Notes

{"symbol": "SOL", "tf": "hourly", "n": 8, "mean": 1.5625196946122686, "CI95": [-4.875987958959943, 7.987969363031539], "halfKelly": 1.2124843963360723} 20kIIDclosed-trade bootstrapseed91302; smallsample/tails/regimesnotfullycaptured; fractional-returnhalfKelly=.5*(p/avgloss-(1-p)/avgwin); actualsize0,probeceiling29.785notrecommendation. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol": "SOL", "tf": "daily", "n": 7, "mean": -1.0525404832101413, "CI95": [-8.357238257861756, 5.529317420055285], "halfKelly": -0.9381204351331451} 20kIIDclosed-trade bootstrapseed91302; smallsample/tails/regimesnotfullycaptured; fractional-returnhalfKelly=.5*(p/avgloss-(1-p)/avgwin); actualsize0,probeceiling29.785notrecommendation. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol": "ETH", "tf": "hourly", "n": 14, "mean": 2.73742254464166, "CI95": [-6.610061694044508, 13.042991153355054], "halfKelly": 0.5265468856360258} 20kIIDclosed-trade bootstrapseed91302; smallsample/tails/regimesnotfullycaptured; fractional-returnhalfKelly=.5*(p/avgloss-(1-p)/avgwin); actualsize0,probeceiling29.785notrecommendation. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol": "ETH", "tf": "daily", "n": 12, "mean": -1.2362863952910512, "CI95": [-9.498155958313149, 7.42919913665043], "halfKelly": -0.3382868966029122} 20kIIDclosed-trade bootstrapseed91302; smallsample/tails/regimesnotfullycaptured; fractional-returnhalfKelly=.5*(p/avgloss-(1-p)/avgwin); actualsize0,probeceiling29.785notrecommendation. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol": "BTC", "tf": "hourly", "n": 13, "mean": 3.4366180942589626, "CI95": [-5.382221149437664, 14.20271623460554], "halfKelly": 1.0402252634722973} 20kIIDclosed-trade bootstrapseed91302; smallsample/tails/regimesnotfullycaptured; fractional-returnhalfKelly=.5*(p/avgloss-(1-p)/avgwin); actualsize0,probeceiling29.785notrecommendation. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol": "BTC", "tf": "daily", "n": 10, "mean": 4.482891455542349, "CI95": [-6.63828074902951, 17.512419442925484], "halfKelly": 1.024734134520722} 20kIIDclosed-trade bootstrapseed91302; smallsample/tails/regimesnotfullycaptured; fractional-returnhalfKelly=.5*(p/avgloss-(1-p)/avgwin); actualsize0,probeceiling29.785notrecommendation. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"latest_settlement": "1789257600000", "latest_bp": 0.276108461242, "prior_n": 99, "strict_percentile": 55.55555555555556, "inclusive_percentile": 55.55555555555556} 2026completedhours/days, nofillmissing; simulationnumpyseed91302,10kcontiguous2hweekendblocks,noorder/fees/stops; levels Sep12closeproxy+10bp not executablequote,net3R assumesquarteratgross2R andresidualtarget25bpfees/10bpsells;MFEoverlappingunconditionalnotwinprobability. https://www.okx.com/api/v5/public/funding-rate-history

{"latest_settlement": "1789257600000", "latest_bp": 1.0, "prior_n": 99, "strict_percentile": 76.76767676767676, "inclusive_percentile": 100.0} 2026completedhours/days, nofillmissing; simulationnumpyseed91302,10kcontiguous2hweekendblocks,noorder/fees/stops; levels Sep12closeproxy+10bp not executablequote,net3R assumesquarteratgross2R andresidualtarget25bpfees/10bpsells;MFEoverlappingunconditionalnotwinprobability. https://www.okx.com/api/v5/public/funding-rate-history

{"latest_settlement": "1789257600000", "latest_bp": 0.4970346915, "prior_n": 99, "strict_percentile": 35.35353535353536, "inclusive_percentile": 35.35353535353536} 2026completedhours/days, nofillmissing; simulationnumpyseed91302,10kcontiguous2hweekendblocks,noorder/fees/stops; levels Sep12closeproxy+10bp not executablequote,net3R assumesquarteratgross2R andresidualtarget25bpfees/10bpsells;MFEoverlappingunconditionalnotwinprobability. https://www.okx.com/api/v5/public/funding-rate-history

{"entry_proxy": 11.52486335, "stop_proxy": 10.21438872085, "net3R_target": 16.26343440332013, "net_target_gain_pct": 41.11607148313936, "net_stop_loss_pct": 11.90162583092077, "quarter_loss_USD": 3.5448992537397515, "MFE2026_N": 214, "MFE2026_P90_pct": 29.486435025077135, "MFE2026_nettarget_coverage_pct": 7.009345794392523, "ATR20": 0.6552373145750001, "close": 11.51335, "risk_2ATR_pct": 11.382218287032012, "threeR_gross_gain_pct": 34.14665486109604, "MFE20_N": 881, "MFE20_P90_pct": 39.52087948434744, "MFE20_target_coverage_pct": 13.734392735527809} 2026completedhours/days, nofillmissing; simulationnumpyseed91302,10kcontiguous2hweekendblocks,noorder/fees/stops; levels Sep12closeproxy+10bp not executablequote,net3R assumesquarteratgross2R andresidualtarget25bpfees/10bpsells;MFEoverlappingunconditionalnotwinprobability. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"entry_proxy": 79.764685, "stop_proxy": 69.3718221787, "net3R_target": 116.97059716716262, "net_target_gain_pct": 46.64459236209937, "net_stop_loss_pct": 13.550249405418658, "quarter_loss_USD": 4.035941785403947, "MFE2026_N": 166, "MFE2026_P90_pct": 70.86488265397959, "MFE2026_nettarget_coverage_pct": 25.301204819277107, "ATR20": 5.1964314106500025, "close": 79.685, "risk_2ATR_pct": 13.042433106983756, "threeR_gross_gain_pct": 39.12729932095126, "MFE20_N": 166, "MFE20_P90_pct": 70.86488265397959, "MFE20_target_coverage_pct": 28.915662650602407} 2026completedhours/days, nofillmissing; simulationnumpyseed91302,10kcontiguous2hweekendblocks,noorder/fees/stops; levels Sep12closeproxy+10bp not executablequote,net3R assumesquarteratgross2R andresidualtarget25bpfees/10bpsells;MFEoverlappingunconditionalnotwinprobability. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"entry_proxy": 1.3676813149999998, "stop_proxy": 1.2194496377999997, "net3R_target": 1.9057338801754016, "net_target_gain_pct": 39.34049250174936, "net_stop_loss_pct": 11.372142189420432, "quarter_loss_USD": 3.3871925511188756, "MFE2026_N": 214, "MFE2026_P90_pct": 28.075019277419, "MFE2026_nettarget_coverage_pct": 8.411214953271028, "ATR20": 0.07411583860000001, "close": 1.366315, "risk_2ATR_pct": 10.849011918920603, "threeR_gross_gain_pct": 32.54703575676181, "MFE20_N": 817, "MFE20_P90_pct": 43.869568764848886, "MFE20_target_coverage_pct": 13.341493268053856} 2026completedhours/days, nofillmissing; simulationnumpyseed91302,10kcontiguous2hweekendblocks,noorder/fees/stops; levels Sep12closeproxy+10bp not executablequote,net3R assumesquarteratgross2R andresidualtarget25bpfees/10bpsells;MFEoverlappingunconditionalnotwinprobability. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"entry_proxy": 53.70385019999999, "stop_proxy": 48.94005074369999, "net3R_target": 71.30881890699919, "net_target_gain_pct": 32.78157644458648, "net_stop_loss_pct": 9.41625129713074, "quarter_loss_USD": 2.804630448850391, "MFE2026_N": 214, "MFE2026_P90_pct": 18.95445170487157, "MFE2026_nettarget_coverage_pct": 0.46728971962616817, "ATR20": 2.3818997281499996, "close": 53.6502, "risk_2ATR_pct": 8.879369426954604, "threeR_gross_gain_pct": 26.638108280863815, "MFE20_N": 903, "MFE20_P90_pct": 32.35182687086352, "MFE20_target_coverage_pct": 14.839424141749724} 2026completedhours/days, nofillmissing; simulationnumpyseed91302,10kcontiguous2hweekendblocks,noorder/fees/stops; levels Sep12closeproxy+10bp not executablequote,net3R assumesquarteratgross2R andresidualtarget25bpfees/10bpsells;MFEoverlappingunconditionalnotwinprobability. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"entry_proxy": 101.86726549999999, "stop_proxy": 90.95214836585, "net3R_target": 141.52423581176743, "net_target_gain_pct": 38.93004304878238, "net_stop_loss_pct": 11.249744778048365, "quarter_loss_USD": 3.3507364821417056, "MFE2026_N": 214, "MFE2026_P90_pct": 23.66637994931697, "MFE2026_nettarget_coverage_pct": 7.943925233644859, "ATR20": 5.457558567074999, "close": 101.7655, "risk_2ATR_pct": 10.725753948194622, "threeR_gross_gain_pct": 32.17726184458387, "MFE20_N": 684, "MFE20_P90_pct": 32.41226470534469, "MFE20_target_coverage_pct": 10.526315789473683} 2026completedhours/days, nofillmissing; simulationnumpyseed91302,10kcontiguous2hweekendblocks,noorder/fees/stops; levels Sep12closeproxy+10bp not executablequote,net3R assumesquarteratgross2R andresidualtarget25bpfees/10bpsells;MFEoverlappingunconditionalnotwinprobability. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"entry_proxy": 2527.570045, "stop_proxy": 2338.7627538337, "net3R_target": 3238.144742890323, "net_target_gain_pct": 28.112957711932495, "net_stop_loss_pct": 8.02405344321876, "quarter_loss_USD": 2.3899643180627077, "MFE2026_N": 214, "MFE2026_P90_pct": 23.871490222955742, "MFE2026_nettarget_coverage_pct": 8.411214953271028, "ATR20": 94.40364558315002, "close": 2525.045, "risk_2ATR_pct": 7.477383221538628, "threeR_gross_gain_pct": 22.43214966461588, "MFE20_N": 903, "MFE20_P90_pct": 34.25306755390461, "MFE20_target_coverage_pct": 20.26578073089701} 2026completedhours/days, nofillmissing; simulationnumpyseed91302,10kcontiguous2hweekendblocks,noorder/fees/stops; levels Sep12closeproxy+10bp not executablequote,net3R assumesquarteratgross2R andresidualtarget25bpfees/10bpsells;MFEoverlappingunconditionalnotwinprobability. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"entry_proxy": 77343.65138499999, "stop_proxy": 72673.5870200254, "net3R_target": 95395.77491538004, "net_target_gain_pct": 23.340149071215265, "net_stop_loss_pct": 6.600785807276733, "quarter_loss_USD": 1.9660440526973748, "MFE2026_N": 214, "MFE2026_P90_pct": 18.75397580680327, "MFE2026_nettarget_coverage_pct": 8.411214953271028, "ATR20": 2335.032182487298, "close": 77266.385, "risk_2ATR_pct": 6.0441087867312495, "threeR_gross_gain_pct": 18.132326360193748, "MFE20_N": 903, "MFE20_P90_pct": 21.149411150280013, "MFE20_target_coverage_pct": 12.73532668881506} 2026completedhours/days, nofillmissing; simulationnumpyseed91302,10kcontiguous2hweekendblocks,noorder/fees/stops; levels Sep12closeproxy+10bp not executablequote,net3R assumesquarteratgross2R andresidualtarget25bpfees/10bpsells;MFEoverlappingunconditionalnotwinprobability. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"blocks": 1418, "paths": 10000, "mean_pct": 0.018580297635250348, "p1_pct": -1.6361458406196936, "p5_pct": -0.7919069000030692, "p95_pct": 0.7656523007459272, "P1_fullfund_USD": -1.949304154514303, "prob_loss3pct_account_pct": 0.0} 2026completedhours/days, nofillmissing; simulationnumpyseed91302,10kcontiguous2hweekendblocks,noorder/fees/stops; levels Sep12closeproxy+10bp not executablequote,net3R assumesquarteratgross2R andresidualtarget25bpfees/10bpsells;MFEoverlappingunconditionalnotwinprobability. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"blocks": 1418, "paths": 10000, "mean_pct": 0.02749264559184863, "p1_pct": -1.8565899491922677, "p5_pct": -0.8497144639901094, "p95_pct": 0.9925340898677097, "P1_fullfund_USD": -2.211941265467668, "prob_loss3pct_account_pct": 0.0} 2026completedhours/days, nofillmissing; simulationnumpyseed91302,10kcontiguous2hweekendblocks,noorder/fees/stops; levels Sep12closeproxy+10bp not executablequote,net3R assumesquarteratgross2R andresidualtarget25bpfees/10bpsells;MFEoverlappingunconditionalnotwinprobability. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"blocks": 1754, "paths": 10000, "mean_pct": -0.01097955532830551, "p1_pct": -2.3328579393850264, "p5_pct": -1.018956575468832, "p95_pct": 0.8829130718653494, "P1_fullfund_USD": -2.7793669489833204, "prob_loss3pct_account_pct": 0.0} 2026completedhours/days, nofillmissing; simulationnumpyseed91302,10kcontiguous2hweekendblocks,noorder/fees/stops; levels Sep12closeproxy+10bp not executablequote,net3R assumesquarteratgross2R andresidualtarget25bpfees/10bpsells;MFEoverlappingunconditionalnotwinprobability. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"n": 6120, "sd_hour_pct": 0.6804720769194464, "weekend_sd_pct": 0.6042087202606542, "p1_hour_pct": -1.829741443838048, "correlation_BTC": 0.8225781071139244, "beta_BTC": 1.1967682612132495} 2026completedhours/days, nofillmissing; simulationnumpyseed91302,10kcontiguous2hweekendblocks,noorder/fees/stops; levels Sep12closeproxy+10bp not executablequote,net3R assumesquarteratgross2R andresidualtarget25bpfees/10bpsells;MFEoverlappingunconditionalnotwinprobability. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"n": 4978, "sd_hour_pct": 0.9108538807606382, "weekend_sd_pct": 0.707601200640159, "p1_hour_pct": -2.2584500804997782, "correlation_BTC": 0.5698328750041544, "beta_BTC": 1.1684915060677281} 2026completedhours/days, nofillmissing; simulationnumpyseed91302,10kcontiguous2hweekendblocks,noorder/fees/stops; levels Sep12closeproxy+10bp not executablequote,net3R assumesquarteratgross2R andresidualtarget25bpfees/10bpsells;MFEoverlappingunconditionalnotwinprobability. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"n": 6120, "sd_hour_pct": 0.6686587423687698, "weekend_sd_pct": 0.6126713488094775, "p1_hour_pct": -1.8103447810824083, "correlation_BTC": 0.7680353821330889, "beta_BTC": 1.0980152263987097} 2026completedhours/days, nofillmissing; simulationnumpyseed91302,10kcontiguous2hweekendblocks,noorder/fees/stops; levels Sep12closeproxy+10bp not executablequote,net3R assumesquarteratgross2R andresidualtarget25bpfees/10bpsells;MFEoverlappingunconditionalnotwinprobability. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"n": 6120, "sd_hour_pct": 0.5735179539816724, "weekend_sd_pct": 0.5286499040691979, "p1_hour_pct": -1.6903484439877474, "correlation_BTC": 0.7394622910148135, "beta_BTC": 0.9067460194796815} 2026completedhours/days, nofillmissing; simulationnumpyseed91302,10kcontiguous2hweekendblocks,noorder/fees/stops; levels Sep12closeproxy+10bp not executablequote,net3R assumesquarteratgross2R andresidualtarget25bpfees/10bpsells;MFEoverlappingunconditionalnotwinprobability. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"n": 6120, "sd_hour_pct": 0.6703275821387866, "weekend_sd_pct": 0.5851457591895239, "p1_hour_pct": -1.9389902049268235, "correlation_BTC": 0.8374888366942275, "beta_BTC": 1.200297010210393} 2026completedhours/days, nofillmissing; simulationnumpyseed91302,10kcontiguous2hweekendblocks,noorder/fees/stops; levels Sep12closeproxy+10bp not executablequote,net3R assumesquarteratgross2R andresidualtarget25bpfees/10bpsells;MFEoverlappingunconditionalnotwinprobability. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"n": 6120, "sd_hour_pct": 0.6217308053653277, "weekend_sd_pct": 0.4875354979909035, "p1_hour_pct": -1.9159718398187797, "correlation_BTC": 0.8873100826972741, "beta_BTC": 1.1795066953782638} 2026completedhours/days, nofillmissing; simulationnumpyseed91302,10kcontiguous2hweekendblocks,noorder/fees/stops; levels Sep12closeproxy+10bp not executablequote,net3R assumesquarteratgross2R andresidualtarget25bpfees/10bpsells;MFEoverlappingunconditionalnotwinprobability. https://runway.adityaperswal.workers.dev/data/crypto-bars