Notes

ComputedSep10 afterexplicitboundaryexclusion. 60dayhourlylogreturn joint24hourblocksampling,10000paths96h seed9100804; compareobserveddrift vs demeaned. EntryatSep9close, stop1ADR20/target1.5,checkhourlyclose & fillthere, fees25bp/side+10bpslip. NOTnextopenbacktest/15min/+1Rvenue or calibratededge; modelprobabilitiesonly. {"model":"demeaned","symbol":"BTC","paths":10000,"horizon_hours":96,"block_hours":24,"stop_pct":-3.3198588101378657,"target_pct":4.979788215206793,"stop_first_pct":31.209999999999997,"target_first_pct":19.580000000000002,"timeout_pct":49.21,"net_mean_pct":-0.6744292276153527,"net_p05_pct":-4.460831342376456,"net_p95_pct":5.609048054900967,"approved":0} https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py

ComputedSep10 afterexplicitboundaryexclusion. 60dayhourlylogreturn joint24hourblocksampling,10000paths96h seed9100804; compareobserveddrift vs demeaned. EntryatSep9close, stop1ADR20/target1.5,checkhourlyclose & fillthere, fees25bp/side+10bpslip. NOTnextopenbacktest/15min/+1Rvenue or calibratededge; modelprobabilitiesonly. {"model":"observed_drift","symbol":"equal_sleeves","fund_fraction":1,"paths":10000,"horizon_hours":96,"mean_USD":1.8958270018968597,"p05_USD":-12.742300963016742,"loss_pct":45.58,"approved":0} https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py

ComputedSep10 afterexplicitboundaryexclusion. 60dayhourlylogreturn joint24hourblocksampling,10000paths96h seed9100804; compareobserveddrift vs demeaned. EntryatSep9close, stop1ADR20/target1.5,checkhourlyclose & fillthere, fees25bp/side+10bpslip. NOTnextopenbacktest/15min/+1Rvenue or calibratededge; modelprobabilitiesonly. {"model":"observed_drift","symbol":"equal_sleeves","fund_fraction":0.5,"paths":10000,"horizon_hours":96,"mean_USD":0.9479135009484299,"p05_USD":-6.371150481508371,"loss_pct":45.58,"approved":0} https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py

ComputedSep10 afterexplicitboundaryexclusion. 60dayhourlylogreturn joint24hourblocksampling,10000paths96h seed9100804; compareobserveddrift vs demeaned. EntryatSep9close, stop1ADR20/target1.5,checkhourlyclose & fillthere, fees25bp/side+10bpslip. NOTnextopenbacktest/15min/+1Rvenue or calibratededge; modelprobabilitiesonly. {"model":"observed_drift","symbol":"equal_sleeves","fund_fraction":0.25,"paths":10000,"horizon_hours":96,"mean_USD":0.4739567504742149,"p05_USD":-3.1855752407541855,"loss_pct":45.58,"approved":0} https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py

ComputedSep10 afterexplicitboundaryexclusion. 60dayhourlylogreturn joint24hourblocksampling,10000paths96h seed9100804; compareobserveddrift vs demeaned. EntryatSep9close, stop1ADR20/target1.5,checkhourlyclose & fillthere, fees25bp/side+10bpslip. NOTnextopenbacktest/15min/+1Rvenue or calibratededge; modelprobabilitiesonly. {"model":"observed_drift","symbol":"SOL","paths":10000,"horizon_hours":96,"block_hours":24,"stop_pct":-6.230223728625795,"target_pct":9.345335592938708,"stop_first_pct":8.25,"target_first_pct":16.580000000000002,"timeout_pct":75.17,"net_mean_pct":1.2283393781409784,"net_p05_pct":-7.071848507189945,"net_p95_pct":9.846153312363509,"approved":0} https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py

ComputedSep10 afterexplicitboundaryexclusion. 60dayhourlylogreturn joint24hourblocksampling,10000paths96h seed9100804; compareobserveddrift vs demeaned. EntryatSep9close, stop1ADR20/target1.5,checkhourlyclose & fillthere, fees25bp/side+10bpslip. NOTnextopenbacktest/15min/+1Rvenue or calibratededge; modelprobabilitiesonly. {"model":"observed_drift","symbol":"ETH","paths":10000,"horizon_hours":96,"block_hours":24,"stop_pct":-4.115184000613937,"target_pct":6.172776000920899,"stop_first_pct":17.25,"target_first_pct":24.92,"timeout_pct":57.830000000000005,"net_mean_pct":0.8278963459149117,"net_p05_pct":-5.199943529489317,"net_p95_pct":7.730464703840736,"approved":0} https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py

