Coin Reduction
| ← Ideas | Team 1 Execution |
Problem
SmartXGB predictions were insufficiently reliable for determining which coins to reduce.
Solution
Adopted statistical filtering based on data quality and market conditions:
| Filter | Threshold | Rationale |
|---|---|---|
| Training rows | ≥20,000 | Limited data undermines statistical validity |
| Trading volume | ≥70th percentile | Avoid illiquid markets |
Risk Consideration
Low-volume environments combined with tight operational constraints (e.g., 9,000 stop-loss) increase the likelihood of illiquid conditions where positions become difficult to exit.