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":-45.684872197067435,"drawdown_pct":50.76837621546171,"n":33,"win_pct":33.33333333333333,"avg_win_pct":3.3799220905333915,"avg_loss_pct":4.31873567383199,"mean_pct":-1.7525164190435298,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":6,"stop_exits":17,"time_exits":10,"ledger_error":9.43689570931383e-16,"symbol":"BTC","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":-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":"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":-45.684872197067435,"drawdown_pct":50.96924160491149,"n":33,"win_pct":33.33333333333333,"avg_win_pct":3.3799220905333915,"avg_loss_pct":4.31873567383199,"mean_pct":-1.7525164190435298,"quarter_kelly":0,"ambiguous":0,"gap_exits":0,"target_exits":6,"stop_exits":17,"time_exits":10,"ledger_error":9.43689570931383e-16,"symbol":"BTC","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":-31.570409196211415,"drawdown_pct":38.87254304390927,"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":"base","period":"train","timeframe":"daily","cost":1} https://runway.adityaperswal.workers.dev/data/crypto-bars

Daily returns on common complete-day dates; descriptive,not independence or futureforecast. {"n":246,"correlation":{"BTC":{"BTC":1,"ETH":0.9123442795139829,"SOL":0.8804164738927461},"ETH":{"BTC":0.9123442795139829,"ETH":1,"SOL":0.8802155182792646},"SOL":{"BTC":0.8804164738927461,"ETH":0.8802155182792646,"SOL":1}}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Daily returns on common complete-day dates; descriptive,not independence or futureforecast. {"n":484,"correlation":{"BTC":{"BTC":1,"ETH":0.7854539762244235,"SOL":0.7689136111470346},"ETH":{"BTC":0.7854539762244235,"ETH":1,"SOL":0.7684245458449049},"SOL":{"BTC":0.7689136111470346,"ETH":0.7684245458449049,"SOL":1}}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC from hourly reconstructed closes; train2024-2025(SOLstartsAug2024),holdoutJan1-Sep5 2026. Complete24hour days only,no return acrossmissingday. Annualization sqrt365; descriptive weekend split is not a trading rule. {"symbol":"SOL","period":"holdout","n":246,"daily_mean_pct":-0.02766908787476911,"daily_sd_pct":3.3530160514283156,"annual_vol_pct":64.05928171634937,"q01_pct":-8.15314511689014,"q05_pct":-4.657924647389558,"q95_pct":5.532443384105489,"q99_pct":9.386182127040781,"weekend_n":71,"weekend_sd_pct":2.6847105031780223,"weekday_sd_pct":3.595074303894992} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC from hourly reconstructed closes; train2024-2025(SOLstartsAug2024),holdoutJan1-Sep5 2026. Complete24hour days only,no return acrossmissingday. Annualization sqrt365; descriptive weekend split is not a trading rule. {"symbol":"SOL","period":"train","n":488,"daily_mean_pct":0.07916427966714945,"daily_sd_pct":4.254178642528334,"annual_vol_pct":81.27596884521672,"q01_pct":-8.97831990120249,"q05_pct":-6.256831355550106,"q95_pct":6.467074140102386,"q99_pct":11.268677728758334,"weekend_n":138,"weekend_sd_pct":4.039708027548975,"weekday_sd_pct":4.339538193860375} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC from hourly reconstructed closes; train2024-2025(SOLstartsAug2024),holdoutJan1-Sep5 2026. Complete24hour days only,no return acrossmissingday. Annualization sqrt365; descriptive weekend split is not a trading rule. {"symbol":"ETH","period":"holdout","n":246,"daily_mean_pct":-0.024821004923103733,"daily_sd_pct":3.3765613948658775,"annual_vol_pct":64.5091148711094,"q01_pct":-8.701280883173016,"q05_pct":-4.770655864713613,"q95_pct":5.118389140328378,"q99_pct":9.766276510535102,"weekend_n":71,"weekend_sd_pct":2.4975674645750265,"weekday_sd_pct":3.6788157520119347} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC from hourly reconstructed closes; train2024-2025(SOLstartsAug2024),holdoutJan1-Sep5 2026. Complete24hour days only,no return acrossmissingday. Annualization sqrt365; descriptive weekend split is not a trading rule. {"symbol":"ETH","period":"train","n":726,"daily_mean_pct":0.09007866128101569,"daily_sd_pct":3.6808995759412966,"annual_vol_pct":70.32348765654444,"q01_pct":-8.706948839382989,"q05_pct":-5.676797597016414,"q95_pct":6.202402885517405,"q99_pct":11.319190592135325,"weekend_n":206,"weekend_sd_pct":2.8288801485111823,"weekday_sd_pct":3.9698926576636095} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC from hourly reconstructed closes; train2024-2025(SOLstartsAug2024),holdoutJan1-Sep5 2026. Complete24hour days only,no return acrossmissingday. Annualization sqrt365; descriptive weekend split is not a trading rule. {"symbol":"BTC","period":"holdout","n":246,"daily_mean_pct":-0.011258380682519055,"daily_sd_pct":2.456185926673964,"annual_vol_pct":46.92536624079563,"q01_pct":-5.918939511903952,"q05_pct":-3.513596043980907,"q95_pct":4.284727806284744,"q99_pct":6.794277208045833,"weekend_n":71,"weekend_sd_pct":1.5596046047398326,"weekday_sd_pct":2.740695700290359} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep6 06UTC from hourly reconstructed closes; train2024-2025(SOLstartsAug2024),holdoutJan1-Sep5 2026. Complete24hour days only,no return acrossmissingday. Annualization sqrt365; descriptive weekend split is not a trading rule. {"symbol":"BTC","period":"train","n":726,"daily_mean_pct":0.1245099737760636,"daily_sd_pct":2.518070645984796,"annual_vol_pct":48.10767214314319,"q01_pct":-6.177429277520508,"q05_pct":-3.8343194269777587,"q95_pct":4.152595021248079,"q99_pct":8.123558044269725,"weekend_n":206,"weekend_sd_pct":1.7695938383015106,"weekday_sd_pct":2.7604790008755575} https://runway.adityaperswal.workers.dev/data/crypto-bars

Calculated Sep6 06UTC, assumptions25bp fee+10bp slippage eachside under vectorbt cashfees; flatprice roundtrip loss.6975568073%, gross breakeven.7024568428%,20 sequential fullallocationflatprice trades lose13.06419573%. Costs are modeled, not observed fills; fee-on-creditedcrypto convention differs slightly. Contextfundcash235.86 andsystemshortfall349.01 imply147.973374%fund-onlyreturn, not a forecast; no target orsize uses this requirement. https://docs.alpaca.markets/us/docs/crypto-fees

Read Sep6 06UTC, actual sandbox job14 Sep6 02:15:29Z; period Aug30-Sep5. Primary venue-derived v*VWAP estimates, not global volume or live Assets eligibility. Top10 includes stablecoins: USDC$12,888,634;USDG$2,103,309(only4/7days,lastdayzero);BTC$2,014,108;ETH$443,956;SOL$249,426;XRP$244,341;UNI$144,215;LTC$126,960;PAXG$122,879;LINK$119,636. Others7/7dailycoverage. UNI/LTC/LINK closingbreakouts do not override recorded rejected rules; XRPsmallN/PAXGrejected,stablecointurnovernotmomentumedge. No newcrosssectionalstrategyfit; BTC/ETH/SOLfixeddeepdive avoids survivor-selected newcoin testing. Fullavailablejoboutput already injournal; no claimhistoricalrawvolume universallyrepaired. https://runway.adityaperswal.workers.dev/data/crypto-bars

Read Sep6 2026 06UTC directly from venue documentation; table for 30-day volume $0-$100,000 gives maker .15%, taker .25%; page updated12monthsago. Venue receives fees, so source authoritative for schedule but economically interested. Fees charged on credited asset. This experiment assumes25bp fees+10bp slippage eachside; actual spread/slippage and account fee activities unavailable. Vectorbt cash-fee convention slightly differs from credited-coin convention; not treated as actual fill calibration. https://docs.alpaca.markets/us/docs/crypto-fees

Read04:16UTC,executed2026-09-06T04:15:30.594Z,next2026-09-07T04:15:30.594Z. Fulloutputchunk: fund=crypto research only eligible=0; completed-day aggregation quality, not alpha. Source=https://runway.adityaperswal.workers.dev/data/crypto-bars {"symbol":"BTC","day":"2026-09-05","hours":24,"daily":{"c":79841.951,"h":80211.8615,"l":79462.0805,"n":587,"o":79685.596,"t":"2026-09-05T00:00:00Z","v":0.496231404,"vw":79758.7406699591},"hour_aggregate":{"o":79685.596,"h":80211.8615,"l":79462.0805,"c":79841.951,"v":0.49623140399999993},"difference_pct":{"o":0.0,"h":0.0,"l":0.0,"c":0.0,"v":2.220446049250313e-14},"quality_pass":true,"eligible":0} {"symbol":"ETH","day":"2026-09-05","hours":24,"daily":{"c":2479.918,"h":2492.5945,"l":2445.4935,"n":212,"o":2456.82,"t":"2026-09-05T00:00:00Z","v":36.365778403,"vw":2458.3850090745},"hour_aggregate":{"o":2456.82,"h":2492.5945,"l":2445.4935,"c":2479.918,"v":36.365778403000014},"difference_pct":{"o":0.0,"h":0.0,"l":0.0,"c":0.0,"v":-4.440892098500626e-14},"quality_pass":true,"eligible":0} {"symbol":"SOL","day":"2026-09-05","hours":24,"daily":{"c":103.165,"h":104.358,"l":101.551,"n":130,"o":101.884,"t":"2026-09-05T00:00:00Z","v":67.839528356,"vw":102.8152706435},"hour_aggregate":{"o":101.884,"h":104.358,"l":101.551,"c":103.165,"v":67.83952835599999},"difference_pct":{"o":0.0,"h":0.0,"l":0.0,"c":0.0,"v":2.220446049250313e-14},"quality_pass":true,"eligible":0} coverage=3/3 quality_pass; eligible=0 https://runway.adityaperswal.workers.dev/data/crypto-bars

Read04:16UTC,executed2026-09-06T04:15:30.594Z,next2026-09-06T06:15:30.594Z. Fulloutputchunk: fund=crypto RESEARCH ONLY eligible=0; failed funding rule remains REJECT Sources https://www.okx.com/api/v5/public/time ; https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest {"clock_offset_s": 0.0549, "uncertainty_s": 0.1638, "rtt_s": 0.3175} {"symbol":"BTC","endpoint":"funding-rate","eligible":0,"ts":"1788668116807","local_age_s":27.655,"exchange_age_s":27.71,"fresh":true,"forecast_bp":0.306537,"settlement_field_bp":0.038667,"fundingTime":"1788681600000","settState":"settled"} {"symbol":"BTC","endpoint":"open-interest","eligible":0,"ts":"1788668144390","local_age_s":0.105,"exchange_age_s":0.16,"fresh":true,"oi_contracts":"2725800.78000000552","oi_coin":"27258.0078000000552","oi_usd":"2179460352.26226441360984"} {"symbol":"ETH","endpoint":"funding-rate","eligible":0,"ts":"1788668116871","local_age_s":27.602,"exchange_age_s":27.657,"fresh":true,"forecast_bp":0.623143,"settlement_field_bp":0.172141,"fundingTime":"1788681600000","settState":"settled"} {"symbol":"ETH","endpoint":"open-interest","eligible":0,"ts":"1788668144394","local_age_s":0.1,"exchange_age_s":0.155,"fresh":true,"oi_contracts":"5975645.6700000188","oi_coin":"597564.56700000188","oi_usd":"1497927051.3902447126336"} {"symbol":"SOL","endpoint":"funding-rate","eligible":0,"ts":"1788668118968","local_age_s":25.517,"exchange_age_s":25.572,"fresh":true,"forecast_bp":0.88715,"settlement_field_bp":0.328782,"fundingTime":"1788681600000","settState":"settled"} {"symbol":"SOL","endpoint":"open-interest","eligible":0,"ts":"1788668144392","local_age_s":0.09,"exchange_age_s":0.14 https://www.okx.com/api/v5/public/time

ReadSep6 04UTC. Soleclosedcrypto trade10entry81614.80 exit81548.70,notional137.2644226836,openedSep3 19:42:24.677 closed20:30:20.345 operatorliquidation. Grosspricereturnabout-.08099%; notnaturalstop/targetoutcome; noarrivalquote provided hence noorderslippageestimate. Open/queuedbooknone percurrentcontext. Existingclosedtradelessonrequirementnone; newrunlessons119-121recorded. query_trades fund=crypto trade10

MeasuredSep6fullhistorycomplete24hourdays. BTC:2025-07-10,07-11,11-23,11-26,11-29,12-02,12-03,12-07,12-08,12-13,12-14,12-18;2026-03-06,04-10. ETH:2025-11-23,11-26,11-29,12-02,12-03,12-07,12-08,12-13,12-14,12-18;2026-04-08,04-10. SOL:2025-07-12,11-23,11-26,11-29,12-02,12-03,12-07,12-08,12-13,12-14,12-18;2026-01-18. Notclaimedallerrors,onlyregisteredfieldthresholdunion. DirectDec2single-day matchesbroaderproxyfetch; recent36daydirectdaily/hourchecksagree. https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy sma-cross --fast20 --slow50 --days979 (flags spaced). PartialSep6 included,noholdout/costvalidation; notcomparablecausaltest. {"symbol":"SOL/USD","bars":742,"returnPct":-37.44258832946639,"buyAndHoldPct":-32.55961844197138,"maxDrawdownPct":67.00179226233838,"winRate":37.5,"avgTradePct":-6.056502207987364,"n":8} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy sma-cross --fast20 --slow50 --days979 (flags spaced). PartialSep6 included,noholdout/costvalidation; notcomparablecausaltest. {"symbol":"ETH/USD","bars":980,"returnPct":75.48895379012947,"buyAndHoldPct":6.671669777666289,"maxDrawdownPct":46.962037564044664,"winRate":50,"avgTradePct":5.741799872333026,"n":8} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy sma-cross --fast20 --slow50 --days979 (flags spaced). PartialSep6 included,noholdout/costvalidation; notcomparablecausaltest. {"symbol":"BTC/USD","bars":980,"returnPct":52.194813812919485,"buyAndHoldPct":81.01679825241159,"maxDrawdownPct":38.37241738613066,"winRate":33.33333333333333,"avgTradePct":3.30696313068263,"n":12} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 NumPyseed20260906,20kIIDbootstrap/scenariopaths,N3/3/4 inadequateforcalibratedprobabilities;20tradesnotforecastbydeadline. No serialcorrelation/tailsmodeled,forcedterminalwinnerincluded. {"n":4,"trade_returns":[-0.31837760642599533,-0.05346327684746459,-0.061123473203381386,0.07929700472016583],"mean95_iid_bootstrap_pct":[-25.214902403136264,4.419188523927903],"paths":20000,"trades":20,"exposure":0.1,"ending_equity_p05_p50_p95":[638.332261443736,711.470910066116,791.3037223119495],"loss_frequency":0.99885} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 NumPyseed20260906,20kIIDbootstrap/scenariopaths,N3/3/4 inadequateforcalibratedprobabilities;20tradesnotforecastbydeadline. No serialcorrelation/tailsmodeled,forcedterminalwinnerincluded. {"n":3,"trade_returns":[-0.2887008288487568,-0.078934160995787,0.32581701062548285],"mean95_iid_bootstrap_pct":[-28.870082884875682,32.581701062548284],"paths":20000,"trades":20,"exposure":0.1,"ending_equity_p05_p50_p95":[688.2488256670287,825.0700984589156,994.5532135272921],"loss_frequency":0.62845} https://runway.adityaperswal.workers.dev/data/crypto-bars