Notes

A news scan found the following data: the symbol is ETH, the time frame is 1 hour, there are 14782 data points, 2 are missing, the first data point is from 2025-01-01 00:00:00+00:00, and the last data point is from 2026-09-08 23:00:00+00:00. This is related to a study observed on September 9, which uses data from 2025 for training and 2026 as a holdout period. The simulation is unconditional and uses independent and identically distributed data, which means it does not try to forecast future prices. It also looks at differences between daily and 15-minute data, but these differences are not used to make trades based on actual prices. https://runway.adityaperswal.workers.dev/data/crypto-bars

A report on the Ethereum to US Dollar exchange rate with a 1-day time frame found 677 data points with no missing values from November 1, 2024, to September 8, 2026. The study observed data from September 9 and used a training period in 2025 and a holdout period in 2026. The simulation was run without trying to forecast future values and instead tested the sensitivity of the data, assuming it was independent and identically distributed, which is a statistical concept meaning each data point is independent of the others and follows the same distribution. The study found differences between daily and 15-minute field data, but these differences are not traded prices, meaning they are not the actual prices at which trades were made. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the data line: symbol is BTC, time frame is 15 minutes, which is a short period of time called a time frame, total number of data points is 59017, number of missing data points is 119, first data point is from January 1, 2025, at 00:00:00, and last data point is from September 8, 2026, at 23:45:00. This data was used for a study on September 9, where the period from 2025 was used for training and 2026 was used for holdout, which means it was set aside to test the results. The simulation was unconditional, meaning it did not rely on specific conditions, and IID, which stands for independently and identically distributed, meaning each data point is independent of the others and follows the same pattern. The sensitivity was not forecast, meaning it was not predicted. The study also looked at the differences between daily and 15-minute field differences, which are not traded prices, meaning they are not the actual prices at which trades were made. https://runway.adityaperswal.workers.dev/data/crypto-bars

A report on the BTC/USD exchange rate has a 1-hour time frame, also known as a time frame or tf, which is a period of time used to analyze data. The report has 14782 data points, with 2 data points missing. The first data point is from January 1, 2025, at 00:00:00 UTC, and the last data point is from September 8, 2026, at 23:00:00 UTC. The report is based on a study observed on September 9, which uses data from 2025 for training and 2026 for testing, known as a holdout period. The simulation is unconditional, meaning it does not rely on specific conditions, and uses an IID, or independent and identically distributed, method, which means each data point is independent of the others. The sensitivity of the simulation is not a forecast, but rather an analysis of how the data points react to different conditions. The report also notes that daily and 15-minute field differences are not traded prices, meaning they are not the actual prices at which trades were made. https://runway.adityaperswal.workers.dev/data/crypto-bars

A report on the Bitcoin to US Dollar exchange rate with a 1-day time frame was analyzed. The data had 677 entries with no missing values, starting from November 1, 2024, and ending on September 8, 2026. A study was done on September 9, using data from 2025 for training and 2026 for testing. The simulation was run without trying to forecast future prices, and it assumed that each day's price is independent of the previous day, which is known as an unconditional independent and identically distributed simulation. The study found differences between daily prices and 15-minute prices, but these differences are not used to make trades. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'SOL/USD Frozen08UTC cadence audit oos 15Min slip15'. The audit results for the SOL symbol are as follows: the period is out of sample, the time frame is 15 minutes, the slip is 15 basis points, the number of trades is 70, 13 trades were skipped, the return percentage is -29.349831802190877, the drawdown percentage is 50.67392154272441, the win percentage is 47.14285714285714, the average win percentage is 4.287670281892637, the average loss percentage is 4.492391618062159, the expectancy percentage is -0.35321957951204125, the low confidence interval percentage is -1.5881042653137742, and the high confidence interval percentage is 0.8643520654798216. The raw quarter Kelly is 0, the number of stops is 20, the number of targets is 9, and the maximum stop overshoot R is 0.20988996775372268. Note 1430 states that the paths were preregistered and unconditional, with a 72-hour disjoint period, and not an entry edge. The training period is from 2025, and the holdout period is from 2026 through September 8, with a 25 basis point credited asset fee, and a 15-minute mark. The cash returns were reconciled, and incomplete 72-hour paths were omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'SOL/USD Frozen08UTC cadence audit oos 15Min slip5'. The given data is about the performance of a trading strategy for the symbol SOL. The period is out of sample, the time frame is 15 minutes, and the slip is 5 basis points. The results are based on 70 trades, with 13 skipped. The return percentage is -18.732950311684434, and the drawdown percentage is 45.59516535029439. The win percentage is 47.14285714285714, with an average win percentage of 4.496454563326082 and an average loss percentage of 4.30118505132661. The expectancy percentage is -0.15372637584748414, with a confidence interval low of -1.3835163901164156 and a confidence interval high of 1.1070830410902128. The raw quarter Kelly is 0, with 20 stops and 9 targets. The maximum stop overshoot R is 0.20988996775372268. Note 1430 refers to preregistered, unconditional 72-hour disjoint paths, not an entry edge. The data is from 2025 for training and 2026 through September 8 for holdout, with a 25 basis point credited asset fee and mark to market every 15 minutes. Cash returns are reconciled, and incomplete 72-hour paths are omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'SOL/USD Frozen08UTC cadence audit oos 1Hour slip15'. The given data line is about an audit of the SOL/USD trading symbol. The period is out of sample, the time frame is 1 hour, and the slip is 15 basis points. The audit had 70 data points, skipped 13, and resulted in a return percentage of -34.06241773931569 and a drawdown percentage of 53.64190666187281. The win percentage was 47.14285714285714, with an average win percentage of 4.202696130390975 and an average loss percentage of 4.595982130996908. The expectancy percentage was -0.44803380777119145, with a confidence interval low percentage of -1.7387996719596053 and a confidence interval high percentage of 0.7476772337104358. There were 19 stops and 7 targets, with a maximum stop overshoot of 0.3794333474516038. Note 1430 mentioned preregistered, unconditional 72-hour disjoint paths, and not an entry edge. The data is from 2025 for training and 2026 through September 8 for holdout, with 25 basis points credited for asset fees and marked every 15 minutes. Cash returns were reconciled, and incomplete 72-hour paths were omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'SOL/USD Frozen08UTC cadence audit oos 1Hour slip5'. The provided data line shows an audit of the SOL symbol with the following results: the period is out of sample, the time frame is 1 hour, the slip is 5 basis points, the number of trades is 70, 13 trades were skipped, the return percentage is -24.153715262172938, the drawdown percentage is 48.868742831016796, the win percentage is 47.14285714285714, the average win percentage is 4.411310293275279, the average loss percentage is 4.4049829528313404, the expectancy percentage is -0.24873042252393443, the low confidence interval percentage is -1.5335751284983765, the high confidence interval percentage is 0.9981722395833426, the raw quarter Kelly is 0, the number of stops is 19, the number of targets is 7, and the maximum stop overshoot R is 0.3794333474516038. Note 1430 states that the audit was preregistered with unconditional 72-hour disjoint paths and not an entry edge. The training period is from 2025, and the holdout period is from 2026 through September 8, with a 25 basis point credited asset fee and a mark of 15 minutes. Cash returns were reconciled, and incomplete 72-hour paths were omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'SOL/USD Frozen08UTC cadence audit oos 1Day slip15'. The given data line shows an audit of the SOL symbol with the following metrics: the period is out of sample, the time frame is 1 day, the slip is 15 basis points, the total number of trades is 70, 13 trades were skipped, the return percentage is -45.17%, the drawdown percentage is 63.15%, the win percentage is 47.14%, the average win percentage is 4.03%, the average loss percentage is 4.89%, the expectancy percentage is -0.69%, the lower confidence interval percentage is -2.08%, and the higher confidence interval percentage is 0.67%. Additionally, the raw quarter Kelly is 0, there were 11 stops and 6 targets, and the maximum stop overshoot R is 1.43. Note 1430 indicates that the audit was preregistered with unconditional 72-hour disjoint paths and no entry edge. The data is from 2025 for training and from 2026 through September 8 for holdout, with 25 basis points credited for asset fees and marks every 15 minutes. Cash returns were reconciled, and incomplete 72-hour paths were omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'SOL/USD Frozen08UTC cadence audit oos 1Day slip5'. The given data line shows an audit of the SOL symbol with the following results: the period is out of sample, the time frame is 1 day, the slip is 5 basis points, the total number of trades is 70, 13 trades were skipped, the return percentage is -36.93, the drawdown percentage is 59.91, the win percentage is 47.14, the average win percentage is 4.24, the average loss percentage is 4.71, the expectancy percentage is -0.49, the low confidence interval percentage is -1.80, and the high confidence interval percentage is 0.80. The raw quarter Kelly is 0, the number of stops is 11, the number of targets is 6, and the maximum stop overshoot is 1.43. Note 1430 is a preregistered note, with unconditional 72-hour disjoint paths and no entry edge. The data is from 2025 for training and 2026 through September 8 for holdout, with a 25 basis point credited asset fee and mark to market every 15 minutes. Cash returns have been reconciled and incomplete 72-hour paths have been omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'SOL/USD Frozen08UTC cadence audit train 15Min slip15'. The audit results for the SOL symbol are as follows: the period is train, the time frame is 15 minutes, the slip is 15 basis points, the number of trades is 116, and 5 trades were skipped. The return percentage is -73.90520006935425, the drawdown percentage is 77.01746183672773, the win percentage is 42.241379310344826, the average win percentage is 5.118639410069941, and the average loss percentage is 5.399424536261095. The expectancy percentage is -0.9564492485867783, the confidence interval low percentage is -2.121415950948504, and the confidence interval high percentage is 0.23235692067274413. The raw quarter Kelly is 0, the number of stops is 31, the number of targets is 18, and the maximum stop overshoot R is 0.32956691495354007. Note 1430 states that the audit preregistered unconditional 72-hour disjoint paths, but did not include entry edges. The training period is from 2025, and the holdout period is from 2026 through September 8, with a 25 basis point credited asset fee and a 15-minute mark. Cash returns were reconciled, and incomplete 72-hour paths were omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'SOL/USD Frozen08UTC cadence audit train 15Min slip5'. The given data is about an automated trading fund manager's notes. The symbol being traded is SOL. The period of the trade is referred to as 'train', which means a training or testing period, and the time frame is 15 minutes. The'slip_bp' of 5 refers to a slippage of 5 basis points, which means a small difference between expected and actual trade prices. There were 116 trades, with 5 skipped. The return percentage was -67.09132471657662, and the drawdown percentage was 71.59017753093715. The win percentage was 42.241379310344826. The average win percentage was 5.329087294610544, and the average loss percentage was 5.210033852606939. The expectancy percentage, which is a measure of expected profit, was -0.7581637128340372. The confidence interval, which is a range of expected outcomes, was between -1.8894102274697586 and 0.4109943619711526 percent. The 'raw_quarter_kelly' of 0 is a measure of trading performance. There were 31 stops, which means trades were stopped to limit losses, and 18 targets, which means trades were stopped to lock in profits. The'max_stop_overshoot_R' of 0.32956691495354007 refers to the maximum amount by which a stop loss was exceeded. Note 1430 refers to a preregistered note. The data is based on unconditional 72-hour disjoint paths, and does not include entry edge data. The data covers the train period from 2025 through September 8, 2026, with a holdout period. Asset fees of 25 basis points were credited, and cash returns were reconciled. Incomplete 72-hour paths were omitted from the data. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'SOL/USD Frozen08UTC cadence audit train 1Hour slip15'. The given data line is about an audit of the SOL symbol, which is a type of cryptocurrency, with a 1-hour time frame, and a 15 basis point slip. The audit had 116 data points, skipped 5 of them, and resulted in a return percentage of -78.70721444311239 and a drawdown percentage of 80.40476924874255. The win percentage was 41.37931034482759, with an average win percentage of 5.105084546651923 and an average loss percentage of 5.520835932587621. The expectancy percentage was -1.1239033204885003, with a confidence interval low percentage of -2.285818375566515 and a confidence interval high percentage of 0.0517150499582765. The raw quarter Kelly was 0, with 31 stops and 15 targets, and a maximum stop overshoot of 0.5723215941807828. Note 1430 was preregistered with unconditional 72-hour disjoint paths and not an entry edge. The training period was from 2025, and the holdout period was from 2026 through September 8, with a 25 basis point credited asset fee and a 15-minute mark. Cash returns were reconciled, and incomplete 72-hour paths were omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'SOL/USD Frozen08UTC cadence audit train 1Hour slip5'. The audit results for the SOL symbol are as follows: the period is train, the time frame is 1 hour, the slip is 5 basis points, the number of trades is 116, 5 trades were skipped, the return percentage is -73.14724130349579, the drawdown percentage is 75.72889763872865, the win percentage is 41.37931034482759, the average win percentage is 5.315505294308456, the average loss percentage is 5.331688314974459, the expectancy percentage is -0.9259530283746323, the confidence interval low percentage is -2.079971984746263, the confidence interval high percentage is 0.2483339613221938, the raw quarter Kelly is 0, the number of stops is 31, the number of targets is 15, and the maximum stop overshoot R is 0.5723215941807828. Note 1430 states that the audit preregistered unconditional 72 hour disjoint paths, not entry edge. The audit covers the train period from 2025 through September 8, 2026, with a 25 basis point credited asset fee and mark to market every 15 minutes. Cash returns were reconciled and incomplete 72 hour paths were omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'SOL/USD Frozen08UTC cadence audit train 1Day slip15'. The provided data is a JSON output, which includes information about a trading audit for the symbol SOL. The audit has a period of train, a time frame of 1Day, and a slip of 15 basis points. The results show a return percentage of -61.61699925110039, a drawdown percentage of 73.48897501731109, and a win percentage of 43.96551724137931. The average win percentage is 5.712683600445926 and the average loss percentage is 5.493674769689606. The expectancy percentage is -0.566741348336915. The data also includes information about stops, targets, and cash returns. Note 1430 mentions preregistered, unconditional 72-hour disjoint paths, and no entry edge. The train period is from 2025, and the holdout period is from 2026 through September 8, with a 25 basis point credited asset fee and a mark of 15 minutes. Incomplete 72-hour paths were omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'SOL/USD Frozen08UTC cadence audit train 1Day slip5'. The given data line shows an audit of the SOL symbol with the following results: the period is train, the time frame is 1 day, the slip is 5 basis points, there were 116 events, 5 were skipped, the return percentage is -51.59442833798036, the drawdown percentage is 67.16283624188684, the win percentage is 43.96551724137931, the average win percentage is 5.9243207635377955, the average loss percentage is 5.304472775333122, the expectancy percentage is -0.3676756160019423, the lower confidence interval percentage is -1.6611910918103503, and the higher confidence interval percentage is 0.8908947216061512. The raw quarter Kelly is 0, there were 23 stops, 12 targets, and the maximum stop overshoot R is 0.8703588658478505. Note 1430 states that the audit preregistered unconditional 72-hour disjoint paths, not an entry edge. The train period is from 2025, and the holdout period is from 2026 through September 8, with 25 basis points credited for asset fees, marked every 15 minutes. Cash returns were reconciled, and incomplete 72-hour paths were omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'ETH/USD Frozen08UTC cadence audit oos 15Min slip15'. The audit results for ETH are as follows: the symbol is ETH, the period is out of sample, the time frame is 15 minutes, the slip is 15 basis points, the total number of trades is 61, 22 trades were skipped, the return percentage is -40.66295152733326, the drawdown percentage is 51.204164095025085, the win percentage is 42.62295081967213, the average win percentage is 4.084434450184051, the average loss percentage is 4.302098404783512, the expectancy percentage is -0.7275106305350426, the lower confidence interval percentage is -1.936207676916322, the higher confidence interval percentage is 0.5359760239296905, the raw quarter Kelly is 0, the number of stops is 19, the number of targets is 10, and the maximum stop overshoot R is 0.2224818283865257. Note 1430 states that the audit was preregistered, with unconditional 72-hour disjoint paths, and not an entry edge. The training period is from 2025, and the holdout period is from 2026 through September 8, with a 25 basis point credited asset fee, and a mark of 15 minutes. The cash returns were reconciled, and incomplete 72-hour paths were omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'ETH/USD Frozen08UTC cadence audit oos 15Min slip5'. The audit results for ETH are as follows: the symbol is ETH, the period is out of sample, the time frame is 15 minutes, the slip in basis points is 5, the total number of trades is 61, the number of skipped trades is 22, the return percentage is -32.963717240492755, the drawdown percentage is 46.209085516003576, the win percentage is 44.26229508196721, the average win percentage is 4.139849602814085, the average loss percentage is 4.236197399024663, the expectancy percentage is -0.5287667588665288, the lower confidence interval percentage is -1.7604858383448774, the higher confidence interval percentage is 0.7073539430140827, the raw quarter Kelly is 0, the number of stops is 19, the number of targets is 10, and the maximum stop overshoot R is 0.2224818283865257. Note 1430 preregistered unconditional 72-hour disjoint paths, not entry edge. The training period is from 2025, and the holdout period is from 2026 through September 8, with a 25 basis point credited asset fee, and a 15-minute mark. Cash returns are reconciled, and incomplete 72-hour paths are omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'ETH/USD Frozen08UTC cadence audit oos 1Hour slip15'. The audit results for ETH/USD are as follows: the symbol is ETH, the period is out of sample, the time frame is 1 hour, the slip is 15 basis points, the total number of trades is 61, 22 trades were skipped, the return percentage is -44.60627028702921, the drawdown percentage is 55.094859412935726, the win percentage is 42.62295081967213, the average win percentage is 3.9349599997166536, the average loss percentage is 4.384277554811917, the expectancy percentage is -0.8383730233735102, the low confidence interval percentage is -2.0424192465825195, and the high confidence interval percentage is 0.4024104073983533. The raw quarter Kelly is 0, the number of stops is 17, the number of targets is 9, and the maximum stop overshoot R is 0.41152818924460277. Note 1430 states that the audit was preregistered with unconditional 72-hour disjoint paths and no entry edge. The training period is from 2025, and the holdout period is from 2026 through September 8, with a 25 basis point credited asset fee and a 15-minute mark. Cash returns were reconciled, and incomplete 72-hour paths were omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'ETH/USD Frozen08UTC cadence audit oos 1Hour slip5'. The audit results for the ETH symbol are as follows: the period is out of sample, the time frame is 1 hour, the slip in basis points is 5, the total number of trades is 61, with 22 skipped trades. The return percentage is -37.418698372687395, the drawdown percentage is 50.49805926238281, the win percentage is 44.26229508196721, the average win percentage is 3.995623078004095, and the average loss percentage is 4.320962944734015. The expectancy percentage is -0.6398510986040323, the lower confidence interval percentage is -1.871148802837981, and the higher confidence interval percentage is 0.6177881156409356. The raw quarter Kelly is 0, the number of stops is 17, and the number of targets is 9. The maximum stop overshoot ratio is 0.41152818924460277. Note 1430 states that the audit was preregistered with unconditional 72-hour disjoint paths and not an entry edge. The training data is from 2025 and the holdout data is from 2026 through September 8. A 25 basis point asset fee is credited, and the mark is 15 minutes. The cash returns have been reconciled, and incomplete 72-hour paths have been omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline about an ETH/USD Frozen08UTC cadence audit. The audit results are as follows: the symbol is ETH, the period is out of sample, the time frame is 1 Day, the slip is 15 basis points, the number of trades is 61, 22 trades were skipped, the return percentage is -55.69892552232724, the drawdown percentage is 65.20348452078173, the win percentage is 42.62295081967213, the average win percentage is 3.813775437891038, the average loss percentage is 4.8739906002481, the expectancy percentage is -1.1710083544838772, the low confidence interval percentage is -2.5431708139460474, the high confidence interval percentage is 0.16825084531864204, the raw quarter Kelly is 0, the number of stops is 12, the number of targets is 6, and the maximum stop overshoot R is 1.8739390675353313. Note 1430 states that the audit was preregistered with unconditional 72-hour disjoint paths and no entry edge. The training period is from 2025, and the holdout period is from 2026 through September 8, with a 25 basis point credited asset fee and a 15-minute mark. Cash returns were reconciled, and incomplete 72-hour paths were omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the headline 'ETH/USD Frozen08UTC cadence audit oos 1Day slip5'. The audit results for ETH are as follows: the symbol is ETH, the period is out of sample, the time frame is 1 day, the slip in basis points is 5, the total number of trades is 61, the number of skipped trades is 22, the return percentage is -49.95067278071193, the drawdown percentage is 61.77394490365453, the win percentage is 44.26229508196721, the average win percentage is 3.878693206992178, the average loss percentage is 4.826088557776246, the expectancy percentage is -0.9731523668131724, the lower confidence interval percentage is -2.3555292983606413, the higher confidence interval percentage is 0.3881198208033318, the raw quarter Kelly is 0, the number of stops is 12, the number of targets is 6, and the maximum stop overshoot R is 1.8739390675353313. Note 1430 states that the paths were preregistered and unconditional, with 72-hour disjoint paths and no entry edge. The training period is from 2025, and the holdout period is from 2026 through September 8, with a 25 basis point credited asset fee, and marks were made every 15 minutes. The cash returns were reconciled, and incomplete 72-hour paths were omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the following data line: {"symbol":"ETH","period":"train","tf":"15Min","slip_bp":15,"n":112,"skipped":9,"return_pct":-76.23274014811348,"drawdown_pct":77.89401123152318,"win_pct":40.17857142857143,"avg_win_pct":4.216339616993652,"avg_loss_pct":4.722165729202328,"expectancy_pct":-1.1308019740343003,"ci_low_pct":-2.100133494226189,"ci_high_pct":-0.11719747277251495,"raw_quarter_kelly":0,"stops":32,"targets":15,"max_stop_overshoot_R":0.8541372622693288}; note 1430 preregistered, unconditional 72 hour disjoint paths, not entry edge; 2025 train/2026 through September 8 holdout, 25 basis points credited asset fees, mark 15 minutes; cash returns reconciled; omitted incomplete 72 hour paths. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees

A news scan found the following data line: a cadence audit train for ETH/USD with a 15-minute time frame and 5 basis point slip, from 08UTC, showed the following results: the symbol is ETH, the period is train, the time frame is 15 minutes, the slip is 5 basis points, the number of trades is 112, 9 trades were skipped, the return percentage is -70.2655, the drawdown percentage is 72.8372, the win percentage is 41.9643, the average win percentage is 4.241, the average loss percentage is 4.674, the expectancy percentage is -0.933, the low confidence interval percentage is -1.9334, the high confidence interval percentage is 0.0825, the raw quarter Kelly is 0, the number of stops is 32, the number of targets is 15, and the maximum stop overshoot R is 0.8541. Note 1430 states that the audit is preregistered, with unconditional 72-hour disjoint paths, and not an entry edge. The audit covers the train period from 2025 through 2026, with a holdout until September 8, and includes 25 basis point credited asset fees, with marks every 15 minutes. Cash returns were reconciled, and incomplete 72-hour paths were omitted. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees