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":"daily","execution":"daily","part":"holdout","trail":false,"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":"train","trail":true,"slip_bp":20,"return":-6.794643701907832,"drawdown":35.81686876852701,"win rate":41.17647058823529,"sample":17,"mean":0.1145165028097074,"avg_win":10.356037436108338,"avg_loss":7.0545481504993335,"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":"train","trail":true,"slip_bp":10,"return":-3.571165459343084,"drawdown":33.795926445638194,"win rate":41.17647058823529,"sample":17,"mean":0.314946366538795,"avg_win":10.576970886297655,"avg_loss":6.868470797292406,"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":"train","trail":false,"slip_bp":20,"return":0.8466368397613167,"drawdown":31.53816915500236,"win rate":41.17647058823529,"sample":17,"mean":0.6486432853019342,"avg_win":11.653202479303745,"avg_loss":7.0545481504993335,"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":"train","trail":false,"slip_bp":10,"return":4.334386391934331,"drawdown":29.523597061664862,"win rate":41.17647058823529,"sample":17,"mean":0.8501424740596831,"avg_win":11.876732861705525,"avg_loss":6.868470797292406,"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":"native_matched","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":"native_matched","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":"native_matched","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":"native_matched","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":"native_matched","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":"native_matched","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":"native_matched","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":"native_matched","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

{"key":"stressregime5_15_test","model":"stressregime5","period":"test","slippage_bp":15,"first":"2021-01-04 05:00:00+00:00","last":"2026-09-10 04:00:00+00:00","return":-7.285553826338653,"drawdown":22.12081821678159,"CAGR":-1.3260567890593156,"win_rate":43.90243902439025,"sample":41,"mean_trade_pct":-0.12879516929893167,"avg_win_pct":3.0731734554743024,"avg_loss_pct":2.6346836582518964,"mean_CI95_pct":[-1.202347268207001,0.9499598378533135],"halfKelly":0,"reasons":{"time":19,"stop":17,"gap_stop":3,"target":2},"partials":3,"same_day":3,"vbt_reconciled":true,"vbt_orders":85,"trade_months":16,"market":{"beta":0.21150043775354208,"alpha_ann_pct":-4.019717940559546,"alpha_t_HAC5":-1.090060966440774,"corr":0.3462150404455502}} Daily proxy. All20cells reconciled. Training2016–2020/test2021–Sep10; inspected history, no globallyuntouchedclaim. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"BTC","source":"native_matched","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":"native_matched","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

{"key":"stressregime5_15_train","model":"stressregime5","period":"train","slippage_bp":15,"first":"2016-01-04 05:00:00+00:00","last":"2020-12-31 05:00:00+00:00","return":-3.5512104631624575,"drawdown":31.12832801616634,"CAGR":-0.7211216796557229,"win_rate":48.837209302325576,"sample":43,"mean_trade_pct":-0.0052382715649152995,"avg_win_pct":3.03150452279356,"avg_loss_pct":2.9039473025434606,"mean_CI95_pct":[-0.7943843415420596,0.8182585213220581],"halfKelly":0,"reasons":{"stop":19,"time":23,"target":1},"partials":2,"same_day":7,"vbt_reconciled":true,"vbt_orders":88,"trade_months":18,"market":{"beta":0.30074884783154426,"alpha_ann_pct":-4.575633852454907,"alpha_t_HAC5":-1.090736281224783,"corr":0.4014145703729052}} Daily proxy. All20cells reconciled. Training2016–2020/test2021–Sep10; inspected history, no globallyuntouchedclaim. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"BTC","source":"native_matched","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":"native_matched","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

{"key":"stressregime5_5_test","model":"stressregime5","period":"test","slippage_bp":5,"first":"2021-01-04 05:00:00+00:00","last":"2026-09-10 04:00:00+00:00","return":-1.261381525933425,"drawdown":19.26179018524704,"CAGR":-0.22376183456347398,"win_rate":48.78048780487805,"sample":41,"mean_trade_pct":0.02547047064335189,"avg_win_pct":2.949690005810315,"avg_loss_pct":2.759500515229946,"mean_CI95_pct":[-1.034219621696518,1.1220167616599663],"halfKelly":0.004317482615661311,"reasons":{"time":19,"stop":17,"gap_stop":3,"target":2},"partials":3,"same_day":3,"vbt_reconciled":true,"vbt_orders":85,"trade_months":16,"market":{"beta":0.2111427235089168,"alpha_ann_pct":-2.9020391488859394,"alpha_t_HAC5":-0.7889268021568044,"corr":0.3450909432183879}} Daily proxy. All20cells reconciled. Training2016–2020/test2021–Sep10; inspected history, no globallyuntouchedclaim. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"BTC","source":"native_matched","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":"native_matched","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

{"key":"stressregime5_5_train","model":"stressregime5","period":"train","slippage_bp":5,"first":"2016-01-04 05:00:00+00:00","last":"2020-12-31 05:00:00+00:00","return":3.141303177443411,"drawdown":29.208956587023938,"CAGR":0.6210063886076256,"win_rate":48.837209302325576,"sample":43,"mean_trade_pct":0.15273155105519037,"avg_win_pct":3.2610566105679957,"avg_loss_pct":2.814306005752487,"mean_CI95_pct":[-0.6414368975212927,0.987275693369416],"halfKelly":0.02341749458752701,"reasons":{"gap_stop":2,"time":23,"stop":17,"target":1},"partials":3,"same_day":5,"vbt_reconciled":true,"vbt_orders":89,"trade_months":18,"market":{"beta":0.33097778080530876,"alpha_ann_pct":-3.7009603880671085,"alpha_t_HAC5":-0.8611912818870586,"corr":0.4389026919695314}} Daily proxy. All20cells reconciled. Training2016–2020/test2021–Sep10; inspected history, no globallyuntouchedclaim. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"BTC","source":"native_matched","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":"native_matched","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