Notes

RunSep8 06:03UTC. {"symbol":"SOL/USD","bars":616,"returnPct":27.847626095701706,"buyAndHoldPct":-46.97600445421668,"maxDrawdownPct":13.538011127419344,"winRate":45.45454545454545,"avgTradePct":0.8065668568771542,"N":33}. Sourceaudit: engine sameclose entry, nofees/slippage, includescurrentpartialdailybar, barsfetchignoresnext_page_token; noholdout. Do nottrustorexecute; independentcustomcostedtestseparate. https://runway.adityaperswal.workers.dev/data/crypto-bars ; /app/agent/dist/backtest.js

RunSep8 06:03UTC. {"symbol":"ETH/USD","bars":616,"returnPct":-20.731098283711347,"buyAndHoldPct":-26.313753589990608,"maxDrawdownPct":28.498494030702222,"winRate":24.324324324324326,"avgTradePct":-0.5810631826962365,"N":37}. Sourceaudit: engine sameclose entry, nofees/slippage, includescurrentpartialdailybar, barsfetchignoresnext_page_token; noholdout. Do nottrustorexecute; independentcustomcostedtestseparate. https://runway.adityaperswal.workers.dev/data/crypto-bars ; /app/agent/dist/backtest.js

RunSep8 06:03UTC. {"symbol":"BTC/USD","bars":616,"returnPct":2.3667757522806143,"buyAndHoldPct":-16.890988854864208,"maxDrawdownPct":8.47651278676784,"winRate":30,"avgTradePct":0.0882968962127237,"N":40}. Sourceaudit: engine sameclose entry, nofees/slippage, includescurrentpartialdailybar, barsfetchignoresnext_page_token; noholdout. Do nottrustorexecute; independentcustomcostedtestseparate. https://runway.adityaperswal.workers.dev/data/crypto-bars ; /app/agent/dist/backtest.js

RetrievedSep8 06:01UTC primaryvenuepricing. 30daycryptoexecutedvolume0–100000USD tier:maker.15%,taker.25% pertrade. Marketablelimitsaretakers, notautomaticmakerdiscount. Buysfeechargedcreditedcrypto,sellscreditedUSD. vectorbtcash-feeapproximation25bp perleg slightly differsfrombuyassetdeduction (order6ppm/roundtrip), immaterialtorejectionbutmustcorrectbeforeexecutableproposal. Slippageassumptionsseparate5bpmajors/30bpXRP-LTC/15bpUNI-LINK and doubledstress; historicalspreadnotmeasured. https://docs.alpaca.markets/us/docs/crypto-fees

Ledgerrequeried06:01UTC: oneclosedBTCtrade10,entry81614.8exit81548.7qty.001681857,47.9278minutes,operatorliquidation. GrosspriceP&L-.11117075USD/-.08099021%;0wins,avgwinundefined. Noopen/pending/closing positions. Entryarrivalquotes/actualfees unavailable, cannot measureorder-slippageorfitstrategyKelly. Monthlypressuredoesnotincreasethe1-observationevidence. query_trades fund=crypto trade10

Read06:01UTC: active14/25/76/77/78 all lastExit0. Custody76 last06:00next06:15remaining6;quotes77last06:00next06:30remaining2;funding78last05:15next06:15remaining1. Acceptance uncertainty from04UTC resolved by actual outputs, but custody missing05:30 and quote cadence04:45->05:15->06:00shows drift; not guaranteed15/30mincoverage. Dailyintegrity25last04:45 verifiesSep7all24hours3/3majorsOHLCVmatch. Census14last02:30:36/36pairs;7daydollarvolumeUSDC7860178,BTC986845,USDG403326(3/7days only),ETH395323,SOL249102,XRP238212,UNI158712,LTC152064,LINK145394,USDT87061. Rankusesv*vw; incompleteUSDGnotcomplete7dayvolume. Nonstablesevenarecurrentuniverse, nothistoricalsurvivorship-freeuniverse. list_jobs fund=crypto ; https://runway.adityaperswal.workers.dev/data/crypto-bars

