Notes

A news scan found the headline 'CNXC CNXC91106 T3 time holdout 45bp'. The given data is a performance report for a trading strategy, which includes the following metrics: a k value of 3, no barrier, a slippage of 45 basis points, and a holdout window. The return was 11.738658389486536 percent, the drawdown was 9.165676284652058 percent, and the win rate was 71.42857142857143 percent, based on a sample of 7. The mean percentage change was 1.7079593434501654 percent, the average win percentage was 4.052868856259844 percent, and the average loss percentage was 4.154314438574031 percent. There were 0 targets, and the worst percentage change was -6.1334388701777325 percent. The mean excess percentage per period was 1.1018897351773718 percent, with 0 ambiguous results. These figures were measured on 2026-09-11, using chronological training data from 2021 to 2024 and a holdout period from 2025 to June 2026, based on saved study.py and issuer calendar observations from 24553 to 24575, with no live fills. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data line for the SPY symbol: the model used was an adapter, with a sample of train, a slippage of 15 basis points, and a c multiplier of 2. The return was 5.924249409058424, the drawdown was 22.950594911252875, and the compound annual growth rate was 1.4492518928099773 percent. The Sharpe ratio, a measure of risk, was 0.1925434273089269. The annual volatility was 10.174215476039205 percent. There were 1008 sessions, 48 months, a win rate of 45.83333333333333 percent, and 48 trades. The percentage of positive months was 45.83333333333333 percent. The mean trade was 0.620346423396773 percent, the average win was 4.827922463280624 percent, and the average loss was 2.939910225735716 percent. The mean exposure was 0.4702770255317749. The vectorbt max error, a measure of calculation accuracy, was 3.637978807091713e-12. There were 102 orders, from January 2, 2019, to December 30, 2022. This was measured on September 11, with a fixed protocol of 2230, and a common complete month end of August 31. It used a systematic investment plan, or SIP, with all dividend proxy, fees of 1 basis point, and a normalized fractional portfolio, but did not use actual 15 minute fills. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'CNXC CNXC91106 T3 time train 45bp'. The given data is a performance report for a trading strategy, with the following results: the strategy had a return of -6.748362594474147 percent, a drawdown of 8.996104762976865 percent, and a win rate of 33.33333333333333 percent, based on a sample of 15 trades. The mean percentage change was -0.4039710517259939 percent, with an average win of 3.782410524237858 percent and an average loss of 2.49716183970792 percent. The worst loss was -5.026638945017292 percent. The data was measured on 2026-09-11 and is based on chronological training from 2021 to 2024 and a holdout period from 2025 to June 2026. The figures are from a saved study and issuer calendar observations from 24553 to 24575, with no live trades executed. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all

A test of the SPY adapter model, which is a type of computer program that helps make investment decisions, was conducted. The test used a sample of data and had a slippage of 15 basis points, which means the difference between the expected and actual price of a trade. The test also used a multiplier of 0.5, which is a factor that adjusts the size of the trades. The results showed a return of 21.32%, a drawdown of 8.01%, and a compound annual growth rate of 5.45%. The Sharpe ratio, which is a measure of risk-adjusted return, was 0.94. The test ran for 918 sessions, or periods of trading, over 44 months, from January 3, 2023, to August 31, 2026. The win rate was 52.27%, with 44 trades made, and the average win was 3.68%, while the average loss was 2.25%. The test was measured on September 11, and used a fixed protocol, with a common complete month-end of August 31. It also used a system where all dividends were reinvested, and fees were 1 basis point, with a normalized fractional portfolio, which means the portfolio was adjusted to have a consistent size. Note that the test did not use actual 15-minute fills, which are the prices at which trades are executed. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line for CNXC91106 T3 time, which shows the following results: the strategy had a return of 14.91%, a drawdown of 8.80%, and a win rate of 71.43%. The average win was 4.47% and the average loss was 3.77%. The worst loss was 5.76%. The mean excess return was 1.51%. The strategy was measured from September 11, 2026, and was trained from 2021 to 2024, with a holdout period from 2025 to June 2026. The data was taken from a saved study and issuer calendar observations from 24553 to 24575, with no live trades executed. The strategy had a slippage of 25 basis points and a sample size of 7. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'SPY VM9110600 adapter train slip15 scale0.5'. The SPY symbol was used in an adapter model with a train sample, 15 basis points of slippage, and a c multiplier of 0.5. The results showed a return of -4.314729648196081, a drawdown of 9.48234794366084, and a compound annual growth rate of -1.096588503273721 percent. The Sharpe ratio was -0.2029201990808139, and the annualized volatility was 4.850653423003958 percent. There were 1008 sessions, 48 months, a win rate of 45.83333333333333 percent, and 48 trades. The positive months percentage was 45.83333333333333, the mean trade percentage was 0.6203464233967744, the average win percentage was 4.827922463280627, and the average loss percentage was 2.939910225735716. The mean exposure was 0.21918719187731112. The vectorbt max error was 3.637978807091713e-12, and there were 102 orders from January 2, 2019, to December 30, 2022. This was measured on September 11, using a fixed protocol, common complete month end on August 31, with a system interaction protocol, all dividend proxy, fees of 1 basis point, and a normalized fractional portfolio, noting that the results are not based on actual 15-minute fills. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'CNXC CNXC91106 T3 time train 25bp'. The given data is a JSON output, which is a format for storing and exchanging data. It shows the results of a trading strategy test, including a return of -0.9819, a drawdown of 7.12, and a win rate of 46.67%. The test was run on a training period from 2021 to 2024 and a holdout period from 2025 to June 2026. The data was measured on September 11, 2026, and is based on a study and issuer calendar observations from numbers 24553 to 24575. There were no live trades made during this test. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data line: the symbol is SPY, which is a type of stock market index fund, and the model used is an adapter, a type of computer program. The sample used was a test, with a slippage of 15 basis points, which is a measure of the difference between expected and actual trade prices, and a c_multiplier of 1. The return was 32.37547049640659 percent, the drawdown was 12.332724641789806 percent, which is the maximum loss from a peak to a trough, and the Compound Annual Growth Rate, or CAGR, was 8.003382597742492 percent. The Sharpe ratio, a measure of risk-adjusted return, was 0.9428453735630622, and the annual volatility was 8.555480196718522 percent. There were 918 trading sessions, which is a period of trading activity, and 44 months, with a win rate of 52.27272727272727 percent. There were 44 trades, and 52.27272727272727 percent of months were positive. The mean trade return was 0.8496575984270752 percent, the average win was 3.6834540486621963 percent, and the average loss was 2.254024228020915 percent. The mean exposure, which is the amount of capital invested, was 0.5279399597509662, and the vectorbt_max_error, a measure of the maximum error in the model, was 1.8189894035458565e-12. There were 102 orders, and the test started on 2023-01-03 and ended on 2026-08-31. The test was measured on September 11, and used a fixed protocol, number 2230, with a common complete month end on August 31. The test also used a Systematic Investment Plan, or SIP, with all dividends reinvested, and fees of 1 basis point, with a normalized fractional portfolio, but did not use actual 15-minute fills. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line for the SPY symbol: the model used was an adapter, the sample was a train sample, with a slippage of 15 basis points and a c multiplier of 1. The return was 5.5575 percent, the drawdown was 14.6614 percent, and the compound annual growth rate was 1.3613 percent. The Sharpe ratio, a measure of risk, was 0.2259, and the annual volatility was 7.1102 percent. There were 1008 sessions, 48 months, a win rate of 45.8333 percent, and 48 trades. The positive months percentage was 45.8333 percent, the mean trade percentage was 0.6203 percent, the average win percentage was 4.8279 percent, and the average loss percentage was 2.9399 percent. The mean exposure was 0.3559, and the vectorbt max error was 3.637978807091713e-12. There were 102 orders, from January 2, 2019, to December 30, 2022. This was measured on September 11, with a fixed protocol, common complete month end on August 31, using a systematic investment plan, with all dividend proxy, fees of 1 basis point, and a normalized fractional portfolio, noting that the fills were not actual 15 minute fills. https://runway.adityaperswal.workers.dev/data/stock-bars

A test of the SPY symbol using an adapter model was conducted. The test had a slippage of 5 basis points and a multiplier of 1. The results showed a return of 41.55842346111642, a drawdown of 11.77731698964799, and a compound annual growth rate of 10.010296234726269 percent. The Sharpe ratio, a measure of risk-adjusted return, was 1.1655041643434019. The annual volatility was 8.496876308979505 percent. The test consisted of 918 sessions over 44 months, with a win rate of 56.81818181818182 percent and 44 trades. The positive months percentage was 56.81818181818182 percent, the mean trade percentage was 1.0325132938780612 percent, the average win percentage was 3.608410385020434 percent, and the average loss percentage was 2.3568249839408493 percent. The mean exposure was 0.5274222202872864. The test started on January 3, 2023, and ended on August 31, 2026. A news scan found the note MeasuredSep11, which mentioned a fixed protocol, common complete month end August 31, SIP, all dividend proxy, fees of 1 basis point, and a normalized fractional portfolio, with a note that the fills were not actual 15-minute fills. https://runway.adityaperswal.workers.dev/data/stock-bars

A trading model called an adapter was tested on the SPY symbol, which is a stock market index fund, using a train sample, with a slippage of 5 basis points, and a multiplier of 1. The results showed a return of 9.57%, a drawdown of 14.34%, and a compound annual growth rate of 2.31%. The Sharpe ratio, a measure of risk, was 0.36, and the annual volatility was 7.07%. Over 1008 sessions and 48 months, the model had a win rate of 47.92%, with 48 trades, and 47.92% of months were positive. The average trade return was 0.75%, with an average win of 4.82% and an average loss of 2.99%. The model had a mean exposure of 35.76%. The test started on January 2, 2019, and ended on December 30, 2022, using a fixed protocol, with dividends and fees of 1 basis point, and a normalized fractional portfolio. Note that the results are based on a simulated environment, with 15-minute fill times, and are not actual results. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'SPY VM9110600 constant test slip15 scale1'. The results of a test of the SPY symbol using a constant model are as follows: the sample used was a test sample, with a slippage of 15 basis points, and a c multiplier of 1. The return was 89.00366944108846, the drawdown was 16.350101274970875, and the compound annual growth rate was 19.09507171076641 percent. The Sharpe ratio, a measure of risk, was 1.4145340314520884. The annualized volatility, a measure of how much the value changed, was 12.947869722356014 percent. There were 918 sessions, which is the number of times the market was open, and 44 months in the test period. The win rate, or percentage of winning trades, was 100 percent, with only 1 trade made. The percentage of positive months was 70.45454545454545 percent. The mean trade return, or average return per trade, was 97.25580118846757 percent, and the average win return was also 97.25580118846757 percent. There was no average loss return, as all trades were winning trades. The mean exposure, or average amount of money invested, was 0.8642948469117009. The vectorbt max error, a measure of the difference between expected and actual results, was 0. There were 45 orders, or trades, made between the start date of 2023-01-03 and the end date of 2026-08-31. The test used a fixed protocol, with a common complete month end of August 31, and a systematic investment plan, or SIP, with all dividends and fees of 1 basis point, and a normalized fractional portfolio, but did not use actual 15 minute fills. https://runway.adityaperswal.workers.dev/data/stock-bars

A trading model called constant was used to analyze the SPY symbol. The model was trained on a sample of data, and it had a slippage of 15 basis points, which is a measure of the difference between the expected price of a trade and the actual price. The results showed a return of 56.23%, a drawdown of 29.60%, and a compound annual growth rate of 11.80%. The Sharpe ratio, which is a measure of risk-adjusted return, was 0.68. The annualized volatility was 18.94%. The model had 1008 trading sessions, which is equivalent to 48 months. It had a win rate of 100%, with only 1 trade. The average trade return was 55.73%. The model had a mean exposure of 86.40%, which means that on average, 86.40% of the portfolio was invested. The vectorbt max error was 0, indicating no errors. There were 49 orders placed. The trading period started on January 2, 2019, and ended on December 30, 2022. The results were measured on September 11, and the protocol used was fixed, with a common complete month end on August 31. The model used a systematic investment plan, or SIP, and accounted for all dividends and fees of 1 basis point. The portfolio was normalized and used fractional amounts, but the results were not based on actual 15-minute fills. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line for the SPY symbol: the model used was a constant model, the sample was a test, the slippage was 5 basis points, and the c multiplier was 1. The return was 89.3532126904073, the drawdown was 16.349326779525718, and the compound annual growth rate was 19.15549316780758 percent. The Sharpe ratio, a measure of risk, was 1.4187412075130983, and the annual volatility was 12.94498601405086 percent. There were 918 sessions, 44 months, and a win rate of 100 percent, with 1 trade. The percentage of positive months was 70.45454545454545, the mean trade percentage was 97.72489157559559, and the average win percentage was 97.72489157559559. The average loss percentage was null, meaning there were no losses. The mean exposure, or the average amount invested, was 0.864275818854325, and there were 45 orders. The test started on January 3, 2023, and ended on August 31, 2026. This was measured on September 11, using a fixed protocol, with a common complete month end on August 31, and a system that includes all dividends and fees of 1 basis point, with a normalized fractional portfolio, but does not reflect actual 15 minute fills. https://runway.adityaperswal.workers.dev/data/stock-bars

A trading fund manager's notes show results for the SPY symbol, using a constant model on a train sample with 5 basis points of slippage and a multiplier of 1. The return was 56.53%, with a drawdown of 29.60%. The compound annual growth rate was 11.85%, and the Sharpe ratio was 0.69. The annualized volatility was 18.94%. Over 1008 sessions and 48 months, the win rate was 100%, with 1 trade and 64.58% of months being positive. The mean trade return was 56.07%, and the average win was also 56.07%, with no average loss. The mean exposure was 0.86, and there were 49 orders. The period measured was from January 2, 2019, to December 30, 2022, using a fixed protocol, with a common complete month end on August 31, and a systematic investment plan with dividend proxy, 1 basis point fees, and a normalized fractional portfolio, noting that these are not actual 15-minute fills, as found in a data line. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: the symbol is SPY, which is a type of stock market index fund. The model used for testing is a monthly model, and the sample is a test sample. The slippage, which is the difference between expected and actual trade prices, is 15 basis points, or 0.15 percent. The c_multiplier, a factor used to scale trades, is 1. The return on investment is 72.72013860069322 percent. The drawdown, which is the largest decline in value, is 12.649097110245854 percent. The compound annual growth rate, or CAGR, is 16.18577903280123 percent. The Sharpe ratio, a measure of risk-adjusted return, is 1.3390727566525686. The annual volatility, which is a measure of price fluctuations, is 11.719207054595792 percent. There were 918 trading sessions and 44 months in the test period. The win rate, or percentage of winning trades, is 100 percent. There was 1 trade in total. The percentage of positive months is 65.9090909090909 percent. The mean trade return, or average return per trade, is 13.125432192843721 percent. The average win return is also 13.125432192843721 percent. There were no losing trades, so the average loss return is null. The mean exposure, or average amount invested, is 0.8654937271488716. The vectorbt_max_error, a measure of calculation accuracy, is 1.8189894035458565e-12. There were 29 orders placed during the test period. The test started on 2023-01-03 and ended on 2026-08-31. The test was measured on September 11, and used a fixed protocol, number 2230, with a common complete month-end on August 31. The test assumed a systematic investment plan, or SIP, with all dividends reinvested, and fees of 1 basis point, or 0.01 percent. The portfolio was normalized to allow for fractional ownership, and the test did not use actual 15-minute fill data. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line for the SPY symbol: the model used is monthly, the sample is for training, and the slippage is 15 basis points. The return is 30.71958467425531 percent, the drawdown is 18.121256375906757 percent, and the Compound Annual Growth Rate is 6.926454066989907 percent. The Sharpe ratio, a measure of risk, is 0.6524461264049082, and the annual volatility is 11.23732562333039 percent. There were 1008 sessions, 48 months, and a win rate of 100 percent, with 1 trade. The percentage of positive months is 62.5 percent, the mean trade percentage is 6.127338002439735 percent, and the average win percentage is 6.127338002439735 percent. The average loss percentage is null, meaning there were no losses. The mean exposure, or the average amount of capital used, is 0.6546927280656281, and the vectorbt max error, a measure of calculation accuracy, is 1.8189894035458565e-12. There were 36 orders, from January 2, 2019, to December 30, 2022. This data is based on a fixed protocol, with a common complete month end of August 31, and uses a Systematic Investment Plan, or SIP, with all dividends and fees of 1 basis point, and a normalized fractional portfolio, but does not reflect actual 15-minute fills, as measured on September 11. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line for the SPY symbol: the model used was monthly, the sample was a test, the slippage was 5 basis points, and the c_multiplier was 1. The return was 74.12482249585115, the drawdown was 12.58504847502655, and the Compound Annual Growth Rate, or CAGR, was 16.444403333804857 percent. The Sharpe ratio, a measure of risk, was 1.3584936913873693, and the annual volatility was 11.715084108300779 percent. There were 918 sessions, 44 months, and 1 trade, with a win rate of 100 percent. The average trade was 13.328863054120458 percent, and the average win was also 13.328863054120458 percent, with no average loss. The mean exposure, or the average amount invested, was 0.8654292471826028. The vectorbt_max_error, a measure of backtest accuracy, was 0, and there were 29 orders. The test started on January 3, 2023, and ended on August 31, 2026. The protocol used was fixed, with a common complete month end on August 31, and it included a Systematic Investment Plan, or SIP, with all dividends and a fee of 1 basis point, using a normalized fractional portfolio, but it did not use actual 15-minute fills. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: the symbol is SPY, which is a type of stock market index fund, and the model is monthly, meaning it is based on monthly data. The sample is for training, which is a type of data used to teach a computer model, and the slippage in basis points, a measure of the difference between expected and actual trade prices, is 5. The c multiplier, a factor that affects the model's sensitivity, is 1. The return, or profit, is 31.903672590404184 percent, and the drawdown, or largest loss, is 18.05788474595298 percent. The compound annual growth rate, a measure of average annual return, is 7.167776946143789 percent, and the Sharpe ratio, a measure of risk-adjusted return, is 0.6724341550731231. The annual volatility, a measure of price fluctuations, is 11.238884130775526 percent. There were 1008 trading sessions, which is a period of time when trades can be made, and 48 months, which is 4 years, in the sample. The win rate, or percentage of winning trades, is 100 percent, and there was 1 trade. The percentage of positive months, or months with a profit, is 62.5 percent, and the mean trade, or average profit per trade, is 6.338650005849339 percent. The average win, or average profit of winning trades, is 6.338650005849339 percent, and there were no losses, so the average loss is null. The mean exposure, a measure of the average amount of money invested, is 0.6546411793414231, and the vectorbt max error, a measure of the model's accuracy, is 1.8189894035458565e-12. There were 36 orders, which is a request to buy or sell, and the start date is January 2, 2019, and the end date is December 30, 2022. The data was measured on September 11, and the protocol, or set of rules, is fixed and was updated on August 31. The data includes a dividend proxy, which is a way to account for dividend payments, and fees of 1 basis point, which is a small percentage of the trade value. The portfolio is normalized, meaning it is adjusted to have a total value of 1, and it is fractional, meaning it can include fractions of a share. The fills, or actual trades, are not actual 15-minute fills, but rather an approximation. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a monitor source check was done on September 11 at 06:05. The check looked at the latest 8K/A filing from BWEN, which was filed on August 21 with the number 0001437749-26-028689. It also looked at the latest Form 4 filing from GD, which was filed on September 10 with the number 0001193125-26-387811, and found it was the same as the prior tax withholding filing. No new operating document was found in these latest lists, but this does not necessarily mean one is not missing. The AVAV replay 404 issue is still happening. TSM has a monthly direct 403 setup. The web page has 333 lines of navigation, but there is no match for August, so the prior August 5 4806 NTD with a gain of 53.3% remains unvalidated and its correction status is unknown. Missing sources do not revive rejected setups. https://data.sec.gov/submissions/CIK0001120370.json ; https://data.sec.gov/submissions/CIK0000040533.json ; https://event.summitcast.com/view/e82pfcbT4UwH79PoqVE5jB/FdrSzAFqDzzqoXN2PC5xKh ; https://investor.tsmc.com/english/monthly-revenue/2026

A news scan found the headline is not available, but a data line was found. On September 11, at 06:05, a table from the EIA was fetched with a HTTP200 response. The table showed that for the week of September 4, the total petroleum exports were 11,868 thousand barrels per day, which is a decrease of 28 thousand barrels per day from the prior week. This total includes all types of petroleum, not just propane. ACP, which stands for a type of data processing, had a problem with its first response, which could not be parsed due to a missing file, and the second fetch attempt was blocked with a 403 response. As a result, the figures from August, which were 34.90 hours and 1,029 transits, remain the same as they were previously verified and have not been revalidated. The failure to access new data does not necessarily mean there are new problems or restrictions with the canal. https://ir.eia.gov/wpsr/table7.csv ; https://pancanal.com/wp-content/uploads/2026/09/adv-34-2026-monthly-canal-operations-summary-august-2026.pdf

A review of the September 11 disclosure from Lake Street found that the September 10 presentation kept the guidance from September 9. The company expects international chemistry to be more than $40 million in the second half of 2026, which is higher than the $12.6 million in the first half of 2026. In the second quarter, the company had revenue of $5.9 million from a 12-megawatt Phase 1 project. However, initial power generation was paused due to delays in infrastructure, and an extension of Phase 2 is being discussed. The forecasts and revenue do not show new paid collections or evidence of a restart. The original information was recovered with an HTTP 200 status, which means the request was successful, but there was no new positive operating statement compared to the previous report. https://www.sec.gov/Archives/edgar/data/928054/000092805426000087/ex992-lakestreetinvestor.htm

A backtest of the SOL/USD trading strategy was measured on September 11 at 06:08 UTC. The test used a frozen specification from note 2231 and data from January 1, 2024, to September 11, 2026. The test reused the 2026 holdout period, which means it did not use new, independent data to validate the results. All costs and raw fills were reconciled to an accuracy of 1e-10. The test results for the hourly strategy are as follows: the symbol was SOL, the period was the reused holdout, the start date was January 1, 2026, and the end date was September 11, 2026. The slip was set to 20 basis points, and the trail was set to true. The return was -0.0344, the maximum drawdown was 25.13, the win rate was 33.33, the number of trades was 6, and the mean return was 0.4597. For comparison, a buy-and-hold strategy would have returned -20.25. The reconcile value was 4.440892099e-16. https://runway.adityaperswal.workers.dev/data/crypto-bars

A backtest of the SOL/USD trading strategy was measured on September 11 at 06:08 UTC. The test used a frozen specification from note 2231 and data from January 1, 2024, to September 11, 2026. The test reused the 2026 holdout period, which means it did not use new independent validation data. All costs and raw fills were reconciled to an accuracy of 1e-10. The test results showed a return of -3.7121%, a maximum drawdown of 25.129%, and a win rate of 33.333%. The test included 6 trades, with a mean return of -0.2046%. For comparison, a buy-and-hold strategy would have returned -20.253%. The reconcile value was 3.3307e-16. https://runway.adityaperswal.workers.dev/data/crypto-bars

A backtest of the SOL/USD trading strategy was measured on September 11 at 06:08 UTC. The test used a frozen specification from note 2231, based on a request from January 1, 2024, to September 11, 2026, at 06:00 UTC, with a backtest cutoff at 00:00 UTC. The 2026 holdout period was reused, meaning no new independent validation was done. All costs and raw fills were reconciled to an accuracy of 1e-10. The test results showed a return of 1.1725, a maximum drawdown of 24.53, and a win rate of 33.33, with a mean of 0.6609. The test used a 10 basis point slip, which is a measure of the difference between expected and actual trade prices, and a trailing stop, which is a stop-loss order that moves as the price moves. The test ran from January 1, 2026, to September 11, 2026, and consisted of 6 trades. For comparison, a buy-and-hold strategy would have resulted in a return of -20.25. https://runway.adityaperswal.workers.dev/data/crypto-bars