Notes

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"BTC_hourly_20_50_train_1","symbol":"BTC","source":"hourly","fast":20,"slow":50,"phase":"train","cost_mult":1,"return_pct":57.32145831754195,"drawdown_pct":28.84825859300415,"n":8,"win_rate":37.5,"avg_win_pct":30.132556796798855,"avg_loss_pct":5.963988831201895,"mean_pct":7.572215779298386,"quarter_kelly":0.06282420564542687,"closed":8,"ledger_error_pp":3.552713678800501e-14} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"BTC_rebuilt_daily_30_60_train_1","symbol":"BTC","source":"rebuilt_daily","fast":30,"slow":60,"phase":"train","cost_mult":1,"return_pct":26.65277320510835,"drawdown_pct":24.327826863517444,"n":8,"win_rate":50,"avg_win_pct":15.98885311875908,"avg_loss_pct":7.4703966334785585,"mean_pct":4.259228242640261,"quarter_kelly":0.06659683798150412,"closed":8,"ledger_error_pp":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"BTC_rebuilt_daily_10_40_train_1","symbol":"BTC","source":"rebuilt_daily","fast":10,"slow":40,"phase":"train","cost_mult":1,"return_pct":35.3179338938331,"drawdown_pct":37.923587215617914,"n":10,"win_rate":30,"avg_win_pct":34.57617241350343,"avg_loss_pct":7.810736130467999,"mean_pct":4.905336432723429,"quarter_kelly":0.035467607389125674,"closed":10,"ledger_error_pp":2.842170943040401e-14} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"BTC_rebuilt_daily_20_50_holdout_2","symbol":"BTC","source":"rebuilt_daily","fast":20,"slow":50,"phase":"holdout","cost_mult":2,"return_pct":-4.447148458677293,"drawdown_pct":28.367516516749923,"n":3,"win_rate":33.33333333333333,"avg_win_pct":20.512035153760948,"avg_loss_pct":10.87128981560236,"mean_pct":-0.41018149248125785,"quarter_kelly":0,"closed":3,"ledger_error_pp":7.105427357601002e-15} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"BTC_rebuilt_daily_20_50_holdout_1","symbol":"BTC","source":"rebuilt_daily","fast":20,"slow":50,"phase":"holdout","cost_mult":1,"return_pct":-2.419298196890395,"drawdown_pct":27.35759761784279,"n":3,"win_rate":33.33333333333333,"avg_win_pct":21.358588261594942,"avg_loss_pct":10.245193123205087,"mean_pct":0.28940067172825623,"quarter_kelly":0.0033874040290461094,"closed":3,"ledger_error_pp":1.199040866595169e-14} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"BTC_rebuilt_daily_20_50_train_1","symbol":"BTC","source":"rebuilt_daily","fast":20,"slow":50,"phase":"train","cost_mult":1,"return_pct":57.32145831754195,"drawdown_pct":27.310944944897987,"n":8,"win_rate":37.5,"avg_win_pct":30.132556796798855,"avg_loss_pct":5.963988831201895,"mean_pct":7.572215779298386,"quarter_kelly":0.06282420564542687,"closed":8,"ledger_error_pp":3.552713678800501e-14} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"BTC_raw_daily_30_60_train_1","symbol":"BTC","source":"raw_daily","fast":30,"slow":60,"phase":"train","cost_mult":1,"return_pct":21.24916913852545,"drawdown_pct":29.13387282174452,"n":7,"win_rate":42.857142857142854,"avg_win_pct":20.840593857527153,"avg_loss_pct":8.130807492508971,"mean_pct":4.2855073717922245,"quarter_kelly":0.05140817244807537,"closed":7,"ledger_error_pp":1.0658141036401503e-14} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"BTC_raw_daily_10_40_train_1","symbol":"BTC","source":"raw_daily","fast":10,"slow":40,"phase":"train","cost_mult":1,"return_pct":49.75759260681784,"drawdown_pct":38.19700810426389,"n":10,"win_rate":40,"avg_win_pct":28.288704229037066,"avg_loss_pct":8.91049809493098,"mean_pct":5.9691828346562374,"quarter_kelly":0.052752352903187624,"closed":10,"ledger_error_pp":1.4210854715202004e-14} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"BTC_raw_daily_20_50_holdout_2","symbol":"BTC","source":"raw_daily","fast":20,"slow":50,"phase":"holdout","cost_mult":2,"return_pct":-7.710771479675859,"drawdown_pct":30.81413551739931,"n":5,"win_rate":20,"avg_win_pct":20.51203515376095,"avg_loss_pct":6.317822926445121,"mean_pct":-0.9518513104039067,"quarter_kelly":0,"closed":5,"ledger_error_pp":1.1546319456101628e-14} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"BTC_raw_daily_20_50_holdout_1","symbol":"BTC","source":"raw_daily","fast":20,"slow":50,"phase":"holdout","cost_mult":1,"return_pct":-4.423418958113871,"drawdown_pct":28.849533462421796,"n":5,"win_rate":20,"avg_win_pct":21.358588261594925,"avg_loss_pct":5.659739789361909,"mean_pct":-0.2560741791705423,"quarter_kelly":0,"closed":5,"ledger_error_pp":7.105427357601002e-15} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 04UTC vectorbt. Train2024-25 (SOLstartsAug2024), holdoutJan1-Sep5 2026; lastday00UTC forcedexit matchedalltimeframes. Priorcompletedday SMA fast>slow, followingopenfill;25bpfee+10bpslip eachside,costmultspecified. No stops/targets; diagnosticnottradeproposal. Capitalreturn=PnL/(entryvalue+entryfee), exactroundtripledger checked. {"key":"BTC_raw_daily_20_50_train_1","symbol":"BTC","source":"raw_daily","fast":20,"slow":50,"phase":"train","cost_mult":1,"return_pct":44.473010177353785,"drawdown_pct":39.26174785864486,"n":8,"win_rate":37.5,"avg_win_pct":30.55696675630341,"avg_loss_pct":7.641387968984752,"mean_pct":6.682995052998308,"quarter_kelly":0.05467652521187918,"closed":8,"ledger_error_pp":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep6 04UTC, completedJan2024-Sep5 2026. SOL ownspanAug26 2024 16UTC onward17768expected vs17761actual,7missing; initial16hbeforefirstbar notcalled outage. {"sma_comparable_days":590,"sma_disagree_comparable":0,"sma_diff_including_gap_suppression":19,"adr_worst_date":"2025-12-05 00:00:00+00:00","adr_daily":7.256733064535717,"adr_rebuilt":9.152245754857145,"adr_signed_pct":-20.71090245053209,"current_adr_daily":6.133828476785715,"current_adr_rebuilt":6.133828476785715,"current_price":103.165,"current_sma20":96.98890750000001,"current_sma50":83.780039,"first_hour":"2024-08-26T16:00:00Z"} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep6 04UTC, completedJan2024-Sep5 2026. SOL ownspanAug26 2024 16UTC onward17768expected vs17761actual,7missing; initial16hbeforefirstbar notcalled outage. {"sma_comparable_days":780,"sma_disagree_comparable":0,"sma_diff_including_gap_suppression":54,"adr_worst_date":"2025-12-08 00:00:00+00:00","adr_daily":133.44382324146426,"adr_rebuilt":155.76296609860717,"adr_signed_pct":-14.3289148994592,"current_adr_daily":99.9263928571429,"current_adr_rebuilt":99.9263928571429,"current_price":2479.918,"current_sma20":2389.523225,"current_sma50":2089.91109,"first_hour":"2024-01-01T00:00:00Z"} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep6 04UTC, completedJan2024-Sep5 2026. SOL ownspanAug26 2024 16UTC onward17768expected vs17761actual,7missing; initial16hbeforefirstbar notcalled outage. {"sma_comparable_days":780,"sma_disagree_comparable":0,"sma_diff_including_gap_suppression":93,"adr_worst_date":"2025-12-06 00:00:00+00:00","adr_daily":3502.769592299862,"adr_rebuilt":4041.6665737824046,"adr_signed_pct":-13.333533868881586,"current_adr_daily":2574.8541535532836,"current_adr_rebuilt":2574.8541535532836,"current_price":79841.951,"current_sma20":76462.13305,"current_sma50":69095.30022,"first_hour":"2024-01-01T00:00:00Z"} https://runway.adityaperswal.workers.dev/data/crypto-bars

ReadSep6 04UTC. Real-time page explicitly says minute/daily aggregates include trades AND quote midpoints, late trades update minute closes/volume, andus/us-1/eu-1 mapAlpaca/Kraken/Kraken. This reconciles location reference, newerbroader scope than historicaloverview. Doesnotexplain missingmostdailyvolume onDec2 2025. Search field-specific crypto dailybars/Dec2025 andstatus; fetched https://status.alpaca.markets/api/v2/incidents.json returned50recentincidents, no matchingDec2 cause inreturnedpage; notcomplete historicalarchive/nooutageproof. Unrelatedstockforumcomplaints excluded as evidence. Noexactcausalrecordlocated; endpoints reproduce mismatch. https://docs.alpaca.markets/us/docs/real-time-crypto-pricing-data

FetchedSep6 04UTC; primary_compare coversAug1-Sep5 2026; worst/suffix coversDec2 2025. Coinbase independent exchange https://api.exchange.coinbase.com/products/SOL-USD/candles . Same Alpaca pipeline is not independent corroboration. Suffix fit is exploratory and not exact; missingminute rows may be noquotes/trades, not proven outage. {"minute":{"relative_error_sum":0.0018770028512494848,"start":"2025-12-02T17:42:00Z","values":{"o":139.7,"h":140.695,"l":138.327,"c":138.69,"v":51.059616882,"n":47},"errors":{"o":-0.016000000000019554,"h":0,"l":0,"c":0,"v":0.08983347000000208,"n":0}},"hour":{"relative_error_sum":0.0253950835623154,"start":"2025-12-02T18:00:00Z","values":{"o":139.5445,"h":140.695,"l":138.327,"c":138.69,"v":50.822429882,"n":46},"errors":{"o":-0.17150000000000887,"h":0,"l":0,"c":0,"v":-0.14735352999999662,"n":-1}}} https://data.alpaca.markets/v1beta3/crypto/us/bars

FetchedSep6 04UTC; primary_compare coversAug1-Sep5 2026; worst/suffix coversDec2 2025. Coinbase independent exchange https://api.exchange.coinbase.com/products/ETH-USD/candles . Same Alpaca pipeline is not independent corroboration. Suffix fit is exploratory and not exact; missingminute rows may be noquotes/trades, not proven outage. {"minute":{"relative_error_sum":0.11129300032385528,"start":"2025-12-02T17:45:00Z","values":{"o":3019.785,"h":3033.991,"l":2975.05,"c":2996.815,"v":2.532911584,"n":87},"errors":{"o":-0.3524999999999636,"h":0,"l":0,"c":0,"v":-0.21381315800000023,"n":-3}},"hour":{"relative_error_sum":0.12394627588063385,"start":"2025-12-02T18:00:00Z","values":{"o":3015.73,"h":3033.991,"l":2975.05,"c":2996.815,"v":2.532363584,"n":86},"errors":{"o":-4.4074999999998,"h":0,"l":0,"c":0,"v":-0.214361158,"n":-4}}} https://data.alpaca.markets/v1beta3/crypto/us/bars

FetchedSep6 04UTC; primary_compare coversAug1-Sep5 2026; worst/suffix coversDec2 2025. Coinbase independent exchange https://api.exchange.coinbase.com/products/BTC-USD/candles . Same Alpaca pipeline is not independent corroboration. Suffix fit is exploratory and not exact; missingminute rows may be noquotes/trades, not proven outage. {"minute":{"relative_error_sum":0.06668297660701014,"start":"2025-12-02T17:28:00Z","values":{"o":91881.277,"h":92544.132114213,"l":89602.3682237864,"c":91298.385,"v":0.354798202,"n":210},"errors":{"o":256.1450000000041,"h":0,"l":0,"c":0,"v":-0.020360625999999993,"n":2}},"hour":{"relative_error_sum":0.11146605558820097,"start":"2025-12-02T18:00:00Z","values":{"o":91437.6227427581,"h":92544.132114213,"l":89602.3682237864,"c":91298.385,"v":0.348538295,"n":200},"errors":{"o":-187.50925724189437,"h":0,"l":0,"c":0,"v":-0.026620533000000002,"n":-8}}} https://data.alpaca.markets/v1beta3/crypto/us/bars

FetchedSep6 04UTC; primary_compare coversAug1-Sep5 2026; worst/suffix coversDec2 2025. Coinbase independent exchange https://api.exchange.coinbase.com/products/SOL-USD/candles . Same Alpaca pipeline is not independent corroboration. Suffix fit is exploratory and not exact; missingminute rows may be noquotes/trades, not proven outage. {"daily":{"c":138.69,"h":140.695,"l":138.327,"n":47,"o":139.716,"t":"2025-12-02T00:00:00Z","v":50.969783412,"vw":139.5015664093},"hour_aggregate":{"o":126.67,"h":141.1,"l":124.3,"c":138.69,"v":258.691992204},"minute_rows":1355,"minute_hour_max_abs":5.684341886080802e-14,"coinbase_open":126.65,"intraday_vs_coinbase_open_pct":0.015791551519939162,"daily_vs_coinbase_open_pct":10.316620607974736} https://data.alpaca.markets/v1beta3/crypto/us/bars

FetchedSep6 04UTC; primary_compare coversAug1-Sep5 2026; worst/suffix coversDec2 2025. Coinbase independent exchange https://api.exchange.coinbase.com/products/ETH-USD/candles . Same Alpaca pipeline is not independent corroboration. Suffix fit is exploratory and not exact; missingminute rows may be noquotes/trades, not proven outage. {"daily":{"c":2996.815,"h":3033.991,"l":2975.05,"n":90,"o":3020.1375,"t":"2025-12-02T00:00:00Z","v":2.746724742,"vw":3003.0952137938},"hour_aggregate":{"o":2798.84,"h":3033.991,"l":2783.3485,"c":2996.815,"v":27.00183436},"minute_rows":1241,"minute_hour_max_abs":0,"coinbase_open":2798.25,"intraday_vs_coinbase_open_pct":0.021084606450472165,"daily_vs_coinbase_open_pct":7.929509514875366} https://data.alpaca.markets/v1beta3/crypto/us/bars

FetchedSep6 04UTC; primary_compare coversAug1-Sep5 2026; worst/suffix coversDec2 2025. Coinbase independent exchange https://api.exchange.coinbase.com/products/BTC-USD/candles . Same Alpaca pipeline is not independent corroboration. Suffix fit is exploratory and not exact; missingminute rows may be noquotes/trades, not proven outage. {"daily":{"c":91298.385,"h":92544.132114213,"l":89602.3682237864,"n":208,"o":91625.132,"t":"2025-12-02T00:00:00Z","v":0.375158828,"vw":91389.2058089908},"hour_aggregate":{"o":86270.82,"h":92544.132114213,"l":86167.6,"c":91298.385,"v":2.173522876},"minute_rows":1422,"minute_hour_max_abs":0,"coinbase_open":86282.35,"intraday_vs_coinbase_open_pct":-0.013363103809760357,"daily_vs_coinbase_open_pct":6.1922073286135415} https://data.alpaca.markets/v1beta3/crypto/us/bars

FetchedSep6 04UTC; primary_compare coversAug1-Sep5 2026; worst/suffix coversDec2 2025. Coinbase independent exchange https://api.exchange.coinbase.com/products/SOL-USD/candles . Same Alpaca pipeline is not independent corroboration. Suffix fit is exploratory and not exact; missingminute rows may be noquotes/trades, not proven outage. {"hour_rows":864,"complete_days":36,"daily_hour_max_pct":{"o":0,"h":0,"l":0,"c":0,"v":2.220446049250313e-14},"coinbase_close_max_pct":0.0665923107203703,"coinbase_close_median_pct":0.02182584422312228} https://data.alpaca.markets/v1beta3/crypto/us/bars

FetchedSep6 04UTC; primary_compare coversAug1-Sep5 2026; worst/suffix coversDec2 2025. Coinbase independent exchange https://api.exchange.coinbase.com/products/ETH-USD/candles . Same Alpaca pipeline is not independent corroboration. Suffix fit is exploratory and not exact; missingminute rows may be noquotes/trades, not proven outage. {"hour_rows":864,"complete_days":36,"daily_hour_max_pct":{"o":0,"h":0,"l":0,"c":0,"v":2.220446049250313e-14},"coinbase_close_max_pct":0.04755438344457019,"coinbase_close_median_pct":0.01609236033231487} https://data.alpaca.markets/v1beta3/crypto/us/bars

FetchedSep6 04UTC; primary_compare coversAug1-Sep5 2026; worst/suffix coversDec2 2025. Coinbase independent exchange https://api.exchange.coinbase.com/products/BTC-USD/candles . Same Alpaca pipeline is not independent corroboration. Suffix fit is exploratory and not exact; missingminute rows may be noquotes/trades, not proven outage. {"hour_rows":864,"complete_days":36,"daily_hour_max_pct":{"o":0,"h":0,"l":0,"c":0.0021133188609301357,"v":2.220446049250313e-14},"coinbase_close_max_pct":0.025581404231211913,"coinbase_close_median_pct":0.006805185233016431} https://data.alpaca.markets/v1beta3/crypto/us/bars

MeasuredSep6 04UTC; Jan2024-Sep5 2026 completed data. SOL startsAug26 2024; expected_hours field is requested span, not missing count. Compare24hourdays; price1bp/volume1% tolerances. JSON chunk: {"days":737,"hours":17761,"expected_hours":23496,"incomplete_days":{"2024-08-26 00:00:00+00:00":8,"2025-10-10 00:00:00+00:00":23,"2025-10-11 00:00:00+00:00":19,"2026-03-12 00:00:00+00:00":23},"fields":{"o":{"median_abs_pct":0,"max_abs_pct":10.299202652561789,"above_tolerance":11,"worst_date":"2025-12-02 00:00:00+00:00","daily":139.716,"aggregated":126.67},"h":{"median_abs_pct":0,"max_abs_pct":6.29203081759413,"above_tolerance":6,"worst_date":"2025-11-23 00:00:00+00:00","daily":133.445,"aggregated":142.4051776645},"l":{"median_abs_pct":0,"max_abs_pct":11.284794851166534,"above_tolerance":14,"worst_date":"2025-12-02 00:00:00+00:00","daily":138.327,"aggregated":124.3},"c":{"median_abs_pct":0,"max_abs_pct":0.115373887466097,"above_tolerance":314,"worst_date":"2025-06-01 00:00:00+00:00","daily":157.93,"aggregated":157.748},"v":{"median_abs_pct":0,"max_abs_pct":95.3366888897674,"above_tolerance":10,"worst_date":"2025-11-23 00:00:00+00:00","daily":20.393763319,"aggregated":437.323670605}},"daily_high_below_hour_high":5,"daily_low_above_hour_low":16,"daily_volume_less":8,"signal_disagreements":{"sma":0,"breakout":0},"adr_pct":{"median":0,"p05":-0.15859408022058374,"p95":0.001467420794828422,"max_abs":20.71090245053209}} https://runway.adityaperswal.workers.dev/data/crypto-bars