CHF CLEAR score 0

macro weather · read 2026-09-24 14:09:54Z · ← back to the dashboard · refreshes every 15 min

Why it has this rating

Its pairs' realised daily range is 1.5x their own 60-day median (regime 1.0-1.5x; scored 0). Over the last ~5 trading days CHF moved +0.9% against the book; the haven-minus-risk tilt is +2.2% — CHF is a haven, and the tilt is not against it (scored 0). Nothing high-impact is scheduled for it in the next 48 hours (scored 0). The bot stopped out 3 times on its pairs in the last 7 days (CADCHF, GBPCHF, EURCHF; net -2,115). That is shown, not scored: in the replay, after 0 / 2 / 3 stop-outs on a currency in 7 days: +0.096 / +0.118 / +0.181 R/trade — recent stops are not a reason to bench a dip-buyer.

What that means for the live bot

Trade normally

Because nothing on this currency is out of the ordinary.

This is the monitor's rule, quoting its own replay — not a live LLM judgement. The prompt below is for the deeper look.

The pairs

pair	range / 60d median	call
GBPCHF	1.49x	—

The evidence behind the rule

Two-year replay of the support-bounce backtest, 4,128 currency-days, no lookahead: the currency's pairs' R over the next 14 days by that morning's range regime. risk currencies under a >= 1% haven bid: -0.046 R/trade vs +0.120 otherwise (n=21 ccy-days). Stop-outs: after 0 / 2 / 3 stop-outs on a currency in 7 days: +0.096 / +0.118 / +0.181 R/trade.

range regime	currency-days	forward R / trade
< 1.0x	1,915	+0.090
1.0-1.5x	1,641	+0.110
1.5-2.0x	403	+0.072
2.0-2.5x	110	+0.056
> 2.5x	58	-0.092

Ask your LLM — the deeper look

Macro check on the support-bounce bot for CHF (score 0, CLEAR): 3 stop-outs on CADCHF, EURCHF, GBPCHF in 7 days (net -2,115; not scored - the replay says stops are not a reason to bench). Pairs: GBPCHF. Look at what is driving this currency right now and tell me whether its pairs should be benched, for roughly how long, and what would end the bench. Ground it in the bot's own numbers (live/files/pivct_trades.csv, STATUS.md §2) and say plainly if the evidence is too thin to act on.

To bench a pair: remove it from the universe in the milk store (piv_universe.json) — the sync writes live/files/piv_universe.csv and restarts the bot. Ask the LLM session to do it and to log the bench and its exit condition in STATUS.md §2.

Sources at this reading: {"feed_s": 55, "parquet_days": 6.6, "recorder_days": 5, "intraday": "minute recorder", "calendar": "ok", "trades_7d": 7}