SOL/USD Monte Carlo six_hour_block_first_passage 72h = 0.8165117129755114
Crypto majors 2026-09-07 06:12
ComputedSep7 06:08UTC from downloadedhistory; fixedseeds90607 trades,90608paths. Simulated figures, not observed probabilities. {"symbol":"SOL/USD","kind":"six_hour_block_first_passage","paths":10000,"horizon_hours":72,"source_hours":2160,"stop_pct":5.871372778798519,"target_pct":8.807059168197778,"target_first_prob":0.1257,"stop_first_prob":0.1257,"neither_prob":0.7486,"net_mean_pct":0.8165117129755114,"net_quantiles_pct":[-8.04319410929875,-6.91860549238167,0.7896129285346998,8.720275151423722,9.929415226131082],"hypothetical_notional":131.50069221603326,"loss_exceeds_1pct_equity_prob":0.1163,"warning":"Unconditional path scenario, recent drift preserved, hourly endpoint checks miss intra-hour stops; no executable 15min fill model; ADR pending quality audit. Not a strategy edge."}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More ETH/USD Monte Carlo six_hour_block_first_passage 72h = 0.4604866692324897
Crypto majors 2026-09-07 06:12
ComputedSep7 06:08UTC from downloadedhistory; fixedseeds90607 trades,90608paths. Simulated figures, not observed probabilities. {"symbol":"ETH/USD","kind":"six_hour_block_first_passage","paths":10000,"horizon_hours":72,"source_hours":2160,"stop_pct":3.8646679211068973,"target_pct":5.7970018816603455,"target_first_prob":0.2286,"stop_first_prob":0.2258,"neither_prob":0.5456,"net_mean_pct":0.4604866692324897,"net_quantiles_pct":[-7.169593567637433,-5.362907073895033,0.44476933598681656,6.576964598125324,8.471011005544606],"hypothetical_notional":190.6054414432282,"loss_exceeds_1pct_equity_prob":0.2144,"warning":"Unconditional path scenario, recent drift preserved, hourly endpoint checks miss intra-hour stops; no executable 15min fill model; ADR pending quality audit. Not a strategy edge."}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More BTC/USD Monte Carlo six_hour_block_first_passage 72h = 0.05293081000119759
Crypto majors 2026-09-07 06:12
ComputedSep7 06:08UTC from downloadedhistory; fixedseeds90607 trades,90608paths. Simulated figures, not observed probabilities. {"symbol":"BTC/USD","kind":"six_hour_block_first_passage","paths":10000,"horizon_hours":72,"source_hours":2160,"stop_pct":3.149245494209274,"target_pct":4.723868241313911,"target_first_prob":0.1858,"stop_first_prob":0.2163,"neither_prob":0.5979,"net_mean_pct":0.05293081000119759,"net_quantiles_pct":[-6.113087882715506,-4.308451570554777,0.014683832469664093,4.906768710146448,6.488755278653431],"hypothetical_notional":212.7475,"loss_exceeds_1pct_equity_prob":0.0984,"warning":"Unconditional path scenario, recent drift preserved, hourly endpoint checks miss intra-hour stops; no executable 15min fill model; ADR pending quality audit. Not a strategy edge."}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More SOL/USD Monte Carlo trade_bootstrap 1Hour = 0.0779
Crypto majors 2026-09-07 06:12
ComputedSep7 06:08UTC from downloadedhistory; fixedseeds90607 trades,90608paths. Simulated figures, not observed probabilities. {"symbol":"SOL/USD","timeframe":"1Hour","kind":"trade_bootstrap","paths":10000,"n":109,"mean_ci_pct":[-1.11207783436682,0.2571267241423924],"prob_mean_positive":0.0779,"quarter_exposure_return_ci_pct":[-26.209425585185215,-15.443485824868974,5.989549630740536],"prob_loss_quarter":0.9345,"warning":"IID trades; small sample and reused history, not independent edge; hypothetical 25% account allocation not recommended"}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More ETH/USD Monte Carlo trade_bootstrap 1Hour = 0.0203
Crypto majors 2026-09-07 06:12
ComputedSep7 06:08UTC from downloadedhistory; fixedseeds90607 trades,90608paths. Simulated figures, not observed probabilities. {"symbol":"ETH/USD","timeframe":"1Hour","kind":"trade_bootstrap","paths":10000,"n":119,"mean_ci_pct":[-1.099674797390521,-0.04079168184592209],"prob_mean_positive":0.0203,"quarter_exposure_return_ci_pct":[-27.95693810169537,-19.218652890910803,-2.00291168339225],"prob_loss_quarter":0.9836,"warning":"IID trades; small sample and reused history, not independent edge; hypothetical 25% account allocation not recommended"}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More BTC/USD Monte Carlo trade_bootstrap 1Hour = 0
Crypto majors 2026-09-07 06:12
ComputedSep7 06:08UTC from downloadedhistory; fixedseeds90607 trades,90608paths. Simulated figures, not observed probabilities. {"symbol":"BTC/USD","timeframe":"1Hour","kind":"trade_bootstrap","paths":10000,"n":123,"mean_ci_pct":[-0.8477891110239385,-0.37637030958245765],"prob_mean_positive":0,"quarter_exposure_return_ci_pct":[-23.022634418295144,-17.125480390520025,-10.983334361188845],"prob_loss_quarter":1,"warning":"IID trades; small sample and reused history, not independent edge; hypothetical 25% account allocation not recommended"}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More SOL/USD Monte Carlo trade_bootstrap 1Day = 0.2693
Crypto majors 2026-09-07 06:12
ComputedSep7 06:08UTC from downloadedhistory; fixedseeds90607 trades,90608paths. Simulated figures, not observed probabilities. {"symbol":"SOL/USD","timeframe":"1Day","kind":"trade_bootstrap","paths":10000,"n":13,"mean_ci_pct":[-5.465654261609398,5.020931025708466],"prob_mean_positive":0.2693,"quarter_exposure_return_ci_pct":[-16.403604556765725,-5.697264257806034,16.506620311712258],"prob_loss_quarter":0.7373,"warning":"IID trades; small sample and reused history, not independent edge; hypothetical 25% account allocation not recommended"}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More ETH/USD Monte Carlo trade_bootstrap 1Day = 0.4081
Crypto majors 2026-09-07 06:12
ComputedSep7 06:08UTC from downloadedhistory; fixedseeds90607 trades,90608paths. Simulated figures, not observed probabilities. {"symbol":"ETH/USD","timeframe":"1Day","kind":"trade_bootstrap","paths":10000,"n":7,"mean_ci_pct":[-5.082950189315735,6.768398451587866],"prob_mean_positive":0.4081,"quarter_exposure_return_ci_pct":[-8.578845819821645,-1.0104452983854983,12.185598767328653],"prob_loss_quarter":0.6036,"warning":"IID trades; small sample and reused history, not independent edge; hypothetical 25% account allocation not recommended"}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More BTC/USD Monte Carlo trade_bootstrap 1Day = 0
Crypto majors 2026-09-07 06:12
ComputedSep7 06:08UTC from downloadedhistory; fixedseeds90607 trades,90608paths. Simulated figures, not observed probabilities. {"symbol":"BTC/USD","timeframe":"1Day","kind":"trade_bootstrap","paths":10000,"n":2,"mean_ci_pct":[-6.61613818245118,-2.3263473265251333],"prob_mean_positive":0,"quarter_exposure_return_ci_pct":[-3.280710788444785,-2.2260017301361623,-1.1597912308353053],"prob_loss_quarter":1,"warning":"IID trades; small sample and reused history, not independent edge; hypothetical 25% account allocation not recommended"}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More SOL/USD Calendar sensitivity 1Hour SMA168 lowvol=true = -60.10635678268213
Crypto majors 2026-09-07 06:11
ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"SOL/USD","timeframe":"1Hour","window":168,"vol_filter":true,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 15:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-74.57358092050977,"drawdown_pct":77.80655275335934,"n":189,"win_pct":23.28042328042328,"avg_win_pct":2.4755119432519397,"avg_loss_pct":1.6597116245877692,"quarter_kelly":0,"buyhold_pct":-33.404027855456505},"test":{"return_pct":-60.10635678268213,"drawdown_pct":63.13429208328253,"n":120,"win_pct":22.5,"avg_win_pct":2.4203030633398037,"avg_loss_pct":1.6605357443897715,"quarter_kelly":0,"buyhold_pct":-22.08100196390855},"stress":{"return_pct":-80.58185043716529,"drawdown_pct":81.24258623257381,"n":120,"win_pct":20,"avg_win_pct":2.0787405046590512,"avg_loss_pct":2.195870541513364,"quarter_kelly":0,"buyhold_pct":-22.08100196390855}}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More SOL/USD Calendar sensitivity 1Hour SMA168 lowvol=false = -49.238119151324845
Crypto majors 2026-09-07 06:11
ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"SOL/USD","timeframe":"1Hour","window":168,"vol_filter":false,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 15:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-67.1747292799874,"drawdown_pct":78.45034843820777,"n":161,"win_pct":11.180124223602485,"avg_win_pct":7.640835723695691,"avg_loss_pct":1.655309117449448,"quarter_kelly":0,"buyhold_pct":-33.404027855456505},"test":{"return_pct":-49.238119151324845,"drawdown_pct":60.975473151711704,"n":107,"win_pct":11.214953271028037,"avg_win_pct":5.200698903131276,"avg_loss_pct":1.3027159249263265,"quarter_kelly":0,"buyhold_pct":-22.08100196390855},"stress":{"return_pct":-73.28733409773052,"drawdown_pct":78.58304299040222,"n":107,"win_pct":7.476635514018691,"avg_win_pct":7.041230717618661,"avg_loss_pct":1.8362945172498244,"quarter_kelly":0,"buyhold_pct":-22.08100196390855},"selected":true}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More SOL/USD Calendar sensitivity 1Hour SMA72 lowvol=true = -70.32419614731359
Crypto majors 2026-09-07 06:11
ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"SOL/USD","timeframe":"1Hour","window":72,"vol_filter":true,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 15:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-77.73408374087519,"drawdown_pct":79.41986261657811,"n":243,"win_pct":22.22222222222222,"avg_win_pct":2.894024435555897,"avg_loss_pct":1.582273743360334,"quarter_kelly":0,"buyhold_pct":-33.404027855456505},"test":{"return_pct":-70.32419614731359,"drawdown_pct":72.80308267950197,"n":162,"win_pct":19.753086419753085,"avg_win_pct":2.198799746102939,"avg_loss_pct":1.4554778175766587,"quarter_kelly":0,"buyhold_pct":-22.08100196390855},"stress":{"return_pct":-88.77301650362396,"drawdown_pct":89.27347371263618,"n":162,"win_pct":16.666666666666664,"avg_win_pct":1.9212382278663402,"avg_loss_pct":1.9829800656307208,"quarter_kelly":0,"buyhold_pct":-22.08100196390855}}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More SOL/USD Calendar sensitivity 1Hour SMA72 lowvol=false = -61.43004578055474
Crypto majors 2026-09-07 06:11
ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"SOL/USD","timeframe":"1Hour","window":72,"vol_filter":false,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 15:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-69.82129340063193,"drawdown_pct":80.89096955545693,"n":234,"win_pct":14.102564102564102,"avg_win_pct":6.1318400966913735,"avg_loss_pct":1.5376876586770443,"quarter_kelly":0,"buyhold_pct":-33.404027855456505},"test":{"return_pct":-61.43004578055474,"drawdown_pct":70.32906397517529,"n":167,"win_pct":13.17365269461078,"avg_win_pct":4.156516743705834,"avg_loss_pct":1.245827918846873,"quarter_kelly":0,"buyhold_pct":-22.08100196390855},"stress":{"return_pct":-85.83943044071617,"drawdown_pct":88.41957361091285,"n":167,"win_pct":10.778443113772456,"avg_win_pct":4.393709632412245,"avg_loss_pct":1.8011857918233933,"quarter_kelly":0,"buyhold_pct":-22.08100196390855}}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More SOL/USD Calendar sensitivity 1Hour SMA24 lowvol=true = -79.23737748996233
Crypto majors 2026-09-07 06:11
ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"SOL/USD","timeframe":"1Hour","window":24,"vol_filter":true,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 15:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-88.8902781550064,"drawdown_pct":89.5496491941081,"n":343,"win_pct":22.157434402332363,"avg_win_pct":2.0955222529446695,"avg_loss_pct":1.3954172329531696,"quarter_kelly":0,"buyhold_pct":-33.404027855456505},"test":{"return_pct":-79.23737748996233,"drawdown_pct":79.50543643009178,"n":239,"win_pct":18.410041841004183,"avg_win_pct":1.7523054299333738,"avg_loss_pct":1.1876692330231442,"quarter_kelly":0,"buyhold_pct":-22.08100196390855},"stress":{"return_pct":-95.0512411455007,"drawdown_pct":95.03608887859741,"n":239,"win_pct":12.552301255230125,"avg_win_pct":1.8452089069113502,"avg_loss_pct":1.6889778131836473,"quarter_kelly":0,"buyhold_pct":-22.08100196390855}}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More SOL/USD Calendar sensitivity 1Hour SMA24 lowvol=false = -80.02384552998258
Crypto majors 2026-09-07 06:11
ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"SOL/USD","timeframe":"1Hour","window":24,"vol_filter":false,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 15:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-94.74187970819081,"drawdown_pct":96.13249509486575,"n":461,"win_pct":18.655097613882862,"avg_win_pct":3.1815073057107153,"avg_loss_pct":1.4748373446561989,"quarter_kelly":0,"buyhold_pct":-33.404027855456505},"test":{"return_pct":-80.02384552998258,"drawdown_pct":84.02002749609454,"n":303,"win_pct":15.841584158415841,"avg_win_pct":2.8855291397077947,"avg_loss_pct":1.147842749509512,"quarter_kelly":0,"buyhold_pct":-22.08100196390855},"stress":{"return_pct":-96.75694101728565,"drawdown_pct":97.14430534618225,"n":303,"win_pct":11.221122112211221,"avg_win_pct":3.33801737965665,"avg_loss_pct":1.670301494882953,"quarter_kelly":0,"buyhold_pct":-22.08100196390855}}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More ETH/USD Calendar sensitivity 1Hour SMA168 lowvol=true = -58.49127786597519
Crypto majors 2026-09-07 06:11
ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"ETH/USD","timeframe":"1Hour","window":168,"vol_filter":true,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 13:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-75.01195730403312,"drawdown_pct":76.64882876325578,"n":205,"win_pct":27.31707317073171,"avg_win_pct":1.8000384746649483,"avg_loss_pct":1.5799138559244825,"quarter_kelly":0,"buyhold_pct":-7.090384444641751},"test":{"return_pct":-58.49127786597519,"drawdown_pct":60.51247001447595,"n":120,"win_pct":27.500000000000004,"avg_win_pct":1.1943655889294764,"avg_loss_pct":1.4444665491839288,"quarter_kelly":0,"buyhold_pct":-20.250014360388313},"stress":{"return_pct":-79.7957140647725,"drawdown_pct":80.28808591540073,"n":120,"win_pct":16.666666666666664,"avg_win_pct":1.2049556624379743,"avg_loss_pct":1.821957010754427,"quarter_kelly":0,"buyhold_pct":-20.250014360388313}}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More ETH/USD Calendar sensitivity 1Hour SMA168 lowvol=false = -58.574446162336734
Crypto majors 2026-09-07 06:11
ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"ETH/USD","timeframe":"1Hour","window":168,"vol_filter":false,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 13:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-72.90466149190284,"drawdown_pct":75.91778335672821,"n":174,"win_pct":8.045977011494253,"avg_win_pct":9.431038777419053,"avg_loss_pct":1.5333827099802955,"quarter_kelly":0,"buyhold_pct":-7.090384444641751},"test":{"return_pct":-58.574446162336734,"drawdown_pct":66.9158842741608,"n":118,"win_pct":10.16949152542373,"avg_win_pct":4.177281755083314,"avg_loss_pct":1.259869640230063,"quarter_kelly":0,"buyhold_pct":-20.250014360388313},"stress":{"return_pct":-79.5927697979208,"drawdown_pct":82.7976626310336,"n":118,"win_pct":5.932203389830509,"avg_win_pct":6.425458728840372,"avg_loss_pct":1.7932126555083023,"quarter_kelly":0,"buyhold_pct":-20.250014360388313},"selected":true}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More ETH/USD Calendar sensitivity 1Hour SMA72 lowvol=true = -64.62434656911621
Crypto majors 2026-09-07 06:11
ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"ETH/USD","timeframe":"1Hour","window":72,"vol_filter":true,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 13:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-81.95781210269942,"drawdown_pct":82.89656674810423,"n":285,"win_pct":25.263157894736842,"avg_win_pct":1.836780076214968,"avg_loss_pct":1.4027193987132198,"quarter_kelly":0,"buyhold_pct":-7.090384444641751},"test":{"return_pct":-64.62434656911621,"drawdown_pct":66.09756628148011,"n":165,"win_pct":25.454545454545453,"avg_win_pct":1.1181881561140536,"avg_loss_pct":1.215053572082983,"quarter_kelly":0,"buyhold_pct":-20.250014360388313},"stress":{"return_pct":-86.85539117024693,"drawdown_pct":87.0990179413001,"n":165,"win_pct":15.757575757575756,"avg_win_pct":1.0291840260050176,"avg_loss_pct":1.640904697458737,"quarter_kelly":0,"buyhold_pct":-20.250014360388313}}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More ETH/USD Calendar sensitivity 1Hour SMA72 lowvol=false = -58.50011144161022
Crypto majors 2026-09-07 06:11
ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"ETH/USD","timeframe":"1Hour","window":72,"vol_filter":false,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 13:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-76.72014919788514,"drawdown_pct":78.10843394276041,"n":247,"win_pct":13.765182186234817,"avg_win_pct":5.291845515592775,"avg_loss_pct":1.462812007719174,"quarter_kelly":0,"buyhold_pct":-7.090384444641751},"test":{"return_pct":-58.50011144161022,"drawdown_pct":66.6613469600414,"n":165,"win_pct":15.757575757575756,"avg_win_pct":3.0034918753926094,"avg_loss_pct":1.160400533652742,"quarter_kelly":0,"buyhold_pct":-20.250014360388313},"stress":{"return_pct":-84.57979574443296,"drawdown_pct":86.64004164153638,"n":165,"win_pct":11.515151515151516,"avg_win_pct":3.397645661586015,"avg_loss_pct":1.6894999119360143,"quarter_kelly":0,"buyhold_pct":-20.250014360388313}}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More ETH/USD Calendar sensitivity 1Hour SMA24 lowvol=true = -73.99333367362655
Crypto majors 2026-09-07 06:11
ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"ETH/USD","timeframe":"1Hour","window":24,"vol_filter":true,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 13:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-92.10713633623234,"drawdown_pct":92.36814003428118,"n":397,"win_pct":19.899244332493705,"avg_win_pct":1.9243072833348953,"avg_loss_pct":1.2597292352083316,"quarter_kelly":0,"buyhold_pct":-7.090384444641751},"test":{"return_pct":-73.99333367362655,"drawdown_pct":74.22237040972432,"n":235,"win_pct":17.872340425531917,"avg_win_pct":1.5174004666437562,"avg_loss_pct":1.0188793958600202,"quarter_kelly":0,"buyhold_pct":-20.250014360388313},"stress":{"return_pct":-93.65075676926142,"drawdown_pct":93.65075676926142,"n":235,"win_pct":11.914893617021278,"avg_win_pct":1.5355553182879709,"avg_loss_pct":1.5300738336007103,"quarter_kelly":0,"buyhold_pct":-20.250014360388313}}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More ETH/USD Calendar sensitivity 1Hour SMA24 lowvol=false = -81.94434519873491
Crypto majors 2026-09-07 06:11
ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"ETH/USD","timeframe":"1Hour","window":24,"vol_filter":false,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 13:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-93.9483136934512,"drawdown_pct":94.15977919164057,"n":480,"win_pct":15.208333333333332,"avg_win_pct":3.5949825583676995,"avg_loss_pct":1.2917592671346152,"quarter_kelly":0,"buyhold_pct":-7.090384444641751},"test":{"return_pct":-81.94434519873491,"drawdown_pct":85.12806656694411,"n":318,"win_pct":13.522012578616351,"avg_win_pct":2.9700134716870323,"avg_loss_pct":1.0602523487365354,"quarter_kelly":0,"buyhold_pct":-20.250014360388313},"stress":{"return_pct":-97.32102154669174,"drawdown_pct":97.55981074280096,"n":318,"win_pct":9.433962264150944,"avg_win_pct":3.5173939137734282,"avg_loss_pct":1.5971833872899008,"quarter_kelly":0,"buyhold_pct":-20.250014360388313}}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More BTC/USD Calendar sensitivity 1Hour SMA168 lowvol=true = -52.1851116188622
Crypto majors 2026-09-07 06:11
ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"BTC/USD","timeframe":"1Hour","window":168,"vol_filter":true,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 13:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-66.04792756089931,"drawdown_pct":69.04777020650184,"n":195,"win_pct":24.102564102564102,"avg_win_pct":1.1314467135006339,"avg_loss_pct":1.0791567296137812,"quarter_kelly":0,"buyhold_pct":-5.796148198613182},"test":{"return_pct":-52.1851116188622,"drawdown_pct":52.23390581422426,"n":115,"win_pct":25.217391304347824,"avg_win_pct":0.9911125443723964,"avg_loss_pct":1.1805209889270263,"quarter_kelly":0,"buyhold_pct":-12.502556532743581},"stress":{"return_pct":-76.01739896008941,"drawdown_pct":76.01739896008952,"n":115,"win_pct":16.52173913043478,"avg_win_pct":0.7884044363718706,"avg_loss_pct":1.6317236889566762,"quarter_kelly":0,"buyhold_pct":-12.502556532743581},"selected":true}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More BTC/USD Calendar sensitivity 1Hour SMA168 lowvol=false = -37.620687900885216
Crypto majors 2026-09-07 06:11
ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"BTC/USD","timeframe":"1Hour","window":168,"vol_filter":false,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 13:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-74.88408449508479,"drawdown_pct":78.33637476330551,"n":184,"win_pct":9.239130434782608,"avg_win_pct":3.323246526414312,"avg_loss_pct":1.1492831529288503,"quarter_kelly":0,"buyhold_pct":-5.796148198613182},"test":{"return_pct":-37.620687900885216,"drawdown_pct":50.08721081040868,"n":96,"win_pct":13.541666666666666,"avg_win_pct":3.290467233558477,"avg_loss_pct":1.04957191042016,"quarter_kelly":0,"buyhold_pct":-12.502556532743581},"stress":{"return_pct":-64.93418839622511,"drawdown_pct":71.0875997440215,"n":96,"win_pct":10.416666666666668,"avg_win_pct":3.532762424140995,"avg_loss_pct":1.5956520638275093,"quarter_kelly":0,"buyhold_pct":-12.502556532743581}}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More BTC/USD Calendar sensitivity 1Hour SMA72 lowvol=true = -71.4279749770682
Crypto majors 2026-09-07 06:11
ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"BTC/USD","timeframe":"1Hour","window":72,"vol_filter":true,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 13:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-71.76178435492147,"drawdown_pct":73.57883417814406,"n":234,"win_pct":22.22222222222222,"avg_win_pct":1.2903045792692054,"avg_loss_pct":1.0533287189338172,"quarter_kelly":0,"buyhold_pct":-5.796148198613182},"test":{"return_pct":-71.4279749770682,"drawdown_pct":71.45713219186179,"n":177,"win_pct":19.2090395480226,"avg_win_pct":0.8267344314001729,"avg_loss_pct":1.0658244407470188,"quarter_kelly":0,"buyhold_pct":-12.502556532743581},"stress":{"return_pct":-90.12096254566936,"drawdown_pct":90.12096254566936,"n":177,"win_pct":9.03954802259887,"avg_win_pct":0.8603071822850444,"avg_loss_pct":1.5158143864426261,"quarter_kelly":0,"buyhold_pct":-12.502556532743581}}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More BTC/USD Calendar sensitivity 1Hour SMA72 lowvol=false = -66.03921622895899
Crypto majors 2026-09-07 06:11
ComputedSep7 06:10UTC; hourly-derived daily requires24bars/day; missing-calendar rows leftNaN for rolling indicators and previousclose signal, no fabricated execution prices. Originaltrain/test timestamps frozen; selection ontrain only. Internal consistency byconstruction NOT external data verification. {"symbol":"BTC/USD","timeframe":"1Hour","window":72,"vol_filter":false,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 13:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-82.18456787281478,"drawdown_pct":83.4018058388565,"n":246,"win_pct":9.34959349593496,"avg_win_pct":3.4689364924171455,"avg_loss_pct":1.1142949290557056,"quarter_kelly":0,"buyhold_pct":-5.796148198613182},"test":{"return_pct":-66.03921622895899,"drawdown_pct":69.38287674734225,"n":173,"win_pct":13.294797687861271,"avg_win_pct":2.5916619669154035,"avg_loss_pct":1.0947500796718816,"quarter_kelly":0,"buyhold_pct":-12.502556532743581},"stress":{"return_pct":-87.97252369274095,"drawdown_pct":88.33000976056134,"n":173,"win_pct":9.826589595375722,"avg_win_pct":2.7917687126826323,"avg_loss_pct":1.6391399803071416,"quarter_kelly":0,"buyhold_pct":-12.502556532743581}}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More