Notes

{"raw_trade":{"p":0.4772727272727273,"win_loss":1.435017917488792,"half_Kelly":0.05650369952230899,"mean_pct":0.5090993323715772,"meanwin_pct":4.505008846107263,"meanloss_pct":3.139339788865353},"monthly_fund":{"p":0.4772727272727273,"win_loss":1.3581422098574514,"half_Kelly":0.046194339180715,"mean_pct":0.34166721959791796,"meanwin_pct":3.6981503108129288,"meanloss_pct":2.722947776728831},"trade_mean_CI_pct":[-0.7292211281405612,1.5989543310425587],"fund_month_mean_CI_pct":[-0.73717099203627,1.2049415439300393],"reasons":{"gapstop":13,"time":13,"stop":10,"target":6,"gaptarget":2},"target_hit_rate":0.18181818181818182,"target_Wilson95":[0.09512692558258554,0.3196083675514233],"partials":15,"R_quantiles":[-1.9748128318439022,-1.3789162907719033,-0.9814213425775453,2.728958881761518,2.8208842731197765],"same_day_exits":0,"mean_calendar_days":17.181818181818183};Sep11measurement;seed9110600,10000 three-monthblocks. half_Kelly=binaryrisk-unitproxy,notallocation;logwealthsizingseparate. HACregressionsdescriptive. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.py

{"attribution":{"adapter":{"beta":0.2687020184583924,"annual_intercept_pct":-7.606859151345016,"intercept_HAC_t":-1.6362769340880003},"monthly":{"beta":0.7318888727097785,"annual_intercept_pct":-1.650106618058666,"intercept_HAC_t":-0.6136294156296007},"constant":{"beta":0.8554350049661257,"annual_intercept_pct":0.10674506448823226,"intercept_HAC_t":0.4213044923458753}},"monthly_minus_constant_mean_pp":-0.17591050564893562,"monthly_minus_constant_CI_pp":[-0.7404203145348903,0.3259959928386928],"lag_var_current_var_corr":0.1542433953204125,"lag_var_return_corr":0.20184925737980658,"variance_AR1_slope":0.15435268435242105,"variance_AR1_HAC_t":5.372166165079798,"return_on_lagvariance_HAC_t":4.872210379532583,"regimes":[{"high_var":false,"months":17,"asset_mean_pct":-1.035211586290992,"asset_std_pct":5.435151731780226,"managed_mean_pct":-1.048418854167369,"constant_mean_pct":-0.8896543505578043},{"high_var":true,"months":31,"asset_mean_pct":0.9963136417857116,"asset_std_pct":5.732716600594726,"managed_mean_pct":0.7021416250902367,"constant_mean_pct":0.8874547770188275}]};Sep11measurement;seed9110600,10000 three-monthblocks. half_Kelly=binaryrisk-unitproxy,notallocation;logwealthsizingseparate. HACregressionsdescriptive. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.py

{"raw_trade":{"p":0.3333333333333333,"win_loss":1.7492304177036748,"half_Kelly":0,"mean_pct":-0.26116030967943354,"meanwin_pct":5.465131218127857,"meanloss_pct":3.124306073583079},"monthly_fund":{"p":0.3333333333333333,"win_loss":1.3891463529245547,"half_Kelly":0,"mean_pct":-0.5325163734052663,"meanwin_pct":3.6329971091938402,"meanloss_pct":2.6152731147048196},"trade_mean_CI_pct":[-1.873748895014355,1.1536148400141222],"fund_month_mean_CI_pct":[-1.7455603955724142,0.47444355367614166],"reasons":{"stop":17,"time":15,"gapstop":12,"target":2,"gaptarget":2},"target_hit_rate":0.08333333333333333,"target_Wilson95":[0.03288322434995555,0.19553565161066291],"partials":8,"R_quantiles":[-2.2081926997400654,-1.5713259086402114,-1.0480804406415611,2.688024105329464,3.2016724274953896],"same_day_exits":1,"mean_calendar_days":17.8125};Sep11measurement;seed9110600,10000 three-monthblocks. half_Kelly=binaryrisk-unitproxy,notallocation;logwealthsizingseparate. HACregressionsdescriptive. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.py

{"attribution":{"adapter":{"beta":0.39156977501640333,"annual_intercept_pct":-5.399967028569129,"intercept_HAC_t":-1.5416131769722634},"monthly":{"beta":0.8359278640502914,"annual_intercept_pct":-1.4286415336707956,"intercept_HAC_t":-0.8868785030466322},"constant":{"beta":0.8823052164831265,"annual_intercept_pct":-0.38356354960796385,"intercept_HAC_t":-1.200189607408432}},"monthly_minus_constant_mean_pp":-0.14780877165965364,"monthly_minus_constant_CI_pp":[-0.4290058001709009,0.10462566288045382],"lag_var_current_var_corr":0.08087552025768092,"lag_var_return_corr":0.22066468939414555,"variance_AR1_slope":0.08119820041170756,"variance_AR1_HAC_t":0.8935280289081604,"return_on_lagvariance_HAC_t":3.4065018485115344,"regimes":[{"high_var":false,"months":5,"asset_mean_pct":-0.2928613926366652,"asset_std_pct":3.5997810871738687,"managed_mean_pct":-0.36135800936571316,"constant_mean_pct":-0.26014392373505224},{"high_var":true,"months":39,"asset_mean_pct":1.6723717376633271,"asset_std_pct":3.623333065168414,"managed_mean_pct":1.2863434265950557,"constant_mean_pct":1.4401258759507338}]};Sep11measurement;seed9110600,10000 three-monthblocks. half_Kelly=binaryrisk-unitproxy,notallocation;logwealthsizingseparate. HACregressionsdescriptive. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.py

{"raw_trade":{"p":0.45454545454545453,"win_loss":1.4404806045125322,"half_Kelly":0.0379419776097942,"mean_pct":0.2779066786959507,"meanwin_pct":3.662258746157353,"meanloss_pct":2.542386710855218},"monthly_fund":{"p":0.45454545454545453,"win_loss":1.3316334635130245,"half_Kelly":0.022466164355794987,"mean_pct":0.14015935501623591,"meanwin_pct":3.1193432220236303,"meanloss_pct":2.3424938674899263},"trade_mean_CI_pct":[-0.6362396287236463,0.972200192935251],"fund_month_mean_CI_pct":[-0.718496017463252,0.8299946477401537],"reasons":{"time":16,"stop":14,"gapstop":10,"target":3,"gaptarget":1},"target_hit_rate":0.09090909090909091,"target_Wilson95":[0.035921611478836546,0.21159519397917487],"partials":10,"R_quantiles":[-2.0839677234199643,-1.5882957122054246,-1.0694235457736627,2.662150179001067,2.789047169518773],"same_day_exits":0,"mean_calendar_days":17.886363636363637};Sep11measurement;seed9110600,10000 three-monthblocks. half_Kelly=binaryrisk-unitproxy,notallocation;logwealthsizingseparate. HACregressionsdescriptive. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.py

{"attribution":{"adapter":{"beta":0.19489176178336554,"annual_intercept_pct":-6.559083927401948,"intercept_HAC_t":-1.8902218681508647},"monthly":{"beta":0.5305203602049549,"annual_intercept_pct":-1.44228544262843,"intercept_HAC_t":-0.5121811740759884},"constant":{"beta":0.8786102986475177,"annual_intercept_pct":0.23672240153173205,"intercept_HAC_t":0.7889029397670969}},"monthly_minus_constant_mean_pp":-0.3429394285123677,"monthly_minus_constant_CI_pp":[-0.8994980631674195,0.29261873762153917],"lag_var_current_var_corr":0.15957186378462454,"lag_var_return_corr":0.16505400796479158,"variance_AR1_slope":0.15962794603447494,"variance_AR1_HAC_t":4.21299998761816,"return_on_lagvariance_HAC_t":5.821297519333921,"regimes":[{"high_var":false,"months":9,"asset_mean_pct":-1.3361577910327302,"asset_std_pct":3.088334673438325,"managed_mean_pct":-1.3473200594009769,"constant_mean_pct":-1.1798237674049628},{"high_var":true,"months":39,"asset_mean_pct":1.061170104566897,"asset_std_pct":5.717102019467865,"managed_mean_pct":0.5847793253626439,"constant_mean_pct":0.9682056315326317}]};Sep11measurement;seed9110600,10000 three-monthblocks. half_Kelly=binaryrisk-unitproxy,notallocation;logwealthsizingseparate. HACregressionsdescriptive. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.py

{"raw_trade":{"p":0.3958333333333333,"win_loss":1.3522593084813814,"half_Kelly":0,"mean_pct":-0.1926965098488086,"meanwin_pct":3.7820848328052525,"meanloss_pct":2.7968635964152626},"monthly_fund":{"p":0.3958333333333333,"win_loss":0.9950112176946655,"half_Kelly":0,"mean_pct":-0.41831224196250916,"meanwin_pct":1.9791223119056855,"meanloss_pct":1.9890452255313262},"trade_mean_CI_pct":[-1.2850815599380776,0.8218933427426802],"fund_month_mean_CI_pct":[-1.1313987275638229,0.16416226109843754],"reasons":{"time":17,"stop":17,"gapstop":13,"gaptarget":1},"target_hit_rate":0.020833333333333332,"target_Wilson95":[0.003687015979399688,0.10899469137531158],"partials":7,"R_quantiles":[-2.6092980940474484,-1.6179430447683532,-1.0656732239049251,1.9273516469378293,3.949226326987943],"same_day_exits":2,"mean_calendar_days":16.9375};Sep11measurement;seed9110600,10000 three-monthblocks. half_Kelly=binaryrisk-unitproxy,notallocation;logwealthsizingseparate. HACregressionsdescriptive. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.py

{"attribution":{"adapter":{"beta":0.3658281530533049,"annual_intercept_pct":0.21389520013303392,"intercept_HAC_t":0.05950769478601343},"monthly":{"beta":0.726197044773899,"annual_intercept_pct":0.1048559656535997,"intercept_HAC_t":0.04371354969810008},"constant":{"beta":0.8622292759649755,"annual_intercept_pct":-0.19278101213828217,"intercept_HAC_t":-1.12765749917698}},"monthly_minus_constant_mean_pp":-0.20680714512999465,"monthly_minus_constant_CI_pp":[-0.535729602196267,0.0894571323059104],"lag_var_current_var_corr":0.12589747359306347,"lag_var_return_corr":0.21632605611244757,"variance_AR1_slope":0.12595639463941583,"variance_AR1_HAC_t":2.0241208286219083,"return_on_lagvariance_HAC_t":6.073305062442768,"regimes":[{"high_var":false,"months":4,"asset_mean_pct":1.0060544854697928,"asset_std_pct":1.8212084671977171,"managed_mean_pct":1.0060544854697957,"constant_mean_pct":0.8684800633728895},{"high_var":true,"months":40,"asset_mean_pct":1.8370843072604277,"asset_std_pct":3.7771545737167447,"managed_mean_pct":1.3266982254123052,"constant_mean_pct":1.5679435272649902}]};Sep11measurement;seed9110600,10000 three-monthblocks. half_Kelly=binaryrisk-unitproxy,notallocation;logwealthsizingseparate. HACregressionsdescriptive. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.py

{"raw_trade":{"p":0.5227272727272727,"win_loss":1.6341679041739288,"half_Kelly":0.11533435563498673,"mean_pct":0.8496575984270752,"meanwin_pct":3.6834540486621963,"meanloss_pct":2.254024228020915},"monthly_fund":{"p":0.5227272727272727,"win_loss":1.5951202810316893,"half_Kelly":0.11175964318889042,"mean_pct":0.6789390601847992,"meanwin_pct":3.0374965453195437,"meanloss_pct":1.9042429473437303},"trade_mean_CI_pct":[-0.20030333073272774,1.7850536727445152],"fund_month_mean_CI_pct":[-0.20727291773851736,1.5200662730649657],"reasons":{"time":23,"stop":16,"target":3,"gapstop":2},"target_hit_rate":0.06818181818181818,"target_Wilson95":[0.023458970172840127,0.1822532133661719],"partials":14,"R_quantiles":[-1.2272098014072719,-1.1146441017493367,0.26140675161251115,2.6522598623705926,2.752057449324053],"same_day_exits":3,"mean_calendar_days":20.272727272727273};Sep11measurement;seed9110600,10000 three-monthblocks. half_Kelly=binaryrisk-unitproxy,notallocation;logwealthsizingseparate. HACregressionsdescriptive. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.py

{"attribution":{"adapter":{"beta":0.17050328275811139,"annual_intercept_pct":-0.9049935830372202,"intercept_HAC_t":-0.27774951927366953},"monthly":{"beta":0.41057788526456046,"annual_intercept_pct":1.2854794683225874,"intercept_HAC_t":0.37442046576822824},"constant":{"beta":0.8593065649726743,"annual_intercept_pct":0.30374580930156947,"intercept_HAC_t":0.8977934151115974}},"monthly_minus_constant_mean_pp":-0.44335082305631435,"monthly_minus_constant_CI_pp":[-1.0634149130325823,0.2518089155975867],"lag_var_current_var_corr":0.23115616612963902,"lag_var_return_corr":0.31209167315985015,"variance_AR1_slope":0.23087387245115004,"variance_AR1_HAC_t":4.81189563086068,"return_on_lagvariance_HAC_t":10.151682889533964,"regimes":[{"high_var":false,"months":8,"asset_mean_pct":-1.6364667777597763,"asset_std_pct":3.2061977953124305,"managed_mean_pct":-1.7021095306461467,"constant_mean_pct":-1.413434960764072},{"high_var":true,"months":40,"asset_mean_pct":1.7488727381460831,"asset_std_pct":5.85482275010421,"managed_mean_pct":1.0709399822341228,"constant_mean_pct":1.545226055925285}]};Sep11measurement;seed9110600,10000 three-monthblocks. half_Kelly=binaryrisk-unitproxy,notallocation;logwealthsizingseparate. HACregressionsdescriptive. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.py

{"raw_trade":{"p":0.4583333333333333,"win_loss":1.6422006430731866,"half_Kelly":0.0642456903683622,"mean_pct":0.6203464233967758,"meanwin_pct":4.82792246328063,"meanloss_pct":2.939910225735716},"monthly_fund":{"p":0.4583333333333333,"win_loss":1.3731991650539566,"half_Kelly":0.031938660543686215,"mean_pct":0.13666895407288643,"meanwin_pct":2.139553627897892,"meanloss_pct":1.5580796160867338},"trade_mean_CI_pct":[-0.5921222249902173,1.8089380745043324],"fund_month_mean_CI_pct":[-0.3950856121951117,0.6412495512369847],"reasons":{"time":22,"stop":20,"gapstop":6},"target_hit_rate":0,"target_Wilson95":[0,0.0741026511527422],"partials":6,"R_quantiles":[-2.153333569062762,-1.1589679507095927,-0.85697015822385,2.16908579154269,2.6504742480578076],"same_day_exits":3,"mean_calendar_days":18.895833333333332};Sep11measurement;seed9110600,10000 three-monthblocks. half_Kelly=binaryrisk-unitproxy,notallocation;logwealthsizingseparate. HACregressionsdescriptive. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.py

{"close":396.36,"ATR20_through_Sep10":7.919945000000007,"RV20_ann_pct":28.263810605186755,"return63_pct":5.81451225372418,"above_SMA200":false,"SMA200":415.81199999999995,"September_weight":0.2000732211333742,"whole_shares_at_close":0};MeasuredSep11;frozenstressprimary,seed9110600,10000 three-monthblocks CI;dailyOLS HAC5 andmonthlyHAC3 descriptive. half_Kelly here is binary risk-unit proxy, NOT positionallocation; empiricallogwealthsizing separatelyrecorded. Whole-sharefiguresuseentire187.22fundatSep10close,notquote/order. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.py

{"close":80.78,"ATR20_through_Sep10":0.7003750000000011,"RV20_ann_pct":10.903027184382665,"return63_pct":-3.730187105231786,"above_SMA200":false,"SMA200":84.52709999999999,"September_weight":1,"whole_shares_at_close":2};MeasuredSep11;frozenstressprimary,seed9110600,10000 three-monthblocks CI;dailyOLS HAC5 andmonthlyHAC3 descriptive. half_Kelly here is binary risk-unit proxy, NOT positionallocation; empiricallogwealthsizing separatelyrecorded. Whole-sharefiguresuseentire187.22fundatSep10close,notquote/order. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.py

{"close":67,"ATR20_through_Sep10":0.9323899999999987,"RV20_ann_pct":19.12744178908615,"return63_pct":4.150474117829939,"above_SMA200":true,"SMA200":61.681549999999994,"September_weight":0.9781921385095332,"whole_shares_at_close":2};MeasuredSep11;frozenstressprimary,seed9110600,10000 three-monthblocks CI;dailyOLS HAC5 andmonthlyHAC3 descriptive. half_Kelly here is binary risk-unit proxy, NOT positionallocation; empiricallogwealthsizing separatelyrecorded. Whole-sharefiguresuseentire187.22fundatSep10close,notquote/order. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.py

{"close":105.66,"ATR20_through_Sep10":0.8318699999999986,"RV20_ann_pct":9.84770115845476,"return63_pct":5.670567056705678,"above_SMA200":true,"SMA200":100.58775,"September_weight":1,"whole_shares_at_close":1};MeasuredSep11;frozenstressprimary,seed9110600,10000 three-monthblocks CI;dailyOLS HAC5 andmonthlyHAC3 descriptive. half_Kelly here is binary risk-unit proxy, NOT positionallocation; empiricallogwealthsizing separatelyrecorded. Whole-sharefiguresuseentire187.22fundatSep10close,notquote/order. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.py

{"close":757.83,"ATR20_through_Sep10":5.3693599999999835,"RV20_ann_pct":8.536479436350973,"return63_pct":4.73485633732742,"above_SMA200":true,"SMA200":711.49165,"September_weight":1,"whole_shares_at_close":0};MeasuredSep11;frozenstressprimary,seed9110600,10000 three-monthblocks CI;dailyOLS HAC5 andmonthlyHAC3 descriptive. half_Kelly here is binary risk-unit proxy, NOT positionallocation; empiricallogwealthsizing separatelyrecorded. Whole-sharefiguresuseentire187.22fundatSep10close,notquote/order. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.py

{"bars":2687,"start":"2016-01-04 00:00:00","end":"2026-09-10 00:00:00","calibration_months":36,"c":0.00005644438914933412,"constant_weight":0.8916685993674474,"last_close":396.36,"last_ATR20":7.844995000000009,"September_weight":0.2000732211333742,"August_vol_pct":26.663439847025543,"ADV20_USD":4973342987.153501};SIP/all retrievedSep11;2010requestedbutactual2016start;cash0yield,36calibrationmonths. last_ATR20 is lagged throughSep9 forSep10bar; nextsignalATRthroughSep10 separately recorded. https://runway.adityaperswal.workers.dev/data/stock-bars

{"bars":2687,"start":"2016-01-04 00:00:00","end":"2026-09-10 00:00:00","calibration_months":36,"c":0.000044024756059536643,"constant_weight":0.8995558166540826,"last_close":80.78,"last_ATR20":0.6681250000000013,"September_weight":1,"August_vol_pct":10.372170146127225,"ADV20_USD":2463810528.2904997};SIP/all retrievedSep11;2010requestedbutactual2016start;cash0yield,36calibrationmonths. last_ATR20 is lagged throughSep9 forSep10bar; nextsignalATRthroughSep10 separately recorded. https://runway.adityaperswal.workers.dev/data/stock-bars

{"bars":2687,"start":"2016-01-04 00:00:00","end":"2026-09-10 00:00:00","calibration_months":36,"c":0.00013954054868832907,"constant_weight":0.8604532246408725,"last_close":67,"last_ATR20":0.918389999999998,"September_weight":0.9781921385095332,"August_vol_pct":18.960002901777134,"ADV20_USD":1103679135.292};SIP/all retrievedSep11;2010requestedbutactual2016start;cash0yield,36calibrationmonths. last_ATR20 is lagged throughSep9 forSep10bar; nextsignalATRthroughSep10 separately recorded. https://runway.adityaperswal.workers.dev/data/stock-bars

{"bars":2687,"start":"2016-01-04 00:00:00","end":"2026-09-10 00:00:00","calibration_months":36,"c":0.00007707294133060049,"constant_weight":0.8846716729318543,"last_close":105.66,"last_ATR20":0.8146199999999979,"September_weight":1,"August_vol_pct":8.70404845580608,"ADV20_USD":1000717243.89};SIP/all retrievedSep11;2010requestedbutactual2016start;cash0yield,36calibrationmonths. last_ATR20 is lagged throughSep9 forSep10bar; nextsignalATRthroughSep10 separately recorded. https://runway.adityaperswal.workers.dev/data/stock-bars

{"bars":2687,"start":"2016-01-04 00:00:00","end":"2026-09-10 00:00:00","calibration_months":36,"c":0.00006542470079181939,"constant_weight":0.8642180358388333,"last_close":757.83,"last_ATR20":5.2983599999999855,"September_weight":1,"August_vol_pct":10.053171904935972,"ADV20_USD":28341302788.4875};SIP/all retrievedSep11;2010requestedbutactual2016start;cash0yield,36calibrationmonths. last_ATR20 is lagged throughSep9 forSep10bar; nextsignalATRthroughSep10 separately recorded. https://runway.adityaperswal.workers.dev/data/stock-bars

ComputedSep11~06:09UTC;posthocpartitionofFROZENbaseline,notfilteredstrategyreturn.2024–25train/REUSED2026holdout;25bpcreditedfees10bpslip/trail. Unknownwarmup excludedONLYfromlabels,alltradesretained.Compound=subsetpayoffproduct. [{"symbol":"SOL","tf":"hourly","period":"train","feature":"slope","value":false,"n":3,"mean":8.6336115481,"compound":25.7574057738,"win":66.6666666667,"training_rv_median":0.7496917283,"unknown_regime_excluded":1},{"symbol":"SOL","tf":"hourly","period":"train","feature":"slope","value":true,"n":8,"mean":-2.0591418493,"compound":-18.5816027727,"win":25,"training_rv_median":0.7496917283,"unknown_regime_excluded":1},{"symbol":"SOL","tf":"hourly","period":"reused_holdout","feature":"slope","value":false,"n":3,"mean":-5.0413238041,"compound":-14.4497710731,"win":0,"training_rv_median":0.7496917283,"unknown_regime_excluded":0},{"symbol":"SOL","tf":"hourly","period":"reused_holdout","feature":"slope","value":true,"n":3,"mean":6.3630347076,"compound":18.2608822485,"win":66.6666666667,"training_rv_median":0.7496917283,"unknown_regime_excluded":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep11~06:09UTC;posthocpartitionofFROZENbaseline,notfilteredstrategyreturn.2024–25train/REUSED2026holdout;25bpcreditedfees10bpslip/trail. Unknownwarmup excludedONLYfromlabels,alltradesretained.Compound=subsetpayoffproduct. [{"symbol":"SOL","tf":"hourly","period":"train","feature":"highvol","value":false,"n":8,"mean":-2.284126227,"compound":-20.1283310187,"win":25,"training_rv_median":0.7496917283,"unknown_regime_excluded":0},{"symbol":"SOL","tf":"hourly","period":"train","feature":"highvol","value":true,"n":4,"mean":6.2245883818,"compound":24.6003024671,"win":50,"training_rv_median":0.7496917283,"unknown_regime_excluded":0},{"symbol":"SOL","tf":"hourly","period":"reused_holdout","feature":"highvol","value":false,"n":6,"mean":0.6608554517,"compound":1.1724554945,"win":33.3333333333,"training_rv_median":0.7496917283,"unknown_regime_excluded":0},{"symbol":"SOL","tf":"hourly","period":"reused_holdout","feature":"highvol","value":true,"n":0,"mean":null,"compound":0,"win":null,"training_rv_median":0.7496917283,"unknown_regime_excluded":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep11~06:09UTC;posthocpartitionofFROZENbaseline,notfilteredstrategyreturn.2024–25train/REUSED2026holdout;25bpcreditedfees10bpslip/trail. Unknownwarmup excludedONLYfromlabels,alltradesretained.Compound=subsetpayoffproduct. [{"symbol":"SOL","tf":"hourly","period":"train","feature":"trend","value":false,"n":0,"mean":null,"compound":0,"win":null,"training_rv_median":0.7496917283,"unknown_regime_excluded":1},{"symbol":"SOL","tf":"hourly","period":"train","feature":"trend","value":true,"n":11,"mean":0.8570636227,"compound":2.3896641757,"win":36.3636363636,"training_rv_median":0.7496917283,"unknown_regime_excluded":1},{"symbol":"SOL","tf":"hourly","period":"reused_holdout","feature":"trend","value":false,"n":2,"mean":-5.0944168667,"compound":-10.0392936686,"win":0,"training_rv_median":0.7496917283,"unknown_regime_excluded":0},{"symbol":"SOL","tf":"hourly","period":"reused_holdout","feature":"trend","value":true,"n":4,"mean":3.538491611,"compound":12.4629403441,"win":50,"training_rv_median":0.7496917283,"unknown_regime_excluded":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep11~06:09UTC;posthocpartitionofFROZENbaseline,notfilteredstrategyreturn.2024–25train/REUSED2026holdout;25bpcreditedfees10bpslip/trail. Unknownwarmup excludedONLYfromlabels,alltradesretained.Compound=subsetpayoffproduct. [{"symbol":"SOL","tf":"daily","period":"train","feature":"slope","value":false,"n":3,"mean":7.7331168581,"compound":20.8643204903,"win":66.6666666667,"training_rv_median":0.7496917283,"unknown_regime_excluded":1},{"symbol":"SOL","tf":"daily","period":"train","feature":"slope","value":true,"n":5,"mean":3.521885641,"compound":9.7540550606,"win":40,"training_rv_median":0.7496917283,"unknown_regime_excluded":1},{"symbol":"SOL","tf":"daily","period":"reused_holdout","feature":"slope","value":false,"n":4,"mean":-7.5607839497,"compound":-27.2915074041,"win":0,"training_rv_median":0.7496917283,"unknown_regime_excluded":0},{"symbol":"SOL","tf":"daily","period":"reused_holdout","feature":"slope","value":true,"n":2,"mean":13.2060054859,"compound":26.2351066709,"win":50,"training_rv_median":0.7496917283,"unknown_regime_excluded":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars