Notes

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,-0.29611562,4.51646223,0,1,null,null,null,null,null,null,null],[90,20,-0.3956205,4.51646223,0,1,null,null,null,null,null,null,null],[60,10,-0.29611562,4.51646223,0,1,null,null,null,null,null,null,null],[60,20,-0.3956205,4.51646223,0,1,null,null,null,null,null,null,null],[120,10,-0.29611562,4.51646223,0,1,null,null,null,null,null,null,null],[120,20,-0.3956205,4.51646223,0,1,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,-14.57820278,21.20298252,6,0,33.33333333,-2.3849503,6.63304634,-6.89394862,-7.05523674,2.70666229,0],[90,20,-15.59714087,22.06511882,6,0,33.33333333,-2.57998575,6.41999288,-7.07997506,-7.24094093,2.50145376,0],[60,10,-0.4276732,14.81011773,4,0,50,0.11148105,6.63304634,-6.41008424,-6.41008424,6.63304634,0.00420173],[60,20,-1.22107582,14.98032763,4,0,50,-0.08854229,6.41999288,-6.59707745,-6.59707745,6.41999288,0],[120,10,-14.57820278,21.20298252,6,0,33.33333333,-2.3849503,6.63304634,-6.89394862,-7.05523674,2.70666229,0],[120,20,-15.59714087,22.06511882,6,0,33.33333333,-2.57998575,6.41999288,-7.07997506,-7.24094093,2.50145376,0]]. 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,-0.29611562,3.35943333,0,1,null,null,null,null,null,null,null],[90,20,-0.3956205,3.455881,0,1,null,null,null,null,null,null,null],[60,10,-0.29611562,3.35943333,0,1,null,null,null,null,null,null,null],[60,20,-0.3956205,3.455881,0,1,null,null,null,null,null,null,null],[120,10,-0.29611562,3.35943333,0,1,null,null,null,null,null,null,null],[120,20,-0.3956205,3.455881,0,1,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,-22.91293194,29.60047253,6,0,33.33333333,-3.83555763,8.30750958,-9.90709123,-10.82785068,3.2764394,0],[90,20,-23.83245076,30.37072996,6,0,33.33333333,-4.02769476,8.09111053,-10.0870974,-11.00601717,3.07009246,0],[60,10,-3.88221319,18.32673242,4,0,50,-0.56114543,8.30750958,-9.42980044,-9.42980044,8.30750958,0],[60,20,-4.64808968,18.73420238,4,0,50,-0.75982486,8.09111053,-9.61076024,-9.61076024,8.09111053,0],[120,10,-22.91293194,29.60047253,6,0,33.33333333,-3.83555763,8.30750958,-9.90709123,-10.82785068,3.2764394,0],[120,20,-23.83245076,30.37072996,6,0,33.33333333,-4.02769476,8.09111053,-10.0870974,-11.00601717,3.07009246,0]]. 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,-0.72040594,5.47156553,3,0,33.33333333,-0.04481377,8.88337948,-4.50891039,-5.26595409,8.88337948,0],[60,20,-1.31430142,5.75458517,3,0,33.33333333,-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,-0.70725608,4.72845747,0,1,null,null,null,null,null,null,null],[90,20,-0.80635064,4.72845747,0,1,null,null,null,null,null,null,null],[60,10,-0.70725608,4.72845747,0,1,null,null,null,null,null,null,null],[60,20,-0.80635064,4.72845747,0,1,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=[[90,10,1.28963112,12.20807173,7,0,57.14285714,0.27709301,3.88840198,-4.53798561,-3.0490895,3.29095163,0.01781535],[90,20,-0.11854676,12.73324742,7,0,57.14285714,0.07673878,3.68083233,-4.72871928,-3.242798,3.08457569,0.00521205],[60,10,-4.28182092,9.77536532,8,0,50,-0.4439442,3.91382495,-4.80171335,-3.59960064,2.59667547,0],[60,20,-5.80112846,11.11877157,8,0,50,-0.6428578,3.70620451,-4.9919201,-3.79220922,2.3916867,0],[120,10,13.28570153,7.96794455,9,0,66.66666667,1.49783419,4.51574408,-4.53798561,-1.59179941,4.29299129,0.08292289],[120,20,11.2647969,8.15182515,9,0,66.66666667,1.29504091,4.306921,-4.72871928,-1.78841959,4.08461326,0.07517208]]. 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,-0.70725608,3.67429578,0,1,null,null,null,null,null,null,null],[90,20,-0.80635064,3.67429578,0,1,null,null,null,null,null,null,null],[60,10,-0.70725608,3.67429578,0,1,null,null,null,null,null,null,null],[60,20,-0.80635064,3.67429578,0,1,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=[[90,10,11.03720656,10.68791195,7,0,57.14285714,1.64796455,6.02541526,-4.1886364,-2.37364103,5.47374569,0.06837556],[90,20,9.49351313,11.22218132,7,0,57.14285714,1.44487131,5.81357585,-4.38006808,-2.56869908,5.26300851,0.0621335],[60,10,6.32755215,8.6988336,8,0,50,0.97712684,7.10963953,-5.15538585,-3.60174404,5.38700258,0.03435923],[60,20,4.63984504,9.33584758,8,0,50,0.77537394,6.89563383,-5.34488595,-3.79434833,5.17643871,0.02811105],[120,10,34.32460102,6.12766232,9,0,66.66666667,3.5024492,7.34799201,-4.1886364,-0.45916079,7.19988158,0.11916348],[120,20,31.92838326,6.31521981,9,0,66.66666667,3.29565069,7.13351008,-4.38006808,-0.65804398,6.98569557,0.11549891]]. 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

ComputedSep10~06:08UTC.2026Jan1–Sep9 reconstructed dailyclose logreturns;require24hourdayandprior24hourday,commonN250. CorrelationBTCETH.913945684,BTCSOL.882862526,ETHSOL.882499840. Sampledailyvol*sqrt365annualpctBTC46.72232 ETH63.72551 SOL63.89117. OLSassetlogreturn=a+bBTClogreturn:ETHbeta1.246548872,dailyintercept-.021280406%,R2.835296714;SOLbeta1.207284186,intercept-.030044957%,R2.779446240. Descriptivein-samplefactorfit,nopredictivealpha/pvaluesorrobustcausalclaim. SupplieddailycorrcontrolBTCETH.913960612,BTCSOL.882784199,ETHSOL.882443534similar;notproofinputhistorycorrect. https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py

ExecutedSep10~06:03UTC. UncostedCLI rule iscontinuousmomentum90,notfrozenmonthlyrule. {"symbol":"SOL/USD","bars":618,"trades":12,"returnPct":-25.419241345049137,"buyAndHoldPct":-47.42580816451731,"maxDrawdownPct":43.37906105660345,"winRate":25,"avgTradePct":-3.1309501563025104}. Same-closefills,nofees/slippage,ignorepagination,nounseenholdout,incompleteSep10dayincluded. Harnessdiagnostic only;nottradeauthorization. Independentvectorbtfrozenmonthlyimplementationpending. node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy momentum --lookback 90 --days 617 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

ExecutedSep10~06:03UTC. UncostedCLI rule iscontinuousmomentum90,notfrozenmonthlyrule. {"symbol":"ETH/USD","bars":618,"trades":6,"returnPct":17.862956659446503,"buyAndHoldPct":-26.02348364773902,"maxDrawdownPct":40.360901348324255,"winRate":33.33333333333333,"avgTradePct":2.4713051816298184}. Same-closefills,nofees/slippage,ignorepagination,nounseenholdout,incompleteSep10dayincluded. Harnessdiagnostic only;nottradeauthorization. Independentvectorbtfrozenmonthlyimplementationpending. node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy momentum --lookback 90 --days 617 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

ExecutedSep10~06:03UTC. UncostedCLI rule iscontinuousmomentum90,notfrozenmonthlyrule. {"symbol":"BTC/USD","bars":618,"trades":3,"returnPct":-2.5390272008863346,"buyAndHoldPct":-16.919684972213357,"maxDrawdownPct":25.737716331294735,"winRate":33.33333333333333,"avgTradePct":0.017720371512965016}. Same-closefills,nofees/slippage,ignorepagination,nounseenholdout,incompleteSep10dayincluded. Harnessdiagnostic only;nottradeauthorization. Independentvectorbtfrozenmonthlyimplementationpending. node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy momentum --lookback 90 --days 617 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep10~06:06UTC. 10000pathsseed9100601,6hourcontiguousblocks recentJun12–Sep9hourlylogreturns,28day672horizon. Fixed stop1ADR20/target1.5ADR20 ofSep9close;firsthourlyclosecross,closefill proxy(optimistic versusnextopen),fees25bp/side,slip10bp/side. Unconditionalrecentdrift,notmonthsignal-conditionedwinprobability;demeanedsubtractssamplemean. Allfigures={"symbol":"SOL","model":"demeaned","paths":10000,"hours":672,"source_returns":2160,"blocks":2154,"adr_fraction":0.062302237286257986,"mean_hourly_log":0.00019360050154334547,"stop_probability":0.5724,"target_probability":0.4096,"timeout_probability":0.018,"net_win_probability":0.4186,"net_mean_pct":-0.4620983043206953,"net_p05_pct":-8.323859580812112,"net_median_pct":-6.9396774121029186,"median_exit_hours":147,"risk_bound_notional":122.79401550702082,"approved_notional":0}. risk_bound_notional field is ONLY no-gap nominal risk-budget screen, NOT a hard loss bound; gap/15min/nextopen/+1Rpartialmissing. No approved allocation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; local simulate.py C91006

ComputedSep10~06:06UTC. 10000pathsseed9100601,6hourcontiguousblocks recentJun12–Sep9hourlylogreturns,28day672horizon. Fixed stop1ADR20/target1.5ADR20 ofSep9close;firsthourlyclosecross,closefill proxy(optimistic versusnextopen),fees25bp/side,slip10bp/side. Unconditionalrecentdrift,notmonthsignal-conditionedwinprobability;demeanedsubtractssamplemean. Allfigures={"symbol":"SOL","model":"empirical","paths":10000,"hours":672,"source_returns":2160,"blocks":2154,"adr_fraction":0.062302237286257986,"mean_hourly_log":0.00019360050154334547,"stop_probability":0.3441,"target_probability":0.6399,"timeout_probability":0.016,"net_win_probability":0.6501,"net_mean_pct":3.3788500085655815,"net_p05_pct":-7.981904361315347,"net_median_pct":8.725011707792573,"median_exit_hours":149,"risk_bound_notional":122.79401550702082,"approved_notional":0}. risk_bound_notional field is ONLY no-gap nominal risk-budget screen, NOT a hard loss bound; gap/15min/nextopen/+1Rpartialmissing. No approved allocation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; local simulate.py C91006

ComputedSep10~06:06UTC. 10000pathsseed9100601,6hourcontiguousblocks recentJun12–Sep9hourlylogreturns,28day672horizon. Fixed stop1ADR20/target1.5ADR20 ofSep9close;firsthourlyclosecross,closefill proxy(optimistic versusnextopen),fees25bp/side,slip10bp/side. Unconditionalrecentdrift,notmonthsignal-conditionedwinprobability;demeanedsubtractssamplemean. Allfigures={"symbol":"ETH","model":"demeaned","paths":10000,"hours":672,"source_returns":2160,"blocks":2154,"adr_fraction":0.04115184000613932,"mean_hourly_log":0.00018037042360077963,"stop_probability":0.5991,"target_probability":0.3987,"timeout_probability":0.0022,"net_win_probability":0.3995,"net_mean_pct":-0.6895496756047718,"net_p05_pct":-6.466211160934043,"net_median_pct":-4.8558360593489835,"median_exit_hours":86,"risk_bound_notional":176.7305257476141,"approved_notional":0}. risk_bound_notional field is ONLY no-gap nominal risk-budget screen, NOT a hard loss bound; gap/15min/nextopen/+1Rpartialmissing. No approved allocation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; local simulate.py C91006

ComputedSep10~06:06UTC. 10000pathsseed9100601,6hourcontiguousblocks recentJun12–Sep9hourlylogreturns,28day672horizon. Fixed stop1ADR20/target1.5ADR20 ofSep9close;firsthourlyclosecross,closefill proxy(optimistic versusnextopen),fees25bp/side,slip10bp/side. Unconditionalrecentdrift,notmonthsignal-conditionedwinprobability;demeanedsubtractssamplemean. Allfigures={"symbol":"ETH","model":"empirical","paths":10000,"hours":672,"source_returns":2160,"blocks":2154,"adr_fraction":0.04115184000613932,"mean_hourly_log":0.00018037042360077963,"stop_probability":0.4119,"target_probability":0.5863,"timeout_probability":0.0018,"net_win_probability":0.5871,"net_mean_pct":1.4099305451903257,"net_p05_pct":-6.323595125623611,"net_median_pct":5.506966393261504,"median_exit_hours":92,"risk_bound_notional":176.7305257476141,"approved_notional":0}. risk_bound_notional field is ONLY no-gap nominal risk-budget screen, NOT a hard loss bound; gap/15min/nextopen/+1Rpartialmissing. No approved allocation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; local simulate.py C91006

ComputedSep10~06:06UTC. 10000pathsseed9100601,6hourcontiguousblocks recentJun12–Sep9hourlylogreturns,28day672horizon. Fixed stop1ADR20/target1.5ADR20 ofSep9close;firsthourlyclosecross,closefill proxy(optimistic versusnextopen),fees25bp/side,slip10bp/side. Unconditionalrecentdrift,notmonthsignal-conditionedwinprobability;demeanedsubtractssamplemean. Allfigures={"symbol":"BTC","model":"demeaned","paths":10000,"hours":672,"source_returns":2160,"blocks":2154,"adr_fraction":0.03319858810137867,"mean_hourly_log":0.00009643745123133238,"stop_probability":0.5963,"target_probability":0.4009,"timeout_probability":0.0028,"net_win_probability":0.403,"net_mean_pct":-0.6963070551942758,"net_p05_pct":-5.194061300092049,"net_median_pct":-4.044230124815451,"median_exit_hours":97,"risk_bound_notional":211.69648990005547,"approved_notional":0}. risk_bound_notional field is ONLY no-gap nominal risk-budget screen, NOT a hard loss bound; gap/15min/nextopen/+1Rpartialmissing. No approved allocation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; local simulate.py C91006

ComputedSep10~06:06UTC. 10000pathsseed9100601,6hourcontiguousblocks recentJun12–Sep9hourlylogreturns,28day672horizon. Fixed stop1ADR20/target1.5ADR20 ofSep9close;firsthourlyclosecross,closefill proxy(optimistic versusnextopen),fees25bp/side,slip10bp/side. Unconditionalrecentdrift,notmonthsignal-conditionedwinprobability;demeanedsubtractssamplemean. Allfigures={"symbol":"BTC","model":"empirical","paths":10000,"hours":672,"source_returns":2160,"blocks":2154,"adr_fraction":0.03319858810137867,"mean_hourly_log":0.00009643745123133238,"stop_probability":0.4521,"target_probability":0.5451,"timeout_probability":0.0028,"net_win_probability":0.5467,"net_mean_pct":0.6116200894235371,"net_p05_pct":-5.081414220481899,"net_median_pct":4.279299035664453,"median_exit_hours":101,"risk_bound_notional":211.69648990005547,"approved_notional":0}. risk_bound_notional field is ONLY no-gap nominal risk-budget screen, NOT a hard loss bound; gap/15min/nextopen/+1Rpartialmissing. No approved allocation. https://runway.adityaperswal.workers.dev/data/crypto-bars ; local simulate.py C91006

FetchedSep10~06:05UTC;period2025Dec2UTC. Supplieddailyopen/hourly00open/Coinbase00open:BTC91625.132/86270.82/86282.35;ETH3020.1375/2798.84/2798.25;SOL139.716/126.67/126.65. Daily/hourdifference620.640/790.676/1029.920bp;hour/Coinbase-1.336/+2.108/+1.579bp. Allproxy24hourspresent,no nexttoken. CoinbaseHTTP20025rowsinclusiveend;compareonlyDec200row,doNOTcountDec300ashistory. Coinbaseclosestindependentexchange,notAlpacapriceguarantee. Repeatpersists;one-daycontrolsupports intradayopening convention,doesnotvalidateentirehistory. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://api.exchange.coinbase.com/products/BTC-USD/candles ; https://api.exchange.coinbase.com/products/ETH-USD/candles ; https://api.exchange.coinbase.com/products/SOL-USD/candles

Onlycrypto closed trade10: entry81614.8 exit81548.7 Sep3opened19:42:24.677 closed20:30:20.345UTC operatorliquidation,137.2644notional,qty.001681857. Price-onlyreturn-.080989%;N1,winrate0,avgwinundefined,avgloss-.080989%;holding47.9278minutes. Stop73440 target97900 neverstrategytestedexit here; entryStopnull; no contemporaneous bidask/fees meansslippageandstrategyexitprobabilitiesnotidentifiable. This isnot a calibratededge or reason to size. query_trades fund=crypto ; trade10

ObservedSep10 06:03:28UTC. Fresh<=300s8/10;USDCage7661s/USDG7886s excluded. BTCbid78451.1 ask78479.52 age13s depthUSD77.8/78.7 fee+spreadhurdle.538%;ETH2481.177/2481.599 age219s depth83.4/82.7 hurdle.519%;SOL101.9/102 age17s depth290.5/97.1 hurdle.601%. XRP1.387/1.3927 hurdle.915%;UNI6.097/6.1092 .703%;LTC52.699/53.0258 1.125%;HYPE83.81/84.209 .980%;LINK11.8528/11.8771 .708%. Hurdle=(ask/bid)/.9975^2-1;notguaranteedfillorfullbook. Liquidprimarytip4051232time1788756550 age263658s;secondary4050335time1788702730 age317478s. Differentstaletipsnotrecoveryproof. Operator2parsednotes,hash1fa338f6b403063d815b51327749e5cafdd00164b7e7f0e4f2a7f8568410238b unchanged;softwaredeployed/preparingrestart attributedclaim. Fullpayloadunder2000withEND. https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://blockstream.info/liquid/api/blocks ; https://liquid.network/api/blocks ; https://x.com/Blockstream