Notes

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Hour","period":"oos","threshold":45,"trend_filter":true,"slip_bp":5,"return_pct":-4.1472887150369075,"drawdown_pct":8.768332891995046,"n":15,"win_pct":66.66666666666666,"avg_win_pct":0.6070905543944914,"avg_loss_pct":2.027213097977593,"expectancy_pct":-0.2710106630628699,"ci_low_pct":-1.045714870292452,"ci_high_pct":0.41223586518740646,"quarter_kelly":0,"held_missing":0},{"symbol":"BTC","tf":"1Hour","period":"oos","threshold":45,"trend_filter":true,"slip_bp":15,"return_pct":-6.980167478141866,"drawdown_pct":9.67610412557045,"n":15,"win_pct":60,"avg_win_pct":0.46165875425866937,"avg_loss_pct":1.8681619621671492,"expectancy_pct":-0.470269532311658,"ci_low_pct":-1.2530528291735432,"ci_high_pct":0.2227309612273153,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Hour","period":"oos","threshold":40,"trend_filter":false,"slip_bp":5,"return_pct":-28.280913313647797,"drawdown_pct":32.7575191286303,"n":22,"win_pct":45.45454545454545,"avg_win_pct":1.8394475154194228,"avg_loss_pct":4.134161508413165,"expectancy_pct":-1.4188846793983523,"ci_low_pct":-3.1817218825215003,"ci_high_pct":0.10249558481544344,"quarter_kelly":0,"held_missing":0},{"symbol":"BTC","tf":"1Hour","period":"oos","threshold":40,"trend_filter":false,"slip_bp":15,"return_pct":-31.368139440599563,"drawdown_pct":34.937173188889346,"n":22,"win_pct":45.45454545454545,"avg_win_pct":1.6359719433539706,"avg_loss_pct":4.325701788771207,"expectancy_pct":-1.6158500923506718,"ci_low_pct":-3.28513979998631,"ci_high_pct":-0.07081032302430262,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Hour","period":"oos","threshold":40,"trend_filter":true,"slip_bp":5,"return_pct":0.6270298370110368,"drawdown_pct":3.6590873048930606,"n":4,"win_pct":50,"avg_win_pct":1.889439687398009,"avg_loss_pct":1.5465683221991386,"expectancy_pct":0.17143568259943512,"ci_low_pct":-1.5465683221991386,"ci_high_pct":1.889439687398009,"quarter_kelly":0.02268340235240894,"held_missing":0},{"symbol":"BTC","tf":"1Hour","period":"oos","threshold":40,"trend_filter":true,"slip_bp":15,"return_pct":-0.1747757715770888,"drawdown_pct":4.005795339441387,"n":4,"win_pct":50,"avg_win_pct":1.6858642307982137,"avg_loss_pct":1.7432786227868928,"expectancy_pct":-0.028707195994339588,"ci_low_pct":-1.7432786227868928,"ci_high_pct":1.6858642307982137,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Hour","period":"oos","threshold":35,"trend_filter":false,"slip_bp":5,"return_pct":-15.418538466163112,"drawdown_pct":19.66584890507994,"n":9,"win_pct":55.55555555555556,"avg_win_pct":1.8006377439480434,"avg_loss_pct":6.155858185683789,"expectancy_pct":-1.7355826692216598,"ci_low_pct":-4.88576228592927,"ci_high_pct":1.040289238918411,"quarter_kelly":0,"held_missing":0},{"symbol":"BTC","tf":"1Hour","period":"oos","threshold":35,"trend_filter":false,"slip_bp":15,"return_pct":-16.927386041471195,"drawdown_pct":20.146411203675363,"n":9,"win_pct":55.55555555555556,"avg_win_pct":1.5972397139416123,"avg_loss_pct":6.343359109014796,"expectancy_pct":-1.931915318483458,"ci_low_pct":-5.008925966137752,"ci_high_pct":0.8699698423375557,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Hour","period":"oos","threshold":35,"trend_filter":true,"slip_bp":5,"return_pct":0.6228769019530205,"drawdown_pct":0.9982485106914352,"n":1,"win_pct":100,"avg_win_pct":0.6228769019530163,"avg_loss_pct":0,"expectancy_pct":0.6228769019530163,"ci_low_pct":0.6228769019530163,"ci_high_pct":0.6228769019530163,"quarter_kelly":0,"held_missing":0},{"symbol":"BTC","tf":"1Hour","period":"oos","threshold":35,"trend_filter":true,"slip_bp":15,"return_pct":0.4218320422251764,"drawdown_pct":0.9982485106914352,"n":1,"win_pct":100,"avg_win_pct":0.421832042225181,"avg_loss_pct":0,"expectancy_pct":0.421832042