Notes

A news scan found the headline 'ETH/USD C91306 delayed HIGH 1Day train delay0 slip10bp'. The trade returns for ETH/USD were calculated and the results are as follows: the return was -14.708540624975669, the drawdown was 44.64384424276863, and the win rate was 37.5. The sample size was 16, the mean trade percentage was 0.008970593893272566, and the half Kelly fraction was 0.0024873558075877433. There were no skipped entries, and the trade data spanned 731 days. The symbol traded was ETH, the time frame was 1 day, the delay was 0, and the slippage was 10 basis points. The trade returns percentage was calculated for each trade, with results including -11.2768734692268, 18.598808433664015, -13.722505432105459, -12.890926404543645, 0.3813336182278304, -10.26587605702548, -8.732334288197485, 25.453705982421248, -7.113273271215304, 20.61485832938854, -10.732804608297574, 27.25922567154364, -10.481045118860955, 11.78036516906693, -7.44040542157649, and -11.288723630970654. The data was retrieved on September 13 at 06:03-04 UTC, and includes complete UTC bars through September 12. The training data is from 2024-2025, with 2026 held out for testing. The model used a 3R, 2 ATR, and 20-day window, with sampled open exits and terminal liquidation. The vectorbt model used an exact coin fee equivalent, plus 10/30 basis points slippage, and did not fill orders. The full timestamp ledger is available in results.json under /tmp/codex-run-3DmDYP. An oversized record was repaired, but it did not change the result. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'BTC/USD C91306 delayed HIGH 1Hour train delay4 slip30bp'. The trade returns for the BTC/USD pair are as follows: the return is -16.22131508368463, the drawdown is 41.63473902675122, the win rate is 36.84210526315789, the sample size is 19, the mean trade percentage is -0.44185560424229336, the half Kelly fraction is 0, the number of skipped entries is 12, the number of days is 731, the symbol is BTC, the time frame is 1 hour, the delay is 4, the slippage in basis points is 30, and the window is train. The trade returns percentage is a list of 18 values: -10.900179602464387, 21.06385858213955, 18.46351057186446, -0.3131665853189358, -11.218178998618821, 5.438400245705033, -8.142234322510033, -10.966243666660901, -0.7786270057979494, 0.39294081718859175, 15.943831113673813, 1.5784458432199777, -8.205700138349792, -8.860292394225377, -7.424535878954397, 11.953240405654775, -6.622312180658496, -4.988436944603314, -4.809576341887367. This data was retrieved on September 13 at 06:03-04 UTC and includes complete UTC bars through September 12, with a train period of 2024-25 and a known holdout period of 2026. The model uses a full gross 3R, 2 ATR, 20-day period, sampled open exits, and terminal liquidation, with a vectorbt exact coin fee equivalent and 10/30 basis points slippage. The model does not fill, and the full timestamp ledger is available in results.json under /tmp/codex-run-3DmDYP. An oversized record was repaired, but it did not change the result. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'BTC/USD C91306 delayed HIGH 1Hour train delay4 slip10bp'. The trade returns for the symbol BTC were calculated with the following results: the return was -10.086221598371736, the drawdown was 38.0388548608827, and the win rate was 42.10526315789473. The sample size was 19, the mean trade percentage was -0.07381219223593305, and the half Kelly fraction was 0. There were 12 skipped entries over 731 days with a 1 Hour time frame, a delay of 4, and a slippage of 10 basis points. The trade returns percentage was [-10.543065020366281, 21.170328779961167, 18.939604041549796, 0.08638104223777088, -10.862338967030006, 5.861000314625908, -7.774065818286102, -10.609393871187223, -0.3809449566767542, 0.7953185430422449, 16.408537244508615, 1.9855751065072313, -7.837786006897862, -8.495001886916176, -7.053490819215558, 12.401952136875028, -6.248051785810283, -4.818939278509005, -4.428050450895238]. This data was retrieved on September 13 at 06:03-04 UTC and includes complete UTC bars through September 12, with a train period of 2024-25 and a known holdout period of 2026. The model used a full gross 3R, 2 ATR, and 20-day period, with sampled open exits and terminal liquidation. A vectorbt exact coin fee equivalent plus 10/30 basis points slippage was used, and the model did not fill. The full timestamp ledger is available in results.json under /tmp/codex-run-3DmDYP. An oversized record was repaired, but it did not change the result. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'BTC/USD C91306 delayed HIGH 1Hour train delay2 slip30bp'. The trade returns percentage is -11.752650092185462, with a drawdown of 38.00140267095728 and a win rate of 35. The sample size is 20, with a mean trade percentage of -0.10598479962193208. The half Kelly fraction is 0, with 5 skipped entries over 731 days. The symbol is BTC, with a 1 Hour time frame, a delay of 2, and a slippage of 30 basis points. The trade returns percentage list is [-12.213306136575753, 22.087977327926332, 18.07411632239009, -1.1338904612332223, -11.492174532149303, 5.522193947183873, -7.934026040868791, -11.00027116482638, -0.6147331725523841, 9.11990251036956, 18.310185631744137, 1.9023839590592617, -7.374956980804226, -8.888687139196783, -7.171892734831154, 11.839515371315912, -6.4292544454253475, -4.9878273504119885, -4.9904837694625614, -4.744467134089914]. The data was retrieved on September 13 at 06:03-04 UTC, with complete UTC bars through September 12. The training data is from 2024-25, with a holdout period in 2026. The model uses a gross 3R, 2 ATR, and 20-day period, with sampled open exits and terminal liquidation. Vectorbt is used with an exact coin fee equivalent and a 10/30 basis points slippage. The model does not fill orders. A full timestamp ledger is available in results.json under /tmp/codex-run-3DmDYP. An oversized record was repaired, but it did not change the result. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'BTC/USD C91306 delayed HIGH 1Hour train delay2 slip10bp'. The trade results for BTC/USD are as follows: the return was -5.6929659613824555, the drawdown was 36.152899252152224, and the win rate was 35. The sample size was 20, the mean trade percentage was 0.22676843750426726, and the half Kelly fraction was 0.13411144355404447. There were 5 skipped entries over 731 days, with a 1Hour time frame, a delay of 2, and a slippage of 10 basis points. The trade returns percentage was [-9.807471127560996, 22.57730936931692, 18.547360696160297, -0.7376323180172895, -11.137432682352733, 5.945129863613219, -8.528763875504175, -10.906015458009177, -0.2163942323453516, 9.557258143744708, 18.784376177935137, 2.3108115754110647, -7.526250119817412, -8.523510438822711, -7.3859982809283515, 12.287771289405104, -6.054220269753207, -5.312270876524305, -4.744782720805318, -4.593905965060074]. This data was retrieved on September 13 at 06:03-04UTC and includes complete UTC bars through September 12, with a training period from 2024 to 2025 and a holdout period in 2026. The model used a full gross 3R, 2ATR, and 20-day period, with sampled open exits and terminal liquidation, and a vectorbt exact coin fee equivalent plus 10/30 basis points slippage. The model does not fill orders. A full timestamp ledger is available in results.json under /tmp/codex-run-3DmDYP. An oversized record was repaired, but it did not change the result. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'BTC/USD C91306 delayed HIGH 1Hour train delay0 slip30bp'. The trade results for the BTC/USD pair are as follows: the return was -34.28%, the drawdown was 51.09%, and the win rate was 31.82%. The sample size was 22, the mean trade percentage was -1.35%, and the half Kelly fraction was 0. The trade was based on a 1-hour time frame, with a delay of 0 and a slippage of 30 basis points. The results were retrieved on September 13 at 06:03-04 UTC and are based on complete UTC bars through September 12, with a train period of 2024-25 and a holdout period of 2026. The model used a full gross 3R, 2 ATR, and 20-day period, with sampled open exits and terminal liquidation. The vectorbt exact coin fee equivalent was used, with a 10/30 basis points slippage. The model does not fill orders. The trade returns percentage was [-8.64, 22.22, 19.58, -10.56, -11.73, -11.04, 6.40, -8.58, -11.09, -0.49, 0.27, 15.83, 8.50, -7.73, -8.85, -7.20, 15.49, -6.07, -5.53, -5.86, -4.67, -9.97]. A full timestamp ledger is available in results.json under /tmp/codex-run-3DmDYP. An oversized record was repaired, but it did not change the result. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'BTC/USD C91306 delayed HIGH 1Hour train delay0 slip10bp'. The trade returns for BTC/USD are as follows: the return was -34.10207940996422, the drawdown was 51.223500264434584, the win rate was 31.818181818181817, the sample size was 22, the mean trade percentage was -1.3218899729572475, the half Kelly fraction was 0, and there were 0 skipped entries over 731 days. The symbol was BTC, the time frame was 1 hour, the delay was 0, the slippage was 10 basis points, and the window was train. The trade returns percentage was [-8.2733220559286, 22.710626532310553, 19.037682160281967, -10.201450829482294, -11.374931206326089, -10.688126554362443, 6.828097989779924, -8.213171170846811, -11.352849547833987, -0.09127024185184851, 0.6697808990602239, 16.29771278607084, 8.930878405550736, -7.364865251119623, -8.486680149726011, -9.797806347950555, 15.952413915592413, -5.6962501829722285, -5.149787125907435, -7.316351581065483, -4.5227454398703575, -10.979164408462339]. This data was retrieved on September 13 at 06:03-04 UTC and includes complete UTC bars through September 12, with a train period of 2024-25 and a known holdout period of 2026. The model used a full gross 3R, 2 ATR, and 20-day period, with sampled open exits and terminal liquidation. The vectorbt exact coin fee equivalent was used, with a 10/30 basis points slippage. The model did not fill, and the full timestamp ledger is available in results.json under /tmp/codex-run-3DmDYP. An oversized record was repaired, but it did not change the result. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'BTC/USD C91306 delayed HIGH 1Day train delay1 slip30bp'. The trade returns for BTC/USD were calculated with the following results: return of -27.42%, drawdown of 35.93%, and a win rate of 43.75%. The sample size was 16, with a mean trade percentage of -1.48%. The half Kelly fraction was 0, and 7 entries were skipped. The trade was analyzed over 731 days, with a symbol of BTC, a time frame of 1Day, a delay of 1, and a slippage of 30 basis points. The trade returns percentage was [-10.62, 24.54, -14.34, 2.45, -7.97, -11.65, -4.81, 1.55, 15.55, 1.68, -9.18, -7.49, 9.97, -6.44, 0.47, -7.34]. The data was retrieved on September 13 at 06:03-04UTC, with complete UTC bars through September 12. The train data was from 2024-25, with a known holdout period of 2026. The model used a full gross 3R, 2ATR, and 20-day period, with sampled open exits and terminal liquidation. The vectorbt exact coin fee equivalent was used, with a 10/30 basis point slippage. The model did not fill, and the full timestamp ledger is available in results.json under /tmp/codex-run-3DmDYP. An oversized record was repaired, but it did not change the result. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'BTC/USD C91306 delayed HIGH 1Day train delay1 slip10bp'. The trade returns percentage is listed as follows: -10.264760813690298, 25.040725046496128, -13.99646664751143, 2.8562597794791866, -11.31500274438546, -11.299981054116115, -4.424683609808399, 1.9534456277349177, 16.0127236980661, 2.0885520828719306, -8.819178665840255, -7.121385764560517, 10.410864213286096, -6.068228068329939, 0.8678420449478308, -6.971311416259551. This data was retrieved on September 13 at 06:03-04 UTC. The results are based on complete UTC bars through September 12, with a training period from 2024 to 2025 and a holdout period in 2026. The model used a 3R and 2 ATR with a 20-day window, and sampled open exits with terminal liquidation. Vectorbt was used with an exact coin fee equivalent and a 10/30 bps slippage. The model does not fill orders. A full timestamp ledger is available in results.json under /tmp/codex-run-3DmDYP. An oversized record was repaired, but it did not change the result. The return was -25.735904053020175, the drawdown was 35.95149351306597, the win rate was 43.75, the sample size was 16, the mean trade percentage was -1.315661643226236, and the half Kelly fraction was 0. There were 7 skipped entries and 731 days in the period, with a symbol of BTC, a time frame of 1 day, a delay of 1, and a slippage of 10 basis points. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'BTC/USD C91306 delayed HIGH 1Day train delay0 slip30bp'. The trade returns for the symbol BTC were calculated with the following results: the return was -30.93986553801804, the drawdown was 34.9768857956267, the win rate was 31.57894736842105, the sample size was 19, the mean trade percentage was -1.5044362646029363, the half Kelly fraction was 0, and there were 0 skipped entries over 731 days. The symbol was BTC, the time frame was 1 day, the delay was 0, and the slippage was 30 basis points. The trade returns percentage was calculated as follows: -13.118048471062348, 21.54140104340463, -7.705463269791002, -10.43490182243726, 5.341797803150139, -11.220106412086949, -11.604735233842112, -0.4901086805224275, -0.11336081344538451, 15.943831113673813, 4.918469293939842, -9.995822046736647, -7.278219240235096, 8.67961251644369, -1.7822497694888972, 4.76009804668438, -5.082016328648498, -5.168965215166432, -5.77550154128923. This data was retrieved on September 13 at 06:03-04 UTC and includes complete UTC bars through September 12, with a train period of 2024-25 and a known holdout period of 2026. The model used a full gross 3R, 2 ATR, and 20-day period, with sampled open exits and terminal liquidation, and a vectorbt exact coin fee equivalent plus 10 and 30 basis points slippage. The model does not fill orders. A full timestamp ledger is available in the results.json file under /tmp/codex-run-3DmDYP. An oversized record was repaired, but it did not change the result. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'BTC/USD C91306 delayed HIGH 1Day train delay0 slip10bp'. The trade results for the BTC/USD pair show a return of -20.246747205256327 and a drawdown of 30.99747645438119. The win rate is 38.88888888888889, based on a sample of 18 trades. The mean trade percentage is -0.807128911609015. The half Kelly fraction is 0, and there are no skipped entries. The results are based on 731 days of trading, with a 1Day time frame, 0 delay, and 10 basis points of slippage. The trade returns percentage is listed as -12.769823169667927, 22.028542391698892, -10.084028336001937, 5.764010686768639, -10.864274105625471, -11.250444530498694, -0.09127024185187071, 0.2869876412556094, 16.408537244508594, 5.338985465006241, -9.63508277416063, -6.9065877392996855, 9.115203455159705, -1.3885902685865537, 5.179979461344675, -5.473738718521948, -4.788879764870158, -5.397847105619746. The data was retrieved on September 13 at 06:03-04 UTC and includes complete UTC bars through September 12. The training period is 2024-25, with a holdout period of 2026. The model uses a gross 3R, 2 ATR, and 20-day period, with sampled open exits and terminal liquidation. Vectorbt is used with an exact coin fee equivalent and 10/30 basis points slippage. The model does not fill orders. A full timestamp ledger is available in results.json under /tmp/codex-run-3DmDYP. An oversized record was repaired, but it did not change the result. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline about SFIX R91306 fundamental premises reverified. On June 10, the issuer, whose quarter ended on May 2 and reopened on September 13, reported the following: revenue was 340.3 million dollars, which is a 4.7 percent increase from the same time last year. The number of clients was 2.309 million, which is a 0.9 percent increase from the previous quarter and a 1.9 percent decrease from the same time last year. Gross margin, or the profit made from sales, was 43.7 percent, which is down 50 basis points, a basis point being one hundredth of a percent. Free cash flow, or the money left after expenses, was 6.5 million dollars, and the company repurchased 15.1 million dollars worth of its own shares, resulting in 8.6 million dollars excess over the quarter's free cash flow. The company has 229.4 million dollars in liquid assets and no debt. The company guides that revenue for the fourth quarter will be between 322 and 327 million dollars, and adjusted EBITDA, or earnings before interest, taxes, depreciation, and amortization, will be between 7 and 10 million dollars, but these are forecasts, not actual results. The issuer is an interested party, and there is only one economic source, so the original event announcements are not independent corroboration. The company's mixed strategy of using cash for both cash returns and retention does not quantify the full probability of loss or the three times option enterprise value. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Third-Quarter-of-Fiscal-2026-Financial-Results/default.aspx

A news scan found the headline about SFIX with a fresh ten-event gate and indicators. The SFIX adjustment includes all bars with 10 consecutive earnings from March 2024 to June 2026, with event dates in individual observations. The median absolute value is 16.578014 percent. The S2 indicator is 2.95 on October 16 with a cost hurdle of 2.5 at 50 plus 0.05, which is 3.389831 percent, and this happened 4 out of 10 times. The C5 indicator needs 72.881356 percent, but this did not happen any of the 10 times. The P2.5 indicator needs a 21.016949 percent fall, and this happened 2 out of 10 times. The mean mapped intrinsic to premium is 1.109296 to 0 to 0.767735, which excludes residual time and is not the actual expected value. On September 11, the RSI was 14, the EWM was 35.386979, the SMA50 was 3.5796, and the RV20 log sample annual was 25242.610824 percent. The existing 5 percent risk is 42.5495, the normal 3 percent risk is 25.5297, and the 6 percent absolute risk is 51.0594, with a fund value of 102.12. There is no new trade price while the trade is closed. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2026-Financial-Results-and-Conference-Call/default.aspx ; option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars

A trading fund manager analyzed the stock SFIX with a code R91306 and found it was missing a full-premium tail sensitivity. The manager used a training model called T3, which showed a mean return of +0.04529617R. The manager then replaced an observation with a hypothetical one, called 1R, with a probability of q. The break-even point for q was 4.333333%. The chance of getting at least one success in 20 independent opportunities was 58.770047%, but this was not a forecast. The manager used 20,000 paths to simulate the trade, with $102.12 in cash and $25 in constant exposure. The manager would stop funding if the exposure fell below $25. The manager tested different probabilities of q, including 0%, 5%, and 10%. The results showed that the median terminal value would be $123.58, $98.93, and $72.52, respectively. The percentage of losing series would be 26.64%, 51.56%, and 71.66%, respectively. The median drawdown would be 19.38%, 32.77%, and 49.27%, respectively. The percentage of times the value would fall below the ticket price would be 0.235%, 6.83%, and 21.98%, respectively. The manager noted that the exposure could be scaled fractionally, but this was not executable with a 20% premium and $5 cost. The actual tail risk was unknown, and no point probability was adopted. The manager demonstrated that a $196.92 sample using the Kelly criterion was fragile due to omitted full-loss risk. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars ; NumPyseed913062

A query of trades for the supply fund from September 13 found two closed trades. The first trade, identified as FRO with id6, started at $44.49 and ended at $46.18. The second trade, identified as STNG with id3, started at $79.76 and ended at $80.36. Both trades were liquidated by the operator on September 4. The results showed 2 out of 2 positive trades with no strategy exits or paired arrival quotes. There was no estimated stop or target frequency or execution slippage from this record. The fund has $170.20 in cash and $850.99 in the account. All existing close lessons are complete, and no duplicate trade lessons are needed. https://runway.adityaperswal.workers.dev

A news scan found the headline 'SOL/USD C91306 delayed HIGH 1Hour holdout delay4 slip30bp'. This is a report on the performance of a trading model for the SOL/USD currency pair. The model had a return of -7.863230421705353 and a drawdown of 21.498438316177893. The win rate was 16.666666666666664 percent, based on a sample of 6 trades. The average trade return was -1.0353768681488371 percent. The model used a half Kelly fraction of 0 and skipped 2 entries. The trades were as follows: a trade that started on 2026-01-14 03:00:00+00:00 and ended on 2026-01-19 01:00:00+00:00 with a return of -9.100419588104714 percent, due to a stop; a trade that started on 2026-04-16 23:00:00+00:00 and ended on 2026-05-06 23:00:00+00:00 with a return of -1.0240138594547976 percent, due to a time limit; a trade that started on 2026-05-08 22:00:00+00:00 and ended on 2026-05-16 10:00:00+00:00 with a return of -7.889046510743514 percent, due to a stop; a trade that started on 2026-07-01 19:00:00+00:00 and ended on 2026-07-21 19:00:00+00:00 with a return of -0.47779254212205746 percent, due to a time limit; a trade that started on 2026-08-19 17:00:00+00:00 and ended on 2026-08-22 03:00:00+00:00 with a return of 15.84173825983488 percent, due to a target being reached; and a trade that started on 2026-08-27 13:00:00+00:00 and ended on 2026-09-13 00:00:00+00:00 with a return of -3.5627269683028207 percent, due to a boundary. The model used a 1-hour time frame, a delay of 4, and a slippage of 30 basis points. The report was retrieved on September 13 at 06:03-04 UTC and was based on complete calendar bars through September 12. The model was trained on data from 2024-25 and tested on a holdout set from 2026. The model used a gross return of 3R, 2 ATR, and 20 days, and exited trades at the open of sampled bars, including terminal liquidation. All 60 cells were predetermined. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'SOL/USD C91306 delayed HIGH 1Hour holdout delay4 slip10bp'. This is a report on the performance of a trading model for the SOL/USD currency pair. The model had a return of -5.625189184198987, a drawdown of 20.550740655707767, and a win rate of 16.666666666666664, based on a sample of 6 trades. The average trade return was -0.6387238796855303. The model used a 1Hour time frame, a delay of 4, and a slippage of 10 basis points. The report includes the following trades: a trade that entered on 2026-01-14 03:00:00+00:00 and exited on 2026-01-19 01:00:00+00:00 with a return of -8.736091517331356, a trade that entered on 2026-04-16 23:00:00+00:00 and exited on 2026-05-06 23:00:00+00:00 with a return of -0.6273153277335797, a trade that entered on 2026-05-08 22:00:00+00:00 and exited on 2026-05-16 10:00:00+00:00 with a return of -7.519863222660428, a trade that entered on 2026-07-01 19:00:00+00:00 and exited on 2026-07-21 19:00:00+00:00 with a return of -0.07890474002293368, a trade that entered on 2026-08-19 17:00:00+00:00 and exited on 2026-08-22 03:00:00+00:00 with a return of 16.306035199644665, and a trade that entered on 2026-08-27 13:00:00+00:00 and exited on 2026-09-13 00:00:00+00:00 with a return of -3.1762036700095475. The report was retrieved on September 13 at 06:03-04UTC and was computed using complete calendar bars through September 12. The model was derived from data from 2024-25 and was tested on known data from 2026. The model uses a gross 3R, 2ATR, and 20-day window, and exits at sampled bar opens, including terminal liquidation. All parameters were predetermined using 60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'SOL/USD C91306 delayed HIGH 1Hour holdout delay2 slip30bp'. The report is about the performance of a trading model for the SOL/USD currency pair. The model had a return of 8.55%, a drawdown of 16.55%, and a win rate of 60% over a sample of 5 trades. The average trade return was 1.95%. The model used a half Kelly fraction of 3.04 and skipped 2 entries. The trades were as follows: from April 16, 2026, to May 6, 2026, the return was -1.64% due to a time exit; from May 8, 2026, to May 16, 2026, the return was -8.17% due to a stop exit with a 1.55% overshoot; from July 1, 2026, to July 21, 2026, the return was 0.15% due to a time exit; from August 19, 2026, to August 21, 2026, the return was 15.38% due to a target exit; and from August 22, 2026, to September 11, 2026, the return was 4.00% due to a time exit. The model used a 1-hour time frame, a delay of 2, and a slippage of 30 basis points. The report was retrieved on September 13 at 06:03 UTC and was computed using complete calendar bars through September 12. The model was trained on data from 2024 to 2025 and tested on a holdout set from 2026. The model used a gross return of 3R, 2 ATR, and 20 days, and exits were at sampled bar opens, including terminal liquidation. All 60 cells were predetermined. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'SOL/USD C91306 delayed HIGH 1Hour holdout delay2 slip10bp'. The report is about the performance of a trading model for the SOL/USD currency pair. The model had a return of 10.745037978099148 and a drawdown of 16.212938884416406. The win rate was 60 and the mean trade percentage was 2.3536425348373657. The model used a half Kelly fraction of 3.748471646301409. There were 5 trades in the sample, with 2 skipped entries. The trades were as follows: a trade that entered on 2026-04-16 21:00:00+00:00 and exited on 2026-05-06 21:00:00+00:00 with a return percentage of -1.2420897768713801 due to a time reason, a trade that entered on 2026-05-08 20:00:00+00:00 and exited on 2026-05-16 10:00:00+00:00 with a return percentage of -7.806683102452849 due to a stop reason, a trade that entered on 2026-07-01 17:00:00+00:00 and exited on 2026-07-21 17:00:00+00:00 with a return percentage of 0.5562006571634859 due to a time reason, a trade that entered on 2026-08-19 15:00:00+00:00 and exited on 2026-08-21 23:00:00+00:00 with a return percentage of 15.843446010362893 due to a target reason, and a trade that entered on 2026-08-22 00:00:00+00:00 and exited on 2026-09-11 00:00:00+00:00 with a return percentage of 4.4173388859846785 due to a time reason. The model used a 1Hour time frame, a delay of 2, and a slippage of 10 basis points. The report was retrieved on September 13 at 06:03-04UTC and was computed using complete calendar bars through September 12. The model was trained on data from 2024-2025 and was tested on a holdout set from 2026. The model used a gross return of 3R, 2ATR, and 20d, and exits were determined by sampled bar opens, including terminal liquidation. All 60 cells were predetermined. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'SOL/USD C91306 delayed HIGH 1Hour holdout delay0 slip30bp'. This is a report on a trading model for the SOL/USD currency pair. The model had a return of 2.2139%, a drawdown of 23.4024%, and a win rate of 50% over 6 trades. The average trade return was 0.7609%. The model used a half Kelly fraction of 0.7948. There were no skipped entries. The trades were as follows: from 2026-01-06 15:00:00+00:00 to 2026-01-20 09:00:00+00:00 with a return of -10.1652% due to a stop, from 2026-04-16 19:00:00+00:00 to 2026-05-06 19:00:00+00:00 with a return of -1.1721% due to a time exit, from 2026-05-08 18:00:00+00:00 to 2026-05-16 10:00:00+00:00 with a return of -7.2607% due to a stop, from 2026-07-01 15:00:00+00:00 to 2026-07-21 15:00:00+00:00 with a return of 0.2506% due to a time exit, from 2026-08-19 13:00:00+00:00 to 2026-08-21 09:00:00+00:00 with a return of 17.7246% due to a target exit, and from 2026-08-21 22:00:00+00:00 to 2026-09-10 22:00:00+00:00 with a return of 5.1884% due to a time exit. The model was trained on data from 2024 to 2025 and tested on data from 2026. The report was retrieved on September 13 at 06:03-04UTC and includes data up to September 12. The model uses a 1Hour time frame, a delay of 0, and a slippage of 30 basis points. The report is based on a holdout window and includes terminal liquidation. All parameters were predetermined. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'SOL/USD C91306 delayed HIGH 1Hour holdout delay0 slip10bp'. The return was 4.696690429715815, the drawdown was 22.47771688729755, and the win rate was 50. The sample size was 6, the mean trade percentage was 1.1647773281099318, and the half Kelly fraction was 1.2266567262412873. There were 0 skipped entries. The trades were as follows: from 2026-01-06 15:00:00+00:00 to 2026-01-20 09:00:00+00:00 with a return percentage of -9.805161173813149 due to a stop, from 2026-04-16 19:00:00+00:00 to 2026-05-06 19:00:00+00:00 with a return percentage of -0.776024053916724 due to time, from 2026-05-08 18:00:00+00:00 to 2026-05-16 10:00:00+00:00 with a return percentage of -6.888972988673903 due to a stop, from 2026-07-01 15:00:00+00:00 to 2026-07-21 15:00:00+00:00 with a return percentage of 0.6524353468417621 due to time, from 2026-08-19 13:00:00+00:00 to 2026-08-21 09:00:00+00:00 with a return percentage of 18.1964017017183 due to a target, and from 2026-08-21 22:00:00+00:00 to 2026-09-10 22:00:00+00:00 with a return percentage of 5.609985136503304 due to time. The symbol was SOL, the time frame was 1 hour, the delay was 0, and the slippage was 10 basis points. The window was a holdout. This data was retrieved on September 13 at 06:03-04 UTC and computed through September 12. The model was derived, not from actual fills, and was trained from 2024 to 2025 with a known 2026 holdout. The gross return was 3R, the average true range was 2ATR, and the exit was at the sampled bar opens, including terminal liquidation. All 60 cells were predetermined. https://runway.adityaperswal.workers.dev/data/crypto-bars

On September 13, an audit was done on raw SIP data from January 2020 to September 11. The audit looked at 123,209 five-minute bars and 47,537 fifteen-minute bars. It found that 42,422 timestamps had the same opening price for both five-minute and fifteen-minute bars. However, 5,115 fifteen-minute timestamps did not have a matching five-minute bar at the same time, which is likely due to sparse trades. The audit also found that 1,678 regular 09:30 bars matched the daily dates, but 14 opening prices were different, with a difference of 0 basis points at the 1st, 50th, and 99th percentiles. Since neither bar open is guaranteed to be a quote at the exact clock time, the original 15-minute bars will be used for automatic checks and the 5-minute bars will be used for off-grid manager samples. It's important to note that current-time snapshots are not the same as historical executions. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'SOL/USD C91306 delayed HIGH 1Day holdout delay1 slip30bp'. This refers to a trading report for the SOL/USD currency pair. The report shows a return of -14.933366476414351, a drawdown of 28.613605016046417, and a win rate of 16.666666666666664. The mean trade percentage is -2.3117253883536195. The report is based on 6 trades, with details as follows: the trades occurred on the following dates: 2026-01-07 to 2026-01-21, 2026-04-18 to 2026-05-08, 2026-05-10 to 2026-05-17, 2026-07-03 to 2026-07-23, 2026-08-21 to 2026-08-27, and 2026-08-29 to 2026-09-13. The return percentages for these trades were -11.787278093767394, -1.5394683743264137, -7.937526134278383, -4.373841929409627, 15.169909238093826, and -3.4021470364337225 respectively. The reasons for exiting these trades were stop, time, stop, time, target, and boundary. A stop is a predetermined price level at which a trade is closed to limit losses, time refers to a trade being closed after a certain period, a target is a predetermined price level at which a trade is closed to realize profits, and a boundary is a price level that marks the edge of a trading range. The report also mentions a delay of 1 day, a slippage of 30 basis points, and a holdout window. Basis points are a unit of measurement, where 1 basis point equals 0.01%. The report was retrieved on September 13 at 06:03-04 UTC and was computed using complete calendar bars through September 12. The model used to generate the report is based on data from 2024-25 and was applied to a holdout period in 2026. The report includes a terminal liquidation, which means that all positions were closed at the end of the reporting period. All parameters were predetermined in 60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'SOL/USD C91306 delayed HIGH 1Day train delay1 slip30bp'. The return was 21.95779562644765, the drawdown was 30.718316751062513, and the win rate was 57.14285714285714. This was based on a sample of 7 trades. The mean trade percentage was 4.071524831557579 and the half Kelly fraction was 1.1396809107852504. There were 3 skipped entries. The trades were as follows: from 2024-09-21 to 2024-10-11 with a return percentage of -6.316364731067736, from 2024-10-22 to 2024-11-11 with a return percentage of 25.324697707154176, from 2024-11-12 to 2024-12-02 with a return percentage of 5.39459123781012, from 2025-01-20 to 2025-01-29 with a return percentage of -11.175322184147019, from 2025-04-21 to 2025-05-11 with a return percentage of 27.50385212877098, from 2025-07-12 to 2025-08-01 with a return percentage of 4.4687057431644694, and from 2025-09-12 to 2025-09-26 with a return percentage of -16.699486080781934. The symbol was SOL, the time frame was 1 day, the delay was 1 day, and the slippage was 30 basis points. The data was retrieved on September 13 at 06:03 UTC and computed through September 12. The model was derived, not from actual trade fills. The training period was 2024-2025, with 2026 held out. The gross return was calculated using a 3R, 2ATR, 20-day formula, with exits at sampled bar opens, including terminal liquidation. All 60 cells were predetermined. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'SOL/USD C91306 delayed HIGH 1Day holdout delay1 slip10bp'. This is a report on a trading model for the cryptocurrency SOL/USD. The model had a return of -12.867061844365734 percent and a drawdown of 27.75180407776515 percent. The win rate was 16.666666666666664 percent, based on a sample of 6 trades. The average trade return was -1.9201880405994836 percent. The model used a half Kelly fraction of 0, which means it did not use a specific formula to determine the size of its trades. There was 1 skipped entry. The trades were as follows: from 2026-01-07 to 2026-01-21, the return was -11.433719027332412 percent, and the reason for the exit was a stop; from 2026-04-18 to 2026-05-08, the return was -1.1448357987749236 percent, and the reason for the exit was time; from 2026-05-10 to 2026-05-17, the return was -7.568537153887755 percent, and the reason for the exit was a stop; from 2026-07-03 to 2026-07-23, the return was -3.9905696026567905 percent, and the reason for the exit was time; from 2026-08-21 to 2026-08-27, the return was 15.631513468319369 percent, and the reason for the exit was a target; and from 2026-08-29 to 2026-09-13, the return was -3.0149801292643885 percent, and the reason for the exit was a boundary. The model used a 1-day time frame, a delay of 1 day, and a slippage of 10 basis points. The report was retrieved on September 13 at 06:03-04UTC and was based on complete calendar bars through September 12. The model was derived from data from 2024-25 and was tested on data from 2026. The model used a specific set of rules, including a 3R and 2ATR, and exited trades at the open of the next bar. The report includes terminal liquidation and was based on a predetermined set of 60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars