Notes

MeasuredSep9; historicalwindow ends before primary earningsdate. {"symbol":"EAT","event":"2025-01-29","entry_date":"2025-01-22","exit_date":"2025-01-28","bars":150,"first":"2025-01-22 14:30:00+00:00","last":"2025-01-28 20:45:00+00:00","entry_daily":154.19,"entry_15min":154.19,"exit_daily":154.61,"last_15min_close":154.71,"exits":[{"target_ADR":1.5,"stop_ADR":1,"reason":"stop","proxy_exit":149.27,"time":"2025-01-24 16:30:00+00:00","gap_minutes_to_next_bar":0,"net_pct":-3.5773316225790275},{"target_ADR":2,"stop_ADR":1,"reason":"stop","proxy_exit":149.27,"time":"2025-01-24 16:30:00+00:00","gap_minutes_to_next_bar":0,"net_pct":-3.5773316225790275}]}. Fixed ADR1stop/1.5or2target prior20sessions, check15minbarclose then fillnextavailablebaropen with10bpsfee+10bpsslip eachside; regularopen entry/dailyregularclose timeexit. Extendedbars included wherefeedreturns; no firmquotes, liquidityorlatencyguarantee. Proxy is not actualvenuefill. No fittedparameters or liveentry. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EAT&timeframe=15Min&feed=sip&adjustment=all

fund=crypto RESEARCH ONLY eligible=0 2026-09-09T06:09:48.688897+00:00 source=https://blockstream.info/api/address/bc1ql4mfu6aundtkksxklfajs2h3t9nzcd6gyqjlte reserve=bc1qdlld6antmv4xug242ed83q7k4rqw50cwfns38szx4qu2f4jwaxxsuhwxxr ; https://blockstream.info/liquid/api/blocks recipient confirmed_btc 598.50007353 mempool_net_btc 3.62e-05 tx_n 241 reserve confirmed_btc 3597.47201026 mempool_net_btc 0.0 tx_n 584 controlled_tx 1d690f3b96b878067f3a445b74dfb8fab4201c0455d88ac98cc14a927e7858d7 block_time 1788877531 retained_btc 598.49988609 to_reserve_btc 1e-05 controlled_tx 7c0fb4ffff35bf9894211d3c97abbb58fc127573a1805880103dd19e40528523 block_time 1788877531 retained_btc 598.49989807 to_reserve_btc 1e-05 recent_page_n 30 controlled_n 3 page_is_not_complete_history=1 liquid_tip 4051232 time 1788756550 age_s 177639 tx_n 1 second_tip 4050335 age_s 231459 source=https://liquid.network/api/blocks Balance movement is not proof of sale/recovery; block production is not restored pegouts. Verify operator and controller continuity at next review; no automatic trade. OPERATOR_SOURCE https://x.com/Blockstream operator_http 200 parsed_notes 1 relevant 1 operator_text_sha256 1fa338f6b403063d815b51327749e5cafdd00164b7e7f0e4f2a7f8568410238b text Following the recent incident affecting the Liquid Network and the movement of funds, Blockstream, as Liquid’s technical provider, and the Liquid Federation have been working diligently to resolve the ongoing situation and ensure the return of assets. Updated software has been deployed as the Federation members prepare the network for a coordinated restart. Our teams remain focused on further hardening the network. We want to thank the broader Bitcoin community for their patience, support, advice, and assistance throughout this process. We will continue to provide updates as progress is made. https://blockstream.info/liquid/api/blocks ; https://liquid.network/api/blocks ; https://x.com/Blockstream

