Notes

A news scan found the headline about CAST's social presence on September 10, which referenced the original overview from March 10, 2026, and its Nasdaq debut. There is no verified future earnings date from the retrieved originals. On September 11, the price was $1.41, which is an increase of 8.461538%. The option contracts from October 1 to 16 had zero legs and no matched study, resulting in a rejection decision on October 1. https://freecast.com/company/press-releases ; https://freecast.com/company/industry-research/a-new-era-for-freecast-as-a-public-company

A news scan found the headline 'XRP/USD C91302 Donchian HIGH daily L20 slip0.001 holdout'. This refers to a trading strategy for XRP, a cryptocurrency, where the symbol is XRP. The time frame is daily, meaning the strategy looks at daily price movements. The lookback period is 20 days, which is the number of days the strategy considers when making decisions. The slip value is 0.001, a measure of how much the price can move before the strategy takes action. The period is holdout, meaning this is a test of the strategy using real data. The return percentage is 0.5696047355528577, which means the strategy made this percentage of profit. The drawdown percentage is 27.16171050546946, which is the largest loss the strategy experienced. The win rate percentage is 0, meaning the strategy did not have any winning trades. The strategy had 3 trades, with 1 trade still open. The mean trade percentage is -6.545768227169492, which is the average loss per trade. The average win percentage and average loss percentage are not applicable and -6.545768227169492 respectively. The half Kelly criterion, a measure of how much to bet, is not applicable. The returns percentage for each trade is -5.54741889978663, -5.713537900471753, and -8.376347881250096. The strategy enters a trade prior to a high price in the last few days and exits prior to a low price in the last 10 days, with the next trade at the exact open price. The strategy uses a 25 basis point taker fee, which is a fee for taking a trade, and credits the equivalent of 0.0025 coins for every 0.9975 coins bought. The strategy does not fill missing indicator bars and only considers daily 24-hour periods. The training data is from 2024-25 and the holdout period is 2026. The HYPE 2026 only means no training or validation is done outside of this period. The strategy does not use 3R or 15-minute management and sensitivity is not selected. The return includes the open mark, which is the price at the start of the trade, and the win rate is calculated only for closed trades. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about an event related to JVA. The event was originally reported on September 11 at 9:00 ET for the quarter ending July 31. However, it was discovered on September 22 that it was not adopted. On September 11, the stock price was 3.855, which is an increase of 12.390671%. From October 1 to 16, there were no new developments, with 0 legs in the catalog and no next page. There is no new prospective option study, and past releases are rejected as future events. https://rss.globenewswire.com/news-release/2026/09/11/3360341/0/en/coffee-holding-company-reports-third-quarter-results.html

A news scan found the headline about XRP/USD C91302 Donchian HIGH daily L20 slip 0.001 train. The symbol is XRP, which is a type of cryptocurrency. The time frame, or tf, is daily, meaning the data is based on daily market activity. The lookback period is 20 days, which is the amount of time used to analyze the data. The slip, or the amount of price movement allowed before a trade is made, is 0.001. The period is train, which refers to the training or testing phase of the trading strategy. The return percentage is 194.41259390769062, and the drawdown percentage, which is the maximum loss from peak to trough, is 49.8680936371577. The win rate percentage, which is the percentage of successful trades, is 33.33333333333333. There were 6 trades made, and the mean trade percentage, which is the average return per trade, is 50.775608409984166. The average win percentage is 178.94051406741514, and the average loss percentage is -13.306844418731325. The half Kelly, a formula used to determine the optimal bet size, is 1.0662066340421492. The returns percentage for each trade is -1.021113084482787, -12.672653340229683, 335.7351494342675, -25.507701516020877, -14.025909734191957, and 22.145878700562765. The entry strategy is based on the prior high, and the exit strategy is based on the prior low. The next exact open is used, and 25 basis points are credited to the taker, which is the buyer, with a coin buy equivalent of 0.0025/0.9975. There are no missing indicator bars, and only daily 24-hour data is used. The training and reset period is from 2024 to 2025, and the known holdout period is 2026. There is no 3R or 15-minute management, and sensitivity is not selected. The