Notes

A news scan found the following data: Computed on September 7 from 2160 joint hourly log returns, this is descriptive covariance for a shared block simulation, meaning the trade signals are not independent. The correlations are as follows: for BTC/USD, the correlation with BTC/USD is 1, with ETH/USD is 0.869177494070743, and with SOL/USD is 0.795271698748638. For ETH/USD, the correlation with BTC/USD is 0.869177494070743, with ETH/USD is 1, and with SOL/USD is 0.8023855994010716. For SOL/USD, the correlation with BTC/USD is 0.795271698748638, with ETH/USD is 0.8023855994010716, and with SOL/USD is 1. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'SOL/USD sensitivity latest 1Hour indicator interplay'. Completed daily on September 6 and hourly on September 7 at 05 UTC, the data shows that rv20 is the per-bar standard deviation, which is not annualized. The correlation is descriptive for the full sample, but not causal. The data for the symbol SOL/USD on a 1-hour timeframe has a last close of 105.14. The rv20 percentage is 0.4899829263883687, low volatility is true, and the selected window is 168 hours with no selected filter. A signal is true, with a momentum volatility correlation of -0.0008181236993012144 and a return lag 1 correlation of -0.022855923712490657. The recent range percentage is 0.9224541387454371. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'Completed daily Sep 6/hourly Sep 7 05UTC'. The term 'rv20' refers to the standard deviation of price movements per bar, not annualized. A correlation analysis was done on the full sample in a descriptive manner, not to determine cause. For the symbol ETH/USD, the last close price was 2504.821 on a 1-hour timeframe. The rv20 percentage was 0.277426124818002. The low volatility condition was true. The selected window was 168 and the selected filter was false. A signal was generated. The correlation between momentum and volatility was -0.09383888615077696, and the correlation between return and lag 1 was 0.015366784568707536. The recent range percentage was 0.5174547100126511. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'BTC/USD sensitivity latest 1Hour indicator interplay'. Completed daily on September 6 and hourly on September 7 at 05 UTC, the analysis shows that rv20 is the per-bar standard deviation, which is not annualized. The correlation is descriptive for the full sample, but not causal. The data includes the symbol BTC/USD, with a timeframe of 1 hour, and a last close price of 79746.772. The rv20 percentage is 0.2007986431831614, with low volatility indicated as true. The selected window is 168, and the selected filter is true, with a signal also being true. The momentum volatility correlation is -0.06983333139271423, the return lag 1 correlation is -0.009832261684740386, and the recent range percentage is 0.35862372224502326. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline about SOL/USD sensitivity with the latest 1Day indicator interplay. Completed daily on September 6 and hourly on September 7 at 05UTC, the data shows that rv20 is the per-bar standard deviation, which is not annualized. The correlation is based on the full sample and is descriptive, not causal. The data for the symbol SOL/USD on a 1Day timeframe has a last close price of 106.529. The rv20 percentage is 3.9020812525674464, low volatility is false, the selected window is 20, the selected filter is true, and the signal is false. The momentum volatility correlation is -0.04241266675761941 and the return lag 1 correlation is -0.043528880718987695. The recent range percentage is 5.871372778798519. https://runway.adityaperswal.workers.dev/data/crypto-bars

CompleteddailySep6/hourlySep7 05UTC;rv20 is per-bar standarddeviation notannualized. Correlation fullsample descriptive, notcausal. {"symbol":"ETH/USD","timeframe":"1Day","last_close":2515.445,"rv20_pct":4.68498486685757,"low_vol":false,"selected_window":100,"selected_filter":true,"signal":false,"momentum_vol_corr":0.014233912574859557,"return_lag1_corr":-0.011458317152841225,"recent_range_pct":3.8646679211068973} https://runway.adityaperswal.workers.dev/data/crypto-bars

CompleteddailySep6/hourlySep7 05UTC;rv20 is per-bar standarddeviation notannualized. Correlation fullsample descriptive, notcausal. {"symbol":"BTC/USD","timeframe":"1Day","last_close":80343.4945,"rv20_pct":2.900130131697874,"low_vol":false,"selected_window":100,"selected_filter":true,"signal":false,"momentum_vol_corr":-0.045271152936161387,"return_lag1_corr":-0.057562322061205096,"recent_range_pct":3.1492501111028304} https://runway.adityaperswal.workers.dev/data/crypto-bars

CompleteddailySep6/hourlySep7 05UTC;rv20 is per-bar standarddeviation notannualized. Correlation fullsample descriptive, notcausal. {"symbol":"SOL/USD","timeframe":"1Hour","last_close":105.14,"rv20_pct":0.48998292638836777,"low_vol":true,"selected_window":168,"selected_filter":false,"signal":true,"momentum_vol_corr":-0.01777827571807857,"return_lag1_corr":-0.02211409780669922,"recent_range_pct":0.9224541387454371} https://runway.adityaperswal.workers.dev/data/crypto-bars

CompleteddailySep6/hourlySep7 05UTC;rv20 is per-bar standarddeviation notannualized. Correlation fullsample descriptive, notcausal. {"symbol":"ETH/USD","timeframe":"1Hour","last_close":2504.821,"rv20_pct":0.277426124818002,"low_vol":true,"selected_window":168,"selected_filter":false,"signal":true,"momentum_vol_corr":-0.093236742094084,"return_lag1_corr":0.015297505528517785,"recent_range_pct":0.5174547100126511} https://runway.adityaperswal.workers.dev/data/crypto-bars

CompleteddailySep6/hourlySep7 05UTC;rv20 is per-bar standarddeviation notannualized. Correlation fullsample descriptive, notcausal. {"symbol":"BTC/USD","timeframe":"1Hour","last_close":79746.772,"rv20_pct":0.20079864318316254,"low_vol":true,"selected_window":168,"selected_filter":true,"signal":true,"momentum_vol_corr":-0.06919372668977794,"return_lag1_corr":-0.00983153564113109,"recent_range_pct":0.35862372224502326} https://runway.adityaperswal.workers.dev/data/crypto-bars

CompleteddailySep6/hourlySep7 05UTC;rv20 is per-bar standarddeviation notannualized. Correlation fullsample descriptive, notcausal. {"symbol":"SOL/USD","timeframe":"1Day","last_close":106.529,"rv20_pct":3.902081252567444,"low_vol":false,"selected_window":50,"selected_filter":false,"signal":true,"momentum_vol_corr":-0.05550753661392145,"return_lag1_corr":-0.03328457542637134,"recent_range_pct":5.871372778798519} https://runway.adityaperswal.workers.dev/data/crypto-bars

CompleteddailySep6/hourlySep7 05UTC;rv20 is per-bar standarddeviation notannualized. Correlation fullsample descriptive, notcausal. {"symbol":"ETH/USD","timeframe":"1Day","last_close":2515.445,"rv20_pct":4.6849848668575715,"low_vol":false,"selected_window":100,"selected_filter":true,"signal":false,"momentum_vol_corr":0.021907688651234287,"return_lag1_corr":-0.01066554728615778,"recent_range_pct":3.8646679211068973} https://runway.adityaperswal.workers.dev/data/crypto-bars

