YES Momentum Continuation — Crypto

// pancake-evidence-spec v0.1 — spec_hash 835864ab1812…
{
  "name": "YES Momentum Continuation — Crypto 0.55–0.72",
  "costs": {
    "fee_bps": 10,
    "slippage_bps": 20
  },
  "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": "835864ab1812c74510fedda3268d05b1105ec9478fc2c1485cafc640063a9900",
  "starting_capital": 10000,
  "evidence_dataset_id": "8fafc7de-6953-4dc3-9ea9-b9c23941aae1",
  "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"
      }
    ]
  }
}