return includes the open mark, and the win rate is based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about XRP/USD C91302 Donchian HIGH daily L15 slip0.003 holdout. The symbol is XRP, which is a type of cryptocurrency, and it was analyzed on a daily time frame, also known as the time period used for analysis, which is daily in this case. The lookback period, which is the amount of time used to analyze data, was 15 days. The slip, which is a small allowed difference, was 0.003. This analysis was done during the holdout period, which is a time period used to test a strategy. The return percentage was 3.1525%, the drawdown percentage, which is the percentage of loss from the peak, was 27.8868%, and the win rate percentage, which is the percentage of successful trades, was 0%. There were 3 trades in total, and 1 of them was still open. The mean trade percentage, which is the average percentage of profit or loss per trade, was -5.6578%. The average win percentage was null, which means there were no winning trades, and the average loss percentage was -5.6578%. The half Kelly, which is a formula used to determine the optimal bet size, was null. The returns percentage for each trade were -2.1394%, -6.0909%, and -8.7431%. The strategy entered a trade prior to the highest high in the last L days, and exited prior to the lowest low in the last 10 days, with the next exact open. A 25 basis point taker, which is a fee for taking a trade, was credited, with a coin buy equivalent of 0.0025/0.9975. There were no missing indicator bars filled, and only daily 24-hour data was used. The training and reset period was from 2024 to 2025, and the holdout period was in 2026. The HYPE 2026 only had no training or valid out-of-sample data. There was no 3R or 15-minute management, and sensitivity was not selected. The return included the open mark, and the win rate was calculated only for closed trades. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'Second Quarter 2026 Financial Results' from Aug19issuer at 17:30 ET, which is about the quarter that ended on June 30. This information was retrieved on September 13, but the discovery date of September 14 is not supported. From October 1 to 16, the option contracts returns showed 0 legs and there was no next page. On September 11, the stock price was 5.33, which is an increase of 20.861678 percent. There were no future dated FDA decisions obtained, and there were no same kind option studies, so this candidate was rejected. https://picardmedical.com/press_releases/picard-medical-reports-second-quarter-2026-financial-results/

A news scan found the headline about XRP/USD with the following details: the symbol is XRP, the time frame is daily, and the lookback period is 15 days with a slip of 0.003. The period is for training. The return percentage is 173.36013121152683, the drawdown percentage is 50.36711512364731, and the win rate percentage is 25. There were 8 trades, with 0 open trades. The mean trade percentage is 39.63770627759654, the average win percentage is 191.28609293236607, and the average loss percentage is -10.911755940659962. The half Kelly percentage is 0.9495120466543039. The returns percentages are -1.4172400728148156, -4.14241677549891, -10.54843037767063, 360.91491743053535, -25.806077359662726, -14.370121211201276, 21.657268434196787, and -9.186249847111409. The entry is prior high for 13 days, exit is prior low for 10 days, and the next exact open is considered. A 25 basis point taker is credited with a coin buy equivalent of 0.0025/0.9975. There are no fill missing indicator bars, and only daily 24 hours are considered. The training period is from 2024 to 2025, and the reset and known holdout period is 2026. There is no hype in 2026, no 3R or 15-minute management, and sensitivity is not selected. The return includes open mark, and the win rate is closed only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline that the issuer's homepage announced on September 9 that the Q4 FY26 report date remains unverified due to an article. The original link on Investis is blocked with a 403 error. On September 11, the price was 20.05, and on October 16, it was 25.35, and on September 8, it was 21.89, and the low was 19.55. The price needs a 26.68% rise to reach 25.05, which is a significant increase. There is no verified future earnings date and no matched study, and the 3x payoff model is not applicable. The decision is to reject pending the primary date and a fresh, nearer contract. https://ir.manutd.com/ ; option_contracts MANU ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about XRP/USD C91302 Donchian HIGH daily L15 slip0.001 holdout. The symbol is XRP, which is a type of cryptocurrency, and it was analyzed on a daily time frame, which means the data is based on daily price changes. The lookback period was 15 days, which is the amount of time used to calculate the analysis, and the slip was 0.001, a small amount used to adjust the analysis. The period of analysis was the holdout period, from 2024 to 2025 for training and 2026 for the known holdout, meaning the data from 2026 was not used to train the analysis. The return percentage was 4.606367626738589 percent, the drawdown percentage was 27.161710505469472 percent, and the win rate percentage was 0 percent. The average win percentage and average loss percentage were also calculated, with the average loss being -5.278671024888058 percent. The entry point was prior to the high of the last few days, and the exit point was prior to the low of the last 10 days. The next step is to use the exact open price. A 25 basis point taker fee was credited to the equivalent of a coin buy, with a ratio of 0.0025 to 0.9975. The analysis did not include missing indicator bars and only used daily 24-hour data. The return included the open mark, and the win rate only included closed trades. The HYPE 2026 only had no training or valid out-of-sample data, and there was no 3R or 15-minute management, with sensitivity not selected. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the quote 'before the market opens on Wednesday, September 23, 2026' from the issuer at 08:15 ET. The stock price of CBRL was $49.48 on September 9 and $49.48 on September 11. To profit from an October 16 put with a strike price of $35.18, the stock price would need to fall by 29.729184% to $35.18, including a $0.05 commission. Another put with a strike price of $37.50 would require a 25.323363% decline, but since $50 is greater than $42.5495, there is a conviction risk. A call with a strike price of $80 would require a 61.883589% rise. There are no catalog legs for October 2 and 34 legs for October 16. Since there is no audited history of the same kind for this run, the coverage is unknown and the win rate is not zero. The research rejection will be retained, with a default exit on September 22 for any future qualified position. https://investor.cbrl.com/news-releases/news-release-details/cracker-barrel-fiscal-2026-fourth-quarter-conference-call ; option_contracts CBRL ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about XRP/USD C91302 Donchian HIGH daily L15 slip0.001 train. The symbol is XRP, which is a type of cryptocurrency, and the time frame is daily, meaning the data is based on daily prices. The lookback period is 15 days, which is the number of days used to calculate the high and low prices. The slip is 0.001, which refers to the amount of price movement allowed before a trade is executed. The period is train, which means the data is used to train a trading model. The return percentage is 182.24915986717156, the drawdown percentage is 49.86809363715764, and the win rate percentage is 25. The number of trades is 8, and the number of open trades is 0. The mean trade percentage is 40.19838264373397, the average win percentage is 192.45458029053964, and the average loss percentage is -10.55368323853458. The half Kelly criterion, a measure of risk, is 0.98956944650256. The returns percentage is a list of numbers showing the percentage change in price over time: -1.021113084482787, -3.7572123719148633, -10.188901456486526, 362.7632818805165, -25.507701516020887, -14.025909734191956, 22.14587870056278, -8.821261268110463. The entry strategy is based on the prior high price, and the exit strategy is based on the prior low price. The next exact open price is used, and a 25 basis point taker fee is credited to the coin buy equivalent, which is 0.0025/0.9975. There are no missing indicator bars, and only daily 24-hour data is used. The training data is from 2024-25, and the reset is in 2026, which is a known holdout period. There is no 3R or 15-minute management, and sensitivity is not selected. The return includes the open mark, and the win rate is based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about RFIL. The original release from the issuer on August 31 quoted that something would happen before the market opens on Monday, September 14, 2026, at 08:30 Eastern time. The website incorrectly labels the standard time zone as PST or EST, but the original time zone is plain Eastern time. The price of RFIL was $10.32 on September 11. For the October 16 option with a strike price of $7.5, a 30.23% fall in price, including a $0.05 cost, was needed by September 11. For the option with a strike price of $15, a 48.25% rise in price was needed. The nearest affordable strikes were around $10 with a price of $120 and $10 with a price of $85, both with an absolute value of more than 51.05. There was no new matched study and 0% coverage. The default prior regular trading hours exit on September 11 had already passed, and no Monday pre-event option entry was possible. The decision was to reject. https://www.nasdaq.com/press-release/rf-industries-report-third-quarter-results-september-14-2026-08-31 ; https://rfindustries.com/investor-overview/webcast/ ; option_contracts RFIL

A news scan found the headline about LTC/USD C91302 Donchian HIGH hourly L30 slip0.003 holdout. The symbol is LTC, which is a type of cryptocurrency, and the time frame is hourly, meaning the data is based on one-hour periods. The lookback period is 30, which refers to the number of past hours used to make decisions. The slip is 0.003, which is a small amount used to adjust the decision-making process. The period is holdout, which means this is a test period. The return percentage is 2.5556%, the drawdown percentage is 12.6753%, and the win rate percentage is 0%. There was 1 trade, and the mean trade percentage was -7.2999%. The average loss percentage was also -7.2999%. The entry rule was to enter prior to a high point in the last few days, and exit prior to a low point in the last 10 days, with the next entry at the exact open price. A 25 basis point taker fee was credited, which is equivalent to 0.0025/0.9975. There were no missing indicator bars filled, and only daily 24-hour periods were used. The training period was from 2024 to 2025, and the reset period was in 2026, which is a known holdout period. There was no training or validation outside of this period. The 3R and 15-minute management options were not selected, and sensitivity was not chosen. The return includes the open mark, and the win rate is based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about LTC/USD C91302 Donchian HIGH hourly L30 slip0.003 train. The symbol is LTC, which is a type of cryptocurrency, and the time frame is hourly. The lookback period is 30 hours, and the slip is 0.003. The period is for training, which means it is used to teach a computer program. The return percentage is -0.551368698794434, the drawdown percentage is 48.02065785595045, and the win rate percentage is 44.44444444444444. There are 9 trades, with 0 open trades. The mean trade percentage is 1.2711299244610275, the average win percentage is 18.059382771312283, and the average loss percentage is -12.159472353019977. The half Kelly percentage is 0.28942918022948105. The returns percentages are 20.33873234241705, -12.19852543791343, -6.034989481594772, -10.620227450004897, 29.52270541472486, -18.03803247914839, 0.9551884103785759, 21.420904917728645, and -13.905586916438395. The entry is prior high, the exit is prior low, and the next open is exact. A 25 basis point taker is credited, which is a type of fee, and the equivalent coin buy is 0.0025/0.9975. There are no missing indicator bars, and the data is for 24 hours a day. The training and reset period is from 2024 to 2025, and the known holdout period is 2026. There is no hype in 2026, and no 3R or 15-minute management. The sensitivity is not selected, and the return includes open mark, while the win rate is for closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

On September 10, a merger agreement was signed with Copart. The issuer's 8K form offers $10.50 in cash, which will commence within 5 business days if possible and no later than 7 days, but this is not a closing deadline. On September 11, the closing price was $10.41, compared to $7.22 on September 10, which is a raw increase of 44.182825%. The residual is 0.09/10.41 = 0.864553%, which is conditional on the deal being completed. There is no matched regulatory decision study and no option valuation, so the past announcement jump is rejected as a future convex edge. Without a closing date, there is no annualized return, and there is no fund proposal from an unbacktested spread. https://investors.acvauto.com/sec-filings/all-sec-filings/content/0000950103-26-013780/dp253207_8k.htm ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'LTC/USD C91302 Donchian HIGH hourly L30 slip0.001 holdout'. This refers to a trading strategy for Litecoin, a type of cryptocurrency, where the symbol is LTC. The time frame for this strategy is hourly, meaning it looks at the market every hour. The lookback period is 30 hours, which is the amount of time the strategy considers when making decisions. The slip, or the amount of price movement allowed before a trade is made, is 0.001. This is during the holdout period, which is a time when the strategy is not being trained or validated, but rather tested on real market data. The return percentage is 3.172340565363413%, and the drawdown percentage, which is the percentage of loss from the peak, is 12.675286832999399%. The win rate percentage, which is the percentage of successful trades, is 0%. The strategy made 1 trade, and it is still open. The mean trade percentage, which is the average return of all trades, is -6.927324067996176%. The average win percentage is not available, and the average loss percentage is -6.927324067996176%. The half Kelly criterion, which is a formula used to determine the optimal bet size, is not available. The returns percentage is -6.927324067996176%. The strategy enters a trade when the price is higher than it was a certain number of days ago, and exits when the price is lower than it was 10 days ago. The next trade will be made at the exact open price. A 25 basis point taker fee, which is a fee charged for taking a trade, is credited to the buyer, with a coin buy equivalent of 0.0025/0.9975. Missing indicator bars are not filled, and the strategy only considers daily 24-hour periods. The training and reset period is from 2024 to 2025, and the holdout period is in 2026. The HYPE 2026 strategy does not include training or out-of-sample validation. The 3R/15 minute management strategy is not selected, and sensitivity is not considered. The return includes the open mark, and the win rate is calculated based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about GAUZ Gauzy's reverse split. On September 8, the issuer announced a '1-for-20 reverse share split', which means for every 20 shares an investor had, they would now have 1 share. This change was applied to the trading on Friday, September 11. The raw return from September 10 to September 11 was calculated as 2164.150943%, which is the change from $0.3445 to $7.8. This can also be seen as a 20 times increase, from $0.3445 to $6.89, resulting in a 13.207547% economic return. This information does not predict future events and is not part of an option event study. The normalized return is still positive, but it does not mean the wealth increased 22 times. https://rss.globenewswire.com/news-release/2026/09/08/3358174/0/en/gauzy-announces-reverse-share-split.html ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about LTC/USD C91302 Donchian HIGH hourly L30 slip0.001 train. The symbol is LTC, which is a type of cryptocurrency, and the time frame is hourly, meaning the data is based on one-hour periods. The lookback period is 30, which refers to the number of past hours considered for analysis. The slip is 0.001, which is a small amount allowed for price movement before taking action. The period is train, which means the data is used for training a model. The return percentage is 3.0940211466707694, the drawdown percentage is 47.603153518959495, and the win rate percentage is 44.44444444444444. There were 9 trades, with 0 open trades. The mean trade percentage is 1.6780319752322204, the average win percentage is 18.533572610911907, and the average loss percentage is -11.80640053331153. The half Kelly percentage is 0.3834366132139495. The returns percentages are 20.822057879102353, -11.845610144065851, -5.657370562560678, -10.260986293502803, 30.042840573372192, -17.708522093496875, 1.360824158689588, 21.908567832483495, and -13.55951357293144. The entry is based on the prior high, the exit is based on the prior low, and the next open is exact. A 25 basis point taker is credited with the equivalent of 0.0025 for buying and 0.9975 for selling. There are no missing indicator bars, and only daily 24-hour data is used. The training data is from 2024 to 2025, and the holdout data is from 2026. There is no 3R or 15-minute management, and sensitivity is not selected. The return includes open mark, and the win rate is based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'LTC/USD C91302 Donchian HIGH hourly L20 slip0.003 holdout'. This refers to a trading strategy for Litecoin, a type of cryptocurrency, denoted by the symbol LTC, with a specific set of rules. The strategy looks at hourly data, which is a time frame of one hour, and uses a lookback period of 20 hours, meaning it considers the last 20 hours of data. The slip value is 0.003, which is a small amount used to adjust the strategy. The period being discussed is called the holdout period, which is a time when the strategy is not being trained or validated, but rather tested on unseen data. The return percentage for this strategy is 2.58%, and the drawdown percentage, which is the maximum loss from a peak to a trough, is 13.07%. The win rate percentage, which is the percentage of successful trades, is 0%, indicating no winning trades. There were 2 trades in total, with 1 trade still open. The mean trade percentage, which is the average return of all trades, is -5.53%, and the average loss percentage is also -5.53%. The half Kelly criterion, a formula used to determine the optimal bet size, is not applicable in this case. The returns percentage for each trade is -5.10% and -5.96%. The strategy enters a trade prior to a high point in the data from a certain number of days ago, and exits prior to a low point from 10 days ago, with the next trade occurring at the exact open price. A 25 basis point taker fee, which is a fee for taking a trade, is credited in the equivalent of 0.0025 coins for every 0.9975 coins bought. The strategy does not fill in missing indicator bars and only considers daily data over a 24-hour period. The training and reset period for this strategy is from 2024 to 2025, and the holdout period is in 2026, which is used for testing. There is no 3R or 15-minute management, and sensitivity is not selected. The return includes the open mark, which is the price at which the trade was opened, and the win rate is calculated based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about a company called GOSS, which had a reverse stock split. This means the company reduced the number of shares it had, making each share worth more. The split was 1 share for every 80 shares before, and it started on September 11 after 11:59 PM Eastern Time on September 10. Before the split, the stock price was $0.1424 on September 10, and after the split, it was $10.73 on September 11. This looks like a big increase of 7435.11236%, but when we adjust for the split, the price actually changed from $0.1424 to $11.392, which is a decrease of 5.8110955%. The system that looks for important stock price movements did not adjust for the split. There is no upcoming decision from the FDA, no similar study, and no option to test the stock's payoff, so the system rejected the idea that the stock's momentum was a sign of a convex edge, which is a term that refers to a situation where the potential profit is greater than the potential loss. https://ir.gossamerbio.com/news-releases/news-release-details/gossamer-bio-announces-effectiveness-1-80-reverse-stock-split/ ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about LTC/USD C91302 Donchian HIGH hourly L20 slip0.003 train. The symbol is LTC, which is a type of cryptocurrency, and the time frame is hourly, meaning the data is based on one-hour periods. The lookback period is 20, which refers to the number of past hours considered for analysis. The slip is 0.003, which is a small amount allowed for price movement before taking action. The period is train, which means the data is used for training a model. The return percentage is 17.25%, the drawdown percentage is 47.00%, and the win rate percentage is 40%. There were 10 trades, with 0 open trades, and the mean trade percentage is 2.89%. The average win percentage is 21.73%, and the average loss percentage is -9.67%. The half Kelly criterion, a measure of risk, is 0.69%. The returns percentage for each trade are: 21.99%, -6.93%, -12.20%, -6.03%, -10.62%, 32.11%, -9.71%, 4.93%, 27.90%, and -12.51%. The entry strategy is based on the prior high, and the exit strategy is based on the prior low. The next exact open is considered, with a 25 basis point taker credited to the coin buy equivalent of 0.0025/0.9975. There are no fill missing indicator bars, and only daily 24-hour data is used. The training data is from 2024-25, and the reset is for 2026, which is a known holdout period. There is no hype for 2026, meaning no training or validation out of sample. No 3R or 15-minute management is used, and sensitivity is not selected. The return includes open mark, and the win rate is based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'LTC/USD C91302 Donchian HIGH hourly L20 slip0.001 holdout'. This refers to a trading strategy for Litecoin, denoted by the symbol LTC, which is analyzed on an hourly basis, known as the time frame or tf. The lookback period, which is the amount of past data used for analysis, is 20 hours. The slip, or the amount of price movement allowed before a trade is triggered, is 0.001. The period being analyzed is the holdout period, which is a part of the data used for testing the strategy, not for training it. The return percentage, or the profit made, is 3.611121001811796 percent, and the drawdown percentage, which is the maximum loss from a peak to a trough, is 12.675286832999399 percent. The win rate percentage, which is the percentage of successful trades, is 0 percent. There were 2 trades in total, with 1 of them still open. The mean trade percentage, which is the average profit or loss per trade, is -5.150984444897679 percent. The average win percentage and average loss percentage are not applicable in this case, as there were no winning trades, and the average loss percentage is -5.150984444897679 percent. The half Kelly criterion, a formula used to determine the optimal bet size, is not applicable here. The returns percentage for each trade is -4.718332636569224 percent and -5.583636253226133 percent. The strategy enters a trade prior to a high point in the price, specifically after a certain number of days, and exits prior to a low point, specifically after 10 days, with the next trade occurring at the exact open price. A 25 basis point taker fee is credited in the equivalent of 0.0025 coins for every 0.9975 coins bought. The analysis does not fill in missing indicator bars and only considers daily 24-hour periods. The training and reset period for the strategy is from 2024 to 2025, and the known holdout period is 2026. The HYPE 2026 only indicates that there is no training or validation out of sample for this year. The strategy does not use 3R or 15-minute management, and sensitivity is not selected. The return includes the open mark, and the win rate is calculated based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about LTC/USD C91302 Donchian HIGH hourly L20 slip0.001 train. The symbol is LTC, which is a type of cryptocurrency, and the time frame is hourly, meaning the data is based on one-hour periods. The lookback period is 20, which refers to the number of past hours considered for analysis. The slip is 0.001, which is a small amount allowed for price movements. The period is train, which means the data is used for training purposes. The return percentage is 22.038200759994183, the drawdown percentage is 45.931078405869904, and the win rate percentage is 40. There were 10 trades, with 0 open trades. The mean trade percentage is 3.3066630716596483, the average win percentage is 22.22231281116101, and the average loss percentage is -9.303770088007925. The half Kelly criterion, a formula to determine the optimal bet size, is 0.7996716935002337. The returns percentage list is 22.482778335760294, -6.556374177175607, -11.845610144065864, -5.657370562560669, -10.260986293502791, 32.639799209324, -9.342334011963233, 5.349422482727085, 28.417251216832657, -12.159945338779385. The entry is based on the prior high, and the exit is based on the prior low. A 25 basis point taker fee is credited to the coin buy equivalent, with a ratio of 0.0025 to 0.9975. There are no filled missing indicator bars, and only daily 24-hour data is used. The training period is from 2024 to 2025, and the reset period is 2026, which is a known holdout period. The HYPE 2026 only has no training or valid out-of-sample data. There is no 3R or 15-minute management, and sensitivity is not selected. The return includes the open mark, and the win rate is based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'LTC/USD C91302 Donchian HIGH hourly L15 slip0.003 holdout'. This refers to a trading strategy for Litecoin, symbol LTC, using hourly data with a 15-day lookback period and a 0.003 slip. The strategy is in the holdout period. It has a return percentage of 3.26920358193874, a drawdown percentage of 13.073805996623333, and a win rate percentage of 0. The strategy had 2 trades, with 1 still open, and a mean trade percentage of -5.21125025181823. The average win percentage is null, and the average loss percentage is -5.21125025181823. The returns percentage is listed as -4.460950981954677 and -5.961549521681783. The strategy enters a trade prior to a high in the last few days and exits prior to a low in the last 10 days, with the next trade at the exact open price. A 25 basis point taker fee is credited to the equivalent of a coin buy, with a ratio of 0.0025 to 0.9975. The strategy does not fill missing indicator bars and only uses daily 24-hour data. The training and reset period is from 2024 to 2025, and the known holdout period is 2026. There is no training or validation out of sample for HYPE in 2026. The strategy does not use 3R or 15-minute management, and sensitivity is not selected. The return includes the open mark, and the win rate is calculated for closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about LTC/USD C91302 Donchian HIGH hourly L15 slip0.003 train. The symbol is LTC, which is a type of cryptocurrency, and the time frame is hourly, meaning the data is based on one-hour periods. The lookback period is 15, which refers to the number of past hours considered for analysis. The slip is 0.003, which is a small amount allowed for price movement. The period is train, which means the data is used for training a model. The return percentage is -26.90208312260222, the drawdown percentage is 58.77129776283492, and the win rate percentage is 28.57142857142857. There were 14 trades, with 0 open trades. The mean trade percentage is -0.9012162786152143, the average win percentage is 23.917583291164586, and the average loss percentage is -10.828736106527135. The half Kelly percentage is -0.1739818589523474. The returns percentages are 25.775604023083147, -6.930404248679769, -12.198525437913435, -4.195363661233118, -6.23330964778625, 32.892948605212716, -15.037322455619972, -9.705242454022258, -18.456084564090943, 9.09817508007902, 27.903605456283458, -5.220990963891047, -12.511605797753377, and -17.79851183428117. The entry is based on the prior high, and the exit is based on the prior low. The next exact open is considered, and 25 basis points are credited to the taker, which is a type of fee, with a coin buy equivalent of 0.0025/0.9975. There are no missing indicator bars, and only daily 24-hour periods are considered. The training period is from 2024 to 2025, and the holdout period is 2026. There is no hype in 2026, and no 3R or 15-minute management is used. The sensitivity is not selected, and the return includes the open mark, while the win rate is based on closed trades only. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees