Notes

A news scan found the headline 'SOL/USD C91206 frozen costed Donchian sweep cells 172-180'. The data includes columns for symbol, time frame, look, moving average, period, slip in basis points, return percentage, drawdown percentage, number of trades, win rate percentage, mean trade percentage, mean confidence interval percentage, open trades, and exposure percentage. The rows of data are as follows: for SOL with a daily time frame, a 30-day look, and 0 moving average, the holdout period had a return of -0.93685 percent and a drawdown of 17.210596 percent; for SOL with a daily time frame, a 30-day look, and 100 moving average, the train period had a return of -27.614722 percent and a drawdown of 35.093055 percent, and the holdout period had a return of 19.561908 percent and a drawdown of 9.663307 percent; for SOL with a daily time frame, a 30-day look, and 200 moving average, the train period had a return of -19.779819 percent and a drawdown of 28.067598 percent, and the holdout period had a return of 0 percent and a drawdown of 0 percent. This data was collected on September 12, 2024, at 06:05 UTC, and covers the train period from 2024 to 2025 and the holdout period from 2026. The data is based on daily complete 24-hour aggregate and hourly calendar, with no stop loss or take profit comparator, 25 basis point fees, and a slip of 10 or 30 basis points. The return is marked to include open and closed trades, with a confidence interval based on 5000 resampled trades and a seed of 91206, and no multiple comparison adjustment. A zero open or closed trade means there was no eligible entry, not a profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: Columns are the categories of data, and rows are the individual data points. The categories are symbol, time frame, look, moving average, period, slip in basis points, return percentage, drawdown percentage, number of trades, win rate percentage, mean trade percentage, mean confidence interval percentage, open trades, and exposure percentage. The data points are as follows: for SOL with a daily time frame, a 20-day look, and a 100-day moving average, the return percentage was 19.561908 and the drawdown percentage was 9.663307, with a 10 basis point slip, and an exposure percentage of 9.055118. With a 30 basis point slip, the return percentage was 19.323499 and the drawdown percentage was 9.663307, with an exposure percentage of 9.055118. For a 200-day moving average, the return percentage was -14.753383 and the drawdown percentage was 31.710234, with a 10 basis point slip, and an exposure percentage of 14.807302. With a 30 basis point slip, the return percentage was -15.770233 and the drawdown percentage was 32.389461, with an exposure percentage of 14.807302. For a 30-day look and no moving average, the return percentage was -22.932519 and the drawdown percentage was 46.197063, with a 10 basis point slip, and an exposure percentage of 30.628803. With a 30 basis point slip, the return percentage was -24.760127 and the drawdown percentage was 47.051063, with an exposure percentage of 30.628803. For the holdout period, the return percentage was 0.058355 and the drawdown percentage was 16.712031, with a 10 basis point slip, and an exposure percentage of 14.96063. This data was collected on September 12, 2024, at 06:05 UTC, and covers the train period from 2024 to 2025 and the holdout period from 2026. The data is based on daily complete 24-hour aggregates, with no stop loss or take profit comparator, and 25 basis point fees, with a 10 or 30 basis point slip. The return is marked to include open and closed trades, with a confidence interval based on 5000 resampled trades, and a seed of 91206, with no multiple comparison adjustment. A zero open or closed trade means there was no eligible entry, not a profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'SOL/USD C91206 frozen costed Donchian sweep cells 154-162'. The following data was collected on September 12, 2024, at 06:05 UTC. The data includes the results of trading simulations for the SOL/USD currency pair. A Donchian channel, which is a type of technical indicator, was used to analyze the data. The results are as follows: Columns are defined as s, tf, look, ma, period, slip_bp, return_pct, drawdown_pct, n, winrate_pct, mean_trade_pct, mean_ci_pct, open_n, exposure_pct. The rows of data are: SOL, daily, 15, 200, train, 30, -15.770233, 32.389461, 3, 33.333333, -5.057423, [-15.923799, 8.242072], 0, 14.807302, SOL, daily, 15, 200, holdout, 10, 0, 0, 0, null, null, [null, null], 0, 0, SOL, daily, 15, 200, holdout, 30, 0, 0, 0, null, null, [null, null], 0, 0, SOL, daily, 20, 0, train, 10, -10.120708, 42.459529, 7, 42.857143, -1.051914, [-8.221019, 5.529944], 0, 38.133874, SOL, daily, 20, 0, train, 30, -12.602433, 43.372855, 7, 42.857143, -1.447915, [-8.887452, 4.981421], 0, 38.133874, SOL, daily, 20, 0, holdout, 10, 4.581108, 17.406778, 3, 0, -4.373566, [-5.151662, -3.875026], 1, 31.496063, SOL, daily, 20, 0, holdout, 30, 3.12758, 18.228925, 3, 0, -4.756307, [-5.531297, -4.259758], 1, 31.496063, SOL, daily, 20, 100, train, 10, -18.549906, 34.751571, 4, 25, -4.476775, [-14.846367, 5.082961], 0, 19.878296, SOL, daily, 20, 100, train, 30, -19.842743, 35.658431, 4, 25, -4.859105, [-15.1873, 4.662468], 0, 19.878296. The data was collected using a 24-hour aggregate and hourly calendar, with 25 basis point fees and 10/30 basis point slip. The return marked includes open and N closed trades, with a confidence interval, or CI, of 5000 resampled trades, seed 91206, not multiple comparison adjusted. Zero open or closed means no eligible entry, not a profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'SOL/USD C91206 frozen costed Donchian sweep cells 145-153'. The following data was collected on September 12, 2024, at 06:05 UTC. The data includes information about the SOL/USD trading strategy, which is a set of rules for buying and selling the SOL cryptocurrency in exchange for US dollars. The strategy was tested on historical data from 2024 to 2025 and evaluated on data from 2026. The results are as follows: Columns are the categories of data, including the symbol of the cryptocurrency, which is SOL, the time frame, which is daily, the look, which is 15, the moving average, which is 0, the period, which is train or holdout, the slip in basis points, which is 10 or 30, the return percentage, the drawdown percentage, the number of trades, the win rate percentage, the mean trade percentage, the mean confidence interval percentage, the number of open trades, and the exposure percentage. The rows are the individual results, including the return percentage, which ranges from -36.642218 to 19.561908, and the drawdown percentage, which ranges from 9.663307 to 60.824847. The data also includes information about the fees, which are 25 basis points, and the slip, which is 10 or 30 basis points. The return is marked to include open and closed trades, and the confidence interval is calculated using 5000 resampled trades with a seed of 91206, but it is not adjusted for multiple comparisons. A zero open or closed trade means there was no eligible entry, not a profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'ETH/USD C91206 frozen costed Donchian sweep cells 136-144'. A data line lists the following columns: symbol, time frame, look, moving average, period, slip in basis points, return percentage, drawdown percentage, number of trades, win rate percentage, mean trade percentage, mean confidence interval percentage, open trades, and exposure percentage. The rows of data are as follows: for ETH on an hourly time frame with a 30-period look and 0 moving average on holdout data with 30 basis points slip, the return was -14.391354 percent and the drawdown was 21.12738 percent over 4 trades with a 25 percent win rate and a mean trade of -2.178135 percent. For ETH on an hourly time frame with a 30-period look and 100 moving average on train data with 10 basis points slip, the return was 14.175167 percent and the drawdown was 28.606618 percent over 8 trades with a 62.5 percent win rate and a mean trade of 2.500708 percent. For ETH on an hourly time frame with a 30-period look and 100 moving average on train data with 30 basis points slip, the return was 10.579385 percent and the drawdown was 29.175489 percent over 8 trades with a 62.5 percent win rate and a mean trade of 2.090524 percent. For ETH on an hourly time frame with a 30-period look and 100 moving average on holdout data with 10 basis points slip, the return was 7.656029 percent and the drawdown was 11.164897 percent over 1 trade with a 100 percent win rate and a mean trade of 13.128511 percent. For ETH on an hourly time frame with a 30-period look and 100 moving average on holdout data with 30 basis points slip, the return was 7.012452 percent and the drawdown was 11.51953 percent over 1 trade with a 100 percent win rate and a mean trade of 12.675901 percent. For ETH on an hourly time frame with a 30-period look and 200 moving average on train data with 10 basis points slip, the return was -21.361847 percent and the drawdown was 28.897445 percent over 5 trades with a 40 percent win rate and a mean trade of -3.971497 percent. For ETH on an hourly time frame with a 30-period look and 200 moving average on train data with 30 basis points slip, the return was -22.918993 percent and the drawdown was 29.604649 percent over 5 trades with a 40 percent win rate and a mean trade of -4.355844 percent. For ETH on an hourly time frame with a 30-period look and 200 moving average on holdout data with 10 and 30 basis points slip, there were no trades. The data was collected on September 12, 2024, at 06:05 UTC, using a daily complete 24-hour aggregate on a hourly calendar. The next open trade has no stop loss or take profit comparator, and fees are 25 basis points with a slip of 10 to 30 basis points. The return is marked to include open and closed trades, and the confidence interval is based on 5000 resampled trades with a seed of 91206, and is not adjusted for multiple comparisons. A zero open or closed trade means there was no eligible entry, not a profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'ETH/USD C91206 frozen costed Donchian sweep cells 127-135'. The data is about the performance of an automated trading system for Ethereum (ETH) in US dollars (USD). The system uses a Donchian channel, which is a type of technical analysis tool. The data includes several columns, such as the symbol of the asset being traded, which is ETH, the time frame, which is hourly, and the look, which is the number of periods to look back, set at 20 or 30. The data also includes the moving average, set at 100 or 0, and the period, which is either train or holdout. The slip in basis points, which is a measure of the difference between the expected and actual price of a trade, is set at 10 or 30. The return percentage and drawdown percentage, which is the percentage of loss from the peak, are also included. The data shows the results of different scenarios, including a return percentage of 13.949464 and a drawdown percentage of 11.164897 for one scenario, and a return percentage of -24.808512 and a drawdown percentage of 33.598181 for another scenario. The data was collected on September 12, 2024, at 06:05 UTC, and includes 25 train and 2026 known holdout data points. The system uses a daily complete 24-hour aggregate and an hourly calendar. The next open trade will not have a stop loss or take profit comparator. The fees are set at 25 basis points and the slip is set at 10 or 30 basis points. The return is marked and includes open and closed trades. The confidence interval is set at 95% and the trades are resampled 5000 times with a