Notes

A news scan found the headline 'Sep12 frozen experiment'. This refers to an experiment that was stopped on September 12. The experiment used data from 2024 and 2025 to train, and data from January 1 to September 11, 2026, to test. The decision rule was to immediately break out if d was -1, otherwise use the Average True Range pullback depth, which is a measure of how much an asset's price moves. Fees of 25 basis points were credited to each side of the trade. The results include return, drawdown, mean, and win percentage. The results are based on open positions that were not closed, and the data is not pristine or prospective out-of-sample, meaning it is not perfectly clean or based on future data. The results are as follows: for BTC with a 1 Hour time frame, d = -1, train = true, slipbp = 10, and managed = false, the return was -26.111099005827576, drawdown was 46.90385575024383, win percentage was 31.818181818181817, and the mean was -0.7690507114678643. For the same setup but with managed = true, the return was -30.130736004386794, drawdown was 47.87235911809877, win percentage was 31.818181818181817, and the mean was -1.0760161764316296. For BTC with a 1 Hour time frame, d = -1, train = true, slipbp = 30, and managed = false, the return was -22.24470022452374, drawdown was 46.07837091676944, win percentage was 33.33333333333333, and the mean was -0.5657758053083414. For the same setup but with managed = true, the return was -26.869976239315275, drawdown was 47.057826882999564, win percentage was 33.33333333333333, and the mean was -0.9196141943080932. https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json

A news scan found the headline 'Sep12 frozen experiment'. This refers to an experiment that was stopped on September 12. The training period was from 2024 to 2025, and the holdout period was from January 1 to September 11, 2026. The experiment used a decision rule where if the price moved immediately, it was considered a breakout, otherwise it was considered an ATR pullback depth. ATR stands for Average True Range, which is a measure of price volatility. The fees were 25 basis points, which is a unit of measurement for interest rates and fees, credited to each side of the trade. The results include return, drawdown, mean, and win percentage. The experiment was not pristine and prospective out-of-sample, meaning it was not a perfect or real-world test. The results are as follows: [{"s":"BTC","tf":"1Day","d":0.5,"train":false,"slipbp":10,"managed":false,"return":6.846405475014472,"DD":8.763294158293554,"win":66.66666666666666,"N":3,"open":0,"mean":2.325622972777101,"targets":0,"stops":0,"missing":5,"partial":0,"recon":-2.220446049250313e-16},{"s":"BTC","tf":"1Day","d":0.5,"train":false,"slipbp":10,"managed":true,"return":6.846405475014472,"DD":8.763294158293554,"win":66.66666666666666,"N":3,"open":0,"mean":2.325622972777101,"targets":0,"stops":0,"missing":5,"partial":0,"recon":-2.220446049250313e-16},{"s":"BTC","tf":"1Day","d":0.5,"train":false,"slipbp":30,"managed":false,"return":5.571905381068043,"DD":8.763294158293554,"win":33.33333333333333,"N":3,"open":0,"mean":1.9171362289134963,"targets":0,"stops":0,"missing":5,"partial":0,"recon":0},{"s":"BTC","tf":"1Day","d":0.5,"train":false,"slipbp":30,"managed":true,"return":5.571905381068043,"DD":8.763294158293554,"win":33.33333333333333,"N":3,"open":0,"mean":1.9171362289134963,"targets":0,"stops":0,"missing":5,"partial":0,"recon":0}]. https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json

A news scan found the following data: Sep 12 frozen experiment. The training period is from 2024 to 2025, and the holdout period is from Jan 1 to Sep 11, 2026. The decision rule is to break out immediately if d equals -1, otherwise use ATR pullback depth. Fees are 25 basis points credited to each side. The results include return, drawdown, mean, and win percentage. The data is marked as not closed and not pristine prospective out-of-sample. The results are as follows: for BTC with a 1-day time frame, the return is -13.4036 percent with a drawdown of 26.5712 percent and a win rate of 20 percent, for different scenarios with varying slip rates and management statuses. https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json

A news scan found the headline 'Sep12 frozen experiment'. This refers to an experiment that was stopped on September 12. The training period was from 2024 to 2025, and the holdout period was from January 1 to September 11, 2026. The decision rule was to immediately break out if d was equal to -1, otherwise use ATR pullback depth. Fees were 25 basis points credited each side. The results include return, drawdown, mean, and win percentage. The results are for open positions that were not closed, and are not pristine prospective out-of-sample. The results are as follows: [{"s":"BTC","tf":"1Day","d":-1,"train":false,"slipbp":10,"managed":false,"return":-7.0521907201515965,"DD":24.818515274881257,"win":33.33333333333333,"N":6,"open":0,"mean":-0.8642963819334862,"targets":1,"stops":2,"missing":5,"partial":0,"recon":0},{"s":"BTC","tf":"1Day","d":-1,"train":false,"slipbp":10,"managed":true,"return":-8.3833799747849,"DD":24.818515274881257,"win":33.33333333333333,"N":6,"open":0,"mean":-1.1374055858431062,"targets":1,"stops":2,"missing":5,"partial":1,"recon":-1.1102230246251565e-16},{"s":"BTC","tf":"1Day","d":-1,"train":false,"slipbp":30,"managed":false,"return":-7.160520699021622,"DD":25.338726804842793,"win":33.33333333333333,"N":6,"open":0,"mean":-0.8608357134960276,"targets":1,"stops":2,"missing":5,"partial":0,"recon":-1.1102230246251565e-16},{"s":"BTC","tf":"1Day","d":-1,"train":false,"slipbp":30,"managed":true,"return":-8.789542390277605,"DD":25.338726804842793,"win":33.33333333333333,"N":6,"open":0,"mean":-1.1987262995763712,"targets":1,"stops":2,"missing":5,"partial":1,"recon":0}]. https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json

A news scan found the headline 'Sep12 frozen experiment'. This refers to an experiment that was stopped on September 12. The experiment used data from 2024 and 2025 to train, and data from January 1 to September 11, 2026, to test. The decision rule was to immediately stop if the price moved in the opposite direction, or to use the Average True Range, a measure of price volatility, to determine the depth of a pullback. A fee of 25 basis points, a unit of measurement for interest rates and fees, was credited to each side of the trade. The results include return, drawdown, mean, and win percentage. The trades were marked as open but not closed, and the results are not pristine prospective out-of-sample, meaning they are not perfectly reliable for predicting future performance. The results are as follows: a list of four experiments with the following results: for the first experiment, the return was 1.1786560883969788, the drawdown was 26.33861793097495, the win percentage was 42.10526315789473, and the mean was 0.643040717708578; for the second experiment, the return was -3.6562001095886587, the drawdown was 26.33861793097495, the win percentage was 42.10526315789473, and the mean was 0.32326988724950695; for the third experiment, the return was -1.8042305175946294, the drawdown was 27.739200685157094, the win percentage was 36.84210526315789, and the mean was 0.5021092091522928; for the fourth experiment, the return was -6.732700704053684, the drawdown was 28.396364057260893, the win percentage was 36.84210526315789, and the mean was 0.16450842570339363. https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json

A news scan found the following data line: Sep 12 frozen experiment. The training period is from 2024 to 2025, and the holdout period is from Jan 1 to Sep 11, 2026. The decision rule is to break out immediately if d equals -1, otherwise use ATR pullback depth. Fees are 25 basis points credited to each side. The results include return, drawdown, mean, and win percentage. The data is marked as not closed and not pristine prospective out-of-sample. The results are as follows: there are four sets of results for ETH with a 1 Hour time frame, a d value of 0.5, and different slipbp and managed values. The first set has a return of 19.206746821335162, a drawdown of 14.542744613233605, a win percentage of 100, and a mean of 6.157475017100844. The second set has the same values as the first set. The third set has a return of 17.549943369892638, a drawdown of 14.542744613233616, a win percentage of 100, and a mean of 5.733691412890049. The fourth set has the same values as the third set. https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json

A news scan found the following data: On September 12, an experiment was frozen. The training period was from 2024 to 2025, and the holdout period was from January 1 to September 11, 2026. The decision rule was to immediately break out if d was equal to -1, otherwise use the Average True Range pullback depth, which is a measure of price volatility. Fees of 25 basis points were credited to each side of the trade. The results include return, drawdown, mean, and win percentage. The data is for open positions that have not been closed, and it is not a pristine prospective out-of-sample test. The results are as follows: for ETH with a 1 Hour time frame, the return was 52.53%, the drawdown was 37.52%, and the win percentage was 53.85% when the slip was 10 basis points and the position was not managed. When the position was managed, the return was 42.31%, the drawdown was 37.52%, and the win percentage was 53.85%. With a slip of 30 basis points and no management, the return was 20.36%, the drawdown was 49.05%, and the win percentage was 38.46%. With a slip of 30 basis points and management, the return was 16.78%, the drawdown was 46.90%, and the win percentage was 46.15%. https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json

