The 3.54% was just derived by the machine, as was the 6%.
The first part of the machine learning is to feed data in so that it can build a model that predicts what you’re trying to predict. This answers: what factors cause price to change?
The second step is to turn that into an actionable system that delivers alerts, which is done based on certain parameter levels. To determine those levels, a second round of machine learning gets applied which optimizes those parameters. This answers: when those factors change, when should I take action?
That second part is what optimizes the stop loss.
And yes, the anomaly detection does consider the Market Index. Since BTC Beta was introduced, the markets have dropped 15%, which poses a challenge regardless. We will have a write-up out shortly on this, the markets, a 2019 wrap-up, and what to expect going forward.