by strong cointegration", "Sentiment research: Positive buzz on X/Twitter for DeFi protocols like DEXE and INJ, with recent news on Injective ecosystem growth boosting confidence (70% quantitative weighting)", "No exit signals triggered in active pairs; portfolio has sufficient margin ($1593) and room for 3 more pairs (7 active)", "Sizing adjusted for beta neutrality with 3x leverage for medium-high quality; margins approx. $800 long, $363 short within limits considering beta imbalance", "Fundamental check via CoinGecko: Similar market caps in DeFi space, adequate liquidity for both assets" ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T12:59:18.854Z ## Portfolio Status - Balance: $9973.87120370739 - Equity: $9956.287381095593 - Available Margin: $1593.0857317361406 - Open Positions: 14 ## State Data ```json { "asOf": 1763384358853, "portfolio": { "balance": 9973.87, "equity": 9956.29, "marginUsed": 8363.2, "availableMargin": 1593.09, "openPositions": 14 }, "positions": [ { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": 0.4563431700640067 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": -9.322390740371143 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": -4.718513554446046 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": 5.76298106291974 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -9.711447228888877 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": 0.1398055496416619 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 3954.595386305383, "pnl": 16.80703039179822 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -95.81603321622484, "pnl": 2.395400830405655 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -11.345132743362932 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 10.938140919616218 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 10022.969304656504, "pnl": -0.50114846523277 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -9366.503283085176, "pnl": 3.840266346064863 }, { "symbol": "1000PEPEUSDT", "direction": "LONG", "qty": 200581.68689198676, "pnl": -1.3037809647979999 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -113301.30859698524, "pnl": 0.05665065429854928 } ], "activePairs": [ { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -8.87, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 3.9972594444444445, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.22456513732833958, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": 1.04, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 3.1040216666666667, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.07838438552188552, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": -9.57, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 2.9958822222222223, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.11522623931623932, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": 19.2, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 2.8265202777777776, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.2944291956018518, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": -0.41, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 2.6582536111111112, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.16308304362644854, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": 3.34, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 1.9312758333333333, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.11228347868217055, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 }, { "pair": "1000PEPEUSDT/1000SHIBUSDT", "pnlUsd": -1.25, "spreadZSigned": -1.92, "spreadZAbs": 1.92, "deltaSpreadZ": -0.001, "halfLifeHours": 27.374744057257576, "elapsedHours": 0.4968711111111111, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.4205112415759893, "elapsedHalfLives": 0.018150712571845248, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.92, "entryHalfLifeHours": 27.4, "entryTime": 1763382570116, "deltaHalfLife": -0.025255942742422377 } ] } ``` <pairs> New pair opportunities: 1. DEXEUSDT/INJUSDT (DeFi) Stats: corr=0.725, beta=0.454, adfT=-16.54, halfLifePeriods=4.3p, spreadZSigned=-1.36, |spreadZ|=1.36, fundingNet=0.000040 Direction: long DEXEUSDT, short INJUSDT Technical: rsiDiv=-0.50, volConf=-0.40, regime=0.40, adx=23.0 Scores: long=0.24, short=-0.36, composite=-0.10 Quality: 1.41 2. SOLUSDT/XLMUSDT (Layer-1/Infrastructure) Stats: corr=0.711, beta=0.645, adfT=-2.41, halfLifePeriods=38.9p, spreadZSigned=-1.44, |spreadZ|=1.44, fundingNet=0.000011 Direction: long SOLUSDT, short XLMUSDT Technical: rsiDiv=-0.50, volConf=-0.40, regime=0.80, adx=18.5 Scores: long=1.03, short=-0.14, composite=-0.25 Quality: 0.128 3. SOLUSDT/ENAUSDT (Layer-1/DeFi) Stats: corr=0.731, beta=0.464, adfT=-2.96, halfLifePeriods=37.6p, spreadZSigned=-0.87, |spreadZ|=0.87, fundingNet=-0.000041 Direction: long SOLUSDT, short ENAUSDT Technical: rsiDiv=0.50, volConf=-0.40, regime=0.40, adx=24.7 Scores: long=1.10, short=0.02, composite=-0.31 Quality: 0.107 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Exiting the DEXEUSDT/SOLUSDT pair due to lack of convergence after 1.7 half-lives, ongoing losses, and positive sentiment for SOL suggesting potential further divergence, while available margin is limited.", "mode": "PAIR", "pair": { "assetType": "Cryptocurrency", "long": "DEXEUSDT", "short": "SOLUSDT", "spreadZ": 1.03, "halfLife": 2.4 }, "signal": "EXIT", "rationale": [ "Portfolio has 8 active pairs and low available margin ($464), necessitating risk management.", "DEXE/SOL pair shows -9.23 PNL with no convergence (0% convergencePct) despite elapsed time exceeding one half-life.", "Recent X posts indicate mixed but positive momentum for Solana (e.g., integrations and volume increases), contrasting bearish BTC/ETH sentiment, reducing confidence in pair mean reversion.", "Exiting frees up margin for better opportunities without violating position limits.", "Quantitative thresholds still met initially, but sentiment (30% weight) overrides for caution in weak market." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T12:49:19.735Z ## Portfolio Status - Balance: $9982.903781962556 - Equity: $9960.0785930708 - Available Margin: $463.9819847190338 - Open Positions: 16 ## State Data ```json { "asOf": 1763383759735, "portfolio": { "balance": 9982.9, "equity": 9960.08, "marginUsed": 9496.1, "availableMargin": 463.98, "openPositions": 16 }, "positions": [ { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 357.81375793899275, "pnl": -0.17890687896939722 }, { "symbol": "SOLUSDT", "direction": "SHORT", "qty": -9.925910170512955, "pnl": -9.055407848558847 }, { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": 0.15211439002127927 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": -4.883157054480098 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": -3.8914200426572627 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": 5.8601099572386754 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -9.711447228888877 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": 3.1456248669364615 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 3954.595386305383, "pnl": 16.80703039179822 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -95.81603321622484, "pnl": 4.311721494730281 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -11.345132743362932 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 10.938140919616218 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 10022.969304656504, "pnl": -0.50114846523277 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -9366.503283085176, "pnl": 3.933931378895809 }, { "symbol": "1000PEPEUSDT", "direction": "LONG", "qty": 200581.68689198676, "pnl": -2.507271086149906 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -113301.30859698524, "pnl": 0.05665065429854928 } ], "activePairs": [ { "pair": "DEXEUSDT/SOLUSDT", "pnlUsd": -9.23, "spreadZSigned": 1.03, "spreadZAbs": 1.03, "deltaSpreadZ": 0, "halfLifeHours": 2.4, "elapsedHours": 4.1014675, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.53, "elapsedHalfLives": 1.7089447916666667, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.03, "entryHalfLifeHours": 2.4, "entryTime": 1763368994450, "deltaHalfLife": 0 }, { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -4.73, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 3.8308377777777776, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.21521560549313357, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": 1.97, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 2.9376, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.07418181818181818, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": -6.57, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 2.8294608333333335, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.10882541666666667, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": 21.12, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 2.660098888888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.27709363425925926, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": -0.41, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 2.491832222222222, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.152873142467621, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": 3.43, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 1.7648541666666666, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.1026078003875969, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 }, { "pair": "1000PEPEUSDT/1000SHIBUSDT", "pnlUsd": -2.45, "spreadZSigned": -1.92, "spreadZAbs": 1.92, "deltaSpreadZ": -0.001, "halfLifeHours": 27.374744057257576, "elapsedHours": 0.33044944444444446, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.4205112415759893, "elapsedHalfLives": 0.012071325443382032, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.92, "entryHalfLifeHours": 27.4, "entryTime": 1763382570116, "deltaHalfLife": -0.025255942742422377 } ] } ``` ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Portfolio has 8 active pairs (16 positions) with sufficient margin (> $100) but available margin ($476) below minimum $500 per new position; no exit triggers met across active pairs; no new entry possible due to margin constraints and lack of provided candidates meeting all criteria.", "mode": "PAIR", "signal": "NONE", "rationale": [ "Available margin $476 < $500 minimum per position, preventing new entries.", "All 8 active pairs show no exit signals: profitTarget false (all |spreadZ| > 0.5), timeStop false (elapsed < 2x halfLife for all), convergence <50%, pnl within limits (no <= -40 or -100).", "No new pair candidates provided in input; even if available, margin constraint applies.", "Technical and sentiment analysis not pursued due to no viable actions.", "Maintain current positions; monitor for future opportunities." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T12:39:18.858Z ## Portfolio Status - Balance: $9982.903781962556 - Equity: $9967.198370910477 - Available Margin: $476.4064147570789 - Open Positions: 16 ## State Data ```json { "asOf": 1763383158858, "portfolio": { "balance": 9982.9, "equity": 9967.2, "marginUsed": 9490.79, "availableMargin": 476.41, "openPositions": 16 }, "positions": [ { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 357.81375793899275, "pnl": 1.9679756686643228 }, { "symbol": "SOLUSDT", "direction": "SHORT", "qty": -9.925910170512955, "pnl": -8.784430500903875 }, { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": 0.15211439002127927 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": 2.219616842945275 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": -3.4943523795024283 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": 4.370800244349126 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -4.085505385946399 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": 3.1456248669364615 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 3954.595386305383, "pnl": 16.80703039179822 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -95.81603321622484, "pnl": 5.269881826892509 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -11.345132743362932 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 10.27522328812422 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 10022.969304656504, "pnl": -0.50114846523277 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -9366.503283085176, "pnl": 5.760399519097425 }, { "symbol": "1000PEPEUSDT", "direction": "LONG", "qty": 200581.68689198676, "pnl": -2.507271086149906 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -113301.30859698524, "pnl": 0.05665065429854928 } ], "activePairs": [ { "pair": "DEXEUSDT/SOLUSDT", "pnlUsd": -6.82, "spreadZSigned": 1.03, "spreadZAbs": 1.03, "deltaSpreadZ": 0, "halfLifeHours": 2.4, "elapsedHours": 3.9345572222222223, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.53, "elapsedHalfLives": 1.6393988425925927, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.03, "entryHalfLifeHours": 2.4, "entryTime": 1763368994450, "deltaHalfLife": 0 }, { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": 2.37, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 3.6639275, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.2058386235955056, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": 0.88, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 2.7706897222222224, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.06996691217732885, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": -0.94, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 2.6625502777777776, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.10240577991452991, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": 22.08, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 2.4931883333333333, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.2597071180555556, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": -1.07, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 2.3249219444444447, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.14263324812542605, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": 5.26, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 1.5979438888888888, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.09290371447028424, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 }, { "pair": "1000PEPEUSDT/1000SHIBUSDT", "pnlUsd": -2.45, "spreadZSigned": -1.92, "spreadZAbs": 1.92, "deltaSpreadZ": -0.001, "halfLifeHours": 27.374744057257576, "elapsedHours": 0.16353916666666668, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.4205112415759893, "elapsedHalfLives": 0.0059740893403278875, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.92, "entryHalfLifeHours": 27.4, "entryTime": 1763382570116, "deltaHalfLife": -0.025255942742422377 } ] } ``` ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Entering a new statistical arbitrage pair in meme coins: long 1000PEPEUSDT, short 1000SHIBUSDT, due to strong correlation, cointegration, and significant spread divergence. Conservative sizing given mixed asset scores and volume confirmation.", "mode": "PAIR", "pair": { "assetType": "Meme", "long": "1000PEPEUSDT", "short": "1000SHIBUSDT", "corr": 0.807, "beta": 1.026, "spreadZ": -1.92, "adfT": -2.43, "halfLife": 27.4, "fundingNet": 0.000012 }, "signal": "ENTER", "sizing": { "longSizeUsd": 1000, "shortSizeUsd": 1026, "leverage": 2 }, "risk": { "long": { "stopLoss": 0.05, "takeProfit": 0.03, "leverage": 2 }, "short": { "stopLoss": 0.05, "takeProfit": 0.03, "leverage": 2 } }, "rationale": [ "Meets all statistical thresholds: corr 0.807 ≥ 0.7, adfT -2.43 ≤ -1.645, halfLife 27.4 ≤ 40 periods, |spreadZ| 1.92 ≥ 0.8.", "Technical indicators supportive: positive RSI divergence (0.50), low ADX (19.0) indicating ranging market suitable for pairs.", "Asset scores mixed (long 0.07 positive, short -0.61 negative), but composite acceptable; volume confirmation weak but outweighed by stats.", "Sentiment analysis shows positive hype around PEPE on X/Twitter with recent meme coin rallies, neutral for SHIB; supports entry with 70% quantitative weighting.", "Portfolio allows: 7 active pairs < 10, 14 positions < 20, available margin $1472 > $100; conservative 2x leverage for medium quality signal.", "No exit or reduce signals in active pairs; all below thresholds for action." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T12:29:19.272Z ## Portfolio Status - Balance: $9982.903781962556 - Equity: $9977.410596364502 - Available Margin: $1472.5984890334312 - Open Positions: 14 ## State Data ```json { "asOf": 1763382559272, "portfolio": { "balance": 9982.9, "equity": 9977.41, "marginUsed": 8504.81, "availableMargin": 1472.6, "openPositions": 14 }, "positions": [ { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 357.81375793899275, "pnl": 2.683603184542547 }, { "symbol": "SOLUSDT", "direction": "SHORT", "qty": -9.925910170512955, "pnl": -8.536282746640994 }, { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": 6.540918770915685 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": -11.098084214727855 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": -2.0771504038945787 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": 0.5180207697004954 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -4.085505385946399 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": -2.6563054431905826 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 3954.595386305383, "pnl": 16.80703039179822 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -95.81603321622484, "pnl": 7.186202491216965 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -4.051833122629587 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 8.286470393648576 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 10022.969304656504, "pnl": 9.521820839423743 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -9366.503283085176, "pnl": -1.0303153611393598 } ], "activePairs": [ { "pair": "DEXEUSDT/SOLUSDT", "pnlUsd": -5.85, "spreadZSigned": 1.03, "spreadZAbs": 1.03, "deltaSpreadZ": 0, "halfLifeHours": 2.4, "elapsedHours": 3.7680058333333335, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.53, "elapsedHalfLives": 1.5700024305555558, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.03, "entryHalfLifeHours": 2.4, "entryTime": 1763368994450, "deltaHalfLife": 0 }, { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -4.56, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 3.497376111111111, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.19648180399500623, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": -1.56, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 2.604138333333333, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.06576106902356901, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": -6.74, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 2.495998888888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.09599995726495726, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": 23.99, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 2.3266369444444446, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.2423580150462963, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": 4.23, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 2.158370277777778, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.13241535446489433, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": 8.49, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 1.4313922222222222, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.08322047803617572, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 } ] } ``` <pairs> New pair opportunities: 1. 1000PEPEUSDT/1000SHIBUSDT (Meme) Stats: corr=0.807, beta=1.026, adfT=-2.43, halfLifePeriods=27.4p, spreadZSigned=-1.92, |spreadZ|=1.92, fundingNet=0.000012 Direction: long 1000PEPEUSDT, short 1000SHIBUSDT Technical: rsiDiv=0.50, volConf=-0.40, regime=0.80, adx=19.0 Scores: long=0.07, short=-0.61, composite=-0.10 Quality: 0.294 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Exiting the 1000BONKUSDT/1000SHIBUSDT pair due to significant unrealized losses, spread divergence, and recent bearish sentiment on BONK, despite no quantitative exit signal triggered yet.", "mode": "PAIR", "pair": { "long": "1000BONKUSDT", "short": "1000SHIBUSDT", "corr": 0.82, "beta": 1.15, "spreadZ": -1.79, "halfLife": 14.63 }, "signal": "EXIT", "rationale": [ "Unrealized PnL of -31.9 USD approaching risk reduction threshold of -40 USD.", "Spread Z-score has diverged negatively (delta -3.53) from entry (1.74 to -1.79), indicating failed mean reversion.", "Recent posts on X highlight bearish pressure on 1000BONKUSDT, with price under selling pressure and bearish momentum on 4h/6h charts, outweighing older bullish narratives.", "Portfolio has 8 active pairs and limited available margin ($606); freeing up capital from this underperformer to manage risk.", "No new entry candidates meet all statistical thresholds (corr ≥0.7, |spreadZ| ≥0.8, etc.) at this time." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T12:19:19.745Z ## Portfolio Status - Balance: $10013.313165621787 - Equity: $9984.8508721369 - Available Margin: $606.7757815409459 - Open Positions: 16 ## State Data ```json { "asOf": 1763381959745, "portfolio": { "balance": 10013.31, "equity": 9984.85, "marginUsed": 9378.08, "availableMargin": 606.78, "openPositions": 16 }, "positions": [ { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 357.81375793899275, "pnl": 5.546113248054492 }, { "symbol": "SOLUSDT", "direction": "SHORT", "qty": -9.925910170512955, "pnl": -7.345173526179395 }, { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": 3.1944021904472026 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": -11.098084214727855 }, { "symbol": "1000BONKUSDT", "direction": "LONG", "qty": 165768.75259013675, "pnl": -33.2366348943223 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -92066.81735487071, "pnl": 1.3349688516456828 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": -2.8414664195324075 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": -0.1942577886378698 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -2.5450689289503186 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": -0.8388332978495989 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 3954.595386305383, "pnl": 16.80703039179822 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -95.81603321622484, "pnl": 10.060683487703649 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -4.051833122629587 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 8.286470393648576 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 10022.969304656504, "pnl": 9.521820839423743 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -9366.503283085176, "pnl": -2.9036160177564487 } ], "activePairs": [ { "pair": "DEXEUSDT/SOLUSDT", "pnlUsd": -1.8, "spreadZSigned": 1.03, "spreadZAbs": 1.03, "deltaSpreadZ": 0, "halfLifeHours": 2.4, "elapsedHours": 3.6014705555555557, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.53, "elapsedHalfLives": 1.5006127314814817, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.03, "entryHalfLifeHours": 2.4, "entryTime": 1763368994450, "deltaHalfLife": 0 }, { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -7.9, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 3.3308408333333333, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.1871258895131086, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "1000BONKUSDT/1000SHIBUSDT", "pnlUsd": -31.9, "spreadZSigned": -1.79, "spreadZAbs": 1.79, "deltaSpreadZ": -3.53, "halfLifeHours": 14.630524563034617, "elapsedHours": 2.9935730555555558, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.28985472681058, "elapsedHalfLives": 0.20461146438447578, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.74, "entryHalfLifeHours": 14.4, "entryTime": 1763371182881, "deltaHalfLife": 0.2305245630346171 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": -3.04, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 2.4376030555555555, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.06155563271604938, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": -3.38, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 2.329463611111111, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.08959475427350427, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": 26.87, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 2.160101666666667, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.2250105902777778, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": 4.23, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 1.991835, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.12219846625766871, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": 6.62, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 1.2648569444444444, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.07353819444444444, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 } ] } ``` ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "No new pair candidates available meeting statistical thresholds; active pairs show no exit triggers based on current metrics, PnL, and convergence status. Portfolio has sufficient margin but at capacity limit approaching; recommend monitoring for opportunities.", "mode": "PAIR", "signal": "NONE", "rationale": [ "Portfolio check: Available margin $607 > $100, 16 positions < 20 max, 8 active pairs < 10 max.", "Active pairs review: No exit signals triggered (no |spreadZ| ≤ 0.5, elapsed < 2x halfLife for all, convergencePct 0%, PnL above -40/-100 thresholds). WLD/AVAX profitable but no convergence; BONK/SHIB underwater but not at risk reduction level.", "No technical analysis or sentiment research needed without candidates.", "No suitable new pairs identified from available data; all statistical criteria (corr ≥0.7, ADF ≤-1.645, halfLife ≤40, |spreadZ| ≥0.8) must be met for entry, but none provided.", "Action: NONE to avoid overexposure with current 8 pairs active." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T12:12:18.957Z ## Portfolio Status - Balance: $10013.313165621787 - Equity: $9979.722855470125 - Available Margin: $607.2685621197688 - Open Positions: 16 ## State Data ```json { "asOf": 1763381538957, "portfolio": { "balance": 10013.31, "equity": 9979.72, "marginUsed": 9372.45, "availableMargin": 607.27, "openPositions": 16 }, "positions": [ { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 357.81375793899275, "pnl": 7.3351820377494175 }, { "symbol": "SOLUSDT", "direction": "SHORT", "qty": -9.925910170512955, "pnl": -7.245914424474355 }, { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": 5.932461210830567 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": -13.761624426262186 }, { "symbol": "1000BONKUSDT", "direction": "LONG", "qty": 165768.75259013675, "pnl": -18.814753418980647 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -92066.81735487071, "pnl": 1.3349688516456828 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": -2.84774416914764 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": -0.3237629810632145 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -2.5450689289503186 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": -3.0757220921154445 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 3954.595386305383, "pnl": 16.80703039179822 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -95.81603321622484, "pnl": 8.144362823379193 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -4.862199747155638 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 7.623552762156694 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 10022.969304656504, "pnl": 9.521820839423743 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -9366.503283085176, "pnl": 1.0303153611393598 } ], "activePairs": [ { "pair": "DEXEUSDT/SOLUSDT", "pnlUsd": 0.09, "spreadZSigned": 1.03, "spreadZAbs": 1.03, "deltaSpreadZ": 0, "halfLifeHours": 2.4, "elapsedHours": 3.4845847222222224, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.53, "elapsedHalfLives": 1.451910300925926, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.03, "entryHalfLifeHours": 2.4, "entryTime": 1763368994450, "deltaHalfLife": 0 }, { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -7.83, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 3.213955, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.18055926966292132, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "1000BONKUSDT/1000SHIBUSDT", "pnlUsd": -17.48, "spreadZSigned": -1.79, "spreadZAbs": 1.79, "deltaSpreadZ": -3.53, "halfLifeHours": 14.630524563034617, "elapsedHours": 2.8766872222222224, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.28985472681058, "elapsedHalfLives": 0.19662228854667593, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.74, "entryHalfLifeHours": 14.4, "entryTime": 1763371182881, "deltaHalfLife": 0.2305245630346171 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": -3.17, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 2.320717222222222, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.05860397025813692, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": -5.62, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 2.2125780555555554, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.08509915598290597, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": 24.95, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 2.043216111111111, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.21283501157407408, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": 2.76, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 1.8749494444444443, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.11502757327880025, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": 10.55, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 1.147971388888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.06674252260981912, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 } ] } ``` ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "No new entry due to suboptimal technical indicators on candidate pair; no exit triggers met for active pairs.", "mode": "PAIR", "signal": "NONE", "rationale": [ "Portfolio has sufficient margin ($586) and room for more positions (16/20), but only one candidate pair available.", "LTCUSDT/DOTUSDT (long DOT, short LTC) meets statistical criteria (corr 0.766, adfT -2.50, halfLife 35.7 periods, |spreadZ| 1.04), but fails technical preferences with negative RSI divergence (-0.50), negative volume confirmation (-0.40), and negative asset scores (long -0.29, short -0.32, composite -0.50).", "ADX 18.2 indicates ranging market, which is favorable, but overall technicals do not support entry.", "Active pairs show no exit signals; losing positions like ADA/FARTCOIN (-$19.37) and BONK/SHIB (-$17.48) have not reached risk thresholds (pnl > -$40 for reduction, > -$100 for exit) and spreads not converged.", "Sentiment research: LTC neutral with stable but unexciting outlook; DOT mildly positive on ecosystem updates, but not strong enough to override quantitative concerns.", "Decision: Hold existing pairs and avoid new entry to preserve capital." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T11:59:19.296Z ## Portfolio Status - Balance: $10013.313165621787 - Equity: $9981.963959011415 - Available Margin: $586.6596062672943 - Open Positions: 16 ## State Data ```json { "asOf": 1763380759296, "portfolio": { "balance": 10013.31, "equity": 9981.96, "marginUsed": 9395.3, "availableMargin": 586.66, "openPositions": 16 }, "positions": [ { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 357.81375793899275, "pnl": 9.124250827444342 }, { "symbol": "SOLUSDT", "direction": "SHORT", "qty": -9.925910170512955, "pnl": -7.444432627884434 }, { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": 5.932461210830567 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": -25.303632009579093 }, { "symbol": "1000BONKUSDT", "direction": "LONG", "qty": 165768.75259013675, "pnl": -18.814753418980647 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -92066.81735487071, "pnl": 1.3349688516456828 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": -0.4590604406038567 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": -6.54001221747122 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -2.5450689289503186 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": -4.613583138173229 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 3954.595386305383, "pnl": 16.80703039179822 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -95.81603321622484, "pnl": 1.437240498243427 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -4.862199747155638 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 7.623552762156694 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 10022.969304656504, "pnl": 9.521820839423743 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -9366.503283085176, "pnl": 0.9366503283086745 } ], "activePairs": [ { "pair": "DEXEUSDT/SOLUSDT", "pnlUsd": 1.68, "spreadZSigned": 1.03, "spreadZAbs": 1.03, "deltaSpreadZ": 0, "halfLifeHours": 2.4, "elapsedHours": 3.2680125, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.53, "elapsedHalfLives": 1.361671875, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.03, "entryHalfLifeHours": 2.4, "entryTime": 1763368994450, "deltaHalfLife": 0 }, { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -19.37, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 2.9973827777777777, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.168392290886392, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "1000BONKUSDT/1000SHIBUSDT", "pnlUsd": -17.48, "spreadZSigned": -1.79, "spreadZAbs": 1.79, "deltaSpreadZ": -3.53, "halfLifeHours": 14.630524563034617, "elapsedHours": 2.660115, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.28985472681058, "elapsedHalfLives": 0.18181952318517874, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.74, "entryHalfLifeHours": 14.4, "entryTime": 1763371182881, "deltaHalfLife": 0.2305245630346171 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": -7, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 2.104145, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.05313497474747474, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": -7.16, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 1.9960055555555556, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.07676944444444445, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": 18.24, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 1.826643611111111, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.19027537615740742, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": 2.76, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 1.6583769444444445, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.10174091683708247, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": 10.46, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 0.9313988888888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.05415109819121447, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 } ] } ``` <pairs> New pair opportunities: 1. LTCUSDT/DOTUSDT (Layer-1) Stats: corr=0.766, beta=0.710, adfT=-2.50, halfLifePeriods=35.7p, spreadZSigned=1.04, |spreadZ|=1.04, fundingNet=-0.000109 Direction: long DOTUSDT, short LTCUSDT Technical: rsiDiv=-0.50, volConf=-0.40, regime=0.80, adx=18.2 Scores: long=-0.29, short=-0.32, composite=-0.50 Quality: -0.082 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Portfolio has sufficient overall equity but limited available margin ($580.96) prevents opening new positions meeting the $500 minimum margin per position requirement. No active pairs trigger exit conditions based on predefined signals, PNL thresholds, or convergence metrics. The LTCUSDT/DOTUSDT candidate meets statistical criteria but has negative technical indicators, asset scores, and mixed recent sentiment on LTC (bearish short-term pressure), making it unsuitable for entry even if margin allowed. Decision: No action.", "mode": "PAIR", "signal": "NONE", "rationale": [ "Available margin ($580.96) below required $1000 for a new pair (minimum $500 per position), preventing new entries.", "All 8 active pairs show no exit signals (profitTarget, timeStop, convergence, riskReduction, riskExit all false); PNLs do not yet hit reduction (-$40) or exit (-$100) thresholds.", "LTCUSDT/DOTUSDT meets statistical thresholds (corr 0.766, adfT -2.50, halfLife 35.7 periods, |spreadZ| 1.04) but fails technical preferences (negative RSI divergence -0.50, volume confirmation -0.40) and has negative asset scores (long -0.29, short -0.32, composite -0.50).", "Recent X posts indicate mixed sentiment on LTC: bullish on 4H as of Nov 15 ($102.63) but bearish on 1H/4H as of Nov 17 ($96.86), with neutral/daily steady; no strong positive catalysts for DOT to support long position. Neutral/contradictory sentiment weighs against entry.", "Market regime favors ranging (ADX 18.2 <25), but overall pair quality low; prioritize quantitative thresholds and margin constraints over marginal opportunity." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T11:49:19.293Z ## Portfolio Status - Balance: $10013.313165621787 - Equity: $9961.63462788816 - Available Margin: $580.9613293486091 - Open Positions: 16 ## State Data ```json { "asOf": 1763380159292, "portfolio": { "balance": 10013.31, "equity": 9961.63, "marginUsed": 9380.67, "availableMargin": 580.96, "openPositions": 16 }, "positions": [ { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 357.81375793899275, "pnl": -0.5367206369085095 }, { "symbol": "SOLUSDT", "direction": "SHORT", "qty": -9.925910170512955, "pnl": -8.650430713602015 }, { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": 5.932461210830567 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": -30.63071243264825 }, { "symbol": "1000BONKUSDT", "direction": "LONG", "qty": 165768.75259013675, "pnl": -18.814753418980647 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -92066.81735487071, "pnl": 1.3349688516456828 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": -2.7959527348230564 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": -3.0109957238855096 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -2.5450689289503186 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": -2.6563054431905826 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 3954.595386305383, "pnl": 16.80703039179822 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -95.81603321622484, "pnl": 5.269881826892509 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -4.862199747155638 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 7.623552762156694 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 10022.969304656504, "pnl": 23.553977865942695 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -9366.503283085176, "pnl": 1.8733006566170889 } ], "activePairs": [ { "pair": "DEXEUSDT/SOLUSDT", "pnlUsd": -9.19, "spreadZSigned": 1.03, "spreadZAbs": 1.03, "deltaSpreadZ": 0, "halfLifeHours": 2.4, "elapsedHours": 3.1013444444444445, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.53, "elapsedHalfLives": 1.2922268518518518, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.03, "entryHalfLifeHours": 2.4, "entryTime": 1763368994450, "deltaHalfLife": 0 }, { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -24.7, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 2.830715, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.15902893258426967, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "1000BONKUSDT/1000SHIBUSDT", "pnlUsd": -17.48, "spreadZSigned": -1.79, "spreadZAbs": 1.79, "deltaSpreadZ": -3.53, "halfLifeHours": 14.630524563034617, "elapsedHours": 2.493447222222222, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.28985472681058, "elapsedHalfLives": 0.17042773903829456, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.74, "entryHalfLifeHours": 14.4, "entryTime": 1763371182881, "deltaHalfLife": 0.2305245630346171 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": -5.81, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 1.9374772222222223, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.04892619248035915, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": -5.2, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 1.8293377777777777, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.0703591452991453, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": 22.08, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 1.6599758333333334, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.17291414930555557, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": 2.76, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 1.4917091666666666, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.09151589979550101, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": 25.43, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 0.7647311111111111, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.04446111111111112, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 } ] } ``` <pairs> New pair opportunities: 1. LTCUSDT/DOTUSDT (Layer-1) Stats: corr=0.766, beta=0.710, adfT=-2.50, halfLifePeriods=35.7p, spreadZSigned=1.04, |spreadZ|=1.04, fundingNet=-0.000109 Direction: long DOTUSDT, short LTCUSDT Technical: rsiDiv=-0.50, volConf=-0.40, regime=0.80, adx=18.2 Scores: long=-0.29, short=-0.32, composite=-0.50 Quality: -0.082 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "No suitable action due to lack of strong candidates and no triggered exits in active pairs", "mode": "PAIR", "signal": "NONE", "rationale": [ "Portfolio margin $555 > $100, 16 positions <20, 8 active pairs <10, allowing potential new entries", "All active pairs show no exit signals: no profit targets (|spreadZ| >0.5), no time stops (elapsed <2x half-life), no convergence >=50%, PNL above -40/-100 thresholds", "Candidate LTCUSDT/DOTUSDT (long DOT, short LTC) meets statistical thresholds (corr 0.766, adfT -2.50, halfLife 35.7p, |spreadZ| 1.04) but fails technical preferences: negative RSI divergence (-0.50), negative volume confirmation (-0.40), negative asset scores (long -0.29, short -0.32, composite -0.50)", "ADX 18.2 indicates ranging market (favorable), but overall technical and quality scores too low to enter", "Sentiment research: LTC neutral-stable, DOT mildly positive on parachain updates, but insufficient to override quantitative concerns; no strong catalysts for entry", "No active pairs warrant manual exit based on sentiment; losing pairs (e.g., ADA/FARTCOIN -26.58, BONK/SHIB -16.1) show stagnation but below risk thresholds", "Decision: Hold current positions, avoid new entry to preserve capital in uncertain conditions" ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T11:39:19.316Z ## Portfolio Status - Balance: $10013.313165621787 - Equity: $9977.935779976464 - Available Margin: $555.0856520943762 - Open Positions: 16 ## State Data ```json { "asOf": 1763379559316, "portfolio": { "balance": 10013.31, "equity": 9977.94, "marginUsed": 9422.85, "availableMargin": 555.09, "openPositions": 16 }, "positions": [ { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 357.81375793899275, "pnl": 0.8945343948473039 }, { "symbol": "SOLUSDT", "direction": "SHORT", "qty": -9.925910170512955, "pnl": -12.308128611435873 }, { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": 12.929723151810258 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": -39.50917980443033 }, { "symbol": "1000BONKUSDT", "direction": "LONG", "qty": 165768.75259013675, "pnl": -18.814753418980647 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -92066.81735487071, "pnl": 2.7159711119688468 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": 2.7943832974194196 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": -13.248381185095004 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": 7.501255790589782 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": -6.850471932439074 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 3954.595386305383, "pnl": 16.80703039179822 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -95.81603321622484, "pnl": -5.269881826892338 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": 2.4310998735777067 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 1.6572940787296446 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 10022.969304656504, "pnl": 23.553977865942695 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -9366.503283085176, "pnl": -2.4352908536019817 } ], "activePairs": [ { "pair": "DEXEUSDT/SOLUSDT", "pnlUsd": -11.41, "spreadZSigned": 1.03, "spreadZAbs": 1.03, "deltaSpreadZ": 0, "halfLifeHours": 2.4, "elapsedHours": 2.9346844444444447, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.53, "elapsedHalfLives": 1.2227851851851854, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.03, "entryHalfLifeHours": 2.4, "entryTime": 1763368994450, "deltaHalfLife": 0 }, { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -26.58, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 2.664054722222222, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.1496659956304619, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "1000BONKUSDT/1000SHIBUSDT", "pnlUsd": -16.1, "spreadZSigned": -1.79, "spreadZAbs": 1.79, "deltaSpreadZ": -3.53, "halfLifeHours": 14.630524563034617, "elapsedHours": 2.3267872222222223, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.28985472681058, "elapsedHalfLives": 0.15903648650445978, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.74, "entryHalfLifeHours": 14.4, "entryTime": 1763371182881, "deltaHalfLife": 0.2305245630346171 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": -10.45, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 1.7708172222222223, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.044717606621773286, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": 0.65, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 1.6626777777777777, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.06394914529914529, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": 11.54, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 1.4933158333333334, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.15555373263888891, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": 4.09, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 1.3250491666666666, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.0812913599182004, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": 21.12, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 0.5980711111111111, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.03477157622739018, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 } ] } ``` <pairs> New pair opportunities: 1. LTCUSDT/DOTUSDT (Layer-1) Stats: corr=0.766, beta=0.710, adfT=-2.50, halfLifePeriods=35.7p, spreadZSigned=1.04, |spreadZ|=1.04, fundingNet=-0.000109 Direction: long DOTUSDT, short LTCUSDT Technical: rsiDiv=-0.50, volConf=-0.40, regime=0.80, adx=18.2 Scores: long=-0.29, short=-0.32, composite=-0.50 Quality: -0.082 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "No suitable action: insufficient margin for new entries, no exit or reduce triggers met, candidate pair fails technical and score thresholds.", "mode": "PAIR", "signal": "NONE", "rationale": [ "Available margin ($571) below minimum required ($1000 for new pair positions).", "All active pairs have no exit signals triggered (profit target, time stop, convergence all false; no PNL <= -$40 for reduction).", "Single candidate LTCUSDT/DOTUSDT meets statistical criteria but has negative RSI divergence (-0.50), volume confirmation (-0.40), and asset scores (long -0.29, short -0.32, composite -0.50), failing preference for positive technicals and scores.", "ADX 18.2 indicates ranging market (favorable), but overall pair quality low (-0.082).", "With 8 active pairs and 16 positions already, prioritize risk management over expansion." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T11:29:19.273Z ## Portfolio Status - Balance: $10013.313165621787 - Equity: $9971.682126045316 - Available Margin: $571.2974556690224 - Open Positions: 16 ## State Data ```json { "asOf": 1763378959273, "portfolio": { "balance": 10013.31, "equity": 9971.68, "marginUsed": 9400.38, "availableMargin": 571.3, "openPositions": 16 }, "positions": [ { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 357.81375793899275, "pnl": 0.8945343948473039 }, { "symbol": "SOLUSDT", "direction": "SHORT", "qty": -9.925910170512955, "pnl": -11.988514303945465 }, { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": 8.670520231213931 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": -27.079325483935314 }, { "symbol": "1000BONKUSDT", "direction": "LONG", "qty": 165768.75259013675, "pnl": -18.814753418980647 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -92066.81735487071, "pnl": 2.7159711119688468 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": 1.4619309416154962 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": -7.99694563225436 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": 0.5358039850420321 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": -3.425235966219537 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 3954.595386305383, "pnl": -4.152325155620634 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -95.81603321622484, "pnl": 0.4790801660811991 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -1.6207332490518795 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 4.9718822361891695 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 10022.969304656504, "pnl": -2.5057423261641283 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -9366.503283085176, "pnl": -2.2479607879403507 } ], "activePairs": [ { "pair": "DEXEUSDT/SOLUSDT", "pnlUsd": -11.09, "spreadZSigned": 1.03, "spreadZAbs": 1.03, "deltaSpreadZ": 0, "halfLifeHours": 2.4, "elapsedHours": 2.7680058333333335, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.53, "elapsedHalfLives": 1.153335763888889, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.03, "entryHalfLifeHours": 2.4, "entryTime": 1763368994450, "deltaHalfLife": 0 }, { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -18.41, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 2.497376111111111, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.14030202871410735, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "1000BONKUSDT/1000SHIBUSDT", "pnlUsd": -16.1, "spreadZSigned": -1.79, "spreadZAbs": 1.79, "deltaSpreadZ": -3.53, "halfLifeHours": 14.630524563034617, "elapsedHours": 2.1601083333333335, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.28985472681058, "elapsedHalfLives": 0.1476439429103621, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.74, "entryHalfLifeHours": 14.4, "entryTime": 1763371182881, "deltaHalfLife": 0.2305245630346171 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": -6.54, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 1.6041386111111111, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.04050855078563412, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": -2.89, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 1.4959991666666668, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.05753842948717949, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": -3.67, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 1.3266372222222222, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.13819137731481482, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": 3.35, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 1.1583705555555555, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.07106567825494205, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": -4.75, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 0.4313925, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.025080959302325585, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 } ] } ``` <pairs> New pair opportunities: 1. LTCUSDT/DOTUSDT (Layer-1) Stats: corr=0.766, beta=0.710, adfT=-2.50, halfLifePeriods=35.7p, spreadZSigned=1.04, |spreadZ|=1.04, fundingNet=-0.000109 Direction: long DOTUSDT, short LTCUSDT Technical: rsiDiv=-0.50, volConf=-0.40, regime=0.80, adx=18.2 Scores: long=-0.29, short=-0.32, composite=-0.50 Quality: -0.082 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Portfolio has sufficient overall margin but insufficient available margin to open a new pair position requiring at least $1000 total margin ($500 per leg). No active pairs trigger exit or reduce conditions based on current pnl and convergence metrics. The candidate pair LTCUSDT/DOTUSDT meets statistical thresholds but has negative technical indicators and asset scores, and sentiment from X posts indicates mixed to bearish outlook for LTC with no clear positive signals for DOT.", "mode": "PAIR", "signal": "NONE", "rationale": [ "Available margin $573.47 is below the minimum required $1000 for a new pair (two positions at $500 margin each).", "No active pairs meet exit criteria: all pnlUsd > -100, no profitTarget (|spreadZ| > 0.5), timeStop (elapsed < 2x halfLife), or convergence >=50%.", "Candidate pair meets statistical thresholds (corr 0.766, adfT -2.50, halfLife 35.7, |spreadZ| 1.04) but has negative RSI divergence (-0.50), volume confirmation (-0.40), and asset scores (composite -0.50).", "Sentiment from recent X posts shows bearish pressure on LTC-USD with prices around $96-102 and mixed altcoin flows; no specific positive insights for DOTUSDT.", "Market regime favorable (ADX 18.2 <25) but overall pair quality insufficient without stronger technicals and positive scores." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T11:19:19.286Z ## Portfolio Status - Balance: $10013.313165621787 - Equity: $9974.177838962998 - Available Margin: $573.4734939746286 - Open Positions: 16 ## State Data ```json { "asOf": 1763378359284, "portfolio": { "balance": 10013.31, "equity": 9974.18, "marginUsed": 9400.7, "availableMargin": 573.47, "openPositions": 16 }, "positions": [ { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 357.81375793899275, "pnl": 3.0414169424813418 }, { "symbol": "SOLUSDT", "direction": "SHORT", "qty": -9.925910170512955, "pnl": -12.843135169626509 }, { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": 8.062062671128645 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": -29.742865695470137 }, { "symbol": "1000BONKUSDT", "direction": "LONG", "qty": 165768.75259013675, "pnl": -18.814753418980647 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -92066.81735487071, "pnl": 2.7159711119688468 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": 2.2544968305213002 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": -5.601099572388869 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -2.6790199252107314 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": -3.5650415158610747 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 3954.595386305383, "pnl": -4.152325155620634 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -95.81603321622484, "pnl": 0.4790801660811991 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -5.672566371681466 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 4.9718822361891695 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 10022.969304656504, "pnl": -2.5057423261641283 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -9366.503283085176, "pnl": -2.528955886432927 } ], "activePairs": [ { "pair": "DEXEUSDT/SOLUSDT", "pnlUsd": -9.8, "spreadZSigned": 1.03, "spreadZAbs": 1.03, "deltaSpreadZ": 0, "halfLifeHours": 2.4, "elapsedHours": 2.6013419444444446, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.53, "elapsedHalfLives": 1.0838924768518519, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.03, "entryHalfLifeHours": 2.4, "entryTime": 1763368994450, "deltaHalfLife": 0 }, { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -21.68, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 2.330712222222222, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.13093888888888888, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "1000BONKUSDT/1000SHIBUSDT", "pnlUsd": -16.1, "spreadZSigned": -1.79, "spreadZAbs": 1.79, "deltaSpreadZ": -3.53, "halfLifeHours": 14.630524563034617, "elapsedHours": 1.9934444444444444, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.28985472681058, "elapsedHalfLives": 0.13625242457000258, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.74, "entryHalfLifeHours": 14.4, "entryTime": 1763371182881, "deltaHalfLife": 0.2305245630346171 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": -3.35, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 1.4374747222222222, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.03629986672278339, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": -6.24, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 1.3293352777777778, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.051128279914529916, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": -3.67, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 1.1599733333333333, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.12083055555555555, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": -0.7, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 0.9917066666666666, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.060840899795501016, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": -5.03, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 0.2647286111111111, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.015391198320413439, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 } ] } ``` <pairs> New pair opportunities: 1. LTCUSDT/DOTUSDT (Layer-1) Stats: corr=0.766, beta=0.710, adfT=-2.50, halfLifePeriods=35.7p, spreadZSigned=1.04, |spreadZ|=1.04, fundingNet=-0.000109 Direction: long DOTUSDT, short LTCUSDT Technical: rsiDiv=-0.50, volConf=-0.40, regime=0.80, adx=18.2 Scores: long=-0.29, short=-0.32, composite=-0.50 Quality: -0.082 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "No new entry possible due to insufficient margin; active pairs do not trigger exits.", "mode": "PAIR", "signal": "NONE", "rationale": [ "Available margin ($569.83) is below the minimum required ($1000) for a new pair's two positions ($500 each).", "The only candidate pair (long DOTUSDT/short LTCUSDT) meets statistical thresholds but has negative RSI divergence (-0.50), volume confirmation (-0.40), and asset scores (long -0.29, short -0.32), making it suboptimal.", "All active pairs show no exit signals: no profit targets met (|spreadZ| > 0.5), time stops not triggered (elapsed < 2x half-life), convergence < 50%, and PnL > -$100 (no risk exits).", "Portfolio at 8 active pairs (16 positions) within limits, but margin constrains further entries." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T11:09:18.841Z ## Portfolio Status - Balance: $10013.313165621787 - Equity: $9958.20045857244 - Available Margin: $569.8280835024216 - Open Positions: 16 ## State Data ```json { "asOf": 1763377758841, "portfolio": { "balance": 10013.31, "equity": 9958.2, "marginUsed": 9388.37, "availableMargin": 569.83, "openPositions": 16 }, "positions": [ { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 357.81375793899275, "pnl": 1.2523481527864162 }, { "symbol": "SOLUSDT", "direction": "SHORT", "qty": -9.925910170512955, "pnl": -12.804424119961633 }, { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": 4.107088530575047 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": -19.97655158650994 }, { "symbol": "1000BONKUSDT", "direction": "LONG", "qty": 165768.75259013675, "pnl": -18.814753418980647 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -92066.81735487071, "pnl": 2.7159711119688468 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": 0.9173361625060092 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": -4.5974343310937 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -2.6790199252107314 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": -1.2582499467744603 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 3954.595386305383, "pnl": -4.152325155620634 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -95.81603321622484, "pnl": 0.4790801660811991 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -5.672566371681466 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 4.9718822361891695 }, { "symbol": "ARBUSDT", "direction": "LONG", "qty": 10022.969304656504, "pnl": -2.5057423261641283 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -9366.503283085176, "pnl": -1.9669656894477743 } ], "activePairs": [ { "pair": "DEXEUSDT/SOLUSDT", "pnlUsd": -11.55, "spreadZSigned": 1.03, "spreadZAbs": 1.03, "deltaSpreadZ": 0, "halfLifeHours": 2.4, "elapsedHours": 2.4345525, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.53, "elapsedHalfLives": 1.014396875, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.03, "entryHalfLifeHours": 2.4, "entryTime": 1763368994450, "deltaHalfLife": 0 }, { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -15.87, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 2.1639227777777776, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.12156869538077401, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "1000BONKUSDT/1000SHIBUSDT", "pnlUsd": -16.1, "spreadZSigned": -1.79, "spreadZAbs": 1.79, "deltaSpreadZ": -3.53, "halfLifeHours": 14.630524563034617, "elapsedHours": 1.826655, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.28985472681058, "elapsedHalfLives": 0.1248523244761308, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.74, "entryHalfLifeHours": 14.4, "entryTime": 1763371182881, "deltaHalfLife": 0.2305245630346171 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": -3.68, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 1.270685, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.032088005050505054, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": -3.94, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 1.1625455555555555, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.04471329059829059, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": -3.67, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 0.9931836111111111, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.1034566261574074, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": -0.7, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 0.8249169444444444, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.050608401499659166, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 }, { "pair": "ARBUSDT/DOGEUSDT", "pnlUsd": -4.47, "spreadZSigned": 1.84, "spreadZAbs": 1.84, "deltaSpreadZ": 0, "halfLifeHours": 17.2, "elapsedHours": 0.0979388888888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.34, "elapsedHalfLives": 0.005694121447028425, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.84, "entryHalfLifeHours": 17.2, "entryTime": 1763377406259, "deltaHalfLife": 0 } ] } ``` <pairs> New pair opportunities: 1. LTCUSDT/DOTUSDT (Layer-1) Stats: corr=0.766, beta=0.710, adfT=-2.50, halfLifePeriods=35.7p, spreadZSigned=1.04, |spreadZ|=1.04, fundingNet=-0.000109 Direction: long DOTUSDT, short LTCUSDT Technical: rsiDiv=-0.50, volConf=-0.40, regime=0.80, adx=18.2 Scores: long=-0.29, short=-0.32, composite=-0.50 Quality: -0.082 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Entering a new market-neutral pair trade: long ARBUSDT, short DOGEUSDT, based on strong cointegration, high spread deviation, positive RSI divergence, and low ADX indicating a ranging market suitable for pairs. DOGE sentiment is mixed but leans bearish recently, supporting the short side, while ARB benefits from Layer-2 ecosystem strength. Portfolio has sufficient margin and room for additional positions.", "mode": "PAIR", "pair": { "sector": "Meme/Layer-2", "long": "ARBUSDT", "short": "DOGEUSDT", "corr": 0.808, "beta": 0.633, "spreadZ": 1.84, "adfT": -6.2, "halfLife": 17.2, "fundingNet": 0.000012 }, "signal": "ENTER", "sizing": { "longSizeUsd": 2400, "shortSizeUsd": 1519.2, "leverage": 3 }, "risk": { "long": { "stopLoss": -120, "takeProfit": 120, "leverage": 3 }, "short": { "stopLoss": -120, "takeProfit": 120, "leverage": 3 } }, "rationale": [ "Statistical criteria met: correlation 0.808 ≥ 0.7, ADF t-stat -6.20 ≤ -1.645, half-life 17.2 periods ≤ 40, |spread Z-score| 1.84 ≥ 0.8.", "Technical indicators favorable: positive RSI divergence (0.80), low ADX (15.4) for ranging market, despite negative volume confirmation.", "Asset scores: long ARB 0.61 positive, short DOGE -0.23 negative but acceptable given composite 0.00 and high quality score 0.994.", "Sentiment analysis from recent X posts: DOGE shows mixed signals with recent +15% pump but ongoing bearish momentum and negative investor sentiment, supporting short position; ARB lacks specific negative news, bolstered by broader Layer-2 trends.", "No symbols overlap with active pairs; available margin $1872 supports new entry with conservative sizing at ~$800 margin per leg at 3x leverage for medium-high quality signal.", "Active pairs show no exit triggers; all pnl above risk thresholds, convergence low but within normal early stages." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T11:02:52.260Z ## Portfolio Status - Balance: $10013.313165621787 - Equity: $9950.214003546183 - Available Margin: $1872.4494283974464 - Open Positions: 14 ## State Data ```json { "asOf": 1763377372260, "portfolio": { "balance": 10013.31, "equity": 9950.21, "marginUsed": 8077.76, "availableMargin": 1872.45, "openPositions": 14 }, "positions": [ { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 357.81375793899275, "pnl": 1.2523481527864162 }, { "symbol": "SOLUSDT", "direction": "SHORT", "qty": -9.925910170512955, "pnl": -11.499166932539012 }, { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": 7.757833891086087 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": -24.415785272400985 }, { "symbol": "1000BONKUSDT", "direction": "LONG", "qty": 165768.75259013675, "pnl": -18.814753418980647 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -92066.81735487071, "pnl": 2.7159711119688468 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": 0.22521426744164158 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": -2.2145387904707143 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -3.48272590277397 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": -2.1669860194449524 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 3954.595386305383, "pnl": -4.152325155620634 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -95.81603321622484, "pnl": 0.4790801660811991 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -2.4310998735777067 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 4.9718822361891695 } ], "activePairs": [ { "pair": "DEXEUSDT/SOLUSDT", "pnlUsd": -10.25, "spreadZSigned": 1.03, "spreadZAbs": 1.03, "deltaSpreadZ": 0, "halfLifeHours": 2.4, "elapsedHours": 2.327168888888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.53, "elapsedHalfLives": 0.9696537037037039, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.03, "entryHalfLifeHours": 2.4, "entryTime": 1763368994450, "deltaHalfLife": 0 }, { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -16.66, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 2.0565391666666666, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.11553590823970036, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "1000BONKUSDT/1000SHIBUSDT", "pnlUsd": -16.1, "spreadZSigned": -1.79, "spreadZAbs": 1.79, "deltaSpreadZ": -3.53, "halfLifeHours": 14.630524563034617, "elapsedHours": 1.7192713888888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.28985472681058, "elapsedHalfLives": 0.11751262789529694, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.74, "entryHalfLifeHours": 14.4, "entryTime": 1763371182881, "deltaHalfLife": 0.2305245630346171 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": -1.99, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 1.1633013888888888, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.029376297699214363, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": -5.65, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 1.0551619444444444, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.04058315170940171, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": -3.67, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 0.8858, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.09227083333333334, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": 2.54, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 0.7175333333333334, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.04402044989775051, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 } ] } ``` <pairs> New pair opportunities: 1. DOGEUSDT/ARBUSDT (Meme/Layer-2) Stats: corr=0.808, beta=0.633, adfT=-6.20, halfLifePeriods=17.2p, spreadZSigned=1.84, |spreadZ|=1.84, fundingNet=0.000012 Direction: long ARBUSDT, short DOGEUSDT Technical: rsiDiv=0.80, volConf=-0.40, regime=0.80, adx=15.4 Scores: long=0.61, short=-0.23, composite=0.00 Quality: 0.994 2. DOGEUSDT/XLMUSDT (Meme/Infrastructure) Stats: corr=0.814, beta=0.865, adfT=-6.29, halfLifePeriods=16.6p, spreadZSigned=1.95, |spreadZ|=1.95, fundingNet=-0.000043 Direction: long XLMUSDT, short DOGEUSDT Technical: rsiDiv=0.50, volConf=-0.40, regime=0.80, adx=18.1 Scores: long=0.27, short=-0.45, composite=-0.07 Quality: 0.97 3. DOGEUSDT/1000PEPEUSDT (Meme) Stats: corr=0.891, beta=0.802, adfT=-4.67, halfLifePeriods=30.8p, spreadZSigned=2.47, |spreadZ|=2.47, fundingNet=-0.000041 Direction: long 1000PEPEUSDT, short DOGEUSDT Technical: rsiDiv=-0.50, volConf=-0.15, regime=0.80, adx=19.0 Scores: long=0.99, short=0.02, composite=-0.02 Quality: 0.851 4. DOGEUSDT/ATOMUSDT (Meme/Layer-1) Stats: corr=0.779, beta=0.686, adfT=-2.87, halfLifePeriods=33.3p, spreadZSigned=-1.83, |spreadZ|=1.83, fundingNet=-0.000200 Direction: long DOGEUSDT, short ATOMUSDT Technical: rsiDiv=-0.50, volConf=-0.40, regime=0.80, adx=17.7 Scores: long=0.61, short=-0.28, composite=-0.19 Quality: 0.364 5. DOGEUSDT/TONUSDT (Meme/Layer-1) Stats: corr=0.751, beta=0.719, adfT=-3.37, halfLifePeriods=25.3p, spreadZSigned=1.07, |spreadZ|=1.07, fundingNet=-0.000012 Direction: long TONUSDT, short DOGEUSDT Technical: rsiDiv=0.50, volConf=-0.40, regime=0.80, adx=16.0 Scores: long=0.61, short=-0.46, composite=-0.22 Quality: 0.313 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Exit ONDO/DOGE pair to lock in profits due to emerging bullish sentiment on DOGE.", "mode": "PAIR", "pair": { "long": "ONDOUSDT", "short": "DOGEUSDT" }, "signal": "EXIT", "rationale": [ "Active pair shows positive PnL of $16.56 with no convergence (spreadZ unchanged at 2.46).", "Recent X posts indicate DOGE is oversold and poised for explosive gains, posing risk to the short DOGE position.", "Market sentiment is mixed but fearful overall; exiting secures gains before potential adverse movement in the pair.", "Frees margin for future opportunities while adhering to risk management in a weak market environment." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T10:49:19.727Z ## Portfolio Status - Balance: $9999.608107369897 - Equity: $9973.413927641079 - Available Margin: $575.338692535548 - Open Positions: 16 ## State Data ```json { "asOf": 1763376559727, "portfolio": { "balance": 9999.61, "equity": 9973.41, "marginUsed": 9398.08, "availableMargin": 575.34, "openPositions": 16 }, "positions": [ { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 357.81375793899275, "pnl": 2.683603184542547 }, { "symbol": "SOLUSDT", "direction": "SHORT", "qty": -9.925910170512955, "pnl": -12.208869509730834 }, { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": 4.411317310617606 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": -11.098084214727855 }, { "symbol": "ONDOUSDT", "direction": "LONG", "qty": 4286.862552469412, "pnl": 27.2215772081811 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -9354.189251974602, "pnl": -10.663775747251066 }, { "symbol": "1000BONKUSDT", "direction": "LONG", "qty": 165768.75259013675, "pnl": -18.814753418980647 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -92066.81735487071, "pnl": 2.7159711119688468 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": 1.9515954115928975 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": -4.5974343310937 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -1.1385834682146514 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": -3.0058193172946757 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 3954.595386305383, "pnl": -4.152325155620634 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -95.81603321622484, "pnl": -0.4790801660810289 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -2.4310998735777067 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 4.9718822361891695 } ], "activePairs": [ { "pair": "DEXEUSDT/SOLUSDT", "pnlUsd": -9.53, "spreadZSigned": 1.03, "spreadZAbs": 1.03, "deltaSpreadZ": 0, "halfLifeHours": 2.4, "elapsedHours": 2.1014655555555555, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.53, "elapsedHalfLives": 0.8756106481481482, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.03, "entryHalfLifeHours": 2.4, "entryTime": 1763368994450, "deltaHalfLife": 0 }, { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -6.69, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 1.8308358333333334, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.1028559456928839, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "ONDOUSDT/DOGEUSDT", "pnlUsd": 16.56, "spreadZSigned": 2.46, "spreadZAbs": 2.46, "deltaSpreadZ": 0, "halfLifeHours": 14.5, "elapsedHours": 1.6605444444444444, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.96, "elapsedHalfLives": 0.11452030651340996, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.46, "entryHalfLifeHours": 14.5, "entryTime": 1763370581766, "deltaHalfLife": 0 }, { "pair": "1000BONKUSDT/1000SHIBUSDT", "pnlUsd": -16.1, "spreadZSigned": -1.79, "spreadZAbs": 1.79, "deltaSpreadZ": -3.53, "halfLifeHours": 14.630524563034617, "elapsedHours": 1.4935680555555555, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.28985472681058, "elapsedHalfLives": 0.10208574881376395, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.74, "entryHalfLifeHours": 14.4, "entryTime": 1763371182881, "deltaHalfLife": 0.2305245630346171 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": -2.65, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 0.9375980555555555, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.02367671857463524, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": -4.14, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 0.8294586111111111, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.03190225427350427, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": -4.63, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 0.6600966666666667, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.06876006944444445, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": 2.54, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 0.49183, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.03017361963190184, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 } ] } ``` ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Portfolio heavily allocated with 16 open positions and only $569 available margin, insufficient for new pair entry. No exit triggers activated in active pairs despite some unrealized losses.", "mode": "PAIR", "signal": "NONE", "rationale": [ "Available margin ($569) below minimum required ($1000) for new pair positions.", "8 active pairs with no profit targets, time stops, or convergence thresholds met.", "Unrealized losses in pairs like BONK/SHIB (-$16.10) and DEXE/SOL (-$10.36) below risk reduction threshold (-$40).", "Open positions (16) and pairs (8) approach limits (20/10), prioritizing monitoring over new actions.", "No new pair candidates provided; sentiment research deferred as quantitative constraints dominate." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T10:39:19.284Z ## Portfolio Status - Balance: $9999.608107369897 - Equity: $9959.213167029222 - Available Margin: $569.2201236984783 - Open Positions: 16 ## State Data ```json { "asOf": 1763375959284, "portfolio": { "balance": 9999.61, "equity": 9959.21, "marginUsed": 9389.99, "availableMargin": 569.22, "openPositions": 16 }, "positions": [ { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 357.81375793899275, "pnl": -0.5367206369085095 }, { "symbol": "SOLUSDT", "direction": "SHORT", "qty": -9.925910170512955, "pnl": -9.826651068807633 }, { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": 4.411317310617606 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": -12.873777689084076 }, { "symbol": "ONDOUSDT", "direction": "LONG", "qty": 4286.862552469412, "pnl": 22.50602840046479 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -9354.189251974602, "pnl": -9.35418925197487 }, { "symbol": "1000BONKUSDT", "direction": "LONG", "qty": 165768.75259013675, "pnl": -18.814753418980647 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -92066.81735487071, "pnl": 2.7159711119688468 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": 2.256066267924937 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": -3.1858277336594742 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -1.004632471954048 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": -3.634944290681968 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 3954.595386305383, "pnl": -4.152325155620634 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -95.81603321622484, "pnl": -2.395400830405485 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -0.8103666245260522 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 2.320211710221526 } ], "activePairs": [ { "pair": "DEXEUSDT/SOLUSDT", "pnlUsd": -10.36, "spreadZSigned": 1.03, "spreadZAbs": 1.03, "deltaSpreadZ": 0, "halfLifeHours": 2.4, "elapsedHours": 1.9346752777777778, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.53, "elapsedHalfLives": 0.8061146990740741, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.03, "entryHalfLifeHours": 2.4, "entryTime": 1763368994450, "deltaHalfLife": 0 }, { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -8.46, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 1.6640455555555556, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.09348570536828964, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "ONDOUSDT/DOGEUSDT", "pnlUsd": 13.15, "spreadZSigned": 2.46, "spreadZAbs": 2.46, "deltaSpreadZ": 0, "halfLifeHours": 14.5, "elapsedHours": 1.4937541666666667, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.96, "elapsedHalfLives": 0.10301752873563219, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.46, "entryHalfLifeHours": 14.5, "entryTime": 1763370581766, "deltaHalfLife": 0 }, { "pair": "1000BONKUSDT/1000SHIBUSDT", "pnlUsd": -16.1, "spreadZSigned": -1.79, "spreadZAbs": 1.79, "deltaSpreadZ": -3.53, "halfLifeHours": 14.630524563034617, "elapsedHours": 1.3267777777777778, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.28985472681058, "elapsedHalfLives": 0.09068559176135116, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.74, "entryHalfLifeHours": 14.4, "entryTime": 1763371182881, "deltaHalfLife": 0.2305245630346171 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": -0.93, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 0.7708077777777778, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.019464842873176205, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": -4.64, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 0.6626683333333333, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.025487243589743587, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": -6.55, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 0.4933063888888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.051386082175925926, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": 1.51, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 0.3250397222222222, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.019941087252897068, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 } ] } ``` ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "No actionable opportunities identified; maintain current positions as no exit triggers are met and no suitable new pair candidates available.", "mode": "PAIR", "signal": "NONE", "rationale": [ "Available margin $581 exceeds minimum $100, and 16 positions under 20 limit; 8 active pairs under 10 max.", "All active pairs show no exit signals: no profit targets (|spreadZ| > 0.5), time stops (elapsed < 2x half-life), convergence (>=50%), or risk thresholds (pnl > -$40 for reduction, > -$100 for exit).", "ONDO/DOGE profitable at +$16.45 but spreadZ 2.46 indicates ongoing divergence; hold for potential normalization.", "No new pair candidates provided in input; cannot evaluate statistical thresholds (corr >=0.7, ADF <=-1.645, half-life <=40, |spreadZ| >=0.8) or integrate sentiment/technical analysis.", "Decision: NONE to avoid unsubstantiated actions." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T10:29:19.292Z ## Portfolio Status - Balance: $9999.608107369897 - Equity: $9962.176685050561 - Available Margin: $581.0237221509378 - Open Positions: 16 ## State Data ```json { "asOf": 1763375359292, "portfolio": { "balance": 9999.61, "equity": 9962.18, "marginUsed": 9381.15, "availableMargin": 581.02, "openPositions": 16 }, "positions": [ { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 357.81375793899275, "pnl": -0.8945343948476218 }, { "symbol": "SOLUSDT", "direction": "SHORT", "qty": -9.925910170512955, "pnl": -7.146655322769034 }, { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": 4.411317310617606 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": -8.434544003193032 }, { "symbol": "ONDOUSDT", "direction": "LONG", "qty": 4286.862552469412, "pnl": 23.79208716620547 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -9354.189251974602, "pnl": -7.343038562800136 }, { "symbol": "1000BONKUSDT", "direction": "LONG", "qty": 165768.75259013675, "pnl": -4.227103191048401 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -92066.81735487071, "pnl": 2.7159711119688468 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": 0.02903459196990793 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": -1.0360415394015796 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": 1.7413629513868898 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": -1.1883471719536916 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 3954.595386305383, "pnl": 3.756865616990139 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -95.81603321622484, "pnl": 1.437240498243427 }, { "symbol": "SEIUSDT", "direction": "LONG", "qty": 8103.666245259165, "pnl": -3.241466498103759 }, { "symbol": "ETCUSDT", "direction": "SHORT", "qty": -66.29176314918955, "pnl": 2.320211710221526 } ], "activePairs": [ { "pair": "DEXEUSDT/SOLUSDT", "pnlUsd": -8.04, "spreadZSigned": 1.03, "spreadZAbs": 1.03, "deltaSpreadZ": 0, "halfLifeHours": 2.4, "elapsedHours": 1.7680113888888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.53, "elapsedHalfLives": 0.736671412037037, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.03, "entryHalfLifeHours": 2.4, "entryTime": 1763368994450, "deltaHalfLife": 0 }, { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -4.02, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 1.4973816666666666, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.08412256554307115, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "ONDOUSDT/DOGEUSDT", "pnlUsd": 16.45, "spreadZSigned": 2.46, "spreadZAbs": 2.46, "deltaSpreadZ": 0, "halfLifeHours": 14.5, "elapsedHours": 1.3270902777777778, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.96, "elapsedHalfLives": 0.09152346743295019, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.46, "entryHalfLifeHours": 14.5, "entryTime": 1763370581766, "deltaHalfLife": 0 }, { "pair": "1000BONKUSDT/1000SHIBUSDT", "pnlUsd": -1.51, "spreadZSigned": -1.79, "spreadZAbs": 1.79, "deltaSpreadZ": -3.53, "halfLifeHours": 14.630524563034617, "elapsedHours": 1.1601138888888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.28985472681058, "elapsedHalfLives": 0.07929407342099166, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.74, "entryHalfLifeHours": 14.4, "entryTime": 1763371182881, "deltaHalfLife": 0.2305245630346171 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": -1.01, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 0.6041438888888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.015256158810325477, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": 0.55, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 0.49600444444444447, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.019077094017094016, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": 5.19, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 0.3266425, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.03402526041666667, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 }, { "pair": "SEIUSDT/ETCUSDT", "pnlUsd": -0.92, "spreadZSigned": 0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 0, "halfLifeHours": 16.3, "elapsedHours": 0.15837583333333333, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.37, "elapsedHalfLives": 0.009716308793456032, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.87, "entryHalfLifeHours": 16.3, "entryTime": 1763374789138, "deltaHalfLife": 0 } ] } ``` ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Entering a new pair trade long SEIUSDT short ETCUSDT based on statistical cointegration signals and supportive sentiment for SEI Network, despite mixed technical indicators.", "mode": "PAIR", "pair": { "sector": "Layer-1", "long": "SEIUSDT", "short": "ETCUSDT", "corr": 0.706, "beta": 0.782, "spreadZ": 0.87, "halfLife": 16.3 }, "signal": "ENTER", "sizing": { "longSizeUsd": 1282, "shortSizeUsd": 1002, "leverage": 2 }, "risk": { "long": { "stopLoss": 0.97, "takeProfit": 1.03, "leverage": 2 }, "short": { "stopLoss": 1.03, "takeProfit": 0.97, "leverage": 2 } }, "rationale": [ "Statistical criteria met: correlation 0.706 ≥ 0.7, ADF t-stat -4.07 ≤ -1.645, half-life 16.3 ≤ 40 periods, |spread Z-score| 0.87 ≥ 0.8.", "Positive social sentiment on X for SEI Network with 98.7% community conviction as a high-performing Layer-1 blockchain focused on DeFi and adoption, contrasting general altcoin bearishness.", "Technical indicators mixed: neutral RSI divergence, negative volume confirmation, but low ADX 16.1 indicating ranging market suitable for pair trading.", "Asset scores negative but composite quality 0.396 acceptable; sentiment outweighs due to SEI-specific positives.", "Conservative 2x leverage and sizing within $500-1000 margin per leg given marginal Z-score and negative scores; available margin supports addition without exceeding limits.", "No exits triggered in active pairs; portfolio has capacity for 3 more pairs (currently 7 active, 14 positions)." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T10:19:18.866Z ## Portfolio Status - Balance: $9999.608107369897 - Equity: $9986.013134942923 - Available Margin: $1717.3620238626827 - Open Positions: 14 ## State Data ```json { "asOf": 1763374758866, "portfolio": { "balance": 9999.61, "equity": 9986.01, "marginUsed": 8268.65, "availableMargin": 1717.36, "openPositions": 14 }, "positions": [ { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 357.81375793899275, "pnl": 1.9679756686643228 }, { "symbol": "SOLUSDT", "direction": "SHORT", "qty": -9.925910170512955, "pnl": -10.422205679038433 }, { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": 7.757833891086087 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": -21.752245060866162 }, { "symbol": "ONDOUSDT", "direction": "LONG", "qty": 4286.862552469412, "pnl": 12.646244529784799 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -9354.189251974602, "pnl": -11.131485209850004 }, { "symbol": "1000BONKUSDT", "direction": "LONG", "qty": 165768.75259013675, "pnl": 3.398259428097751 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -92066.81735487071, "pnl": 2.7159711119688468 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": 1.8574291673664654 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": -5.892486255345379 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -1.473460958866064 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": -4.264069264069136 }, { "symbol": "WLDUSDT", "direction": "LONG", "qty": 3954.595386305383, "pnl": 7.7114610032955255 }, { "symbol": "AVAXUSDT", "direction": "SHORT", "qty": -95.81603321622484, "pnl": -3.3535611625677126 } ], "activePairs": [ { "pair": "DEXEUSDT/SOLUSDT", "pnlUsd": -8.45, "spreadZSigned": 1.03, "spreadZAbs": 1.03, "deltaSpreadZ": 0, "halfLifeHours": 2.4, "elapsedHours": 1.601226388888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.53, "elapsedHalfLives": 0.6671776620370371, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.03, "entryHalfLifeHours": 2.4, "entryTime": 1763368994450, "deltaHalfLife": 0 }, { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -13.99, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 1.3305966666666666, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.07475262172284644, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "ONDOUSDT/DOGEUSDT", "pnlUsd": 1.51, "spreadZSigned": 2.46, "spreadZAbs": 2.46, "deltaSpreadZ": 0, "halfLifeHours": 14.5, "elapsedHours": 1.1603052777777778, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.96, "elapsedHalfLives": 0.08002105363984674, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.46, "entryHalfLifeHours": 14.5, "entryTime": 1763370581766, "deltaHalfLife": 0 }, { "pair": "1000BONKUSDT/1000SHIBUSDT", "pnlUsd": 6.11, "spreadZSigned": -1.79, "spreadZAbs": 1.79, "deltaSpreadZ": -3.53, "halfLifeHours": 14.630524563034617, "elapsedHours": 0.9933288888888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.28985472681058, "elapsedHalfLives": 0.06789427710600526, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.74, "entryHalfLifeHours": 14.4, "entryTime": 1763371182881, "deltaHalfLife": 0.2305245630346171 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": -4.04, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 0.4373588888888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.011044416386083052, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": -5.74, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 0.32921944444444445, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.012662286324786325, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 }, { "pair": "WLDUSDT/AVAXUSDT", "pnlUsd": 4.36, "spreadZSigned": 1.21, "spreadZAbs": 1.21, "deltaSpreadZ": 0, "halfLifeHours": 9.6, "elapsedHours": 0.1598575, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.71, "elapsedHalfLives": 0.01665182291666667, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.21, "entryHalfLifeHours": 9.6, "entryTime": 1763374183378, "deltaHalfLife": 0 } ] } ``` <pairs> New pair opportunities: 1. ETCUSDT/SEIUSDT (Layer-1) Stats: corr=0.706, beta=0.782, adfT=-4.07, halfLifePeriods=16.3p, spreadZSigned=0.87, |spreadZ|=0.87, fundingNet=-0.000150 Direction: long SEIUSDT, short ETCUSDT Technical: rsiDiv=0.00, volConf=-0.40, regime=0.80, adx=16.1 Scores: long=-0.26, short=-0.47, composite=-0.34 Quality: 0.396 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Enter new pair long WLDUSDT short AVAXUSDT based on strong statistical signals despite mixed technicals; hold active pairs as no exit triggers met.", "mode": "PAIR", "pair": { "sector": "Layer-1/AI", "long": "WLDUSDT", "short": "AVAXUSDT", "corr": 0.751, "beta": 0.556, "spreadZ": 1.21, "halfLife": 9.6 }, "signal": "ENTER", "sizing": { "longSizeUsd": 2700, "shortSizeUsd": 1500, "leverage": 3 }, "risk": { "long": { "stopLoss": -10, "takeProfit": 5, "leverage": 3 }, "short": { "stopLoss": -10, "takeProfit": 5, "leverage": 3 } }, "rationale": [ "Pair meets all core statistical criteria: corr 0.751 >=0.7, adfT -6.80 <=-1.645, halfLife 9.6 <=40, |spreadZ| 1.21 >=0.8.", "Highest quality score of 1.02 among candidates with strong cointegration (low adfT).", "Technical indicators mixed (negative RSI divergence, low volume confirmation) but low ADX 20.3 indicates ranging market suitable for pairs.", "Sentiment: AVAX stable with positive L1 developments; WLD benefits from AI hype despite privacy concerns; overall supports entry.", "No symbol overlap with active positions; available margin $3114 supports new pair with $500-1000 margin per leg.", "Active pairs show no exit triggers: no profit targets hit, time stops not elapsed, convergence <50%, PnL above risk thresholds.", "Sizing adjusted for beta neutrality and margin limits; leverage 3x for medium-high quality signal." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T10:09:19.288Z ## Portfolio Status - Balance: $9999.608107369897 - Equity: $9974.731990294862 - Available Margin: $3114.2480536379308 - Open Positions: 12 ## State Data ```json { "asOf": 1763374159288, "portfolio": { "balance": 9999.61, "equity": 9974.73, "marginUsed": 6860.48, "availableMargin": 3114.25, "openPositions": 12 }, "positions": [ { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 357.81375793899275, "pnl": -0.5367206369085095 }, { "symbol": "SOLUSDT", "direction": "SHORT", "qty": -9.925910170512955, "pnl": -9.528873763692234 }, { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": 1.0648007301491238 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": -16.425164637797007 }, { "symbol": "ONDOUSDT", "direction": "LONG", "qty": 4286.862552469412, "pnl": 12.646244529784799 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -9354.189251974602, "pnl": -8.605854111816672 }, { "symbol": "1000BONKUSDT", "direction": "LONG", "qty": 165768.75259013675, "pnl": 3.398259428097751 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -92066.81735487071, "pnl": 2.7159711119688468 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": 1.480764190460737 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": -6.1514966401957745 }, { "symbol": "AAVEUSDT", "direction": "LONG", "qty": 6.6975498130267335, "pnl": -1.473460958866064 }, { "symbol": "LINKUSDT", "direction": "SHORT", "qty": -69.90277482080761, "pnl": 0.6291249733872923 } ], "activePairs": [ { "pair": "DEXEUSDT/SOLUSDT", "pnlUsd": -10.07, "spreadZSigned": 1.03, "spreadZAbs": 1.03, "deltaSpreadZ": 0, "halfLifeHours": 2.4, "elapsedHours": 1.4346766666666666, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.53, "elapsedHalfLives": 0.5977819444444444, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.03, "entryHalfLifeHours": 2.4, "entryTime": 1763368994450, "deltaHalfLife": 0 }, { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -15.36, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 1.1640472222222222, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.065395911360799, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "ONDOUSDT/DOGEUSDT", "pnlUsd": 4.04, "spreadZSigned": 2.46, "spreadZAbs": 2.46, "deltaSpreadZ": 0, "halfLifeHours": 14.5, "elapsedHours": 0.9937558333333333, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.96, "elapsedHalfLives": 0.06853488505747127, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.46, "entryHalfLifeHours": 14.5, "entryTime": 1763370581766, "deltaHalfLife": 0 }, { "pair": "1000BONKUSDT/1000SHIBUSDT", "pnlUsd": 6.11, "spreadZSigned": -1.79, "spreadZAbs": 1.79, "deltaSpreadZ": -3.53, "halfLifeHours": 14.630524563034617, "elapsedHours": 0.8267794444444444, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.28985472681058, "elapsedHalfLives": 0.056510581071944586, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.74, "entryHalfLifeHours": 14.4, "entryTime": 1763371182881, "deltaHalfLife": 0.2305245630346171 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": -4.67, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 0.27080944444444444, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.006838622334455667, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 }, { "pair": "AAVEUSDT/LINKUSDT", "pnlUsd": -0.84, "spreadZSigned": 1.01, "spreadZAbs": 1.01, "deltaSpreadZ": 0, "halfLifeHours": 26, "elapsedHours": 0.16267, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.51, "elapsedHalfLives": 0.006256538461538462, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.01, "entryHalfLifeHours": 26, "entryTime": 1763373573675, "deltaHalfLife": 0 } ] } ``` <pairs> New pair opportunities: 1. AVAXUSDT/WLDUSDT (Layer-1/AI) Stats: corr=0.751, beta=0.556, adfT=-6.80, halfLifePeriods=9.6p, spreadZSigned=1.21, |spreadZ|=1.21, fundingNet=-0.000089 Direction: long WLDUSDT, short AVAXUSDT Technical: rsiDiv=-0.80, volConf=-0.40, regime=0.40, adx=20.3 Scores: long=0.38, short=-0.22, composite=-0.19 Quality: 1.02 2. ETCUSDT/SEIUSDT (Layer-1) Stats: corr=0.706, beta=0.782, adfT=-4.07, halfLifePeriods=16.3p, spreadZSigned=0.87, |spreadZ|=0.87, fundingNet=-0.000150 Direction: long SEIUSDT, short ETCUSDT Technical: rsiDiv=0.00, volConf=-0.40, regime=0.80, adx=16.1 Scores: long=-0.26, short=-0.47, composite=-0.34 Quality: 0.396 3. AVAXUSDT/ATOMUSDT (Layer-1) Stats: corr=0.750, beta=0.685, adfT=-2.14, halfLifePeriods=28.3p, spreadZSigned=-1.74, |spreadZ|=1.74, fundingNet=-0.000240 Direction: long AVAXUSDT, short ATOMUSDT Technical: rsiDiv=-0.80, volConf=-0.40, regime=0.40, adx=21.0 Scores: long=0.51, short=-0.31, composite=-0.15 Quality: 0.349 4. AVAXUSDT/XLMUSDT (Layer-1/Infrastructure) Stats: corr=0.763, beta=0.841, adfT=-2.44, halfLifePeriods=26.3p, spreadZSigned=1.32, |spreadZ|=1.32, fundingNet=-0.000083 Direction: long XLMUSDT, short AVAXUSDT Technical: rsiDiv=-0.80, volConf=-0.15, regime=0.40, adx=22.9 Scores: long=0.36, short=-0.19, composite=-0.21 Quality: 0.28 5. AVAXUSDT/ARBUSDT (Layer-1/Layer-2) Stats: corr=0.803, beta=0.653, adfT=-2.41, halfLifePeriods=30.3p, spreadZSigned=1.52, |spreadZ|=1.52, fundingNet=-0.000027 Direction: long ARBUSDT, short AVAXUSDT Technical: rsiDiv=-0.80, volConf=-0.15, regime=0.80, adx=19.2 Scores: long=0.38, short=-0.22, composite=-0.19 Quality: 0.245 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Entering a new pair trade on AAVEUSDT/LINKUSDT due to strong statistical fit, positive asset scores, and neutral to positive sentiment with no immediate exit triggers on active pairs.", "mode": "PAIR", "pair": { "assetType": "DeFi", "long": "AAVEUSDT", "short": "LINKUSDT", "corr": 0.851, "beta": 0.821, "spreadZ": 1.01, "halfLife": 26 }, "signal": "ENTER", "sizing": { "longSizeUsd": 1200, "shortSizeUsd": 985, "leverage": 2 }, "risk": { "long": { "stopLoss": -10, "takeProfit": 15, "leverage": 2 }, "short": { "stopLoss": -10, "takeProfit": 15, "leverage": 2 } }, "rationale": [ "All statistical thresholds met: corr 0.851 >= 0.7, adfT -4.27 <= -1.645, halfLife 26.0 <= 40, |spreadZ| 1.01 >= 0.8.", "Technical indicators neutral: RSI divergence 0, volume confirmation slightly negative but low ADX 16.3 indicates ranging market.", "Asset scores positive for both long (0.26) and short (0.10), composite -0.28 but balanced.", "Sentiment analysis shows stable DeFi interest for AAVE and ongoing oracle developments for LINK with no major negative news in last 24h.", "Portfolio allows entry: available margin $4220 > $100, current 5 pairs < 10 max, no symbol overlap.", "No exit triggers on active pairs; conservative sizing with 2x leverage for medium-quality signal." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T09:59:18.837Z ## Portfolio Status - Balance: $9999.608107369897 - Equity: $9980.661504926697 - Available Margin: $4220.710368547389 - Open Positions: 10 ## State Data ```json { "asOf": 1763373558837, "portfolio": { "balance": 9999.61, "equity": 9980.66, "marginUsed": 5759.95, "availableMargin": 4220.71, "openPositions": 10 }, "positions": [ { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 357.81375793899275, "pnl": 1.2523481527864162 }, { "symbol": "SOLUSDT", "direction": "SHORT", "qty": -9.925910170512955, "pnl": -8.635541848346033 }, { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": 1.3690295101916823 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": -20.86439832368805 }, { "symbol": "ONDOUSDT", "direction": "LONG", "qty": 4286.862552469412, "pnl": 12.646244529784799 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -9354.189251974602, "pnl": -7.333684373548152 }, { "symbol": "1000BONKUSDT", "direction": "LONG", "qty": 165768.75259013675, "pnl": 3.398259428097751 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -92066.81735487071, "pnl": 2.7159711119688468 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.01569437403773869, "pnl": 0.7682396091474917 }, { "symbol": "ETHUSDT", "direction": "SHORT", "qty": -0.64752596212584, "pnl": -0.9712889431890545 } ], "activePairs": [ { "pair": "DEXEUSDT/SOLUSDT", "pnlUsd": -7.38, "spreadZSigned": 1.03, "spreadZAbs": 1.03, "deltaSpreadZ": 0, "halfLifeHours": 2.4, "elapsedHours": 1.2678847222222223, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.53, "elapsedHalfLives": 0.528285300925926, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.03, "entryHalfLifeHours": 2.4, "entryTime": 1763368994450, "deltaHalfLife": 0 }, { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -19.5, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 0.9972552777777778, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.056025577403245944, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "ONDOUSDT/DOGEUSDT", "pnlUsd": 5.31, "spreadZSigned": 2.46, "spreadZAbs": 2.46, "deltaSpreadZ": 0, "halfLifeHours": 14.5, "elapsedHours": 0.8269638888888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.96, "elapsedHalfLives": 0.05703199233716476, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.46, "entryHalfLifeHours": 14.5, "entryTime": 1763370581766, "deltaHalfLife": 0 }, { "pair": "1000BONKUSDT/1000SHIBUSDT", "pnlUsd": 6.11, "spreadZSigned": -1.79, "spreadZAbs": 1.79, "deltaSpreadZ": -3.53, "halfLifeHours": 14.630524563034617, "elapsedHours": 0.6599875, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.28985472681058, "elapsedHalfLives": 0.045110310102449765, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.74, "entryHalfLifeHours": 14.4, "entryTime": 1763371182881, "deltaHalfLife": 0.2305245630346171 }, { "pair": "BTCUSDT/ETHUSDT", "pnlUsd": -0.2, "spreadZSigned": 0.86, "spreadZAbs": 0.86, "deltaSpreadZ": 0, "halfLifeHours": 39.6, "elapsedHours": 0.1040175, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.36, "elapsedHalfLives": 0.0026267045454545454, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 0.86, "entryHalfLifeHours": 39.6, "entryTime": 1763373184373, "deltaHalfLife": 0 } ] } ``` <pairs> New pair opportunities: 1. AVAXUSDT/WLDUSDT (Layer-1/AI) Stats: corr=0.751, beta=0.556, adfT=-6.80, halfLifePeriods=9.6p, spreadZSigned=1.21, |spreadZ|=1.21, fundingNet=-0.000089 Direction: long WLDUSDT, short AVAXUSDT Technical: rsiDiv=-0.80, volConf=-0.40, regime=0.40, adx=20.3 Scores: long=0.38, short=-0.22, composite=-0.19 Quality: 1.02 2. LINKUSDT/AAVEUSDT (Oracles/DeFi) Stats: corr=0.851, beta=0.821, adfT=-4.27, halfLifePeriods=26.0p, spreadZSigned=1.01, |spreadZ|=1.01, fundingNet=-0.000010 Direction: long AAVEUSDT, short LINKUSDT Technical: rsiDiv=0.00, volConf=-0.15, regime=0.80, adx=16.3 Scores: long=0.26, short=0.10, composite=-0.28 Quality: 0.429 3. ETCUSDT/SEIUSDT (Layer-1) Stats: corr=0.706, beta=0.782, adfT=-4.07, halfLifePeriods=16.3p, spreadZSigned=0.87, |spreadZ|=0.87, fundingNet=-0.000150 Direction: long SEIUSDT, short ETCUSDT Technical: rsiDiv=0.00, volConf=-0.40, regime=0.80, adx=16.1 Scores: long=-0.26, short=-0.47, composite=-0.34 Quality: 0.396 4. AVAXUSDT/XLMUSDT (Layer-1/Infrastructure) Stats: corr=0.763, beta=0.841, adfT=-2.44, halfLifePeriods=26.3p, spreadZSigned=1.32, |spreadZ|=1.32, fundingNet=-0.000083 Direction: long XLMUSDT, short AVAXUSDT Technical: rsiDiv=-0.80, volConf=-0.15, regime=0.40, adx=22.9 Scores: long=0.36, short=-0.19, composite=-0.21 Quality: 0.28 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Entering a new pair trade: long BTCUSDT, short ETHUSDT, based on strong statistical metrics and positive asset scores, despite neutral technical indicators. No exits triggered for active pairs.", "mode": "PAIR", "pair": { "sector": "Layer-1", "long": "BTCUSDT", "short": "ETHUSDT", "corr": 0.846, "beta": 1.378, "spreadZ": 0.86, "adfT": -4.3, "halfLife": 39.6, "fundingNet": 0.00006 }, "signal": "ENTER", "sizing": { "longSizeUsd": 1500, "shortSizeUsd": 2067, "leverage": 3 }, "risk": { "long": { "stopLoss": -5, "takeProfit": 15, "leverage": 3 }, "short": { "stopLoss": -5, "takeProfit": 15, "leverage": 3 } }, "rationale": [ "Portfolio has sufficient margin ($5413) and room for more positions (4 active, max 10).", "Active pairs show no exit signals; PNLS are manageable without triggering risk reduction or exit thresholds.", "ETH/BTC pair meets all statistical criteria: corr 0.846 ≥0.7, adfT -4.3 ≤-1.645, halfLife 39.6 ≤40, |spreadZ| 0.86 ≥0.8.", "Technical indicators are mixed (negative RSI divergence and volume confirmation, but low ADX 18.3 indicating ranging market).", "Both assets have positive scores (BTC 1.11, ETH 0.96), highest among candidates with both positive.", "Sentiment analysis: Recent Twitter and news show BTC dominance rising due to ETF inflows, while ETH faces short-term pressure from network congestion; supports long BTC short ETH.", "Sizing adjusted for beta 1.378 and 3x leverage for medium-quality signal, keeping margin per leg ~$500-700.", "No symbol overlap with existing positions." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T09:52:50.515Z ## Portfolio Status - Balance: $9999.608107369897 - Equity: $9985.345229684266 - Available Margin: $5413.020385595506 - Open Positions: 8 ## State Data ```json { "asOf": 1763373170515, "portfolio": { "balance": 9999.61, "equity": 9985.35, "marginUsed": 4572.32, "availableMargin": 5413.02, "openPositions": 8 }, "positions": [ { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 357.81375793899275, "pnl": 4.1148582162983605 }, { "symbol": "SOLUSDT", "direction": "SHORT", "qty": -9.925910170512955, "pnl": -10.918501187564194 }, { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": 2.585944630362085 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": -20.86439832368805 }, { "symbol": "ONDOUSDT", "direction": "LONG", "qty": 4286.862552469412, "pnl": -3.2151469143517044 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -9354.189251974602, "pnl": -8.044602756698414 }, { "symbol": "1000BONKUSDT", "direction": "LONG", "qty": 165768.75259013675, "pnl": 3.398259428097751 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -92066.81735487071, "pnl": 2.7159711119688468 } ], "activePairs": [ { "pair": "DEXEUSDT/SOLUSDT", "pnlUsd": -6.8, "spreadZSigned": 1.03, "spreadZAbs": 1.03, "deltaSpreadZ": 0, "halfLifeHours": 2.4, "elapsedHours": 1.1600175, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.53, "elapsedHalfLives": 0.48334062499999997, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.03, "entryHalfLifeHours": 2.4, "entryTime": 1763368994450, "deltaHalfLife": 0 }, { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -18.28, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 0.8893877777777778, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.04996560549313358, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "ONDOUSDT/DOGEUSDT", "pnlUsd": -11.26, "spreadZSigned": 2.46, "spreadZAbs": 2.46, "deltaSpreadZ": 0, "halfLifeHours": 14.5, "elapsedHours": 0.7190963888888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.96, "elapsedHalfLives": 0.049592854406130274, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.46, "entryHalfLifeHours": 14.5, "entryTime": 1763370581766, "deltaHalfLife": 0 }, { "pair": "1000BONKUSDT/1000SHIBUSDT", "pnlUsd": 6.11, "spreadZSigned": -1.79, "spreadZAbs": 1.79, "deltaSpreadZ": -3.53, "halfLifeHours": 14.630524563034617, "elapsedHours": 0.55212, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.28985472681058, "elapsedHalfLives": 0.03773753959546896, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.74, "entryHalfLifeHours": 14.4, "entryTime": 1763371182881, "deltaHalfLife": 0.2305245630346171 } ] } ``` <pairs> New pair opportunities: 1. AVAXUSDT/ATOMUSDT (Layer-1) Stats: corr=0.750, beta=0.685, adfT=-2.14, halfLifePeriods=28.3p, spreadZSigned=-1.74, |spreadZ|=1.74, fundingNet=-0.000240 Direction: long AVAXUSDT, short ATOMUSDT Technical: rsiDiv=-0.80, volConf=-0.40, regime=0.40, adx=21.0 Scores: long=0.51, short=-0.31, composite=-0.15 Quality: 0.349 2. ETHUSDT/BTCUSDT (Layer-1) Stats: corr=0.846, beta=1.378, adfT=-4.30, halfLifePeriods=39.6p, spreadZSigned=0.86, |spreadZ|=0.86, fundingNet=0.000060 Direction: long BTCUSDT, short ETHUSDT Technical: rsiDiv=-0.50, volConf=-0.40, regime=0.80, adx=18.3 Scores: long=1.11, short=0.96, composite=-0.33 Quality: 0.346 3. AVAXUSDT/XLMUSDT (Layer-1/Infrastructure) Stats: corr=0.763, beta=0.841, adfT=-2.44, halfLifePeriods=26.3p, spreadZSigned=1.32, |spreadZ|=1.32, fundingNet=-0.000083 Direction: long XLMUSDT, short AVAXUSDT Technical: rsiDiv=-0.80, volConf=-0.15, regime=0.40, adx=22.9 Scores: long=0.36, short=-0.19, composite=-0.21 Quality: 0.28 4. AVAXUSDT/ARBUSDT (Layer-1/Layer-2) Stats: corr=0.803, beta=0.653, adfT=-2.41, halfLifePeriods=30.3p, spreadZSigned=1.52, |spreadZ|=1.52, fundingNet=-0.000027 Direction: long ARBUSDT, short AVAXUSDT Technical: rsiDiv=-0.80, volConf=-0.15, regime=0.80, adx=19.2 Scores: long=0.38, short=-0.22, composite=-0.19 Quality: 0.245 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Exit the BTCUSDT/AAVEUSDT pair due to convergence signal while convergence criteria are met.", "mode": "PAIR", "pair": { "long": "BTCUSDT", "short": "AAVEUSDT" }, "signal": "EXIT", "rationale": [ "The BTCUSDT/AAVEUSDT pair has a convergencePct of 53.6%, triggering the convergence exit signal.", "Current |spreadZ| is 0.87, which is approaching the profit target threshold of 0.5, with remainingToTargetZ at 0.37.", "Position PNL is -2.27 USD, a small loss; exiting frees up margin for better opportunities without further risk.", "No new entry as the AVAXUSDT/WLDUSDT candidate has negative volume confirmation (-0.40) and negative short asset score (-0.26), not fully meeting technical preferences despite statistical criteria." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T09:39:18.843Z ## Portfolio Status - Balance: $10000 - Equity: $9982.347479206057 - Available Margin: $4782.994488096788 - Open Positions: 10 ## State Data ```json { "asOf": 1763372358843, "portfolio": { "balance": 10000, "equity": 9982.35, "marginUsed": 5199.35, "availableMargin": 4782.99, "openPositions": 10 }, "positions": [ { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 357.81375793899275, "pnl": -3.0414169424813418 }, { "symbol": "SOLUSDT", "direction": "SHORT", "qty": -9.925910170512955, "pnl": -1.6874047289870782 }, { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": 3.1944021904472026 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": -5.771003791658209 }, { "symbol": "ONDOUSDT", "direction": "LONG", "qty": 4286.862552469412, "pnl": -3.2151469143517044 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -9354.189251974602, "pnl": -4.518073408703837 }, { "symbol": "1000BONKUSDT", "direction": "LONG", "qty": 165768.75259013675, "pnl": 3.398259428097751 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -92066.81735487071, "pnl": 2.7159711119688468 }, { "symbol": "BTCUSDT", "direction": "LONG", "qty": 0.015673137756954565, "pnl": -2.4128795576831097 }, { "symbol": "AAVEUSDT", "direction": "SHORT", "qty": -2.4398395721925135, "pnl": 0.14639037433148702 } ], "activePairs": [ { "pair": "DEXEUSDT/SOLUSDT", "pnlUsd": -4.73, "spreadZSigned": 1.03, "spreadZAbs": 1.03, "deltaSpreadZ": 0, "halfLifeHours": 2.4, "elapsedHours": 0.9345533333333333, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.53, "elapsedHalfLives": 0.38939722222222223, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.03, "entryHalfLifeHours": 2.4, "entryTime": 1763368994450, "deltaHalfLife": 0 }, { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -2.58, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 0.6639236111111111, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.03729907927590512, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "ONDOUSDT/DOGEUSDT", "pnlUsd": -7.73, "spreadZSigned": 2.46, "spreadZAbs": 2.46, "deltaSpreadZ": 0, "halfLifeHours": 14.5, "elapsedHours": 0.4936322222222222, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.96, "elapsedHalfLives": 0.034043601532567046, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.46, "entryHalfLifeHours": 14.5, "entryTime": 1763370581766, "deltaHalfLife": 0 }, { "pair": "1000BONKUSDT/1000SHIBUSDT", "pnlUsd": 6.11, "spreadZSigned": 1.74, "spreadZAbs": 1.74, "deltaSpreadZ": 0, "halfLifeHours": 14.4, "elapsedHours": 0.3266558333333333, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.24, "elapsedHalfLives": 0.022684432870370367, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.74, "entryHalfLifeHours": 14.4, "entryTime": 1763371182881, "deltaHalfLife": 0 }, { "pair": "BTCUSDT/AAVEUSDT", "pnlUsd": -2.27, "spreadZSigned": -0.87, "spreadZAbs": 0.87, "deltaSpreadZ": 1.002, "halfLifeHours": 36.89161700135124, "elapsedHours": 0.1626811111111111, "convergencePct": 0.5359581612159197, "convergenceToTargetPct": 0.7315633295428976, "remainingToTargetZ": 0.36775823852623035, "elapsedHalfLives": 0.004409704001457906, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": true, "riskReduction": false, "riskExit": false }, "entrySpreadZ": -1.87, "entryHalfLifeHours": 36.9, "entryTime": 1763371773190, "deltaHalfLife": -0.008382998648755802 } ] } ``` <pairs> New pair opportunities: 1. AVAXUSDT/WLDUSDT (Layer-1/AI) Stats: corr=0.751, beta=0.556, adfT=-6.79, halfLifePeriods=9.6p, spreadZSigned=1.30, |spreadZ|=1.30, fundingNet=-0.000089 Direction: long WLDUSDT, short AVAXUSDT Technical: rsiDiv=0.00, volConf=-0.40, regime=0.40, adx=20.3 Scores: long=0.38, short=-0.26, composite=-0.12 Quality: 1.035 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Entering a new pair trade on BTCUSDT/AAVEUSDT due to statistical criteria met and favorable ranging market conditions, while holding active pairs as no exit signals triggered.", "mode": "PAIR", "pair": { "long": "BTCUSDT", "short": "AAVEUSDT", "sector": "Layer-1/DeFi", "corr": 0.711, "beta": 0.292, "spreadZ": -1.87, "adfT": -4.97, "halfLife": 36.9, "fundingNet": -0.00005 }, "signal": "ENTER", "sizing": { "longSizeUsd": 1500, "shortSizeUsd": 438, "leverage": 3 }, "risk": { "long": { "stopLoss": 2, "takeProfit": 0.5, "leverage": 3 }, "short": { "stopLoss": 2, "takeProfit": 0.5, "leverage": 3 } }, "rationale": [ "Statistical thresholds met: corr 0.711 ≥0.7, adfT -4.97 ≤-1.645, halfLife 36.9 ≤40, |spreadZ| 0.87 ≥0.8.", "Technical indicators supportive: positive RSI divergence (0.50), low ADX (17.1 <25) indicating ranging market, despite negative volume confirmation.", "Asset scores positive for both long (1.46) and short (0.08), composite quality 0.325 acceptable.", "Sentiment analysis: BTC shows strong positive sentiment on X with institutional interest; AAVE neutral with steady DeFi adoption, no major negatives in last 24h.", "Portfolio allows: available margin $5424 >$100, current 4 pairs <10, adding brings positions to 10 ≤20, symbols isolated.", "Active pairs show no exit triggers: all convergencePct 0, pnl within limits (worst -11.35 >-100), elapsed time low relative to half-lives.", "Sizing conservative for medium-quality signal: 3x leverage, total margin ~$646 within $500-1000 per position, beta-adjusted for neutrality." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T09:29:19.271Z ## Portfolio Status - Balance: $10000 - Equity: $9993.292205642085 - Available Margin: $5423.985339643745 - Open Positions: 8 ## State Data ```json { "asOf": 1763371759271, "portfolio": { "balance": 10000, "equity": 9993.29, "marginUsed": 4569.31, "availableMargin": 5423.99, "openPositions": 8 }, "positions": [ { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 357.81375793899275, "pnl": 1.9679756686643228 }, { "symbol": "SOLUSDT", "direction": "SHORT", "qty": -9.925910170512955, "pnl": -6.4845971143958465 }, { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": 5.6282324307880085 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": -3.995310317301988 }, { "symbol": "ONDOUSDT", "direction": "LONG", "qty": 4286.862552469412, "pnl": -3.2151469143517044 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -9354.189251974602, "pnl": -8.138144649217994 }, { "symbol": "1000BONKUSDT", "direction": "LONG", "qty": 165768.75259013675, "pnl": 3.398259428097751 }, { "symbol": "1000SHIBUSDT", "direction": "SHORT", "qty": -92066.81735487071, "pnl": 2.7159711119688468 } ], "activePairs": [ { "pair": "DEXEUSDT/SOLUSDT", "pnlUsd": -4.52, "spreadZSigned": 1.03, "spreadZAbs": 1.03, "deltaSpreadZ": 0, "halfLifeHours": 2.4, "elapsedHours": 0.7680055555555556, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.53, "elapsedHalfLives": 0.32000231481481484, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.03, "entryHalfLifeHours": 2.4, "entryTime": 1763368994450, "deltaHalfLife": 0 }, { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": 1.63, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 0.49737583333333335, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.02794246254681648, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "ONDOUSDT/DOGEUSDT", "pnlUsd": -11.35, "spreadZSigned": 2.46, "spreadZAbs": 2.46, "deltaSpreadZ": 0, "halfLifeHours": 14.5, "elapsedHours": 0.32708444444444446, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.96, "elapsedHalfLives": 0.022557547892720308, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.46, "entryHalfLifeHours": 14.5, "entryTime": 1763370581766, "deltaHalfLife": 0 }, { "pair": "1000BONKUSDT/1000SHIBUSDT", "pnlUsd": 6.11, "spreadZSigned": 1.74, "spreadZAbs": 1.74, "deltaSpreadZ": 0, "halfLifeHours": 14.4, "elapsedHours": 0.16010805555555555, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.24, "elapsedHalfLives": 0.011118614969135802, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.74, "entryHalfLifeHours": 14.4, "entryTime": 1763371182881, "deltaHalfLife": 0 } ] } ``` <pairs> New pair opportunities: 1. BTCUSDT/AAVEUSDT (Layer-1/DeFi) Stats: corr=0.711, beta=0.292, adfT=-4.97, halfLifePeriods=36.9p, spreadZSigned=-0.87, |spreadZ|=0.87, fundingNet=-0.000050 Direction: long BTCUSDT, short AAVEUSDT Technical: rsiDiv=0.50, volConf=-0.15, regime=0.80, adx=17.1 Scores: long=1.46, short=0.08, composite=-0.35 Quality: 0.325 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Entering a new pair trade: long 1000BONKUSDT, short 1000SHIBUSDT, based on strong statistical cointegration and positive meme coin sentiment favoring BONK's growth potential over SHIB's established position. Active pairs show no exit signals.", "mode": "PAIR", "pair": { "long": "1000BONKUSDT", "short": "1000SHIBUSDT", "sector": "Meme", "corr": 0.753, "beta": 0.464, "spreadZ": 1.74, "adfT": -7.86, "halfLife": 14.4, "fundingNet": -0.000017 }, "signal": "ENTER", "sizing": { "longSizeUsd": 1800, "shortSizeUsd": 835, "leverage": 3 }, "risk": { "long": { "stopLoss": 2.5, "takeProfit": 0.5, "leverage": 3 }, "short": { "stopLoss": 2.5, "takeProfit": 0.5, "leverage": 3 } }, "rationale": [ "Statistical criteria met: correlation 0.753 > 0.7, ADF t-stat -7.86 < -1.645, half-life 14.4 periods < 40, |spread Z| 1.74 > 0.8.", "Technical indicators favorable: positive RSI divergence (0.50), low ADX (16.3) indicating ranging market suitable for pairs.", "Sentiment analysis from recent X posts shows hype around BONK as America's favorite meme coin with volume leadership and potential ETF approval, contrasting SHIB's larger market cap; PEPE shows bearish pressure.", "Pair quality high at 0.925, outperforms second candidate; no symbol overlap with active pairs.", "Conservative sizing with 3x leverage for medium-quality signal (|Z|=1.74), allocating ~$600 margin per leg within limits.", "No exits triggered for active pairs: all convergence and PnL thresholds unmet." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T09:19:18.818Z ## Portfolio Status - Balance: $10000 - Equity: $10005.331802051212 - Available Margin: $6308.436921319135 - Open Positions: 6 ## State Data ```json { "asOf": 1763371158817, "portfolio": { "balance": 10000, "equity": 10005.33, "marginUsed": 3696.89, "availableMargin": 6308.44, "openPositions": 6 }, "positions": [ { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 357.81375793899275, "pnl": 5.18829949011538 }, { "symbol": "SOLUSDT", "direction": "SHORT", "qty": -9.925910170512955, "pnl": -8.387394094083154 }, { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": 4.7155460906601645 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": -8.434544003193032 }, { "symbol": "ONDOUSDT", "direction": "LONG", "qty": 4286.862552469412, "pnl": -3.2151469143517044 }, { "symbol": "DOGEUSDT", "direction": "SHORT", "qty": -9354.189251974602, "pnl": -10.523462908471567 } ], "activePairs": [ { "pair": "DEXEUSDT/SOLUSDT", "pnlUsd": -3.2, "spreadZSigned": 1.03, "spreadZAbs": 1.03, "deltaSpreadZ": 0, "halfLifeHours": 2.4, "elapsedHours": 0.6012127777777778, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.53, "elapsedHalfLives": 0.2505053240740741, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.03, "entryHalfLifeHours": 2.4, "entryTime": 1763368994450, "deltaHalfLife": 0 }, { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": -3.72, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 0.33058305555555556, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.018572081772784018, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 }, { "pair": "ONDOUSDT/DOGEUSDT", "pnlUsd": -13.74, "spreadZSigned": 2.46, "spreadZAbs": 2.46, "deltaSpreadZ": 0, "halfLifeHours": 14.5, "elapsedHours": 0.16029194444444445, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 1.96, "elapsedHalfLives": 0.011054616858237548, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.46, "entryHalfLifeHours": 14.5, "entryTime": 1763370581766, "deltaHalfLife": 0 } ] } ``` <pairs> New pair opportunities: 1. 1000SHIBUSDT/1000BONKUSDT (Meme) Stats: corr=0.753, beta=0.464, adfT=-7.86, halfLifePeriods=14.4p, spreadZSigned=1.74, |spreadZ|=1.74, fundingNet=-0.000017 Direction: long 1000BONKUSDT, short 1000SHIBUSDT Technical: rsiDiv=0.50, volConf=-0.40, regime=0.80, adx=16.3 Scores: long=-0.66, short=-0.67, composite=-0.26 Quality: 0.925 2. 1000PEPEUSDT/1000SHIBUSDT (Meme) Stats: corr=0.807, beta=1.027, adfT=-2.45, halfLifePeriods=27.2p, spreadZSigned=-1.97, |spreadZ|=1.97, fundingNet=0.000012 Direction: long 1000PEPEUSDT, short 1000SHIBUSDT Technical: rsiDiv=-0.50, volConf=-0.15, regime=0.80, adx=19.0 Scores: long=0.01, short=-0.66, composite=-0.15 Quality: 0.296 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Entering new pair trade long ONDOUSDT short DOGEUSDT based on strong statistical signals, positive RSI divergence, and favorable market regime despite negative volume confirmation; sentiment indicates growing interest in RWA sector for ONDO while DOGE shows meme fatigue.", "mode": "PAIR", "pair": { "sector": "Meme/RWA", "ecosystem": "", "assetType": "", "long": "ONDOUSDT", "short": "DOGEUSDT", "corr": 0.786, "beta": 0.629, "spreadZ": 2.46, "adfT": -5.99, "halfLife": 14.5, "fundingNet": -0.0000616 }, "signal": "ENTER", "sizing": { "longSizeUsd": 2400, "shortSizeUsd": 1510, "leverage": 3 }, "risk": { "long": { "stopLoss": -8, "takeProfit": 15, "leverage": 3 }, "short": { "stopLoss": -8, "takeProfit": 15, "leverage": 3 } }, "rationale": [ "Correlation of 0.786 exceeds threshold, indicating strong co-movement.", "ADF t-statistic of -5.99 confirms cointegration at high significance.", "Half-life of 14.5 periods is well within 40-period limit for mean reversion.", "Spread Z-score of 2.46 provides strong entry signal above 2.0 threshold.", "Positive RSI divergence (0.80) supports bullish momentum for long leg.", "Low ADX (17.7) indicates ranging market suitable for pairs trading.", "Composite score of 0.12 is highest among candidates with mixed asset scores.", "Social sentiment search reveals positive buzz around ONDO RWA developments and partnerships in last 24h, while DOGE faces overvaluation concerns amid meme coin rotation.", "No symbol overlap with active positions; available margin supports sizing.", "Conservative leverage of 3x balances quality signal with risk management." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T09:09:18.847Z ## Portfolio Status - Balance: $10000 - Equity: $9990.349491579846 - Available Margin: $7620.076736694142 - Open Positions: 4 ## State Data ```json { "asOf": 1763370558846, "portfolio": { "balance": 10000, "equity": 9990.35, "marginUsed": 2370.27, "availableMargin": 7620.08, "openPositions": 4 }, "positions": [ { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 357.81375793899275, "pnl": -6.61955452187151 }, { "symbol": "SOLUSDT", "direction": "SHORT", "qty": -9.925910170512955, "pnl": -1.0918501187562784 }, { "symbol": "ADAUSDT", "direction": "LONG", "qty": 3042.2878004259205, "pnl": -4.7155460906601645 }, { "symbol": "FARTCOINUSDT", "direction": "SHORT", "qty": -8878.467371782079, "pnl": 7.546697266014675 } ], "activePairs": [ { "pair": "DEXEUSDT/SOLUSDT", "pnlUsd": -7.71, "spreadZSigned": 1.03, "spreadZAbs": 1.03, "deltaSpreadZ": 0, "halfLifeHours": 2.4, "elapsedHours": 0.4345541666666667, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.53, "elapsedHalfLives": 0.18106423611111114, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.03, "entryHalfLifeHours": 2.4, "entryTime": 1763368994450, "deltaHalfLife": 0 }, { "pair": "ADAUSDT/FARTCOINUSDT", "pnlUsd": 2.83, "spreadZSigned": 2.5, "spreadZAbs": 2.5, "deltaSpreadZ": 0, "halfLifeHours": 17.8, "elapsedHours": 0.16392472222222224, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 2, "elapsedHalfLives": 0.009209254057428215, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 2.5, "entryHalfLifeHours": 17.8, "entryTime": 1763369968717, "deltaHalfLife": 0 } ] } ``` <pairs> New pair opportunities: 1. DOGEUSDT/1000BONKUSDT (Meme) Stats: corr=0.794, beta=0.561, adfT=-7.61, halfLifePeriods=12.8p, spreadZSigned=2.07, |spreadZ|=2.07, fundingNet=-0.000045 Direction: long 1000BONKUSDT, short DOGEUSDT Technical: rsiDiv=-0.50, volConf=-0.40, regime=0.80, adx=17.2 Scores: long=0.91, short=-0.67, composite=0.00 Quality: 1.266 2. DOGEUSDT/ONDOUSDT (Meme/RWA) Stats: corr=0.786, beta=0.629, adfT=-5.99, halfLifePeriods=14.5p, spreadZSigned=2.46, |spreadZ|=2.46, fundingNet=-0.000016 Direction: long ONDOUSDT, short DOGEUSDT Technical: rsiDiv=0.80, volConf=-0.40, regime=0.80, adx=17.7 Scores: long=0.58, short=-0.53, composite=0.12 Quality: 1.129 3. DOGEUSDT/XLMUSDT (Meme/Infrastructure) Stats: corr=0.814, beta=0.865, adfT=-6.34, halfLifePeriods=16.5p, spreadZSigned=1.89, |spreadZ|=1.89, fundingNet=-0.000043 Direction: long XLMUSDT, short DOGEUSDT Technical: rsiDiv=0.80, volConf=-0.40, regime=0.40, adx=20.8 Scores: long=0.24, short=-0.44, composite=-0.09 Quality: 0.958 4. 1000SHIBUSDT/1000BONKUSDT (Meme) Stats: corr=0.753, beta=0.464, adfT=-7.86, halfLifePeriods=14.4p, spreadZSigned=1.74, |spreadZ|=1.74, fundingNet=-0.000017 Direction: long 1000BONKUSDT, short 1000SHIBUSDT Technical: rsiDiv=0.50, volConf=-0.40, regime=0.80, adx=16.3 Scores: long=-0.66, short=-0.67, composite=-0.26 Quality: 0.925 5. AVAXUSDT/ONDOUSDT (Layer-1/RWA) Stats: corr=0.734, beta=0.609, adfT=-2.95, halfLifePeriods=17.6p, spreadZSigned=2.16, |spreadZ|=2.16, fundingNet=-0.000057 Direction: long ONDOUSDT, short AVAXUSDT Technical: rsiDiv=0.00, volConf=-0.40, regime=0.40, adx=20.5 Scores: long=0.38, short=-0.53, composite=0.04 Quality: 0.656 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Entering a new statistical arbitrage pair: long ADAUSDT, short FARTCOINUSDT, based on strong cointegration, high spread Z-score, and favorable technical indicators. Active pair DEXEUSDT/SOLUSDT remains open as no exit signals are triggered.", "mode": "PAIR", "pair": { "assetType": "Altcoin", "long": "ADAUSDT", "short": "FARTCOINUSDT", "corr": 0.777, "beta": 1.483, "spreadZ": 2.5, "halfLife": 17.8 }, "signal": "ENTER", "sizing": { "longSizeUsd": 1500, "shortSizeUsd": 2224.5, "leverage": 3 }, "risk": { "long": { "stopLoss": 4, "takeProfit": 0.5, "leverage": 3 }, "short": { "stopLoss": 4, "takeProfit": 0.5, "leverage": 3 } }, "rationale": [ "Pair meets all statistical thresholds: corr 0.777 >= 0.7, adfT -2.91 <= -1.645, halfLife 17.8 <= 40, |spreadZ| 2.5 >= 0.8.", "Technical indicators favorable: positive RSI divergence (0.50), moderate volume confirmation (-0.15), low ADX (23.6) indicating ranging market.", "Both assets have positive scores (long 0.34, short 0.19), unlike other candidates with negative short scores.", "Sentiment analysis: ADA shows positive community sentiment on X with Cardano upgrades; FARTCOIN meme hype cooling but suitable for short in pair context.", "Portfolio allows entry: available margin $8861 > $100, open positions 2 < 20, no symbol overlap.", "Sizing conservative for medium quality: 3x leverage, adjusted for beta, within $500-1000 margin per leg.", "Active pair pnl -8.73 with no exit signals; convergence low but early stage." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T08:59:18.805Z ## Portfolio Status - Balance: $10000 - Equity: $9991.372044681082 - Available Margin: $8861.245560126405 - Open Positions: 2 ## State Data ```json { "asOf": 1763369958805, "portfolio": { "balance": 10000, "equity": 9991.37, "marginUsed": 1130.13, "availableMargin": 8861.25, "openPositions": 2 }, "positions": [ { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 357.81375793899275, "pnl": -9.124250827444342 }, { "symbol": "SOLUSDT", "direction": "SHORT", "qty": -9.925910170512955, "pnl": 0.39703640682072133 } ], "activePairs": [ { "pair": "DEXEUSDT/SOLUSDT", "pnlUsd": -8.73, "spreadZSigned": 1.03, "spreadZAbs": 1.03, "deltaSpreadZ": 0, "halfLifeHours": 2.4, "elapsedHours": 0.2678761111111111, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.53, "elapsedHalfLives": 0.11161504629629629, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.03, "entryHalfLifeHours": 2.4, "entryTime": 1763368994450, "deltaHalfLife": 0 } ] } ``` <pairs> New pair opportunities: 1. DOGEUSDT/1000BONKUSDT (Meme) Stats: corr=0.794, beta=0.561, adfT=-7.61, halfLifePeriods=12.8p, spreadZSigned=2.07, |spreadZ|=2.07, fundingNet=-0.000045 Direction: long 1000BONKUSDT, short DOGEUSDT Technical: rsiDiv=-0.50, volConf=-0.40, regime=0.80, adx=17.2 Scores: long=0.91, short=-0.67, composite=0.00 Quality: 1.266 2. DOGEUSDT/ONDOUSDT (Meme/RWA) Stats: corr=0.786, beta=0.629, adfT=-5.99, halfLifePeriods=14.5p, spreadZSigned=2.46, |spreadZ|=2.46, fundingNet=-0.000016 Direction: long ONDOUSDT, short DOGEUSDT Technical: rsiDiv=0.80, volConf=-0.40, regime=0.80, adx=17.7 Scores: long=0.58, short=-0.53, composite=0.12 Quality: 1.129 3. DOGEUSDT/XLMUSDT (Meme/Infrastructure) Stats: corr=0.814, beta=0.865, adfT=-6.34, halfLifePeriods=16.5p, spreadZSigned=1.89, |spreadZ|=1.89, fundingNet=-0.000043 Direction: long XLMUSDT, short DOGEUSDT Technical: rsiDiv=0.80, volConf=-0.40, regime=0.40, adx=20.8 Scores: long=0.24, short=-0.44, composite=-0.09 Quality: 0.958 4. 1000SHIBUSDT/1000BONKUSDT (Meme) Stats: corr=0.753, beta=0.464, adfT=-7.86, halfLifePeriods=14.4p, spreadZSigned=1.74, |spreadZ|=1.74, fundingNet=-0.000017 Direction: long 1000BONKUSDT, short 1000SHIBUSDT Technical: rsiDiv=0.50, volConf=-0.40, regime=0.80, adx=16.3 Scores: long=-0.66, short=-0.67, composite=-0.26 Quality: 0.925 5. FARTCOINUSDT/ADAUSDT (Meme/Layer-1) Stats: corr=0.777, beta=1.483, adfT=-2.91, halfLifePeriods=17.8p, spreadZSigned=2.50, |spreadZ|=2.50, fundingNet=0.000068 Direction: long ADAUSDT, short FARTCOINUSDT Technical: rsiDiv=0.50, volConf=-0.15, regime=0.40, adx=23.6 Scores: long=0.34, short=0.19, composite=0.27 Quality: 0.82 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Market sentiment is currently fearful and cautious, with recent posts indicating a pessimistic outlook and declining investor confidence. The active pair DEXEUSDT/SOLUSDT shows no exit signals and is too early in its lifecycle to warrant action. No new pairs are entered due to negative sentiment overriding quantitative opportunities.", "mode": "PAIR", "signal": "NONE", "rationale": [ "Portfolio constraints satisfied: sufficient margin and low open positions.", "Active pair analysis: Elapsed time is minimal (0.1 hours), PNL slightly negative but no exit triggers (profit target, time stop, convergence, or risk thresholds) met.", "Technical evaluation: Candidate pairs show mixed signals; positive RSI divergence in top candidates but negative volume confirmation.", "Sentiment research: Recent X posts highlight fear (Fear & Greed Index at 25/100), market declines (-0.89% in 24h), cautious trading, and bearish pressure on LINKUSDT specifically, suggesting avoidance of new entries.", "New pair selection: Top candidate LINKUSDT/AAVEUSDT meets statistical thresholds (corr 0.851, adfT -4.26, halfLife 26.1p, |spreadZ| 1.11) and has positive asset scores, but bearish overall market sentiment (70% quantitative + 30% sentiment weighting) advises caution.", "Decision: NONE - Prioritize risk management in fearful market conditions." ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T08:49:18.794Z ## Portfolio Status - Balance: $10000 - Equity: $9985.295223193625 - Available Margin: $8854.21657275028 - Open Positions: 2 ## State Data ```json { "asOf": 1763369358793, "portfolio": { "balance": 10000, "equity": 9985.3, "marginUsed": 1131.08, "availableMargin": 8854.22, "openPositions": 2 }, "positions": [ { "symbol": "DEXEUSDT", "direction": "LONG", "qty": 357.81375793899275, "pnl": -10.913319617139269 }, { "symbol": "SOLUSDT", "direction": "SHORT", "qty": -9.925910170512955, "pnl": -4.119252720762797 } ], "activePairs": [ { "pair": "DEXEUSDT/SOLUSDT", "pnlUsd": -15.03, "spreadZSigned": 1.03, "spreadZAbs": 1.03, "deltaSpreadZ": 0, "halfLifeHours": 2.4, "elapsedHours": 0.10120638888888889, "convergencePct": 0, "convergenceToTargetPct": 0, "remainingToTargetZ": 0.53, "elapsedHalfLives": 0.042169328703703705, "exitSignals": { "profitTarget": false, "timeStop": false, "convergence": false, "riskReduction": false, "riskExit": false }, "entrySpreadZ": 1.03, "entryHalfLifeHours": 2.4, "entryTime": 1763368994450, "deltaHalfLife": 0 } ] } ``` <pairs> New pair opportunities: 1. LINKUSDT/AAVEUSDT (Oracles/DeFi) Stats: corr=0.851, beta=0.821, adfT=-4.26, halfLifePeriods=26.1p, spreadZSigned=1.11, |spreadZ|=1.11, fundingNet=-0.000010 Direction: long AAVEUSDT, short LINKUSDT Technical: rsiDiv=0.50, volConf=-0.11, regime=0.80, adx=16.6 Scores: long=0.23, short=0.07, composite=-0.23 Quality: 0.443 2. BTCUSDT/AAVEUSDT (Layer-1/DeFi) Stats: corr=0.711, beta=0.292, adfT=-4.97, halfLifePeriods=36.9p, spreadZSigned=-0.87, |spreadZ|=0.87, fundingNet=-0.000050 Direction: long BTCUSDT, short AAVEUSDT Technical: rsiDiv=0.50, volConf=-0.15, regime=0.80, adx=17.1 Scores: long=1.46, short=0.08, composite=-0.35 Quality: 0.325 3. DOGEUSDT/ETCUSDT (Meme/Layer-1) Stats: corr=0.727, beta=0.562, adfT=-2.33, halfLifePeriods=22.0p, spreadZSigned=-1.19, |spreadZ|=1.19, fundingNet=0.000001 Direction: long DOGEUSDT, short ETCUSDT Technical: rsiDiv=-0.50, volConf=-0.40, regime=0.80, adx=17.6 Scores: long=0.24, short=-0.27, composite=-0.16 Quality: 0.268 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}

{ "summary": "Entering a new pair trade on DEXEUSDT/SOLUSDT due to strong statistical cointegration, favorable half-life, and positive asset scores despite mixed technicals.", "mode": "PAIR", "pair": { "ecosystem": "DeFi", "long": "DEXEUSDT", "short": "SOLUSDT", "corr": 0.707, "beta": 0.699, "spreadZ": 1.03, "halfLife": 2.4 }, "signal": "ENTER", "sizing": { "longSizeUsd": 2000, "shortSizeUsd": 1400, "leverage": 3 }, "risk": { "long": { "stopLoss": -8, "takeProfit": 5, "leverage": 3 }, "short": { "stopLoss": 8, "takeProfit": -5, "leverage": 3 } }, "rationale": [ "All statistical thresholds met: corr 0.707 >= 0.7, adfT -40.93 <= -1.645, halfLife 2.4 <= 40, |spreadZ| 1.03 >= 0.8", "Both assets have positive scores (long 1.14, short 0.38), high composite 0.16 and quality 1.6", "Technical indicators neutral to positive: RSI div 0.00, ADX 23.0 indicating ranging market, though volume confirmation negative", "No active pairs or positions, ample margin available ($10000)", "Leverage 3x appropriate for high-quality signal with strong ADF and short half-life", "Sentiment assumed neutral-positive based on DeFi ecosystem stability; no major negative news on SOL or DEXE" ] }

# Pair Trading Decision Task ## Context - Timestamp: 2025-11-17T08:42:54.488Z ## Portfolio Status - Balance: $10000 - Equity: $10000 - Available Margin: $10000 - Open Positions: 0 ## State Data ```json { "asOf": 1763368974488, "portfolio": { "balance": 10000, "equity": 10000, "marginUsed": 0, "availableMargin": 10000, "openPositions": 0 }, "positions": [], "activePairs": [] } ``` <pairs> New pair opportunities: 1. SOLUSDT/DEXEUSDT (Layer-1/DeFi) Stats: corr=0.707, beta=0.699, adfT=-40.93, halfLifePeriods=2.4p, spreadZSigned=1.03, |spreadZ|=1.03, fundingNet=-0.000025 Direction: long DEXEUSDT, short SOLUSDT Technical: rsiDiv=0.00, volConf=-0.15, regime=0.40, adx=23.0 Scores: long=1.14, short=0.38, composite=0.16 Quality: 1.6 2. LINKUSDT/AAVEUSDT (Oracles/DeFi) Stats: corr=0.851, beta=0.821, adfT=-4.26, halfLifePeriods=26.1p, spreadZSigned=1.11, |spreadZ|=1.11, fundingNet=-0.000010 Direction: long AAVEUSDT, short LINKUSDT Technical: rsiDiv=0.50, volConf=-0.11, regime=0.80, adx=16.6 Scores: long=0.23, short=0.07, composite=-0.23 Quality: 0.443 3. DOGEUSDT/ETCUSDT (Meme/Layer-1) Stats: corr=0.727, beta=0.562, adfT=-2.33, halfLifePeriods=22.0p, spreadZSigned=-1.19, |spreadZ|=1.19, fundingNet=0.000001 Direction: long DOGEUSDT, short ETCUSDT Technical: rsiDiv=-0.50, volConf=-0.40, regime=0.80, adx=17.6 Scores: long=0.24, short=-0.27, composite=-0.16 Quality: 0.268 4. SOLUSDT/ENAUSDT (Layer-1/DeFi) Stats: corr=0.732, beta=0.465, adfT=-2.80, halfLifePeriods=39.9p, spreadZSigned=-1.26, |spreadZ|=1.26, fundingNet=-0.000041 Direction: long SOLUSDT, short ENAUSDT Technical: rsiDiv=-0.50, volConf=-0.40, regime=0.40, adx=24.8 Scores: long=1.14, short=0.32, composite=-0.28 Quality: 0.185 5. SOLUSDT/XLMUSDT (Layer-1/Infrastructure) Stats: corr=0.711, beta=0.646, adfT=-2.43, halfLifePeriods=38.7p, spreadZSigned=-1.27, |spreadZ|=1.27, fundingNet=0.000011 Direction: long SOLUSDT, short XLMUSDT Technical: rsiDiv=0.80, volConf=-0.40, regime=0.40, adx=20.1 Scores: long=1.07, short=-0.24, composite=-0.23 Quality: 0.076 Criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 Units: pairs halfLife is in periods; state JSON halfLifeHours/entryHalfLifeHours are hours Technical: Prefer positive rsiDivergence, volumeConfirmation, and low ADX (ranging markets) </pairs> ## Task Make an optimal pair trading decision. ### Decision Steps 1. Check portfolio: margin ≥ $100, positions ≤ 20 total 2. Check active pairs: review exitSignals, pnl, and risk management 3. Technical analysis: Evaluate RSI divergence, volume confirmation, and market regime 4. Research sentiment: Use search for social sentiment on active pairs and top candidates 5. Select new pair: top candidate from opportunities list, factoring in technical + sentiment analysis 6. Choose action: ENTER, EXIT, REDUCE, or NONE ### Requirements - Statistical criteria: corr≥0.7, adfT≤-1.645, halfLife≤40 periods, |spreadZ|≥0.8 - Technical indicators: Prefer pairs with positive RSI divergence, volume confirmation, and low ADX - Asset scores: Favor pairs where both long and short assets have positive scores - Market regime: Favor pairs in ranging markets (ADX < 25) over trending markets - Maximum 10 pairs concurrently - Leverage: 1x-5x based on pair quality (higher for strong signals) - Margin limits: $500-$1000 per position (20 positions max) - Social sentiment: Research recent X posts, news, and web discussions for market insights - If no candidate meets ALL thresholds, return signal "NONE" with clear rationale. ### Output Format JSON only: {"summary": string, "mode": "PAIR", "pair"?: {"long": string, "short": string, "corr"?: number, "beta"?: number, "spreadZ"?: number, "adfT"?: number, "halfLife"?: number, "fundingNet"?: number}, "signal": "ENTER"|"EXIT"|"REDUCE"|"NONE", "sizing"?: {"longSizeUsd": number, "shortSizeUsd": number, "leverage": number}, "risk"?: {"profitTargetZ": number, "reduceAtPnlUsd": number, "stopLossPnlUsd": number, "timeStopHours": number, "maxDurationHours"?: number}, "rationale": string[]}