Hypotheses

DOT OKX Daily SMA 5/15 — Half-Exposure Risk Replication

Hypothesis

Separately registered lower-risk replication of the existing DOT/OKX adaptation of the FMZ JavaScript state machine. Retain completed daily bars, strict SMA 5/15 crossings, signal-close market execution and exit-only opposite transitions. Change only sizing_risk_fraction from 0.01 to 0.005 and max_notional_fraction from 0.20 to 0.10. Target entry notional becomes equity × min(0.10, 0.005/0.05) × 1 = 10% of equity, versus the prior 20%. A 5% adverse instrument move therefore corresponds to approximately 0.5% of entry equity before costs; the reference move is a sizing assumption, not a stop or guaranteed loss limit. The state machine depends on the first eligible crossing: ordinary alternating crossings can repeatedly enter the initial direction and use opposite crossings only to exit. Balanced directional exposure is not claimed. This experiment tests the revised risk contract; reducing exposure does not establish an economic edge. Source figures and full text were not supplied in this revision session, so their earlier inspection claims are not independently repeated.

Analysis

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Backtest and paper results are hypothetical. Trading involves risk of loss.

Strategies

Hypothesis

Analysis