Notes

A news scan found the diagnostic test results for REV9110400. The test used a model called long_nextopen for a period labeled as test. The cost of a one-way trade was 16 basis points. Over 1427 days, the return was -51.73507572660889 percent. The maximum drawdown was 60.169141599781064 percent. The average daily return was -4.379603598794521 basis points. The annualized Sharpe ratio was -0.5785826087774396. The mean turnover was 0.6406163688318725. The break-even point for a one-way trade was 9.16345349279713 basis points. There were 234 high-volatility days with an average daily return of -11.44605108347127 basis points. On normal-volatility days, the average daily return was -2.993561091322302 basis points. The average gross exposure was 1. This test used a linear turnover cost approximation, which is a simple way to estimate trading costs, and did not consider financing, borrowing, or terminal liquidation costs. The test also did not create an executable portfolio, meaning it was not a real investment strategy. Additionally, the overlay net gross can be less than 2, and individual lag portfolios were normalized to be long 1 and short 1, which means they were balanced to have equal weights. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/diagnostic.json

A news scan found the headline 'REV9110400 diagnostic long_nextopen test 6bp'. The test results for the long_nextopen model are as follows: the test period had a return of 20.48242946153458 percent, with a maximum drawdown of 30.638462571964364 percent. The mean daily return was 2.0265600895242026 basis points, and the annualized Sharpe ratio was 0.2682603496200744. The mean turnover was 0.6406163688318725, and the break-even one-way cost was 9.16345349279713 basis points. There were 234 high-volatility days, with a mean daily return of -5.2884868243683325 basis points, and 1193 normal-volatility days, with a mean daily return of 3.4613639267839287 basis points. The mean gross exposure was 1. This test used a linear turnover cost approximation, omitted LS financing, borrow, and terminal liquidation, and was not executable as a portfolio. The overlay net gross can be less than 2, and individual lag portfolios were normalized to long 1 and short 1. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/diagnostic.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 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 basis point is 0.01%). It also had a 20-day timeout and checked for the next timestamp open. The results showed a return of -6.41% and a drawdown of 17.45%. The win rate was 25% with an average win of 9.50% and an average loss of 5.04%. The experiment used a daily signal and daily execution on the holdout part, with a 10 basis point slip. The results were matched over a 24-hour period, using a mask to match daily gaps and a 20-day window, but did not exactly replicate the prior strategy. A news scan found the trade details as follows: the symbol was ETH, the source was aggregate, the signal was daily, the execution was daily, the part was holdout, the trail was false, and the slip was 10 basis points. The trade wealth reconciles with vectorbt within a small margin of error of 1e-10, and marks quotes that are not executable. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'REV9110400 diagnostic long_nextopen test 0bp'. The test results are for a model called 'long_nextopen' over a test period, with a one-way cost of 0 basis points. The test ran for 1427 days and had a return of 108.52%. The maximum drawdown was 24.17%. The average daily return was 5.87 basis points. The annualized Sharpe ratio was 0.78. The mean turnover was 0.64. The break-even one-way cost was 9.16 basis points. There were 234 high-volatility days with an average daily return of -1.59 basis points. On normal-volatility days, the average daily return was 7.34 basis points. The average gross exposure was 1. This test used a linear turnover cost approximation, omitted certain costs like financing and borrowing, and is not an executable portfolio. It also used an overlay net gross that can be less than 2 and individual lag portfolios that are normalized to long 1 and short 1. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/diagnostic.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 20 high and 10 low settings, with a 2 average true range over 14 days, a fixed 3 return target of 10 basis points, and credited fees of 25 basis points. There was a 20-day timeout and checks for the next timestamp open, with an optional 2 risk-to-equity entry and 2 average true range trail. The strategy matched daily and had a 24-hour window, but did not exactly replicate the prior strategy. The results for the symbol ETH showed a return of -0.9862710551414189, a drawdown of 35.26723896006872, and a win rate of 40. The sample size was 15, with a mean of 0.9267903619307427, an average win of 17.010259919905447, and an average loss of 9.79552267671906. There were no zero volume entries or exits. The trade wealth reconciles with vectorbt 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 'REV9110400 diagnostic long_nextopen train 16bp'. The model is called long_nextopen and it is in the training period. The cost of a one-way trade is 16 basis points. The model was trained on 1239 days of data and had a return of -42.0592 percent. The maximum drawdown was 71.0141 percent. The mean daily return was -3.5055 basis points. The annualized Sharpe ratio was -0.4163. The mean turnover was 0.6539. The break-even point for a one-way trade was 10.6397 basis points. There were 260 high-volatility days. The mean daily return on high-volatility days was 9.7284 basis points. The mean daily return on normal-volatility days was -7.0201 basis points. The mean gross exposure was 1. This model uses a linear turnover cost approximation, which is a simple way to estimate trading costs. It does not include financing, borrowing, or terminal liquidation costs, and it is not an executable portfolio, meaning it is not a real investment portfolio. The overlay net gross can be less than 2, and individual lag portfolios are normalized to be long 1 or short 1, which means they are adjusted to have a standard size. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/diagnostic.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 20 high and 10 low parameters, with a 2 ATR (Average True Range, a measure of price volatility) of 14, a fixed target of 3R (a risk-reward ratio) with a 10 basis point target, and credited fees of 25 basis points. There was a 20-day timeout and checks at the next timestamp open, with an optional 2RBE (Risk-Reward Ratio Entry) and entry 2ATR trail. The strategy matched daily gaps and a 20-day window over 24 hours, but did not exactly replicate the prior strategy. The results were as follows: the symbol was ETH, the source was aggregate, the signal and execution were daily, and the part was train with a trail and a 10 basis point slip. The return was 2.029153056933608, the drawdown was 34.942666299894995, the win rate was 40, the sample size was 15, the mean was 1.12884640280757, the average win was 17.24451516349935, and the average loss was 9.614932770986952, with no zero volume entries or exits. The Tradewealth reconciles vectorbt within a small margin of error of 1e-10 and marks quotes that are not executable. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the diagnostic results for the long_nextopen train model. The model has a one-way cost of 6 basis points. Over 1239 days, it had a return of 30.31562082340189 percent and a maximum drawdown of 47.23368714007916 percent. The mean daily return was 3.0341913006948174 basis points, and the annualized Sharpe ratio was 0.3605480514339773. The model had a mean turnover of 0.6539656113675676 and a break-even one-way cost of 10.639680203290418 basis points. There were 260 high-volatility days with a mean daily return of 16.432922700180818 basis points, and normal-volatility days had a mean daily return of -0.5242051894648952 basis points. The mean gross exposure was 1. This model uses a linear turnover cost approximation, omitting certain costs like financing and borrowing, and is not executable as a portfolio. It also uses an overlay net gross that can be less than 2, and individual lag portfolios are normalized to long 1 and short 1. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/diagnostic.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 20 high and 10 low settings, with a 2 average true range over 14 days, a fixed 3 return target, and 25 basis points credited for fees. It also had a 20-day timeout and checked for the next timestamp open. The results showed a -6.69% return, a 43.64% drawdown, and a 33.33% win rate over 15 samples. The average win was 21.04 and the average loss was 9.58. A news scan found the trade details: a symbol of ETH, an aggregate source, a daily signal, daily execution, and a train part with no trail and a 20 basis point slip. The trade wealth reconciles with vectorbt, a backtesting framework, 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 'REV9110400 diagnostic long_nextopen train 0bp'. The model used is called long_nextopen, which is being trained. The cost of a one-way trade is 0 basis points. The training period is 1239 days. The return is 111.86912248161916 percent. The maximum drawdown is 42.1697965941919 percent. The average daily return is 6.957984968900225 basis points. The annualized Sharpe ratio is 0.8268555170979248. The average turnover is 0.6539656113675676. The break-even point for a one-way trade is 10.639680203290418 basis points. There are 260 high-volatility days. The average daily return on high-volatility days is 20.455662283158155 basis points. The average daily return on normal-volatility days is 3.373310707708129 basis points. The average gross exposure is 1. This is based on a linear turnover cost approximation, which is a simple way to estimate trading costs. It does not include financing, borrowing, or terminal liquidation costs, and the portfolio is not executable. The overlay net gross can be less than 2, and individual lag portfolios are normalized to long 1 and short 1. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/diagnostic.json

A controlled experiment using Ethereum data was completed from 2024 to 2025 for training and reused from January 1, 2026, to September 11, 2026, as a test. The experiment used a strategy with 20 high and 10 low parameters, a 14-day average true range, 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. The strategy allowed for an optional 2RBE entry with a 2ATR trail. The experiment matched daily data for 24 hours, considering daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results showed a return of -3.8488194611437376, a drawdown of 43.12742441158907, and a win rate of 33.33333333333333. A news scan found the data line: {symbol:ETH, source:aggregate, signal:daily, execution:daily, part:train, trail:false, slip_bp:10, return:-3.8488194611437376, drawdown:43.12742441158907, win rate:33.33333333333333, sample:15, mean:0.8298901395684772, avg_win:21.282328930212653, avg_loss:9.396329255753608, zero_volume_entries:0, zero_volume_exits:0}. Tradewealth reconciles vectorbt within a small 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 'REV9110400 diagnostic LS_nextopen test 16bp'. The test results are as follows: the model used was LS_nextopen, the period was a test, and the one-way cost was 16 basis points, which is a measure of the cost of a trade. The test ran for 1427 days and resulted in a return of -70.74961935749128 percent. The maximum drawdown, which is the largest loss from a peak to a trough, was 72.79720109273885 percent. The mean daily return was -8.46213807344943 basis points. The annualized Sharpe ratio, which is a measure of risk-adjusted return, was -2.4631756348966833. The mean turnover, which is the rate at which the portfolio is bought and sold, was 0.5527233041833065. The break-even one-way cost was 0.6901007983498685 basis points. There were 234 high-volatility days, with a mean daily return of -10.014329344172067 basis points on those days. On normal-volatility days, the mean daily return was -8.157684798219673 basis points. The mean gross exposure, which is the average amount of money invested, was 0.8709899522642088. The test used a linear turnover cost approximation, which is a simplified way of estimating trading costs, and omitted certain costs such as financing and borrowing costs, as well as the cost of liquidating the portfolio at the end. The test also assumed that the portfolio was not executable, meaning it was a hypothetical portfolio. Additionally, the test used an overlay net gross, which can be less than 2, and individual lag portfolios were normalized to be long 1 and short 1, which means they were balanced to have equal weights. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/diagnostic.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 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 net target of 3R (a measure of return), and credited fees of 25 basis points (a unit of measurement for interest rates). It also had a 20-day timeout and checked for the next timestamp open, with an optional 2R (two times the return) breakeven and entry 2 ATR trail. The results were matched over a 24-hour period, using masks to account for daily gaps and a 20-day window. The results do not exactly replicate the prior strategy. The trade results for ETH (Ethereum) are as follows: the return was 5.83%, the drawdown (the maximum loss) was 19.99%, and the win rate was 42.86%. The sample size was 7, the mean return was 1.00%, the average win was 6.54%, and the average loss was 3.15%. There were no instances of zero volume entries or exits. The results were reconciled with Tradewealth and vectorbt, a trading platform, with a precision of 1e-10, and any non-executable quotes were marked. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'REV9110400 diagnostic LS_nextopen test 6bp'. The test results are as follows: the model used was LS_nextopen, and the period was a test. The one-way cost was 6 basis points, which is a measure of the cost of buying or selling a security. The test ran for 1427 days and resulted in a return of -35.60085974524184 percent. The maximum drawdown, which is the largest loss from peak to trough, was 42.60979063487112 percent. The mean daily return was -2.9349050316163625 basis points. The annualized Sharpe ratio, which is a measure of risk-adjusted return, was -0.8542552095802547. The mean turnover, which is the frequency of buying and selling, was 0.5527233041833065. The break-even one-way cost was 0.6901007983498685 basis points. There were 234 high-volatility days, with a mean daily return of -4.609853406121374 basis points. On normal-volatility days, the mean daily return was -2.606373665619571 basis points. The mean gross exposure, which is the average amount of capital invested, was 0.8709899522642088. The results are based on a linear turnover cost approximation, and do not include financing, borrowing, or terminal liquidation costs. The portfolio is not executable. The overlay net gross can be less than 2, and individual lag portfolios are normalized to long 1 and short 1. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/diagnostic.json

A controlled experiment using a frozen attribution method was completed, training from 2024 to 2025 and reusing data from January 1, 2026, to September 11, 2026, for testing. The experiment used a high of 20 and a low of 10, with 2 ATR, or average true range, which is a measure of price volatility, over 14 periods, a fixed net target of 3R, or three times the risk, with a 10 basis point target, and credited fees of 25 basis points. There was a 20-day timeout and checks for the next timestamp open, with an optional 2RBE, or risk-based entry, and an entry 2 ATR trail. The experiment matched the ETH symbol, using a native matched source, with a calendar signal and hourly execution, on the holdout part, with a trail, and a slip of 10 basis points. The results showed a return of 7.324178328316044, a drawdown of 19.830196613578764, and a win rate of 42.857142857142854, based on a sample of 7, with a mean of 1.206383658578168, an average win of 6.756081697529592, and an average loss of 2.9558898706354. There were no zero volume entries or exits. 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 news scan found the headline 'REV9110400 diagnostic LS_nextopen test 0bp'. The test results are as follows: the model used was LS_nextopen, the period was a test, and the one-way cost was 0 basis points. The test ran for 1427 days and had a return of 3.379 percent. The maximum drawdown was 14.568 percent. The mean daily return was 0.381 basis points, and the annualized Sharpe ratio was 0.111. The mean turnover was 0.553, and the break-even one-way cost was 0.690 basis points. There were 234 high-volatility days with a mean daily return of -1.367 basis points, and the mean daily return on normal-volatility days was 0.724 basis points. The mean gross exposure was 0.871. This test used a linear turnover cost approximation, omitted LS financing, borrow, and terminal liquidation, and was not executable as a portfolio. The overlay net gross can be less than 2, and individual lag portfolios were normalized to long 1 and short 1. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/diagnostic.json

A controlled experiment for Ethereum trading was completed, using data from 2024 to 2025 for training and from January 1, 2026, to September 11, 2026, for testing. The experiment used a strategy with 20 high and 10 low parameters, a 14-day average true range, a fixed target of 3 times the risk, and fees of 25 basis points. The experiment also used a 20-day timeout and checked for the next timestamp open. An optional feature allowed for a 2 times risk entry with a 2 average true range trail. The experiment matched the full 24-hour period, considering daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results showed a return of 10.971475880480085 percent, a drawdown of 19.99037636096377 percent, and a win rate of 33.33333333333333 percent, based on a sample of 6 trades, with a mean of 2.019162406864133, an average win of 12.35705638853285, and an average loss of 3.149784583970225. There were no trades with zero volume entries or exits. The results were reconciled with Tradewealth and vectorbt, with a margin of error of 1e-10, and marked non-executable quotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the diagnostic report for the LS_nextopen train model, which showed the following results: the model was trained over 1239 days and had a return of -59.26690558408395 percent. The maximum drawdown was 65.11986473232494 percent. The mean daily return was -7.130051003396575 basis points. The annualized Sharpe ratio was -2.3449620564586313. The mean turnover was 0.5554803146297939. The break-even one-way cost was 3.1641697903399533 basis points. There were 260 high-volatility days, with a mean daily return of 0.5831479073845467 basis points on those days. On normal-volatility days, the mean daily return was -9.17850015232721 basis points. The mean gross exposure was 0.8658738360652186. This report is based on a linear turnover cost approximation and does not include financing, borrowing, or terminal liquidation costs for the LS model. It also notes that the portfolio is not executable and that the overlay net gross can be less than 2. Individual lag portfolios are normalized to be long 1 and short 1. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/diagnostic.json

A controlled experiment for the ETH/USD trade was completed, training from 2024 to 2025 and using a holdout period from January 1, 2026, to September 11, 2026, 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, a net 3R fixed 10 basis point target, and 25 basis points credited for fees. It also had a 20-day timeout and next timestamp open checks, with an optional 2RBE, or two times Risk-Based Entry, and a 2 ATR trail. The experiment matched the full 24 hours, including daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results showed a return of 12.311158737924988, a drawdown of 19.830196613578764, and a win rate of 33.33333333333333, based on a sample of 6 trades, with a mean of 2.223405383140096, an average win of 12.58199589069109, and an average loss of 2.9558898706354. There were no zero-volume entries or exits, and the tradewealth reconciles with vectorbt within a very small margin of 1e-10, marking non-executable quotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the diagnostic report for the LS_nextopen train model. The report shows the model's performance over 1239 days with a return of -18.91 percent and a maximum drawdown of 39.23 percent. The mean daily return was -1.575 basis points and the annualized Sharpe ratio was -0.52. The model had a mean turnover of 0.56 and a break-even one-way cost of 3.16 basis points. There were 260 high-volatility days with a mean daily return of 6.10 basis points, and normal-volatility days had a mean daily return of -3.61 basis points. The mean gross exposure was 0.87. The report notes that this is an identification only, using a linear turnover cost approximation, and omits LS financing, borrow, and terminal liquidation costs. It also states that the portfolio is not executable and that overlay net gross can be less than 2, with individual lag portfolios normalized to long 1 and short 1. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/diagnostic.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 20 high and 10 low settings, with a 2 ATR, or average true range, which is a measure of price volatility, of 14. It had a fixed target of 10 basis points, or 0.1%, and credited fees of 25 basis points, or 0.25%. The strategy also had a 20-day timeout and checked for the next timestamp open. Additionally, it had an optional setting to add 2 times the risk of the previous trade, and an entry trail of 2 ATR. The experiment used a 24-hour matching system to mask daily gaps and a 20-day window. The results were: symbol ETH, return of 35.69%, drawdown of 39.52%, win rate of 50%, sample size of 20, mean of 2.34, average win of 14.01, average loss of 9.33, zero volume entries of 0, and zero volume exits of 1. The trade results were reconciled with Tradewealth and vectorbt, with a difference of less than 1e-10, and non-executable quotes were marked. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'REV9110400 diagnostic LS_nextopen train 0bp'. The diagnostic report for the LS_nextopen model, which is in the training period, shows the following results: the model has a return of 22.55416477497465 percent, a maximum drawdown of 15.541875258373727 percent, and a mean daily return of 1.7576340306801261 basis points. The annualized Sharpe ratio is 0.5781720004523797. The model has a mean turnover of 0.5554803146297939 and a break-even one-way cost of 3.1641697903399533 basis points. There were 260 high-volatility days with a mean daily return of 9.40719639250784 basis points, and the mean daily return on normal-volatility days was -0.2739147068839244 basis points. The mean gross exposure was 0.8658738360652186. This report uses a linear turnover cost approximation, omits LS financing, borrow, and terminal liquidation costs, and is not an executable portfolio. The overlay net gross can be less than 2, and individual lag portfolios are normalized to long 1 and short 1. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/diagnostic.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 20 high and 10 low settings, 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 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 2RBE (two times risk-based entry) and an entry 2ATR trail (a type of stop-loss order). The experiment used a 24-hour matching mask to account for daily gaps and a 20-day window. The results showed a return of 41.23%, a drawdown of 38.67%, and a win rate of 50%. The average win was 14.24 and the average loss was 9.15. There were no zero-volume entries and one zero-volume exit. The results were reconciled with Tradewealth and vectorbt, a backtesting framework, with a precision of 1e-10, and marked non-executable quotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'REV9110400 diagnostic LS_close_reference test 16bp'. The test results are as follows: the model used was LS_close_reference, the period was a test, and the one-way cost was 16 basis points. The test ran for 1428 days and resulted in a return of -75.25692914489868 percent. The maximum drawdown was 76.97659654641862 percent. The mean daily return was -9.64331546231696 basis points. The annualized Sharpe ratio was -2.9768049225473607. The mean turnover was 0.5523324315661216. The break-even one-way cost was -1.459259879007347 basis points. There were 234 high-volatility days, with a mean daily return of -12.70004792159186 basis points on those days. On normal-volatility days, the mean daily return was -9.044257342157554 basis points. The mean gross exposure was 0.8709234236885605. This test used a linear turnover cost approximation, omitted LS financing, borrow, and terminal liquidation, and was not an executable portfolio. The overlay net gross can be less than 2, and individual lag portfolios were normalized to long 1 and short 1. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/diagnostic.json

A controlled experiment for the ETH/USD trade was completed, using data from 2024 to 2025 for training and from 2026 January 1 to September 11 for testing. The experiment used a strategy with 20 high and 10 low parameters, a 2 ATR (Average True Range, a measure of price volatility) of 14, a fixed target of 10 basis points (a unit of measurement for interest rates or percentages), and fees of 25 basis points. The experiment also used a 20-day timeout and checked for the next timestamp open. An optional feature allowed for a 2RBE (a type of risk management) entry with a 2 ATR trail. The experiment matched the ETH symbol from the native source, using a calendar signal and hourly execution, but did not exactly replicate the prior strategy. The results showed a return of 136.36%, a drawdown of 26.95%, and a win rate of 58.82%. The average win was 16.71% and the average loss was 8.91%. There were 17 samples and the mean was 6.16%. The experiment was reconciled with Tradewealth and vectorbt, with marks not executable quotes, meaning some quotes were not usable for trading, within a very small margin of error of 1e-10. https://runway.adityaperswal.workers.dev/data/crypto-bars