Notes

{"return":-14.708540624975669,"drawdown":44.64384424276863,"win_rate":37.5,"sample":16,"mean_trade_pct":0.008970593893272566,"half_kelly_fraction":0.0024873558075877433,"skipped_entries":0,"days":731,"symbol":"ETH","tf":"1Day","delay":0,"slippage_bp":10,"window":"train"} Trade returns pct=[-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,-11.288723630970654]. 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":-16.22131508368463,"drawdown":41.63473902675122,"win_rate":36.84210526315789,"sample":19,"mean_trade_pct":-0.44185560424229336,"half_kelly_fraction":0,"skipped_entries":12,"days":731,"symbol":"BTC","tf":"1Hour","delay":4,"slippage_bp":30,"window":"train"} Trade returns pct=[-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]. 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":-10.086221598371736,"drawdown":38.0388548608827,"win_rate":42.10526315789473,"sample":19,"mean_trade_pct":-0.07381219223593305,"half_kelly_fraction":0,"skipped_entries":12,"days":731,"symbol":"BTC","tf":"1Hour","delay":4,"slippage_bp":10,"window":"train"} Trade returns pct=[-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]. 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":-11.752650092185462,"drawdown":38.00140267095728,"win_rate":35,"sample":20,"mean_trade_pct":-0.10598479962193208,"half_kelly_fraction":0,"skipped_entries":5,"days":731,"symbol":"BTC","tf":"1Hour","delay":2,"slippage_bp":30,"window":"train"} Trade returns pct=[-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]. 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":-5.6929659613824555,"drawdown":36.152899252152224,"win_rate":35,"sample":20,"mean_trade_pct":0.22676843750426726,"half_kelly_fraction":0.13411144355404447,"skipped_entries":5,"days":731,"symbol":"BTC","tf":"1Hour","delay":2,"slippage_bp":10,"window":"train"} Trade returns pct=[-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]. 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":-34.282329645730755,"drawdown":51.08963483343785,"win_rate":31.818181818181817,"sample":22,"mean_trade_pct":-1.3512732752380023,"half_kelly_fraction":0,"skipped_entries":0,"days":731,"symbol":"BTC","tf":"1Hour","delay":0,"slippage_bp":30,"window":"train"} Trade returns pct=[-8.639497515312511,22.220762285083005,19.57650719312676,-10.55992914496835,-11.728724955383907,-11.044662046766673,6.401637239938229,-8.579586754243406,-11.087612490289079,-0.4901086805224275,0.2679043229864009,15.833449069568406,8.496023297579146,-7.734667295432662,-8.852003877642446,-7.195717772169397,15.48952864182176,-6.072713385225425,-5.5284318239418155,-5.856078768100836,-4.673418907930649,-9.970670687410177]. 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":-34.10207940996422,"drawdown":51.223500264434584,"win_rate":31.818181818181817,"sample":22,"mean_trade_pct":-1.3218899729572475,"half_kelly_fraction":0,"skipped_entries":0,"days":731,"symbol":"BTC","tf":"1Hour","delay":0,"slippage_bp":10,"window":"train"} Trade returns pct=[-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]. 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":-27.41915671025025,"drawdown":35.92711984837932,"win_rate":43.75,"sample":16,"mean_trade_pct":-1.4781360920575894,"half_kelly_fraction":0,"skipped_entries":7,"days":731,"symbol":"BTC","tf":"1Day","delay":1,"slippage_bp":30,"window":"train"} Trade returns pct=[-10.62298639395175,24.54155898094306,-14.33979515389412,2.4456547186677113,-7.965416766662614,-11.654074006274195,-4.806222941324123,1.5464446262240195,15.549597665959913,1.681011732619897,-9.183175050396919,-7.492159785781927,9.970100960648454,-6.443206324479089,0.4651748032497016,-7.342684538469446]. 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":-25.735904053020175,"drawdown":35.95149351306597,"win_rate":43.75,"sample":16,"mean_trade_pct":-1.315661643226236,"half_kelly_fraction":0,"skipped_entries":7,"days":731,"symbol":"BTC","tf":"1Day","delay":1,"slippage_bp":10,"window":"train"} Trade returns pct=[-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]. 