Notes

A news scan found the headline 'BTC/USD C91302 Donchian HIGH hourly L15 slip0.003 holdout'. This refers to a trading strategy for Bitcoin in US dollars. The strategy uses a Donchian channel, which is a type of technical indicator, with a high setting over 15 hours and a slip of 0.003. The period being reported on is the holdout period, meaning it is a test of the strategy on unseen data. The return on investment was 16.44%, with a drawdown of 12.50%. The win rate was 33.33%. There were 3 trades in total, with 1 still open. The average trade return was 0.023%, with an average win of 5.93% and an average loss of -2.93%. The half Kelly criterion, a measure of bet size, was 0.065. The returns over time were -2.85%, 5.93%, and -3.02%. The strategy enters a trade when the price is higher than it was a certain number of days ago, and exits when it is lower than it was 10 days ago. The next trade will be entered at the exact opening price. A 25 basis point fee is credited to the buyer, equivalent to 0.0025/0.9975. The strategy does not fill in missing indicator bars and only uses daily 24-hour data. The training data is from 2024-25, and the holdout period is 2026. There is no hype or over-optimization in 2026, and no 3R or 15-minute management. The sensitivity was not selected. The return includes the open mark, but the win rate only includes closed trades. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about a BTC/USD C91302 Donchian HIGH hourly L15 slip0.003 train. The symbol is BTC, which is Bitcoin, and the time frame is hourly. The lookback period is 15 hours and the slip is 0.003. The period is for training. The return percentage is 8.801162138367957 and the drawdown percentage is 41.516500085554455. The win rate percentage is 25. The number of trades is 16, with 0 open trades. The mean trade percentage is 1.8074889223105615. The average win percentage is 26.986657982371508 and the average loss percentage is -6.585567431043087. The half Kelly percentage is 0.5085145018243249. The returns percentages are 48.12081251179739, -11.072342904026739, 0.8686521780037377, -3.4995455344297426, -10.1488303787821, -0.31186493263434323, 40.350532164009074, -10.970763725394047, -4.823864766340077, -6.670260848257118, 18.606635075675825, -6.109197941960103, -4.746478419942217, -0.8198809391152626, -11.228010097499737, and -8.625768684135556. The entry is prior high, the exit is prior low, and the next is exact open. A 25 basis point taker is credited with coin buy equivalent 0.0025/0.9975. There are no fill missing indicator bars and only daily 24 hours are considered. The training period is from 2024 to 2025 and the reset is in 2026, which is a known holdout. HYPE 2026 only means no training or valid out of sample. There is no 3R or 15 minute management and sensitivity is not selected. The return includes open mark and the win rate is closed only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'BTC/USD C91302 Donchian HIGH hourly L15 slip0.001 holdout'. This refers to a trading strategy for Bitcoin, where Donchian means a type of trend following system. The strategy has a 15-hour lookback period, meaning it considers the last 15 hours of data, and a slip of 0.001, which is a small allowed difference in price. The period is holdout, which means it is a test period. The return percentage is 18.078296384825975%, and the drawdown percentage, which is the maximum loss, is 12.151993710956466%. The win rate percentage, which is the percentage of winning trades, is 33.33333333333333%. There were 3 trades in total, with 1 still open. The mean trade percentage, which is the average return per trade, is 0.4246734665661625%. The average win percentage is 6.3584695487881255%, and the average loss percentage is -2.5422245745448193%. The half Kelly criterion, which is a measure of risk, is 1.3135863392878466. The returns percentages for each trade are -2.455001717060521%, 6.3584695487881255%, and -2.629447432029118%. The entry strategy is based on the prior high, and the exit strategy is based on the prior low. A 25 basis point taker fee is credited to the equivalent of a coin buy. The data only includes daily 24-hour periods, with no missing indicator bars filled. The training period is from 2024 to 2025, and the holdout period is in 2026. There is no training or validation outside of this period. The strategy does not use 3R or 15-minute management, and sensitivity is not selected. The return includes the open mark, and the win rate only includes closed trades. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the following data: the symbol is BTC, the time frame is hourly, and the lookback period is 15. The slip is 0.001, and the period is train. The return percentage is 15.992124100789795, the drawdown percentage is 39.251109031193344, and the win rate percentage is 31.25. There were 16 trades, with 0 open trades. The mean trade percentage is 2.216540715006237, the average win percentage is 22.015041359417445, and the average loss percentage is -6.782777759726133. The half Kelly is 0.7421960254178777. The returns percentages are 48.715489405929176, -10.714913838959845, 1.2739410866654497, -3.111764484859489, -9.787699849581568, 0.08869243029873404, 40.914065556315556, -10.612927528126823, -4.441391625438533, -6.295188114699167, 19.083018317878317, -5.7318764525189145, -4.363695112391307, -0.4213597186013607, -10.871204950915482, and -8.258533680894958. The entry is prior high, the exit is prior low, and the next exact open is used. A 25 basis point taker is credited, with a coin buy equivalent of 0.0025/0.9975. There are no fill missing indicator bars, and only daily 24 hours are used. The training period is from 2024 to 2025, and the reset is in 2026, with a known holdout. HYPE 2026 only has no training or valid out of sample. There is no 3R/15 minute management, and sensitivity is not selected. The return includes open mark, and the win rate is closed only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about a BTC/USD trading strategy. The strategy has a daily time frame, looks back 30 days, and has a slip of 0.003. It is currently in the holdout period. The return percentage is 6.048667125083625, the drawdown percentage is 14.783476121045247, and the win rate percentage is 50. There were 2 trades, with 1 still open. The mean trade percentage is -4.096598368808258, the average win percentage is 0.2196943516194621, and the average loss percentage is -8.412891089235979. The half Kelly criterion is -110.82282945650289, and the returns percentages are -8.412891089235979 and 0.2196943516194621. The strategy enters when the prior high is reached in a certain number of days, and exits when the prior low is reached in 10 days, with the next exact open. A 25 basis point taker fee is credited to the coin buy equivalent, with a ratio of 0.0025 to 0.9975. The strategy does not fill missing indicator bars and only considers daily 24-hour periods. The training period is from 2024 to 2025, and the holdout period is in 2026. There is no training or validation out of sample for HYPE in 2026. The strategy does not use 3R or 15-minute management, and sensitivity is not selected. The return includes the open mark, and the win rate is calculated for closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about a BTC/USD trading strategy. The strategy has a daily time frame, looks back 30 days, and has a slip of 0.003. It is currently in the training period. The return percentage is 15.49609511752054, the drawdown percentage is 37.62881968441674, and the win rate percentage is 37.5. There were 8 trades, with a mean trade percentage of 3.580267945217471. The average win percentage is 26.954349856482114 and the average loss percentage is -10.44418120154131. The half Kelly criterion is 0.6358904102229412. The returns percentage for each trade is as follows: 26.717861748017864, -8.66445450104334, -10.924402905383007, -7.766895171499256, 44.041295971355936, 10.10389185007253, -9.436413580361437, -15.42873984941952. The strategy enters when the prior high is reached in a certain number of days, and exits when the prior low is reached in 10 days, with the next exact open. A 25 basis point taker is credited with the equivalent of 0.0025 for buying and 0.9975 for selling. There are no missing indicator bars, and only daily 24-hour data is used. The training period is from 2024 to 2025, and the holdout period is in 2026. There is no 3R or 15-minute management, and sensitivity is not selected. The return includes the open mark, and the win rate is calculated based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'BTC/USD C91302 Donchian HIGH daily L30 slip0.001 holdout'. This refers to a trading strategy for Bitcoin in US dollars. The strategy has a daily time frame, looks back 30 days, and allows for a 0.001 slip. It is currently in the holdout period. The return percentage is 7.114050131197487, and the drawdown percentage is 14.099006736954866. The win rate percentage is 50, with 2 total trades and 1 open trade. The mean trade percentage is -3.7112103237636065, the average win percentage is 0.6223822190901406, and the average loss percentage is -8.044802866617355. The half Kelly percentage is -37.0606463071629, and the returns percentages are -8.044802866617355 and 0.6223822190901406. The strategy enters when the prior high is reached in a certain number of days, and exits when the prior low is reached in 10 days, with the next exact open. A 25 basis point taker fee is credited to the coin buy equivalent, with a ratio of 0.0025 to 0.9975. The strategy does not fill missing indicator bars and only uses daily 24-hour data. The training and reset period is from 2024 to 2025, and the known holdout period is 2026. There is no 3R or 15-minute management, and sensitivity is not selected. The return includes the open mark, and the win rate is calculated for closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about a BTC/USD trading strategy. The strategy has a daily time frame, looks back 30 days, and has a slip of 0.001. It is currently in the training period. The return percentage is 19.25175653955978, the drawdown percentage is 36.62285014452652, and the win rate percentage is 37.5. There were 8 trades, with a mean trade percentage of 3.996425086017029. The average win percentage is 27.464190973931952 and the average loss percentage is -10.084234446731925. The half Kelly criterion is 0.7214926919869713. The returns percentages are 27.22675501448832, -8.297374551643207, -10.566380892647363, -7.396217779102603, 44.619622048639826, 10.546195858667714, -9.072427664627995, and -15.08877134563846. The strategy enters when the prior high is reached, exits when the prior low is reached, and the next exact open is used. A 25 basis point taker is credited, which is equivalent to 0.0025/0.9975. There are no missing indicator bars and only daily 24-hour data is used. The training period is from 2024 to 2025 and the holdout period is in 2026. There is no 3R or 15-minute management and sensitivity is not selected. The return includes the open mark and the win rate is calculated for closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about a BTC/USD trading strategy. The strategy has a 17.160774054218948 percent return, a 10.611345755839219 percent drawdown, and a 50 percent win rate. It made 2 trades, with 1 still open. The average win is 3.7822492810627266 percent and the average loss is -4.489011083242554 percent. The strategy uses a 20-day lookback period and a 0.003 slip. It enters trades at the prior high and exits at the prior low. The next trade will enter at the exact open price. The strategy credits 25 basis points to the taker and buys equivalent to 0.0025/0.9975. It does not fill missing indicator bars and only uses daily 24-hour data. The training period is from 2024 to 2025, and the holdout period is from 2026. The return includes the open mark, and the win rate only includes closed trades. A list of returns is -4.489011083242554 percent and 3.7822492810627266 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about a BTC/USD trading strategy. The strategy has a 26.977050408210985 percent return, a 34.087814582244825 percent drawdown, and a 30 percent win rate over 10 trades. The average trade is 4.064792327413393 percent, with an average win of 30.741492256207074 percent and an average loss of -7.368079070641043 percent. The half Kelly criterion is 0.8972823879087208. The returns over the period are 38.07928894719276, -1.536644795448656, -6.2754761470158185, -11.63381978330036, -2.7437435372047734, 44.04129597135593, 10.103891850072536, -9.436413580361446, -4.521715801736728, and -15.428739849419518 percent. The strategy enters when the price is prior to a high, exits when it is prior to a low, and uses the exact open price for the next trade. A 25 basis point taker fee is credited to the equivalent of 0.0025 for buying and 0.9975 for selling. The strategy does not fill missing indicator bars and only uses daily 24-hour data. The training period is from 2024 to 2025, with a holdout period in 2026. There is no 3R or 15-minute management, and sensitivity is not selected. The return includes open marks, and the win rate is calculated based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about a BTC/USD trading strategy. The strategy has a daily lookback period of 20 days, a slip of 0.001, and is in the holdout period. It has a return percentage of 18.337791182716032, a drawdown percentage of 10.253073519573341, and a win rate percentage of 50. The strategy had 2 trades, with 1 open trade, a mean trade percentage of 0.04701006467580822, an average win percentage of 4.199215968728033, and an average loss percentage of -4.105195839376416. The half Kelly criterion is 0.136351136334822, and the returns percentage is [-4.105195839376416, 4.199215968728033]. The strategy enters prior to a high in the last few days and exits prior to a low in the last 10 days, with the next entry at the exact open price. A 25 basis point taker fee is credited to the coin buy equivalent, with a ratio of 0.0025 to 0.9975. The strategy does not fill missing indicator bars and only considers daily 24-hour periods. The training period is from 2024 to 2025, with a reset in 2026, and the holdout period is only in 2026, with no training or validation out of sample. There is no 3R or 15-minute management, and sensitivity is not selected. The return includes the open mark, and the win rate is calculated based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about a BTC/USD trading strategy. The strategy has a 32.15910504774004 percent return, a 32.756294284894025 percent drawdown, and a 30 percent win rate over 10 trades. The average trade return is 4.48289145554235 percent, with an average win of 31.26651234673891 percent and an average loss of -6.99580321211332 percent. The half Kelly criterion is 1.024734134520722. The returns over the period are 38.633719132909214, -1.14099638459786, -5.898821105289664, -11.278641133332018, -2.3529332120065547, 44.61962204863981, 10.546195858667701, -9.072427664628009, -4.1380316393006735, and -15.088771345638463 percent. The strategy enters a trade when the price is higher than the previous high, and exits when the price is lower than the previous low. A 25 basis point fee is applied to the taker, equivalent to 0.0025 for a coin buy and 0.9975 for a coin sell. The strategy does not fill missing indicator bars and only considers daily 24-hour periods. The training period is from 2024 to 2025, and the holdout period is in 2026. There is no management of the strategy, and sensitivity is not selected. The return includes the open mark, and the win rate is calculated based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about a BTC/USD trading strategy. The strategy has a 17.160774054218948 percent return, a 10.611345755839219 percent drawdown, and a 50 percent win rate over 2 trades. The average winning trade is 3.7822492810627266 percent and the average losing trade is -4.489011083242554 percent. The strategy buys when the price is near a 15-day high and sells when the price is near a 10-day low. It uses a 0.003 slip and only considers daily 24-hour periods. The returns include open marks and the win rate only considers closed trades. The strategy was trained from 2024 to 2025 and will be tested from 2026 onwards. There is no management of trades every 3 minutes or 15 minutes, and sensitivity was not selected. The returns are based on a 25 basis point taker fee, which is like a 0.25 percent fee, and a coin buy equivalent to 0.0025 divided by 0.9975. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the following data: the symbol is BTC, the time frame is daily, and the lookback period is 15 days. The slip is 0.003, and the period is train. The return percentage is 16.9443650175092, the drawdown percentage is 35.04918411063077, and the win rate percentage is 25. There were 12 trades, with 0 open trades. The mean trade percentage is 2.901997950703093, the average win percentage is 33.97956387169571, and the average loss percentage is -7.4571906896277795. The half Kelly is 0.5726299469625185. The returns percentage list is 38.07928894719276, -1.536644795448656, -6.2754761470158185, -11.63381978330036, -2.7437435372047734, 46.22868693446763, -11.324592829745487, 17.63071573342674, -6.573212127189897, -9.436413580361458, -2.16207355696404, -15.428739849419523. The entry is prior high, the exit is prior low, and the next is exact open. A 25 basis point taker is credited, with a coin buy equivalent of 0.0025/0.9975. There are no fill missing indicator bars, and only daily 24 hours are used. The training period is from 2024 to 2025, and the holdout period is 2026. There is no training or validation out of sample for HYPE 2026. No 3R or 15-minute management is used, and sensitivity is not selected. The return includes open mark, and the win rate is closed only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about a BTC/USD trading strategy. The strategy has a 18.34% return, 10.25% drawdown, and 50% win rate over 15 days. It made 2 trades, with 1 open trade, and an average trade return of 4.70%. The average win was 4.20% and the average loss was -4.11%. The half Kelly criterion is 0.14. The returns were -4.11% and 4.20%. The strategy enters when the prior high is reached, exits when the prior low is reached, and the next entry is at the exact open. A 25 basis point taker fee is credited to the equivalent of 0.0025 coins for every 0.9975 coins bought. The strategy does not fill missing indicator bars and only uses daily 24-hour data. The training period is from 2024 to 2025, and the holdout period is in 2026. There is no 3R or 15-minute management, and sensitivity is not selected. The return includes the open mark, and the win rate is calculated based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about a BTC/USD trading strategy. The strategy has a daily time frame, looks back 15 days, and has a slip of 0.001. It is in the training period. The return percentage is 22.694621602545396, the drawdown percentage is 33.869214292988694, and the win rate percentage is 25. There were 12 trades, with a mean trade percentage of 3.3154365663186516. The average win percentage is 34.51756224418826 and the average loss percentage is -7.085271992971219. The half Kelly is 0.6778195391993569. The returns percentage is listed as follows: 38.633719132909214, -1.14099638459786, -5.898821105289664, -11.278641133332018, -2.3529332120065547, 46.81578013615414, -10.968174789464094, 18.10318746350143, -6.197750419632738, -9.072427664628014, -1.7689318821515907, -15.088771345638444. The strategy enters prior to a high, exits prior to a low, and uses the exact open. A 25 basis point taker is credited, with a coin buy equivalent of 0.0025/0.9975. There are no fill missing indicator bars, and only daily 24 hours are used. The training period is from 2024 to 2025, and the holdout period is in 2026. There is no training or validation out of sample for HYPE in 2026. No 3R or 15-minute management is used, and sensitivity is not selected. The return includes open mark, and the win rate is closed only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the data line: source equals https://stablecoins.llama.fi/stablecoin/2, which is a website about stablecoins, a type of digital currency. The data shows the following information: the timestamp, which is a unique number to identify when the data was recorded, is 1789257600, the circulating amount, which is the total amount of the stablecoin in use, is 74418078352.04755, and the amounts on different platforms, specifically Ethereum, a type of blockchain, is 46995301656.51, Solana, another type of blockchain, is 7308024264.47, and Hyperliquid L1, a type of blockchain, is 6802385708.14. This data was observed on September 13 at 02 UTC, which is a time zone, and was run, or processed, at that time. https://www.okx.com/api/v5/public/funding-rate ; https://www.circle.com/transparency ; https://stablecoins.llama.fi/stablecoin/2

A news scan found the headline from the source https://www.usdc.com/, which included information about a raw_cms_value that was listed as UNPARSED, an issuer_date that was also listed as UNPARSED, and a note about NO_FLOW_INFERENCE, with a locale or template ambiguity observed on September 13 at 02UTC. https://www.okx.com/api/v5/public/funding-rate ; https://www.circle.com/transparency ; https://stablecoins.llama.fi/stablecoin/2

A news scan found the data line: SOL, or a type of cryptocurrency, had the following information observed on September 13 at 02 UTC: the timestamps were 1789265051127 and 1789265078476, the age in seconds was 27.6 and 0.3, it was marked as fresh, the funding basis points were 0.3423, the settled basis points were 0.2761, and the open interest in coins was 2742408.14. https://www.okx.com/api/v5/public/funding-rate ; https://www.circle.com/transparency ; https://stablecoins.llama.fi/stablecoin/2

A news scan found the headline 'BTC funding.txt row3'. This is a data line that shows information about a Bitcoin funding observation on September 13 at 02 UTC. The data includes a timestamp, which is a unique number that represents the time of the observation, and other details such as the age of the observation, which is 29.1 and 0.2, and whether the data is fresh, which is true. The funding_bp, or funding basis points, is 0.4958, and the settled_bp, or settled basis points, is 0.497. The oi_coin, or open interest in coins, is 27493.858. https://www.okx.com/api/v5/public/funding-rate ; https://www.circle.com/transparency ; https://stablecoins.llama.fi/stablecoin/2