CompleteddailySep6/hourlySep7 05UTC;rv20 is per-bar standarddeviation notannualized. Correlation fullsample descriptive, notcausal. {"symbol":"BTC/USD","timeframe":"1Day","last_close":80343.4945,"rv20_pct":2.9000591477580984,"low_vol":false,"selected_window":100,"selected_filter":true,"signal":false,"momentum_vol_corr":-0.058843013085684015,"return_lag1_corr":-0.057855133816951114,"recent_range_pct":3.149245494209274} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:11UTC;10k shared six-hourblock paths from2160consecutive joint hourly returns;seed90608. Hourly endpoint first-passage at1ADRstop,1.5ADRtarget; gaps can overshoot; neither closesat72h. Demeaning removes eachcoin samplelogdrift; costbaseline25bpfees+5bpslip eachside,stressdouble. p99notional bounds simulated1stpercentile loss only, not worstcase nor proposedsize. {"symbol":"SOL/USD","demeaned":true,"cost_multiple":2,"paths":10000,"source_hours":2160,"source_start":"2026-06-09 06:00:00+00:00","source_end":"2026-09-07 05:00:00+00:00","mean_hourly_log_bp":2.075689724537866,"stop_pct":5.871372778798519,"target_pct":8.807059168197778,"stop_first_prob":0.1892,"target_first_prob":0.08,"neither_prob":0.7308,"net_mean_pct":-1.152078661999633,"net_p01_pct":-8.906891132063913,"net_median_pct":-1.3539577836945649,"net_p99_pct":8.952765164680386,"p99_risk_notional":95.54287656402597,"allocation":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:11UTC;10k shared six-hourblock paths from2160consecutive joint hourly returns;seed90608. Hourly endpoint first-passage at1ADRstop,1.5ADRtarget; gaps can overshoot; neither closesat72h. Demeaning removes eachcoin samplelogdrift; costbaseline25bpfees+5bpslip eachside,stressdouble. p99notional bounds simulated1stpercentile loss only, not worstcase nor proposedsize. {"symbol":"SOL/USD","demeaned":true,"cost_multiple":1,"paths":10000,"source_hours":2160,"source_start":"2026-06-09 06:00:00+00:00","source_end":"2026-09-07 05:00:00+00:00","mean_hourly_log_bp":2.075689724537866,"stop_pct":5.871372778798519,"target_pct":8.807059168197778,"stop_first_prob":0.1892,"target_first_prob":0.08,"neither_prob":0.7308,"net_mean_pct":-0.5553363992559928,"net_p01_pct":-8.356964465216468,"net_median_pct":-0.758434259820201,"net_p99_pct":9.610510099894867,"p99_risk_notional":101.83003691615637,"allocation":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:11UTC;10k shared six-hourblock paths from2160consecutive joint hourly returns;seed90608. Hourly endpoint first-passage at1ADRstop,1.5ADRtarget; gaps can overshoot; neither closesat72h. Demeaning removes eachcoin samplelogdrift; costbaseline25bpfees+5bpslip eachside,stressdouble. p99notional bounds simulated1stpercentile loss only, not worstcase nor proposedsize. {"symbol":"ETH/USD","demeaned":true,"cost_multiple":2,"paths":10000,"source_hours":2160,"source_start":"2026-06-09 06:00:00+00:00","source_end":"2026-09-07 05:00:00+00:00","mean_hourly_log_bp":1.8272866192170993,"stop_pct":3.8646679211068973,"target_pct":5.7970018816603455,"stop_first_prob":0.3114,"target_first_prob":0.1648,"neither_prob":0.5238,"net_mean_pct":-1.1829677390620907,"net_p01_pct":-7.954529822935223,"net_median_pct":-1.6156128243652534,"net_p99_pct":7.530262171367297,"p99_risk_notional":106.98181023174347,"allocation":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:11UTC;10k shared six-hourblock paths from2160consecutive joint hourly returns;seed90608. Hourly endpoint first-passage at1ADRstop,1.5ADRtarget; gaps can overshoot; neither closesat72h. Demeaning removes eachcoin samplelogdrift; costbaseline25bpfees+5bpslip eachside,stressdouble. p99notional bounds simulated1stpercentile loss only, not worstcase nor proposedsize. {"symbol":"ETH/USD","demeaned":true,"cost_multiple":1,"paths":10000,"source_hours":2160,"source_start":"2026-06-09 06:00:00+00:00","source_end":"2026-09-07 05:00:00+00:00","mean_hourly_log_bp":1.8272866192170993,"stop_pct":3.8646679211068973,"target_pct":5.7970018816603455,"stop_first_prob":0.3114,"target_first_prob":0.1648,"neither_prob":0.5238,"net_mean_pct":-0.5864119528522089,"net_p01_pct":-7.398853776284272,"net_median_pct":-1.021668904987516,"net_p99_pct":8.179419493979506,"p99_risk_notional":115.01646413498521,"allocation":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:11UTC;10k shared six-hourblock paths from2160consecutive joint hourly returns;seed90608. Hourly endpoint first-passage at1ADRstop,1.5ADRtarget; gaps can overshoot; neither closesat72h. Demeaning removes eachcoin samplelogdrift; costbaseline25bpfees+5bpslip eachside,stressdouble. p99notional bounds simulated1stpercentile loss only, not worstcase nor proposedsize. {"symbol":"BTC/USD","demeaned":true,"cost_multiple":2,"paths":10000,"source_hours":2160,"source_start":"2026-06-09 06:00:00+00:00","source_end":"2026-09-07 05:00:00+00:00","mean_hourly_log_bp":1.0681467363337618,"stop_pct":3.149245494209274,"target_pct":4.723868241313911,"stop_first_prob":0.2832,"target_first_prob":0.1414,"neither_prob":0.5754,"net_mean_pct":-1.1926541567997435,"net_p01_pct":-6.788246629774662,"net_median_pct":-1.4353435556160754,"net_p99_pct":5.630083501845954,"p99_risk_notional":125.36226899408469,"allocation":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:11UTC;10k shared six-hourblock paths from2160consecutive joint hourly returns;seed90608. Hourly endpoint first-passage at1ADRstop,1.5ADRtarget; gaps can overshoot; neither closesat72h. Demeaning removes eachcoin samplelogdrift; costbaseline25bpfees+5bpslip eachside,stressdouble. p99notional bounds simulated1stpercentile loss only, not worstcase nor proposedsize. {"symbol":"BTC/USD","demeaned":true,"cost_multiple":1,"paths":10000,"source_hours":2160,"source_start":"2026-06-09 06:00:00+00:00","source_end":"2026-09-07 05:00:00+00:00","mean_hourly_log_bp":1.0681467363337618,"stop_pct":3.149245494209274,"target_pct":4.723868241313911,"stop_first_prob":0.2832,"target_first_prob":0.1414,"neither_prob":0.5754,"net_mean_pct":-0.5961568472352013,"net_p01_pct":-6.2255297626161425,"net_median_pct":-0.840311355474499,"net_p99_pct":6.2677694965483655,"p99_risk_notional":136.69358792726902,"allocation":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:11UTC;10k shared six-hourblock paths from2160consecutive joint hourly returns;seed90608. Hourly endpoint first-passage at1ADRstop,1.5ADRtarget; gaps can overshoot; neither closesat72h. Demeaning removes eachcoin samplelogdrift; costbaseline25bpfees+5bpslip eachside,stressdouble. p99notional bounds simulated1stpercentile loss only, not worstcase nor proposedsize. {"symbol":"SOL/USD","demeaned":false,"cost_multiple":2,"paths":10000,"source_hours":2160,"source_start":"2026-06-09 06:00:00+00:00","source_end":"2026-09-07 05:00:00+00:00","mean_hourly_log_bp":2.075689724537866,"stop_pct":5.871372778798519,"target_pct":8.807059168197778,"stop_first_prob":0.1257,"target_first_prob":0.1257,"neither_prob":0.7486,"net_mean_pct":0.2115373368434619,"net_p01_pct":-8.595003632655459,"net_median_pct":0.18479996520159858,"net_p99_pct":9.269756621949957,"p99_risk_notional":99.00984762435563,"allocation":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:11UTC;10k shared six-hourblock paths from2160consecutive joint hourly returns;seed90608. Hourly endpoint first-passage at1ADRstop,1.5ADRtarget; gaps can overshoot; neither closesat72h. Demeaning removes eachcoin samplelogdrift; costbaseline25bpfees+5bpslip eachside,stressdouble. p99notional bounds simulated1stpercentile loss only, not worstcase nor proposedsize. {"symbol":"SOL/USD","demeaned":false,"cost_multiple":1,"paths":10000,"source_hours":2160,"source_start":"2026-06-09 06:00:00+00:00","source_end":"2026-09-07 05:00:00+00:00","mean_hourly_log_bp":2.075689724537866,"stop_pct":5.871372778798519,"target_pct":8.807059168197778,"stop_first_prob":0.1257,"target_first_prob":0.1257,"neither_prob":0.7486,"net_mean_pct":0.816511712975512,"net_p01_pct":-8.04319410929875,"net_median_pct":0.7896129285346998,"net_p99_pct":9.929415226131082,"p99_risk_notional":105.8024944364042,"allocation":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:11UTC;10k