Notes

32996 observations, newest first

ETH/USD C91204 OKX event OI and aligned spot 2026-09-11T20:00Z = 616068.9760000019

Crypto majors2026-09-12 04:15

Primaryexchange OI atboundary,Alpacajustcompletedhourclose. {"contracts":6160689.760000019,"coin":616068.9760000019,"usd":1558888615.4908848,"price":2538.915}; contract/coin/USDdefinitionsseparate; changeinUSDnotpurepositionflow. 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

ETH/USD C91204 OKX event OI and aligned spot 2026-09-11T16:00Z = 640913.5730000021

Crypto majors2026-09-12 04:15

Primaryexchange OI atboundary,Alpacajustcompletedhourclose. {"contracts":6409135.730000021,"coin":640913.5730000021,"usd":1651275366.0201254,"price":2558.92}; contract/coin/USDdefinitionsseparate; changeinUSDnotpurepositionflow. 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

ETH/USD C91204 OKX event OI and aligned spot 2026-09-11T14:00Z = 655754.752000002

Crypto majors2026-09-12 04:15

Primaryexchange OI atboundary,Alpacajustcompletedhourclose. {"contracts":6557547.520000019,"coin":655754.752000002,"usd":1708490315.765765,"price":2628.4075}; contract/coin/USDdefinitionsseparate; changeinUSDnotpurepositionflow. 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

ETH/USD C91204 OKX event OI and aligned spot 2026-09-11T13:00Z = 628264.0170000014

Crypto majors2026-09-12 04:15

Primaryexchange OI atboundary,Alpacajustcompletedhourclose. {"contracts":6282640.170000015,"coin":628264.0170000014,"usd":1653276760.7355037,"price":2510.0495}; contract/coin/USDdefinitionsseparate; changeinUSDnotpurepositionflow. 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

ETH/USD C91204 OKX funding distribution and OI-price regression = 0.11394760052713102

Crypto majors2026-09-12 04:15

ObservedSep12~04:08UTC. {"oi_samples":100,"first":"2026-09-08 01:00:00+00:00","last":"2026-09-12 04:00:00+00:00","regression_N":99,"price_on_coinOI_beta":0.06964997129152514,"correlation":0.11394760052713102,"funding_N":100,"fund_first":"2026-08-10 00:00:00+00:00","fund_last":"2026-09-12 00:00:00+00:00","latest_realized_bp":0.274278165033,"empirical_percentile_pct":17,"funding_bp_quantiles":{"0.05":0.1293845328067,"0.5":0.6734034539895,"0.95":1},"funding_intervals_h":[8],"14_to22_coin_pct":-5.610924036430021,"14_to22_price_pct":-4.288737572084999,"22_to04_coin_pct":1.287698242485491};regressionalignedhourboundaryOI withjust-completedAlpacaclose,99logchanges,notcausality; positivefundinglatestat17thpercentileof100settledreadings,forecastnotrankedagainstrealized. 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

USDC/USD C91204 aggregator versus issuer definitions = 74462450366.86803

Crypto majors2026-09-12 04:15

Observed04:04UTC;aggregatorSep12 00UTCcirculation74462450366.86803,ETH46937295105.40,SOL7264902091.29,Hyperliquid6807735438.36. Secondhandchainclassification notindependentissuerconfirm; differencefromCircleSep10 about402.45m hasdifferentcutoff/definitions,notautomaticallynewminting. usdc.com rawCMSanddate UNPARSED; donotturnparsefailureinto0. https://stablecoins.llama.fi/stablecoin/2 ; https://www.usdc.com/

USDC/USD C91204 Circle issuer supply and net issuance = 74.06

Crypto majors2026-09-12 04:15

ObservedSep12 04:04UTC,issuerperiodSep10:circulation74.06bnUSD;7dayissued6.66/redeemed6.91 net-.25bn (-35.714m/day);30day38.06/36.04 net+2.02bn (+67.333m/day);365day334.68/332.88 net+1.80bn. Issuer primary/mintredemptionclosest,butmarketing incentives. Weeklyoutflowandmonthlyinflowbothtrue; no proof of ETH buying or freshSept11 flows. https://www.circle.com/transparency

SOL/USD C91204 clock-calibrated OKX funding and OI = 2744364.31

Crypto majors2026-09-12 04:15

Sep12 04:04:50UTC primaryvenueUSDTswap; clockoffset+.0766s/uncertainty.1909s; forecastnotsettled,coinOI notdirectionalnetlongs. {"s":"SOL","ts":["1789185852950","1789185891289"],"age":[38.5,0.2],"fresh":true,"funding_bp":0.7645,"settled_bp":0.6055,"oi_coin":2744364.31} https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest

ETH/USD C91204 clock-calibrated OKX funding and OI = 627010.885

Crypto majors2026-09-12 04:15

Sep12 04:04:50UTC primaryvenueUSDTswap; clockoffset+.0766s/uncertainty.1909s; forecastnotsettled,coinOI notdirectionalnetlongs. {"s":"ETH","ts":["1789185852012","1789185891309"],"age":[39.5,0.2],"fresh":true,"funding_bp":0.8211,"settled_bp":0.2743,"oi_coin":627010.885} https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest

BTC/USD C91204 clock-calibrated OKX funding and OI = 27163.442

Crypto majors2026-09-12 04:15

Sep12 04:04:50UTC primaryvenueUSDTswap; clockoffset+.0766s/uncertainty.1909s; forecastnotsettled,coinOI notdirectionalnetlongs. {"s":"BTC","ts":["1789185851914","1789185891297"],"age":[39.6,0.2],"fresh":true,"funding_bp":0.4337,"settled_bp":0.3247,"oi_coin":27163.442} https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest

SOL/USD C91204 required CLI 980day breakout diagnostic = 72.15172735196003

Crypto majors2026-09-12 04:15

{"symbol":"SOL/USD","bars":748,"trades":36,"returnPct":72.15172735196003,"buyAndHoldPct":-35.31319554848966,"maxDrawdownPct":18.795394376588376,"winRate":52.77777777777778,"avgTradePct":1.6935012342155107}; sameclose/priorCLOSE strategy; no explicitfees/holdout; includespartialfinaldailybar; notpullbackpolicy or deployableedge. 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

ETH/USD C91204 required CLI 980day breakout diagnostic = 40.808012459287

Crypto majors2026-09-12 04:15

{"symbol":"ETH/USD","bars":981,"trades":55,"returnPct":40.808012459287,"buyAndHoldPct":12.116247945584746,"maxDrawdownPct":24.943256404302126,"winRate":30.909090909090907,"avgTradePct":0.7597218620104566}; sameclose/priorCLOSE strategy; no explicitfees/holdout; includespartialfinaldailybar; notpullbackpolicy or deployableedge. 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

BTC/USD C91204 required CLI 980day breakout diagnostic = 46.460751153240395

Crypto majors2026-09-12 04:15

{"symbol":"BTC/USD","bars":981,"trades":67,"returnPct":46.460751153240395,"buyAndHoldPct":75.66159304266115,"maxDrawdownPct":14.692428391826324,"winRate":34.32835820895522,"avgTradePct":0.6443234597984014}; sameclose/priorCLOSE strategy; no explicitfees/holdout; includespartialfinaldailybar; notpullbackpolicy or deployableedge. 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

SOL/USD C91204 daily/hour aggregation 2026 = 0

Crypto majors2026-09-12 04:15

Complete24hourdaysonly; absolute relative OHLC difference threshold1bp. {"s":"SOL","year":2026,"days":253,"differ_1bp":0,"max_field_diff_pct":0,"worst_date":"2026-01-01 00:00:00+00:00","worst_field":"o","raw":124.5275,"hour_agg":124.5275}; differing definitions/feed vintages or bad bar are possibilities, cause notidentified; no silentrepair. https://runway.adityaperswal.workers.dev/data/crypto-bars

SOL/USD C91204 daily/hour aggregation 2025 = 10.14046426221924

Crypto majors2026-09-12 04:15

Complete24hourdaysonly; absolute relative OHLC difference threshold1bp. {"s":"SOL","year":2025,"days":363,"differ_1bp":199,"max_field_diff_pct":10.14046426221924,"worst_date":"2025-12-02 00:00:00+00:00","worst_field":"l","raw":138.327,"hour_agg":124.3}; differing definitions/feed vintages or bad bar are possibilities, cause notidentified; no silentrepair. https://runway.adityaperswal.workers.dev/data/crypto-bars

SOL/USD C91204 daily/hour aggregation 2024 = 0.11001863066208983

Crypto majors2026-09-12 04:15

Complete24hourdaysonly; absolute relative OHLC difference threshold1bp. {"s":"SOL","year":2024,"days":127,"differ_1bp":125,"max_field_diff_pct":0.11001863066208983,"worst_date":"2024-09-29 00:00:00+00:00","worst_field":"c","raw":158.6095,"hour_agg":158.435}; differing definitions/feed vintages or bad bar are possibilities, cause notidentified; no silentrepair. https://runway.adityaperswal.workers.dev/data/crypto-bars

ETH/USD C91204 daily/hour aggregation 2026 = 0

Crypto majors2026-09-12 04:15

Complete24hourdaysonly; absolute relative OHLC difference threshold1bp. {"s":"ETH","year":2026,"days":253,"differ_1bp":0,"max_field_diff_pct":0,"worst_date":"2026-01-01 00:00:00+00:00","worst_field":"o","raw":2966.39,"hour_agg":2966.39}; differing definitions/feed vintages or bad bar are possibilities, cause notidentified; no silentrepair. https://runway.adityaperswal.workers.dev/data/crypto-bars

ETH/USD C91204 daily/hour aggregation 2025 = 7.327398173096411

Crypto majors2026-09-12 04:15

Complete24hourdaysonly; absolute relative OHLC difference threshold1bp. {"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}; differing definitions/feed vintages or bad bar are possibilities, cause notidentified; no silentrepair. https://runway.adityaperswal.workers.dev/data/crypto-bars

ETH/USD C91204 daily/hour aggregation 2024 = 0.0835011760214055

Crypto majors2026-09-12 04:15

Complete24hourdaysonly; absolute relative OHLC difference threshold1bp. {"s":"ETH","year":2024,"days":365,"differ_1bp":335,"max_field_diff_pct":0.0835011760214055,"worst_date":"2024-08-09 00:00:00+00:00","worst_field":"c","raw":2598.167,"hour_agg":2600.3365}; differing definitions/feed vintages or bad bar are possibilities, cause notidentified; no silentrepair. https://runway.adityaperswal.workers.dev/data/crypto-bars

BTC/USD C91204 daily/hour aggregation 2026 = 0.031982457520962626

Crypto majors2026-09-12 04:15

Complete24hourdaysonly; absolute relative OHLC difference threshold1bp. {"s":"BTC","year":2026,"days":253,"differ_1bp":3,"max_field_diff_pct":0.031982457520962626,"worst_date":"2026-07-31 00:00:00+00:00","worst_field":"c","raw":62812.559,"hour_agg":62832.648}; differing definitions/feed vintages or bad bar are possibilities, cause notidentified; no silentrepair. https://runway.adityaperswal.workers.dev/data/crypto-bars

BTC/USD C91204 daily/hour aggregation 2025 = 5.843715455711418

Crypto majors2026-09-12 04:15

Complete24hourdaysonly; absolute relative OHLC difference threshold1bp. {"s":"BTC","year":2025,"days":364,"differ_1bp":179,"max_field_diff_pct":5.843715455711418,"worst_date":"2025-12-02 00:00:00+00:00","worst_field":"o","raw":91625.132,"hour_agg":86270.82}; differing definitions/feed vintages or bad bar are possibilities, cause notidentified; no silentrepair. https://runway.adityaperswal.workers.dev/data/crypto-bars

BTC/USD C91204 daily/hour aggregation 2024 = 0.09154982964658664

Crypto majors2026-09-12 04:15

Complete24hourdaysonly; absolute relative OHLC difference threshold1bp. {"s":"BTC","year":2024,"days":365,"differ_1bp":308,"max_field_diff_pct":0.09154982964658664,"worst_date":"2024-04-04 00:00:00+00:00","worst_field":"c","raw":68592.7,"hour_agg":68529.9035}; differing definitions/feed vintages or bad bar are possibilities, cause notidentified; no silentrepair. https://runway.adityaperswal.workers.dev/data/crypto-bars

SOL/USD C91204 managed halfATR uncertainty 1Hour holdout = 2

Crypto majors2026-09-12 04:15

IIDbootstrap10000 drawsofclosedtrades,seed91204;not10000independenttrades. Wilson95% wininterval. TinyN/serialdependence/hypothesisselectionunresolved; all-winningbootstrap cannot inventlosses. {"s":"SOL","tf":"1Hour","train":false,"N":2,"mean_pct":-1.9686029493024615,"mean_CI_pct":[-10.69536448973344,6.758158591128516],"win_Wilson95":[0.09452865480086614,0.9054713451991339]} https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/robust.py

SOL/USD C91204 managed halfATR uncertainty 1Hour train = 7

Crypto majors2026-09-12 04:15

IIDbootstrap10000 drawsofclosedtrades,seed91204;not10000independenttrades. Wilson95% wininterval. TinyN/serialdependence/hypothesisselectionunresolved; all-winningbootstrap cannot inventlosses. {"s":"SOL","tf":"1Hour","train":true,"N":7,"mean_pct":2.226766496744678,"mean_CI_pct":[-6.680099160307322,12.546746879035862],"win_Wilson95":[0.2504542304090258,0.8417830777373732]} https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/robust.py

SOL/USD C91204 managed halfATR uncertainty 1Day holdout = 3

Crypto majors2026-09-12 04:15

IIDbootstrap10000 drawsofclosedtrades,seed91204;not10000independenttrades. Wilson95% wininterval. TinyN/serialdependence/hypothesisselectionunresolved; all-winningbootstrap cannot inventlosses. {"s":"SOL","tf":"1Day","train":false,"N":3,"mean_pct":-3.686414892151191,"mean_CI_pct":[-13.810395898729311,10.803505777465961],"win_Wilson95":[0.0614903152761605,0.7923450448735121]} https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/robust.py