Notes

[{"look":20,"slip":0.001,"return":18.7894406669781,"dd":5.893941714180451,"n":1,"win":100,"avgwin":3.241882010061703,"avgloss":null,"kelly":null},{"look":20,"slip":0.003,"return":18.079307211474223,"dd":6.269615726321598,"n":1,"win":100,"avgwin":2.82873952755901,"avgloss":null,"kelly":null}] Fees25bp/side,next-open. Spans480/240/2400observations atbaseline. Development2023-25afterlonggap; holdout2026Jan1–Sep7. Hypothetical markedreturns; no actualvenueexits. https://runway.adityaperswal.workers.dev/data/crypto-bars

[{"look":15,"slip":0.001,"return":78.42622385159957,"dd":35.416685085336105,"n":17,"win":35.294117647058826,"avgwin":30.381777903179202,"avgloss":6.681613900327275,"kelly":0.05265971618898409},{"look":20,"slip":0.001,"return":68.12153470600938,"dd":36.49470712546821,"n":16,"win":31.25,"avgwin":34.690050249640834,"avgloss":6.533577094466364,"kelly":0.045753799755831055},{"look":20,"slip":0.003,"return":57.69879634763277,"dd":38.000696520567665,"n":16,"win":31.25,"avgwin":34.151365801485234,"avgloss":6.9076956712905755,"kelly":0.043360352506709},{"look":30,"slip":0.001,"return":79.14296094050594,"dd":28.28537175961756,"n":14,"win":28.57142857142857,"avgwin":42.52555357733679,"avgloss":6.295755891549935,"kelly":0.04499171102541363}] Fees25bp/side,next-open. Spans480/240/2400observations atbaseline. Development2023-25afterlonggap; holdout2026Jan1–Sep7. Hypothetical markedreturns; no actualvenueexits. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"LTC/USD","hourly_n":32296,"daily_n":1346,"hourly_first":"2023-01-01 00:00:00+00:00","hourly_last":"2026-09-07 23:00:00+00:00","duplicates":0,"recent_days":99,"complete24h_days":99,"recent_close_mismatch_gt1bp":0,"max_close_diff_pct":0,"lastday_hours":24,"lastday_diff_pct":{"o":0,"h":0,"l":0,"c":0,"v":0}} CollectedSep8 00:05–00:13UTC; completepagination BTC161/ETH154/SOL109/LTC148pages. ExcludedSep8 00:00partialbar. SOL has417day gap, hourlymodel discards priorsegment. No duplicate timestamps. BTC smallclose differences are aggregationfeed differences, not evidence ofalpha. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"SOL/USD","hourly_n":22219,"daily_n":928,"hourly_first":"2023-01-01 00:00:00+00:00","hourly_last":"2026-09-07 23:00:00+00:00","duplicates":0,"recent_days":99,"complete24h_days":99,"recent_close_mismatch_gt1bp":0,"max_close_diff_pct":0,"lastday_hours":24,"lastday_diff_pct":{"o":0,"h":0,"l":0,"c":0,"v":-1.1102230246251565e-14}} CollectedSep8 00:05–00:13UTC; completepagination BTC161/ETH154/SOL109/LTC148pages. ExcludedSep8 00:00partialbar. SOL has417day gap, hourlymodel discards priorsegment. No duplicate timestamps. BTC smallclose differences are aggregationfeed differences, not evidence ofalpha. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"ETH/USD","hourly_n":32298,"daily_n":1346,"hourly_first":"2023-01-01 00:00:00+00:00","hourly_last":"2026-09-07 23:00:00+00:00","duplicates":0,"recent_days":99,"complete24h_days":99,"recent_close_mismatch_gt1bp":0,"max_close_diff_pct":0,"lastday_hours":24,"lastday_diff_pct":{"o":0,"h":0,"l":0,"c":0,"v":-2.220446049250313e-14}} CollectedSep8 00:05–00:13UTC; completepagination BTC161/ETH154/SOL109/LTC148pages. ExcludedSep8 00:00partialbar. SOL has417day gap, hourlymodel discards priorsegment. No duplicate timestamps. BTC smallclose differences are aggregationfeed differences, not evidence ofalpha. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"BTC/USD","hourly_n":32300,"daily_n":1346,"hourly_first":"2023-01-01 00:00:00+00:00","hourly_last":"2026-09-07 23:00:00+00:00","duplicates":0,"recent_days":99,"complete24h_days":99,"recent_close_mismatch_gt1bp":2,"max_close_diff_pct":0.03197223201543142,"lastday_hours":24,"lastday_diff_pct":{"o":0,"h":0,"l":0,"c":0,"v":0}} CollectedSep8 00:05–00:13UTC; completepagination BTC161/ETH154/SOL109/LTC148pages. ExcludedSep8 00:00partialbar. SOL has417day gap, hourlymodel discards priorsegment. No duplicate timestamps. BTC smallclose differences are aggregationfeed differences, not evidence ofalpha. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"cor":{"BTC/USD":{"BTC/USD":1,"ETH/USD":0.8843548511005044,"SOL/USD":0.7980414233489344,"LTC/USD":0.7189754119490077},"ETH/USD":{"BTC/USD":0.8843548511005044,"ETH/USD":1,"SOL/USD":0.7930241625976706,"LTC/USD":0.7068580889612495},"SOL/USD":{"BTC/USD":0.7980414233489344,"ETH/USD":0.7930241625976706,"SOL/USD":1,"LTC/USD":0.6301764120742674},"LTC/USD":{"BTC/USD":0.7189754119490077,"ETH/USD":0.7068580889612495,"SOL/USD":0.6301764120742674,"LTC/USD":1}},"beta":{"ETH/USD":1.2764788375527865,"SOL/USD":1.1552027109475247,"LTC/USD":0.8462700883238702},"oi":{"BTC":-0.6549390208937966,"ETH":-0.4531157984827394,"SOL":-0.760386413186287}} Daily log returns,OLS withintercept,90observations throughSep7;descriptive notcausal/predictive. CoinOI comparisonSep7 21:15–Sep8 00:03UTC,oneOKXvenue. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://www.okx.com/api/v5/public/open-interest

{"symbol":"LTC/USD","stop_scenario":52.33054812185,"target_scenario":60.9549537563,"stop_pct":5.207469707464946,"target_pct":10.414939414929892,"paths":10000,"source_days":90,"horizon_days":7,"target_first_pct":12.55,"stop_first_pct":15.329999999999998,"timeout_pct":72.11999999999999,"mean_payoff_pct":1.3411769396404059,"p05_payoff_pct":-7.008435916570882,"max_notional_risk_only":144.05321434397717,"approved_notional":0} Seed20260908,10000paths,circular3dayblocks from90dailylogreturns throughSep7. Startlastclose; stop1ADR,target2ADR. Actual simulated daily crossingprice includingovershoot,fees25bp/side+10bpslippage/side; no15minuteobservations. Positive recentdrift retained,nonstationary. Risk-onlysize isnominalstop-pluscost ceiling, notgapbound; approvedsize0. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"SOL/USD","stop_scenario":97.02618166225,"target_scenario":117.3761366755,"stop_pct":6.534390723151542,"target_pct":13.068781446303085,"paths":10000,"source_days":90,"horizon_days":7,"target_first_pct":15.6,"stop_first_pct":10.71,"timeout_pct":73.69,"mean_payoff_pct":2.908394069413321,"p05_payoff_pct":-7.999463923433183,"max_notional_risk_only":117.63119142523729,"approved_notional":0} Seed20260908,10000paths,circular3dayblocks from90dailylogreturns throughSep7. Startlastclose; stop1ADR,target2ADR. Actual simulated daily crossingprice includingovershoot,fees25bp/side+10bpslippage/side; no15minuteobservations. Positive recentdrift retained,nonstationary. Risk-onlysize isnominalstop-pluscost ceiling, notgapbound; approvedsize0. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"ETH/USD","stop_scenario":2368.030594264575,"target_scenario":2735.32331147085,"stop_pct":4.915992707995086,"target_pct":9.831985415990172,"paths":10000,"source_days":90,"horizon_days":7,"target_first_pct":17.87,"stop_first_pct":13.69,"timeout_pct":68.44,"mean_payoff_pct":2.3667810849949915,"p05_payoff_pct":-6.711475507381093,"max_notional_risk_only":151.52975515593295,"approved_notional":0} Seed20260908,10000paths,circular3dayblocks from90dailylogreturns throughSep7. Startlastclose; stop1ADR,target2ADR. Actual simulated daily crossingprice includingovershoot,fees25bp/side+10bpslippage/side; no15minuteobservations. Positive recentdrift retained,nonstationary. Risk-onlysize isnominalstop-pluscost ceiling, notgapbound; approvedsize0. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"BTC/USD","stop_scenario":76167.39969123865,"target_scenario":84955.6156175227,"stop_pct":3.7035697064645654,"target_pct":7.407139412929131,"paths":10000,"source_days":90,"horizon_days":7,"target_first_pct":14.23,"stop_first_pct":17.9,"timeout_pct":67.86999999999999,"mean_payoff_pct":0.893454154460043,"p05_payoff_pct":-5.5133520647623016,"max_notional_risk_only":193.2500350228867,"approved_notional":0} Seed20260908,10000paths,circular3dayblocks from90dailylogreturns throughSep7. Startlastclose; stop1ADR,target2ADR. Actual simulated daily crossingprice includingovershoot,fees25bp/side+10bpslippage/side; no15minuteobservations. Positive recentdrift retained,nonstationary. Risk-onlysize isnominalstop-pluscost ceiling, notgapbound; approvedsize0. https://runway.adityaperswal.workers.dev/data/crypto-bars