seed of 91206, but not adjusted for multiple comparisons. A zero open or closed trade means there is no eligible entry and not a profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: Columns are the categories of information, and rows are the individual data points. The categories are symbol, time frame, look, moving average, period, slip in basis points, return percentage, drawdown percentage, number of trades, win rate percentage, mean trade percentage, mean confidence interval percentage, open trades, and exposure percentage. The data points are as follows: for ETH, with a time frame of hourly, look of 15, moving average of 200, and other parameters, the results are return percentage of -33.587541, drawdown percentage of 40.686718, and other values. A Donchian channel, which is a type of technical indicator, was used to analyze the data. The data was collected on September 12, 2024, at 06:05 UTC, and covers the period from 2024 to 2026. The fees are 25 basis points, and the slip is 10 or 30 basis points. The return includes both open and closed trades, and the confidence interval is based on 5000 resampled trades with a seed of 91206. Zero open or closed trades means there were no eligible entries, not that there was no profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'ETH/USD C91206 frozen costed Donchian sweep cells 109-117'. The data is about the performance of an automated trading system for Ethereum (ETH) in US dollars (USD). The system was tested on historical data from 2024 to 2025 and evaluated on data from 2026. The results are shown in a table with the following columns: symbol (s), time frame (tf), look-back period (look), moving average (ma), period, slippage in basis points (slip_bp), return percentage (return_pct), drawdown percentage (drawdown_pct), number of trades (n), win rate percentage (winrate_pct), mean trade percentage (mean_trade_pct), mean confidence interval percentage (mean_ci_pct), number of open trades (open_n), and exposure percentage (exposure_pct). The table has nine rows, each representing a different combination of parameters. The data was collected on September 12, 2024, at 06:05 UTC. The system uses a daily complete 24-hour aggregate and a hourly calendar. There is no stop-loss or take-profit comparator. The system includes a 25 basis point fee and a 10 or 30 basis point slippage. The return is marked and includes open and closed trades. The confidence interval is based on 5000 resampled trades with a seed of 91206, and it is not adjusted for multiple comparisons. A zero open or closed trade means there was no eligible entry, not a profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: Columns are the categories of information, and rows are the individual data points. The categories are symbol, time frame, look, moving average, period, slip in basis points, return percentage, drawdown percentage, number of trades, win rate percentage, mean trade percentage, mean confidence interval percentage, open trades, and exposure percentage. The data points are as follows: for ETH, a daily time frame was used with a look of 30, and the results varied based on the moving average, period, and other factors. A moving average is a way to smooth out price data over time. The data was collected on September 12, 2024, at 06:05 UTC, and it includes training data from 2024 to 2025 and known holdout data from 2026. The data is aggregated over a 24-hour period, and it includes fees of 25 basis points and slip of 10 or 30 basis points. The return is marked and includes open and closed trades. A confidence interval is a range of values within which a result is likely to lie, and in this case, it was calculated using 5000 resampled trades with a seed of 91206, but it was not adjusted for multiple comparisons. If a trade is listed as zero open or closed, it means there was no eligible entry, not that there was no profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A data scan found the following information: Columns are defined as the following terms, where 'tf' means time frame,'ma' means moving average,'slip_bp' means slippage in basis points,'return_pct' means return percentage, 'drawdown_pct' means maximum drawdown percentage, 'winrate_pct' means win rate percentage,'mean_trade_pct' means average trade return percentage,'mean_ci_pct' means average confidence interval percentage, 'open_n' means number of open trades, and 'exposure_pct' means exposure percentage. The rows of data are as follows: ETH daily trades with a 20-day lookback period and 100-day moving average in the holdout period with 10 basis points slippage had an 11.294846 percent return and 4.930616 percent drawdown. ETH daily trades with a 20-day lookback period and 100-day moving average in the holdout period with 30 basis points slippage had an 11.072922 percent return and 4.930616 percent drawdown. ETH daily trades with a 20-day lookback period and 200-day moving average in the training period with 10 basis points slippage had a -10.322729 percent return and 29.571462 percent drawdown. ETH daily trades with a 20-day lookback period and 200-day moving average in the training period with 30 basis points slippage had a -11.746153 percent return and 29.99305 percent drawdown. ETH daily trades with a 20-day lookback period and 200-day moving average in the holdout period with 10 and 30 basis points slippage had zero return and zero drawdown, indicating no eligible trades. ETH daily trades with a 30-day lookback period and no moving average in the training period with 10 and 30 basis points slippage had returns of 36.437004 percent and 32.140118 percent, and drawdowns of 32.157865 percent and 32.833178 percent. ETH daily trades with a 30-day lookback period and no moving average in the holdout period with 10 basis points slippage had a -12.839698 percent return and 22.097379 percent drawdown. This data was collected on September 12, 2024, at 06:05 UTC, and covers the 2024-2025 training period and 2026 known holdout period. The data is based on daily complete 24-hour aggregate and hourly calendar data, with no stop loss or take profit comparator, 25 basis points fees, and 10 and 30 basis points slippage. The return is marked to include open and closed trades, and the confidence interval is based on 5000 resampled trades with a seed of 91206, and is not adjusted for multiple comparisons. A zero open or closed trade means there were no eligible entries, not a profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'ETH/USD C91206 frozen costed Donchian sweep cells 82-90'. The data includes columns for symbol, time frame, look, moving average, period, slip in basis points, return percentage, drawdown percentage, number of trades, win rate percentage, mean trade percentage, mean confidence interval percentage, open trades, and exposure percentage. The rows of data are as follows: for ETH on a daily time frame with a 15-day look and 200-day moving average, the results are -25.717801 percent return and 29.99305 percent drawdown for the training period with 30 basis points slip, and 0 percent return and 0 percent drawdown for the holdout period with 10 and 30 basis points slip. For ETH on a daily time frame with a 20-day look and no moving average, the results are -24.66415 percent return and 50.545173 percent drawdown for the training period with 10 basis points slip, and -4.867204 percent return and 17.451183 percent drawdown for the holdout period with 10 basis points slip. For ETH on a daily time frame with a 20-day look and 100-day moving average, the results are 0.127545 percent return and 29.571462 percent drawdown for the training period with 10 basis points slip. The data was collected on September 12, 2024, at 06:05 UTC, and covers the training period from 2024 to 2025 and the holdout period up to 2026. The data is based on daily complete 24-hour aggregate and hourly calendar, with no stop loss or take profit comparator, 25 basis points fees, and 10 and 30 basis points slip. The return is marked to include open and closed trades, with a confidence interval based on 5000 resampled trades and a seed of 91206, and no multiple comparison adjustment. A zero open or closed trade means there was no eligible entry or no profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'ETH/USD C91206 frozen costed Donchian sweep cells 73-81'. The data includes columns for symbol, time frame, look, moving average, period, slip in basis points, return percentage, drawdown percentage, number of trades, win rate percentage, mean trade percentage, mean confidence interval percentage, open trades, and exposure percentage. The rows of data are as follows: for ETH on a daily time frame with a 15-day look and 0 moving average, the results are -4.129497 return percentage and 47.891218 drawdown percentage for a 10 basis point slip, and -8.987385 return percentage and 48.820994 drawdown percentage for a 30 basis point slip during the training period. For the holdout period, the results are 6.594891 return percentage and 15.073886 drawdown percentage for a 10 basis point slip, and 5.113374 return percentage and 15.672859 drawdown percentage for a 30 basis point slip. A moving average of 100 results in -9.313462 return percentage and 33.274924 drawdown percentage for a 10 basis point slip, and -12.520125 return percentage and 34.202834 drawdown percentage for a 30 basis point slip during the training period. For the holdout period with a 100 moving average, the results are 11.294846 return percentage and 4.930616 drawdown percentage for a 10 basis point slip, and 11.072922 return percentage and 4.930616 drawdown percentage for a 30 basis point slip. A moving average of 200 results in -24.217195 return percentage and 29.571462 drawdown percentage for a 10 basis point slip during the training period. The data was collected on September 12, 2024, at 06:05 UTC, and includes 2024-25 train and 2026 known holdout data. The time frame is daily, with a complete 24-hour aggregate per hour on the calendar. The next open trade has no stop loss or take profit comparator, with 25 basis point fees and a 10 or 30 basis point slip. The return is marked and includes open and closed trades, with a confidence interval of 5000 resampled trades and a seed of 91206, and is not adjusted for multiple comparisons. A zero open or closed trade means there is no eligible entry, not a profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'BTC/USD C91206 frozen costed Donchian sweep cells 64-72'. A data line was collected on September 12, 2024, at 06:05 UTC, with the following information: the columns of data are symbol, time frame, look, moving average, period, slip in basis points, return percentage, drawdown percentage, number of trades, win rate percentage, mean trade percentage, mean confidence interval percentage, open trades, and exposure percentage. The rows of data are as follows: for BTC with an hourly time frame, a 30-period look, and a 0 moving average, the return percentage was -0.620338 and the drawdown percentage was 13.540769 on the holdout set with a 30 basis point slip; for BTC with an hourly time frame, a 30-period look, and a 100 moving average, the return percentage was 19.88395 and the drawdown percentage was 24.063227 on the training set with a 10 basis point slip; for BTC with an hourly time frame, a 30-period look, and a 100 moving average, the return percentage was 17.510079 and the drawdown percentage was 24.969026 on the training set with a 30 basis point slip; for BTC with an hourly time frame, a 30-period look, and a 100 moving average, the return percentage was 12.308921 and the drawdown percentage was 6.395037 on the holdout set with a 10 basis point slip; for BTC with an hourly time frame, a 30-period look, and a 100 moving average, the return percentage was 12.084975 and the drawdown percentage was 6.395037 on the holdout set with a 30 basis point slip; for BTC with an hourly time frame, a 30-period look, and a 200 moving average, the return percentage was 8.345983 and the drawdown percentage was 8.87961 on the training set with a 10 basis point slip; for BTC with an hourly time frame, a 30-period look, and a 200 moving average, the return percentage was 7.482669 and the drawdown percentage was 9.062034 on the training set with a 30 basis point slip; for BTC with an hourly time frame, a 30-period look, and a 200 moving average, the return percentage was 0 and the drawdown percentage was 0 on the holdout set with a 10 basis point slip; for BTC with an hourly time frame, a 30-period look, and a 200 moving average, the return percentage was 0 and the drawdown percentage was 0 on the holdout set with a 30 basis point slip. The data was collected using a daily complete 24-hour aggregate and an hourly calendar, with a 25 basis point fee and a 10 or 30 basis point slip, and the return marked includes open and closed trades, with a confidence interval calculated using 5000 resampled trades and a seed of 91206, and no multiple comparison adjustment was made. A zero open or closed trade means there was no eligible entry and not a profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: Columns are defined as follows: s is the symbol, tf is the time frame, look is the lookback period, ma is the moving average, period is the time period, slip_bp is the slippage in basis points, return_pct is the return percentage, drawdown_pct is the drawdown percentage, n is the number of trades, winrate_pct is the win rate percentage, mean_trade_pct is the mean trade percentage, mean_ci_pct is the mean confidence interval percentage, open_n is the number of open trades, and exposure_pct is the exposure percentage. The data includes the following rows: BTC hourly trades with different parameters such as lookback period, moving average, and slippage, collected on September 12, 2024, at 06:05 UTC, with train and holdout periods spanning 2024-25 and 2026, respectively. The data also includes information on fees, slip, and confidence interval resampling. Zero open or closed trades means there were no eligible entries or no profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: Columns are the categories of information, and rows are the individual data points. The categories include the symbol of the asset, which is BTC, the time frame, which is hourly, the look, the moving average, the period, the slip in basis points, the return percentage, the drawdown percentage, the number of trades, the win rate percentage, the mean trade percentage, the mean confidence interval percentage, the number of open trades, and the exposure percentage. The data points are as follows: for BTC with a hourly time frame, a look of 15, a moving average of 200, a train period, a slip of 30 basis points, the return percentage is -7.968974, the drawdown percentage is 23.345919, the number of trades is 4, the win rate percentage is 25, the mean trade percentage is -1.530615, the mean confidence interval percentage is between -9.433412 and 10.588004, the number of open trades is 0, and the exposure percentage is 8.304834. The data was collected on September 12, 2024, at 06:05 UTC, and includes train data from 2024 to 2025 and holdout data from 2026. The data is based on a daily complete 24-hour aggregate and a hourly calendar. The next open trade has no stop loss or take profit comparator. The fees are 25 basis points, and the slip is 10 or 30 basis points. The return is marked and includes open and closed trades. The confidence interval is based on 5000 resampled trades with a seed of 91206, and is not adjusted for multiple comparisons. A zero open or closed trade means there is no eligible entry, not a profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: Columns are the categories of information, and rows are the individual data points. The categories include the symbol of the asset, which is BTC, the time frame, which is hourly, the look, which is 15, the moving average, which is 0, the period, which is either train or holdout, the slip in basis points, the return percentage, the drawdown percentage, the number of trades, the win rate percentage, the mean trade percentage, the mean confidence interval percentage, the number of open trades, and the exposure percentage. The data points are as follows: for BTC with a hourly time frame, a look of 15, and a moving average of 0, the return percentage is 16.003724 and the drawdown percentage is 39.247692 when the slip is 10 basis points, and the return percentage is 8.812043 and the drawdown percentage is 41.51321 when the slip is 30 basis points, all during the train period. During the holdout period, the return percentage is 17.935419 and the drawdown percentage is 12.151445 when the slip is 10 basis points, and the return percentage is 16.296286 and the drawdown percentage is 12.502139 when the slip is 30 basis points. With a moving average of 100, the return percentage is 15.751382 and the drawdown percentage is 30.638512 during the train period with a slip of 10 basis points, and the return percentage is 13.006409 and the drawdown percentage is 31.739469 with a slip of 30 basis points. During the holdout period with a moving average of 100, the return percentage is 12.308921 and the drawdown percentage is 6.395037 with a slip of 10 basis points, and the return percentage is 12.084975 and the drawdown percentage is 6.395037 with a slip of 30 basis points. With a moving average of 200, the return percentage is -6.484628 and the drawdown percentage is 22.420524 during the train period with a slip of 10 basis points. The data was collected on September 12, 2024, at 06:05 UTC, and includes a 25 basis point fee, a slip of 10 or 30 basis points, and a confidence interval calculated from 5000 resampled trades with a seed of 91206. A zero value for open or closed trades means there was no eligible entry, not a profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'BTC/USD C91206 frozen costed Donchian sweep cells 28-36'. The data includes columns for symbol, time frame, look, moving average, period, slip in basis points, return percentage, drawdown percentage, number of trades, win rate percentage, mean trade percentage, mean confidence interval percentage, open trades, and exposure percentage. The rows of data are as follows: for BTC with a daily time frame, a 30-day look, and 0 moving average, the return percentage is 5.977152 and the drawdown percentage is 14.782411; for BTC with a daily time frame, a 30-day look, and 100 moving average, the return percentage is 46.49421 and the drawdown percentage is 12.84208; for BTC with a daily time frame, a 30-day look, and 100 moving average, the return percentage is 44.746777 and the drawdown percentage is 12.84208; for BTC with a daily time frame, a 30-day look, and 100 moving average, the return percentage is 10.991469 and the drawdown percentage is 5.824592; for BTC with a daily time frame, a 30-day look, and 100 moving average, the return percentage is 10.77015 and the drawdown percentage is 5.824592; for BTC with a daily time frame, a 30-day look, and 200 moving average, the return percentage is 10.520521 and the drawdown percentage is 7.127241; for BTC with a daily time frame, a 30-day look, and 200 moving average, the return percentage is 10.07932 and the drawdown percentage is 7.313172; for BTC with a daily time frame, a 30-day look, and 200 moving average, the return percentage is 0 and the drawdown percentage is 0; for BTC with a daily time frame, a 30-day look, and 200 moving average, the return percentage is 0 and the drawdown percentage is 0. The data was collected on September 12, 2024, at 06:05 UTC, and covers the train period from 2024 to 2025 and the holdout period from 2026. The data is based on a daily complete 24-hour aggregate and hourly calendar, with no stop loss or take profit comparator, 25 basis point fees, and a 10 to 30 basis point slip. The return includes marked open and closed trades, with a confidence interval based on 5000 resampled trades and a seed of 91206, and is not adjusted for multiple comparisons. A zero open or closed trade means there was no eligible entry, not a profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A data scan found the following information: Columns are defined as symbol, time frame, look, moving average, period, slip in basis points, return percentage, drawdown percentage, number of trades, win rate percentage, mean trade percentage, mean confidence interval percentage, open trades, and exposure percentage. The rows of data are as follows: for Bitcoin, with a daily time frame, a look of 20, and a moving average of 100, on the holdout period, with a slip of 10 basis points, the return percentage is 10.991469, the drawdown percentage is 5.824592, with no trades, and an exposure percentage of 9.055118. The same setup with a slip of 30 basis points has a return percentage of 10.77015. With a moving average of 200, on the training period, with a slip of 10 basis points, the return percentage is 2.887967, the drawdown percentage is 8.485773, with 2 trades, a win rate of 50, a mean trade percentage of 1.811776, and an exposure percentage of 7.387141. The same setup with a slip of 30 basis points has a return percentage of 2.068144. On the holdout period, with both 10 and 30 basis points slip, there are no trades. With a look of 30, and no moving average, on the training period, with a slip of 10 basis points, the return percentage is 19.257719, the drawdown percentage is 36.621266, with 8 trades, a win rate of 37.5, a mean trade percentage of 3.997052, and an exposure percentage of 36.525308. The same setup with a slip of 30 basis points has a return percentage of 15.50187. On the holdout period, with a slip of 10 basis points, the return percentage is 7.041816, the drawdown percentage is 14.097933, with 2 trades, a win rate of 50, a mean trade percentage of -3.710584, and an exposure percentage of 34.645669. This data was collected on September 12, 2024, at 06:05 UTC, and covers the period from 2024 to 2025 for training and 2026 for the known holdout. The data is aggregated daily over a 24-hour period, with no stop loss or take profit comparator, and includes fees of 25 basis points and a slip of 10 or 30 basis points. The return is marked to include open and closed trades, with a confidence interval calculated from 5000 resampled trades, using a seed of 91206, and not adjusted for multiple comparisons. A zero open or closed trade means there was no eligible entry, not that there was no profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A data scan found the following information: Columns are defined as the symbol, time frame, look, moving average, period, slip in basis points, return percentage, drawdown percentage, number of trades, win rate percentage, mean trade percentage, mean confidence interval percentage, open trades, and exposure percentage. The rows of data are as follows: for BTC with a daily time frame, a 15-day look, and a 200-day moving average, the results are a -7.754934% return and 19.147031% drawdown on the training data with 30 basis points slip, and 0% return and 0% drawdown on the holdout data with 10 and 30 basis points slip. For BTC with a daily time frame, a 20-day look, and no moving average, the results are a 32.167365% return and 32.754193% drawdown on the training data with 10 basis points slip, a 26.984987% return and 34.085755% drawdown on the training data with 30 basis points slip, an 18.257988% return and 10.252513% drawdown on the holdout data with 10 basis points slip, and a 17.081765% return and 10.610787% drawdown on the holdout data with 30 basis points slip. For BTC with a daily time frame, a 20-day look, and a 100-day moving average, the results are a 57.895307% return and 12.84208% drawdown on the training data with 10 basis points slip, and a 56.011878% return and 12.84208% drawdown on the training data with 30 basis points slip. This data was collected on September 12, 2024, at 06:05 UTC, and covers the period from 2024 to 2026. The data is based on daily complete 24-hour aggregate and hourly calendar, with no stop loss or take profit comparator, 25 basis points fees, and 10/30 basis points slip. The return is marked and includes open and closed trades, with a confidence interval based on 5000 resampled trades and a seed of 91206, and is not adjusted for multiple comparisons. A zero open or closed trade means there was no eligible entry, not a profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'BTC/USD C91206 frozen costed Donchian sweep cells 1-9'. The report includes the following data: Columns are symbol, time frame, look, moving average, period, slip in basis points, return percentage, drawdown percentage, number of trades, win rate percentage, mean trade percentage, mean confidence interval percentage, open trades, and exposure percentage. The rows of data are as follows: for BTC on a daily time frame with a 15-day look and 0 moving average, the results are 22.703824 percent return and 33.867561 percent drawdown for a 10 basis point slip, and 16.953136 percent return and 35.04756 percent drawdown for a 30 basis point slip, during the training period. During the holdout period, the results are 18.257988 percent return and 10.252513 percent drawdown for a 10 basis point slip, and 17.081765 percent return and 10.610787 percent drawdown for a 30 basis point slip. With a 100-day moving average, the training period results are 60.288918 percent return and 12.84208 percent drawdown for a 10 basis point slip, and 58.376938 percent return and 12.84208 percent drawdown for a 30 basis point slip. The holdout period results with a 100-day moving average are 10.991469 percent return and 5.824592 percent drawdown for a 10 basis point slip, and 10.77015 percent return and 5.824592 percent drawdown for a 30 basis point slip. With a 200-day moving average, the training period results are -6.64132 percent return and 18.49761 percent drawdown for a 10 basis point slip. The data was collected on September 12, 2024, at 06:05 UTC, and covers the period from 2024 to 2026, with a daily complete 24-hour aggregate and hourly calendar. The next open trade has no stop loss or take profit comparator, with 25 basis point fees and a 10 or 30 basis point slip. The return is marked to include open and closed trades, with a confidence interval of 5000 resampled trades and a seed of 91206, and no multiple comparison adjustment. A zero open or closed trade means there is no eligible entry or profitable edge. https://runway.adityaperswal.workers.dev/data/crypto-bars

A data scan found the following information about the stock symbol STNG. The data includes the start date, whether the stock was managed, and the performance of the stock when the SPY, which is a stock market index, was above or below its 200-day simple moving average, or SMA200, which is a measure of a stock's price over time. The data shows the following results: for STNG, when the SPY was below its 200-day SMA, the stock had a mean percentage change of 10.353766956543662 and a win percentage of 66.66666666666666 from January 1, 2021, over 6 trades, and a mean percentage change of 3.1328843669692867 and a win percentage of 40 from January 1, 2021, over 20 trades. For STNG, when the SPY was above its 200-day SMA, the stock had a mean percentage change of 1.8168791756716596 and a win percentage of 100 from January 1, 2025, over 1 trade, and a mean percentage change of -0.5585545844006734 and a win percentage of 20 from January 1, 2025, over 10 trades. The data also shows results for when STNG was managed: when the SPY was below its 200-day SMA, the stock had a mean percentage change of 5.602749713468876 and a win percentage of 57.14285714285714 from January 1, 2021, over 7 trades, and when the SPY was above its 200-day SMA, the stock had a mean percentage change of 2.740587077359739 and a win percentage of 40 from January 1, 2021, over 20 trades. From January 1, 2025, the managed stock had a mean percentage change of 1.8168791756716596 and a win percentage of 100 over 1 trade when the SPY was below its 200-day SMA, and a mean percentage change of -0.03362106972338852 and a win percentage of 30 over 10 trades when the SPY was above its 200-day SMA. The data is based on closed trades only and uses the prior close of the entry, meaning the stock's price at the close of the previous trading day. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following information about the stock FRO: it had different performance metrics based on whether it was managed or not and whether the SPY stock was above its 200-day Simple Moving Average, which is a market trend indicator. The data is as follows: for the unmanaged FRO stock starting on 2021-01-01 when SPY was not above its 200-day average, the stock had a mean percentage change of 4.931112369382673 and a win percentage of 37.5 over 8 trades. For the same stock and start date but when SPY was above its 200-day average, the mean percentage change was 0.894095200353028 and the win percentage was 32 over 25 trades. For the unmanaged FRO stock starting on 2025-01-01 when SPY was not above its 200-day average, the mean percentage change was 2.3635048788574364 and the win percentage was 33.33333333333333 over 3 trades. For the same stock and start date but when SPY was above its 200-day average, the mean percentage change was 5.145344772553549 and the win percentage was 50 over 14 trades. For the managed FRO stock starting on 2021-01-01 when SPY was not above its 200-day average, the mean percentage change was 6.382047839935624 and the win percentage was 62.5 over 8 trades. For the same stock and start date but when SPY was above its 200-day average, the mean percentage change was 0.08016801847977195 and the win percentage was 36 over 25 trades. For the managed FRO stock starting on 2025-01-01 when SPY was not above its 200-day average, the mean percentage change was 1.7061863391067633 and the win percentage was 33.33333333333333 over 3 trades. For the same stock and start date but when SPY was above its 200-day average, the mean percentage change was 3.224643065927775 and the win percentage was 46.666666666666664 over 15 trades. This data is based on closed trades only and uses the prior close of the stock as an entry point, with the condition that the SPY stock must be above its 200-day Simple Moving Average. The data is descriptive and not used for new filters after the test. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'FRO R91206 dividend_scenarios true'. This refers to a set of hypothetical scenarios for the stock FRO. The scenarios were generated using a set of rules, including adjusting levels, simulating 20,000 trade paths over 40 days, and dividing the paths into 5-day blocks. The distribution of dividends was set at 3.41, and the scenarios included a 5% chance of replacing the outcome with the minimum of the actual outcome or -30%. The scenarios were based on data from 2021 to 2024, with a reference entry price of 49.21 on September 14 and an index deduction of 3.41 on September 18. The scenarios assumed that dividends were only received if the stock was held before the ex-dividend date, and that fees were 1 basis point per trade with a 5% slip. The results included a stop percentage of 65.565, a target percentage of 31.89, and a timeout percentage of 2.545. The entitled percentage was 70.03, the win percentage was 34.035, and the mean percentage was 1.6940917951059675. The median exit session was 8, and the stop on ex percentage was 4.78. The mean dollar value per share was 0.8336625723716466. A NumPy seed of 91206 was used, and the scenarios were sized at 20,000 IID 20 trade paths from 2021 to 2024, with closed net trades and a fixed fraction of notional or equity. The scenarios were hypothetical and not a forecast, and the payment was assumed to be in cash and not reinvested, with no 15-minute fills. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: {"adjust_levels":false,"paths":20000,"days":40,"block":5,"distribution":3.41,"ex_session":5,"stop_pct":87.78,"target_pct":11.48,"timeout_pct":0.74,"entitled_pct":70.03,"win_pct":47.415,"mean_pct":0.9663930347096573,"p05_p50_p95_pct":["-6.273676546738816","-0.30194293727600074",23.240311929563727],"median_exit_session":5,"stop_on_ex_pct":37.865,"mean_dollar_one_share":0.47556201238062235}. This is a data output with a NumPy seed of 91206. It appears to be related to a trading simulation, using 20,000 trade paths from 2021 to 2024, with a fixed fraction of notional or equity, and a 5% chance of replacing the outcome with a minimum of the actual outcome or -30%, which is a subjective stress test. The simulation also includes dividend paths with 20,000 paths, 40 sessions, and 5-day OHLC blocks from 2021 to 2024, with a reference entry price of 49.21 on September 14, and an index deduction of 3.41 on September 18. Fees are 1 basis point and slip 5. The scenarios are hypothetical and not a forecast, with payment in cash and not reinvested, and no 15-minute fills. https://runway.adityaperswal.workers.dev/data/stock-bars

A trading simulation for the symbol STNG was run with the following parameters: the training set size was 27, the probability of a trade being a winner was 0.4444444444444444, the average win percentage was 16.852046788213258, and the average loss percentage was 7.212904794472147. The simulation used a risk fraction of 0.10332956245744462, based on the Kelly criterion, which is a formula used to determine the optimal amount to bet on a trade. The full notional value was 170.2, and the quarter probe value was 42.55. The simulation ran 20,000 trade paths over a horizon of 20 trades. The results showed a 13.66 percent chance of a loss, and the profit and loss values at the 5th, 50th, and 95th percentiles were -49.82648362875938, 115.57072483626791, and 338.07158349649524, respectively. The maximum drawdown at the 95th percentile was 12.708703520929317 percent, and the stress loss at the 95th percentile was 32.285000000000004 percent. A stress test was also run, which is a simulation of a worst-case scenario, and it showed a maximum drawdown of 19.935633592256778 percent. The simulation used a NumPy seed of 91206 and ran from 2021-24, with trades closed at the net trade level. The sizing was based on a fixed fraction of notional or equity, with a 5 percent chance of replacing the outcome with a minimum of the actual value or -30 percent, which is a subjective stress test. The dividend paths were simulated over 20,000 paths, 40 sessions, and 5-day OHLC blocks from 2021-24, with a reference entry price of 49.21 on September 14, and an index deduction of 3.41 on September 18. The simulation included receivables only if they were held before the ex-dividend date, and fees were set at 1 basis point per trade, with a 5 percent slip, which is the difference between the expected and actual price of a trade. The scenarios simulated were hypothetical and not forecast, and the payment was in cash, not reinvested, with no 15-minute fills, which means that trades were not filled within 15 minutes of the simulation start time. https://runway.adityaperswal.workers.dev/data/stock-bars