Notes

A news scan found the headline 'BTC/USD C91102 net3R 1Hour signal 60min check train slip20 trailtrue'. This refers to a trading signal for Bitcoin in US dollars. The signal was generated at 02:18 UTC and 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 used is from 2024 to 2025, and the testing data is from January 1, 2026, to September 11, 2026, at 02 UTC. The holdout period is from September 10, and the last daily data is used. The trading strategy is long only, with a vector backtest of 25 basis points credit asset fees, 10/20 basis points slip, and next actual open. Each hourly entry event is consumed once. The results show a return percentage of 22.35%, a drawdown percentage of 29.33%, and a win rate of 40%. The sample size is 20, with a mean percentage of 1.48%, an average win percentage of 11.63%, and an average loss percentage of 5.29%. The half Kelly criterion, a measure of optimal bet size, is 0.0635. The confidence interval is between -2.62% and 6.05%. The number of bars is 17541, with a maximum gap of 180 minutes and 5 armed trades. The buy and hold percentage is 106.95%. The trading wealth has been reconciled with drawfills and fees at a tolerance of 1e-10. The confidence intervals are based on 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 BTC/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 testing data is from 2026 January 1 to September 11 at 02 UTC. The signal is for long-only trades, with a vector backtest of 25 basis points credit for asset fees, and a 10/20 basis points slip. The signal is checked every hour, with each entry event consumed once. The results show a return percentage of 27.9664, a drawdown percentage of 28.4816, and a win rate of 40. The sample size is 20, with a mean percentage of 1.7119, an average win percentage of 11.9295, and an average loss percentage of 5.0998. The half Kelly criterion is 0.0718. The confidence interval is between -2.4033 and 6.3226. The signal is based on 17541 bars, with a maximum gap of 180 minutes, and 5 armed trades. The buy and hold percentage is 106.9549. The closed trade wealth is reconciled with raw fills and fees at a 1e-10 tolerance. The confidence intervals are based on 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 BTC/USD trading signal. The signal is based on a 20-day high and 10-day low, with a 2 ATR risk, 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 to 2025 and the testing data is 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 for asset fees, and a 10 to 20 basis points slip. The signal is checked every hour, and each entry event is consumed once. The results show a return percentage of -4.51%, a drawdown percentage of 21.66%, and a win rate of 33.33%. The mean percentage is -0.45%, the average win percentage is 9.67%, and the average loss percentage is -5.51%. The half Kelly criterion is 0, and the raw half Kelly is -0.02. The confidence interval is between -6.09% and 6.49%. The signal is based on 253 bars, with a maximum gap of 1440 minutes, and 1 armed trade. The buy and hold percentage is -12.54%. The trade wealth is reconciled with fills and fees at a tolerance of 1e-10. The confidence intervals are based on 10000 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 BTC/USD trading signal. The signal is based on a 20-day high and 10-day low, with a 2 ATR risk, 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 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 for asset fees, a 10-20 basis points slip, and the next actual open for each hourly entry event consumed once. The results show a return percentage of -3.3553, a drawdown percentage of 21.0293, and a win rate of 33.3333. The sample size is 6, with a mean percentage of -0.253, an average win percentage of 9.890, and an average loss percentage of 5.3245. The half Kelly is 0, and the raw half Kelly is -0.01279. The confidence interval is between -5.9042 and 6.7079, with 253 bars and a maximum gap of 1440 minutes. There was 1 armed trade, and the buy and hold percentage is -12.5441. The closed trade wealth was reconciled with raw fills and fees at a 1e-10 tolerance. The confidence intervals are based on 10000 IID trade bootstraps, which 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 BTC/USD signal. The signal is based on a 20-day high and 10-day low with a 2 ATR risk, 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 testing data is from 2026 January 1 to September 11 at 02 UTC. The signal is for long-only trades with a 25 