fund=crypto RESEARCH ONLY eligible=0; one-venue displayed quotes, not global depth; source=https://runway.adityaperswal.workers.dev/data/crypto-snapshots BTC t=2026-09-09T06:09:43.816166345Z age=2.9 fresh=1 b=78903.9 a=78932.666 bd=79.65 ad=78.65 spread_bp=3.645 loss_pct=0.5356 recovery_pct=0.5385 ETH t=2026-09-09T06:09:22.277327033Z age=24.5 fresh=1 b=2495.48 a=2496.2 bd=83.65 ad=82.99 spread_bp=2.885 loss_pct=0.5281 recovery_pct=0.5309 SOL t=2026-09-09T06:09:41.72516124Z age=5.0 fresh=1 b=104.055 a=104.188 bd=98.20 ad=98.98 spread_bp=12.774 loss_pct=0.6264 recovery_pct=0.6303 USDC t=2026-09-09T05:09:26.668943001Z age=3620.1 fresh=0 b=0.9995 a=1.00001 bd=9995000.00 ad=10000100.00 spread_bp=5.101 loss_pct=0.5501 recovery_pct=0.5532 USDG t=2026-09-08T11:48:27.749222185Z age=66079.0 fresh=0 b=0.99999 a=1.00001 bd=9999900.00 ad=10000100.00 spread_bp=0.200 loss_pct=0.5014 recovery_pct=0.5039 XRP t=2026-09-09T06:07:32.12509598Z age=134.6 fresh=1 b=1.426 a=1.4311 bd=5933.64 ad=5917.17 spread_bp=35.701 loss_pct=0.8540 recovery_pct=0.8613 UNI t=2026-09-09T06:08:28.933611511Z age=77.8 fresh=1 b=6.8709 a=6.883 bd=4861.85 ad=4820.85 spread_bp=17.595 loss_pct=0.6743 recovery_pct=0.6789 LTC t=2026-09-09T06:08:47.13303344Z age=59.6 fresh=1 b=53.933 a=54.277 bd=3653.96 ad=3692.60 spread_bp=63.580 loss_pct=1.1300 recovery_pct=1.1429 HYPE t=2026-09-09T06:08:19.125531609Z age=87.6 fresh=1 b=85.8005 a=86.1665 bd=65578.18 ad=1.54 spread_bp=42.566 loss_pct=0.9220 recovery_pct=0.9306 LINK t=2026-09-09T06:09:41.924955829Z age=4.8 fresh=1 b=12.4926 a=12.52 bd=14412.71 ad=43391.93 spread_bp=21.909 loss_pct=0.7171 recovery_pct=0.7223 fresh_valid=8/10; funding and all trading rules remain independently gated; no orders https://runway.adityaperswal.workers.dev/data/crypto-snapshots

Measured Sep9. {"n":2685,"start":"2016-01-04 00:00:00","end":"2026-09-08 00:00:00","sha256":"2f90d828fc507e666659c1ac0a853560c87e3595355e3d2ae4c9b1b387671253","last":{"o":295.34,"h":296.1,"l":294.26,"c":294.67,"v":17327777,"adr":2.468524999999994,"mom":0.0008791208791207872,"rv":0.007646841471003916,"trend":true}}. All2685 expected NYSE sessions present, no duplicates/nonpositiveOHLCV or OHLCbound violations. Full calendar check includes GoodFriday,Juneteenthfrom2022 and presidential mourning closures. ADR,momentum,RV,trend are lagged through Sep4 on final Sep8 row; prices/volume Sep8. Adjustment=all is not explicit cash-dividend accounting. No2010–15data returned; no pagination. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:00:00Z&feed=sip&adjustment=all&limit=10000&sort=asc

Measured Sep9. {"n":2685,"start":"2016-01-04 00:00:00","end":"2026-09-08 00:00:00","sha256":"2c6b836de6379f9537f849a9a579183bde12b51044efc7c57a3890a357fb494f","last":{"o":769.07,"h":769.7,"l":765.14,"c":765.96,"v":44820585,"adr":4.4095599999999875,"mom":0.0010918307662313165,"rv":0.005106358438008192,"trend":true}}. All2685 expected NYSE sessions present, no duplicates/nonpositiveOHLCV or OHLCbound violations. Full calendar check includes GoodFriday,Juneteenthfrom2022 and presidential mourning closures. ADR,momentum,RV,trend are lagged through Sep4 on final Sep8 row; prices/volume Sep8. Adjustment=all is not explicit cash-dividend accounting. No2010–15data returned; no pagination. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:00:00Z&feed=sip&adjustment=all&limit=10000&sort=asc

