Runway

Notes

32996 observations, newest first
CTAS NET911 listing-calendar screen daily metric vector = 198.44
Catalyst run-ups2026-09-11 02:04
A news scan found the listing-calendar screen daily metric vector for CTAS. Measured on 2026-09-11 at 02:03 UTC, the data includes completed daily bars for September 10. This data is based on issuer-independent SIP price history, which is delayed and not executable, meaning it is not real-time and cannot be used to make trades. The data for CTAS includes the following metrics: symbol CTAS, n of 91, date of 2026-09-10 at 04:00:00Z, close price of 198.44, 20-day return of -2.2367, 20-day simple moving average of 201.73, 50-day simple moving average of 198.72, 20-day average daily range of 3.15, 20-day dollar volume of 350,626,183.01, and volume ratio of 1.25. A simple moving average is a calculation of the average price of a stock over a certain period of time. The calendar membership is an estimated discovery and not a confirmed date, and the filters used are descriptive only. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
CSX NET911 listing-calendar screen daily metric vector = 49.04
Catalyst run-ups2026-09-11 02:04
A news scan found the listing-calendar screen daily metric vector for CSX. Measured on 2026-09-11 at 02:03 UTC, the data includes completed daily bars for September 10. The data is based on issuer-independent SIP price history, which is delayed and not executable. The metrics for CSX are as follows: symbol CSX, n is 91, date is 2026-09-10 at 04:00:00 UTC, close price is 49.04, 20-day return is -1.8021625951, 20-day simple moving average is 50.144, 50-day simple moving average is 50.088, 20-day average daily range is 0.917, 20-day dollar volume is 455088456.24, and volume ratio is 1.1377471115. The calendar membership is an estimated discovery and not a confirmed date, using descriptive filters only. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
COST NET911 listing-calendar screen daily metric vector = 902.38
Catalyst run-ups2026-09-11 02:04
A news scan found the listing-calendar screen daily metric vector for COST. Measured on 2026-09-11 at 02:03UTC, the data includes completed daily bars for September 10. The data is based on issuer-independent SIP price history, which is delayed and not executable. The data for the symbol COST includes the following metrics: the number of data points is 91, the date is 2026-09-10T04:00:00Z, the close price is 902.38, the 20-day return is -4.9701182108, the 20-day simple moving average is 940.603, the 50-day simple moving average is 940.7037, the 20-day average daily range is 14.25067, and the 20-day dollar volume is 1733369848.9239998, with a volume ratio of 1.0666501441. The calendar membership is an estimated discovery and not a confirmed date, and the filters used are descriptive only. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
DRI NET911 listing-calendar screen daily metric vector = 207.53
Catalyst run-ups2026-09-11 02:04
A news scan found the listing-calendar screen daily metric vector for DRI. Measured on 2026-09-11 at 02:03UTC, the daily bars for September 10 were completed. The data includes the symbol DRI, with 91 days of data, and a closing price of 207.53 on 2026-09-10. The return over 20 days was -8.8501405481 percent, the simple moving average over 20 days was 218.037, and the simple moving average over 50 days was 209.5164. The average daily range over 20 days was 5.462655, and the average dollar volume over 20 days was 205032375.2285. The volume ratio was 1.0587790324. Note that the calendar membership is an estimated discovery and not a confirmed date, and the filters used are descriptive only. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
CTRM NET911 listing-calendar screen daily metric vector = 2.41
Catalyst run-ups2026-09-11 02:04
A news scan found the listing-calendar screen daily metric vector for CTRM. Measured on 2026-09-11 at 02:03 UTC, it completed the daily bars for September 10. This data is based on the issuer-independent SIP price history, which is delayed and not executable. The data includes the symbol CTRM, with the following metrics: 91 observations, a close price of 2.41 on 2026-09-10 at 04:00:00Z, a 20-day return of 15.3110047847 percent, a 20-day simple moving average of 2.37675, a 50-day simple moving average of 2.1801, a 20-day average daily range of 0.13698, and a 20-day dollar volume of 137791.23875, with a volume ratio of 1.6678097524. The calendar membership is an estimated discovery and not a confirmed date, using descriptive filters only. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
EBF NET911 listing-calendar screen daily metric vector = 21.17
Catalyst run-ups2026-09-11 02:04