225181,"ci_low_pct":0.421832042225181,"ci_high_pct":0.421832042225181,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Hour","period":"train","threshold":45,"trend_filter":false,"slip_bp":5,"return_pct":-17.968321855988336,"drawdown_pct":35.778444684840075,"n":76,"win_pct":61.8421052631579,"avg_win_pct":1.538040616330096,"avg_loss_pct":3.063789070393751,"expectancy_pct":-0.21792071149874062,"ci_low_pct":-0.8899398163078007,"ci_high_pct":0.4275168944948264,"quarter_kelly":0,"held_missing":0},{"symbol":"BTC","tf":"1Hour","period":"train","threshold":45,"trend_filter":false,"slip_bp":15,"return_pct":-29.535761427895153,"drawdown_pct":42.58309422933488,"n":76,"win_pct":60.526315789473685,"avg_win_pct":1.364247369770093,"avg_loss_pct":3.1489696254434403,"expectancy_pct":-0.4172856546563017,"ci_low_pct":-1.0683631311014554,"ci_high_pct":0.21556077126094045,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Hour","period":"train","threshold":45,"trend_filter":true,"slip_bp":5,"return_pct":0.4879483925091534,"drawdown_pct":13.999277333267324,"n":36,"win_pct":66.66666666666666,"avg_win_pct":1.203981926925507,"avg_loss_pct":2.297715177734921,"expectancy_pct":0.03674955870536421,"ci_low_pct":-0.669518824595327,"ci_high_pct":0.7298906853070593,"quarter_kelly":0.007630836867960261,"held_missing":0},{"symbol":"BTC","tf":"1Hour","period":"train","threshold":45,"trend_filter":true,"slip_bp":15,"return_pct":-6.492866657655483,"drawdown_pct":16.11800707879022,"n":36,"win_pct":63.888888888888886,"avg_win_pct":1.0454409730023184,"avg_loss_pct":2.3013549365054162,"expectancy_pct":-0.16312421654214138,"ci_low_pct":-0.881339425360447,"ci_high_pct":0.5279522037476895,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Hour","period":"train","threshold":40,"trend_filter":false,"slip_bp":5,"return_pct":-10.364900637029734,"drawdown_pct":21.96460936546565,"n":32,"win_pct":53.125,"avg_win_pct":1.7598207632966485,"avg_loss_pct":2.6204198333110424,"expectancy_pct":-0.29341701636320655,"ci_low_pct":-1.4205191011440312,"ci_high_pct":0.6677698011348449,"quarter_kelly":0,"held_missing":0},{"symbol":"BTC","tf":"1Hour","period":"train","threshold":40,"trend_filter":false,"slip_bp":15,"return_pct":-15.921834493528223,"drawdown_pct":25.7704442967967,"n":32,"win_pct":53.125,"avg_win_pct":1.5565042857602225,"avg_loss_pct":2.8149845748264686,"expectancy_pct":-0.49263111763978884,"ci_low_pct":-1.5875357222492996,"ci_high_pct":0.4734836188465695,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Hour","period":"train","threshold":40,"trend_filter":true,"slip_bp":5,"return_pct":2.786101604035153,"drawdown_pct":10.727686551586546,"n":14,"win_pct":50,"avg_win_pct":1.406936525576867,"avg_loss_pct":0.9942890507116035,"expectancy_pct":0.206323737432632,"ci_low_pct":-0.51797482286074,"ci_high_pct":0.967936076177634,"quarter_kelly":0.03666187736295276,"held_missing":0},{"symbol":"BTC","tf":"1Hour","period":"train","threshold":40,"trend_filter":true,"slip_bp":15,"return_pct":-0.05199356314582815,"drawdown_pct":11.496955013267218,"n":14,"win_pct":50,"avg_win_pct":1.2043251119807392,"avg_loss_pct":1.1921028072140012,"expectancy_pct":0.006111152383368982,"ci_low_pct":-0.7152337298001888,"ci_high_pct":0.739634504827604,"quarter_kelly":0.0012685844384075634,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Hour","period":"train","threshold":35,"trend_filter":false,"slip_bp":5,"return_pct":39.06582230372257,"drawdown_pct":12.443040544023576,"n":16,"win_pct":87.5,"avg_win_pct":3.136386247408286,"avg_loss_pct":4.796343479899018,"expectancy_pct":2.1447950314948736,"ci_low_pct":0.2578825194509135,"ci_high_pct":3.636704728003411,"quarter_kelly":0.17096069029023434,"held_missing":0},{"symbol":"BTC","tf":"1Hour","period":"train","threshold":35,"trend_filter":false,"slip_bp":15,"return_pct":34.686159574284375,"drawdown_pct":12.792569237078977,"n":16,"win_pct":81.25,"avg_win_pct":3.1577515536641494,"avg_loss_pct":3.3331400710774415,"expectancy_pct":1.940709374025101,"ci_low_pct":0.11083369520995938,"ci_high_pct":3.467227421579454,"quarter_kelly":0.15364645864659354,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Hour","period":"train","threshold":35,"trend_filter":true,"slip_bp":5,"return_pct":8.255357105529441,"drawdown_pct":6.943843243244996,"n":3,"win_pct":100,"avg_win_pct":2.6889468108983716,"avg_loss_pct":0,"expectancy_pct":2.6889468108983716,"ci_low_pct":0.7246315734788501,"ci_high_pct":3.878669519069569,"quarter_kelly":0,"held_missing":0},{"symbol":"BTC","tf":"1Hour","period":"train","threshold":35,"trend_filter":true,"slip_bp":15,"return_pct":7.6077689685185845,"drawdown_pct":6.943843243245018,"n":3,"win_pct":100,"avg_win_pct":2.4837739362715388,"avg_loss_pct":0,"expectancy_pct":2.4837739362715388,"ci_low_pct":0.5233834075616745,"ci_high_pct":3.6711195743137215,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Day","period":"oos","threshold":15,"trend_filter":false,"slip_bp":5,"return_pct":-10.291138469361115,"drawdown_pct":24.926609926476218,"n":25,"win_pct":60,"avg_win_pct":2.1050647948552705,"avg_loss_pct":4.045090921009696,"expectancy_pct":-0.3549974914907161,"ci_low_pct":-1.9674115717919267,"ci_high_pct":1.0479476486343855,"quarter_kelly":0,"held_missing":0},{"symbol":"BTC","tf":"1Day","period":"oos","threshold":15,"trend_filter":false,"slip_bp":15,"return_pct":-14.66629589584528,"drawdown_pct":25.524801737505243,"n":25,"win_pct":56.00000000000001,"avg_win_pct":2.04685085493625,"avg_loss_pct":3.864375076197889,"expectancy_pct":-0.554088554762771,"ci_low_pct":-2.156160538967114,"ci_high_pct":0.8713396878648968,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Day","period":"oos","threshold":15,"trend_filter":true,"slip_bp":5,"return_pct":3.9053212651505333,"drawdown_pct":1.8565435856762402,"n":5,"win_pct":60,"avg_win_pct":1.8900784580889018,"avg_loss_pct":0.8861828885485923,"expectancy_pct":0.7795739194339041,"ci_low_pct":-0.5004348375249484,"ci_high_pct":1.9890058389645562,"quarter_kelly":0.10311396282222958,"held_missing":0},{"symbol":"BTC","tf":"1Day","period":"oos","threshold":15,"trend_filter":true,"slip_bp":15,"return_pct":2.8714449297738724,"drawdown_pct":2.052634554604227,"n":5,"win_pct":60,"avg_win_pct":1.6865017252230239,"avg_loss_pct":1.0842126415408286,"expectancy_pct":0.578215978517483,"ci_low_pct":-0.7465362843378684,"ci_high_pct":1.7852314488459347,"quarter_kelly":0.08571233131128568,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Day","period":"oos","threshold":10,"trend_filter":false,"slip_bp":5,"return_pct":-12.516648831622918,"drawdown_pct":23.741701221592603,"n":18,"win_pct":55.55555555555556,"avg_win_pct":2.3657876149927204,"avg_loss_pct":4.404687729832475,"expectancy_pct":-0.643312538262922,"ci_low_pct":-2.76942164455264,"ci_high_pct":1.2042196405632861,"quarter_kelly":0,"held_missing":0},{"symbol":"BTC","tf":"1Day","period":"oos","threshold":10,"trend_filter":false,"slip_bp":15,"return_pct":-15.610037745262929,"drawdown_pct":24.273570184308223,"n":18,"win_pct":50,"avg_win_pct":2.4130789460200255,"avg_loss_pct":4.096734040147747,"expectancy_pct":-0.8418275470638611,"ci_low_pct":-2.9399697240760783,"ci_high_pct":0.9854779908158069,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Day","period":"oos","threshold":10,"trend_filter":true,"slip_bp":5,"return_pct":0.18177174799714635,"drawdown_pct":1.8565435856762624,"n":3,"win_pct":66.66666666666666,"avg_win_pct":0.7451625511902433,"avg_loss_pct":1.290625790259734,"expectancy_pct":0.06656643737358425,"ci_low_pct":-1.290625790259734,"ci_high_pct":1.3954415537106202,"quarter_kelly":0.02233285786680303,"held_missing":0},{"symbol":"BTC","tf":"1Day","period":"oos","threshold":10,"trend_filter":true,"slip_bp":15,"return_pct":-0.4175198590269105,"drawdown_pct":2.05263455460426,"n":3,"win_pct":33.33333333333333,"avg_win_pct":1.192853107108445,"avg_loss_pct":0.796476921706802,"expectancy_pct":-0.13336691210171964,"ci_low_pct":-1.4878474649208377,"ci_high_pct":1.192853107108445,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Day","period":"oos","threshold":5,"trend_filter":false,"slip_bp":5,"return_pct":2.276187992933444,"drawdown_pct":12.304052595164716,"n":10,"win_pct":50,"avg_win_pct":4.390853632732139,"avg_loss_pct":3.6321738197211015,"expectancy_pct":0.37933990650551813,"ci_low_pct":-3.1749644050030326,"ci_high_pct":3.754368069448429,"quarter_kelly":0.021598300594540668,"held_missing":0},{"symbol":"BTC","tf":"1Day","period":"oos","threshold":5,"trend_filter":false,"slip_bp":15,"return_pct":0.25098160943782943,"drawdown_pct":12.828653471479202,"n":10,"win_pct":50,"avg_win_pct":4.1822803423270924,"avg_loss_pct":3.8247170732355986,"expectancy_pct":0.17878163454574672,"ci_low_pct":-3.1639455702453287,"ci_high_pct":3.583008047776836,"quarter_kelly":0.010686851425069088,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Day","period":"oos","threshold":5,"trend_filter":true,"slip_bp":5,"return_pct":-0.5146554212911099,"drawdown_pct":0.5876460932601191,"n":1,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":0.5146554212911041,"expectancy_pct":-0.5146554212911041,"ci_low_pct":-0.5146554212911041,"ci_high_pct":-0.5146554212911041,"quarter_kelly":0,"held_missing":0},{"symbol":"BTC","tf":"1Day","period":"oos","threshold":5,"trend_filter":true,"slip_bp":15,"return_pct":-0.7134274874614022,"drawdown_pct":0.7134274874614044,"n":1,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":0.7134274874614082,"expectancy_pct":-0.7134274874614082,"ci_low_pct":-0.7134274874614082,"ci_high_pct":-0.7134274874614082,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Day","period":"train","threshold":15,"trend_filter":false,"slip_bp":5,"return_pct":-14.747298882779148,"drawdown_pct":23.556906559178316,"n":28,"win_pct":57.14285714285714,"avg_win_pct":1.8097800900280563,"avg_loss_pct":3.6178589693835423,"expectancy_pct":-0.5163509354340572,"ci_low_pct":-1.7019578954465517,"ci_high_pct":0.5778458261841645,"quarter_kelly":0,"held_missing":0},{"symbol":"BTC","tf":"1Day","period":"train","threshold":15,"trend_filter":false,"slip_bp":15,"return_pct":-19.390239543633356,"drawdown_pct":25.38114515647504,"n":28,"win_pct":57.14285714285714,"avg_win_pct":1.6063637935822155,"avg_loss_pct":3.8104308240190377,"expectancy_pct":-0.7151196139611784,"ci_low_pct":-1.9357155889324513,"ci_high_pct":0.4168846827632257,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Day","period":"train","threshold":15,"trend_filter":true,"slip_bp":5,"return_pct":4.434369627568685,"drawdown_pct":8.72739147112016,"n":11,"win_pct":63.63636363636363,"avg_win_pct":1.8471088266153572,"avg_loss_pct":2.083719350044305,"expectancy_pct":0.4177167623754801,"ci_low_pct":-0.9062152530347592,"ci_high_pct":1.616673022244336,"quarter_kelly":0.05653656627542954,"held_missing":0},{"symbol":"BTC","tf":"1Day","period":"train","threshold":15,"trend_filter":true,"slip_bp":15,"return_pct":2.161899857035621,"drawdown_pct":9.273388085954814,"n":11,"win_pct":63.63636363636363,"avg_win_pct":1.6436179472233508,"avg_loss_pct":2.279356421001072,"expectancy_pct":0.2170818133235608,"ci_low_pct":-1.0772217088944789,"ci_high_pct":1.373046103225269,"quarter_kelly":0.03301889798816815,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Day","period":"train","threshold":10,"trend_filter":false,"slip_bp":5,"return_pct":-8.80507698072482,"drawdown_pct":18.043280002921634,"n