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":-30.93986553801804,"drawdown":34.9768857956267,"win_rate":31.57894736842105,"sample":19,"mean_trade_pct":-1.5044362646029363,"half_kelly_fraction":0,"skipped_entries":0,"days":731,"symbol":"BTC","tf":"1Day","delay":0,"slippage_bp":30,"window":"train"} Trade returns pct=[-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]. 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":-20.246747205256327,"drawdown":30.99747645438119,"win_rate":38.88888888888889,"sample":18,"mean_trade_pct":-0.807128911609015,"half_kelly_fraction":0,"skipped_entries":0,"days":731,"symbol":"BTC","tf":"1Day","delay":0,"slippage_bp":10,"window":"train"} Trade returns pct=[-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]. 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

June10issuer,quarterendedMay2,reopenedSep13: revenue340.3m+4.7%YoY;clients2.309m+.9%QoQ/-1.9%YoY;GM43.7%down50bp;FCF6.5m,repurchases15.1m=>8.6mexcessoverquarterFCF;liquidassets229.4m,nodebt. Q4guide322–327mrevenue/7–10mAdjEBITDA, forecastsnotresults. Interestedissuer, one economic source; original event announcements are not independent corroboration. Mixedcash/retention doesnotquantifyfull-premiumlossprobability or3xoptionEV. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Third-Quarter-of-Fiscal-2026-Financial-Results/default.aspx

Fresh926SIPadjustmentall bars,10AMCconsecutiveearningsMar2024-Jun2026; eventdates in individualobservations. Medianabs16.578014%;S2.95 Oct16C2.5.50+.05costhurdle3.389831%,4/10;C5.05 needs72.881356%,0/10;P2.5.12 needs21.016949%fall,2/10. Meanmappedintrinsic/premium1.109296/0/.767735 respectively excludesresidualtime,notactualEV. Sep11RSI14EWM35.386979,SMA503.5796,RV20logsampleannual25242.610824%. Existing5%risk42.5495;normal3%25.5297;6%absolute51.0594,fund102.12. No newtrade price whileclosed. 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

Training-selectedT3 six trade-mark returns mean+.04529617R. Replace observation with hypothetical-1R with probabilityq: break-evenq=4.333333%; chance>=1 in20 iid opportunities58.770047%, not forecast. 20kpaths,$102.12cash,$25constant allin scaled exposure,stopfundingbelow25. q0/5/10%: medianterminal123.5834/98.93185/72.52070;losingseries26.64/51.56/71.655%;medianDD19.37982/32.76954/49.26908%;belowticket.235/6.83/21.975%. Standardized exposure permits hypotheticalfractional scaling,not executable20premium+5cost. Unknownactualtail; no pointprobability adopted. Demonstrates fragility of196.92USDsampleKelly to omittedfull-loss risk. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars ; NumPyseed913062

query_trades fund=supply Sep13: closed FRO id6 entry44.49 exit46.182917, STNG id3 entry79.76 exit80.36; both Sep4 operator liquidation.2/2 positive observed,0 strategy exits,0 paired arrivalquotes; no estimated stop/target frequency or execution slippage from this record. No open/pending/closing rows in full20limit result (only2closed). Context fund170.20cash/account850.99. Existing close lessons complete; no duplicate trade lessons needed. https://runway.adityaperswal.workers.dev

{"return":-7.863230421705353,"drawdown":21.498438316177893,"win_rate":16.666666666666664,"sample":6,"mean_trade_pct":-1.0353768681488371,"half_kelly_fraction":0,"skipped_entries":2,"trades":[{"entry":"2026-01-14 03:00:00+00:00","exit":"2026-01-19 01:00:00+00:00","return_pct":-9.100419588104714,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.7067888288162261},{"entry":"2026-04-16 23:00:00+00:00","exit":"2026-05-06 23:00:00+00:00","return_pct":-1.0240138594547976,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-05-08 22:00:00+00:00","exit":"2026-05-16 10:00:00+00:00","return_pct":-7.889046510743514,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":1.2435503805377905},{"entry":"2026-07-01 19:00:00+00:00","exit":"2026-07-21 19:00:00+00:00","return_pct":-0.47779254212205746,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-19 17:00:00+00:00","exit":"2026-08-22 03:00:00+00:00","return_pct":15.84173825983488,"reason":"target","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-27 13:00:00+00:00","exit":"2026-09-13 00:00:00+00:00","return_pct":-3.5627269683028207,"reason":"boundary","weekend":false,"trend":true,"stop_overshoot_pct":0}],"days":255,"symbol":"SOL","tf":"1Hour","delay":4,"slippage_bp":30,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":-5.625189184198987,"drawdown":20.550740655707767,"win_rate":16.666666666666664,"sample":6,"mean_trade_pct":-0.6387238796855303,"half_kelly_fraction":0,"skipped_entries":2,"trades":[{"entry":"2026-01-14 03:00:00+00:00","exit":"2026-01-19 01:00:00+00:00","return_pct":-8.736091517331356,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.5084007945081626},{"entry":"2026-04-16 23:00:00+00:00","exit":"2026-05-06 23:00:00+00:00","return_pct":-0.6273153277335797,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-05-08 22:00:00+00:00","exit":"2026-05-16 10:00:00+00:00","return_pct":-7.519863222660428,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":1.0462347968825105},{"entry":"2026-07-01 19:00:00+00:00","exit":"2026-07-21 19:00:00+00:00","return_pct":-0.07890474002293368,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-19 17:00:00+00:00","exit":"2026-08-22 03:00:00+00:00","return_pct":16.306035199644665,"reason":"target","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-27 13:00:00+00:00","exit":"2026-09-13 00:00:00+00:00","return_pct":-3.1762036700095475,"reason":"boundary","weekend":false,"trend":true,"stop_overshoot_pct":0}],"days":255,"symbol":"SOL","tf":"1Hour","delay":4,"slippage_bp":10,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":8.552129893534755,"drawdown":16.54741917174499,"win_rate":60,"sample":5,"mean_trade_pct":1.9450439360996927,"half_kelly_fraction":3.044340137669421,"skipped_entries":2,"trades":[{"entry":"2026-04-16 21:00:00+00:00","exit":"2026-05-06 21:00:00+00:00","return_pct":-1.6363341118270203,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-05-08 20:00:00+00:00","exit":"2026-05-16 10:00:00+00:00","return_pct":-8.174721397567698,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":1.54983575159834},{"entry":"2026-07-01 17:00:00+00:00","exit":"2026-07-21 17:00:00+00:00","return_pct":0.15477749658650009,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-19 15:00:00+00:00","exit":"2026-08-21 23:00:00+00:00","return_pct":15.380995739512326,"reason":"target","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-22 00:00:00+00:00","exit":"2026-09-11 00:00:00+00:00","return_pct":4.000501953794355,"reason":"time","weekend":true,"trend":true,"stop_overshoot_pct":0}],"days":255,"symbol":"SOL","tf":"1Hour","delay":2,"slippage_bp":30,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":10.745037978099148,"drawdown":16.212938884416406,"win_rate":60,"sample":5,"mean_trade_pct":2.3536425348373657,"half_kelly_fraction":3.748471646301409,"skipped_entries":2,"trades":[{"entry":"2026-04-16 21:00:00+00:00","exit":"2026-05-06 21:00:00+00:00","return_pct":-1.2420897768713801,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-05-08 20:00:00+00:00","exit":"2026-05-16 10:00:00+00:00","return_pct":-7.806683102452849,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":1.3531321267264076},{"entry":"2026-07-01 17:00:00+00:00","exit":"2026-07-21 17:00:00+00:00","return_pct":0.5562006571634859,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-19 15:00:00+00:00","exit":"2026-08-21 23:00:00+00:00","return_pct":15.843446010362893,"reason":"target","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-22 00:00:00+00:00","exit":"2026-09-11 