Notes

{"refclose":27.09,"ceiling":27.00345049219491,"entry":"2024-04-04 13:50:00+00:00","entrydate":"2024-04-04","entrydi":1070,"entrypos":76017,"E":26.75,"R":1.0181600000000017,"stop":25.73184,"target":31.164479999999998,"partial":false,"legs":[{"pos":76252,"price":25.5979,"weight":1,"time":"2024-04-09 14:15:00+00:00"}],"vol":0.2979580508327409,"trend":0.10821823672315811,"missing":0,"maxR":0.16696786359707846,"exit":"2024-04-09 14:15:00+00:00","exitdate":"2024-04-09","reason":"stop","days":4,"missing_auto":0,"missing_manager":0}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars

{"refclose":24.06,"ceiling":23.983131001927266,"entry":"2024-01-08 16:30:00+00:00","entrydate":"2024-01-08","entrydi":1010,"entrypos":71538,"E":23.57,"R":0.9073200000000021,"stop":22.662679999999998,"target":28.251959999999997,"partial":false,"legs":[{"pos":74472,"price":23.6,"weight":1,"time":"2024-03-05 19:40:00+00:00"}],"vol":0.369237916005068,"trend":0.12988701129887015,"missing":0,"maxR":1.8516069303002203,"exit":"2024-03-05 19:40:00+00:00","exitdate":"2024-03-05","reason":"time","days":40,"missing_auto":0,"missing_manager":0}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars

{"refclose":23.97,"ceiling":23.893418541820306,"entry":"2023-12-26 16:30:00+00:00","entrydate":"2023-12-26","entrydi":1002,"entrypos":70931,"E":23.175,"R":0.4505000000000017,"stop":22.7245,"target":27.7065,"partial":false,"legs":[{"pos":71058,"price":22.63,"weight":1,"time":"2023-12-28 14:30:00+00:00"}],"vol":0.34827611323456203,"trend":0.14206473579183543,"missing":0,"maxR":0.4328523862375129,"exit":"2023-12-28 14:30:00+00:00","exitdate":"2023-12-28","reason":"stop","days":3,"missing_auto":0,"missing_manager":0}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars

{"refclose":21.4,"ceiling":21.331629403210453,"entry":"2023-10-11 13:50:00+00:00","entrydate":"2023-10-11","entrydi":950,"entrypos":67054,"E":21.27,"R":1.2687000000000026,"stop":20.001299999999997,"target":25.5961,"partial":false,"legs":[{"pos":69186,"price":19.78,"weight":1,"time":"2023-11-21 14:45:00+00:00"}],"vol":0.3358787585490205,"trend":0.044665575611329444,"missing":5,"maxR":1.410893040119804,"exit":"2023-11-21 14:45:00+00:00","exitdate":"2023-11-21","reason":"stop","days":30,"missing_auto":1,"missing_manager":4}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars

{"refclose":21.21,"ceiling":21.14223643187354,"entry":"2023-08-04 13:50:00+00:00","entrydate":"2023-08-04","entrydi":903,"entrypos":63566,"E":21.13,"R":1.2273299999999985,"stop":19.90267,"target":25.13199,"partial":false,"legs":[{"pos":65126,"price":19.79,"weight":1,"time":"2023-09-05 14:00:00+00:00"}],"vol":0.4218995444412555,"trend":0.1787030865289132,"missing":0,"maxR":0.985879918196412,"exit":"2023-09-05 14:00:00+00:00","exitdate":"2023-09-05","reason":"stop","days":22,"missing_auto":0,"missing_manager":0}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars

{"refclose":18.1,"ceiling":18.042172532621926,"entry":"2023-06-05 13:50:00+00:00","entrydate":"2023-06-05","entrydi":861,"entrypos":60519,"E":17.8,"R":1.1260799999999982,"stop":16.673920000000003,"target":22.378239999999998,"partial":false,"legs":[{"pos":61716,"price":16.62,"weight":1,"time":"2023-06-28 13:45:00+00:00"}],"vol":0.3939544421056413,"trend":0.01608687752449378,"missing":2,"maxR":0.8347541915316845,"exit":"2023-06-28 13:45:00+00:00","exitdate":"2023-06-28","reason":"stop","days":17,"missing_auto":1,"missing_manager":1}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars

{"refclose":24.51,"ceiling":24.43169330246207,"entry":"2023-03-06 16:30:00+00:00","entrydate":"2023-03-06","entrydi":798,"entrypos":55721,"E":23.86,"R":1.1956099999999985,"stop":22.66439,"target":30.04683,"partial":false,"legs":[{"pos":56083,"price":22.42,"weight":1,"time":"2023-03-13 13:30:00+00:00"}],"vol":0.4811487515712519,"trend":0.31763855615187997,"missing":0,"maxR":0.5352916084676452,"exit":"2023-03-13 13:30:00+00:00","exitdate":"2023-03-13","reason":"stop","days":6,"missing_auto":0,"missing_manager":0}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars

{"refclose":19.07,"ceiling":19.009073491552495,"entry":"2023-02-08 16:30:00+00:00","entrydate":"2023-02-08","entrydi":781,"entrypos":54412,"E":18.92,"R":1.4357200000000034,"stop":18.92,"target":23.82716,"partial":true,"legs":[{"pos":55219,"price":21.8385,"weight":0.25,"time":"2023-02-23 19:40:00+00:00"},{"pos":55355,"price":23.87,"weight":0.75,"time":"2023-02-27 18:00:00+00:00"}],"vol":0.5005443740404064,"trend":0.10897166765595823,"missing":1,"maxR":3.4477474716518453,"exit":"2023-02-27 18:00:00+00:00","exitdate":"2023-02-27","reason":"target","days":13,"missing_auto":0,"missing_manager":1}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars

{"refclose":18.74,"ceiling":18.680127804493637,"entry":"2022-10-19 13:50:00+00:00","entrydate":"2022-10-19","entrydi":705,"entrypos":48611,"E":18.68,"R":1.8078000000000003,"stop":16.8722,"target":24.343399999999995,"partial":false,"legs":[{"pos":50555,"price":16.7932,"weight":1,"time":"2022-11-23 16:30:00+00:00"}],"vol":0.6084604222057659,"trend":0.15834911959255926,"missing":1,"maxR":0.824206217501937,"exit":"2022-11-23 16:30:00+00:00","exitdate":"2022-11-23","reason":"stop","days":26,"missing_auto":0,"missing_manager":1}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars

{"refclose":18.31,"ceiling":18.25150160620483,"entry":"2022-09-13 13:50:00+00:00","entrydate":"2022-09-13","entrydi":679,"entrypos":46605,"E":18.2,"R":1.7392800000000008,"stop":16.46072,"target":23.85784,"partial":false,"legs":[{"pos":47260,"price":16.46,"weight":1,"time":"2022-09-23 16:45:00+00:00"}],"vol":0.6804534275994845,"trend":0.4098235109826991,"missing":0,"maxR":0.4484614323168212,"exit":"2022-09-23 16:45:00+00:00","exitdate":"2022-09-23","reason":"stop","days":9,"missing_auto":0,"missing_manager":0}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars

{"refclose":13.74,"ceiling":13.69610224299587,"entry":"2022-08-10 13:50:00+00:00","entrydate":"2022-08-10","entrydi":656,"entrypos":44855,"E":13.36,"R":1.048259999999999,"stop":13.36,"target":18.02478,"partial":true,"legs":[{"pos":45306,"price":15.5965,"weight":0.25,"time":"2022-08-18 13:50:00+00:00"},{"pos":46511,"price":18.07,"weight":0.75,"time":"2022-09-09 19:00:00+00:00"}],"vol":0.657050483484092,"trend":0.31378270946668096,"missing":1,"maxR":4.493160093869847,"exit":"2022-09-09 19:00:00+00:00","exitdate":"2022-09-09","reason":"target","days":22,"missing_auto":0,"missing_manager":1}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars

{"refclose":10.45,"ceiling":10.416613423530338,"entry":"2022-07-20 13:50:00+00:00","entrydate":"2022-07-20","entrydi":641,"entrypos":43797,"E":10.32,"R":0.9850300000000001,"stop":10.32,"target":13.795089999999998,"partial":true,"legs":[{"pos":44225,"price":12.45,"weight":0.25,"time":"2022-07-27 19:40:00+00:00"},{"pos":44824,"price":13.81,"weight":0.75,"time":"2022-08-09 17:45:00+00:00"}],"vol":0.6921737554550099,"trend":0.025296057008530548,"missing":5,"maxR":3.5430392982954833,"exit":"2022-08-09 17:45:00+00:00","exitdate":"2022-08-09","reason":"target","days":15,"missing_auto":4,"missing_manager":1}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars

{"refclose":9.9,"ceiling":9.868370611765583,"entry":"2022-04-07 13:50:00+00:00","entrydate":"2022-04-07","entrydi":571,"entrypos":38742,"E":9.81,"R":1.0484500000000008,"stop":9.81,"target":13.31535,"partial":true,"legs":[{"pos":39170,"price":12.1,"weight":0.25,"time":"2022-04-14 19:40:00+00:00"},{"pos":40248,"price":13.39,"weight":0.75,"time":"2022-05-06 15:15:00+00:00"}],"vol":0.7044809046274151,"trend":0.1930672005240619,"missing":2,"maxR":3.414564356907814,"exit":"2022-05-06 15:15:00+00:00","exitdate":"2022-05-06","reason":"target","days":21,"missing_auto":0,"missing_manager":2}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars

{"refclose":9.79,"ceiling":9.758722049412631,"entry":"2022-03-04 16:30:00+00:00","entrydate":"2022-03-04","entrydi":547,"entrypos":37144,"E":9.44,"R":0.23000000000000043,"stop":9.44,"target":11.53,"partial":true,"legs":[{"pos":37222,"price":10.54,"weight":0.25,"time":"2022-03-07 16:30:00+00:00"},{"pos":37280,"price":9.24,"weight":0.75,"time":"2022-03-09 14:45:00+00:00"}],"vol":0.5122589422166477,"trend":0.27263302473619566,"missing":27,"maxR":6.260869565217385,"exit":"2022-03-09 14:45:00+00:00","exitdate":"2022-03-09","reason":"stop_BE","days":4,"missing_auto":25,"missing_manager":2}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars

{"refclose":8.08,"ceiling":8.054185307380395,"entry":"2022-01-05 16:30:00+00:00","entrydate":"2022-01-05","entrydi":507,"entrypos":34505,"E":8.05,"R":0.663380000000001,"stop":7.38662,"target":10.16014,"partial":false,"legs":[{"pos":35186,"price":7.25,"weight":1,"time":"2022-01-21 14:30:00+00:00"}],"vol":0.49479405321451086,"trend":0.015184686381015222,"missing":15,"maxR":0.6557327625192169,"exit":"2022-01-21 14:30:00+00:00","exitdate":"2022-01-21","reason":"stop","days":12,"missing_auto":10,"missing_manager":5}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars

{"refclose":10.06,"ceiling":10.027859429733514,"entry":"2021-09-29 13:50:00+00:00","entrydate":"2021-09-29","entrydi":439,"entrypos":29825,"E":9.79,"R":0.45275999999999783,"stop":9.79,"target":12.22828,"partial":true,"legs":[{"pos":29967,"price":10.79,"weight":0.25,"time":"2021-09-30 19:40:00+00:00"},{"pos":30269,"price":9.707,"weight":0.75,"time":"2021-10-07 14:00:00+00:00"}],"vol":0.5161016720891934,"trend":0.2947041516835569,"missing":1,"maxR":5.102040816326556,"exit":"2021-10-07 14:00:00+00:00","exitdate":"2021-10-07","reason":"stop_BE","days":7,"missing_auto":1,"missing_manager":0}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars

{"refclose":10.3,"ceiling":10.267092656685406,"entry":"2021-02-17 16:30:00+00:00","entrydate":"2021-02-17","entrydi":283,"entrypos":20042,"E":9.58,"R":0.021079999999999544,"stop":9.55892,"target":12.523240000000001,"partial":false,"legs":[{"pos":20045,"price":9.42,"weight":1,"time":"2021-02-17 16:45:00+00:00"}],"vol":0.40858721405762244,"trend":0.16190697202198767,"missing":0,"maxR":0,"exit":"2021-02-17 16:45:00+00:00","exitdate":"2021-02-17","reason":"stop","days":1,"missing_auto":0,"missing_manager":0}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars

{"refclose":9.57,"ceiling":9.539424924706731,"entry":"2020-12-07 16:30:00+00:00","entrydate":"2020-12-07","entrydi":235,"entrypos":17026,"E":9.41,"R":0.7560000000000002,"stop":8.654,"target":12.317999999999998,"partial":false,"legs":[{"pos":17636,"price":8.55,"weight":1,"time":"2020-12-21 14:30:00+00:00"}],"vol":0.6993174493057003,"trend":0.17980270256383912,"missing":14,"maxR":0.8730158730158729,"exit":"2020-12-21 14:30:00+00:00","exitdate":"2020-12-21","reason":"stop","days":11,"missing_auto":8,"missing_manager":6}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars

{"refclose":15.3,"ceiling":15.251118218183176,"entry":"2020-06-09 13:50:00+00:00","entrydate":"2020-06-09","entrydi":109,"entrypos":8419,"E":14.5,"R":1.2569999999999997,"stop":13.243,"target":21.471,"partial":false,"legs":[{"pos":8589,"price":13.237000000000002,"weight":1,"time":"2020-06-11 15:00:00+00:00"}],"vol":0.7390171714793937,"trend":0.049694392771724605,"missing":0,"maxR":0.7955449482895786,"exit":"2020-06-11 15:00:00+00:00","exitdate":"2020-06-11","reason":"stop","days":3,"missing_auto":0,"missing_manager":0}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars

{"refclose":14.65,"ceiling":14.603194895188464,"entry":"2020-03-27 13:50:00+00:00","entrydate":"2020-03-27","entrydi":59,"entrypos":4544,"E":13.7435,"R":2.378199999999998,"stop":13.7435,"target":24.5041,"partial":true,"legs":[{"pos":6093,"price":18.700000000000003,"weight":0.25,"time":"2020-04-27 13:50:00+00:00"},{"pos":6664,"price":13.728499999999999,"weight":0.75,"time":"2020-05-06 16:00:00+00:00"}],"vol":1.9133725865834197,"trend":0.042183329790500546,"missing":0,"maxR":3.713522832394251,"exit":"2020-05-06 16:00:00+00:00","exitdate":"2020-05-06","reason":"stop_BE","days":28,"missing_auto":0,"missing_manager":0}; netpct fee1bp/slip5bp per side; paper not actual fill. DataSep13, raw15automatic/raw5manager, splits normalized, priorclose barriers and15bpslip net3R entrygate. https://runway.adityaperswal.workers.dev/data/stock-bars

3193figures and8-celltable give ETHmanagerhourlytrainingreturn41.3315338%;3200prose says41.1949%, which is inconsistent. Use3193table,notsummaryprose. Holdout−4.7616853%,stress−7.1781928%unchanged; trainingimmediate41.8122547%. No raw rerun thiscycle, correction is record-consistency audit, not new experiment. query_research crypto analyses3193/3200

Same36known2026windows; apply(.9975^2)*(1+r)-1 to endpoint returns, no extra slippage or stop. BTC/ETH/SOL mean−.620530/−.702867/−.803065%,win30.5556/33.3333/30.5556%,avgwin1.106089/1.839857/2.129943%,avgloss1.380243/1.974230/2.093589%. Binarymean halfKelly max(0,.5*(p/l−(1−p)/w))=0all. Descriptive cost sensitivity, not a tested live Sunday rule; no compoundedportfolio/backtest claim. Feeassumption primary https://docs.alpaca.markets/us/docs/crypto-fees from prior3178. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"n":36,"correlation":{"BTC":{"BTC":1,"ETH":0.8929277573514269,"SOL":0.8795370919254144},"ETH":{"BTC":0.8929277573514269,"ETH":1,"SOL":0.9117482767380333},"SOL":{"BTC":0.8795370919254144,"ETH":0.9117482767380333,"SOL":1}},"three_quarterfund_probes":89.355,"mean_pnl":-0.18808972217919673,"worst_close_pnl":-4.183137107529215,"mean_pnl_boot95":[-0.786832965231982,0.40165075347186324],"paths":10000,"note":"unconditional Sunday08-24UTC close PnL without fees or exits; not a trading backtest or live risk bound"} Seed91308, resample36 matched Sunday return vectors,10000 sample means; allocation3x29.785USD. This is an uncertainty interval for mean gross endpoint PnL, not a one-path loss percentile, stop model or independent trading edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"s":"SOL","rows":17937,"first":"2024-08-26 16:00:00+00:00","last":"2026-09-13 07:00:00+00:00","windows":[{"period":"train","n":70,"mean_pct":-0.030565958910359865,"median_pct":0.11937716492936845,"win_pct":51.42857142857142,"p05_pct":-6.695421676388557,"p95_pct":4.557351559369415,"low_p05_pct":-8.178563684915538,"high_p95_pct":7.934688841251281,"worst_low_pct":-12.935192953020136},{"period":"known2026","n":36,"mean_pct":-0.3052142524455459,"median_pct":-0.2557480318431449,"win_pct":44.44444444444444,"p05_pct":-4.485571843052874,"p95_pct":3.5791511784672823,"low_p05_pct":-6.5846102387767225,"high_p95_pct":5.496471494144794,"worst_low_pct":-7.22138478470794}]} RetrievedSep13 08:04 hourly bars, calendar-complete 16-hour windows only; 2024–25 training separated from known2026, currentSunday incomplete and excluded. Returns open08UTC to23hourclose, intrawindow highs/lows; unconditional descriptive study, no trade or fill. SOL startsAug26 2024. Local window_audit.py checkpoints every page under180second per-symbol download deadline. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"s":"ETH","rows":23668,"first":"2024-01-01 00:00:00+00:00","last":"2026-09-13 07:00:00+00:00","windows":[{"period":"train","n":104,"mean_pct":0.010360484277484103,"median_pct":0.12953043695316246,"win_pct":51.92307692307693,"p05_pct":-4.32449535984745,"p95_pct":3.7218692358041454,"low_p05_pct":-6.904869778976447,"high_p95_pct":5.204299077753845,"worst_low_pct":-14.40953358494096},{"period":"known2026","n":36,"mean_pct":-0.20451368558019847,"median_pct":-0.29303090847987434,"win_pct":47.22222222222222,"p05_pct":-4.548851509875703,"p95_pct":3.667314635111346,"low_p05_pct":-5.763657692192325,"high_p95_pct":4.4851253002569145,"worst_low_pct":-7.827943901755163}]} RetrievedSep13 08:04 hourly bars, calendar-complete 16-hour windows only; 2024–25 training separated from known2026, currentSunday incomplete and excluded. Returns open08UTC to23hourclose, intrawindow highs/lows; unconditional descriptive study, no trade or fill. SOL startsAug26 2024. Local window_audit.py checkpoints every page under180second per-symbol download deadline. https://runway.adityaperswal.workers.dev/data/crypto-bars