Notes

[[20,"2021-01-01",5,15.661599,44.135278,33.333333,30,0,0.884896,13.328785,-5.337049,0.033195],[20,"2021-01-01",15,8.925985,45.569043,33.333333,30,0,0.683328,13.102354,-5.526185,0.026077],[20,"2025-01-01",5,15.363909,18.477442,36.363636,11,1,1.493896,11.827457,-4.410996,0.063154],[20,"2025-01-01",15,12.74093,18.802881,36.363636,11,1,1.291111,11.604025,-4.601984,0.055632],[10,"2021-01-01",5,0.537496,50.44652,31.578947,38,0,0.394977,12.856967,-5.35671,0.01536],[10,"2021-01-01",15,-6.820227,52.721699,31.578947,38,0,0.194388,12.631478,-5.545808,0.007695],[10,"2025-01-01",5,20.974313,23.709471,38.461538,13,1,1.712472,11.851635,-4.624505,0.072246],[10,"2025-01-01",15,17.751822,24.165844,38.461538,13,1,1.50925,11.628155,-4.815066,0.064896],[40,"2021-01-01",5,4.64168,40.181446,29.62963,27,0,0.558656,14.273054,-5.215827,0.01957],[40,"2021-01-01",15,-0.859119,41.891331,29.62963,27,0,0.35774,14.044736,-5.405206,0.012736],[40,"2025-01-01",5,-7.813116,26.717565,20,10,1,-0.959828,14.525495,-4.831159,0],[40,"2025-01-01",15,-9.728767,27.5917,20,10,1,-1.157711,14.296672,-5.021306,0]] https://runway.adityaperswal.workers.dev/data/stock-bars

{"paths":10000,"blocks":1752,"horizon_h":2,"mean_pct":-0.014703409211666265,"P1_pct":-2.332657074754383,"P5_pct":-0.9195144000427806,"P95_pct":0.7763953015928885,"P1_USD":-2.7791276388623714,"loss3pct_account_n":0,"crash25_USD":29.785} Hourly2026 completedbars,NAunfilled; correlationspairwise/OLScompletejoint. Simulation10000numpyseed91300 contiguous2hourjointweekendblocks1752,119.14equalmajorbasket,nostops/costs/entryconditioning. Zeroobserved3%accountlossnotbound;25%crash29.785USD. Actualsize0. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"ETH":{"beta":1.17923981859683,"intercept_hour_pct":-0.00019233060315116627},"SOL":{"beta":1.2013698432437003,"intercept_hour_pct":-0.000869842969772164}} Hourly2026 completedbars,NAunfilled; correlationspairwise/OLScompletejoint. Simulation10000numpyseed91300 contiguous2hourjointweekendblocks1752,119.14equalmajorbasket,nostops/costs/entryconditioning. Zeroobserved3%accountlossnotbound;25%crash29.785USD. Actualsize0. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"BTC":{"BTC":1,"ETH":0.8879660550913612,"SOL":0.8378700207420166},"ETH":{"BTC":0.8879660550913612,"ETH":1,"SOL":0.8489972465553779},"SOL":{"BTC":0.8378700207420166,"ETH":0.8489972465553779,"SOL":1}} Hourly2026 completedbars,NAunfilled; correlationspairwise/OLScompletejoint. Simulation10000numpyseed91300 contiguous2hourjointweekendblocks1752,119.14equalmajorbasket,nostops/costs/entryconditioning. Zeroobserved3%accountlossnotbound;25%crash29.785USD. Actualsize0. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"s":"SOL","E":101.87577399999999,"stop":90.96065686585,"partial2R":123.70600826829998,"target":141.53301771086151,"target_gain_pct":38.927060039672945,"loss_frac":0.11248855234669874,"quarter_loss_USD":3.350471531646422,"full_loss_USD":13.401886126585689,"MFE_N":214,"MFE_P90_pct":23.66637994931697,"MFE_coverage_pct":7.943925233644859} DownloadcompleteSep13~00:12;excludeSep13partialhour,missingNA. SignalsdailyOHLConly24hourdays;SMAusesobserved23UTCcloses. Stats2026. Geometry00:04asks+10bpslip,E-2ATRstop,quarteratgross2R,residualtargetsolvenet3R:factor(.9975^2)*.999;29.785quarter119.14full. MFE214overlapping2026 20daywindows,notentryconditionalodds. Actualsize0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"s":"ETH","E":2528.2256999999995,"stop":2339.4184088336997,"partial2R":2905.840282332599,"target":3238.821465702871,"target_gain_pct":28.106500369127318,"loss_frac":0.08022127841812832,"quarter_loss_USD":2.389390777683952,"full_loss_USD":9.557563110735808,"MFE_N":214,"MFE_P90_pct":23.871490222955742,"MFE_coverage_pct":8.411214953271028} DownloadcompleteSep13~00:12;excludeSep13partialhour,missingNA. SignalsdailyOHLConly24hourdays;SMAusesobserved23UTCcloses. Stats2026. Geometry00:04asks+10bpslip,E-2ATRstop,quarteratgross2R,residualtargetsolvenet3R:factor(.9975^2)*.999;29.785quarter119.14full. MFE214overlapping2026 20daywindows,notentryconditionalodds. Actualsize0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"s":"BTC","E":77358.58129999999,"stop":72688.5169350254,"partial2R":86698.71002994917,"target":95411.18456537878,"target_gain_pct":23.33626465481573,"loss_frac":0.06599627461203772,"quarter_loss_USD":1.9656990393195435,"full_loss_USD":7.862796157278174,"MFE_N":214,"MFE_P90_pct":18.75397580680327,"MFE_coverage_pct":8.411214953271028} DownloadcompleteSep13~00:12;excludeSep13partialhour,missingNA. SignalsdailyOHLConly24hourdays;SMAusesobserved23UTCcloses. Stats2026. Geometry00:04asks+10bpslip,E-2ATRstop,quarteratgross2R,residualtargetsolvenet3R:factor(.9975^2)*.999;29.785quarter119.14full. MFE214overlapping2026 20daywindows,notentryconditionalodds. Actualsize0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"s":"SOL","N":6118,"hour_sd_pct":0.6708244418102867,"weekend_sd_pct":0.5870920044229362,"weekday_sd_pct":0.7016823849191753,"hour_p1_pct":-1.9391144556647824,"daily_sd_pct":3.326831371716668} DownloadcompleteSep13~00:12;excludeSep13partialhour,missingNA. SignalsdailyOHLConly24hourdays;SMAusesobserved23UTCcloses. Stats2026. Geometry00:04asks+10bpslip,E-2ATRstop,quarteratgross2R,residualtargetsolvenet3R:factor(.9975^2)*.999;29.785quarter119.14full. MFE214overlapping2026 20daywindows,notentryconditionalodds. Actualsize0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"s":"ETH","N":6118,"hour_sd_pct":0.6213189142284028,"weekend_sd_pct":0.48885121711561674,"weekday_sd_pct":0.667164947466568,"hour_p1_pct":-1.9162878525585303,"daily_sd_pct":3.3112680633125344} DownloadcompleteSep13~00:12;excludeSep13partialhour,missingNA. SignalsdailyOHLConly24hourdays;SMAusesobserved23UTCcloses. Stats2026. Geometry00:04asks+10bpslip,E-2ATRstop,quarteratgross2R,residualtargetsolvenet3R:factor(.9975^2)*.999;29.785quarter119.14full. MFE214overlapping2026 