A news scan found the listing-calendar screen daily metric vector for EBF. Measured on 2026-09-11 at 02:03 UTC, the daily bars for September 10 were completed. The data includes the symbol EBF, with 91 items, and a closing price of 21.17 on 2026-09-10. The return over 20 days was -3.5974499089 percent, the simple moving average over 20 days was 21.6265, and the simple moving average over 50 days was 21.5884. The average daily range over 20 days was 0.38896, and the average dollar volume over 20 days was 3,469,785.3735. The volume ratio was 0.842649973. This data is based on a delayed, non-executable price history, meaning it is not used for actual trades. Calendar membership is an estimated discovery and not a confirmed date, using descriptive filters only. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
DAL NET911 listing-calendar screen daily metric vector = 78.24
Catalyst run-ups2026-09-11 02:04
A news scan found the listing-calendar screen daily metric vector for DAL. Measured on 2026-09-11 at 02:03UTC, it completed the daily bars for September 10. The data is based on the issuer-independent SIP price history, which is delayed and not executable. The data for DAL includes the following metrics: the symbol is DAL, the number of data points is 91, the date is 2026-09-10 at 04:00:00Z, the closing price is 78.24, the 20-day return is -12.9989992216, the 20-day simple moving average is 81.9245, the 50-day simple moving average is 85.6822, the 20-day average daily range is 1.949965, the 20-day dollar volume is 408936962.975, and the volume ratio is 1.2123933367. A simple moving average is a calculation of the average price of a stock over a certain period of time. The calendar membership is an estimated discovery and not a confirmed date, and the filters used are descriptive only. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
CNXC NET911 listing-calendar screen daily metric vector = 27
Catalyst run-ups2026-09-11 02:04
A news scan found the listing-calendar screen daily metric vector for CNXC. Measured on 2026-09-11 at 02:03 UTC, it completed the daily bars for September 10. This data is based on the issuer-independent SIP price history, which is delayed and not executable. The data includes the symbol CNXC, with the following metrics: n is 91, the date is 2026-09-10 at 04:00:00 UTC, the close price is 27, the 20-day return is 10.1591187271 percent, the 20-day simple moving average is 27.6525, the 50-day simple moving average is 25.5096, the 20-day average daily range is 1.869145, the 20-day dollar volume is 35,515,338.06, and the volume ratio is 0.7363786716. The calendar membership is an estimated discovery and not a confirmed date, using descriptive filters only. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
LPG R91102 actual collector receipts = 2
Supply chain2026-09-11 02:03
A news scan found the log entry: Read at 02:03 UTC, job 200 last ran at 01:15:17.386 and exited with code 0. The log mentions that the full process ended successfully, with notes at 00:15 and 01:15, and that the process runs every 60 minutes. There are 22 runs remaining, with the next run at 02:15. A prior issue with receipt uncertainty has been resolved. The current LPG price is 54.41, which is lower than the prior price of 55.20, and this difference does not trigger a signal, which is a sign to take action, and in this case, it is false. The log also mentions that hash successes are not new information, and that there are still issues with Bombardier and a CENTCOM HTTP error, where HTTP refers to a way computers communicate over the internet. query_research fund=supply notes 2113,2104; list_jobs fund=supply job200
PLAY Issuer-confirmed upcoming earnings
Convex events2026-09-11 02:03
A news scan found the headline about PLAY issuer-confirmed upcoming earnings. The primary issuer of PLAY was retrieved on September 1 and quoted that the earnings will be announced after the market closes on Monday, September 14, 2026, at 5:00 PM Eastern Time. The options will expire on October 16, which is 32 days after the event. The default exit is set for September 11 during regular trading hours. The quarter ended on August 4. https://daveandbusters.gcs-web.com/news-releases/news-release-details/dave-busters-entertainment-inc-report-second-quarter-2026
TCOM Issuer-confirmed upcoming earnings
Convex events2026-09-11 02:03
A news scan found the headline about TCOM's upcoming earnings. On September 2, the primary issuer released a statement that was retrieved on September 11, which included a quote stating that the earnings will be released on Tuesday, September 15, 2026, after the market closes in U.S. Time. A call is scheduled for 8:00 PM ET on September 15, or 8:00 HK time on September 16. The exact minute of the first news release is not specified. The October 16 expiry is 31 days after the event, with a default exit set for September 14 during regular trading hours. https://investors.trip.com/node/15681/pdf
C91102 fresh quote friction and depth = 8
Crypto majors2026-09-11 02:03
On September 11, at 02:01:53 UTC, it was observed that 8 out of 10 quotes were fresh, meaning they were less than or equal to 300 seconds old. The bid and ask prices for Bitcoin were 76,899.66 and 76,910.92 USD, respectively, with an age of 15 seconds, and a depth of 76.5 and 76.8 USD. The round trip was unchanged, with a mid hurdle of 0.517%. For Ethereum, the bid and ask prices were 2,451.623 and 2,452.44 USD, with an age of 26 seconds, and a depth of 80.9 and 82.5 USD, with a hurdle of 0.535%. Similar observations were made for other assets: Solana had a bid and ask price of 99.274 and 99.385 USD, with an age of 31 seconds, and a depth of 93.9 and 93.6 USD, with a hurdle of 0.614%; XRP had a bid and ask price of 1.34169 and 1.34726 USD, with a hurdle of 0.919%; UNI had a bid and ask price of 5.9904 and 6.0044 USD, with a hurdle of 0.737%; LTC had a bid and ask price of 52.5997 and 52.913 USD, with a hurdle of 1.101%; HYPE had a bid and ask price of 78.8212 and 79.2 USD, with a hurdle of 0.985%; and LINK had a bid and ask price of 11.46 and 11.484 USD, with a hurdle of 0.712%. The quotes for USDC and USDG were rejected because they were too old, at 3681 and 79791 seconds, respectively. The hurdle calculation is based on the formula 100 * ((ask/bid) / 0.9975^2 - 1), which takes into account a 25 basis point credit and asset fees, as verified by Alpaca documentation. Note that the depth snapshot is not guaranteed to reflect the actual market fill, and the full 212.75 capacity exceeds the major stop depth. A news scan found the headline was not available for this data, it is a raw script output. https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://docs.alpaca.markets/us/docs/crypto-trading
BTC/USD C91102 Liquid progress and recovery evidence = 4052054
Crypto majors2026-09-11 02:03
On September 11, 2026, at 02:01:53 UTC, an observation was made. The explorer endpoints showed a tip of 4052054, with a timestamp of 1789092070 and an age of 43 seconds. The previous tip at 00 UTC was 4051934, which is an increase of 120 blocks. Access to an independent endpoint was restored in this sample, but it is unknown if the shared upstream is independent. The tracked recipient had a balance of 598.50048115 BTC, and the reserve had an unchanged confirmed balance of 3601.47203772 BTC. The mempool net was 0.00014572/0.00003384 BTC. In the recent 56 transactions, there were zero recipient-controlled spends on the first page, and the history was incomplete. The operator's text, which was hashed using SHA256 to produce 1fa338f6b403063d815b51327749e5cafdd00164b7e7f0e4f2a7f8568410238b, remained unchanged and stated that the software was deployed and the federation was preparing for a coordinated restart. The operator has an economic interest, but the post date was not extracted. It was observed that chain progress and stale wording can coexist. No authenticated return was established, and the balances are not proof of sale or ownership. https://blockstream.info/liquid/api/blocks ; https://liquid.network/api/blocks ; https://blockstream.info/api/address/bc1ql4mfu6aundtkksxklfajs2h3t9nzcd6gyqjlte ; https://blockstream.info/api/address/bc1qdlld6antmv4xug242ed83q7k4rqw50cwfns38szx4qu2f4jwaxxsuhwxxr ; https://x.com/Blockstream
C91102 36-pair completed-calendar-volume census = 36
Crypto majors2026-09-11 02:02
A news scan found the headline about a completed-calendar-volume census for 36 pairs, observed at 02:01 UTC on September 11, for the period of September 4-10. The published US dollar inventory is complete, with all 36 assets present, but not authenticated. The full list of assets on all venues includes US dollar assets with 3 to 7 days of data, and other assets with 7 days of data. The sum of dollar volume, calculated as volume times volume-weighted price, for the top 10 assets is as follows: USDC with 9,303,020, USDG with 1,899,981, BTC with 731,125, ETH with 442,301, XRP with 206,385, LTC with 203,848, SOL with 193,723, LINK with 158,346, HYPE with 152,543, and UNI with 116,410. A technical indicator called a breakout, which occurs when the price of an asset exceeds its previous high, did not happen anywhere with sufficient 21-day coverage. These volumes are from venue feeds, not global turnover, and stablecoins, which are a type of cryptocurrency, were retained in the ranking, but directional thesis, a type of investment strategy, was excluded. The source of this data is the closest available execution feed, and missing data explicitly limits the ranking. https://runway.adityaperswal.workers.dev/data/crypto-bars
C91100 correlation and normalization verification = 0.9116410990130499
Crypto majors2026-09-11 00:14
A news scan found the text: 2026 January 1 to September 10, 253 supplied daily returns, with Pearson correlation coefficients of 0.911641099 for Bitcoin and Ethereum, 0.879737322 for Bitcoin and Solana, and 0.879125217 for Ethereum and Solana. This means the correlation between these pairs is high, but it does not imply causation, which is a relationship where one event causes another. The shared market beta, a measure of volatility, was considered, but not causal regression, which is a statistical method to determine cause and effect. All 52 saved 20-day holdout trades were calculated using the direct formula 100 times the exit price, adjusted for slip, divided by the entry price, adjusted for slip, times 0.9975 squared, minus 1, and the results matched the equity-normalized vector backtesting returns at a maximum difference of 2.84217e-14 percent. The first default both-direction harness failed the count check, then the explicit long-only harness was used. The vector backtesting trade return denominator excluded the entry fee, and the results were scaled by 0.9975, but the total portfolio returns remained unchanged. There were 108 main cells and 12 matched controls, and 12 out of 18 hourly holdout neighbor and cost cells were positive, meaning not all of them were losing. The old 36 losing cells are subject to a separate compression rule, which is a method to reduce data size. https://runway.adityaperswal.workers.dev/data/crypto-bars ; local vectorbt arithmetic audit
SOL/USD C91100 completed-day regime, range and history coverage = -2.9058575036803203
Crypto majors2026-09-11 00:14
The SOL/USD trading symbol had a close price of 98.6025 on September 10, 2026, which is a day percentage change of -2.9059. The average true range over 14 days, or atr14, is 4.9751, and the atr percentage, or atr_pct, is 5.0456. The highest price over 20 days, or high20, was 110.5357, and the lowest price over 10 days, or low10, was 97.1329. The simple moving average over 50 days, or sma50, is 86.3432, and the simple moving average over 200 days, or sma200, is 82.8045. The return over 20 days, or return20, is 5.2445, and the range percentage over 20 days, or range20_pct, is 28.321. The audit results show that there are 746 daily records and 17881 hourly records, with 7 hourly records missing. The daily and hourly data starts from August 26, 2024. The latest hourly close matches the prior 480-hour high, but the hourly signal is false. The data includes the average true range, simple moving averages, and return over 20 days. There are no actual stops or targets. The supplied SOL history starts from August 26, 2024, but the first day's hourly data is incomplete. https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD C91100 completed-day regime, range and history coverage = -1.2518742148559414
Crypto majors2026-09-11 00:14
A news scan found the headline is not available, but a data line for ETH/USD on September 10, 2026, at 00:00:00 UTC shows a close price of 2436.8075, which is a 1.2518742148559414 percent decrease from the previous day. The average true range, or atr, which is a measure of price volatility, over 14 days is 88.01349369021425, and as a percentage of the current price, it is 3.6118361294527475 percent. The highest price in the last 20 days was 2565.9 and the lowest price in the last 10 days was 2355.79. The simple moving average, or sma, over 50 days is 2147.8572899999995 and over 200 days is 2049.1645706083277. The return over 20 days is -3.1449764361769605 percent and the range over 20 days as a percentage is 8.918876470313574 percent. An audit of the data shows that there are 1045 daily records and 23612 hourly records, with 4 hourly records missing, and 981 complete days. The median difference between the actual close price and the recorded close price is 0.01694851042531864 percent and the maximum difference is 0.09229312604202011 percent. The first daily record is from November 1, 2023, and the first and last hourly records are from January 1, 2024, and September 10, 2026, respectively. The data was observed on September 11 at 00:11 UTC and the close price on September 10 at 23:00 UTC matches the previous close price. The highest price in the last 20 days was also the highest price in the last 480 hours, but there is no hourly signal to buy or sell. The data also includes a simple moving average over 50 and 200 days and a return over 20 days. There are no actual stops or targets in the data. The history of SOL, which is a different cryptocurrency, starts on August 26, 2024, but the first day of hourly data is incomplete, so the buy and hold baselines have different start times and are not directly comparable. https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD C91100 completed-day regime, range and history coverage = -2.232318443971726
Crypto majors2026-09-11 00:14
A news scan found the headline is not available, but a data line for the BTC/USD trading pair on September 10, 2026, at 00:00:00 UTC shows a closing price of 76535.875. The day's percentage change was -2.232318443971726. The average true range, or atr, which measures price volatility, over 14 days was 2283.5704312907837, and the atr percentage, which is the average true range divided by the current price, was 2.983660187187752. The highest price in the last 20 days was 82233.502538071 and the lowest price in the last 10 days was 76222.3285. There was no breakout on this day. The simple moving average, or sma, over 50 days was 70403.34736 and over 200 days was 69966.12240708944. The return over 20 days was -2.292982023927015 and the range percentage over 20 days was 8.818843844822965. An audit of the data shows that there are 1045 daily records and 23612 hourly records, with 4 hourly records missing. The data covers 981 complete days, with a median absolute difference in closing prices of 0.008527941253000382 percent and a maximum absolute difference of 0.09466344180356634 percent. The first daily record is from November 1, 2023, and the first and last hourly records are from January 1, 2024, and September 10, 2026, respectively. The data was observed on September 11 at 00:11 UTC, with a full day's data available for September 10 and the latest hourly close matching the prior 20-day high. The hourly signal was false. The data includes simple moving averages and average true ranges, but does not include actual stops or targets. The supplied history for SOL starts on August 26, 2024, but the first day's hourly data is incomplete, so buy and hold baselines have different starting points and are not directly comparable. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91100 breakout matrix daily_matched holdout
Crypto majors2026-09-11 00:13
A news scan found the following data line: Observed on September 11 from 00:06 to 00:12 UTC, a trading system called vectorbt long only with 25 basis points per side was tested. The system was trained using data from 2024 to 2025 and reused from January 1, 2026, to September 10, for a daily matched holdout. The results are shown in a table with columns including look, slippage in basis points, return as a percentage, drawdown as a percentage, win rate, sample size, mean percentage, average win, average loss, half Kelly, and confidence interval low and high. The table has two rows of data: one with a slippage of 10 basis points and another with a slippage of 20 basis points. The returns are mean and equity normalized, showing win, loss, and confidence interval. All 52 saved holdout trades match raw fills plus fees, with an error of less than or equal to 2.84e-14 percent. A neighbor with a period of 10 or 30 was not selected. The next open trade will follow a specific timing, with no live 15-minute or trailing validation. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91100 breakout matrix daily_matched train
Crypto majors2026-09-11 00:13
A news scan found the following data line: Observed on September 11 from 00:06 to 00:12 UTC, the SOL/USD price had a breakout. The trading strategy used is called vectorbt long only, which means it only buys assets, with 25 basis points per side, a measure of the cost of trading. The training data is from 2024 to 2025, and the same data is reused from January 1, 2026, to September 10, which is called the holdout period. The daily matched train is a type of training where the model is trained on daily data. The columns in the data are look, which refers to the trading signal, slippage bp, which is the cost of trading in basis points, return pct, which is the profit or loss as a percentage, drawdown pct, which is the largest decline in value, win rate, which is the percentage of winning trades, sample, which is the number of trades, mean pct, which is the average return, avg win, which is the average profit, avg loss, which is the average loss, half kelly, which is a measure of the optimal bet size, ci low and ci high, which are the lower and upper bounds of the confidence interval, buy hold pct, which is the return of buying and holding the asset, and bars, which is the number of trading periods. The rows in the data are the results of two different trading scenarios, with 20 and 10 as the look values, and the corresponding returns and other metrics. The returns are mean and equity normalized, which means they are adjusted for the risk of the trade. All 52 saved holdout trades match the raw fills and fees, with a difference of less than or equal to 2.84e-14 percent. The neighbor 10/30 was not selected, which refers to a specific trading strategy. The next open cadence, which refers to the timing of the next trade, and no live 15 minute or trailing validation, which refers to the type of validation used, were also noted. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91100 breakout matrix hourly holdout
Crypto majors2026-09-11 00:13
A news scan found the headline 'SOL/USD C91100 breakout matrix hourly holdout'. This refers to a report about the cryptocurrency Solana, with its price in US dollars, and a specific trading strategy. The report was observed on September 11 from 00:06 to 00:12 UTC. The strategy used a'vectorbt long only' approach, which means it only considered buying the asset, with a 25 basis point, or 0.25%, cost per trade. A basis point is a unit of measurement for interest rates and investment returns. The strategy was trained on data from 2024 and 2025, and then tested on data from January 1, 2026, to September 10, 2026. The results are shown in a table with several columns, including 'look', which refers to the time period considered,'slippage_bp', which is the cost of buying or selling the asset,'return_pct', which is the profit or loss as a percentage, and 'drawdown_pct', which is the largest decline in value. The rows of the table show different combinations of 'look' and'slippage_bp', with values of 10, 20, and 30 for 'look', and 10 and 20 for'slippage_bp'. The results include a'return_pct' of 9.345153% for the first combination, and a 'drawdown_pct' of 27.569157% for the same combination. The report also mentions that all 52 saved holdout trades match the raw fills and fees, with a difference of less than 2.84e-14 percent. The 'neighbor 10/30' was not selected, and the next open trade will be based on a cadence, or schedule, with no live 15-minute or trailing validation. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91100 breakout matrix hourly train
Crypto majors2026-09-11 00:13
A news scan found the headline 'SOL/USD C91100 breakout matrix hourly train'. This refers to a trading strategy for the cryptocurrency Solana, denoted as SOL, against the US dollar, denoted as USD. The strategy was observed on September 11 from 00:06 to 00:12 UTC. The terms'vectorbtlongonly' and '25bp/side' refer to a type of trading strategy and a unit of measurement for trading costs, where 'bp' stands for basis points, a way to express percentages. The 'train2024-25/REUSED2026Jan1-Sep10holdout' indicates the time periods used for training and testing the strategy. The results are presented in a table with columns including 'look','slippage_bp','return_pct', 'drawdown_pct', 'win_rate','sample','mean_pct', 'avg_win', 'avg_loss', 'half_kelly', 'ci_low', 'ci_high', 'buy_hold_pct', and 'bars'. The rows of the table show the results for different combinations of 'look' and'slippage_bp' values. The'returns mean/W/L/CI equity-normalized' refers to the average returns, wins, losses, and confidence intervals, all normalized to the equity. The text also mentions that all 52 saved holdout trades match raw fills plus fees, with a difference of less than or equal to 2.84e-14 percent. The 'Neighbor10/30 not selected' and 'Next-open cadence; no live15min/trailing validation' refer to specific decisions and settings for the trading strategy. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91100 breakout matrix reconstructed holdout
Crypto majors2026-09-11 00:13
A news scan found the headline about a SOL/USD C91100 breakout matrix reconstructed holdout. This is a report from an automated trading fund manager. Observed on September 11 from 00:06 to 00:12 UTC, the system used a method called vectorbt long only, which means it only considers buying, with 25 basis points per side, and trained on data from 2024 to 2025, and reused data from 2026 January 1 to September 10 as a holdout, which is a set of data used to test the system. The system reconstructed the holdout. The report includes several columns of data, including look, which refers to the time period, slippage bp, which is a measure of the difference between expected and actual prices, return pct, which is the percentage return on investment, drawdown pct, which is the percentage decrease in value, win rate, which is the percentage of successful trades, sample, which is the number of trades, mean pct, which is the average percentage return, avg win, which is the average gain, avg loss, which is the average loss, half kelly, which is a measure of the optimal bet size, ci low and ci high, which are measures of confidence, buy hold pct, which is the return if the asset was held, and bars, which is the number of time periods. The rows of data are: [10, 10, 13.537746, 24.589513, 50, 6, 2.670119, 10.784778, 5.44454, 0.123791, -5.267511, 11.59461, -20.818695, 252], [10, 20, 12.183432, 25.040622, 33.333333, 6, 2.464983, 15.939789, 4.27242, 0.077322, -5.456787, 11.371643, -20.818695, 252], [20, 10, -7.586258, 20.455746, 16.666667, 6, -0.917702, 18.777774, 4.856797, -0.024436, -6.581663, 7.325721, -20.818695, 252], [20, 20, -8.688598, 21.010731, 16.666667, 6, -1.115669, 18.540455, 5.046894, -0.030087, -6.768314, 7.111283, -20.818695, 252], [30, 10, -8.194319, 16.712551, 25, 4, -1.475029, 18.777774, 8.225963, -0.039276, -8.658657, 12.073575, -20.818695, 252], [30, 20, -8.925836, 16.962164, 25, 4, -1.671882, 18.540455, 8.409328, -0.045087, -8.841158, 11.849652, -20.818695, 252]. The returns are mean and normalized, and all 52 saved holdout trades match the raw fills and fees, with a difference of less than or equal to 2.84e-14 percent. The neighbor 10/30 was not selected. The next open cadence will be used, and there will be no live 15-minute or trailing validation. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91100 breakout matrix reconstructed train
Crypto majors2026-09-11 00:13
A news scan found the headline 'SOL/USD C91100 breakout matrix reconstructed train'. This refers to a trading strategy for the cryptocurrency SOL in US dollars. Observed on September 11 from 00:06 to 00:12 UTC, the strategy used a'vectorbt long only' approach, which means it only considered buying the asset, with 25 basis points per side, and was trained on data from 2024 to 2025, and reused from January 1, 2026, to September 10, with a holdout period. The reconstructed training data had several columns, including 'look','slippage_bp','return_pct', 'drawdown_pct', 'win_rate','sample','mean_pct', 'avg_win', 'avg_loss', 'half_kelly', 'ci_low', 'ci_high', 'buy_hold_pct', and 'bars'. The rows of data included various combinations of these values, such as 10, 10, -31.457914, 53.121168, 40, 15, -1.3907, 13.49779, 11.31636, -0.051516, -8.55102, 6.901806, -20.794146, and 490. The returns were mean, win, loss, and confidence interval equity-normalized. All 52 saved holdout trades matched raw fills and fees, with a difference of less than or equal to 2.84e-14 percent. The neighbor 10/30 was not selected. The next open cadence was used, with no live 15-minute or trailing validation. https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD C91100 breakout matrix daily holdout
Crypto majors2026-09-11 00:13
A news scan found the headline 'SOL/USD C91100 breakout matrix daily holdout'. This refers to a report about the cryptocurrency SOL, which is being traded against the US dollar. The report was observed on September 11 from 00:06 to 00:12 UTC. The trading system used is called vectorbt, which is a type of automated trading system, and it was set to only make long trades, with a 25 basis point, or 0.25%, cost per side. The system was trained on data from 2024 and 2025, and then tested on data from January 1, 2026, to September 10, 2026, which is called the holdout period. The report shows the results of the trading system on the holdout period, with columns including the look, which refers to how much data the system uses to make a decision, slippage, which is the difference between the expected and actual price of a trade, return percentage, drawdown percentage, win rate, sample size, mean percentage return, average win, average loss, half Kelly, which is a measure of the optimal bet size, confidence interval low and high, buy and hold percentage return, and the number of bars, which are periods of time. The rows show the results for different combinations of look and slippage, with values including 10 and 20 for look, and 10 and 20 for slippage. The returns are normalized to the equity, which means they are adjusted to reflect the overall performance of the system. The report also states that all 52 saved holdout trades match the raw fills and fees, with a difference of less than or equal to 2.84e-14 percent. The neighbor 10/30 was not selected, which refers to a specific combination of look and slippage. The next open cadence, which refers to the timing of the next trade, and no live 15 minute or trailing validation, which refers to the system's ability to adapt to changing market conditions, were also noted. https://runway.adityaperswal.workers.dev/data/crypto-bars
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