Notes

ComputedSep11~06:09UTC;posthocpartitionofFROZENbaseline,notfilteredstrategyreturn.2024–25train/REUSED2026holdout;25bpcreditedfees10bpslip/trail. Unknownwarmup excludedONLYfromlabels,alltradesretained.Compound=subsetpayoffproduct. [{"symbol":"SOL","tf":"daily","period":"train","feature":"highvol","value":false,"n":5,"mean":-4.0819946601,"compound":-20.9324901622,"win":20,"training_rv_median":0.7496917283,"unknown_regime_excluded":0},{"symbol":"SOL","tf":"daily","period":"train","feature":"highvol","value":true,"n":4,"mean":14.660123137,"compound":63.4468339794,"win":75,"training_rv_median":0.7496917283,"unknown_regime_excluded":0},{"symbol":"SOL","tf":"daily","period":"reused_holdout","feature":"highvol","value":false,"n":6,"mean":-0.6385208045,"compound":-8.2163568127,"win":16.6666666667,"training_rv_median":0.7496917283,"unknown_regime_excluded":0},{"symbol":"SOL","tf":"daily","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":"daily","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":"daily","period":"train","feature":"trend","value":true,"n":8,"mean":5.1010973474,"compound":32.6534928596,"win":50,"training_rv_median":0.7496917283,"unknown_regime_excluded":1},{"symbol":"SOL","tf":"daily","period":"reused_holdout","feature":"trend","value":false,"n":0,"mean":null,"compound":0,"win":null,"training_rv_median":0.7496917283,"unknown_regime_excluded":0},{"symbol":"SOL","tf":"daily","period":"reused_holdout","feature":"trend","value":true,"n":6,"mean":-0.6385208045,"compound":-8.2163568127,"win":16.6666666667,"training_rv_median":0.7496917283,"unknown_regime_excluded":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep11~06:09UTC;nextdaylogreturns descriptive,notfills ortradedPnL. Signalpriorclose>SMA50,20dayRV above2024–25median;regressionHAC7.2026REUSEDholdout. [{"symbol":"SOL","period":"reused_holdout","trend":0,"highvol":0,"n":96,"mean_nextday_log_pct":0.196407599,"median_nextday_log_pct":0.0798035012,"std_nextday_pct":3.1647690702},{"symbol":"SOL","period":"reused_holdout","trend":0,"highvol":1,"n":47,"mean_nextday_log_pct":-0.4737013182,"median_nextday_log_pct":-0.680298901,"std_nextday_pct":4.5916042325},{"symbol":"SOL","period":"reused_holdout","trend":1,"highvol":0,"n":108,"mean_nextday_log_pct":-0.1965354017,"median_nextday_log_pct":-0.2528037645,"std_nextday_pct":2.8264531736},{"symbol":"SOL","period":"reused_holdout","trend":1,"highvol":1,"n":1,"mean_nextday_log_pct":-0.4339448668,"median_nextday_log_pct":-0.4339448668,"std_nextday_pct":null}] https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep11~06:09UTC;nextdaylogreturns descriptive,notfills ortradedPnL. Signalpriorclose>SMA50,20dayRV above2024–25median;regressionHAC7.2026REUSEDholdout. [{"symbol":"SOL","period":"train","trend":0,"highvol":0,"n":90,"mean_nextday_log_pct":-0.2920207091,"median_nextday_log_pct":-0.3542176529,"std_nextday_pct":4.2454390523},{"symbol":"SOL","period":"train","trend":0,"highvol":1,"n":133,"mean_nextday_log_pct":-0.2413303254,"median_nextday_log_pct":-0.075885677,"std_nextday_pct":5.0895613793},{"symbol":"SOL","period":"train","trend":1,"highvol":0,"n":117,"mean_nextday_log_pct":-0.1047212071,"median_nextday_log_pct":-0.1881409722,"std_nextday_pct":3.7928761054},{"symbol":"SOL","period":"train","trend":1,"highvol":1,"n":103,"mean_nextday_log_pct":0.4576812225,"median_nextday_log_pct":0.2549267481,"std_nextday_pct":4.241040166}] https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep11~06:09UTC;posthocpartitionofFROZENbaseline,notfilteredstrategyreturn.2024–25train/REUSED2026holdout;25bpcreditedfees10bpslip/trail. Unknownwarmup