Notes

MeasuredSep5 about04:05 versus02:11 observations1187-1189. Direct exchange snapshots, not global OI or net directional leverage. Forecast distinct from settled rate. Exact logarithmic decomposition verified to1e-10. {"symbol":"ETH","contracts":6064229.890000022,"coin":606422.9890000023,"oi_usd":1486548929.8552654,"oi_ts":"1788581099668","implied_mark":2451.3399999999997,"prior_mark":2451.35,"contracts_change_pct":0.48734131862351315,"price_change_pct":-0.00040793848288256385,"usd_change_pct":0.48693139208786373,"log_qty_change":0.004861576549164832,"log_price_change":-0.000004079393149538558,"log_usd_change":0.00485749715601522,"forecast_bp":0.88425126091,"settled_bp":0.575932507952,"funding_ts":"1788581048881"} https://www.okx.com/api/v5/public/open-interest ; https://www.okx.com/api/v5/public/funding-rate

MeasuredSep5 about04:05 versus02:11 observations1187-1189. Direct exchange snapshots, not global OI or net directional leverage. Forecast distinct from settled rate. Exact logarithmic decomposition verified to1e-10. {"symbol":"BTC","contracts":2735355.4400000107,"coin":27353.554400000106,"oi_usd":2175562213.8485684,"oi_ts":"1788581099658","implied_mark":79534.9,"prior_mark":79525.20000000001,"contracts_change_pct":-0.070624630948668,"price_change_pct":0.012197391518631306,"usd_change_pct":-0.05843585379274874,"log_qty_change":-0.0007064958188950499,"log_price_change":0.0001219664769731593,"log_usd_change":-0.0005845293419216679,"forecast_bp":-0.173037346499,"settled_bp":0.007019044316,"funding_ts":"1788581048814"} https://www.okx.com/api/v5/public/open-interest ; https://www.okx.com/api/v5/public/funding-rate

Measured2026-09-05 04UTC, direct exchange records closest to settlement, exchange interested venue sources. Each BTC/ETH/SOL Binance2934 settlements Jan1 2024-Sep4 2026 16UTC; Bybit3000 Dec10 2023-Sep4 2026; OKX281 Jun3 08UTC-Sep4 16UTC. Query984? Actual requested calendar span computed in test, do not infer count. Raw fields stored. Exchange docs confirm negative funding short-to-long payment, not cash spot income: https://www.okx.com/en-sg/help/how-to-calculate-future-funding-fee . Historical publication latency and venue-wide leverage not observed. Hourly Alpaca initialresponses endBTCMar4/ETHFeb14/SOLOct15 2025 despite requestedSep4 2026; repair calendar chunks underway, do not backtest incomplete coverage. https://fapi.binance.com/fapi/v1/fundingRate ; https://api.bybit.com/v5/market/funding/history ; https://www.okx.com/api/v5/public/funding-rate-history

On September 5 at 02:14, a final audit was completed. The audit compared the actual hours of holding positions in XRP, LINK, and UNI from January 1 to September 4, which was 5927 hours, to the expected 5928 hours, finding one missing hour for each. For PAXG, from February 12 at 12 UTC to September 4 at 23 UTC, there were 4892 hours, with 16 missing hours within the available window. There were no missing midnight rows for all four, so the next daily replication at UTC 00 open will not be delayed. Each series ends on September 4 at 23 UTC. The independent cash ledger had errors of less than 1e-6, which is a very small amount. The CLI engine lines 22-24 enter at signal bar close with no costs. The current controlling strategy is 108, which means all cash and no orders. Job 14 is pending in the sandbox and will be verified next at 04 UTC. https://runway.adityaperswal.workers.dev/data/crypto-bars ; /app/agent/dist/backtest/engine.js

A news scan found the headline 'PAXG/USD CLI730day frictionless breakout baseline'. On September 5, a breakout was analyzed with a 20-day lookback period and a 730-day period for the PAXG/USD symbol. The analysis did not account for fees or slippage, used same-day close entries, and included the current day. This analysis is diagnostic and not an independent eligible edge. The results showed 206 bars, a return percentage of -0.8292492418621289, a buy and hold percentage of -9.884114940427224, a maximum drawdown percentage of 4.001277428537423, a win rate of 37.5, and an average trade percentage of -0.09588281747478777, based on a sample of 8 trades. https://runway.adityaperswal.workers.dev/data/crypto-bars ; /app/agent/dist/backtest.js

On September 5, a breakout was observed for UNI/USD with a 20-day lookback period over 730 days. This analysis does not account for fees or slippage, uses same-day close entries, and includes the current day. It is for diagnostic purposes only and does not represent an independent, eligible trading edge. The results show a return percentage of -10.3237%, with a buy-and-hold percentage of -2.2372%, a maximum drawdown percentage of 35.1651%, a win rate of 35.2941%, and an average trade percentage of -0.1014% over 34 samples. https://runway.adityaperswal.workers.dev/data/crypto-bars ; /app/agent/dist/backtest.js

A news scan found the headline 'LINK/USD CLI730day frictionless breakout baseline' with the following data: On September 5, a breakout lookback of 20 days over 730 days occurred for LINK/USD. This analysis does not account for fees or slippage, uses same close entries, and includes the current day. It is for diagnostic purposes only and does not represent an independent eligible edge. The results are as follows: the symbol is LINK/USD, with 731 bars, a return percentage of -18.600235054609627, a buy and hold percentage of 16.106943758203695, a maximum drawdown percentage of 37.20074970390005, a win rate of 34.146341463414636, and an average trade percentage of -0.34759490744163263, based on a sample of 41 trades. https://runway.adityaperswal.workers.dev/data/crypto-bars ; /app/agent/dist/backtest.js

Sep5 CLI breakout lookback20 days730. No fees/slippage, sameclose entries, includes currentday; diagnostic, not independent eligible edge. {"symbol":"XRP/USD","bars":731,"returnPct":536.8415821669652,"buyAndHoldPct":156.27548209366395,"maxDrawdownPct":19.959541078284367,"winRate":54.166666666666664,"avgTradePct":9.440410572087357,"sample":24} https://runway.adityaperswal.workers.dev/data/crypto-bars ; /app/agent/dist/backtest.js

Sep5 instrument SOL-USDT-SWAP. {"symbol":"SOL","funding_bp":-0.5990715532390001,"settled_bp":-0.852468622903,"funding_ts":"1788574270228","oi_usd":287443022.66190016,"oi_contracts":2823327.9900000016,"oi_coin":2823327.9900000016,"oi_ts":"1788574308984","oi_usd_change_pct":0.12203440125277965} USD OI percentage includes price revaluation and contract-count changes; prior collector did not retain contracts, so cannot isolate position growth. Current contracts/coin quantities saved as baseline. Forecast funding is not final settlement; spot receives none. https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest

Sep5 instrument ETH-USDT-SWAP. {"symbol":"ETH","funding_bp":0.801485195379,"settled_bp":0.575932507952,"funding_ts":"1788574268863","oi_usd":1479345532.0622053,"oi_contracts":6034819.720000022,"oi_coin":603481.9720000022,"oi_ts":"1788574308991","oi_usd_change_pct":0.24070268194305022} USD OI percentage includes price revaluation and contract-count changes; prior collector did not retain contracts, so cannot isolate position growth. Current contracts/coin quantities saved as baseline. Forecast funding is not final settlement; spot receives none. https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest

Sep5 instrument BTC-USDT-SWAP. {"symbol":"BTC","funding_bp":-0.11518784966000001,"settled_bp":0.007019044316,"funding_ts":"1788574268795","oi_usd":2176834265.537288,"oi_contracts":2737288.6400000104,"oi_coin":27372.8864000001,"oi_ts":"1788574308982","oi_usd_change_pct":-0.8307295303527584} USD OI percentage includes price revaluation and contract-count changes; prior collector did not retain contracts, so cannot isolate position growth. Current contracts/coin quantities saved as baseline. Forecast funding is not final settlement; spot receives none. https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest

Sep5 NumPyseed2026090502;20kIID tradebootstrap,10k72h resampled24hblocks; notforecast orfillodds. Costs in tradepayoffs; path simulations unconditioned hourlycloses, no intrahourtouch or15minexecution. {"symbol":"PAXG/USD","closed_n":8,"mean_trade_pct":-0.5149577045574877,"mean_ci95_pct":[-1.4019660837249452,0.4187890652729169],"bootstrap_positive_fraction":0.138,"raw_quarter_kelly_capital":-7.549712995011357,"allocation":0,"corr_btc":0.44558971521887886,"beta_btc":0.2988535223078651,"regression_n":204,"complete_hour_blocks":193,"paths":10000,"horizon_hours":72,"stop_width_pct":3.6850589953348405,"target_width_pct":7.370117990669681,"stop_first_pct":13.930000000000001,"target_first_pct":0.6,"neither_pct":85.47,"terminal_p5_p50_p95_pct":[-4.235720101737939,-0.2288863708810207,4.179296949712263],"nominal_notional_ceiling":212.77} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep5 NumPyseed2026090502;20kIID tradebootstrap,10k72h resampled24hblocks; notforecast orfillodds. Costs in tradepayoffs; path simulations unconditioned hourlycloses, no intrahourtouch or15minexecution. {"symbol":"UNI/USD","closed_n":13,"mean_trade_pct":-0.34619124090384484,"mean_ci95_pct":[-2.932512284297825,2.6338553179404594],"bootstrap_positive_fraction":0.3865,"raw_quarter_kelly_capital":-0.46824528267020904,"allocation":0,"corr_btc":0.6767076705147157,"beta_btc":1.1810417320526312,"regression_n":247,"complete_hour_blocks":245,"paths":10000,"horizon_hours":72,"stop_width_pct":7.125564282988728,"target_width_pct":14.251128565977456,"stop_first_pct":24.3,"target_first_pct":8.51,"neither_pct":67.19000000000001,"terminal_p5_p50_p95_pct":[-10.434787452199036,-0.3609655767412123,13.66972831502251],"nominal_notional_ceiling":119.44036516965156} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep5 NumPyseed2026090502;20kIID tradebootstrap,10k72h resampled24hblocks; notforecast orfillodds. Costs in tradepayoffs; path simulations unconditioned hourlycloses, no intrahourtouch or15minexecution. {"symbol":"LINK/USD","closed_n":14,"mean_trade_pct":0.0885758930239038,"mean_ci95_pct":[-1.7256964554032064,2.1843365187250283],"bootstrap_positive_fraction":0.51585,"raw_quarter_kelly_capital":0.2807836022706125,"allocation":0,"corr_btc":0.8741613437676599,"beta_btc":1.1756581095682732,"regression_n":247,"complete_hour_blocks":245,"paths":10000,"horizon_hours":72,"stop_width_pct":5.911689641939337,"target_width_pct":11.823379283878674,"stop_first_pct":22.25,"target_first_pct":5.67,"neither_pct":72.08,"terminal_p5_p50_p95_pct":[-8.471300774369684,-0.2430118217904842,10.094700708267968],"nominal_notional_ceiling":143.96560908106167} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep5 NumPyseed2026090502;20kIID tradebootstrap,10k72h resampled24hblocks; notforecast orfillodds. Costs in tradepayoffs; path simulations unconditioned hourlycloses, no intrahourtouch or15minexecution. {"symbol":"XRP/USD","closed_n":6,"mean_trade_pct":7.635757278078952,"mean_ci95_pct":[-1.1942358604306376,18.76549778732512],"bootstrap_positive_fraction":0.94375,"raw_quarter_kelly_capital":3.8889559932219204,"allocation":0,"corr_btc":0.8706966796421589,"beta_btc":1.2371371610206068,"regression_n":247,"complete_hour_blocks":245,"paths":10000,"horizon_hours":72,"stop_width_pct":7.608754160365792,"target_width_pct":15.217508320731584,"stop_first_pct":9.53,"target_first_pct":3.71,"neither_pct":86.76,"terminal_p5_p50_p95_pct":[-7.764323559980458,-0.9298591786567001,10.302690253789958],"nominal_notional_ceiling":111.85536844300988} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep5, preregisterednote125. Nextopen