CAG SEP1202 event 2022-01-06 T3 levels and cost outcomes = 0.33133734819290606
Catalyst run-ups2026-09-12 02:20
{"event":"2022-01-06","variants":[{"entry_date":"2022-01-03","exit_date":"2022-01-05","lookback":3,"slip":0.0005,"entry":26.56,"atr_prior":0.47399999999999964,"stop":26.086,"target":27.982,"exit":26.68,"reason":"time","net_return":0.0033133734819290606,"train":true,"max_gain_R":1.2236286919831272,"mom20":0.10247933884297522,"sma_dist":0.0321881770349739,"spy_runup":-0.01662426920158877},{"entry_date":"2022-01-03","exit_date":"2022-01-05","lookback":3,"slip":0.0015,"entry":26.56,"atr_prior":0.47399999999999964,"stop":26.086,"target":27.982,"exit":26.68,"reason":"time","net_return":0.0013087498551240806,"train":true,"max_gain_R":1.2236286919831272,"mom20":0.10247933884297522,"sma_dist":0.0321881770349739,"spy_runup":-0.01662426920158877}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills.
https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122798 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all
CAG SEP1202 event 2022-01-06 T5 levels and cost outcomes = 0.4069449874907205
Catalyst run-ups2026-09-12 02:20
{"event":"2022-01-06","variants":[{"entry_date":"2021-12-30","exit_date":"2022-01-05","lookback":5,"slip":0.0005,"entry":26.54,"atr_prior":0.5119999999999998,"stop":26.028,"target":28.075999999999997,"exit":26.68,"reason":"time","net_return":0.004069449874907205,"train":true,"max_gain_R":1.1718750000000033,"mom20":0.10892333472978621,"sma_dist":0.03438843298163352,"spy_runup":-0.01997020036915964},{"entry_date":"2021-12-30","exit_date":"2022-01-05","lookback":5,"slip":0.0015,"entry":26.54,"atr_prior":0.5119999999999998,"stop":26.028,"target":28.075999999999997,"exit":26.68,"reason":"time","net_return":0.0020633156048266432,"train":true,"max_gain_R":1.1718750000000033,"mom20":0.10892333472978621,"sma_dist":0.03438843298163352,"spy_runup":-0.01997020036915964}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills.
https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122798 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all
CAG SEP1202 event 2021-10-07 T10 levels and cost outcomes = 4.6938495871035935
Catalyst run-ups2026-09-12 02:20
{"event":"2021-10-07","variants":[{"entry_date":"2021-09-23","exit_date":"2021-09-29","lookback":10,"slip":0.0005,"entry":25.77,"atr_prior":0.4139999999999997,"stop":25.356,"target":27.012,"exit":27.012,"reason":"target","net_return":0.046938495871035935,"train":true,"max_gain_R":3.2125603864734367,"mom20":0.006247559547051917,"sma_dist":0.002509190640135328,"spy_runup":-0.011251485244549997},{"entry_date":"2021-09-23","exit_date":"2021-09-29","lookback":10,"slip":0.0015,"entry":25.77,"atr_prior":0.4139999999999997,"stop":25.356,"target":27.012,"exit":27.012,"reason":"target","net_return":0.04484670909722732,"train":true,"max_gain_R":3.2125603864734367,"mom20":0.006247559547051917,"sma_dist":0.002509190640135328,"spy_runup":-0.011251485244549997}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills.
https://www.conagrabrands.com/news-room/news-conagra-brands-reports-solid-first-quarter-results-prn-122783 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all
CAG SEP1202 event 2021-10-07 T3 levels and cost outcomes = 2.0214517598776016
Catalyst run-ups2026-09-12 02:20
{"event":"2021-10-07","variants":[{"entry_date":"2021-10-04","exit_date":"2021-10-06","lookback":3,"slip":0.0005,"entry":26.12,"atr_prior":0.44350000000000006,"stop":25.6765,"target":27.4505,"exit":26.68,"reason":"time","net_return":0.020214517598776016,"train":true,"max_gain_R":1.443066516347239,"mom20":0.006949806949806847,"sma_dist":0.007260930016993461,"spy_runup":0.004384560435500173},{"entry_date":"2021-10-04","exit_date":"2021-10-06","lookback":3,"slip":0.0015,"entry":26.12,"atr_prior":0.44350000000000006,"stop":25.6765,"target":27.4505,"exit":26.68,"reason":"time","net_return":0.018176125426956125,"train":true,"max_gain_R":1.443066516347239,"mom20":0.006949806949806847,"sma_dist":0.007260930016993461,"spy_runup":0.004384560435500173}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills.
