Notes

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":976,"hours":23492,"expected_hours":23496,"incomplete_days":{"2024-06-19 00:00:00+00:00":22,"2025-10-25 00:00:00+00:00":23,"2026-03-12 00:00:00+00:00":23},"fields":{"o":{"median_abs_pct":0,"max_abs_pct":7.906757799659836,"above_tolerance":10,"worst_date":"2025-12-02 00:00:00+00:00","daily":3020.1375,"aggregated":2798.84},"h":{"median_abs_pct":0,"max_abs_pct":0.8624593179567097,"above_tolerance":6,"worst_date":"2025-12-08 00:00:00+00:00","daily":3152.7225,"aggregated":3180.15},"l":{"median_abs_pct":0,"max_abs_pct":6.887441511546255,"above_tolerance":6,"worst_date":"2025-12-02 00:00:00+00:00","daily":2975.05,"aggregated":2783.3485},"c":{"median_abs_pct":0.01781022327647097,"max_abs_pct":0.09229312604202011,"above_tolerance":522,"worst_date":"2025-03-31 00:00:00+00:00","daily":1823.594,"aggregated":1821.9125},"v":{"median_abs_pct":0,"max_abs_pct":99.35576870053565,"above_tolerance":11,"worst_date":"2025-11-23 00:00:00+00:00","daily":0.499919272,"aggregated":77.599345517}},"daily_high_below_hour_high":5,"daily_low_above_hour_low":6,"daily_volume_less":9,"signal_disagreements":{"sma":0,"breakout":1},"adr_pct":{"median":0,"p05":-0.01934899628244613,"p95":0,"max_abs":14.3289148994592}} https://runway.adityaperswal.workers.dev/data/crypto-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":976,"hours":23492,"expected_hours":23496,"incomplete_days":{"2024-06-19 00:00:00+00:00":22,"2025-06-28 00:00:00+00:00":23,"2026-03-12 00:00:00+00:00":23},"fields":{"o":{"median_abs_pct":0,"max_abs_pct":6.206399800071449,"above_tolerance":12,"worst_date":"2025-12-02 00:00:00+00:00","daily":91625.132,"aggregated":86270.82},"h":{"median_abs_pct":0,"max_abs_pct":2.2596487831851753,"above_tolerance":5,"worst_date":"2025-11-23 00:00:00+00:00","daily":88127.942,"aggregated":90165.3625169692},"l":{"median_abs_pct":0,"max_abs_pct":3.986148185381033,"above_tolerance":13,"worst_date":"2025-12-02 00:00:00+00:00","daily":89602.3682237864,"aggregated":86167.6},"c":{"median_abs_pct":0.008865614813180489,"max_abs_pct":0.09466344180356634,"above_tolerance":480,"worst_date":"2025-01-15 00:00:00+00:00","daily":100416.199,"aggregated":100511.3465},"v":{"median_abs_pct":0,"max_abs_pct":96.61462804000152,"above_tolerance":12,"worst_date":"2025-11-23 00:00:00+00:00","daily":0.279506309,"aggregated":8.256295388}},"daily_high_below_hour_high":3,"daily_low_above_hour_low":17,"daily_volume_less":10,"signal_disagreements":{"sma":0,"breakout":0},"adr_pct":{"median":0,"p05":-0.10156906143118871,"p95":0,"max_abs":13.333533868881586}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Accessed2026-09-06 04UTC; documentation undated (relative update12months), current API reference updated3months. Alpaca explains quote midpoint inclusion and zero volume without trades; does not state daily/high/hour equivalence exceptions. Reference https://docs.alpaca.markets/us/reference/cryptobars-1 lists location us Alpaca, us-1 Kraken US, eu-1 Kraken EU; limits apply total across symbols, start/end inclusive, next_page_token must be exhausted. Documentation tension: overview says own venue only while reference lists other locations; treat explicit us path as tested scope. Local CLI bars.js fetches one page with no completed end or holdout, so exploratory CLI output cannot certify candidate. https://docs.alpaca.markets/us/docs/historical-crypto-data-1

Read02:16UTC, executed2026-09-06T02:15:29.321Z,exit0,next2026-09-06T04:15:29.321Z. {"symbol":"ETH","endpoint":"open-interest","eligible":0,"ts":"1788660934346","local_age_s":0.065,"exchange_age_s":0.11,"fresh":true,"oi_contracts":"5902851.7200000173","oi_coin":"590285.17200000173","oi_usd":"1479496657.9525243360893"} {"symbol":"SOL","endpoint":"funding-rate","eligible":0,"ts":"1788660931220","local_age_s":3.181,"exchange_age_s":3.226,"fresh":true,"forecast_bp":0.344637,"settlement_field_bp":0.328782,"fundingTime":"1788681600000","settState":"settled"} {"symbol":"SOL","endpoint":"open-interest","eligible":0,"ts":"1788660934343","local_age_s":0.062,"exchange_age_s":0.107,"fresh":true,"oi_contracts":"2940239.92999999946","oi_coin":"2940239.92999999946","oi_usd":"305990769.5150999438022"} coverage=6/6 fresh; eligible=0 https://www.okx.com/api/v5/public/time

Read02:16UTC, executed2026-09-06T02:15:29.321Z,exit0,next2026-09-06T04:15:29.321Z. 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": 0.0453, "uncertainty_s": 0.1127, "rtt_s": 0.2154} {"symbol":"BTC","endpoint":"funding-rate","eligible":0,"ts":"1788660929824","local_age_s":4.575,"exchange_age_s":4.62,"fresh":true,"forecast_bp":-0.002923,"settlement_field_bp":0.038667,"fundingTime":"1788681600000","settState":"settled"} {"symbol":"BTC","endpoint":"open-interest","eligible":0,"ts":"1788660934334","local_age_s":0.063,"exchange_age_s":0.108,"fresh":true,"oi_contracts":"2708917.43000000563","oi_coin":"27089.1743000000563","oi_usd":"2166118099.96375450188875"} {"symbol":"ETH","endpoint":"funding-rate","eligible":0,"ts":"1788660929889","local_age_s":4.52,"exchange_age_s":4.565,"fresh":true,"forecast_bp":0.28244,"settlement_field_bp":0.172141,"fundingTime":"1788681600000","settState":"settled"} https://www.okx.com/api/v5/public/time

Read02:16UTC, executed2026-09-06T02:15:29.321Z,exit0,next2026-09-07T02:15:29.321Z. RESEARCH ONLY eligible=0 published USD inventory, not live Assets; present 36 /36 incomplete7days USDG signals ARB,BAT,CRV,GRT,LINK,LTC,SUSHI,UNI Source=https://runway.adityaperswal.workers.dev/data/crypto-bars 7 completed UTC days; rank includes stablecoins USDC vol7=$12888634 days=7/7 close=0.999755 prior20=1.000005 signal=0 lastday_zero=0 USDG vol7=$2103309 days=4/7 close=1 prior20=None signal=0 lastday_zero=1 BTC vol7=$2014108 days=7/7 close=79841.951 prior20=81269.4915 signal=0 lastday_zero=0 ETH vol7=$443956 days=7/7 close=2479.918 prior20=2515.933 signal=0 lastday_zero=0 SOL vol7=$249426 days=7/7 close=103.165 prior20=109.15 signal=0 lastday_zero=0 XRP vol7=$244341 days=7/7 close=1.41278 prior20=1.51966 signal=0 lastday_zero=0 UNI vol7=$144215 days=7/7 close=7.04908 prior20=6.32576 signal=1 lastday_zero=0 LTC vol7=$126960 days=7/7 close=54.72185 prior20=53.14 signal=1 lastday_zero=0 PAXG vol7=$122879 days=7/7 close=4433.4075 prior20=4673.1035 signal=0 lastday_zero=0 LINK vol7=$119636 days=7/7 close=12.0527 prior20=11.9919 signal=1 lastday_zero=0 https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6download withotherlisted https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt : named5592+7596=13188, test8+25=33 (not prefiltered); keyword54+97=151,151price responses,150returnwindows. Full economic exposure/OTC notexhaustive. 11experimentrowportfolio/cashchecks passed; independentproductofroundtripreturns error<=5.5067e-14 percentagepoints. Archives10code+4tradechunks, hashesstored; rawinputhashesmanifest persists butactualrawbarslocalonly. https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt

ComputedSep6. PythonNumPy OLS with BartlettHAC7 normal95%CI, missingdaysdropped; associationnotcausality. Simulations20kpaths20trades circular3tradeblocks from21netreturns, seed20260906; conditionalempiricalfrequenciesnotfutureodds. {"exposure":0.25,"paths":20000,"trades_per_path":20,"ending_p5_p50_p95":[799.1204509740762,831.8873932998488,871.6933666976479],"loss_frequency":0.7895,"drawdown10_frequency":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep6. PythonNumPy OLS with BartlettHAC7 normal95%CI, missingdaysdropped; associationnotcausality. Simulations20kpaths20trades circular3tradeblocks from21netreturns, seed20260906; conditionalempiricalfrequenciesnotfutureodds. {"exposure":0.1,"paths":20000,"trades_per_path":20,"ending_p5_p50_p95":[830.0530345629562,843.4997849133952,859.3912102137157],"loss_frequency":0.78345,"drawdown10_frequency":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep6. PythonNumPy OLS with BartlettHAC7 normal95%CI, missingdaysdropped; associationnotcausality. Simulations20kpaths20trades circular3tradeblocks from21netreturns, seed20260906; conditionalempiricalfrequenciesnotfutureodds. {"phase":"holdout","n":246,"corr":0.9123442795139834,"beta":1.2542155052590838,"beta_se":0.06117645259136306,"alpha_daily_pct":-0.01070056930697885,"alpha95_daily_pct":[-0.13857395769837103,0.11717281908441333],"eth_daily_p5_p50_p95":[-4.770655864713613,0.009366650203135318,5.118389140328378]} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep6. PythonNumPy OLS with BartlettHAC7 normal95%CI, missingdaysdropped; associationnotcausality. Simulations20kpaths20trades circular3tradeblocks from21netreturns, seed20260906; conditionalempiricalfrequenciesnotfutureodds. {"phase":"train","n":724,"corr":0.7907202337897901,"beta":1.15627872781518,"beta_se":0.057724285722914014,"alpha_daily_pct":-0.053321941615383235,"alpha95_daily_pct":[-0.22538607076080744,0.118742187530041],"eth_daily_p5_p50_p95":[-5.691964353151258,0.04313736644147026,6.204029293569164]} https://runway.adityaperswal.workers.dev/data/crypto-bars

Issuer Aug31 release linked onIR, original https://www.prnewswire.com/news-releases/bitmine-immersion-technologies-bmnr-announces-eth-holdings-reach-5-90-million-tokens-and-total-crypto-and-total-cash-holdings-of-15-6-billion-302864579.html . AsAug30 15ET ETH5901112,weekadded53501,staked5067309,2.63%annualized7dyield,currentstakingrevenueprojection335m/fullstake390m,ETHprice2511,211BTC,cashsecurities541m,Beast180m,Eightco81m,total15.6bn. Issuercommercialclaim, noindependentnetearnings/dilutedNAV; projectionsnotrealizedcash. Chairman's midSeptCLARITYvote claimunverifiedbyCongress, excludedfromdatedcatalysts. https://www.bitminetech.io/investor-relations

ComputedSep6. Experiment247/251 fixed beforeoutput; historicalholdout previouslyviewedforotherrules, notprospective. Fullfee25bp/slip10bpperleg timesmultiplier; syntheticintrabarbarriers, not15minfills; independentcashledgerassert<1e-6. CLIunadjustedcontrolnotratioandnotnet/holdout. {"symbol":"ETH/USD","bars":980,"returnPct":33.19402340243176,"buyAndHoldPct":6.515453660278858,"maxDrawdownPct":44.765834486066055,"winRate":45,"avgTradePct":0.496208557120893,"trades_count":80} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep6. Experiment247/251 fixed beforeoutput; historicalholdout previouslyviewedforotherrules, notprospective. Fullfee25bp/slip10bpperleg timesmultiplier; syntheticintrabarbarriers, not15minfills; independentcashledgerassert<1e-6. CLIunadjustedcontrolnotratioandnotnet/holdout. {"date":"2026-09-05 00:00:00+00:00","eth_close":2479.918,"btc_close":79841.951,"ratio":0.03106033819238711,"ratio_ma50":0.0301639651193516,"eth_ma50":2089.91109,"adr14":99.9263928571429} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep6. Experiment247/251 fixed beforeoutput; historicalholdout previouslyviewedforotherrules, notprospective. Fullfee25bp/slip10bpperleg timesmultiplier; syntheticintrabarbarriers, not15minfills; independentcashledgerassert<1e-6. CLIunadjustedcontrolnotratioandnotnet/holdout. {"symbol":"ETH","hours":23492,"expected_hours":23496,"complete_days":976,"incomplete_days":3,"max_abs_difference_pct":{"o":7.906757799659836,"h":0.8624593179567097,"l":6.887441511546255,"c":0.09229312604202011,"v":99.35576870053565},"first":"2024-01-01 00:00:00+00:00","last":"2026-09-05 23:00:00+00:00"} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep6. Experiment247/251 fixed beforeoutput; historicalholdout previouslyviewedforotherrules, notprospective. Fullfee25bp/slip10bpperleg timesmultiplier; syntheticintrabarbarriers, not15minfills; independentcashledgerassert<1e-6. CLIunadjustedcontrolnotratioandnotnet/holdout. {"symbol":"BTC","hours":23492,"expected_hours":23496,"complete_days":976,"incomplete_days":3,"max_abs_difference_pct":{"o":6.206399800071449,"h":2.2596487831851753,"l":3.986148185381033,"c":0.09466344180356634,"v":96.61462804000152},"first":"2024-01-01 00:00:00+00:00","last":"2026-09-05 23:00:00+00:00"} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep6. Experiment247/251 fixed beforeoutput; historicalholdout previouslyviewedforotherrules, notprospective. Fullfee25bp/slip10bpperleg timesmultiplier; syntheticintrabarbarriers, not15minfills; independentcashledgerassert<1e-6. CLIunadjustedcontrolnotratioandnotnet/holdout. {"timeframe":"daily","ma":50,"start":"2026-01-01 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","cost_multiplier":1,"raw_daily":true,"return_pct":-7.025828577569659,"drawdown_pct":15.541732474193592,"n":21,"win_pct":47.61904761904761,"avg_win_pct":3.9002344983399566,"avg_loss_pct":4.050419460969208,"mean_pct":-0.2643937660600824,"mean_block95_pct":[-1.2164794009483155,0.8121412847129109],"quarterKelly":0,"open_positions":0,"data_gap_exits":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep6. Experiment247/251 fixed beforeoutput; historicalholdout previouslyviewedforotherrules, notprospective. Fullfee25bp/slip10bpperleg timesmultiplier; syntheticintrabarbarriers, not15minfills; independentcashledgerassert<1e-6. CLIunadjustedcontrolnotratioandnotnet/holdout. {"timeframe":"hourly","ma":50,"start":"2026-01-01 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","cost_multiplier":2,"raw_daily":false,"return_pct":-21.996727935016047,"drawdown_pct":25.134850208317783,"n":21,"win_pct":47.61904761904761,"avg_win_pct":2.879972091204437,"avg_loss_pct":4.719728627829289,"mean_pct":-1.1008235235275146,"mean_block95_pct":[-2.0279623897805674,-0.05414403797762697],"quarterKelly":0,"open_positions":0,"data_gap_exits":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep6. Experiment247/251 fixed beforeoutput; historicalholdout previouslyviewedforotherrules, notprospective. Fullfee25bp/slip10bpperleg timesmultiplier; syntheticintrabarbarriers, not15minfills; independentcashledgerassert<1e-6. CLIunadjustedcontrolnotratioandnotnet/holdout. {"timeframe":"hourly","ma":50,"start":"2026-01-01 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","cost_multiplier":1,"raw_daily":false,"return_pct":-9.644453460253954,"drawdown_pct":17.38676056200904,"n":21,"win_pct":47.61904761904761,"avg_win_pct":3.6026663847375318,"avg_loss_pct":4.0504194609692075,"mean_pct":-0.406092867775522,"mean_block95_pct":[-1.3397445465258442,0.6479391595372516],"quarterKelly":0,"open_positions":0,"data_gap_exits":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep6. Experiment247/251 fixed beforeoutput; historicalholdout previouslyviewedforotherrules, notprospective. Fullfee25bp/slip10bpperleg timesmultiplier; syntheticintrabarbarriers, not15minfills; independentcashledgerassert<1e-6. CLIunadjustedcontrolnotratioandnotnet/holdout. {"timeframe":"daily","ma":50,"start":"2026-01-01 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","cost_multiplier":2,"raw_daily":false,"return_pct":-19.73608852788995,"drawdown_pct":23.42608750816041,"n":21,"win_pct":47.61904761904761,"avg_win_pct":3.1754644785235286,"avg_loss_pct":4.7197286278292845,"mean_pct":-0.9601128628993735,"mean_block95_pct":[-1.9055570967571187,0.1089126732527038],"quarterKelly":0,"open_positions":0,"data_gap_exits":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep6. Experiment247/251 fixed beforeoutput; historicalholdout previouslyviewedforotherrules, notprospective. Fullfee25bp/slip10bpperleg timesmultiplier; syntheticintrabarbarriers, not15minfills; independentcashledgerassert<1e-6. CLIunadjustedcontrolnotratioandnotnet/holdout. {"timeframe":"daily","ma":50,"start":"2026-01-01 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","cost_multiplier":1,"raw_daily":false,"return_pct":-7.025828577569659,"drawdown_pct":15.541732474193592,"n":21,"win_pct":47.61904761904761,"avg_win_pct":3.9002344983399566,"avg_loss_pct":4.050419460969208,"mean_pct":-0.2643937660600824,"mean_block95_pct":[-1.2164794009483155,0.8121412847129109],"quarterKelly":0,"open_positions":0,"data_gap_exits":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep6. Experiment247/251 fixed beforeoutput; historicalholdout previouslyviewedforotherrules, notprospective. Fullfee25bp/slip10bpperleg timesmultiplier; syntheticintrabarbarriers, not15minfills; independentcashledgerassert<1e-6. CLIunadjustedcontrolnotratioandnotnet/holdout. {"timeframe":"hourly","ma":70,"start":"2024-01-01 00:00:00+00:00","end":"2026-01-01 00:00:00+00:00","cost_multiplier":1,"raw_daily":false,"return_pct":-37.216960372871576,"drawdown_pct":43.06820471082967,"n":37,"win_pct":43.24324324324324,"avg_win_pct":4.008280337033231,"avg_loss_pct":5.050759892698834,"mean_pct":-1.1333370906525357,"mean_block95_pct":[-2.535724490228914,0.2825705973011812],"quarterKelly":0,"open_positions":0,"data_gap_exits":1} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep6. Experiment247/251 fixed beforeoutput; historicalholdout previouslyviewedforotherrules, notprospective. Fullfee25bp/slip10bpperleg timesmultiplier; syntheticintrabarbarriers, not15minfills; independentcashledgerassert<1e-6. CLIunadjustedcontrolnotratioandnotnet/holdout. {"timeframe":"daily","ma":70,"start":"2024-01-01 00:00:00+00:00","end":"2026-01-01 00:00:00+00:00","cost_multiplier":1,"raw_daily":false,"return_pct":-36.010139345590005,"drawdown_pct":39.39614595927456,"n":36,"win_pct":41.66666666666667,"avg_win_pct":4.616534070604678,"avg_loss_pct":5.17949539614513,"mean_pct":-1.0978164516660438,"mean_block95_pct":[-2.60406259557772,0.4454983608630554],"quarterKelly":0,"open_positions":0,"data_gap_exits":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep6. Experiment247/251 fixed beforeoutput; historicalholdout previouslyviewedforotherrules, notprospective. Fullfee25bp/slip10bpperleg timesmultiplier; syntheticintrabarbarriers, not15minfills; independentcashledgerassert<1e-6. CLIunadjustedcontrolnotratioandnotnet/holdout. {"timeframe":"hourly","ma":50,"start":"2024-01-01 00:00:00+00:00","end":"2026-01-01 00:00:00+00:00","cost_multiplier":1,"raw_daily":false,"return_pct":-12.135559702918286,"drawdown_pct":38.948150857346334,"n":43,"win_pct":48.837209302325576,"avg_win_pct":4.546955393759957,"avg_loss_pct":4.684965879791696,"mean_pct":-0.17635316480135463,"mean_block95_pct":[-1.626444023728617,1.4072644398137197],"quarterKelly":0,"open_positions":0,"data_gap_exits":1} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep6. Experiment247/251 fixed beforeoutput; historicalholdout previouslyviewedforotherrules, notprospective. Fullfee25bp/slip10bpperleg timesmultiplier; syntheticintrabarbarriers, not15minfills; independentcashledgerassert<1e-6. CLIunadjustedcontrolnotratioandnotnet/holdout. {"timeframe":"daily","ma":50,"start":"2024-01-01 00:00:00+00:00","end":"2026-01-01 00:00:00+00:00","cost_multiplier":1,"raw_daily":false,"return_pct":-10.19023196728891,"drawdown_pct":33.83895037294932,"n":42,"win_pct":47.61904761904761,"avg_win_pct":5.045668196313039,"avg_loss_pct":4.807849769444982,"mean_pct":-0.11569835717925765,"mean_block95_pct":[-1.7066002153221345,1.4499266443692653],"quarterKelly":0,"open_positions":0,"data_gap_exits":0} https://runway.adityaperswal.workers.dev/data/crypto-bars