spb/sp-wallet

1# donchian_breakout / 323Universe-generic version: `META["universe"] = ["*"]`. The symbols are not written in the strategy; they are the ones the4agent trades (1 to 12 market symbols), passed by the engine with the candles and by `--symbols` to the backtest.5Same rule and same parameters as version 1: nothing was re-tuned, for any universe. Each symbol is judged on its own channel; `N` is the number of symbols the agent chose, so one symbol can take the whole allocation when `N = 1`.67**What a generic universe changes.** The code hash still pins the behaviour, and the agent's mandate pins the assets.8But the evidence does not travel: a backtest report is attached to ONE agent and records the symbols it was run on9(`config.symbols`); a result on one universe says nothing about another, and every universe tried is one more trial.10Symbols with a short history shorten the common backtest period for all of them.1112**Hypothesis.** A close above the highest high of the last 20 days marks the start of a volatility expansion in13the direction of the break, and such moves tend to run (the classic channel breakout of trend followers).1415**Rule.** Upper channel = highest high of the previous 480 bars, lower channel = lowest low of the previous 24016bars (both exclude the current bar). A symbol is held (`1/N`) if, inside the lookback window, its most recent17channel event is a close above the upper channel rather than a close below the lower one; otherwise USDC.18The position state is rebuilt from the window at every call (the function keeps no memory), so the lookback19(2 200 bars) must be several times the channel length; with no event in the window the symbol is not held.2021**What would refute it.** False breakouts: the price closes above the channel and falls back, and the exit only22comes at the 10-day low, far below the entry. Few trades, so the estimate of any edge is noisy.23