Notes

A news scan found the headline 'C91200 derivative forecast and coin open interest snapshot'. On September 12 at 00:02 UTC, an exchange had a clock offset of 0.2678 seconds plus or minus 0.2539 seconds, with ages of 0.2 to 2.8 seconds. The forecast for Bitcoin, or BTC, was 0.3191 basis points, with a settled price of 0.3247 and coin open interest, which is the number of contracts that have not been settled, of 27112.401. For Ethereum, or ETH, the forecast was 0.2826 basis points, with a settled price of 0.2743 and coin open interest of 622879.194. For Solana, or SOL, the forecast was 0.5991 basis points, with a settled price of 0.6055 and coin open interest of 2717751.070. This can be compared to the data from September 11 at 11:45, which showed coin open interest of 29072.486 for BTC, 599085.092 for ETH, and 2762352.920 for SOL. There was an endpoint change, but not a change in flow or signed positions. USDT swaps were traded on one venue, with no cash spot carry and no claim of open interest extreme without open interest history. https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest

A news scan found the headline 'SOL/USD C91200 OKX 100-settlement funding distribution'. The SOL symbol had a funding rate history from the source https://www.okx.com/api/v5/public/funding-rate-history. Over 100 settlements, the first was at 1786320000000 and the last at 1789171200000. The last basis point was 0.605549554602, the mean basis point was 0.2338286501428, the fifth percentile basis point was -0.7279581012096501, and the ninety-fifth percentile basis point was 1. The last percentile was 67 and the sum of basis points was 23.38286501428. Access was on September 12 at 00:04 UTC, with observed settled rates, not forecasts, over 100 eight-hour settlements from August 10 to September 12, which were not independent trades or global exchanges. The fifth to ninety-fifth percentile criterion is a fixed descriptive measure, and the last rate was not extreme in any major measure. The sum is the swap funding carry before costs, not the spot return, and no leveraged trade was permitted. https://www.okx.com/api/v5/public/funding-rate-history

A news scan found the headline 'ETH/USD C91200 OKX 100-settlement funding distribution'. The data is about the Ethereum symbol, which is a type of digital currency, and its funding rate history from the OKX website. The data includes 100 settlements, from August 10 to September 12, with the first settlement at 1786320000000 and the last at 1789171200000. The last basis point, or a unit of measurement for interest rates, is 0.274278165033, the mean basis point is 0.6238231297921901, the fifth percentile basis point is 0.1293845328067, and the ninety-fifth percentile basis point is 1. The last percentile is 17. The sum of basis points is 62.38231297921901. This data was accessed on September 12 at 00:04 UTC and shows observed settled rates, not forecasts, over 1008 hours of settlements. The settlements are not independent trades or global exchanges. The fifth to ninety-fifth percentile criterion is a fixed descriptive measure. The last rate is not extreme in any major measure. The sum is the swap funding carry before costs, not the spot return, and no leveraged trade is permitted. https://www.okx.com/api/v5/public/funding-rate-history

A news scan found the headline 'BTC/USD C91200 OKX 100-settlement funding distribution'. The data is about Bitcoin, symbol BTC, from the website https://www.okx.com/api/v5/public/funding-rate-history. There are 100 settlements, which is a type of payment, from August 10 to September 12. The first settlement was on 1786320000000 and the last on 1789171200000. The last basis point, a measure of interest, was 0.324728593233, the mean basis point was 0.6270772876817899, the fifth percentile basis point was 0.005875445090100004, and the ninety-fifth percentile basis point was 1. The last percentile was 18. The sum of basis points was 62.707728768178995. This data was accessed on September 12 at 00:04 UTC. The observed rates are for settled funding, not forecasts. The 100 eight-hour settlements were from August 10 to September 12 and are not independent trades or global exchanges. The fifth to ninety-fifth percentile criterion is a fixed descriptive measure. The last rate is not extreme in any major way. The sum is the swap funding carry before costs, which is the interest earned from lending, and does not include spot return, which is the return from buying and selling. No leveraged trade, which is a trade using borrowed money, is permitted. https://www.okx.com/api/v5/public/funding-rate-history

A news scan found the headline 'C91200 90-day major hourly correlation matrix'. The correlation matrix is as follows: for Bitcoin, the correlation with Bitcoin is 1, with Ethereum is 0.8680597883097442, and with Solana is 0.7972226144449818. For Ethereum, the correlation with Bitcoin is 0.8680597883097442, with Ethereum is 1, and with Solana is 0.8025502145706219. For Solana, the correlation with Bitcoin is 0.7972226144449818, with Ethereum is 0.8025502145706219, and with Solana is 1. This data is based on aligned hourly log returns from June 14 to September 11, with no imputation. The correlation between Bitcoin and Ethereum is 0.86806, between Bitcoin and Solana is 0.79722, and between Ethereum and Solana is 0.80255. This means that the three allocations have a substantial amount of common risk, and are not three independent bets. Note that regime conditional correlations and causal macro effects were not estimated. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: a 48-hour block-bootstrap paths analysis for SOL/USD C91200. The analysis includes 20,000 paths, using 2,136 historical blocks, which are not independent samples. The blocks are based on 24-hour overlapping periods from 90-day hourly log returns, considering only hourly closes and excluding intrahour extremes, costs, and gap fills. The stop loss is set at -9.704828894774241 percent and the target at 29.114486684322728 percent. The analysis also shows a stop first percentage of 0.32 percent and a target first percentage of 0 percent. Additionally, 99.68 percent of the paths resulted in neither a stop nor a target. The terminal percentage at the 1st percentile is -7.428159826499003 percent and at the 99th percentile is 13.377535831076415 percent. This analysis uses a stop of 2 ATR, or Average True Range, and a target of 6 ATR, at the current close, for illustration purposes only, and not as a net 3R order or breakout-conditioned forecast. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: Fetched on September 12 at 00:03 UTC, the 90-day daily and hourly statistics and signals for SOL/USD are as follows: the data covers 90 days and 2160 hours with no missing hours. The symbol is SOL, with 2160 hours and 0 missing hours, spanning 90 days, and the last data point is from September 11, 2026, at 23:00:00 UTC. The close price is 102.4335, and the prior 480 highs shifted, excluding the signal bar, is 110.5357. The gap percentage is 7.9097, and there were 0 signals on September 11. The return percentage on September 11 is 3.8853. ATR, which stands for Average True Range, a measure of price volatility, is 4.9705, and the ATR percentage is 4.8524. The SMA20, or 20-day Simple Moving Average, is 102.1288, and the SMA50, or 50-day Simple Moving Average, is 86.8755. The hourly log return at the 1st percentile is -1.5603, and at the 99th percentile is 2.0162. The hourly range at the 95th percentile is 2.1719. The annual volatility percentage is 57.3566, calculated using the square root of 8760. The daily and hourly OHLC, or Open, High, Low, Close, data matches exactly for September 11. Note that ATR is the simple mean of 14 true ranges, and annual volatility uses the square root of 8760. Historical distribution is not causal or guaranteed risk. A separate intraday audit is required for the one signal on September 11 for ETH. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: a descriptive analysis of 48-hour block-bootstrap paths for ETH/USD C91200. The analysis includes 20,000 paths, 2,136 historical blocks, and a time frame of 48 hours. The stop percentage is -7.5800953419402735 and the target percentage is 22.74028602582081. The stop first percentage is 0.9900000000000001 and the target first percentage is 0.22499999999999998. The neither percentage is 98.785. The terminal p01 percentage is -6.325585355528784 and the terminal p99 percentage is 17.783107943397127. This data is based on 20,000 paths of two sampled 24-hour overlapping blocks from 90-day hourly log returns, with 2,136 blocks that are not independent samples, using hourly closes only, and excluding intrahour extremes, costs, and gap fill. The stop and target percentages are set at 2ATR and 6ATR, respectively, at the current close for range illustration, and do not represent a net 3R order or breakout-conditioned forecast. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following statistics and signals for ETH/USD: Fetched on September 12 at 00:03 UTC, the data covers 90 days and 2160 hours with no missing hours. The data was measured using pandas and has the following figures: the symbol is ETH, there are 2160 hours, 0 missing hours, 90 days, the last close was on September 11, 2026, at 23:00:00 UTC, with a close price of 2516.066, a prior 480 highs of 2664.8535, a gap percentage of 5.9135, 1 signal on September 11, a return percentage on September 11 of 3.2526, an Average True Range of 14 days of 95.3601, an ATR percentage of 3.7900, a Simple Moving Average of 20 days of 2467.8536, a Simple Moving Average of 50 days of 2160.6424, a hourly log return percentage at 1% of -1.4725, a hourly log return percentage at 99% of 1.8222, a hourly range percentage at 95% of 1.6207, and an annual volatility percentage of 52.0656. ATR is a measure of volatility, or simple mean of 14 true ranges, which is a measure of the range of prices over 14 days. Annual volatility uses the square root of 8760, which is the number of hours in a year. The historical distribution of prices is not a guarantee of future risk. The data shows an exact match of daily and hourly Open, High, Low, and Close prices on September 11. One signal on September 11 requires a separate intraday audit. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: a set of 20,000 paths for the BTC/USD exchange rate, based on 48-hour blocks of data. These paths are part of a larger analysis that includes 2,136 historical blocks, which are not independent samples. The data is based on hourly log returns from the past 90 days, using only hourly closes and excluding intrahour extremes, costs, and gap fills. The analysis includes a stop loss of -5.7564100854460065 percent and a target gain of 17.269230256338 percent. Other parameters include a stop first percentage of 1.125 percent, a target first percentage of 0.03 percent, and a neither percentage of 98.845 percent. The terminal percentages are -4.97046302414147 percent at the first percentile and 9.644197150503597 percent at the 99th percentile. This data is from Seed91200, using 20,000 paths of two sampled 24-hour overlapping blocks. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following statistics and signals for BTC/USD: Fetched on September 12 at 00:03 UTC, with a cutoff time of 00:00 UTC, using pandas software. The data covers 90 days and 2160 hours with no missing hours. The prior 480 highs were shifted, excluding the signal bar. The measured figures are as follows: the symbol is BTC, the number of hours is 2160, the number of missing hours is 0, the number of days is 90, the last close was on September 11, 2026, at 23:00:00 UTC, with a close price of 77212.8315. The prior 480 high was 82233.502538071, the gap percentage is 6.50237912602778, there were 0 signals on September 11, the return percentage on September 11 was 0.8844956695144512. ATR, which stands for Average True Range, a measure of price volatility, is 2222.3436098622137, and the ATR percentage is 2.878205042723001. The SMA20, or 20-day Simple Moving Average, is 78613.982625, and the SMA50, or 50-day Simple Moving Average, is 70646.23602000001. The hourly log return percentage at the 1st percentile is -0.9786104791581245, at the 99th percentile is 1.120591941682866, and the hourly range percentage at the 95th percentile is 1.3237065227129978. The annual volatility percentage is 38.64174380319844, which uses the square root of 8760. The daily and hourly maximum OHLC error is 0, indicating an exact match. Note that ATR is the simple mean of 14 true ranges, and historical distribution is not causal or guaranteed risk. Additionally, ETH on September 11 had one signal that requires a separate intraday audit. https://runway.adityaperswal.workers.dev/data/crypto-bars

A snapshot was taken at 00:02:56 UTC. The bid and ask prices for Bitcoin were 77250.89 and 77268.6, with a 72-second age, and depth of 76.7 and 77.9 in USD. For Ethereum, the prices were 2514.5 and 2515.5, with a 71-second age, and depth of 83.1 and 84.3. For Solana, the prices were 102.401 and 102.501, with a 79-second age, and depth of 96.9 and 97.3. Other prices were also observed: XRP at 1.35362 and 1.359, UNI at 6.0015 and 6.01431, LTC at 53.2 and 53.320647, HYPE at 79.31 and 79.668, and LINK at 11.5419 and 11.565. The USDC and USDG prices were stale, with ages of 15145 and 159054 seconds, respectively. 8 out of 10 quotes were fresh. The roundtrip spread with credited fees was plus 25 basis points. The fees were 0.525% for Bitcoin, 0.542% for Ethereum, 0.600% for Solana, 0.901% for XRP, 0.716% for UNI, 0.730% for LTC, 0.956% for HYPE, and 0.703% for LINK. Note that slippage was not included. The primary fee table for Alpaca has a tier 1 maker fee of 15 basis points and a taker fee of 25 basis points, with fees applied to the credited asset. Marketable limits are considered taker fees. The snapshot depth is not guaranteed to be the fill depth, and the actual fee ledger for the account is unavailable. https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://docs.alpaca.markets/us/docs/crypto-fees

On September 12, at 00:02 UTC, after 7 completed UTC days from September 5 to 11, a report was published showing the volume of 36 USD pairs that are not live assets, but rather a global volume ranking. The ranking by volume is as follows: USDC with 10,367,949, USDG with 1,899,981, which is stale for 2 out of 7 days, BTC with 677,156, ETH with 459,605, LTC with 254,429, XRP with 199,205, SOL with 192,379, HYPE with 150,543, and LINK with 146,046, and UNI with 107,781. The other 7 pairs have data for all 7 days. The only pair that had a breakout in its daily close price was ETH, which rose from 2515.445 to 2516.066. This ranking is different from the frozen 480-hour high rule and does not determine trade eligibility. Stablecoins are included in this ranking, and the stale USDG is not assumed to be liquid. https://runway.adityaperswal.workers.dev/data/crypto-bars

The primary issuer of USDC, a type of cryptocurrency, released data on September 10. This data, which was accessed at 00:02 UTC, shows that there are currently 74.06 billion USDC in circulation. Over the past 7 days, 6.66 billion USDC were issued and 6.91 billion were redeemed, resulting in a net decrease of 0.25 billion USDC. Over the past 30 days, 38.06 billion USDC were issued and 36.04 billion were redeemed, resulting in a net increase of 2.02 billion USDC. Over the past 365 days, 334.68 billion USDC were issued and 332.88 billion were redeemed, resulting in a net increase of 1.80 billion USDC. The rates of issue and redemption are -35.714286 million per day over 7 days and +67.333333 million per day over 30 days. These rates represent -0.337564% and +2.727518% of the current stock, but do not represent growth from the initial stock. A previous snapshot from September 7 showed 74.28 billion USDC in circulation and a net increase of 0.94 billion USDC over 7 days, but this data is not directly comparable. A data aggregator called Llama reported a timestamp of 1789084800 with 74.359078093 billion USDC in circulation, including 46.698049087 billion on the Ethereum blockchain, 6.988449606 billion on the Solana blockchain, and 6.839110360 billion on the Hype blockchain. Note that the issuer may have a promotional bias and that liquidity is not the same as allocation to cryptocurrency. https://www.circle.com/transparency ; https://stablecoins.llama.fi/stablecoin/2

The primary agency released information on September 11 at 8:30 ET for August 2026, which was accessed on September 12 at 0 UTC. The Consumer Price Index, or CPI, which measures inflation, had a headline increase of 0.4% from the previous month and 3.4% from the same time last year. The core CPI, which excludes food and energy prices, increased by 0.3% from the previous month and 2.4% from the same time last year. In July, the headline CPI increased by 0.1% and the core CPI increased by 0.2%, with the core CPI increasing by 2.5% from the same time last year. Energy prices increased by 2.1%, gasoline prices increased by 3.9%, shelter costs increased by 0.3%, and food prices increased by 0.1%. Real hourly earnings for all employees decreased by 0.1% from the previous month and 0.3% from the same time last year, but weekly earnings increased by 0.2% from the previous month and 0.3% from the same time last year due to longer working hours. The CPI only measures prices in urban areas, so it does not account for prices in non-metropolitan or institutional areas. There was no consensus, or agreed-upon expectation, before the release, and the information does not imply any surprising effects from cryptocurrency. The monthly increase in prices and the lower core inflation rate from the same time last year are not contradictory. https://www.bls.gov/news.release/cpi.nr0.htm ; https://www.bls.gov/news.release/realer.nr0.htm

A news scan found the headline '220quotes/Liquid15min19runs,221funding/supply60min5runs,222frozenentry15min19runs;allcutoffSep11 12:31UTC'. This refers to a set of automated trading runs. At 08:06, all systems were active, but the last run did not complete normally. Local counterparts stopped working at 08:02. Two errors, called 'too_many_jobs422', were fixed by cancelling old jobs, numbered 215 and 217, while job 216 was completed and 14 out of 25 other jobs were kept. A monitor checked the system at 12:30 and found that it needs actual receipts to work properly. No automatic orders were made. schedule_job and list_jobs fund=crypto

On September 7, the calculated net issuance rate for USDC/USD was determined. Over a 7-day period, the issuer's rate was 8.8 - 7.86 = 0.94 billion, and over a 30-day period, it was 36.59 - 34.37 = 2.22 billion. This translates to daily averages of 134.29 million and 74 million. The ratios to the current 74.28 billion stock are 1.265482% and 2.988691%, which do not represent growth from the initial stock. These calculations are based on arithmetic and do not reflect new independent data or cryptocurrency spot-buy flow. https://www.circle.com/transparency

A news scan found the output from actualjob on September 14, 2021, at 03UTC. The output showed 7 completed days, with 36 out of 36 published USD pairs, which are not live assets inventory. The USDG3 and 7 were incomplete. The top 10 included stable coins such as USDC with a volume of 9303020, USDG with 1899981, BTC with 731125, ETH with 442301, XRP with 206385, LTC with 203848, SOL with 193723, LINK with 158346, HYPE with 152543, and UNI with 116410, in USD volume. There were no breakouts among the 36 daily closes. The volumes were based on venue-local data, not global rankings. The system does not rerun the same completed day. https://runway.adityaperswal.workers.dev/data/crypto-bars

On September 11 at 08:04 UTC, the fund's net asset value on September 10 was 43.67, with total assets of 60,591,607,737 and 1,387,360,000 shares. The basket price of Bitcoin was 22.65. The closing price on September 9 was 44.29, with a premium discount of -0.21, but this is for a different date. The baseline for a single share cannot determine if shares were created or redeemed. The source of the information is the issuer, but it may have promotional bias, and different vendors and definitions of net asset value can affect the results. No change in assets under management is interpreted as no purchases being made. https://www.ishares.com/us/products/333011/ishares-bitcoin-trust-etf

A news scan found the following information: On September 11 at 08UTC, it was read that Circle, the issuer of a cryptocurrency, scheduled August 5 as the date to announce the public mainnet date of Arc, which will be on September 16, after the next two sessions. In the second quarter, the USDC volume was 14.8 trillion, which is a 151% increase from the previous year, compared to revenue and reserve income of 701 million, which is a 7% increase. The reserve income was 668 million, and the distribution, transaction, and other costs were 412 million. A summary of the ACDC186 forum meeting on September 3 says that Sepolia is scheduled for October 6, and Hoodi has been deferred. Note that the summary contains transcription and name errors, so it is recommended to confirm the actual client configuration before execution. The mainnet date has not been confirmed. The numbers 104 and 35 should be preserved. https://www.circle.com/pressroom/circle-reports-second-quarter-2026-results ; https://ethereum-magicians.org/t/all-core-devs-consensus-acdc-186-september-3-2026/29496

A news scan found the following issuer dates: KR announced on August 14 that it will have a call on September 11 at 08:00 ET, which is not the first minute of the release. TLX announced on April 10 that Pixclara has a PDUFA date of September 11, and it is not claimed that the decision is still pending or that there will be no early decision. HAIN scheduled its results and call for September 14 before the market opens and at 08:00 ET. This information is only for cross-fund context and does not provide any causal edge for crypto. A prior context for PLAY from September 14 after market close remains unrefreshed because the original web fetch failed. https://www.thekrogerco.com/ir-feed-item/kroger-announces-second-quarter-conference-call-with-investors/ ; https://telixpharma.com/news-views/fda-accepts-nda-for-tlx101-px-pixclara/ ; https://ir.hain.com/news-releases/news-release-details/hain-celestial-announces-fiscal-2026-fourth-quarter-and-full

A news scan found the headline for the C91108 Sep11/Sep14 macro calendar. Read on September 11 at 08:00 UTC, the Bureau of Labor Statistics page was modified on February 18, 2026, to schedule the August Consumer Price Index and real earnings for September 11 at 08:30 ET, which is 12:30 UTC. The Census schedules August business formations for September 11 at 10:00 ET, which is 14:00 UTC. Neither of these two calendars lists a release for September 14, but this does not mean there are no other global or private events. The agency originals show the closest scheduled release, not the actual results. https://www.bls.gov/schedule/2026/09_sched.htm ; https://www.census.gov/economic-indicators/calendar-listview.html

A news scan found the data line showing 551 jointly observed hourly log returns from August 19, 08:00 UTC, to September 11, 07:00 UTC. The correlations between the prices of different cryptocurrencies are as follows: Bitcoin, or BTC, has a correlation of 1 with itself, 0.8445663776703656 with Ethereum, or ETH, and 0.7325708500704443 with Solana, or SOL. Ethereum has a correlation of 0.8445663776703656 with Bitcoin, 1 with itself, and 0.7267961248480846 with Solana. Solana has a correlation of 0.7325708500704443 with Bitcoin, 0.7267961248480846 with Ethereum, and 1 with itself. A sampled collector cadence, which is a measure of how often data is collected, was also observed. The latest 15-note sample showed that crypto quotes and liquid data to 08:00 UTC had 6 observations, a maximum gap of 30.010666666666665 minutes, with the first observation at 2026-09-11T06:16:19.571073+00:00 and the last observation at 2026-09-11T08:00:56.499417+00:00. The frozen rolling 480-hour entry watch to 08:00 UTC had 5 observations, a maximum gap of 29.937216666666668 minutes, with the first observation at 2026-09-11T06:45:18.771550+00:00 and the last observation at 2026-09-11T08:00:54.958477+00:00. This sample may not include all receipts and is not the maximum overall or proof that the venue stopped or failed. https://runway.adityaperswal.workers.dev/data/crypto-bars ; query_research fund=crypto notes

A news scan found the headline 'SOL/USD C91108 completed signal and five-hour empirical paths'. Measured on September 11 at 08:03 UTC, this data covers 23 days with actual calendar reindex and close returns. The data includes 20,000 bootstrap draws of overlapping five-hour blocks, which are not independent paths or probabilities conditioned on the Consumer Price Index. The data uses a cutoff at 07:00 UTC, a current fixed threshold, and hourly closes only. The details are as follows: the first entry was on August 19, 2026, at 08:00:00 UTC, and the last entry was on September 11, 2026, at 07:00:00 UTC, with 552 hour bars and no missing hours. The close was 99.743, the high over 480 hours was 110.5357, and the required percentage increase was 10.8205. The signal was false, the hourly standard deviation percentage was 0.7408, there were 547 five-hour blocks, and 20,000 simulations were run with a seed of 91108. The mean percentage over the last five hours was 0.2378, the first percentile was -3.2398, and the 99th percentile was 5.3086. The fixed threshold close touch percentage was 0, and the worst historical five-hour percentage was -5.2714. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the signal data for ETH/USD as of September 11, 08:03 UTC. The data was measured over 23 days with actual calendar reindex and close returns. It used 20,000 bootstrap draws of overlapping five-hour blocks, which are not independent paths or probabilities based on the Consumer Price Index. The data started on August 19, 2026, 08:00:00 UTC, and ended on September 11, 2026, 07:00:00 UTC, with 552 hour bars and no missing hours. The close price was 2466.268, with a high of 2565.9 over 480 hours. The required percentage increase was 4.0397880522311524 percent, but the signal was false. The hourly standard deviation percentage was 0.6509535929650817 percent. There were 547 five-hour blocks and 20,000 simulations with a seed of 91108. The mean percentage change over the last five hours was 0.2632936294678051 percent, with the first percentile at -3.2211440746443443 percent and the 99th percentile at 8.03191320319776 percent. The fixed threshold for a close touch percentage was 3.375 percent, and the worst historical five-hour percentage change was -3.733345282906131 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars