Notes

{"window":"train","symbol":"BTC","weekend":true,"N":4990,"mean_bp":0.38835636790084094,"sd_bp":35.60555933003448,"abs_P99_pct":1.3497227486760532,"worst_hour_pct":-4.290659668464924}. 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":"BTC","weekend":false,"N":12549,"mean_bp":0.4318934484333188,"sd_bp":57.65163458883257,"abs_P99_pct":2.112540798162487,"worst_hour_pct":-4.895889045284707}. 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

{"symbol":"SOL","tf":"1Hour","rows":32424,"missing":10085,"first":"2023-01-01 00:00:00+00:00","last":"2026-09-12 23:00:00+00:00","events":100}. Retrieved Sep13~06:03–04UTC. PartialSep13excluded; missing calendar slots suppress rollinghigh/ATR signals, mark-to-market only forwardfills close. SOL daily missing418 spans2023–24; do not call full2024–25 training. Duplicate timestamps deduplicated. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"SOL","tf":"1Day","rows":1351,"missing":418,"first":"2023-01-01 00:00:00+00:00","last":"2026-09-12 00:00:00+00:00","events":29}. Retrieved Sep13~06:03–04UTC. PartialSep13excluded; missing calendar slots suppress rollinghigh/ATR signals, mark-to-market only forwardfills close. SOL daily missing418 spans2023–24; do not call full2024–25 training. Duplicate timestamps deduplicated. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"ETH","tf":"1Hour","rows":32424,"missing":6,"first":"2023-01-01 00:00:00+00:00","last":"2026-09-12 23:00:00+00:00","events":172}. Retrieved Sep13~06:03–04UTC. PartialSep13excluded; missing calendar slots suppress rollinghigh/ATR signals, mark-to-market only forwardfills close. SOL daily missing418 spans2023–24; do not call full2024–25 training. Duplicate timestamps deduplicated. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"ETH","tf":"1Day","rows":1351,"missing":0,"first":"2023-01-01 00:00:00+00:00","last":"2026-09-12 00:00:00+00:00","events":46}. Retrieved Sep13~06:03–04UTC. PartialSep13excluded; missing calendar slots suppress rollinghigh/ATR signals, mark-to-market only forwardfills close. SOL daily missing418 spans2023–24; do not call full2024–25 training. Duplicate timestamps deduplicated. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"BTC","tf":"1Hour","rows":32424,"missing":4,"first":"2023-01-01 00:00:00+00:00","last":"2026-09-12 23:00:00+00:00","events":188}. Retrieved Sep13~06:03–04UTC. PartialSep13excluded; missing calendar slots suppress rollinghigh/ATR signals, mark-to-market only forwardfills close. SOL daily missing418 spans2023–24; do not call full2024–25 training. Duplicate timestamps deduplicated. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"BTC","tf":"1Day","rows":1351,"missing":0,"first":"2023-01-01 00:00:00+00:00","last":"2026-09-12 00:00:00+00:00","events":56}. Retrieved Sep13~06:03–04UTC. PartialSep13excluded; missing calendar slots suppress rollinghigh/ATR signals, mark-to-market only forwardfills close. SOL daily missing418 spans2023–24; do not call full2024–25 training. Duplicate timestamps deduplicated. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":13.784420505082947,"drawdown":33.73180647313123,"win_rate":44.44444444444444,"sample":9,"mean_trade_pct":2.166008804698332,"half_kelly_fraction":0.9567173990314317,"skipped_entries":4,"days":731,"symbol":"SOL","tf":"1Hour","delay":4,"slippage_bp":30,"window":"train"} Trade returns pct=[-2.6855360880560952,17.572886666666676,17.323570646651888,-12.061626145520854,17.318134178998324,-0.6635701138521632,6.102041728247842,-11.02047517707212,-12.391346453778507]. Retrieved Sep13~06:03–04UTC. Complete UTC bars throughSep12; train2024–25/known2026holdout. Full gross3R,2ATR,20d; sampled-open exits, terminal liquidation. Vectorbt exact coin fee equivalent+10/30bpslip. Model notfills. Full timestamp ledger in results.json under /tmp/codex-run-3DmDYP. Repaired oversized record, no change to result. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":36.69165039103146,"drawdown":26.838415518202975,"win_rate":55.55555555555556,"sample":9,"mean_trade_pct":4.152204457827434,"half_kelly_fraction":2.478271835536935,"skipped_entries":2,"days":731,"symbol":"SOL","tf":"1Hour","delay":4,"slippage_bp":10,"window":"train"} Trade returns pct=[-2.295496984083034,18.044122097902115,17.793806812278245,-11.709166673781047,17.78834855510962,-0.26542691347724023,6.527301690865928,3.526560045925109,-12.040208510292793]. Retrieved Sep13~06:03–04UTC. Complete UTC bars throughSep12; train2024–25/known2026holdout. Full gross3R,2ATR,20d; sampled-open exits, terminal liquidation. Vectorbt exact coin fee equivalent+10/30bpslip. Model notfills. Full timestamp ledger in results.json under /tmp/codex-run-3DmDYP. Repaired oversized record, no change to result. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":39.16337300086592,"drawdown":30.901904875038653,"win_rate":66.66666666666666,"sample":9,"mean_trade_pct":4.269809065016463,"half_kelly_fraction":2.3406796367351257,"skipped_entries":5,"days":731,"symbol":"SOL","tf":"1Hour","delay":2,"slippage_bp":30,"window":"train"} Trade returns pct=[-2.5460351257547975,18.822101159297787,11.385189137201056,-11.904135203262511,15.774120624213882,2.8452678064967207,6.987374375452204,-11.179201510022075,8.24360032152589]. Retrieved Sep13~06:03–04UTC. Complete UTC bars throughSep12; train2024–25/known2026holdout. Full gross3R,2ATR,20d; sampled-open exits, terminal liquidation. Vectorbt exact coin fee equivalent+10/30bpslip. Model notfills. Full timestamp ledger in results.json under /tmp/codex-run-3DmDYP. Repaired oversized record, no change to result. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":44.26454674413809,"drawdown":30.34690065215855,"win_rate":66.66666666666666,"sample":9,"mean_trade_pct":4.687725387670808,"half_kelly_fraction":2.5778743326517204,"skipped_entries":5,"days":731,"symbol":"SOL","tf":"1Hour","delay":2,"slippage_bp":10,"window":"train"} Trade returns pct=[-2.1554368980076233,19.29834347729793,11.83162410298635,-11.551044503403762,16.238146550641353,3.2574745277854644,7.41618277618068,-10.823205255564483,8.677443711121358]. Retrieved Sep13~06:03–04UTC. Complete UTC bars throughSep12; train2024–25/known2026holdout. Full gross3R,2ATR,20d; sampled-open exits, terminal liquidation. Vectorbt exact coin fee equivalent+10/30bpslip. Model notfills. Full timestamp ledger in results.json under /tmp/codex-run-3DmDYP. Repaired oversized record, no change to result. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":24.128878339405176,"drawdown":39.27212760725306,"win_rate":54.54545454545454,"sample":11,"mean_trade_pct":2.744779504223641,"half_kelly_fraction":1.1035837157870332,"skipped_entries":0,"days":731,"symbol":"SOL","tf":"1Hour","delay":0,"slippage_bp":30,"window":"train"} Trade returns pct=[-1.364949246044389,21.969392425005175,16.52598396343432,-13.342296650279584,16.84638769157647,3.2992046776715744,10.408181387216263,-10.990765815137538,-13.203511918316401,8.964738874730639,-8.91979084339648]. Retrieved Sep13~06:03–04UTC. Complete UTC bars throughSep12; train2024–25/known2026holdout. Full gross3R,2ATR,20d; sampled-open exits, terminal liquidation. Vectorbt exact coin fee equivalent+10/30bpslip. Model notfills. Full timestamp ledger in results.json under /tmp/codex-run-3DmDYP. Repaired oversized record, no change to result. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":25.80951170226426,"drawdown":38.75805309385727,"win_rate":54.54545454545454,"sample":11,"mean_trade_pct":2.906327207954995,"half_kelly_fraction":1.1074234688921152,"skipped_entries":0,"days":731,"symbol":"SOL","tf":"1Hour","delay":0,"slippage_bp":10,"window":"train"} Trade returns pct=[-0.9696171929261643,22.45824917477497,16.993023379237915,-12.994970141884377,17.314711294519448,3.713230790686617,10.850700478505004,-10.952523542354708,-12.855629156818383,9.401472607897077,-10.98904840413245]. Retrieved Sep13~06:03–04UTC. Complete UTC bars throughSep12; train2024–25/known2026holdout. Full gross3R,2ATR,20d; sampled-open exits, terminal liquidation. Vectorbt exact coin fee equivalent+10/30bpslip. Model notfills. Full timestamp ledger in results.json under /tmp/codex-run-3DmDYP. Repaired oversized record, no change to result. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":29.704431327084198,"drawdown":32.13358173937147,"win_rate":55.55555555555556,"sample":9,"mean_trade_pct":3.726327313674249,"half_kelly_fraction":1.350967339190396,"skipped_entries":0,"days":731,"symbol":"SOL","tf":"1Day","delay":0,"slippage_bp":30,"window":"train"} Trade returns pct=[-3.743604098893616,18.16655544120327,11.667660265636037,-11.23171079234605,22.028455509325173,-9.79541379078145,6.987374375452204,-13.591984767701536,13.049613681174211]. Retrieved Sep13~06:03–04UTC. Complete UTC bars throughSep12; train2024–25/known2026holdout. Full gross3R,2ATR,20d; sampled-open exits, terminal liquidation. Vectorbt exact coin fee equivalent+10/30bpslip. Model notfills. Full timestamp ledger in results.json under /tmp/codex-run-3DmDYP. Repaired oversized record, no change to result. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":34.458878026702806,"drawdown":31.588470493420452,"win_rate":55.55555555555556,"sample":9,"mean_trade_pct":4.142065346208124,"half_kelly_fraction":1.51244063285213,"skipped_entries":0,"days":731,"symbol":"SOL","tf":"1Day","delay":0,"slippage_bp":10,"window":"train"} Trade returns pct=[-3.357805761218824,18.640170313557448,12.11522738363593,-10.875924996566521,22.517548985595482,-9.43387127628801,7.41618277618068,-13.245659016292265,13.502719707269195]. Retrieved Sep13~06:03–04UTC. Complete UTC bars throughSep12; train2024–25/known2026holdout. Full gross3R,2ATR,20d; sampled-open exits, terminal liquidation. Vectorbt exact coin fee equivalent+10/30bpslip. Model notfills. Full timestamp ledger in results.json under /tmp/codex-run-3DmDYP. Repaired oversized record, no change to result. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":80.86009144118312,"drawdown":38.138183030829694,"win_rate":52.94117647058824,"sample":17,"mean_trade_pct":4.445086890184491,"half_kelly_fraction":1.5580817012878787,"skipped_entries":6,"days":731,"symbol":"ETH","tf":"1Hour","delay":4,"slippage_bp":30,"window":"train"} Trade returns pct=[-9.638344649134577,18.824121653141624,19.974351380672474,-9.196376502958593,-11.574428260048997,-0.019391468247376142,-10.953389853047879,-8.84390985843032,18.415151293044076,8.511425370170645,23.71794880708673,15.101652510235786,27.727665318816406,3.5113195083221083,10.157336531563544,-8.816214665176702,-11.33243998287259]. Retrieved Sep13~06:03–04UTC. Complete UTC bars throughSep12; train2024–25/known2026holdout. Full gross3R,2ATR,20d; sampled-open exits, terminal liquidation. Vectorbt exact coin fee equivalent+10/30bpslip. Model notfills. Full timestamp ledger in results.json under /tmp/codex-run-3DmDYP. Repaired oversized record, no change to result. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":90.02254429139484,"drawdown":36.88848596186753,"win_rate":58.82352941176471,"sample":17,"mean_trade_pct":4.765458424329873,"half_kelly_fraction":1.5944071109014066,"skipped_entries":6,"days":731,"symbol":"ETH","tf":"1Hour","delay":4,"slippage_bp":10,"window":"train"} Trade returns pct=[-10.946376815330193,19.300372069337833,20.455211949915352,-8.832433030194498,-11.220016085503559,0.3813336182278082,-10.596488539128313,-8.478553689457568,18.88976254455301,8.94634221008166,24.213813819935815,15.56298316557938,28.239601388038317,3.926195783534636,10.598850229627033,-8.450747493091715,-10.977057912517152]. Retrieved Sep13~06:03–04UTC. Complete UTC bars throughSep12; train2024–25/known2026holdout. Full gross3R,2ATR,20d; sampled-open exits, terminal liquidation. Vectorbt exact coin fee equivalent+10/30bpslip. Model notfills. Full timestamp ledger in results.json under /tmp/codex-run-3DmDYP. Repaired oversized record, no change to result. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":58.22971245385128,"drawdown":30.998762313050896,"win_rate":58.82352941176471,"sample":17,"mean_trade_pct":3.6431430916121603,"half_kelly_fraction":1.2421399986722799,"skipped_entries":7,"days":731,"symbol":"ETH","tf":"1Hour","delay":2,"slippage_bp":30,"window":"train"} Trade returns pct=[-10.386448882967958,18.677008146279682,19.66617309879166,-13.800866616606289,0.7874050793369669,-10.194829130498274,-8.554331394228253,16.294763900613507,10.174018518651607,23.207863420307184,11.646579270119028,-12.696972562121944,27.907530460785136,0.40806943683622254,8.14203912554634,-7.500518802571687,-11.84405051086621]. Retrieved Sep13~06:03–04UTC. Complete UTC bars throughSep12; train2024–25/known2026holdout. Full gross3R,2ATR,20d; sampled-open exits, terminal liquidation. Vectorbt exact coin fee equivalent+10/30bpslip. Model notfills. Full timestamp ledger in results.json under /tmp/codex-run-3DmDYP. Repaired oversized record, no change to result. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":65.13182818830985,"drawdown":29.70900019235322,"win_rate":58.82352941176471,"sample":17,"mean_trade_pct":3.9132250347705266,"half_kelly_fraction":1.3087744922116473,"skipped_entries":8,"days":731,"symbol":"ETH","tf":"1Hour","delay":2,"slippage_bp":10,"window":"train"} Trade returns pct=[-10.027275253720447,18.51711202894699,20.145798480827025,-13.455378069512891,1.1913638290299344,-9.834887483902143,-8.187814586639563,16.76087657991261,10.615599078587756,23.701683996602707,12.094061894896901,-12.347059576660547,28.42018743454675,0.8105077986221954,8.575475455016468,-8.964707025581642,-11.49071898987315]. Retrieved Sep13~06:03–04UTC. Complete UTC bars throughSep12; train2024–25/known2026holdout. Full gross3R,2ATR,20d; sampled-open exits, terminal liquidation. Vectorbt exact coin fee equivalent+10/30bpslip. Model notfills. Full timestamp ledger in results.json under /tmp/codex-run-3DmDYP. Repaired oversized record, no change to result. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":17.323180684257437,"drawdown":47.430072562762525,"win_rate":47.368421052631575,"sample":19,"mean_trade_pct":1.929891986137673,"half_kelly_fraction":0.5315881447167456,"skipped_entries":2,"days":731,"symbol":"ETH","tf":"1Hour","delay":0,"slippage_bp":30,"window":"train"} Trade returns pct=[-11.592138960515497,18.519482774248775,16.961402219428656,-10.998014295926817,-13.91030110641186,6.374793109093457,-9.816965149359437,-10.253666507666924,-9.175381535200344,17.47246425920448,9.46970870791728,34.18815526197392,-14.374809081759498,-11.894408757009355,27.996353485470582,2.6240816269850864,13.851722157863144,-7.500518802571676,-11.274011669148177]. Retrieved Sep13~06:03–04UTC. Complete UTC bars throughSep12; train2024–25/known2026holdout. Full gross3R,2ATR,20d; sampled-open exits, terminal liquidation. Vectorbt exact coin fee equivalent+10/30bpslip. Model notfills. Full timestamp ledger in results.json under /tmp/codex-run-3DmDYP. Repaired oversized record, no change to result. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":30.213027025341177,"drawdown":46.15312671371922,"win_rate":47.368421052631575,"sample":19,"mean_trade_pct":2.555082441190936,"half_kelly_fraction":0.6655620017244688,"skipped_entries":2,"days":731,"symbol":"ETH","tf":"1Hour","delay":0,"slippage_bp":10,"window":"train"} Trade returns pct=[-11.237797770954883,18.994512189264068,17.430186803828928,-10.641291838027357,-13.565251175826532,6.801146266904934,-9.455509013316387,-9.893960682930658,-8.811353914015918,24.21878532661148,9.908466374354852,34.72598515630019,-14.031620912182841,-11.541279073280874,28.509366464409204,3.0354018278553774,14.308043057256082,-8.964707025581664,-11.242555678040212]. Retrieved Sep13~06:03–04UTC. Complete UTC bars throughSep12; train2024–25/known2026holdout. Full gross3R,2ATR,20d; sampled-open exits, terminal liquidation. Vectorbt exact coin fee equivalent+10/30bpslip. Model notfills. Full timestamp ledger in results.json under /tmp/codex-run-3DmDYP. Repaired oversized record, no change to result. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":0.6462735851387151,"drawdown":33.212708089850764,"win_rate":41.66666666666667,"sample":12,"mean_trade_pct":0.9303542086100828,"half_kelly_fraction":0.3220385665883565,"skipped_entries":4,"days":731,"symbol":"ETH","tf":"1Day","delay":1,"slippage_bp":30,"window":"train"} Trade returns pct=[-12.705597244397138,18.95304657836776,-12.219363745936052,-4.382742454684085,-5.021752669607194,19.523498405827723,-11.09681395354183,11.12746615986715,26.134479559945433,-8.472333778633189,1.1656330316294206,-11.841269385517005]. Retrieved Sep13~06:03–04UTC. Complete UTC bars throughSep12; train2024–25/known2026holdout. Full gross3R,2ATR,20d; sampled-open exits, terminal liquidation. Vectorbt exact coin fee equivalent+10/30bpslip. Model notfills. Full timestamp ledger in results.json under /tmp/codex-run-3DmDYP. Repaired oversized record, no change to result. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":36.47267904464448,"drawdown":21.57214775719677,"win_rate":50,"sample":12,"mean_trade_pct":3.538484334478619,"half_kelly_fraction":1.230337788564526,"skipped_entries":4,"days":731,"symbol":"ETH","tf":"1Day","delay":1,"slippage_bp":10,"window":"train"} Trade returns pct=[-12.355718826904505,17.027208756886726,19.434466891301728,-3.9995058014864693,-4.641077187294562,20.002551943687386,-10.740487487444383,11.572868164722339,26.64003009590874,-10.56170554751411,1.571107729575938,-11.487926717695396]. Retrieved Sep13~06:03–04UTC. Complete UTC bars throughSep12; train2024–25/known2026holdout. Full gross3R,2ATR,20d; sampled-open exits, terminal liquidation. Vectorbt exact coin fee equivalent+10/30bpslip. Model notfills. Full timestamp ledger in results.json under /tmp/codex-run-3DmDYP. Repaired oversized record, no change to result. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":-19.996206876800684,"drawdown":45.63156263014141,"win_rate":31.25,"sample":16,"mean_trade_pct":-0.39026800899233693,"half_kelly_fraction":0,"skipped_entries":0,"days":731,"symbol":"ETH","tf":"1Day","delay":0,"slippage_bp":30,"window":"train"} Trade returns pct=[-11.63105866750891,18.125358679089242,-14.066927599309121,-13.238668258443232,-0.019391468247387245,-10.624097185204418,-9.096677357934425,24.952891285441446,-7.4840796777366325,20.133360447341442,-11.089161744663068,26.751203289554315,-10.838407286137464,11.334134830377018,-7.809905907419957,-11.642861523076242]. Retrieved Sep13~06:03–04UTC. Complete UTC bars throughSep12; train2024–25/known2026holdout. Full gross3R,2ATR,20d; sampled-open exits, terminal liquidation. Vectorbt exact coin fee equivalent+10/30bpslip. Model notfills. Full timestamp ledger in results.json under /tmp/codex-run-3DmDYP. Repaired oversized record, no change to result. https://runway.adityaperswal.workers.dev/data/crypto-bars