Notes

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":-6.436121,"dd":18.822674,"n":6,"win":50,"aw":2.34567,"al":4.407319,"mean":-1.030825,"lo":-3.990508,"hi":1.875243,"qK":0,"open":0},{"m":40,"slipbp":20,"ret":-7.55218,"dd":19.469503,"n":6,"win":50,"aw":2.141183,"al":4.598314,"mean":-1.228566,"lo":-4.355515,"hi":1.585928,"qK":0,"open":0},{"m":60,"slipbp":10,"ret":-6.436121,"dd":18.822674,"n":6,"win":50,"aw":2.34567,"al":4.407319,"mean":-1.030825,"lo":-4.095916,"hi":1.789303,"qK":0,"open":0},{"m":60,"slipbp":20,"ret":-7.55218,"dd":19.469503,"n":6,"win":50,"aw":2.141183,"al":4.598314,"mean":-1.228566,"lo":-4.258445,"hi":1.585928,"qK":0,"open":0},{"m":80,"slipbp":10,"ret":-0.349089,"dd":9.790683,"n":4,"win":75,"aw":2.34567,"al":7.028132,"mean":0.00222,"lo":-4.811986,"hi":3.254483,"qK":0.000237,"open":0},{"m":80,"slipbp":20,"ret":-1.143118,"dd":10.1508,"n":4,"win":75,"aw":2.141183,"al":7.21389,"mean":-0.197585,"lo":-5.002173,"hi":3.04818,"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":-2.454089,"dd":20.63535,"n":14,"win":50,"aw":5.774041,"al":5.770056,"mean":0.001993,"lo":-3.086756,"hi":3.048808,"qK":0.000086,"open":0},{"m":40,"slipbp":20,"ret":-5.147497,"dd":21.582037,"n":14,"win":50,"aw":5.562704,"al":5.958328,"mean":-0.197812,"lo":-3.280985,"hi":2.975934,"qK":0,"open":0},{"m":60,"slipbp":10,"ret":-6.789549,"dd":20.63535,"n":15,"win":46.666667,"aw":5.774041,"al":5.604365,"mean":-0.294442,"lo":-3.251414,"hi":2.652804,"qK":0,"open":0},{"m":60,"slipbp":20,"ret":-9.54434,"dd":21.582037,"n":15,"win":46.666667,"aw":5.562704,"al":5.792968,"mean":-0.493654,"lo":-3.362876,"hi":2.525795,"qK":0,"open":0},{"m":80,"slipbp":10,"ret":-6.789549,"dd":20.63535,"n":15,"win":46.666667,"aw":5.774041,"al":5.604365,"mean":-0.294442,"lo":-3.239551,"hi":2.647423,"qK":0,"open":0},{"m":80,"slipbp":20,"ret":-9.54434,"dd":21.582037,"n":15,"win":46.666667,"aw":5.562704,"al":5.792968,"mean":-0.493654,"lo":-3.375607,"hi":2.536983,"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":1.816267,"dd":16.258719,"n":6,"win":50,"aw":4.655027,"al":3.782804,"mean":0.436111,"lo":-3.221614,"hi":5.094856,"qK":0.023422,"open":0},{"m":40,"slipbp":20,"ret":0.601771,"dd":16.925978,"n":6,"win":50,"aw":4.445925,"al":3.975046,"mean":0.235439,"lo":-3.414977,"hi":4.938299,"qK":0.013239,"open":0},{"m":60,"slipbp":10,"ret":1.816267,"dd":16.258719,"n":6,"win":50,"aw":4.655027,"al":3.782804,"mean":0.436111,"lo":-3.258847,"hi":5.148386,"qK":0.023422,"open":0},{"m":60,"slipbp":20,"ret":0.601771,"dd":16.925978,"n":6,"win":50,"aw":4.445925,"al":3.975046,"mean":0.235439,"lo":-3.414977,"hi":4.884876,"qK":0.013239,"open":0},{"m":80,"slipbp":10,"ret":9.157078,"dd":6.326179,"n":4,"win":75,"aw":4.655027,"al":4.524874,"mean":2.360051,"lo":-2.934543,"hi":8.450534,"qK":0.126747,"open":0},{"m":80,"slipbp":20,"ret":8.287304,"dd":6.51334,"n":4,"win":75,"aw":4.445925,"al":4.715634,"mean":2.155535,"lo":-3.12848,"hi":8.233849,"qK":0.121208,"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":11.661277,"dd":14.709435,"n":13,"win":46.153846,"aw":8.948837,"al":5.497483,"mean":1.170049,"lo":-2.958197,"hi":5.690452,"qK":0.032687,"open":0},{"m":40,"slipbp":20,"ret":8.795493,"dd":15.134952,"n":13,"win":46.153846,"aw":8.731157,"al":5.6863,"mean":0.967911,"lo":-3.22943,"hi":5.47999,"qK":0.027714,"open":0},{"m":60,"slipbp":10,"ret":11.661277,"dd":14.709435,"n":13,"win":46.153846,"aw":8.948837,"al":5.497483,"mean":1.170049,"lo":-3.167352,"hi":5.731273,"qK":0.032687,"open":0},{"m":60,"slipbp":20,"ret":8.795493,"dd":15.134952,"n":13,"win":46.153846,"aw":8.731157,"al":5.6863,"mean":0.967911,"lo":-3.222447,"hi":5.581601,"qK":0.027714,"open":0},{"m":80,"slipbp":10,"ret":11.661277,"dd":14.709435,"n":13,"win":46.153846,"aw":8.948837,"al":5.497483,"mean":1.170049,"lo":-2.999787,"hi":5.731569,"qK":0.032687,"open":0},{"m":80,"slipbp":20,"ret":8.795493,"dd":15.134952,"n":13,"win":46.153846,"aw":8.731157,"al":5.6863,"mean":0.967911,"lo":-3.282951,"hi":5.373007,"qK":0.027714,"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":-15.539281,"dd":26.720702,"n":9,"win":44.444444,"aw":2.509134,"al":5.19512,"mean":-1.771007,"lo":-4.519788,"hi":0.931594,"qK":0,"open":0},{"m":40,"slipbp":20,"ret":-17.045976,"dd":27.739467,"n":9,"win":44.444444,"aw":2.30432,"al":5.38454,"mean":-1.967269,"lo":-4.613556,"hi":0.716337,"qK":0,"open":0},{"m":60,"slipbp":10,"ret":-15.539281,"dd":26.720702,"n":9,"win":44.444444,"aw":2.509134,"al":5.19512,"mean":-1.771007,"lo":-4.422083,"hi":0.93736,"qK":0,"open":0},{"m":60,"slipbp":20,"ret":-17.045976,"dd":27.739467,"n":9,"win":44.444444,"aw":2.30432,"al":5.38454,"mean":-1.967269,"lo":-4.636386,"hi":0.701865,"qK":0,"open":0},{"m":80,"slipbp":10,"ret":-8.755618,"dd":20.835102,"n":8,"win":50,"aw":2.509134,"al":4.635247,"mean":-1.063057,"lo":-3.787261,"hi":1.531355,"qK":0,"open":0},{"m":80,"slipbp":20,"ret":-10.203914,"dd":21.779405,"n":8,"win":50,"aw":2.30432,"al":4.825787,"mean":-1.260733,"lo":-3.918041,"hi":1.339289,"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":-22.851995,"dd":27.074775,"n":17,"win":41.176471,"aw":5.774041,"al":6.295306,"mean":-1.325575,"lo":-4.121211,"hi":1.620509,"qK":0,"open":0},{"m":40,"slipbp":20,"ret":-25.430943,"dd":27.872667,"n":17,"win":41.176471,"aw":5.562704,"al":6.482528,"mean":-1.522727,"lo":-4.329265,"hi":1.455108,"qK":0,"open":0},{"m":60,"slipbp":10,"ret":-26.280864,"dd":30.31596,"n":18,"win":38.888889,"aw":5.774041,"al":6.127054,"mean":-1.49885,"lo":-4.167764,"hi":1.305772,"qK":0,"open":0},{"m":60,"slipbp":20,"ret":-28.887557,"dd":31.216095,"n":18,"win":38.888889,"aw":5.562704,"al":6.314612,"mean":-1.695656,"lo":-4.354098,"hi":1.111552,"qK":0,"open":0},{"m":80,"slipbp":10,"ret":-26.280864,