basis point credit for asset fees and a 10-20 basis point slip. The signal is checked every hour and each entry event is consumed once. The results show a return percentage of 0.2689, a drawdown percentage of 33.18, and a win rate of 41.18. The signal is based on 17 samples with a mean percentage of 0.6169, an average win percentage of 11.58, and an average loss percentage of 7.05. The half Kelly criterion is 0.0266. The results also show a confidence interval low of -4.478 and a confidence interval high of 6.177. The signal is based on 731 bars with a maximum gap of 1440 minutes and 4 armed trades. The buy and hold percentage is 106.95. The trade wealth is reconciled with fills and fees at a 1e-10 tolerance. The confidence intervals are based on 10000 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 BTC/USD C91102 net3R 1Day signal 1440min check train slip10 trailtrue. The trading system 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 system has a net 3R target and a 20-day timeout. It also has a breakeven point of 2R and an absolute trail of 2 ATR if enabled. The system was trained from 2024 to 2025 and tested from January 1, 2026, to September 11, 2026, at 02 UTC. The system only considers long positions, which means buying the asset, and uses a vector backtest with a 25 basis point credit for asset fees, a 10 to 20 basis point slip, and next actual open for each hourly entry event consumed once. The results show a return percentage of 1.4238, a drawdown percentage of 32.37, and a win rate of 44.44. The system had 18 samples, with a mean percentage of 0.5852, an average win percentage of 9.90, and an average loss percentage of 6.87. The half Kelly criterion, a measure of optimal bet size, is 0.0295. The system also shows confidence intervals, which are ranges of values within which a population parameter is likely to lie, of -3.98 to 5.49. The system had 731 bars of data, with a maximum gap of 1440 minutes, and 4 armed trades. The buy and hold percentage is 106.95. The system reconciles closed trade wealth with fills and fees at a tolerance of 1e-10. The confidence intervals are based on 10,000 independent and identically distributed trade bootstraps, which are random samples with replacement. 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 completed hourly and daily regime'. Retrieved on September 11 between 02:08 and 02:14 UTC, with a cutoff time of 02:00 UTC. The data for SOL, short for Solana, a cryptocurrency, shows that on September 10, 2020, at 00:00:00 UTC, it closed at 98.6025. The Average True Range, or ATR, which measures price volatility, for the last 14 days was 4.975069381535714. The Simple Moving Average, or SMA, which is the average price over a certain period, for the last 50 days was 86.343249, and for the last 200 days was 82.8045320653425. The highest price in the last 20 days was 110.5357, and the lowest price in the last 10 days was 97.132857. As of September 11, 2026, at 01:00:00 UTC, the hourly close was 99.387, and the highest price in the last 20 hours was also 110.5357. The latest hour, which ended at 02:00, showed a close below the rolling 20-day high, which means the price did not reach a new high in the last 20 days. There was no entry, or buy signal, for September 10. The ATR, a measure of price range, showed a mean of 4.975069381535714 for the last 14 days. The bullish position, which means the price is expected to go up, is indicated by the 50 and 200 day averages. However, there was no breakout, which means the price did not exceed the previous high. The prior 20-day high and 10-day low are used as context, but did not trigger any exits, or sell signals. The daily figures are unchanged from the previous run, and the new 2-hour prints are not considered a new independent test. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'ETH/USD C91102 completed hourly and daily regime'. Retrieved on September 11 between 02:08 and 02:14 UTC, with a cutoff time of 02:00 UTC. The data shows that the Ethereum symbol is ETH, with a close price of 2436.8075 on September 10, 2026. The Average True Range, or ATR, which measures price volatility, is 88.0135 over 14 days. The Simple Moving Average, or SMA, which is the average price over a certain period, is 2147.8573 over 50 days and 2049.1646 over 200 days. The highest price over 20 days is 2565.9 and the lowest price over 10 days is 2355.79. There is no daily signal, which means no action is recommended. The latest hour, which ended at 02:00 on September 11, 2026, had a close price of 2453.1875. The close price is below the rolling 20-day high, which means the price has not reached a new high. The ATR is a simple 14-day true range mean, which is a measure of price volatility. The bullish position, where the 50-day average is above the 200-day average, coexists with no breakout, which means the price has not made a significant move. The prior 20-day high and 10-day low are context, but not used to place exits, which means they are not used to decide when to sell. The daily figures are unchanged from the previous run, and the new 2-hour prints are not a new independent test, which means they are not a new and separate analysis. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'BTC/USD C91102 completed hourly and daily regime'. Retrieved on September 11 between 02:08 and 02:14 UTC, with a cutoff time of 02:00 UTC. The data shows that the symbol is BTC, the date is September 10, 2026, and the close price is 76535.875. The Average True Range, or ATR, which measures price volatility, is 2283.5704312907837 for 14 days. The Simple Moving Average, or SMA, which is the average price over a certain period, is 70403.34736 for 50 days and 69966.12240708944 for 200 days. The highest price in the last 20 days is 82233.502538071 and the lowest price in the last 10 days is 76222.3285. There is no daily signal, which means no action is recommended. The latest hour, which ended at 02:00 on September 11, 2026, had a close price of 76948.7, which is below the rolling 20-day high. The day of September 10 also had no entry, meaning no action was taken. The ATR is a simple 14-day true range mean, which is a measure of price movement. The bullish position, where the 50-day average is above the 200-day average, coexists with no breakout, which means the price has not exceeded a certain level. The prior 20-day high and 10-day low are context, but not used to place exits, which means they are not used to close positions. The daily figures are unchanged from the previous run, and the new 2-hour prints are not new independent tests, which means they are not used to make new decisions. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data line: Downloaded on September 11 from 02:02 to 02:14 UTC, with a cutoff time of 02:00. This was a complete pagination and zero-volume audit of SOL/USD. Two overlapping year boundary records were removed per time frame. The first 9 worker fetches resulted in 429 errors, and 20 page bounds failed. However, 2 workers completed all 27 symbol year panels with a 0.7 second delay and a maximum of 250 pages. The cadence time arithmetic is explicit. The audit found the following results for SOL: for the 1 Day time frame, there were 746 records, 2 duplicates removed, the first record was on August 26, 2024, and the last record was on September 10, 2026, with 0 missing records, 100% coverage, a maximum gap of 1440 minutes, and 1 zero-volume record. For the 1 Hour time frame, there were 17883 records, 2 duplicates removed, the first record was on August 26, 2024, and the last record was on September 11, 2026, with 7 missing records, 99.96% coverage, a maximum gap of 180 minutes, and 3101 zero-volume records. For the 15 Minute time frame, there were 71464 records, 2 duplicates removed, the first record was on August 26, 2024, and the last record was on September 11, 2026, with 96 missing records, 99.87% coverage, a maximum gap of 150 minutes, and 32053 zero-volume records. A zero-volume OHLC, or open, high, low, close, which is a type of financial data, does not prove that a trade was executed. There were no interpolated fills, which means that no data was estimated or filled in. Gaps and delay modeled checks were performed. The coverage percentage does not guarantee that a trade was executed on a specific venue or exchange. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: Downloaded on September 11 from 02:02 to 02:14 UTC, with a cutoff time of 02:00. Two overlapping year boundary records were removed per time frame. The first 9 worker fetches resulted in 429 errors, and 20 page bounds failed. However, 2 workers completed all 27 symbol year panels with a 0.7 second delay and a maximum of 250 pages. The cadence time arithmetic is explicit. The data includes the following information for ETH/USD: for a 1-day time frame, there were 984 records, 2 duplicates removed, and 0 missing records, with 100 percent coverage and a maximum gap of 1440 minutes, and 0 zero-volume records. For a 1-hour time frame, there were 23614 records, 2 duplicates removed, 4 missing records, 99.983 percent coverage, a maximum gap of 180 minutes, and 2229 zero-volume records. For a 15-minute time frame, there were 94326 records, 2 duplicates removed, 146 missing records, 99.845 percent coverage, a maximum gap of 195 minutes, and 35494 zero-volume records. A zero-volume OHLC, or open, high, low, close, which is a type of financial data, does not prove that a trade was executed. There were no interpolated fills, which means that no data was added to fill gaps. The system also checks for gaps in delay mode. However, coverage does not guarantee that a trade was executed on a particular venue, or exchange. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: Downloaded on September 11 from 02:02 to 02:14 UTC, with a cutoff time of 02:00. Two overlapping year boundary records were removed per time frame. The first 9 worker fetches resulted in 429 errors, and 20 page bounds failed. However, 2 workers completed all 27 symbol year panels with a 0.7 second delay and a maximum of 250 pages. The data includes information about the Bitcoin symbol, with details such as the time frame, number of records, duplicates removed, first and last record dates, missing records, coverage percentage, maximum gap minutes, and zero volume records. For example, for the 1 Day time frame, there were 984 records, 2 duplicates removed, and 0 missing records, with a coverage percentage of 100. The data also includes information about zero volume records, which are records with no trading volume, and notes that zero volume OHLC, or open, high, low, and close prices, does not prove that a trade was executed. Additionally, the data mentions that gaps and delay modeled checks were performed, and that coverage does not guarantee that a trade was executed on a particular venue. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following trading scenario: On September 11 at 02:13 UTC, a trading simulation was run with 10,000 paths and 20 draws of contiguous 24-hour return blocks. The simulation used data from 2024-25 or from January 1, 2026, to September 11 at 02:13 UTC. This is not an independent forward holdout. The current settings are: mid start, 2 ATR risk, which means two times the average true range, a net 3R target, stop to entry/2 ATR trail at +2R, and 25 basis points fees/10 basis points lip. ATR stands for average true range, a measure of price volatility. The simulation uses hourly close checks and fills as a proxy, and it is unconditional, not breakout-conditioned. The results are as follows: the symbol is SOL, the part is holdout, the number of paths is 10,000, the eligible blocks are 6,027, the entry price is 99.3295, the ATR is 4.975069381535714, the risk percentage is 10.017304791699774, the net stop loss percentage is 10.645543676343971, the net 3R target is 131.9734044647221, the gross target percentage is 32.86425932348609, the mean net percentage is -1.3014917097000551, the median net percentage is -8.2833314946465, the 5th percentile net percentage is -12.35458527072571, the 95th percentile net percentage is 23.2649512172761, the loss probability percentage is 61.56, the target hit percentage is 3.55, the stop hit percentage is 56.910000000000004, the timeout percentage is 39.54, the tail below nominal stop percentage is 49.120000000000005, the cap position nominal loss in USD is 22.64812803282989, and the cap position 5th percentile loss in USD is 26.284071298837183. The scenario frequencies are not calibrated forecast probabilities or minimum/maximum loss bounds. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots

A news scan found the following data line: Observed on September 11 at 02:13 UTC, this is a 20-day block-bootstrap scenario train for SOL/USD, which is a type of automated trading simulation. It used 10,000 paths and 20 draws of contiguous 24-hour return blocks, from either 2024-25 or 2026 January 1 to September 11 at 02:13 UTC, without an independent forward holdout, meaning the data used for training is not separate from the data used for testing. The current settings include a mid-start, 2 ATR risk, which is a measure of price volatility, a net 3R target, and a stop to entry at 2 ATR trail at +2R, with 25 basis points fees and 10 basis points lip, which refers to the difference between the expected price and the actual price. Hourly close checks and fills are used as a proxy, and are unconditional, not breakout-conditioned. The data includes the following information: the symbol is SOL, the part is train, there were 10,000 paths, 11,758 eligible blocks, the entry point was 99.3295, the ATR was 4.975069381535714, the risk percentage was 10.017304791699774, the net stop loss percentage was 10.645543676343971, the net 3R target was 131.9734044647221, the gross target percentage was 32.86425932348609, the mean net percentage was 0.0710836194024498, the median net percentage was -10.710518143177127, the 5th percentile net percentage was -12.568425793084845, the 95th percentile net percentage was 32.438881368683504, the loss probability percentage was 60.56, the target hit percentage was 8.25, the stop hit percentage was 70.53, the timeout percentage was 21.22, the tail below nominal stop percentage was 54.86, the cap position nominal loss in USD was 22.64812803282989, and the cap position 5th percentile loss in USD was 26.73901166414318. The scenario frequencies are not calibrated forecast probabilities, meaning they do not represent predicted probabilities of future events, and do not have minimum or maximum loss bounds, meaning there are no guaranteed limits on potential losses. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots

A news scan found the following data: Observed on September 11 at 02:13 UTC, this is a 20-day block-bootstrap scenario holdout. It used 10,000 paths and 20 draws of contiguous 24-hour return blocks, trained on data from 2024-25 or from January 1, 2026, to September 11 at 02 UTC. This is not an independent forward holdout. The current settings are mid start, 2 ATR risk, which means two times the average true range, a net 3R target, and a stop to entry at 2 ATR trail at +2R. There are also 25 basis points fees and 10 basis points lip, which refers to a small amount added to the price. Hourly close checks and fills are used as a proxy, and they are unconditional, not breakout-conditioned. The data includes the following information: the symbol is ETH, the part is holdout, there were 10,000 paths, 6,027 eligible blocks, the entry was at 2452.0315, the ATR was 88.01349369021425, the risk percentage was 7.178822432763547, the net stop loss percentage was 7.826878961090578, the net 3R target was 3049.0720461643864, the gross target percentage was 24.348812246677355, the mean net percentage was -1.2764525604433319, the median net percentage was -7.923585186022991, the 5th percentile net percentage was -9.490274233908961, the 95th percentile net percentage was 23.653173717454955, the loss probability percentage was 65.8, the target hit percentage was 6.46, the stop hit percentage was 72.52, the timeout percentage was 21.02, the tail below nominal stop percentage was 59.68, the cap position nominal loss in USD was 16.651489317746176, and the cap position 5th percentile loss in USD was 20.190321175785467. The scenario frequencies are not calibrated forecast probabilities or minimum/maximum loss bounds. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots

A news scan found the following data: Observed on September 11 at 02:13 UTC, this is a 20-day block-bootstrap scenario train with 10,000 paths and 20 draws of contiguous 24-hour return blocks. The training period is from 2024 to 2025 or 2026 January 1 to September 11 at 02:13 UTC, and it is not an independent forward holdout. The current settings are mid start, 2 ATR risk, which means two times the average true range, a net 3R target, stop to entry at 2 ATR trail at +2R, with 25 basis points fees and 10 basis points slip. Hourly close checks and fills are used as a proxy, and they are unconditional, not breakout-conditioned. The data includes the following information: the symbol is ETH, the part is train, there are 10,000 paths, 17,469 eligible blocks, the entry price is 2452.0315, the ATR is 88.01349369021425, the risk percentage is 7.178822432763547, the net stop loss percentage is 7.826878961090578, the net 3R target is 3049.0720461643864, the gross target percentage is 24.348812246677355, the mean net percentage is 0.05889646200007489, the median net percentage is -7.918564591336735, the 5th percentile net percentage is -10.126097674672966, the 95th percentile net percentage is 24.01451336863569, the loss probability percentage is 60.96, the target hit percentage is 10.51, the stop hit percentage is 75.98, the timeout percentage is 13.51, the tail below nominal stop percentage is 57.410000000000004, the cap position nominal loss in USD is 16.651489317746176, and the cap position 5th percentile loss in USD is 21.543019650424867. The scenario frequencies are not calibrated forecast probabilities or minimum/maximum loss bounds. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots

A news scan found the following data: Observed on September 11 at 02:13 UTC, a 20-day block-bootstrap scenario for BTC/USD was analyzed. The analysis used 10,000 paths and 20 draws of contiguous 24-hour return blocks, trained on data from 2024-25 or from January 1, 2026, to September 11 at 02 UTC, and was not an independent forward holdout. The current strategy uses a mid-start, 2 ATR risk, which is a measure of price volatility, a net 3R target, and a stop to entry at 2 ATR trail at +2R, with 25 basis points fees and 10 basis points slip. Hourly close checks and fills were used as a proxy, and were unconditional, not breakout-conditioned. The data included the following statistics: 10,000 paths, 6,027 eligible blocks, an entry price of 76,905.291, an ATR of 2,283.5704312907837, a risk percentage of 5.938656239635797, a net stop loss percentage of 6.595371328635425, a net 3R target of 92,769.5556542253, a gross target percentage of 20.62831366729412, a mean net percentage of -1.150283306396185, a median net percentage of -6.648633246171959, a 5th percentile net percentage of -7.845534949631403, a 95th percentile net percentage of 15.888182141472152, a loss probability percentage of 64.81, a target hit percentage of 4.14, a stop hit percentage of 67.07, a timeout percentage of 28.79, a tail below nominal stop percentage of 56.16, a cap position nominal loss in USD of 14.031487617388649, and a cap position 5th percentile loss in USD of 16.691179466967068. The scenario frequencies were not calibrated forecast probabilities or minimum/maximum loss bounds. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots

A news scan found the following data: Observed on September 11 at 02:13 UTC, this is a 20-day block-bootstrap scenario train. It used 10,000 paths and 20 draws of contiguous 24-hour return blocks. The training data is from 2024 to 2025 or 2026 January 1 to September 11 at 02:13 UTC. This is not an independent forward holdout. The current settings are mid start, 2 ATR risk, which means two times the average true range, a net 3R target, and a stop to entry at 2 ATR trail at +2R. There are 25 basis points fees and 10 basis points lip, which refers to a small amount of money. Hourly close checks are used as a proxy for fills, and they are unconditional, not breakout-conditioned. The data includes the following information: the symbol is BTC, the part is train, there were 10,000 paths, 17,469 eligible blocks, the entry was 76,905.291, the ATR was 2,283.5704312907837, the risk percentage was 5.938656239635797, the net stop loss percentage was 6.595371328635425, the net 3R target was 92,769.5556542253, the gross target percentage was 20.62831366729412, the mean net percentage was 0.7311157315825867, the median net percentage was -3.752907810345063, the 5th percentile net percentage was -7.88661762332784, the 95th percentile net percentage was 20.005597877987995, the loss probability percentage was 55.059999999999995, the target hit percentage was 7.720000000000001, the stop hit percentage was 65.94, the timeout percentage was 26.340000000000003, the tail below nominal stop percentage was 48.72, the cap position nominal loss in USD was 14.031487617388649, and the cap position 5th percentile loss in USD was 16.7785818281894. Scenario frequencies are not calibrated forecast probabilities or minimum/maximum loss bounds. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots

A news scan found the headline 'ETHA C91102 matched NY-close wrapper regression'. Measured on September 11 at 02:11 UTC, the ordinary least squares, or OLS, log returns of a stock versus the Ethereum, or ETH, spot price at 19:00 UTC hour close, which is 20 UTC or 16 EDT, were matched with stock dates from June 2 to September 10, with 70 data points, including weekend moves from Friday to Monday. The results were as follows: the stock symbol is ETHA, the factor is ETH, the number of data points is 70, the start date is 2026-06-02, the end date is 2026-09-10, the beta, which measures volatility, is 1.013298739201239, the intercept daily basis points, which is a measure of the difference between the stock and the factor, is -0.5427277858978236, the R-squared, which measures how well the model fits the data, is 