Notes

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":-41.74632789320022,"drawdown_pct":44.37684248699053,"n":35,"win_pct":42.857142857142854,"avg_win_pct":4.378465981318244,"avg_loss_pct":5.69181216352101,"mean_pct":-1.3759786728756154,"quarter_kelly":0,"ambiguous":0,"gap_exits":1,"target_exits":7,"stop_exits":14,"time_exits":13,"ledger_error":2.7755575615628914e-16,"symbol":"ETH","variant":"base","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":-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":"base","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":-41.874738513451234,"drawdown_pct":45.41353116394152,"n":34,"win_pct":41.17647058823529,"avg_win_pct":4.675433515458649,"avg_loss_pct":5.69181216352101,"mean_pct":-1.4229462957058558,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":7,"stop_exits":14,"time_exits":13,"ledger_error":1.1102230246251565e-16,"symbol":"ETH","variant":"base","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":-26.25575188881713,"drawdown_pct":34.786591871607776,"n":34,"win_pct":41.17647058823529,"avg_win_pct":5.410740270865439,"avg_loss_pct":5.029331529074015,"mean_pct":-0.7304784349812982,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":7,"stop_exits":14,"time_exits":13,"ledger_error":2.1649348980190553e-15,"symbol":"ETH","variant":"base","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":-21.805452669654187,"drawdown_pct":26.751270134304317,"n":23,"win_pct":34.78260869565217,"avg_win_pct":4.200320610130551,"avg_loss_pct":3.738313155908815,"mean_pct":-0.9770492372864271,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":4,"stop_exits":12,"time_exits":7,"ledger_error":6.38378239159465e-16,"symbol":"BTC","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":-20.36738814195326,"drawdown_pct":26.751270134304427,"n":21,"win_pct":33.33333333333333,"avg_win_pct":4.243661531008987,"avg_loss_pct":3.6132706051303107,"mean_pct":-0.9942932264172114,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":3,"stop_exits":11,"time_exits":7,"ledger_error":1.2490009027033011e-15,"symbol":"BTC","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":-20.75467092063902,"drawdown_pct":28.31904568089846,"n":19,"win_pct":31.57894736842105,"avg_win_pct":4.802199462267934,"avg_loss_pct":3.852658065374716,"mean_pct":-1.1195451619086159,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":3,"stop_exits":11,"time_exits":5,"ledger_error":7.771561172376096e-16,"symbol":"BTC","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":-32.86548628276338,"drawdown_pct":37.210498788081594,"n":35,"win_pct":34.285714285714285,"avg_win_pct":4.081023649675405,"avg_loss_pct":3.7267096424185264,"mean_pct":-1.049772513700607,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":6,"stop_exits":18,"time_exits":11,"ledger_error":8.881784197001252e-16,"symbol":"BTC","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":-31.570409196211415,"drawdown_pct":38.62212084263248,"n":33,"win_pct":33.33333333333333,"avg_win_pct":4.106128350528204,"avg_loss_pct":3.646609677673556,"mean_pct":-1.0623636682729694,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":6,"stop_exits":17,"time_exits":10,"ledger_error":1.2212453270876722e-15,"symbol":"BTC","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":-30.367989426615296,"drawdown_pct":37.543611173821034,"n":30,"win_pct":33.33333333333333,"avg_win_pct":4.427497791235493,"avg_loss_pct":3.8772455005207935,"mean_pct":-1.1089977366020314,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":6,"stop_exits":17,"time_exits":7,"ledger_error":1.2212453270876722e-15,"symbol":"BTC","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":-38.52036758693641,"drawdown_pct":42.499390549435866,"n":45,"win_pct":37.77777777777778,"avg_win_pct":3.6443864664049657,"avg_loss_pct":3.8133864362527525,"mean_pct":-0.9960055619153928,"quarter_kelly":0,"ambiguous":0,"gap_exits":1,"target_exits":8,"stop_exits":22,"time_exits":14,"ledger_error":1.1102230246251565e-15,"symbol":"BTC","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":-34.08917302997179,"drawdown_pct":40.88132450582218,"n":42,"win_pct":38.095238095238095,"avg_win_pct":3.6343561242868625,"avg_loss_pct":3.705999845682483,"mean_pct":-0.9096737618846371,"quarter_kelly":0,"ambiguous":0,"gap_exits":1,"target_exits":8,"stop_exits":20,"time_exits":13,"ledger_error":1.3322676295501878e-15,"symbol":"BTC","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":-28.34747418948612,"drawdown_pct":35.731311281283006,"n":40,"win_pct":42.5,"avg_win_pct":3.6578913074308854,"avg_loss_pct":3.9966934232672227,"mean_pct":-0.7434949127205265,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":9,"stop_exits":20,"time_exits":11,"ledger_error":1.7763568394002505e-15,"symbol":"BTC","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":-12.791926471498902,"drawdown_pct":16.502326935424694,"n":6,"win_pct":16.666666666666664,"avg_win_pct":2.5438805262893993,"avg_loss_pct":3.1835979756246373,"mean_pct":-2.2290182253056305,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":1,"stop_exits":3,"time_exits":2,"ledger_error":8.326672684688674e-17,"symbol":"BTC","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":-9.0511392772832,"drawdown_pct":13.327381812237949,"n":6,"win_pct":16.666666666666664,"avg_win_pct":3.2642138991191505,"avg_loss_pct":2.503498051011581,"mean_pct":-1.5422127259897924,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":1,"stop_exits":3,"time_exits":2,"ledger_error":2.914335439641036e-16,"symbol":"BTC","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":-12.791926471498902,"drawdown_pct":16.185379770518647,"n":6,"win_pct":16.666666666666664,"avg_win_pct":2.5438805262893993,"avg_loss_pct":3.1835979756246373,"mean_pct":-2.2290182253056305,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":1,"stop_exits":3,"time_exits":2,"ledger_error":8.326672684688674e-17,"symbol":"BTC","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":-9.0511392772832,"drawdown_pct":12.894610431647068,"n":6,"win_pct":16.666666666666664,"avg_win_pct":3.2642138991191505,"avg_loss_pct":2.503498051011581,"mean_pct":-1.5422127259897924,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":1,"stop_exits":3,"time_exits":2,"ledger_error":2.914335439641036e-16,"symbol":"BTC","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":-25.203776276741547,"drawdown_pct":28.42324021073238,"n":18,"win_pct":33.33333333333333,"avg_win_pct":2.7561797402598494,"avg_loss_pct":3.703727574642051,"mean_pct":-1.5504251363414177,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":5,"stop_exits":9,"time_exits":4,"ledger_error":1.6653345369377348e-16,"symbol":"BTC","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":-15.159858694757222,"drawdown_pct":19.207814251681977,"n":18,"win_pct":33.33333333333333,"avg_win_pct":3.478004437662696,"avg_loss_pct":3.0272813708209667,"mean_pct":-0.8588527679930791,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":5,"stop_exits":9,"time_exits":4,"ledger_error":1.2212453270876722e-15,"symbol":"BTC","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":-25.203776276741547,"drawdown_pct":29.89483948499354,"n":18,"win_pct":33.33333333333333,"avg_win_pct":2.7561797402598494,"avg_loss_pct":3.703727574642051,"mean_pct":-1.5504251363414177,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":5,"stop_exits":9,"time_exits":4,"ledger_error":1.6653345369377348e-16,"symbol":"BTC","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":-15.159858694757222,"drawdown_pct":20.757827299971567,"n":18,"win_pct":33.33333333333333,"avg_win_pct":3.478004437662696,"avg_loss_pct":3.0272813708209667,"mean_pct":-0.8588527679930791,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":5,"stop_exits":9,"time_exits":4,"ledger_error":1.2212453270876722e-15,"symbol":"BTC","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":-9.91515107068739,"drawdown_pct":18.25611390296973,"n":7,"win_pct":28.57142857142857,"avg_win_pct":2.921314732970204,"avg_loss_pct":3.1835979756246373,"mean_pct":-1.4393372017403967,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":2,"stop_exits":3,"time_exits":2,"ledger_error":0,"symbol":"BTC","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":-5.3910069797313005,"drawdown_pct":14.749712833150863,"n":7,"win_pct":28.57142857142857,"avg_win_pct":3.6442994434880305,"avg_loss_pct":2.503498051011581,"mean_pct":-0.7469844811545493,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":2,"stop_exits":3,"time_exits":2,"ledger_error":3.95516952522712e-16,"symbol":"BTC","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":-9.91515107068739,"drawdown_pct":17.14879698165901,"n":7,"win_pct":28.57142857142857,"avg_win_pct":2.921314732970204,"avg_loss_pct":3.1835979756246373,"mean_pct":-1.4393372017403967,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":2,"stop_exits":3,"time_exits":2,"ledger_error":0,"symbol":"BTC","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":-5.3910069797313005,"drawdown_pct":13.59489759211363,"n":7,"win_pct":28.57142857142857,"avg_win_pct":3.6442994434880305,"avg_loss_pct":2.503498051011581,"mean_pct":-0.7469844811545493,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":2,"stop_exits":3,"time_exits":2,"ledger_error":3.95516952522712e-16,"symbol":"BTC","variant":"base","period":"holdout","timeframe":"daily","cost":1} https://runway.adityaperswal.workers.dev/data/crypto-bars