ComputedSep10 afterexplicitboundaryexclusion. 60dayhourlylogreturn joint24hourblocksampling,10000paths96h seed9100804; compareobserveddrift vs demeaned. EntryatSep9close, stop1ADR20/target1.5,checkhourlyclose & fillthere, fees25bp/side+10bpslip. NOTnextopenbacktest/15min/+1Rvenue or calibratededge; modelprobabilitiesonly. {"model":"observed_drift","symbol":"BTC","paths":10000,"horizon_hours":96,"block_hours":24,"stop_pct":-3.3198588101378657,"target_pct":4.979788215206793,"stop_first_pct":18.12,"target_first_pct":24.67,"timeout_pct":57.21000000000001,"net_mean_pct":0.35514433432220655,"net_p05_pct":-4.311764731001879,"net_p95_pct":5.694571236607334,"approved":0} https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py

60completedUTCdays throughSep9; 1439 alignedlogreturns,no missing inwindow. {"BTC":{"BTC":1,"ETH":0.8469894734918973,"SOL":0.7557135648760173},"ETH":{"BTC":0.8469894734918973,"ETH":1,"SOL":0.7590425637085689},"SOL":{"BTC":0.7557135648760173,"ETH":0.7590425637085689,"SOL":1}} Selectedmajors,one recentregime; not independentassets or causalcoefficients. https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py

AsSep9completedUTCday; baseline60median. [{"symbol":"SOL","construction":"supplied","day":"2026-09-09 00:00:00+00:00","close":101.5535,"high7":107.35,"range7_pct":9.885006772445813,"median_range_pct":8.062679007085602,"adr20":6.32701025425,"signal":false},{"symbol":"SOL","construction":"reconstructed","day":"2026-09-09 00:00:00+00:00","close":101.5535,"high7":107.35,"range7_pct":9.885006772445813,"median_range_pct":8.062679007085602,"adr20":6.32701025425,"signal":false}] No signal, no entry; ADR ranges descriptive. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py

AsSep9completedUTCclose; 60daydailyRV365,1439hourlyreturns for regression; betaSE is naive/notHAC. Previous90days weekday08open->12open n64; bootstrap10000iid seed9100803 CIgrossmean. Costedmean25bpfees/side+10bpslip; descriptiveNOTvalidatedstrategy. {"close":101.5535,"ADR20":6.32701025425,"ADR_pct":6.230223728625798,"SMA20":101.4536875,"SMA50":85.929859,"mom7_pct":1.1237241722678704,"mom20_pct":15.822218167095304,"RV60_daily_annual_pct":52.94912155745502,"hourly_mean_bp":2.0113145297354036,"hourly_std_bp":54.48279910642852,"BTC_beta":1.1072405216440333,"beta_naive_SE":0.025312373937334043,"preopen_weekday_n":64,"preopen_mean_pct":0.06841297823748198,"preopen_CI_pct":[-0.20332158368429792,0.36335747341870017],"preopen_p05_pct":-1.635685300682383,"preopen_p95_pct":1.6664132170234325,"preopen_win_pct":51.5625,"preopen_costed_mean_pct":-0.630242113300202,"stop_risk_cap_USD":136.59060044505063} https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py

AsSep9completedUTCday; baseline60median. [{"symbol":"ETH","construction":"supplied","day":"2026-09-09 00:00:00+00:00","close":2467.7,"high7":2545.604,"range7_pct":7.639844525738695,"median_range_pct":7.474373067565546,"adr20":101.55039558314999,"signal":false},{"symbol":"ETH","construction":"reconstructed","day":"2026-09-09 00:00:00+00:00","close":2467.7,"high7":2545.604,"range7_pct":7.639844525738695,"median_range_pct":7.474373067565546,"adr20":101.55039558314999,"signal":false}] No signal, no entry; ADR ranges descriptive. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py

AsSep9completedUTCclose; 60daydailyRV365,1439hourlyreturns for regression; betaSE is naive/notHAC. Previous90days weekday08open->12open n64; bootstrap10000iid seed9100803 CIgrossmean. Costedmean25bpfees/side+10bpslip; descriptiveNOTvalidatedstrategy. {"close":2467.7,"ADR20":101.55039558314999,"ADR_pct":4.115184000613932,"SMA20":2467.1549,"SMA50":2137.7930399999996,"mom7_pct":3.1698051994203613,"mom20_pct":6.116023252898817,"RV60_daily_annual_pct":59.773307522254136,"hourly_mean_bp":2.2406431407425678,"hourly_std_bp":50.64482346283097,"BTC_beta":1.1535552929084436,"beta_naive_SE":0.019099626923808028,"preopen_weekday_n":64,"preopen_mean_pct":0.1451262681952191,"preopen_CI_pct":[-0.09102630981898578,0.3760884663190237],"preopen_p05_pct":-1.3762898593094213,"preopen_p95_pct":1.5604236817511072,"preopen_win_pct":53.125,"preopen_costed_mean_pct":-0.5540644182322254,"stop_risk_cap_USD":206.79269745242092} https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py

AsSep9completedUTCday; baseline60median. [{"symbol":"BTC","construction":"supplied","day":"2026-09-09 00:00:00+00:00","close":78283.41,"high7":82233.502538071,"range7_pct":7.662555904631457,"median_range_pct":5.740009445422135,"adr20":2598.8986837613484,"signal":false},{"symbol":"BTC","construction":"reconstructed","day":"2026-09-09 00:00:00+00:00","close":78283.41,"high7":82233.502538071,"range7_pct":7.662555904631457,"median_range_pct":5.740009445422135,"adr20":2598.8986837613484,"signal":false}] No signal, no entry; ADR ranges descriptive. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py

AsSep9completedUTCclose; 60daydailyRV365,1439hourlyreturns for regression; betaSE is naive/notHAC. Previous90days weekday08open->12open n64; bootstrap10000iid seed9100803 CIgrossmean. Costedmean25bpfees/side+10bpslip; descriptiveNOTvalidatedstrategy. {"close":78283.41,"ADR20":2598.8986837613484,"ADR_pct":3.319858810137867,"SMA20":78696.033,"SMA50":70194.2617,"mom7_pct":1.2551050566495636,"mom20_pct":7.219562965088944,"RV60_daily_annual_pct":39.59517935160963,"hourly_mean_bp":1.4220711666474237,"hourly_std_bp":37.18558843566226,"BTC_beta":1.0000000000000004,"beta_naive_SE":1.1332143333481858e-17,"preopen_weekday_n":64,"preopen_mean_pct":0.1193673686522857,"preopen_CI_pct":[-0.06530279779332226,0.3068157219337829],"preopen_p05_pct":-0.9450055111866978,"preopen_p95_pct":1.2294752242933409,"preopen_win_pct":57.8125,"preopen_costed_mean_pct":-0.5796434749478127,"stop_risk_cap_USD":256.3331902553591} https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py

FetchedOct1,2024–Sep9,2026 inclusive; end-boundarySep10 excluded. Daily/hourly OHLC comparison requires24hours/day. {"symbol":"SOL","daily_n":709,"hourly_n":17009,"missing_hours":7,"incomplete_days":3,"mismatch_days":295,"max_diff_bp":1014.046426221924,"missing_examples":["2025-10-10 23:00:00+00:00","2025-10-11 00:00:00+00:00","2025-10-11 02:00:00+00:00","2025-10-11 05:00:00+00:00","2025-10-11 06:00:00+00:00","2025-10-11 08:00:00+00:00","2026-03-12 17:00:00+00:00"]} Rate-limit429 recoveredSOL with slower single-worker retry; no interpolation. https://runway.adityaperswal.workers.dev/data/crypto-bars

FetchedOct1,2024–Sep9,2026 inclusive; end-boundarySep10 excluded. Daily/hourly OHLC comparison requires24hours/day. {"symbol":"ETH","daily_n":709,"hourly_n":17014,"missing_hours":2,"incomplete_days":2,"mismatch_days":295,"max_diff_bp":732.7398173096411,"missing_examples":["2025-10-25 08:00:00+00:00","2026-03-12 17:00:00+00:00"]} Rate-limit429 recoveredSOL with slower single-worker retry; no interpolation. https://runway.adityaperswal.workers.dev/data/crypto-bars

FetchedOct1,2024–Sep9,2026 inclusive; end-boundarySep10 excluded. Daily/hourly OHLC comparison requires24hours/day. {"symbol":"BTC","daily_n":709,"hourly_n":17014,"missing_hours":2,"incomplete_days":2,"mismatch_days":300,"max_diff_bp":584.3715455711418,"missing_examples":["2025-06-28 12:00:00+00:00","2026-03-12 17:00:00+00:00"]} Rate-limit429 recoveredSOL with slower single-worker retry; no interpolation. https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep10~08:08UTC; frozen1881. 25bp received-asset fee/side, nextopen execution, 1ADRstop/1.5ADRtarget,7daytimeout. Percent metrics; win/aw/al/mean/CI CLOSED only. lo/hi iid10000bootstrap; reusedholdout not independent. m=medianwindow; qKraw quarterKelly, approved0. [{"m":40,"slipbp":10,"ret":-5.95649,"dd":21.80737,"n":7,"win":57.142857,"aw":3.842804,"al":6.710791,"mean":-0.680165,"lo":-5.616407,"hi":3.386451,"qK":0,"open":0},{"m":40,"slipbp":20,"ret":-7.263929,"dd":22.275122,"n":7,"win":57.142857,"aw":3.635325,"al":6.897183,"mean":-0.878607,"lo":-5.599624,"hi":3.188301,"qK":0,"open":0},{"m":60,"slipbp":10,"ret":-1.935938,"dd":12.956156,"n":4,"win":50,"aw":2.94838,"al":3.778856,"mean":-0.415238,"lo":-4.004755,"hi":2.94838,"qK":0,"open":0},{"m":60,"slipbp":20,"ret":-2.717322,"dd":13.476857,"n":4,"win":50,"aw":2.742688,"al":3.971107,"mean":-0.614209,"lo":-4.196554,"hi":2.742688,"qK":0,"open":0},{"m":80,"slipbp":10,"ret":-8.711865,"dd":13.427703,"n":4,"win":25,"aw":3.946938,"al":4.217438,"mean":-2.176344,"lo":-5.542107,"hi":1.686553,"qK":0,"open":0},{"m":80,"slipbp":20,"ret":-9.439258,"dd":14.031466,"n":4,"win":25,"aw":3.739251,"al":4.408812,"mean":-2.371796,"lo":-5.730834,"hi":1.483383,"qK":0,"open":0}] END C91008 approved0 https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py

ComputedSep10~08:08UTC; frozen1881. 25bp received-asset fee/side, nextopen execution, 1ADRstop/1.5ADRtarget,7daytimeout. Percent metrics; win/aw/al/mean/CI CLOSED only. lo/hi iid10000bootstrap; reusedholdout not independent. m=medianwindow; qKraw quarterKelly, approved0. [{"m":40,"slipbp":10,"ret":-4.063637,"dd":21.197276,"n":17,"win":47.058824,"aw":7.328708,"al":6.482707,"mean":0.016782,"lo":-3.444735,"hi":3.447855,"qK":0.000572,"open":0},{"m":40,"slipbp":20,"ret":-7.270652,"dd":21.511858,"n":17,"win":47.058824,"aw":7.114264,"al":6.669555,"mean":-0.183052,"lo":-3.557868,"hi":3.264371,"qK":0,"open":0},{"m":60,"slipbp":10,"ret":5.866223,"dd":21.197276,"n":16,"win":50,"aw":7.328708,"al":6.120592,"mean":0.604058,"lo":-2.826263,"hi":4.066424,"qK":0.020606,"open":0},{"m":60,"slipbp":20,"ret":2.532126,"dd":21.511858,"n":16,"win":50,"aw":7.114264,"al":6.308163,"mean":0.40305,"lo":-3.026293,"hi":3.889245,"qK":0.014163,"open":0},{"m":80,"slipbp":10,"ret":5.866223,"dd":21.197276,"n":16,"win":50,"aw":7.328708,"al":6.120592,"mean":0.604058,"lo":-2.787918,"hi":4.01717,"qK":0.020606,"open":0},{"m":80,"slipbp":20,"ret":2.532126,"dd":21.511858,"n":16,"win":50,"aw":7.114264,"al":6.308163,"mean":0.40305,"lo":-3.061068,"hi":3.861226,"qK":0.014163,"open":0}] END C91008 approved0 https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py

ComputedSep10~08:08UTC; frozen1881. 25bp received-asset fee/side, nextopen execution, 1ADRstop/1.5ADRtarget,7daytimeout. Percent metrics; win/aw/al/mean/CI CLOSED only. lo/hi iid10000bootstrap; reusedholdout not independent. m=medianwindow; qKraw quarterKelly, approved0. [{"m":40,"slipbp":10,"ret":11.740668,"dd":16.355764,"n":6,"win":66.666667,"aw":4.864315,"al":3.778856,"mean":1.983258,"lo":-1.973624,"hi":5.705667,"qK":0.101929,"open":0},{"m":40,"slipbp":20,"ret":10.40779,"dd":16.689674,"n":6,"win":66.666667,"aw":4.654796,"al":3.971107,"mean":1.779495,"lo":-2.169481,"hi":5.455889,"qK":0.095573,"open":0},{"m":60,"slipbp":10,"ret":2.860737,"dd":11.143056,"n":4,"win":50,"aw":5.490593,"al":3.778856,"mean":0.855869,"lo":-4.004755,"hi":6.3815,"qK":0.03897,"open":0},{"m":60,"slipbp":20,"ret":2.041132,"dd":11.586366,"n":4,"win":50,"aw":5.279823,"al":3.971107,"mean":0.654358,"lo":-4.196554,"hi":6.168949,"qK":0.030984,"open":0},{"m":80,"slipbp":10,"ret":9.946949,"dd":4.116849,"n":3,"win":66.666667,"aw":5.738783,"al":1.568099,"mean":3.303156,"lo":-1.568099,"hi":9.031366,"qK":0.143896,"open":0},{"m":80,"slipbp":20,"ret":9.28924,"dd":4.212541,"n":3,"win":66.666667,"aw":5.527516,"al":1.764766,"mean":3.096755,"lo":-1.764766,"hi":8.81352,"qK":0.140061,"open":0}] END C91008 approved0 https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py

ComputedSep10~08:08UTC; frozen1881. 25bp received-asset fee/side, nextopen execution, 1ADRstop/1.5ADRtarget,7daytimeout. Percent metrics; win/aw/al/mean/CI CLOSED only. lo/hi iid10000bootstrap; reusedholdout not independent. m=medianwindow; qKraw quarterKelly, approved0. [{"m":40,"slipbp":10,"ret":24.365108,"dd":20.562564,"n":15,"win":53.333333,"aw":10.966643,"al":8.202406,"mean":2.021087,"lo":-3.312769,"hi":7.520288,"qK":0.046074,"open":0},{"m":40,"slipbp":20,"ret":20.689555,"dd":21.037763,"n":15,"win":53.333333,"aw":10.744931,"al":8.385819,"mean":1.817248,"lo":-3.406315,"hi":7.487243,"qK":0.042282,"open":0},{"m":60,"slipbp":10,"ret":36.096897,"dd":20.562564,"n":14,"win":57.142857,"aw":10.966643,"al":8.132779,"mean":2.781177,"lo":-2.657104,"hi":8.594811,"qK":0.063401,"open":0},{"m":60,"slipbp":20,"ret":32.339031,"dd":21.037763,"n":14,"win":57.142857,"aw":10.744931,"al":8.31633,"mean":2.575819,"lo":-2.984539,"hi":8.342188,"qK":0.059931,"open":0},{"m":80,"slipbp":10,"ret":36.096897,"dd":20.562564,"n":14,"win":57.142857,"aw":10.966643,"al":8.132779,"mean":2.781177,"lo":-2.81657,"hi":8.546308,"qK":0.063401,"open":0},{"m":80,"slipbp":20,"ret":32.339031,"dd":21.037763,"n":14,"win":57.142857,"aw":10.744931,"al":8.31633,"mean":2.575819,"lo":-2.939284,"hi":8.388251,"qK":0.059931,"open":0}] END C91008 approved0 https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py

ComputedSep10~08:08UTC; frozen1881. 25bp received-asset fee/side, nextopen execution, 1ADRstop/1.5ADRtarget,7daytimeout. Percent metrics; win/aw/al/mean/CI CLOSED only. lo/hi iid10000bootstrap; reusedholdout not independent. m=medianwindow; qKraw quarterKelly, approved0. [{"m":40,"slipbp":10,"ret":-18.42233,"dd":32.172113,"n":9,"win":44.444444,"aw":3.842804,"al":6.768728,"mean":-2.052492,"lo":-6.099744,"hi":1.764256,"qK":0,"open":0},{"m":40,"slipbp":20,"ret":-19.877595,"dd":32.847014,"n":9,"win":44.444444,"aw":3.635325,"al":6.955005,"mean":-2.248191,"lo":-6.230042,"hi":1.478918,"qK":0,"open":0},{"m":60,"slipbp":10,"ret":-6.688759,"dd":22.416216,"n":8,"win":50,"aw":3.842804,"al":5.317245,"mean":-0.737221,"lo":-4.22095,"hi":2.630992,"qK":0,"open":0},{"m":60,"slipbp":20,"ret":-8.169862,"dd":23.034411,"n":8,"win":50,"aw":3.635325,"al":5.506422,"mean":-0.935548,"lo":-4.370816,"hi":2.43027,"qK":0,"open":0},{"m":80,"slipbp":10,"ret":-10.283997,"dd":22.416216,"n":9,"win":44.444444,"aw":3.842804,"al":5.024387,"mean":-1.083413,"lo":-4.272387,"hi":1.984058,"qK":0,"open":0},{"m":80,"slipbp":20,"ret":-11.884442,"dd":23.034411,"n":9,"win":44.444444,"aw":3.635325,"al":5.214149,"mean":-1.281049,"lo":-4.338339,"hi":1.773666,"qK":0,"open":0}] END C91008 approved0 https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py

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