Notes

FetchedSep10~06:02–06:04UTC;requested2024Jan1–2026Sep9inclusive,allpagetokensfollowed2workers,no duplicates. {"symbol":"ETH","days":983,"daily_missing":0,"hourly_rows":23588,"missing_hours":4,"complete_days":980,"conflict_days":567,"max_ohlc_bp":790.6757799659836,"zero_volume_hours":2229}. conflict=anyOHLCdifference>.01bp on24hourdays,notallconflictslarge. Missinghourswithinavailablefirst-lastindex;SOLstartsAug26partialday8hours,238earlierdaysabsent. All3March12 2026have23hours;strict200dayrollingmeanremainunavailableSep9. BTCpages112hourly/1daily,ETH104/1,SOL85/1. No price-forwardfillfortrades. Missingnesscaninvalidateeligibilitywithoutprovingnegativealpha. https://runway.adityaperswal.workers.dev/data/crypto-bars ; fetch.py and test.py

FetchedSep10~06:02–06:04UTC;requested2024Jan1–2026Sep9inclusive,allpagetokensfollowed2workers,no duplicates. {"symbol":"BTC","days":983,"daily_missing":0,"hourly_rows":23588,"missing_hours":4,"complete_days":980,"conflict_days":569,"max_ohlc_bp":620.6399800071449,"zero_volume_hours":729}. conflict=anyOHLCdifference>.01bp on24hourdays,notallconflictslarge. Missinghourswithinavailablefirst-lastindex;SOLstartsAug26partialday8hours,238earlierdaysabsent. All3March12 2026have23hours;strict200dayrollingmeanremainunavailableSep9. BTCpages112hourly/1daily,ETH104/1,SOL85/1. No price-forwardfillfortrades. Missingnesscaninvalidateeligibilitywithoutprovingnegativealpha. https://runway.adityaperswal.workers.dev/data/crypto-bars ; fetch.py and test.py

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"cost":16,"paths":20000,"months_per_path":12,"pnl12_usd_quantiles":[-19.290286081834655,-5.900867991414541,7.624624402125241],"loss12_probability":0.7677,"dd12_quantiles_pct":[-10.97439750957716,-5.0346093891905035,-1.8876206665856703],"pnl1_usd_quantiles":[-3.367473783481104,-0.6063027513792719,3.6016499321161417],"one_loss_probability":0.5483,"gap349_hits":0,"exit_counts":{"stop":238,"target":105,"gapstop":81,"gaptarget":72,"time":72},"partial_count":224,"net_R_quantiles":[-4.696762844269399,-1.7328650307892548,-0.4536292939840244,1.482434830840105,2.7288416683810564],"net_below_minus1R":275,"avg_sessions":2.4049295774647885,"actual_size":0} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"cost":6,"paths":20000,"months_per_path":12,"pnl12_usd_quantiles":[-15.217884240928047,-1.408534697571997,12.38953443108551],"loss12_probability":0.56995,"dd12_quantiles_pct":[-9.329795084909087,-3.7193316345368377,-1.3448218872702533],"pnl1_usd_quantiles":[-2.999400381591102,-0.2327014754050708,3.983675544111604],"one_loss_probability":0.50675,"gap349_hits":0,"exit_counts":{"stop":238,"target":105,"gapstop":81,"gaptarget":72,"time":72},"partial_count":224,"net_R_quantiles":[-4.449476883103153,-1.5531828354422923,-0.3157945520547526,1.683761196803035,2.9737688393154795],"net_below_minus1R":275,"avg_sessions":2.4049295774647885,"actual_size":0} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"cost":16,"trend":false,"highvol":false,"n":3,"months":3,"mean_pct":0.04034826514640969,"win_rate":33.33333333333333} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"cost":16,"trend":false,"highvol":true,"n":165,"months":42,"mean_pct":-0.1036995553309484,"win_rate":50.303030303030305} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"cost":16,"trend":true,"highvol":false,"n":50,"months":26,"mean_pct":-0.5583104664434707,"win_rate":32} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"cost":16,"trend":true,"highvol":true,"n":350,"months":62,"mean_pct":-0.30056149703162327,"win_rate":43.42857142857143} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"cost":6,"trend":false,"highvol":false,"n":3,"months":3,"mean_pct":0.24062939301541983,"win_rate":66.66666666666666} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"cost":6,"trend":false,"highvol":true,"n":165,"months":42,"mean_pct":0.09629318829658634,"win_rate":52.72727272727272} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"cost":6,"trend":true,"highvol":false,"n":50,"months":26,"mean_pct":-0.3592278554533936,"win_rate":38} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"cost":6,"trend":true,"highvol":true,"n":350,"months":62,"mean_pct":-0.10096287170137716,"win_rate":46} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWA","other_daily_pct":0.036109148194118805,"tom_increment_pct":0.00990859375912366,"tom_t":0.11460423068158997,"tom_p":0.9087588262088141,"tom_ci_pct":[-0.1595515007974217,0.17936868831566904],"sessions":1508} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWC","other_daily_pct":0.0504000269182084,"tom_increment_pct":0.03419092165566895,"tom_t":0.4335176640875893,"tom_p":0.664638736194753,"tom_ci_pct":[-0.12039149100369476,0.18877333431503265],"sessions":1508} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWU","other_daily_pct":0.03892436310194855,"tom_increment_pct":0.00837464333162899,"tom_t":0.1061486633536237,"tom_p":0.9154644014397769,"tom_ci_pct":[-0.14626037901726494,0.1630096656805229],"sessions":1508} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWJ","other_daily_pct":0.053347215059067594,"tom_increment_pct":-0.08709872121109807,"tom_t":-1.0123582842458814,"tom_p":0.31136677644768707,"tom_ci_pct":[-0.25572824321962184,0.0815308007974257],"sessions":1508} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EEM","other_daily_pct":0.008453877018737137,"tom_increment_pct":0.11924727440740514,"tom_t":1.4421062578248915,"tom_p":0.14927239996720834,"tom_ci_pct":[-0.04282445683314691,0.2813190056479572],"sessions":1508} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EFA","other_daily_pct":0.045535691427069064,"tom_increment_pct":-0.02318525448400452,"tom_t":-0.3027509636554073,"tom_p":0.7620796558712116,"tom_ci_pct":[-0.17328584620457266,0.12691533723656362],"sessions":1508} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"IWM","other_daily_pct":0.056616786687290734,"tom_increment_pct":-0.059546621511792644,"tom_t":-0.5553261415534022,"tom_p":0.5786716012627124,"tom_ci_pct":[-0.2697138897708364,0.15062064674725106],"sessions":1508} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"SPY","other_daily_pct":0.06309704764436978,"tom_increment_pct":0.004056437710987945,"tom_t":0.05297205575491157,"tom_p":0.9577541727201274,"tom_ci_pct":[-0.1460343563922632,0.15414723181423912],"sessions":1508} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWA","mode":"swing","cost":16,"mean_pct":-0.1577921975374413,"ci_pct":[-0.5752543909747678,0.24806904527248033]} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWA","mode":"swing","cost":6,"mean_pct":0.042092252430799094,"ci_pct":[-0.37740473425930526,0.46287614947597355]} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWA","mode":"calendar","cost":16,"mean_pct":0.275494210629472,"ci_pct":[-0.3121232304597092,0.8291216889925048]} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWA","mode":"calendar","cost":6,"mean_pct":0.47624610150553554,"ci_pct":[-0.11261558825347587,1.0371594809594136]} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen study;3monthcircularblockbootstrap20000draws seed91006. HACOLSdailycloseTOMdummy lag5Bartlett,normCI;regimesdescriptive(trainingRVmedian/priorSMA200),notfilters. Simulationequalmonthlyreset8ETFreturnmean,12monthlyopportunitiesNOT12days;actualsize0. {"symbol":"EWC","mode":"swing","cost":16,"mean_pct":-0.09071456854786873,"ci_pct":[-0.4118292696656108,0.23203792361131684]} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all