excludedONLYfromlabels,alltradesretained.Compound=subsetpayoffproduct. [{"symbol":"ETH","tf":"hourly","period":"train","feature":"slope","value":false,"n":6,"mean":0.5718351736,"compound":-1.9967127934,"win":33.3333333333,"training_rv_median":0.6430540547,"unknown_regime_excluded":1},{"symbol":"ETH","tf":"hourly","period":"train","feature":"slope","value":true,"n":12,"mean":1.6890209276,"compound":13.0557155153,"win":50,"training_rv_median":0.6430540547,"unknown_regime_excluded":1},{"symbol":"ETH","tf":"hourly","period":"reused_holdout","feature":"slope","value":false,"n":3,"mean":-0.2505320839,"compound":-1.0113592858,"win":33.3333333333,"training_rv_median":0.6430540547,"unknown_regime_excluded":0},{"symbol":"ETH","tf":"hourly","period":"reused_holdout","feature":"slope","value":true,"n":3,"mean":6.0004219667,"compound":18.4382753046,"win":100,"training_rv_median":0.6430540547,"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":"ETH","tf":"hourly","period":"train","feature":"highvol","value":false,"n":10,"mean":4.1524953324,"compound":40.8924117166,"win":50,"training_rv_median":0.6430540547,"unknown_regime_excluded":0},{"symbol":"ETH","tf":"hourly","period":"train","feature":"highvol","value":true,"n":9,"mean":0.2708856675,"compound":-5.4242079408,"win":44.4444444444,"training_rv_median":0.6430540547,"unknown_regime_excluded":0},{"symbol":"ETH","tf":"hourly","period":"reused_holdout","feature":"highvol","value":false,"n":4,"mean":4.5045494485,"compound":18.1600735765,"win":75,"training_rv_median":0.6430540547,"unknown_regime_excluded":0},{"symbol":"ETH","tf":"hourly","period":"reused_holdout","feature":"highvol","value":true,"n":2,"mean":-0.3842640728,"compound":-0.7782956961,"win":50,"training_rv_median":0.6430540547,"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":"ETH","tf":"hourly","period":"train","feature":"trend","value":false,"n":4,"mean":-6.1386146446,"compound":-23.1993317158,"win":25,"training_rv_median":0.6430540547,"unknown_regime_excluded":1},{"symbol":"ETH","tf":"hourly","period":"train","feature":"trend","value":true,"n":14,"mean":3.4466943394,"compound":44.2673873225,"win":50,"training_rv_median":0.6430540547,"unknown_regime_excluded":1},{"symbol":"ETH","tf":"hourly","period":"reused_holdout","feature":"trend","value":false,"n":2,"mean":1.9738964803,"compound":3.869891175,"win":50,"training_rv_median":0.6430540547,"unknown_regime_excluded":0},{"symbol":"ETH","tf":"hourly","period":"reused_holdout","feature":"trend","value":true,"n":4,"mean":3.3254691719,"compound":12.8723997715,"win":75,"training_rv_median":0.6430540547,"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":"ETH","tf":"daily","period":"train","feature":"slope","value":false,"n":4,"mean":-1.8488518143,"compound":-8.5653408445,"win":25,"training_rv_median":0.6430540547,"unknown_regime_excluded":1},{"symbol":"ETH","tf":"daily","period":"train","feature":"slope","value":true,"n":10,"mean":0.3244966505,"compound":-7.8426945754,"win":40,"training_rv_median":0.6430540547,"unknown_regime_excluded":1},{"symbol":"ETH","tf":"daily","period":"reused_holdout","feature":"slope","value":false,"n":3,"mean":-8.3317019201,"compound":-23.1540475784,"win":0,"training_rv_median":0.6430540547,"unknown_regime_excluded":0},{"symbol":"ETH","tf":"daily","period":"reused_holdout","feature":"slope","value":true,"n":2,"mean":3.6928601266,"compound":7.1852601935,"win":50,"training_rv_median":0.6430540547,"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":"ETH","tf":"daily","period":"train","feature":"highvol","value":false,"n":7,"mean":-0.4739287355,"compound":-8.6968783326,"win":42.8571428571,"training_rv_median":0.6430540547,"unknown_regime_excluded":0},{"symbol":"ETH","tf":"daily","period":"train","feature":"highvol","value":true,"n":8,"mean":2.5312746489,"compound":11.7477159529,"win":37.5,"training_rv_median":0.6430540547,"unknown_regime_excluded":0},{"symbol":"ETH","tf":"daily","period":"reused_holdout","feature":"highvol","value":false,"n":3,"mean":-5.037063053,"compound":-14.5234345745,"win":0,"training_rv_median":0.6430540547,"unknown_regime_excluded":0},{"symbol":"ETH","tf":"daily","period":"reused_holdout","feature":"highvol","value":true,"n":2,"mean":-1.2490981741,"compound":-3.6372909448,"win":50,"training_rv_median":0.6430540547,"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":"ETH","tf":"daily","period":"train","feature":"trend","value":false,"n":1,"mean":-11.288723631,"compound":-11.288723631,"win":0,"training_rv_median":0.6430540547,"unknown_regime_excluded":1},{"symbol":"ETH","tf":"daily","period":"train","feature":"trend","value":true,"n":13,"mean":0.549098683,"compound":-5.0135207713,"win":38.4615384615,"training_rv_median":0.6430540547,"unknown_regime_excluded":1},{"symbol":"ETH","tf":"daily","period":"reused_holdout","feature":"trend","value":false,"n":0,"mean":null,"compound":0,"win":null,"training_rv_median":0.6430540547,"unknown_regime_excluded":0},{"symbol":"ETH","tf":"daily","period":"reused_holdout","feature":"trend","value":true,"n":5,"mean":-3.5218771014,"compound":-17.6324659487,"win":20,"training_rv_median":0.6430540547,"unknown_regime_excluded":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep11~06:09UTC;nextdaylogreturns descriptive,notfills ortradedPnL. Signalpriorclose>SMA50,20dayRV above2024–25median;regressionHAC7.2026REUSEDholdout. [{"symbol":"ETH","period":"reused_holdout","trend":0,"highvol":0,"n":52,"mean_nextday_log_pct":-0.1574549453,"median_nextday_log_pct":-0.0375827968,"std_nextday_pct":3.1039070376},{"symbol":"ETH","period":"reused_holdout","trend":0,"highvol":1,"n":63,"mean_nextday_log_pct":-0.5307911433,"median_nextday_log_pct":-0.260760704,"std_nextday_pct":4.2653475468},{"symbol":"ETH","period":"reused_holdout","trend":1,"highvol":0,"n":106,"mean_nextday_log_pct":0.1096703764,"median_nextday_log_pct":0.0972674632,"std_nextday_pct":2.8540954767},{"symbol":"ETH","period":"reused_holdout","trend":1,"highvol":1,"n":31,"mean_nextday_log_pct":0.2965287123,"median_nextday_log_pct":0.1771579996,"std_nextday_pct":3.0373409041}] https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep11~06:09UTC;nextdaylogreturns descriptive,notfills ortradedPnL. Signalpriorclose>SMA50,20dayRV above2024–25median;regressionHAC7.2026REUSEDholdout. [{"symbol":"ETH","period":"train","trend":0,"highvol":0,"n":170,"mean_nextday_log_pct":-0.2413823626,"median_nextday_log_pct":0.0520176651,"std_nextday_pct":4.0020313672},{"symbol":"ETH","period":"train","trend":0,"highvol":1,"n":205,"mean_nextday_log_pct":-0.1257751485,"median_nextday_log_pct":-0.0899421006,"std_nextday_pct":3.7041705184},{"symbol":"ETH","period":"train","trend":1,"highvol":0,"n":164,"mean_nextday_log_pct":0.1393187837,"median_nextday_log_pct":0.1482321681,"std_nextday_pct":3.4304463397},{"symbol":"ETH","period":"train","trend":1,"highvol":1,"n":142,"mean_nextday_log_pct":0.3153091031,"median_nextday_log_pct":0.0360431008,"std_nextday_pct":3.5907440259}] https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep11~06:09UTC;posthocpartitionofFROZENbaseline,notfilteredstrategyreturn.2024–25train/REUSED2026holdout;25bpcreditedfees10bpslip/trail. Unknownwarmup