Notes

CalculatedSep6 06UTC fromvenuebars. Train2024-25(SOLstartsAug2024),historicalevaluationJan1-Sep5 2026. Regimes are overlapping descriptive5dayreturns,not independenttrades. Simulations20kpathsseed2026090606,circular2tradebootstrap andunconditional24hourblockpaths,notforecast/tradeauthorization. {"symbol":"BTC","period":"train","bull":false,"lowvol":false,"n":61,"mean_forward5_pct":1.4859934140782685,"median_forward5_pct":1.8110532721205885} https://runway.adityaperswal.workers.dev/data/crypto-bars

CalculatedSep6 06UTC fromvenuebars. Train2024-25(SOLstartsAug2024),historicalevaluationJan1-Sep5 2026. Regimes are overlapping descriptive5dayreturns,not independenttrades. Simulations20kpathsseed2026090606,circular2tradebootstrap andunconditional24hourblockpaths,notforecast/tradeauthorization. {"symbol":"SOL","hours":17768,"missing":7,"duplicate":0,"complete_days":737,"first":"2024-08-26 16:00:00+00:00","last":"2026-09-05 23:00:00+00:00","max_daily_close_diff_pct":0.115373887466097,"sha256":"44fd28334204420d210168c0e2d6d8d6cecd9fb6554871739929f1ecddba8040","missing_timestamps":["2025-10-10 23:00:00+00:00","2025-10-11 00:00:00+00:00","2025-10-11 02:00:00+00:00","2025-10-11 05:00:00+00:00","2025-10-11 06:00:00+00:00","2025-10-11 08:00:00+00:00","2026-03-12 17:00:00+00:00"],"invalid_ohlcv":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

CalculatedSep6 06UTC fromvenuebars. Train2024-25(SOLstartsAug2024),historicalevaluationJan1-Sep5 2026. Regimes are overlapping descriptive5dayreturns,not independenttrades. Simulations20kpathsseed2026090606,circular2tradebootstrap andunconditional24hourblockpaths,notforecast/tradeauthorization. {"symbol":"ETH","hours":23496,"missing":4,"duplicate":0,"complete_days":976,"first":"2024-01-01 00:00:00+00:00","last":"2026-09-05 23:00:00+00:00","max_daily_close_diff_pct":0.09229312604202011,"sha256":"d575ee13410b3c123a3424a5fcee0eda7187f86033c29a8045736ce11cb6cc36","missing_timestamps":["2024-06-19 14:00:00+00:00","2024-06-19 15:00:00+00:00","2025-10-25 08:00:00+00:00","2026-03-12 17:00:00+00:00"],"invalid_ohlcv":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

CalculatedSep6 06UTC fromvenuebars. Train2024-25(SOLstartsAug2024),historicalevaluationJan1-Sep5 2026. Regimes are overlapping descriptive5dayreturns,not independenttrades. Simulations20kpathsseed2026090606,circular2tradebootstrap andunconditional24hourblockpaths,notforecast/tradeauthorization. {"symbol":"BTC","hours":23496,"missing":4,"duplicate":0,"complete_days":976,"first":"2024-01-01 00:00:00+00:00","last":"2026-09-05 23:00:00+00:00","max_daily_close_diff_pct":0.09466344180356634,"sha256":"2a7ffbd0c749fd8633eb4879eaa7c8f3e0ce5cbc1022d636df1b3d3df86f2946","missing_timestamps":["2024-06-19 14:00:00+00:00","2024-06-19 15:00:00+00:00","2025-06-28 12:00:00+00:00","2026-03-12 17:00:00+00:00"],"invalid_ohlcv":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; note352fixedrule; fee25bp/slip10bp eachside timescost. Complete24hour daily signals,stopfirstintrabar ambiguity. Historical2026holdout previouslyinspected,notindependent. Kellyriskfractiondistinctfromnotional;actualsizezero. {"return_pct":-25.28944132510247,"drawdown_pct":43.62896704192774,"n":28,"win_pct":50,"avg_win_pct":5.022673325524134,"avg_loss_pct":6.644136794502346,"mean_pct":-0.8107317344891063,"ambiguous":0,"gap_exits":0,"target_exits":6,"stop_exits":10,"time_exits":12,"ledger_error":1.3322676295501878e-15,"symbol":"SOL","variant":"sensitivity_0.03_60","period":"train","timeframe":"hourly","cost":1,"quarter_kelly_risk_fraction":0,"quarter_kelly_notional_fraction":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; note352fixedrule; fee25bp/slip10bp eachside timescost. Complete24hour daily signals,stopfirstintrabar ambiguity. Historical2026holdout previouslyinspected,notindependent. Kellyriskfractiondistinctfromnotional;actualsizezero. {"return_pct":-19.203006838897647,"drawdown_pct":38.46194079889623,"n":27,"win_pct":51.85185185185185,"avg_win_pct":4.950989067330578,"avg_loss_pct":6.5093417370861735,"mean_pct":-0.5669479866478576,"ambiguous":0,"gap_exits":0,"target_exits":7,"stop_exits":9,"time_exits":11,"ledger_error":1.27675647831893e-15,"symbol":"SOL","variant":"sensitivity_0.03_50","period":"train","timeframe":"hourly","cost":1,"quarter_kelly_risk_fraction":0,"quarter_kelly_notional_fraction":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; note352fixedrule; fee25bp/slip10bp eachside timescost. Complete24hour daily signals,stopfirstintrabar ambiguity. Historical2026holdout previouslyinspected,notindependent. Kellyriskfractiondistinctfromnotional;actualsizezero. {"return_pct":-14.393790967507902,"drawdown_pct":41.666036832780016,"n":23,"win_pct":52.17391304347826,"avg_win_pct":5.503125702508851,"avg_loss_pct":6.894052829871492,"mean_pct":-0.4259596825426175,"ambiguous":0,"gap_exits":0,"target_exits":7,"stop_exits":7,"time_exits":9,"ledger_error":1.3322676295501878e-15,"symbol":"SOL","variant":"sensitivity_0.03_40","period":"train","timeframe":"hourly","cost":1,"quarter_kelly_risk_fraction":0,"quarter_kelly_notional_fraction":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; note352fixedrule; fee25bp/slip10bp eachside timescost. Complete24hour daily signals,stopfirstintrabar ambiguity. Historical2026holdout previouslyinspected,notindependent. Kellyriskfractiondistinctfromnotional;actualsizezero. {"return_pct":-32.11813286834425,"drawdown_pct":48.90372807600437,"n":29,"win_pct":44.827586206896555,"avg_win_pct":5.180475869443616,"avg_loss_pct":6.218783613216345,"mean_pct":-1.108770741679121,"ambiguous":0,"gap_exits":0,"target_exits":6,"stop_exits":11,"time_exits":12,"ledger_error":9.43689570931383e-16,"symbol":"SOL","variant":"sensitivity_0.02_60","period":"train","timeframe":"hourly","cost":1,"quarter_kelly_risk_fraction":0,"quarter_kelly_notional_fraction":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; note352fixedrule; fee25bp/slip10bp eachside timescost. Complete24hour daily signals,stopfirstintrabar ambiguity. Historical2026holdout previouslyinspected,notindependent. Kellyriskfractiondistinctfromnotional;actualsizezero. {"return_pct":-26.58801042747291,"drawdown_pct":44.22019179685326,"n":28,"win_pct":46.42857142857143,"avg_win_pct":5.103277437542864,"avg_loss_pct":6.073604351369928,"mean_pct":-0.8843378065175603,"ambiguous":0,"gap_exits":0,"target_exits":7,"stop_exits":10,"time_exits":11,"ledger_error":9.992007221626409e-16,"symbol":"SOL","variant":"sensitivity_0.02_50","period":"train","timeframe":"hourly","cost":1,"quarter_kelly_risk_fraction":0,"quarter_kelly_notional_fraction":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; note352fixedrule; fee25bp/slip10bp eachside timescost. Complete24hour daily signals,stopfirstintrabar ambiguity. Historical2026holdout previouslyinspected,notindependent. Kellyriskfractiondistinctfromnotional;actualsizezero. {"return_pct":-26.963093266196246,"drawdown_pct":47.124473546305964,"n":25,"win_pct":44,"avg_win_pct":5.733297106866848,"avg_loss_pct":6.315518901616766,"mean_pct":-1.0140398578839762,"ambiguous":0,"gap_exits":0,"target_exits":7,"stop_exits":9,"time_exits":9,"ledger_error":8.881784197001252e-16,"symbol":"SOL","variant":"sensitivity_0.02_40","period":"train","timeframe":"hourly","cost":1,"quarter_kelly_risk_fraction":0,"quarter_kelly_notional_fraction":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; note352fixedrule; fee25bp/slip10bp eachside timescost. Complete24hour daily signals,stopfirstintrabar ambiguity. Historical2026holdout previouslyinspected,notindependent. Kellyriskfractiondistinctfromnotional;actualsizezero. {"return_pct":-22.504925459566365,"drawdown_pct":50.993789765939425,"n":34,"win_pct":50,"avg_win_pct":5.6465052109440546,"avg_loss_pct":6.6585518971482,"mean_pct":-0.5060233431020728,"ambiguous":0,"gap_exits":0,"target_exits":10,"stop_exits":12,"time_exits":12,"ledger_error":1.8318679906315083e-15,"symbol":"SOL","variant":"sensitivity_0.01_60","period":"train","timeframe":"hourly","cost":1,"quarter_kelly_risk_fraction":0,"quarter_kelly_notional_fraction":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; note352fixedrule; fee25bp/slip10bp eachside timescost. Complete24hour daily signals,stopfirstintrabar ambiguity. Historical2026holdout previouslyinspected,notindependent. Kellyriskfractiondistinctfromnotional;actualsizezero. {"return_pct":-23.228590710885825,"drawdown_pct":50.99378976593958,"n":34,"win_pct":50,"avg_win_pct":5.587471115961126,"avg_loss_pct":6.6585518971482,"mean_pct":-0.535540390593537,"ambiguous":0,"gap_exits":0,"target_exits":11,"stop_exits":12,"time_exits":11,"ledger_error":1.4988010832439613e-15,"symbol":"SOL","variant":"sensitivity_0.01_50","period":"train","timeframe":"hourly","cost":1,"quarter_kelly_risk_fraction":0,"quarter_kelly_notional_fraction":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; note352fixedrule; fee25bp/slip10bp eachside timescost. Complete24hour daily signals,stopfirstintrabar ambiguity. Historical2026holdout previouslyinspected,notindependent. Kellyriskfractiondistinctfromnotional;actualsizezero. {"return_pct":-16.522506685336595,"drawdown_pct":46.589391550939666,"n":30,"win_pct":50,"avg_win_pct":6.114044697254483,"avg_loss_pct":6.800352952577564,"mean_pct":-0.3431541276615402,"ambiguous":0,"gap_exits":0,"target_exits":11,"stop_exits":10,"time_exits":9,"ledger_error":1.0269562977782698e-15,"symbol":"SOL","variant":"sensitivity_0.01_40","period":"train","timeframe":"hourly","cost":1,"quarter_kelly_risk_fraction":0,"quarter_kelly_notional_fraction":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; note352fixedrule; fee25bp/slip10bp eachside timescost. Complete24hour daily signals,stopfirstintrabar ambiguity. Historical2026holdout previouslyinspected,notindependent. Kellyriskfractiondistinctfromnotional;actualsizezero. {"return_pct":-19.606866571669627,"drawdown_pct":25.905447704860407,"n":9,"win_pct":22.22222222222222,"avg_win_pct":3.6872097010716365,"avg_loss_pct":4.046013037696381,"mean_pct":-2.3275190957479333,"ambiguous":0,"gap_exits":0,"target_exits":1,"stop_exits":4,"time_exits":4,"ledger_error":2.7755575615628914e-17,"symbol":"SOL","variant":"lowvol","period":"holdout","timeframe":"hourly","cost":2,"quarter_kelly_risk_fraction":0,"quarter_kelly_notional_fraction":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; note352fixedrule; fee25bp/slip10bp eachside timescost. Complete24hour daily signals,stopfirstintrabar ambiguity. Historical2026holdout previouslyinspected,notindependent. Kellyriskfractiondistinctfromnotional;actualsizezero. {"return_pct":-14.379095423206238,"drawdown_pct":21.91236528102728,"n":9,"win_pct":22.22222222222222,"avg_win_pct":4.415574544492317,"avg_loss_pct":3.3719712644547477,"mean_pct":-1.6414055291331775,"ambiguous":0,"gap_exits":0,"target_exits":1,"stop_exits":4,"time_exits":4,"ledger_error":9.159339953157541e-16,"symbol":"SOL","variant":"lowvol","period":"holdout","timeframe":"hourly","cost":1,"quarter_kelly_risk_fraction":0,"quarter_kelly_notional_fraction":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; note352fixedrule; fee25bp/slip10bp eachside timescost. Complete24hour daily signals,stopfirstintrabar ambiguity. Historical2026holdout previouslyinspected,notindependent. Kellyriskfractiondistinctfromnotional;actualsizezero. {"return_pct":-19.606866571669627,"drawdown_pct":25.232119176455313,"n":9,"win_pct":22.22222222222222,"avg_win_pct":3.6872097010716365,"avg_loss_pct":4.046013037696381,"mean_pct":-2.3275190957479333,"ambiguous":0,"gap_exits":0,"target_exits":1,"stop_exits":4,"time_exits":4,"ledger_error":2.7755575615628914e-17,"symbol":"SOL","variant":"lowvol","period":"holdout","timeframe":"daily","cost":2,"quarter_kelly_risk_fraction":0,"quarter_kelly_notional_fraction":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; note352fixedrule; fee25bp/slip10bp eachside timescost. Complete24hour daily signals,stopfirstintrabar ambiguity. Historical2026holdout previouslyinspected,notindependent. Kellyriskfractiondistinctfromnotional;actualsizezero. {"return_pct":-14.379095423206238,"drawdown_pct":20.92561334352948,"n":9,"win_pct":22.22222222222222,"avg_win_pct":4.415574544492317,"avg_loss_pct":3.3719712644547477,"mean_pct":-1.6414055291331775,"ambiguous":0,"gap_exits":0,"target_exits":1,"stop_exits":4,"time_exits":4,"ledger_error":9.159339953157541e-16,"symbol":"SOL","variant":"lowvol","period":"holdout","timeframe":"daily","cost":1,"quarter_kelly_risk_fraction":0,"quarter_kelly_notional_fraction":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; note352fixedrule; fee25bp/slip10bp eachside timescost. Complete24hour daily signals,stopfirstintrabar ambiguity. Historical2026holdout previouslyinspected,notindependent. Kellyriskfractiondistinctfromnotional;actualsizezero. {"return_pct":-28.80083851071622,"drawdown_pct":34.59270450762021,"n":15,"win_pct":33.33333333333333,"avg_win_pct":5.099716831053858,"avg_loss_pct":5.694218779144292,"mean_pct":-2.0962402424115756,"ambiguous":0,"gap_exits":0,"target_exits":4,"stop_exits":7,"time_exits":4,"ledger_error":3.3306690738754696e-16,"symbol":"SOL","variant":"lowvol","period":"train","timeframe":"hourly","cost":2,"quarter_kelly_risk_fraction":0,"quarter_kelly_notional_fraction":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; note352fixedrule; fee25bp/slip10bp eachside timescost. Complete24hour daily signals,stopfirstintrabar ambiguity. Historical2026holdout previouslyinspected,notindependent. Kellyriskfractiondistinctfromnotional;actualsizezero. {"return_pct":-20.918243852631797,"drawdown_pct":29.851895485093994,"n":15,"win_pct":33.33333333333333,"avg_win_pct":5.838004022057479,"avg_loss_pct":5.031755050294589,"mean_pct":-1.4085020261772334,"ambiguous":0,"gap_exits":0,"target_exits":4,"stop_exits":7,"time_exits":4,"ledger_error":7.216449660063518e-16,"symbol":"SOL","variant":"lowvol","period":"train","timeframe":"hourly","cost":1,"quarter_kelly_risk_fraction":0,"quarter_kelly_notional_fraction":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; note352fixedrule; fee25bp/slip10bp eachside timescost. Complete24hour daily signals,stopfirstintrabar ambiguity. Historical2026holdout previouslyinspected,notindependent. Kellyriskfractiondistinctfromnotional;actualsizezero. {"return_pct":-28.80083851071622,"drawdown_pct":37.04147125458338,"n":15,"win_pct":33.33333333333333,"avg_win_pct":5.099716831053858,"avg_loss_pct":5.694218779144292,"mean_pct":-2.0962402424115756,"ambiguous":0,"gap_exits":0,"target_exits":4,"stop_exits":7,"time_exits":4,"ledger_error":3.3306690738754696e-16,"symbol":"SOL","variant":"lowvol","period":"train","timeframe":"daily","cost":2,"quarter_kelly_risk_fraction":0,"quarter_kelly_notional_fraction":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; note352fixedrule; fee25bp/slip10bp eachside timescost. Complete24hour daily signals,stopfirstintrabar ambiguity. Historical2026holdout previouslyinspected,notindependent. Kellyriskfractiondistinctfromnotional;actualsizezero. {"return_pct":-20.918243852631797,"drawdown_pct":31.851136032966878,"n":15,"win_pct":33.33333333333333,"avg_win_pct":5.838004022057479,"avg_loss_pct":5.031755050294589,"mean_pct":-1.4085020261772334,"ambiguous":0,"gap_exits":0,"target_exits":4,"stop_exits":7,"time_exits":4,"ledger_error":7.216449660063518e-16,"symbol":"SOL","variant":"lowvol","period":"train","timeframe":"daily","cost":1,"quarter_kelly_risk_fraction":0,"quarter_kelly_notional_fraction":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; note352fixedrule; fee25bp/slip10bp eachside timescost. Complete24hour daily signals,stopfirstintrabar ambiguity. Historical2026holdout previouslyinspected,notindependent. Kellyriskfractiondistinctfromnotional;actualsizezero. {"return_pct":-19.606866571669627,"drawdown_pct":25.905447704860407,"n":9,"win_pct":22.22222222222222,"avg_win_pct":3.6872097010716365,"avg_loss_pct":4.046013037696381,"mean_pct":-2.3275190957479333,"ambiguous":0,"gap_exits":0,"target_exits":1,"stop_exits":4,"time_exits":4,"ledger_error":2.7755575615628914e-17,"symbol":"SOL","variant":"base","period":"holdout","timeframe":"hourly","cost":2,"quarter_kelly_risk_fraction":0,"quarter_kelly_notional_fraction":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; note352fixedrule; fee25bp/slip10bp eachside timescost. Complete24hour daily signals,stopfirstintrabar ambiguity. Historical2026holdout previouslyinspected,notindependent. Kellyriskfractiondistinctfromnotional;actualsizezero. {"return_pct":-14.379095423206238,"drawdown_pct":21.91236528102728,"n":9,"win_pct":22.22222222222222,"avg_win_pct":4.415574544492317,"avg_loss_pct":3.3719712644547477,"mean_pct":-1.6414055291331775,"ambiguous":0,"gap_exits":0,"target_exits":1,"stop_exits":4,"time_exits":4,"ledger_error":9.159339953157541e-16,"symbol":"SOL","variant":"base","period":"holdout","timeframe":"hourly","cost":1,"quarter_kelly_risk_fraction":0,"quarter_kelly_notional_fraction":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; note352fixedrule; fee25bp/slip10bp eachside timescost. Complete24hour daily signals,stopfirstintrabar ambiguity. Historical2026holdout previouslyinspected,notindependent. Kellyriskfractiondistinctfromnotional;actualsizezero. {"return_pct":-19.606866571669627,"drawdown_pct":25.232119176455313,"n":9,"win_pct":22.22222222222222,"avg_win_pct":3.6872097010716365,"avg_loss_pct":4.046013037696381,"mean_pct":-2.3275190957479333,"ambiguous":0,"gap_exits":0,"target_exits":1,"stop_exits":4,"time_exits":4,"ledger_error":2.7755575615628914e-17,"symbol":"SOL","variant":"base","period":"holdout","timeframe":"daily","cost":2,"quarter_kelly_risk_fraction":0,"quarter_kelly_notional_fraction":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; note352fixedrule; fee25bp/slip10bp eachside timescost. Complete24hour daily signals,stopfirstintrabar ambiguity. Historical2026holdout previouslyinspected,notindependent. Kellyriskfractiondistinctfromnotional;actualsizezero. {"return_pct":-14.379095423206238,"drawdown_pct":20.92561334352948,"n":9,"win_pct":22.22222222222222,"avg_win_pct":4.415574544492317,"avg_loss_pct":3.3719712644547477,"mean_pct":-1.6414055291331775,"ambiguous":0,"gap_exits":0,"target_exits":1,"stop_exits":4,"time_exits":4,"ledger_error":9.159339953157541e-16,"symbol":"SOL","variant":"base","period":"holdout","timeframe":"daily","cost":1,"quarter_kelly_risk_fraction":0,"quarter_kelly_notional_fraction":0} https://runway.adityaperswal.workers.dev/data/crypto-bars