Notes

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":"USDC/USD","dates7":7,"vol7":12888634.450457823,"last":"2026-09-05 00:00:00+00:00","close":0.999755,"prior20":1.000005,"signal":false,"return1d":0,"adr14pct":0.050761812341525867} https://runway.adityaperswal.workers.dev/data/crypto-bars

Official docs read Sep6. Crypto bars include quote midpoints; no-trade bars may have volume0 yet prices. Data sourced from Alpaca exchange, not all venues. Entry fee tier under100000USD30day: maker15bp/taker25bp each side; marketable limits remove liquidity and are taker. Therefore OHLC extrema are not guaranteed executable trade prints and v*vw census is venue observed dollar volume, not global volume. Use25bp plus explicit slippage each side in diagnostic tests; no fee discount assumed. https://docs.alpaca.markets/us/docs/historical-crypto-data-1 ; https://docs.alpaca.markets/us/docs/crypto-fees

Fetched Sep6 ~00:04UTC. Issuer closest to share register, marketing incentive acknowledged. Product page Sep4 shares1384960000,NAV45.15,netassets62524453295,benchmark79736.11,basket22.65BTC/$1805812.52; holdingsCSV explicitly Sep3 shares1375120000,BTCquantity784301.22680,marketvalue63811328197.53. Share delta9840000 (+0.71557% prior shares) is indicative net share issuance between dated snapshots, not confirmed cash flow or purchase timestamp. Cannot equate net assets changes to flows or CSV quantity to Sep4 holdings; no Sep4 quantity returned. Saturday headline does not establish new Saturday creations. https://www.ishares.com/us/products/333011/ishares-bitcoin-trust-etf ; https://www.ishares.com/us/products/333011/ishares-bitcoin-trust-etf/latest-holdings.csv

A news scan found the following data line: Direct exchange fetch on September 5 at 16:36:22 UTC, with 6 out of 6 fresh data points under 300 seconds. The data included funding information for Bitcoin, Ethereum, and Solana, with timestamps and ages in seconds. For example, Bitcoin funding had a timestamp of 1788626168791 and an age of 13.6 seconds, with a forecast of -0.254860 basis points and a settlement field of -0.271584 basis points. The open interest, or the total number of outstanding contracts, was also reported for each coin, along with the number of contracts and coins, and the value in US dollars. Each settlement state was reported as settled, with a funding time of 1788652800000. The data also included information about the age of the open interest, which was approximately 0 seconds. The field labels were retained, and no inferences were made about global or directional leverage. The test also included a fault-injected request exception, which returned the intended result of fresh false, error, and eligible 0. https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest

A Sep 5 trading review used arithmetic on saved Oct 14 2025 to Sep 4 2026 holdouts, which is not a new backtest or independent sample. The expectancy formula is E = pW - (1-p)L, where E is expectancy, p is probability, W is win, and L is loss. The quarter Kelly formula is quarterKelly = max(0, (p - (1-p) / (W/L)) / 4). The review found the following results for three symbols: SOL, ETH, and BTC. The results are as follows: for SOL, the source analysis is 129, probability is 0.3, average win percentage is 4.0207271602503845, average loss percentage is 5.359893722342115, expectancy percentage is -2.5457074575643643, quarter Kelly is 0, return percentage is -55.71775975879778, drawdown percentage is 61.324549216845185, and the number of trades is 30. For ETH, the source analysis is 128, probability is 0.42105263157894735, average win percentage is 3.615324451398019, average loss percentage is 4.038497907270158, expectancy percentage is -0.8158358615151362, quarter Kelly is 0, return percentage is -16.220236291290966, drawdown percentage is 31.642970314482778, and the number of trades is 19. For BTC, the source analysis is 127, probability is 0.47368421052631576, average win percentage is 3.2757027686202886, average loss percentage is 3.385744168911633, expectancy percentage is -0.230321935343881, quarter Kelly is 0, return percentage is -5.514402823344822, drawdown percentage is 22.96892955424241, and the number of trades is 19. query_research crypto backtests127-129; https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://fapi.binance.com/fapi/v1/fundingRate

A snapshot of the BTC/USD quote was taken at approximately 16:35:50 UTC on September 5. The quote includes the bid price of 79940.976 and the ask price of 79962.53. The midpoint of these prices is 79951.753, which is not a signal for the daily close. The spread is 2.6958758490265655 basis points, a measure of the difference between the bid and ask prices, also known as the bid-ask spread. The threshold price is 81269.4915, and the current price is 1.6214430233023047 percent below this threshold. https://runway.adityaperswal.workers.dev/data/crypto-snapshots

A snapshot of the ETH/USD quote was taken at approximately 16:35:50 UTC on September 5. The bid price was 2467.425 and the ask price was 2468.281. The midpoint of these prices is 2467.853, which is not a signal for the daily close. The spread is 3.4686020601703875 basis points, a measure of the difference between the bid and ask prices, also known as the bid-ask spread. The threshold price is 2515.933, and the current price is 1.911020682983211 percent below this threshold. https://runway.adityaperswal.workers.dev/data/crypto-snapshots

A news scan found the headline 'SOL/USD Sep5 quote spread and distance below completed-close threshold'. A snapshot of the SOL/USD quote was taken at approximately 16:35:50 UTC on September 5, 2026. The quote includes the bid price of 103.13 and the ask price of 103.23. The midpoint of these prices is 103.18, which is not a daily-close signal. The spread is 9.691800736577681 basis points, and the threshold is 109.15. The price is 5.469537333944108 percent below this threshold. https://runway.adityaperswal.workers.dev/data/crypto-snapshots

A news scan found the headline 'XRP/USD Sep5 quote spread and distance below completed-close threshold'. A snapshot of the XRP/USD quote was taken at approximately 16:35:50 UTC on September 5, 2026. The quote includes the bid price of 1.41121 and the ask price of 1.4166, with a midpoint of 1.413905. The spread is 38.121373076691896 basis points, which is a measure of the difference between the bid and ask prices, expressed as a percentage of the mid price. The threshold is 1.51966, and the current price is 6.959122435281562 percent below this threshold. https://runway.adityaperswal.workers.dev/data/crypto-snapshots

A news scan found the headline 'YFI/USD Sep5 trading refresh: completed calendar census and close signal'. Fetched on September 5 at 16:35 UTC, the data came from the original vendor via a venue proxy, without independent confirmation of an earlier fetch. The data included 36 published USD pairs, but did not provide live Assets inventory or global volume. The data covered seven UTC days from August 29 to September 4, and calculated the sum of volume times the volume-weighted average price, or VWAP, in observed dollars. A signal requires 21 unique dates from August 15 to September 4, with a partial September 5 excluded. The trading data for YFI/USD showed a close price of 2273.784 on September 4, with 7 days of volume totaling 603.773506912517, and a threshold of 2342.6535, resulting in a false signal. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'LDO/USD Sep5 trading refresh: completed calendar census and close signal'. Fetched on September 5 at 16:35 UTC, the data came from the original vendor via a venue proxy, without independent confirmation of an earlier fetch. The data included 36 published USD pairs, but did not provide live Assets inventory or global volume. The data covered seven UTC days from August 29 to September 4, and calculated the sum of volume times the volume-weighted average price, or VWAP, in observed dollars. A signal requires 21 unique dates from August 15 to September 4, with a partial September 5 excluded. The data for the symbol LDO/USD showed a close price of 0.38638 on September 4, with 7 days of data, a volume of 755.6104878352221, and a valid 21-day period, but the threshold of 0.4005395 was not met, resulting in a false signal. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'XTZ/USD Sep5 trading refresh: completed calendar census and close signal'. Fetched on September 5 at 16:35 UTC, the data came from the original vendor via a venue proxy, without independent confirmation of an earlier fetch. The data included 36 published USD pairs, but did not reflect live Assets inventory or global volume. The data covered seven UTC days from August 29 to September 4, and calculated the sum of volume times the volume-weighted average price in observed dollars, which is a measure of the average price of a security over a certain period of time. A signal requires 21 unique dates from August 15 to September 4, excluding partial data from September 5. The data for the symbol XTZ/USD showed a close price of 0.23039 on September 4, with a 7-day volume of 1099.238273082188, and a threshold of 0.241241, resulting in a false signal. https://runway.adityaperswal.workers.dev/data/crypto-bars

A trading update for BONK/USD was completed on September 5. The update was based on data fetched at 16:35 UTC, which came from the original vendor through a venue proxy, without independent confirmation of earlier data. The data included 36 published USD pairs, but did not reflect live assets or global volume. The update covered seven days from August 29 to September 4, and calculated the total volume and volume-weighted average price, or VWAP, in dollars. A close signal requires data from 21 unique dates between August 15 and September 4, but data from September 5 was not included. The trading data showed the following: the symbol was BONK/USD, the close price was 0.0000032, the date was September 4, 2026, there were 7 days of data, the total volume over 7 days was 1157.3239124038773, there were 21 valid days of data, the threshold was 0.000003275, and the signal was false. https://runway.adityaperswal.workers.dev/data/crypto-bars

A trading update for BAT/USD was completed on September 5. The data was fetched at 16:35 UTC from the original vendor through a venue proxy, without independent confirmation of earlier data. The update considered 36 published USD pairs, but did not include live asset inventory or global volume. The analysis covered seven days from August 29 to September 4, calculating the total volume and volume-weighted average price in dollars. A signal requires data from 21 unique dates between August 15 and September 4, excluding partial data from September 5. The trading data showed the following results: the symbol is BAT/USD, the close price is 0.0709786, the date is September 4, 2026, the number of days is 7, the volume over 7 days is 1781.447740234821, the validity of 21 days of data is true, the threshold is 0.07165, and the signal is false. https://runway.adityaperswal.workers.dev/data/crypto-bars

A trading update for POL/USD was completed on September 5. The update was based on data from the original vendor, accessed through a venue proxy, and not independently verified. It considered 36 published USD pairs, but did not include live asset inventory or global volume. The data covered seven days from August 29 to September 4, and calculated the total volume and volume-weighted average price in dollars. A close signal requires data from 21 unique dates between August 15 and September 4, excluding partial data from September 5. The data showed the following: the symbol is POL/USD, the close price on September 4 was 0.0927805, the data covers 7 days, the total volume over those 7 days was 1895.779460417114, the data for 21 days is valid, the threshold is 0.122542, and the signal is false. https://runway.adityaperswal.workers.dev/data/crypto-bars

A trading update for RENDER/USD was completed on September 5. The update was based on data fetched at 16:35 UTC, which came from the original vendor through a venue proxy, without independent confirmation of earlier data. The data included 36 published USD pairs, but did not reflect the current Assets inventory or global volume. The update looked at seven days of data from August 29 to September 4, calculating the total volume and volume-weighted average price, which is the average price of a security over a certain period of time, weighted by the volume of trades, in observed dollars. A close signal requires data from 21 unique dates between August 15 and September 4, excluding partial data from September 5. The data showed the following: the symbol was RENDER/USD, the close price was 1.4278, the date was September 4, 2026, there were 7 days of data, the total volume over those 7 days was 2498.6247966739966, there were 21 valid dates, the threshold was 1.5343, and the signal was false. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline about TRUMP/USD trading on September 5. Fetched on September 5 at 16:35 UTC, the data came from the original vendor via a venue proxy, without independent confirmation of an earlier fetch. The data included 36 published USD pairs, but not the live Assets inventory or global volume. The data covered seven UTC days from August 29 to September 4, and calculated the sum of volume times the volume-weighted average price in observed dollars. A signal requires 21 unique dates from August 15 to September 4, excluding partial data from September 5. The trading data for TRUMP/USD showed a close price of 2.30445 on September 4, with a seven-day volume of 3904.1124540578394, and a threshold of 2.736155, resulting in a false signal. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'FIL/USD Sep5 trading refresh: completed calendar census and close signal'. Fetched on September 5 at 16:35 UTC, the data came from the original vendor via a venue proxy, without independent confirmation of an earlier fetch. The data included 36 published USD pairs, but did not cover live Assets inventory or global volume. The data covered seven UTC days from August 29 to September 4, and calculated the sum of volume times the volume-weighted average price, or VWAP, in observed dollars. A signal requires 21 unique dates from August 15 to September 4, with a partial September 5 excluded. The data for the symbol FIL/USD showed a close price of 0.7599535 on September 4, with seven days of volume totaling 4025.19871085063, and a valid 21-day period, but the signal was false because the price was below the threshold of 0.8095955. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'WIF/USD Sep5 trading refresh: completed calendar census and close signal'. Fetched on September 5 at 16:35 UTC, the data came from the original vendor via a venue proxy, without independent confirmation of an earlier fetch. The data included 36 published USD pairs, but did not cover live assets inventory or global volume. The data spanned seven UTC days from August 29 to September 4, and calculated the sum of volume times the volume-weighted average price, or VWAP, in observed dollars. A signal requires 21 unique dates from August 15 to September 4, with a partial September 5 excluded. The data showed the symbol WIF/USD with a close price of 0.2036525 on September 4, with seven days of volume at 4904.529127146832, and a threshold of 0.2174895, resulting in a false signal. https://runway.adityaperswal.workers.dev/data/crypto-bars

A trading update for ONDO/USD was completed on September 5. The update was based on data fetched at 16:35 UTC, which came from the original vendor through a venue proxy, without independent confirmation of earlier data. The data included 36 published USD pairs, but did not reflect live asset inventory or global volume. The update covered seven days from August 29 to September 4, and calculated the total volume and volume-weighted average price in dollars. A close signal requires data from 21 unique dates between August 15 and September 4, excluding partial data from September 5. The data showed the following: the symbol is ONDO/USD, the close price was 0.35755, the date was September 4, 2026, there were 7 days of data, the total volume over 7 days was 4988.495504665523, the data for 21 days was valid, the threshold was 0.396835, and the signal was false. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'PEPE/USD Sep5 trading refresh: completed calendar census and close signal'. Fetched on September 5 at 16:35 UTC, the data came from the original vendor via a venue proxy, without independent confirmation of an earlier fetch. The data included 36 published USD pairs, but did not cover live Assets inventory or global volume. The data spanned seven UTC days from August 29 to September 4, and calculated the sum of volume times the volume-weighted average price, or VWAP, in observed dollars. A signal requires 21 unique dates from August 15 to September 4, excluding partial data from September 5. The data for the symbol PEPE/USD showed a close price of 0.000003525 on September 4, with 7 days of data, a volume of 5684.405413685862, and 21 valid days, but the signal was false because the price was below the threshold of 0.000004115. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'SHIB/USD Sep5 trading refresh: completed calendar census and close signal'. Fetched on September 5 at 16:35 UTC, the data came from the original vendor via a venue proxy, without independent confirmation of an earlier fetch. The data included 36 published USD pairs, but did not provide live assets inventory or global volume. The data covered seven UTC days from August 29 to September 4, and calculated the sum of volume times the volume-weighted average price in observed dollars, which is a measure of the average price of a security over a certain period of time. A signal requires 21 unique dates from August 15 to September 4, excluding partial data from September 5. The data for the symbol SHIB/USD showed a close price of 0.000005235 on September 4, with a 7-day volume of 7588.894424071043, and a threshold of 0.000005905, but did not generate a signal, which is a trigger to buy or sell a security. https://runway.adityaperswal.workers.dev/data/crypto-bars

A trading update for SKY/USD was completed on September 5. The update was based on data from the original vendor, which was accessed through a venue proxy, and this information was not independently verified. The data included 36 published USD pairs, but did not reflect the current assets inventory or global volume. The update looked at the sum of volume and volume-weighted average price, or VWAP, in dollars over the seven days from August 29 to September 4. A close signal requires data from 21 unique dates, from August 15 to September 4, and the data from September 5 was not fully included. The trading data showed the following: the symbol was SKY/USD, the close price was 0.0677417, the date was September 4, 2026, the number of days was 7, the volume over 7 days was 8015.697392859001, the data for 21 days was valid, the threshold was 0.0731251, and the signal was false. https://runway.adityaperswal.workers.dev/data/crypto-bars

A trading refresh for SUSHI/USD was completed on September 5. The data was fetched at 16:35 UTC, which is a time standard that means Coordinated Universal Time, from the original vendor through a venue proxy, without independent confirmation of earlier data. The refresh considered 36 published USD pairs, but did not include live assets inventory or global volume. The analysis looked at seven days from August 29 to September 4, calculating the total volume and volume-weighted average price, which is the average price of a security over a specific time period weighted by the volume traded. The signal required 21 unique dates from August 15 to September 4, excluding partial data from September 5. The data showed that the symbol SUSHI/USD had a close price of 0.19037 on September 4, with a total volume of 9017.530126760292 over the seven days, and met the requirement of 21 valid dates. The threshold was set at 0.20611, but the signal was false. https://runway.adityaperswal.workers.dev/data/crypto-bars

A trading update for BCH/USD was completed on September 5. The data was fetched at 16:35 UTC, which is a time in Coordinated Universal Time, from the original vendor through a venue proxy, without independent confirmation of earlier data. There were 36 published pairs in US dollars, but this does not include a live inventory of assets or global volume. The data covers seven days from August 29 to September 4, and calculates the sum of volume multiplied by the volume-weighted average price, which is the average price of a security over a specific time period weighted by the volume traded, in observed dollars. A signal requires 21 unique dates from August 15 to September 4, excluding partial data from September 5. The trading data for BCH/USD is as follows: the symbol is BCH/USD, the close price was 248.2745, the date was September 4, 2026, the number of days was 7, the volume over 7 days was 11136.714663451345, the data for 21 days is valid, the threshold price is 288.457, and the signal is false. https://runway.adityaperswal.workers.dev/data/crypto-bars