Consistency, not money, as the scoreBitcoin / TetherUSBINANCE:BTCUSDTMarketFlowResearchFour measures per stretch — time in market, longs per day, shorts per day, daily growth. The score is how much each one swings across the three stretches. Each pair was run on each stretch with the same rules as before (one trade per 2.3% leg, take 1.9%, stop 2.5%, opposite signal closes). For each stretch four numbers were measured: share of time in a trade, longs per day, shorts per day, and daily growth — (money/1000)^(1/days) − 1. For each measure, the spread between its highest and lowest value across the three stretches was divided by that measure's standard deviation over all pairs; the score is the sum of the four spreads. Lower means the pair behaves more alike everywhere. Pairs that do not trade at least one long and one short on every stretch would look perfectly "consistent" with zeros, so they were set aside: 260 of 440. Of the remaining 180, the most consistent is BUYl3 epoch 3 (window 340 minutes, θ 2.72) with SELLl2 epoch 17 (30 minutes, θ 1.74), score 2.29: in a trade 52% / 46% / 49% of the time, 0.17 / 0.19 / 0.21 longs and 0.12 / 0.16 / 0.14 shorts per day, daily growth +0.24% / +0.37% / +0.40%. Part 2 of 3 of our study «The Pair That Behaves the Same on Three Stretches of Data — How the Live Bot's Networks Were Chosen». BTC/USDT, order-book data, every number from the research log. AI-assisted research, human-reviewed. Not financial advice.