20daywindows,notentryconditionalodds. Actualsize0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"s":"BTC","N":6118,"hour_sd_pct":0.4678523371755875,"weekend_sd_pct":0.330404335773627,"weekday_sd_pct":0.5127830197417297,"hour_p1_pct":-1.3237704936115848,"daily_sd_pct":2.426568757515042} DownloadcompleteSep13~00:12;excludeSep13partialhour,missingNA. SignalsdailyOHLConly24hourdays;SMAusesobserved23UTCcloses. Stats2026. Geometry00:04asks+10bpslip,E-2ATRstop,quarteratgross2R,residualtargetsolvenet3R:factor(.9975^2)*.999;29.785quarter119.14full. MFE214overlapping2026 20daywindows,notentryconditionalodds. Actualsize0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"s":"SOL","last":"2026-09-12 23:00:00+00:00","close":101.7655,"hour_high480":110.5357,"hour_signal":false,"daily_high20":110.5357,"daily_close20":109.15,"daily_close_signal":false,"ATR20":5.457558567074999,"SMA200":83.0413278153425,"missing_hours":7,"day_return_pct":-0.6521304065564393} DownloadcompleteSep13~00:12;excludeSep13partialhour,missingNA. SignalsdailyOHLConly24hourdays;SMAusesobserved23UTCcloses. Stats2026. Geometry00:04asks+10bpslip,E-2ATRstop,quarteratgross2R,residualtargetsolvenet3R:factor(.9975^2)*.999;29.785quarter119.14full. MFE214overlapping2026 20daywindows,notentryconditionalodds. Actualsize0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"s":"ETH","last":"2026-09-12 23:00:00+00:00","close":2525.045,"hour_high480":2664.8535,"hour_signal":false,"daily_high20":2664.8535,"daily_close20":2516.066,"daily_close_signal":true,"ATR20":94.40364558315002,"SMA200":2055.8333431083274,"missing_hours":4,"day_return_pct":0.3568666322743663} DownloadcompleteSep13~00:12;excludeSep13partialhour,missingNA. SignalsdailyOHLConly24hourdays;SMAusesobserved23UTCcloses. Stats2026. Geometry00:04asks+10bpslip,E-2ATRstop,quarteratgross2R,residualtargetsolvenet3R:factor(.9975^2)*.999;29.785quarter119.14full. MFE214overlapping2026 20daywindows,notentryconditionalodds. Actualsize0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"s":"BTC","last":"2026-09-12 23:00:00+00:00","close":77266.385,"hour_high480":82233.502538071,"hour_signal":false,"daily_high20":82233.502538071,"daily_close20":81269.4915,"daily_close_signal":false,"ATR20":2335.032182487298,"SMA200":70095.35134458945,"missing_hours":4,"day_return_pct":0.06935829053231757} DownloadcompleteSep13~00:12;excludeSep13partialhour,missingNA. SignalsdailyOHLConly24hourdays;SMAusesobserved23UTCcloses. Stats2026. Geometry00:04asks+10bpslip,E-2ATRstop,quarteratgross2R,residualtargetsolvenet3R:factor(.9975^2)*.999;29.785quarter119.14full. MFE214overlapping2026 20daywindows,notentryconditionalodds. Actualsize0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots

Rows [L,trainT/known2026H,slip,return%,DD%,N,win%,openN,avgwin%,avgloss%,halfKelly]. Train2024–25;SOLfromAug26. PriorLdayhmax;longifcloseabove,exitotherwise,nextOPEN;feesbuy.0025/.9975/sell.0025. Fullcalendarwindows,24hourcoherentdays,NAunfilled. CashresetJan1. No3R/partialpolicy. Allcells,noselection.[[15,"T",0.001,-52.019919,52.417909,83,14.457831,0,1.036816,1.197303,-35.214689],[15,"T",0.003,-65.57495,65.57495,83,9.638554,0,1.027456,1.516181,-40.794826],[15,"H",0.001,-18.717357,18.717357,31,16.129032,0,0.872583,0.959481,-39.653942],[15,"H",0.003,-28.19659,28.19659,31,9.677419,0,0.872113,1.268716,-47.969915],[20,"T",0.001,-45.974849,46.826164,72,13.888889,0,1.111124,1.160507,-32.765561],[20,"T",0.003,-59.494067,59.892584,72,9.722222,0,1.083697,1.492274,-38.395148],[20,"H",0.001,-13.635728,13.635728,24,20.833333,0,0.872583,0.994553,-34.889687],[20,"H",0.003,-21.541199,21.541199,24,12.5,0,0.872113,1.271276,-45.249212],[30,"T",0.001,-42.062125,43.004778,60,13.333333,0,1.077171,1.202334,-34.684048],[30,"T",0.003,-54.4245,54.715607,60,8.333333,0,1.180474,1.520061,-36.085084],[30,"H",0.001,-13.574174,13.574174,19,21.052632,0,0.578142,1.120339,-58.881162],[30,"H",0.003,-19.89917,19.89917,19,10.526316,0,0.48719,1.3537,-87.938364]] https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

Rows [L,trainT/known2026H,slip,return%,DD%,N,win%,openN,avgwin%,avgloss%,halfKelly]. Train2024–25;SOLfromAug26. PriorLdaycmax;longifcloseabove,exitotherwise,nextOPEN;feesbuy.0025/.9975/sell.0025. Fullcalendarwindows,24hourcoherentdays,NAunfilled. CashresetJan1. No3R/partialpolicy. Allcells,noselection.[[15,"T",0.001,-76.366162,77.332861,149,17.449664,0,1.08311,1.387593,-31.820252],[15,"T",0.003,-86.977522,87.334146,149,13.422819,0,0.938475,1.708092,-42.197361],[15,"H",0.001,-39.919386,40.143199,68,14.705882,0,0.909594,1.029203,-39.741527],[15,"H",0.003,-54.227382,54.227382,68,7.352941,0,1.180592,1.325597,-36.464084],[20,"T",0.001,-72.508282,73.420707,133,15.789474,0,1.205313,1.365197,-29.150186],[20,"T",0.003,-83.850607,84.166528,133,13.533835,0,0.958551,1.717931,-41.163548],[20,"H",0.001,-32.088896,32.422131,55,18.181818,0,0.909594,1.055203,-36.35981],[20,"H",0.003,-45.500115,45.500115,55,9.090909,0,1.180592,1.322982,-35.065707],[30,"T",0.001,-66.600759,66.600759,107,14.018692,0,1.198646,1.37378,-30.76379],[30,"T",0.003,-78.230034,78.230034,107,11.214953,0,1.029376,1.717364,-39.860508],[30,"H",0.001,-20.676801,20.972297,34,20.588235,0,1.075062,1.127689,-27.805063],[30,"H",0.003,-30.763371,30.763371,34,8.823529,0,1.763264,1.346044,-22.576878]] https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

Rows [L,trainT/known2026H,slip,return%,DD%,N,win%,openN,avgwin%,avgloss%,halfKelly]. Train2024–25;SOLfromAug26. PriorLdayhmax;longifcloseabove,exitotherwise,nextOPEN;feesbuy.0025/.9975/sell.0025. Fullcalendarwindows,24hourcoherentdays,NAunfilled. CashresetJan1. No3R/partialpolicy. Allcells,noselection.[[15,"T",0.001,-8.996962,21.157554,21,52.380952,0,2.816836,3.875935,-1.695373],[15,"T",0.003,-16.328993,25.302451,21,42.857143,0,2.98378,3.58345,-3.59571],[15,"H",0.001,13.019655,5.561763,7,71.428571,0,3.874823,3.174696,7.562868],[15,"H",0.003,9.898984,6.127074,7,57.142857,0,4.381479,2.451536,6.763784],[20,"T",0.001,-13.272883,22.629134,19,47.368421,0,2.939982,3.911302,-2.895675],[20,"T",0.003,-19.619929,27.860194,19,36.842105,0,3.306733,3.612805,-4.451069],[20,"H",0.001,8.392065,5.561763,7,57.142857,0,4.285365,2.77097,5.310576],[20,"H",0.003,5.399171,6.127074,7,42.857143,0,5.234124,2.427623,3.368293],[30,"T",0.001,-5.877342,14.226544,13,53.846154,0,3.130856,4.446427,-1.315811],[30,"T",0.003,-10.646664,16.903505,13,38.461538,0,3.884366,3.671004,-2.682741],[30,"H",0.001,5.672303,5.561763,4,75,0,3.799295,5.300428,3.784817],[30,"H",0.003,3.994994,6.127074,4,50,0,5.190966,2.954815,3.644709]] https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

Rows [L,trainT/known2026H,slip,return%,DD%,N,win%,openN,avgwin%,avgloss%,halfKelly]. Train2024–25;SOLfromAug26. PriorLdaycmax;longifcloseabove,exitotherwise,nextOPEN;feesbuy.0025/.9975/sell.0025. Fullcalendarwindows,24hourcoherentdays,NAunfilled. CashresetJan1. No3R/partialpolicy. Allcells,noselection.[[15,"T",0.001,-11.380758,22.665326,30,40,0,4.748461,3.609126,-0.776328],[15,"T",0.003,-21.401824,27.033801,30,36.666667,0,4.74736,3.798838,-1.844337],[15,"H",0.001,18.098819,18.226783,13,38.461538,0,7.91827,2.457584,3.939219],[15,"H",0.003,12.114593,20.960666,13,38.461538,0,7.486456,2.847976,2.642447],[20,"T",0.001,10.433149,20.817749,24,45.833333,0,4.871263,3.097884,1.837705],[20,"T",0.003,0.324501,21.918894,24,41.666667,0,4.923709,3.255979,0.474766],[20,"H",0.001,18.625863,14.948472,11,45.454545,0,6.858835,2.368461,5.619507],[20,"H",0.003,13.519467,17.462465,11,45.454545,0,6.431251,2.759209,3.996223],[30,"T",0.001,14.91924,20.615361,18,50,0,5.563681,3.657684,2.341498],[30,"T",0.003,6.93587,21.405569,18,44.444444,0,5.817593,3.665891,1.287099],[30,"H",0.001,9.56509,7.927088,7,57.142857,0,4.093095,2.131196,8.170993],[30,"H",0.003,6.539806,8.843598,7,57.142857,0,3.676552,2.522891,5.496433]] https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

Rows [L,trainT/known2026H,slip,return%,DD%,N,win%,openN,avgwin%,avgloss%,halfKelly]. Train2024–25;SOLfromAug26. PriorLdayhmax;longifcloseabove,exitotherwise,nextOPEN;feesbuy.0025/.9975/sell.0025. Fullcalendarwindows,24hourcoherentdays,NAunfilled. CashresetJan1. No3R/partialpolicy. Allcells,noselection.[[15,"T",0.001,-65.950335,67.188656,146,15.753425,0,1.099787,1.07353,-30.964107],[15,"T",0.003,-81.011801,81.592323,146,8.90411,0,1.377136,1.373349,-29.832649],[15,"H",0.001,-14.625635,14.625635,26,15.384615,0,1.518734,0.984136,-20.040911],[15,"H",0.003,-23.058497,23.058497,26,7.692308,0,2.551573,1.292596,-15.11286],[20,"T",0.001,-55.27045,56.743117,120,16.666667,0,1.224444,1.041425,-26.027207],[20,"T",0.003,-72.322155,73.096911,120,10.833333,0,1.377136,1.357596,-28.384057],[20,"H",0.001,-11.419497,11.904966,21,14.285714,0,1.999149,0.994216,-14.253281],[20,"H",0.003,-18.556347,18.840869,21,9.52381,0,2.551573,1.334651,-14.161586],[30,"T",0.001,-49.611006,49.611006,102,16.666667,0,1.220594,1.042628,-26.143757],[30,"T",0.003,-66.492442,66.492442,102,10.784314,0,1.363052,1.356227,-28.750583],[30,"H",0.001,-9.158331,9.158331,12,16.666667,0,0.319905,1.019703,-122.074697],[30,"H",0.003,-13.415754,13.415754,12,8.333333,0,0.1671,1.317146,-271.122879]] https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

Rows [L,trainT/known2026H,slip,return%,DD%,N,win%,openN,avgwin%,avgloss%,halfKelly]. Train2024–25;SOLfromAug26. PriorLdaycmax;longifcloseabove,exitotherwise,nextOPEN;feesbuy.0025/.9975/sell.0025. Fullcalendarwindows,24hourcoherentdays,NAunfilled. CashresetJan1. No3R/partialpolicy. Allcells,noselection.[[15,"T",0.001,-76.139745,76.998312,230,18.26087,0,1.246559,1.03242,-23.942189],[15,"T",0.003,-90.491272,90.687655,230,13.478261,0,1.196167,1.358299,-31.204784],[15,"H",0.001,-24.471624,29.848467,51,13.72549,0,2.29101,0.979455,-11.822226],[15,"H",0.003,-38.409506,40.578688,51,7.843137,0,3.514293,1.306776,-10.110774],[20,"T",0.001,-69.973193,70.504557,197,17.766497,0,1.324495,1.020533,-22.338823],[20,"T",0.003,-86.345254,86.464454,197,13.19797,0,1.289571,1.350076,-28.767533],[20,"H",0.001,-20.782205,25.913218,45,13.333333,0,2.568859,0.967267,-9.976437],[20,"H",0.003,-33.831787,35.721029,45,6.666667,0,4.611982,1.287292,-7.529157],[30,"T",0.001,-60.900896,60.941095,161,18.012422,0,1.418413,1.014235,-20.021355],[30,"T",0.003,-79.465698,79.465698,161,13.043478,0,1.444839,1.33678,-25.213423],[30,"H",0.001,-11.472123,16.749904,29,13.793103,0,3.597508,1.025478,-5.256262],[30,"H",0.003,-21.168159,23.150503,29,6.896552,0,6.647146,1.337118,-4.424379]] https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

Rows [L,trainT/known2026H,slip,return%,DD%,N,win%,openN,avgwin%,avgloss%,halfKelly]. Train2024–25;SOLfromAug26. PriorLdayhmax;longifcloseabove,exitotherwise,nextOPEN;feesbuy.0025/.9975/sell.0025. Fullcalendarwindows,24hourcoherentdays,NAunfilled. CashresetJan1. No3R/partialpolicy. Allcells,noselection.[[15,"T",0.001,10.815443,19.482967,33,27.272727,0,7.493094,2.176669,1.411833],[15,"T",0.003,-2.88794,21.862928,33,24.242424,0,7.966547,2.472078,0.148517],[15,"H",0.001,-19.673559,20.452191,11,18.181818,0,1.357176,2.69135,-26.76497],[15,"H",0.003,-23.131309,23.418614,11,9.090909,0,2.160488,2.798466,-19.41475],[20,"T",0.001,16.78283,14.326429,27,33.333333,0,6.705251,2.2914,2.302346],[20,"T",0.003,4.827442,16.525577,27,29.62963,0,7.083761,2.549988,0.842738],[20,"H",0.001,-16.281467,17.691757,8,25,0,1.357176,3.354065,-23.904074],[20,"H",0.003,-18.918061,20.124663,8,12.5,0,2.160488,3.243235,-18.322965],[30,"T",0.001,27.558153,10.280704,22,36.363636,0,6.778279,1.91661,4.792307],[30,"T",0.003,16.812721,11.881563,22,31.818182,0,7.281958,2.166256,2.66249],[30,"H",0.001,-7.237975,7.725579,5,40,0,1.357176,3.343822,-16.123536],[30,"H",0.003,-9.074794,9.372029,5,20,0,2.160488,2.862352,-15.020704]] https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

Rows [L,trainT/known2026H,slip,return%,DD%,N,win%,openN,avgwin%,avgloss%,halfKelly]. Train2024–25;SOLfromAug26. PriorLdaycmax;longifcloseabove,exitotherwise,nextOPEN;feesbuy.0025/.9975/sell.0025. Fullcalendarwindows,24hourcoherentdays,NAunfilled. CashresetJan1. No3R/partialpolicy. Allcells,noselection.[[15,"T",0.001,-9.780009,40.266025,51,31.372549,0,6.263503,2.902987,-0.074865],[15,"T",0.003,-26.429057,47.454398,51,25.490196,0,7.235878,3.04894,-0.968463],[15,"H",0.001,-8.647116,29.593493,15,20,1,8.766767,2.678141,-0.828753],[15,"H",0.003,-14.138668,33.027541,15,13.333333,1,12.669563,2.858175,-1.087779],[20,"T",0.001,5.185949,31.646448,41,29.268293,0,7.300073,2.607352,0.768059],[20,"T",0.003,-10.724328,38.650949,41,26.829268,0,7.510391,2.902761,-0.249963],[20,"H",0.001,-21.109976,29.758847,13,15.384615,1,3.747473,2.784241,-8.526856],[20,"H",0.003,-25.256777,32.917033,13,15.384615,1,3.33231,3.17333,-10.272156],[30,"T",0.001,14.533386,23.815484,32,31.25,0,7.033086,2.32522,1.83218],[30,"T",0.003,0.772531,26.362523,32,28.125,0,7.35707,2.605247,0.513004],[30,"H",0.001,-13.722834,19.726368,9,11.111111,1,6.870516,2.647798,-4.370686],[30,"H",0.003,-16.939537,22.099134,9,11.111111,1,6.442886,3.037431,-5.069189]] https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

Rows [L,trainT/known2026H,slip,return%,DD%,N,win%,openN,avgwin%,avgloss%,halfKelly]. Train2024–25;SOLfromAug26. PriorLdayhmax;longifcloseabove,exitotherwise,nextOPEN;feesbuy.0025/.9975/sell.0025. Fullcalendarwindows,24hourcoherentdays,NAunfilled. CashresetJan1. No3R/partialpolicy. Allcells,noselection.[[15,"T",0.001,-60.003912,60.003912,136,15.441176,0,0.761144,0.931141,-47.255664],[15,"T",0.003,-76.785449,76.785449,136,9.558824,0,0.695077,1.253636,-61.245986],[15,"H",0.001,-12.189031,12.189031,28,14.285714,0,1.235892,0.743085,-25.064649],[15,"H",0.003,-21.493145,21.493145,28,7.142857,0,1.862002,1.068027,-21.59081],[20,"T",0.001,-56.967337,56.967337,120,14.166667,0,0.77841,0.942272,-47.616453],[20,"T",0.003,-73.372158,73.372158,120,8.333333,0,0.768761,1.26544,-56.327121],[20,"H",0.001,-12.189031,12.189031,28,14.285714,0,1.235892,0.743085,-25.064649],[20,"H",0.003,-21.493145,21.493145,28,7.142857,0,1.862002,1.068027,-21.59081],[30,"T",0.001,-49.779496,49.779496,94,14.893617,0,0.856123,1.005043,-42.29509],[30,"T",0.003,-65.518541,65.518541,94,9.574468,0,0.811758,1.33023,-52.098513],[30,"H",0.001,-8.841297,8.841297,18,11.111111,0,0.863212,0.684205,-43.367597],[30,"H",0.003,-15.174037,15.174037,18,5.555556,0,0.986495,1.022012,-45.150748]] https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

Rows [L,trainT/known2026H,slip,return%,DD%,N,win%,openN,avgwin%,avgloss%,halfKelly]. Train2024–25;SOLfromAug26. PriorLdaycmax;longifcloseabove,exitotherwise,nextOPEN;feesbuy.0025/.9975/sell.0025. Fullcalendarwindows,24hourcoherentdays,NAunfilled. CashresetJan1. No3R/partialpolicy. Allcells,noselection.[[15,"T",0.001,-82.032146,82.033768,235,14.468085,0,0.859503,0.993115,-42.472421],[15,"T",0.003,-92.981285,92.981285,235,7.234043,0,1.12555,1.297683,-38.42187],[15,"H",0.001,-24.742329,25.484212,58,13.793103,0,1.527586,0.807802,-19.679271],[15,"H",0.003,-40.324782,40.324782,58,10.344828,0,1.588426,1.169217,-23.797569],[20,"T",0.001,-78.978048,78.978048,208,14.423077,0,0.880681,1.01782,-41.500358],[20,"T",0.003,-90.851741,90.851741,208,6.730769,0,1.275319,1.315621,-34.008996],[20,"H",0.001,-25.349461,26.444395,57,12.280702,0,1.465549,0.785363,-22.108611],[20,"H",0.003,-40.568953,40.73947,57,8.77193,0,1.595349,1.147727,-24.770455],[30,"T",0.001,-71.170205,71.170205,162,15.432099,0,0.995476,1.081263,-35.339974],[30,"T",0.003,-84.919438,84.919438,162,8.024691,0,1.320053,1.374146,-31.91784],[30,"H",0.001,-12.677638,12.677638,31,12.903226,0,1.352345,0.698734,-22.968843],[30,"H",0.003,-22.861228,22.861228,31,9.677419,0,1.324951,1.06371,-29.536358]] https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

Rows [L,trainT/known2026H,slip,return%,DD%,N,win%,openN,avgwin%,avgloss%,halfKelly]. Train2024–25;SOLfromAug26. PriorLdayhmax;longifcloseabove,exitotherwise,nextOPEN;feesbuy.0025/.9975/sell.0025. Fullcalendarwindows,24hourcoherentdays,NAunfilled. CashresetJan1. No3R/partialpolicy. Allcells,noselection.[[15,"T",0.001,-6.458,26.711681,40,35,0,3.501374,2.045374,-0.726179],[15,"T",0.003,-20.288821,36.359468,40,30,0,3.641182,2.280222,-3.033954],[15,"H",0.001,5.123294,7.55752,8,25,0,6.064044,1.090934,5.27408],[15,"H",0.003,1.812588,9.569417,8,25,0,5.639633,1.486782,1.758049],[20,"T",0.001,-6.489969,26.674139,36,33.333333,0,3.349448,1.866834,-1.024115],[20,"T",0.003,-19.030861,35.355126,36,25,0,4.009024,2.040028,-3.226531],[20,"H",0.001,5.123294,7.55752,8,25,0,6.064044,1.090934,5.27408],[20,"H",0.003,1.812588,9.569417,8,25,0,5.639633,1.486782,1.758049],[30,"T",0.001,-7.606561,22.490641,27,33.333333,0,3.517953,2.098575,-1.53331],[30,"T",0.003,-17.065138,29.444878,27,25.925926,0,4.055555,2.264137,-3.407077],[30,"H",0.001,5.688955,5.468737,5,20,0,10.411554,1.079523,5.421466],[30,"H",0.003,3.596165,6.783332,5,20,0,9.969788,1.475417,2.765625]] https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

Rows [L,trainT/known2026H,slip,return%,DD%,N,win%,openN,avgwin%,avgloss%,halfKelly]. Train2024–25;SOLfromAug26. PriorLdaycmax;longifcloseabove,exitotherwise,nextOPEN;feesbuy.0025/.9975/sell.0025. Fullcalendarwindows,24hourcoherentdays,NAunfilled. CashresetJan1. No3R/partialpolicy. Allcells,noselection.[[15,"T",0.001,-22.384756,39.586954,56,25,0,4.921861,2.142737,-1.785408],[15,"T",0.003,-37.961021,50.637047,56,23.214286,0,4.855396,2.477587,-3.222398],[15,"H",0.001,-11.013344,19.835354,20,20,0,4.115376,1.702129,-3.84465],[15,"H",0.003,-17.854992,24.049762,20,20,0,3.698744,2.095537,-6.042435],[20,"T",0.001,-2.113871,26.18931,45,28.888889,0,5.217158,2.064022,0.183084],[20,"T",0.003,-18.238696,36.977054,45,26.666667,0,5.203473,2.38435,-1.454556],[20,"H",0.001,-10.194852,17.371016,18,22.222222,0,3.565994,1.730163,-4.483482],[20,"H",0.003,-16.433561,21.086185,18,22.222222,0,3.151555,2.12346,-7.107035],[30,"T",0.001,3.913754,18.339965,37,29.72973,0,5.351273,1.992334,0.895279],[30,"T",0.003,-10.381603,26.536882,37,27.027027,0,5.431879,2.299673,-0.840827],[30,"H",0.001,-3.4658,8.372547,13,23.076923,0,3.717138,1.405304,-2.136431],[30,"H",0.003,-8.357318,10.530829,13,15.384615,0,5.107739,1.664378,-3.661326]] https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees