Notes

MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"BTC","kind":"nextday_interaction_HAC7","n":681,"period":"train","rv_train_median":0.4364544418,"beta_pp":[-0.1199999101,0.2421118532,0.1993609918,-0.1632122505],"se_pp":[0.202019318,0.2492036359,0.2829952659,0.3621368328],"interaction_ci_pp":[-0.8730004428,0.5465759417]} https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"BTC","kind":"hourly_distribution","n":8757,"mean":-0.0044995353,"std":0.4679126559,"q01":-1.3981270565,"q99":1.3356031495,"worst":-4.9115774346,"best":3.888843194,"lag1":-0.0034204911,"weekend_std":0.3284539089,"weekday_std":0.5130469905} https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"SOL","kind":"conditional_trade_bootstrap","tf":"hourly","n":6,"draws":20000,"win":33.3333333333,"mean":0.6608554517,"avgwin":13.7500032946,"avgloss":5.8837184697,"mean_ci_low":-6.4738730533,"mean_ci_high":9.1989682612,"positive_mean_pct":53.71,"halfwealth":0.356,"full_notional":83.96616,"quarter_probe":20.99154,"terminal_loss_pct":48.165,"terminal_p05":-11.6798558105,"terminal_p95":17.2757407427,"exbest":-14.9391843866,"actual_notional":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"SOL","kind":"conditional_trade_bootstrap","tf":"daily","n":6,"draws":20000,"win":16.6666666667,"mean":-0.6385208045,"avgwin":27.0656234816,"avgloss":6.1793496617,"mean_ci_low":-9.059857812,"mean_ci_high":11.4033062934,"positive_mean_pct":41.405,"halfwealth":0,"full_notional":0,"quarter_probe":0,"terminal_loss_pct":0,"terminal_p05":0,"terminal_p95":0,"exbest":-27.7667392073,"actual_notional":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"SOL","kind":"unconditional_paths","block_hours":72,"paths":10000,"blocks_available":8533,"trailing":true,"horizon_hours":480,"risk_pct":9.9622229395,"target_up_pct":32.6990137669,"net_stop_pct":10.5908463932,"stop_pct":62.19,"target_pct":2.84,"timeout_pct":34.97,"mean_net":-2.5444851326,"p05_net":-12.4196914933,"p95_net":20.5008561537,"worst_net":-14.8271683497,"p_loss":65.72} https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"SOL","kind":"unconditional_paths","block_hours":72,"paths":10000,"blocks_available":8533,"trailing":false,"horizon_hours":480,"risk_pct":9.9622229395,"target_up_pct":32.6990137669,"net_stop_pct":10.5908463932,"stop_pct":55.17,"target_pct":3.38,"timeout_pct":41.45,"mean_net":-2.6070611059,"p05_net":-12.4284708547,"p95_net":23.2341728402,"worst_net":-14.8271683497,"p_loss":66.6} https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"SOL","kind":"unconditional_paths","block_hours":24,"paths":10000,"blocks_available":8677,"trailing":true,"horizon_hours":480,"risk_pct":9.9622229395,"target_up_pct":32.6990137669,"net_stop_pct":10.5908463932,"stop_pct":64.67,"target_pct":3.4,"timeout_pct":31.93,"mean_net":-2.4766701643,"p05_net":-12.2661977203,"p95_net":22.2651354466,"worst_net":-15.0343431185,"p_loss":66.68} https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"SOL","kind":"unconditional_paths","block_hours":24,"paths":10000,"blocks_available":8677,"trailing":false,"horizon_hours":480,"risk_pct":9.9622229395,"target_up_pct":32.6990137669,"net_stop_pct":10.5908463932,"stop_pct":56.45,"target_pct":4.09,"timeout_pct":39.46,"mean_net":-2.5190530069,"p05_net":-12.2714707921,"p95_net":25.9466057508,"worst_net":-15.0343431185,"p_loss":67.69} https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"SOL","kind":"unconditional_paths","block_hours":1,"paths":10000,"blocks_available":8747,"trailing":true,"horizon_hours":480,"risk_pct":9.9622229395,"target_up_pct":32.6990137669,"net_stop_pct":10.5908463932,"stop_pct":64.01,"target_pct":3.31,"timeout_pct":32.68,"mean_net":-2.2976261611,"p05_net":-11.9695661125,"p95_net":22.2080391488,"worst_net":-15.8257106511,"p_loss":66.47} https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"SOL","kind":"unconditional_paths","block_hours":1,"paths":10000,"blocks_available":8747,"trailing":false,"horizon_hours":480,"risk_pct":9.9622229395,"target_up_pct":32.6990137669,"net_stop_pct":10.5908463932,"stop_pct":55.68,"target_pct":4.03,"timeout_pct":40.29,"mean_net":-2.362017468,"p05_net":-11.9695661125,"p95_net":25.5187058936,"worst_net":-15.8257106511,"p_loss":67.52} https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"ETH","kind":"conditional_trade_bootstrap","tf":"hourly","n":6,"draws":20000,"win":66.6666666667,"mean":2.8749449414,"avgwin":5.8484266974,"avgloss":3.0720185706,"mean_ci_low":-1.5878695429,"mean_ci_high":8.3908565613,"positive_mean_pct":87.1,"halfwealth":0.5,"full_notional":117.93,"quarter_probe":29.4825,"terminal_loss_pct":13.14,"terminal_p05":-3.1281417839,"terminal_p95":23.8413746311,"exbest":1.7355283222,"actual_notional":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"ETH","kind":"conditional_trade_bootstrap","tf":"daily","n":5,"draws":20000,"win":20,"mean":-3.5218771014,"avgwin":9.4965849547,"avgloss":6.7764926155,"mean_ci_low":-9.3381006516,"mean_ci_high":3.3356547936,"positive_mean_pct":16.515,"halfwealth":0,"full_notional":0,"quarter_probe":0,"terminal_loss_pct":0,"terminal_p05":0,"terminal_p95":0,"exbest":-24.7761616626,"actual_notional":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"ETH","kind":"unconditional_paths","block_hours":72,"paths":10000,"blocks_available":8542,"trailing":true,"horizon_hours":480,"risk_pct":7.1348456366,"target_up_pct":24.2168818581,"net_stop_pct":7.783209201,"stop_pct":76.08,"target_pct":5.43,"timeout_pct":18.49,"mean_net":-2.2590264742,"p05_net":-9.5375771784,"p95_net":23.4120884908,"worst_net":-12.2292910115,"p_loss":70.26} https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"ETH","kind":"unconditional_paths","block_hours":72,"paths":10000,"blocks_available":8542,"trailing":false,"horizon_hours":480,"risk_pct":7.1348456366,"target_up_pct":24.2168818581,"net_stop_pct":7.783209201,"stop_pct":65.84,"target_pct":6.89,"timeout_pct":27.27,"mean_net":-2.3865504173,"p05_net":-9.5508145958,"p95_net":23.6350173901,"worst_net":-12.2292910115,"p_loss":72.48} https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"ETH","kind":"unconditional_paths","block_hours":24,"paths":10000,"blocks_available":8686,"trailing":true,"horizon_hours":480,"risk_pct":7.1348456366,"target_up_pct":24.2168818581,"net_stop_pct":7.783209201,"stop_pct":76.28,"target_pct":5.94,"timeout_pct":17.78,"mean_net":-1.9727945737,"p05_net":-9.4815618464,"p95_net":23.4826972173,"worst_net":-12.4434273352,"p_loss":69.04} https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"ETH","kind":"unconditional_paths","block_hours":24,"paths":10000,"blocks_available":8686,"trailing":false,"horizon_hours":480,"risk_pct":7.1348456366,"target_up_pct":24.2168818581,"net_stop_pct":7.783209201,"stop_pct":64.88,"target_pct":7.74,"timeout_pct":27.38,"mean_net":-2.0832475378,"p05_net":-9.5010080883,"p95_net":23.6918595623,"worst_net":-12.4434273352,"p_loss":71.58} https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"ETH","kind":"unconditional_paths","block_hours":1,"paths":10000,"blocks_available":8755,"trailing":true,"horizon_hours":480,"risk_pct":7.1348456366,"target_up_pct":24.2168818581,"net_stop_pct":7.783209201,"stop_pct":77.83,"target_pct":5.24,"timeout_pct":16.93,"mean_net":-1.8769213967,"p05_net":-9.2164021387,"p95_net":23.386586588,"worst_net":-12.8219956361,"p_loss":68.21} https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"ETH","kind":"unconditional_paths","block_hours":1,"paths":10000,"blocks_available":8755,"trailing":false,"horizon_hours":480,"risk_pct":7.1348456366,"target_up_pct":24.2168818581,"net_stop_pct":7.783209201,"stop_pct":64.65,"target_pct":7.28,"timeout_pct":28.07,"mean_net":-2.0084430231,"p05_net":-9.2246735447,"p95_net":23.5809208031,"worst_net":-12.8219956361,"p_loss":71.05} https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"BTC","kind":"conditional_trade_bootstrap","tf":"hourly","n":6,"draws":20000,"win":50,"mean":1.4019896435,"avgwin":6.087821562,"avgloss":3.283842275,"mean_ci_low":-2.659057556,"mean_ci_high":6.3478628236,"positive_mean_pct":70.195,"halfwealth":0.5,"full_notional":117.93,"quarter_probe":29.4825,"terminal_loss_pct":31.49,"terminal_p05":-6.6750882285,"terminal_p95":17.6016500531,"exbest":-4.8952899237,"actual_notional":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"BTC","kind":"conditional_trade_bootstrap","tf":"daily","n":6,"draws":20000,"win":33.3333333333,"mean":-0.2530047809,"avgwin":9.890046524,"avgloss":5.3245304333,"mean_ci_low":-5.9054386727,"mean_ci_high":6.8789191214,"positive_mean_pct":43.845,"halfwealth":0,"full_notional":0,"quarter_probe":0,"terminal_loss_pct":0,"terminal_p05":0,"terminal_p95":0,"exbest":-15.9597028777,"actual_notional":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"BTC","kind":"unconditional_paths","block_hours":72,"paths":10000,"blocks_available":8615,"trailing":true,"horizon_hours":480,"risk_pct":5.9137499154,"target_up_pct":20.5535946945,"net_stop_pct":6.5706388947,"stop_pct":66.44,"target_pct":3.53,"timeout_pct":30.03,"mean_net":-1.7357991969,"p05_net":-7.7296485827,"p95_net":14.0876888515,"worst_net":-10.0207866483,"p_loss":67.74} https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"BTC","kind":"unconditional_paths","block_hours":72,"paths":10000,"blocks_available":8615,"trailing":false,"horizon_hours":480,"risk_pct":5.9137499154,"target_up_pct":20.5535946945,"net_stop_pct":6.5706388947,"stop_pct":58.98,"target_pct":3.98,"timeout_pct":37.04,"mean_net":-1.8005171633,"p05_net":-7.73656552,"p95_net":15.8848384567,"worst_net":-10.0207866483,"p_loss":68.85} https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"BTC","kind":"unconditional_paths","block_hours":24,"paths":10000,"blocks_available":8711,"trailing":true,"horizon_hours":480,"risk_pct":5.9137499154,"target_up_pct":20.5535946945,"net_stop_pct":6.5706388947,"stop_pct":69.5,"target_pct":3.13,"timeout_pct":27.37,"mean_net":-1.8802693988,"p05_net":-7.7490236877,"p95_net":13.2391782227,"worst_net":-10.9039859194,"p_loss":68.28} https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"BTC","kind":"unconditional_paths","block_hours":24,"paths":10000,"blocks_available":8711,"trailing":false,"horizon_hours":480,"risk_pct":5.9137499154,"target_up_pct":20.5535946945,"net_stop_pct":6.5706388947,"stop_pct":60.2,"target_pct":3.89,"timeout_pct":35.91,"mean_net":-1.909304416,"p05_net":-7.7540318291,"p95_net":15.3590895213,"worst_net":-10.9039859194,"p_loss":69.45} https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"BTC","kind":"unconditional_paths","block_hours":1,"paths":10000,"blocks_available":8757,"trailing":true,"horizon_hours":480,"risk_pct":5.9137499154,"target_up_pct":20.5535946945,"net_stop_pct":6.5706388947,"stop_pct":70.17,"target_pct":3.43,"timeout_pct":26.4,"mean_net":-1.7225428557,"p05_net":-7.5738029769,"p95_net":13.8121158005,"worst_net":-10.7975429344,"p_loss":67.75} https://runway.adityaperswal.workers.dev/data/crypto-bars