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Spot","symbols":["BTCUSDT","ETHUSDT"],"direction":"upside only","interval_seconds":3600,"primary_level":"highest high of the 24 preceding complete hourly bars, excluding the trigger","secondary_level":"highest high of the 20 complete UTC days ending before or at trigger-bar open","level_is_frozen":true,"atr":"Wilder ATR(14): initial mean of first 14 true ranges; recursive (13*prior+TR)/14; prior-bar ATR, 200 consecutive preceding bars required","buffer_atr":0.1,"volume_baseline_hours":24,"volume_multiple":2.0,"buy_share_threshold":0.55,"confirmation_hours":4,"spacing_hours":76,"hold_two":"first and second closes after t0 are both > R + 0.1*prior_ATR","retest":"within hours 1..3 after t0 a low is in [R-b,R+b], that close and the next close are >R+b; both finished by hour 4","failure":"two consecutive future hourly closes < R-b; comparison starts strictly after T=t0+4h","landmark_population":"T close >R and no two consecutive closes >17; x^=x<<5; unsigned 32-bit after each transition; block start=state%calendar_days","seed":"first four SHA256 bytes big-endian of version|symbol|definition|period|block_size, or 1 if zero","quantile":"sorted linear interpolation at (n-1)*q, q=.025 and .975","inference":"descriptive observational differences; no causal or multiple-testing-adjusted significance claims","minimum_group_n_for_interval":20,"case_selection":"for each named BTC primary path, mature retained events nearest the class median T+24h return; tie by event_time, no repeated case IDs","confirmation_sensitivity":"BTC 24h full period only: 1/4 closes, two closes at 0/0.2 ATR, volume 1.5x. Same primary four-hour landmark population and 0.1 ATR failure definition; not alternative entries, outcome thresholds or optimized parameters.","historical_replay":true,"first_protocol_date":"2026-09-15","technical_extension":{"version":"breakout-technical-landmark-1.0","rules":{"rsi70":"RSI(14) >= 70","macd_growth":"MACD(12,26,9) histogram > 0 and above its value three hours earlier","bb_expansion":"Bollinger(20,2 population SD) relative width rises from previous hour and close > upper band","persistent_volume":"Mean quote turnover in hours 1\u20134 >= 2 \u00d7 pre-trigger 24-hour mean","distance1":"T close minus frozen resistance >= 1 prior Wilder ATR(14)","adx25":"ADX(14) >= 25, rising over three hours, and +DI > -DI","ema_stack":"T close > EMA9 > EMA21 > EMA50","above_vwap":"T close > current UTC session cumulative quote/base VWAP","buy55":"Valid aggregate taker-buy quote / quote turnover in hours 1\u20134 >= 55%","upper_wick":"Trigger upper wick >= 40% of trigger high-low range"},"scope":"24h resistance only; same mature four-hour landmark population; hourly features known by T. No short-side study.","warmup":"RSI Wilder14; EMA SMA seed; MACD12/26 EMA with9 EMA signal; Bollinger20 population SD; ADX Wilder14. 200 contiguous hours ending at T required for recursive indicators; unavailable flags are null, not false.","vwap":"UTC day of T bar OPEN through its close; sum quote / sum base volume. Requires every session hour and valid positive base volume. This is not typical-price VWAP.","flow":"Sum valid taker-buy quote / sum quote in hours1..4; missing or invalid buy data yields null.","uncertainty":"Same 7-calendar-day circular block bootstrap, 2000 draws, 20 per group minimum. Seed first4 SHA256 bytes big-endian of feature_version|symbol|period|7. Unadjusted exploratory intervals; ten correlated comparisons per asset/period, not independent evidence.","distance_strata":"[0,.5), [.5,1), [1,2), [2,infinity) prior-ATR distance at T; descriptive counts without intervals. Not matched controls or causal adjustment.","limitations":"Retrospective post-exploration extension; chronological validation is not untouched prospective evidence. RSI/MACD/Bollinger correlate with distance to failure barrier. No incremental predictive edge, optimal threshold, executable win rate or funding/OI history claimed."}}},"market_count":60,"summary":{"answer":"Conclusion: judge what happens after the breakout, not just the breakout candle. In 233 eligible BTC events, compare conditions known four hours after the break with failure during the NEXT 24 hours. Sustained 2\u00d7 turnover: 35.7% later failure with the condition (25/70), versus 60.1% without (98/163). Positive, strengthening MACD: 42.1% later failure with the condition (61/145), versus 70.5% without (62/88). RSI \u226570: 25.7% later failure with the condition (18/70), versus 64.4% without (105/163). Failure means two consecutive hourly closes below the original resistance minus 0.1 prior ATR. These are exploratory historical associations, not trading win rates or a proven independent edge; distance above resistance can explain part of the difference."},"historical_gaps_disclosed":true}