A news scan found the following data: On September 12, an experiment was frozen. The training period was from 2024 to 2025, and the holdout period was from January 1 to September 11, 2026. The decision rule was to immediately break out if d was -1, otherwise use ATR pullback depth. Fees of 25 basis points were credited to each side. The results include return, drawdown, mean, and win percentage. The data is for open positions that have not been closed and is not pristine prospective out-of-sample. The results are as follows: for ETH with a 1-hour time frame, a decision rule of -1, no training, 10 basis points slip, and no management, the return was 15.700746961789447, drawdown was 22.5757952063236, win percentage was 66.66666666666666, and mean was 3.5244887550627158. For the same setup but with management, the return was 14.875403826148537. With a 30 basis points slip and no management, the return was 11.723639781391594. With a 30 basis points slip and management, the return was 10.668081055146207. https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json

A news scan found the following data line: Sep 12 frozen experiment. This means the experiment was stopped on September 12. The training period was from 2024 to 2025, and the holdout period was from January 1 to September 11, 2026. The decision rule was to break out immediately if d was -1, otherwise use ATR pullback depth, which is a measure of price volatility. Fees of 25 basis points were credited to each side of the trade. The results include return, drawdown, mean, and win percentage. The trades were not marked as closed and the data is not pristine prospective out-of-sample, meaning it is not perfectly representative of future results. The following results were found: [{"s":"ETH","tf":"1Hour","d":-1,"train":true,"slipbp":10,"managed":false,"return":58.35106469705493,"DD":31.000143416619117,"win":50,"N":18,"open":0,"mean":3.734542853732028,"targets":3,"stops":9,"missing":48,"partial":0,"recon":0},{"s":"ETH","tf":"1Hour","d":-1,"train":true,"slipbp":10,"managed":true,"return":49.33706557495054,"DD":30.982952612358815,"win":50,"N":18,"open":0,"mean":3.3252403314648418,"targets":3,"stops":9,"missing":48,"partial":6,"recon":0},{"s":"ETH","tf":"1Hour","d":-1,"train":true,"slipbp":30,"managed":false,"return":55.092899961255725,"DD":31.471634415770346,"win":50,"N":18,"open":0,"mean":3.628542674508607,"targets":3,"stops":9,"missing":48,"partial":0,"recon":-2.220446049250313e-16},{"s":"ETH","tf":"1Hour","d":-1,"train":true,"slipbp":30,"managed":true,"return":45.129467266843946,"DD":31.471634415770346,"win":50,"N":18,"open":0,"mean":3.163526675678849,"targets":3,"stops":9,"missing":48,"partial":6,"recon":-2.220446049250313e-16}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json

A news scan found the headline 'Sep12 frozen experiment'. This refers to an experiment that was stopped on September 12. The experiment used data from 2024 to 2025 for training and data from January 1 to September 11, 2026, for testing. The decision rule was to immediately stop the trade if a certain condition was met, otherwise to use a method called ATR pullback depth, which is a way to measure how far a price moves away from a recent high or low. The fees were 25 basis points, which is a way to measure a small percentage, credited to each side of the trade. The results include return, which is the profit or loss, drawdown, which is the largest loss, and mean, which is the average profit or loss. The results also include win percent, which is the percentage of trades that were profitable. The trades were marked as open but not closed, and the results are not pristine prospective out-of-sample, which means they are not perfectly reliable. The results are as follows: there are four sets of results for ETH, which is a type of cryptocurrency, with different parameters, including a time frame of 1 day, a parameter d of 0.5, and different slipbp values, which is a way to measure the cost of trading. The results include return, drawdown, win percent, and other metrics. https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json

A news scan found the headline 'Sep12 frozen experiment'. This refers to an experiment that was stopped on September 12. The training period was from 2024 to 2025, and the holdout period was from January 1 to September 11, 2026. The decision rule was to immediately stop if the price broke out, otherwise, it would pull back based on the Average True Range, which is a measure of price volatility. Fees of 25 basis points were credited to each side of the trade. The results include return, drawdown, and mean, as well as win percentage. The results are based on open positions that were not closed, and the data is not pristine or prospective out-of-sample. The results are as follows: for ETH with a 1-day time frame, the return was -26.41% with a drawdown of 37.05% and a win rate of 37.5%, and for other similar scenarios, the returns were -27.13%, -28.33%, and -29.03% with similar drawdowns and win rates. https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json

A news scan found the headline 'Sep12 frozen experiment'. This refers to an experiment that was stopped on September 12. The experiment used data from 2024 and 2025 to train, and data from January 1 to September 11, 2026, to test. The experiment used a rule where if the price moved a certain amount, it would immediately close the trade, otherwise it would wait for the price to pull back to a certain level, known as the Average True Range or ATR pullback depth. The experiment also included fees of 25 basis points, which is a measure of the cost of trading, credited to each side of the trade. The results of the experiment are shown in the following list, which includes the return on investment, the maximum amount lost, known as the drawdown or DD, and the percentage of winning trades. The list shows the results for different versions of the experiment, including ones with and without management, and with different levels of slippage, which is the difference between the expected price and the actual price of a trade. The results are as follows: [{"s":"ETH","tf":"1Day","d":-1,"train":false,"slipbp":10,"managed":false,"return":-12.972621042472332,"DD":25.926818266648045,"win":20,"N":5,"open":0,"mean":-2.4766184908829803,"targets":0,"stops":2,"missing":98,"partial":0,"recon":0},{"s":"ETH","tf":"1Day","d":-1,"train":false,"slipbp":10,"managed":true,"return":-12.703528416454557,"DD":25.926818266648045,"win":20,"N":5,"open":0,"mean":-2.4089048036770078,"targets":0,"stops":2,"missing":98,"partial":1,"recon":0},{"s":"ETH","tf":"1Day","d":-1,"train":false,"slipbp":30,"managed":false,"return":-14.695885997531978,"DD":26.810388253475036,"win":20,"N":5,"open":0,"mean":-2.8659345527439117,"targets":0,"stops":2,"missing":98,"partial":0,"recon":-1.1102230246251565e-16},{"s":"ETH","tf":"1Day","d":-1,"train":false,"slipbp":30,"managed":true,"return":-14.43212178537241,"DD":26.810388253475036,"win":20,"N":5,"open":0,"mean":-2.7984911804678503,"targets":0,"stops":2,"missing":98,"partial":1,"recon":-1.1102230246251565e-16}]. https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json

A news scan found the following data line: Sep 12 frozen experiment. The training period is from 2024 to 2025, and the holdout period is from Jan 1 to Sep 11, 2026. The decision rule is d = -1 for immediate breakout, otherwise ATR pullback depth. Fees are 25 basis points credited each side. The results include return, drawdown, mean, and win percent. The list of results is as follows: for ETH with a 1-day time frame, the results are: return of 53.34260331587186, drawdown of 26.7951745308839, win percent of 50, and other metrics, with 10 basis points slip and no management; return of 43.21930512266285, drawdown of 26.72555496240102, win percent of 50, and other metrics, with 10 basis points slip and management; return of 51.57747717030936, drawdown of 27.556019642617535, win percent of 43.75, and other metrics, with 30 basis points slip and no management; return of 40.990292928981866, drawdown of 27.470574830622763, win percent of 43.75, and other metrics, with 30 basis points slip and management. Note that ATR means Average True Range, which is a measure of price volatility. https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results15.json

A news scan found the headline 'SOL/USD C91204 results cells 93-96'. This is a raw data output. The data shows the results of an experiment on the SOL/USD currency pair, which started on September 12. The training period was from 2024 to 2025, and the holdout period was from January 1 to September 11, 2026. The experiment used a decision rule, where d equals -1 for an immediate breakout, otherwise it used an ATR pullback depth, which is a measure of price volatility. The fees were 25 basis points credited to each side of the trade. The results include return, drawdown, mean, and win percentage. The data is not pristine and prospective out-of-sample, meaning it is not a perfect or real-time test. The data includes four sets of results, each with the following information: symbol, time frame, decision rule, training status, slip basis points, return, drawdown, win percentage, number of trades, open trades, mean, targets, stops, missing trades, entry-exit, and recon. The results are as follows: for the first set, the symbol is SOL, the time frame is 1 hour, the decision rule is d equals 1, the training status is true, the slip basis points is 10, the return is 25.452304897025613, the drawdown is 26.7658218200341, the win percentage is 60, the number of trades is 5, the open trades is 0, the mean is 5.609130745612734, the targets is 1, the stops is 2, the missing trades is 6, the entry-exit is 0, and the recon is 0. The second set has the same symbol, time frame, and decision rule, but the slip basis points is 30, the return is 24.486642785971924, the drawdown is 27.188040848173134, the win percentage is 60, the number of trades is 5, the open trades is 0, the mean is 5.467336217901357, the targets is 1, the stops is 2, the missing trades is 6, the entry-exit is 0, and the recon is 0. The third and fourth sets have the same symbol and time frame, but the training status is false, the slip basis points is 10 and 30 respectively, and all other values are 0 or null. https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results.json

A news scan found the headline 'Sep12 frozen experiment'. This refers to an experiment that was stopped on September 12. The experiment used data from 2024 to 2025 for training and data from January 1 to September 11, 2026, for testing. The decision rule was to immediately stop the trade if a certain condition was met, otherwise to use a method called ATR pullback depth, which is a way to measure how far a price moves away from a recent high or low. A fee of 25 basis points was added to each side of the trade. The results are shown in a list of four sets of data for the cryptocurrency SOL, which is traded against the US dollar. Each set of data includes the return, which is the profit or loss, the drawdown, which is the largest loss, and the percentage of winning trades. The data also includes the number of trades, the number of open trades, and the average return. The list of data is as follows: [{"s":"SOL","tf":"1Hour","d":0.5,"train":true,"slipbp":10,"return":-6.337931816662357,"DD":37.675288670069904,"win":42.857142857142854,"N":7,"open":0,"mean":-0.07705910000151496,"targets":1,"stops":4,"missing":6,"entryexit":0,"recon":0},{"s":"SOL","tf":"1Hour","d":0.5,"train":true,"slipbp":30,"return":-7.384793951110957,"DD":38.143568854771544,"win":42.857142857142854,"N":7,"open":0,"mean":-0.21957970110344027,"targets":1,"stops":4,"missing":6,"entryexit":0,"recon":-1.1102230246251565e-16},{"s":"SOL","tf":"1Hour","d":0.5,"train":false,"slipbp":10,"return":-3.777931964273773,"DD":20.456624239854047,"win":50,"N":2,"open":0,"mean":-1.5554805987077591,"targets":0,"stops":1,"missing":1,"entryexit":0,"recon":0},{"s":"SOL","tf":"1Hour","d":0.5,"train":false,"slipbp":30,"return":-4.334304756950081,"DD":20.59958926604496,"win":50,"N":2,"open":0,"mean":-1.8495684618483776,"targets":0,"stops":1,"missing":1,"entryexit":0,"recon":0}]. https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results.json

A news scan found the headline 'Sep12 frozen experiment'. This refers to an experiment that was stopped on September 12. The experiment used data from 2024 and 2025 to train, and data from January 1 to September 11, 2026, to test. The experiment had a rule to immediately stop if a certain condition was met, otherwise it would use a method called ATR pullback depth, which is a way to measure how much a price moves back after a big change. The experiment also included fees of 25 basis points, which is a way to measure a small percentage, credited to each side of a trade. The results of the experiment included return, which is the profit made, drawdown, which is the biggest loss, and mean, which is the average. The results also included win percent, which is the percentage of trades that made a profit. The experiment was not completely open and not pristine prospective out of sample, which means it was not a perfect test. The results were: for SOL, a cryptocurrency, with a time frame of 1 hour, and a parameter d of 0.25, the experiment had different outcomes depending on the slipbp, which is a measure of the difference between the expected and actual price of a trade. The outcomes were: return of 1.1281856724043582, drawdown of 38.39826133614349, win percent of 42.857142857142854, and other metrics, for a slipbp of 10 and train true; return of -1.63510107906516, drawdown of 39.19674843624538, win percent of 42.857142857142854, and other metrics, for a slipbp of 30 and train true; return of -8.722661081098892, drawdown of 21.282368212906434, win percent of 50, and other metrics, for a slipbp of 10 and train false; return of -9.250442586933028, drawdown of 21.423849111630954, win percent of 50, and other metrics, for a slipbp of 30 and train false. https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results.json

A news scan found the headline 'Sep12 frozen experiment'. This refers to an experiment that was stopped on September 12. The experiment used data from 2024 to 2025 for training and data from January 1 to September 11, 2026, for testing. The decision rule was to immediately break out if d was -1, otherwise use the Average True Range pullback depth, which is a measure of price volatility. Fees of 25 basis points were credited to each side of the trade. The results include return, drawdown, mean, and win percentage. The trades were marked as open and not closed, and the results are not pristine prospective out-of-sample, meaning they are based on a specific set of data. The results are as follows: [{"s":"SOL","tf":"1Hour","d":-1,"train":true,"slipbp":10,"return":33.64409032661262,"DD":37.786239428419776,"win":54.54545454545454,"N":11,"open":0,"mean":3.3942918911147224,"targets":0,"stops":4,"missing":6,"entryexit":0,"recon":-2.220446049250313e-16},{"s":"SOL","tf":"1Hour","d":-1,"train":true,"slipbp":30,"return":29.031729219926206,"DD":38.253026608442894,"win":54.54545454545454,"N":11,"open":0,"mean":3.0534701961129063,"targets":0,"stops":4,"missing":6,"entryexit":0,"recon":0},{"s":"SOL","tf":"1Hour","d":-1,"train":false,"slipbp":10,"return":-8.628140562811094,"DD":21.914734577010197,"win":33.33333333333333,"N":6,"open":1,"mean":-0.6885124421883808,"targets":1,"stops":3,"missing":1,"entryexit":0,"recon":0},{"s":"SOL","tf":"1Hour","d":-1,"train":false,"slipbp":30,"return":-9.9914338246884,"DD":22.512552889387504,"win":33.33333333333333,"N":6,"open":1,"mean":-0.8798975417621036,"targets":1,"stops":3,"missing":1,"entryexit":0,"recon":0}]. https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results.json

A news scan found the headline 'Sep12 frozen experiment'. This refers to an experiment that was stopped on September 12. The experiment used data from 2024 and 2025 to train, and data from January 1 to September 11, 2026, to test. The decision rule was to immediately stop if the price moved a certain way, otherwise to wait for the price to pull back by a certain amount, which is called the Average True Range or ATR pullback depth. A fee of 25 basis points was added to each trade. The results are shown in a list of four sets of numbers, which are: return, or the profit made, drawdown, or the largest loss, mean, or the average profit, and win percent, or the percentage of trades that made a profit. The list is as follows: for SOL with a 1-day time frame, the results were a return of 15.772344183293496 percent, a drawdown of 16.07520965846756 percent, a win percent of 50 percent, for a trade with a 10 basis point slip, and a return of 15.9970511069621 percent, a drawdown of 16.05617026642362 percent, a win percent of 50 percent, for a trade with a 30 basis point slip, when using training data. When not using training data, the results were a return of -4.205548203202025 percent, a drawdown of 16.54395558478299 percent, a win percent of 50 percent, for a trade with a 10 basis point slip, and a return of -4.750543509115923 percent, a drawdown of 16.686163868857395 percent, a win percent of 50 percent, for a trade with a 30 basis point slip. https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results.json

A news scan found the headline 'Sep12 frozen experiment'. This refers to an experiment that was stopped on September 12. The experiment used data from 2024 and 2025 to train, and data from January 1 to September 11, 2026, to test. The decision rule was to immediately stop if the price moved a certain way, otherwise to wait for the price to pull back by a certain amount, which is called the Average True Range or ATR pullback depth. A fee of 25 basis points was added to each trade. The results include return, drawdown, mean, and win percentage. The results are for open positions that were not closed, and are not perfect prospective out-of-sample results. The results are as follows: for SOL with a 1-day time frame, a distance of 0.5, and a training period, with a slip of 10 basis points, the return was 13.226880033264333, the drawdown was 19.79081149597316, the win percentage was 50, and the mean was 4.4279119502509126. With a slip of 30 basis points, the return was 12.790128041872073, the drawdown was 19.933949742447588, the win percentage was 50, and the mean was 4.36078289866498. For the test period, with a slip of 10 basis points, the return was -11.009586868160993, the drawdown was 15.7133983491754, the win percentage was 33.33333333333333, and the mean was -3.2758142088458397. With a slip of 30 basis points, the return was -11.680651972623801, the drawdown was 15.856517283775407, the win percentage was 33.33333333333333, and the mean was -3.530065983214551. https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results.json

A news scan found the headline 'Sep12 frozen experiment'. This refers to an experiment that was stopped on September 12. The experiment used data from 2024 to 2025 for training and data from January 1 to September 11, 2026, for testing. The experiment had a rule to immediately stop trading if a certain condition was met, otherwise it used a method called ATR pullback depth, which is a way to measure how much a price moves away from a recent high or low. The experiment also included fees of 25 basis points, which is a way to measure a small percentage, credited to each side of a trade. The results of the experiment included return, which is the profit or loss, drawdown, which is the largest loss, and mean, which is the average. The results also included the percentage of winning trades. The experiment was not completely open and was not a perfect test of the strategy. The results were as follows: there were four trades for SOL with a time frame of 1 day and a parameter d of 0.25. The first two trades were part of the training data and had a slip of 10 and 30 basis points, which is a way to measure a small percentage. The returns were 13.226880033264333 and 12.790128041872073, the drawdowns were 19.79081149597316 and 19.933949742447588, and the winning percentages were 50. The last two trades were not part of the training data and had a slip of 10 and 30 basis points. The returns were -22.902340420012933 and -23.774255517578336, the drawdowns were 26.87867190229888 and 27.561173435867083, and the winning percentages were 25. https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results.json

A news scan found the headline 'Sep12 frozen experiment'. This refers to an experiment that was stopped on September 12. The experiment used data from 2024 to 2025 for training and from January 1 to September 11, 2026, for testing. The decision rule was to immediately close a trade if it was not profitable, or to use the Average True Range, a measure of price volatility, to determine the stop-loss depth. A fee of 25 basis points, a measure of 0.25%, was credited to each side of the trade. The results include return, drawdown, mean, and win percentage. The trades were marked as open but not closed, and the results are not considered pristine or prospective out-of-sample. The results are as follows: for SOL with a 1-day time frame and a decision rule of -1, the return was -9.027846920052408%, the drawdown was 36.279436252223405%, and the win percentage was 40%. For the same setup but with a slip of 30 basis points, the return was -11.605234106840424%, the drawdown was 37.48495506570501%, and the win percentage was 40%. For SOL with a 1-day time frame, a decision rule of -1, and not used for training, the return was -13.538212714957698%, the drawdown was 34.70905562974521%, and the win percentage was 33.33333333333333%. For the same setup but with a slip of 30 basis points, the return was -14.314376001493468%, the drawdown was 35.31727593447948%, and the win percentage was 16.666666666666664%. https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results.json

A news scan found the headline 'Sep12 frozen experiment'. This refers to an experiment that was stopped on September 12. The experiment used data from 2024 and 2025 to train, and data from January 1 to September 11, 2026, to test. The decision rule was to immediately stop if the price moved a certain way, otherwise to wait for the price to pull back to a level determined by the Average True Range, which is a measure of how much prices typically move. A fee of 25 basis points, which is 0.25 percent, was added to each trade. The results are shown in the following list: there were four sets of results, each with the following information: the symbol, which was ETH, the time frame, which was 1 hour, the day, which was 1, whether the results were from training or testing, the amount of slippage, which is the difference between the expected and actual price of a trade, in basis points, the return, which is the profit or loss, the drawdown, which is the largest loss, the percentage of winning trades, the number of trades, the number of open trades, the mean return, the number of targets, which is the number of times a profit goal was reached, the number of stops, which is the number of times a loss limit was reached, the number of missing trades, the number of entry and exit trades, and the number of recon trades. The results were: [{"s":"ETH","tf":"1Hour","d":1,"train":true,"slipbp":10,"return":-45.187596421834066,"DD":54.624430518456954,"win":22.22222222222222,"N":9,"open":0,"mean":-6.314685817720377,"targets":0,"stops":7,"missing":3,"entryexit":0,"recon":0},{"s":"ETH","tf":"1Hour","d":1,"train":true,"slipbp":30,"return":-46.311565356414484,"DD":55.29432832209184,"win":22.22222222222222,"N":9,"open":0,"mean":-6.534827352468351,"targets":0,"stops":7,"missing":3,"entryexit":0,"recon":0},{"s":"ETH","tf":"1Hour","d":1,"train":false,"slipbp":10,"return":11.960544365481063,"DD":15.727493792771941,"win":66.66666666666666,"N":3,"open":0,"mean":3.9028825952207358,"targets":0,"stops":0,"missing":1,"entryexit":0,"recon":0},{"s":"ETH","tf":"1Hour","d":1,"train":false,"slipbp":30,"return":10.625041091620657,"DD":16.063911990460067,"win":66.66666666666666,"N":3,"open":0,"mean":3.4880993869068697,"targets":0,"stops":0,"missing":1,"entryexit":0,"recon":0}]. https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results.json

A news scan found the headline 'Sep12 frozen experiment'. This refers to an experiment that was stopped on September 12. The experiment used data from 2024 to 2025 for training and data from January 1 to September 11, 2026, for testing. The decision rule was to immediately stop if the price moved in the opposite direction, otherwise to wait for the price to pull back to a level determined by the Average True Range, which is a measure of price volatility. A fee of 25 basis points, or 0.25%, was added to each trade. The results are as follows: return on investment, drawdown, mean, and win percentage. The results are for open positions that have not been closed yet and are not based on a pristine prospective out-of-sample test, which means the test was not done under real-world conditions. The results are: [{"s":"ETH","tf":"1Hour","d":0.5,"train":true,"slipbp":10,"return":59.182117442857795,"DD":34.81209510101794,"win":53.84615384615385,"N":13,"open":1,"mean":5.0707892290636805,"targets":3,"stops":6,"missing":3,"entryexit":0,"recon":0},{"s":"ETH","tf":"1Hour","d":0.5,"train":true,"slipbp":30,"return":21.66107270386273,"DD":35.28360363168789,"win":38.46153846153847,"N":13,"open":1,"mean":2.976234882059139,"targets":3,"stops":7,"missing":3,"entryexit":0,"recon":0},{"s":"ETH","tf":"1Hour","d":0.5,"train":false,"slipbp":10,"return":19.206746821335162,"DD":13.790861403942479,"win":100,"N":3,"open":1,"mean":6.157475017100844,"targets":0,"stops":0,"missing":1,"entryexit":0,"recon":0},{"s":"ETH","tf":"1Hour","d":0.5,"train":false,"slipbp":30,"return":17.549943369892638,"DD":13.790861403942479,"win":100,"N":3,"open":1,"mean":5.733691412890049,"targets":0,"stops":0,"missing":1,"entryexit":0,"recon":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results.json

A news scan found the headline 'Sep12 frozen experiment'. This refers to an experiment that was stopped on September 12. The experiment used data from 2024 and 2025 to train, and data from January 1 to September 11, 2026, to test. The decision rule was to immediately stop if the price moved a certain way, otherwise to wait for the price to pull back by a certain amount, which is called the Average True Range or ATR pullback depth. The fees were 25 basis points, which is a measure of the cost of a transaction, credited to each side of the transaction. The results are shown in the following list, which includes return, drawdown, mean, and win percentage. The list shows results for four different scenarios, including the cryptocurrency ETH, with a time frame of 1 hour, and different slip values, which refer to the difference between the expected price and the actual price of a transaction. The results are as follows: [{"s":"ETH","tf":"1Hour","d":0.25,"train":true,"slipbp":10,"return":10.013423919635489,"DD":41.31982761576022,"win":28.57142857142857,"N":14,"open":0,"mean":2.094268530332681,"targets":3,"stops":8,"missing":3,"entryexit":0,"recon":0},{"s":"ETH","tf":"1Hour","d":0.25,"train":true,"slipbp":30,"return":-1.294712274335763,"DD":41.85169369777062,"win":28.57142857142857,"N":14,"open":0,"mean":1.0719941430414683,"targets":2,"stops":8,"missing":3,"entryexit":0,"recon":0},{"s":"ETH","tf":"1Hour","d":0.25,"train":false,"slipbp":10,"return":4.656312212559133,"DD":20.925981223464106,"win":75,"N":4,"open":1,"mean":1.5971356486825405,"targets":0,"stops":1,"missing":1,"entryexit":0,"recon":0},{"s":"ETH","tf":"1Hour","d":0.25,"train":false,"slipbp":30,"return":3.0091365467297404,"DD":21.07355481162829,"win":75,"N":4,"open":1,"mean":1.2410097500084012,"targets":0,"stops":1,"missing":1,"entryexit":0,"recon":0}]. https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results.json

A news scan found the headline 'Sep12 frozen experiment'. This refers to an experiment that was stopped on September 12. The training period was from 2024 to 2025, and the holdout period was from January 1 to September 11, 2026. The decision rule was to immediately breakout if d equals -1, otherwise use ATR pullback depth. Fees of 25 basis points were credited to each side. The results include return, drawdown, mean, and win percentage. The results are based on open positions that were not closed, and the data is not pristine prospective out-of-sample. The results are as follows: for ETH with a 1 Hour time frame, the results were return of 65.60399643679446, drawdown of 29.957079469547566, win percentage of 50, and mean of 3.945519269628471 when the slip was 10 basis points and the training was true. When the slip was 30 basis points and the training was true, the results were return of 60.902564975691575, drawdown of 30.61782191361274, win percentage of 50, and mean of 3.790857757049194. When the training was false and the slip was 10 basis points, the results were return of 13.518439861108945, drawdown of 22.03372917349087, win percentage of 66.66666666666666, and mean of 3.171236983728678. When the training was false and the slip was 30 basis points, the results were return of 11.81695877839546, drawdown of 22.178568166081202, win percentage of 66.66666666666666, and mean of 2.959572781870277. https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results.json