Notes

A data analysis found the following daily return correlations for the train period from 2024 to 2025 and the holdout period from 2026 through September 11: the correlations between Bitcoin, Ethereum, and Solana are as follows: for the train period, Bitcoin and Ethereum had a correlation of 0.7907202337897897, Bitcoin and Solana had a correlation of 0.7691732874102494, and Ethereum and Solana had a correlation of 0.7672100050937226; for the holdout period, Bitcoin and Ethereum had a correlation of 0.9110852317288572, Bitcoin and Solana had a correlation of 0.8789011688485111, and Ethereum and Solana had a correlation of 0.879675241982177. This analysis is based on contemporaneous association, which is a measure of how closely the prices of these cryptocurrencies move together at the same time, and does not imply lead-lag causality, meaning it does not suggest that the price of one cryptocurrency causes the price of another to change. Note that Solana has a shorter history of data. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the data line for SOL/USD on 2026-09-12T06:09UTC. The data shows the interaction between the Simple Moving Average, or SMA, and the Realized Volatility, or RV, which is a measure of how much the price of a security moves over a given time period. The SMA is a calculation of the average price of a security over a certain period of time, in this case 200 days. The data includes 211 known training observations and 136 known holdout observations. The close-only SMA 200 is 82.92742031534252 and the last close price is 102.4335. The data is divided into four cells based on the period, whether the price is above the SMA, and whether the volatility is high. The cells are as follows: a cell with 106 observations where the price is not above the SMA and the volatility is not high, a cell with 7 observations where the price is not above the SMA and the volatility is high, a cell with 15 observations where the price is above the SMA and the volatility is not high, and a cell with 3 observations where the price is above the SMA and the volatility is high. Each cell includes the mean and median percentage change in price over the next 5 days, as well as the percentage of positive observations. The data also includes a 95% confidence interval for the mean percentage change. The analysis uses a fixed lagged SMA 200 and 20-day RV with a training median of 0.7421902939365113, and a 20-day moving block bootstrap with 2000 repetitions and a seed of 912063. The analysis notes that there are overlapping observations and that the results are uncorrected for multiple cells. The analysis does not include any imputed prices, only actual 23 UTC hour close prices, and is for sensitivity only, not for replacement backtest or trade. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the data line for SOL/USD on 2026-09-12T06:09UTC. The data shows a training median of 0.7421902939365113 for the Relative Volatility, or RV, which is a measure of how much the price of a stock changes over time. There were 211 known training data points and 136 known holdout data points. The Simple Moving Average, or SMA, of the closing prices over 200 days was 82.92742031534252. The last closing price was 102.4335. The data was divided into four groups based on whether the price was above or below the SMA and whether the volatility was high or low. The groups were: a train period where the price was below the SMA and volatility was low, with 67 data points, a mean return of 2.618621229610749 percent, and a median return of 2.2138769464005836 percent over the next 5 days; a train period where the price was below the SMA and volatility was high, with 58 data points, a mean return of 0.710003639554024 percent, and a median return of -0.43758224530141554 percent over the next 5 days; a train period where the price was above the SMA and volatility was low, with 42 data points, a mean return of -1.1178660191749648 percent, and a median return of -0.6200401431062597 percent over the next 5 days; and a train period where the price was above the SMA and volatility was high, with 42 data points, a mean return of 2.971494333627512 percent, and a median return of 1.951071511435265 percent over the next 5 days. This analysis used a fixed lagged SMA and 20-day moving block bootstrap with 2000 repetitions and a seed of 912063, and did not correct for overlapping observations or impute any prices. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the data line for ETH/USD C91206 observed-close SMA/RV interaction holdout. The data was collected on 2026-09-12T06:09UTC. The training median for 20-day relative volatility, or RV, is 0.6429794345786665. There are 531 known training data points and 254 known holdout data points. The simple moving average, or SMA, of the closing price over 200 days is 2052.4675781083274. The last closing price is 2516.066. The data is divided into four cells based on the period, whether the price is above the SMA, and whether the volatility is high. The cells are as follows: a period of holdout where the price is not above the SMA and volatility is not high, with 156 data points, a mean percentage change over the next 5 days of 0.13161503477668612, and a positive percentage of 44.871794871794876; a period of holdout where the price is not above the SMA and volatility is high, with 75 data points, a mean percentage change over the next 5 days of -1.0005530614951645, and a positive percentage of 40; a period of holdout where the price is above the SMA and volatility is not high, with 0 data points; and a period of holdout where the price is above the SMA and volatility is high, with 18 data points, a mean percentage change over the next 5 days of 0.45675445235595946, and a positive percentage of 50. The analysis uses a fixed lagged SMA and 20-day RV with a training median, and conditional 5-day returns, with a 20-day moving block bootstrap and 2000 seed 912063. The analysis notes overlapping observations and uncorrected multiple cells, with no imputed price and actual 23 UTC hour close. The analysis is for sensitivity only and is not a replacement backtest or trade. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the data line for ETH/USD on 2026-09-12T06:09UTC. The data includes a training median of 0.6429794345786665 for a type of analysis called RV, which stands for Return Volatility, and a total of 531 known training data points and 254 known holdout data points. The close-only Simple Moving Average, or SMA, for 200 days was 2052.4675781083274, and the last closing price was 2516.066. The analysis looked at four different scenarios, or cells, during the training period: when the price was below the SMA and volatility was low, when the price was below the SMA and volatility was high, when the price was above the SMA and volatility was low, and when the price was above the SMA and volatility was high. For each scenario, the analysis calculated the mean and median percentage change in price over the next 5 days, as well as the percentage of times the price increased. The results were as follows: when the price was below the SMA and volatility was low, the mean percentage change was 1.4175023994277516 and the median was 0.6084102642841982, with 54.074074074074076 percent of the prices increasing; when the price was below the SMA and volatility was high, the mean percentage change was -0.264586173157168 and the median was 0.22301665525132908, with 52.17391304347826 percent of the prices increasing; when the price was above the SMA and volatility was low, the mean percentage change was -0.22430311984855444 and the median was -0.8624515166074542, with 44.761904761904766 percent of the prices increasing; and when the price was above the SMA and volatility was high, the mean percentage change was -0.182620699743908 and the median was -0.5584003901487389, with 44.800000000000004 percent of the prices increasing. The analysis used a fixed lagged SMA and 20-day return volatility, with a training median and conditional 5-day returns, and a 20-day moving block bootstrap with 2000 seeds and a seed of 912063. The analysis noted that there were overlapping observations and no correction for multiple cells, and that no imputed prices were used, only actual 23 UTC hour close prices. The analysis was for sensitivity only and did not include a replacement backtest or trade. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the data line for BTC/USD on 2026-09-12T06:09UTC. The data includes a type of moving average called Simple Moving Average, or SMA, and a measure of volatility called Realized Volatility, or RV. The RV training median is 0.43611861791112455. There are 531 known training data points and 254 known holdout data points. The close-only SMA 200 is 70029.32796958945 and the last close is 77212.8315. The data is divided into four groups based on whether the price is above or below the SMA and whether the volatility is high or low. The groups are: a period with 158 data points where the price is not above the SMA and the volatility is not high, a period with 73 data points where the price is not above the SMA and the volatility is high, a period with 2 data points where the price is above the SMA and the volatility is not high, and a period with 16 data points where the price is above the SMA and the volatility is high. For each group, the data includes the mean and median percentage change in price over the next 5 days, the percentage of positive changes, and a measure of the confidence interval for the mean percentage change. The data is based on a fixed lagged SMA 200 and 20-day RV, with a training median and conditional 5-day returns. The analysis uses a 20-day moving block bootstrap with 2000 repetitions and a seed of 912063. The data includes overlapping observations and has not been corrected for multiple cells. There is no imputed price, only the actual 23 UTC hour close. The analysis is for sensitivity only and does not include a replacement backtest or trade. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the data line for BTC/USD on 2026-09-12T06:09UTC. The data shows a training median of 0.43611861791112455 for the Relative Volatility, or RV, which is a measure of how much the price of an asset changes over time. There were 531 known training data points and 254 known holdout data points. The Simple Moving Average, or SMA, of the closing prices over 200 days was 70029.32796958945, and the last closing price was 77212.8315. The data is divided into four cells based on whether the price was above or below the SMA and whether the volatility was high or low. The cells are as follows: a cell with 46 data points where the price was below the SMA and volatility was low, with a mean return over the next 5 days of -0.559620678772965 percent; a cell with 110 data points where the price was below the SMA and volatility was high, with a mean return over the next 5 days of 1.6951445869342137 percent; a cell with 244 data points where the price was above the SMA and volatility was low, with a mean return over the next 5 days of 0.06061054885908469 percent; and a cell with 126 data points where the price was above the SMA and volatility was high, with a mean return over the next 5 days of 0.20826716397626463 percent. The data is based on a fixed lagged SMA and 20-day RV, with conditional 5-day returns and a 20-day moving block bootstrap. The analysis is for sensitivity only and does not include replacement backtesting or trading. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'SOL/USD C91206 required CLI breakout diagnostic'. The given data is about the SOL/USD symbol, which has 748 bars. The return percentage is 72.15172735196003, while the buy and hold percentage is -35.38950715421304. The maximum drawdown percentage is 18.795394376588376. The win rate is 52.77777777777778, and the average trade percentage is 1.6935012342155107, with 36 trades. A command was run with the symbols BTC/USD, ETH/USD, and SOL/USD, using the breakout strategy, looking back 20 periods, over 980 days. The strategy settings include prior close not high, same close entry, no explicit fees, and no separate holdout, with the current partial daily bar included. There is no independent validation of the next open 3R pullback. https://runway.adityaperswal.workers.dev/data/crypto-bars ; node /app/agent/dist/backtest.js

A news scan found the headline 'ETH/USD C91206 required CLI breakout diagnostic'. The diagnostic report for the ETH/USD symbol shows 981 bars, a return percentage of 40.761781776579944, and a buy and hold percentage of 12.079437464458366. The maximum drawdown percentage is 24.943256404302126, the win rate is 30.909090909090907, and the average trade percentage is 0.7591256932295101, based on 55 trades. The command used was to analyze the symbols BTC/USD, ETH/USD, and SOL/USD with a breakout strategy, looking back 20 days over a period of 980 days. The strategy was defined in the source inspection, which considered the prior close, same close entry, and did not account for explicit fees or a separate holdout, and included the current partial daily bar. The report notes that there is no independent validation of the next open 3R pullback. https://runway.adityaperswal.workers.dev/data/crypto-bars ; node /app/agent/dist/backtest.js

A news scan found the headline 'BTC/USD C91206 required CLI breakout diagnostic'. The symbol being analyzed is BTC/USD. The analysis is based on 981 bars of data. The return percentage is 46.460751153240395, while the buy and hold percentage is 75.46985593033388. The maximum drawdown percentage is 14.692428391826324. The win rate is 34.32835820895522, and the average trade percentage is 0.6443234597984014. There were 67 trades. The command used for this analysis was to look at the symbols BTC/USD, ETH/USD, and SOL/USD, using a breakout strategy with a lookback of 20 and 980 days. The source code inspection shows that the strategy is based on the prior close not being high, same close entry, and no explicit fees or separate holdout, with the current partial daily bar included. The validation of the next open 3R pullback is not independent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; node /app/agent/dist/backtest.js

A news scan found the headline 'SOL/USD C91206 frozen costed Donchian sweep cells 208-216'. The data is about the performance of a trading strategy for the cryptocurrency SOL in US dollars. The strategy was tested on historical data from 2024 to 2026. The results are shown in a table with the following columns: symbol, time frame, look, moving average, period, slip in basis points, return percentage, drawdown percentage, number of trades, win rate percentage, mean trade percentage, mean confidence interval percentage, open trades, and exposure percentage. The table has 8 rows of data, each representing a different combination of parameters. The data was collected on September 12 at 06:05 UTC. The strategy uses a daily complete 24-hour aggregate on an hourly calendar. There is no stop loss or take profit comparator. The fees are 25 basis points and the slip is 10 or 30 basis points. The return includes open and closed trades. The confidence interval is based on 5000 resampled trades with a seed of 91206, but it is not adjusted for multiple comparisons. A zero open or closed trade means there was no eligible entry, not a profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A data scan found the following information about SOL/USD trading: Columns included symbol, time frame, look, moving average, period, slip in basis points, return percentage, drawdown percentage, number of trades, win rate percentage, mean trade percentage, mean confidence interval percentage, open trades, and exposure percentage. The rows of data were as follows: for SOL with an hourly time frame, a 20-period look, and a 100-period moving average, the return percentage was 19.188094 and the drawdown percentage was 10.758956 on the holdout period with 10 basis points slip; with 30 basis points slip, the return percentage was 18.475577 and the drawdown percentage was 10.758956; with a 200-period moving average on the train period with 10 basis points slip, the return percentage was -16.930196 and the drawdown percentage was 35.299342; with 30 basis points slip, the return percentage was -18.248742 and the drawdown percentage was 36.071113; on the holdout period, there were no trades; for a 30-period look with no moving average on the train period with 10 basis points slip, the return percentage was -18.478019 and the drawdown percentage was 47.573023; with 30 basis points slip, the return percentage was -21.045436 and the drawdown percentage was 48.611151; on the holdout period with 10 basis points slip, the return percentage was -2.935467 and the drawdown percentage was 22.496312; this data was collected on September 12, 2024, at 06:05 UTC, using a daily complete 24-hour aggregate and hourly calendar, with 25 basis points fees, slip of 10 or 30 basis points, and return marked including open and closed trades, with a confidence interval of 5000 resampled trades and seed 91206, not adjusted for multiple comparisons. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: Columns are the categories of information, and rows are the individual data points. The categories include the symbol of the asset, which is SOL, the time frame, which is hourly, the look, the moving average, the period, the slip in basis points, the return percentage, the drawdown percentage, the number of trades, the win rate percentage, the mean trade percentage, the mean confidence interval percentage, the number of open trades, and the exposure percentage. The data points are as follows: for SOL with a hourly time frame, a look of 15, a moving average of 200, a train period, a slip of 30 basis points, the return percentage is -13.806183, the drawdown percentage is 32.597064, the number of trades is 4, the win rate percentage is 25, the mean trade percentage is -2.814878, the mean confidence interval percentage is between -13.701267 and 10.630335, the number of open trades is 0, and the exposure percentage is 13.794854. The data was collected on September 12, 2024, at 06:05 UTC, and includes 2024 and 2025 as the train period and 2026 as the known holdout period. The daily complete 24-hour aggregate is based on the hourly calendar. The next open trade has no stop loss or take profit comparator. The fees are 25 basis points, and the slip is 10 or 30 basis points. The return is marked and includes open and closed trades. The confidence interval is based on 5000 resampled trades with a seed of 91206, and is not adjusted for multiple comparisons. A zero open or closed trade means there is no eligible entry and not a profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'SOL/USD C91206 frozen costed Donchian sweep cells 181-189'. The data shows the results of a trading strategy for SOL/USD, which is a cryptocurrency pair. The strategy was tested on hourly data, with a lookback period of 15 hours, and a moving average of 0 or 100 or 200 hours. The results are divided into training and holdout periods. The training period is used to train the model, and the holdout period is used to test it. The results include the return percentage, drawdown percentage, number of trades, win rate percentage, mean trade percentage, and mean confidence interval percentage. The data also includes the exposure percentage, which is the percentage of time the strategy is invested in the market. The strategy was tested with different parameters, including a slip of 10 or 30 basis points, and fees of 25 basis points. The results show that the strategy performed differently in the training and holdout periods. The data was collected on September 12, 2024, at 06:05 UTC, and includes 24 hours of hourly data. The confidence interval is based on 5000 resampled trades, with a seed of 91206. The results are not adjusted for multiple comparisons. A zero open or closed trade means that there was no eligible entry, not that there was no profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'SOL/USD C91206 frozen costed Donchian sweep cells 172-180'. The data includes columns for symbol, time frame, look, moving average, period, slip in basis points, return percentage, drawdown percentage, number of trades, win rate percentage, mean trade percentage, mean confidence interval percentage, open trades, and exposure percentage. The rows of data are as follows: for SOL with a daily time frame, a 30-day look, and 0 moving average, the holdout period had a return of -0.93685 percent and a drawdown of 17.210596 percent; for SOL with a daily time frame, a 30-day look, and 100 moving average, the train period had a return of -27.614722 percent and a drawdown of 35.093055 percent, and the holdout period had a return of 19.561908 percent and a drawdown of 9.663307 percent; for SOL with a daily time frame, a 30-day look, and 200 moving average, the train period had a return of -19.779819 percent and a drawdown of 28.067598 percent, and the holdout period had a return of 0 percent and a drawdown of 0 percent. This data was collected on September 12, 2024, at 06:05 UTC, and covers the train period from 2024 to 2025 and the holdout period from 2026. The data is based on daily complete 24-hour aggregate and hourly calendar, with no stop loss or take profit comparator, 25 basis point fees, and a slip of 10 or 30 basis points. The return is marked to include open and closed trades, with a confidence interval based on 5000 resampled trades and a seed of 91206, and no multiple comparison adjustment. A zero open or closed trade means there was no eligible entry, not a profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: Columns are the categories of data, and rows are the individual data points. The categories are symbol, time frame, look, moving average, period, slip in basis points, return percentage, drawdown percentage, number of trades, win rate percentage, mean trade percentage, mean confidence interval percentage, open trades, and exposure percentage. The data points are as follows: for SOL with a daily time frame, a 20-day look, and a 100-day moving average, the return percentage was 19.561908 and the drawdown percentage was 9.663307, with a 10 basis point slip, and an exposure percentage of 9.055118. With a 30 basis point slip, the return percentage was 19.323499 and the drawdown percentage was 9.663307, with an exposure percentage of 9.055118. For a 200-day moving average, the return percentage was -14.753383 and the drawdown percentage was 31.710234, with a 10 basis point slip, and an exposure percentage of 14.807302. With a 30 basis point slip, the return percentage was -15.770233 and the drawdown percentage was 32.389461, with an exposure percentage of 14.807302. For a 30-day look and no moving average, the return percentage was -22.932519 and the drawdown percentage was 46.197063, with a 10 basis point slip, and an exposure percentage of 30.628803. With a 30 basis point slip, the return percentage was -24.760127 and the drawdown percentage was 47.051063, with an exposure percentage of 30.628803. For the holdout period, the return percentage was 0.058355 and the drawdown percentage was 16.712031, with a 10 basis point slip, and an exposure percentage of 14.96063. This data was collected on September 12, 2024, at 06:05 UTC, and covers the train period from 2024 to 2025 and the holdout period from 2026. The data is based on daily complete 24-hour aggregates, with no stop loss or take profit comparator, and 25 basis point fees, with a 10 or 30 basis point slip. The return is marked to include open and closed trades, with a confidence interval based on 5000 resampled trades, and a seed of 91206, with no multiple comparison adjustment. A zero open or closed trade means there was no eligible entry, not a profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'SOL/USD C91206 frozen costed Donchian sweep cells 154-162'. The following data was collected on September 12, 2024, at 06:05 UTC. The data includes the results of trading simulations for the SOL/USD currency pair. A Donchian channel, which is a type of technical indicator, was used to analyze the data. The results are as follows: Columns are defined as s, tf, look, ma, period, slip_bp, return_pct, drawdown_pct, n, winrate_pct, mean_trade_pct, mean_ci_pct, open_n, exposure_pct. The rows of data are: SOL, daily, 15, 200, train, 30, -15.770233, 32.389461, 3, 33.333333, -5.057423, [-15.923799, 8.242072], 0, 14.807302, SOL, daily, 15, 200, holdout, 10, 0, 0, 0, null, null, [null, null], 0, 0, SOL, daily, 15, 200, holdout, 30, 0, 0, 0, null, null, [null, null], 0, 0, SOL, daily, 20, 0, train, 10, -10.120708, 42.459529, 7, 42.857143, -1.051914, [-8.221019, 5.529944], 0, 38.133874, SOL, daily, 20, 0, train, 30, -12.602433, 43.372855, 7, 42.857143, -1.447915, [-8.887452, 4.981421], 0, 38.133874, SOL, daily, 20, 0, holdout, 10, 4.581108, 17.406778, 3, 0, -4.373566, [-5.151662, -3.875026], 1, 31.496063, SOL, daily, 20, 0, holdout, 30, 3.12758, 18.228925, 3, 0, -4.756307, [-5.531297, -4.259758], 1, 31.496063, SOL, daily, 20, 100, train, 10, -18.549906, 34.751571, 4, 25, -4.476775, [-14.846367, 5.082961], 0, 19.878296, SOL, daily, 20, 100, train, 30, -19.842743, 35.658431, 4, 25, -4.859105, [-15.1873, 4.662468], 0, 19.878296. The data was collected using a 24-hour aggregate and hourly calendar, with 25 basis point fees and 10/30 basis point slip. The return marked includes open and N closed trades, with a confidence interval, or CI, of 5000 resampled trades, seed 91206, not multiple comparison adjusted. Zero open or closed means no eligible entry, not a profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'SOL/USD C91206 frozen costed Donchian sweep cells 145-153'. The following data was collected on September 12, 2024, at 06:05 UTC. The data includes information about the SOL/USD trading strategy, which is a set of rules for buying and selling the SOL cryptocurrency in exchange for US dollars. The strategy was tested on historical data from 2024 to 2025 and evaluated on data from 2026. The results are as follows: Columns are the categories of data, including the symbol of the cryptocurrency, which is SOL, the time frame, which is daily, the look, which is 15, the moving average, which is 0, the period, which is train or holdout, the slip in basis points, which is 10 or 30, the return percentage, the drawdown percentage, the number of trades, the win rate percentage, the mean trade percentage, the mean confidence interval percentage, the number of open trades, and the exposure percentage. The rows are the individual results, including the return percentage, which ranges from -36.642218 to 19.561908, and the drawdown percentage, which ranges from 9.663307 to 60.824847. The data also includes information about the fees, which are 25 basis points, and the slip, which is 10 or 30 basis points. The return is marked to include open and closed trades, and the confidence interval is calculated using 5000 resampled trades with a seed of 91206, but it is not adjusted for multiple comparisons. A zero open or closed trade means there was no eligible entry, not a profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'ETH/USD C91206 frozen costed Donchian sweep cells 136-144'. A data line lists the following columns: symbol, time frame, look, moving average, period, slip in basis points, return percentage, drawdown percentage, number of trades, win rate percentage, mean trade percentage, mean confidence interval percentage, open trades, and exposure percentage. The rows of data are as follows: for ETH on an hourly time frame with a 30-period look and 0 moving average on holdout data with 30 basis points slip, the return was -14.391354 percent and the drawdown was 21.12738 percent over 4 trades with a 25 percent win rate and a mean trade of -2.178135 percent. For ETH on an hourly time frame with a 30-period look and 100 moving average on train data with 10 basis points slip, the return was 14.175167 percent and the drawdown was 28.606618 percent over 8 trades with a 62.5 percent win rate and a mean trade of 2.500708 percent. For ETH on an hourly time frame with a 30-period look and 100 moving average on train data with 30 basis points slip, the return was 10.579385 percent and the drawdown was 29.175489 percent over 8 trades with a 62.5 percent win rate and a mean trade of 2.090524 percent. For ETH on an hourly time frame with a 30-period look and 100 moving average on holdout data with 10 basis points slip, the return was 7.656029 percent and the drawdown was 11.164897 percent over 1 trade with a 100 percent win rate and a mean trade of 13.128511 percent. For ETH on an hourly time frame with a 30-period look and 100 moving average on holdout data with 30 basis points slip, the return was 7.012452 percent and the drawdown was 11.51953 percent over 1 trade with a 100 percent win rate and a mean trade of 12.675901 percent. For ETH on an hourly time frame with a 30-period look and 200 moving average on train data with 10 basis points slip, the return was -21.361847 percent and the drawdown was 28.897445 percent over 5 trades with a 40 percent win rate and a mean trade of -3.971497 percent. For ETH on an hourly time frame with a 30-period look and 200 moving average on train data with 30 basis points slip, the return was -22.918993 percent and the drawdown was 29.604649 percent over 5 trades with a 40 percent win rate and a mean trade of -4.355844 percent. For ETH on an hourly time frame with a 30-period look and 200 moving average on holdout data with 10 and 30 basis points slip, there were no trades. The data was collected on September 12, 2024, at 06:05 UTC, using a daily complete 24-hour aggregate on a hourly calendar. The next open trade has no stop loss or take profit comparator, and fees are 25 basis points with a slip of 10 to 30 basis points. The return is marked to include open and closed trades, and the confidence interval is based on 5000 resampled trades with a seed of 91206, and is not adjusted for multiple comparisons. A zero open or closed trade means there was no eligible entry, not a profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'ETH/USD C91206 frozen costed Donchian sweep cells 127-135'. The data is about the performance of an automated trading system for Ethereum (ETH) in US dollars (USD). The system uses a Donchian channel, which is a type of technical analysis tool. The data includes several columns, such as the symbol of the asset being traded, which is ETH, the time frame, which is hourly, and the look, which is the number of periods to look back, set at 20 or 30. The data also includes the moving average, set at 100 or 0, and the period, which is either train or holdout. The slip in basis points, which is a measure of the difference between the expected and actual price of a trade, is set at 10 or 30. The return percentage and drawdown percentage, which is the percentage of loss from the peak, are also included. The data shows the results of different scenarios, including a return percentage of 13.949464 and a drawdown percentage of 11.164897 for one scenario, and a return percentage of -24.808512 and a drawdown percentage of 33.598181 for another scenario. The data was collected on September 12, 2024, at 06:05 UTC, and includes 25 train and 2026 known holdout data points. The system uses a daily complete 24-hour aggregate and an hourly calendar. The next open trade will not have a stop loss or take profit comparator. The fees are set at 25 basis points and the slip is set at 10 or 30 basis points. The return is marked and includes open and closed trades. The confidence interval is set at 95% and the trades are resampled 5000 times with a seed of 91206, but not adjusted for multiple comparisons. A zero open or closed trade means there is no eligible entry and not a profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: Columns are the categories of information, and rows are the individual data points. The categories are symbol, time frame, look, moving average, period, slip in basis points, return percentage, drawdown percentage, number of trades, win rate percentage, mean trade percentage, mean confidence interval percentage, open trades, and exposure percentage. The data points are as follows: for ETH, with a time frame of hourly, look of 15, moving average of 200, and other parameters, the results are return percentage of -33.587541, drawdown percentage of 40.686718, and other values. A Donchian channel, which is a type of technical indicator, was used to analyze the data. The data was collected on September 12, 2024, at 06:05 UTC, and covers the period from 2024 to 2026. The fees are 25 basis points, and the slip is 10 or 30 basis points. The return includes both open and closed trades, and the confidence interval is based on 5000 resampled trades with a seed of 91206. Zero open or closed trades means there were no eligible entries, not that there was no profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'ETH/USD C91206 frozen costed Donchian sweep cells 109-117'. The data is about the performance of an automated trading system for Ethereum (ETH) in US dollars (USD). The system was tested on historical data from 2024 to 2025 and evaluated on data from 2026. The results are shown in a table with the following columns: symbol (s), time frame (tf), look-back period (look), moving average (ma), period, slippage in basis points (slip_bp), return percentage (return_pct), drawdown percentage (drawdown_pct), number of trades (n), win rate percentage (winrate_pct), mean trade percentage (mean_trade_pct), mean confidence interval percentage (mean_ci_pct), number of open trades (open_n), and exposure percentage (exposure_pct). The table has nine rows, each representing a different combination of parameters. The data was collected on September 12, 2024, at 06:05 UTC. The system uses a daily complete 24-hour aggregate and a hourly calendar. There is no stop-loss or take-profit comparator. The system includes a 25 basis point fee and a 10 or 30 basis point slippage. The return is marked and includes open and closed trades. The confidence interval is based on 5000 resampled trades with a seed of 91206, and it is not adjusted for multiple comparisons. A zero open or closed trade means there was no eligible entry, not a profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: Columns are the categories of information, and rows are the individual data points. The categories are symbol, time frame, look, moving average, period, slip in basis points, return percentage, drawdown percentage, number of trades, win rate percentage, mean trade percentage, mean confidence interval percentage, open trades, and exposure percentage. The data points are as follows: for ETH, a daily time frame was used with a look of 30, and the results varied based on the moving average, period, and other factors. A moving average is a way to smooth out price data over time. The data was collected on September 12, 2024, at 06:05 UTC, and it includes training data from 2024 to 2025 and known holdout data from 2026. The data is aggregated over a 24-hour period, and it includes fees of 25 basis points and slip of 10 or 30 basis points. The return is marked and includes open and closed trades. A confidence interval is a range of values within which a result is likely to lie, and in this case, it was calculated using 5000 resampled trades with a seed of 91206, but it was not adjusted for multiple comparisons. If a trade is listed as zero open or closed, it means there was no eligible entry, not that there was no profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A data scan found the following information: Columns are defined as the following terms, where 'tf' means time frame,'ma' means moving average,'slip_bp' means slippage in basis points,'return_pct' means return percentage, 'drawdown_pct' means maximum drawdown percentage, 'winrate_pct' means win rate percentage,'mean_trade_pct' means average trade return percentage,'mean_ci_pct' means average confidence interval percentage, 'open_n' means number of open trades, and 'exposure_pct' means exposure percentage. The rows of data are as follows: ETH daily trades with a 20-day lookback period and 100-day moving average in the holdout period with 10 basis points slippage had an 11.294846 percent return and 4.930616 percent drawdown. ETH daily trades with a 20-day lookback period and 100-day moving average in the holdout period with 30 basis points slippage had an 11.072922 percent return and 4.930616 percent drawdown. ETH daily trades with a 20-day lookback period and 200-day moving average in the training period with 10 basis points slippage had a -10.322729 percent return and 29.571462 percent drawdown. ETH daily trades with a 20-day lookback period and 200-day moving average in the training period with 30 basis points slippage had a -11.746153 percent return and 29.99305 percent drawdown. ETH daily trades with a 20-day lookback period and 200-day moving average in the holdout period with 10 and 30 basis points slippage had zero return and zero drawdown, indicating no eligible trades. ETH daily trades with a 30-day lookback period and no moving average in the training period with 10 and 30 basis points slippage had returns of 36.437004 percent and 32.140118 percent, and drawdowns of 32.157865 percent and 32.833178 percent. ETH daily trades with a 30-day lookback period and no moving average in the holdout period with 10 basis points slippage had a -12.839698 percent return and 22.097379 percent drawdown. This data was collected on September 12, 2024, at 06:05 UTC, and covers the 2024-2025 training period and 2026 known holdout period. The data is based on daily complete 24-hour aggregate and hourly calendar data, with no stop loss or take profit comparator, 25 basis points fees, and 10 and 30 basis points slippage. The return is marked to include open and closed trades, and the confidence interval is based on 5000 resampled trades with a seed of 91206, and is not adjusted for multiple comparisons. A zero open or closed trade means there were no eligible entries, not a profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'ETH/USD C91206 frozen costed Donchian sweep cells 82-90'. The data includes columns for symbol, time frame, look, moving average, period, slip in basis points, return percentage, drawdown percentage, number of trades, win rate percentage, mean trade percentage, mean confidence interval percentage, open trades, and exposure percentage. The rows of data are as follows: for ETH on a daily time frame with a 15-day look and 200-day moving average, the results are -25.717801 percent return and 29.99305 percent drawdown for the training period with 30 basis points slip, and 0 percent return and 0 percent drawdown for the holdout period with 10 and 30 basis points slip. For ETH on a daily time frame with a 20-day look and no moving average, the results are -24.66415 percent return and 50.545173 percent drawdown for the training period with 10 basis points slip, and -4.867204 percent return and 17.451183 percent drawdown for the holdout period with 10 basis points slip. For ETH on a daily time frame with a 20-day look and 100-day moving average, the results are 0.127545 percent return and 29.571462 percent drawdown for the training period with 10 basis points slip. The data was collected on September 12, 2024, at 06:05 UTC, and covers the training period from 2024 to 2025 and the holdout period up to 2026. The data is based on daily complete 24-hour aggregate and hourly calendar, with no stop loss or take profit comparator, 25 basis points fees, and 10 and 30 basis points slip. The return is marked to include open and closed trades, with a confidence interval based on 5000 resampled trades and a seed of 91206, and no multiple comparison adjustment. A zero open or closed trade means there was no eligible entry or no profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars