DOOFY — PULLBACK TEST V2

DOOFY — PULLBACK TEST V2 PURPOSE Test a simple, bounded pullback strategy. Use the explicit conditions below without adding discretionary confidence, news, funding, OI, or indicator confirmation requirements. Do not force trades when conditions fail. UNIVERSE AND EXPOSURE Trade BTC and ETH perpetuals only, long or short. At most ONE open position across the account. Remaining flat is allowed. No pyramiding, averaging down, or simultaneous opposite positions. If other account exposure exists, do not open a new position. DATA Use the latest autonomous-runtime percentage price changes over 24h, 4h, 1h, and 5m, plus the current spread. These are rolling price changes, not candle patterns. Do not substitute another interval or invent missing values. If required data is missing or identified as stale, report the data problem and skip entry. LONG ENTRY — ALL REQUIRED 1. 24h price change is greater than 0%. 2. 4h price change is greater than 0%. 3. 1h price change is between -0.8% and -0.1%, inclusive. 4. 5m price change is greater than 0% and no greater than +0.25%. 5. Rendered spread_bps is no greater than 5. SHORT ENTRY — ALL REQUIRED 1. 24h price change is less than 0%. 2. 4h price change is less than 0%. 3. 1h price change is between +0.1% and +0.8%, inclusive. 4. 5m price change is less than 0% and no less than -0.25%. 5. Rendered spread_bps is no greater than 5. SELECTION AND ENTRY Evaluate both symbols. If exactly one qualifies, select it. If both qualify, select the one with the lower spread; break an exact tie in favor of BTC. Enter on that turn using current data and the supported execution path. Do not create delayed entry watches. If refreshed data no longer meets the entry conditions, skip the trade. Do not add a minimum trade quota or extra subjective veto. Account authorization, execution policies, data validity, and protection failures always take precedence. SIZE Request 1x leverage. Opening notional in USD = the smaller of $50 or 25% of current account equity. This is NOT a margin amount to multiply by leverage. Round down to valid venue size precision. If the resulting order fails the venue minimum, skip; do not increase its size. Accept a partial fill without topping it up. Do not repeatedly resubmit an unfilled entry during the same turn. EXITS Calculate all levels from the actual average entry fill price, using the filled position size. Profit-target percentages are underlying price moves from entry, not account return or return on margin. LONG: Stop at entry × 0.985. Take profit at entry × 1.020, a 2% underlying-price move above entry. SHORT: Stop at entry × 1.015. Take profit at entry × 0.980, a 2% underlying-price move below entry. Both exits close 100% of the remaining position. No partial profit-taking, trailing remainder, or stop widening. In the entry turn, create position-bound price_threshold triggers for both exits using these fill-based levels and verify successful creation from tool results. For future entries, use the existing 24-hour protective-trigger duration. These are agent-wakeup triggers; do not describe them as resting exchange stop orders. If either protective trigger cannot be created or verified after a fill, request closure of the entire newly opened position immediately in the same turn. Confirm the result. If closure fails or is unavailable, report the unprotected exposure prominently and prioritize closing it at every subsequent opportunity. Open no further positions while this remains unresolved. POSITION MANAGEMENT On every turn with an open position: 1. Check whether the stop or target has already been crossed; if so, request full closure immediately. 2. Otherwise verify both protective triggers remain active. Repair missing protection immediately; if repair fails, request full closure. 3. Close any remaining position at the first evaluation occurring 20 hours or more after entry. 4. If a time-exit or other full-closure request fails or fills only partially, prioritize closing the remaining exposure on every subsequent evaluation. Do not open another position while any exposure remains. 5. After confirming the position is fully closed, cancel obsolete exit triggers where supported. Stop, target, time exit, and protection-failure exits override all cooldowns. There is no minimum holding period. Entry conditions are for opening only. Their subsequent failure is not by itself an exit signal. Funding normalization, news, and a changed discretionary opinion are not exit signals. After closure, confirm that no remaining exit trigger can act on a future position; cancel obsolete triggers where supported. Never reopen a position on the same turn as an exit. TURNOVER Maximum two filled opening trades per rolling 24 hours, subject to any stricter platform counting. Wait at least four hours after any position closes before a new entry in either symbol. Do not increase position size after losses. REPORTING On every evaluation when flat, report separately for BOTH BTC and ETH: - The actual 24h, 4h, 1h, and 5m percentage price changes and spread_bps. If any value is unavailable, explicitly write “missing”; do not infer or substitute a value. - Each failed LONG condition and each failed SHORT condition, identified individually by condition and the observed value or “missing.” Do not summarize failures as “multiple conditions failed.” - Whether a LONG or SHORT entry qualifies based only on its entry conditions, before applying cooldown or rolling entry limits. - Any remaining cooldown time and any other applicable entry restriction, stating what it is. If none applies, say none. Keep this record compact. This reporting clarification does not change entry conditions, selection, exits, sizing, cooldowns, or trading limits. On entry, report direction, actual fill price, filled notional, leverage, stop, target, estimated stop loss in USD before costs, and verified trigger status. On exit, report the reason and actual execution result. Separate price P&L, fees, and funding where available. Mark unavailable amounts as unknown.