Notes

FetchedSep10~04:03UTC;period2016Jan4–2026Sep9. OHLCpositive/order/volume/duplicateaudit; adjustedprices proxy distributions, notrawexitquotes. {"s":"SPY","n":2686,"bad":0,"last":"2026-09-09","lastclose":762.4,"ADR20":4.372059999999993,"dollarvolume20":27223519853.29,"max_abs_logret":0.11411509156859001} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"SOL","source":"daily_matched","slow":50,"year":2025,"slip":0.002,"return":-21.664653,"drawdown":35.512542,"n":23,"win_rate":65.217391,"avg_win":3.141705,"avg_loss":8.136202,"mean":-0.781045,"ci":[-3.823593,1.990877],"quarter_kelly":0,"exposure_bars":63},{"s":"SOL","source":"daily_matched","slow":50,"year":2026,"slip":0.001,"return":-18.976834,"drawdown":25.808865,"n":8,"win_rate":62.5,"avg_win":1.097891,"avg_loss":8.431733,"mean":-2.475718,"ci":[-5.986695,0.352542],"quarter_kelly":0,"exposure_bars":28},{"s":"SOL","source":"daily_matched","slow":50,"year":2026,"slip":0.002,"return":-20.262892,"drawdown":26.400028,"n":8,"win_rate":62.5,"avg_win":0.895897,"avg_loss":8.614687,"mean":-2.670572,"ci":[-6.204927,0.292999],"quarter_kelly":0,"exposure_bars":28}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"ETH","source":"daily_matched","slow":50,"year":2026,"slip":0.001,"return":-3.418903,"drawdown":14.50495,"n":14,"win_rate":57.142857,"avg_win":2.197373,"avg_loss":3.318307,"mean":-0.166489,"ci":[-2.326406,1.74843],"quarter_kelly":0,"exposure_bars":39},{"s":"ETH","source":"daily_matched","slow":50,"year":2026,"slip":0.002,"return":-6.085671,"drawdown":15.124605,"n":14,"win_rate":57.142857,"avg_win":1.993182,"avg_loss":3.511477,"mean":-0.365957,"ci":[-2.597658,1.551507],"quarter_kelly":0,"exposure_bars":39},{"s":"SOL","source":"daily_matched","slow":50,"year":2025,"slip":0.001,"return":-17.977054,"drawdown":34.01204,"n":23,"win_rate":65.217391,"avg_win":3.348196,"avg_loss":7.95229,"mean":-0.582408,"ci":[-3.729553,2.176683],"quarter_kelly":0,"exposure_bars":63}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"BTC","source":"daily_matched","slow":50,"year":2026,"slip":0.002,"return":-13.166593,"drawdown":14.35173,"n":14,"win_rate":28.571429,"avg_win":1.316967,"avg_loss":1.892296,"mean":-0.975364,"ci":[-2.251517,0.205154],"quarter_kelly":0,"exposure_bars":38},{"s":"ETH","source":"daily_matched","slow":50,"year":2025,"slip":0.001,"return":14.298593,"drawdown":25.680036,"n":19,"win_rate":52.631579,"avg_win":5.147839,"avg_loss":3.787318,"mean":0.915396,"ci":[-1.866492,4.221504],"quarter_kelly":0.044455,"exposure_bars":66},{"s":"ETH","source":"daily_matched","slow":50,"year":2025,"slip":0.002,"return":10.036725,"drawdown":26.419534,"n":19,"win_rate":52.631579,"avg_win":4.937753,"avg_loss":3.979551,"mean":0.713767,"ci":[-2.040559,3.790024],"quarter_kelly":0.036138,"exposure_bars":66}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"BTC","source":"daily_matched","slow":50,"year":2025,"slip":0.001,"return":-4.325501,"drawdown":17.108647,"n":20,"win_rate":65,"avg_win":1.060627,"avg_loss":2.533264,"mean":-0.197235,"ci":[-1.210766,0.671887],"quarter_kelly":0,"exposure_bars":51},{"s":"BTC","source":"daily_matched","slow":50,"year":2025,"slip":0.002,"return":-8.076961,"drawdown":18.587347,"n":20,"win_rate":55,"avg_win":1.023554,"avg_loss":2.132436,"mean":-0.396641,"ci":[-1.396139,0.482787],"quarter_kelly":0,"exposure_bars":51},{"s":"BTC","source":"daily_matched","slow":50,"year":2026,"slip":0.001,"return":-10.700893,"drawdown":12.359118,"n":14,"win_rate":35.714286,"avg_win":1.218008,"avg_loss":1.885518,"mean":-0.777116,"ci":[-1.98453,0.416487],"quarter_kelly":0,"exposure_bars":38}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"SOL","source":"hourly","slow":60,"year":2025,"slip":0.002,"return":-67.450414,"drawdown":74.156798,"n":151,"win_rate":27.81457,"avg_win":1.179548,"avg_loss":1.426688,"mean":-0.701775,"ci":[-1.161838,-0.31618],"quarter_kelly":0,"exposure_bars":1894},{"s":"SOL","source":"hourly","slow":60,"year":2026,"slip":0.001,"return":-54.820787,"drawdown":55.599883,"n":100,"win_rate":10,"avg_win":0.489437,"avg_loss":0.919848,"mean":-0.778919,"ci":[-1.121438,-0.516978],"quarter_kelly":0,"exposure_bars":986},{"s":"SOL","source":"hourly","slow":60,"year":2026,"slip":0.002,"return":-63.010406,"drawdown":63.271205,"n":100,"win_rate":7,"avg_win":0.46154,"avg_loss":1.085453,"mean":-0.977163,"ci":[-1.309908,-0.713378],"quarter_kelly":0,"exposure_bars":986}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"SOL","source":"hourly","slow":50,"year":2026,"slip":0.001,"return":-50.162226,"drawdown":51.021656,"n":82,"win_rate":10.97561,"avg_win":0.536507,"avg_loss":0.999209,"mean":-0.830655,"ci":[-1.242319,-0.512101],"quarter_kelly":0,"exposure_bars":960},{"s":"SOL","source":"hourly","slow":50,"year":2026,"slip":0.002,"return":-57.700603,"drawdown":57.998839,"n":82,"win_rate":8.536585,"avg_win":0.46154,"avg_loss":1.167894,"mean":-1.028796,"ci":[-1.429943,-0.723867],"quarter_kelly":0,"exposure_bars":960},{"s":"SOL","source":"hourly","slow":60,"year":2025,"slip":0.001,"return":-55.974661,"drawdown":65.693685,"n":151,"win_rate":33.112583,"avg_win":1.172093,"avg_loss":1.332223,"mean":-0.502979,"ci":[-0.960899,-0.107224],"quarter_kelly":0,"exposure_bars":1894}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"SOL","source":"hourly","slow":40,"year":2026,"slip":0.002,"return":-59.862831,"drawdown":60.145823,"n":84,"win_rate":8.333333,"avg_win":0.46154,"avg_loss":1.20523,"mean":-1.066333,"ci":[-1.466521,-0.755795],"quarter_kelly":0,"exposure_bars":1028},{"s":"SOL","source":"hourly","slow":50,"year":2025,"slip":0.001,"return":-55.640835,"drawdown":65.433555,"n":152,"win_rate":32.894737,"avg_win":1.176987,"avg_loss":1.3145,"mean":-0.494932,"ci":[-0.942369,-0.09342],"quarter_kelly":0,"exposure_bars":1744},{"s":"SOL","source":"hourly","slow":50,"year":2025,"slip":0.002,"return":-67.269131,"drawdown":74.012867,"n":152,"win_rate":27.631579,"avg_win":1.185363,"avg_loss":1.411221,"mean":-0.693744,"ci":[-1.151029,-0.312175],"quarter_kelly":0,"exposure_bars":1744}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"SOL","source":"hourly","slow":40,"year":2025,"slip":0.001,"return":-65.667978,"drawdown":71.489278,"n":167,"win_rate":29.341317,"avg_win":1.173412,"avg_loss":1.333443,"mean":-0.597899,"ci":[-1.054125,-0.220483],"quarter_kelly":0,"exposure_bars":1867},{"s":"SOL","source":"hourly","slow":40,"year":2025,"slip":0.002,"return":-75.416445,"drawdown":79.559059,"n":167,"win_rate":24.550898,"avg_win":1.186233,"avg_loss":1.441682,"mean":-0.796505,"ci":[-1.225361,-0.4178],"quarter_kelly":0,"exposure_bars":1867},{"s":"SOL","source":"hourly","slow":40,"year":2026,"slip":0.001,"return":-52.520255,"drawdown":53.339023,"n":84,"win_rate":9.52381,"avg_win":0.58422,"avg_loss":1.02116,"mean":-0.868267,"ci":[-1.261582,-0.559771],"quarter_kelly":0,"exposure_bars":1028}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"SOL","source":"reconstructed","slow":60,"year":2025,"slip":0.002,"return":-19.768572,"drawdown":35.037341,"n":25,"win_rate":64,"avg_win":3.053037,"avg_loss":7.190669,"mean":-0.634697,"ci":[-3.401789,1.79988],"quarter_kelly":0,"exposure_bars":70},{"s":"SOL","source":"reconstructed","slow":60,"year":2026,"slip":0.001,"return":-20.19826,"drawdown":25.808865,"n":11,"win_rate":54.545455,"avg_win":0.8132,"avg_loss":5.241374,"mean":-1.938879,"ci":[-4.528745,0.293883],"quarter_kelly":0,"exposure_bars":32},{"s":"SOL","source":"reconstructed","slow":60,"year":2026,"slip":0.002,"return":-21.934731,"drawdown":26.400028,"n":11,"win_rate":45.454545,"avg_win":0.735396,"avg_loss":4.526641,"mean":-2.134806,"ci":[-4.75029,0.039266],"quarter_kelly":0,"exposure_bars":32}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"SOL","source":"reconstructed","slow":50,"year":2026,"slip":0.001,"return":-18.976834,"drawdown":25.808865,"n":8,"win_rate":62.5,"avg_win":1.097891,"avg_loss":8.431733,"mean":-2.475718,"ci":[-6.124449,0.332667],"quarter_kelly":0,"exposure_bars":28},{"s":"SOL","source":"reconstructed","slow":50,"year":2026,"slip":0.002,"return":-20.262892,"drawdown":26.400028,"n":8,"win_rate":62.5,"avg_win":0.895897,"avg_loss":8.614687,"mean":-2.670572,"ci":[-6.174534,0.238789],"quarter_kelly":0,"exposure_bars":28},{"s":"SOL","source":"reconstructed","slow":60,"year":2025,"slip":0.001,"return":-15.655009,"drawdown":33.392699,"n":25,"win_rate":64,"avg_win":3.25935,"avg_loss":7.004864,"mean":-0.435767,"ci":[-3.188681,2.1419],"quarter_kelly":0,"exposure_bars":70}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"SOL","source":"reconstructed","slow":40,"year":2026,"slip":0.002,"return":-20.033281,"drawdown":26.18809,"n":10,"win_rate":70,"avg_win":0.681042,"avg_loss":8.614687,"mean":-2.107677,"ci":[-4.996672,0.501851],"quarter_kelly":0,"exposure_bars":30},{"s":"SOL","source":"reconstructed","slow":50,"year":2025,"slip":0.001,"return":-17.977054,"drawdown":33.978454,"n":23,"win_rate":65.217391,"avg_win":3.348196,"avg_loss":7.95229,"mean":-0.582408,"ci":[-3.594398,2.148634],"quarter_kelly":0,"exposure_bars":63},{"s":"SOL","source":"reconstructed","slow":50,"year":2025,"slip":0.002,"return":-21.664653,"drawdown":35.479721,"n":23,"win_rate":65.217391,"avg_win":3.141705,"avg_loss":8.136202,"mean":-0.781045,"ci":[-3.817432,1.899104],"quarter_kelly":0,"exposure_bars":63}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"SOL","source":"reconstructed","slow":40,"year":2025,"slip":0.001,"return":-21.903716,"drawdown":32.311406,"n":22,"win_rate":59.090909,"avg_win":3.283346,"avg_loss":6.828936,"mean":-0.853497,"ci":[-3.874657,1.984555],"quarter_kelly":0,"exposure_bars":63},{"s":"SOL","source":"reconstructed","slow":40,"year":2025,"slip":0.002,"return":-25.26546,"drawdown":33.982746,"n":22,"win_rate":59.090909,"avg_win":3.076985,"avg_loss":7.015093,"mean":-1.051592,"ci":[-4.185479,1.690504],"quarter_kelly":0,"exposure_bars":63},{"s":"SOL","source":"reconstructed","slow":40,"year":2026,"slip":0.001,"return":-18.417842,"drawdown":25.297009,"n":10,"win_rate":70,"avg_win":0.882606,"avg_loss":8.431733,"mean":-1.911696,"ci":[-4.852016,0.732463],"quarter_kelly":0,"exposure_bars":30}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"SOL","source":"daily","slow":60,"year":2025,"slip":0.002,"return":-24.653876,"drawdown":37.235858,"n":26,"win_rate":61.538462,"avg_win":3.053037,"avg_loss":7.080504,"mean":-0.844479,"ci":[-3.657219,1.554986],"quarter_kelly":0,"exposure_bars":74},{"s":"SOL","source":"daily","slow":60,"year":2026,"slip":0.001,"return":-19.647695,"drawdown":25.297009,"n":13,"win_rate":61.538462,"avg_win":0.695998,"avg_loss":5.241374,"mean":-1.587606,"ci":[-3.969521,0.385507],"quarter_kelly":0,"exposure_bars":34},{"s":"SOL","source":"daily","slow":60,"year":2026,"slip":0.002,"return":-21.709934,"drawdown":26.18809,"n":13,"win_rate":53.846154,"avg_win":0.566399,"avg_loss":4.526641,"mean":-1.784235,"ci":[-4.186604,0.145511],"quarter_kelly":0,"exposure_bars":34}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"SOL","source":"daily","slow":50,"year":2026,"slip":0.001,"return":-21.46016,"drawdown":28.082793,"n":12,"win_rate":66.666667,"avg_win":0.876814,"avg_loss":7.455688,"mean":-1.900687,"ci":[-4.454017,0.26402],"quarter_kelly":0,"exposure_bars":40},{"s":"SOL","source":"daily","slow":50,"year":2026,"slip":0.002,"return":-23.322681,"drawdown":29.224314,"n":12,"win_rate":66.666667,"avg_win":0.675262,"avg_loss":7.640592,"mean":-2.09669,"ci":[-4.664461,0.107894],"quarter_kelly":0,"exposure_bars":40},{"s":"SOL","source":"daily","slow":60,"year":2025,"slip":0.001,"return":-20.632211,"drawdown":34.017864,"n":26,"win_rate":61.538462,"avg_win":3.25935,"avg_loss":6.894478,"mean":-0.645969,"ci":[-3.29935,1.781258],"quarter_kelly":0,"exposure_bars":74}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"SOL","source":"daily","slow":40,"year":2026,"slip":0.002,"return":-19.525652,"drawdown":25.719532,"n":11,"win_rate":72.727273,"avg_win":0.675262,"avg_loss":8.614687,"mean":-1.858361,"ci":[-4.500148,0.567952],"quarter_kelly":0,"exposure_bars":35},{"s":"SOL","source":"daily","slow":50,"year":2025,"slip":0.001,"return":-22.817232,"drawdown":35.834373,"n":24,"win_rate":62.5,"avg_win":3.348196,"avg_loss":7.724369,"mean":-0.804016,"ci":[-3.824844,1.927908],"quarter_kelly":0,"exposure_bars":67},{"s":"SOL","source":"daily","slow":50,"year":2025,"slip":0.002,"return":-26.434504,"drawdown":38.719141,"n":24,"win_rate":62.5,"avg_win":3.141705,"avg_loss":7.908736,"mean":-1.00221,"ci":[-4.070232,1.701489],"quarter_kelly":0,"exposure_bars":67}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"SOL","source":"daily","slow":40,"year":2025,"slip":0.001,"return":-21.903716,"drawdown":32.345839,"n":22,"win_rate":59.090909,"avg_win":3.283346,"avg_loss":6.828936,"mean":-0.853497,"ci":[-3.980385,1.921748],"quarter_kelly":0,"exposure_bars":63},{"s":"SOL","source":"daily","slow":40,"year":2025,"slip":0.002,"return":-25.26546,"drawdown":34.016329,"n":22,"win_rate":59.090909,"avg_win":3.076985,"avg_loss":7.015093,"mean":-1.051592,"ci":[-4.198708,1.670667],"quarter_kelly":0,"exposure_bars":63},{"s":"SOL","source":"daily","slow":40,"year":2026,"slip":0.001,"return":-17.735594,"drawdown":24.672289,"n":11,"win_rate":72.727273,"avg_win":0.876814,"avg_loss":8.431733,"mean":-1.66188,"ci":[-4.334827,0.73719],"quarter_kelly":0,"exposure_bars":35}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"ETH","source":"hourly","slow":60,"year":2025,"slip":0.002,"return":-70.823383,"drawdown":73.905686,"n":136,"win_rate":17.647059,"avg_win":0.581889,"avg_loss":1.205544,"mean":-0.890115,"ci":[-1.16062,-0.648848],"quarter_kelly":0,"exposure_bars":1743},{"s":"ETH","source":"hourly","slow":60,"year":2026,"slip":0.001,"return":-52.862748,"drawdown":53.234556,"n":99,"win_rate":7.070707,"avg_win":0.414832,"avg_loss":0.835402,"mean":-0.747002,"ci":[-1.046562,-0.525983],"quarter_kelly":0,"exposure_bars":949},{"s":"ETH","source":"hourly","slow":60,"year":2026,"slip":0.002,"return":-61.330038,"drawdown":61.59673,"n":99,"win_rate":5.050505,"avg_win":0.358085,"avg_loss":1.014639,"mean":-0.94531,"ci":[-1.24097,-0.719831],"quarter_kelly":0,"exposure_bars":949}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"ETH","source":"hourly","slow":50,"year":2026,"slip":0.001,"return":-54.335993,"drawdown":54.69618,"n":111,"win_rate":8.108108,"avg_win":0.648391,"avg_loss":0.812769,"mean":-0.694297,"ci":[-0.978429,-0.48316],"quarter_kelly":0,"exposure_bars":1068},{"s":"ETH","source":"hourly","slow":50,"year":2026,"slip":0.002,"return":-63.427014,"drawdown":63.679245,"n":111,"win_rate":5.405405,"avg_win":0.736232,"avg_loss":0.985793,"mean":-0.89271,"ci":[-1.175469,-0.683582],"quarter_kelly":0,"exposure_bars":1068},{"s":"ETH","source":"hourly","slow":60,"year":2025,"slip":0.001,"return":-61.703127,"drawdown":65.817354,"n":136,"win_rate":21.323529,"avg_win":0.656526,"avg_loss":1.057102,"mean":-0.691696,"ci":[-0.95217,-0.461739],"quarter_kelly":0,"exposure_bars":1743}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"ETH","source":"hourly","slow":40,"year":2026,"slip":0.002,"return":-66.059234,"drawdown":66.293312,"n":126,"win_rate":7.142857,"avg_win":0.743676,"avg_loss":0.967331,"mean":-0.845116,"ci":[-1.09305,-0.64499],"quarter_kelly":0,"exposure_bars":1283},{"s":"ETH","source":"hourly","slow":50,"year":2025,"slip":0.001,"return":-52.538782,"drawdown":57.59017,"n":118,"win_rate":24.576271,"avg_win":0.694902,"avg_loss":1.047602,"mean":-0.61936,"ci":[-0.883914,-0.376331],"quarter_kelly":0,"exposure_bars":1612},{"s":"ETH","source":"hourly","slow":50,"year":2025,"slip":0.002,"return":-62.516068,"drawdown":66.471993,"n":118,"win_rate":20.338983,"avg_win":0.621003,"avg_loss":1.185308,"mean":-0.817923,"ci":[-1.078899,-0.583414],"quarter_kelly":0,"exposure_bars":1612}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"ETH","source":"hourly","slow":40,"year":2025,"slip":0.001,"return":-51.443615,"drawdown":54.304869,"n":119,"win_rate":26.05042,"avg_win":0.689496,"avg_loss":1.047089,"mean":-0.594702,"ci":[-0.87826,-0.352298],"quarter_kelly":0,"exposure_bars":1585},{"s":"ETH","source":"hourly","slow":40,"year":2025,"slip":0.002,"return":-61.727748,"drawdown":63.946479,"n":119,"win_rate":21.848739,"avg_win":0.606065,"avg_loss":1.184538,"mean":-0.793314,"ci":[-1.058917,-0.546819],"quarter_kelly":0,"exposure_bars":1585},{"s":"ETH","source":"hourly","slow":40,"year":2026,"slip":0.001,"return":-56.33192,"drawdown":56.676363,"n":126,"win_rate":11.111111,"avg_win":0.628586,"avg_loss":0.806007,"mean":-0.646608,"ci":[-0.903575,-0.443526],"quarter_kelly":0,"exposure_bars":1283}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"ETH","source":"reconstructed","slow":60,"year":2025,"slip":0.002,"return":8.026266,"drawdown":26.419534,"n":19,"win_rate":47.368421,"avg_win":5.300394,"avg_loss":3.610495,"mean":0.610453,"ci":[-2.107679,3.813944],"quarter_kelly":0.028793,"exposure_bars":63},{"s":"ETH","source":"reconstructed","slow":60,"year":2026,"slip":0.001,"return":-11.264513,"drawdown":17.165048,"n":12,"win_rate":50,"avg_win":1.483666,"avg_loss":3.318307,"mean":-0.917321,"ci":[-3.214448,0.974866],"quarter_kelly":0,"exposure_bars":35},{"s":"ETH","source":"reconstructed","slow":60,"year":2026,"slip":0.002,"return":-13.368817,"drawdown":17.847494,"n":12,"win_rate":50,"avg_win":1.280901,"avg_loss":3.511477,"mean":-1.115288,"ci":[-3.521218,0.717363],"quarter_kelly":0,"exposure_bars":35}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"ETH","source":"reconstructed","slow":50,"year":2026,"slip":0.001,"return":-3.418903,"drawdown":14.50495,"n":14,"win_rate":57.142857,"avg_win":2.197373,"avg_loss":3.318307,"mean":-0.166489,"ci":[-2.324522,1.710762],"quarter_kelly":0,"exposure_bars":39},{"s":"ETH","source":"reconstructed","slow":50,"year":2026,"slip":0.002,"return":-6.085671,"drawdown":15.124605,"n":14,"win_rate":57.142857,"avg_win":1.993182,"avg_loss":3.511477,"mean":-0.365957,"ci":[-2.567123,1.482204],"quarter_kelly":0,"exposure_bars":39},{"s":"ETH","source":"reconstructed","slow":60,"year":2025,"slip":0.001,"return":12.210266,"drawdown":25.680036,"n":19,"win_rate":47.368421,"avg_win":5.511206,"avg_loss":3.417522,"mean":0.811875,"ci":[-1.900743,3.910524],"quarter_kelly":0.036828,"exposure_bars":63}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"ETH","source":"reconstructed","slow":40,"year":2026,"slip":0.002,"return":3.196825,"drawdown":11.739565,"n":17,"win_rate":64.705882,"avg_win":1.733964,"avg_loss":2.503552,"mean":0.23837,"ci":[-1.429609,1.595229],"quarter_kelly":0.034368,"exposure_bars":44},{"s":"ETH","source":"reconstructed","slow":50,"year":2025,"slip":0.001,"return":14.298593,"drawdown":25.680036,"n":19,"win_rate":52.631579,"avg_win":5.147839,"avg_loss":3.787318,"mean":0.915396,"ci":[-1.781924,4.196985],"quarter_kelly":0.044455,"exposure_bars":66},{"s":"ETH","source":"reconstructed","slow":50,"year":2025,"slip":0.002,"return":10.036725,"drawdown":26.419534,"n":19,"win_rate":52.631579,"avg_win":4.937753,"avg_loss":3.979551,"mean":0.713767,"ci":[-2.026324,4.008546],"quarter_kelly":0.036138,"exposure_bars":66}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py

MeasuredSep10~04:06–04:08.2025train/2026Jan1–Sep9holdout,reanalysis of previouslyseenholdout notnewindependentvalidation. Fees25bp,slip10/20bp;SMA50base40/60neighbors;nextopen;exitSMA5or5days;wholecapitalpayoffsdividevbtReturnby1.0025. Reconstructed dropsincompletedays;daily_matchedsamemask. CI5000IIDresamples,notserialrobust. [{"s":"ETH","source":"reconstructed","slow":40,"year":2025,"slip":0.001,"return":20.457449,"drawdown":25.680036,"n":18,"win_rate":55.555556,"avg_win":5.147839,"avg_loss":3.621621,"mean":1.250301,"ci":[-1.58259,4.565656],"quarter_kelly":0.06072,"exposure_bars":61},{"s":"ETH","source":"reconstructed","slow":40,"year":2025,"slip":0.002,"return":16.198099,"drawdown":26.419534,"n":18,"win_rate":55.555556,"avg_win":4.937753,"avg_loss":3.814186,"mean":1.048002,"ci":[-1.749947,4.321784],"quarter_kelly":0.053061,"exposure_bars":61},{"s":"ETH","source":"reconstructed","slow":40,"year":2026,"slip":0.001,"return":6.765855,"drawdown":11.538744,"n":17,"win_rate":64.705882,"avg_win":1.937636,"avg_loss":2.308364,"mean":0.439048,"ci":[-1.255863,1.80398],"quarter_kelly":0.056647,"exposure_bars":44}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; vectorbt local test_rule.py and test_matched.py