[{"window":"holdout","look":20,"slip":0.001,"return":9.088471452870035,"dd":10.059013636356118,"n":1,"win":0,"avgwin":null,"avgloss":7.22344440731754,"kelly":null},{"window":"holdout","look":20,"slip":0.003,"return":8.436331222614681,"dd":10.239075671118192,"n":1,"win":0,"avgwin":null,"avgloss":7.594809014567612,"kelly":null}] vectorbt next-open fees25bp/side; development2023-25 (SOLpostAug2024gap),fixed2026holdoutthroughSep7. Markedreturns includeopenhypotheticaltrade; closedN excludesit. Not executable venue exits. https://runway.adityaperswal.workers.dev/data/crypto-bars

[{"window":"development","look":15,"slip":0.001,"return":-64.66263752058227,"dd":65.19009783409244,"n":14,"win":28.57142857142857,"avgwin":17.76477090076799,"avgloss":15.19482525914326,"kelly":-0.08130977057285219},{"window":"development","look":20,"slip":0.001,"return":-70.10639726840365,"dd":70.55260173762336,"n":13,"win":23.076923076923077,"avgwin":20.854377932772806,"avgloss":16.022333341830027,"kelly":-0.09005690641921811},{"window":"development","look":20,"slip":0.003,"return":-71.62114638770025,"dd":71.9888864122084,"n":13,"win":23.076923076923077,"avgwin":20.370925874801483,"avgloss":16.358572538786387,"kelly":-0.09673755738679511},{"window":"development","look":30,"slip":0.001,"return":-60.161923848677226,"dd":60.75656370468396,"n":11,"win":27.27272727272727,"avgwin":18.332589777717757,"avgloss":16.08091530195358,"kelly":-0.09130480196429439}] vectorbt next-open fees25bp/side; development2023-25 (SOLpostAug2024gap),fixed2026holdoutthroughSep7. Markedreturns includeopenhypotheticaltrade; closedN excludesit. Not executable venue exits. https://runway.adityaperswal.workers.dev/data/crypto-bars

[{"window":"holdout","look":20,"slip":0.001,"return":11.42797134768127,"dd":12.827723549104997,"n":1,"win":0,"avgwin":null,"avgloss":8.05854242942352,"kelly":null},{"window":"holdout","look":20,"slip":0.003,"return":10.761845386580445,"dd":13.002242621078752,"n":1,"win":0,"avgwin":null,"avgloss":8.426573302053175,"kelly":null}] vectorbt next-open fees25bp/side; development2023-25 (SOLpostAug2024gap),fixed2026holdoutthroughSep7. Markedreturns includeopenhypotheticaltrade; closedN excludesit. Not executable venue exits. https://runway.adityaperswal.workers.dev/data/crypto-bars

[{"window":"development","look":15,"slip":0.001,"return":-31.31832479250814,"dd":44.980156417933834,"n":5,"win":20,"avgwin":8.676911498752593,"avgloss":10.574893501270012,"kelly":-0.19374787049033004},{"window":"development","look":20,"slip":0.001,"return":-18.549906127320337,"dd":34.75157076351266,"n":4,"win":25,"avgwin":8.676911498752592,"avgloss":8.861337453613983,"kelly":-0.12898527362431692},{"window":"development","look":20,"slip":0.003,"return":-19.842742956429436,"dd":35.65843069923626,"n":4,"win":25,"avgwin":8.2420722267837,"avgloss":9.226163546092858,"kelly":-0.14738722463155016},{"window":"development","look":30,"slip":0.001,"return":-27.6147222175599,"dd":35.09305462141654,"n":4,"win":25,"avgwin":2.254202344746737,"avgloss":10.689274931328015,"kelly":-0.8266123080830535}] vectorbt next-open fees25bp/side; development2023-25 (SOLpostAug2024gap),fixed2026holdoutthroughSep7. Markedreturns includeopenhypotheticaltrade; closedN excludesit. Not executable venue exits. https://runway.adityaperswal.workers.dev/data/crypto-bars

[{"window":"holdout","look":20,"slip":0.001,"return":3.907384948314029,"dd":7.24079999132321,"n":1,"win":0,"avgwin":null,"avgloss":5.692073579464417,"kelly":null},{"window":"holdout","look":20,"slip":0.003,"return":3.28621769715588,"dd":7.426504095444686,"n":1,"win":0,"avgwin":null,"avgloss":6.0695514618155135,"kelly":null}] vectorbt next-open fees25bp/side; development2023-25 (SOLpostAug2024gap),fixed2026holdoutthroughSep7. Markedreturns includeopenhypotheticaltrade; closedN excludesit. Not executable venue exits. https://runway.adityaperswal.workers.dev/data/crypto-bars

[{"window":"development","look":15,"slip":0.001,"return":-5.729542402435491,"dd":46.28348204247457,"n":15,"win":40,"avgwin":20.288874319507542,"avgloss":11.782272705407301,"kelly":0.012891130479732171},{"window":"development","look":20,"slip":0.001,"return":3.732167427964651,"dd":45.0679072746781,"n":13,"win":46.15384615384615,"avgwin":17.136622971204076,"avgloss":11.801173125053431,"kelly":0.02268143449470017},{"window":"development","look":20,"slip":0.003,"return":-1.524081230486827,"dd":45.831818222818654,"n":13,"win":46.15384615384615,"avgwin":16.668012294839958,"avgloss":12.154263311450977,"kelly":0.017223490863838148},{"window":"development","look":30,"slip":0.001,"return":62.413979380178844,"dd":32.17987263307831,"n":10,"win":60,"avgwin":15.864931549916674,"avgloss":8.971199059711681,"kelly":0.09345264565759315}] vectorbt next-open fees25bp/side; development2023-25 (SOLpostAug2024gap),fixed2026holdoutthroughSep7. Markedreturns includeopenhypotheticaltrade; closedN excludesit. Not executable venue exits. https://runway.adityaperswal.workers.dev/data/crypto-bars

[{"window":"holdout","look":20,"slip":0.001,"return":14.40622484785592,"dd":5.302638374771773,"n":1,"win":100,"avgwin":0.623008785506188,"avgloss":null,"kelly":null},{"window":"holdout","look":20,"slip":0.003,"return":13.722294632121265,"dd":5.492222682329806,"n":1,"win":100,"avgwin":0.22032091803549247,"avgloss":null,"kelly":null}] vectorbt next-open fees25bp/side; development2023-25 (SOLpostAug2024gap),fixed2026holdoutthroughSep7. Markedreturns includeopenhypotheticaltrade; closedN excludesit. Not executable venue exits. https://runway.adityaperswal.workers.dev/data/crypto-bars

[{"window":"development","look":15,"slip":0.001,"return":75.51993201374457,"dd":31.986347368739665,"n":13,"win":38.46153846153847,"avgwin":29.50048186923414,"avgloss":6.906424131312332,"kelly":0.060136577210833785},{"window":"development","look":20,"slip":0.001,"return":63.48616456146298,"dd":32.72428868312566,"n":12,"win":33.33333333333333,"avgwin":35.521212438757686,"avgloss":7.202561600955963,"kelly":0.04953868357124193},{"window":"development","look":20,"slip":0.003,"return":55.824154751634744,"dd":34.056442736571945,"n":12,"win":33.33333333333333,"avgwin":34.979209967936875,"avgloss":7.574009572952065,"kelly":0.04724518468782524},{"window":"development","look":30,"slip":0.001,"return":64.14191259680469,"dd":35.24210784656708,"n":10,"win":40,"avgwin":35.52121243875768,"avgloss":9.52690784201306,"kelly":0.05976949889405471}] vectorbt next-open fees25bp/side; development2023-25 (SOLpostAug2024gap),fixed2026holdoutthroughSep7. Markedreturns includeopenhypotheticaltrade; closedN excludesit. Not executable venue exits. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"LTC/USD","last":"2026-09-07 00:00:00+00:00","close":55.20535,"sma100":45.93123355265,"prior20high":55.4165,"prior10low":47.345,"entry_signal":false,"return1d_pct":0.4549147626209171,"return7d_pct":13.73131315004179,"adr20":2.8748018781499995,"atr14":2.4231062544999995,"vol30_ann_pct":57.556250966424486,"daily_n":1346,"start":"2023-01-01 00:00:00+00:00","original_n":1346,"big_gaps":0} Computed Sep8 from completed bars only. ADR20 mean high-low; ATR14 mean true range; volatility30 sample SD times sqrt365. Close-based census threshold differs from strategy high-based threshold; no entry for any of four. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"SOL/USD","last":"2026-09-07 00:00:00+00:00","close":103.8095,"sma100":79.15194005855,"prior20high":110.5357,"prior10low":97.132857,"entry_signal":false,"return1d_pct":-2.5528259910446938,"return7d_pct":0.7414200523069958,"adr20":6.783318337750001,"atr14":5.931411911071428,"vol30_ann_pct":64.46440761437051,"daily_n":743,"start":"2024-08-26 00:00:00+00:00","original_n":928,"big_gaps":1} Computed Sep8 from completed bars only. ADR20 mean high-low; ATR14 mean true range; volatility30 sample SD times sqrt365. Close-based census threshold differs from strategy high-based threshold; no entry for any of four. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"ETH/USD","last":"2026-09-07 00:00:00+00:00","close":2490.4615,"sma100":1925.0629299999998,"prior20high":2565.9,"prior10low":2355.79,"entry_signal":false,"return1d_pct":-0.9932039857758923,"return7d_pct":0.9332160725611827,"adr20":122.43090573542501,"atr14":92.35313654735715,"vol30_ann_pct":74.71166709822057,"daily_n":1346,"start":"2023-01-01 00:00:00+00:00","original_n":1346,"big_gaps":0} Computed Sep8 from completed bars only. ADR20 mean high-low; ATR14 mean true range; volatility30 sample SD times sqrt365. Close-based census threshold differs from strategy high-based threshold; no entry for any of four. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"BTC/USD","last":"2026-09-07 00:00:00+00:00","close":79096.805,"sma100":66525.03522,"prior20high":82233.502538071,"prior10low":76222.3285,"entry_signal":false,"return1d_pct":-1.5516993724986716,"return7d_pct":0.6742045799271068,"adr20":2929.4053087613493,"atr14":2377.906474981855,"vol30_ann_pct":48.109687023622364,"daily_n":1346,"start":"2023-01-01 00:00:00+00:00","original_n":1346,"big_gaps":0} Computed Sep8 from completed bars only. ADR20 mean high-low; ATR14 mean true range; volatility30 sample SD times sqrt365. Close-based census threshold differs from strategy high-based threshold; no entry for any of four. https://runway.adityaperswal.workers.dev/data/crypto-bars

RetrievedSep8 00:08UTC. Maintainerforumcallsummary datedSep3 retains agreedSepoliaOct6 anddefersHoodi; earlierSep28 proposal is notfinaldecision. Summarycontains internalnaming/typographical inconsistencies includingcallingHoodimainnetwork; do not repeatthat error or infermainnetactivation. Existingmonitor35 retained. No newlydated protocolcatalyst found inthissource. https://ethereum-magicians.org/t/all-core-devs-consensus-acdc-186-september-3-2026/29496

RetrievedSep8 00:08UTC primary issuerpages: IBIT shares1384960000 andETHA464560000 datedSep4 remainpreviousbaseline, no newer creation/redemption observation. IBITnetassets62524453295USD,ETHA8605007316USD datedSep4. Benchmarklevels79265.50BTC and2493.34ETH datedSep7 differ indate andarepricelevels,notflows. ETHA reverse splitnotice still afterOct5close/adjustedOct6;ratio notprovided here. AUM andsecondaryvolume notusedasflow. https://www.ishares.com/us/products/333011/ishares-bitcoin-trust-etf ; https://www.ishares.com/us/products/337614/ishares-ethereum-trust-etf