Notes

FetchedSep10 06:03:16UTC primaryOKX clockoffset+.3163s uncertainty.293s,all three panelsfresh ages<18s. BTCfunding+.8449bp settled+.495bp OI27247.126BTC;ETH+.3287bp settled+.1779bp OI593586.266ETH;SOL-.5756bp settled-.9099bp OI2700453.48SOL. Ratesperreportedinterval,notannualized/extremepercentiles. CircleprimaryasofSep7USDC74.28bn;7dissue8.80/redeem7.86(net+.94bn),30d36.59/34.37(net+2.22bn),365d333.52/331.64(net+1.88bn). LlamaaggregatorSep10timestamp1788998400supply74.386006033bn,ETH47.146319984bn SOL7.103929420bn HyperliquidL16.887999675bn;definitions/cutoffsdiffer;notindependentcorroboration. USDC.comunparsed,excluded. No flow-to-buy inference. https://www.okx.com/api/v5/public/time ; https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest ; https://www.circle.com/transparency ; https://stablecoins.llama.fi/stablecoin/2

Actual02:45Sep10census36/36published USDpairs,7completedUTCdays throughSep9; rankingincludesstablecoins,notlivetradableAssetsconfirmation. Vol7USD:USDC8195164 BTC877131 ETH462433 USDG399996 XRP219967 SOL201792 LINK159910 HYPE151958 LTC149506 UNI125296. USDGonly3/7days incomplete; others7/7. 20day breakout signals0 for alltop10;onlyXTZelsewhere signaled. BTCETHSOL arecoremandateindependentofrank. Noothernamehas validatedrulehere;stablecoinsare notprice-momentum substitutes. https://runway.adityaperswal.workers.dev/data/crypto-bars ; scheduled job14 fund=crypto

Verified Sep10~06:03UTC. Alpaca says bars include quote midpoints even with zero trade volume; own-exchange data since v1beta3. Fee tier0-100k USD30day: maker0.15%,taker0.25%, charged received asset. Our25bp/side is assumption consistent published lowest tier,not actual account fee ledger. Actualstored170notes1784/1813/1814/1819/1824contain numeric payload and END;05:01:48→05:31:38 gap29m50s.171funding1283chars/END05:15.06:01quote cutoff34chars is no observation. Recent Sep9daily/hourly3/3pass cannotclear historicalfaults. No orders. query_research fund=crypto kind=notes ; list_jobs fund=crypto ; https://docs.alpaca.markets/us/docs/historical-crypto-data-1 ; https://docs.alpaca.markets/us/docs/crypto-fees

Checked2026Sep10~04:15:34UTC. Jobs170/171acceptedactive but lastRunAt,lastOutput,lastExitCode allnull; schedulednexttimestamps04:10:23/24 are not proof execution. Therefore remotecompactpayload/footer andcadence remainUNVERIFIED atfinish. Localtests1441/1283chars passed,old164/160cancelled. Queryopen[] andpending[];noholdingsorqueuedorders. Monitor173at06UTC explicitly checksactualremoteoutput;14/25preserved. No automaticorders. list_jobs fund=crypto ; query_trades fund=crypto status=open,pending

MeasuredSep10~04:13. Sep9completebar;ADR20mean(high-low),ATR14simplemeanTR,vol20samplelogsd*sqrt365. Gross counterfactual holds same entry/exit times and algebraically removes25bpfees+10bpslippage per side;notnewbacktest or actualchargedfees. {"bar":"2026-09-09 00:00:00+00:00","close":101.5535,"SMA50":85.929859,"return3_pct":-4.670559190455181,"ADR20":6.32701025425,"ADR20_pct":6.230223728625798,"ATR14":5.4345539346428575,"ann_vol20_pct":64.56080206800918,"hourly_n":82,"gross_mean_pct":-0.1340328643638039,"gross_return_pct":-11.520213187030636,"cost_factor_per_round":0.9930244319271753,"net_return_pct":-50.16222555461829,"all_round_cost_factor":0.5632673432038214} https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

MeasuredSep10~04:13. Sep9completebar;ADR20mean(high-low),ATR14simplemeanTR,vol20samplelogsd*sqrt365. Gross counterfactual holds same entry/exit times and algebraically removes25bpfees+10bpslippage per side;notnewbacktest or actualchargedfees. {"bar":"2026-09-09 00:00:00+00:00","close":2467.7,"SMA50":2137.79304,"return3_pct":-1.8980737006772275,"ADR20":101.55039558314999,"ADR20_pct":4.115184000613931,"ATR14":88.43835083307142,"ann_vol20_pct":51.673973352811394,"hourly_n":111,"gross_mean_pct":0.00328281543141043,"gross_return_pct":-0.6835101739210536,"cost_factor_per_round":0.9930244319271753,"net_return_pct":-54.33599331472681,"all_round_cost_factor":0.4597827285805115} https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

MeasuredSep10~04:13. Sep9completebar;ADR20mean(high-low),ATR14simplemeanTR,vol20samplelogsd*sqrt365. Gross counterfactual holds same entry/exit times and algebraically removes25bpfees+10bpslippage per side;notnewbacktest or actualchargedfees. {"bar":"2026-09-09 00:00:00+00:00","close":78283.41,"SMA50":70194.2617,"return3_pct":-2.5640962131663336,"ADR20":2598.8986837613484,"ADR20_pct":3.3198588101378674,"ATR14":2296.9832527193544,"ann_vol20_pct":44.355554478580245,"hourly_n":109,"gross_mean_pct":0.042283842914169596,"gross_return_pct":4.279956783826111,"cost_factor_per_round":0.9930244319271753,"net_return_pct":-51.37790940857067,"all_round_cost_factor":0.4662649668356084} https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

ExecutedSep10~04:04. {"symbol":"SOL/USD","bars":618,"returnPct":-9.894857801915336,"buyAndHoldPct":-47.47117518630123,"maxDrawdownPct":56.78734043000133,"winRate":20,"avgTradePct":-2.0256075911691687} Source code inspected: same-close signal/fill, no fees/slippage or separate holdout, inclusive currentday allowed, page token notfollowed. Not frozenpullback rule; only harnessdiagnostic,not executableedge or independentvalidation. node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy sma-cross --fast 5 --slow 50 --days 617 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

ExecutedSep10~04:04. {"symbol":"ETH/USD","bars":618,"returnPct":98.24938945732049,"buyAndHoldPct":-26.240906611724114,"maxDrawdownPct":43.75561441737914,"winRate":50,"avgTradePct":9.27606827865049} Source code inspected: same-close signal/fill, no fees/slippage or separate holdout, inclusive currentday allowed, page token notfollowed. Not frozenpullback rule; only harnessdiagnostic,not executableedge or independentvalidation. node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy sma-cross --fast 5 --slow 50 --days 617 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

ExecutedSep10~04:04. {"symbol":"BTC/USD","bars":618,"returnPct":24.76796101486012,"buyAndHoldPct":-17.097973033526426,"maxDrawdownPct":27.35763790591094,"winRate":44.44444444444444,"avgTradePct":1.4752763303215217} Source code inspected: same-close signal/fill, no fees/slippage or separate holdout, inclusive currentday allowed, page token notfollowed. Not frozenpullback rule; only harnessdiagnostic,not executableedge or independentvalidation. node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy sma-cross --fast 5 --slow 50 --days 617 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

fund=crypto research only eligible=0 observed=2026-09-10T04:09:17.771086+00:00 source=https://www.okx.com/api/v5/public/time offset_s=0.0617 uncertainty_s=0.1362 source=https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest {"s":"BTC","ts":["1789013286595","1789013358603"],"age":[72.1,0.1],"fresh":true,"funding_bp":0.766,"settled_bp":0.495,"oi_coin":27127.405} {"s":"ETH","ts":["1789013286638","1789013358602"],"age":[72.1,0.1],"fresh":true,"funding_bp":0.2957,"settled_bp":0.1779,"oi_coin":590709.352} {"s":"SOL","ts":["1789013287636","1789013358603"],"age":[71.1,0.1],"fresh":true,"funding_bp":-0.6826,"settled_bp":-0.9099,"oi_coin":2703620.78} source=https://www.circle.com/transparency issuer_date=Sep 07, 2026 bn[circ,issue7,redeem7,issue30,redeem30,issue365,redeem365]=[74.28, 8.8, 7.86, 36.59, 34.37, 333.52, 331.64] source=https://www.usdc.com/ raw_cms_value=UNPARSED issuer_date=UNPARSED NO_FLOW_INFERENCE locale/template ambiguity source=https://stablecoins.llama.fi/stablecoin/2 {"ts":1788998400,"circulating":74386006033.1783,"Ethereum":[1788998400,47146319984.45],"Solana":[1788998400,7103929420.46],"Hyperliquid L1":[1788998400,6887999675.1]} END crypto collection; definitions/cutoffs differ; flow is not buying; eligible=0 https://www.okx.com/api/v5/public/funding-rate ; https://www.circle.com/transparency ; https://stablecoins.llama.fi/stablecoin/2

fund=crypto research only eligible=0 observed=2026-09-10T04:09:57.452809+00:00 src=https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://blockstream.info/liquid/api/blocks BTC b/a=78329.2/78351.2 age=72 ok=1 depthUSD=77.6/78.4 hurdle%=0.530 ETH b/a=2476.7/2477.5 age=108 ok=1 depthUSD=245.7/82.4 hurdle%=0.534 SOL b/a=101.9/102 age=194 ok=1 depthUSD=290.5/97.8 hurdle%=0.601 USDC b/a=0.9995/1.00001 age=850 ok=0 depthUSD=9995000.0/10000100.0 hurdle%=0.553 USDG b/a=0.99999/1.00001 age=1075 ok=0 depthUSD=9999900.0/10000100.0 hurdle%=0.504 XRP b/a=1.388/1.3935 age=277 ok=1 depthUSD=5800.5/5786.7 hurdle%=0.900 UNI b/a=6.09151/6.102 age=53 ok=1 depthUSD=4272.0/4283.0 hurdle%=0.675 LTC b/a=52.7035/53.03 age=283 ok=1 depthUSD=3545.2/3592.8 hurdle%=1.124 HYPE b/a=83.99/84.4224 age=53 ok=1 depthUSD=64470.7/65011.2 hurdle%=1.019 LINK b/a=11.804/11.8285 age=279 ok=1 depthUSD=13738.2/13746.8 hurdle%=0.710 fresh_quotes 8 /10 recipient BTC 598.50040069 mempool_net 4.62e-05 tx_n 287 reserve BTC 3601.47203226 mempool_net 0.0 tx_n 589 recentpage 31 controlled 0 not_full_history=1 tip 4051232 age_s 256847 t 1788756550 second {'error': 'ConnectTimeout'} operator_notes 2 operator_hash 1fa338f6b403063d815b51327749e5cafdd00164b7e7f0e4f2a7f8568410238b claim Following the recent incident affecting the Liquid Network and the movement of funds, Blockstream, a END fund=crypto panels=7/7 eligible=0; balances not sales or recovery https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://blockstream.info/liquid/api/blocks ; https://x.com/Blockstream

Sep10~04:10. numpy seeds910041/42/43 byasset,identicalindexdraws for reconstruction/matched control;3tradecircularblocks,4blocksretain10trades,10000paths,$50fixedhypotheticalnotional,start235.86. Empirical conditional scenarios,not calendar forecast,approval ortrue ruin probabilities. [{"s":"SOL","source":"reconstructed","sample":8,"paths":10000,"trades_per_path":10,"notional":50,"median_end":223.35142708817878,"p05_end":208.47870846108765,"p95_end":237.01044035628684,"prob_loss":0.9181,"p95_drawdown_usd":28.527978739360634},{"s":"SOL","source":"daily_matched","sample":8,"paths":10000,"trades_per_path":10,"notional":50,"median_end":223.35142708817878,"p05_end":208.47870846108765,"p95_end":237.01044035628684,"prob_loss":0.9181,"p95_drawdown_usd":28.527978739360634}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; backtests1991–1993 ; local simulate.py

Sep10~04:10. numpy seeds910041/42/43 byasset,identicalindexdraws for reconstruction/matched control;3tradecircularblocks,4blocksretain10trades,10000paths,$50fixedhypotheticalnotional,start235.86. Empirical conditional scenarios,not calendar forecast,approval ortrue ruin probabilities. [{"s":"ETH","source":"reconstructed","sample":14,"paths":10000,"trades_per_path":10,"notional":50,"median_end":235.4611079087932,"p05_end":225.52914390154945,"p95_end":243.09246942547333,"prob_loss":0.5215,"p95_drawdown_usd":12.454622879907362},{"s":"ETH","source":"daily_matched","sample":14,"paths":10000,"trades_per_path":10,"notional":50,"median_end":235.4611079087932,"p05_end":225.52914390154945,"p95_end":243.09246942547333,"prob_loss":0.5215,"p95_drawdown_usd":12.454622879907362}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; backtests1991–1993 ; local simulate.py

Sep10~04:10. numpy seeds910041/42/43 byasset,identicalindexdraws for reconstruction/matched control;3tradecircularblocks,4blocksretain10trades,10000paths,$50fixedhypotheticalnotional,start235.86. Empirical conditional scenarios,not calendar forecast,approval ortrue ruin probabilities. [{"s":"BTC","source":"reconstructed","sample":14,"paths":10000,"trades_per_path":10,"notional":50,"median_end":232.7092531047181,"p05_end":226.03385318008276,"p95_end":237.30589977531514,"prob_loss":0.8451,"p95_drawdown_usd":10.24534384200959},{"s":"BTC","source":"daily_matched","sample":14,"paths":10000,"trades_per_path":10,"notional":50,"median_end":232.3236988639357,"p05_end":225.82183354437475,"p95_end":237.03306365008885,"prob_loss":0.8779,"p95_drawdown_usd":10.394616647996616}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; backtests1991–1993 ; local simulate.py

Sep10audit;OHLo1bp dates ["2024-11-30","2025-01-20","2025-02-16","2025-03-21","2025-04-08","2025-05-08","2025-06-24","2025-06-27","2025-07-09","2025-07-10","2025-07-11","2025-07-12","2025-11-23","2025-11-26","2025-11-29","2025-12-02","2025-12-03","2025-12-07","2025-12-08","2025-12-13","2025-12-14","2025-12-18"];volumeover1%dates ["2025-11-23","2025-11-26","2025-11-29","2025-12-02","2025-12-03","2025-12-08","2025-12-13","2025-12-14","2025-12-18","2026-01-18","2026-03-12"];2025monthlyclosematerialcount {"1":31,"2":28,"3":31,"4":30,"5":31,"6":30,"7":12,"8":0,"9":0,"10":0,"11":0,"12":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep10comparison;offset_hours,mean/maxabsoluteOHLCbp,materialdaycount>.01bp;only24hourdays. [{"offset":4,"n":363,"mean_bp":93.14599928822902,"max_bp":890.7877710063839,"material_days":363},{"offset":5,"n":363,"mean_bp":106.37713845159784,"max_bp":914.4264078559372,"material_days":363},{"offset":6,"n":363,"mean_bp":114.3550543580472,"max_bp":928.2759311746692,"material_days":363},{"offset":7,"n":363,"mean_bp":123.60991872277924,"max_bp":944.6856362802237,"material_days":363},{"offset":8,"n":363,"mean_bp":135.49008110723938,"max_bp":917.355741795437,"material_days":363},{"offset":9,"n":364,"mean_bp":144.1453556058216,"max_bp":1125.4769444226865,"material_days":364},{"offset":10,"n":364,"mean_bp":150.49333948748568,"max_bp":1057.2221414105243,"material_days":364},{"offset":11,"n":364,"mean_bp":157.75288249899566,"max_bp":1067.8197542102862,"material_days":364}] https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep10comparison;offset_hours,mean/maxabsoluteOHLCbp,materialdaycount>.01bp;only24hourdays. [{"offset":-4,"n":364,"mean_bp":82.8540651067071,"max_bp":1804.3340000306919,"material_days":364},{"offset":-3,"n":364,"mean_bp":67.09257368580042,"max_bp":1209.370000029144,"material_days":364},{"offset":-2,"n":364,"mean_bp":51.618255910317714,"max_bp":1014.046426221924,"material_days":364},{"offset":-1,"n":364,"mean_bp":32.36730494816142,"max_bp":1014.046426221924,"material_days":364},{"offset":0,"n":363,"mean_bp":3.8236361301027886,"max_bp":1014.046426221924,"material_days":203},{"offset":1,"n":363,"mean_bp":43.21947152825675,"max_bp":1014.046426221924,"material_days":363},{"offset":2,"n":363,"mean_bp":62.81990575652945,"max_bp":928.5283956081803,"material_days":363},{"offset":3,"n":363,"mean_bp":80.26447080106156,"max_bp":914.0685390363324,"material_days":363}] https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep10comparison;offset_hours,mean/maxabsoluteOHLCbp,materialdaycount>.01bp;only24hourdays. [{"offset":-12,"n":364,"mean_bp":226.60225279285154,"max_bp":2581.6142857207124,"material_days":364},{"offset":-11,"n":364,"mean_bp":216.09395904522447,"max_bp":2581.6142857207124,"material_days":364},{"offset":-10,"n":364,"mean_bp":202.40790428891682,"max_bp":2581.6142857207124,"material_days":364},{"offset":-9,"n":364,"mean_bp":182.86487545906402,"max_bp":2581.6142857207124,"material_days":364},{"offset":-8,"n":364,"mean_bp":153.44158713119316,"max_bp":2127.655000031532,"material_days":364},{"offset":-7,"n":364,"mean_bp":135.62835739009157,"max_bp":2127.655000031532,"material_days":364},{"offset":-6,"n":364,"mean_bp":113.08391113340893,"max_bp":2116.1130000315034,"material_days":364},{"offset":-5,"n":364,"mean_bp":100.93315615144482,"max_bp":2000.2000000312025,"material_days":364}] https://runway.adityaperswal.workers.dev/data/crypto-bars

ReadSep10~04:07. EmpiricalsplitJuly13chosenafterseeingseries,notprospectivetradingthreshold;full24hourdays. {"pre20250713":{"n":285,"mean_signed_bp":-0.043191490285195394,"min_bp":-11.52409295257506,"max_bp":9.85729327687812,"positive":143,"negative":142,"zero":0},"post20250713":{"n":421,"mean_signed_bp":0,"min_bp":0,"max_bp":0,"positive":0,"negative":0,"zero":421}} July12control {"daily_close":160.618,"last_minute":{"c":160.76,"h":160.76,"l":160.618,"n":0,"o":160.618,"t":"2025-07-12T23:59:00Z","v":0,"vw":160.689},"daily_close_matched_fields":{"o":["2025-07-12T23:59:00Z"],"h":[],"l":["2025-07-12T23:59:00Z"],"c":[]}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep10audit;OHLo1bp dates ["2025-02-27","2025-07-11","2025-11-23","2025-11-26","2025-11-29","2025-12-02","2025-12-03","2025-12-07","2025-12-08","2025-12-13","2025-12-14","2025-12-18"];volumeover1%dates ["2025-11-23","2025-11-26","2025-11-29","2025-12-02","2025-12-03","2025-12-08","2025-12-13","2025-12-14","2025-12-18","2026-03-12","2026-04-08","2026-04-10"];2025monthlyclosematerialcount {"1":31,"2":28,"3":31,"4":30,"5":31,"6":30,"7":12,"8":0,"9":0,"10":0,"11":0,"12":1} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep10comparison;offset_hours,mean/maxabsoluteOHLCbp,materialdaycount>.01bp;only24hourdays. [{"offset":4,"n":364,"mean_bp":76.25238081796685,"max_bp":2205.669382792226,"material_days":364},{"offset":5,"n":364,"mean_bp":83.67056921166146,"max_bp":2205.669382792226,"material_days":364},{"offset":6,"n":364,"mean_bp":90.49881118935521,"max_bp":2205.669382792226,"material_days":364},{"offset":7,"n":364,"mean_bp":108.81139707779963,"max_bp":8137.614044849682,"material_days":364},{"offset":8,"n":364,"mean_bp":118.68394017748894,"max_bp":8452.171942528854,"material_days":364},{"offset":9,"n":364,"mean_bp":128.361110576961,"max_bp":8699.090002044146,"material_days":364},{"offset":10,"n":364,"mean_bp":133.44409275431136,"max_bp":8699.090002044146,"material_days":364},{"offset":11,"n":364,"mean_bp":137.46262676495786,"max_bp":8699.090002044146,"material_days":364}] https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep10comparison;offset_hours,mean/maxabsoluteOHLCbp,materialdaycount>.01bp;only24hourdays. [{"offset":-4,"n":364,"mean_bp":75.14515759927727,"max_bp":1278.4775461592756,"material_days":364},{"offset":-3,"n":364,"mean_bp":59.31546908574925,"max_bp":990.2225772173923,"material_days":364},{"offset":-2,"n":364,"mean_bp":43.24803716803172,"max_bp":751.644585718364,"material_days":364},{"offset":-1,"n":364,"mean_bp":25.250256505445048,"max_bp":732.2282511971723,"material_days":364},{"offset":0,"n":364,"mean_bp":2.6504900514831977,"max_bp":732.7398173096411,"material_days":203},{"offset":1,"n":364,"mean_bp":36.53843387766926,"max_bp":745.5041368149617,"material_days":364},{"offset":2,"n":364,"mean_bp":52.594968193297454,"max_bp":1328.2292884704439,"material_days":364},{"offset":3,"n":364,"mean_bp":66.16837439966858,"max_bp":2205.669382792226,"material_days":364}] https://runway.adityaperswal.workers.dev/data/crypto-bars