Notes

A new comparative experiment was done with the LTC/USD trading 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, and missing bars were reindexed. The experiment did not use an entry-bar exit and ideal intrabar stops were not used in live 15-minute trading. Every cell from the experiment was retained. The results are as follows: for the period starting on 2024-01-01T00:00:00Z, the return was -36.877394682030705 percent, the drawdown was 50.028969321075465 percent, there were 19 trades, the win rate was 31.57894736842105 percent, the mean trade was -1.1897961268028807 percent, the average win was 20.32102404427103 percent, and the average loss was -11.117866974990841 percent. For the period starting on 2026-01-01T00:00:00Z, the return was -0.380617627682045 percent, the drawdown was 15.150267928217186 percent, there were 3 trades, the win rate was 33.33333333333333 percent, the mean trade was 0.3826320614360649 percent, the average win was 15.007878957765918 percent, and the average loss was -6.929991386728862 percent. For another experiment starting on 2024-01-01T00:00:00Z with a slip value of 0.002, the return was -28.336859567999063 percent, the drawdown was 46.275464249493666 percent, there were 18 trades, the win rate was 33.33333333333333 percent, the mean trade was -0.5896829578145907 percent, the average win was 20.331567990135124 percent, and the average loss was -11.05030843178945 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 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, which are not available in live 15-minute trading. Every cell from the experiment was retained. The results are as follows: for ETH 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 -6.428268218046673, the drawdown percentage was 17.599018141064015, the number of trades was 5, the win rate was 40, the mean trade was -0.09324043847874774, the average win was 8.084064937791357, the average loss was -5.544777355992151, the number of targets was 1, the reconcile value was 0, and the number of missing values was 1. For ETH 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 153.43026117592373, the drawdown percentage was 22.14868590745421, the number of trades was 14, the win rate was 64.28571428571429, the mean trade was 7.721548898509857, the average win was 16.998165657006126, the average loss was -8.976361266783432, the number of targets was 4, the reconcile value was 0, and the number of missing values was 3. For ETH 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 -6.838020611576933, the drawdown percentage was 17.75159031318839, the number of trades was 5, the win rate was 40, the mean trade was -0.15283494670783382, the average win was 8.119058401249868, the average loss was -5.667430512012968, the number of targets was 1, the reconcile value was 0, and the number of missing values was 1. 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 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 ETH with an hourly timeframe, a length of 20, a slip of 0.002, and a start date of 2024-01-01, the return percentage was 81.14596729163728, the drawdown percentage was 36.419187082048644, the number of trades was 19, the win rate was 52.63157894736842, the mean trade was 4.003253081844966, the average win was 14.960919518408733, and the average loss was -8.171931847670331. For ETH with an hourly timeframe, a length of 20, a slip of 0.002, and a start date of 2026-01-01, the return percentage was 9.876001632725394, the drawdown percentage was 21.080429688894988, the number of trades was 6, the win rate was 66.66666666666666, the mean trade was 2.583755033662187, the average win was 5.832419177789533, and the average loss was -3.913573254592506. For ETH with an hourly timeframe, a length of 30, a slip of 0.001, and a start date of 2024-01-01, the return percentage was 154.72415808020736, the drawdown percentage was 21.848818621497145, the number of trades was 14, the win rate was 64.28571428571429, the mean trade was 7.751297687604859, the average win was 17.008886938323474, and the average loss was -8.91236296368865. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was conducted with the ETH/USD pair, using a trail rule with a 2R value that is not frozen. The results are based on historical data, with a current-universe bias, and missing bars were reindexed. The experiment did not use an entry-bar exit or ideal intrabar stops, and every cell was retained. The results are as follows: for a hourly timeframe with a length of 15, a slip of 0.002, and a start date of 2026-01-01T00:00:00Z, the return was 13.991585557223551 percent, the drawdown was 19.016741507693315 percent, there were 6 trades, the win rate was 66.66666666666666 percent, the mean trade was 3.151275006926407 percent, the average win was 5.391349168928783 percent, and the average loss was -1.328873317078344 percent. For a hourly timeframe with a length of 20, a slip of 0.001, and a start date of 2024-01-01T00:00:00Z, the return was 83.73109085236139 percent, the drawdown was 36.18299863860754 percent, there were 19 trades, the win rate was 52.63157894736842 percent, the mean trade was 4.069010298351772 percent, the average win was 14.98991319566166 percent, and the average loss was -8.065326254214773 percent. For a hourly timeframe with a length of 20, a slip of 0.001, and a start date of 2026-01-01T00:00:00Z, the return was 10.70348983492 percent, the drawdown was 21.005967980546213 percent, there were 6 trades, the win rate was 66.66666666666666 percent, the mean trade was 2.688761867952914 percent, the average win was 5.918572082950807 percent, and the average loss was -3.7708585620428723 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 based on historical data with a current-universe bias, 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 three scenarios: one starting on 2024-01-01 with a return of 75.34 percent and a drawdown of 38.29 percent, one starting on 2026-01-01 with a return of 14.97 percent and a drawdown of 18.85 percent, and one starting on 2024-01-01 with a return of 65.88 percent and a drawdown of 38.81 percent. A drawdown is the percentage decrease in value from a peak to a trough, and a return is the percentage increase in value over a period of time. The results are as follows: for the first scenario, there were 24 trades with a win rate of 45.83 percent, a mean trade of 3.31 percent, an average win of 16.24 percent, and an average loss of -7.63 percent. For the second scenario, there were 6 trades with a win rate of 66.67 percent, a mean trade of 3.27 percent, an average win of 5.48 percent, and an average loss of -1.13 percent. For the third scenario, there were 24 trades with a win rate of 45.83 percent, a mean trade of 3.08 percent, an average win of 15.92 percent, and an average loss of -7.78 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 based on historical data with a current-universe bias, missing bars reindexed, and no entry-bar exit, using ideal intrabar stops, but not live 15-minute data. Every cell was retained. The experiment tested three scenarios: one starting on January 1, 2026, with a slip of 0.001, one starting on January 1, 2024, with a slip of 0.002, and one starting on January 1, 2026, with a slip of 0.002. The results were as follows: for the first scenario, the return was -17.6149 percent, the drawdown was 25.5604 percent, there were 5 trades, the win rate was 20 percent, the mean trade was -3.5591 percent, the average win was 9.4966 percent, and the average loss was -6.823 percent. For the second scenario, the return was 90.594 percent, the drawdown was 17.2591 percent, there were 12 trades, the win rate was 58.3333 percent, the mean trade was 6.628 percent, the average win was 18.2815 percent, and the average loss was -9.6869 percent. For the third scenario, the return was -18.2572 percent, the drawdown was 25.8448 percent, there were 5 trades, the win rate was 20 percent, the mean trade was -3.7121 percent, the average win was 9.2778 percent, and the average loss was -6.9596 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 based on historical data with a current-universe bias, missing bars reindexed, and no entry-bar exit, using ideal intrabar stops, but not live 15-minute data. Every cell was retained. The experiment included three scenarios: one starting on 2024-01-01 with a 20-day timeframe, one starting on 2026-01-01 with a 20-day timeframe, and one starting on 2024-01-01 with a 30-day timeframe. The results for each scenario are as follows: for the first scenario, the return was 40.69%, the drawdown was 24.17%, there were 16 trades, the win rate was 37.5%, the mean trade was 3.15%, the average win was 21.26%, and the average loss was -7.71%. For the second scenario, the return was -19.42%, the drawdown was 27.43%, there were 6 trades, the win rate was 16.67%, the mean trade was -3.34%, the average win was 9.28%, and the average loss was -5.87%. For the third scenario, the return was 91.80%, the drawdown was 17.27%, there were 12 trades, the win rate was 58.33%, the mean trade was 6.67%, the average win was 18.30%, and the average loss was -9.61%. 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 shown for three different scenarios. The return, drawdown, win rate, and mean trade are given as percentages. The historical current-universe bias was considered, 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 retained. The results are as follows: for ETH with a daily time frame, a length of 15, a slip of 0.002, and a start date of 2026-01-01, the return was -2.97 percent, the drawdown was 23.47 percent, the win rate was 60 percent, and the mean trade was -0.35 percent. For ETH with a daily time frame, a length of 20, a slip of 0.001, and a start date of 2024-01-01, the return was 42.24 percent, the drawdown was 23.81 percent, the win rate was 37.5 percent, and the mean trade was 3.22 percent. For ETH with a daily time frame, a length of 20, a slip of 0.001, and a start date of 2026-01-01, the return was -18.71 percent, the drawdown was 27.01 percent, the win rate was 16.67 percent, and the mean trade was -3.20 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 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 trading. Every cell was retained. The experiment had the following results: for ETH with a daily time frame, a leverage of 15, and a slip of 0.001 starting on 2024-01-01, the return was 44.31 percent, the drawdown was 42.57 percent, there were 21 trades, the win rate was 38.10 percent, the mean trade was 2.81 percent, the average win was 19.55 percent, and the average loss was -7.49 percent. For ETH with the same parameters but starting on 2026-01-01, the return was -2.21 percent, the drawdown was 23.33 percent, there were 5 trades, the win rate was 60 percent, the mean trade was -0.19 percent, the average win was 5.16 percent, and the average loss was -8.22 percent. For ETH with a daily time frame, a leverage of 15, and a slip of 0.002 starting on 2024-01-01, the return was 19.84 percent, the drawdown was 42.84 percent, there were 20 trades, the win rate was 35 percent, the mean trade was 2.04 percent, the average win was 20.81 percent, and the average loss was -8.07 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 shown as return, drawdown, win rate, and mean in percent. The data is based on historical current-universe bias, with missing bars reindexed and no entry-bar exit. Ideal intrabar stops were used, but not in live 15-minute mode. Every cell was retained. The experiment included the following results: for Bitcoin with an hourly time frame, a leverage of 30, a slip of 0.001, and a start date of 2026-01-01, the return percentage was 4.183583831323312, the drawdown percentage was 11.501818737537517, the number of trades was 5, the win rate was 60, the mean trade was 1.0066872145717132, the average win was 5.29592625307099, and the average loss was -5.427171343177201. For Bitcoin with an hourly time frame, a leverage of 30, a slip of 0.002, and a start date of 2024-01-01, the return percentage was -49.546368425376144, the drawdown percentage was 50.10669044073205, the number of trades was 21, the win rate was 28.57142857142857, the mean trade was -2.7593091741072766, the average win was 10.056878647443785, and the average loss was -7.885784302727703. For Bitcoin with an hourly time frame, a leverage of 30, a slip of 0.002, and a start date of 2026-01-01, the return percentage was -5.832384513976329, the drawdown percentage was 11.586002078075918, the number of trades was 5, the win rate was 40, the mean trade was -0.3119314225586334, the average win was 7.165463526088245, and the average loss was -5.296861388323219. 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. The experiment used historical current-universe bias, reindexed missing bars, and no entry-bar exit, with ideal intrabar stops not live for 15 minutes. Every cell was retained. The experiment consisted of three tests with the following results: for Bitcoin with an hourly time frame, a leverage of 20, a slip of 0.002, and a start date of 2024-01-01, the return was -37.36 percent, the drawdown was 39.35 percent, there were 24 trades, the win rate was 29.17 percent, the mean trade was -1.43 percent, the average win was 12.32 percent, and the average loss was -7.10 percent. For Bitcoin with an hourly time frame, a leverage of 20, a slip of 0.002, and a start date of 2026-01-01, the return was 6.79 percent, the drawdown was 13.39 percent, there were 6 trades, the win rate was 50 percent, the mean trade was 1.25 percent, the average win was 5.98 percent, and the average loss was -3.48 percent. For Bitcoin with an hourly time frame, a leverage of 30, a slip of 0.001, and a start date of 2024-01-01, the return was -48.62 percent, the drawdown was 49.24 percent, there were 21 trades, the win rate was 28.57 percent, the mean trade was -2.68 percent, the average win was 10.11 percent, and the average loss was -7.80 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done without a frozen trail rule that allows for a 2R trail. The results are shown as return, drawdown, and win rate in percent. The data is based on historical current-universe bias, with missing bars reindexed and no entry-bar exit. Ideal intrabar stops were used, but not in live 15-minute mode. Every cell was retained. The results are as follows: for BTC with an hourly time frame, a length of 15, a slip of 0.002, and a start date of 2026-01-01, the return percentage was 6.59, the drawdown percentage was 13.55, the number of trades was 6, the win rate was 50, the mean trade was 1.21, the average win was 5.53, and the average loss was -3.12. For BTC with an hourly time frame, a length of 20, a slip of 0.001, and a start date of 2024-01-01, the return percentage was -35.87, the drawdown percentage was 37.86, the number of trades was 24, the win rate was 29.17, the mean trade was -1.34, the average win was 12.33, and the average loss was -6.97. For BTC with an hourly time frame, a length of 20, a slip of 0.001, and a start date of 2026-01-01, the return percentage was 9.76, the drawdown percentage was 12.87, the number of trades was 6, the win rate was 50, the mean trade was 1.72, the average win was 6.72, and the average loss was -3.28. 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 return, drawdown, win rate, and mean trade in percent. This includes historical current-universe bias, missing bars reindexed, no entry-bar exit, and ideal intrabar stops not live for 15 minutes. Every cell was retained. The results are as follows: for BTC with an hourly time frame, a length of 15, a slip of 0.001, and a start date of 2024-01-01, the return percentage was -45.75, the drawdown percentage was 48.37, the number of trades was 29, the win rate was 20.69, the mean trade was -1.64, the average win was 14.68, the average loss was -5.90, the number of targets was 2, the reconcile value was 0, and the number of missing values was 3. For the same settings but with a start date of 2026-01-01, the return percentage was 9.56, the drawdown percentage was 13.03, the number of trades was 6, the win rate was 50, the mean trade was 1.67, the average win was 6.27, the average loss was -2.92, the number of targets was 1, the reconcile value was 0, and the number of missing values was 1. For BTC with an hourly time frame, a length of 15, a slip of 0.002, and a start date of 2024-01-01, the return percentage was -47.81, the drawdown percentage was 50.04, the number of trades was 29, the win rate was 17.24, the mean trade was -1.77, the average win was 17.56, the average loss was -5.80, the number of targets was 2, the reconcile value was 0, and the number of missing values was 3. 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 based on return, drawdown, win rate, and mean trade in percent, with a historical current-universe bias and missing bars reindexed, but without entry-bar exit and ideal intrabar stops that are not live for 15 minutes. Every cell was retained. The experiment included three scenarios: one starting on 2026-01-01 with a slip of 0.001, one starting on 2024-01-01 with a slip of 0.002, and one starting on 2026-01-01 with a slip of 0.002. The results for each scenario are as follows: for the first scenario, the return was -8.036293768268632 percent, the drawdown was 19.401928423477578 percent, there were 6 trades, the win rate was 33.33333333333333 percent, the mean trade was -1.1043409551451036 percent, the average win was 8.435700940436075 percent, and the average loss was -5.874361902935693 percent. For the second scenario, the return was -8.725223142976901 percent, the drawdown was 34.662800979868635 percent, there were 15 trades, the win rate was 40 percent, the mean trade was -0.1505796315991259 percent, the average win was 9.671523353681554 percent, and the average loss was -6.6986482884529135 percent. For the third scenario, the return was -5.422848838375982 percent, the drawdown was 19.551178713779272 percent, there were 5 trades, the win rate was 40 percent, the mean trade was -0.7645467817795804 percent, the average win was 8.46999183305497 percent, and the average loss was -6.920905858335946 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 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, which are not available in live 15-minute trading. Every cell from the experiment was retained. The results are as follows: for BTC with a daily time frame, a limit of 20, a slip of 0.002, and a start date of 2024-01-01, the return was -13.571231141456419 percent, the drawdown was 26.731581016780247 percent, there were 19 trades, the win rate was 36.84210526315789 percent, the mean trade was -0.3976503001207958 percent, the average win was 8.934267227172901 percent, and the average loss was -5.841268857708786 percent. For the same settings but with a start date of 2026-01-01, the return was -5.6134519380969135 percent, the drawdown was 22.110717581747373 percent, there were 6 trades, the win rate was 33.33333333333333 percent, the mean trade was -0.6633770588404142 percent, the average win was 9.3355210676069 percent, and the average loss was -5.662826122064072 percent. For BTC with a daily time frame, a limit of 30, a slip of 0.001, and a start date of 2024-01-01, the return was -7.518030657083852 percent, the drawdown was 34.35007589937102 percent, there were 15 trades, the win rate was 40 percent, the mean trade was -0.07069438879920176 percent, the average win was 9.723454090446742 percent, and the average loss was -6.600126708296497 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A new comparative experiment was done with a 2R trail rule that was not frozen. The results are shown as return, drawdown, and win rate in percent. The data was taken 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 trades. Every cell was kept. The results for three different experiments are as follows: for BTC with a daily time frame, a length of 15, a slip of 0.002, and a start date of 2026-01-01, the return was -5.6134519380969135 percent, the drawdown was 22.110717581747373 percent, the number of trades was 6, the win rate was 33.33333333333333 percent, the mean trade was -0.6633770588404142 percent, the average win was 9.3355210676069 percent, and the average loss was -5.662826122064072 percent. For BTC with a daily time frame, a length of 20, a slip of 0.001, and a start date of 2024-01-01, the return was -11.72620491624141 percent, the drawdown was 26.075747066001743 percent, the number of trades was 19, the win rate was 36.84210526315789 percent, the mean trade was -0.2929936107315517 percent, the average win was 9.008669445901495 percent, and the average loss was -5.718963727100829 percent. For BTC with a daily time frame, a length of 20, a slip of 0.001, and a start date of 2026-01-01, the return was -7.941181507690375 percent, the drawdown was 21.6534070191543 percent, the number of trades was 7, the win rate was 28.57142857142857 percent, the mean trade was -0.9263410177646298 percent, the average win was 9.302962969717433 percent, and the average loss was -5.018062612757455 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 based on historical data with a current-universe bias, missing bars reindexed, and no entry-bar exit, using ideal intrabar stops, but not live 15-minute data. Every cell was retained. The results are as follows: for BTC with a daily time frame, a limit of 15, a slip of 0.001, and a start date of 2024-01-01, the return was -5.3359 percent, the drawdown was 29.929 percent, there were 21 trades, the win rate was 38.095 percent, the mean trade was 0.1389 percent, the average win was 9.8435 percent, and the average loss was -5.8330 percent. For the same settings but with a start date of 2026-01-01, the return was -7.9412 percent, the drawdown was 21.653 percent, there were 7 trades, the win rate was 28.571 percent, the mean trade was -0.9263 percent, the average win was 9.3030 percent, and the average loss was -5.0181 percent. For BTC with a daily time frame, a limit of 15, a slip of 0.002, and a start date of 2024-01-01, the return was -7.6821 percent, the drawdown was 30.332 percent, there were 21 trades, the win rate was 38.095 percent, the mean trade was 0.0244 percent, the average win was 9.7495 percent, and the average loss was -5.9602 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; experiment.py C91202

A news scan found the headline 'Retrieved Sep 12 approx 02–02:07 UTC'. This is a data line that says a complete US download with some gaps in mapping was done on September 12 at approximately 02:07 UTC. It also mentions an overseas fixed sample and crypto quotes that are not independent base assets. The data line includes the numbers 136 calendar joined, 111 less than or equal to 49.14, and an as of null screener. It notes that no assumption was made that all global calendars were covered. https://api.nasdaq.com/api/screener/stocks?tableonly=true&limit=10000&download=true ; https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt ; https://runway.adityaperswal.workers.dev/data/crypto-movers?top=50

A news scan found the headline 'Retrieved Sep 12 approx 02–02:07 UTC'. This is a data line that says a complete US download with mapping gaps and an overseas fixed sample was done. It also says crypto quotes are not independent base assets. The data line mentions 136 calendar joined, 111 less than or equal to 49.14, as of a null screener. It notes that no assumption was made that all global calendars were covered. https://api.nasdaq.com/api/screener/stocks?tableonly=true&limit=10000&download=true ; https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt ; https://runway.adityaperswal.workers.dev/data/crypto-movers?top=50

A news scan found the headline 'Retrieved Sep 12 approx 02–02:07 UTC'. This is a data line that says a complete US download with some missing mapping information and a fixed sample from overseas was retrieved on September 12 at approximately 02:00 to 02:07 UTC. The data includes 136 calendar items joined, with 111 items having a value of 49.14 or less, as determined by a null screener as of this time. The data does not assume that all global calendar items are covered. https://api.nasdaq.com/api/screener/stocks?tableonly=true&limit=10000&download=true ; https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt ; https://runway.adityaperswal.workers.dev/data/crypto-movers?top=50

A data scan retrieved information on September 12 at approximately 02:00 to 02:07 UTC. The scan included a complete download of US data with some gaps in mapping, a fixed sample from overseas, and cryptocurrency quotes that are not based on independent assets. The scan covered 136 calendar items, with 111 items having a value of 49.14 or less, as determined by a null screener. The scan made no assumption that it covered all global calendar items. https://api.nasdaq.com/api/screener/stocks?tableonly=true&limit=10000&download=true ; https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt ; https://runway.adityaperswal.workers.dev/data/crypto-movers?top=50

A news scan found the following information: Retrieved on September 12 at approximately 02:00 to 02:07 UTC, a complete US download with some gaps in mapping was done, along with a fixed sample from overseas and crypto quotes that are not based on independent assets. This included 136 calendar items, with 111 items having a value of 49.14 or less, as determined by a null screener as of this time. It was not assumed that all global calendar items were covered. https://api.nasdaq.com/api/screener/stocks?tableonly=true&limit=10000&download=true ; https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt ; https://runway.adityaperswal.workers.dev/data/crypto-movers?top=50

A data scan from September 12 at approximately 02:00 to 02:07 UTC was retrieved. This scan included a complete download of US data with some gaps in mapping, a fixed sample from overseas, and cryptocurrency quotes that are not based on independent assets. The scan covered 136 calendar items, with 111 items having a value of 49.14 or less. The scan did not make any assumptions that it covered all global calendars. https://api.nasdaq.com/api/screener/stocks?tableonly=true&limit=10000&download=true ; https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt ; https://runway.adityaperswal.workers.dev/data/crypto-movers?top=50

A news scan found the headline 'Retrieved Sep 12 approx 02–02:07 UTC'. This is a data line that says a complete US download was done with some gaps in mapping, and a fixed sample was taken from overseas. It also mentions that crypto quotes are not part of the independent base assets. The data line states that 136 calendar items were joined, with 111 items having a value of 49.14 or less, as of the time of the null screener. It notes that there is no assumption that all global calendars are covered. https://api.nasdaq.com/api/screener/stocks?tableonly=true&limit=10000&download=true ; https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt ; https://runway.adityaperswal.workers.dev/data/crypto-movers?top=50

A news scan found the headline 'SPY SEP1202 explicit SIP daily technical measurements'. The data includes the following measurements: there are 1682 bars, the latest date is 2026-09-11, the sip close is 764.29, and the iex close is 764.14. The simple moving average, or average price over a certain period, for 20 days is 766.8790000000001, for 50 days is 758.6164000000001, and for 200 days is 712.0452. The average true range, or a measure of price volatility, for 20 days is 5.452859999999982. The return, or profit, over 20 days is -1.74705610119813 percent, and the annualized return is 8.74204584715942 percent. The 90th percentile 5-day gain, or a measure of the highest 10 percent of 5-day price increases, is 3.0213367970204486 percent. The total dollar volume, or the total value of trades, over 20 days is 28693826512.758003. On September 11, the daily close was completed, and the explicit SIP 200 was compared to the prior 403. A partial comparison was also made using IEX data for 200 days and 1682 SIP bars from 2020 to September 11. The data is not executable, and there is no quote or 15-minute path, but it includes descriptive rules based on simple moving averages and average true range, as well as cost considerations. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all