Notes

A controlled experiment using Ethereum data was completed from 2024 to 2025 for training and reused from January 1, 2026, to September 11, 2026, for testing. The experiment used 20 high and 10 low values, with a 2 ATR (Average True Range, a measure of price volatility) of 14, a fixed target of 3R (three times the risk), and fees of 25 basis points (a basis point is 0.01%). It also had a 20-day timeout and checked for the next timestamp open. An optional feature allowed for a 2R (two times the risk) entry with a 2 ATR trail. The experiment matched data over 24 hours, considering daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results for the Ethereum symbol showed a return of 135.76%, a drawdown of 26.95%, and a win rate of 58.82%. The sample size was 17, with a mean of 6.15, an average win of 16.71, and an average loss of 8.94. There were no instances of zero volume entries or exits. The trade wealth was reconciled using vectorbt, a backtesting library, with a precision of 1e-10, and marked non-executable quotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the data line: {"sample":255,"loser_mean_pct":0.12845222076228352,"equal9_mean_pct":0.1728131376096291,"SPY_mean_pct":0.2129085260807241,"selection_delta_pct":-0.04436091684734559,"delta_monthCI95_pct":[-0.3057229194494373,0.21663306668883373]} Measured on September 11; this is an empirical inference, not a forecast; the seed used was 9110400 where applicable. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.json

A controlled experiment to understand how a trading strategy works was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The strategy had 20 high and 10 low points, with a risk management system called 2ATR14, a fixed target of 10 basis points, and fees of 25 basis points. It also had a 20-day timeout and checked for the next open timestamp. An optional feature allowed for a 2RBE entry with a 2ATR trail. The strategy was matched over 24 hours, considering daily gaps and a 20-day window, but it did not exactly replicate the prior strategy. The results for the symbol ETH, which is a type of cryptocurrency, showed a return of 143.913337337435, a drawdown of 26.364561921718956, and a win rate of 58.82352941176471, based on 17 samples. The average win was 16.94062773361701 and the average loss was 8.758949115848498. There were no instances of zero volume entries or exits. The results were verified using a tool called vectorbt, which checks for accuracy, and any non-executable quotes were marked by Tradewealth, a system that manages trades. A news scan found the headline was not available, this is a raw script output. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: a sample of 220, with a loser mean percentage of 0.038392820430310864, an equal 9 mean percentage of 0.19287854103787888, and an SPY mean percentage of 0.23269504627282164. The selection delta percentage is -0.154485720607568, and the delta month confidence interval 95 percentage is between -0.39215081873220897 and 0.07309952569503261. This was measured on September 11, using empirical inference, not a forecast, with a seed of 9110400 where applicable. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.json

A controlled experiment using Ethereum and the US dollar was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026, at 00 UTC. This experiment had 20 high and 10 low points, with a 2 ATR 14, which means a 2 times average true range over 14 periods, a fixed 10 basis point target, and 25 basis point credited fees. It also had a 20-day timeout and next timestamp open checks, with an optional 2R BE, or risk-to-reward ratio, and entry 2 ATR trail. The experiment matched full 24-hour periods, considering daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results were as follows: the symbol was ETH, the source was aggregate, the signal was daily, and the execution was hourly, with a holdout part and a trail of true, and a slip of 20 basis points. The return was -7.928905407274012, the drawdown was 16.235562649649637, the win rate was 25, the sample size was 4, the mean was -1.9596234421470293, the average win was 4.596723951782633, and the average loss was 4.145072573456917, with zero volume entries and exits. The Tradewealth reconciles vectorbt within 1e-10, which means it matches the vectorbt results with a very small margin of error, and marks not executable quotes, or quotes that cannot be executed. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'REV9110400 simulation'. The simulation has the following results: it used 10000 paths and 21 block sessions. The fund started with 187.22 dollars. The median and 95th percentile losses and gains over 21 sessions in dollars were -13.13, -1.06, and 14.39. The probability of loss over 21 sessions was 55.84 percent. The probability of a gain of 349.01 dollars over 21 sessions was 0 percent. The median and 95th percentile returns over 252 sessions were -25.72, -3.98, and 24.47 percent. The median and 95th percentile drawdowns over 252 sessions were 17.17 and 30.95 percent. The half Kelly live value was 0. This was measured on September 11 and is an empirical inference, not a forecast, with a seed of 9110400 where applicable. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.json

A controlled experiment using a trading strategy was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The strategy had parameters including 20 high and 10 low values, 2 times the average true range over 14 periods, a fixed target of 10 basis points, credited fees of 25 basis points, and a 20-day timeout. The strategy also included checks for the next timestamp open and an optional 2 times risk-based entry with a 2 times average true range trail. The experiment used a 24-hour matching system to mask daily gaps and a 20-day window, but did not exactly replicate a prior strategy. The results of the experiment were as follows: the symbol was ETH, the source was aggregate, the signal was daily, the execution was hourly, and the part was holdout, with a trail and a 10 basis point slip. The return was -7.19%, the drawdown was 15.88%, the win rate was 25%, the sample size was 4, the mean was -1.76%, the average win was 4.81%, and the average loss was 3.95%. There were no entries or exits with zero volume. The results were reconciled with Tradewealth and vectorbt, with a tolerance of 1e-10, and marked any non-executable quotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

A technical and capacity panel for XLY was completed on September 10, 2026, at 04:00:00. The closing price of XLY on this date was 111.96. The 5-day return percentage was -2.5248%. The Average True Range, a measure of price volatility, over 20 days was 1.531. The 20-day average daily volume in US dollars was 630,330,183.08. The whole-shares fund had 1 share. The closing price is not a live quote. The next weekly entry requires a completed rank on September 11. There will be no midweek catch-up. The whole-shares fund uses 187.22 before fees, and a quarter partial is not considered a whole share if it is below 4 shares. https://runway.adityaperswal.workers.dev/data/stock-bars

A controlled experiment using Ethereum and the US dollar was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The experiment had 20 high and 10 low points, with a net target of 3 times the risk, and a 10 basis point target, with 25 basis points credited for fees. It also had a 20-day timeout and checks for the next timestamp open, with an optional 2 times risk entry and a 2 times average true range trail. The experiment used a 24-hour matching mask to match daily gaps and a 20-day window, but it did not exactly replicate the prior strategy. The results showed a return of -3.808386988585999, a drawdown of 16.235562649649637, and a win rate of 25. The sample size was 4, with a mean of -0.7893518995846505, an average win of 9.277810122032148, and an average loss of 4.145072573456917. There were no zero volume entries or exits. The trade wealth reconciles with vectorbt within a margin of 1e-10, and marks quotes that are not executable. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'XLV REV9110400 completed Sep10 technical and capacity panel'. On September 10, 2026, at 04:00:00, the XLV symbol had a close price of 165.66. The return over the last 5 days was -4.215091066782306 percent. The Average True Range, which is a measure of price volatility, over the last 20 days was 2.556244999999997. The average daily volume in US dollars over the last 20 days was 1,318,497,134.688. The whole-shares fund had a value of 1. This is not a live quote, but rather a descriptive close. The next weekly entry requires a completed rank by September 11. There will be no midweek catch-up. The whole-shares fund uses a value of 187.22 before fees, and a quarter partial is not considered a whole share if it is below 4 shares. https://runway.adityaperswal.workers.dev/data/stock-bars

A controlled experiment to test trading strategies was completed, using data from 2024-25 for training and from January 1, 2026, to September 11, 2026, for testing. The strategy used a 20 high and 10 low setting, with a 2 ATR (Average True Range, a measure of price volatility) 14 setting, a fixed 10 basis point target, and 25 basis point credited fees. It also had a 20-day timeout and checked for the next timestamp open. An optional setting added 2RBE (a risk management technique) and an entry 2 ATR trail. The experiment matched the ETH symbol, using an aggregate source, with a daily signal and hourly execution, on the holdout part, without a trail, and a 10 basis point slip. The results showed a return of -3.035765918080502, a drawdown of 15.881570375322852, and a win rate of 25. The sample size was 4, with a mean of -0.5907315858294265, an average win of 9.496584954658527, and an average loss of 3.9531704326587445. There were no zero volume entries or exits. The results were reconciled with Tradewealth and vectorbt, with a precision of 1e-10, and non-executable quotes were marked. https://runway.adityaperswal.workers.dev/data/crypto-bars

A technical and capacity panel for XLU was completed on September 10, 2026, at 04:00:00. The closing price of XLU on this date was 42.52. The 5-day return percentage was -0.35153503632527894. The Average True Range, which is a measure of price volatility, over 20 days was 0.6112849999999991. The 20-day average daily volume in US dollars was 859619236.6274999. There were 4 whole shares in the fund. The closing price is not a live quote. The next weekly entry requires a completed rank by September 11. There will be no midweek catch-up. The whole-shares strategy uses 187.22 of the fund before fees, and a quarter of the shares is not considered a whole share if it is below 4 shares. https://runway.adityaperswal.workers.dev/data/stock-bars

A controlled experiment using Ethereum data was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The experiment used a strategy with 20 high and 10 low values, an Average True Range of 14, a fixed target of 3 times the risk, fees of 25 basis points, and a 20-day timeout. The strategy also included checks for the next timestamp open and an optional 2 times risk entry with a 2 Average True Range trail. The experiment matched daily and hourly data over a 24-hour period, using masks for daily gaps and a 20-day window. This was not an exact replication of the prior strategy. The results showed a return of 0.38565418569205256, a drawdown of 35.62509675118791, and a win rate of 37.5. The experiment was based on a sample of 16 trades, with a mean of 0.8393765330249069, an average win of 16.00750354027972, and an average loss of 8.261499671327982. There were no trades with zero volume entries, but one trade had a zero volume exit. The results were reconciled with Tradewealth and vectorbt, with a tolerance of 1e-10, and marked any non-executable quotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

A technical and capacity panel for XLP was completed on September 10, 2026, at 04:00:00. The closing price of XLP on this date was 83.09. The 5-day return percentage was -2.85280018706886. The Average True Range, a measure of price volatility, over 20 days was 1.0217500000000002. The 20-day average daily trading volume in US dollars was 819544903.2465. The whole-shares fund held 2 shares. The closing price is not a live quote. The next weekly entry requires a completed rank by September 11. There will be no midweek catch-up. The whole-shares strategy uses a fund value of 187.22 before fees, and a quarter of the shares is not considered a whole share if it is below 4 shares. https://runway.adityaperswal.workers.dev/data/stock-bars

A controlled experiment using a trading strategy was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The strategy used 20 high and 10 low values, with a 2 ATR, or average true range, which is a measure of price volatility, of 14. The goal was to make a net return of 3 times the risk, with a fixed target of 10 basis points, or 0.1%, and credited fees of 25 basis points, or 0.25%. Trades were stopped after 20 days, and the next trade was opened at the next timestamp. The strategy also included an optional 2 times risk entry and a 2 ATR trail, which is a way to adjust the stop-loss price. The experiment matched the ETH symbol, using an aggregate source, with a daily signal and hourly execution, and was part of the train trail. The results showed a return of 3.649952967450032, a drawdown of 35.1727932569432, and a win rate of 37.5, based on a sample of 16 trades, with a mean of 1.041257570890909, an average win of 16.239751259575037, and an average loss of 8.077838642319568. There were no trades with zero volume entries, but one trade had a zero volume exit. The results were reconciled with Tradewealth and vectorbt, and any non-executable quotes were marked as such. https://runway.adityaperswal.workers.dev/data/crypto-bars

A technical and capacity panel for XLK was completed on September 10, 2026, at 04:00:00. The closing price of XLK on this date was 185.22. The 5-day return percentage was 0.8823529411764675, the 20-day average true range, a measure of price volatility, was 3.046499999999999, and the 20-day average daily trading volume in US dollars was 1,128,009,348.7475. The whole-shares fund had a value of 1. Note that the closing price is not a live quote. The next weekly entry requires a completed rank by September 11. There will be no mid-week catch-up. The whole-shares fund uses a price of 187.22 before fees, and quarter-partial sales are not considered whole-share sales if they are below 4 shares. https://runway.adityaperswal.workers.dev/data/stock-bars

A controlled experiment using a trading strategy was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The strategy used a 20-day high and 10-day low, with a 2 ATR (Average True Range, a measure of price volatility) of 14 days, a fixed target of 3R (three times the risk), and fees of 25 basis points (a unit of measurement for interest rates). The strategy also had a 20-day timeout and checked for the next timestamp open. Additionally, it had an optional feature to add 2R (two times the risk) to the entry point and trail the stop loss by 2 ATR. The experiment matched the ETH symbol with an aggregate source, daily signal, and hourly execution, but did not exactly replicate the prior strategy. The results showed a return of 31.78%, a drawdown of 35.44%, and a win rate of 40%. The average win was 18.59 and the average loss was 7.79. There were no zero-volume entries and one zero-volume exit. The Tradewealth reconciles with vectorbt, a trading software, within a small margin of error, and marks quotes that are not executable. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'XLI REV9110400 completed Sep10 technical and capacity panel'. On September 10, 2026, at 04:00:00, the XLI symbol had a close price of 170.55. The return over the last 5 days was -1.29 percent. ATR20, which stands for Average True Range over 20 days, was 2.20. ADV20_USD, which means Average Daily Volume over 20 days in US dollars, was 1,191,224,224.43. The whole-shares fund had a value of 1. This is not a live quote, but rather a descriptive close. The next weekly entry requires a completed rank by September 11. There will be no midweek catchup. The whole-shares fund uses a price of 187.22 before fees, and a quarter partial is not considered a whole share if it is below 4 shares. https://runway.adityaperswal.workers.dev/data/stock-bars

A controlled experiment using Ethereum and the US dollar was completed from 2024 to 2025 for training, and reused from January 1, 2026, to September 11, 2026, as a holdout period starting at 00 UTC. The experiment had 20 high and 10 low parameters, with a 2 ATR 14, which means a 2 times average true range over 14 periods, and a net 3R fixed 10 basis point target, with 25 basis points credited for fees, and a 20-day timeout. It also had next timestamp open checks and an optional 2RBE, or two times risk-based entry, with a 2 ATR trail. The experiment used full 24-hour matching masks to account for daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results were as follows: the symbol was Ethereum, the source was aggregate, the signal was daily, and the execution was hourly, with the part being train and the trail being false, and a slip of 10 basis points. The return was 35.79642901706972, the drawdown was 34.795536079856326, the win rate was 40, the sample size was 15, the mean was 2.967978466234924, the average win was 18.8265171640118, the average loss was 7.6043806656163255, with 0 zero volume entries and 1 zero volume exit. The trade wealth reconciles with vectorbt within a very small margin of error, and marks quotes that are not executable. https://runway.adityaperswal.workers.dev/data/crypto-bars

A technical and capacity panel for XLF was completed on September 10, 2026, at 04:00:00. The closing price of XLF on this date was 56.87. The 5-day return percentage was -1.3701. The Average True Range, a measure of price volatility, over 20 days was 0.6361. The 20-day average daily volume in US dollars was 1,673,633,275.19. The whole-shares fund held 3 shares. The closing price is not a live quote. The next weekly entry requires a completed rank by September 11. There will be no midweek catch-up. The whole-shares strategy uses a fund value of 187.22 before fees, and a quarter partial position is not considered a whole-share position if it is below 4 shares. https://runway.adityaperswal.workers.dev/data/stock-bars

A controlled experiment using a trading strategy was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The strategy had 20 high and 10 low settings, with a 2 ATR 14, which means a 2 times average true range over 14 days, and a fixed 10 basis point target, with 25 basis point credited fees. It also had a 20-day timeout and checks for the next timestamp open, with an optional 2RBE, or two times risk-based entry, and a 2 ATR trail. The experiment used a 24-hour matching system to mask daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results of the experiment are as follows: the symbol was ETH, the source was aggregate, the signal and execution were daily, and the part was holdout, with a trail, and a 20 basis point slip. The return was -7.1518459816197755, the drawdown was 17.864047976978657, the win rate was 25, the sample size was 4, the mean was -1.6006471468557437, the average win was 9.277810122032148, and the average loss was 5.2267995698183745. There were no zero volume entries or exits. The results were reconciled with Tradewealth and vectorbt, with a margin of error of 1e-10, and any non-executable quotes were marked. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'XLE REV9110400 completed Sep10 technical and capacity panel'. On September 10, 2026, at 04:00:00, the XLE symbol had a close price of 64.93. The return over 5 days was -0.26113671274959893 percent. The Average True Range, which is a measure of price volatility, over 20 days was 1.1404750000000008. The average daily volume in US dollars over 20 days was 1,672,349,391.3630002. The whole-shares fund had 2 shares. The close price is not a live quote. The next weekly entry requires a completed rank by September 11. There will be no midweek catch-up. The whole-shares strategy uses 187.22 from the fund before fees, and a quarter of a share is not considered a whole share if it is below 4 shares. https://runway.adityaperswal.workers.dev/data/stock-bars

A controlled experiment using a trading strategy was completed from January 1, 2026, to September 11, 2026. The strategy used a 20-day high and 10-day low, with a 14-day average true range, a fixed 10 basis point target, and 25 basis point credited fees. The experiment also used a 20-day timeout and checked for the next timestamp open. An optional 2RBE, or risk-based entry, and a 2ATR trail were also used. The results showed a return of -6.41%, a drawdown of 17.45%, and a win rate of 25%. The average win was 9.50% and the average loss was 5.04%. A news scan found the trade details: a symbol of ETH, an aggregate source, a daily signal, daily execution, and a holdout part, with a trail and a 10 basis point slip. The results were matched using a 24-hour mask to account for daily gaps and a 20-day window. The experiment did not exactly replicate a prior strategy. The trade wealth was reconciled using vectorbt, which is a backtesting framework, and marks were made for quotes that were not executable. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the data line for XLB, which is a stock symbol, on September 10, 2026, at 04:00:00. The closing price was 50.76. The return over the last 5 days was -4.135977337110486 percent. The Average True Range, or ATR, over 20 days was 0.7939999999999994, which is a measure of price volatility. The average daily volume in US dollars over 20 days was 571823526.034. The whole shares fund had 3 shares. This data is not a live quote, but rather a recorded close. The next weekly entry requires a completed rank by September 11. There will be no midweek catchup. The whole-shares strategy uses 187.22 from the fund before fees, and a quarter partial is not considered a whole share if it is below 4 shares. https://runway.adityaperswal.workers.dev/data/stock-bars

A controlled experiment using a trading strategy was completed from 2024 to 2025 and reused from January 1, 2026, to September 11, 2026. The strategy had 20 high and 10 low settings, with a 2 ATR 14, which is a measure of price volatility, and a fixed target of 10 basis points, with fees of 25 basis points. The strategy also had a 20-day timeout and checked for the next timestamp open. Additionally, it had an optional 2RBE, or risk-based entry, and an entry 2 ATR trail, which is a type of stop-loss order. The experiment used a 24-hour matching mask to match daily gaps and a 20-day window. The results showed a return of -7.15%, a drawdown of 17.86%, and a win rate of 25%. The average win was 9.28% and the average loss was 5.23%. The experiment was reconciled with Tradewealth and vectorbt, a backtesting framework, within a margin of 1e-10, which is a very small difference, and marked non-executable quotes. https://runway.adityaperswal.workers.dev/data/crypto-bars