Notes

{"symbol":"BTC","tf":"1Day","rule":"USDC","lag":1,"period":"holdout","slip":0.003,"return_pct":-5.866762344430455,"drawdown_pct":6.24177183511968,"win_pct":0,"n":2,"mean_trade_pct":-2.9848050577436362,"half_kelly":null,"exposure_pct":7.8431372549019605,"buyhold_pct":-11.70932375964865,"avg_win_pct":0,"avg_loss_pct":2.9848050577436362} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"BTC","tf":"1Day","rule":"USDC","lag":1,"period":"holdout","slip":0.001,"return_pct":-5.110672841271835,"drawdown_pct":5.8245922456645065,"win_pct":0,"n":2,"mean_trade_pct":-2.5949634251845946,"half_kelly":null,"exposure_pct":7.8431372549019605,"buyhold_pct":-11.70932375964865,"avg_win_pct":0,"avg_loss_pct":2.5949634251845946} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"BTC","tf":"1Day","rule":"USDC","lag":1,"period":"train","slip":0.003,"return_pct":23.08879862953303,"drawdown_pct":35.75217783598569,"win_pct":27.77777777777778,"n":18,"mean_trade_pct":2.0111196771498627,"half_kelly":1.8392739173734496,"exposure_pct":64.56908344733242,"buyhold_pct":106.95486135300149,"avg_win_pct":16.079974531995493,"avg_loss_pct":3.399978343944611} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"BTC","tf":"1Day","rule":"USDC","lag":1,"period":"train","slip":0.001,"return_pct":32.27807651260602,"drawdown_pct":33.67330575673646,"win_pct":27.77777777777778,"n":18,"mean_trade_pct":2.4209851163331395,"half_kelly":2.4290523534551687,"exposure_pct":64.56908344733242,"buyhold_pct":106.95486135300149,"avg_win_pct":16.54622833649388,"avg_loss_pct":3.0118007375748372} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"BTC","tf":"1Day","rule":"SMA_only","lag":2,"period":"holdout","slip":0.003,"return_pct":10.2381512174003,"drawdown_pct":5.824592245664551,"win_pct":100,"n":1,"mean_trade_pct":10.263746595443804,"half_kelly":null,"exposure_pct":9.411764705882353,"buyhold_pct":-11.70932375964865,"avg_win_pct":10.263746595443804,"avg_loss_pct":0} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"BTC","tf":"1Day","rule":"SMA_only","lag":2,"period":"holdout","slip":0.001,"return_pct":10.67998882299392,"drawdown_pct":5.824592245664539,"win_pct":100,"n":1,"mean_trade_pct":10.706688795051402,"half_kelly":null,"exposure_pct":9.411764705882353,"buyhold_pct":-11.70932375964865,"avg_win_pct":10.706688795051402,"avg_loss_pct":0} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"BTC","tf":"1Day","rule":"SMA_only","lag":2,"period":"train","slip":0.003,"return_pct":31.315361031442833,"drawdown_pct":34.98666793245082,"win_pct":28.57142857142857,"n":14,"mean_trade_pct":2.5089058570530858,"half_kelly":2.2372651228907374,"exposure_pct":76.74418604651163,"buyhold_pct":106.95486135300149,"avg_win_pct":17.018106464481974,"avg_loss_pct":3.29477438591847} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"BTC","tf":"1Day","rule":"SMA_only","lag":2,"period":"train","slip":0.001,"return_pct":38.87885536734376,"drawdown_pct":33.67330575673647,"win_pct":28.57142857142857,"n":14,"mean_trade_pct":2.9207664372233757,"half_kelly":2.873438594594975,"exposure_pct":76.74418604651163,"buyhold_pct":106.95486135300149,"avg_win_pct":17.488120328108756,"avg_loss_pct":2.906175119130776} Return/DD/win inpercent; fees25bp/side, slip10or30bp; Nclosedincludesforcedterminal. Current-vintage supply and assumedavailability; daily-state hourlyfillproxy, no managedexits, size0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://docs.alpaca.markets/us/docs/crypto-fees

{"symbol":"SOL","supply":"USDC_USDT","period":"holdout","n":248,"corr_future":0.24231072016528576,"corr_past":0.3212925726449041,"beta":3.5180412097723686,"p":0.16378912509449273,"ci_lo":-1.433865415005653,"ci_hi":8.46994783455039,"R2":0.06097264133797409} Training purges final7days; holdoutJan1–Sep5 outcomes throughSep12. Current-vintage proxy; no publication archive or causal identification. https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"SOL","supply":"USDC_USDT","period":"train","n":479,"corr_future":-0.08791560995518553,"corr_past":0.21346555027260244,"beta":-0.9402788742104095,"p":0.4124911692371632,"ci_lo":-3.189056383090606,"ci_hi":1.3084986346697867,"R2":0.011704665478711851} Training purges final7days; holdoutJan1–Sep5 outcomes throughSep12. Current-vintage proxy; no publication archive or causal identification. https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"SOL","supply":"USDC","period":"holdout","n":248,"corr_future":0.2724551287738069,"corr_past":0.24848091809533443,"beta":1.4255104876403193,"p":0.12347941706657495,"ci_lo":-0.38835106255528196,"ci_hi":3.2393720378359205,"R2":0.07740393523602906} Training purges final7days; holdoutJan1–Sep5 outcomes throughSep12. Current-vintage proxy; no publication archive or causal identification. https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"SOL","supply":"USDC","period":"train","n":479,"corr_future":-0.1015479569416903,"corr_past":0.20451185379322837,"beta":-0.5044603083563741,"p":0.2791122273551556,"ci_lo":-1.417986688865422,"ci_hi":0.40906607215267365,"R2":0.014456988764393275} Training purges final7days; holdoutJan1–Sep5 outcomes throughSep12. Current-vintage proxy; no publication archive or causal identification. https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"ETH","supply":"USDC_USDT","period":"holdout","n":248,"corr_future":0.22647973585167205,"corr_past":0.3973467622406515,"beta":3.3427147809722557,"p":0.22923534380461796,"ci_lo":-2.106367913485606,"ci_hi":8.791797475430117,"R2":0.051320881773904925} Training purges final7days; holdoutJan1–Sep5 outcomes throughSep12. Current-vintage proxy; no publication archive or causal identification. https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"ETH","supply":"USDC_USDT","period":"train","n":724,"corr_future":-0.015786950258688755,"corr_past":0.21795522512425444,"beta":-0.19052146750521365,"p":0.8094678709486551,"ci_lo":-1.739238795317355,"ci_hi":1.3581958603069277,"R2":0.00035980356510523226} Training purges final7days; holdoutJan1–Sep5 outcomes throughSep12. Current-vintage proxy; no publication archive or causal identification. https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"ETH","supply":"USDC","period":"holdout","n":248,"corr_future":0.27721960769121723,"corr_past":0.3195029298934457,"beta":1.453205749060937,"p":0.1579118803949744,"ci_lo":-0.5637702066106516,"ci_hi":3.4701817047325254,"R2":0.07693976754133436} Training purges final7days; holdoutJan1–Sep5 outcomes throughSep12. Current-vintage proxy; no publication archive or causal identification. https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"ETH","supply":"USDC","period":"train","n":724,"corr_future":-0.04826179629361642,"corr_past":0.11004928496870682,"beta":-0.22959184673351835,"p":0.43611734410135383,"ci_lo":-0.8074182152592295,"ci_hi":0.3482345217921928,"R2":0.002489153544793843} Training purges final7days; holdoutJan1–Sep5 outcomes throughSep12. Current-vintage proxy; no publication archive or causal identification. https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"BTC","supply":"USDC_USDT","period":"holdout","n":248,"corr_future":0.25232611452714726,"corr_past":0.4490967424960792,"beta":2.6989622258088057,"p":0.11533711510557354,"ci_lo":-0.660429845379972,"ci_hi":6.058354296997583,"R2":0.06376135885242296} Training purges final7days; holdoutJan1–Sep5 outcomes throughSep12. Current-vintage proxy; no publication archive or causal identification. https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"BTC","supply":"USDC_USDT","period":"train","n":724,"corr_future":-0.05302740396675218,"corr_past":0.3347596012155946,"beta":-0.3695896953898996,"p":0.4430846854560575,"ci_lo":-1.3140323647126229,"ci_hi":0.5748529739328236,"R2":0.002834744042537918} Training purges final7days; holdoutJan1–Sep5 outcomes throughSep12. Current-vintage proxy; no publication archive or causal identification. https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"BTC","supply":"USDC","period":"holdout","n":248,"corr_future":0.25438490824679005,"corr_past":0.3105377195200329,"beta":0.9384159546319287,"p":0.14468720575883984,"ci_lo":-0.3225989167910007,"ci_hi":2.1994308260548583,"R2":0.06663822525350138} Training purges final7days; holdoutJan1–Sep5 outcomes throughSep12. Current-vintage proxy; no publication archive or causal identification. https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"BTC","supply":"USDC","period":"train","n":724,"corr_future":-0.0027926577536458467,"corr_past":0.2230648864677853,"beta":-0.00008319784390666517,"p":0.9996515870887822,"ci_lo":-0.3735104164474833,"ci_hi":0.37334402075967,"R2":0.0002685429942016482} Training purges final7days; holdoutJan1–Sep5 outcomes throughSep12. Current-vintage proxy; no publication archive or causal identification. https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return_pct":72.33927809785669,"drawdown_pct":15.716086078967429,"win_rate":70,"sample":10,"mean_pct":6.036252749048554,"avg_win_pct":11.576452167289105,"avg_loss_pct":-6.8908792268460655,"halfKelly":0.2607125508670452,"partial":6,"missing_checks":10,"trades_missing":3,"endpoint":1}; train2020-24,knownholdout2025-Sep11. Splitnormalized prices, no cash dividend credit; adjusted entry signal, split-only execution. RTH calendar-filtered15min opens; managed variant assumes+2Rquarter/BE eachsample, actual manager less frequent so NOT live replication. Drawdown daily-mark approximation, not intraday. Vectorbtlongonly compounded return assertion passed. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TEN&feed=sip

{"return_pct":75.82076626413259,"drawdown_pct":15.547349387881749,"win_rate":70,"sample":10,"mean_pct":6.248537698710038,"avg_win_pct":11.799828615604348,"avg_loss_pct":-6.704474440710017,"halfKelly":0.2647723921365619,"partial":6,"missing_checks":10,"trades_missing":3,"endpoint":1}; train2020-24,knownholdout2025-Sep11. Splitnormalized prices, no cash dividend credit; adjusted entry signal, split-only execution. RTH calendar-filtered15min opens; managed variant assumes+2Rquarter/BE eachsample, actual manager less frequent so NOT live replication. Drawdown daily-mark approximation, not intraday. Vectorbtlongonly compounded return assertion passed. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TEN&feed=sip

{"return_pct":-39.257732084578564,"drawdown_pct":61.824487508845124,"win_rate":38.46153846153847,"sample":26,"mean_pct":-0.9708691193050293,"avg_win_pct":14.218597372922503,"avg_loss_pct":-10.464285676947238,"halfKelly":0,"partial":8,"missing_checks":77,"trades_missing":11,"endpoint":0}; train2020-24,knownholdout2025-Sep11. Splitnormalized prices, no cash dividend credit; adjusted entry signal, split-only execution. RTH calendar-filtered15min opens; managed variant assumes+2Rquarter/BE eachsample, actual manager less frequent so NOT live replication. Drawdown daily-mark approximation, not intraday. Vectorbtlongonly compounded return assertion passed. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TEN&feed=sip

{"return_pct":-36.01556482818553,"drawdown_pct":61.325007981286376,"win_rate":38.46153846153847,"sample":26,"mean_pct":-0.7726124521840025,"avg_win_pct":14.447263405200166,"avg_loss_pct":-10.285034863049109,"halfKelly":0,"partial":8,"missing_checks":77,"trades_missing":11,"endpoint":0}; train2020-24,knownholdout2025-Sep11. Splitnormalized prices, no cash dividend credit; adjusted entry signal, split-only execution. RTH calendar-filtered15min opens; managed variant assumes+2Rquarter/BE eachsample, actual manager less frequent so NOT live replication. Drawdown daily-mark approximation, not intraday. Vectorbtlongonly compounded return assertion passed. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TEN&feed=sip

{"return_pct":68.184862141503,"drawdown_pct":14.928783676776526,"win_rate":70,"sample":10,"mean_pct":5.802029415035332,"avg_win_pct":11.43793055145598,"avg_loss_pct":-7.348406569946175,"halfKelly":0.25363108251679184,"partial":6,"missing_checks":11,"trades_missing":3,"endpoint":0}; train2020-24,knownholdout2025-Sep11. Splitnormalized prices, no cash dividend credit; adjusted entry signal, split-only execution. RTH calendar-filtered15min opens; managed variant assumes+2Rquarter/BE eachsample, actual manager less frequent so NOT live replication. Drawdown daily-mark approximation, not intraday. Vectorbtlongonly compounded return assertion passed. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TEN&feed=sip