Notes

AsreadSep8 fromcompletedUTCdailybars;100barSMAandEWMA RSI2,rawdailyADRnotvalidatedagainsthourlyaggregationandnotusedfororders. {"symbol":"ETH","timeframe":"1Day","close":2490.4615,"sma100":1925.0629299999998,"rsi2":48.517499777058816,"signal":false,"adr14_pct":3.7518752411324887,"return20_pct":29.950455785898033} https://runway.adityaperswal.workers.dev/data/crypto-bars

AsreadSep8 fromcompletedUTCdailybars;100barSMAandEWMA RSI2,rawdailyADRnotvalidatedagainsthourlyaggregationandnotusedfororders. {"symbol":"BTC","timeframe":"1Day","close":79096.805,"sma100":66525.03522,"rsi2":27.1355100946528,"signal":false,"adr14_pct":3.0100880149105445,"return20_pct":22.27855361878788} https://runway.adityaperswal.workers.dev/data/crypto-bars

NumPy seed20260908,20000resampled3dayblocksfrom247overlapping2026dailyreturnblocks; nointradayexits/fees/alpha,descriptivehistoricalscenarios. {"symbol":"XRP","paths":20000,"unique_blocks":247,"horizon_days":3,"terminal_loss_p01_usd":25.414947909453055,"cvar01_loss_usd":34.33653417121253,"prob_terminal_loss_above8_5099":0.20485,"prob_dailyclose_path_loss_above8_5099":0.25735,"size_for_terminal_p01_8_5099":71.23602836803776} https://runway.adityaperswal.workers.dev/data/crypto-bars

NumPy seed20260908,20000resampled3dayblocksfrom247overlapping2026dailyreturnblocks; nointradayexits/fees/alpha,descriptivehistoricalscenarios. {"symbol":"UNI","paths":20000,"unique_blocks":247,"horizon_days":3,"terminal_loss_p01_usd":31.439828555909497,"cvar01_loss_usd":36.71467465737882,"prob_terminal_loss_above8_5099":0.2699,"prob_dailyclose_path_loss_above8_5099":0.33725,"size_for_terminal_p01_8_5099":57.58491802938608} https://runway.adityaperswal.workers.dev/data/crypto-bars

NumPy seed20260908,20000resampled3dayblocksfrom247overlapping2026dailyreturnblocks; nointradayexits/fees/alpha,descriptivehistoricalscenarios. {"symbol":"LINK","paths":20000,"unique_blocks":247,"horizon_days":3,"terminal_loss_p01_usd":32.66338182370961,"cvar01_loss_usd":35.81221930471606,"prob_terminal_loss_above8_5099":0.19825,"prob_dailyclose_path_loss_above8_5099":0.24905,"size_for_terminal_p01_8_5099":55.42781699768235} https://runway.adityaperswal.workers.dev/data/crypto-bars

NumPy seed20260908,20000resampled3dayblocksfrom247overlapping2026dailyreturnblocks; nointradayexits/fees/alpha,descriptivehistoricalscenarios. {"symbol":"LTC","paths":20000,"unique_blocks":247,"horizon_days":3,"terminal_loss_p01_usd":25.744894702400405,"cvar01_loss_usd":29.407247637998516,"prob_terminal_loss_above8_5099":0.17015,"prob_dailyclose_path_loss_above8_5099":0.2142,"size_for_terminal_p01_8_5099":70.32306681297851} https://runway.adityaperswal.workers.dev/data/crypto-bars

NumPy seed20260908,20000resampled3dayblocksfrom247overlapping2026dailyreturnblocks; nointradayexits/fees/alpha,descriptivehistoricalscenarios. {"symbol":"SOL","paths":20000,"unique_blocks":247,"horizon_days":3,"terminal_loss_p01_usd":32.38970168713879,"cvar01_loss_usd":39.58505689766236,"prob_terminal_loss_above8_5099":0.23395,"prob_dailyclose_path_loss_above8_5099":0.28705,"size_for_terminal_p01_8_5099":55.896160073894485} https://runway.adityaperswal.workers.dev/data/crypto-bars

NumPy seed20260908,20000resampled3dayblocksfrom247overlapping2026dailyreturnblocks; nointradayexits/fees/alpha,descriptivehistoricalscenarios. {"symbol":"ETH","paths":20000,"unique_blocks":247,"horizon_days":3,"terminal_loss_p01_usd":39.352806620035174,"cvar01_loss_usd":42.83562284744085,"prob_terminal_loss_above8_5099":0.1905,"prob_dailyclose_path_loss_above8_5099":0.2273,"size_for_terminal_p01_8_5099":46.00586605500875} https://runway.adityaperswal.workers.dev/data/crypto-bars

NumPy seed20260908,20000resampled3dayblocksfrom247overlapping2026dailyreturnblocks; nointradayexits/fees/alpha,descriptivehistoricalscenarios. {"symbol":"BTC","paths":20000,"unique_blocks":247,"horizon_days":3,"terminal_loss_p01_usd":25.04307723617958,"cvar01_loss_usd":32.0148256884167,"prob_terminal_loss_above8_5099":0.12945,"prob_dailyclose_path_loss_above8_5099":0.1521,"size_for_terminal_p01_8_5099":72.29382927567862} https://runway.adityaperswal.workers.dev/data/crypto-bars

{"quality":{"symbol":"XRP","timeframe":"1Day","original":981,"used":981,"duplicates":0,"removed":0,"missing":0,"start":"2024-01-01 00:00:00+00:00","end":"2026-09-07 00:00:00+00:00"},"base":{"symbol":"XRP","timeframe":"1Day","window":"holdout","threshold":10,"slippage":0.001,"bars":250,"return_pct":0,"drawdown_pct":0,"n":0,"win_rate_pct":null,"avg_win_pct":null,"avg_loss_pct":null,"expectancy_pct":null,"quarterKelly":null,"open_trades":0,"returns":[]},"stress_return":0,"development":[{"threshold":5,"slippage":0.001,"return":12.354106480813861,"n":7,"dd":18.958802229154703,"winrate":57.14285714285714},{"threshold":5,"slippage":0.003,"return":9.251812848330609,"n":7,"dd":19.86067904470271,"winrate":57.14285714285714},{"threshold":10,"slippage":0.001,"return":-7.551979603918007,"n":9,"dd":27.944759371133053,"winrate":66.66666666666666},{"threshold":10,"slippage":0.003,"return":-10.820928385203697,"n":9,"dd":29.314390202814756,"winrate":66.66666666666666},{"threshold":15,"slippage":0.001,"return":17.72103240140006,"n":14,"dd":19.67763876009365,"winrate":71.42857142857143},{"threshold":15,"slippage":0.003,"return":11.309816241609006,"n":14,"dd":19.998287868783205,"winrate":71.42857142857143}]} https://runway.adityaperswal.workers.dev/data/crypto-bars

{"quality":{"symbol":"UNI","timeframe":"1Day","original":1346,"used":1346,"duplicates":0,"removed":0,"missing":0,"start":"2023-01-01 00:00:00+00:00","end":"2026-09-07 00:00:00+00:00"},"base":{"symbol":"UNI","timeframe":"1Day","window":"holdout","threshold":10,"slippage":0.001,"bars":250,"return_pct":-3.7269998421603847,"drawdown_pct":15.014392051250436,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":3.736317341765781,"expectancy_pct":-3.736317341765781,"quarterKelly":null,"open_trades":0,"returns":[-0.03736317341765781]},"stress_return":-4.1113243467560645,"development":[{"threshold":5,"slippage":0.001,"return":68.68235798359886,"n":10,"dd":19.227045258794895,"winrate":70},{"threshold":5,"slippage":0.003,"return":62.06820002997271,"n":10,"dd":19.549493149322316,"winrate":70},{"threshold":10,"slippage":0.001,"return":11.674166644725064,"n":18,"dd":44.90234371454016,"winrate":66.66666666666666},{"threshold":10,"slippage":0.003,"return":3.9162299048358364,"n":18,"dd":46.42368649063467,"winrate":61.111111111111114},{"threshold":15,"slippage":0.001,"return":100.18008225231334,"n":26,"dd":37.522369664198216,"winrate":65.38461538461539},{"threshold":15,"slippage":0.003,"return":80.40727286162539,"n":26,"dd":38.2676239886514,"winrate":61.53846153846154}]} https://runway.adityaperswal.workers.dev/data/crypto-bars

{"quality":{"symbol":"LINK","timeframe":"1Day","original":1346,"used":1346,"duplicates":0,"removed":0,"missing":0,"start":"2023-01-01 00:00:00+00:00","end":"2026-09-07 00:00:00+00:00"},"base":{"symbol":"LINK","timeframe":"1Day","window":"holdout","threshold":10,"slippage":0.001,"bars":250,"return_pct":1.288059858720735,"drawdown_pct":1.6822768709587543,"n":1,"win_rate_pct":100,"avg_win_pct":1.291280008367539,"avg_loss_pct":null,"expectancy_pct":1.291280008367539,"quarterKelly":null,"open_trades":0,"returns":[0.01291280008367539]},"stress_return":0.8837150957774611,"development":[{"threshold":5,"slippage":0.001,"return":8.37544267816178,"n":9,"dd":15.651375456176709,"winrate":66.66666666666666},{"threshold":5,"slippage":0.003,"return":4.543302522577778,"n":9,"dd":17.155742923875895,"winrate":55.55555555555556},{"threshold":10,"slippage":0.001,"return":-25.55480913027796,"n":16,"dd":32.81796500467674,"winrate":50},{"threshold":10,"slippage":0.003,"return":-30.170058139462665,"n":16,"dd":36.476772098221566,"winrate":37.5},{"threshold":15,"slippage":0.001,"return":-14.583330670432623,"n":28,"dd":38.110243420573696,"winrate":53.57142857142857},{"threshold":15,"slippage":0.003,"return":-23.633754354394068,"n":28,"dd":42.07003730495627,"winrate":46.42857142857143}]} https://runway.adityaperswal.workers.dev/data/crypto-bars

{"quality":{"symbol":"LTC","timeframe":"1Day","original":1346,"used":1346,"duplicates":0,"removed":0,"missing":0,"start":"2023-01-01 00:00:00+00:00","end":"2026-09-07 00:00:00+00:00"},"base":{"symbol":"LTC","timeframe":"1Day","window":"holdout","threshold":10,"slippage":0.001,"bars":250,"return_pct":0.4534949955217962,"drawdown_pct":2.4539472552637887,"n":1,"win_rate_pct":100,"avg_win_pct":0.45462873301059475,"avg_loss_pct":null,"expectancy_pct":0.45462873301059475,"quarterKelly":null,"open_trades":0,"returns":[0.004546287330105947]},"stress_return":0.0524818388136373,"development":[{"threshold":5,"slippage":0.001,"return":21.157526594018726,"n":2,"dd":1.1854302353630275,"winrate":100},{"threshold":5,"slippage":0.003,"return":20.192128937302694,"n":2,"dd":1.1854302353630386,"winrate":100},{"threshold":10,"slippage":0.001,"return":119.56380102932307,"n":12,"dd":10.621080965301333,"winrate":91.66666666666666},{"threshold":10,"slippage":0.003,"return":109.27363365104696,"n":12,"dd":10.977884105568991,"winrate":91.66666666666666},{"threshold":15,"slippage":0.001,"return":121.48094268685348,"n":20,"dd":13.114842223628841,"winrate":80},{"threshold":15,"slippage":0.003,"return":104.45260773004388,"n":20,"dd":13.461690199326847,"winrate":80}]} https://runway.adityaperswal.workers.dev/data/crypto-bars

{"quality":{"symbol":"SOL","timeframe":"1Day","original":928,"used":743,"duplicates":0,"removed":185,"missing":0,"start":"2024-08-26 00:00:00+00:00","end":"2026-09-07 00:00:00+00:00"},"base":{"symbol":"SOL","timeframe":"1Day","window":"holdout","threshold":10,"slippage":0.001,"bars":250,"return_pct":-0.06884021054507684,"drawdown_pct":3.163371863274589,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":0.06901231107143345,"expectancy_pct":-0.06901231107143345,"quarterKelly":null,"open_trades":0,"returns":[-0.0006901231107143345]},"stress_return":-0.4677681905269128,"development":[{"threshold":5,"slippage":0.001,"return":-16.56023922910641,"n":5,"dd":26.77193450105141,"winrate":20},{"threshold":5,"slippage":0.003,"return":-18.21246427963003,"n":5,"dd":27.934265144272487,"winrate":20},{"threshold":10,"slippage":0.001,"return":-10.646139839658462,"n":7,"dd":30.89345361701946,"winrate":42.857142857142854},{"threshold":10,"slippage":0.003,"return":-13.1133563936041,"n":7,"dd":31.717779896091336,"winrate":42.857142857142854},{"threshold":15,"slippage":0.001,"return":-3.7170615403098237,"n":12,"dd":29.39994259204117,"winrate":50},{"threshold":15,"slippage":0.003,"return":-8.229497323338327,"n":12,"dd":31.34933381066175,"winrate":50}]} https://runway.adityaperswal.workers.dev/data/crypto-bars

{"quality":{"symbol":"ETH","timeframe":"1Day","original":1346,"used":1346,"duplicates":0,"removed":0,"missing":0,"start":"2023-01-01 00:00:00+00:00","end":"2026-09-07 00:00:00+00:00"},"base":{"symbol":"ETH","timeframe":"1Day","window":"holdout","threshold":10,"slippage":0.001,"bars":250,"return_pct":-5.668803940485122,"drawdown_pct":5.706008190932533,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":5.682975950336337,"expectancy_pct":-5.682975950336337,"quarterKelly":null,"open_trades":0,"returns":[-0.056829759503363365]},"stress_return":-6.045376708904642,"development":[{"threshold":5,"slippage":0.001,"return":7.778148110901021,"n":9,"dd":13.205509432428252,"winrate":55.55555555555556},{"threshold":5,"slippage":0.003,"return":3.967128205803292,"n":9,"dd":13.205509432428252,"winrate":44.44444444444444},{"threshold":10,"slippage":0.001,"return":12.482931104930849,"n":18,"dd":25.167666862908934,"winrate":50},{"threshold":10,"slippage":0.003,"return":4.668809987685181,"n":18,"dd":26.697234721016027,"winrate":44.44444444444444},{"threshold":15,"slippage":0.001,"return":15.07732161020298,"n":26,"dd":21.327887674537173,"winrate":53.84615384615385},{"threshold":15,"slippage":0.003,"return":3.710546655432809,"n":26,"dd":25.61245694458979,"winrate":50}]} https://runway.adityaperswal.workers.dev/data/crypto-bars

{"quality":{"symbol":"BTC","timeframe":"1Day","original":1346,"used":1346,"duplicates":0,"removed":0,"missing":0,"start":"2023-01-01 00:00:00+00:00","end":"2026-09-07 00:00:00+00:00"},"base":{"symbol":"BTC","timeframe":"1Day","window":"holdout","threshold":10,"slippage":0.001,"bars":250,"return_pct":-18.925773395221675,"drawdown_pct":19.282984832804328,"n":2,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":9.515207889532338,"expectancy_pct":-9.515207889532338,"quarterKelly":null,"open_trades":0,"returns":[-0.0030694778471695057,-0.18723467994347723]},"stress_return":-19.571782525521822,"development":[{"threshold":5,"slippage":0.001,"return":9.943883750082387,"n":11,"dd":11.973383147811045,"winrate":63.63636363636363},{"threshold":5,"slippage":0.003,"return":5.211214594212361,"n":11,"dd":12.860651516343314,"winrate":63.63636363636363},{"threshold":10,"slippage":0.001,"return":1.5463519599201936,"n":28,"dd":27.143943885044752,"winrate":57.14285714285714},{"threshold":10,"slippage":0.003,"return":-9.213111222283315,"n":28,"dd":31.386768133653618,"winrate":53.57142857142857},{"threshold":15,"slippage":0.001,"return":5.646454927796676,"n":37,"dd":24.035884759065816,"winrate":59.45945945945946},{"threshold":15,"slippage":0.003,"return":-8.887268520922516,"n":37,"dd":29.595250064521895,"winrate":56.75675675675676}]} https://runway.adityaperswal.workers.dev/data/crypto-bars

ReadSep8;issuercommercialpageUSDCcirculation74.33bnasofSep3 2026. TransparencyasofSep3 but7/30/365dayissued/redeemednumericalfieldsblankinaccessibletext; notzero. OneleveldoesnotidentifyinfloworBTCbuying. Renderingalsoshowsalltimetransactionvolume0.00Twhichisnotreliableeconomicdatumandisdiscardedasdisplaydefect. Closestsourceissuer,commercialinterest;supplynotallcryptoexchangeflows. https://www.circle.com/use-case/treasury-management ; https://www.circle.com/transparency

IssuerreadSep8 02:06UTC:shares1,384,960,000,netassets62,524,453,295,closing45.23,premium.19%,30daymedianspread.02%,allasofSep4. Benchmark79,265.50asofSep7 isdifferentdateanddoesnotupdatecreation/redemptionbaseline. No newissuerflowinferred; IEXclose45.22differsconsolidatedissuer45.23. https://www.ishares.com/us/products/333011/ishares-bitcoin-trust-etf

