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":"BTC","source":"aggregate","signal":"rolling","execution":"hourly","part":"holdout","trail":false,"slip_bp":10,"return":7.6357530492738634,"drawdown":12.87075982047038,"win rate":50,"sample":6,"mean":1.401989643490039,"avg_win":6.087821561976062,"avg_loss":3.283842274995985,"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":"BTC","source":"aggregate","signal":"rolling","execution":"hourly","part":"train","trail":true,"slip_bp":20,"return":16.06290417471403,"drawdown":29.33467111136492,"win rate":36.84210526315789,"sample":19,"mean":1.2758262384395724,"avg_win":12.530560655064221,"avg_loss":5.289435504591473,"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":"BTC","source":"aggregate","signal":"rolling","execution":"hourly","part":"train","trail":true,"slip_bp":10,"return":20.558174234379432,"drawdown":28.481576845685474,"win rate":36.84210526315789,"sample":19,"mean":1.478581051238886,"avg_win":12.755847513806815,"avg_loss":5.099824385259073,"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":"BTC","source":"aggregate","signal":"rolling","execution":"hourly","part":"train","trail":false,"slip_bp":20,"return":16.06290417471403,"drawdown":29.33467111136492,"win rate":36.84210526315789,"sample":19,"mean":1.2758262384395724,"avg_win":12.530560655064221,"avg_loss":5.289435504591473,"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":"BTC","source":"aggregate","signal":"rolling","execution":"hourly","part":"train","trail":false,"slip_bp":10,"return":20.558174234379432,"drawdown":28.481576845685474,"win rate":36.84210526315789,"sample":19,"mean":1.478581051238886,"avg_win":12.755847513806815,"avg_loss":5.099824385259073,"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":"BTC","source":"aggregate","signal":"calendar","execution":"hourly","part":"holdout","trail":true,"slip_bp":20,"return":10.805339966340298,"drawdown":12.20466350739664,"win rate":50,"sample":6,"mean":1.886559398914069,"avg_win":6.82552265047458,"avg_loss":3.052403852646442,"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":"BTC","source":"aggregate","signal":"calendar","execution":"hourly","part":"holdout","trail":true,"slip_bp":10,"return":12.143017178330773,"drawdown":11.866958490428214,"win rate":50,"sample":6,"mean":2.0905369031711847,"avg_win":7.039387988844603,"avg_loss":2.8583141825022347,"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":"BTC","source":"aggregate","signal":"calendar","execution":"hourly","part":"holdout","trail":false,"slip_bp":20,"return":10.836452304428201,"drawdown":12.20466350739664,"win rate":50,"sample":6,"mean":1.8914378194923382,"avg_win":6.835279491631119,"avg_loss":3.052403852646442,"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":"BTC","source":"aggregate","signal":"calendar","execution":"hourly","part":"holdout","trail":false,"slip_bp":10,"return":12.174505114433032,"drawdown":11.866958490428214,"win rate":50,"sample":6,"mean":2.095425090376772,"avg_win":7.049164363255778,"avg_loss":2.8583141825022347,"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":"BTC","source":"aggregate","signal":"calendar","execution":"hourly","part":"train","trail":true,"slip_bp":20,"return":18.304427465635207,"drawdown":29.14607882770095,"win rate":36.84210526315789,"sample":19,"mean":1.376876439365853,"avg_win":12.585845226133358,"avg_loss":5.161688686248525,"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":"BTC","source":"aggregate","signal":"calendar","execution":"hourly","part":"train","trail":true,"slip_bp":10,"return":22.886514692330618,"drawdown":28.290707816151006,"win rate":36.84210526315789,"sample":19,"mean":1.5798335552747362,"avg_win":12.811242764919504,"avg_loss":4.9718218170180455,"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":"BTC","source":"aggregate","signal":"calendar","execution":"hourly","part":"train","trail":false,"slip_bp":20,"return":18.304427465635207,"drawdown":29.14607882770095,"win rate":36.84210526315789,"sample":19,"mean":1.376876439365853,"avg_win":12.585845226133358,"avg_loss":5.161688686248525,"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":"BTC","source":"aggregate","signal":"calendar","execution":"hourly","part":"train","trail":false,"slip_bp":10,"return":22.886514692330618,"drawdown":28.290707816151006,"win rate":36.84210526315789,"sample":19,"mean":1.5798335552747362,"avg_win":12.811242764919504,"avg_loss":4.9718218170180455,"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":"BTC","source":"aggregate","signal":"daily","execution":"hourly","part":"holdout","trail":true,"slip_bp":20,"return":0.7556932235902591,"drawdown":13.801790657242508,"win rate":40,"sample":5,"mean":0.29166240277998634,"avg_win":6.650451499194132,"avg_loss":3.9475303281627774,"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":"BTC","source":"aggregate","signal":"daily","execution":"hourly","part":"holdout","trail":true,"slip_bp":10,"return":1.7683071497686775,"drawdown":13.283045511581715,"win rate":40,"sample":5,"mean":0.49244691366545407,"avg_win":6.863966344067074,"avg_loss":3.7552327066022926,"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":"BTC","source":"aggregate","signal":"daily","execution":"hourly","part":"holdout","trail":false,"slip_bp":20,"return":5.62680428188711,"drawdown":13.801790657242508,"win rate":40,"sample":5,"mean":1.3429724939270815,"avg_win":9.27872672706187,"avg_loss":3.9475303281627774,"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":"BTC","source":"aggregate","signal":"daily","execution":"hourly","part":"holdout","trail":false,"slip_bp":10,"return":6.688373802888781,"drawdown":13.283045511581715,"win rate":40,"sample":5,"mean":1.5458617339334224,"avg_win":9.497503394736995,"avg_loss":3.7552327066022926,"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":"BTC","source":"aggregate","signal":"daily","execution":"hourly","part":"train","trail":true,"slip_bp":20,"return":-15.198785883777022,"drawdown":40.689361015708016,"win rate":38.88888888888889,"sample":18,"mean":-0.4530213330605443,"avg_win":9.916863380139858,"avg_loss":7.052038877824438,"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":"BTC","source":"aggregate","signal":"daily","execution":"hourly","part":"train","trail":true,"slip_bp":10,"return":-12.090318212455987,"drawdown":38.6993604237626,"win rate":38.88888888888889,"sample":18,"mean":-0.25372768348978253,"avg_win":10.136917601229682,"avg_loss":6.865956501038532,"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":"BTC","source":"aggregate","signal":"daily","execution":"hourly","part":"train","trail":false,"slip_bp":20,"return":-8.435342323805717,"drawdown":35.95895516649239,"win rate":38.88888888888889,"sample":18,"mean":0.05501287782730155,"avg_win":11.223237065280035,"avg_loss":7.052038877824438,"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":"BTC","source":"aggregate","signal":"daily","execution":"hourly","part":"train","trail":false,"slip_bp":10,"return":-5.0789543146442355,"drawdown":33.81023919731595,"win rate":38.88888888888889,"sample":18,"mean":0.2553236149415562,"avg_win":11.445906654338838,"avg_loss":6.865956501038532,"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":"BTC","source":"aggregate","signal":"daily","execution":"daily","part":"holdout","trail":true,"slip_bp":20,"return":6.3528700788678005,"drawdown":12.748217160474052,"win rate":40,"sample":5,"mean":1.4996760242032914,"avg_win":9.670485552752394,"avg_loss":3.9475303281627774,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"holdout_mean_pct":-0.7069703458888735,"mean95_pct":[-2.4001668335274973,1.1512433681261125],"sample":74,"training_p":0.1791044776119403,"clinical_riskdiff_pp":60.7,"clinical_approx95_pp":[50.61704621821972,70.78295378178028]} iidbootstrap20000seed912;clinicalWaldfromroundedratesnotFDAinference. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://clinicaltrials.gov/api/v2/studies/NCT03573401

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":"BTC","source":"aggregate","signal":"daily","execution":"daily","part":"holdout","trail":true,"slip_bp":10,"return":7.421736699555104,"drawdown":12.22313155668493,"win rate":40,"sample":5,"mean":1.7028789856190385,"avg_win":9.890046523951035,"avg_loss":3.7552327066022926,"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":"BTC","source":"aggregate","signal":"daily","execution":"daily","part":"holdout","trail":false,"slip_bp":20,"return":6.3528700788678005,"drawdown":12.748217160474052,"win rate":40,"sample":5,"mean":1.4996760242032914,"avg_win":9.670485552752394,"avg_loss":3.9475303281627774,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars