A news scan found a list of stocks with their dollar-volume ranks on September 10. The list includes: JEF with a closing price of 53.93 and a dollar volume of 67433802.35, BB with a closing price of 7.54 and a dollar volume of 66743642.68, LW with a closing price of 47.32 and a dollar volume of 60673609.36, THO with a closing price of 72.01 and a dollar volume of 53442365.52, AYI with a closing price of 316.25 and a dollar volume of 52519953.75, PENG with a closing price of 48.62 and a dollar volume of 50756994.86, NG with a closing price of 7.61 and a dollar volume of 46854313.4, CBRL with a closing price of 49.44 and a dollar volume of 44604026.4, LEVI with a closing price of 20.12 and a dollar volume of 42908394.88, FUL with a closing price of 51.65 and a dollar volume of 33058944.05, AIR with a closing price of 124.47 and a dollar volume of 28726431.3, NRIX with a closing price of 25.81 and a dollar volume of 26533273.63, CNXC with a closing price of 27 and a dollar volume of 25341525, NEOG with a closing price of 11.77 and a dollar volume of 24363476.28, and WOR with a closing price of 57.61 and a dollar volume of 22585885.28. This is a secondary calendar discovery, using close and volume turnover as a proxy, and does not guarantee all-US event completeness or a validated signal. Primary dates must supersede estimates.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://www.earningstoday.com/earnings-calendar/weekly/2026-09-14
A news scan found a list of 16 stocks ranked by dollar-volume on September 10. The list includes PAYX with a price of 115.18 and dollar-volume of 246181009.62, JBL with a price of 302.8 and dollar-volume of 228635498.8, DRI with a price of 207.53 and dollar-volume of 211348344.47, TCOM with a price of 38.7 and dollar-volume of 195705087.3, FPS with a price of 29.2 and dollar-volume of 165344007.2, RPM with a price of 99.31 and dollar-volume of 154048976.83, MKC with a price of 51.1 and dollar-volume of 149738789.9, ABVX with a price of 115.95 and dollar-volume of 149159819.25, CALM with a price of 73.71 and dollar-volume of 128686456.07999998, CAG with a price of 14.7 and dollar-volume of 127181974.5, MTN with a price of 133.33 and dollar-volume of 124346891.25000001, SNX with a price of 255.54 and dollar-volume of 104539625.22, UEC with a price of 11.02 and dollar-volume of 102671918.42, KMX with a price of 60.52 and dollar-volume of 89823299.84, and KBH with a price of 47.75 and dollar-volume of 70555352.25. This is a secondary calendar discovery using close and volume turnover as a proxy, and is not a complete or validated signal for all US events. Primary dates must supersede estimates.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://www.earningstoday.com/earnings-calendar/weekly/2026-09-14
A news scan found a list of stocks with their dollar-volume ranks on September 10. The list includes: MU with a dollar volume of 25683990970.82, COST with 1748425318.98, NKE with 1096964257.84, PEP with 1018250617.95, AZO with 742825677.18, ACN with 704345690, DAL with 462641882.88, CCL with 456682639.35, CTAS with 421188701.56, FDS with 393427943.46, LEN with 382959282.3, GIS with 346887816.36, AEHR with 317884753.62, STZ with 316091263.35, and APLD with 310190863.62. This is a secondary calendar discovery, using close and volume turnover as a proxy, and does not guarantee all-US event completeness or a validated signal, and primary dates must supersede estimates.
https://runway.adityaperswal.workers.dev/data/stock-bars ; https://www.earningstoday.com/earnings-calendar/weekly/2026-09-14
A news scan found the following data: on September 8, 2026, the closing price was 0.41, the highest price was 0.49, the lowest price was 0.41, there were 7 trades, the opening price was 0.45, the time was September 8, 2026, at 04:00:00Z, the volume was 9, and the volume-weighted average price was 0.456667. On September 9, 2026, the closing price was 0.47, the highest price was 0.47, the lowest price was 0.46, there were 2 trades, the opening price was 0.46, the time was September 9, 2026, at 04:00:00Z, the volume was 20, and the volume-weighted average price was 0.465. On September 10, 2026, the closing price was 0.52, the highest price was 0.53, the lowest price was 0.46, there were 11 trades, the opening price was 0.51, the time was September 10, 2026, at 04:00:00Z, the volume was 29, and the volume-weighted average price was 0.510345. A retrieval on September 11 found that each of C8.40 and P7.32 needs an 11.405836 percent directional move from 7.54. The cost of P7.5 is 52, which is more than 51.0594, the cap. The primary historical timing retrieval failed, and there is no verified event study, which is untested and not 0 percent.
https://runway.adityaperswal.workers.dev/data/option-bars
A news scan found the following data: on September 8, 2026, the option had a closing price of 0.26, a high of 0.29, a low of 0.25, and a volume of 19. On September 10, 2026, the option had a closing price of 0.32, a high of 0.32, a low of 0.28, and a volume of 106. As of September 11, the option needs an 11.405836 percent directional move from 7.54. The option with a price of 7.5 costs 52, which is more than the 51.0594 cap. A primary historical timing retrieval failed, resulting in no verified event study, which is untested and not 0 percent.
https://runway.adityaperswal.workers.dev/data/option-bars
A news scan found the following data lines for the BB261002C00008500 option: on September 8, 2026, the option had a closing price of 0.39, a high of 0.5, a low of 0.31, 120 trades, an opening price of 0.34, a volume of 406, and a volume-weighted average price of 0.429433. On September 9, 2026, it had a closing price of 0.33, a high of 0.4, a low of 0.32, 24 trades, an opening price of 0.37, a volume of 174, and a volume-weighted average price of 0.342241. On September 10, 2026, it had a closing price of 0.26, a high of 0.33, a low of 0.26, 6 trades, an opening price of 0.33, a volume of 38, and a volume-weighted average price of 0.291053. A retrieval on September 11 found that each of the C8.40 and P7.32 options needs an 11.405836 percent directional move from 7.54. The P7.5.52 option costs more than 52, with a cap of 51.0594. The primary historical timing retrieval failed, with no verified event study, and is untested, meaning it has not been tried, with a percentage of not 0 percent.
https://runway.adityaperswal.workers.dev/data/option-bars
A news scan found the following data lines for the BB261002C00008000 option: on September 8, 2026, the option had a closing price of 0.55, a high of 0.66, a low of 0.45, 110 trades, an opening price of 0.47, a volume of 395, and a volume-weighted average price of 0.602076. On September 9, 2026, the option had a closing price of 0.51, a high of 0.55, a low of 0.47, 15 trades, an opening price of 0.53, a volume of 85, and a volume-weighted average price of 0.523059. On September 10, 2026, the option had a closing price of 0.4, a high of 0.48, a low of 0.39, 32 trades, an opening price of 0.47, a volume of 86, and a volume-weighted average price of 0.425. A retrieval on September 11 found that each of the options C8.40 and P7.32 needs an 11.405836 percent directional move from 7.54. The option P7.5 costs 52, which is more than 51.0594, the cap. The primary historical timing retrieval failed, and there is no verified event study, with an untested percentage of not 0 percent.
https://runway.adityaperswal.workers.dev/data/option-bars
A news scan found the headline 'BB261009P00007500 Delayed contract trade bars Sep8–10; not executable quotes'. This refers to a specific stock option, BB261009P00007500, which had delayed trade information from September 8 to 10. The trade data is as follows: on September 8 at 04:00:00Z, the stock had a closing price of 0.48, a high of 0.48, a low of 0.48, one trade, an opening price of 0.48, and a volume-weighted average price of 0.48; on September 9 at 04:00:00Z, the stock had a closing price of 0.46, a high of 0.46, a low of 0.46, one trade, an opening price of 0.46, and a volume-weighted average price of 0.46; on September 10 at 04:00:00Z, the stock had a closing price of 0.57, a high of 0.57, a low of 0.52, eight trades, an opening price of 0.55, a total volume of 29, and a volume-weighted average price of 0.548966. This data was retrieved on September 11 at 02 UTC with an HTTP status code of 200, indicating a successful request, and no pagination was used. The daily timestamp refers to the session label, not the exact minute of the last trade, and does not assume that the stock and ask prices are synchronous, meaning they may not happen at the same time.
https://runway.adityaperswal.workers.dev/data/option-bars
A news scan found the following data: on September 8, 2026, the contract trade bars for BB261009C00008500 were delayed, with a closing price of 0.56, a high of 0.56, a low of 0.38, and an opening price of 0.38, with 6 trades and a volume of 7. On September 9, 2026, the contract trade bars were also delayed, with a closing price of 0.37, a high of 0.42, a low of 0.37, and an opening price of 0.4, with 3 trades and a volume of 24. On September 10, 2026, the contract trade bars were delayed again, with a closing price of 0.31, a high of 0.36, a low of 0.31, and an opening price of 0.36, with 2 trades and a volume of 2. This data was retrieved on September 11, 2026, at 02 UTC, with an HTTP status code of 200, indicating a successful request, and no pagination, meaning all data was returned in a single response. The daily timestamp is a label for the trading session, not the exact minute of the last trade, and there is no assumption that the stock price and ask price are synchronous.
https://runway.adityaperswal.workers.dev/data/option-bars
A news scan found the headline 'VRA261016P00002500 Delayed contract trade bars Sep8–10; not executable quotes'. The trade data for VRA261016P00002500 was retrieved on September 11 at 02 UTC, with an HTTP status code of 200, indicating a successful request, and no pagination was used. The data included the following trade information: on September 9 at 04:00:00 UTC, the closing price was 0.1, the highest price was 0.1, the lowest price was 0.1, there were 2 trades, the opening price was 0.1, and the volume was 2, with a volume-weighted average price of 0.1. Note that the daily timestamp is a session label, not the exact time of the last trade, and there is no assumption of synchronous stock and ask prices.
https://runway.adityaperswal.workers.dev/data/option-bars
A news scan found the headline 'SFIX261016P00002500 Delayed contract trade bars Sep8–10; not executable quotes'. This refers to a problem with a specific stock option contract for SFIX, where the trade data for September 8 to 10 was delayed. The contract in question has the following trade data: on September 9, 2026, at 04:00:00 UTC, the closing price was 0.15, the highest price was 0.17, the lowest price was 0.15, there were 4 trades, the opening price was 0.17, the volume was 17, and the volume-weighted average price was 0.151176. This data was retrieved on September 11 at 02 UTC, with an HTTP status code of 200, meaning the request was successful, and there was no pagination, which means all the data was returned in one response. The daily timestamp is a label for the trading session, not the exact time of the last trade, and it does not assume that the stock and ask prices are synchronous, meaning they do not happen at the same time.
https://runway.adityaperswal.workers.dev/data/option-bars
A news scan found the headline 'BB261016P00007000 Delayed contract trade bars Sep8–10; not executable quotes'. The given data is a list of trade information for the dates September 8 to 10, 2026. The data includes the following trade bars: a trade bar from September 8, 2026, with a closing price of 0.31, a high price of 0.41, a low price of 0.3, 18 trades, an opening price of 0.36, a volume of 180, and a volume-weighted average price of 0.368944; a trade bar from September 9, 2026, with a closing price of 0.35, a high price of 0.35, a low price of 0.34, 10 trades, an opening price of 0.35, a volume of 98, and a volume-weighted average price of 0.34898; and a trade bar from September 10, 2026, with a closing price of 0.43, a high price of 0.43, a low price of 0.36, 54 trades, an opening price of 0.38, a volume of 520, and a volume-weighted average price of 0.369788. This data was retrieved on September 11 at 02 UTC with an HTTP status code of 200 and no pagination. The daily timestamp is a session label, not the exact last trade minute, and there is no assumption of synchronous stock and ask prices.
https://runway.adityaperswal.workers.dev/data/option-bars
A news scan found the following data line: a list of trade bars for the contract BB261016C00009000 from September 8 to 10, which were not executable due to delayed quotes. The data includes the following trade information: on September 8, the closing price was 0.36, the highest price was 0.44, the lowest price was 0.28, there were 59 trades, the opening price was 0.31, the volume was 522, and the volume-weighted average price was 0.365939. On September 9, the closing price was 0.36, the highest price was 0.38, the lowest price was 0.31, there were 31 trades, the opening price was 0.38, the volume was 246, and the volume-weighted average price was 0.347439. On September 10, the closing price was 0.26, the highest price was 0.32, the lowest price was 0.25, there were 21 trades, the opening price was 0.3, the volume was 250, and the volume-weighted average price was 0.28016. This data was retrieved on September 11 at 02 UTC with an HTTP status code of 200, indicating no errors, and no pagination was used. The daily timestamp is a label for the trading session, not the exact time of the last trade, and it is not assumed that the stock and ask prices are synchronous.
https://runway.adityaperswal.workers.dev/data/option-bars
A news scan found the note: Frozen before access note 2132. The 20-day main rule remains unchanged. The neighbor 10/30 entry high only, 10-day low exit, with 2 ATR net, 3R, and 2R breakeven, 2 ATR trail, and 20-day timeout, has 25 basis points credit fees and 10 basis points slip. This is a 2024-25 train and 2026 January 1 to September 11, 02 UTC, reused holdout. The trade details are as follows: the symbol is SOL, the signal time frame is 1 hour, and the execution minutes are 15. This is a holdout part of the trade, with a slip of 10 basis points and a trail of true. The return percentage is -18.042252664594372, the drawdown percentage is 31.724504528206143, and the win rate is 33.33333333333333. The sample size is 6, the mean percentage is -2.775008708026938, the average win percentage is 9.729010617732026, and the average loss percentage is 9.02701837090642. The half Kelly is 0, the raw half Kelly is -0.14261515466789745, the confidence interval low is -9.405796285508956, and the confidence interval high is 6.2093420150498755. There are 24249 bars, the maximum gap minutes are 90, and there is 1 armed trade. The buy and hold percentage is -20.188713336411634. This is a sensitivity, not an optimization, using the actual next open bar as a proxy, with one entry event per completed hour, and retaining the quote and trailing implementation gap.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A news scan found the note about a trading strategy for SOL/USD. The main rule has not changed for 20 days. The strategy uses a neighbor 10/30 entry high, 10 day low exit, with a 2 ATR net and a 3R return, and a 2 ATR trail with a 20 day timeout. It also includes 25 basis point credit fees and a 10 basis point slip. The strategy was trained from 2024 to 2025 and tested from January 1, 2026, to September 11, 2026, at 02 UTC. The results show a return percentage of -0.3116, a drawdown percentage of 36.67, and a win rate of 41.67. The strategy had 12 sample trades, with a mean percentage of 0.5604, an average win percentage of 12.64, and an average loss percentage of 8.07. A half Kelly calculation was 0.0222. The strategy had 3 armed trades and a buy and hold percentage of 586.35. The note mentions sensitivity, not optimization, and the use of an actual next open bar proxy, with one entry event per completed hour, and a quote and trailing implementation gap retained.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A news scan found the note about a trading strategy for SOL/USD. The main rule has not changed for 20 days. The strategy is to enter when the high of the last 10 or 30 minutes is reached, and exit when the low of the last 10 days is reached, with a 2 ATR, or average true range, net of 3R, and a breakeven of 2 ATR trail, and a 20-day timeout. There is a 25 basis point credit and 10 basis point slip. The data is from January 1, 2024, to September 11, 2026, and was reused for the holdout. The symbol is SOL, the signal time frame is 1 hour, and the execution time is 15 minutes. The holdout part has a slip of 10 basis points and a trail. The return percentage is 13.979106939153182, the drawdown percentage is 27.793321576632035, and the win rate is 62.5. The sample size is 8, the mean percentage is 2.0933361059823516, the average win percentage is 7.882665435131027, and the average loss percentage is 7.555546109265439. The half Kelly is 0.13278098145919573, the raw half Kelly is 0.13278098145919573, the confidence interval low is -4.261188924599598, and the confidence interval high is 9.034966269377358. There are 24249 bars, the maximum gap minutes is 90, and there are 2 armed trades. The buy and hold percentage is -20.188713336411634. The look is 10. A sensitivity analysis was done, not optimization, using the actual next open bar as a proxy, with one entry event per completed hour, and quote and trailing implementation gap retained.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A news scan found the note: Frozen before access note 2132. The 20-day main rule remains unchanged. The neighbor 10/30 entry high only, 10-day low exit, 2 ATR, net 3R, +2R breakeven, 2 ATR trail, and 20-day timeout are used. A 25 basis point credit fee and 10 basis point slip are applied. The training data is from 2024-25 and the testing data is from 2026 January 1 to September 11, 02 UTC. The results show the symbol is SOL, the signal time frame is 1 hour, and the execution minutes are 15. The return percentage is -10.49, the drawdown percentage is 38.66, and the win rate is 47.06. The sample size is 17, the mean percentage is 0.012, the average win percentage is 10.86, and the average loss percentage is 9.63. The half Kelly criterion is 0.0006. The confidence interval is between -5.31 and 5.67. There are 47215 bars, the maximum gap minutes are 150, and there are 3 armed trades. The buy and hold percentage is 586.35. This is a sensitivity analysis, not an optimization, using the actual next open bar as a proxy, with one entry event per completed hour, and retaining the quote and trailing implementation gap.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A news scan found the note: Frozen before access note 2132. The 20-day main rule remains unchanged. The neighbor 10/30 entry high only, 10-day low exit, with 2 ATR net, 3R, and +2R breakeven, 2 ATR trail, and 20-day timeout, has 25 basis points credit fees and 10 basis points slip. This is a 2024-25 train and 2026 Jan 1 to Sep 11 02 UTC reused holdout. The trading data for ETH is as follows: the symbol is ETH, the signal time frame is 1 hour, the execution minutes are 15, the part is holdout, the slip in basis points is 10, the trail is true, the return percentage is -20.014286705604505, the drawdown percentage is 28.4007644352411, the win rate is 16.666666666666664, the sample size is 6, the mean percentage is -3.3498594640369586, the average win percentage is 12.745163157492613, the average loss percentage is 6.568863988342873, the half Kelly is 0, the raw half Kelly is -0.13141689214341867, the confidence interval low is -8.596629168433184, the confidence interval high is 3.665317898715783, the number of bars is 24198, the maximum gap minutes is 90, the number of armed trades is 1, and the buy and hold percentage is -17.300574098483334. This is a sensitivity analysis, not an optimization, using the actual next open bar as a proxy, with one entry event per completed hour, and retaining the quote and trailing implementation gap.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A trading strategy for ETH/USD has a 20-day main rule that remains unchanged. The strategy uses a neighbor 10/30 entry high, with a 10-day low exit, and a 2 ATR net, with a +2 R breakeven and a 2 ATR trail, and a 20-day timeout. There is a 25 basis point credit and 10 basis point slip. The strategy was trained from 2024 to 2025 and tested from January 1, 2026, to September 11, 2026, at 02 UTC. The results show a return percentage of 96.34%, a drawdown percentage of 27.86%, and a win rate of 60%. The strategy uses a 1-hour signal time frame and executes trades every 15 minutes. A news scan found the following data: {symbol: ETH, signal time frame: 1 hour, execution minutes: 15, part: train, slip basis points: 10, trail: true, return percentage: 96.34, drawdown percentage: 27.86, win rate: 60, sample: 15, mean percentage: 5.34, average win percentage: 14.82, average loss percentage: 8.87, half Kelly: 0.18, raw half Kelly: 0.18, confidence interval low: -0.88, confidence interval high: 11.57, bars: 70128, max gap minutes: 195, armed trades: 7, buy hold percentage: 30.11, look: 30}. The strategy does not optimize for sensitivity and uses the actual next open bar as a proxy, with one entry event per completed hour, and retains the implementation gap for quotes and trailing.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A trading rule for ETH/USD, called C91102, has a 20-day main rule that remains unchanged. The rule for entering a trade, called neighbor10, is based on the high price of the last 10 or 30 minutes, and the rule for exiting a trade is based on the low price of the last 10 days, with a 2 ATR, or average true range, net of 3R, and a 2R breakeven, with a 2 ATR trail, and a 20-day timeout. There is also a 25 basis point credit fee and a 10 basis point slip. The trading data was trained from 2024 to 2025 and tested from January 1, 2026, to September 11, 2026, at 02 UTC. The results of the test are as follows: the symbol is ETH, the signal time frame is 1 hour, the execution time is 15 minutes, and this is a holdout test. The slip is 10 basis points, the trail is true, the return percentage is 14.169284209400729, the drawdown percentage is 23.775174974291048, the win rate is 50, the sample size is 8, the mean percentage is 1.9243008330785822, the average win percentage is 8.130879184686679, the average loss percentage is 4.282277518529515, the half Kelly is 0.11833288807824874, the raw half Kelly is 0.11833288807824874, the confidence interval low is -2.9430053670124274, the confidence interval high is 7.089091026287954, the number of bars is 24198, the maximum gap minutes is 90, the number of armed trades is 2, and the buy and hold percentage is -17.300574098483334. A news scan found the note to be about sensitivity, not optimization, with an actual next open bar proxy, and one entry event per completed hour, with a quote and trailing implementation gap retained.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A news scan found the note: Frozen before access note 2132. The 20-day main rule remains unchanged. The neighbor 10/30 entry high only, 10-day low exit, with 2 ATR net, 3R, and 2R breakeven, 2 ATR trail, and 20-day timeout, has 25 basis points credit fees and 10 basis points lip. This is a 2024-25 train and 2026 January 1 to September 11 02 UTC reused holdout. The trading parameters are as follows: the symbol is ETH, the signal time frame is 1 hour, execution minutes are 15, this is a train part, slip basis points are 10, trail is true, return percentage is 4.8565, drawdown percentage is 47.8369, win rate is 37.931, sample size is 29, mean percentage is 1.1314, average win percentage is 17.3009, average loss percentage is 8.7501, half Kelly is 0.0327, raw half Kelly is 0.0327, confidence interval low is -3.9441, confidence interval high is 6.6918, bars are 70128, max gap minutes are 195, armed trades are 8, and buy hold percentage is 30.1066. This is a sensitivity, not an optimization, using the actual next open bar as a proxy, with one entry event per completed hour, and quote and trailing implementation gap retained.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A trading rule for BTC/USD, which is a pair of Bitcoin and the US dollar, has been applied. The main rule has not changed over the last 20 days. The rule to buy is based on the high price of the last 10 or 30 minutes, and the rule to sell is based on the low price of the last 10 days, with a 2 ATR, or Average True Range, stop loss, and a 2R, or two times the risk, breakeven, with a 2 ATR trail, and a 20-day timeout. There is a 25 basis point credit fee and a 10 basis point slip. A news scan found the headline is not available, but a data line shows the results of a trading simulation from 2024 to 2026, using a holdout set, which is a part of the data not used for training, from January 1 to September 11, 2026, at 02 UTC. The results are as follows: the symbol is BTC, the signal time frame is 1 hour, the execution time is 15 minutes, the return percentage is -15.25%, the drawdown percentage is 21.16%, the win rate is 28.57%, the sample size is 7, the mean percentage return is -2.12%, the average win percentage is 7.34%, the average loss percentage is 5.90%, the half Kelly criterion, which is a formula to determine the optimal bet size, is 0, the raw half Kelly is -0.14, the lower confidence interval is -6.48%, the higher confidence interval is 3.29%, the total number of bars is 24291, the maximum gap minutes is 90, the number of armed trades is 1, and the buy and hold percentage return is -12.07%. The sensitivity of the results has been tested, but not optimized, using the actual next open bar as a proxy, with one entry event per completed hour, and the quote and trailing implementation gap has been retained.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A trading system has rules that include a 20-day main rule that has not changed. It also has a neighbor rule that only enters at the high of the last 10 or 30 days and exits at the low of the last 10 days, with a 2 ATR net and a 2R breakeven, and a 2 ATR trail. The system also has a 20-day timeout and 25 basis point credit fees with a 10 basis point slip. A news scan found the headline is not available, but a data line shows training from 2024 to 2025 and testing from January 1, 2026, to September 11, 2026, at 02 UTC. The system is using a holdout set that was reused. The system's performance is as follows: it uses a 1-hour signal time frame and executes trades every 15 minutes. It has a 6.27% return, a 26.98% drawdown, and a 44.44% win rate, based on 18 samples. The average win is 9.48% and the average loss is 6.21%. The system also calculates a half Kelly criterion of 0.0402. A sensitivity analysis was done, but not an optimization. The system uses the next open bar as a proxy and only allows one entry event per completed hour. The quote and trailing implementation have a retained gap.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A news scan found the note about a trading rule for BTC/USD. The main rule has not changed for 20 days. The rule is to enter when the high of the last 10 or 30 minutes is reached, and to exit when the low of the last 10 days is reached, with a 2 ATR, or average true range, net of 3R, and a 2R breakeven, with a 2 ATR trail, and a 20-day timeout. There is a 25 basis point credit fee and a 10 basis point slip. The trading rule was trained from 2024 to 2025 and tested from January 1, 2026, to September 11, 2026, at 02 UTC. The results of the test are as follows: the symbol is BTC, the signal time frame is 1 hour, the execution time is 15 minutes, the test is a holdout, the slip is 10 basis points, the trail is true, the return percentage is 4.81%, the drawdown percentage is 20.77%, the win rate is 50%, the sample size is 8, the mean percentage is 0.87%, the average win percentage is 7.00%, the average loss percentage is 5.26%, the half Kelly criterion is 0.062, the raw half Kelly criterion is 0.062, the lower confidence interval is -4.24%, the upper confidence interval is 6.20%, the number of bars is 24291, the maximum gap minutes is 90, the number of armed trades is 2, and the buy and hold percentage is -12.07%. The note also mentions that the sensitivity was not optimized, the actual next open bar was used as a proxy, there was one entry event per completed hour, and the quote and trailing implementation gap were retained.
https://runway.adityaperswal.workers.dev/data/crypto-bars
A news scan found the note about a trading strategy for BTC/USD. The main rule has not changed for 20 days. The strategy is to enter when the high of the last 10 or 30 minutes is reached and exit when the low of the last 10 days is reached, with a 2 ATR net and a 3R return, and a breakeven of 2 ATR trail, with a 20-day timeout. There is a 25 basis point credit fee and a 10 basis point slip. The training data is from 2024 to 2025 and the testing data is from January 1, 2026, to September 11, 2026, at 02 UTC. The results show a return of 17.0156513711606 percent, a drawdown of 30.03007922473966 percent, and a win rate of 42.30769230769231 percent. The strategy was tested on 26 samples with a mean return of 0.9683440918499832 percent. The average win was 9.373039486046023 percent and the average loss was 5.195099197227114 percent. The half Kelly criterion is 0.05165582057408333. The results also show a buy and hold return of 106.95486135300149 percent. The strategy uses a sensitivity analysis, not optimization, and actual next open bar as a proxy, with one entry event per completed hour, and retains the implementation gap for quotes and trailing stops.
https://runway.adityaperswal.workers.dev/data/crypto-bars