Notes

FetchedSep10~06:02–06:04UTC;requested2024Jan1–2026Sep9inclusive,allpagetokensfollowed2workers,no duplicates. {"symbol":"BTC","days":983,"daily_missing":0,"hourly_rows":23588,"missing_hours":4,"complete_days":980,"conflict_days":569,"max_ohlc_bp":620.6399800071449,"zero_volume_hours":729}. conflict=anyOHLCdifference>.01bp on24hourdays,notallconflictslarge. Missinghourswithinavailablefirst-lastindex;SOLstartsAug26partialday8hours,238earlierdaysabsent. All3March12 2026have23hours;strict200dayrollingmeanremainunavailableSep9. BTCpages112hourly/1daily,ETH104/1,SOL85/1. No price-forwardfillfortrades. Missingnesscaninvalidateeligibilitywithoutprovingnegativealpha. https://runway.adityaperswal.workers.dev/data/crypto-bars ; fetch.py and test.py

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,0,0,0,0,null,null,null,null,null,null,null],[90,20,0,0,0,0,null,null,null,null,null,null,null],[60,10,0,0,0,0,null,null,null,null,null,null,null],[60,20,0,0,0,0,null,null,null,null,null,null,null],[120,10,0,0,0,0,null,null,null,null,null,null,null],[120,20,0,0,0,0,null,null,null,null,null,null,null]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,10.75947963,9.77859075,3,0,66.66666667,3.74995592,9.06354084,-6.87721392,-6.87721392,10.03193203,0.10343518],[90,20,10.0969109,10.04871509,3,0,66.66666667,3.54266288,8.84563123,-7.06327381,-7.06327381,9.81208757,0.10012465],[60,10,10.75947963,9.77859075,3,0,66.66666667,3.74995592,9.06354084,-6.87721392,-6.87721392,10.03193203,0.10343518],[60,20,10.0969109,10.04871509,3,0,66.66666667,3.54266288,8.84563123,-7.06327381,-7.06327381,9.81208757,0.10012465],[120,10,10.75947963,9.77859075,3,0,66.66666667,3.74995592,9.06354084,-6.87721392,-6.87721392,10.03193203,0.10343518],[120,20,10.0969109,10.04871509,3,0,66.66666667,3.54266288,8.84563123,-7.06327381,-7.06327381,9.81208757,0.10012465]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,0,0,0,0,null,null,null,null,null,null,null],[90,20,0,0,0,0,null,null,null,null,null,null,null],[60,10,0,0,0,0,null,null,null,null,null,null,null],[60,20,0,0,0,0,null,null,null,null,null,null,null],[120,10,0,0,0,0,null,null,null,null,null,null,null],[120,20,0,0,0,0,null,null,null,null,null,null,null]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,13.07128655,10.48339147,3,0,66.66666667,4.61762193,11.22849884,-8.60413191,-8.60413191,11.65482951,0.10281031],[90,20,12.39488848,10.75140562,3,0,66.66666667,4.40859529,11.00626364,-8.7867414,-8.7867414,11.4317425,0.10013833],[60,10,13.07128655,10.48339147,3,0,66.66666667,4.61762193,11.22849884,-8.60413191,-8.60413191,11.65482951,0.10281031],[60,20,12.39488848,10.75140562,3,0,66.66666667,4.40859529,11.00626364,-8.7867414,-8.7867414,11.4317425,0.10013833],[120,10,13.07128655,10.48339147,3,0,66.66666667,4.61762193,11.22849884,-8.60413191,-8.60413191,11.65482951,0.10281031],[120,20,12.39488848,10.75140562,3,0,66.66666667,4.40859529,11.00626364,-8.7867414,-8.7867414,11.4317425,0.10013833]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,0,0,0,0,null,null,null,null,null,null,null],[90,20,0,0,0,0,null,null,null,null,null,null,null],[60,10,0,0,0,0,null,null,null,null,null,null,null],[60,20,0,0,0,0,null,null,null,null,null,null,null],[120,10,0,0,0,0,null,null,null,null,null,null,null],[120,20,0,0,0,0,null,null,null,null,null,null,null]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,-14.56607763,19.68857539,4,0,25,-3.72120774,5.29641536,-6.72708211,-7.30474205,2.16020996,0],[90,20,-15.24682398,20.16900234,4,0,25,-3.91357335,5.08603249,-6.91344196,-7.48994773,1.95609325,0],[60,10,-7.77750821,14.81011773,3,0,33.33333333,-2.50791771,5.29641536,-6.41008424,-7.24840624,5.29641536,0],[60,20,-8.32918776,14.98032763,3,0,33.33333333,-2.70270747,5.08603249,-6.59707745,-7.43372448,5.08603249,0],[120,10,-14.56607763,19.68857539,4,0,25,-3.72120774,5.29641536,-6.72708211,-7.30474205,2.16020996,0],[120,20,-15.24682398,20.16900234,4,0,25,-3.91357335,5.08603249,-6.91344196,-7.48994773,1.95609325,0]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,0,0,0,0,null,null,null,null,null,null,null],[90,20,0,0,0,0,null,null,null,null,null,null,null],[60,10,0,0,0,0,null,null,null,null,null,null,null],[60,20,0,0,0,0,null,null,null,null,null,null,null],[120,10,0,0,0,0,null,null,null,null,null,null,null],[120,20,0,0,0,0,null,null,null,null,null,null,null]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,-23.98332259,29.27111105,4,0,25,-6.2671981,7.47613675,-10.84830971,-13.02848151,2.51419387,0],[90,20,-24.58903136,29.69421479,4,0,25,-6.45447679,7.26139878,-11.02643532,-13.20225112,2.3093699,0],[60,10,-11.93075769,18.0569334,3,0,33.33333333,-3.79448804,7.47613675,-9.42980044,-12.37163476,7.47613675,0],[60,20,-12.45759229,18.38405176,3,0,33.33333333,-3.98670723,7.26139878,-9.61076024,-12.54671675,7.26139878,0],[120,10,-23.98332259,29.27111105,4,0,25,-6.2671981,7.47613675,-10.84830971,-13.02848151,2.51419387,0],[120,20,-24.58903136,29.69421479,4,0,25,-6.45447679,7.26139878,-11.02643532,-13.20225112,2.3093699,0]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,0,0,0,0,null,null,null,null,null,null,null],[90,20,0,0,0,0,null,null,null,null,null,null,null],[60,10,0,0,0,0,null,null,null,null,null,null,null],[60,20,0,0,0,0,null,null,null,null,null,null,null],[120,10,0,0,0,0,null,null,null,null,null,null,null],[120,20,0,0,0,0,null,null,null,null,null,null,null]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,-10.16763575,10.16763575,2,0,0,-5.21895941,null,-5.21895941,-5.67637614,-4.76154268,null],[90,20,-10.52624834,10.52624834,2,0,0,-5.4083325,null,-5.4083325,-5.86483531,-4.95182969,null],[60,10,-6.55277682,6.55850095,3,0,33.33333333,-2.13797124,4.02400511,-5.21895941,-5.67637614,4.02400511,0],[60,20,-7.11178277,7.11178277,3,0,33.33333333,-2.33350016,3.81616452,-5.4083325,-5.86483531,3.81616452,0],[120,10,0.47151216,6.51883949,4,0,50,0.27573444,5.7704283,-5.21895941,-5.21895941,5.7704283,0.01194601],[120,20,-0.32905527,6.79872358,4,0,50,0.07538292,5.55909835,-5.4083325,-5.4083325,5.55909835,0.00339007]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,0,0,0,0,null,null,null,null,null,null,null],[90,20,0,0,0,0,null,null,null,null,null,null,null],[60,10,0,0,0,0,null,null,null,null,null,null,null],[60,20,0,0,0,0,null,null,null,null,null,null,null],[120,10,0,0,0,0,null,null,null,null,null,null,null],[120,20,0,0,0,0,null,null,null,null,null,null,null]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,-8.82024921,8.82024921,2,0,0,-4.50891039,null,-4.50891039,-5.26595409,-3.75186669,null],[90,20,-9.18424059,9.18424059,2,0,0,-4.69970216,null,-4.69970216,-5.45523328,-3.94417104,null],[60,10,-0.72040594,5.41871658,3,0,33.33333333,-0.04481377,8.88337948,-4.50891039,-5.26595409,8.88337948,0],[60,20,-1.31430142,5.70189445,3,0,33.33333333,-0.24452483,8.66582983,-4.69970216,-5.45523328,8.66582983,0],[120,10,10.30251954,5.26595409,4,0,50,2.74211755,9.99314549,-4.50891039,-4.50891039,9.99314549,0.06859996],[120,20,9.42361763,5.45523328,4,0,50,2.53683818,9.77337853,-4.69970216,-4.69970216,9.77337853,0.06489154]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,0,0,0,0,null,null,null,null,null,null,null],[90,20,0,0,0,0,null,null,null,null,null,null,null],[60,10,0,0,0,0,null,null,null,null,null,null,null],[60,20,0,0,0,0,null,null,null,null,null,null,null],[120,10,0,0,0,0,null,null,null,null,null,null,null],[120,20,0,0,0,0,null,null,null,null,null,null,null]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,10.75947963,9.77859075,3,0,66.66666667,3.74995592,9.06354084,-6.87721392,-6.87721392,10.03193203,0.10343518],[90,20,10.0969109,10.04871509,3,0,66.66666667,3.54266288,8.84563123,-7.06327381,-7.06327381,9.81208757,0.10012465],[60,10,10.75947963,9.77859075,3,0,66.66666667,3.74995592,9.06354084,-6.87721392,-6.87721392,10.03193203,0.10343518],[60,20,10.0969109,10.04871509,3,0,66.66666667,3.54266288,8.84563123,-7.06327381,-7.06327381,9.81208757,0.10012465],[120,10,10.75947963,9.77859075,3,0,66.66666667,3.74995592,9.06354084,-6.87721392,-6.87721392,10.03193203,0.10343518],[120,20,10.0969109,10.04871509,3,0,66.66666667,3.54266288,8.84563123,-7.06327381,-7.06327381,9.81208757,0.10012465]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,0,0,0,0,null,null,null,null,null,null,null],[90,20,0,0,0,0,null,null,null,null,null,null,null],[60,10,0,0,0,0,null,null,null,null,null,null,null],[60,20,0,0,0,0,null,null,null,null,null,null,null],[120,10,0,0,0,0,null,null,null,null,null,null,null],[120,20,0,0,0,0,null,null,null,null,null,null,null]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,13.07128655,10.48339147,3,0,66.66666667,4.61762193,11.22849884,-8.60413191,-8.60413191,11.65482951,0.10281031],[90,20,12.39488848,10.75140562,3,0,66.66666667,4.40859529,11.00626364,-8.7867414,-8.7867414,11.4317425,0.10013833],[60,10,13.07128655,10.48339147,3,0,66.66666667,4.61762193,11.22849884,-8.60413191,-8.60413191,11.65482951,0.10281031],[60,20,12.39488848,10.75140562,3,0,66.66666667,4.40859529,11.00626364,-8.7867414,-8.7867414,11.4317425,0.10013833],[120,10,13.07128655,10.48339147,3,0,66.66666667,4.61762193,11.22849884,-8.60413191,-8.60413191,11.65482951,0.10281031],[120,20,12.39488848,10.75140562,3,0,66.66666667,4.40859529,11.00626364,-8.7867414,-8.7867414,11.4317425,0.10013833]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,-1.83583646,6.37908553,0,1,null,null,null,null,null,null,null],[90,20,-1.93380469,6.37908553,0,1,null,null,null,null,null,null,null],[60,10,-1.83583646,6.37908553,0,1,null,null,null,null,null,null,null],[60,20,-1.93380469,6.37908553,0,1,null,null,null,null,null,null,null],[120,10,-1.83583646,6.37908553,0,1,null,null,null,null,null,null,null],[120,20,-1.93380469,6.37908553,0,1,null,null,null,null,null,null,null]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,-2.03839445,11.82269107,4,0,50,-0.07619643,9.06354084,-9.2159337,-9.2159337,9.06354084,0],[90,20,-2.81896268,12.08695908,4,0,50,-0.27584479,8.84563123,-9.39732081,-9.39732081,8.84563123,0],[60,10,10.75947963,9.77859075,3,0,66.66666667,3.74995592,9.06354084,-6.87721392,-6.87721392,10.03193203,0.10343518],[60,20,10.0969109,10.04871509,3,0,66.66666667,3.54266288,8.84563123,-7.06327381,-7.06327381,9.81208757,0.10012465],[120,10,-2.03839445,11.82269107,4,0,50,-0.07619643,9.06354084,-9.2159337,-9.2159337,9.06354084,0],[120,20,-2.81896268,12.08695908,4,0,50,-0.27584479,8.84563123,-9.39732081,-9.39732081,8.84563123,0]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,-1.83583646,4.67055919,0,1,null,null,null,null,null,null,null],[90,20,-1.93380469,4.67055919,0,1,null,null,null,null,null,null,null],[60,10,-1.83583646,4.67055919,0,1,null,null,null,null,null,null,null],[60,20,-1.93380469,4.67055919,0,1,null,null,null,null,null,null,null],[120,10,-1.83583646,4.67055919,0,1,null,null,null,null,null,null,null],[120,20,-1.93380469,4.67055919,0,1,null,null,null,null,null,null,null]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,-0.52826292,12.36060024,4,0,50,0.45636345,11.22849884,-10.31577195,-10.31577195,11.22849884,0.01016083],[90,20,-1.32086403,12.62325613,4,0,50,0.25565103,11.00626364,-10.49496157,-10.49496157,11.00626364,0.00580694],[60,10,13.07128655,10.48339147,3,0,66.66666667,4.61762193,11.22849884,-8.60413191,-8.60413191,11.65482951,0.10281031],[60,20,12.39488848,10.75140562,3,0,66.66666667,4.40859529,11.00626364,-8.7867414,-8.7867414,11.4317425,0.10013833],[120,10,-0.52826292,12.36060024,4,0,50,0.45636345,11.22849884,-10.31577195,-10.31577195,11.22849884,0.01016083],[120,20,-1.32086403,12.62325613,4,0,50,0.25565103,11.00626364,-10.49496157,-10.49496157,11.00626364,0.00580694]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,0,0,0,0,null,null,null,null,null,null,null],[90,20,0,0,0,0,null,null,null,null,null,null,null],[60,10,0,0,0,0,null,null,null,null,null,null,null],[60,20,0,0,0,0,null,null,null,null,null,null,null],[120,10,0,0,0,0,null,null,null,null,null,null,null],[120,20,0,0,0,0,null,null,null,null,null,null,null]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,-14.56607763,19.68857539,4,0,25,-3.72120774,5.29641536,-6.72708211,-7.30474205,2.16020996,0],[90,20,-15.24682398,20.16900234,4,0,25,-3.91357335,5.08603249,-6.91344196,-7.48994773,1.95609325,0],[60,10,-7.77750821,14.81011773,3,0,33.33333333,-2.50791771,5.29641536,-6.41008424,-7.24840624,5.29641536,0],[60,20,-8.32918776,14.98032763,3,0,33.33333333,-2.70270747,5.08603249,-6.59707745,-7.43372448,5.08603249,0],[120,10,-14.56607763,19.68857539,4,0,25,-3.72120774,5.29641536,-6.72708211,-7.30474205,2.16020996,0],[120,20,-15.24682398,20.16900234,4,0,25,-3.91357335,5.08603249,-6.91344196,-7.48994773,1.95609325,0]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,0,0,0,0,null,null,null,null,null,null,null],[90,20,0,0,0,0,null,null,null,null,null,null,null],[60,10,0,0,0,0,null,null,null,null,null,null,null],[60,20,0,0,0,0,null,null,null,null,null,null,null],[120,10,0,0,0,0,null,null,null,null,null,null,null],[120,20,0,0,0,0,null,null,null,null,null,null,null]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,-23.98332259,29.27111105,4,0,25,-6.2671981,7.47613675,-10.84830971,-13.02848151,2.51419387,0],[90,20,-24.58903136,29.69421479,4,0,25,-6.45447679,7.26139878,-11.02643532,-13.20225112,2.3093699,0],[60,10,-11.93075769,18.0569334,3,0,33.33333333,-3.79448804,7.47613675,-9.42980044,-12.37163476,7.47613675,0],[60,20,-12.45759229,18.38405176,3,0,33.33333333,-3.98670723,7.26139878,-9.61076024,-12.54671675,7.26139878,0],[120,10,-23.98332259,29.27111105,4,0,25,-6.2671981,7.47613675,-10.84830971,-13.02848151,2.51419387,0],[120,20,-24.58903136,29.69421479,4,0,25,-6.45447679,7.26139878,-11.02643532,-13.20225112,2.3093699,0]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees