Notes

A news scan found the headline 'REV9110400 diagnostic LS_close_reference test 6bp'. The test results are as follows: the model used was LS_close_reference, the period was a test, and the one-way cost was 6 basis points, which is a measure of the cost of a trade. The test ran for 1428 days and the return was -45.52 percent. The maximum drawdown, which is the largest loss from a peak to a trough, was 51.40 percent. The mean daily return was -4.12 basis points, and the annualized Sharpe ratio, which is a measure of risk-adjusted return, was -1.27. The mean turnover, which is the rate at which the portfolio is bought and sold, was 0.55. The break-even one-way cost was -1.46 basis points. There were 234 high-volatility days, with a mean daily return of -7.29 basis points on those days, and a mean daily return of -3.50 basis points on normal-volatility days. The mean gross exposure, which is the average amount of capital invested, was 0.87. The test used a linear turnover cost approximation, omitted LS financing, borrow, and terminal liquidation costs, and was not executable as a portfolio. The overlay net gross can be less than 2, and individual lag portfolios were normalized to be long 1 and short 1. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/diagnostic.json

A controlled experiment using a native matching system was completed from 2024 to 2025 for training and reused from January 1, 2026, to September 11, 2026, with a holdout period. The experiment used 20 high and 10 low parameters, with a 2 ATR (Average True Range, a measure of price volatility) of 14, a net return target of 3R fixed at 10 basis points, and credited fees of 25 basis points. It also had a 20-day timeout and checked for next timestamp open, with an optional 2RBE (Risk-Reward Ratio, a measure of potential profit versus potential loss) entry and 2 ATR trail. The experiment matched the full 24-hour period, masking daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results for the ETH symbol, using a native matched signal on a calendar basis with hourly execution, showed a return of 144.53%, a drawdown of 26.36%, and a win rate of 58.82%. The sample size was 17, with a mean return of 6.37%, an average win of 16.94%, and an average loss of 8.73%. There were no zero-volume entries or exits. The results were reconciled with Tradewealth and found to be accurate within a margin of 1e-10, with non-executable quotes marked accordingly. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'REV9110400 diagnostic LS_close_reference test 0bp'. The test results are as follows: the model used was LS_close_reference, the period was test, and the one-way cost was 0 basis points. The test ran for 1428 days and resulted in a return of -12.532805034618965 percent. The maximum drawdown was 23.922130942536246 percent. The mean daily return was -0.8059965572590122 basis points. The annualized Sharpe ratio was -0.24916820608098011. 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 -4.051280718291333 basis points on those days. On normal-volatility days, the mean daily return was -0.16998609353910998 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 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, trained on data 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 14-day average true range, a fixed target of 10 basis points, and fees of 25 basis points. The experiment had a 20-day timeout and checked for the next timestamp open. It also had an optional 2RBE entry and a 2ATR trail. The results were matched over a 24-hour period, using daily and 20-day window masks. The results showed a return of -7.9289%, a drawdown of 16.2356%, and a win rate of 25%. The sample size was 4, with a mean of -1.9596%. The average win was 4.5967% and the average loss was 4.1451%. There were no zero-volume entries or exits. A news scan found the headline is not applicable here, this is a raw trade report. The trade wealth reconciles with vectorbt within a small margin of error, and marks unexecutable quotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the diagnostic report for REV9110400. The report is about a model called LS_close_reference, which was trained. The model has a one-way cost of 16 basis points. It was trained for 1239 days and had a return of -64.69353163844833 percent. The maximum drawdown was 66.66645887736233 percent. The mean daily basis points were -8.265290523187767. The annualized Sharpe ratio was -2.539449896348972. The mean turnover was 0.5554982759597222. The break-even one-way basis points were 1.1209429787914187. There were 260 high-volatility days with a mean daily basis point of -2.1536110892226517. The mean daily basis points for normal volatility days were -9.88841274262692. The mean gross exposure was 0.8658738360652186. This report uses a linear turnover cost approximation and does not include financing, borrowing, or terminal liquidation costs for LS. It is also 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 Ethereum and the US dollar was completed, training from 2024 to 2025 and testing from January 1, 2026, to September 11, 2026. The experiment had 20 high and 10 low settings, with a 2 ATR, or average true range, of 14, a fixed net target of 3R, and fees of 25 basis points, or 0.25%. There was a 20-day timeout and checks at the next timestamp open, with an optional 2RBE, or 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 showed a return of -7.19%, a drawdown of 15.88%, and a win rate of 25%. A news scan found the data line: {symbol: ETH, source: native_matched, signal: daily, execution: hourly, part: holdout, trail: true, slip_bp: 10, return: -7.18938077056368, drawdown: 15.881570375322852, win rate: 25, sample: 4, mean: -1.7633460190533716, avg_win: 4.806127221762746, avg_loss: 3.9531704326587445, zero_volume_entries: 0, zero_volume_exits: 0}. The trade wealth reconciles with vectorbt, a backtesting library, 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 LS_close_reference train 6bp'. The diagnostic report for the LS_close_reference model, which is a type of investment strategy, shows the following results for the training period: the model was trained on 1239 days of data, resulting in a return of -29.701897509213193 percent and a maximum drawdown of 41.395028090422684 percent. The mean daily return was -2.710307763590545 basis points, and the annualized Sharpe ratio was -0.8331973761959494. The model had a mean turnover of 0.5554982759597222, and the break-even point for one-way costs was 1.1209429787914187 basis points. There were 260 high-volatility days, with a mean daily return of 3.3634791414297456 basis points, and the mean daily return on normal-volatility days was -4.323366594341593 basis points. The mean gross exposure was 0.8658738360652186. This report uses a linear turnover cost approximation, and does not include costs such as financing, borrowing, or terminal liquidation. The portfolio is not executable, and 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 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) 14-day setting, a fixed 10 basis point (0.1%) target, and credited fees of 25 basis points (0.25%). It also had a 20-day timeout and checked for the next timestamp open. The strategy allowed for an optional 2R (two times the risk) entry with a 2 ATR trail. The experiment used a 24-hour matching mask to account for daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results for the ETH symbol were: a return of -3.8084%, a drawdown of 16.2356%, a win rate of 25%, and a sample size of 4. The mean return was -0.7894%, the average win was 9.2778%, and the average loss was 4.1451%. There were no zero-volume entries or exits. The Tradewealth system reconciles with vectorbt within a very small margin of error (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_close_reference train 0bp'. The diagnostic report for the LS_close_reference model on the train period shows the following results: the model was trained on 1239 days, resulting in a return of 6.245965327363967 percent and a maximum drawdown of 19.150009000912714 percent. The mean daily return was 0.6226818921677885 basis points, and the annualized Sharpe ratio was 0.1914226997179161. The mean turnover was 0.5554982759597222, and the break-even one-way cost was 1.1209429787914187 basis points. There were 260 high-volatility days, with a mean daily return of 6.6737332798211835 basis points, and the mean daily return on normal-volatility days was -0.9843389053703961 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 executable as a 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 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 2 risk-to-equity entry with a 2 average true range trail. The experiment used a 24-hour matching mask to match daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results for the ETH symbol showed a return of -3.035765918080502, a drawdown of 15.881570375322852, and a win rate of 25. The average win was 9.496584954658527 and the average loss was 3.9531704326587445. There were no zero volume entries or exits. A tool called Tradewealth was used to reconcile the results, which were accurate to within 1e-10, and marked quotes that were not executable. https://runway.adityaperswal.workers.dev/data/crypto-bars

A controlled experiment to understand how a trading strategy works was completed from January 1, 2024, to September 11, 2026, at 00 UTC. The strategy had 20 high and 10 low points, with a 2 ATR 14, which means it used a measure called Average True Range over 14 periods to decide when to buy or sell. The goal was to make a net return of 3 times the risk, with a fixed target of 10 basis points, and fees of 25 basis points were credited. Trades were stopped after 20 days, and checks were made at the next timestamp open. There was also an option to add 2 times the risk to the entry point, with a 2 ATR trail, which is a way to adjust the stop-loss price. The experiment used a 24-hour matching system to compare daily gaps and a 20-day window, but it did not exactly replicate the prior strategy. The results were: symbol ETH, source native matched, signal daily, execution hourly, part train, trail true, slip 20 basis points. The return was 2.15, the drawdown was 34.49, the win rate was 37.5, the sample size was 16, the mean was 0.94, the average win was 16.01, the average loss was 8.11, zero volume entries were 0, and zero volume exits were 1. The trade wealth was reconciled with vectorbt within a very small margin of error, and marks were made for quotes that were not executable. https://runway.adityaperswal.workers.dev/data/crypto-bars

A controlled experiment using a frozen attribution method was completed from 2024 to 2025 for training, and reused from January 1, 2026, to September 11, 2026, with a holdout period. 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 net target of 3R, a 10 basis point target, credited fees of 25 basis points, and a 20-day timeout. It also used next timestamp open checks and an optional 2RBE (Risk-Reward Ratio, a measure of potential profit versus potential loss) entry with a 2 ATR trail. The experiment matched daily and hourly data, with a 24-hour matching mask that accounted for daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results for the ETH symbol, using native matched data, with a daily signal and hourly execution, showed a return of 5.46998735720734, a drawdown of 34.03446427283529, and a win rate of 37.5, based on a sample of 16 trades, with a mean of 1.1377217277210048, an average win of 16.239751259575037, and an average loss of 7.923495991391414. There were no zero volume entries and one zero volume exit. 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 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, of 14, a fixed net target of 3R, and fees of 25 basis points, or 0.25%. The strategy also had a 20-day timeout and checked for the next timestamp open, with an optional 2RBE, or risk-based entry, and a 2 ATR trail. The experiment used a 24-hour matching mask to match daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results of the experiment were as follows: the symbol was ETH, the source was native_matched, the signal was daily, the execution was hourly, the part was train, the trail was false, and the slip was 20 basis points. The return was 34.0970640322785%, the drawdown was 35.444332842459836%, the win rate was 40%, the sample size was 15, the mean was 2.8649373440703143, the average win was 18.58910107094464, the average loss was 7.617838473845902, the number of zero volume entries was 0, and the number of zero volume exits was 1. The trade wealth was reconciled using vectorbt within a margin of 1e-10, and marks were not executable quotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

A controlled experiment using a trading strategy was completed from January 1, 2024, to September 11, 2026. The strategy 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 fixed 10 basis point target, with 25 basis points credited for fees. The strategy 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 results showed a 38.18% return, with a 34.79% drawdown, and a 40% win rate, based on 15 samples, with a mean of 3.07, an average win of 18.83, and an average loss of 7.43. The results were matched using a full 24-hour period, with a daily gap and a 20-day window, but did not exactly replicate the prior strategy. A news scan found the trade results for the symbol ETH, with a source of native_matched, a daily signal, and an hourly execution, with a slip of 10 basis points. The trade wealth reconciles with vectorbt within a 1e-10 margin, and marks quotes that are not executable. https://runway.adityaperswal.workers.dev/data/crypto-bars

A controlled experiment using a trading strategy was completed from 2024 to September 11, 2026. The strategy used a 20-day high and 10-day low, with a 2 times average true range over 14 days, and a fixed target of 10 basis points with 25 basis points credited for fees. The experiment had a 20-day timeout and checked for the next timestamp open. It also had an optional 2 times risk-based entry with a 2 times average true range trail. 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 used a daily matching mask to match the daily gap and 20-day window, but did not exactly replicate the prior strategy. A news scan found the symbol ETH, with a source of native_matched, a daily signal, and daily execution, on the holdout part, with a trail and a slip of 20 basis points. https://runway.adityaperswal.workers.dev/data/crypto-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 had a 20-day timeout and checked for next timestamp open. The results showed a return of -6.40607992253901, a drawdown of 17.45221501920372, and a win rate of 25. The average win was 9.496584954658527 and the average loss was 5.037063052968112. A news scan found the trade details for the symbol ETH, with a source of native_matched, a daily signal, daily execution, and a holdout part, using a trail with a 10 basis point slip. 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 controlled experiment was done to see how well a trading strategy worked. It used data from 2024 to 2025 to train and from January 1, 2026, to September 11, 2026, to test. The strategy had rules such as a 20-day high and 10-day low, with a 14-day average true range, a fixed target of 10 basis points, and fees of 25 basis points. It also had a 20-day time limit and checked for the next timestamp open. A news scan found the result: for the symbol ETH, the daily signal and daily execution had 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%. This was a holdout test, meaning it was a separate set of data, and it did not exactly replicate the prior strategy. The result was matched with a native source and had a slip of 20 basis points. A system called Tradewealth checked the results and found they were accurate within a very small margin of error, and it marked some quotes as not executable. https://runway.adityaperswal.workers.dev/data/crypto-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, or average true range, which is a measure of price volatility, of 14. It had a fixed target of 3R, or three times the risk, and credited fees of 25 basis points, which is a measure of the cost of a trade. The strategy also had a 20-day timeout and checked for the next timestamp open. Additionally, it had an optional setting to add 2R, or two times the risk, to the entry point, with a 2 ATR trail, which is a way to adjust the stop-loss price. The experiment used a 24-hour matching system to mask daily gaps and a 20-day window. 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%. The trade wealth was reconciled with vectorbt, a trading software, within a small margin of error, and marked unexecutable quotes, which are prices that cannot be traded. https://runway.adityaperswal.workers.dev/data/crypto-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 measure of price movement, and a fixed target of 10 basis points, with fees of 25 basis points. There was a 20-day timeout and checks at the next timestamp open, with an optional 2RBE, or risk-based entry, and a 2 ATR trail, which is a way to adjust the strategy based on price movement. The experiment matched daily and had a 20-day window, but did not exactly replicate the prior strategy. The results were as follows: the symbol was ETH, the source was native matched, the signal and execution were daily, and the part was train, with trail true, and a slip of 20 basis points. The return was -0.9862710551414189, the drawdown was 35.267238960068745, the win rate was 40, the sample size was 15, the mean was 0.9267903619307427, the average win was 17.010259919905447, and the average loss was 9.79552267671906, with no zero volume entries or exits. The trade wealth was reconciled using vectorbt, a trading software, within a small margin of error, and marked quotes that were not executable. https://runway.adityaperswal.workers.dev/data/crypto-bars

A controlled experiment using a trading strategy was completed from 2024 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, and a fixed target of 3R (a multiple of the initial risk) with a 10 basis point (a unit of measurement for interest rates) target. It also had a 25 basis point credited fee, a 20-day timeout, and checks for the next timestamp open. Additionally, it had an optional 2R (two times the initial risk) BE (breakeven) and entry 2 ATR trail. The experiment used a 24-hour matching mask to match daily gaps and a 20-day window, but did not exactly replicate the prior strategy. The results for the ETH symbol were a return of 2.029153056933608, a drawdown of 34.94266629989499, and a win rate of 40. The sample size was 15, with a mean of 1.12884640280757, an average win of 17.24451516349935, and an average loss of 9.614932770986952. There were no zero volume entries or exits. A news scan found the headline was not applicable, this is a raw data output. The Tradewealth reconciles vectorbt within 1e-10, which means the difference between the two is very small, and marks not executable quotes, meaning some quotes were not able to be executed. https://runway.adityaperswal.workers.dev/data/crypto-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 days of high data and 10 days of low data, 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 experiment also used 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 use a 2 ATR trail. The results were matched over a 24-hour period, using daily gaps and a 20-day window. The results do not exactly replicate the prior strategy. The trade results for the symbol ETH are as follows: return of -6.690522832331769, drawdown of 43.655350361842274, win rate of 33.33333333333333, sample size of 15, mean of 0.628431415096357, average win of 21.040006110526257, and average loss of 9.577355932618591. There were no entries or exits with zero volume. 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 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 20 high and 10 low values, with a 2 average true range over 14 days, a fixed target of 3 times the risk, fees of 25 basis points, and a 20-day timeout. It also checked for the next timestamp open and had an optional 2 times risk entry with a 2 average true range 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 symbol ETH showed a return of -3.8488194611437376, a drawdown of 43.14587322020517, and a win rate of 33.33333333333333, based on 15 samples, with a mean of 0.8298901395684772, an average win of 21.282328930212653, and an average loss of 9.396329255753608. There were no entries or exits with zero volume. The trade wealth was reconciled using vectorbt, which is a backtesting library, with a precision of 1e-10, and marked quotes that were not executable. https://runway.adityaperswal.workers.dev/data/crypto-bars

A controlled experiment using Bitcoin 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 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 and a 2ATR 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 showed a return of 6.351839902720258, a drawdown of 13.391971279693005, and a win rate of 50. The average win was 5.875857459026834 and the average loss was 3.477081737462473. A news scan found the headline was not applicable in this case, instead, it was a trade report. The trade report included the following details: symbol was Bitcoin, source was aggregate, signal was rolling, execution was hourly, part was holdout, trail was true, slip in basis points was 20. The sample size was 6, the mean was 1.1993878607821806. There were no zero volume entries or exits. The tradewealth reconciles vectorbt within a very small margin of error, and marks quotes that are not executable. https://runway.adityaperswal.workers.dev/data/crypto-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 parameters, with a 2 ATR, or average true range, which is a measure of price volatility, of 14. It also had a fixed target of 3R, or three times the risk, with a 10 basis point, or 0.1%, target, and 25 basis point credited fees. The strategy had a 20-day timeout and checked for the next timestamp open. It also had an optional 2R, or two times the risk, entry with a 2 ATR trail. The experiment used a 24-hour matching system to mask daily gaps and 20-day windows, but did not exactly replicate the prior strategy. The results showed a return of 7.6357530492738634%, a drawdown of 12.87075982047038%, and a win rate of 50%. The sample size was 6, with a mean of 1.401989643490039, an average win of 6.087821561976062, and an average loss of 3.283842274995985. There were no zero volume entries or exits. A news scan found the headline was not applicable, instead, this is a raw data output. The trade wealth reconciles with vectorbt, a backtesting framework, within a 1e-10, or very small, margin, and marks quotes that are not executable. https://runway.adityaperswal.workers.dev/data/crypto-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 average true range, or ATR, which is a measure of price volatility, over 14 days. The goal was to make a net return of 3 times the risk, with a fixed target of 10 basis points, or bps, which is 0.1%, and credited fees of 25 bps. Trades timed out after 20 days. The next trade was checked at the open of the next timestamp. An optional feature allowed for an additional 2 times risk entry with a 2 ATR trail, which is a way to adjust the stop-loss price. The experiment matched trades over 24 hours, using a mask to ignore daily gaps and a 20-day window. This was not an exact copy of a prior strategy. The results were: symbol BTC, source aggregate, signal rolling, execution hourly, part holdout, trail false, slip 20 basis points. The return was 6.351839902720258%, the drawdown was 13.391971279693005%, the win rate was 50%, the sample size was 6, the mean was 1.1993878607821806, the average win was 5.875857459026834, the average loss was 3.477081737462473, zero volume entries were 0, and zero volume exits were 0. The results were checked against Tradewealth and vectorbt, and were found to match within a very small margin of error, with some quotes marked as not executable. https://runway.adityaperswal.workers.dev/data/crypto-bars