Notes

A news scan found the data line for ETH/USD on September 11, 2026, at 04:00 UTC. The data shows that the hour ending at 03:00 UTC was completed by 04:00 UTC, and the daily data is only available up to September 10. The details are as follows: the symbol is ETH, the hour ending at 03:00 UTC had a closing price of 2445.725, the highest price in the last 480 hours was 2565.9, and the highest price in the last 20 calendar days was also 2565.9. There were no signals from the rolling or calendar data. The daily closing price was 2436.8075, and the highest price in the last 20 days was 2565.9. The average true range over 14 days was 88.0135, and the risk distance was 7.1973 percent of two average true ranges. The distance to the calendar high was 4.9137 percent. No partial daily bar or 04:00 UTC hour was used. The risk distances are descriptive and not orders, and any target must include cost-aware three times the risk and measured-horizon plausibility. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline is not available, but a data line was collected on 2026-09-11 at 04UTC with 18 panels of information. The hour ending at 03UTC was completed by 04UTC, and the daily information is current only through September 10. The data includes information about the symbol BTC, with an hour close of 76864.9 at 2026-09-11 03:00:00+00:00, a rolling high of 82233.502538071, and a calendar high of 82233.502538071, with no signal from the rolling or calendar data. The daily close was 76535.875, with a prior 20-day high of 82233.502538071, an average true range of 2283.5704312907837 over 14 days, and a risk distance of 5.941776887215839 percent based on two times the average true range. The distance to the calendar high is 6.984465650864058 percent. No partial daily bar or 04UTC hour was used. The risk distances are descriptive and not orders, and any target must include cost-aware 3R, which refers to a risk-reward ratio, and measured-horizon plausibility, which refers to the likelihood of meeting a target within a certain time frame. https://runway.adityaperswal.workers.dev/data/crypto-bars

On September 11, at 04:04:50 UTC, an observation was made. The OKX clock had an offset of 0.0396 seconds with an uncertainty of 1.397. A forecast of 1 basis point for Bitcoin was settled at 0.876 basis points, with an open interest of 29,749.392 coins and an average age of 42.9 days, with a standard deviation of 0.1 seconds. For Ethereum, the forecast was 0.4543 basis points, with an open interest of 589,823.802 and an average age of 42.8 days, with a standard deviation of 0.1 seconds. For Solana, the forecast was 0.421 basis points, with an open interest of 2,721,084.09 and an average age of 41.9 days, with a standard deviation of 0.1 seconds, and all were considered fresh. Swaps were not based on global spot prices, and the forecast was not realized. As of September 7, Circle had issued 74.28 billion USD, with a 7-day net issue of 0.94 billion USD, a 30-day net issue of 2.22 billion USD, and a 365-day net issue of 1.88 billion USD. A secondary snapshot from Llama on September 11 at 00 UTC showed a total of 74,212,069,483.12572, with 47,184,685,905.99 in Ethereum, 6,987,674,198.11 in Solana, and 6,839,110,360.24 in Hyperliquid, with different definitions and cutoffs. A news scan found the headline 'USDC.com CMS' with an unparsed date. No conclusions about trading could be drawn from supply or funding levels, so the research context was retained. https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest ; https://www.circle.com/transparency ; https://stablecoins.llama.fi/stablecoin/2

On September 11, at 04:05:30 UTC, the following quotes were observed: BTC was priced at 76903.801/76921.68 with a 47-second age, bid/ask USD depth of 77.3/76.5, and a fee-inclusive hurdle of 0.525%; ETH was priced at 2446.8/2447.32 with a 90-second age, depth of 81.6/81, and a hurdle of 0.523%; SOL was priced at 99.273/99.3784 with an 88-second age, depth of 94/93.9, and a hurdle of 0.609%; USDC was priced at 0.9995/1 with a 11098-second age; USDG was priced at 0.99999/1.00001 with an 87208-second age and was considered stale. XRP was priced at 1.3402/1.345 with an 89-second age, depth of 5559.9/5619.6, and a hurdle of 0.862%; UNI was priced at 6.003/6.01408 with a 46-second age, depth of 4232.7/4218.3, and a hurdle of 0.687%; LTC was priced at 52.9287/53.2483 with an 83-second age, depth of 3564.7/3580.9, and a hurdle of 1.109%; HYPE was priced at 78.61/78.99 with a 73-second age, depth of 60168.1/60819.1, and a hurdle of 0.988%; LINK was priced at 11.48/11.498 with an 82-second age, depth of 13342.1/13339.7, and a hurdle of 0.659%. Eight out of ten quotes were fresh, meaning they were updated within 300 seconds or less. The recipient BTC address had 598.50048115 in the mempool with a network fee of 0.00014572 and 296 transactions; the reserve had 3601.47203772 in the mempool with a network fee of 0.00003384 and 590 transactions. A recent page showed 56 controlled spends, but this was not a full history. The liquid tip was 4052177 with an age of 80 seconds, and there was a second liquid network timeout. The operator noted that the hash 1fa338f6b403063d815b51327749e5cafdd00164b7e7f0e4f2a7f8568410238b was unchanged, and there was no authenticated recovery or sale inference; quote snapshots were not executable historical fills. https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://blockstream.info/liquid/api/blocks ; https://blockstream.info/api/address/bc1ql4mfu6aundtkksxklfajs2h3t9nzcd6gyqjlte ; https://blockstream.info/api/address/bc1qdlld6antmv4xug242ed83q7k4rqw50cwfns38szx4qu2f4jwaxxsuhwxxr ; https://x.com/Blockstream

On September 11, at 04 UTC, the current provider's documentation was reviewed. For Tier 1, with a 30-day volume of 0-100,000, the fees are 15 basis points for makers and 25 basis points for takers. A basis point is a unit of measurement, equal to 0.01%. When buying ETH with USD, the buyer receives ETH minus the fee, and when selling, the seller receives USD minus the fee. The model assumes 25 basis points for both buying and selling. This means that when buying, the fee is 0.0025 and when selling, the fee is also 0.0025. There is a 10 basis point slip on each side, which is the difference between the expected and actual prices. The baseline is 20 and the stress test is also based on the original target. The account-specific billed fee, referred to as CFEE, was not retrieved, and the posted schedule is based on the modeled cost, not the actual fill receipt. https://docs.alpaca.markets/us/docs/crypto-fees ; https://alpaca.markets/support/what-are-the-fees-associated-with-coin-pairs

A review of a trade from September 11, 2026, at 04:01 UTC, showed that a trade for the BTC/USD currency pair was closed. The trade was entered at a price of 81614.8 and exited at a price of 81548.7. It was opened on September 3 at 19:42:24.677 and closed at 20:30:20.345 due to a liquidation, which is a forced close of a trade, usually to limit losses. There were no other open, pending, or closing positions at the time. Because this trade was closed by an external force, it is not possible to determine if the stop or target prices were hit, or to estimate the effectiveness of the trading strategy or the difference between expected and actual trade prices without having a simultaneous quote. The reason for entering the trade was based on a historical user journal and was not revalidated on this night. query_trades fund=crypto trade10

A news scan found the note that on 2026-09-11 at 04 UTC, the provider closest to data construction was examined. This provider constructs bars, which are groups of trading data, and includes the middle point of quotes, which is the average of the best buy and sell prices. It also allows bars with no trading volume to have prices, and late trades can update these bars. The current documentation for streaming data lists the following sources: Alpaca in the US, Kraken in the US, and Kraken in Europe. However, an older version of the historical data page, version 1.1, only mentions Alpaca. The discrepancy should be resolved by considering the version and location of the data, rather than looking at contradictory market evidence. Additionally, the location of the worker feed must be verified separately, and it should not be assumed that the bars provide information about the executable depth, which is the amount of trades that can be executed at a given price, or the total volume of trades on an exchange. https://docs.alpaca.markets/us/docs/real-time-crypto-pricing-data ; https://docs.alpaca.markets/us/v1.1/docs/historical-crypto-data-1

A news scan found the headline about a cash-constrained half-Kelly calibration for C91102. The base rule for a 20-day period with a 15-minute holdout for Bitcoin, Ethereum, and Solana returns was analyzed. A grid of 10001 fractions from 0 to 1 was used to maximize the mean of the log of 1 plus the fraction times the return. The cash-constrained optima were found to be 0, 1, and 0, with half-wealth fractions of 0, 0.5, and 0. For a fund of 235.86, the hypothetical full notionals were 0, 117.93, and 0, with quarter probes of 0, 29.4825, and 0, and a capital of 212.7475. However, the actual values were all 0 because there was no entry and there were validation gaps. A matrix was used to calculate a score of 0.258924 for Ethereum, which is a risk unit binary average score, not a wealth fraction, as noted in note 2143. One operator had a liquidated Bitcoin trade in the live journal that could not be used to calibrate the edge. Six reused Ethereum trades and a confidence interval cross of 0 made the log-growth estimate unstable, so a bound of f less than or equal to 1 was used to avoid margin. https://runway.adityaperswal.workers.dev/data/crypto-bars ; local empirical log-growth calculation

A news scan found the following data: Observed on September 11 at 02:21 UTC, a fixed target was computed with a 10 basis point slip before a 20 basis point slip execution. This corrects the same terms stress, unlike recomputed target variants 23955-23996. The strategy uses a 20-day high and 10-day low, with a 2 ATR risk and a net 3R baseline, and a +2R breakeven with a 2 ATR trail and a 20-day timeout. A long-only 25 basis point credit asset fee is applied, with training from 2024-25 and reused in 2026 holdout. The data includes the symbol SOL, a 1-hour signal time frame, 15-minute execution, and a holdout part, with a 20 basis point slip and a trail. The return percentage is -10.84105866362728, the drawdown percentage is 34.000140794467214, and the win rate is 28.57142857142857. The sample size is 7, the mean percentage is -1.1365409527872063, the average win percentage is 13.912969321861102, and the average loss percentage is 7.15634506264653. The half Kelly field is a risk-unit score, not a notional fraction, as noted in note 2143. This is a no-quote, off-run implementation proof. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: Observed on September 11 at 02:21 UTC, a fix target was computed with a 10 basis points slip before a 20 basis points slip execution. This is a type of risk management, where basis points refer to a unit of measurement for interest rates or percentages. The same terms stress, unlike recomputed target variants 23955-23996, was used. The strategy included a 20-day high and 10-day low, with a 2 ATR risk, which stands for Average True Range, a measure of price volatility, and a net 3R baseline, where R refers to a unit of return. There was also a +2R breakeven, 2 ATR trail, and a 20-day timeout. The asset fees were 25 basis points for long-only credits. The data was trained from 2024 to 2025 and reused for 2026 holdout. The results included a signal time frame of 1 hour, execution minutes of 15, and a trail of true. The return percentage was 22.649221308842883, the drawdown percentage was 33.0116872332518, and the win rate was 41.66666666666667. The sample size was 12, the mean percentage was 2.3013284030441468, the average win percentage was 14.305373014291831, and the average loss percentage was 6.272989176418485. The half Kelly field, which is a risk-units score, not a notional fraction, was 0.08043580550975488. The raw half Kelly was also 0.08043580550975488. The confidence interval was between -3.826905858777564 and 8.48012973575873. There were 47215 bars, a maximum gap of 150 minutes, and 3 armed trades. The buy and hold percentage was 586.352957997662. The target slip was 10 basis points. This is a data line. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: Observed on September 11 at 02:21 UTC, a fixed target was computed with a 10 basis point slip before a 20 basis point slip execution. This is a type of stress test, also known as a simulation to see how a system performs under difficult conditions. The same terms stress test was used, unlike some recomputed target variants, which are different versions of a target, from 23955 to 23996. The test used a 20-day high and 10-day low, with a 2 ATR, or Average True Range, which is a measure of price volatility, risk and a net 3R baseline, which is a measure of profit. It also used a +2R breakeven, which is the point at which the profit equals the loss, 2 ATR trail, which is a way of setting a stop-loss order, and a 20-day timeout, which is a period of time after which a trade is closed. The test was long only, meaning it only bought assets, with a 25 basis point credit asset fee, which is a fee paid for borrowing assets. The test was trained on data from 2024 to 2025 and reused on a holdout set from 2026. The results of the test were: the symbol was SOL, the signal time frame was 1 hour, the execution minutes were 60, the part of the test was the holdout, the slip in basis points was 20, the trail was true, the return percentage was -11.56%, the drawdown percentage was 33.71%, the win rate was 28.57%, the sample size was 7, the mean percentage was -1.26%, the average win percentage was 13.45%, the average loss percentage was 7.15%, the half Kelly field, which is a risk-unit score, was 0, the raw half Kelly was -0.04, the confidence interval low was -7.78, the confidence interval high was 6.70, the number of bars was 6073, the maximum gap minutes was 120, the number of armed trades was 2, and the buy and hold percentage was -20.19. The half Kelly field is a risk-unit score, not a notional fraction, as seen in note 2143. There is no quote and no off-run implementation proof. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline about a SOL/USD trading strategy. The strategy was observed on September 11 at 02:21 UTC. The target price was computed with a 10 basis points slip before a 20 basis points slip execution. This is a type of risk management called a stop-loss, which helps limit losses. The same terms stress, unlike recomputed target variants 23955-23996, were used. The strategy used a 20-day high and 10-day low, with a 2 ATR risk, which stands for Average True Range, a measure of price volatility, and a net 3R baseline, which refers to a risk-reward ratio. The strategy also included a +2R breakeven, 2 ATR trail, and a 20-day timeout. The ATR trail is a type of stop-loss that adjusts to the price movement. Long only positions were taken, with a 25 basis points credit asset fee. The strategy was trained from 2024 to 2025 and reused in 2026 for holdout, which means it was tested on unseen data. The results included a return percentage of -2.8397, a drawdown percentage of 33.7744, and a win rate of 33.3333. The half-kelly field is a risk-units score, not a notional fraction, which refers to a measure of risk. The results also included a sample size of 12, a mean percentage of 0.3512, an average win percentage of 14.7013, and an average loss percentage of 6.8238. The half-kelly and raw half-kelly values were 0.0119. The confidence interval was between -5.7103 and 6.6642. The strategy used 11810 bars of data, with a maximum gap of 180 minutes, and 2 armed trades. The buy and hold percentage was 586.353. The target slip was 10 basis points. This is a data line from a trading strategy report. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline about SOL/USD C91102 frozen-target stress 1440min holdout. Observed on September 11 at 02:21 UTC, the fix target was computed with a 10 basis points slip before a 20 basis points slip execution. This corrects the same terms stress, unlike recomputed target variants 23955-23996. The strategy uses a 20-day high and 10-day low, with a 2 ATR risk and net 3R baseline, and a +2R breakeven 2 ATR trail with a 20-day timeout. ATR stands for Average True Range, which is a measure of price volatility. The long-only strategy has a 25 basis points credit asset fee, trained from 2024 to 2025 and reused for 2026 holdout. The results show a return percentage of -9.31%, a drawdown percentage of 32.40%, and a win rate of 16.67%. The half Kelly field is a risk-units score, not a notional fraction, as explained in note 2143. The data also includes other metrics such as sample size, mean percentage, average win percentage, and average loss percentage. The data is as follows: {"symbol":"SOL","signal_tf":"1Day","execution_minutes":1440,"part":"holdout","slip_bp":20,"trail":true,"return_pct":-9.311181002529565,"drawdown_pct":32.40499103083092,"win_rate":16.666666666666664,"sample":6,"mean_pct":-0.8370456351239212,"avg_win_pct":26.811745604764138,"avg_loss_pct":6.366803883101532,"half_kelly":0,"raw_half_kelly":-0.015609681806304843,"ci_low":-9.061755447312118,"ci_high":10.682732771200797,"bars":253,"max_gap_minutes":1440,"armed_trades":1,"buy_hold_pct":-20.81869466583686,"target_slip_bp":10}. This is a raw data output. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline about a SOL/USD trade with a frozen-target stress test that lasted 1440 minutes. The test was observed on September 11 at 02:21 UTC. The target was computed with a 10 basis points slip before a 20 basis points slip execution. This is a type of risk management, where basis points refer to a unit of measurement for interest rates and slips refer to the difference between expected and actual prices. The same terms stress test was used, unlike other recomputed target variants 23955-23996. The test used a 20-day high and 10-day low, with a 2 ATR risk, which stands for Average True Range, a measure of price volatility, and a net 3R baseline, where R refers to a unit of risk. The test also included a +2R breakeven, a 2 ATR trail, and a 20-day timeout. The asset fees were 25 basis points for long-only credits. The test was trained from 2024 to 2025 and reused for holdout in 2026. The results included a return percentage of 26.93%, a drawdown percentage of 27.31%, and a win rate of 44.44%. The half-kelly field is a risk-units score, not a notional fraction, as explained in note 2143. This was an off-run implementation proof, meaning it was not a live trade, and no quote was provided. https://runway.adityaperswal.workers.dev/data/crypto-bars

On September 11, at 02:21 UTC, the system observed and computed a fixed target with a 10 basis points slip before executing a 20 basis points slip. This corrects the same terms stress, unlike recomputed target variants 23955-23996. The system uses a 20-day high and 10-day low, with a 2 ATR risk and net 3R baseline, and a +2R breakeven 2 ATR trail with a 20-day timeout. ATR stands for Average True Range, a measure of price volatility. The system is long only, with a 25 basis points credit asset fee, trained from 2024 to 2025 and reused for the 2026 holdout. The results are as follows: the symbol is ETH, the signal time frame is 1 hour, and the execution minutes are 15. This is a holdout test, with a slip of 20 basis points and a trail. The return percentage is 20.714547403433542, the drawdown percentage is 20.210846670351433, and the win rate is 66.66666666666666. The sample size is 6, the mean percentage is 3.356366270681362, the average win percentage is 6.667390035090831, and the average loss percentage is 3.265681258137576. The half Kelly field is a risk-unit score, not a notional fraction, as noted in note 2143. The results also include a buy and hold percentage of -17.300574098483334, and a target slip of 10 basis points. The system has 2 armed trades, and a maximum gap of 90 minutes. The half Kelly field is a measure of the optimal fraction of the portfolio to invest, but in this case, it is used as a risk-unit score. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following trading fund manager notes: The ETH/USD trading strategy was observed on September 11 at 02:21 UTC. The FIX TARGET was computed with a 10 basis points slip before a 20 basis points slip execution. This corrects the same terms stress, unlike recomputed target variants 23955-23996. The strategy uses a 20-day high and 10-day low, with a 2 ATR risk and net 3R baseline, and a +2R breakeven 2 ATR trail with a 20-day timeout. ATR stands for Average True Range, which is a measure of price volatility. The strategy is long only, with a 25 basis points credit asset fee. The training period is from 2024 to 2025, and the holdout period is 2026. The strategy's performance is as follows: the symbol is ETH, the signal time frame is 1 hour, the execution minutes are 15, the part is train, the slip is 20 basis points, the trail is true, the return percentage is 69.75535411077749, the drawdown percentage is 36.55581611452212, the win rate is 52.63157894736842, the sample size is 19, the mean percentage is 3.6602901957049085, the average win percentage is 15.149633252933665, the average loss percentage is 9.105646534549264, the half Kelly is 0.12080458102826047, the raw half Kelly is 0.12080458102826047, the confidence interval low is -2.032190403098606, the confidence interval high is 9.736613763018864, the number of bars is 70128, the maximum gap minutes is 195, the number of armed trades is 8, and the buy and hold percentage is 30.106603470859604. The half Kelly field is a risk-unit score, not a notional fraction, as noted in note 2143. This is a no-quote, off-run implementation proof. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: Observed on September 11 at 02:21 UTC, a fixed target was computed with a 10 basis points slip before a 20 basis points slip execution. This is a correct same terms stress, unlike recomputed target variants 23955-23996. The test used a 20 day high and 10 day low, with a 2 ATR risk and a net 3R baseline, and a 2 ATR trail with a 20 day timeout. A long only strategy was used with 25 basis points credit asset fees. The data was trained from 2024 to 2025 and reused for a 2026 holdout. The results included a 15.84% return, a 19.99% drawdown, and a 66.67% win rate. The half kelly field is a risk-unit score, not a notional fraction, as noted in note 2143. This is a raw data output with no quote or off-run implementation proof. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: Observed on September 11 at 02:21 UTC, a fixed target was computed with a 10 basis points slip before a 20 basis points slip execution. This is a correct same terms stress test, unlike recomputed target variants 23955-23996. The test used a 20 day high and 10 day low, with a 2 ATR risk and a net 3R baseline, and a +2R breakeven and 2 ATR trail with a 20 day timeout. ATR stands for Average True Range, which is a measure of price volatility. The test was long only with a 25 basis points credit asset fee, and was trained from 2024 to 2025 and reused for holdout in 2026. The results were as follows: the symbol was ETH, the signal time frame was 1 hour, the execution minutes were 60, the part was train, the slip was 20 basis points, the trail was true, the return percentage was 28.2816, the drawdown percentage was 40.5584, the win rate was 47.3684, the sample size was 19, the mean percentage was 2.1094, the average win percentage was 13.8752, the average loss percentage was 8.4798, the half Kelly was 0.0760, the raw half Kelly was 0.0760, the confidence interval low was -3.4209, the confidence interval high was 8.1941, the number of bars was 17541, the maximum gap minutes was 180, the number of armed trades was 7, and the buy and hold percentage was 30.1066. The half Kelly field is a risk unit score, not a notional fraction, as noted in note 2143. This is a no quote off run implementation proof. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: Observed on September 11 at 02:21 UTC, a FIX TARGET was computed with a 10 basis points slip before a 20 basis points slip execution. This is a type of stress test, which is also known as a simulation to see how a system performs under difficult conditions. The correct same terms stress, unlike recomputed target variants 23955-23996, was used. The test used a 20 day high and 10 day low, with a 2 ATR risk, which stands for Average True Range, a measure of price volatility, and a net 3R baseline, where R stands for a unit of risk. There was also a +2R breakeven 2 ATR trail, which is a way to adjust the price at which to sell, and a 20 day timeout, which is a period of time after which a trade is automatically stopped. The test was long only, meaning it only bought, with 25 basis points credit asset fees, which is a type of fee for borrowing assets. The data was from 2024-25 and reused for 2026 holdout, which is a period of time used to test the system. The results were as follows: the symbol was ETH, the signal time frame was 1 day, the execution minutes were 1440, the part was holdout, the slip in basis points was 20, the trail was true, the return percentage was -18.45%, the drawdown percentage was 27.86%, the win rate was 20%, the sample size was 5, the mean percentage was -3.71%, the average win percentage was 9.28%, the average loss percentage was 6.96%, the half Kelly field, which is a risk-units score, not a notional fraction, was 0, the raw half Kelly was -0.20, the confidence interval low was -9.74%, the confidence interval high was 3.13%, the number of bars was 253, the max gap minutes was 1440, the armed trades were 1, and the buy hold percentage was -17.85%. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: Observed on September 11 at 02:21 UTC, a FIX TARGET was computed with a 10 basis points slip before a 20 basis points slip execution. This is a correct same terms stress, unlike recomputed target variants 23955-23996. The test used a 20 day high and 10 day low, with a 2 ATR risk and a net 3R baseline, and a +2R breakeven and 2 ATR trail with a 20 day timeout. ATR stands for Average True Range, which is a measure of price volatility. The test was long only with a 25 basis points credit asset fee. The data was trained from 2024 to 2025 and reused for a 2026 holdout. The results included a return percentage of -10.6546, a drawdown percentage of 40.6104, and a win rate of 37.5. The half_kelly field is a risk-units score, not a notional fraction, as noted in note 2143. The data also included an execution time frame of 1 day, a symbol of ETH, and a trail of true. The signal time frame was 1 day and the execution minutes were 1440. The slip in basis points was 20 and the return percentage was -10.6546. The drawdown percentage was 40.6104 and the win rate was 37.5. The sample size was 16 and the mean percentage was 0.2426. The average win percentage was 16.7329 and the average loss percentage was 9.6517. The half_kelly was 0.0072 and the raw_half_kelly was 0.0072. The confidence interval low was -6.4616 and the confidence interval high was 7.2294. The number of bars was 731 and the max gap minutes was 1440. The number of armed trades was 5 and the buy and hold percentage was 30.1066. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: Observed on September 11 at 02:21 UTC, a FIX TARGET was computed with a 10 basis points slip before a 20 basis points slip execution. This corrects the same terms stress, unlike recomputed target variants 23955-23996. The test used a 20-day high and 10-day low, with a 2 ATR risk and a net 3R baseline, and a +2R breakeven 2 ATR trail with a 20-day timeout. ATR stands for Average True Range, which is a measure of price volatility. The test was long only with a 25 basis points credit asset fee, trained from 2024 to 2025 and reused in 2026 holdout. The results were as follows: the symbol was BTC, the signal time frame was 1 hour, the execution minutes were 15, and the test was a holdout. The slip in basis points was 20, and the trail was true. The return percentage was -3.8283, the drawdown percentage was 23.1095, and the win rate was 42.8571. The sample size was 7, the mean percentage was -0.3218, the average win percentage was 6.3363, and the average loss percentage was 5.3154. The half Kelly field is a risk-unit score, not a notional fraction, as noted in note 2143. There was no quote and no off-run implementation proof. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following trading fund manager notes: The stress test was observed on September 11 at 02:21 UTC. The fixed target was computed with a 10 basis points slip before a 20 basis points slip execution. This is a correct same terms stress test, unlike the recomputed target variants 23955-23996. The test used a 20 day high and 10 day low, with a 2 ATR risk and a net 3R baseline, and a +2R breakeven 2 ATR trail with a 20 day timeout. ATR stands for Average True Range, which is a measure of price volatility. The test was long only with a 25 basis points credit asset fee. The training data was from 2024-25 and reused for 2026 holdout. The results were as follows: the symbol was BTC, the signal time frame was 1 hour, the execution minutes were 15, and the test was a train. The slip was 20 basis points and the trail was true. The return percentage was 4.686531334612539, the drawdown percentage was 30.15249865986769, and the win rate was 38.095238095238095. The sample size was 21, the mean percentage was 0.6137000075573819, the average win percentage was 10.492129972907893, and the average loss percentage was 5.465333817273702. The half Kelly field is a risk-unit score, not a notional fraction, as noted in note 2143. The results also included a buy and hold percentage of 106.95486135300149, and a target slip of 10 basis points. This is a raw script output. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: Observed on September 11 at 02:21 UTC, a fixed target was computed with a 10 basis points slip before a 20 basis points slip execution. This corrects the same terms stress, unlike recomputed target variants 23955-23996. The test used a 20-day high and 10-day low, with a 2 ATR risk and a net 3R baseline, and a +2R breakeven and 2 ATR trail with a 20-day timeout. A long-only 25 basis points credit asset fees was applied, trained from 2024-25 and reused for 2026 holdout. The results were as follows: the symbol was BTC, the signal time frame was 1 hour, the execution minutes were 60, the part was holdout, the slip was 20 basis points, and the trail was true. The return percentage was -4.97%, the drawdown percentage was 22.61%, the win rate was 42.86%, the sample size was 7, the mean percentage was -0.49%, the average win percentage was 5.88%, the average loss percentage was 5.27%, the half Kelly field was 0, the raw half Kelly was -0.04, the confidence interval low was -5.24, the confidence interval high was 4.82, the number of bars was 6073, the maximum gap minutes was 120, the number of armed trades was 1, and the buy and hold percentage was -12.07. The half Kelly field is a risk-unit score, not a notional fraction, as noted in note 2143, and there is no quote or off-run implementation proof. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following trading fund manager notes: The stress test was observed on September 11 at 02:21 UTC. The fixed target was computed with a 10 basis points slip before a 20 basis points slip execution. The same terms stress was used, unlike the recomputed target variants 23955-23996. The test used a 20-day high and 10-day low, with a 2 ATR risk and a net 3R baseline, and a +2R breakeven and 2 ATR trail with a 20-day timeout. ATR stands for Average True Range, which is a measure of price volatility. The test was long only with a 25 basis points credit asset fee. The training data was from 2024-25 and reused for 2026 holdout. The results were as follows: the symbol was BTC, the signal time frame was 1 hour, and the execution minutes were 60. The test was run on the training data. The slip was 20 basis points and the trail was true. The return percentage was 22.95%, the drawdown percentage was 29.33%, and the win rate was 40%. The sample size was 20, the mean percentage was 1.51%, the average win percentage was 11.71%, and the average loss percentage was 5.29%. The half Kelly field is a risk-units score, not a notional fraction, as noted in note 2143. The test had no quote and was an off-run implementation proof. The results also included the following metrics: raw half Kelly was 0.0644, CI low was -2.60%, CI high was 6.11%, bars were 17541, max gap minutes were 180, armed trades were 5, and buy hold percentage was 106.95%. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: Observed on September 11 at 02:21 UTC, a fixed target, or a specific goal, was computed with a 10 basis points slip before a 20 basis points slip execution. This is a type of stress test, which is a test to see how something performs under difficult conditions, called a frozen-target stress test. The same terms stress test was used, unlike some other target variants, which are versions of a target, numbered 23955-23996. The test used a 20-day high and 10-day low, with a 2 ATR, or Average True Range, which is a measure of price movement, risk and net 3R baseline, and a +2R breakeven, which is the point at which the profit equals the loss, 2 ATR trail, which is a way of adjusting the target, and a 20-day timeout, which is a period of time after which the test is stopped. The test was long only, meaning it only bought assets, with a 25 basis points credit asset fee, which is a fee paid for borrowing assets. The test was trained, or taught, using data from 2024-25 and reused, or applied, to a holdout, which is a set of data not used in training, in 2026. The results of the test were as follows: the symbol was BTC, the signal time frame was 1 day, the execution minutes were 1440, the part was holdout, the slip in basis points was 20, the trail was true, the return percentage was -4.51%, the drawdown percentage was 21.66%, the win rate was 33.33%, the sample size was 6, the mean percentage was -0.45%, the average win percentage was 9.67%, the average loss percentage was 5.51%, the half Kelly, which is a measure of risk, was 0, the raw half Kelly was -0.02, the confidence interval low was -6.09%, the confidence interval high was 6.49%, the number of bars, which are units of time, was 253, the maximum gap minutes was 1440, the number of armed trades, which are trades that are ready to be made, was 1, and the buy and hold percentage, which is the percentage return of buying and holding an asset, was -12.54%. The half Kelly field is a risk-units score, not a notional fraction, which is a fraction of the total value, as seen in note 2143. There is no quote, or price, and the implementation proof is off-run, meaning it is not currently being used. https://runway.adityaperswal.workers.dev/data/crypto-bars