Notes

A news scan found the following trading fund notes: The stress test for BTC/USD 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 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. 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 period was from 2024 to 2025, and the holdout period was reused in 2026. The results included a return percentage of -2.1625, a drawdown percentage of 33.18, and a win rate of 44.44. 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 test also included the following data: symbol BTC, signal time frame 1 day, execution minutes 1440, part train, slip basis points 20, trail true, sample 18, mean percentage 0.3843, average win percentage 9.6828, average loss percentage 7.0545, half Kelly 0.0198, raw half Kelly 0.0198, confidence interval low -4.1729, confidence interval high 5.2753, bars 731, max gap minutes 1440, armed trades 4, and buy hold percentage 106.95. https://runway.adityaperswal.workers.dev/data/crypto-bars

The audit of 20 closed trades for BTC, ETH, and SOL was completed. The trades consisted of 7 BTC trades, 6 ETH trades, and 7 SOL trades. There were no entry bars with zero reported volume for any of the trades, and there was one exit bar with zero reported volume for SOL. The compound raw fill wealth matched the vectorbt returns for each currency, with returns of -2.4724301401% for BTC, 22.1718517108% for ETH, and -9.5840520366% for SOL, accurate to within 5e-14 percentage points for the 15-minute holdouts. The reasons for the trades were: for BTC, 3 channel, 1 timeout, 1 target, and 2 stop; for ETH, 1 channel, 3 timeout, 1 target, and 1 stop; and for SOL, 4 channel, 1 target, and 2 stop. The entire 42-cell harness asserted that the closed trade count and per-trade return were within 1e-10 fraction. Having a value greater than 0 over the whole bar still does not guarantee that the opening quote can be executed. The same 20 trade outcomes were not multiplied by cost or control variants, and they are not independent samples. A news scan found the headline was not available, this is a raw audit report. https://runway.adityaperswal.workers.dev/data/crypto-bars ; local vectorbt fill reconciliation

A news scan found the note: Frozen before access note 2132. The 20-day main rule remains unchanged. The neighbor 10/30 entry high only, 10-day low exit, with 2 ATR net, 3R, and 2R breakeven, 2 ATR trail, and 20-day timeout, has 25 basis points credit fees and 10 basis points slip. This is a 2024-25 train and 2026 January 1 to September 11, 02 UTC, reused holdout. The trade details are as follows: the symbol is SOL, the signal time frame is 1 hour, and the execution minutes are 15. This is a holdout part of the trade, with a slip of 10 basis points and a trail of true. The return percentage is -18.042252664594372, the drawdown percentage is 31.724504528206143, and the win rate is 33.33333333333333. The sample size is 6, the mean percentage is -2.775008708026938, the average win percentage is 9.729010617732026, and the average loss percentage is 9.02701837090642. The half Kelly is 0, the raw half Kelly is -0.14261515466789745, the confidence interval low is -9.405796285508956, and the confidence interval high is 6.2093420150498755. There are 24249 bars, the maximum gap minutes are 90, and there is 1 armed trade. The buy and hold percentage is -20.188713336411634. This is a sensitivity, not an optimization, using the actual next open bar as a proxy, with one entry event per completed hour, and retaining the quote and trailing implementation gap. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the note about a trading strategy for SOL/USD. The main rule has not changed for 20 days. The strategy uses a neighbor 10/30 entry high, 10 day low exit, with a 2 ATR net and a 3R return, and a 2 ATR trail with a 20 day timeout. It also includes 25 basis point credit fees and a 10 basis point slip. The strategy was trained from 2024 to 2025 and tested from January 1, 2026, to September 11, 2026, at 02 UTC. The results show a return percentage of -0.3116, a drawdown percentage of 36.67, and a win rate of 41.67. The strategy had 12 sample trades, with a mean percentage of 0.5604, an average win percentage of 12.64, and an average loss percentage of 8.07. A half Kelly calculation was 0.0222. The strategy had 3 armed trades and a buy and hold percentage of 586.35. The note mentions sensitivity, not optimization, and the use of an actual next open bar proxy, with one entry event per completed hour, and a quote and trailing implementation gap retained. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the note about a trading strategy for SOL/USD. The main rule has not changed for 20 days. The strategy is to enter when the high of the last 10 or 30 minutes is reached, and exit when the low of the last 10 days is reached, with a 2 ATR, or average true range, net of 3R, and a breakeven of 2 ATR trail, and a 20-day timeout. There is a 25 basis point credit and 10 basis point slip. The data is from January 1, 2024, to September 11, 2026, and was reused for the holdout. The symbol is SOL, the signal time frame is 1 hour, and the execution time is 15 minutes. The holdout part has a slip of 10 basis points and a trail. The return percentage is 13.979106939153182, the drawdown percentage is 27.793321576632035, and the win rate is 62.5. The sample size is 8, the mean percentage is 2.0933361059823516, the average win percentage is 7.882665435131027, and the average loss percentage is 7.555546109265439. The half Kelly is 0.13278098145919573, the raw half Kelly is 0.13278098145919573, the confidence interval low is -4.261188924599598, and the confidence interval high is 9.034966269377358. There are 24249 bars, the maximum gap minutes is 90, and there are 2 armed trades. The buy and hold percentage is -20.188713336411634. The look is 10. A sensitivity analysis was done, not optimization, using the actual next open bar as a proxy, with one entry event per completed hour, and quote and trailing implementation gap retained. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the note: Frozen before access note 2132. The 20-day main rule remains unchanged. The neighbor 10/30 entry high only, 10-day low exit, 2 ATR, net 3R, +2R breakeven, 2 ATR trail, and 20-day timeout are used. A 25 basis point credit fee and 10 basis point slip are applied. The training data is from 2024-25 and the testing data is from 2026 January 1 to September 11, 02 UTC. The results show the symbol is SOL, the signal time frame is 1 hour, and the execution minutes are 15. The return percentage is -10.49, the drawdown percentage is 38.66, and the win rate is 47.06. The sample size is 17, the mean percentage is 0.012, the average win percentage is 10.86, and the average loss percentage is 9.63. The half Kelly criterion is 0.0006. The confidence interval is between -5.31 and 5.67. There are 47215 bars, the maximum gap minutes are 150, and there are 3 armed trades. The buy and hold percentage is 586.35. This is a sensitivity analysis, not an optimization, using the actual next open bar as a proxy, with one entry event per completed hour, and retaining the quote and trailing implementation gap. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the note: Frozen before access note 2132. The 20-day main rule remains unchanged. The neighbor 10/30 entry high only, 10-day low exit, with 2 ATR net, 3R, and +2R breakeven, 2 ATR trail, and 20-day timeout, has 25 basis points credit fees and 10 basis points slip. This is a 2024-25 train and 2026 Jan 1 to Sep 11 02 UTC reused holdout. The trading data for ETH is as follows: the symbol is ETH, the signal time frame is 1 hour, the execution minutes are 15, the part is holdout, the slip in basis points is 10, the trail is true, the return percentage is -20.014286705604505, the drawdown percentage is 28.4007644352411, the win rate is 16.666666666666664, the sample size is 6, the mean percentage is -3.3498594640369586, the average win percentage is 12.745163157492613, the average loss percentage is 6.568863988342873, the half Kelly is 0, the raw half Kelly is -0.13141689214341867, the confidence interval low is -8.596629168433184, the confidence interval high is 3.665317898715783, the number of bars is 24198, the maximum gap minutes is 90, the number of armed trades is 1, and the buy and hold percentage is -17.300574098483334. This is a sensitivity analysis, not an optimization, using the actual next open bar as a proxy, with one entry event per completed hour, and retaining the quote and trailing implementation gap. https://runway.adityaperswal.workers.dev/data/crypto-bars

A trading strategy for ETH/USD has a 20-day main rule that remains unchanged. The strategy uses a neighbor 10/30 entry high, with a 10-day low exit, and a 2 ATR net, with a +2 R breakeven and a 2 ATR trail, and a 20-day timeout. There is a 25 basis point credit and 10 basis point slip. The strategy was trained from 2024 to 2025 and tested from January 1, 2026, to September 11, 2026, at 02 UTC. The results show a return percentage of 96.34%, a drawdown percentage of 27.86%, and a win rate of 60%. The strategy uses a 1-hour signal time frame and executes trades every 15 minutes. A news scan found the following data: {symbol: ETH, signal time frame: 1 hour, execution minutes: 15, part: train, slip basis points: 10, trail: true, return percentage: 96.34, drawdown percentage: 27.86, win rate: 60, sample: 15, mean percentage: 5.34, average win percentage: 14.82, average loss percentage: 8.87, half Kelly: 0.18, raw half Kelly: 0.18, confidence interval low: -0.88, confidence interval high: 11.57, bars: 70128, max gap minutes: 195, armed trades: 7, buy hold percentage: 30.11, look: 30}. The strategy does not optimize for sensitivity and uses the actual next open bar as a proxy, with one entry event per completed hour, and retains the implementation gap for quotes and trailing. https://runway.adityaperswal.workers.dev/data/crypto-bars

A trading rule for ETH/USD, called C91102, has a 20-day main rule that remains unchanged. The rule for entering a trade, called neighbor10, is based on the high price of the last 10 or 30 minutes, and the rule for exiting a trade is based on the low price of the last 10 days, with a 2 ATR, or average true range, net of 3R, and a 2R breakeven, with a 2 ATR trail, and a 20-day timeout. There is also a 25 basis point credit fee and a 10 basis point slip. The trading data was trained from 2024 to 2025 and tested from January 1, 2026, to September 11, 2026, at 02 UTC. The results of the test are as follows: the symbol is ETH, the signal time frame is 1 hour, the execution time is 15 minutes, and this is a holdout test. The slip is 10 basis points, the trail is true, the return percentage is 14.169284209400729, the drawdown percentage is 23.775174974291048, the win rate is 50, the sample size is 8, the mean percentage is 1.9243008330785822, the average win percentage is 8.130879184686679, the average loss percentage is 4.282277518529515, the half Kelly is 0.11833288807824874, the raw half Kelly is 0.11833288807824874, the confidence interval low is -2.9430053670124274, the confidence interval high is 7.089091026287954, the number of bars is 24198, the maximum gap minutes is 90, the number of armed trades is 2, and the buy and hold percentage is -17.300574098483334. A news scan found the note to be about sensitivity, not optimization, with an actual next open bar proxy, and one entry event per completed hour, with a quote and trailing implementation gap retained. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the note: Frozen before access note 2132. The 20-day main rule remains unchanged. The neighbor 10/30 entry high only, 10-day low exit, with 2 ATR net, 3R, and 2R breakeven, 2 ATR trail, and 20-day timeout, has 25 basis points credit fees and 10 basis points lip. This is a 2024-25 train and 2026 January 1 to September 11 02 UTC reused holdout. The trading parameters are as follows: the symbol is ETH, the signal time frame is 1 hour, execution minutes are 15, this is a train part, slip basis points are 10, trail is true, return percentage is 4.8565, drawdown percentage is 47.8369, win rate is 37.931, sample size is 29, mean percentage is 1.1314, average win percentage is 17.3009, average loss percentage is 8.7501, half Kelly is 0.0327, raw half Kelly is 0.0327, confidence interval low is -3.9441, confidence interval high is 6.6918, bars are 70128, max gap minutes are 195, armed trades are 8, and buy hold percentage is 30.1066. This is a sensitivity, not an optimization, using the actual next open bar as a proxy, with one entry event per completed hour, and quote and trailing implementation gap retained. https://runway.adityaperswal.workers.dev/data/crypto-bars

A trading rule for BTC/USD, which is a pair of Bitcoin and the US dollar, has been applied. The main rule has not changed over the last 20 days. The rule to buy is based on the high price of the last 10 or 30 minutes, and the rule to sell is based on the low price of the last 10 days, with a 2 ATR, or Average True Range, stop loss, and a 2R, or two times the risk, breakeven, with a 2 ATR trail, and a 20-day timeout. There is a 25 basis point credit fee and a 10 basis point slip. A news scan found the headline is not available, but a data line shows the results of a trading simulation from 2024 to 2026, using a holdout set, which is a part of the data not used for training, from January 1 to September 11, 2026, at 02 UTC. The results are as follows: the symbol is BTC, the signal time frame is 1 hour, the execution time is 15 minutes, the return percentage is -15.25%, the drawdown percentage is 21.16%, the win rate is 28.57%, the sample size is 7, the mean percentage return is -2.12%, the average win percentage is 7.34%, the average loss percentage is 5.90%, the half Kelly criterion, which is a formula to determine the optimal bet size, is 0, the raw half Kelly is -0.14, the lower confidence interval is -6.48%, the higher confidence interval is 3.29%, the total number of bars is 24291, the maximum gap minutes is 90, the number of armed trades is 1, and the buy and hold percentage return is -12.07%. The sensitivity of the results has been tested, but not optimized, using the actual next open bar as a proxy, with one entry event per completed hour, and the quote and trailing implementation gap has been retained. https://runway.adityaperswal.workers.dev/data/crypto-bars

A trading system has rules that include a 20-day main rule that has not changed. It also has a neighbor rule that only enters at the high of the last 10 or 30 days and exits at the low of the last 10 days, with a 2 ATR net and a 2R breakeven, and a 2 ATR trail. The system also has a 20-day timeout and 25 basis point credit fees with a 10 basis point slip. A news scan found the headline is not available, but a data line shows training from 2024 to 2025 and testing from January 1, 2026, to September 11, 2026, at 02 UTC. The system is using a holdout set that was reused. The system's performance is as follows: it uses a 1-hour signal time frame and executes trades every 15 minutes. It has a 6.27% return, a 26.98% drawdown, and a 44.44% win rate, based on 18 samples. The average win is 9.48% and the average loss is 6.21%. The system also calculates a half Kelly criterion of 0.0402. A sensitivity analysis was done, but not an optimization. The system uses the next open bar as a proxy and only allows one entry event per completed hour. The quote and trailing implementation have a retained gap. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the note about a trading rule for BTC/USD. The main rule has not changed for 20 days. The rule is to enter when the high of the last 10 or 30 minutes is reached, and to exit when the low of the last 10 days is reached, with a 2 ATR, or average true range, net of 3R, and a 2R breakeven, with a 2 ATR trail, and a 20-day timeout. There is a 25 basis point credit fee and a 10 basis point slip. The trading rule was trained from 2024 to 2025 and tested from January 1, 2026, to September 11, 2026, at 02 UTC. The results of the test are as follows: the symbol is BTC, the signal time frame is 1 hour, the execution time is 15 minutes, the test is a holdout, the slip is 10 basis points, the trail is true, the return percentage is 4.81%, the drawdown percentage is 20.77%, the win rate is 50%, the sample size is 8, the mean percentage is 0.87%, the average win percentage is 7.00%, the average loss percentage is 5.26%, the half Kelly criterion is 0.062, the raw half Kelly criterion is 0.062, the lower confidence interval is -4.24%, the upper confidence interval is 6.20%, the number of bars is 24291, the maximum gap minutes is 90, the number of armed trades is 2, and the buy and hold percentage is -12.07%. The note also mentions that the sensitivity was not optimized, the actual next open bar was used as a proxy, there was one entry event per completed hour, and the quote and trailing implementation gap were retained. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the note about a trading strategy for BTC/USD. The main rule has not changed for 20 days. The strategy is to enter when the high of the last 10 or 30 minutes is reached and exit when the low of the last 10 days is reached, with a 2 ATR net and a 3R return, and a breakeven of 2 ATR trail, with a 20-day timeout. There is a 25 basis point credit fee and a 10 basis point slip. The training data is from 2024 to 2025 and the testing data is from January 1, 2026, to September 11, 2026, at 02 UTC. The results show a return of 17.0156513711606 percent, a drawdown of 30.03007922473966 percent, and a win rate of 42.30769230769231 percent. The strategy was tested on 26 samples with a mean return of 0.9683440918499832 percent. The average win was 9.373039486046023 percent and the average loss was 5.195099197227114 percent. The half Kelly criterion is 0.05165582057408333. The results also show a buy and hold return of 106.95486135300149 percent. The strategy uses a sensitivity analysis, not optimization, and actual next open bar as a proxy, with one entry event per completed hour, and retains the implementation gap for quotes and trailing stops. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline about a SOL/USD trading signal. The signal is based on a 1-hour time frame and checked every 15 minutes. It uses a 20-day high and 10-day low with a 2 ATR risk, which means two times the average true range, a measure of price volatility. The target is a 3R net return, with a 20-day timeout. If the trail is enabled, it uses a 2R breakeven and 2 ATR absolute trail. The data is from January 1, 2026, to September 11, 2024, and the holdout period is from September 10. The trading strategy is long only, with a 25 basis point credit for asset fees and a 10 to 20 basis point slip. The results show a return percentage of -13.26%, a drawdown percentage of 33.34%, and a win rate of 28.57%. The sample size is 7, with a mean percentage of -1.58%, an average win percentage of 11.90%, and an average loss percentage of 6.97%. The half Kelly criterion, a measure of bet size, is 0. The confidence interval is between -7.62% and 6.15%. The trading strategy has not made any trades. The trade wealth has been reconciled with a tolerance of 1e-10, which means a very small margin of error. The confidence intervals are based on 10,000 independent and identically distributed trade bootstraps, a statistical method. There is no off-run trail or quote execution proof. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline about a SOL/USD trading signal. The signal is based on a 1-hour time frame and checked every 15 minutes. It uses a 20-day high and 10-day low with a 2 ATR risk, which means two times the average true range, a measure of price volatility. The target is a 3R net, which means three times the risk amount, with a 20-day timeout. If the trail feature is enabled, it uses a 2R breakeven, which means two times the risk amount, and a 2 ATR absolute trail. The training data is from 2024 to 2025 and the testing data is from 2026 January 1 to September 11, 02 UTC. The results show a return percentage of -5.0557%, a drawdown percentage of 39.6876%, and a win rate of 33.3333%. The average win percentage is 19.8430% and the average loss percentage is 8.9144%. The half Kelly criterion, a measure of optimal bet size, is 0.0169. The confidence interval, a measure of uncertainty, is between -7.3930% and 9.7638%. The results are based on 47215 bars of data, which are units of time. The maximum gap between trades is 150 minutes. There are 0 armed trades, which means trades that are ready to be executed. The buy and hold percentage, a measure of the return if the asset was held for the entire period, is 586.3530%. The trade wealth is reconciled with a tolerance of 1e-10, which means a very small margin of error. The confidence intervals are based on 10000 independent and identically distributed trade bootstraps, which are random samples of the data. There is no off-run trail or quote execution proof, which means there is no evidence of the trades being executed outside of the normal trading hours or at a different price than the quoted price. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'SOL/USD C91102 net3R 1Hour signal 15min check holdout slip20 trailtrue'. This refers to a trading signal for the SOL/USD currency pair. The signal was generated based on a 20-day high and 10-day low, with a 2 ATR risk, net 3R target, and a 20-day timeout. The signal also included a +2R breakeven and 2 ATR absolute trail if enabled. The data was trained from 2024 to 2025 and tested from January 1, 2026, to September 11, 2026, at 02 UTC. The holdout period was reused and the last daily data was from September 10. The trading strategy was long-only, with a vector backtest of 25 basis points credit asset fees, 10/20 basis points slip, and next actual open. Each hour entry event was consumed once. The results showed a return percentage of -10.497292078470892, a drawdown percentage of 34.000140794467214, and a win rate of 28.57142857142857. The sample size was 7, with a mean percentage of -1.0642255708759065, an average win percentage of 14.166073158550653, and an average loss percentage of 7.15634506264653. The half Kelly criterion was 0, and the raw half Kelly was -0.03756247616981773. The confidence interval was between -7.779665680125976 and 7.234659469581003. The total number of bars was 24249, with a maximum gap of 90 minutes and 2 armed trades. The buy and hold percentage was -20.188713336411634. The closed trade wealth was reconciled with fills and fees at a 1e-10 tolerance. The confidence intervals were based on 10000 IID trade bootstraps, but were not independent for forward evidence. There was no off-run trail or quote execution proof. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline about a SOL/USD trading signal. The signal is based on a 20-day high and 10-day low, with a 2 ATR risk and a net 3R target, and a 20-day timeout. The signal also includes a +2R breakeven and a 2 ATR absolute trail if enabled. The training data is from 2024-25 and the holdout period is from 2026 Jan 1 to Sep 11 02 UTC. The signal is for long-only trades, with a vector backtest of 25 basis points credit asset fees, and a 10/20 basis points slip. The signal is checked every 15 minutes. The results show a return percentage of -9.584052036601477, a drawdown percentage of 33.33682962644178, and a win rate of 28.57142857142857. The sample size is 7, with a mean percentage of -0.9386157136031112, an average win percentage of 14.141023771062933, and an average loss percentage of 6.970471507469529. The half Kelly is 0, and the raw half Kelly is -0.03318768601194985. The confidence interval is between -7.595040016571334 and 7.0742953859140725. The number of bars is 24249, the maximum gap minutes is 90, and the number of armed trades is 2. The buy and hold percentage is -20.188713336411634. The trade wealth has been reconciled with a tolerance of 1e-10. The confidence intervals are based on 10000 IID trade bootstraps, but are not independent for forward evidence. There is no off-run trail or quote execution proof. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'SOL/USD C91102 net3R 1Hour signal 15min check train slip20 trailtrue'. This is a trading signal for the SOL/USD currency pair. The signal uses a 20-day high and 10-day low, with a 2 ATR risk, net 3R target, and a 20-day timeout. It also uses a 2R breakeven and 2 ATR absolute trail if enabled. The training data is from 2024 to 2025, and the testing data is from January 1, 2026, to September 11, 2026, at 02 UTC. The signal is long only, meaning it only buys, and uses a vector backtest with 25 basis points credit and 10 to 20 basis points slip. The signal checks every hour and consumes each entry event once. The results show a return percentage of 22.65%, a drawdown percentage of 33.01%, and a win rate of 41.67%. The signal also shows a mean percentage of 2.30%, an average win percentage of 14.31%, and an average loss percentage of 6.27%. The half Kelly criterion, a measure of optimal bet size, is 0.0804. The confidence interval is between -3.83% and 8.48%. The signal uses 47,215 bars of data and has a maximum gap of 150 minutes. There were 3 armed trades, and the buy and hold percentage is 586.35%. The trading wealth has been reconciled with fills and fees at a tolerance of 1e-10. The confidence intervals are based on 10,000 independent and identically distributed trade bootstraps. There is no off-run trail or quote execution proof. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline about a SOL/USD trading signal. The signal is based on a 1-hour time frame and checked every 15 minutes. It uses a strategy with a 20-day high and 10-day low, and a 2 ATR risk, which means two times the average true range, a measure of price volatility. The target is a 3R net return, with a 20-day timeout. If the trail feature is enabled, the breakeven point is set at 2R, with a 2 ATR absolute trail. The training data is from 2024 to 2025, and the testing data is from January 1, 2026, to September 11, 2026. The signal only generates long positions, meaning it only buys assets, with a 25 basis point credit for asset fees, and a 10 to 20 basis point slip, which is the difference between the expected and actual price of a trade. The signal is based on a vector backtest, which is a method of testing a trading strategy, with the following results: the return percentage is 25.63%, the drawdown percentage, which is the maximum loss, is 32.47%, and the win rate, which is the percentage of successful trades, is 41.67%. The sample size is 12, the mean percentage return is 2.51%, the average win percentage is 14.53%, and the average loss percentage is 6.09%. The half Kelly criterion, which is a measure of the optimal fraction of wealth to bet, is 0.0862. The confidence interval, which is a range of values within which a population parameter is likely to lie, is between -3.63% and 8.70%. The signal is based on 47,215 bars of data, with a maximum gap of 150 minutes between trades. There were 3 armed trades, which are trades that are ready to be executed. The buy and hold percentage return, which is the return if the asset was bought and held for the entire period, is 586.35%. The closed trade wealth has been reconciled with a tolerance of 1e-10, which is a very small number. The confidence intervals are based on 10,000 independent and identically distributed trade bootstraps, which is a method of estimating the distribution of a statistic. There is no off-run trail or quote execution proof, which means that the signal does not provide evidence of its performance in real-time trading. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'SOL/USD C91102 net3R 1Hour signal 60min check holdout slip20 trailtrue'. This is a trading signal for the SOL/USD currency pair. The signal was generated using a 20-day high and 10-day low, with a 2 ATR risk and a net 3R target. The signal also has a 20-day timeout and a 2R breakeven with a 2 ATR absolute trail if enabled. The training data used was from 2024-25 and the testing data was from 2026 January 1 to September 11, 02 UTC. The holdout data was reused and the last daily data used was from September 10. The trading strategy used was a long-only vector with a 25 basis point credit for asset fees, a 10/20 basis point slip, and the next actual open for each hourly entry event consumed once. The results of the trading strategy were as follows: the return percentage was -13.344279191436911, the drawdown percentage was 33.71215675421427, the win rate was 28.57142857142857, the sample size was 7, the mean percentage was -1.556559853853339, the average win percentage was 12.427528033375223, the average loss percentage was 7.150195008744764, the half Kelly criterion was 0, the raw half Kelly criterion was -0.06262548149853536, the confidence interval low was -7.795825821225853, the confidence interval high was 6.507464885217446, the number of bars was 6073, the maximum gap minutes was 120, and the number of armed trades was 2. The buy and hold percentage was -20.188713336411634. The closed trade wealth was reconciled with raw fills and fees at a 1e-10 tolerance. The confidence intervals were generated using 10000 IID trade bootstraps, but they are not independent for forward evidence. There is no off-run trail or quote execution proof. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline about a SOL/USD trading signal. The signal is based on a 1-hour time frame and has a 60-minute check. It uses a holdout method with a 10 basis point slip and a trailing stop if enabled. The signal was trained on data from 2024 to 2025 and tested on data from January 1, 2026, to September 11, 2026. The results show a return of -10.31%, a drawdown of 33.05%, and a win rate of 28.57%. The signal was tested on 7 samples with a mean return of -1.07%. The average win was 13.68% and the average loss was 6.96%. The half Kelly criterion, a measure of bet size, is 0. The confidence interval is between -7.60% and 6.92%. The signal was tested on 6073 bars of data with a maximum gap of 120 minutes. There were 2 armed trades. The buy and hold return was -20.19%. The trading wealth was reconciled with a tolerance of 1e-10. The confidence intervals were calculated using 10,000 independent and identically distributed trade bootstraps. There is no off-run trail or quote execution proof. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'SOL/USD C91102 net3R 1Hour signal 60min check train slip20 trailtrue'. This is a trading signal for the SOL/USD currency pair. The signal was generated using a 20-day high and 10-day low matrix, with a 2 ATR risk and a net 3R target, and a 20-day timeout. The signal also includes a +2R breakeven and a 2 ATR absolute trail if enabled. The training data used was from 2024-25, and the holdout data was from January 1, 2026, to September 11, 2026, at 02 UTC. The signal is for long-only trades, with a vector backtest of 25 basis points credit asset fees, and a 10-20 basis points slip. The signal is checked every hour, with the next actual open being the entry event, which is consumed once. The results of the signal are as follows: the return percentage is -2.8397, the drawdown percentage is 33.7744, the win rate is 33.3333, the sample size is 12, the mean percentage is 0.3512, the average win percentage is 14.7013, the average loss percentage is 6.8238, the half Kelly criterion is 0.0119, the raw half Kelly criterion is 0.0119, the confidence interval low is -5.7103, the confidence interval high is 6.6642, the number of bars is 11810, the maximum gap minutes is 180, and the number of armed trades is 2. The buy and hold percentage is 586.353. The closed trade wealth has been reconciled with fills and fees at a 1e-10 tolerance. The confidence intervals were generated using 10000 independent and identically distributed trade bootstraps, but are not independent for forward evidence. There is no off-run trail or quote execution proof. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline about a SOL/USD trading signal. The signal is based on a 1Hour time frame and is checked every 60 minutes. The training period is from 2024 to 2025 and the testing period is from 2026 January 1 to September 11, 02 UTC. The signal uses a long-only strategy with a 25 basis point credit for asset fees and a 10/20 basis point slip. The signal is trained on daily data from September 10. The results show a return percentage of -0.4797%, a drawdown percentage of 32.9749%, and a win rate of 33.3333%. The signal uses a risk management strategy called 2 ATR risk, which means two times the average true range, a measure of price volatility. The signal also uses a trailing stop, which is a stop-loss order that moves with the price of the asset. The trading results are reconciled with a tolerance of 1e-10, which means a very small margin of error. The results are based on 12 samples and show an average win percentage of 14.9309% and an average loss percentage of 6.6373%. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline about a SOL/USD trading signal. The signal is based on a 20-day high and 10-day low, with a 2 ATR risk, net 3R target, and a 20-day timeout. The signal also includes a +2R breakeven and 2 ATR absolute trail if enabled. The training data is from 2024-25 and the holdout period is from 2026 January 1 to September 11, 02:18 UTC. The signal is for long-only trades, with a vector backtest of 25 basis points credit asset fees, 10/20 basis points slip, and next actual open. Each hour entry event is consumed once. The results show a return percentage of -9.311181002529565, a drawdown percentage of 32.40499103083092, and a win rate of 16.666666666666664. The signal is based on 6 samples, with a mean percentage of -0.8370456351239212, an average win percentage of 26.811745604764138, and an average loss percentage of 6.366803883101532. The half Kelly criterion is 0, and the raw half Kelly is -0.015609681806304843. The confidence interval is between -9.061755447312118 and 10.682732771200797. The signal is based on 253 bars, with a maximum gap of 1440 minutes, and 1 armed trade. The buy and hold percentage is -20.81869466583686. The trade wealth is reconciled with draws and fills, plus fees, at a 1e-10 tolerance. The confidence intervals are based on 10000 IID trade bootstraps, but are not independent for forward evidence. There is no off-run trail or quote execution proof. https://runway.adityaperswal.workers.dev/data/crypto-bars