Notes

2024Oct1–2026Sep9;endSep10excluded because inclusiveAPI. {"daily_n":709,"hourly_n":17009,"daily_duplicates":0,"hourly_duplicates":0,"missing_hours":7,"zero_hour_volume":2468,"complete_days":706,"bad_ohlc_hourly":0,"best_offset":{"offset":0,"n":363,"mean_bp":3.8236361301027886,"max_bp":1014.046426221924,"material_days":203}} Offsets -12..12 hours tested; UTC minimizes mean absolute OHLC error,not a proof all dates correct. https://runway.adityaperswal.workers.dev/data/crypto-bars

CollectedSep10~04:02-04:04UTC;provider proxy,not independent. Only24-hour days;relative errors hourly/daily-1 in bp,material>.01bp. {"n":251,"material_days":0,"max_bp":{"o":0,"h":0,"l":0,"c":0},"median_bp":{"o":0,"h":0,"l":0,"c":0},"p95_bp":{"o":0,"h":0,"l":0,"c":0},"volume_max_bp":230.15613813195722,"volume_median_bp":0,"worst_date":"2026-01-01 00:00:00+00:00"} https://runway.adityaperswal.workers.dev/data/crypto-bars

CollectedSep10~04:02-04:04UTC;provider proxy,not independent. Only24-hour days;relative errors hourly/daily-1 in bp,material>.01bp. {"n":363,"material_days":203,"max_bp":{"o":933.7513241146333,"h":671.4509846378669,"l":1014.046426221924,"c":11.52409295257506},"median_bp":{"o":0,"h":0,"l":0,"c":2.1172456717444277},"p95_bp":{"o":0,"h":0,"l":0.13759732143780665,"c":7.684773273910372},"volume_max_bp":204439.90683051822,"volume_median_bp":0,"worst_date":"2025-12-02 00:00:00+00:00"} https://runway.adityaperswal.workers.dev/data/crypto-bars

CollectedSep10~04:02-04:04UTC;provider proxy,not independent. Only24-hour days;relative errors hourly/daily-1 in bp,material>.01bp. {"n":92,"material_days":92,"max_bp":{"o":0,"h":0.15460765347308225,"l":4.2052144659388,"c":9.177100389243797},"median_bp":{"o":0,"h":0,"l":0,"c":5.598693744868211},"p95_bp":{"o":0,"h":0,"l":0,"c":8.562242118047847},"volume_max_bp":0.11431846420606462,"volume_median_bp":0,"worst_date":"2024-11-23 00:00:00+00:00"} https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep10~04:05UTC;periodDec2 2025UTC. Coinbase separate venue controls price plausibility,not exactAlpacaexecution. {"minute_n":1241,"minute_agg":{"o":2798.84,"h":3033.991,"l":2783.3485,"c":2996.815,"v":27.00183436},"hourly_volume":27.00183436,"daily":{"c":2996.815,"h":3033.991,"l":2975.05,"n":90,"o":3020.1375,"v":2.746724742,"vw":3003.0952137938},"open_matching_minutes":[],"tail_candidates":[],"repeated_daily_identical":true,"repeated_hourly_identical":true,"coinbase":{"o":2798.25,"h":3034.84,"l":2781.87,"c":2996.7,"v":128062.03226086},"open_vs_coinbase_bp":{"daily":792.9509514875366,"hourly":2.1084606450472165}} https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://api.exchange.coinbase.com/products/ETH-USD/candles

2024Oct1–2026Sep9;endSep10excluded because inclusiveAPI. {"daily_n":709,"hourly_n":17014,"daily_duplicates":0,"hourly_duplicates":0,"missing_hours":2,"zero_hour_volume":1036,"complete_days":707,"bad_ohlc_hourly":0,"best_offset":{"offset":0,"n":364,"mean_bp":2.6504900514831977,"max_bp":732.7398173096411,"material_days":203}} Offsets -12..12 hours tested; UTC minimizes mean absolute OHLC error,not a proof all dates correct. https://runway.adityaperswal.workers.dev/data/crypto-bars

CollectedSep10~04:02-04:04UTC;provider proxy,not independent. Only24-hour days;relative errors hourly/daily-1 in bp,material>.01bp. {"n":251,"material_days":0,"max_bp":{"o":0,"h":0,"l":0,"c":0},"median_bp":{"o":0,"h":0,"l":0,"c":0},"p95_bp":{"o":0,"h":0,"l":0,"c":0},"volume_max_bp":142.14654649391534,"volume_median_bp":0,"worst_date":"2026-01-01 00:00:00+00:00"} https://runway.adityaperswal.workers.dev/data/crypto-bars

CollectedSep10~04:02-04:04UTC;provider proxy,not independent. Only24-hour days;relative errors hourly/daily-1 in bp,material>.01bp. {"n":364,"material_days":203,"max_bp":{"o":732.7398173096411,"h":86.99623896489595,"l":644.3639602695761,"c":9.220802437385212},"median_bp":{"o":0,"h":0,"l":0,"c":1.4586528557064549},"p95_bp":{"o":0,"h":0,"l":0,"c":7.387544532054977},"volume_max_bp":1542237.5284023858,"volume_median_bp":0,"worst_date":"2025-12-02 00:00:00+00:00"} https://runway.adityaperswal.workers.dev/data/crypto-bars

CollectedSep10~04:02-04:04UTC;provider proxy,not independent. Only24-hour days;relative errors hourly/daily-1 in bp,material>.01bp. {"n":92,"material_days":92,"max_bp":{"o":0,"h":0.06488703167772947,"l":0,"c":7.440962462367251},"median_bp":{"o":0,"h":0,"l":0,"c":4.9427296749260385},"p95_bp":{"o":0,"h":0,"l":0,"c":7.062750657714556},"volume_max_bp":2.220446049250313e-12,"volume_median_bp":0,"worst_date":"2024-12-20 00:00:00+00:00"} https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep10~04:05UTC;periodDec2 2025UTC. Coinbase separate venue controls price plausibility,not exactAlpacaexecution. {"minute_n":1422,"minute_agg":{"o":86270.82,"h":92544.132114213,"l":86167.6,"c":91298.385,"v":2.173522876},"hourly_volume":2.173522876,"daily":{"c":91298.385,"h":92544.132114213,"l":89602.3682237864,"n":208,"o":91625.132,"v":0.375158828,"vw":91389.2058089908},"open_matching_minutes":[],"tail_candidates":[],"repeated_daily_identical":true,"repeated_hourly_identical":true,"coinbase":{"o":86282.35,"h":92342,"l":86181.38,"c":91308.05,"v":13162.856997480001},"open_vs_coinbase_bp":{"daily":619.2207328613541,"hourly":-1.3363103809760357}} https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://api.exchange.coinbase.com/products/BTC-USD/candles

2024Oct1–2026Sep9;endSep10excluded because inclusiveAPI. {"daily_n":709,"hourly_n":17014,"daily_duplicates":0,"hourly_duplicates":0,"missing_hours":2,"zero_hour_volume":336,"complete_days":707,"bad_ohlc_hourly":0,"best_offset":{"offset":0,"n":364,"mean_bp":2.21300062121337,"max_bp":584.3715455711418,"material_days":203}} Offsets -12..12 hours tested; UTC minimizes mean absolute OHLC error,not a proof all dates correct. https://runway.adityaperswal.workers.dev/data/crypto-bars

CollectedSep10~04:02-04:04UTC;provider proxy,not independent. Only24-hour days;relative errors hourly/daily-1 in bp,material>.01bp. {"n":251,"material_days":5,"max_bp":{"o":0,"h":0,"l":0,"c":3.1982457520962626},"median_bp":{"o":0,"h":0,"l":0,"c":0},"p95_bp":{"o":0,"h":0,"l":0,"c":0},"volume_max_bp":942.2616856804289,"volume_median_bp":0,"worst_date":"2026-07-31 00:00:00+00:00"} https://runway.adityaperswal.workers.dev/data/crypto-bars

CollectedSep10~04:02-04:04UTC;provider proxy,not independent. Only24-hour days;relative errors hourly/daily-1 in bp,material>.01bp. {"n":364,"material_days":203,"max_bp":{"o":584.3715455711418,"h":231.1889363045827,"l":383.3345358917173,"c":9.475313838558375},"median_bp":{"o":0,"h":0,"l":0,"c":0.39673128161332727},"p95_bp":{"o":0,"h":0,"l":0,"c":6.73585043097119},"volume_max_bp":285388.5161855148,"volume_median_bp":0,"worst_date":"2025-12-02 00:00:00+00:00"} https://runway.adityaperswal.workers.dev/data/crypto-bars

CollectedSep10~04:02-04:04UTC;provider proxy,not independent. Only24-hour days;relative errors hourly/daily-1 in bp,material>.01bp. {"n":92,"material_days":92,"max_bp":{"o":0,"h":0.43321146516062115,"l":2.078257595754529,"c":8.530991985002956},"median_bp":{"o":0,"h":0,"l":0,"c":3.944787083679513},"p95_bp":{"o":0,"h":0,"l":0,"c":7.396322810938994},"volume_max_bp":2.220446049250313e-12,"volume_median_bp":0,"worst_date":"2024-11-19 00:00:00+00:00"} https://runway.adityaperswal.workers.dev/data/crypto-bars

Read2026Sep10~04:03UTC;provider documentation closest to feed specification,not independent assurance. Crypto bars include quote midpoints; zero trade volume can still produce OHLC. Bars reference loc US/US-1/EU-1 and inclusive end; less than requested limit may return with more pages. FAQ New York day/trade-condition rules appear under STOCKS and must not be imported into crypto. Historical overview says Alpaca-only whereas newer endpoint loc lists Kraken; definition/version scope conflict, not proof proxy selected Kraken. No source states this measured discrepancy cause. https://docs.alpaca.markets/us/docs/historical-crypto-data-1 ; https://docs.alpaca.markets/us/reference/cryptobars-1 ; https://docs.alpaca.markets/us/docs/market-data-faq

Combinedlocalexit0,2862byteoutputENDfooter02:18:45,fresh8/10. Quotes[s,bid,ask,bidUSD,askUSD,recovery%]:BTC77994.308/78013.134/78.22/78.41/.5261;ETH2459.61/2460.44/81.39/82.16/.5358;SOL101/101.1/286.71/96.24/.6014;XRP1.379/1.38386/5704.82/5711.74/.8561;UNI5.97048/5.983/4218.14/4217.07/.7126;LTC52.512/52.84/3557.69/3604.32/1.1296;HYPE83.1149/83.5178/64403.24/64166.73/.9891;LINK11.74/11.77/13516.26/40935.98/.7587. USDC.9995/1.00001recovery.5532age21898.6s,USDG.99999/1.00001recovery.5039age138617.5sstale;nonstableages40–107s. Recipient598.50038739BTC/mempool.0000595/285tx,reserve3601.47203226BTC/589tx,33recenttx1controlled;secondaryerror/operatorhashunchanged. Cancelled159failedquote+161Liquid,scheduledcombined164at02:19:45every15min9runs/120sectimeout/cutoff04:01. Name>60validationerrorfixedbeforeretry;new164remoteoutputpending.160fundingretainednumeric02:15;14/25dailyretained. Onefewerconcurrentcontainer,notguaranteedcoverage. https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://blockstream.info/liquid/api/blocks ; schedule_job fund=crypto

Read02:16:159quotesfirst02:15:38run503noContainerinstance/concurrencycapacity,notnumericquote.160funding02:15:40exit0clockoffset.0614suncertainty.1457;BTCforecast.4664bp/OI27089.35,ETH.081/600442.06,SOL-.8256/2728859.33;settled.495/.1779/-.9099bp. CircleSep7+.94bnweekunchanged,LlamaSep9unchanged.161Liquid02:16:21exit0recipient598.50038739BTCmempool.0000595BTC/285tx,reserve3601.47203226/589tx;recentpage33/1controlled,notfullhistory;tip4051232timestamp1788756550age250032s(69.4533h),secondaryerror,operatorhashunchanged. Combinedquotes+Liquidlocaltestunderwayto reduceconcurrentcontainers,replacing159/161onlyaftertest;160preserved. list_jobs fund=crypto ; https://www.okx.com/api/v5/public/open-interest ; https://blockstream.info/liquid/api/blocks

Seed91003,circular3tradeblocks,4blocksretain10trades,10000paths,start235.86,fixed50USDhypotheticalnotional. Correctwholecapitalreturns=vbttrade_return/1.0025;notapprovedpositions/notcalendarforecast. [{"s":"LINK","n":132,"paths":10000,"trades":10,"hypothetical_notional":50,"median_end":233.236241,"end_p05":228.926906,"end_p95":235.151927,"loss_prob":0.9812,"DD95_usd":7.000512},{"s":"HYPE","n":114,"paths":10000,"trades":10,"hypothetical_notional":50,"median_end":233.857767,"end_p05":228.869387,"end_p95":237.501918,"loss_prob":0.837,"DD95_usd":8.208757},{"s":"LTC","n":83,"paths":10000,"trades":10,"hypothetical_notional":50,"median_end":232.42212,"end_p05":227.710053,"end_p95":234.147086,"loss_prob":0.9999,"DD95_usd":8.164523},{"s":"UNI","n":106,"paths":10000,"trades":10,"hypothetical_notional":50,"median_end":232.957289,"end_p05":224.352879,"end_p95":236.932907,"loss_prob":0.8853,"DD95_usd":11.845322}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; backtests1949–1956

Seed91003,circular3tradeblocks,4blocksretain10trades,10000paths,start235.86,fixed50USDhypotheticalnotional. Correctwholecapitalreturns=vbttrade_return/1.0025;notapprovedpositions/notcalendarforecast. [{"s":"BTC","n":109,"paths":10000,"trades":10,"hypothetical_notional":50,"median_end":232.884245,"end_p05":229.93943,"end_p95":234.214123,"loss_prob":0.9995,"DD95_usd":5.933182},{"s":"ETH","n":111,"paths":10000,"trades":10,"hypothetical_notional":50,"median_end":232.855643,"end_p05":227.929714,"end_p95":235.170423,"loss_prob":0.9863,"DD95_usd":7.942202},{"s":"SOL","n":82,"paths":10000,"trades":10,"hypothetical_notional":50,"median_end":232.772185,"end_p05":223.703584,"end_p95":234.561413,"loss_prob":0.9986,"DD95_usd":12.202631},{"s":"XRP","n":50,"paths":10000,"trades":10,"hypothetical_notional":50,"median_end":231.46637,"end_p05":227.015833,"end_p95":234.647603,"loss_prob":0.9905,"DD95_usd":8.980833}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; backtests1949–1956

Sep10~02:16. Closedtrade-returnentryvaluedenominatorexcludesentryfee;manualwholecapitalfactor1+vbttrade_return/1.0025. Productallbase2025train/2026holdoutdaily/hourlycells reproducesvbtportfolio returnmaximumabsoluteerror8.5265e-14percentagepoints. Simulationcorrectedtotraderefundedcapitalbasisdivide1.0025. 180totalcells21positive;96holdoutcells7positive(all dailyETH40at2costs,LINK40baseline,HYPE50/60at2costs),0/48hourlyholdoutpositive. BaseHYPEdaily17.983%N16CI[-1.39354,3.60919]mean1.17399%,pointquarterKelly6.66035%butno2025training/hourly-41.192%;notapproved. ETHdailymean+.04051%withcompoundreturn-.394943%explainedvolatility/feesnotdiscrepancy;quarterKelly.5038%only1.19USDfundcash<10min,andcrosscadencefails. Allapprovedsizeszero. https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt closed trade records local test_pullback.py

Sep10testfrozen1719,vectorbt,nextopen,SMAtrend50base40/60neighbors,mom3<0,exitSMA5or5days;hourlymultiplywindows24. Train2025/OOS2026toSep9;fee.0025/slippage.001or.002eachside. Columns[slow,period,slip,return%,DD%,N,win%,avgwin%,avgloss%,mean%,IID5000bootstrapCI%,quarterKelly]. Trainingfeedmismatches1937,HYPEnotraining;no15minexitvalidation. [[50,"train",0.001,-46.912081,49.344945,137,28.467153,1.8133,1.324316,-0.431126,[-0.868138,-0.027549],0],[50,"train",0.002,-59.635578,61.374082,137,24.817518,1.861765,1.453275,-0.630565,[-1.07328,-0.232165],0],[50,"oos",0.001,-58.097642,58.826535,106,33.018868,0.87939,1.592536,-0.776334,[-1.356661,-0.292828],0],[50,"oos",0.002,-66.102488,66.658862,106,21.698113,1.088929,1.547038,-0.975083,[-1.543725,-0.503841],0],[40,"train",0.001,-54.354118,54.576714,139,27.338129,1.82902,1.411301,-0.525458,[-0.997733,-0.096529],0],[40,"train",0.002,-65.432541,65.566748,139,23.741007,1.883123,1.53658,-0.724708,[-1.186457,-0.293332],0],[40,"oos",0.001,-57.211273,58.170142,122,36.065574,0.893278,1.530437,-0.65631,[-1.174374,-0.236493],0],[40,"oos",0.002,-66.475581,66.90413,122,24.590164,1.063281,1.480923,-0.855299,[-1.365657,-0.42521],0],[60,"train",0.001,-52.679342,53.345107,150,30,1.61743,1.357726,-0.465179,[-0.884693,-0.072177],0],[60,"train",0.002,-64.944019,65.307142,150,26,1.648833,1.47736,-0.66455,[-1.088094,-0.279839],0],[60,"oos",0.001,-55.165255,55.494953,100,33,0.847008,1.547874,-0.757563,[-1.354646,-0.27048],0],[60,"oos",0.002,-63.292432,63.525965,100,21,1.077343,1.496952,-0.95635,[-1.588539,-0.468886],0]] https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-trading

Sep10testfrozen1719,vectorbt,nextopen,SMAtrend50base40/60neighbors,mom3<0,exitSMA5or5days;hourlymultiplywindows24. Train2025/OOS2026toSep9;fee.0025/slippage.001or.002eachside. Columns[slow,period,slip,return%,DD%,N,win%,avgwin%,avgloss%,mean%,IID5000bootstrapCI%,quarterKelly]. Trainingfeedmismatches1937,HYPEnotraining;no15minexitvalidation. [[50,"train",0.001,-17.458508,25.862145,17,52.941176,4.324065,6.727039,-0.876455,[-4.40418,2.404106],0],[50,"train",0.002,-20.217752,26.438628,17,52.941176,4.115125,6.913898,-1.075004,[-4.433238,2.209241],0],[50,"oos",0.001,-17.530468,19.073219,11,63.636364,2.664378,8.912198,-1.545286,[-5.283633,1.775621],0],[50,"oos",0.002,-19.32499,20.675681,11,63.636364,2.458755,9.094692,-1.742499,[-5.55378,1.604782],0],[40,"train",0.001,-23.873324,25.862145,18,50,4.324065,6.845263,-1.260599,[-4.529784,1.938388],0],[40,"train",0.002,-26.565147,26.565147,18,50,4.115125,7.031886,-1.45838,[-4.603278,1.738528],0],[40,"oos",0.001,-17.694745,22.182634,13,61.538462,2.751417,7.762295,-1.292318,[-4.778326,1.799666],0],[40,"oos",0.002,-19.807107,23.952126,13,61.538462,2.54562,7.947086,-1.490036,[-5.0685,1.57714],0],[60,"train",0.001,-16.881919,33.541398,20,50,5.120994,6.429464,-0.654235,[-3.86582,2.571461],0],[60,"train",0.002,-20.141033,34.255797,20,50,4.910462,6.616918,-0.853228,[-4.142166,2.370446],0],[60,"oos",0.001,-17.530468,19.073219,11,63.636364,2.664378,8.912198,-1.545286,[-5.297043,1.725288],0],[60,"oos",0.002,-19.32499,20.675681,11,63.636364,2.458755,9.094692,-1.742499,[-5.495728,1.577307],0]] https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-trading

Sep10testfrozen1719,vectorbt,nextopen,SMAtrend50base40/60neighbors,mom3<0,exitSMA5or5days;hourlymultiplywindows24. Train2025/OOS2026toSep9;fee.0025/slippage.001or.002eachside. Columns[slow,period,slip,return%,DD%,N,win%,avgwin%,avgloss%,mean%,IID5000bootstrapCI%,quarterKelly]. Trainingfeedmismatches1937,HYPEnotraining;no15minexitvalidation. [[50,"train",0.001,-53.267988,54.506306,166,33.73494,1.143788,1.245013,-0.439153,[-0.752434,-0.150262],0],[50,"train",0.002,-66.4704,67.052358,166,28.915663,1.116271,1.352411,-0.638575,[-0.9402,-0.362588],0],[50,"oos",0.001,-49.67619,49.67619,83,9.638554,0.35361,0.94203,-0.817149,[-1.125158,-0.557259],0],[50,"oos",0.002,-57.373423,57.373423,83,7.228916,0.208292,1.111201,-1.015816,[-1.331057,-0.767791],0],[40,"train",0.001,-51.892206,56.046075,176,31.818182,1.134995,1.116134,-0.399866,[-0.667641,-0.135759],0],[40,"train",0.002,-66.166773,68.082924,176,26.704545,1.131787,1.230097,-0.599367,[-0.866952,-0.347729],0],[40,"oos",0.001,-51.347771,51.866969,101,13.861386,0.485273,0.896006,-0.704542,[-0.959189,-0.485045],0],[40,"oos",0.002,-60.246529,60.631473,101,9.90099,0.417023,1.048539,-0.903434,[-1.161906,-0.68637],0],[60,"train",0.001,-59.407304,60.482941,177,31.073446,1.183715,1.243217,-0.489085,[-0.781203,-0.195728],0],[60,"train",0.002,-71.509026,72.003531,177,27.118644,1.139923,1.368718,-0.688408,[-0.994278,-0.415452],0],[60,"oos",0.001,-41.568112,41.568112,69,10.144928,0.40494,0.904177,-0.771368,[-1.045867,-0.534231],0],[60,"oos",0.002,-49.100075,49.100075,69,10.144928,0.20383,1.102671,-0.970127,[-1.250877,-0.741747],0]] https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-trading

Sep10testfrozen1719,vectorbt,nextopen,SMAtrend50base40/60neighbors,mom3<0,exitSMA5or5days;hourlymultiplywindows24. Train2025/OOS2026toSep9;fee.0025/slippage.001or.002eachside. Columns[slow,period,slip,return%,DD%,N,win%,avgwin%,avgloss%,mean%,IID5000bootstrapCI%,quarterKelly]. Trainingfeedmismatches1937,HYPEnotraining;no15minexitvalidation. [[50,"train",0.001,33.421379,12.634439,19,63.157895,4.334527,2.989124,1.63634,[-0.368005,3.690416],0.094378],[50,"train",0.002,28.446477,13.330577,19,63.157895,4.125566,3.183452,1.43277,[-0.578842,3.540261],0.086823],[50,"oos",0.001,-19.690287,21.804641,14,35.714286,1.570027,3.215903,-1.506643,[-3.182625,0.086602],0],[50,"oos",0.002,-21.907774,23.811522,14,35.714286,1.36659,3.409778,-1.703932,[-3.397681,-0.134689],0],[40,"train",0.001,33.846777,12.634439,19,63.157895,4.334527,2.943708,1.653072,[-0.421389,3.790812],0.095343],[40,"train",0.002,28.856013,13.330577,19,63.157895,4.125566,3.138127,1.449469,[-0.573588,3.545446],0.087835],[40,"oos",0.001,-18.855415,20.991749,15,40,1.609907,3.297229,-1.334375,[-2.924738,0.202091],0],[40,"oos",0.002,-21.253606,23.173301,15,40,1.40639,3.490941,-1.532009,[-3.231616,0.082575],0],[60,"train",0.001,27.815221,15.355758,20,65,3.635018,2.954969,1.328522,[-0.55889,3.252772],0.09137],[60,"train",0.002,22.803503,16.365421,20,65,3.427455,3.149365,1.125568,[-0.7405,3.046535],0.082099],[60,"oos",0.001,-13.541872,18.123899,13,38.461538,1.257222,2.541804,-1.080641,[-2.543653,0.297333],0],[60,"oos",0.002,-15.760817,19.181524,13,38.461538,1.054409,2.737026,-1.278781,[-2.755145,0.101679],0]] https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-trading

Sep10testfrozen1719,vectorbt,nextopen,SMAtrend50base40/60neighbors,mom3<0,exitSMA5or5days;hourlymultiplywindows24. Train2025/OOS2026toSep9;fee.0025/slippage.001or.002eachside. Columns[slow,period,slip,return%,DD%,N,win%,avgwin%,avgloss%,mean%,IID5000bootstrapCI%,quarterKelly]. Trainingfeedmismatches1937,HYPEnotraining;no15minexitvalidation. [[50,"oos",0.001,-41.19218,41.606307,114,36.842105,0.879558,1.218651,-0.445627,[-0.832412,-0.109326],0],[50,"oos",0.002,-53.181693,53.464947,114,30.701754,0.831649,1.299265,-0.645037,[-1.026663,-0.31303],0],[40,"oos",0.001,-43.662438,46.086113,119,34.453782,0.855404,1.156799,-0.463519,[-0.814812,-0.157986],0],[40,"oos",0.002,-55.594607,57.4625,119,28.571429,0.807114,1.250896,-0.662893,[-1.038285,-0.350067],0],[60,"oos",0.001,-34.595459,35.040626,98,40.816327,0.90873,1.319786,-0.410188,[-0.852889,-0.029193],0],[60,"oos",0.002,-46.236692,46.54928,98,34.693878,0.850401,1.385331,-0.609669,[-1.080036,-0.23716],0]] https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-trading