Notes

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"ETH","source":"hourly","slow":50,"year":2026,"slip":0.001,"return":-54.335993,"drawdown":54.69618,"n":111,"win_rate":8.108108,"avg_win":0.648391,"avg_loss":0.812769,"mean":-0.694297,"ci":[-0.978429,-0.48316],"quarter_kelly":0,"exposure_bars":1068},{"s":"ETH","source":"hourly","slow":50,"year":2026,"slip":0.002,"return":-63.427014,"drawdown":63.679245,"n":111,"win_rate":5.405405,"avg_win":0.736232,"avg_loss":0.985793,"mean":-0.89271,"ci":[-1.175469,-0.683582],"quarter_kelly":0,"exposure_bars":1068},{"s":"ETH","source":"hourly","slow":60,"year":2025,"slip":0.001,"return":-61.703127,"drawdown":65.817354,"n":136,"win_rate":21.323529,"avg_win":0.656526,"avg_loss":1.057102,"mean":-0.691696,"ci":[-0.95217,-0.461739],"quarter_kelly":0,"exposure_bars":1743}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"ETH","source":"hourly","slow":40,"year":2026,"slip":0.002,"return":-66.059234,"drawdown":66.293312,"n":126,"win_rate":7.142857,"avg_win":0.743676,"avg_loss":0.967331,"mean":-0.845116,"ci":[-1.09305,-0.64499],"quarter_kelly":0,"exposure_bars":1283},{"s":"ETH","source":"hourly","slow":50,"year":2025,"slip":0.001,"return":-52.538782,"drawdown":57.59017,"n":118,"win_rate":24.576271,"avg_win":0.694902,"avg_loss":1.047602,"mean":-0.61936,"ci":[-0.883914,-0.376331],"quarter_kelly":0,"exposure_bars":1612},{"s":"ETH","source":"hourly","slow":50,"year":2025,"slip":0.002,"return":-62.516068,"drawdown":66.471993,"n":118,"win_rate":20.338983,"avg_win":0.621003,"avg_loss":1.185308,"mean":-0.817923,"ci":[-1.078899,-0.583414],"quarter_kelly":0,"exposure_bars":1612}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"ETH","source":"hourly","slow":40,"year":2025,"slip":0.001,"return":-51.443615,"drawdown":54.304869,"n":119,"win_rate":26.05042,"avg_win":0.689496,"avg_loss":1.047089,"mean":-0.594702,"ci":[-0.87826,-0.352298],"quarter_kelly":0,"exposure_bars":1585},{"s":"ETH","source":"hourly","slow":40,"year":2025,"slip":0.002,"return":-61.727748,"drawdown":63.946479,"n":119,"win_rate":21.848739,"avg_win":0.606065,"avg_loss":1.184538,"mean":-0.793314,"ci":[-1.058917,-0.546819],"quarter_kelly":0,"exposure_bars":1585},{"s":"ETH","source":"hourly","slow":40,"year":2026,"slip":0.001,"return":-56.33192,"drawdown":56.676363,"n":126,"win_rate":11.111111,"avg_win":0.628586,"avg_loss":0.806007,"mean":-0.646608,"ci":[-0.903575,-0.443526],"quarter_kelly":0,"exposure_bars":1283}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"ETH","source":"reconstructed","slow":60,"year":2025,"slip":0.002,"return":8.026266,"drawdown":26.419534,"n":19,"win_rate":47.368421,"avg_win":5.300394,"avg_loss":3.610495,"mean":0.610453,"ci":[-2.107679,3.813944],"quarter_kelly":0.028793,"exposure_bars":63},{"s":"ETH","source":"reconstructed","slow":60,"year":2026,"slip":0.001,"return":-11.264513,"drawdown":17.165048,"n":12,"win_rate":50,"avg_win":1.483666,"avg_loss":3.318307,"mean":-0.917321,"ci":[-3.214448,0.974866],"quarter_kelly":0,"exposure_bars":35},{"s":"ETH","source":"reconstructed","slow":60,"year":2026,"slip":0.002,"return":-13.368817,"drawdown":17.847494,"n":12,"win_rate":50,"avg_win":1.280901,"avg_loss":3.511477,"mean":-1.115288,"ci":[-3.521218,0.717363],"quarter_kelly":0,"exposure_bars":35}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"ETH","source":"reconstructed","slow":50,"year":2026,"slip":0.001,"return":-3.418903,"drawdown":14.50495,"n":14,"win_rate":57.142857,"avg_win":2.197373,"avg_loss":3.318307,"mean":-0.166489,"ci":[-2.324522,1.710762],"quarter_kelly":0,"exposure_bars":39},{"s":"ETH","source":"reconstructed","slow":50,"year":2026,"slip":0.002,"return":-6.085671,"drawdown":15.124605,"n":14,"win_rate":57.142857,"avg_win":1.993182,"avg_loss":3.511477,"mean":-0.365957,"ci":[-2.567123,1.482204],"quarter_kelly":0,"exposure_bars":39},{"s":"ETH","source":"reconstructed","slow":60,"year":2025,"slip":0.001,"return":12.210266,"drawdown":25.680036,"n":19,"win_rate":47.368421,"avg_win":5.511206,"avg_loss":3.417522,"mean":0.811875,"ci":[-1.900743,3.910524],"quarter_kelly":0.036828,"exposure_bars":63}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"ETH","source":"reconstructed","slow":40,"year":2026,"slip":0.002,"return":3.196825,"drawdown":11.739565,"n":17,"win_rate":64.705882,"avg_win":1.733964,"avg_loss":2.503552,"mean":0.23837,"ci":[-1.429609,1.595229],"quarter_kelly":0.034368,"exposure_bars":44},{"s":"ETH","source":"reconstructed","slow":50,"year":2025,"slip":0.001,"return":14.298593,"drawdown":25.680036,"n":19,"win_rate":52.631579,"avg_win":5.147839,"avg_loss":3.787318,"mean":0.915396,"ci":[-1.781924,4.196985],"quarter_kelly":0.044455,"exposure_bars":66},{"s":"ETH","source":"reconstructed","slow":50,"year":2025,"slip":0.002,"return":10.036725,"drawdown":26.419534,"n":19,"win_rate":52.631579,"avg_win":4.937753,"avg_loss":3.979551,"mean":0.713767,"ci":[-2.026324,4.008546],"quarter_kelly":0.036138,"exposure_bars":66}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"ETH","source":"reconstructed","slow":40,"year":2025,"slip":0.001,"return":20.457449,"drawdown":25.680036,"n":18,"win_rate":55.555556,"avg_win":5.147839,"avg_loss":3.621621,"mean":1.250301,"ci":[-1.58259,4.565656],"quarter_kelly":0.06072,"exposure_bars":61},{"s":"ETH","source":"reconstructed","slow":40,"year":2025,"slip":0.002,"return":16.198099,"drawdown":26.419534,"n":18,"win_rate":55.555556,"avg_win":4.937753,"avg_loss":3.814186,"mean":1.048002,"ci":[-1.749947,4.321784],"quarter_kelly":0.053061,"exposure_bars":61},{"s":"ETH","source":"reconstructed","slow":40,"year":2026,"slip":0.001,"return":6.765855,"drawdown":11.538744,"n":17,"win_rate":64.705882,"avg_win":1.937636,"avg_loss":2.308364,"mean":0.439048,"ci":[-1.255863,1.80398],"quarter_kelly":0.056647,"exposure_bars":44}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"ETH","source":"daily","slow":60,"year":2025,"slip":0.002,"return":8.026266,"drawdown":26.419534,"n":19,"win_rate":47.368421,"avg_win":5.300394,"avg_loss":3.610495,"mean":0.610453,"ci":[-2.074908,3.811448],"quarter_kelly":0.028793,"exposure_bars":63},{"s":"ETH","source":"daily","slow":60,"year":2026,"slip":0.001,"return":-3.702542,"drawdown":11.538744,"n":18,"win_rate":61.111111,"avg_win":1.653318,"avg_loss":2.986801,"mean":-0.151173,"ci":[-1.877315,1.190749],"quarter_kelly":0,"exposure_bars":51},{"s":"ETH","source":"daily","slow":60,"year":2026,"slip":0.002,"return":-7.1076,"drawdown":11.909971,"n":18,"win_rate":61.111111,"avg_win":1.450214,"avg_loss":3.180634,"mean":-0.350671,"ci":[-2.019258,0.978533],"quarter_kelly":0,"exposure_bars":51}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"ETH","source":"daily","slow":50,"year":2026,"slip":0.001,"return":-0.394943,"drawdown":14.378429,"n":21,"win_rate":57.142857,"avg_win":2.005239,"avg_loss":2.579363,"mean":0.040409,"ci":[-1.477896,1.36081],"quarter_kelly":0.005038,"exposure_bars":60},{"s":"ETH","source":"daily","slow":50,"year":2026,"slip":0.002,"return":-4.49173,"drawdown":14.743488,"n":21,"win_rate":57.142857,"avg_win":1.801431,"avg_loss":2.77401,"mean":-0.159472,"ci":[-1.710006,1.191187],"quarter_kelly":0,"exposure_bars":60},{"s":"ETH","source":"daily","slow":60,"year":2025,"slip":0.001,"return":12.210266,"drawdown":25.680036,"n":19,"win_rate":47.368421,"avg_win":5.511206,"avg_loss":3.417522,"mean":0.811875,"ci":[-1.839671,4.109536],"quarter_kelly":0.036828,"exposure_bars":63}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"ETH","source":"daily","slow":40,"year":2026,"slip":0.002,"return":1.598638,"drawdown":15.008376,"n":20,"win_rate":60,"avg_win":1.688697,"avg_loss":2.215371,"mean":0.12707,"ci":[-1.271042,1.289891],"quarter_kelly":0.018812,"exposure_bars":56},{"s":"ETH","source":"daily","slow":50,"year":2025,"slip":0.001,"return":14.298593,"drawdown":25.680036,"n":19,"win_rate":52.631579,"avg_win":5.147839,"avg_loss":3.787318,"mean":0.915396,"ci":[-1.817414,4.123667],"quarter_kelly":0.044455,"exposure_bars":66},{"s":"ETH","source":"daily","slow":50,"year":2025,"slip":0.002,"return":10.036725,"drawdown":26.419534,"n":19,"win_rate":52.631579,"avg_win":4.937753,"avg_loss":3.979551,"mean":0.713767,"ci":[-2.069585,3.832369],"quarter_kelly":0.036138,"exposure_bars":66}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"ETH","source":"daily","slow":40,"year":2025,"slip":0.001,"return":20.457449,"drawdown":25.680036,"n":18,"win_rate":55.555556,"avg_win":5.147839,"avg_loss":3.621621,"mean":1.250301,"ci":[-1.597327,4.613706],"quarter_kelly":0.06072,"exposure_bars":61},{"s":"ETH","source":"daily","slow":40,"year":2025,"slip":0.002,"return":16.198099,"drawdown":26.419534,"n":18,"win_rate":55.555556,"avg_win":4.937753,"avg_loss":3.814186,"mean":1.048002,"ci":[-1.827045,4.349284],"quarter_kelly":0.053061,"exposure_bars":61},{"s":"ETH","source":"daily","slow":40,"year":2026,"slip":0.001,"return":5.744967,"drawdown":14.378429,"n":20,"win_rate":60,"avg_win":1.892279,"avg_loss":2.019606,"mean":0.327525,"ci":[-1.117707,1.52967],"quarter_kelly":0.043271,"exposure_bars":56}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"BTC","source":"hourly","slow":60,"year":2025,"slip":0.002,"return":-61.488889,"drawdown":61.926811,"n":117,"win_rate":11.111111,"avg_win":0.499808,"avg_loss":0.968527,"mean":-0.805378,"ci":[-1.034154,-0.621686],"quarter_kelly":0,"exposure_bars":1312},{"s":"BTC","source":"hourly","slow":60,"year":2026,"slip":0.001,"return":-45.535745,"drawdown":45.535745,"n":85,"win_rate":10.588235,"avg_win":0.20621,"avg_loss":0.815204,"mean":-0.707054,"ci":[-0.940527,-0.510042],"quarter_kelly":0,"exposure_bars":1063},{"s":"BTC","source":"hourly","slow":60,"year":2026,"slip":0.002,"return":-54.050443,"drawdown":54.050443,"n":85,"win_rate":3.529412,"avg_win":0.244984,"avg_loss":0.947531,"mean":-0.905442,"ci":[-1.127542,-0.715441],"quarter_kelly":0,"exposure_bars":1063}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"BTC","source":"hourly","slow":50,"year":2026,"slip":0.001,"return":-51.377909,"drawdown":51.377909,"n":109,"win_rate":9.174312,"avg_win":0.260183,"avg_loss":0.748068,"mean":-0.655568,"ci":[-0.835405,-0.514303],"quarter_kelly":0,"exposure_bars":1040},{"s":"BTC","source":"hourly","slow":50,"year":2026,"slip":0.002,"return":-60.90176,"drawdown":60.90176,"n":109,"win_rate":3.669725,"avg_win":0.30773,"avg_loss":0.898317,"mean":-0.854059,"ci":[-1.026838,-0.711759],"quarter_kelly":0,"exposure_bars":1040},{"s":"BTC","source":"hourly","slow":60,"year":2025,"slip":0.001,"return":-51.33562,"drawdown":51.985125,"n":117,"win_rate":18.803419,"avg_win":0.452921,"avg_loss":0.852197,"mean":-0.60679,"ci":[-0.841169,-0.42087],"quarter_kelly":0,"exposure_bars":1312}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"BTC","source":"hourly","slow":40,"year":2026,"slip":0.002,"return":-62.975278,"drawdown":62.975278,"n":118,"win_rate":5.932203,"avg_win":0.322304,"avg_loss":0.907802,"mean":-0.83483,"ci":[-1.000807,-0.701539],"quarter_kelly":0,"exposure_bars":1162},{"s":"BTC","source":"hourly","slow":50,"year":2025,"slip":0.001,"return":-55.637342,"drawdown":57.169632,"n":133,"win_rate":17.293233,"avg_win":0.438338,"avg_loss":0.820174,"mean":-0.602537,"ci":[-0.813417,-0.428116],"quarter_kelly":0,"exposure_bars":1261},{"s":"BTC","source":"hourly","slow":50,"year":2025,"slip":0.002,"return":-65.998744,"drawdown":66.936119,"n":133,"win_rate":9.774436,"avg_win":0.499808,"avg_loss":0.942069,"mean":-0.801133,"ci":[-1.011039,-0.630193],"quarter_kelly":0,"exposure_bars":1261}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"BTC","source":"hourly","slow":40,"year":2025,"slip":0.001,"return":-57.954624,"drawdown":59.546457,"n":140,"win_rate":16.428571,"avg_win":0.446399,"avg_loss":0.818729,"mean":-0.610887,"ci":[-0.799014,-0.451071],"quarter_kelly":0,"exposure_bars":1325},{"s":"BTC","source":"hourly","slow":40,"year":2025,"slip":0.002,"return":-68.22281,"drawdown":69.143473,"n":140,"win_rate":10,"avg_win":0.474432,"avg_loss":0.952122,"mean":-0.809467,"ci":[-1.001525,-0.651455],"quarter_kelly":0,"exposure_bars":1325},{"s":"BTC","source":"hourly","slow":40,"year":2026,"slip":0.001,"return":-53.120223,"drawdown":53.120223,"n":118,"win_rate":11.016949,"avg_win":0.31779,"avg_loss":0.754426,"mean":-0.6363,"ci":[-0.811843,-0.499452],"quarter_kelly":0,"exposure_bars":1162}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"BTC","source":"reconstructed","slow":60,"year":2025,"slip":0.002,"return":-9.835504,"drawdown":17.622287,"n":21,"win_rate":57.142857,"avg_win":0.951225,"avg_loss":2.359114,"mean":-0.467492,"ci":[-1.453153,0.400235],"quarter_kelly":0,"exposure_bars":52},{"s":"BTC","source":"reconstructed","slow":60,"year":2026,"slip":0.001,"return":-12.466427,"drawdown":14.093683,"n":13,"win_rate":46.153846,"avg_win":1.104799,"avg_loss":2.776552,"mean":-0.985159,"ci":[-2.398877,0.407487],"quarter_kelly":0,"exposure_bars":42},{"s":"BTC","source":"reconstructed","slow":60,"year":2026,"slip":0.002,"return":-14.712974,"drawdown":15.878783,"n":13,"win_rate":30.769231,"avg_win":1.413879,"avg_loss":2.337156,"mean":-1.182992,"ci":[-2.581467,0.196207],"quarter_kelly":0,"exposure_bars":42}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"BTC","source":"reconstructed","slow":50,"year":2026,"slip":0.001,"return":-9.891958,"drawdown":11.567073,"n":14,"win_rate":42.857143,"avg_win":1.040062,"avg_loss":2.027613,"mean":-0.712896,"ci":[-1.99092,0.48198],"quarter_kelly":0,"exposure_bars":39},{"s":"BTC","source":"reconstructed","slow":50,"year":2026,"slip":0.002,"return":-12.379994,"drawdown":13.577693,"n":14,"win_rate":28.571429,"avg_win":1.316967,"avg_loss":1.802567,"mean":-0.911272,"ci":[-2.205749,0.305272],"quarter_kelly":0,"exposure_bars":39},{"s":"BTC","source":"reconstructed","slow":60,"year":2025,"slip":0.001,"return":-5.967936,"drawdown":16.29364,"n":21,"win_rate":66.666667,"avg_win":1.010305,"avg_loss":2.825291,"mean":-0.268227,"ci":[-1.248104,0.612809],"quarter_kelly":0,"exposure_bars":52}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"BTC","source":"reconstructed","slow":40,"year":2026,"slip":0.002,"return":-9.356082,"drawdown":11.896036,"n":14,"win_rate":42.857143,"avg_win":0.978797,"avg_loss":1.907963,"mean":-0.67078,"ci":[-1.954918,0.502251],"quarter_kelly":0,"exposure_bars":38},{"s":"BTC","source":"reconstructed","slow":50,"year":2025,"slip":0.001,"return":-4.325501,"drawdown":17.15532,"n":20,"win_rate":65,"avg_win":1.060627,"avg_loss":2.533264,"mean":-0.197235,"ci":[-1.205686,0.680623],"quarter_kelly":0,"exposure_bars":51},{"s":"BTC","source":"reconstructed","slow":50,"year":2025,"slip":0.002,"return":-8.076961,"drawdown":18.633187,"n":20,"win_rate":55,"avg_win":1.023554,"avg_loss":2.132436,"mean":-0.396641,"ci":[-1.386046,0.521409],"quarter_kelly":0,"exposure_bars":51}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"BTC","source":"reconstructed","slow":40,"year":2025,"slip":0.001,"return":-3.497706,"drawdown":17.190327,"n":20,"win_rate":70,"avg_win":1.049715,"avg_loss":2.954942,"mean":-0.151682,"ci":[-1.175671,0.77949],"quarter_kelly":0,"exposure_bars":48},{"s":"BTC","source":"reconstructed","slow":40,"year":2025,"slip":0.002,"return":-7.281623,"drawdown":18.504742,"n":20,"win_rate":60,"avg_win":0.997112,"avg_loss":2.373617,"mean":-0.351179,"ci":[-1.366135,0.561061],"quarter_kelly":0,"exposure_bars":48},{"s":"BTC","source":"reconstructed","slow":40,"year":2026,"slip":0.001,"return":-6.78218,"drawdown":10.385596,"n":14,"win_rate":57.142857,"avg_win":0.905862,"avg_loss":2.308969,"mean":-0.471923,"ci":[-1.755582,0.68724],"quarter_kelly":0,"exposure_bars":38}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"BTC","source":"daily","slow":60,"year":2025,"slip":0.002,"return":-15.30884,"drawdown":22.579343,"n":29,"win_rate":55.172414,"avg_win":0.942232,"avg_loss":2.376847,"mean":-0.545631,"ci":[-1.423009,0.245007],"quarter_kelly":0,"exposure_bars":71},{"s":"BTC","source":"daily","slow":60,"year":2026,"slip":0.001,"return":-6.684647,"drawdown":8.529747,"n":18,"win_rate":50,"avg_win":1.558859,"avg_loss":2.257354,"mean":-0.349248,"ci":[-1.600242,0.82781],"quarter_kelly":0,"exposure_bars":49},{"s":"BTC","source":"daily","slow":60,"year":2026,"slip":0.002,"return":-9.984258,"drawdown":11.212829,"n":18,"win_rate":44.444444,"avg_win":1.549061,"avg_loss":2.22628,"mean":-0.548351,"ci":[-1.770285,0.658971],"quarter_kelly":0,"exposure_bars":49}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"BTC","source":"daily","slow":50,"year":2026,"slip":0.001,"return":-5.001866,"drawdown":12.380268,"n":19,"win_rate":47.368421,"avg_win":1.5157,"avg_loss":1.820506,"mean":-0.240198,"ci":[-1.307229,0.866719],"quarter_kelly":0,"exposure_bars":50},{"s":"BTC","source":"daily","slow":50,"year":2026,"slip":0.002,"return":-8.544075,"drawdown":12.817144,"n":19,"win_rate":42.105263,"avg_win":1.500605,"avg_loss":1.850517,"mean":-0.439519,"ci":[-1.525243,0.635117],"quarter_kelly":0,"exposure_bars":50},{"s":"BTC","source":"daily","slow":60,"year":2025,"slip":0.001,"return":-10.251496,"drawdown":20.06181,"n":29,"win_rate":65.517241,"avg_win":0.988522,"avg_loss":2.883108,"mean":-0.346523,"ci":[-1.246542,0.425526],"quarter_kelly":0,"exposure_bars":71}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"BTC","source":"daily","slow":40,"year":2026,"slip":0.002,"return":-5.957427,"drawdown":12.817144,"n":17,"win_rate":47.058824,"avg_win":1.500605,"avg_loss":1.954859,"mean":-0.328758,"ci":[-1.518697,0.819332],"quarter_kelly":0,"exposure_bars":44},{"s":"BTC","source":"daily","slow":50,"year":2025,"slip":0.001,"return":-9.667911,"drawdown":21.737254,"n":26,"win_rate":65.384615,"avg_win":0.957942,"avg_loss":2.861942,"mean":-0.364326,"ci":[-1.270288,0.435343],"quarter_kelly":0,"exposure_bars":64},{"s":"BTC","source":"daily","slow":50,"year":2025,"slip":0.002,"return":-14.245151,"drawdown":24.050273,"n":26,"win_rate":53.846154,"avg_win":0.927385,"avg_loss":2.302646,"mean":-0.563399,"ci":[-1.460963,0.251083],"quarter_kelly":0,"exposure_bars":64}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"BTC","source":"daily","slow":40,"year":2025,"slip":0.001,"return":-4.849406,"drawdown":18.500148,"n":26,"win_rate":69.230769,"avg_win":0.955159,"avg_loss":2.69441,"mean":-0.167785,"ci":[-1.07019,0.592237],"quarter_kelly":0,"exposure_bars":61},{"s":"BTC","source":"daily","slow":40,"year":2025,"slip":0.002,"return":-9.670805,"drawdown":20.559996,"n":26,"win_rate":57.692308,"avg_win":0.912643,"avg_loss":2.112559,"mean":-0.367251,"ci":[-1.248185,0.400514],"quarter_kelly":0,"exposure_bars":61},{"s":"BTC","source":"daily","slow":40,"year":2026,"slip":0.001,"return":-2.704994,"drawdown":12.380268,"n":17,"win_rate":52.941176,"avg_win":1.5157,"avg_loss":1.979746,"mean":-0.129216,"ci":[-1.383326,1.03665],"quarter_kelly":0,"exposure_bars":44}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

Sep10~04:02-04:04 downloads BTC/ETH/SOL hourly82/75/81pages for17015/17015/17010rawrows;inclusiveSep10midnight removed leaving17014/17014/17009. Daily710raw709complete. One own trade#10BTC81614.8->81548.7,137.2644226836USD,Sep3 19:42:24–20:30:20 forced liquidation;not a normal signal exit,not enough to estimate stop/target odds or execution slippage. Suppliedcontext235.86cash,850.99equity,212.75positioncap,8.5099USDmaxplannedloss,10crypto minimum. No holdings/queuedorders. https://runway.adityaperswal.workers.dev/data/crypto-bars ; query_trades fund=crypto

MeasuredSep10~04:05UTC;periodDec2 2025UTC. Coinbase separate venue controls price plausibility,not exactAlpacaexecution. {"minute_n":1355,"minute_agg":{"o":126.67,"h":141.1,"l":124.3,"c":138.69,"v":258.69199220400003},"hourly_volume":258.691992204,"daily":{"c":138.69,"h":140.695,"l":138.327,"n":47,"o":139.716,"v":50.969783412,"vw":139.5015664093},"open_matching_minutes":[],"tail_candidates":[],"repeated_daily_identical":true,"repeated_hourly_identical":true,"coinbase":{"o":126.65,"h":140.93,"l":126,"c":138.7,"v":1423721.1713419904},"open_vs_coinbase_bp":{"daily":1031.6620607974735,"hourly":1.5791551519939162}} https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://api.exchange.coinbase.com/products/SOL-USD/candles