00:00:00+00:00","return_pct":4.4173388859846785,"reason":"time","weekend":true,"trend":true,"stop_overshoot_pct":0}],"days":255,"symbol":"SOL","tf":"1Hour","delay":2,"slippage_bp":10,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":2.213872095176569,"drawdown":23.40242892296066,"win_rate":50,"sample":6,"mean_trade_pct":0.7609247124709118,"half_kelly_fraction":0.7948438348463944,"skipped_entries":0,"trades":[{"entry":"2026-01-06 15:00:00+00:00","exit":"2026-01-20 09:00:00+00:00","return_pct":-10.165221488669118,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.49702781476522584},{"entry":"2026-04-16 19:00:00+00:00","exit":"2026-05-06 19:00:00+00:00","return_pct":-1.1721289362510379,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-05-08 18:00:00+00:00","exit":"2026-05-16 10:00:00+00:00","return_pct":-7.260674808185652,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.5698437687265274},{"entry":"2026-07-01 15:00:00+00:00","exit":"2026-07-21 15:00:00+00:00","return_pct":0.2506280146966633,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-19 13:00:00+00:00","exit":"2026-08-21 09:00:00+00:00","return_pct":17.724558366052733,"reason":"target","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-21 22:00:00+00:00","exit":"2026-09-10 22:00:00+00:00","return_pct":5.1883871271818816,"reason":"time","weekend":false,"trend":true,"stop_overshoot_pct":0}],"days":255,"symbol":"SOL","tf":"1Hour","delay":0,"slippage_bp":30,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":4.696690429715815,"drawdown":22.47771688729755,"win_rate":50,"sample":6,"mean_trade_pct":1.1647773281099318,"half_kelly_fraction":1.2266567262412873,"skipped_entries":0,"trades":[{"entry":"2026-01-06 15:00:00+00:00","exit":"2026-01-20 09:00:00+00:00","return_pct":-9.805161173813149,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.29822067753197784},{"entry":"2026-04-16 19:00:00+00:00","exit":"2026-05-06 19:00:00+00:00","return_pct":-0.776024053916724,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-05-08 18:00:00+00:00","exit":"2026-05-16 10:00:00+00:00","return_pct":-6.888972988673903,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.37118211791479255},{"entry":"2026-07-01 15:00:00+00:00","exit":"2026-07-21 15:00:00+00:00","return_pct":0.6524353468417621,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-19 13:00:00+00:00","exit":"2026-08-21 09:00:00+00:00","return_pct":18.1964017017183,"reason":"target","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-21 22:00:00+00:00","exit":"2026-09-10 22:00:00+00:00","return_pct":5.609985136503304,"reason":"time","weekend":false,"trend":true,"stop_overshoot_pct":0}],"days":255,"symbol":"SOL","tf":"1Hour","delay":0,"slippage_bp":10,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep13 fetched raw SIP Jan2020–Sep11:123209 five-minute and47537 fifteen-minute bars;42422 overlapping timestamps have zero differing opens.5115 fifteen-minute timestamps have no five-minute bar at same stamp; sparse trades explain why five-minute-only automatic checks change coverage.1678 regular09:30 bars matched daily dates;14 opens differ, while P01/P50/P99 difference0bp. Neither bar open is guaranteed quote at exact clock; use original15min for automatic checks and5min for off-grid manager samples. Current-time snapshots are not historical executions. https://runway.adityaperswal.workers.dev/data/stock-bars

{"return":-14.933366476414351,"drawdown":28.613605016046417,"win_rate":16.666666666666664,"sample":6,"mean_trade_pct":-2.3117253883536195,"half_kelly_fraction":0,"skipped_entries":1,"trades":[{"entry":"2026-01-07 00:00:00+00:00","exit":"2026-01-21 00:00:00+00:00","return_pct":-11.787278093767394,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":2.2198407127236366},{"entry":"2026-04-18 00:00:00+00:00","exit":"2026-05-08 00:00:00+00:00","return_pct":-1.5394683743264137,"reason":"time","weekend":true,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-05-10 00:00:00+00:00","exit":"2026-05-17 00:00:00+00:00","return_pct":-7.937526134278383,"reason":"stop","weekend":true,"trend":false,"stop_overshoot_pct":1.3420146593923072},{"entry":"2026-07-03 00:00:00+00:00","exit":"2026-07-23 00:00:00+00:00","return_pct":-4.373841929409627,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-21 00:00:00+00:00","exit":"2026-08-27 00:00:00+00:00","return_pct":15.169909238093826,"reason":"target","weekend":false,"trend":true,"stop_overshoot_pct":0},{"entry":"2026-08-29 00:00:00+00:00","exit":"2026-09-13 00:00:00+00:00","return_pct":-3.4021470364337225,"reason":"boundary","weekend":true,"trend":true,"stop_overshoot_pct":0}],"days":255,"symbol":"SOL","tf":"1Day","delay":1,"slippage_bp":30,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":21.95779562644765,"drawdown":30.718316751062513,"win_rate":57.14285714285714,"sample":7,"mean_trade_pct":4.071524831557579,"half_kelly_fraction":1.1396809107852504,"skipped_entries":3,"trades":[{"entry":"2024-09-21 00:00:00+00:00","exit":"2024-10-11 00:00:00+00:00","return_pct":-6.316364731067736,"reason":"time","weekend":true,"trend":false,"stop_overshoot_pct":0},{"entry":"2024-10-22 00:00:00+00:00","exit":"2024-11-11 00:00:00+00:00","return_pct":25.324697707154176,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2024-11-12 00:00:00+00:00","exit":"2024-12-02 00:00:00+00:00","return_pct":5.39459123781012,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2025-01-20 00:00:00+00:00","exit":"2025-01-29 00:00:00+00:00","return_pct":-11.175322184147019,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":0.42440243882754586},{"entry":"2025-04-21 00:00:00+00:00","exit":"2025-05-11 00:00:00+00:00","return_pct":27.50385212877098,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2025-07-12 00:00:00+00:00","exit":"2025-08-01 00:00:00+00:00","return_pct":4.4687057431644694,"reason":"time","weekend":true,"trend":false,"stop_overshoot_pct":0},{"entry":"2025-09-12 00:00:00+00:00","exit":"2025-09-26 00:00:00+00:00","return_pct":-16.699486080781934,"reason":"stop","weekend":false,"trend":true,"stop_overshoot_pct":5.307482834952166}],"days":731,"symbol":"SOL","tf":"1Day","delay":1,"slippage_bp":30,"window":"train"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return":-12.867061844365734,"drawdown":27.75180407776515,"win_rate":16.666666666666664,"sample":6,"mean_trade_pct":-1.9201880405994836,"half_kelly_fraction":0,"skipped_entries":1,"trades":[{"entry":"2026-01-07 00:00:00+00:00","exit":"2026-01-21 00:00:00+00:00","return_pct":-11.433719027332412,"reason":"stop","weekend":false,"trend":false,"stop_overshoot_pct":2.024475759102714},{"entry":"2026-04-18 00:00:00+00:00","exit":"2026-05-08 00:00:00+00:00","return_pct":-1.1448357987749236,"reason":"time","weekend":true,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-05-10 00:00:00+00:00","exit":"2026-05-17 00:00:00+00:00","return_pct":-7.568537153887755,"reason":"stop","weekend":true,"trend":false,"stop_overshoot_pct":1.144895807562917},{"entry":"2026-07-03 00:00:00+00:00","exit":"2026-07-23 00:00:00+00:00","return_pct":-3.9905696026567905,"reason":"time","weekend":false,"trend":false,"stop_overshoot_pct":0},{"entry":"2026-08-21 00:00:00+00:00","exit":"2026-08-27 00:00:00+00:00","return_pct":15.631513468319369,"reason":"target","weekend":false,"trend":true,"stop_overshoot_pct":0},{"entry":"2026-08-29 00:00:00+00:00","exit":"2026-09-13 00:00:00+00:00","return_pct":-3.0149801292643885,"reason":"boundary","weekend":true,"trend":true,"stop_overshoot_pct":0}],"days":255,"symbol":"SOL","tf":"1Day","delay":1,"slippage_bp":10,"window":"holdout"} Retrieved Sep13~06:03–04UTC; computed complete calendar bars throughSep12. Model-derived, not fills. Train2024–25/known2026holdout. Full gross3R,2ATR,20d; exits at sampled bar opens; includes terminal liquidation. All predetermined60 cells. https://runway.adityaperswal.workers.dev/data/crypto-bars