Notes

Measured Sep6 06UTC; note352fixedrule; fee25bp/slip10bp eachside timescost. Complete24hour daily signals,stopfirstintrabar ambiguity. Historical2026holdout previouslyinspected,notindependent. Kellyriskfractiondistinctfromnotional;actualsizezero. {"return_pct":-39.654577491897655,"drawdown_pct":49.82428977718713,"n":28,"win_pct":35.714285714285715,"avg_win_pct":5.712846357586622,"avg_loss_pct":5.62494282175547,"mean_pct":-1.5757324005618645,"ambiguous":0,"gap_exits":0,"target_exits":7,"stop_exits":10,"time_exits":11,"ledger_error":5.551115123125783e-17,"symbol":"SOL","variant":"base","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":-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":"base","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":-50.48865938626032,"drawdown_pct":58.35294147476427,"n":28,"win_pct":35.714285714285715,"avg_win_pct":5.712846357586622,"avg_loss_pct":6.557462124708392,"mean_pct":-2.1752090953173155,"ambiguous":0,"gap_exits":1,"target_exits":7,"stop_exits":9,"time_exits":11,"ledger_error":2.220446049250313e-16,"symbol":"SOL","variant":"base","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":-39.76799117829239,"drawdown_pct":50.56080560352674,"n":28,"win_pct":46.42857142857143,"avg_win_pct":5.103277437542864,"avg_loss_pct":7.200488244637461,"mean_pct":-1.4880256064823103,"ambiguous":0,"gap_exits":1,"target_exits":7,"stop_exits":9,"time_exits":11,"ledger_error":7.216449660063518e-16,"symbol":"SOL","variant":"base","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; preregistration352; vectorbt ledger fee25bp/slip10bp per side timescost. Complete24hour reconstructed daily signals; daily/hourly range exits, stopfirst ambiguity; historical2026holdout already seen in prior studies, not independent. {"return_pct":-36.002326337288444,"drawdown_pct":43.36402356960861,"n":33,"win_pct":39.39393939393939,"avg_win_pct":4.787106545167809,"avg_loss_pct":5.086865835664691,"mean_pct":-1.1971191401852215,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":4,"stop_exits":15,"time_exits":14,"ledger_error":6.106226635438361e-16,"symbol":"ETH","variant":"sensitivity_0.03_60","period":"train","timeframe":"hourly","cost":1} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; preregistration352; vectorbt ledger fee25bp/slip10bp per side timescost. Complete24hour reconstructed daily signals; daily/hourly range exits, stopfirst ambiguity; historical2026holdout already seen in prior studies, not independent. {"return_pct":-24.749772297607407,"drawdown_pct":38.191705297744804,"n":29,"win_pct":41.37931034482759,"avg_win_pct":5.101123552762225,"avg_loss_pct":5.001242724497015,"mean_pct":-0.8209532304587085,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":5,"stop_exits":12,"time_exits":12,"ledger_error":1.4155343563970746e-15,"symbol":"ETH","variant":"sensitivity_0.03_50","period":"train","timeframe":"hourly","cost":1} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; preregistration352; vectorbt ledger fee25bp/slip10bp per side timescost. Complete24hour reconstructed daily signals; daily/hourly range exits, stopfirst ambiguity; historical2026holdout already seen in prior studies, not independent. {"return_pct":-22.59035976650428,"drawdown_pct":38.92589600431502,"n":25,"win_pct":44,"avg_win_pct":4.037049406671802,"avg_loss_pct":4.774454778329393,"mean_pct":-0.8973929369288672,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":4,"stop_exits":9,"time_exits":12,"ledger_error":6.106226635438361e-16,"symbol":"ETH","variant":"sensitivity_0.03_40","period":"train","timeframe":"hourly","cost":1} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; preregistration352; vectorbt ledger fee25bp/slip10bp per side timescost. Complete24hour reconstructed daily signals; daily/hourly range exits, stopfirst ambiguity; historical2026holdout already seen in prior studies, not independent. {"return_pct":-31.635965698104627,"drawdown_pct":37.45671702662996,"n":41,"win_pct":43.90243902439025,"avg_win_pct":4.757405404796453,"avg_loss_pct":5.100122651231516,"mean_pct":-0.7724274071216759,"quarter_kelly":0,"ambiguous":0,"gap_exits":1,"target_exits":7,"stop_exits":17,"time_exits":16,"ledger_error":2.220446049250313e-15,"symbol":"ETH","variant":"sensitivity_0.02_60","period":"train","timeframe":"hourly","cost":1} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; preregistration352; vectorbt ledger fee25bp/slip10bp per side timescost. Complete24hour reconstructed daily signals; daily/hourly range exits, stopfirst ambiguity; historical2026holdout already seen in prior studies, not independent. {"return_pct":-25.573664842480078,"drawdown_pct":33.640801073124585,"n":35,"win_pct":42.857142857142854,"avg_win_pct":5.111686648073128,"avg_loss_pct":5.029331529074015,"mean_pct":-0.6831808817252389,"quarter_kelly":0,"ambiguous":0,"gap_exits":1,"target_exits":7,"stop_exits":14,"time_exits":13,"ledger_error":2.0539125955565396e-15,"symbol":"ETH","variant":"sensitivity_0.02_50","period":"train","timeframe":"hourly","cost":1} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; preregistration352; vectorbt ledger fee25bp/slip10bp per side timescost. Complete24hour reconstructed daily signals; daily/hourly range exits, stopfirst ambiguity; historical2026holdout already seen in prior studies, not independent. {"return_pct":-24.139555588417117,"drawdown_pct":35.0299808107171,"n":30,"win_pct":43.333333333333336,"avg_win_pct":4.534186510181482,"avg_loss_pct":4.8475218330377965,"mean_pct":-0.7821148843094424,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":6,"stop_exits":11,"time_exits":13,"ledger_error":1.887379141862766e-15,"symbol":"ETH","variant":"sensitivity_0.02_40","period":"train","timeframe":"hourly","cost":1} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; preregistration352; vectorbt ledger fee25bp/slip10bp per side timescost. Complete24hour reconstructed daily signals; daily/hourly range exits, stopfirst ambiguity; historical2026holdout already seen in prior studies, not independent. {"return_pct":-20.728782466983166,"drawdown_pct":31.78201924910866,"n":48,"win_pct":47.91666666666667,"avg_win_pct":4.803534543523424,"avg_loss_pct":5.055134007527185,"mean_pct":-0.3311886601487684,"quarter_kelly":0,"ambiguous":0,"gap_exits":1,"target_exits":10,"stop_exits":19,"time_exits":18,"ledger_error":2.248201624865942e-15,"symbol":"ETH","variant":"sensitivity_0.01_60","period":"train","timeframe":"hourly","cost":1} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; preregistration352; vectorbt ledger fee25bp/slip10bp per side timescost. Complete24hour reconstructed daily signals; daily/hourly range exits, stopfirst ambiguity; historical2026holdout already seen in prior studies, not independent. {"return_pct":-18.398324626285866,"drawdown_pct":28.442475645163857,"n":42,"win_pct":45.23809523809524,"avg_win_pct":5.05754231731605,"avg_loss_pct":4.781150533350145,"mean_pct":-0.330313291382105,"quarter_kelly":0,"ambiguous":0,"gap_exits":1,"target_exits":10,"stop_exits":16,"time_exits":15,"ledger_error":1.9984014443252818e-15,"symbol":"ETH","variant":"sensitivity_0.01_50","period":"train","timeframe":"hourly","cost":1} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; preregistration352; vectorbt ledger fee25bp/slip10bp per side timescost. Complete24hour reconstructed daily signals; daily/hourly range exits, stopfirst ambiguity; historical2026holdout already seen in prior studies, not independent. {"return_pct":-20.78992067852666,"drawdown_pct":37.046156280882556,"n":36,"win_pct":44.44444444444444,"avg_win_pct":4.584878655917328,"avg_loss_pct":4.58938514236078,"mean_pct":-0.5119345653482876,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":8,"stop_exits":13,"time_exits":15,"ledger_error":1.8596235662471372e-15,"symbol":"ETH","variant":"sensitivity_0.01_40","period":"train","timeframe":"hourly","cost":1} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; preregistration352; vectorbt ledger fee25bp/slip10bp per side timescost. Complete24hour reconstructed daily signals; daily/hourly range exits, stopfirst ambiguity; historical2026holdout already seen in prior studies, not independent. {"return_pct":-3.999138876175057,"drawdown_pct":14.081126061165216,"n":9,"win_pct":44.44444444444444,"avg_win_pct":3.2783859772321122,"avg_loss_pct":3.3237887806232824,"mean_pct":-0.389488888243107,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":3,"stop_exits":3,"time_exits":3,"ledger_error":5.551115123125783e-16,"symbol":"ETH","variant":"lowvol","period":"holdout","timeframe":"hourly","cost":2} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; preregistration352; vectorbt ledger fee25bp/slip10bp per side timescost. Complete24hour reconstructed daily signals; daily/hourly range exits, stopfirst ambiguity; historical2026holdout already seen in prior studies, not independent. {"return_pct":2.24356507886112,"drawdown_pct":11.64137340989856,"n":9,"win_pct":44.44444444444444,"avg_win_pct":4.003878983051407,"avg_loss_pct":2.6446736453012543,"mean_pct":0.31023863396659496,"quarter_kelly":0.019371129552107375,"ambiguous":0,"gap_exits":0,"target_exits":3,"stop_exits":3,"time_exits":3,"ledger_error":2.185751579730777e-16,"symbol":"ETH","variant":"lowvol","period":"holdout","timeframe":"hourly","cost":1} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; preregistration352; vectorbt ledger fee25bp/slip10bp per side timescost. Complete24hour reconstructed daily signals; daily/hourly range exits, stopfirst ambiguity; historical2026holdout already seen in prior studies, not independent. {"return_pct":-3.999138876175057,"drawdown_pct":13.936343639711025,"n":9,"win_pct":44.44444444444444,"avg_win_pct":3.2783859772321122,"avg_loss_pct":3.3237887806232824,"mean_pct":-0.389488888243107,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":3,"stop_exits":3,"time_exits":3,"ledger_error":5.551115123125783e-16,"symbol":"ETH","variant":"lowvol","period":"holdout","timeframe":"daily","cost":2} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; preregistration352; vectorbt ledger fee25bp/slip10bp per side timescost. Complete24hour reconstructed daily signals; daily/hourly range exits, stopfirst ambiguity; historical2026holdout already seen in prior studies, not independent. {"return_pct":2.24356507886112,"drawdown_pct":11.492479746287565,"n":9,"win_pct":44.44444444444444,"avg_win_pct":4.003878983051407,"avg_loss_pct":2.6446736453012543,"mean_pct":0.31023863396659496,"quarter_kelly":0.019371129552107375,"ambiguous":0,"gap_exits":0,"target_exits":3,"stop_exits":3,"time_exits":3,"ledger_error":2.185751579730777e-16,"symbol":"ETH","variant":"lowvol","period":"holdout","timeframe":"daily","cost":1} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; preregistration352; vectorbt ledger fee25bp/slip10bp per side timescost. Complete24hour reconstructed daily signals; daily/hourly range exits, stopfirst ambiguity; historical2026holdout already seen in prior studies, not independent. {"return_pct":-28.80292613268943,"drawdown_pct":34.4285023776926,"n":17,"win_pct":41.17647058823529,"avg_win_pct":3.498072293056425,"avg_loss_pct":5.605389378701067,"mean_pct":-1.85690516091857,"quarter_kelly":0,"ambiguous":0,"gap_exits":1,"target_exits":3,"stop_exits":8,"time_exits":5,"ledger_error":2.7755575615628914e-16,"symbol":"ETH","variant":"lowvol","period":"train","timeframe":"hourly","cost":2} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; preregistration352; vectorbt ledger fee25bp/slip10bp per side timescost. Complete24hour reconstructed daily signals; daily/hourly range exits, stopfirst ambiguity; historical2026holdout already seen in prior studies, not independent. {"return_pct":-19.805651954447274,"drawdown_pct":30.164546380293512,"n":17,"win_pct":41.17647058823529,"avg_win_pct":4.225108515145982,"avg_loss_pct":4.942301655700769,"mean_pct":-1.1674857029991654,"quarter_kelly":0,"ambiguous":0,"gap_exits":1,"target_exits":3,"stop_exits":8,"time_exits":5,"ledger_error":1.8596235662471372e-15,"symbol":"ETH","variant":"lowvol","period":"train","timeframe":"hourly","cost":1} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; preregistration352; vectorbt ledger fee25bp/slip10bp per side timescost. Complete24hour reconstructed daily signals; daily/hourly range exits, stopfirst ambiguity; historical2026holdout already seen in prior studies, not independent. {"return_pct":-28.959868349114902,"drawdown_pct":34.007596818601435,"n":16,"win_pct":37.5,"avg_win_pct":4.044264258007068,"avg_loss_pct":5.605389378701067,"mean_pct":-1.986769264935516,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":3,"stop_exits":8,"time_exits":5,"ledger_error":1.1102230246251565e-16,"symbol":"ETH","variant":"lowvol","period":"train","timeframe":"daily","cost":2} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; preregistration352; vectorbt ledger fee25bp/slip10bp per side timescost. Complete24hour reconstructed daily signals; daily/hourly range exits, stopfirst ambiguity; historical2026holdout already seen in prior studies, not independent. {"return_pct":-20.540600489472464,"drawdown_pct":30.206543931998866,"n":16,"win_pct":37.5,"avg_win_pct":4.7751372795068505,"avg_loss_pct":4.942301655700769,"mean_pct":-1.2982620549979118,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":3,"stop_exits":8,"time_exits":5,"ledger_error":1.3600232051658168e-15,"symbol":"ETH","variant":"lowvol","period":"train","timeframe":"daily","cost":1} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; preregistration352; vectorbt ledger fee25bp/slip10bp per side timescost. Complete24hour reconstructed daily signals; daily/hourly range exits, stopfirst ambiguity; historical2026holdout already seen in prior studies, not independent. {"return_pct":-3.715214203796586,"drawdown_pct":14.081126061165216,"n":10,"win_pct":50,"avg_win_pct":2.681859224616039,"avg_loss_pct":3.3237887806232824,"mean_pct":-0.3209647780036218,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":3,"stop_exits":3,"time_exits":4,"ledger_error":3.95516952522712e-16,"symbol":"ETH","variant":"base","period":"holdout","timeframe":"hourly","cost":2} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; preregistration352; vectorbt ledger fee25bp/slip10bp per side timescost. Complete24hour reconstructed daily signals; daily/hourly range exits, stopfirst ambiguity; historical2026holdout already seen in prior studies, not independent. {"return_pct":3.2663006154086545,"drawdown_pct":11.64137340989856,"n":10,"win_pct":50,"avg_win_pct":3.4031618474940113,"avg_loss_pct":2.6446736453012543,"mean_pct":0.37924410109637874,"quarter_kelly":0.027859687409198808,"ambiguous":0,"gap_exits":0,"target_exits":3,"stop_exits":3,"time_exits":4,"ledger_error":3.0531133177191805e-16,"symbol":"ETH","variant":"base","period":"holdout","timeframe":"hourly","cost":1} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; preregistration352; vectorbt ledger fee25bp/slip10bp per side timescost. Complete24hour reconstructed daily signals; daily/hourly range exits, stopfirst ambiguity; historical2026holdout already seen in prior studies, not independent. {"return_pct":-3.715214203796586,"drawdown_pct":13.936343639711025,"n":10,"win_pct":50,"avg_win_pct":2.681859224616039,"avg_loss_pct":3.3237887806232824,"mean_pct":-0.3209647780036218,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":3,"stop_exits":3,"time_exits":4,"ledger_error":3.95516952522712e-16,"symbol":"ETH","variant":"base","period":"holdout","timeframe":"daily","cost":2} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC; preregistration352; vectorbt ledger fee25bp/slip10bp per side timescost. Complete24hour reconstructed daily signals; daily/hourly range exits, stopfirst ambiguity; historical2026holdout already seen in prior studies, not independent. {"return_pct":3.2663006154086545,"drawdown_pct":11.492479746287565,"n":10,"win_pct":50,"avg_win_pct":3.4031618474940113,"avg_loss_pct":2.6446736453012543,"mean_pct":0.37924410109637874,"quarter_kelly":0.027859687409198808,"ambiguous":0,"gap_exits":0,"target_exits":3,"stop_exits":3,"time_exits":4,"ledger_error":3.0531133177191805e-16,"symbol":"ETH","variant":"base","period":"holdout","timeframe":"daily","cost":1} https://runway.adityaperswal.workers.dev/data/crypto-bars