IssuerAug27 2026FY26resultspp1–2,readSep8. USDm Q4June30 AI70.5vs33.6March, mining66.7vs111.2,total137.2vs144.8,adjustedEBITDA19.2vs59.5,netloss684.0vs247.8. FYAI128.8,mining578.2,total707.0,netloss702.6,noncashimpairment638.8primarilymininghardwaredecommissioning. CurrentoperatingARR1bn asofAug26vs4bncontracted2026capacity,notGAAPrevenue;2.4bnnewfinancing9%fixed versus3.6bnMicrosoftfinancing6%excludingfees. Sourceclose financialissuer,promotionalARR caveated. https://iren.gcs-web.com/static-files/1cb9f4da-d4c7-4510-8bda-e475022b59f5

ReadSep8. July7 2026Labs governanceproposal saysv2/v3fees live11chains andpriorJunepeakburn186000UNIinoneday; promotionalproposer close toimplementation,notindependentaudit orcurrentaveragerate. Currenttoken docs sayburns sinceDec2025,noactiveinflation thoughgovernance maymintup to2% annually. Configurationdocs stillsayselectedv3pools whereasJul7 saysall: likelydifferentrolloutvintages; currentonchainconfigurationunverified. v4temperaturecheckisnotexecutedvote. NoSept8catalyst inferred. Peak186000/1bnlaunchsupply=.0186%; annualizingpeak invalid. https://gov.uniswap.org/t/temp-check-activate-v4-protocol-fees/26162 ; https://developers.uniswap.org/docs/ecosystem/governance/uni ; https://developers.uniswap.org/docs/protocols/protocol-fee/concepts/fees

249aligneddailyreturnsJan2–Sep7 2026; ordinaryleast squares contemporaneousBTC,descriptive not causal/predictive,no hypothesisfilter. {"n":249,"mean_daily_pct":-0.059711820871409395,"daily_vol_pct":3.4700104032467483,"q05_pct":-3.7781592386773872,"q95_pct":4.874533119122417,"corr_BTC":0.8706140608773635,"beta_BTC":1.2368532047117513,"alpha_daily_pct":-0.03933541662461141,"r2":0.757968842997373} https://runway.adityaperswal.workers.dev/data/crypto-bars

249aligneddailyreturnsJan2–Sep7 2026; ordinaryleast squares contemporaneousBTC,descriptive not causal/predictive,no hypothesisfilter. {"n":249,"mean_daily_pct":0.16028960909235565,"daily_vol_pct":4.370014342243649,"q05_pct":-5.69361613891064,"q95_pct":7.73124350842595,"corr_BTC":0.6637189789498389,"beta_BTC":1.1874868351537475,"alpha_daily_pct":0.17985273242717625,"r2":0.44052288301821674} https://runway.adityaperswal.workers.dev/data/crypto-bars

249aligneddailyreturnsJan2–Sep7 2026; ordinaryleast squares contemporaneousBTC,descriptive not causal/predictive,no hypothesisfilter. {"n":249,"mean_daily_pct":0.06048083891190658,"daily_vol_pct":3.351240947943699,"q05_pct":-4.524643778510693,"q95_pct":5.528801873614997,"corr_BTC":0.8603344402867409,"beta_BTC":1.180414858101857,"alpha_daily_pct":0.07992745572624041,"r2":0.7401753491434993} https://runway.adityaperswal.workers.dev/data/crypto-bars

249aligneddailyreturnsJan2–Sep7 2026; ordinaryleast squares contemporaneousBTC,descriptive not causal/predictive,no hypothesisfilter. {"n":249,"mean_daily_pct":-0.11435065534883745,"daily_vol_pct":2.59251672355794,"q05_pct":-3.5613857062678034,"q95_pct":3.7018396793821884,"corr_BTC":0.8016900409481523,"beta_BTC":0.8509220153718713,"alpha_daily_pct":-0.10033223270849015,"r2":0.6427069217554514} https://runway.adityaperswal.workers.dev/data/crypto-bars

249aligneddailyreturnsJan2–Sep7 2026; ordinaryleast squares contemporaneousBTC,descriptive not causal/predictive,no hypothesisfilter. {"n":249,"mean_daily_pct":-0.02424827512932645,"daily_vol_pct":3.3426215541594986,"q05_pct":-4.645441870912106,"q95_pct":5.473132026272058,"corr_BTC":0.8795846108805595,"beta_BTC":1.2037229382741437,"alpha_daily_pct":-0.004417671871008707,"r2":0.7736690876979049} https://runway.adityaperswal.workers.dev/data/crypto-bars