Notes

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["holdout",20,0.003,-24.06535,59.702135,40,20,9.679533,4.137902,-1.374415,0,1,5,true,1681],["holdout",20,0.006,-40.446117,67.918045,40,17.5,10.377326,4.584166,-1.965905,0,1,5,true,1681],["development",30,0.003,-36.49069,59.38026,53,28.301887,11.205881,4.983459,-0.40157,0,0,5,false,5005],["development",30,0.006,-53.790758,66.430149,53,26.415094,11.306769,5.416292,-0.99888,0,0,5,false,5005]] https://runway.adityaperswal.workers.dev/data/crypto-bars

A freeze note, number 1292, has been made. The columns in the data represent various metrics, including window, fast, slip, return percentage, drawdown percentage, closed trades, win percentage, average win percentage, average loss percentage, expectancy percentage, raw quarter Kelly, open trades, missing trades, held gap invalid, and zero volume. There are fees of 25 basis points for each leg of a trade and a slip of 30 to 60 basis points. The strategy starts flat and goes long when the fast simple moving average is greater than the 100-period simple moving average, and exits when the inverse condition is met. The data was developed in 2025 and reused for diagnostic holdout from January 1, 2026, to September 8, 2026. The data points are as follows: development period with 10 and 20 as parameters, return percentages ranging from -75.080154 to -81.672221, and other metrics such as win percentages and average losses. The specific data points are: development with 10, 0.003, -75.080154, 78.514154, 83, 19.277108, 10.058408, 4.12729, -1.392697, 0, 0, 5, false, 5005; development with 10, 0.006, -84.855248, 86.515204, 83, 16.86747, 10.800356, 4.578021, -1.984078, 0, 0, 5, false, 5005; development with 20, 0.003, -73.252906, 78.028564, 63, 23.809524, 10.691399, 5.526964, -1.665449, 0, 0, 5, false, 5005; development with 20, 0.006, -81.672221, 84.671165, 63, 22.222222, 10.750934, 5.971235, -2.255198, 0, 0, 5, false, 5005. https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["holdout",20,0.003,54.428183,27.840692,1,0,null,15.774473,-15.774473,0,1,0,false,0],["holdout",20,0.006,53.046603,28.27236,1,0,null,16.279819,-16.279819,0,1,0,false,0],["development",30,0.003,-23.620487,48.310184,2,50,13.5064,32.770818,-9.632209,0,0,0,false,0],["development",30,0.006,-24.531583,48.619401,2,50,12.825891,33.17449,-10.174299,0,0,0,false,0]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["development",10,0.003,9.103254,33.895931,2,50,21.687301,10.327186,5.680057,0.065477,0,0,false,0],["development",10,0.006,7.801812,34.09484,2,50,20.957852,10.865119,5.046367,0.060197,0,0,false,0],["development",20,0.003,-20.669863,45.204269,2,50,16.726935,32.093586,-7.683325,0,0,0,false,0],["development",20,0.006,-21.616155,45.532066,2,50,16.027161,32.501309,-8.237074,0,0,0,false,0]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["holdout",20,0.003,-43.236181,60.723123,46,21.73913,7.624812,3.446121,-1.039396,0,0,7,true,124],["holdout",20,0.006,-56.92713,69.655036,46,19.565217,7.761186,3.917936,-1.63289,0,0,7,true,124],["development",30,0.003,-63.684719,75.863635,57,28.070175,6.660013,4.720351,-1.525863,0,1,7,false,1070],["development",30,0.006,-74.280618,82.647915,57,22.807018,7.47675,4.9508,-2.116446,0,1,7,false,1070]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["development",10,0.003,-67.841183,79.752551,78,23.076923,6.894909,3.742512,-1.287723,0,1,7,false,1070],["development",10,0.006,-79.920683,87.089778,78,21.794872,6.638698,4.25372,-1.879731,0,1,7,false,1070],["development",20,0.003,-71.651856,82.030221,64,21.875,7.593907,4.383863,-1.763726,0,1,7,false,1070],["development",20,0.006,-80.748925,87.612553,64,20.3125,7.50747,4.866311,-2.352887,0,1,7,false,1070]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["holdout",20,0.003,-7.26739,16.27826,1,0,null,15.473667,-15.473667,0,1,0,false,0],["holdout",20,0.006,-8.097015,16.779097,1,0,null,15.980812,-15.980812,0,1,0,false,0],["development",30,0.003,-46.483385,60.207417,4,25,1.445122,18.243408,-13.321275,0,0,0,false,0],["development",30,0.006,-47.75252,60.91729,4,25,0.836765,18.733984,-13.841297,0,0,0,false,0]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["development",10,0.003,-40.603361,54.968803,4,25,21.763531,21.003175,-10.311499,0,0,0,false,0],["development",10,0.006,-42.011939,55.77213,4,25,21.033626,21.477243,-10.849525,0,0,0,false,0],["development",20,0.003,-25.413392,52.963383,4,25,19.104292,13.89911,-5.64826,0,0,0,false,0],["development",20,0.006,-27.182197,53.524461,4,25,18.390295,14.415675,-6.214183,0,0,0,false,0]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["holdout",20,0.003,-52.241432,63.687355,40,17.5,3.201182,3.075091,-1.976743,0,1,2,true,2670],["holdout",20,0.006,-62.544001,71.2637,40,17.5,2.58232,3.656407,-2.56463,0,1,2,true,2670],["development",30,0.003,-63.985898,73.432948,51,25.490196,8.04991,5.070378,-1.725991,0,0,2,true,3431],["development",30,0.006,-73.479868,80.081165,51,21.568627,8.807265,5.374104,-2.315377,0,0,2,true,3431]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["development",10,0.003,-75.313481,81.729217,81,14.814815,9.030268,3.399401,-1.557968,0,0,2,true,3431],["development",10,0.006,-84.815926,88.419836,81,13.580247,9.157166,3.924943,-2.14836,0,0,2,true,3431],["development",20,0.003,-61.750594,72.139081,58,22.413793,7.891704,4.153085,-1.453391,0,0,2,true,3431],["development",20,0.006,-72.992335,79.970263,58,22.413793,7.244783,4.727952,-2.044408,0,0,2,true,3431]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["holdout",20,0.003,-6.042297,22.161498,1,0,null,8.96627,-8.96627,0,1,0,false,0],["holdout",20,0.006,-6.882883,22.627141,1,0,null,9.512344,-9.512344,0,1,0,false,0],["development",30,0.003,-25.126049,46.493505,3,0,null,9.125725,-9.125725,0,0,0,false,0],["development",30,0.006,-26.461751,47.131759,3,0,null,9.670845,-9.670845,0,0,0,false,0]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["development",10,0.003,-18.208988,41.550427,4,25,16.465329,10.872033,-4.037693,0,0,0,false,0],["development",10,0.006,-20.148644,42.593129,4,25,15.767119,11.406707,-4.61325,0,0,0,false,0],["development",20,0.003,-28.251162,45.690536,3,0,null,10.230355,-10.230355,0,0,0,false,0],["development",20,0.006,-29.531114,46.499837,3,0,null,10.768867,-10.768867,0,0,0,false,0]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["holdout",20,0.003,-47.105641,64.138838,42,16.666667,7.936627,3.353098,-1.471477,0,1,6,true,1183],["holdout",20,0.006,-59.010955,71.450195,42,11.904762,10.244414,3.725467,-2.062386,0,1,6,true,1183],["development",30,0.003,-72.18554,77.536556,58,20.689655,10.602682,5.070916,-1.828102,0,0,6,false,3287],["development",30,0.006,-80.360385,83.850609,58,17.241379,12.017133,5.423964,-2.416878,0,0,6,false,3287]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["development",10,0.003,-83.538513,87.282288,82,17.073171,8.16241,4.083675,-1.99288,0,0,6,false,3287],["development",10,0.006,-89.935512,92.107032,82,14.634146,8.844919,4.539342,-2.58067,0,0,6,false,3287],["development",20,0.003,-76.620975,82.140893,63,17.460317,10.227501,4.626722,-2.033127,0,0,6,false,3287],["development",20,0.006,-83.980106,87.57771,63,15.873016,10.52964,5.101868,-2.620677,0,0,6,false,3287]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["holdout",20,0.003,13.572823,26.136839,1,0,null,13.071974,-13.071974,0,1,0,false,0],["holdout",20,0.006,12.556752,26.5787,1,0,null,13.593487,-13.593487,0,1,0,false,0],["development",30,0.003,-43.022348,59.968879,3,0,null,16.917247,-16.917247,0,0,0,false,0],["development",30,0.006,-44.038792,60.446392,3,0,null,17.415757,-17.415757,0,0,0,false,0]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["development",10,0.003,-10.291672,48.149015,3,33.333333,30.132012,16.682418,-1.077608,0,0,0,false,0],["development",10,0.006,-11.89201,48.614284,3,33.333333,29.352046,17.182333,-1.670874,0,0,0,false,0],["development",20,0.003,-20.597327,48.004414,3,33.333333,6.99234,13.361366,-6.576797,0,0,0,false,0],["development",20,0.006,-22.013818,48.624645,3,33.333333,6.350799,13.881148,-7.137166,0,0,0,false,0]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [{"window":"development","fast":30,"unavailable":true,"n_bars":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [{"window":"development","fast":10,"unavailable":true,"n_bars":0},{"window":"development","fast":20,"unavailable":true,"n_bars":0},["holdout",20,0.003,41.499345,40.787829,30,30,17.108214,4.607179,1.907439,0.027873,0,1,true,3805],["holdout",20,0.006,18.189741,44.901328,30,30,16.406159,5.179329,1.296317,0.019754,0,1,true,3805]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [{"window":"development","fast":30,"unavailable":true,"n_bars":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [{"window":"development","fast":10,"unavailable":true,"n_bars":0},{"window":"development","fast":20,"unavailable":true,"n_bars":0},["holdout",20,0.003,-0.710807,29.95288,1,0,null,7.519826,-7.519826,0,1,0,false,16],["holdout",20,0.006,-1.599091,29.95288,1,0,null,8.074553,-8.074553,0,1,0,false,16]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["holdout",20,0.003,-42.751596,58.681523,39,17.948718,8.001791,3.310474,-1.280067,0,0,2,true,28],["holdout",20,0.006,-54.696021,66.508041,39,17.948718,7.354212,3.890382,-1.872121,0,0,2,true,28],["development",30,0.003,-34.587502,64.179677,55,25.454545,10.168443,3.967169,-0.369013,0,1,2,true,618],["development",30,0.006,-53.113966,68.412742,55,23.636364,10.280856,4.447847,-0.966517,0,1,2,true,618]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["development",10,0.003,-71.821639,74.098005,88,19.318182,7.25646,3.292109,-1.254318,0,1,2,true,618],["development",10,0.006,-83.430616,84.723604,88,13.636364,9.44472,3.629354,-1.846526,0,1,2,true,618],["development",20,0.003,-54.801237,66.270454,59,20.338983,9.848124,3.78051,-1.008584,0,1,2,true,618],["development",20,0.006,-68.370959,72.659482,59,16.949153,11.048636,4.184078,-1.602262,0,1,2,true,618]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["holdout",20,0.003,12.136252,16.300196,1,0,null,14.786456,-14.786456,0,1,0,false,0],["holdout",20,0.006,11.133033,16.800902,1,0,null,15.297713,-15.297713,0,1,0,false,0],["development",30,0.003,26.923149,32.182087,2,50,49.076395,14.827354,17.12452,0.087234,0,0,false,0],["development",30,0.006,25.409141,32.587784,2,50,48.183101,15.338366,16.422367,0.085208,0,0,false,0]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["development",10,0.003,43.872985,23.787226,2,50,52.352862,5.498665,23.427099,0.111871,0,0,false,0],["development",10,0.006,42.156791,24.243143,2,50,51.439967,6.065483,22.687242,0.110261,0,0,false,0],["development",20,0.003,35.549991,27.572569,2,50,48.348483,8.574374,19.887054,0.102832,0,0,false,0],["development",20,0.006,33.933078,28.005842,2,50,47.459543,9.122793,19.168375,0.100972,0,0,false,0]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["holdout",20,0.003,-42.296641,53.230068,40,25,3.903639,3.011064,-1.282388,0,0,2,true,1],["holdout",20,0.006,-54.609159,62.089197,40,20,4.165649,3.384448,-1.874428,0,0,2,true,1],["development",30,0.003,-56.92445,59.800282,57,17.54386,4.054347,2.550536,-1.391785,0,1,2,true,215],["development",30,0.006,-69.492828,71.272556,57,17.54386,3.430382,3.13499,-1.983171,0,1,2,true,215]] https://runway.adityaperswal.workers.dev/data/crypto-bars