shared six-hourblock paths from2160consecutive joint hourly returns;seed90608. Hourly endpoint first-passage at1ADRstop,1.5ADRtarget; gaps can overshoot; neither closesat72h. Demeaning removes eachcoin samplelogdrift; costbaseline25bpfees+5bpslip eachside,stressdouble. p99notional bounds simulated1stpercentile loss only, not worstcase nor proposedsize. {"symbol":"ETH/USD","demeaned":false,"cost_multiple":2,"paths":10000,"source_hours":2160,"source_start":"2026-06-09 06:00:00+00:00","source_end":"2026-09-07 05:00:00+00:00","mean_hourly_log_bp":1.8272866192170993,"stop_pct":3.8646679211068973,"target_pct":5.7970018816603455,"stop_first_prob":0.2258,"target_first_prob":0.2286,"neither_prob":0.5456,"net_mean_pct":-0.1423512907008022,"net_p01_pct":-7.726645346788354,"net_median_pct":-0.15797430820678748,"net_p99_pct":7.820103916055957,"p99_risk_notional":110.13705972071324,"allocation":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:11UTC;10k shared six-hourblock paths from2160consecutive joint hourly returns;seed90608. Hourly endpoint first-passage at1ADRstop,1.5ADRtarget; gaps can overshoot; neither closesat72h. Demeaning removes eachcoin samplelogdrift; costbaseline25bpfees+5bpslip eachside,stressdouble. p99notional bounds simulated1stpercentile loss only, not worstcase nor proposedsize. {"symbol":"ETH/USD","demeaned":false,"cost_multiple":1,"paths":10000,"source_hours":2160,"source_start":"2026-06-09 06:00:00+00:00","source_end":"2026-09-07 05:00:00+00:00","mean_hourly_log_bp":1.8272866192170993,"stop_pct":3.8646679211068973,"target_pct":5.7970018816603455,"stop_first_prob":0.2258,"target_first_prob":0.2286,"neither_prob":0.5456,"net_mean_pct":0.4604866692324905,"net_p01_pct":-7.169593567637433,"net_median_pct":0.44476933598681656,"net_p99_pct":8.471011005544629,"p99_risk_notional":118.69431537113243,"allocation":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:11UTC;10k shared six-hourblock paths from2160consecutive joint hourly returns;seed90608. Hourly endpoint first-passage at1ADRstop,1.5ADRtarget; gaps can overshoot; neither closesat72h. Demeaning removes eachcoin samplelogdrift; costbaseline25bpfees+5bpslip eachside,stressdouble. p99notional bounds simulated1stpercentile loss only, not worstcase nor proposedsize. {"symbol":"BTC/USD","demeaned":false,"cost_multiple":2,"paths":10000,"source_hours":2160,"source_start":"2026-06-09 06:00:00+00:00","source_end":"2026-09-07 05:00:00+00:00","mean_hourly_log_bp":1.0681467363337618,"stop_pct":3.149245494209274,"target_pct":4.723868241313911,"stop_first_prob":0.2163,"target_first_prob":0.1858,"neither_prob":0.5979,"net_mean_pct":-0.547461510348974,"net_p01_pct":-6.67647948514295,"net_median_pct":-0.5854789774463853,"net_p99_pct":5.849743204190909,"p99_risk_notional":127.46088741734215,"allocation":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:11UTC;10k shared six-hourblock paths from2160consecutive joint hourly returns;seed90608. Hourly endpoint first-passage at1ADRstop,1.5ADRtarget; gaps can overshoot; neither closesat72h. Demeaning removes eachcoin samplelogdrift; costbaseline25bpfees+5bpslip eachside,stressdouble. p99notional bounds simulated1stpercentile loss only, not worstcase nor proposedsize. {"symbol":"BTC/USD","demeaned":false,"cost_multiple":1,"paths":10000,"source_hours":2160,"source_start":"2026-06-09 06:00:00+00:00","source_end":"2026-09-07 05:00:00+00:00","mean_hourly_log_bp":1.0681467363337618,"stop_pct":3.149245494209274,"target_pct":4.723868241313911,"stop_first_prob":0.2163,"target_first_prob":0.1858,"neither_prob":0.5979,"net_mean_pct":0.052930810001198134,"net_p01_pct":-6.113087882715506,"net_median_pct":0.014683832469664093,"net_p99_pct":6.488755278653431,"p99_risk_notional":139.2078792791672,"allocation":0} https://runway.adityaperswal.workers.dev/data/crypto-bars