":22,"win_pct":59.09090909090909,"avg_win_pct":1.9011993577156137,"avg_loss_pct":3.632084984249604,"expectancy_pct":-0.3624169639974301,"ci_low_pct":-1.7152657711608719,"ci_high_pct":0.9601041351422077,"quarter_kelly":0,"held_missing":0},{"symbol":"BTC","tf":"1Day","period":"train","threshold":10,"trend_filter":false,"slip_bp":15,"return_pct":-12.730661675099398,"drawdown_pct":19.67845100256994,"n":22,"win_pct":59.09090909090909,"avg_win_pct":1.6976004052534153,"avg_loss_pct":3.8246284152576817,"expectancy_pct":-0.5614932031374883,"ci_low_pct":-2.0138301679887385,"ci_high_pct":0.7623317786355339,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Day","period":"train","threshold":10,"trend_filter":true,"slip_bp":5,"return_pct":2.3869241956420666,"drawdown_pct":5.805439987240268,"n":7,"win_pct":57.14285714285714,"avg_win_pct":2.1574328551086954,"avg_loss_pct":2.0259997905519413,"expectancy_pct":0.36453314982556506,"ci_low_pct":-1.4334568355266242,"ci_high_pct":2.005894771901951,"quarter_kelly":0.042241540560853205,"held_missing":0},{"symbol":"BTC","tf":"1Day","period":"train","threshold":10,"trend_filter":true,"slip_bp":15,"return_pct":0.9634929826685692,"drawdown_pct":6.275331547749019,"n":7,"win_pct":57.14285714285714,"avg_win_pct":1.9533219472231682,"avg_loss_pct":2.2217521853903124,"expectancy_pct":0.16400446181739092,"ci_low_pct":-1.6283418503556406,"ci_high_pct":1.7868578736155585,"quarter_kelly":0.020990454498622024,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Day","period":"train","threshold":5,"trend_filter":false,"slip_bp":5,"return_pct":-1.289588256851772,"drawdown_pct":10.823942337715554,"n":16,"win_pct":62.5,"avg_win_pct":1.8124892185722836,"avg_loss_pct":3.1228129464619974,"expectancy_pct":-0.038249093315571824,"ci_low_pct":-1.5549441360269205,"ci_high_pct":1.2865641221137456,"quarter_kelly":0,"held_missing":0},{"symbol":"BTC","tf":"1Day","period":"train","threshold":5,"trend_filter":false,"slip_bp":15,"return_pct":-4.398319821209711,"drawdown_pct":11.090980999303145,"n":16,"win_pct":62.5,"avg_win_pct":1.6090675092781324,"avg_loss_pct":3.3163739047814853,"expectancy_pct":-0.2379730209942244,"ci_low_pct":-1.7438515255552092,"ci_high_pct":1.0593331288266328,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Day","period":"train","threshold":5,"trend_filter":true,"slip_bp":5,"return_pct":6.97489095382079,"drawdown_pct":3.3275212572129287,"n":5,"win_pct":80,"avg_win_pct":2.191317381315936,"avg_loss_pct":1.8998451530467038,"expectancy_pct":1.3730848744434077,"ci_low_pct":-0.333111736255986,"ci_high_pct":2.6561364780266903,"quarter_kelly":0.15665061644548717,"held_missing":0},{"symbol":"BTC","tf":"1Day","period":"train","threshold":5,"trend_filter":true,"slip_bp":15,"return_pct":5.910471856800541,"drawdown_pct":3.5206732076120795,"n":5,"win_pct":80,"avg_win_pct":1.987138772028622,"avg_loss_pct":2.095849605291713,"expectancy_pct":1.1705410965645549,"ci_low_pct":-0.5322465273434934,"ci_high_pct":2.4510291585596042,"quarter_kelly":0.14726463911848214,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

RetrievedSep9~06:03UTC: issuer webpages IBIT1387560000/ETHA467680000 shares asofSep8 unchanged04UTC. CSV stillSep4 IBIT1384960000shares785635.31730BTC;ETHA464560000shares3527867.36790ETH. No new quantity or purchase timing. One sponsor source origin, distinct products; publication cutoffs explain apparent discrepancy, cannot infer executed spot purchases from share issuance alone. https://www.ishares.com/us/products/333011/ishares-bitcoin-trust-etf ; https://www.ishares.com/us/products/337614/ishares-ethereum-trust-etf ; https://www.ishares.com/us/products/333011/ishares-bitcoin-trust-etf/latest-holdings.csv ; https://www.ishares.com/us/products/337614/ishares-ethereum-trust-etf/latest-holdings.csv