AMBQ QWIDE91002 candidate consolidated daily technicals = 63.77
Quant replication2026-09-10 02:15
ComputedSep10~02:14UTC, historical2024start exceptnewlisting. CompletedSep9. mom12_1decimal; dailyohlcpriceeligibleprovider notactualfill. SIP differsIEXscreen, preserveboth. {"s":"AMBQ","n":280,"date":"2026-09-09T04:00:00Z","close":63.77,"mom12_1":0.9229843561973525,"ADR20":3.185295,"vol63_pct":83.78739346979943,"dollar_volume20":26371136.325999998,"from200ma_pct":32.924090276655946,"day_pct":6.960751425696077}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
SPCX QWIDE91002 candidate consolidated daily technicals = 147.55
Quant replication2026-09-10 02:15
ComputedSep10~02:14UTC, historical2024start exceptnewlisting. CompletedSep9. mom12_1decimal; dailyohlcpriceeligibleprovider notactualfill. SIP differsIEXscreen, preserveboth. {"s":"SPCX","n":61,"date":"2026-09-09T04:00:00Z","close":147.55,"mom12_1":null,"ADR20":6.836390000000003,"vol63_pct":91.77798936910436,"dollar_volume20":12079410108.181,"from200ma_pct":4.046827459285507,"day_pct":-3.8574314198214554}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
LQD QWIDE91002 candidate consolidated daily technicals = 105.31
Quant replication2026-09-10 02:15
ComputedSep10~02:14UTC, historical2024start exceptnewlisting. CompletedSep9. mom12_1decimal; dailyohlcpriceeligibleprovider notactualfill. SIP differsIEXscreen, preserveboth. {"s":"LQD","n":674,"date":"2026-09-09T04:00:00Z","close":105.31,"mom12_1":-0.009759759759759845,"ADR20":0.33824999999999933,"vol63_pct":5.223470239120556,"dollar_volume20":2796988112.6495004,"from200ma_pct":-1.510174211302795,"day_pct":-0.16116799393249837}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
NET QWIDE91002 candidate consolidated daily technicals = 314.18
Quant replication2026-09-10 02:15
ComputedSep10~02:14UTC, historical2024start exceptnewlisting. CompletedSep9. mom12_1decimal; dailyohlcpriceeligibleprovider notactualfill. SIP differsIEXscreen, preserveboth. {"s":"NET","n":674,"date":"2026-09-09T04:00:00Z","close":314.18,"mom12_1":0.42524779735682805,"ADR20":15.172085000000001,"vol63_pct":57.640736046569415,"dollar_volume20":926157091.517,"from200ma_pct":40.65149694594019,"day_pct":10.510024621878289}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
INSP QWIDE91002 candidate consolidated daily technicals = 66.48
Quant replication2026-09-10 02:15
ComputedSep10~02:14UTC, historical2024start exceptnewlisting. CompletedSep9. mom12_1decimal; dailyohlcpriceeligibleprovider notactualfill. SIP differsIEXscreen, preserveboth. {"s":"INSP","n":674,"date":"2026-09-09T04:00:00Z","close":66.48,"mom12_1":-0.2852184320766008,"ADR20":2.53174,"vol63_pct":62.37900845107712,"dollar_volume20":31382959.7435,"from200ma_pct":0.7346751996169631,"day_pct":6.984229159961375}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
IRD QWIDE91002 candidate consolidated daily technicals = 5.73
Quant replication2026-09-10 02:15
ComputedSep10~02:14UTC, historical2024start exceptnewlisting. CompletedSep9. mom12_1decimal; dailyohlcpriceeligibleprovider notactualfill. SIP differsIEXscreen, preserveboth. {"s":"IRD","n":674,"date":"2026-09-09T04:00:00Z","close":5.73,"mom12_1":1.6142857142857148,"ADR20":0.3784900000000001,"vol63_pct":95.54278739789332,"dollar_volume20":21002798.3975,"from200ma_pct":53.735738193135575,"day_pct":32.027649769585274}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QQQ QWIDE91002 candidate consolidated daily technicals = 716.31
Quant replication2026-09-10 02:15
ComputedSep10~02:14UTC, historical2024start exceptnewlisting. CompletedSep9. mom12_1decimal; dailyohlcpriceeligibleprovider notactualfill. SIP differsIEXscreen, preserveboth. {"s":"QQQ","n":674,"date":"2026-09-09T04:00:00Z","close":716.31,"mom12_1":0.25129317826766173,"ADR20":6.575425000000001,"vol63_pct":23.629034931407592,"dollar_volume20":22168760429.1035,"from200ma_pct":8.862372177214773,"day_pct":-0.28537223676151635}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
SIG QWIDE91002 candidate consolidated daily technicals = 102.48
Quant replication2026-09-10 02:15
ComputedSep10~02:14UTC, historical2024start exceptnewlisting. CompletedSep9. mom12_1decimal; dailyohlcpriceeligibleprovider notactualfill. SIP differsIEXscreen, preserveboth. {"s":"SIG","n":674,"date":"2026-09-09T04:00:00Z","close":102.48,"mom12_1":0.03449030986532353,"ADR20":3.207,"vol63_pct":60.74027790409624,"dollar_volume20":80174698.91849999,"from200ma_pct":16.316023644568745,"day_pct":23.962743437764612}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
SPY QWIDE91002 candidate consolidated daily technicals = 762.4
Quant replication2026-09-10 02:15
ComputedSep10~02:14UTC, historical2024start exceptnewlisting. CompletedSep9. mom12_1decimal; dailyohlcpriceeligibleprovider notactualfill. SIP differsIEXscreen, preserveboth. {"s":"SPY","n":674,"date":"2026-09-09T04:00:00Z","close":762.4,"mom12_1":0.20467827143947992,"ADR20":4.372059999999993,"vol63_pct":12.908076344147787,"dollar_volume20":28004722089.984497,"from200ma_pct":7.23857572992983,"day_pct":-0.46477622852368894}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
INTC QWIDE91002 candidate consolidated daily technicals = 106.24
Quant replication2026-09-10 02:15
ComputedSep10~02:14UTC, historical2024start exceptnewlisting. CompletedSep9. mom12_1decimal; dailyohlcpriceeligibleprovider notactualfill. SIP differsIEXscreen, preserveboth. {"s":"INTC","n":674,"date":"2026-09-09T04:00:00Z","close":106.24,"mom12_1":2.983660130718954,"ADR20":4.124480000000002,"vol63_pct":78.28584758525459,"dollar_volume20":9228568139.15675,"from200ma_pct":41.9158303141377,"day_pct":1.6942662965444555}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
SKHY QWIDE91002 candidate consolidated daily technicals = 198.63
Quant replication2026-09-10 02:15
ComputedSep10~02:14UTC, historical2024start exceptnewlisting. CompletedSep9. mom12_1decimal; dailyohlcpriceeligibleprovider notactualfill. SIP differsIEXscreen, preserveboth. {"s":"SKHY","n":43,"date":"2026-09-09T04:00:00Z","close":198.63,"mom12_1":null,"ADR20":7.487494999999998,"vol63_pct":121.86339957575423,"dollar_volume20":3206538723.8652496,"from200ma_pct":25.318152306682173,"day_pct":7.049312853678247}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
JMKE QWIDE91002 candidate consolidated daily technicals = 22.37
Quant replication2026-09-10 02:15
ComputedSep10~02:14UTC, historical2024start exceptnewlisting. CompletedSep9. mom12_1decimal; dailyohlcpriceeligibleprovider notactualfill. SIP differsIEXscreen, preserveboth. {"s":"JMKE","n":29,"date":"2026-09-09T04:00:00Z","close":22.37,"mom12_1":null,"ADR20":1.1494500000000003,"vol63_pct":58.21079163684172,"dollar_volume20":54711880.501,"from200ma_pct":0.5035012703724417,"day_pct":7.4447646493756015}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
ODD QWIDE91002 candidate consolidated daily technicals = 16.48
Quant replication2026-09-10 02:15
ComputedSep10~02:14UTC, historical2024start exceptnewlisting. CompletedSep9. mom12_1decimal; dailyohlcpriceeligibleprovider notactualfill. SIP differsIEXscreen, preserveboth. {"s":"ODD","n":674,"date":"2026-09-09T04:00:00Z","close":16.48,"mom12_1":-0.8008793969849246,"ADR20":0.9708349999999996,"vol63_pct":101.90449177528565,"dollar_volume20":20032934.783,"from200ma_pct":-23.00882268436655,"day_pct":26.525911708253357}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
CSR QWIDE91002 candidate consolidated daily technicals = 57.36
Quant replication2026-09-10 02:15
ComputedSep10~02:14UTC, historical2024start exceptnewlisting. CompletedSep9. mom12_1decimal; dailyohlcpriceeligibleprovider notactualfill. SIP differsIEXscreen, preserveboth. {"s":"CSR","n":674,"date":"2026-09-09T04:00:00Z","close":57.36,"mom12_1":-0.04053583855253995,"ADR20":1.1482950000000005,"vol63_pct":28.31711388127213,"dollar_volume20":11804141.521000002,"from200ma_pct":-4.834983429905815,"day_pct":8.821855435401261}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
PLSE QWIDE91002 candidate consolidated daily technicals = 52.97
Quant replication2026-09-10 02:15
ComputedSep10~02:14UTC, historical2024start exceptnewlisting. CompletedSep9. mom12_1decimal; dailyohlcpriceeligibleprovider notactualfill. SIP differsIEXscreen, preserveboth. {"s":"PLSE","n":674,"date":"2026-09-09T04:00:00Z","close":52.97,"mom12_1":1.759973404255319,"ADR20":3.3232399999999997,"vol63_pct":68.15530091346055,"dollar_volume20":28162109.475,"from200ma_pct":116.58398762727683,"day_pct":8.567329370772692}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
GOOG QWIDE91002 candidate consolidated daily technicals = 328.38
Quant replication2026-09-10 02:15
ComputedSep10~02:14UTC, historical2024start exceptnewlisting. CompletedSep9. mom12_1decimal; dailyohlcpriceeligibleprovider notactualfill. SIP differsIEXscreen, preserveboth. {"s":"GOOG","n":674,"date":"2026-09-09T04:00:00Z","close":328.38,"mom12_1":0.5226289873688716,"ADR20":5.570500000000001,"vol63_pct":35.84992019581268,"dollar_volume20":5175540198.3345,"from200ma_pct":-1.9098866159777295,"day_pct":-2.0871846860277876}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
FTK QWIDE91002 candidate consolidated daily technicals = 27.88
Quant replication2026-09-10 02:15
ComputedSep10~02:14UTC, historical2024start exceptnewlisting. CompletedSep9. mom12_1decimal; dailyohlcpriceeligibleprovider notactualfill. SIP differsIEXscreen, preserveboth. {"s":"FTK","n":674,"date":"2026-09-09T04:00:00Z","close":27.88,"mom12_1":2.3410301953818826,"ADR20":2.1877250000000013,"vol63_pct":101.10874210411819,"dollar_volume20":18941816.3765,"from200ma_pct":39.331379295696856,"day_pct":14.402954452195305}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
CRM QWIDE91002 candidate consolidated daily technicals = 244.16
Quant replication2026-09-10 02:15
ComputedSep10~02:14UTC, historical2024start exceptnewlisting. CompletedSep9. mom12_1decimal; dailyohlcpriceeligibleprovider notactualfill. SIP differsIEXscreen, preserveboth. {"s":"CRM","n":674,"date":"2026-09-09T04:00:00Z","close":244.16,"mom12_1":-0.21043373975614632,"ADR20":8.908655,"vol63_pct":61.637984659400516,"dollar_volume20":3926648724.6610003,"from200ma_pct":21.930543636138,"day_pct":-1.9910083493898556}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
UNI/USD 1Hour frozen pullback training holdout and costs = 12
Crypto majors2026-09-10 02:15
Sep10testfrozen1719,vectorbt,nextopen,SMAtrend50base40/60neighbors,mom3<0,exitSMA5or5days;hourlymultiplywindows24. Train2025/OOS2026toSep9;fee.0025/slippage.001or.002eachside. Columns[slow,period,slip,return%,DD%,N,win%,avgwin%,avgloss%,mean%,IID5000bootstrapCI%,quarterKelly]. Trainingfeedmismatches1937,HYPEnotraining;no15minexitvalidation. [[50,"train",0.001,-46.912081,49.344945,137,28.467153,1.8133,1.324316,-0.431126,[-0.868138,-0.027549],0],[50,"train",0.002,-59.635578,61.374082,137,24.817518,1.861765,1.453275,-0.630565,[-1.07328,-0.232165],0],[50,"oos",0.001,-58.097642,58.826535,106,33.018868,0.87939,1.592536,-0.776334,[-1.356661,-0.292828],0],[50,"oos",0.002,-66.102488,66.658862,106,21.698113,1.088929,1.547038,-0.975083,[-1.543725,-0.503841],0],[40,"train",0.001,-54.354118,54.576714,139,27.338129,1.82902,1.411301,-0.525458,[-0.997733,-0.096529],0],[40,"train",0.002,-65.432541,65.566748,139,23.741007,1.883123,1.53658,-0.724708,[-1.186457,-0.293332],0],[40,"oos",0.001,-57.211273,58.170142,122,36.065574,0.893278,1.530437,-0.65631,[-1.174374,-0.236493],0],[40,"oos",0.002,-66.475581,66.90413,122,24.590164,1.063281,1.480923,-0.855299,[-1.365657,-0.42521],0],[60,"train",0.001,-52.679342,53.345107,150,30,1.61743,1.357726,-0.465179,[-0.884693,-0.072177],0],[60,"train",0.002,-64.944019,65.307142,150,26,1.648833,1.47736,-0.66455,[-1.088094,-0.279839],0],[60,"oos",0.001,-55.165255,55.494953,100,33,0.847008,1.547874,-0.757563,[-1.354646,-0.27048],0],[60,"oos",0.002,-63.292432,63.525965,100,21,1.077343,1.496952,-0.95635,[-1.588539,-0.468886],0]]
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-trading
UNI/USD 1Day frozen pullback training holdout and costs = 12
Crypto majors2026-09-10 02:15
Sep10testfrozen1719,vectorbt,nextopen,SMAtrend50base40/60neighbors,mom3<0,exitSMA5or5days;hourlymultiplywindows24. Train2025/OOS2026toSep9;fee.0025/slippage.001or.002eachside. Columns[slow,period,slip,return%,DD%,N,win%,avgwin%,avgloss%,mean%,IID5000bootstrapCI%,quarterKelly]. Trainingfeedmismatches1937,HYPEnotraining;no15minexitvalidation. [[50,"train",0.001,-17.458508,25.862145,17,52.941176,4.324065,6.727039,-0.876455,[-4.40418,2.404106],0],[50,"train",0.002,-20.217752,26.438628,17,52.941176,4.115125,6.913898,-1.075004,[-4.433238,2.209241],0],[50,"oos",0.001,-17.530468,19.073219,11,63.636364,2.664378,8.912198,-1.545286,[-5.283633,1.775621],0],[50,"oos",0.002,-19.32499,20.675681,11,63.636364,2.458755,9.094692,-1.742499,[-5.55378,1.604782],0],[40,"train",0.001,-23.873324,25.862145,18,50,4.324065,6.845263,-1.260599,[-4.529784,1.938388],0],[40,"train",0.002,-26.565147,26.565147,18,50,4.115125,7.031886,-1.45838,[-4.603278,1.738528],0],[40,"oos",0.001,-17.694745,22.182634,13,61.538462,2.751417,7.762295,-1.292318,[-4.778326,1.799666],0],[40,"oos",0.002,-19.807107,23.952126,13,61.538462,2.54562,7.947086,-1.490036,[-5.0685,1.57714],0],[60,"train",0.001,-16.881919,33.541398,20,50,5.120994,6.429464,-0.654235,[-3.86582,2.571461],0],[60,"train",0.002,-20.141033,34.255797,20,50,4.910462,6.616918,-0.853228,[-4.142166,2.370446],0],[60,"oos",0.001,-17.530468,19.073219,11,63.636364,2.664378,8.912198,-1.545286,[-5.297043,1.725288],0],[60,"oos",0.002,-19.32499,20.675681,11,63.636364,2.458755,9.094692,-1.742499,[-5.495728,1.577307],0]]
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-trading
LTC/USD 1Hour frozen pullback training holdout and costs = 12
Crypto majors2026-09-10 02:15
Sep10testfrozen1719,vectorbt,nextopen,SMAtrend50base40/60neighbors,mom3<0,exitSMA5or5days;hourlymultiplywindows24. Train2025/OOS2026toSep9;fee.0025/slippage.001or.002eachside. Columns[slow,period,slip,return%,DD%,N,win%,avgwin%,avgloss%,mean%,IID5000bootstrapCI%,quarterKelly]. Trainingfeedmismatches1937,HYPEnotraining;no15minexitvalidation. [[50,"train",0.001,-53.267988,54.506306,166,33.73494,1.143788,1.245013,-0.439153,[-0.752434,-0.150262],0],[50,"train",0.002,-66.4704,67.052358,166,28.915663,1.116271,1.352411,-0.638575,[-0.9402,-0.362588],0],[50,"oos",0.001,-49.67619,49.67619,83,9.638554,0.35361,0.94203,-0.817149,[-1.125158,-0.557259],0],[50,"oos",0.002,-57.373423,57.373423,83,7.228916,0.208292,1.111201,-1.015816,[-1.331057,-0.767791],0],[40,"train",0.001,-51.892206,56.046075,176,31.818182,1.134995,1.116134,-0.399866,[-0.667641,-0.135759],0],[40,"train",0.002,-66.166773,68.082924,176,26.704545,1.131787,1.230097,-0.599367,[-0.866952,-0.347729],0],[40,"oos",0.001,-51.347771,51.866969,101,13.861386,0.485273,0.896006,-0.704542,[-0.959189,-0.485045],0],[40,"oos",0.002,-60.246529,60.631473,101,9.90099,0.417023,1.048539,-0.903434,[-1.161906,-0.68637],0],[60,"train",0.001,-59.407304,60.482941,177,31.073446,1.183715,1.243217,-0.489085,[-0.781203,-0.195728],0],[60,"train",0.002,-71.509026,72.003531,177,27.118644,1.139923,1.368718,-0.688408,[-0.994278,-0.415452],0],[60,"oos",0.001,-41.568112,41.568112,69,10.144928,0.40494,0.904177,-0.771368,[-1.045867,-0.534231],0],[60,"oos",0.002,-49.100075,49.100075,69,10.144928,0.20383,1.102671,-0.970127,[-1.250877,-0.741747],0]]
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-trading
LTC/USD 1Day frozen pullback training holdout and costs = 12
Crypto majors2026-09-10 02:15
Sep10testfrozen1719,vectorbt,nextopen,SMAtrend50base40/60neighbors,mom3<0,exitSMA5or5days;hourlymultiplywindows24. Train2025/OOS2026toSep9;fee.0025/slippage.001or.002eachside. Columns[slow,period,slip,return%,DD%,N,win%,avgwin%,avgloss%,mean%,IID5000bootstrapCI%,quarterKelly]. Trainingfeedmismatches1937,HYPEnotraining;no15minexitvalidation. [[50,"train",0.001,33.421379,12.634439,19,63.157895,4.334527,2.989124,1.63634,[-0.368005,3.690416],0.094378],[50,"train",0.002,28.446477,13.330577,19,63.157895,4.125566,3.183452,1.43277,[-0.578842,3.540261],0.086823],[50,"oos",0.001,-19.690287,21.804641,14,35.714286,1.570027,3.215903,-1.506643,[-3.182625,0.086602],0],[50,"oos",0.002,-21.907774,23.811522,14,35.714286,1.36659,3.409778,-1.703932,[-3.397681,-0.134689],0],[40,"train",0.001,33.846777,12.634439,19,63.157895,4.334527,2.943708,1.653072,[-0.421389,3.790812],0.095343],[40,"train",0.002,28.856013,13.330577,19,63.157895,4.125566,3.138127,1.449469,[-0.573588,3.545446],0.087835],[40,"oos",0.001,-18.855415,20.991749,15,40,1.609907,3.297229,-1.334375,[-2.924738,0.202091],0],[40,"oos",0.002,-21.253606,23.173301,15,40,1.40639,3.490941,-1.532009,[-3.231616,0.082575],0],[60,"train",0.001,27.815221,15.355758,20,65,3.635018,2.954969,1.328522,[-0.55889,3.252772],0.09137],[60,"train",0.002,22.803503,16.365421,20,65,3.427455,3.149365,1.125568,[-0.7405,3.046535],0.082099],[60,"oos",0.001,-13.541872,18.123899,13,38.461538,1.257222,2.541804,-1.080641,[-2.543653,0.297333],0],[60,"oos",0.002,-15.760817,19.181524,13,38.461538,1.054409,2.737026,-1.278781,[-2.755145,0.101679],0]]
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-trading
HYPE/USD 1Hour frozen pullback training holdout and costs = 6
Crypto majors2026-09-10 02:15
Sep10testfrozen1719,vectorbt,nextopen,SMAtrend50base40/60neighbors,mom3<0,exitSMA5or5days;hourlymultiplywindows24. Train2025/OOS2026toSep9;fee.0025/slippage.001or.002eachside. Columns[slow,period,slip,return%,DD%,N,win%,avgwin%,avgloss%,mean%,IID5000bootstrapCI%,quarterKelly]. Trainingfeedmismatches1937,HYPEnotraining;no15minexitvalidation. [[50,"oos",0.001,-41.19218,41.606307,114,36.842105,0.879558,1.218651,-0.445627,[-0.832412,-0.109326],0],[50,"oos",0.002,-53.181693,53.464947,114,30.701754,0.831649,1.299265,-0.645037,[-1.026663,-0.31303],0],[40,"oos",0.001,-43.662438,46.086113,119,34.453782,0.855404,1.156799,-0.463519,[-0.814812,-0.157986],0],[40,"oos",0.002,-55.594607,57.4625,119,28.571429,0.807114,1.250896,-0.662893,[-1.038285,-0.350067],0],[60,"oos",0.001,-34.595459,35.040626,98,40.816327,0.90873,1.319786,-0.410188,[-0.852889,-0.029193],0],[60,"oos",0.002,-46.236692,46.54928,98,34.693878,0.850401,1.385331,-0.609669,[-1.080036,-0.23716],0]]
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-trading
HYPE/USD 1Day frozen pullback training holdout and costs = 6
Crypto majors2026-09-10 02:15
Sep10testfrozen1719,vectorbt,nextopen,SMAtrend50base40/60neighbors,mom3<0,exitSMA5or5days;hourlymultiplywindows24. Train2025/OOS2026toSep9;fee.0025/slippage.001or.002eachside. Columns[slow,period,slip,return%,DD%,N,win%,avgwin%,avgloss%,mean%,IID5000bootstrapCI%,quarterKelly]. Trainingfeedmismatches1937,HYPEnotraining;no15minexitvalidation. [[50,"oos",0.001,17.983068,13.423317,16,62.5,4.406622,4.213743,1.173985,[-1.393543,3.609186],0.066603],[50,"oos",0.002,14.26737,14.113169,16,62.5,4.197517,4.405624,0.971339,[-1.579056,3.394252],0.057852],[40,"oos",0.001,-10.35787,21.000916,17,58.823529,2.80081,5.254294,-0.515998,[-3.065044,1.753315],0],[40,"oos",0.002,-13.354478,23.028425,17,52.941176,2.903684,4.786587,-0.715267,[-3.154687,1.506237],0],[60,"oos",0.001,20.358104,13.157366,15,60,5.128298,4.213743,1.391482,[-1.473209,3.991993],0.067834],[60,"oos",0.002,16.800977,13.763014,15,60,4.917752,4.405624,1.188402,[-1.639233,3.821049],0.060414]]
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-trading
LINK/USD 1Hour frozen pullback training holdout and costs = 12
Crypto majors2026-09-10 02:15
Sep10testfrozen1719,vectorbt,nextopen,SMAtrend50base40/60neighbors,mom3<0,exitSMA5or5days;hourlymultiplywindows24. Train2025/OOS2026toSep9;fee.0025/slippage.001or.002eachside. Columns[slow,period,slip,return%,DD%,N,win%,avgwin%,avgloss%,mean%,IID5000bootstrapCI%,quarterKelly]. Trainingfeedmismatches1937,HYPEnotraining;no15minexitvalidation. [[50,"train",0.001,-54.614442,56.64983,120,33.333333,1.090155,1.487853,-0.628517,[-1.090859,-0.229955],0],[50,"train",0.002,-64.298475,65.799569,120,25.833333,1.18025,1.526911,-0.827561,[-1.273696,-0.442796],0],[50,"oos",0.001,-56.199207,56.568528,132,14.393939,0.497819,0.803885,-0.616519,[-0.857641,-0.427915],0],[50,"oos",0.002,-66.36217,66.612479,132,9.090909,0.540758,0.951221,-0.815587,[-1.05034,-0.622181],0],[40,"train",0.001,-55.476446,58.253662,118,32.20339,1.124626,1.488862,-0.64723,[-1.169385,-0.222258],0],[40,"train",0.002,-64.836177,65.889295,118,25.423729,1.199911,1.543788,-0.846237,[-1.369183,-0.41695],0],[40,"oos",0.001,-61.310545,61.636768,155,16.129032,0.418747,0.801754,-0.604899,[-0.803222,-0.436475],0],[40,"oos",0.002,-71.623357,71.834515,155,9.677419,0.453268,0.938697,-0.803991,[-1.007846,-0.640289],0],[60,"train",0.001,-52.027678,56.117124,121,33.884298,1.202414,1.487853,-0.576275,[-1.02456,-0.170076],0],[60,"train",0.002,-62.339054,65.480526,121,26.446281,1.314651,1.526911,-0.775424,[-1.222943,-0.363834],0],[60,"oos",0.001,-56.806973,57.17117,130,13.846154,0.49892,0.819155,-0.636653,[-0.872519,-0.442475],0],[60,"oos",0.002,-66.695969,66.943793,130,7.692308,0.640302,0.958679,-0.835681,[-1.073532,-0.63975],0]]
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-trading