Notes

Sep6 run; canonical=hourly-aggregated UTCday, not certifiedtruth. Train2024-2025,holdout2026Jan1-Sep5; nextdayopenentry,prior14meanrange stop,1.5rangetarget,7daytimeout,observedbaropenexits,entryprice stop after+1R. No partialexit or actual15minsimulation. Fee25bp/slip5bp eachside,multiplier scalesboth. Naturalexits only; independent cashledger checked. {"label":"training-hourly","start":"2024-01-01 00:00:00+00:00","end":"2025-12-31 23:00:00+00:00","lookback":30,"cost_multiplier":1,"return_pct":-26.53985330068619,"drawdown_pct":46.432440719087,"n":29,"win_pct":34.48275862068966,"avg_win_pct":9.966265659287217,"avg_loss_pct":6.28987674242601,"expectancy_pct":-0.6843103970076555,"mean_CI95_pct":[-3.780229623823166,2.5342252604587023],"quarter_kelly":0,"open_marks":0,"ledger_error":1.8189894035458565e-12,"gap_affected_trades":0,"reasons":{"stop":17,"target":9,"timeout":3}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 run; canonical=hourly-aggregated UTCday, not certifiedtruth. Train2024-2025,holdout2026Jan1-Sep5; nextdayopenentry,prior14meanrange stop,1.5rangetarget,7daytimeout,observedbaropenexits,entryprice stop after+1R. No partialexit or actual15minsimulation. Fee25bp/slip5bp eachside,multiplier scalesboth. Naturalexits only; independent cashledger checked. {"label":"training-hourly","start":"2024-01-01 00:00:00+00:00","end":"2025-12-31 23:00:00+00:00","lookback":20,"cost_multiplier":1,"return_pct":-19.26025322965844,"drawdown_pct":36.46115325961296,"n":33,"win_pct":36.36363636363637,"avg_win_pct":9.94265209399356,"avg_loss_pct":6.122635719221276,"expectancy_pct":-0.2807128780522455,"mean_CI95_pct":[-3.1158343133109585,2.734905789627571],"quarter_kelly":0,"open_marks":0,"ledger_error":1.8189894035458565e-12,"gap_affected_trades":0,"reasons":{"stop":18,"target":11,"timeout":4}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 run; canonical=hourly-aggregated UTCday, not certifiedtruth. Train2024-2025,holdout2026Jan1-Sep5; nextdayopenentry,prior14meanrange stop,1.5rangetarget,7daytimeout,observedbaropenexits,entryprice stop after+1R. No partialexit or actual15minsimulation. Fee25bp/slip5bp eachside,multiplier scalesboth. Naturalexits only; independent cashledger checked. {"label":"training-hourly","start":"2024-01-01 00:00:00+00:00","end":"2025-12-31 23:00:00+00:00","lookback":15,"cost_multiplier":1,"return_pct":-34.33872040913484,"drawdown_pct":48.08682975636637,"n":37,"win_pct":35.13513513513514,"avg_win_pct":9.451906969277347,"avg_loss_pct":6.332173402601712,"expectancy_pct":-0.7864154341036643,"mean_CI95_pct":[-3.393400581894865,1.991261508495844],"quarter_kelly":0,"open_marks":0,"ledger_error":1.8189894035458565e-12,"gap_affected_trades":0,"reasons":{"stop":21,"target":12,"timeout":4}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Fetched~00:09:25UTC. Timestamped venue quote, not guaranteed execution or signalclose; size in basecoin; no full-depthclaim. {"symbol":"UNI/USD","time":"2026-09-06T00:09:14.725007583Z","bid":7.07426,"ask":7.088,"bid_size":707.166,"ask_size":702.413,"mid":7.08113,"spread_bp":19.403682745550935} https://runway.adityaperswal.workers.dev/data/crypto-snapshots

Fetched~00:09:25UTC. Timestamped venue quote, not guaranteed execution or signalclose; size in basecoin; no full-depthclaim. {"symbol":"LINK/USD","time":"2026-09-06T00:08:54.603706487Z","bid":12.0532,"ask":12.075,"bid_size":1151.12,"ask_size":1167.591,"mid":12.0641,"spread_bp":18.0701419915277} https://runway.adityaperswal.workers.dev/data/crypto-snapshots

Fetched~00:09:25UTC. Timestamped venue quote, not guaranteed execution or signalclose; size in basecoin; no full-depthclaim. {"symbol":"BTC/USD","time":"2026-09-06T00:09:23.658309961Z","bid":79904.056,"ask":79925.2,"bid_size":0.0009941,"ask_size":0.00101,"mid":79914.628,"spread_bp":2.6458234905379565} https://runway.adityaperswal.workers.dev/data/crypto-snapshots

Fetched~00:09:25UTC. Timestamped venue quote, not guaranteed execution or signalclose; size in basecoin; no full-depthclaim. {"symbol":"ETH/USD","time":"2026-09-06T00:08:34.061945948Z","bid":2480,"ask":2480.941,"bid_size":0.033506,"ask_size":0.0335,"mid":2480.4705,"spread_bp":3.7936351188204154} https://runway.adityaperswal.workers.dev/data/crypto-snapshots

Fetched~00:09:25UTC. Timestamped venue quote, not guaranteed execution or signalclose; size in basecoin; no full-depthclaim. {"symbol":"SOL/USD","time":"2026-09-06T00:09:24.766582946Z","bid":103.256,"ask":103.339,"bid_size":0.9558,"ask_size":0.95207,"mid":103.2975,"spread_bp":8.035044410561573} https://runway.adityaperswal.workers.dev/data/crypto-snapshots

Fetched~00:09:25UTC. Timestamped venue quote, not guaranteed execution or signalclose; size in basecoin; no full-depthclaim. {"symbol":"LTC/USD","time":"2026-09-06T00:08:17.333130008Z","bid":54.4977,"ask":54.82,"bid_size":67.81,"ask_size":68.0075,"mid":54.65885,"spread_bp":58.96574845610518} https://runway.adityaperswal.workers.dev/data/crypto-snapshots

Direct exchange historical candles fetched Sep6 00:02UTC. Dec2 2025UTC: open86282.35,low86181.38,high92342,close91308.05,volume13162.85699748BTC. Alpaca hourlyopen86270.82 differs -.01336%, dailyopen91625.132 differs+6.1922%. Different venues not expected exact prices; Coinbase supports morning level, does not prove all Alpaca hourly extrema/trades true. No substitution into LTCtest. https://api.exchange.coinbase.com/products/BTC-USD/candles?granularity=86400&start=2025-12-01T00:00:00Z&end=2025-12-04T00:00:00Z

Refetched Sep6 00:01-00:07UTC. Majors Dec1-3 2025; LTC Jan2024-Sep5 2026. Complete UTC-day comparisons only. These are observed discrepancies, not proof of vendor cause or executable prices. {"symbol":"LTC","days":979,"complete_days":976,"missing_hours":["2024-06-19 14:00:00+00:00","2024-06-19 15:00:00+00:00","2025-10-25 08:00:00+00:00","2026-03-12 17:00:00+00:00"],"o_max_abs_pct":6.552346570397094,"o_different_days":10,"h_max_abs_pct":3.0372484101288344,"h_different_days":5,"l_max_abs_pct":6.2077435201344455,"l_different_days":7,"c_max_abs_pct":0.24074341566757695,"c_different_days":558,"v_max_abs_pct":98.44000394487082,"v_different_days":11,"dec2":{"daily":{"c":82.806,"h":83.4514,"l":82.157,"n":6,"o":82.642,"v":1.826476772,"vw":83.1441649786},"hourly_aggregate":{"o":77.56,"h":83.4514,"l":77.355,"c":82.806,"v":117.082140432,"n":37,"hours":24}},"signal_differences":0,"signal_count":77,"current_canonical":{"o":50.73775,"h":55.33815,"l":50.6473,"c":54.72185,"v":2027.895791305,"n":114,"hours":24,"prior20":53.14,"sma50":47.24576900000001,"range14":2.3097669687857136,"signal":true}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Refetched Sep6 00:01-00:07UTC. Majors Dec1-3 2025; LTC Jan2024-Sep5 2026. Complete UTC-day comparisons only. These are observed discrepancies, not proof of vendor cause or executable prices. {"symbol":"SOL","days":3,"complete_days":3,"missing_hours":[],"o_max_abs_pct":10.299202652561789,"o_different_days":2,"h_max_abs_pct":0.2870304748405439,"h_different_days":1,"l_max_abs_pct":11.284794851166534,"l_different_days":1,"c_max_abs_pct":0,"c_different_days":0,"v_max_abs_pct":80.29711589533622,"v_different_days":2,"dec2":{"daily":{"c":138.69,"h":140.695,"l":138.327,"n":47,"o":139.716,"v":50.969783412,"vw":139.5015664093},"hourly_aggregate":{"o":126.67,"h":141.1,"l":124.3,"c":138.69,"v":258.69199220400003,"n":205,"hours":24}}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Refetched Sep6 00:01-00:07UTC. Majors Dec1-3 2025; LTC Jan2024-Sep5 2026. Complete UTC-day comparisons only. These are observed discrepancies, not proof of vendor cause or executable prices. {"symbol":"ETH","days":3,"complete_days":3,"missing_hours":[],"o_max_abs_pct":7.906757799659836,"o_different_days":2,"h_max_abs_pct":0,"h_different_days":0,"l_max_abs_pct":6.887441511546255,"l_different_days":2,"c_max_abs_pct":0,"c_different_days":0,"v_max_abs_pct":89.82763650284092,"v_different_days":2,"dec2":{"daily":{"c":2996.815,"h":3033.991,"l":2975.05,"n":90,"o":3020.1375,"v":2.746724742,"vw":3003.0952137938},"hourly_aggregate":{"o":2798.84,"h":3033.991,"l":2783.3485,"c":2996.815,"v":27.00183436,"n":324,"hours":24}}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Refetched Sep6 00:01-00:07UTC. Majors Dec1-3 2025; LTC Jan2024-Sep5 2026. Complete UTC-day comparisons only. These are observed discrepancies, not proof of vendor cause or executable prices. {"symbol":"BTC","days":3,"complete_days":3,"missing_hours":[],"o_max_abs_pct":6.206399800071449,"o_different_days":2,"h_max_abs_pct":0,"h_different_days":0,"l_max_abs_pct":3.986148185381033,"l_different_days":1,"c_max_abs_pct":0,"c_different_days":0,"v_max_abs_pct":82.73959606579268,"v_different_days":2,"dec2":{"daily":{"c":91298.385,"h":92544.132114213,"l":89602.3682237864,"n":208,"o":91625.132,"v":0.375158828,"vw":91389.2058089908},"hourly_aggregate":{"o":86270.82,"h":92544.132114213,"l":86167.6,"c":91298.385,"v":2.173522876,"n":825,"hours":24}}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep6 00:04UTC direct primaryexchange. Time request offset+0.2518s, uncertainty0.1304s,RTT0.2508s. Unadjusted OIage BTC-.126/ETH-.128/SOL-.128s becomes adjusted+.126/+.124/+.123s. 6/6fresh, research eligible0. BTC forecast+.036223bp,settlementfield+.038667bp,OI2697321.71000000474contracts/26973.2171000000474coin/$2152864625.514794. ETH+.170419/+.172141bp,OI5783259.7800000183contracts/578325.97800000183coin/$1433155389.341585. SOL+.325612/+.328782bp,OI2880730.4500000001contracts/coin,$297204960.5265. fundingTime1788681600000,settState settled; settlementfield is not independently timestamped daily sum. Timecalibrationbounds RTT<=2s,abs(offset)<=5s; stale/future checks keep300smax includinguncertainty. Tests currentadjustedpasses;301sold,2sfuture,uncertain300sboundaryfail. No causal/globalOIclaim. 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

Fetched Sep6 00:02UTC; direct venue proxy. Seven UTC calendar days Aug30-Sep5; v*vw observed venue dollar volume, not global. 20-close prior window requires21unique dates; USDG incomplete, not signal-eligible. Range mean is raw vendor daily14(high-low)/close and subject to documented aggregation audit. {"symbol":"LDO/USD","dates7":7,"vol7":1272.0202632734304,"last":"2026-09-05 00:00:00+00:00","close":0.398214,"prior20":0.4005395,"signal":false,"return1d":3.062787928981825,"adr14pct":8.024883328302918} https://runway.adityaperswal.workers.dev/data/crypto-bars

Fetched Sep6 00:02UTC; direct venue proxy. Seven UTC calendar days Aug30-Sep5; v*vw observed venue dollar volume, not global. 20-close prior window requires21unique dates; USDG incomplete, not signal-eligible. Range mean is raw vendor daily14(high-low)/close and subject to documented aggregation audit. {"symbol":"XTZ/USD","dates7":7,"vol7":1364.3343675577676,"last":"2026-09-05 00:00:00+00:00","close":0.238955,"prior20":0.241241,"signal":false,"return1d":3.7176092712357223,"adr14pct":7.13715647646576} https://runway.adityaperswal.workers.dev/data/crypto-bars

Fetched Sep6 00:02UTC; direct venue proxy. Seven UTC calendar days Aug30-Sep5; v*vw observed venue dollar volume, not global. 20-close prior window requires21unique dates; USDG incomplete, not signal-eligible. Range mean is raw vendor daily14(high-low)/close and subject to documented aggregation audit. {"symbol":"BONK/USD","dates7":7,"vol7":1495.3951606757612,"last":"2026-09-05 00:00:00+00:00","close":0.000003215,"prior20":0.000003275,"signal":false,"return1d":0.46875000000001776,"adr14pct":11.19667040687748} https://runway.adityaperswal.workers.dev/data/crypto-bars

Fetched Sep6 00:02UTC; direct venue proxy. Seven UTC calendar days Aug30-Sep5; v*vw observed venue dollar volume, not global. 20-close prior window requires21unique dates; USDG incomplete, not signal-eligible. Range mean is raw vendor daily14(high-low)/close and subject to documented aggregation audit. {"symbol":"BAT/USD","dates7":7,"vol7":1781.447740234821,"last":"2026-09-05 00:00:00+00:00","close":0.0722335,"prior20":0.07165,"signal":true,"return1d":1.7679976781734164,"adr14pct":6.697731103698244} https://runway.adityaperswal.workers.dev/data/crypto-bars

Fetched Sep6 00:02UTC; direct venue proxy. Seven UTC calendar days Aug30-Sep5; v*vw observed venue dollar volume, not global. 20-close prior window requires21unique dates; USDG incomplete, not signal-eligible. Range mean is raw vendor daily14(high-low)/close and subject to documented aggregation audit. {"symbol":"RENDER/USD","dates7":7,"vol7":2291.5760683736785,"last":"2026-09-05 00:00:00+00:00","close":1.46558,"prior20":1.5343,"signal":false,"return1d":2.6460288555820277,"adr14pct":8.649210105717502} https://runway.adityaperswal.workers.dev/data/crypto-bars

Fetched Sep6 00:02UTC; direct venue proxy. Seven UTC calendar days Aug30-Sep5; v*vw observed venue dollar volume, not global. 20-close prior window requires21unique dates; USDG incomplete, not signal-eligible. Range mean is raw vendor daily14(high-low)/close and subject to documented aggregation audit. {"symbol":"POL/USD","dates7":7,"vol7":2306.343184312046,"last":"2026-09-05 00:00:00+00:00","close":0.09795635,"prior20":0.122542,"signal":false,"return1d":5.578596795662882,"adr14pct":9.501451605979835} https://runway.adityaperswal.workers.dev/data/crypto-bars

Fetched Sep6 00:02UTC; direct venue proxy. Seven UTC calendar days Aug30-Sep5; v*vw observed venue dollar volume, not global. 20-close prior window requires21unique dates; USDG incomplete, not signal-eligible. Range mean is raw vendor daily14(high-low)/close and subject to documented aggregation audit. {"symbol":"TRUMP/USD","dates7":7,"vol7":3381.4437168547297,"last":"2026-09-05 00:00:00+00:00","close":2.373055,"prior20":2.736155,"signal":false,"return1d":2.977066111219595,"adr14pct":22.66173618509519} https://runway.adityaperswal.workers.dev/data/crypto-bars

Fetched Sep6 00:02UTC; direct venue proxy. Seven UTC calendar days Aug30-Sep5; v*vw observed venue dollar volume, not global. 20-close prior window requires21unique dates; USDG incomplete, not signal-eligible. Range mean is raw vendor daily14(high-low)/close and subject to documented aggregation audit. {"symbol":"YFI/USD","dates7":7,"vol7":3539.6843174593555,"last":"2026-09-05 00:00:00+00:00","close":2307.925,"prior20":2342.6535,"signal":false,"return1d":1.501505859835417,"adr14pct":5.7431239546891995} https://runway.adityaperswal.workers.dev/data/crypto-bars

Fetched Sep6 00:02UTC; direct venue proxy. Seven UTC calendar days Aug30-Sep5; v*vw observed venue dollar volume, not global. 20-close prior window requires21unique dates; USDG incomplete, not signal-eligible. Range mean is raw vendor daily14(high-low)/close and subject to documented aggregation audit. {"symbol":"ONDO/USD","dates7":7,"vol7":4859.524916439103,"last":"2026-09-05 00:00:00+00:00","close":0.3701785,"prior20":0.396835,"signal":false,"return1d":3.5319535729268825,"adr14pct":6.555175416682747} https://runway.adityaperswal.workers.dev/data/crypto-bars

Fetched Sep6 00:02UTC; direct venue proxy. Seven UTC calendar days Aug30-Sep5; v*vw observed venue dollar volume, not global. 20-close prior window requires21unique dates; USDG incomplete, not signal-eligible. Range mean is raw vendor daily14(high-low)/close and subject to documented aggregation audit. {"symbol":"WIF/USD","dates7":7,"vol7":5257.909231546402,"last":"2026-09-05 00:00:00+00:00","close":0.213443,"prior20":0.2174895,"signal":false,"return1d":4.807453873632794,"adr14pct":9.323133769784967} https://runway.adityaperswal.workers.dev/data/crypto-bars