Notes

A news scan found the following data: Completed daily returns from January 1, 2026, to September 11, and pairwise BTC correlation, with annualization of 365 days. Hourly returns from March 1 to September 12 at 01 UTC, with 4634 overlapping complete 24-hour blocks, and 20000 paths for 48 hours by sampling 2 blocks. The data includes hourly close exit, and a hypothetical spot with a 2 ATR stop and a net 3R target, with 25bp fees and 10bps lip, which is not a buy recommendation or forecast conditional on entry. All measured figures are as follows: the symbol is BTC, the number of data points is 254, the annualized volatility is 46.46%, the skew is -0.31, the excess kurtosis is 7.55, the 1st percentile daily return is -5.82%, the correlation with BTC is 1, the 90th percentile 20-day high gain is 20.51%, the spot price is 77249.81, the 14-day ATR is 2222.34, the stop price is 72805.12, the target price is 92756.40, the net risk is 6.41%, the number of historical blocks is 4634, the number of simulations is 20000, the percentage of first stop is 3.36%, the percentage of first target is 0.01%, the 1st percentile simulated return is -6.99%, and the worst simulated return is -10.81%. https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py C91202

A corrected source was identified from company tickers, specifically the TLX ticker, which succeeded after a direct 403 error, allowing access to the Securities and Exchange Commission (SEC) Edgar filings. The latest filing is a September 2 6K form, which can be found at https://www.sec.gov/Archives/edgar/data/2007191/000162828026059952/telix-6kphase3bipassenroll.htm, in addition to a September 1 chairman announcement and August 20 financials. This is not a Pixclara decision. This recovery replaces an initial access gap and does not indicate an unknown status. No exact decision date or hour can be inferred. https://data.sec.gov/submissions/CIK0002007191.json

A new comparative experiment was conducted with a 2R trail rule that was not frozen. The results are shown in terms of return, drawdown, win rate, and mean trade in percent. The data is based on historical current-universe bias, with missing bars reindexed and no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trades. Every cell was retained. The results are as follows: for UNI with an hourly time frame, a limit of 30, a slip of 0.001, and a start date of 2026-01-01, the return percentage was 28.284310519293076, the drawdown percentage was 20.108710422611765, the number of trades was 3, the win rate was 66.66666666666666, the mean trade was 14.4721679361782, the average win was 26.000942925147108, and the average loss was -8.585382041759615. For UNI with an hourly time frame, a limit of 30, a slip of 0.002, and a start date of 2024-01-01, the return percentage was -41.08687055518339, the drawdown percentage was 61.66962896590247, the number of trades was 15, the win rate was 26.666666666666668, the mean trade was -1.5040219587699477, the average win was 31.36961063231848, and the average loss was -13.458070173711192. For UNI with an hourly time frame, a limit of 30, a slip of 0.002, and a start date of 2026-01-01, the return percentage was 27.995573915220074, the drawdown percentage was 20.108710422611765, the number of trades was 3, the win rate was 66.66666666666666, the mean trade was 14.443783713009717, the average win was 26.000138359064373, and the average loss was -8.668925579099596. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was conducted with a 2R trail rule that was not frozen. The results are reported in terms of return, drawdown, win rate, and mean trade in percent. The experiment used historical current-universe bias, reindexed missing bars, and did not use entry-bar exit or ideal intrabar stops that are not live for 15 minutes. Every cell was retained. The results are as follows: for UNI with an hourly time frame, a length of 20, a slip of 0.002, and a start date of 2024-01-01T00:00:00Z, the return percentage was -14.147679738672302, the drawdown percentage was 55.01293069044214, the number of trades was 15, the win rate was 33.33333333333333 percent, the mean trade was 0.8802181850772439 percent, the average win was 27.719373294931515 percent, and the average loss was -12.539359369849896 percent. For the same settings but with a start date of 2026-01-01T00:00:00Z, the return percentage was -16.83139824947808, the drawdown percentage was 46.396411169802555, the number of trades was 6, the win rate was 16.666666666666664 percent, the mean trade was 0.08298392678501298 percent, the average win was 37.39755175278112 percent, and the average loss was -7.379929638414209 percent. For UNI with an hourly time frame, a length of 30, a slip of 0.001, and a start date of 2024-01-01T00:00:00Z, the return percentage was -40.664061694857445, the drawdown percentage was 61.31849026501961, the number of trades was 15, the win rate was 26.666666666666668 percent, the mean trade was -1.4736130210736675 percent, the average win was 31.255440680075026 percent, and the average loss was -13.375087094218644 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was conducted without a frozen trail rule that allows for a 2R trail. The results are reported as return, drawdown, win rate, and mean trade in percent. The data is based on historical current-universe bias, with missing bars reindexed and no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trades. Every cell was retained. The experiment included the following results for UNI/USD: a return of -3.60 percent, a drawdown of 37.54 percent, 6 trades, a win rate of 16.67 percent, and a mean trade of -0.67 percent, starting on 2026-01-01; a return of -13.33 percent, a drawdown of 54.82 percent, 15 trades, a win rate of 33.33 percent, and a mean trade of 0.93 percent, starting on 2024-01-01; and a return of -16.14 percent, a drawdown of 45.92 percent, 6 trades, a win rate of 16.67 percent, and a mean trade of 0.18 percent, starting on 2026-01-01. The data included average win and loss amounts, as well as the number of targets and missing values. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was conducted without a frozen trail rule and a 2R trail. The results are reported in percent for return, drawdown, and win rate, with a historical current-universe bias and missing bars reindexed, and no entry-bar exit, using ideal intrabar stops, but not live for 15 minutes. Every cell was retained. The experiment included three scenarios: one starting on 2024-01-01T00:00:00Z with a slip of 0.001, one starting on 2026-01-01T00:00:00Z with a slip of 0.001, and one starting on 2024-01-01T00:00:00Z with a slip of 0.002. The results were as follows: for the first scenario, the return was -51.94678548544584 percent, the drawdown was 68.38356562128361 percent, there were 20 trades, the win rate was 25 percent, the mean trade was -2.2029553687834538 percent, the average win was 23.82876602102521 percent, and the average loss was -10.880195832053007 percent. For the second scenario, the return was -2.816512879252009 percent, the drawdown was 37.03809208871728 percent, there were 6 trades, the win rate was 16.666666666666664 percent, the mean trade was -0.5743441587260738 percent, the average win was 31.80954447035196 percent, and the average loss was -7.051121884541681 percent. For the third scenario, the return was -52.926370877764974 percent, the drawdown was 68.99631229721892 percent, there were 20 trades, the win rate was 25 percent, the mean trade was -2.2883844320533773 percent, the average win was 23.882490691934326 percent, and the average loss was -11.012009473382612 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was conducted with a 2R trail rule that was not frozen. The results are reported in percent for return, drawdown, and win rate, with a historical current-universe bias and missing bars reindexed, and no entry-bar exit, using ideal intrabar stops, but not live for 15 minutes. Every cell was retained. The experiment included the following results: for UNI with a daily time frame, a leverage of 30, a slip of 0.001, and a start date of 2026-01-01, the return percentage was 4.716744402699158, the drawdown percentage was 20.991756830838405, the number of trades was 1, the win rate was 0, and the mean trade was -10.319171104872659. For UNI with a daily time frame, a leverage of 30, a slip of 0.002, and a start date of 2024-01-01, the return percentage was -42.38187181964514, the drawdown percentage was 67.20056931727414, the number of trades was 14, the win rate was 35.714285714285715, the mean trade was -2.249742173866249, the average win was 18.20953986837527, and the average loss was -13.616009975111536. For UNI with a daily time frame, a leverage of 30, a slip of 0.002, and a start date of 2026-01-01, the return percentage was 4.518824436545854, the drawdown percentage was 20.98344745544377, the number of trades was 1, the win rate was 0, and the mean trade was -10.399250521279091. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done without a frozen 2R trail rule. The results are shown for the UNI/USD pair, including return, drawdown, win rate, and mean trade in percent. The historical current-universe bias was used, with missing bars reindexed and no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trading. Every cell was retained. The results are as follows: for a daily time frame with a length of 20, a slip of 0.002, and a start date of 2024-01-01, the return percentage was -38.75436907657814, the drawdown percentage was 64.84611783731292, the number of trades was 14, the win rate was 42.857142857142854, the mean trade was -1.8138398421859763, the average win was 16.085075689481766, and the average loss was -15.238026490936782. For a daily time frame with a length of 20, a slip of 0.002, and a start date of 2026-01-01, the return percentage was 32.55705116550591, the drawdown percentage was 18.871806489102905, the number of trades was 4, the win rate was 50, the mean trade was 9.75574624481364, the average win was 32.199588799351844, and the average loss was -12.68809630972456. For a daily time frame with a length of 30, a slip of 0.001, and a start date of 2024-01-01, the return percentage was -41.68708084992892, the drawdown percentage was 66.6853146978827, the number of trades was 14, the win rate was 35.714285714285715, the mean trade was -2.175538900972127, the average win was 18.245037303093113, and the average loss was -13.52030345878615. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was conducted without a frozen trail rule that allows for a 2R trail. The results are reported as return, drawdown, and win rate in percent, taking into account historical current-universe bias, missing bars reindexed, and no entry-bar exit, with ideal intrabar stops not applied in real-time on a 15-minute basis. Every cell from the experiment was retained. The experiment included three scenarios: one with ticker UNI, daily time frame, 15 length, 0.002 slip, starting on 2026-01-01, which had a return of 38.703735945487836 percent, a drawdown of 27.058242109550314 percent, 5 trades, a win rate of 40 percent, a mean trade of 8.643598281414485 percent, an average win of 32.19958879935185 percent, and an average loss of -7.060395397210424 percent. Another scenario had the same ticker and time frame, but with a length of 20, 0.001 slip, starting on 2024-01-01, resulting in a return of -38.0179095001473 percent, a drawdown of 64.29387653931362 percent, 14 trades, a win rate of 42.857142857142854 percent, a mean trade of -1.7387638902040536 percent, an average win of 16.149846396568808 percent, and an average loss of -15.1552216052837 percent. The last scenario had the same parameters as the second, but started on 2026-01-01, and had a return of 32.83939603366497 percent, a drawdown of 18.886746159805302 percent, 4 trades, a win rate of 50 percent, a mean trade of 9.800102763066135 percent, an average win of 32.21280470247487 percent, and an average loss of -12.612599176342604 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done on the UNI/USD trading pair. This experiment did not use a frozen trail rule, which is a rule that helps decide when to sell or buy, and it used a 2R trail rule, where R means the risk amount. The results are shown in percentages and include return, drawdown, win rate, and mean trade. The data was taken from the daily time frame, which means the data is based on daily price changes. The slip, or the difference between expected and actual prices, was 0.001 or 0.002. The experiment started on January 1, 2024, or January 1, 2026. The results are as follows: for the experiment starting on January 1, 2024, with a slip of 0.001, the return was -63.97%, the drawdown was 79.59%, there were 17 trades, the win rate was 29.41%, and the mean trade was -4.46%. For the experiment starting on January 1, 2026, with a slip of 0.001, the return was 39.43%, the drawdown was 26.91%, there were 5 trades, the win rate was 40%, and the mean trade was 8.74%. For the experiment starting on January 1, 2024, with a slip of 0.002, the return was -64.53%, the drawdown was 79.92%, there were 17 trades, the win rate was 29.41%, and the mean trade was -4.54%. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done without a frozen 2R trail rule. The results are shown as return, drawdown, win rate, and mean trade in percent. The data is based on historical current-universe bias, with missing bars reindexed and no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trades. Every cell was retained. The results for LINK/USD are as follows: for a start date of 2026-01-01T00:00:00Z, the return percentage was -8.22, the drawdown percentage was 29.04, the win rate was 28.57, and the mean trade was -0.46. For a start date of 2024-01-01T00:00:00Z, the return percentage was 69.88, the drawdown percentage was 42.97, the win rate was 50, and the mean trade was 7.97. For a start date of 2026-01-01T00:00:00Z with a different slip value, the return percentage was -13.23, the drawdown percentage was 29.37, the win rate was 33.33, and the mean trade was -1.79. A slip value refers to the difference between expected and actual trade prices. Drawdown means the largest decrease in value. Win rate is the percentage of winning trades. Mean trade is the average profit or loss per trade. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done without a frozen 2R trail rule. The results are shown for the LINK stock, with return, drawdown, win rate, and mean trade in percent. Historical current-universe bias was used, with missing bars reindexed and no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trades. Every cell was retained. The results are as follows: for LINK stock with hourly time frame, 20 length, 0.002 slip, starting on 2024-01-01, the return was 40.27 percent, drawdown was 42.97 percent, win rate was 40 percent, mean trade was 4.35 percent, average win was 26.68 percent, average loss was -10.54 percent, with 3 targets, 0 reconcile, and 8 missing bars. For the same stock with the same time frame and length, but starting on 2026-01-01, the return was -10.13 percent, drawdown was 21.34 percent, win rate was 28.57 percent, mean trade was -1.02 percent, average win was 13.19 percent, average loss was -6.71 percent, with 1 target, 0 reconcile, and 1 missing bar. For LINK stock with hourly time frame, 30 length, 0.001 slip, starting on 2024-01-01, the return was 71.53 percent, drawdown was 42.77 percent, win rate was 50 percent, mean trade was 8.06 percent, average win was 27.59 percent, average loss was -11.47 percent, with 2 targets, 0 reconcile, and 8 missing bars. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done with the LINK/USD trading system, using a 2R trail rule that was not frozen. The results are based on historical data, with some missing bars reindexed and no exit on the entry bar. Ideal intrabar stops were used, but they were not live for 15 minutes. Every cell was kept in the analysis. The results are as follows: for a system with a 15-length parameter, starting on 2026-01-01, the return was 3.016 percent, the drawdown was 21.338 percent, and the win rate was 42.857 percent. For a system with a 20-length parameter, starting on 2024-01-01, the return was 42.199 percent, the drawdown was 42.587 percent, and the win rate was 40 percent. For a system with a 20-length parameter, starting on 2026-01-01, the return was -2.666 percent, the drawdown was 21.189 percent, and the win rate was 42.857 percent. The specific details for each system are: for the first system, the average win was 8.927 percent, the average loss was -5.270 percent, and there was one target. For the second system, the average win was 26.681 percent, the average loss was -10.412 percent, and there were three targets. For the third system, the average win was 9.264 percent, the average loss was -6.805 percent, and there was one target. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done with the LINK/USD trading system, using a 2R trail rule that was not frozen. The results are shown for three different scenarios. The return, drawdown, win rate, and mean trade are given as percentages. The historical current-universe bias was used, with missing bars reindexed and no entry-bar exit. Ideal intrabar stops were used, but not in a live 15-minute setting. Every cell was retained. The results are as follows: for the scenario starting on 2024-01-01, the return was 36.08344203129646 percent, the drawdown was 45.950274811687194 percent, there were 19 trades, the win rate was 31.57894736842105 percent, and the mean trade was 3.6864082531425026 percent. For the scenario starting on 2026-01-01, the return was 10.850003777159522 percent, the drawdown was 17.490720942579774 percent, there were 8 trades, the win rate was 37.5 percent, and the mean trade was 1.8586365868245052 percent. For the scenario starting on 2024-01-01 with a slip of 0.002, the return was 33.632567603179766 percent, the drawdown was 46.41913496445773 percent, there were 19 trades, the win rate was 31.57894736842105 percent, and the mean trade was 3.610983539191068 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done with the LINK/USD pair, using a daily time frame and a trail rule with a 2R value that was not frozen. The results are based on historical data with a current-universe bias, missing bars reindexed, and no exit on the entry bar, with ideal intrabar stops that are not live for 15 minutes. Every cell from the experiment was retained. The results are as follows: for a start date of 2026-01-01, the return was 13.976633132559924 percent, the drawdown was 19.665242461431642 percent, there were 5 trades, the win rate was 40 percent, the mean trade was 3.6710313576921005 percent, the average win was 21.68370281112245 percent, and the average loss was -8.337416277928133 percent. For a start date of 2024-01-01, the return was 50.06095906858994 percent, the drawdown was 34.58795020176968 percent, there were 9 trades, the win rate was 44.44444444444444 percent, the mean trade was 7.4616565743387 percent, the average win was 29.555648213701215 percent, and the average loss was -10.21353673715131 percent. For a start date of 2026-01-01 with a slip value of 0.002, the return was 14.147629508338454 percent, the drawdown was 19.734146140670717 percent, there were 5 trades, the win rate was 40 percent, the mean trade was 3.7241149243014955 percent, the average win was 21.94247018927804 percent, and the average loss was -8.421455252349535 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done with the LINK/USD pair, using a daily time frame and not freezing the trail rule. The results show return, drawdown, and win rates in percent, with historical current-universe bias and missing bars reindexed, and no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trades. Every cell was retained. The results are as follows: for a start date of 2024-01-01, the return percentage was -1.59, the drawdown percentage was 46.09, the win rate was 33.33, the mean trade was 2.22, the average win was 29.69, and the average loss was -11.52. For a start date of 2026-01-01, the return percentage was 2.21, the drawdown percentage was 24.80, the win rate was 28.57, the mean trade was 1.15, the average win was 21.94, and the average loss was -7.17. For a different set of parameters, starting on 2024-01-01, the return percentage was 51.41, the drawdown percentage was 34.22, the win rate was 44.44, the mean trade was 7.54, the average win was 29.56, and the average loss was -10.07. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done on the LINK/USD market, without a frozen trail rule that adds 2 times the risk. The results are shown as return, drawdown, and win rate in percent. The data is from the historical current universe with bias, and missing bars were reindexed. There was no exit on the entry bar, and ideal intrabar stops were not used in live 15-minute trading. Every cell was kept in the results. The results are as follows: for a daily time frame with a length of 15, a slip of 0.002, and a start date of 2026-01-01, the return was 10.59 percent, the drawdown was 23.11 percent, there were 8 trades, the win rate was 37.5 percent, the mean trade was 2.03 percent, the average win was 16.62 percent, and the average loss was -6.73 percent. For a daily time frame with a length of 20, a slip of 0.001, and a start date of 2024-01-01, the return was -0.57 percent, the drawdown was 45.91 percent, there were 15 trades, the win rate was 33.33 percent, the mean trade was 2.27 percent, the average win was 29.65 percent, and the average loss was -11.43 percent. For a daily time frame with a length of 20, a slip of 0.001, and a start date of 2026-01-01, the return was 2.46 percent, the drawdown was 24.51 percent, there were 7 trades, the win rate was 28.57 percent, the mean trade was 1.17 percent, the average win was 21.68 percent, and the average loss was -7.04 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done on the LINK/USD market. This experiment did not use a frozen trail rule, which is a rule that helps decide when to sell or buy. The results are shown as return, drawdown, win rate, and mean trade in percent. The data was taken from the daily market, with a slip of 0.001 or 0.002, which means a small amount was added or subtracted from the price. The experiment started on January 1, 2024, or January 1, 2026. The results are: for the first experiment starting January 1, 2024, with a slip of 0.001, the return was -5.29 percent, the drawdown was 56.82 percent, there were 18 trades, the win rate was 27.78 percent, the mean trade was 2.00 percent, the average win was 35.85 percent, and the average loss was -11.02 percent. For the second experiment starting January 1, 2026, with a slip of 0.001, the return was 11.09 percent, the drawdown was 22.67 percent, there were 8 trades, the win rate was 37.5 percent, the mean trade was 2.07 percent, the average win was 16.52 percent, and the average loss was -6.60 percent. For the third experiment starting January 1, 2024, with a slip of 0.002, the return was -6.28 percent, the drawdown was 57.18 percent, there were 18 trades, the win rate was 27.78 percent, the mean trade was 1.96 percent, the average win was 35.98 percent, and the average loss was -11.12 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done without a frozen 2R trail rule. The results are shown as return, drawdown, win rate, and mean in percent. The data was taken from the historical current universe with bias, missing bars were reindexed, and there was no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trades. Every cell was kept. The results are as follows: for HYPE with an hourly time frame, a limit of 30, a slip of 0.001, and a start date of 2026-01-01, the return percentage was 52.9106429473986, the drawdown percentage was 12.37666667486802, the number of trades was 3, the win rate was 66.66666666666666, and the mean trade was 16.894875522116813. For HYPE with an hourly time frame, a limit of 30, a slip of 0.002, and a start date of 2024-01-01, there was an error due to no period data. For HYPE with an hourly time frame, a limit of 30, a slip of 0.002, and a start date of 2026-01-01, the return percentage was 68.59725854737397, the drawdown percentage was 6.5321821678464564, the number of trades was 2, the win rate was 100, and the mean trade was 30.06613616586451. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was conducted without a frozen 2R trail rule. The results are reported in terms of return, drawdown, win rate, and mean trade in percent. The experiment used historical current-universe bias, reindexed missing bars, and did not use entry-bar exit or ideal intrabar stops, with a 15-minute interval. Every cell was retained. The experiment tested the HYPE stock with the following parameters: hourly time frame, 20 units of leverage, and 0.002 slip, starting on 2024-01-01 and 2026-01-01. The results were: for the 2026 start, a return of 82.24 percent, a drawdown of 24.02 percent, 6 trades, a win rate of 66.67 percent, a mean trade of 11.75 percent, an average win of 21.43 percent, and an average loss of -7.63 percent. For the 2024 start with 20 units of leverage, and for the 2024 start with 30 units of leverage and 0.001 slip, there was an error due to no period data. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done with the HYPE/USD trading system, using a 2R trail rule that was not frozen. The results are based on historical data, with some adjustments made to account for missing information and to ensure that the data is consistent. The system was tested with different settings, including a 15-minute time frame and a 20-minute time frame. The results for the 15-minute time frame, starting from January 1, 2026, were a return of 48.14%, a drawdown of 28.31%, and a win rate of 50%. The average winning trade was 21.43%, and the average losing trade was -8.65%. For the 20-minute time frame, starting from January 1, 2024, there was an error because there was no data for that period. For the 20-minute time frame, starting from January 1, 2026, the results were a return of 82.84%, a drawdown of 23.65%, and a win rate of 66.67%. The average winning trade was 21.42%, and the average losing trade was -7.49%. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was conducted without a frozen 2R trail rule. The results are reported as return, drawdown, win rate, and mean in percent, considering historical current-universe bias, missing bars reindexed, and no entry-bar exit, with ideal intrabar stops not live for 15 minutes. Every cell was retained. The experiment included the following data points: for HYPE with an hourly time frame, a limit of 15, a slip of 0.001, and a start date of 2024-01-01, there was an error due to no period data. For HYPE with the same parameters but a start date of 2026-01-01, the results were a return percentage of 49.05728616645233, a drawdown percentage of 28.032572643207253, 8 trades, a win rate of 50, a mean trade of 6.451616260740149, an average win of 21.42347933250016, an average loss of -8.520246811019863, 2 targets, 0 reconciliations, and 1 missing data point. For HYPE with a slip of 0.002 and a start date of 2024-01-01, there was again an error due to no period data. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done without a frozen 2R trail rule. The results are shown as return, drawdown, win rate, and mean in percent. The data was taken from the historical current universe with bias, missing bars were reindexed, and there was no entry-bar exit. Ideal intrabar stops were not used in live 15-minute trades. Every cell was kept. The results for HYPE are as follows: for a daily trade with a length of 30, a slip of 0.001, and a start date of 2026-01-01, the return was 68.44212963502474 percent, the drawdown was 5.425385519469394 percent, there were 2 trades, the win rate was 100 percent, and the mean trade was 30.07394067010617 percent. For a daily trade with a length of 30, a slip of 0.002, and a start date of 2024-01-01, there was an error because there was no period data. For a daily trade with a length of 30, a slip of 0.002, and a start date of 2026-01-01, the return was 68.3778485943259 percent, the drawdown was 5.425385519469406 percent, there were 2 trades, the win rate was 100 percent, and the mean trade was 30.06499823013161 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was conducted without a frozen 2R trail rule. The results are reported in percent for return, drawdown, win rate, and mean trade, considering historical current-universe bias, reindexed missing bars, and no entry-bar exit, with ideal intrabar stops not applied in a live 15-minute setting. Every cell from the experiment was retained. The experiment included the following data points: for HYPE with a daily time frame, leverage of 20, slip of 0.002, and start date of 2024-01-01T00:00:00Z, there was an error due to no period data. For HYPE with the same daily time frame, leverage of 20, slip of 0.002, but start date of 2026-01-01T00:00:00Z, the results were a return of 84.84535274024194 percent, drawdown of 15.477298636129866 percent, 5 trades, a win rate of 80 percent, mean trade of 14.186286878232806 percent, average win of 19.081061932851185 percent, average loss of -5.392813340240698 percent, 2 targets, 0 reconciliations, and 0 missing data points. For HYPE with a daily time frame, leverage of 30, slip of 0.001, and start date of 2024-01-01T00:00:00Z, there was an error due to no period data. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was conducted with a 2R trail rule that was not frozen. The results are reported in percent and include return, drawdown, win rate, and mean trade, with a historical current-universe bias and missing bars reindexed, and no entry-bar exit, using ideal intrabar stops, but not in real-time 15-minute intervals. Every cell was retained. The results for two experiments are as follows: for HYPE with a daily time frame, a length of 15, a slip of 0.002, and a start date of 2026-01-01T00:00:00Z, the return was 68.32044991642907 percent, the drawdown was 23.033503894949092 percent, there were 6 trades, the win rate was 66.66666666666666 percent, the mean trade was 10.33193023082343 percent, the average win was 19.081061932851185 percent, and the average loss was -7.166333173232081 percent. For HYPE with a daily time frame, a length of 20, a slip of 0.001, and a start date of 2026-01-01T00:00:00Z, the return was 85.28913479863844 percent, the drawdown was 15.223222040416918 percent, there were 5 trades, the win rate was 80 percent, the mean trade was 14.213729736284577 percent, the average win was 19.068014466344863 percent, and the average loss was -5.203409183956564 percent. Another experiment with a start date of 2024-01-01T00:00:00Z reported an error due to no period data. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202