https://www.conagrabrands.com/news-room/news-conagra-brands-reports-solid-first-quarter-results-prn-122783 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all
CAG SEP1202 event 2021-10-07 T5 levels and cost outcomes = -1.7266130899165066
Catalyst run-ups2026-09-12 02:20
{"event":"2021-10-07","variants":[{"entry_date":"2021-09-30","exit_date":"2021-09-30","lookback":5,"slip":0.0005,"entry":26.7,"atr_prior":0.4295,"stop":26.2705,"target":27.9885,"exit":26.2705,"reason":"stop","net_return":-0.017266130899165066,"train":true,"max_gain_R":0.2561117578579731,"mom20":0.046429964884900476,"sma_dist":0.0368823938761309,"spy_runup":-0.0025684931506849695},{"entry_date":"2021-09-30","exit_date":"2021-09-30","lookback":5,"slip":0.0015,"entry":26.7,"atr_prior":0.4295,"stop":26.2705,"target":27.9885,"exit":26.2705,"reason":"stop","net_return":-0.019229636604291,"train":true,"max_gain_R":0.2561117578579731,"mom20":0.046429964884900476,"sma_dist":0.0368823938761309,"spy_runup":-0.0025684931506849695}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills.
https://www.conagrabrands.com/news-room/news-conagra-brands-reports-solid-first-quarter-results-prn-122783 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all
CAG SEP1202 event 2021-07-13 T10 levels and cost outcomes = 0.5371776994162358
Catalyst run-ups2026-09-12 02:20
{"event":"2021-07-13","variants":[{"entry_date":"2021-06-28","exit_date":"2021-07-12","lookback":10,"slip":0.0005,"entry":27.36,"atr_prior":0.43300000000000055,"stop":26.927,"target":28.659000000000002,"exit":27.54,"reason":"time","net_return":0.005371776994162358,"train":true,"max_gain_R":1.7321016166281733,"mom20":-0.059855521155830815,"sma_dist":-0.04123765589096828,"spy_runup":0.023220279545112854},{"entry_date":"2021-06-28","exit_date":"2021-07-12","lookback":10,"slip":0.0015,"entry":27.36,"atr_prior":0.43300000000000055,"stop":26.927,"target":28.659000000000002,"exit":27.54,"reason":"time","net_return":0.0033630406699456383,"train":true,"max_gain_R":1.7321016166281733,"mom20":-0.059855521155830815,"sma_dist":-0.04123765589096828,"spy_runup":0.023220279545112854}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills.
https://www.conagrabrands.com/news-room/news-conagra-brands-reports-strong-fy21-fourth-quarter-and-full-year-results-prn-122776 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all
CAG SEP1202 event 2021-07-13 T3 levels and cost outcomes = -0.44527029113181626
Catalyst run-ups2026-09-12 02:20
{"event":"2021-07-13","variants":[{"entry_date":"2021-07-08","exit_date":"2021-07-12","lookback":3,"slip":0.0005,"entry":27.63,"atr_prior":0.42100000000000026,"stop":27.209,"target":28.893,"exit":27.54,"reason":"time","net_return":-0.004452702911318163,"train":true,"max_gain_R":0.617577197149647,"mom20":-0.059681247880637445,"sma_dist":-0.0030021392489257837,"spy_runup":0.019364659496418968},{"entry_date":"2021-07-08","exit_date":"2021-07-12","lookback":3,"slip":0.0015,"entry":27.63,"atr_prior":0.42100000000000026,"stop":27.209,"target":28.893,"exit":27.54,"reason":"time","net_return":-0.006441809890346928,"train":true,"max_gain_R":0.617577197149647,"mom20":-0.059681247880637445,"sma_dist":-0.0030021392489257837,"spy_runup":0.019364659496418968}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills.
https://www.conagrabrands.com/news-room/news-conagra-brands-reports-strong-fy21-fourth-quarter-and-full-year-results-prn-122776 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all
CAG SEP1202 event 2021-07-13 T5 levels and cost outcomes = 0.09815072256287305
Catalyst run-ups2026-09-12 02:20
{"event":"2021-07-13","variants":[{"entry_date":"2021-07-06","exit_date":"2021-07-12","lookback":5,"slip":0.0005,"entry":27.48,"atr_prior":0.42550000000000043,"stop":27.0545,"target":28.756500000000003,"exit":27.54,"reason":"time","net_return":0.0009815072256287305,"train":true,"max_gain_R":1.0575793184488809,"mom20":-0.07875335120643434,"sma_dist":-0.018669903259201037,"spy_runup":0.0076221016280217935},{"entry_date":"2021-07-06","exit_date":"2021-07-12","lookback":5,"slip":0.0015,"entry":27.48,"atr_prior":0.42550000000000043,"stop":27.0545,"target":28.756500000000003,"exit":27.54,"reason":"time","net_return":-0.0010184573242463246,"train":true,"max_gain_R":1.0575793184488809,"mom20":-0.07875335120643434,"sma_dist":-0.018669903259201037,"spy_runup":0.0076221016280217935}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills.
https://www.conagrabrands.com/news-room/news-conagra-brands-reports-strong-fy21-fourth-quarter-and-full-year-results-prn-122776 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all
CAG SEP1202 event 2021-04-08 T10 levels and cost outcomes = -0.4711237895118736
Catalyst run-ups2026-09-12 02:20
{"event":"2021-04-08","variants":[{"entry_date":"2021-03-24","exit_date":"2021-04-07","lookback":10,"slip":0.0005,"entry":28.44,"atr_prior":0.5975000000000007,"stop":27.8425,"target":30.2325,"exit":28.34,"reason":"time","net_return":-0.004711237895118736,"train":true,"max_gain_R":2.041841004184096,"mom20":0.08643367155204817,"sma_dist":0.050986094701444884,"spy_runup":0.03986492051725543},{"entry_date":"2021-03-24","exit_date":"2021-04-07","lookback":10,"slip":0.0015,"entry":28.44,"atr_prior":0.5975000000000007,"stop":27.8425,"target":30.2325,"exit":28.34,"reason":"time","net_return":-0.006699828320346213,"train":true,"max_gain_R":2.041841004184096,"mom20":0.08643367155204817,"sma_dist":0.050986094701444884,"spy_runup":0.03986492051725543}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills.
https://www.conagrabrands.com/news-room/news-conagra-brands-reports-strong-third-quarter-results-prn-122766 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all
CAG SEP1202 event 2021-04-08 T3 levels and cost outcomes = -0.8198584643909435
Catalyst run-ups2026-09-12 02:20
{"event":"2021-04-08","variants":[{"entry_date":"2021-04-05","exit_date":"2021-04-07","lookback":3,"slip":0.0005,"entry":28.54,"atr_prior":0.6110000000000004,"stop":27.929,"target":30.373,"exit":28.34,"reason":"time","net_return":-0.008198584643909435,"train":true,"max_gain_R":0.4746317512274942,"mom20":0.07543593631539047,"sma_dist":-0.001144265469589012,"spy_runup":0.007742656449553076},{"entry_date":"2021-04-05","exit_date":"2021-04-07","lookback":3,"slip":0.0015,"entry":28.54,"atr_prior":0.6110000000000004,"stop":27.929,"target":30.373,"exit":28.34,"reason":"time","net_return":-0.010180207338144509,"train":true,"max_gain_R":0.4746317512274942,"mom20":0.07543593631539047,"sma_dist":-0.001144265469589012,"spy_runup":0.007742656449553076}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills.
https://www.conagrabrands.com/news-room/news-conagra-brands-reports-strong-third-quarter-results-prn-122766 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all
CAG SEP1202 event 2021-04-08 T5 levels and cost outcomes = -2.2692895032770055
Catalyst run-ups2026-09-12 02:20
{"event":"2021-04-08","variants":[{"entry_date":"2021-03-31","exit_date":"2021-04-01","lookback":5,"slip":0.0005,"entry":29.09,"atr_prior":0.6260000000000006,"stop":28.464,"target":30.968,"exit":28.464,"reason":"stop","net_return":-0.022692895032770055,"train":true,"max_gain_R":0,"mom20":0.11681348142474146,"sma_dist":0.03418924670165979,"spy_runup":0.02845738181225732},{"entry_date":"2021-03-31","exit_date":"2021-04-01","lookback":5,"slip":0.0015,"entry":29.09,"atr_prior":0.6260000000000006,"stop":28.464,"target":30.968,"exit":28.464,"reason":"stop","net_return":-0.024645558044190552,"train":true,"max_gain_R":0,"mom20":0.11681348142474146,"sma_dist":0.03418924670165979,"spy_runup":0.02845738181225732}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills.
https://www.conagrabrands.com/news-room/news-conagra-brands-reports-strong-third-quarter-results-prn-122766 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all
CAG SEP1202 event 2021-01-07 T10 levels and cost outcomes = -2.1395618452529686
Catalyst run-ups2026-09-12 02:20
{"event":"2021-01-07","variants":[{"entry_date":"2020-12-22","exit_date":"2021-01-05","lookback":10,"slip":0.0005,"entry":27.2,"atr_prior":0.4629999999999999,"stop":26.737,"target":28.589,"exit":26.65,"reason":"gap_stop","net_return":-0.021395618452529686,"train":true,"max_gain_R":1.5550755939524894,"mom20":0.002954209748892156,"sma_dist":0.007175569688317118,"spy_runup":0.014127764127764175},{"entry_date":"2020-12-22","exit_date":"2021-01-05","lookback":10,"slip":0.0015,"entry":27.2,"atr_prior":0.4629999999999999,"stop":26.737,"target":28.589,"exit":26.65,"reason":"gap_stop","net_return":-0.023350873427091412,"train":true,"max_gain_R":1.5550755939524894,"mom20":0.002954209748892156,"sma_dist":0.007175569688317118,"spy_runup":0.014127764127764175}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills.
https://www.conagrabrands.com/news-room/news-conagra-brands-reports-strong-second-quarter-results-prn-122760 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all
CAG SEP1202 event 2021-01-07 T3 levels and cost outcomes = -1.61376754142869
Catalyst run-ups2026-09-12 02:20
{"event":"2021-01-07","variants":[{"entry_date":"2021-01-04","exit_date":"2021-01-04","lookback":3,"slip":0.0005,"entry":27.48,"atr_prior":0.4109999999999999,"stop":27.069,"target":28.713,"exit":27.069,"reason":"stop","net_return":-0.0161376754142869,"train":true,"max_gain_R":0.14598540145985092,"mom20":0.030873493975903665,"sma_dist":0.010499898507132066,"spy_runup":-0.005050649984216893},{"entry_date":"2021-01-04","exit_date":"2021-01-04","lookback":3,"slip":0.0015,"entry":27.48,"atr_prior":0.4109999999999999,"stop":27.069,"target":28.713,"exit":27.069,"reason":"stop","net_return":-0.018103435777415577,"train":true,"max_gain_R":0.14598540145985092,"mom20":0.030873493975903665,"sma_dist":0.010499898507132066,"spy_runup":-0.005050649984216893}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills.
https://www.conagrabrands.com/news-room/news-conagra-brands-reports-strong-second-quarter-results-prn-122760 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all
CAG SEP1202 event 2021-01-07 T5 levels and cost outcomes = -1.7191722753050254
Catalyst run-ups2026-09-12 02:20
{"event":"2021-01-07","variants":[{"entry_date":"2020-12-30","exit_date":"2020-12-31","lookback":5,"slip":0.0005,"entry":27.48,"atr_prior":0.43999999999999984,"stop":27.04,"target":28.8,"exit":27.04,"reason":"stop","net_return":-0.017191722753050254,"train":true,"max_gain_R":0.3636363636363641,"mom20":-0.0036231884057971175,"sma_dist":0.01624138504462236,"spy_runup":0.0028925978421219245},{"entry_date":"2020-12-30","exit_date":"2020-12-31","lookback":5,"slip":0.0015,"entry":27.48,"atr_prior":0.43999999999999984,"stop":27.04,"target":28.8,"exit":27.04,"reason":"stop","net_return":-0.0191553771259122,"train":true,"max_gain_R":0.3636363636363641,"mom20":-0.0036231884057971175,"sma_dist":0.01624138504462236,"spy_runup":0.0028925978421219245}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills.
https://www.conagrabrands.com/news-room/news-conagra-brands-reports-strong-second-quarter-results-prn-122760 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all
3350.T C91202 Metaplanet denominator-driven BTC yield = 43000
Crypto majors2026-09-12 02:19
Sep11 effective SAR amendment:696->410shares/right;459000units underlying319464000->188190000(−41.1%);remaining236640000->105366000(−55.5%).82824000alreadyissued notcancelled;10JPYexerciseunchanged,unvested exercise2029/30/31,lockupAug17 2031. Effective dilutedshares1631543380Jun30->1500108824Sep11;BTC43000unchanged;reportedQTDyield8.8% reflectsdenominator, not3768BTCpurchased. Remainingexerciseproceeds1.05366bnJPY ifall exercised;notguaranteedcash.
https://contents.xj-storage.jp/xcontents/33500/d4cf9d42/889a/45f1/bd2c/dc39fe742609/140120260911535363.pdf
3350.T C91202 Metaplanet accounting reclassification calendar = 55607002520
Crypto majors2026-09-12 02:19
Sep11 issuer calls virtual EGM Dec18 10am, recordSep30, creditor objectionsDec16, effectiveDec30 planned. Capitalstock27,803,501,261JPY reduced to1JPY; capitalreserve27,803,501,260 to0, combined55,607,002,520 transferred toothercapital surplus.1,805,472,467JPY offsets retained deficit. Issuer says sharecount unchanged; no asset depletion or cashdistribution implied.
https://contents.xj-storage.jp/xcontents/33500/d2e50092/f9f0/460d/84e0/cac7fc3966d3/140120260911535362.pdf
3350.T C91202 Metaplanet Hong Kong operating subsidiary = 1000000
Crypto majors2026-09-12 02:19
Sep11 board approved wholly owned Hong Kong asset management subsidiary; initially planned capital USD1m, establishment September2026 scheduled; Asian execution/risk operations complement Miami MAM. Issuer expects minimal FY2026 impact. Not paid investment inflow or BTC purchase.
https://contents.xj-storage.jp/xcontents/33500/51596f91/9823/4191/a5f9/6ea19d289c1f/140120260911535285.pdf
CAG SEP1202 training OLS and bootstrap measurements = 71.89999999999999
Catalyst run-ups2026-09-12 02:19
{"stat":{"corr_mom_sma":0.7813254562010373,"corr_mom_return":0.06926546973409795,"reg_intercept":-0.004185869209876656,"reg_mom":-0.07371741363590972,"reg_sma":0.2676066232845614,"reg_r2":0.06350092294868181,"training_sample":17,"max_gain_R_q50":0.8538899430740096},"sim":{"paths":50000,"trades":20,"probe_notional":12.285,"probe_equity_fraction":0.014436127334046228,"p_loss_pct":71.89999999999999,"terminal_p05":848.7428872997455,"terminal_median":850.3892514066758,"terminal_p95":852.0979421559672,"fullfund_50pctgap_account_pct":2.8872254668092454,"assumed_gap_probability":"not assigned; bootstrap misses unseen gaps"}} Sample17training,simulation20hypotheticaleventsnot20days,seed91202; noforwardprobabilityassurance. Allamountsmodel-derived; actualapprovednotional0.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all
UNI/USD C91202 daily moments and 48-hour block-bootstrap risk = 82.29839352577255
Crypto majors2026-09-12 02:18
Completed daily2026Jan1–Sep11 returns, pairwiseBTCcorrelation; annualization365. HourlyMarch1–Sep12 01UTC returns,4634overlappingcomplete24hblocks;20000paths48h bysampling2blocks. Hourly-close exit; hypotheticalspot2ATRstop/net3Rtarget,25bpfees/10bpslip, notbuyrecommendation orforecastconditionalonentry. All measured figures {"s":"UNI","n":254,"vol_ann_pct":82.29839352577255,"skew":0.5674569636840611,"excess_kurt":3.1770327028610543,"q01_daily_pct":-8.797021698760114,"corr_BTC":0.6703887081853607,"gain20_high_p90_pct":56.44289521985547,"spot":6.048675,"atr14":0.6395765678571428,"stop":4.769521864285714,"target":10.05624401294969,"netrisk_pct":21.69818781347669,"hist_blocks":4634,"sim_N":20000,"stop_first_pct":0.01,"target_first_pct":0,"sim_ret_p01_pct":-13.1800777590165,"sim_ret_worst_pct":-24.744434510705915}
https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py C91202
LINK/USD C91202 daily moments and 48-hour block-bootstrap risk = 63.69334786266675
Crypto majors2026-09-12 02:18
Completed daily2026Jan1–Sep11 returns, pairwiseBTCcorrelation; annualization365. HourlyMarch1–Sep12 01UTC returns,4634overlappingcomplete24hblocks;20000paths48h bysampling2blocks. Hourly-close exit; hypotheticalspot2ATRstop/net3Rtarget,25bpfees/10bpslip, notbuyrecommendation orforecastconditionalonentry. All measured figures {"s":"LINK","n":254,"vol_ann_pct":63.69334786266675,"skew":0.24669117709870492,"excess_kurt":2.9845786704273447,"q01_daily_pct":-7.4296945714373175,"corr_BTC":0.8588838890319977,"gain20_high_p90_pct":37.260791648163924,"spot":11.53,"atr14":0.7008925922500001,"stop":10.1282148155,"target":16.059618926048984,"netrisk_pct":12.771015578330303,"hist_blocks":4634,"sim_N":20000,"stop_first_pct":0.21,"target_first_pct":0,"sim_ret_p01_pct":-9.689645036581835,"sim_ret_worst_pct":-14.817951548420039}
https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py C91202
HYPE/USD C91202 daily moments and 48-hour block-bootstrap risk = 86.10324297522678
Crypto majors2026-09-12 02:18
Completed daily2026Jan1–Sep11 returns, pairwiseBTCcorrelation; annualization365. HourlyMarch1–Sep12 01UTC returns,4634overlappingcomplete24hblocks;20000paths48h bysampling2blocks. Hourly-close exit; hypotheticalspot2ATRstop/net3Rtarget,25bpfees/10bpslip, notbuyrecommendation orforecastconditionalonentry. All measured figures {"s":"HYPE","n":206,"vol_ann_pct":86.10324297522678,"skew":0.38115102581027355,"excess_kurt":1.361797475483399,"q01_daily_pct":-9.152433156546667,"corr_BTC":0.5260004840354682,"gain20_high_p90_pct":63.47828158263793,"spot":78.77,"atr14":5.024531092392858,"stop":68.72093781521428,"target":111.13247067020134,"netrisk_pct":13.366581534033351,"hist_blocks":4634,"sim_N":20000,"stop_first_pct":1.52,"target_first_pct":0.015,"sim_ret_p01_pct":-13.683210776237392,"sim_ret_worst_pct":-17.932001171822208}
https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py C91202
SOL/USD C91202 daily moments and 48-hour block-bootstrap risk = 63.68074747916567
Crypto majors2026-09-12 02:18
Completed daily2026Jan1–Sep11 returns, pairwiseBTCcorrelation; annualization365. HourlyMarch1–Sep12 01UTC returns,4634overlappingcomplete24hblocks;20000paths48h bysampling2blocks. Hourly-close exit; hypotheticalspot2ATRstop/net3Rtarget,25bpfees/10bpslip, notbuyrecommendation orforecastconditionalonentry. All measured figures {"s":"SOL","n":254,"vol_ann_pct":63.68074747916567,"skew":-0.1610547074474313,"excess_kurt":2.7351763231239206,"q01_daily_pct":-8.061154168922405,"corr_BTC":0.8822694980613138,"gain20_high_p90_pct":32.05817587162669,"spot":102.035,"atr14":4.970497952964285,"stop":92.09400409407142,"target":134.72756388587206,"netrisk_pct":10.37288721817159,"hist_blocks":4634,"sim_N":20000,"stop_first_pct":1.0999999999999999,"target_first_pct":0,"sim_ret_p01_pct":-10.45272894738493,"sim_ret_worst_pct":-13.036761731517267}
https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py C91202
XRP/USD C91202 daily moments and 48-hour block-bootstrap risk = 65.13100165573942
Crypto majors2026-09-12 02:18
Completed daily2026Jan1–Sep11 returns, pairwiseBTCcorrelation; annualization365. HourlyMarch1–Sep12 01UTC returns,4634overlappingcomplete24hblocks;20000paths48h bysampling2blocks. Hourly-close exit; hypotheticalspot2ATRstop/net3Rtarget,25bpfees/10bpslip, notbuyrecommendation orforecastconditionalonentry. All measured figures {"s":"XRP","n":254,"vol_ann_pct":65.13100165573942,"skew":0.5569541268147922,"excess_kurt":11.748817265939337,"q01_daily_pct":-6.010696202012349,"corr_BTC":0.875072868537745,"gain20_high_p90_pct":40.17964969112699,"spot":1.360542495,"atr14":0.06757618035714288,"stop":1.2253901342857143,"target":1.804262725271644,"netrisk_pct":10.56253360733146,"hist_blocks":4634,"sim_N":20000,"stop_first_pct":0.28500000000000003,"target_first_pct":0.04,"sim_ret_p01_pct":-8.162800747730387,"sim_ret_worst_pct":-12.866273341940603}
https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py C91202
LTC/USD C91202 daily moments and 48-hour block-bootstrap risk = 49.665170102993144
Crypto majors2026-09-12 02:18
Completed daily2026Jan1–Sep11 returns, pairwiseBTCcorrelation; annualization365. HourlyMarch1–Sep12 01UTC returns,4634overlappingcomplete24hblocks;20000paths48h bysampling2blocks. Hourly-close exit; hypotheticalspot2ATRstop/net3Rtarget,25bpfees/10bpslip, notbuyrecommendation orforecastconditionalonentry. All measured figures {"s":"LTC","n":254,"vol_ann_pct":49.665170102993144,"skew":-0.26118321363956926,"excess_kurt":6.165896267931569,"q01_daily_pct":-6.745787803728555,"corr_BTC":0.805171854243774,"gain20_high_p90_pct":30.019072323794592,"spot":53.69345,"atr14":2.490703183071428,"stop":48.71204363385714,"target":70.1477141271181,"netrisk_pct":9.910897640282645,"hist_blocks":4634,"sim_N":20000,"stop_first_pct":0.255,"target_first_pct":0,"sim_ret_p01_pct":-7.713471659078926,"sim_ret_worst_pct":-12.522325850711201}
https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py C91202
ETH/USD C91202 daily moments and 48-hour block-bootstrap risk = 63.38457570261668
Crypto majors2026-09-12 02:18
Completed daily2026Jan1–Sep11 returns, pairwiseBTCcorrelation; annualization365. HourlyMarch1–Sep12 01UTC returns,4634overlappingcomplete24hblocks;20000paths48h bysampling2blocks. Hourly-close exit; hypotheticalspot2ATRstop/net3Rtarget,25bpfees/10bpslip, notbuyrecommendation orforecastconditionalonentry. All measured figures {"s":"ETH","n":254,"vol_ann_pct":63.38457570261668,"skew":0.17838432077752048,"excess_kurt":5.170328076086579,"q01_daily_pct":-8.586263254489678,"corr_BTC":0.9129927114837448,"gain20_high_p90_pct":35.05958260725919,"spot":2514.15,"atr14":95.36010083307143,"stop":2323.4297983338574,"target":3157.017175518293,"netrisk_pct":8.23108663078267,"hist_blocks":4634,"sim_N":20000,"stop_first_pct":3.09,"target_first_pct":0.04,"sim_ret_p01_pct":-9.055131629649301,"sim_ret_worst_pct":-12.315478215898178}
https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py C91202