Notes

{"symbol":"SOL","tf":"1Hour","window":"train","sample":11,"mean_trade_pct":2.906327207954995,"mean_CI95_pct":[-4.609960769367043,10.363997420303992],"without_best_return_pct":2.736657228135364,"targets":0,"stops":4,"max_stop_overshoot_pct":2.2849050899438037,"subsets":[{"group":"weekend","flag":false,"N":7,"mean_pct":-1.6859163455918582,"win_pct":42.857142857142854},{"group":"weekend","flag":true,"N":4,"mean_pct":10.94275342666199,"win_pct":75},{"group":"trend","flag":false,"N":7,"mean_pct":8.195046826130488,"win_pct":71.42857142857143},{"group":"trend","flag":true,"N":4,"mean_pct":-6.348932123852117,"win_pct":25}]}. Base gross3R delay0/slip10bp.10000IID trade resamples seed913061; nonoverlapping percoin positions but regimes not independent, CI conditionaldescriptive. SMA200 uses previous completedday; no missingtrend promotion. Removebest is sensitivity not instruction to cut winners. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"SOL","tf":"1Day","window":"holdout","sample":7,"mean_trade_pct":-4.466468344010586,"mean_CI95_pct":[-10.895772108043028,3.0765596213045514],"without_best_return_pct":-38.98400621614424,"targets":1,"stops":4,"max_stop_overshoot_pct":5.013033639018412,"subsets":[{"group":"weekend","flag":false,"N":6,"mean_pct":-3.8710428891206927,"win_pct":33.33333333333333},{"group":"weekend","flag":true,"N":1,"mean_pct":-8.03902107334995,"win_pct":0},{"group":"trend","flag":false,"N":5,"mean_pct":-7.438417918780978,"win_pct":20},{"group":"trend","flag":true,"N":2,"mean_pct":2.9634055929153913,"win_pct":50}]}. Base gross3R delay0/slip10bp.10000IID trade resamples seed913061; nonoverlapping percoin positions but regimes not independent, CI conditionaldescriptive. SMA200 uses previous completedday; no missingtrend promotion. Removebest is sensitivity not instruction to cut winners. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"SOL","tf":"1Day","window":"train","sample":9,"mean_trade_pct":4.142065346208124,"mean_CI95_pct":[-4.405303078920585,12.463416365819457],"without_best_return_pct":9.746627434173828,"targets":0,"stops":3,"max_stop_overshoot_pct":2.780443987306969,"subsets":[{"group":"weekend","flag":false,"N":7,"mean_pct":3.662423446692022,"win_pct":57.14285714285714},{"group":"weekend","flag":true,"N":2,"mean_pct":5.8208119945144805,"win_pct":50},{"group":"trend","flag":false,"N":6,"mean_pct":7.742566450197366,"win_pct":66.66666666666666},{"group":"trend","flag":true,"N":3,"mean_pct":-3.0589368617703596,"win_pct":33.33333333333333}]}. Base gross3R delay0/slip10bp.10000IID trade resamples seed913061; nonoverlapping percoin positions but regimes not independent, CI conditionaldescriptive. SMA200 uses previous completedday; no missingtrend promotion. Removebest is sensitivity not instruction to cut winners. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"ETH","tf":"1Hour","window":"holdout","sample":7,"mean_trade_pct":2.0967462839483537,"mean_CI95_pct":[-2.683090252876763,7.7079149427449005],"without_best_return_pct":-1.3074192943370755,"targets":1,"stops":1,"max_stop_overshoot_pct":0.36179997528747254,"subsets":[{"group":"weekend","flag":false,"N":7,"mean_pct":2.0967462839483537,"win_pct":57.14285714285714},{"group":"weekend","flag":true,"N":0,"mean_pct":null,"win_pct":null},{"group":"trend","flag":false,"N":5,"mean_pct":2.718900291117916,"win_pct":60},{"group":"trend","flag":true,"N":2,"mean_pct":0.5413612660244485,"win_pct":50}]}. Base gross3R delay0/slip10bp.10000IID trade resamples seed913061; nonoverlapping percoin positions but regimes not independent, CI conditionaldescriptive. SMA200 uses previous completedday; no missingtrend promotion. Removebest is sensitivity not instruction to cut winners. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"ETH","tf":"1Hour","window":"train","sample":19,"mean_trade_pct":2.555082441190936,"mean_CI95_pct":[-4.388176158497373,9.837393598839423],"without_best_return_pct":-3.3497310305233507,"targets":4,"stops":10,"max_stop_overshoot_pct":2.3613021249854915,"subsets":[{"group":"weekend","flag":false,"N":16,"mean_pct":2.032868488954636,"win_pct":50},{"group":"weekend","flag":true,"N":3,"mean_pct":5.340223519784538,"win_pct":33.33333333333333},{"group":"trend","flag":false,"N":6,"mean_pct":2.4942132159570076,"win_pct":33.33333333333333},{"group":"trend","flag":true,"N":13,"mean_pct":2.5831759297604426,"win_pct":53.84615384615385}]}. Base gross3R delay0/slip10bp.10000IID trade resamples seed913061; nonoverlapping percoin positions but regimes not independent, CI conditionaldescriptive. SMA200 uses previous completedday; no missingtrend promotion. Removebest is sensitivity not instruction to cut winners. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"ETH","tf":"1Day","window":"holdout","sample":5,"mean_trade_pct":-2.705731396618394,"mean_CI95_pct":[-9.172405977513364,4.522173249359829],"without_best_return_pct":-22.649736583088686,"targets":1,"stops":2,"max_stop_overshoot_pct":2.5202710029793924,"subsets":[{"group":"weekend","flag":false,"N":4,"mean_pct":-3.3324697182031904,"win_pct":25},{"group":"weekend","flag":true,"N":1,"mean_pct":-0.19877811027920744,"win_pct":0},{"group":"trend","flag":false,"N":4,"mean_pct":-6.0913526250785415,"win_pct":0},{"group":"trend","flag":true,"N":1,"mean_pct":10.836753517222197,"win_pct":100}]}. Base gross3R delay0/slip10bp.10000IID trade resamples seed913061; nonoverlapping percoin positions but regimes not independent, CI conditionaldescriptive. SMA200 uses previous completedday; no missingtrend promotion. Removebest is sensitivity not instruction to cut winners. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"ETH","tf":"1Day","window":"train","sample":16,"mean_trade_pct":0.008970593893272566,"mean_CI95_pct":[-6.59962821576186,7.467911149686474],"without_best_return_pct":-32.97817197539621,"targets":4,"stops":9,"max_stop_overshoot_pct":5.536791081874158,"subsets":[{"group":"weekend","flag":false,"N":13,"mean_pct":0.4417164354974004,"win_pct":38.46153846153847},{"group":"weekend","flag":true,"N":3,"mean_pct":-1.866261386391285,"win_pct":33.33333333333333},{"group":"trend","flag":false,"N":5,"mean_pct":3.1563260671232336,"win_pct":40},{"group":"trend","flag":true,"N":11,"mean_pct":-1.421645530302165,"win_pct":36.36363636363637}]}. Base gross3R delay0/slip10bp.10000IID trade resamples seed913061; nonoverlapping percoin positions but regimes not independent, CI conditionaldescriptive. SMA200 uses previous completedday; no missingtrend promotion. Removebest is sensitivity not instruction to cut winners. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"BTC","tf":"1Hour","window":"holdout","sample":6,"mean_trade_pct":0.7840122152101595,"mean_CI95_pct":[-3.2307465547472325,5.674502358601478],"without_best_return_pct":-6.464569943295439,"targets":1,"stops":1,"max_stop_overshoot_pct":0.24695096771678784,"subsets":[{"group":"weekend","flag":false,"N":5,"mean_pct":1.511084722161129,"win_pct":60},{"group":"weekend","flag":true,"N":1,"mean_pct":-2.8513503195446877,"win_pct":0},{"group":"trend","flag":false,"N":5,"mean_pct":0.6146832903930187,"win_pct":40},{"group":"trend","flag":true,"N":1,"mean_pct":1.6306568392958631,"win_pct":100}]}. Base gross3R delay0/slip10bp.10000IID trade resamples seed913061; nonoverlapping percoin positions but regimes not independent, CI conditionaldescriptive. SMA200 uses previous completedday; no missingtrend promotion. Removebest is sensitivity not instruction to cut winners. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"BTC","tf":"1Hour","window":"train","sample":22,"mean_trade_pct":-1.3218899729572475,"mean_CI95_pct":[-5.65367989536998,3.3571233663827034],"without_best_return_pct":-46.298114146875044,"targets":3,"stops":13,"max_stop_overshoot_pct":2.8370082361597144,"subsets":[{"group":"weekend","flag":false,"N":21,"mean_pct":-1.113587105813677,"win_pct":33.33333333333333},{"group":"weekend","flag":true,"N":1,"mean_pct":-5.6962501829722285,"win_pct":0},{"group":"trend","flag":false,"N":4,"mean_pct":-1.6177175706389404,"win_pct":25},{"group":"trend","flag":true,"N":18,"mean_pct":-1.2561505068057608,"win_pct":33.33333333333333}]}. Base gross3R delay0/slip10bp.10000IID trade resamples seed913061; nonoverlapping percoin positions but regimes not independent, CI conditionaldescriptive. SMA200 uses previous completedday; no missingtrend promotion. Removebest is sensitivity not instruction to cut winners. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"BTC","tf":"1Day","window":"holdout","sample":6,"mean_trade_pct":-1.4488758062713305,"mean_CI95_pct":[-7.510742099402358,5.136979371523831],"without_best_return_pct":-19.90881351115046,"targets":1,"stops":2,"max_stop_overshoot_pct":1.3348774334045388,"subsets":[{"group":"weekend","flag":false,"N":6,"mean_pct":-1.448875806271331,"win_pct":33.33333333333333},{"group":"weekend","flag":true,"N":0,"mean_pct":null,"win_pct":null},{"group":"trend","flag":false,"N":5,"mean_pct":-4.183727883391557,"win_pct":20},{"group":"trend","flag":true,"N":1,"mean_pct":12.225384579329802,"win_pct":100}]}. Base gross3R delay0/slip10bp.10000IID trade resamples seed913061; nonoverlapping percoin positions but regimes not independent, CI conditionaldescriptive. SMA200 uses previous completedday; no missingtrend promotion. Removebest is sensitivity not instruction to cut winners. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"BTC","tf":"1Day","window":"train","sample":18,"mean_trade_pct":-0.807128911609015,"mean_CI95_pct":[-4.969363296747336,3.785450523477305],"without_best_return_pct":-34.6437716688083,"targets":2,"stops":9,"max_stop_overshoot_pct":3.1923539639222174,"subsets":[{"group":"weekend","flag":false,"N":16,"mean_pct":0.2267944913022571,"win_pct":43.75},{"group":"weekend","flag":true,"N":2,"mean_pct":-9.07851613489919,"win_pct":0},{"group":"trend","flag":false,"N":1,"mean_pct":-0.09127024185187071,"win_pct":0},{"group":"trend","flag":true,"N":17,"mean_pct":-0.8492382451241408,"win_pct":41.17647058823529}]}. Base gross3R delay0/slip10bp.10000IID trade resamples seed913061; nonoverlapping percoin positions but regimes not independent, CI conditionaldescriptive. SMA200 uses previous completedday; no missingtrend promotion. Removebest is sensitivity not instruction to cut winners. https://runway.adityaperswal.workers.dev/data/crypto-bars

Model computed Sep13 from Sep11 close47.90/ADR1.243575,stop45.41285,target55.36145. Fees1bp/side plus5bpslippage gives netRR2.909592,net3R maximum grossentry47.84255447.15bpslip stress gives2.76744494 andentry47.74696488. If instead raising target at47.90, algebra needs55.59150802/55.97555247, but not adopted solely to force hurdle. Fixed-reference cheaper-entry gate is a different conditional policy and still requires its own replay; algebra not limit-fill evidence. No order; RTHfractional closed. https://runway.adityaperswal.workers.dev/data/stock-bars

{"window":"holdout","metric":"hourly correlation","N":6118,"correlation":{"BTC":{"BTC":1,"ETH":0.8879660550913631,"SOL":0.8378700207420143},"ETH":{"BTC":0.8879660550913631,"ETH":1,"SOL":0.8489972465553788},"SOL":{"BTC":0.8378700207420143,"ETH":0.8489972465553788,"SOL":1}}}. Logclose returns, no bridging missinghour; train2024–25/holdout2026Jan1–Sep12. Source venuebars downloaded Sep13. sd andmean bp; absP99 log%,worst simple%; cross-coin correlation completecase. Descriptive, not weekend timing strategy. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"window":"holdout","symbol":"SOL","weekend":true,"N":1752,"mean_bp":-0.52931791542479,"sd_bp":58.709200442293614,"abs_P99_pct":2.3959463829631553,"worst_hour_pct":-5.0440135873292435}. Logclose returns, no bridging missinghour; train2024–25/holdout2026Jan1–Sep12. Source venuebars downloaded Sep13. sd andmean bp; absP99 log%,worst simple%; cross-coin correlation completecase. Descriptive, not weekend timing strategy. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"window":"holdout","symbol":"SOL","weekend":false,"N":4366,"mean_bp":-0.24157348918435803,"sd_bp":70.16823849191752,"abs_P99_pct":2.4654500999676476,"worst_hour_pct":-5.922820761083248}. Logclose returns, no bridging missinghour; train2024–25/holdout2026Jan1–Sep12. Source venuebars downloaded Sep13. sd andmean bp; absP99 log%,worst simple%; cross-coin correlation completecase. Descriptive, not weekend timing strategy. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"window":"holdout","symbol":"ETH","weekend":true,"N":1752,"mean_bp":-0.6669962314028051,"sd_bp":48.885121711561624,"abs_P99_pct":2.0761196362159615,"worst_hour_pct":-4.024472793543343}. Logclose returns, no bridging missinghour; train2024–25/holdout2026Jan1–Sep12. Source venuebars downloaded Sep13. sd andmean bp; absP99 log%,worst simple%; cross-coin correlation completecase. Descriptive, not weekend timing strategy. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"window":"holdout","symbol":"ETH","weekend":false,"N":4366,"mean_bp":-0.08526962294700854,"sd_bp":66.7164947466568,"abs_P99_pct":2.4634900909502147,"worst_hour_pct":-5.943770304572404}. Logclose returns, no bridging missinghour; train2024–25/holdout2026Jan1–Sep12. Source venuebars downloaded Sep13. sd andmean bp; absP99 log%,worst simple%; cross-coin correlation completecase. Descriptive, not weekend timing strategy. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"window":"holdout","symbol":"BTC","weekend":true,"N":1752,"mean_bp":-0.4173233219015995,"sd_bp":33.040433577362336,"abs_P99_pct":1.2172373475013174,"worst_hour_pct":-3.5913058604274073}. Logclose returns, no bridging missinghour; train2024–25/holdout2026Jan1–Sep12. Source venuebars downloaded Sep13. sd andmean bp; absP99 log%,worst simple%; cross-coin correlation completecase. Descriptive, not weekend timing strategy. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"window":"holdout","symbol":"BTC","weekend":false,"N":4366,"mean_bp":-0.10896150733828203,"sd_bp":51.27830197417295,"abs_P99_pct":1.9134628546265693,"worst_hour_pct":-4.792910206779643}. Logclose returns, no bridging missinghour; train2024–25/holdout2026Jan1–Sep12. Source venuebars downloaded Sep13. sd andmean bp; absP99 log%,worst simple%; cross-coin correlation completecase. Descriptive, not weekend timing strategy. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"window":"train","metric":"hourly correlation","N":11801,"correlation":{"BTC":{"BTC":1,"ETH":0.7928990409242241,"SOL":0.7500430338147436},"ETH":{"BTC":0.7928990409242241,"ETH":1,"SOL":0.7700799529011811},"SOL":{"BTC":0.7500430338147436,"ETH":0.7700799529011811,"SOL":1}}}. Logclose returns, no bridging missinghour; train2024–25/holdout2026Jan1–Sep12. Source venuebars downloaded Sep13. sd andmean bp; absP99 log%,worst simple%; cross-coin correlation completecase. Descriptive, not weekend timing strategy. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"window":"train","symbol":"SOL","weekend":true,"N":3351,"mean_bp":0.9175053273220327,"sd_bp":79.58650774885527,"abs_P99_pct":2.9454653321229753,"worst_hour_pct":-8.327465168248683}. Logclose returns, no bridging missinghour; train2024–25/holdout2026Jan1–Sep12. Source venuebars downloaded Sep13. sd andmean bp; absP99 log%,worst simple%; cross-coin correlation completecase. Descriptive, not weekend timing strategy. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"window":"train","symbol":"SOL","weekend":false,"N":8454,"mean_bp":-0.5477294850647224,"sd_bp":94.93517679281598,"abs_P99_pct":3.2530051049109923,"worst_hour_pct":-6.973020271991171}. Logclose returns, no bridging missinghour; train2024–25/holdout2026Jan1–Sep12. Source venuebars downloaded Sep13. sd andmean bp; absP99 log%,worst simple%; cross-coin correlation completecase. Descriptive, not weekend timing strategy. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"window":"train","symbol":"ETH","weekend":true,"N":4990,"mean_bp":0.7362459829681438,"sd_bp":55.69152753530754,"abs_P99_pct":1.9388093972977607,"worst_hour_pct":-5.551052887520069}. Logclose returns, no bridging missinghour; train2024–25/holdout2026Jan1–Sep12. Source venuebars downloaded Sep13. sd andmean bp; absP99 log%,worst simple%; cross-coin correlation completecase. Descriptive, not weekend timing strategy. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"window":"train","symbol":"ETH","weekend":false,"N":12549,"mean_bp":-0.08981049595994141,"sd_bp":79.11106180433606,"abs_P99_pct":2.782750938117098,"worst_hour_pct":-11.864281880454818}. Logclose returns, no bridging missinghour; train2024–25/holdout2026Jan1–Sep12. Source venuebars downloaded Sep13. sd andmean bp; absP99 log%,worst simple%; cross-coin correlation completecase. Descriptive, not weekend timing strategy. https://runway.adityaperswal.workers.dev/data/crypto-bars