{
  "hypothesis": "H2 PERP-DISCOUNT REBOUND (the live XSEC-DiscountPremium trial rule, v2): a perp trading at a discount to its index while BTC is falling rebounds over 24h. Replication on a survivorship-free universe; original Bybit backtest test t+3.93 used a top-200 universe frozen 2026-10-06.",
  "registered_utc": "2026-11-04T23:01:54Z",
  "data": "pit.db + Binance premiumIndexKlines 4h (data.binance.vision), 683 crypto perps incl. delisted",
  "signal": "premium-index 4h CLOSE <= -0.002 on a closed bar AND BTCUSDT 24h return at that bar close < 0",
  "universe": "crypto USDT perps trading at the bar (PIT), excluding BTC and stables; trailing 24h quote turnover (sum of 6 bars) >= $3M",
  "trade": "long at that bar's close, hold 24h (6 bars), one open per symbol (no new entry until the previous exits); delisted mid-hold -> last close",
  "costs": "0.107% round trip + funding over the hold (long pays positive)",
  "metric": "mean net return per event; t clustered by entry UTC day",
  "split": "TRAIN entries before 2023-09-20 (same split as the original), TEST on/after",
  "confirm_bar": "TEST mean > 0, clustered t >= 2.0, TRAIN same sign",
  "fail": "TEST t < 1.5 -> recommend stopping the live trial; between -> keep the trial running to its live 300-leg verdict, no tuning",
  "secondary_reported_not_decisive": ["v1 rule without the BTC filter", "excess vs equal-weight basket over the same 24h", "by year", "excluding top-5 contributing symbols"]
}