Collected2026-09-08T06:03:23UTC via directrequests, primaryonchainindexer/operator. Recipientconfirmed598.4998698BTC,206tx;reserve3597.47198026BTC,581tx. Versus04UTCrecipient+0.00003530BTC,reserve+0.00000330BTC, dust-scale; no measurednewprincipalreturn. Recentpage26transactions only,one recipient-controlledtransactiond7e883... dated1788815003,1e-5BTCreserveoutput; notcompletehistory. Operatorprofile200,oneparsedrelevantNoteTweet withsameSHA2561fa338f6... as06:00collector: updatedsoftwaredeployed/preparingcoordinatedrestart, originalpostSep8 01:00:47UTC. No newpayoutproof. BlockstreamLiquidtip4051232,time1788756550,age90854s;liquid.networktip4050335,age144674s; staleconflictingindexers do notidentifycurrentchainstate. Webpath403/directrequests200; noaccessbarrierbypass. Primaryselfreportcanleanoptimistic; balancesarenotindependentserviceconfirmation. https://blockstream.info/api/address/bc1ql4mfu6aundtkksxklfajs2h3t9nzcd6gyqjlte ; https://blockstream.info/api/address/bc1qdlld6antmv4xug242ed83q7k4rqw50cwfns38szx4qu2f4jwaxxsuhwxxr ; https://x.com/Blockstream/status/2097127976672342487

CheckedSep8 04:12:33UTC. Jobs76/77/78 active, remaining12/6/3,every15/30/60minutes; nextRunAt04:10:57.277/04:10:58.167/04:10:59.070, lastRunAt/lastExitCode allnull. These timestamps are alreadypastchecktime; scheduler may executeonlatercadence but that is not verified. No guaranteedcoverage claim. Localcustody/operator script passed04:09 with200source/oneparsednote. Existing14/25 preserved,total5active. Next monitor72at06UTC mustinspectactual outputs,remainingruns,andcadence; do not renew repeatedly merelybecause acceptedjobsnotyetstarted. list_jobs fund=crypto

Ledger queriedSep8 04UTC onlytrade10,closed. Entry81614.8 exit81548.7 qty.001681857;grosspriceP&L−.11117075USD,return−.08099021%,held47.9278minutes. Exit operatorliquidation, neitherstop nortarget; original3–4weekhorizon censored. N1 winrate0%,lossmagnitude.08099021%,averagewinundefined; fees/orderarrivalquotes unavailable, cannot estimateslippage or a strategywinprobability. Noopen/pending/closing holdings observed. Do not useoneforcedexit asKellyestimate. query_trades fund=crypto trade10

ComputedSep8 04:11UTC, Jan2025–Aug31 2026 OLS607dailylogreturns BTC onETH/SOL+intercept. Betas.34820784/.20014617,intercept.0000813020,R2.76599336. Residualcentral95%[-2.3350817,+2.1308180]log%. Sep6BTC+.6281704%,ETH+1.4325877%,SOL+3.2607958%;BTC residual−.5194445log%,27.51thpercentile. Sep7BTC−1.5516994%,ETH−.9932040%,SOL−2.5528260%;residual−.7068509log%,21.42thpercentile. Daily windows mix multiple events and confounders; no eventeffect CI or tradingpayoff. Singleincident remainsN1. https://runway.adityaperswal.workers.dev/data/crypto-bars

Verified04:09UTC. lastRun03:30:27.978Z exit0; next04:30:27.978Z; one remaining. Clockoffset.0836s uncertainty.1553s. Fresh6/6. BTC forecast+.205268bp settlementfield+.295278bp OI27514.2097BTC/USD2168656251.45; ETH+.434785bp/.503124bp OI614958.572ETH/USD1526431718.66; SOL−.073573bp/+.062525bp OI2928082.86SOL/USD301446130.44. Fundingtime1788854400000 for all. Lastoutput available, priorfailuregap not erased. Renewal needed for coverage to06UTC; these levels do not rehabilitate rejected fundingprice rule. https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest

{"id":70,"lastRunAt":"2026-09-08T03:45:30.869Z","nextRunAt":"2026-09-08T04:15:30.869Z","remaining":3,"lastOutput":"fund=crypto RESEARCH ONLY eligible=0; one-venue displayed quotes, not global depth; source=https://runway.adityaperswal.workers.dev/data/crypto-snapshots\nBTC t=2026-09-08T03:45:21.948493922Z age=11.9s fresh=1 bid=78907.9 ask=78930.57 bs=0.00099709 as=0.0010079 spread_bp=2.873 rt_pct=0.5280\nETH t=2026-09-08T03:44:05.673050473Z age=88.2s fresh=1 bid=2484.81 ask=2485.684 bs=0.03324 as=0.0333087 spread_bp=3.517 rt_pct=0.5344\nSOL t=2026-09-08T03:45:18.5171913Z age=15.3s fresh=1 bid=103.3 ask=103.4 bs=0.9504 as=0.95552 spread_bp=9.676 rt_pct=0.5956\nUSDC t=2026-09-07T12:45:36.483849263Z age=53997.3s fresh=0 bid=0.9995 ask=1.00001 bs=10000000 as=10000000 spread_bp=5.101 rt_pct=0.5501\nUSDG t=2026-09-04T04:22:11.909212683Z age=343401.9s fresh=0 bid=0.99999 ask=1.00001 bs=10000000 as=10000000 spread_bp=0.200 rt_pct=0.5014\nXRP t=2026-09-08T03:45:32.524525325Z age=1.3s fresh=1 bid=1.393 ask=1.3984 bs=4150.603 as=4200.7 spread_bp=38.690 rt_pct=0.8836\nUNI t=2026-09-08T03:45:31.72700445Z age=2.1s fresh=1 bid=7.0073 ask=7.0195 bs=705.359 as=698.7 spread_bp=17.395 rt_pct=0.6723\nLTC t=2026-09-08T03:45:03.604489021Z age=30.2s fresh=1 bid=55.1371 ask=55.4834 bs=68.3669 as=67.437 spread_bp=62.610 rt_pct=1.1204\nUSDT t=2026-09-08T03:09:35.636749938Z age=2158.2s fresh=0 bid=0.999137 ask=0.99979 bs=335002.9 as=1283.32 spread_bp=6.534 rt_pct=0.5644\nLINK t=2026-09-08T03:45:03.731709381Z age=30.1s fresh=1 bid=12.6293 ask=12.65 bs=1158.95 as=1147.8 spread_bp=16.377 rt_pct=0.6622\nfresh_valid=7/10; funding and all trading rules remain independently gated; no orders"} scheduled job 70 fund=crypto

{"id":69,"lastRunAt":"2026-09-08T03:45:30.869Z","nextRunAt":"2026-09-08T04:00:30.869Z","remaining":7,"lastOutput":"fund=crypto RESEARCH ONLY eligible=0 2026-09-08T03:45:34.925595+00:00\nsource=https://blockstream.info/api/address/bc1ql4mfu6aundtkksxklfajs2h3t9nzcd6gyqjlte reserve=bc1qdlld6antmv4xug242ed83q7k4rqw50cwfns38szx4qu2f4jwaxxsuhwxxr ; https://blockstream.info/liquid/api/blocks\nrecipient confirmed_btc 598.4998245 mempool_net_btc 1.32e-05 tx_n 198\nreserve confirmed_btc 3597.47197696 mempool_net_btc 0.0 tx_n 580\ncontrolled_tx d7e8837c51cc625c2c6365d371d376b035209fa01434d4933971d6428d6d6d52 block_time 1788815003 retained_btc 598.49960884 to_reserve_btc 1e-05\ncontrolled_tx fcd06c1bcb38e4c3eaf71c1137d7bdf935363ae3c14b590d5d1a501e326d2b99 block_time 1788806117 retained_btc 598.4995716 to_reserve_btc 1e-05\nrecent_page_n 27 controlled_n 3 page_is_not_complete_history=1\nliquid_tip 4051232 time 1788756550 age_s 82585 tx_n 1\nsecond_tip 4050335 age_s 136405 source=https://liquid.network/api/blocks\nBalance movement is not proof of sale/recovery; block production is not restored pegouts. Verify operator and controller continuity at next review; no automatic trade."} scheduled job 69 fund=crypto

Sep8 04:07:43UTC local websocketsclient attempt server_status andhotwalletsubscriptions,connectionrejectedHTTP502 beforemessages; nopegorderortransfer. Missing livepayoutproofpersists, but failurecouldbeproxy/serveraccesspath; NOT proofserviceoffline. Documentationtestnetexamplesnot substitute. wss://api.sideswap.io/json-rpc-ws ; https://sideswap.io/docs/

Fetched~04:05UTC,ages computed04:07UTC. Roundtrip100*(1-bid/ask*.9975^2),25bptakerfee/side tier0-100k perprimarydocs. Excludes extraimpact. {"symbol":"SOL","t":"2026-09-08T04:02:33.815555982Z","age_s":270.956358,"bid":103.2,"ask":103.25,"bid_size":0.941,"ask_size":1.8974,"ask_usd":195.90655,"spread_bp":4.843787842092241,"roundtrip_pct":0.5475593220338859} Displayed top size is not globaldepth or fill guarantee; not used for anyorder. https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://docs.alpaca.markets/us/docs/crypto-fees

Fetched~04:05UTC,ages computed04:07UTC. Roundtrip100*(1-bid/ask*.9975^2),25bptakerfee/side tier0-100k perprimarydocs. Excludes extraimpact. {"symbol":"ETH","t":"2026-09-08T04:04:28.94237794Z","age_s":155.829536,"bid":2484.19,"ask":2484.513,"bid_size":0.0330651,"ask_size":0.033124,"ask_usd":82.297008612,"spread_bp":1.3001380843244823,"roundtrip_pct":0.5123106142934097} Displayed top size is not globaldepth or fill guarantee; not used for anyorder. https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://docs.alpaca.markets/us/docs/crypto-fees

Fetched~04:05UTC,ages computed04:07UTC. Roundtrip100*(1-bid/ask*.9975^2),25bptakerfee/side tier0-100k perprimarydocs. Excludes extraimpact. {"symbol":"BTC","t":"2026-09-08T04:04:41.782761161Z","age_s":142.989152,"bid":78864.265,"ask":78885.9,"bid_size":0.00099837,"ask_size":0.00099784,"ask_usd":78.715506456,"spread_bp":2.742944833052284,"roundtrip_pct":0.526663729948873} Displayed top size is not globaldepth or fill guarantee; not used for anyorder. https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://docs.alpaca.markets/us/docs/crypto-fees

20000numpy paths seeded20260908,2 sampled24hcontiguous blocks from preincidentJune-August hourlyBTC logreturns; fees25bp eachside, excludes spreads/impact. Retains realized historicaldrift; not eventconditioned or trade winprobability; no stop/target implemented. {"paths":20000,"hours":48,"block_hours":24,"blocks":2183,"terminal_percentiles_pct":[-7.366610418962984,-5.163221819441908,-0.33359946740783575,5.062885679983339,9.182646397003131],"prob_positive":0.4455,"mae95_pct":6.301158888261585,"cap_loss95_usd":13.405558005804316,"risk_only_notional":135.05293472051744,"approved_size":0} Risk-only notional is illustrative95%tail allocation, not hardloss guarantee or permission; approvedsizezero. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

Oneincident; no backtest or execution. Starts first completed hourlyclose after confirmation/post, misses initial partialhour; confirmation is not firstseen announcement. FixedpreincidentOLS coefficients. Placebo overlappingpreincident residualsum distribution not CI of eventeffect; windows correlated and selectedafterincident. {"event":"restart_preparation_post","start":"2026-09-08 02:00:00+00:00","end":"2026-09-08 03:00:00+00:00","hours":1,"returns_pct":{"BTC":-0.6283788675776782,"ETH":-0.739250023470523,"SOL":-0.9823182711198916},"btc_residual_log_pct":-0.07212700281279609,"placebo_percentile":29.87307343608341,"placebo_n":2206,"placebo_95_log_pct":[-0.39348310209893655,0.3939240748466201]} https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://blockstream.info/api/tx/a6d697a25266ce3c78774fd1d75f896b7af522ada209b0f6228ea497bc49a46d ; https://x.com/Blockstream/status/2097127976672342487

Oneincident; no backtest or execution. Starts first completed hourlyclose after confirmation/post, misses initial partialhour; confirmation is not firstseen announcement. FixedpreincidentOLS coefficients. Placebo overlappingpreincident residualsum distribution not CI of eventeffect; windows correlated and selectedafterincident. {"event":"principal_return_confirmation","start":"2026-09-07 17:00:00+00:00","end":"2026-09-07 21:00:00+00:00","hours":4,"returns_pct":{"BTC":0.26496316658234087,"ETH":0.5174285629672426,"SOL":0.2292605864447294},"btc_residual_log_pct":-0.008605127577037481,"placebo_percentile":49.52337721289151,"placebo_n":2203,"placebo_95_log_pct":[-0.8437009395924159,0.873482538912763]} https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://blockstream.info/api/tx/a6d697a25266ce3c78774fd1d75f896b7af522ada209b0f6228ea497bc49a46d ; https://x.com/Blockstream/status/2097127976672342487

Oneincident; no backtest or execution. Starts first completed hourlyclose after confirmation/post, misses initial partialhour; confirmation is not firstseen announcement. FixedpreincidentOLS coefficients. Placebo overlappingpreincident residualsum distribution not CI of eventeffect; windows correlated and selectedafterincident. {"event":"principal_return_confirmation","start":"2026-09-07 17:00:00+00:00","end":"2026-09-07 18:00:00+00:00","hours":1,"returns_pct":{"BTC":0.20834943116361188,"ETH":0.5091888696853468,"SOL":0.15219820444644122},"btc_residual_log_pct":-0.05561353365644887,"placebo_percentile":34.406165004533094,"placebo_n":2206,"placebo_95_log_pct":[-0.39348310209893655,0.3939240748466201]} https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://blockstream.info/api/tx/a6d697a25266ce3c78774fd1d75f896b7af522ada209b0f6228ea497bc49a46d ; https://x.com/Blockstream/status/2097127976672342487

Oneincident; no backtest or execution. Starts first completed hourlyclose after confirmation/post, misses initial partialhour; confirmation is not firstseen announcement. FixedpreincidentOLS coefficients. Placebo overlappingpreincident residualsum distribution not CI of eventeffect; windows correlated and selectedafterincident. {"event":"patch_confirmation","start":"2026-09-07 10:00:00+00:00","end":"2026-09-07 22:00:00+00:00","hours":12,"returns_pct":{"BTC":-0.2109190449381302,"ETH":0.2869286280633647,"SOL":-0.6851278523104982},"btc_residual_log_pct":-0.15288370907517648,"placebo_percentile":35.216400911161735,"placebo_n":2195,"placebo_95_log_pct":[-1.6620638011475306,1.4098186782927395]} https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://blockstream.info/api/tx/a6d697a25266ce3c78774fd1d75f896b7af522ada209b0f6228ea497bc49a46d ; https://x.com/Blockstream/status/2097127976672342487

Oneincident; no backtest or execution. Starts first completed hourlyclose after confirmation/post, misses initial partialhour; confirmation is not firstseen announcement. FixedpreincidentOLS coefficients. Placebo overlappingpreincident residualsum distribution not CI of eventeffect; windows correlated and selectedafterincident. {"event":"patch_confirmation","start":"2026-09-07 10:00:00+00:00","end":"2026-09-07 14:00:00+00:00","hours":4,"returns_pct":{"BTC":0.04103578298075147,"ETH":0.5450798723330463,"SOL":0.4624851890074098},"btc_residual_log_pct":-0.29474551839506924,"placebo_percentile":15.887426236949615,"placebo_n":2203,"placebo_95_log_pct":[-0.8437009395924159,0.873482538912763]} https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://blockstream.info/api/tx/a6d697a25266ce3c78774fd1d75f896b7af522ada209b0f6228ea497bc49a46d ; https://x.com/Blockstream/status/2097127976672342487

Oneincident; no backtest or execution. Starts first completed hourlyclose after confirmation/post, misses initial partialhour; confirmation is not firstseen announcement. FixedpreincidentOLS coefficients. Placebo overlappingpreincident residualsum distribution not CI of eventeffect; windows correlated and selectedafterincident. {"event":"patch_confirmation","start":"2026-09-07 10:00:00+00:00","end":"2026-09-07 11:00:00+00:00","hours":1,"returns_pct":{"BTC":0.055428032134675495,"ETH":0.1713763639071415,"SOL":0.30386423575284366},"btc_residual_log_pct":-0.0851862104454462,"placebo_percentile":27.062556663644603,"placebo_n":2206,"placebo_95_log_pct":[-0.39348310209893655,0.3939240748466201]} https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://blockstream.info/api/tx/a6d697a25266ce3c78774fd1d75f896b7af522ada209b0f6228ea497bc49a46d ; https://x.com/Blockstream/status/2097127976672342487

OLS June1-Aug31 2026,2206 synchronized hourlylogreturns, intercept included; close timestamps shifted+1h to actualavailability. {"n":2206,"intercept":-0.00003603894434340765,"betaETH":0.4621723132909486,"betaSOL":0.2144509299326603,"r2":0.7881972987964339,"residual_sd_pct":0.2082025786045156,"correlation":{"BTC":{"BTC":1,"ETH":0.8694230311773162,"SOL":0.8176272948253425},"ETH":{"BTC":0.8694230311773162,"ETH":1,"SOL":0.823001962728774},"SOL":{"BTC":0.8176272948253425,"ETH":0.823001962728774,"SOL":1}}} Association not causal identification; controls may themselves receive incident spillover. https://runway.adityaperswal.workers.dev/data/crypto-bars