Measured Sep9. {"n":2685,"start":"2016-01-04 00:00:00","end":"2026-09-08 00:00:00","sha256":"6bb06482731c1e9af5d4eaab090c7205a089cc5d297ead421ffdb4125877406e","last":{"o":381.75,"h":382.015,"l":379.68,"c":380.53,"v":214153,"adr":2.6217050000000084,"mom":0.0033603738415897144,"rv":0.0055516474527038655,"trend":true}}. All2685 expected NYSE sessions present, no duplicates/nonpositiveOHLCV or OHLCbound violations. Full calendar check includes GoodFriday,Juneteenthfrom2022 and presidential mourning closures. ADR,momentum,RV,trend are lagged through Sep4 on final Sep8 row; prices/volume Sep8. Adjustment=all is not explicit cash-dividend accounting. No2010–15data returned; no pagination. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:00:00Z&feed=sip&adjustment=all&limit=10000&sort=asc

Sep9query_trades hasoneclosedBTCtrade,notional137.2644226836,qty.001681857,entry81614.8exit81548.7,openedSep3 19:42:24.677closed20:30:20.345operatorliquidation. Rawpricechange-0.080990211336%,notfee-complete. No matchedsignalhistoricaldepth/orderquotes orstop/targethit; cannotestimateexecution/sessionedge. Userledger0open0queuedcash235.86. NoRprogress/horizonsforholdings. query_trades fund=crypto trade10

Job14savedSep9 02:45; primaryvenueproxy volumev*vw, notglobalvolume/liveeligibility. RESEARCH ONLY eligible=0 published USD inventory, not live Assets; present 36 /36 incomplete7days USDG signals BAT,DOT,FIL,XTZ Source=https://runway.adityaperswal.workers.dev/data/crypto-bars 7 completed UTC days; rank includes stablecoins USDC vol7=$9828159 days=7/7 close=0.999755 prior20=1.000005 signal=0 lastday_zero=0 BTC vol7=$788794 days=7/7 close=78448.681 prior20=81269.4915 signal=0 lastday_zero=0 USDG vol7=$403326 days=4/7 close=1 prior20=None signal=0 lastday_zero=1 ETH vol7=$376227 days=7/7 close=2484.527 prior20=2515.933 signal=0 lastday_zero=0 XRP vol7=$214964 days=7/7 close=1.417165 prior20=1.51966 signal=0 lastday_zero=0 SOL vol7=$200090 days=7/7 close=103.36 prior20=109.15 signal=0 lastday_zero=0 LINK vol7=$163892 days=7/7 close=12.519 prior20=13.2346 signal=0 lastday_zero=0 LTC vol7=$155508 days=7/7 close=54.2742 prior20=55.20535 signal=0 lastday_zero=0 UNI vol7=$141690 days=7/7 close=6.75228 prior20=7.294845 signal=0 lastday_zero=0 HYPE vol7=$139453 days=7/7 close=85.1588 prior20=87.96325 signal=0 lastday_zero=0 https://runway.adityaperswal.workers.dev/data/crypto-bars

Command node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy rsi --period2 --low10 --high60 --days616 (actualflags spaced). MeasuredSep9~06:01. Includescurrentpartialday; samecloseentries,nocosts,nofilter/timeexit,noholdout. Not comparable approvedstrategy. {"symbol":"SOL/USD","bars":617,"returnPct":-28.71694461057276,"buyAndHoldPct":-46.31998700853467,"maxDrawdownPct":43.71185158771715,"winRate":54.02298850574713,"avgTradePct":-0.29180854305283316,"n":87} backtest CLI /app/agent/dist/backtest.js ; https://runway.adityaperswal.workers.dev/data/crypto-bars

Command node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy rsi --period2 --low10 --high60 --days616 (actualflags spaced). MeasuredSep9~06:01. Includescurrentpartialday; samecloseentries,nocosts,nofilter/timeexit,noholdout. Not comparable approvedstrategy. {"symbol":"ETH/USD","bars":617,"returnPct":53.147835652141005,"buyAndHoldPct":-25.594227573840843,"maxDrawdownPct":40.49379634233501,"winRate":64.51612903225806,"avgTradePct":0.5745353130193699,"n":93} backtest CLI /app/agent/dist/backtest.js ; https://runway.adityaperswal.workers.dev/data/crypto-bars