0.9984947724721123, the correlation, which measures how closely the stock and factor are related, is 0.9992471028089657, the beta confidence interval, which is a measure of the range of possible beta values, is between 1.0061853292674792 and 1.027180090628392, and the residual daily volatility percentage, which is a measure of the amount of variation in the stock that is not explained by the factor, is 0.14103981804844432. This analysis used 3000 circular 5-session block bootstraps to estimate the beta confidence interval, but does not claim to have found any causal relationship or forecast. The analysis was adjusted for all current listing selections and treasury structure changes inside the window, but the prices used were not executable bid-ask prices. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'SLE C91102 matched NY-close wrapper regression'. Measured on September 11 at 02:11 UTC, this analysis used a statistical method called ordinary least squares, or OLS, which is a way to find the best fit line, to compare the log returns of a stock versus the Bitcoin spot price at 19:00 UTC hour close, which is 20:00 UTC or 16:00 EDT. The analysis matched stock dates from June 2 to September 10, using 70 data points and including weekend moves from Friday to Monday. The results were: the stock symbol is SLE, the factor being compared is Bitcoin, or BTC, the number of data points is 70, the start date is June 2, 2026, and the end date is September 10, 2026. The beta, which is a measure of volatility, is -0.09935778260721827, the intercept, or starting point, in daily basis points is 23.36060043912345, the R-squared, or goodness of fit, is 0.0005477822894479623, and the correlation, which measures how closely the two things are related, is -0.02340474929256709. The beta confidence interval, which is a range of possible values, is between -0.8312445029049627 and 0.6871994714236047. The residual daily volatility percentage, which is a measure of how much the data points vary from the average, is 11.007580393786656. This analysis used 3000 circular 5-session block bootstraps, which is a statistical method, to estimate the beta confidence interval, but does not claim to predict future results or have any causal relationship. The analysis also notes that the results may be affected by changes in the treasury structure and that the prices used are not necessarily executable bid and ask prices. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline about a matched NY-close wrapper regression for WTIB C91102. Measured on September 11 at 02:11 UTC, the ordinary least squares, or OLS, log returns of stock versus bitcoin spot at 19:00 UTC hour close, which is 20 UTC or 16 EDT, were analyzed. The analysis matched stock dates from June 2 to September 10, with 70 data points, and included weekend moves from Friday to Monday. The results showed that the stock WTIB, with the factor being bitcoin, or BTC, had a beta of 0.9227049116820895, an intercept of 23.207908813294246 daily basis points, an R-squared of 0.35744321434409654, and a correlation of 0.597865548718185. The beta confidence interval, or CI, was between 0.6035327444049605 and 1.1407319924984762. The residual daily volatility percentage was 3.2086918549474763. This analysis used 3000 circular 5-session block bootstraps for the beta confidence interval, but did not claim any causal alpha or forecast. The analysis also adjusted for all current listing selections and treasury structure changes inside the window, but noted that prices were not executable bid-ask. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'COIN C91102 matched NY-close wrapper regression'. Measured on September 11 at 02:11 UTC, a statistical method called ordinary least squares, or OLS, was used to compare the log returns of a stock versus the Bitcoin spot price at 19:00 UTC hour close, which is 20 UTC or 16 EDT. The comparison matched stock dates from June 2 to September 10, with 70 data points, and included weekend moves from Friday to Monday. The results were: the stock symbol is COIN, the factor is Bitcoin, the number of data points is 70, the start date is June 2, 2026, and the end date is September 10, 2026. The beta, which measures volatility, is 1.40360426781392, the daily intercept in basis points is -23.55225250880591, the R-squared, which measures fit, is 0.6408246390415542, and the correlation is 0.8005152334850065. The beta confidence interval, which is a range of possible values, is between 1.1878806841382088 and 1.7557510122352213. The residual daily volatility percentage is 2.725469325185357. This analysis used 3000 circular 5-session block bootstraps, which is a statistical method, to calculate the beta confidence interval, but does not claim to predict future results or have any causal relationship. The analysis also considered adjustments for all current listing selections and treasury structure changes inside the window, but noted that prices may not be executable at bid or ask. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'MSTR C91102 matched NY-close wrapper regression'. Measured on September 11 at 02:11 UTC, this analysis used a statistical method called ordinary least squares, or OLS, to compare the log returns of stock versus bitcoin spot prices at 19:00 UTC hour close, which is 20:00 UTC or 16:00 EDT. The comparison included stock dates from June 2 to September 10, with 70 data points, and considered weekend price changes from Friday to Monday. The results showed that the stock, referred to as MSTR, had a factor, or relationship, with bitcoin, or BTC, with the following characteristics: the stock's beta, or sensitivity to bitcoin price changes, was 1.7522714192698894, the intercept, or starting point, was -40.84210513133233 daily basis points, and the R-squared, or goodness of fit, was 0.6514984317460788. The correlation, or relationship strength, between the stock and bitcoin was 0.8071545277987845. The beta confidence interval, or range of possible values, was between 1.483832987824062 and 2.1557492862180747. The residual daily volatility, or remaining price variation, was 3.3239923008066095 percent. This analysis used 3000 circular 5-session block bootstraps to estimate the beta confidence interval, but did not claim to predict future prices or have any causal relationship. The analysis adjusted for all current listing selections and considered changes in treasury structure inside the window, but noted that prices may not be executable at bid or ask prices. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://runway.adityaperswal.workers.dev/data/crypto-bars

A measurement was taken on September 11 at 02:11 UTC. This was an ordinary least squares, or OLS, log returns analysis of stock versus Bitcoin spot prices at the 19:00 UTC hour close, which is 20:00 UTC or 16:00 EDT. The analysis matched stock dates from June 2 to September 10, with 70 data points, and included weekend moves from Friday to Monday. The results were as follows: the stock symbol is IBIT, the factor is Bitcoin, the number of data points is 70, the start date is June 2, 2026, and the end date is September 10, 2026. The beta, which measures volatility, is 1.0113682208334078, the daily intercept in basis points is -0.14285506437485482, the R-squared, which measures fit, is 0.9990050092362814, and the correlation is 0.9995023808057095. The beta confidence interval, which is a range of possible values, is between 1.0059515444643197 and 1.0191252536436295. The residual daily volatility percentage is 0.08278429327298081. This analysis used 3000 circular 5-session block bootstraps to estimate the beta confidence interval, but does not claim to predict future results or have any causal relationship. The analysis was adjusted for all current listing selections and treasury structure changes within the window, but the prices used are not executable bid-ask prices. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://runway.adityaperswal.workers.dev/data/crypto-bars

The C91102 CLI gross backtest metrics and rejected assumptions rest on the data provided, which includes return percentages, DD percentages, win rates, and other metrics for BTC, ETH, and SOL. The data shows BTC with a return of 24.511703, a DD percentage of 15.484807, a win rate of 32.653061, a 6% target, and a mean trade of 34.114. The data also shows ETH with a return of 38.708251, a DD percentage of 24.943256, a win rate of 23.684211, a return of 38, a mean trade of 4.114, and a buy hold of 1.039448. Similarly, the data for SOL shows a return of 25.111268, a DD percentage of 28.568736, a win rate of 48.571429, a return of 35, a mean trade of 4.114, and a buy hold of 0.797009. The code uses a different approach than the entry high/10 day exit rule, and it ignores pagination. The data does not establish a clear expectation, and the code is used for diagnostic purposes. https://runway.adityaperswal.workers.dev/data/crypto-bars ; /app/agent/dist/backtest/engine.js