"dd":30.31596,"n":18,"win":38.888889,"aw":5.774041,"al":6.127054,"mean":-1.49885,"lo":-4.141898,"hi":1.353866,"qK":0,"open":0},{"m":80,"slipbp":20,"ret":-28.887557,"dd":31.216095,"n":18,"win":38.888889,"aw":5.562704,"al":6.314612,"mean":-1.695656,"lo":-4.322462,"hi":1.111276,"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":-9.534598,"dd":25.594515,"n":9,"win":44.444444,"aw":4.241151,"al":5.118273,"mean":-0.958529,"lo":-4.28505,"hi":2.747363,"qK":0,"open":0},{"m":40,"slipbp":20,"ret":-11.148411,"dd":26.628937,"n":9,"win":44.444444,"aw":4.032877,"al":5.307848,"mean":-1.156415,"lo":-4.509584,"hi":2.678139,"qK":0,"open":0},{"m":60,"slipbp":10,"ret":-9.534598,"dd":25.594515,"n":9,"win":44.444444,"aw":4.241151,"al":5.118273,"mean":-0.958529,"lo":-4.267716,"hi":2.799645,"qK":0,"open":0},{"m":60,"slipbp":20,"ret":-11.148411,"dd":26.628937,"n":9,"win":44.444444,"aw":4.032877,"al":5.307848,"mean":-1.156415,"lo":-4.61269,"hi":2.717068,"qK":0,"open":0},{"m":80,"slipbp":10,"ret":-2.699107,"dd":19.972499,"n":8,"win":50,"aw":4.241151,"al":4.641565,"mean":-0.200207,"lo":-3.701015,"hi":3.674955,"qK":0,"open":0},{"m":80,"slipbp":20,"ret":-4.243537,"dd":20.927092,"n":8,"win":50,"aw":4.032877,"al":4.832092,"mean":-0.399608,"lo":-3.773142,"hi":3.503802,"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":4.352455,"dd":21.822195,"n":15,"win":46.666667,"aw":8.162487,"al":6.019065,"mean":0.598993,"lo":-3.386623,"hi":4.758127,"qK":0.018346,"open":0},{"m":40,"slipbp":20,"ret":1.268367,"dd":22.600079,"n":15,"win":46.666667,"aw":7.946378,"al":6.206839,"mean":0.397995,"lo":-3.520852,"hi":4.626315,"qK":0.012521,"open":0},{"m":60,"slipbp":10,"ret":4.352455,"dd":21.822195,"n":15,"win":46.666667,"aw":8.162487,"al":6.019065,"mean":0.598993,"lo":-3.301265,"hi":4.831207,"qK":0.018346,"open":0},{"m":60,"slipbp":20,"ret":1.268367,"dd":22.600079,"n":15,"win":46.666667,"aw":7.946378,"al":6.206839,"mean":0.397995,"lo":-3.545635,"hi":4.598429,"qK":0.012521,"open":0},{"m":80,"slipbp":10,"ret":4.352455,"dd":21.822195,"n":15,"win":46.666667,"aw":8.162487,"al":6.019065,"mean":0.598993,"lo":-3.331523,"hi":4.692749,"qK":0.018346,"open":0},{"m":80,"slipbp":20,"ret":1.268367,"dd":22.600079,"n":15,"win":46.666667,"aw":7.946378,"al":6.206839,"mean":0.397995,"lo":-3.522589,"hi":4.645175,"qK":0.012521,"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":-7.451483,"dd":17.416563,"n":9,"win":44.444444,"aw":2.795796,"al":3.667252,"mean":-0.794786,"lo":-3.054516,"hi":1.474071,"qK":0,"open":0},{"m":40,"slipbp":20,"ret":-9.102457,"dd":18.564678,"n":9,"win":44.444444,"aw":2.590409,"al":3.859725,"mean":-0.992999,"lo":-3.30032,"hi":1.343533,"qK":0,"open":0},{"m":60,"slipbp":10,"ret":-9.016399,"dd":18.812979,"n":8,"win":37.5,"aw":3.154395,"al":3.667252,"mean":-1.109134,"lo":-3.502918,"hi":1.491581,"qK":0,"open":0},{"m":60,"slipbp":20,"ret":-10.460556,"dd":19.781403,"n":8,"win":37.5,"aw":2.948292,"al":3.859725,"mean":-1.306719,"lo":-3.678681,"hi":1.266118,"qK":0,"open":0},{"m":80,"slipbp":10,"ret":-9.016399,"dd":18.812979,"n":8,"win":37.5,"aw":3.154395,"al":3.667252,"mean":-1.109134,"lo":-3.49807,"hi":1.535729,"qK":0,"open":0},{"m":80,"slipbp":20,"ret":-10.460556,"dd":19.781403,"n":8,"win":37.5,"aw":2.948292,"al":3.859725,"mean":-1.306719,"lo":-3.707887,"hi":1.265958,"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":-16.004926,"dd":20.849741,"n":14,"win":35.714286,"aw":2.81,"al":3.386961,"mean":-1.173761,"lo":-3.006125,"hi":0.783381,"qK":0,"open":0},{"m":40,"slipbp":20,"ret":-18.324172,"dd":22.33952,"n":14,"win":28.571429,"aw":3.302029,"al":3.240514,"mean":-1.371216,"lo":-3.201006,"hi":0.533954,"qK":0,"open":0},{"m":60,"slipbp":10,"ret":-10.655044,"dd":15.808439,"n":13,"win":38.461538,"aw":2.81,"al":3.061845,"mean":-0.803443,"lo":-2.616301,"hi":1.130411,"qK":0,"open":0},{"m":60,"slipbp":20,"ret":-12.948079,"dd":17.227726,"n":13,"win":30.769231,"aw":3.302029,"al":2.914379,"mean":-1.001638,"lo":-2.809151,"hi":0.919358,"qK":0,"open":0},{"m":80,"slipbp":10,"ret":-11.93761,"dd":17.017028,"n":12,"win":33.333333,"aw":3.148393,"al":3.061845,"mean":-0.991766,"lo":-2.925607,"hi":1.036955,"qK":0,"open":0},{"m":80,"slipbp":20,"ret":-14.025952,"dd":18.252609,"n":12,"win":25,"aw":3.984799,"al":2.914379,"mean":-1.189585,"lo":-3.091827,"hi":0.862435,"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":1.154566,"dd":10.887821,"n":7,"win":57.142857,"aw":2.899654,"al":3.334133,"mean":0.228031,"lo":-2.404383,"hi":2.986746,"qK":0.01966,"open":0},{"m":40,"slipbp":20,"ret":-0.251734,"dd":11.597876,"n":7,"win":57.142857,"aw":2.69406,"al":3.527272,"mean":0.027775,"lo":-2.537878,"hi":2.780978,"qK":0.002577,"open":0},{"m":60,"slipbp":10,"ret":-0.555871,"dd":12.394632,"n":6,"win":50,"aw":3.292873,"al":3.334133,"mean":-0.02063,"lo":-2.996026,"hi":3.067639,"qK":0,"open":0},{"m":60,"slipbp":20,"ret":-1.742072,"dd":12.918691,"n":6,"win":50,"aw":3.086493,"al":3.527272,"mean":-0.22039,"lo":-3.190425,"hi":2.973177,"qK":0,"open":0},{"m":80,"slipbp":10,"ret":-0.555871,"dd":12.394632,"n":6,"win":50,"aw":3.292873,"al":3.334133,"mean":-0.02063,"lo":-3.019421,"hi":3.17933,"qK":0,"open":0},{"m":80,"slipbp":20,"ret":-1.742072,"dd":12.918691,"n":6,"win":50,"aw":3.086493,"al":3.527272,"mean":-0.22039,"lo":-3.08687,"hi":2.973177,"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":3.734739,"dd":12.134255,"n":11,"win":54.545455,"aw":4.196541,"al":4.070225,"mean":0.43892,"lo":-2.317405,"hi":3.077134,"qK":0.026148,"open":0},{"m":40,"slipbp":20,"ret":1.47749,"dd":13.008536,"n":11,"win":54.545455,"aw":3.988356,"al":4.261893,"mean":0.238243,"lo":-2.551659,"hi":2.87952,"qK":0.014934,"open":0},{"m":60,"slipbp":10,"ret":5.768009,"dd":10.557115,"n":11,"win":54.545455,"aw":3.461712,"al":2.873296,"mean":0.582163,"lo":-1.72047,"hi":2.741761,"qK":0.042043,"open":0},{"m":60,"slipbp":20,"ret":3.466517,"dd":10.735822,"n":11,"win":54.545455,"aw":3.254995,"al":3.067356,"mean":0.381199,"lo":-1.872898,"hi":2.4913,"qK":0.029278,"open":0},{"m":80,"slipbp":10,"ret":8.998426,"dd":10.557115,"n":9,"win":55.555556,"aw":4.744564,"al":3.538946,"mean":1.063004,"lo":-1.90643,"hi":3.90131,"qK":0.056012,"open":0},{"m":80,"slipbp":20,"ret":7.054002,"dd":10.735822,"n":9,"win":55.555556,"aw":4.535284,"al":3.731676,"mean":0.861079,"lo":-2.124213,"hi":3.674491,"qK":0.047466,"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":-14.960486,"dd":24.117041,"n":12,"win":41.666667,"aw":2.712016,"al":4.1208,"mean":-1.273793,"lo":-3.325144,"hi":0.862183,"qK":0,"open":0},{"m":40,"slipbp":20,"ret":-16.977142,"dd":25.619627,"n":12,"win":41.666667,"aw":2.506797,"al":4.312367,"mean":-1.471049,"lo":-3.485528,"hi":0.621875,"qK":0,"open":0},{"m":60,"slipbp":10,"ret":-14.960486,"dd":24.117041,"n":12,"win":41.666667,"aw":2.712016,"al":4.1208,"mean":-1.273793,"lo":-3.25697,"hi":0.816321,"qK":0,"open":0},{"m":60,"slipbp":20,"ret":-16.977142,"dd":25.619627,"n":12,"win":41.666667,"aw":2.506797,"al":4.312367,"mean":-1.471049,"lo":-3.474407,"hi":0.590953,"qK":0,"open":0},{"m":80,"slipbp":10,"ret":-9.121584,"dd":18.906838,"n":11,"win":45.454545,"aw":2.712016,"al":3.736773,"mean":-0.805506,"lo":-2.83678,"hi":1.267363,"qK":0,"open":0},{"m":80,"slipbp":20,"ret":-11.099082,"dd":20.353459,"n":11,"win":45.454545,"aw":2.506797,"al":3.929108,"mean":-1.003697,"lo":-2.992653,"hi":1.053187,"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":-9.435002,"dd":14.658769,"n":16,"win":43.75,"aw":3.012346,"al":3.322603,"mean":-0.551063,"lo":-2.282825,"hi":1.271027,"qK":0,"open":0},{"m":40,"slipbp":20,"ret":-12.287209,"dd":16.599346,"n":16,"win":37.5,"aw":3.305146,"al":3.182708,"mean":-0.749763,"lo":-2.509168,"hi":1.035049,"qK":0,"open":0},{"m":60,"slipbp":10,"ret":-1.12183,"dd":14.345009,"n":16,"win":50,"aw":2.966014,"al":2.989442,"mean":-0.011714,"lo":-1.687327,"hi":1.66702,"qK":0,"open":0},{"m":60,"slipbp":20,"ret":-4.235849,"dd":15.366729,"n":16,"win":43.75,"aw":3.18107,"al":2.850149,"mean":-0.211491,"lo":-1.900144,"hi":1.413746,"qK":0,"open":0},{"m":80,"slipbp":10,"ret":-1.12183,"dd":14.345009,"n":16,"win":50,"aw":2.966014,"al":2.989442,"mean":-0.011714,"lo":-1.715753,"hi":1.659754,"qK":0,"open":0},{"m":80,"slipbp":20,"ret":-4.235849,"dd":15.366729,"n":16,"win":43.75,"aw":3.18107,"al":2.850149,"mean":-0.211491,"lo":-1.859337,"hi":1.484474,"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":-8.683156,"dd":19.554369,"n":10,"win":50,"aw":2.795102,"al":4.435964,"mean":-0.820431,"lo":-3.38102,"hi":1.672076,"qK":0,"open":0},{"m":40,"slipbp":20,"ret":-10.491355,"dd":20.672763,"n":10,"win":50,"aw":2.589717,"al":4.626902,"mean":-1.018592,"lo":-3.486403,"hi":1.426114,"qK":0,"open":0},{"m":60,"slipbp":10,"ret":-8.683156,"dd":19.554369,"n":10,"win":50,"aw":2.795102,"al":4.435964,"mean":-0.820431,"lo":-3.321688,"hi":1.692401,"qK":0,"open":0},{"m":60,"slipbp":20,"ret":-10.491355,"dd":20.672763,"n":10,"win":50,"aw":2.589717,"al":4.626902,"mean":-1.018592,"lo":-3.539416,"hi":1.506061,"qK":0,"open":0},{"m":80,"slipbp":10,"ret":-1.492872,"dd":13.220083,"n":9,"win":55.555556,"aw":2.795102,"al":3.720142,"mean":-0.100562,"lo":-2.460562,"hi":2.286076,"qK":0,"open":0},{"m":80,"slipbp":20,"ret":-3.250142,"dd":14.255222,"n":9,"win":55.555556,"aw":2.589717,"al":3.91251,"mean":-0.300161,"lo":-2.579745,"hi":2.070447,"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":7.367629,"dd":11.041967,"n":12,"win":58.333333,"aw":4.097335,"al":4.070225,"mean":0.694185,"lo":-1.839425,"hi":3.134494,"qK":0.042356,"open":0},{"m":40,"slipbp":20,"ret":4.821476,"dd":11.397089,"n":12,"win":58.333333,"aw":3.889348,"al":4.261893,"mean":0.492997,"lo":-2.06352,"hi":2.930623,"qK":0.031689,"open":0},{"m":60,"slipbp":10,"ret":12.364025,"dd":10.524283,"n":13,"win":61.538462,"aw":3.364258,"al":2.873296,"mean":0.965199,"lo":-1.043295,"hi":2.830723,"qK":0.071724,"open":0},{"m":60,"slipbp":20,"ret":9.480205,"dd":10.703056,"n":13,"win":61.538462,"aw":3.157735,"al":3.067356,"mean":0.76347,"lo":-1.261354,"hi":2.60502,"qK":0.060444,"open":0},{"m":80,"slipbp":10,"ret":17.482387,"dd":10.524283,"n":12,"win":66.666667,"aw":3.91538,"al":3.538946,"mean":1.430604,"lo":-0.889825,"hi":3.514612,"qK":0.091345,"open":0},{"m":80,"slipbp":20,"ret":14.696369,"dd":10.703056,"n":12,"win":66.666667,"aw":3.707756,"al":3.731676,"mean":1.227946,"lo":-1.102716,"hi":3.354527,"qK":0.082796,"open":0}] END C91008 approved0 https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py

RetrievedSep10~08:06UTC. Two selected days,not representative fullhistory validation; differentexchanges may differ. {"symbol":"SOL","day":"2026-09-09","source":"https://api.exchange.coinbase.com/products/SOL-USD/candles","coinbase":{"t":1788912000,"l":100.26,"h":105.17,"o":103.37,"c":101.54,"v":876166.18017681},"supplied":{"c":101.5535,"h":105.0600551,"l":100.3265,"n":203,"o":103.4,"t":"2026-09-09T00:00:00Z","v":169.22901177,"vw":102.7410020894},"diff_bp":{"o":2.9021959949693255,"h":-10.45401730531581,"l":6.632754837421206,"c":1.329525310223012}} https://api.exchange.coinbase.com/products/SOL-USD/candles ; https://runway.adityaperswal.workers.dev/data/crypto-bars

RetrievedSep10~08:06UTC. Two selected days,not representative fullhistory validation; differentexchanges may differ. {"symbol":"SOL","day":"2025-12-02","source":"https://api.exchange.coinbase.com/products/SOL-USD/candles","coinbase":{"t":1764633600,"l":126,"h":140.93,"o":126.65,"c":138.7,"v":1423721.17134199},"supplied":{"c":138.69,"h":140.695,"l":138.327,"n":47,"o":139.716,"t":"2025-12-02T00:00:00Z","v":50.969783412,"vw":139.5015664093},"diff_bp":{"o":1031.6620607974735,"h":-16.67494500816158,"l":978.3333333333321,"c":-0.7209805335250952}} https://api.exchange.coinbase.com/products/SOL-USD/candles ; https://runway.adityaperswal.workers.dev/data/crypto-bars

RetrievedSep10~08:06UTC. Two selected days,not representative fullhistory validation; differentexchanges may differ. {"symbol":"ETH","day":"2026-09-09","source":"https://api.exchange.coinbase.com/products/ETH-USD/candles","coinbase":{"t":1788912000,"l":2442,"h":2523.2,"o":2485.01,"c":2467.5,"v":79459.95751872},"supplied":{"c":2467.7,"h":2522.27,"l":2443.75,"n":373,"o":2484.116,"t":"2026-09-09T00:00:00Z","v":54.733028936,"vw":2492.6204028909},"diff_bp":{"o":-3.597571035932612,"h":-3.6857958148373005,"l":7.16625716625785,"c":0.8105369807487328}} https://api.exchange.coinbase.com/products/ETH-USD/candles ; https://runway.adityaperswal.workers.dev/data/crypto-bars

RetrievedSep10~08:06UTC. Two selected days,not representative fullhistory validation; differentexchanges may differ. {"symbol":"ETH","day":"2025-12-02","source":"https://api.exchange.coinbase.com/products/ETH-USD/candles","coinbase":{"t":1764633600,"l":2781.87,"h":3034.84,"o":2798.25,"c":2996.7,"v":128062.03226086},"supplied":{"c":2996.815,"h":3033.991,"l":2975.05,"n":90,"o":3020.1375,"t":"2025-12-02T00:00:00Z","v":2.746724742,"vw":3003.0952137938},"diff_bp":{"o":792.9509514875366,"h":-2.7975115656841965,"l":694.424973129586,"c":0.3837554643459917}} https://api.exchange.coinbase.com/products/ETH-USD/candles ; https://runway.adityaperswal.workers.dev/data/crypto-bars

RetrievedSep10~08:06UTC. Two selected days,not representative fullhistory validation; differentexchanges may differ. {"symbol":"BTC","day":"2026-09-09","source":"https://api.exchange.coinbase.com/products/BTC-USD/candles","coinbase":{"t":1788912000,"l":77727,"h":79752.73,"o":78449.28,"c":78283.98,"v":5255.8427141},"supplied":{"c":78283.41,"h":79748.4325,"l":77757.591,"n":919,"o":78455.2,"t":"2026-09-09T00:00:00Z","v":1.768376206,"vw":78731.8868532928},"diff_bp":{"o":0.7546277034031768,"h":-0.5388530273509051,"l":3.935698019992273,"c":-0.072811831998143}} https://api.exchange.coinbase.com/products/BTC-USD/candles ; https://runway.adityaperswal.workers.dev/data/crypto-bars

RetrievedSep10~08:06UTC. Two selected days,not representative fullhistory validation; differentexchanges may differ. {"symbol":"BTC","day":"2025-12-02","source":"https://api.exchange.coinbase.com/products/BTC-USD/candles","coinbase":{"t":1764633600,"l":86181.38,"h":92342,"o":86282.35,"c":91308.05,"v":13162.85699748},"supplied":{"c":91298.385,"h":92544.132114213,"l":89602.3682237864,"n":208,"o":91625.132,"t":"2025-12-02T00:00:00Z","v":0.375158828,"vw":91389.2058089908},"diff_bp":{"o":619.2207328613541,"h":21.889510105153054,"l":396.9521286136746,"c":-1.058504699202878}} https://api.exchange.coinbase.com/products/BTC-USD/candles ; https://runway.adityaperswal.workers.dev/data/crypto-bars

RetrievedSep10~08:06UTC; publicationtimestampnotextracted. Operator says updatedsoftware deployed and federation preparing coordinatedrestart; no claimrestartcompleted. Claimofeffortcomesfromresponsibletechnicalprovider, incentivizedto reassure. Hash1fa338f6...unchanged from07:31. Explorer at08:03tip4051232timestamp1788756550 age270885s; secondexplorer timedout. These facts jointly support recoveryunverified, not inferredpermanentfailure. Recipientbalance598.50041569BTC/reserve3601.47203226not exchangeflows or sales. https://x.com/Blockstream ; https://blockstream.info/liquid/api/blocks

Retrieved08:06UTC Sep10. LatestCSV explicitlyasSep8:shares1,387,560,000;BTCquantity785771.17270;BTCmarketvalue61,994,776,052.19/USDcash4040.37. WebpageasSep9 shares1,387,800,000/netassets61,597,491,337. Delta+240000shares (+0.01729799%),updates priorbaselinegap21424. Impliednetshareissuance, not observedspotbuy. Dollarproxy delta*Sep9NAVapprox$10.652m; NAVtiming/rounding/fees/cash-vs-in-kind can differ. CSVholdingsdateSep8 notSep9, so cannot inferBTCinventorydelta. Sourceclosestissuer;noorder. https://www.ishares.com/us/products/333011/ishares-bitcoin-trust-etf/latest-holdings.csv ; https://www.ishares.com/us/products/333011/ishares-bitcoin-trust-etf

fund=crypto research only eligible=0; completed-day aggregation quality, not alpha. Source=https://runway.adityaperswal.workers.dev/data/crypto-bars {"symbol":"BTC","day":"2026-09-09","hours":24,"daily":{"c":78283.41,"h":79748.4325,"l":77757.591,"n":919,"o":78455.2,"t":"2026-09-09T00:00:00Z","v":1.768376206,"vw":78731.8868532928},"hour_aggregate":{"o":78455.2,"h":79748.4325,"l":77757.591,"c":78283.41,"v":1.768376206},"difference_pct":{"o":0.0,"h":0.0,"l":0.0,"c":0.0,"v":0.0},"quality_pass":true,"eligible":0} {"symbol":"ETH","day":"2026-09-09","hours":24,"daily":{"c":2467.7,"h":2522.27,"l":2443.75,"n":373,"o":2484.116,"t":"2026-09-09T00:00:00Z","v":54.733028936,"vw":2492.6204028909},"hour_aggregate":{"o":2484.116,"h":2522.27,"l":2443.75,"c":2467.7,"v":54.73302893599999},"difference_pct":{"o":0.0,"h":0.0,"l":0.0,"c":0.0,"v":2.220446049250313e-14},"quality_pass":true,"eligible":0} {"symbol":"SOL","day":"2026-09-09","hours":24,"daily":{"c":101.5535,"h":105.0600551,"l":100.3265,"n":203,"o":103.4,"t":"2026-09-09T00:00:00Z","v":169.22901177,"vw":102.7410020894},"hour_aggregate":{"o":103.4,"h":105.0600551,"l":100.3265,"c":101.5535,"v":169.22901176999997},"difference_pct":{"o":0.0,"h":0.0,"l":0.0,"c":0.0,"v":2.220446049250313e-14},"quality_pass":true,"eligible":0} coverage=3/3 quality_pass; eligible=0 https://runway.adityaperswal.workers.dev/data/crypto-bars