excludedONLYfromlabels,alltradesretained.Compound=subsetpayoffproduct. [{"symbol":"BTC","tf":"hourly","period":"train","feature":"slope","value":false,"n":8,"mean":-0.9366771407,"compound":-9.4117978143,"win":25,"training_rv_median":0.4364544418,"unknown_regime_excluded":2},{"symbol":"BTC","tf":"hourly","period":"train","feature":"slope","value":true,"n":9,"mean":-0.6027855486,"compound":-8.3132491664,"win":33.3333333333,"training_rv_median":0.4364544418,"unknown_regime_excluded":2},{"symbol":"BTC","tf":"hourly","period":"reused_holdout","feature":"slope","value":false,"n":2,"mean":-2.5358690131,"compound":-5.0075074081,"win":0,"training_rv_median":0.4364544418,"unknown_regime_excluded":0},{"symbol":"BTC","tf":"hourly","period":"reused_holdout","feature":"slope","value":true,"n":4,"mean":3.3709189718,"compound":13.3097470256,"win":75,"training_rv_median":0.4364544418,"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":"BTC","tf":"hourly","period":"train","feature":"highvol","value":false,"n":9,"mean":4.8829110585,"compound":45.5781713165,"win":44.4444444444,"training_rv_median":0.4364544418,"unknown_regime_excluded":0},{"symbol":"BTC","tf":"hourly","period":"train","feature":"highvol","value":true,"n":10,"mean":-1.5853159553,"compound":-17.1866405903,"win":30,"training_rv_median":0.4364544418,"unknown_regime_excluded":0},{"symbol":"BTC","tf":"hourly","period":"reused_holdout","feature":"highvol","value":false,"n":6,"mean":1.4019896435,"compound":7.6357530493,"win":50,"training_rv_median":0.4364544418,"unknown_regime_excluded":0},{"symbol":"BTC","tf":"hourly","period":"reused_holdout","feature":"highvol","value":true,"n":0,"mean":null,"compound":0,"win":null,"training_rv_median":0.4364544418,"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":"BTC","tf":"hourly","period":"train","feature":"trend","value":false,"n":4,"mean":-3.2875709471,"compound":-13.218430589,"win":25,"training_rv_median":0.4364544418,"unknown_regime_excluded":2},{"symbol":"BTC","tf":"hourly","period":"train","feature":"trend","value":true,"n":13,"mean":0.0178305173,"compound":-4.2914529128,"win":30.7692307692,"training_rv_median":0.4364544418,"unknown_regime_excluded":2},{"symbol":"BTC","tf":"hourly","period":"reused_holdout","feature":"trend","value":false,"n":1,"mean":-2.6228738134,"compound":-2.6228738134,"win":0,"training_rv_median":0.4364544418,"unknown_regime_excluded":0},{"symbol":"BTC","tf":"hourly","period":"reused_holdout","feature":"trend","value":true,"n":5,"mean":2.2069623349,"compound":10.5349451811,"win":60,"training_rv_median":0.4364544418,"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":"BTC","tf":"daily","period":"train","feature":"slope","value":false,"n":6,"mean":-3.8738487402,"compound":-21.75676328,"win":16.6666666667,"training_rv_median":0.4364544418,"unknown_regime_excluded":1},{"symbol":"BTC","tf":"daily","period":"train","feature":"slope","value":true,"n":11,"mean":1.0680561584,"compound":6.2262298661,"win":54.5454545455,"training_rv_median":0.4364544418,"unknown_regime_excluded":1},{"symbol":"BTC","tf":"daily","period":"reused_holdout","feature":"slope","value":false,"n":3,"mean":-5.7320116811,"compound":-16.3642976478,"win":0,"training_rv_median":0.4364544418,"unknown_regime_excluded":0},{"symbol":"BTC","tf":"daily","period":"reused_holdout","feature":"slope","value":true,"n":3,"mean":5.2260021194,"compound":15.554398783,"win":66.6666666667,"training_rv_median":0.4364544418,"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":"BTC","tf":"daily","period":"train","feature":"highvol","value":false,"n":9,"mean":1.2171556572,"compound":7.4756323188,"win":44.4444444444,"training_rv_median":0.4364544418,"unknown_regime_excluded":0},{"symbol":"BTC","tf":"daily","period":"train","feature":"highvol","value":true,"n":9,"mean":-0.0467036914,"compound":-5.6308614553,"win":44.4444444444,"training_rv_median":0.4364544418,"unknown_regime_excluded":0},{"symbol":"BTC","tf":"daily","period":"reused_holdout","feature":"highvol","value":false,"n":4,"mean":0.9330969289,"compound":2.5192583701,"win":25,"training_rv_median":0.4364544418,"unknown_regime_excluded":0},{"symbol":"BTC","tf":"daily","period":"reused_holdout","feature":"highvol","value":true,"n":2,"mean":-2.6252082004,"compound":-5.7301676216,"win":50,"training_rv_median":0.4364544418,"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":"BTC","tf":"daily","period":"train","feature":"trend","value":false,"n":0,"mean":null,"compound":0,"win":null,"training_rv_median":0.4364544418,"unknown_regime_excluded":1},{"symbol":"BTC","tf":"daily","period":"train","feature":"trend","value":true,"n":17,"mean":-0.6761455705,"compound":-16.8851595071,"win":41.1764705882,"training_rv_median":0.4364544418,"unknown_regime_excluded":1},{"symbol":"BTC","tf":"daily","period":"reused_holdout","feature":"trend","value":false,"n":0,"mean":null,"compound":0,"win":null,"training_rv_median":0.4364544418,"unknown_regime_excluded":0},{"symbol":"BTC","tf":"daily","period":"reused_holdout","feature":"trend","value":true,"n":6,"mean":-0.2530047809,"compound":-3.355266979,"win":33.3333333333,"training_rv_median":0.4364544418,"unknown_regime_excluded":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep11~06:09UTC;nextdaylogreturns descriptive,notfills ortradedPnL. Signalpriorclose>SMA50,20dayRV above2024–25median;regressionHAC7.2026REUSEDholdout. [{"symbol":"BTC","period":"reused_holdout","trend":0,"highvol":0,"n":61,"mean_nextday_log_pct":-0.3349343318,"median_nextday_log_pct":-0.0371878756,"std_nextday_pct":2.276267162},{"symbol":"BTC","period":"reused_holdout","trend":0,"highvol":1,"n":63,"mean_nextday_log_pct":-0.0590420751,"median_nextday_log_pct":-0.2716527659,"std_nextday_pct":3.3316305541},{"symbol":"BTC","period":"reused_holdout","trend":1,"highvol":0,"n":98,"mean_nextday_log_pct":0.2090561172,"median_nextday_log_pct":0.0465000164,"std_nextday_pct":1.9675392969},{"symbol":"BTC","period":"reused_holdout","trend":1,"highvol":1,"n":30,"mean_nextday_log_pct":-0.3716946555,"median_nextday_log_pct":-0.4291939307,"std_nextday_pct":1.8900469043}] https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep11~06:09UTC;nextdaylogreturns descriptive,notfills ortradedPnL. Signalpriorclose>SMA50,20dayRV above2024–25median;regressionHAC7.2026REUSEDholdout. [{"symbol":"BTC","period":"train","trend":0,"highvol":0,"n":120,"mean_nextday_log_pct":-0.1199999101,"median_nextday_log_pct":-0.0057064763,"std_nextday_pct":2.398598903},{"symbol":"BTC","period":"train","trend":0,"highvol":1,"n":179,"mean_nextday_log_pct":0.0793610817,"median_nextday_log_pct":0.0024956304,"std_nextday_pct":2.7675649671},{"symbol":"BTC","period":"train","trend":1,"highvol":0,"n":217,"mean_nextday_log_pct":0.1221119431,"median_nextday_log_pct":0.006760381,"std_nextday_pct":2.062201902},{"symbol":"BTC","period":"train","trend":1,"highvol":1,"n":165,"mean_nextday_log_pct":0.1582606844,"median_nextday_log_pct":0.1578482225,"std_nextday_pct":2.7882405982}] https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"GLD","model":"adapter","sample":"test","slippage_bp":15,"c_multiplier":1,"return":37.26223735447696,"drawdown":9.460982703974551,"CAGR_pct":9.083513607358329,"Sharpe0":1.1879649542532147,"ann_vol_pct":7.560286321595779,"N_sessions":918,"N_months":44,"win_rate_pct":52.27272727272727,"trades":44,"positive_months_pct":52.27272727272727,"mean_trade_pct":1.156883181190205,"avgwin_pct":4.645716001599482,"avgloss_pct":2.6642194316390024,"mean_exposure":0.3313626518370515,"vectorbt_max_error":3.637978807091713e-12,"orders":104,"start":"2023-01-03","end":"2026-08-31"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"GLD","model":"adapter","sample":"train","slippage_bp":15,"c_multiplier":1,"return":8.594624456479094,"drawdown":12.863200967894684,"CAGR_pct":2.0826844150378054,"Sharpe0":0.2938675447944952,"ann_vol_pct":8.14649785275333,"N_sessions":1008,"N_months":48,"win_rate_pct":47.91666666666667,"trades":48,"positive_months_pct":47.91666666666667,"mean_trade_pct":0.39022782352469954,"avgwin_pct":3.394105559086327,"avgloss_pct":2.373339693191998,"mean_exposure":0.3765074530558196,"vectorbt_max_error":3.637978807091713e-12,"orders":108,"start":"2019-01-02","end":"2022-12-30"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"GLD","model":"adapter","sample":"test","slippage_bp":5,"c_multiplier":1,"return":43.290188416740015,"drawdown":8.484640038126855,"CAGR_pct":10.378108653234165,"Sharpe0":1.3570805717079317,"ann_vol_pct":7.483527358061548,"N_sessions":918,"N_months":44,"win_rate_pct":52.27272727272727,"trades":44,"positive_months_pct":52.27272727272727,"mean_trade_pct":1.328759132086123,"avgwin_pct":4.799172226155843,"avgloss_pct":2.472169494752142,"mean_exposure":0.3308567603588551,"vectorbt_max_error":3.637978807091713e-12,"orders":104,"start":"2023-01-03","end":"2026-08-31"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"GLD","model":"adapter","sample":"train","slippage_bp":5,"c_multiplier":1,"return":13.220439532381523,"drawdown":13.176694279509316,"CAGR_pct":3.1528446739564897,"Sharpe0":0.420648287937519,"ann_vol_pct":8.176226203185141,"N_sessions":1008,"N_months":48,"win_rate_pct":47.91666666666667,"trades":48,"positive_months_pct":47.91666666666667,"mean_trade_pct":0.5172105268009635,"avgwin_pct":3.5788922277903708,"avgloss_pct":2.2995366381092914,"mean_exposure":0.3899464018699038,"vectorbt_max_error":3.637978807091713e-12,"orders":109,"start":"2019-01-02","end":"2022-12-30"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"GLD","model":"constant","sample":"test","slippage_bp":15,"c_multiplier":1,"return":117.6517761730966,"drawdown":23.90681734597957,"CAGR_pct":23.799542450330158,"Sharpe0":1.2823909760535954,"ann_vol_pct":17.911838952174026,"N_sessions":918,"N_months":44,"win_rate_pct":100,"trades":1,"positive_months_pct":65.9090909090909,"mean_trade_pct":120.50830707094494,"avgwin_pct":120.50830707094494,"avgloss_pct":null,"mean_exposure":0.8917665178284222,"vectorbt_max_error":0,"orders":45,"start":"2023-01-03","end":"2026-08-31"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars