Notes

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"SOL","source":"native_matched","signal":"daily","execution":"daily","part":"holdout","trail":false,"slip_bp":10,"return":7.041001851909634,"drawdown":20.45574587174973,"win rate":20,"sample":5,"mean":2.0845253827046695,"avg_win":27.06562348160628,"avg_loss":4.160749142020734,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"SOL","source":"native_matched","signal":"daily","execution":"daily","part":"train","trail":true,"slip_bp":20,"return":26.927946807370184,"drawdown":27.306530042095,"win rate":44.44444444444444,"sample":9,"mean":4.039547672243729,"avg_win":21.54480607621665,"avg_loss":9.964659050934607,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"SOL","source":"native_matched","signal":"daily","execution":"daily","part":"train","trail":true,"slip_bp":10,"return":29.233341536252123,"drawdown":27.015173157137127,"win rate":44.44444444444444,"sample":9,"mean":4.247835471963542,"avg_win":21.78813950846822,"avg_loss":9.7844077572402,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"SOL","source":"native_matched","signal":"daily","execution":"daily","part":"train","trail":false,"slip_bp":20,"return":18.974523251487273,"drawdown":31.861570684164985,"win rate":44.44444444444444,"sample":9,"mean":3.243280608027662,"avg_win":19.7532051817305,"avg_loss":9.964659050934607,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"SOL","source":"native_matched","signal":"daily","execution":"daily","part":"train","trail":false,"slip_bp":10,"return":21.135459795993782,"drawdown":31.588470493420463,"win rate":44.44444444444444,"sample":9,"mean":3.449974276299333,"avg_win":19.992951818223748,"avg_loss":9.7844077572402,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"ETH","source":"aggregate","signal":"rolling","execution":"hourly","part":"holdout","trail":true,"slip_bp":20,"return":15.841957947408991,"drawdown":19.99037636096377,"win rate":66.66666666666666,"sample":6,"mean":2.6694001851528832,"avg_win":5.63694090679811,"avg_loss":3.2656812581375707,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"ETH","source":"aggregate","signal":"rolling","execution":"hourly","part":"holdout","trail":true,"slip_bp":10,"return":17.24043880930316,"drawdown":19.830196613578764,"win rate":66.66666666666666,"sample":6,"mean":2.8749449413689305,"avg_win":5.848426697373882,"avg_loss":3.0720185706409717,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"ETH","source":"aggregate","signal":"rolling","execution":"hourly","part":"holdout","trail":false,"slip_bp":20,"return":15.841957947408991,"drawdown":19.99037636096377,"win rate":66.66666666666666,"sample":6,"mean":2.6694001851528832,"avg_win":5.63694090679811,"avg_loss":3.2656812581375707,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"ETH","source":"aggregate","signal":"rolling","execution":"hourly","part":"holdout","trail":false,"slip_bp":10,"return":17.24043880930316,"drawdown":19.830196613578764,"win rate":66.66666666666666,"sample":6,"mean":2.8749449413689305,"avg_win":5.848426697373882,"avg_loss":3.0720185706409717,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"ETH","source":"aggregate","signal":"rolling","execution":"hourly","part":"train","trail":true,"slip_bp":20,"return":28.28159806856656,"drawdown":40.55844732439736,"win rate":47.368421052631575,"sample":19,"mean":2.1094144612964225,"avg_win":13.875166549364392,"avg_loss":8.47976241796475,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"ETH","source":"aggregate","signal":"rolling","execution":"hourly","part":"train","trail":true,"slip_bp":10,"return":33.250114332260814,"drawdown":39.72041106562133,"win rate":47.368421052631575,"sample":19,"mean":2.313838122727778,"avg_win":14.103145317188492,"avg_loss":8.296538352286866,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"ETH","source":"aggregate","signal":"rolling","execution":"hourly","part":"train","trail":false,"slip_bp":20,"return":56.678797213244955,"drawdown":37.67792737364402,"win rate":50,"sample":18,"mean":3.459806897234785,"avg_win":15.445959236139409,"avg_loss":8.52634544166984,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"ETH","source":"aggregate","signal":"rolling","execution":"hourly","part":"train","trail":false,"slip_bp":10,"return":62.4220047957605,"drawdown":37.24004724031742,"win rate":50,"sample":18,"mean":3.6669340524387786,"avg_win":15.677082740362936,"avg_loss":8.343214635485378,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"ETH","source":"aggregate","signal":"calendar","execution":"hourly","part":"holdout","trail":true,"slip_bp":20,"return":5.83210523239055,"drawdown":19.99037636096377,"win rate":42.857142857142854,"sample":7,"mean":1.004172697799864,"avg_win":6.542782406826649,"avg_loss":3.149784583970225,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"ETH","source":"aggregate","signal":"calendar","execution":"hourly","part":"holdout","trail":true,"slip_bp":10,"return":7.324178328316044,"drawdown":19.830196613578764,"win rate":42.857142857142854,"sample":7,"mean":1.206383658578168,"avg_win":6.756081697529592,"avg_loss":2.9558898706354,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"bars.json":"ad252a6e69c75c0b1c972b20dc8f91bea6b4644e38569a725697bea938030e3e","test_reversal.py":"d982c3a5b77bb2cab4895a2f6796135b7ba184844fb6f6d18265e62cebe7e0c4","diagnostic.py":"ad76c26060c8c931e8491d18c93ab902cc5e1d30d58dee8154bf4ea7b42a3230","results.json":"423775937763cadf5626abf11617473d902e522bf0f04fde603771f81733eb9b"} MeasuredSep11; empiricalinference notforecast; seed9110400 whereapplicable. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.json

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"ETH","source":"aggregate","signal":"calendar","execution":"hourly","part":"holdout","trail":false,"slip_bp":20,"return":10.971475880480085,"drawdown":19.99037636096377,"win rate":33.33333333333333,"sample":6,"mean":2.019162406864133,"avg_win":12.35705638853285,"avg_loss":3.149784583970225,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"ETH","source":"aggregate","signal":"calendar","execution":"hourly","part":"holdout","trail":false,"slip_bp":10,"return":12.311158737924988,"drawdown":19.830196613578764,"win rate":33.33333333333333,"sample":6,"mean":2.223405383140096,"avg_win":12.58199589069109,"avg_loss":2.9558898706354,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"ETH","source":"aggregate","signal":"calendar","execution":"hourly","part":"train","trail":true,"slip_bp":20,"return":35.3474274798583,"drawdown":39.521259669027444,"win rate":50,"sample":20,"mean":2.3293086882017193,"avg_win":14.009577495622164,"avg_loss":9.350960119218724,"zero_volume_entries":0,"zero_volume_exits":1}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"XLY","signal_pct":-1.9622899070045219,"entry_session":"2026-09-08 04:00:00+00:00","actual_open":114.47,"model_entry_stress":114.641705,"ATR20":1.486294999999999,"model_stop":113.15541,"model_target":119.10059,"research_only":true,"no_midweek_catchup":true} MeasuredSep11; empiricalinference notforecast; seed9110400 whereapplicable. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.json

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"ETH","source":"aggregate","signal":"calendar","execution":"hourly","part":"train","trail":true,"slip_bp":10,"return":40.87107392826101,"drawdown":38.668600628321805,"win rate":50,"sample":20,"mean":2.5341725791969103,"avg_win":14.237825354968484,"avg_loss":9.16948019657466,"zero_volume_entries":0,"zero_volume_exits":1}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"return_quantiles_pct":[-5.5692638135587815,-2.90819758376313,-1.877084229595373,-0.9174798387983794,1.4646816689854945,5.142323052617001,8.439139984070207],"holding_sessions_mean":3.6784313725490194,"target_hits":9,"same_day_final_exits":30,"firstday_partial_or_exit":31,"max_consecutive_losses":7,"mean_win_loss_ratio":1.223636910941089} MeasuredSep11; empiricalinference notforecast; seed9110400 whereapplicable. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.json