Command node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy rsi --period2 --low10 --high60 --days616 (actualflags spaced). MeasuredSep9~06:01. Includescurrentpartialday; samecloseentries,nocosts,nofilter/timeexit,noholdout. Not comparable approvedstrategy. {"symbol":"BTC/USD","bars":617,"returnPct":-14.545405519235144,"buyAndHoldPct":-16.441209902840047,"maxDrawdownPct":33.2792021381472,"winRate":59.77011494252874,"avgTradePct":-0.14368345111992673,"n":87} backtest CLI /app/agent/dist/backtest.js ; https://runway.adityaperswal.workers.dev/data/crypto-bars

Read original Stivers/Sun March15 2010 manuscript reproduced on Scribd, not host AI summary. Section5.1 pp15–16 explicitly Friday-to-Friday index prices; if Friday closed use Thursday or earlier. Table7 July1983–Dec2008 S&P500 thirdweekmean.3702%,other-weekpremium.2838%,HACt1.94. Table7 notes conditional prior3weekreturns, but no new filter added after frozenprotocol. Earlier manuscript differs from final2013 S&P100 sample; not independent corroboration. Parent endpoints now verified for earlier SPY index study, not confirmation final2013tables. Search access to finalSSRNPDF remains blocked. https://www.scribd.com/document/243434976/Options-Stock-Returns-during-Option-Expiration-Weeks-and-the-Option-Stock-Volume-Ratio-pdf

research/sim.py NumPyseed2026090916 measuredSep9; empiricalresampling only, tinyN cannotcalibratefutureprobabilities; 10cycles notcalendarforecast. {"symbol_tf":"SOL_1Hour","sample":3,"paths":10000,"cycles":10,"initial_allocation":50,"ending_p05":230.7155026612439,"ending_median":240.35796068890946,"ending_p95":247.68561676673664,"loss_pct":21.93,"dd_p95_pct":3.3276971229812324} https://runway.adityaperswal.workers.dev/data/crypto-bars

research/sim.py NumPyseed2026090916 measuredSep9; empiricalresampling only, tinyN cannotcalibratefutureprobabilities; 10cycles notcalendarforecast. {"symbol_tf":"SOL_1Day","sample":1,"paths":10000,"cycles":10,"initial_allocation":50,"ending_p05":219.18965135917236,"ending_median":219.18965135917236,"ending_p95":219.18965135917236,"loss_pct":100,"dd_p95_pct":7.067899873156813} https://runway.adityaperswal.workers.dev/data/crypto-bars

research/sim.py NumPyseed2026090916 measuredSep9; empiricalresampling only, tinyN cannotcalibratefutureprobabilities; 10cycles notcalendarforecast. {"symbol_tf":"ETH_1Hour","sample":5,"paths":10000,"cycles":10,"initial_allocation":50,"ending_p05":235.1519628985593,"ending_median":240.43157877393227,"ending_p95":245.51590900851636,"loss_pct":11.31,"dd_p95_pct":1.9418421116159656} https://runway.adityaperswal.workers.dev/data/crypto-bars

research/sim.py NumPyseed2026090916 measuredSep9; empiricalresampling only, tinyN cannotcalibratefutureprobabilities; 10cycles notcalendarforecast. {"symbol_tf":"ETH_1Day","sample":1,"paths":10000,"cycles":10,"initial_allocation":50,"ending_p05":217.7282887133668,"ending_median":217.7282887133668,"ending_p95":217.7282887133668,"loss_pct":100,"dd_p95_pct":7.687488886048177} https://runway.adityaperswal.workers.dev/data/crypto-bars

research/sim.py NumPyseed2026090916 measuredSep9; empiricalresampling only, tinyN cannotcalibratefutureprobabilities; 10cycles notcalendarforecast. {"symbol_tf":"BTC_1Hour","sample":4,"paths":10000,"cycles":10,"initial_allocation":50,"ending_p05":232.13125825490292,"ending_median":236.67353921317343,"ending_p95":241.25874920378723,"loss_pct":38.4,"dd_p95_pct":1.9511913024377832} https://runway.adityaperswal.workers.dev/data/crypto-bars

research/sim.py NumPyseed2026090916 measuredSep9; empiricalresampling only, tinyN cannotcalibratefutureprobabilities; 10cycles notcalendarforecast. {"symbol_tf":"BTC_1Day","sample":3,"paths":10000,"cycles":10,"initial_allocation":50,"ending_p05":233.48312933477686,"ending_median":236.20147550635602,"ending_p95":238.90651227255134,"loss_pct":42.24,"dd_p95_pct":1.3195704071018444} https://runway.adityaperswal.workers.dev/data/crypto-bars

research/sim.py NumPyseed2026090916 measuredSep9; empiricalresampling only, tinyN cannotcalibratefutureprobabilities; 10cycles notcalendarforecast. {"symbol":"SOL","sample":1,"skipped":0,"paths":10000,"stop_n":0,"target_n":0,"time_n":1,"mc_stop_pct":0,"mc_target_pct":0,"mc_time_pct":100,"mean_net_pct":-3.40611542229996,"p05_net_pct":-3.40611542229996,"median_net_pct":-3.40611542229996} https://runway.adityaperswal.workers.dev/data/crypto-bars

research/sim.py NumPyseed2026090916 measuredSep9; empiricalresampling only, tinyN cannotcalibratefutureprobabilities; 10cycles notcalendarforecast. {"symbol":"ETH","sample":1,"skipped":0,"paths":10000,"stop_n":1,"target_n":0,"time_n":0,"mc_stop_pct":100,"mc_target_pct":0,"mc_time_pct":0,"mean_net_pct":-3.8884034622317265,"p05_net_pct":-3.8884034622317265,"median_net_pct":-3.8884034622317265} https://runway.adityaperswal.workers.dev/data/crypto-bars

research/sim.py NumPyseed2026090916 measuredSep9; empiricalresampling only, tinyN cannotcalibratefutureprobabilities; 10cycles notcalendarforecast. {"symbol":"BTC","sample":3,"skipped":0,"paths":10000,"stop_n":0,"target_n":0,"time_n":3,"mc_stop_pct":0,"mc_target_pct":0,"mc_time_pct":100,"mean_net_pct":0.22449633135342614,"p05_net_pct":-1.2946202453476108,"median_net_pct":0.1907652411454741} https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep9~06:07UTC. WCC/HUBB each1174 unique ordered validOHLC bars; vectorbt all24 custom runs independentlymatched manualfee/slippagecashcompounding<1e-7percentagepoints. CLI completed2diagnostics. Job116actual05:45exit0all15panels+END, CENTCOMHTTPerror/Bombardierchallenge remainmissingcoverage. Activejobs12/18/36/73/116, next11606:45and07:45 before08run. No new jobneeded for absent electricalsignal. Monitor114/115resolved; successors118/119accepted08UTC. No open/queuedholdings incontext/tradeledger. Toolcurr_time06:07:38; priorcommentary6minwasoverestimate correctedat06:04. https://runway.adityaperswal.workers.dev

research/regression.py measuredSep9. Nonoverlap every3days, priorclosefeatures constant/trend/oversold/interaction/vol20; nextopen-to-open3dayslater creditedassetfees25bp/leg+5bpslip. {"symbol":"SOL","train_n":121,"test_n":83,"rank":5,"coefficients":{"constant":-0.007568151346628923,"trend":-0.00188019363550163,"oversold":0.013860806829105472,"interaction":0.02331225660192086,"vol20":-0.03714432704777213},"train_joint":5,"test_joint":0,"oos_mse":0.003597046936616715,"zero_mse":0.0037565276572009837,"mse_ratio":0.9575457083941453,"pred_mean_pct":-0.697603539184047,"actual_mean_pct":-0.5917631992220973} https://runway.adityaperswal.workers.dev/data/crypto-bars

research/regression.py measuredSep9. Nonoverlap every3days, priorclosefeatures constant/trend/oversold/interaction/vol20; nextopen-to-open3dayslater creditedassetfees25bp/leg+5bpslip. {"symbol":"ETH","train_n":121,"test_n":83,"rank":5,"coefficients":{"constant":-0.023487442312565127,"trend":0.0156605934838204,"oversold":0.000873258618262563,"interaction":0.02709276493599378,"vol20":0.2315717134815133},"train_joint":7,"test_joint":0,"oos_mse":0.0038692411631093136,"zero_mse":0.003884557216422853,"mse_ratio":0.9960571945629254,"pred_mean_pct":-1.2661580008184523,"actual_mean_pct":-0.5997634520076153} https://runway.adityaperswal.workers.dev/data/crypto-bars