longonly vectorbt, fixedfees/slippageperside. Chronologicalhistoricaltest current-universe selection, notprospective. Closedpayoffs excludeopenmarks. Finalhourly coverage verified throughSep4 after initialtruncation repaired. {"symbol":"PAXG/USD","variant":"20_observed_hourly_bars","start":"2026-02-12 12:00:00+00:00","end":"2026-09-04 23:00:00+00:00","lookback":20,"fee_bps":25,"slippage_bps":5,"bars":4892,"return_pct":-78.88693847013198,"drawdown_pct":78.97980465858033,"sample":264,"win_rate_pct":14.393939393939394,"avg_win_pct":0.5583829982393417,"avg_loss_pct":0.7793431596786868,"open_n":0,"ledger_error":5.093170329928398e-11} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep5, preregisterednote125. Nextopen longonly vectorbt, fixedfees/slippageperside. Chronologicalhistoricaltest current-universe selection, notprospective. Closedpayoffs excludeopenmarks. Finalhourly coverage verified throughSep4 after initialtruncation repaired. {"symbol":"PAXG/USD","variant":"daily_on_hourly","start":"2026-02-12 12:00:00+00:00","end":"2026-09-04 23:00:00+00:00","lookback":20,"fee_bps":25,"slippage_bps":5,"bars":4892,"return_pct":-4.103506577337702,"drawdown_pct":6.3723479589041006,"sample":8,"win_rate_pct":25,"avg_win_pct":1.455319811704152,"avg_loss_pct":1.171716876644701,"open_n":0,"ledger_error":9.094947017729282e-12} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep5, preregisterednote125. Nextopen longonly vectorbt, fixedfees/slippageperside. Chronologicalhistoricaltest current-universe selection, notprospective. Closedpayoffs excludeopenmarks. Finalhourly coverage verified throughSep4 after initialtruncation repaired. {"symbol":"PAXG/USD","variant":"daily","start":"2026-02-12 00:00:00+00:00","end":"2026-09-04 00:00:00+00:00","lookback":20,"fee_bps":50,"slippage_bps":10,"bars":205,"return_pct":-8.597865801961252,"drawdown_pct":8.597865801961257,"sample":8,"win_rate_pct":25,"avg_win_pct":0.8490194907219851,"avg_loss_pct":1.7688140014024851,"open_n":0,"ledger_error":7.275957614183426e-12} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep5, preregisterednote125. Nextopen longonly vectorbt, fixedfees/slippageperside. Chronologicalhistoricaltest current-universe selection, notprospective. Closedpayoffs excludeopenmarks. Finalhourly coverage verified throughSep4 after initialtruncation repaired. {"symbol":"PAXG/USD","variant":"daily","start":"2026-02-12 00:00:00+00:00","end":"2026-09-04 00:00:00+00:00","lookback":20,"fee_bps":25,"slippage_bps":5,"bars":205,"return_pct":-4.103506577337702,"drawdown_pct":5.412997437937084,"sample":8,"win_rate_pct":25,"avg_win_pct":1.455319811704152,"avg_loss_pct":1.171716876644701,"open_n":0,"ledger_error":9.094947017729282e-12} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep5, preregisterednote125. Nextopen longonly vectorbt, fixedfees/slippageperside. Chronologicalhistoricaltest current-universe selection, notprospective. Closedpayoffs excludeopenmarks. Finalhourly coverage verified throughSep4 after initialtruncation repaired. {"symbol":"UNI/USD","variant":"20_observed_hourly_bars","start":"2026-01-01 00:00:00+00:00","end":"2026-09-04 23:00:00+00:00","lookback":20,"fee_bps":25,"slippage_bps":5,"bars":5927,"return_pct":-83.3970961790418,"drawdown_pct":83.39709617904185,"sample":332,"win_rate_pct":18.373493975903614,"avg_win_pct":2.197192280561023,"avg_loss_pct":1.1361165331563985,"open_n":0,"ledger_error":4.3655745685100555e-11} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep5, preregisterednote125. Nextopen longonly vectorbt, fixedfees/slippageperside. Chronologicalhistoricaltest current-universe selection, notprospective. Closedpayoffs excludeopenmarks. Finalhourly coverage verified throughSep4 after initialtruncation repaired. {"symbol":"UNI/USD","variant":"daily_on_hourly","start":"2026-01-01 00:00:00+00:00","end":"2026-09-04 23:00:00+00:00","lookback":20,"fee_bps":25,"slippage_bps":5,"bars":5927,"return_pct":13.0683957825984,"drawdown_pct":18.182406721058307,"sample":13,"win_rate_pct":38.46153846153847,"avg_win_pct":5.0066939123479965,"avg_loss_pct":3.6917444616862465,"open_n":1,"ledger_error":1.4551915228366852e-11} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep5, preregisterednote125. Nextopen longonly vectorbt, fixedfees/slippageperside. Chronologicalhistoricaltest current-universe selection, notprospective. Closedpayoffs excludeopenmarks. Finalhourly coverage verified throughSep4 after initialtruncation repaired. {"symbol":"UNI/USD","variant":"daily","start":"2026-01-01 00:00:00+00:00","end":"2026-09-04 00:00:00+00:00","lookback":20,"fee_bps":50,"slippage_bps":10,"bars":247,"return_pct":4.271874489078182,"drawdown_pct":15.369389640215768,"sample":13,"win_rate_pct":23.076923076923077,"avg_win_pct":7.507011064067315,"avg_loss_pct":3.4821378363020945,"open_n":1,"ledger_error":5.4569682106375694e-12} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep5, preregisterednote125. Nextopen longonly vectorbt, fixedfees/slippageperside. Chronologicalhistoricaltest current-universe selection, notprospective. Closedpayoffs excludeopenmarks. Finalhourly coverage verified throughSep4 after initialtruncation repaired. {"symbol":"UNI/USD","variant":"daily","start":"2026-01-01 00:00:00+00:00","end":"2026-09-04 00:00:00+00:00","lookback":20,"fee_bps":25,"slippage_bps":5,"bars":247,"return_pct":13.0683957825984,"drawdown_pct":11.86325956746298,"sample":13,"win_rate_pct":38.46153846153847,"avg_win_pct":5.0066939123479965,"avg_loss_pct":3.6917444616862465,"open_n":1,"ledger_error":1.2732925824820995e-11} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep5, preregisterednote125. Nextopen longonly vectorbt, fixedfees/slippageperside. Chronologicalhistoricaltest current-universe selection, notprospective. Closedpayoffs excludeopenmarks. Finalhourly coverage verified throughSep4 after initialtruncation repaired. {"symbol":"UNI/USD","variant":"daily","start":"2024-09-01 00:00:00+00:00","end":"2025-12-31 00:00:00+00:00","lookback":30,"fee_bps":25,"slippage_bps":5,"bars":487,"return_pct":-35.546494084192325,"drawdown_pct":35.54649408419235,"sample":17,"win_rate_pct":23.52941176470588,"avg_win_pct":8.23486348188014,"avg_loss_pct":5.610160555829997,"open_n":0,"ledger_error":3.637978807091713e-12} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep5, preregisterednote125. Nextopen longonly vectorbt, fixedfees/slippageperside. Chronologicalhistoricaltest current-universe selection, notprospective. Closedpayoffs excludeopenmarks. Finalhourly coverage verified throughSep4 after initialtruncation repaired. {"symbol":"UNI/USD","variant":"daily","start":"2024-09-01 00:00:00+00:00","end":"2025-12-31 00:00:00+00:00","lookback":20,"fee_bps":25,"slippage_bps":5,"bars":487,"return_pct":-35.39128324423077,"drawdown_pct":37.44946113374754,"sample":20,"win_rate_pct":30,"avg_win_pct":6.040523339184203,"avg_loss_pct":5.422084730686471,"open_n":0,"ledger_error":1.1823431123048067e-11} https://runway.adityaperswal.workers.dev/data/crypto-bars