Crypto Momentum Continuation

// pancake-evidence-spec v0.1 — spec_hash 9d04621260b4…
{
  "name": "Crypto Momentum Continuation (0.55–0.72, 1d horizon)",
  "costs": {
    "fee_bps": 2,
    "slippage_bps": 5
  },
  "strategy": {
    "side": "YES",
    "entry": {
      "when": {
        "all_of": [
          {
            "gte": 0.55,
            "feature": "entry_price"
          },
          {
            "lte": 0.72,
            "feature": "entry_price"
          },
          {
            "gte": 0,
            "feature": "momentum_7d"
          }
        ]
      }
    },
    "sizing": {
      "mode": "fixed_fraction",
      "value": 0.05
    },
    "yes_payoff": {
      "when": {
        "gte": 1,
        "feature": "resolved_outcome_numeric"
      }
    }
  },
  "spec_family": "pancake-evidence-spec",
  "spec_version": "0.1",
  "compiler_version": "pancake-evidence-compiler@0.1.0",
  "source_spec_hash": "9d04621260b47fa957be95718e9b3a243d015e65ab8a371dba6fd7fe2bdb26f3",
  "starting_capital": 10000,
  "evidence_dataset_id": "7da5ff11-2f39-4b8b-899a-16fa6c5fe501",
  "schema_requirements": {
    "required_columns": [
      {
        "name": "market_link",
        "type": "string",
        "semantic_role": "market_link"
      },
      {
        "name": "decision_time",
        "type": "int",
        "semantic_role": "decision_time"
      },
      {
        "name": "resolution_time",
        "type": "int",
        "semantic_role": "resolution_time"
      },
      {
        "name": "entry_price",
        "type": "number",
        "semantic_role": "entry_price"
      },
      {
        "name": "resolved_outcome_numeric",
        "type": "number",
        "semantic_role": "resolved_outcome_numeric"
      },
      {
        "name": "momentum_7d",
        "type": "number",
        "semantic_role": "feature"
      }
    ]
  }
}