Notes

A news scan found the headline 'ETH/USD C91204 OKX event OI and aligned spot 2026-09-11T20:00Z'. The primary exchange's Open Interest, which is the total number of outstanding contracts, is at a boundary. Alpaca, an automated trading system, just completed its hour close. The current data is as follows: there are 6160689.760000019 contracts, 616068.9760000019 coins, and the total value in US dollars is 1558888615.4908848, with a price of 2538.915. Note that the definitions of contracts, coins, and US dollars are separate. The change in US dollars does not purely reflect the position flow, which refers to the movement of funds into or out of a trading position. https://www.okx.com/api/v5/rubik/stat/contracts/open-interest-history?instId=ETH-USDT-SWAP&period=1H&limit=100 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'ETH/USD C91204 OKX event OI and aligned spot 2026-09-11T16:00Z'. This refers to an event on the OKX exchange related to Ethereum, a cryptocurrency, on September 11, 2026, at 16:00 UTC. The primary exchange's Open Interest, which is the total number of outstanding contracts, at the boundary, is reported after Alpaca, a trading platform, completed its hour close. The data shows the following values: the number of contracts is 6,409,135.73, the amount of Ethereum coins is 640,913.57, and the value in US dollars is 1,651,275,366.02, with a price of 2,558.92. Note that Open Interest is a measure of the number of contracts that have not been settled, and it is separate from the definitions of contracts, coins, and US dollars. The change in US dollars is not a pure position flow, meaning it is not solely due to buying or selling, but also due to other market factors. https://www.okx.com/api/v5/rubik/stat/contracts/open-interest-history?instId=ETH-USDT-SWAP&period=1H&limit=100 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'ETH/USD C91204 OKX event OI and aligned spot 2026-09-11T14:00Z'. The primary exchange's open interest is at a boundary, and Alpaca has just completed an hour close. The data shows the following numbers: there are 6,557,547.52 contracts, which is equivalent to 655,754.75 coins, and the value in US dollars is 1,708,490,315.77, with a price of 2,628.4075. Note that contract, coin, and USD have separate definitions, and the change in USD is not a pure position flow, meaning it is not solely based on the movement of assets in and out of positions. https://www.okx.com/api/v5/rubik/stat/contracts/open-interest-history?instId=ETH-USDT-SWAP&period=1H&limit=100 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'ETH/USD C91204 OKX event OI and aligned spot 2026-09-11T13:00Z'. This refers to an event on the OKX exchange related to Ethereum, a type of digital currency, on September 11, 2026, at 1:00 PM UTC. The primary exchange's Open Interest, which is the total number of outstanding contracts, reached a boundary. Alpaca, likely a trading system, completed its hourly close. The data shows 6,282,640.17 contracts, 628,264.02 coins, and a value of $1,653,276,760.74 in USD, with a price of $2,510.05. The definitions of contracts, coins, and USD are separate, meaning they are calculated differently. The change in USD value does not purely reflect the flow of positions, indicating other factors are at play. https://www.okx.com/api/v5/rubik/stat/contracts/open-interest-history?instId=ETH-USDT-SWAP&period=1H&limit=100 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

On September 12 at 04:08 UTC, an observation was made. The data included 100 samples of open interest, or the total number of outstanding contracts, from September 8, 2026, at 01:00:00 UTC to September 12, 2026, at 04:00:00 UTC. A regression analysis, which is a statistical method to establish a relationship between variables, was done on 99 of these samples. The analysis found that the price on coin open interest beta, a measure of how much the price changes with open interest, was 0.06964997129152514. The correlation, which measures how much two variables move together, was 0.11394760052713102. There were also 100 funding samples from August 10, 2026, at 00:00:00 UTC to September 12, 2026, at 00:00:00 UTC. The latest realized funding rate, which is the actual cost of holding a position, was 0.274278165033. This rate was at the 17th percentile, meaning it was lower than 83% of the previous 100 settled readings. The funding rate was also broken down into quantiles, which are measures of where a value falls in a distribution, with the 5th percentile at 0.1293845328067, the 50th percentile at 0.6734034539895, and the 95th percentile at 1. The funding intervals were 8 hours. From 14:00 to 22:00, the coin percentage change was -5.610924036430021 and the price percentage change was -4.288737572084999. From 22:00 to 04:00, the coin percentage change was 1.287698242485491. A regression analysis was done on the open interest data, aligned with the hour boundary of the just-completed Alpaca close, using 99 log changes, but it did not show causality, or a cause-and-effect relationship. The positive funding rate was at the 17th percentile of 100 settled readings, but it was not ranked against the realized rate. https://www.okx.com/api/v5/public/funding-rate-history?instId=ETH-USDT-SWAP&limit=100 ; https://www.okx.com/api/v5/rubik/stat/contracts/open-interest-history?instId=ETH-USDT-SWAP&period=1H&limit=100

On September 12 at 00UTC, an aggregator observed the following circulation numbers: 74,462,450,366.87 USDC, 46,937,295,105.40 ETH, 7,264,902,091.29 SOL, and 6,807,735,438.36 Hyperliquid. This classification is not independent of the issuer's confirmation. Compared to Circle's data from September 10, there is a difference of about 402.45 million, which is due to different cutoffs and definitions, and does not necessarily indicate new minting. The raw data from usdc.com and the date are unparsed, and the parse failure should not be turned into a zero value. https://stablecoins.llama.fi/stablecoin/2 ; https://www.usdc.com/

On September 12 at 04:04 UTC, the Circle issuer's supply was observed. From September 10, the circulation was 74.06 billion USD. Over 7 days, 6.66 billion was issued and 6.91 billion was redeemed, resulting in a net decrease of 0.25 billion, which is a daily decrease of 35.714 million. Over 30 days, 38.06 billion was issued and 36.04 billion was redeemed, resulting in a net increase of 2.02 billion, which is a daily increase of 67.333 million. Over 365 days, 334.68 billion was issued and 332.88 billion was redeemed, resulting in a net increase of 1.80 billion. The issuer's primary and mint redemption are closest, but there are marketing incentives. There was a weekly outflow and a monthly inflow, but no proof of ETH buying or fresh flows on September 11. https://www.circle.com/transparency

On September 12 at 04:04:50 UTC, the primary venue for USDT swaps was checked. The clock was found to be offset by 0.0766 seconds with an uncertainty of 0.1909 seconds. A forecast had not been settled and the coin's open interest was not showing a directional net long position. The data for SOL included a timestamp, age, and funding and settled basis points: the symbol is SOL, timestamps are 1789185852950 and 1789185891289, ages are 38.5 and 0.2 seconds, the data is marked as fresh, funding basis points are 0.7645, settled basis points are 0.6055, and open interest in coins is 2744364.31. https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest

A news scan found the following data: On September 12 at 04:04:50 UTC, the primary venue for USDT swaps had a clock offset of +0.0766 seconds and an uncertainty of 0.1909 seconds. The forecast was not settled and the coin open interest was not showing directional net longs. The data included the following information: the symbol is ETH, the timestamps are 1789185852012 and 1789185891309, the ages are 39.5 and 0.2, the data is fresh, the funding basis points are 0.8211, the settled basis points are 0.2743, and the open interest in coins is 627010.885. https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest

A news scan found the headline 'BTC/USD C91204 clock-calibrated OKX funding and OI'. On September 12 at 04:04:50 UTC, the primary venue for USDT swaps was checked. The clock had an offset of +0.0766 seconds with an uncertainty of 0.1909 seconds. The forecast was not settled and the coin open interest was not showing directional net longs. The data included the symbol 'BTC', timestamps of 1789185851914 and 1789185891297, ages of 39.6 and 0.2, a fresh status of true, funding basis points of 0.4337, settled basis points of 0.3247, and open interest in coins of 27163.442. https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest

A news scan found the headline 'SOL/USD C91204 required CLI 980day breakout diagnostic'. The given data is about the SOL/USD trading pair. It has 748 bars of data and 36 trades. The return percentage is 72.15172735196003 percent. The buy and hold percentage is -35.31319554848966 percent. The maximum drawdown percentage is 18.795394376588376 percent. The win rate is 52.77777777777778 percent. The average trade percentage is 1.6935012342155107 percent. This data is based on a same close/prior close strategy, which means it looks at the closing price of the current and previous periods. There are no explicit fees or holdout periods considered. The data includes a partial final daily bar, but it does not follow a pullback policy or a deployable edge strategy, which refers to a strategy that can be used in real-world trading. node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy breakout --lookback20 --days980 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data line: a trading strategy for ETH/USD had 981 bars, 55 trades, a 40.808012459287 percent return, and a 12.116247945584746 percent buy and hold return. The maximum drawdown was 24.943256404302126 percent, the win rate was 30.909090909090907 percent, and the average trade was 0.7597218620104566 percent. This was based on a same close/prior close strategy, which is a method of making trading decisions, with no explicit fees or holdout, and includes a partial final daily bar, meaning it uses the last available daily data even if it is not complete. It does not use a pullback policy, which is a strategy of waiting for a price to drop before buying, or a deployable edge, which refers to a trading advantage that can be used in practice. node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy breakout --lookback20 --days980 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data line: {"symbol":"BTC/USD","bars":981,"trades":67,"returnPct":46.460751153240395,"buyAndHoldPct":75.66159304266115,"maxDrawdownPct":14.692428391826324,"winRate":34.32835820895522,"avgTradePct":0.6443234597984014}. This is a raw script output showing the results of a trading strategy for the BTC/USD symbol, which is a currency pair representing Bitcoin and the US dollar. The data includes the number of bars, or time periods, which is 981, and the number of trades, which is 67. The return percentage is 46.46%, and the buy and hold percentage, which is a strategy where an investment is held for a long time, is 75.66%. The maximum drawdown percentage, which is the maximum loss from a peak to a trough, is 14.69%. The win rate, or the percentage of successful trades, is 34.33%, and the average trade percentage is 0.64%. The strategy used is called same close/prior close, which means it looks at the closing price of the current and previous time periods. There are no explicit fees or holdout periods, and it includes a partial final daily bar. It does not use a pullback policy or a deployable edge, which are advanced trading techniques. node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy breakout --lookback20 --days980 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'Complete 24 hour days only; absolute relative OHLC difference threshold 1bp'. The data shows that for the SOL/USD currency pair in the year 2026, there were 253 days with no difference of 1 basis point or more. The maximum difference percentage was 0, and the worst date was January 1, 2026, at 00:00:00+00:00, with a difference in the opening price, which was 124.5275. The hourly aggregation was also 124.5275. The cause of the difference is not identified, and it could be due to differing definitions or feed vintages, or a bad bar, but no silent repair was made. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'Complete 24 hour days only; absolute relative OHLC difference threshold 1bp'. The data shows that for the SOL/USD pair in the year 2025, there were 363 days with a difference of 1 basis point or more, with a maximum field difference percentage of 10.14046426221924% on the worst date of 2025-12-02 00:00:00+00:00, affecting the low field, with a raw value of 138.327 and an hour aggregation of 124.3. The cause of the difference is not identified and may be due to differing definitions or feed vintages, or a bad bar, with no silent repair made. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'Complete 24 hour days only; absolute relative OHLC difference threshold 1bp.' A data line was also found with the following information: the symbol is SOL, the year is 2024, there are 127 days, and 125 of them have a difference of 1 basis point, which is a unit of measurement, or 0.01%, for the difference between two prices. The maximum difference percentage is 0.11001863066208983%. The worst date was September 29, 2024, at 00:00:00, and the worst field was the close, or c, which is the price at the end of a trading period. The raw price was 158.6095 and the hourly aggregation was 158.435. The cause of the differences is not identified, and it could be due to differing definitions or feed vintages, which refers to the version of the data, or a bad bar, which is an error in the data. No silent repair was done, meaning that no automatic correction was made. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data line: Complete 24 hour days only, with an absolute relative OHLC difference threshold of 1 basis point. The data shows that for ETH in the year 2026, out of 253 days, there were 0 days with a difference of 1 basis point or more, with a maximum field difference percentage of 0, and the worst date was 2026-01-01 00:00:00+00:00, with the worst field being the opening price, and a raw value of 2966.39, and an hour aggregation of 2966.39. The differences may be due to differing definitions or feed vintages, or a bad bar, but the cause has not been identified, and no silent repair was made. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'Complete 24 hour days only; absolute relative OHLC difference threshold 1bp.' A data line was also found: {'s': 'ETH', 'year': 2025, 'days': 364, 'differ_1bp': 196,'max_field_diff_pct': 7.327398173096411, 'worst_date': '2025-12-02 00:00:00+00:00', 'worst_field': 'o', 'raw': 3020.1375, 'hour_agg': 2798.84}. This data indicates that there were differences in the ETH/USD data, possibly due to differing definitions or feed vintages, or a bad bar, but the cause was not identified and no silent repair was made. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'Complete 24 hour days only' with an absolute relative OHLC difference threshold of 1 basis point. The data shows that for the ETH symbol in the year 2024, out of 365 days, there were 335 days where the difference was 1 basis point or more. The maximum field difference percentage was 0.0835011760214055. The worst date was 2024-08-09 00:00:00+00:00, with the worst field being the close, which had a raw value of 2598.167 and an hour aggregation value of 2600.3365. The differences may be due to differing definitions or feed vintages, or a bad bar, but the cause has not been identified, and no silent repair was made. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data line: Complete 24 hour days only, with an absolute relative OHLC difference threshold of 1 basis point. The data shows that for BTC in 2026, there were 253 days, with 3 days having a difference of 1 basis point or more, and a maximum field difference percentage of 0.031982457520962626. The worst date was 2026-07-31 00:00:00+00:00, with the worst field being the close, which had a raw value of 62812.559 and an hour aggregation value of 62832.648. The differences may be due to differing definitions or feed vintages, or a bad bar, but the cause has not been identified, and no silent repair was made. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'BTC/USD C91204 daily/hour aggregation 2025'. The given data is about Bitcoin, denoted as 'BTC', in the year 2025. It shows that out of 364 days, 179 days had an absolute relative difference of at least 1 basis point, which is a measure used to describe small changes in financial values, in the Open, High, Low, Close prices. The maximum difference percentage was 5.843715455711418 percent, which occurred on December 2, 2025, at 00:00:00, in the opening price field. The raw value was 91625.132 and the hourly aggregated value was 86270.82. The differences could be due to varying definitions or feed versions, or possibly bad data, but the cause has not been identified and no silent repair was made. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline is not available, but a data line was found for BTC/USD C91204 daily/hour aggregation in 2024. The data shows that for complete 24-hour days only, the absolute relative OHLC difference threshold is 1 basis point. The data includes the following information: the symbol is BTC, the year is 2024, there are 365 days, and 308 days had a difference of 1 basis point or more. The maximum field difference percentage is 0.09154982964658664, which occurred on April 4, 2024, at 00:00:00+00:00, in the closing price, with a raw value of 68592.7 and an hour aggregation of 68529.9035. The differences may be due to differing definitions or feed vintages, or possibly a bad bar, but the cause has not been identified, and no silent repair was made. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'SOL/USD C91204 managed halfATR uncertainty 1Hour holdout'. This refers to a trading strategy for the SOL/USD currency pair, where ATR stands for Average True Range, a measure of price volatility. The strategy was tested using a method called IID bootstrap, which involves drawing samples from a set of closed trades, in this case 10,000 draws with a seed of 91204. Note that these are not 10,000 independent trades. The results show a 95% win interval using the Wilson method, but there are unresolved issues with serial dependence and hypothesis selection. The test also found that it cannot invent losses, meaning that the strategy cannot create losing trades that did not happen. The specific results include a mean percentage change of -1.9686% with a 95% confidence interval of -10.6954% to 6.7582%, and a Wilson 95% win interval of 0.0945% to 0.9055%. https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/robust.py

A news scan found the headline 'SOL/USD C91204 managed halfATR uncertainty 1Hour train'. This refers to a trading strategy for the SOL/USD currency pair, where ATR stands for Average True Range, a measure of price volatility. The strategy was trained on a 1-hour time frame. The results are based on 10,000 bootstrap draws of closed trades, with a seed of 91204, meaning the trades were not all independent. The Wilson 95% win interval, a statistical method to estimate the probability of winning, was used. There is a problem with serial dependence and hypothesis selection that has not been resolved, and the bootstrap method cannot create losses from all-winning trades. The results show the following statistics for the SOL/USD pair on a 1-hour time frame: the mean percentage change was 2.23%, with a 95% confidence interval of -6.68% to 12.55%, and the Wilson 95% win interval was between 25.04% and 84.18%. https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/robust.py

A news scan found the headline about SOL/USD C91204 managed halfATR uncertainty 1Day holdout. This refers to a trading strategy for the SOL/USD currency pair, where halfATR means half of the average true range, a measure of price volatility. The strategy was tested with a bootstrap method, which is a statistical technique, using 10,000 draws of closed trades, with a seed of 91204, meaning the starting point for the random number generator. The results showed a 95% win interval, according to the Wilson score, which is a statistical method to calculate the confidence interval of a proportion. However, the results also indicated tiny sample size, serial dependence, and unresolved hypothesis selection issues, meaning the sample size was small, the data points were not independent, and the choice of statistical method may not be optimal. The bootstrap method could not simulate losses, as all the trades in the sample were winning trades. The trading strategy had the following parameters: symbol SOL, time frame 1Day, not trained, and 3 trades. The mean percentage change was -3.686414892151191%, with a 95% confidence interval of -13.810395898729311% to 10.803505777465961%. The Wilson 95% win interval was between 0.0614903152761605 and 0.7923450448735121. https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/robust.py