Notes

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Hour","period":"train","threshold":40,"trend_filter":true,"slip_bp":5,"return_pct":-23.49450244882479,"drawdown_pct":33.18417361883033,"n":10,"win_pct":30,"avg_win_pct":2.023769735620834,"avg_loss_pct":4.533861608464953,"expectancy_pct":-2.566572205239217,"ci_low_pct":-5.067280409213783,"ci_high_pct":-0.22139718122978483,"quarter_kelly":0,"held_missing":6},{"symbol":"SOL","tf":"1Hour","period":"train","threshold":40,"trend_filter":true,"slip_bp":15,"return_pct":-25.009414424463188,"drawdown_pct":34.44162587458515,"n":10,"win_pct":30,"avg_win_pct":1.8199258871152024,"avg_loss_pct":4.7246032866261265,"expectancy_pct":-2.761244534503727,"ci_low_pct":-5.208480232780349,"ci_high_pct":-0.43749094901346947,"quarter_kelly":0,"held_missing":6}] https://runway.adityaperswal.workers.dev/data/crypto-bars

Retrieved Sep9 2026; issuer SEC primary statement of actual release on 2022-02-22. Historical actual-date calendar; advance notice not fully verified. SEC reportDate=2022-02-22 filingDate=2022-02-22. All returns decimal unless stated: {"symbol":"CBRL","date":"2022-02-22","url":"https://www.sec.gov/Archives/edgar/data/1067294/000110465922025381/tm227287d1_8k.htm","evidence":"On February 22, 2022, Cracker Barrel Old Country Store, Inc. (the “Company”) issued a press release (the “Press Release”) announcing the Company’s fiscal 2022 second quarter results of operations and projected outlook of certain items for the remainder of fiscal 2022. A copy of the Press Release is furnished herewith ","preannounced":false,"entry_date":"2022-02-14","exit_date":"2022-02-18","entry":104.47,"exit":110.14,"split":"train","trend":true,"momentum":false,"market_trend":false,"prior_mom20":-0.04292952556425611,"prior_vol":0.3455301568068714,"adr":3.5060000000000002,"atr":3.3683364918742758,"spy_return":-0.012925515208620286,"mae":-0.00009572125969181666,"mfe":0.06882358571838809,"net_0.001":0.05006527998545107,"net_0.003":0.04587339006967106,"exit_1.5":{"reason":"target","ambiguous":false,"net":0.046146841361208946},"exit_2.0":{"reason":"target","ambiguous":false,"net":0.06285979247628526}}. Prices https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CBRL&timeframe=1Day&feed=sip&adjustment=all . Fees10bps/slip10bps eachside; stress30bps slippage. Daily ADR exit diagnostics assume continuous touch and gap-open fill; not venue15min fills. https://www.sec.gov/Archives/edgar/data/1067294/000110465922025381/tm227287d1_8k.htm

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Hour","period":"train","threshold":35,"trend_filter":false,"slip_bp":5,"return_pct":24.363558260883636,"drawdown_pct":17.750321704265126,"n":13,"win_pct":53.84615384615385,"avg_win_pct":8.625140685983325,"avg_loss_pct":5.694370335125052,"expectancy_pct":2.0161355993179204,"ci_low_pct":-2.4134621144341004,"ci_high_pct":6.329075964399704,"quarter_kelly":0.058437759820959556,"held_missing":0},{"symbol":"SOL","tf":"1Hour","period":"train","threshold":35,"trend_filter":false,"slip_bp":15,"return_pct":21.171775269171007,"drawdown_pct":17.91465684896333,"n":13,"win_pct":53.84615384615385,"avg_win_pct":8.40810727524703,"avg_loss_pct":5.882793312794376,"expectancy_pct":1.8123070038433036,"ci_low_pct":-2.6037016977003926,"ci_high_pct":6.225763986506422,"quarter_kelly":0.053885700566006944,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

Retrieved Sep9 2026; issuer SEC primary statement of actual release on 2022-02-02. Historical actual-date calendar; advance notice not fully verified. SEC reportDate=2022-02-02 filingDate=2022-02-02. All returns decimal unless stated: {"symbol":"EAT","date":"2022-02-02","url":"https://www.sec.gov/Archives/edgar/data/703351/000070335122000012/eat-20220202.htm","evidence":"On February 2, 2022, Brinker International, Inc. (“Company”) issued a Press Release announcing its second quarter of fiscal 2022 results. A copy of the Press Release is attached hereto as Exhibit 99.1. SECTION 9 – FINANCIAL STATEMENTS AND EXHIBITS Item 9.01. Financial Statements and Exhibits. (d) Exhib","preannounced":false,"entry_date":"2022-01-26","exit_date":"2022-02-01","entry":35.06,"exit":34.73,"split":"train","trend":false,"momentum":false,"market_trend":false,"prior_mom20":-0.06318315115969064,"prior_vol":0.4655786419319191,"adr":1.55237,"atr":1.8040963571435724,"spy_return":0.027757680991655764,"mae":-0.13861950941243595,"mfe":0.02224757558471202,"net_0.001":-0.013366873251711708,"net_0.003":-0.017305540240727835,"exit_1.5":{"reason":"stop","ambiguous":false,"net":-0.04809277982076743},"exit_2.0":{"reason":"stop","ambiguous":false,"net":-0.04809277982076743}}. Prices https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EAT&timeframe=1Day&feed=sip&adjustment=all . Fees10bps/slip10bps eachside; stress30bps slippage. Daily ADR exit diagnostics assume continuous touch and gap-open fill; not venue15min fills. https://www.sec.gov/Archives/edgar/data/703351/000070335122000012/eat-20220202.htm

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Hour","period":"train","threshold":35,"trend_filter":true,"slip_bp":5,"return_pct":-13.395708142114188,"drawdown_pct":16.06265330416846,"n":4,"win_pct":25,"avg_win_pct":3.1278346885813733,"avg_loss_pct":5.576464787227895,"expectancy_pct":-3.400389918275578,"ci_low_pct":-8.10083687056304,"ci_high_pct":1.3000570340118833,"quarter_kelly":0,"held_missing":0},{"symbol":"SOL","tf":"1Hour","period":"train","threshold":35,"trend_filter":true,"slip_bp":15,"return_pct":-14.085779259704905,"drawdown_pct":16.564770071649892,"n":4,"win_pct":25,"avg_win_pct":2.9217849144409844,"avg_loss_pct":5.765123340593999,"expectancy_pct":-3.5933962768352528,"ci_low_pct":-8.284451719683943,"ci_high_pct":1.0976591660134363,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Day","period":"oos","threshold":15,"trend_filter":false,"slip_bp":5,"return_pct":-8.15772934244653,"drawdown_pct":28.29017233179164,"n":24,"win_pct":62.5,"avg_win_pct":3.345833350618541,"avg_loss_pct":6.013525941649673,"expectancy_pct":-0.16392638398203863,"ci_low_pct":-2.6625426875713423,"ci_high_pct":2.1359518973765916,"quarter_kelly":0,"held_missing":0},{"symbol":"SOL","tf":"1Day","period":"oos","threshold":15,"trend_filter":false,"slip_bp":15,"return_pct":-12.462033306349781,"drawdown_pct":28.790317657210363,"n":24,"win_pct":62.5,"avg_win_pct":3.1393480143895274,"avg_loss_pct":6.201311245301707,"expectancy_pct":-0.3633992079946862,"ci_low_pct":-2.7665771650842688,"ci_high_pct":1.8500527928837007,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Day","period":"oos","threshold":15,"trend_filter":true,"slip_bp":5,"return_pct":-4.870427546728038,"drawdown_pct":4.870427546728029,"n":1,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":4.870427546728036,"expectancy_pct":-4.870427546728036,"ci_low_pct":-4.870427546728036,"ci_high_pct":-4.870427546728036,"quarter_kelly":0,"held_missing":0},{"symbol":"SOL","tf":"1Day","period":"oos","threshold":15,"trend_filter":true,"slip_bp":15,"return_pct":-5.0604967649682635,"drawdown_pct":5.060496764968281,"n":1,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":5.060496764968256,"expectancy_pct":-5.060496764968256,"ci_low_pct":-5.060496764968256,"ci_high_pct":-5.060496764968256,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Day","period":"oos","threshold":10,"trend_filter":false,"slip_bp":5,"return_pct":14.101695393105802,"drawdown_pct":22.109623406678647,"n":20,"win_pct":60,"avg_win_pct":4.6302834860288495,"avg_loss_pct":4.85157244207279,"expectancy_pct":0.8375411147881938,"ci_low_pct":-1.781148348858501,"ci_high_pct":3.3112369728750686,"quarter_kelly":0.04522083352538467,"held_missing":0},{"symbol":"SOL","tf":"1Day","period":"oos","threshold":10,"trend_filter":false,"slip_bp":15,"return_pct":9.627699172530797,"drawdown_pct":22.420562956217704,"n":20,"win_pct":55.00000000000001,"avg_win_pct":4.82471320712758,"avg_loss_pct":4.483388686016236,"expectancy_pct":0.6360673552128638,"ci_low_pct":-2.0212936401344415,"ci_high_pct":3.1406970035274373,"quarter_kelly":0.03295881682009599,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Day","period":"oos","threshold":10,"trend_filter":true,"slip_bp":5,"return_pct":-3.445115910082066,"drawdown_pct":3.445115910082064,"n":1,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":3.4451159100820625,"expectancy_pct":-3.4451159100820625,"ci_low_pct":-3.4451159100820625,"ci_high_pct":-3.4451159100820625,"quarter_kelly":0,"held_missing":0},{"symbol":"SOL","tf":"1Day","period":"oos","threshold":10,"trend_filter":true,"slip_bp":15,"return_pct":-3.638032905953807,"drawdown_pct":3.6380329059538252,"n":1,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":3.638032905953801,"expectancy_pct":-3.638032905953801,"ci_low_pct":-3.638032905953801,"ci_high_pct":-3.638032905953801,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Day","period":"oos","threshold":5,"trend_filter":false,"slip_bp":5,"return_pct":9.870887472864823,"drawdown_pct":14.90610928345495,"n":11,"win_pct":81.81818181818183,"avg_win_pct":3.8311561918844466,"avg_loss_pct":11.226991068257105,"expectancy_pct":1.0933112354950731,"ci_low_pct":-2.9550154508503175,"ci_high_pct":4.646220949025103,"quarter_kelly":0.07134342615755523,"held_missing":0},{"symbol":"SOL","tf":"1Day","period":"oos","threshold":5,"trend_filter":false,"slip_bp":15,"return_pct":7.480120225127053,"drawdown_pct":15.330601962152546,"n":11,"win_pct":72.72727272727273,"avg_win_pct":4.090671998866718,"avg_loss_pct":7.640261693787533,"expectancy_pct":0.8913264463246494,"ci_low_pct":-3.3423702183101147,"ci_high_pct":4.542355067021197,"quarter_kelly":0.05447310653185977,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Day","period":"oos","threshold":5,"trend_filter":true,"slip_bp":5,"return_pct":0,"drawdown_pct":0,"n":0,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":0,"expectancy_pct":null,"ci_low_pct":null,"ci_high_pct":null,"quarter_kelly":0,"held_missing":0},{"symbol":"SOL","tf":"1Day","period":"oos","threshold":5,"trend_filter":true,"slip_bp":15,"return_pct":0,"drawdown_pct":0,"n":0,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":0,"expectancy_pct":null,"ci_low_pct":null,"ci_high_pct":null,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Day","period":"train","threshold":15,"trend_filter":false,"slip_bp":5,"return_pct":-4.387078782738882,"drawdown_pct":31.93833123557839,"n":35,"win_pct":60,"avg_win_pct":4.6435412983096835,"avg_loss_pct":6.770527935192476,"expectancy_pct":0.07791360490881945,"ci_low_pct":-2.0811118478049844,"ci_high_pct":2.128346943922979,"quarter_kelly":0.004194729835674205,"held_missing":0},{"symbol":"SOL","tf":"1Day","period":"train","threshold":15,"trend_filter":false,"slip_bp":15,"return_pct":-10.851109914338764,"drawdown_pct":34.86811982829116,"n":35,"win_pct":60,"avg_win_pct":4.434463137065679,"avg_loss_pct":6.956800746215679,"expectancy_pct":-0.12204241624686346,"ci_low_pct":-2.3097438077436525,"ci_high_pct":1.9241045260526681,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Day","period":"train","threshold":15,"trend_filter":true,"slip_bp":5,"return_pct":-20.970558099399994,"drawdown_pct":32.66230726284876,"n":11,"win_pct":45.45454545454545,"avg_win_pct":5.208799770957157,"avg_loss_pct":7.7588811452617215,"expectancy_pct":-1.864480728798595,"ci_low_pct":-6.016114695061245,"ci_high_pct":2.244381627264947,"quarter_kelly":0,"held_missing":0},{"symbol":"SOL","tf":"1Day","period":"train","threshold":15,"trend_filter":true,"slip_bp":15,"return_pct":-22.690222021743494,"drawdown_pct":34.061589803070234,"n":11,"win_pct":45.45454545454545,"avg_win_pct":4.998592221309214,"avg_loss_pct":7.943179223116909,"expectancy_pct":-2.060555839286853,"ci_low_pct":-6.208270644384502,"ci_high_pct":1.9783546123733189,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Day","period":"train","threshold":10,"trend_filter":false,"slip_bp":5,"return_pct":10.627800083584575,"drawdown_pct":25.767146520857676,"n":28,"win_pct":60.71428571428571,"avg_win_pct":4.571514037528422,"avg_loss_pct":5.659887203030204,"expectancy_pct":0.5520349787375333,"ci_low_pct":-1.730987862904302,"ci_high_pct":2.9126162864147225,"quarter_kelly":0.03018884849777194,"held_missing":0},{"symbol":"SOL","tf":"1Day","period":"train","threshold":10,"trend_filter":false,"slip_bp":15,"return_pct":4.602908150568936,"drawdown_pct":26.945422111796237,"n":28,"win_pct":60.71428571428571,"avg_win_pct":4.36257978700319,"avg_loss_pct":5.848379078117967,"expectancy_pct":0.35113166141987895,"ci_low_pct":-1.9415293094064725,"ci_high_pct":2.570102404140114,"quarter_kelly":0.020121790234413267,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Day","period":"train","threshold":10,"trend_filter":true,"slip_bp":5,"return_pct":-18.19790734435226,"drawdown_pct":31.167058558669602,"n":7,"win_pct":42.857142857142854,"avg_win_pct":5.039082479021411,"avg_loss_pct":8.212296600035666,"expectancy_pct":-2.5331341375826337,"ci_low_pct":-8.079554176448886,"ci_high_pct":3.230305721982258,"quarter_kelly":0,"held_missing":0},{"symbol":"SOL","tf":"1Day","period":"train","threshold":10,"trend_filter":true,"slip_bp":15,"return_pct":-19.33515854012117,"drawdown_pct":31.988118532895427,"n":7,"win_pct":42.857142857142854,"avg_win_pct":4.829214025115934,"avg_loss_pct":8.395688752227528,"expectancy_pct":-2.7278732762231868,"ci_low_pct":-8.250621015384507,"ci_high_pct":2.6507028876646688,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Day","period":"train","threshold":5,"trend_filter":false,"slip_bp":5,"return_pct":-2.9251614449676566,"drawdown_pct":19.092018634946196,"n":16,"win_pct":50,"avg_win_pct":4.878078180934904,"avg_loss_pct":4.816548236955302,"expectancy_pct":0.030764971989801458,"ci_low_pct":-3.1477082566553904,"ci_high_pct":3.3301566689940243,"quarter_kelly":0.0015766953115901733,"held_missing":0},{"symbol":"SOL","tf":"1Day","period":"train","threshold":5,"trend_filter":false,"slip_bp":15,"return_pct":-5.982383164457914,"drawdown_pct":19.4956298160599,"n":16,"win_pct":50,"avg_win_pct":4.668531414179705,"avg_loss_pct":5.006725106244763,"expectancy_pct":-0.16909684603252867,"ci_low_pct":-3.263532985800853,"ci_high_pct":3.236254644585754,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Day","period":"train","threshold":5,"trend_filter":true,"slip_bp":5,"return_pct":-15.361885285516221,"drawdown_pct":19.61686419897174,"n":4,"win_pct":25,"avg_win_pct":4.416389462797731,"avg_loss_pct":6.6101927282808965,"expectancy_pct":-3.8535471805112387,"ci_low_pct":-9.88749712064527,"ci_high_pct":2.1284071622933616,"quarter_kelly":0,"held_missing":0},{"symbol":"SOL","tf":"1Day","period":"train","threshold":5,"trend_filter":true,"slip_bp":15,"return_pct":-16.036289719278386,"drawdown_pct":20.01785717685727,"n":4,"win_pct":25,"avg_win_pct":4.207765151714996,"avg_loss_pct":6.796785889607886,"expectancy_pct":-4.045648129277165,"ci_low_pct":-10.067542216342115,"ci_high_pct":1.924354247843541,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"ETH","tf":"1Hour","period":"oos","threshold":45,"trend_filter":false,"slip_bp":5,"return_pct":-48.8913097357747,"drawdown_pct":55.14951767410654,"n":50,"win_pct":60,"avg_win_pct":1.15806156579439,"avg_loss_pct":4.818912533243362,"expectancy_pct":-1.2327280738207116,"ci_low_pct":-2.555765916025423,"ci_high_pct":-0.14086416927466633,"quarter_kelly":0,"held_missing":0},{"symbol":"ETH","tf":"1Hour","period":"oos","threshold":45,"trend_filter":false,"slip_bp":15,"return_pct":-53.75494967200686,"drawdown_pct":58.18379397639648,"n":50,"win_pct":54,"avg_win_pct":1.0708966456941371,"avg_loss_pct":4.365977428253112,"expectancy_pct":-1.4300654283215977,"ci_low_pct":-2.725611407417706,"ci_high_pct":-0.319060446611972,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"ETH","tf":"1Hour","period":"oos","threshold":45,"trend_filter":true,"slip_bp":5,"return_pct":-2.580772600149089,"drawdown_pct":10.06941839987283,"n":11,"win_pct":63.63636363636363,"avg_win_pct":0.7199616566523298,"avg_loss_pct":1.8560768441283995,"expectancy_pct":-0.2167796163588445,"ci_low_pct":-1.5431233022990916,"ci_high_pct":0.6922618786673367,"quarter_kelly":0,"held_missing":0},{"symbol":"ETH","tf":"1Hour","period":"oos","threshold":45,"trend_filter":true,"slip_bp":15,"return_pct":-4.700594361168328,"drawdown_pct":10.249100016217971,"n":11,"win_pct":54.54545454545454,"avg_win_pct":0.6354944679816993,"avg_loss_pct":1.678116408320695,"expectancy_pct":-0.41614683942847996,"ci_low_pct":-1.7444917533767363,"ci_high_pct":0.4836586709932259,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"ETH","tf":"1Hour","period":"oos","threshold":40,"trend_filter":false,"slip_bp":5,"return_pct":-31.971679232634344,"drawdown_pct":39.10741562120014,"n":22,"win_pct":59.09090909090909,"avg_win_pct":2.514712126538202,"avg_loss_pct":7.342850533037478,"expectancy_pct":-1.5179271432882129,"ci_low_pct":-4.327965135321372,"ci_high_pct":0.8803437686813917,"quarter_kelly":0,"held_missing":0},{"symbol":"ETH","tf":"1Hour","period":"oos","threshold":40,"trend_filter":false,"slip_bp":15,"return_pct":-34.90003232452666,"drawdown_pct":39.699411421069186,"n":22,"win_pct":59.09090909090909,"avg_win_pct":2.30988737341967,"avg_loss_pct":7.527979841509926,"expectancy_pct":-1.7146946690515283,"ci_low_pct":-4.535143642256743,"ci_high_pct":0.7147021703083182,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"ETH","tf":"1Hour","period":"oos","threshold":40,"trend_filter":true,"slip_bp":5,"return_pct":4.486466148934809,"drawdown_pct":5.6645663087276255,"n":5,"win_pct":80,"avg_win_pct":1.895584030087242,"avg_loss_pct":3.0733323098522227,"expectancy_pct":0.9018007620993487,"ci_low_pct":-1.1393301515380472,"ci_high_pct":2.06476940466497,"quarter_kelly":0.11893442176470606,"held_missing":0},{"symbol":"ETH","tf":"1Hour","period":"oos","threshold":40,"trend_filter":true,"slip_bp":15,"return_pct":3.446807319115635,"drawdown_pct":5.853048834945862,"n":5,"win_pct":80,"avg_win_pct":1.6919962970692672,"avg_loss_pct":3.2669921306565675,"expectancy_pct":0.7001986115241005,"ci_low_pct":-1.3190968895095916,"ci_high_pct":1.8604444751059945,"quarter_kelly":0.10345746807143213,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"ETH","tf":"1Hour","period":"oos","threshold":35,"trend_filter":false,"slip_bp":5,"return_pct":-11.355135803173368,"drawdown_pct":19.90898588081581,"n":11,"win_pct":63.63636363636363,"avg_win_pct":3.43615757965262,"avg_loss_pct":8.350721050524866,"expectancy_pct":-0.8499801040482846,"ci_low_pct":-5.095449324493774,"ci_high_pct":2.8671235880185346,"quarter_kelly":0,"held_missing":0},{"symbol":"ETH","tf":"1Hour","period":"oos","threshold":35,"trend_filter":false,"slip_bp":15,"return_pct":-13.284029278747411,"drawdown_pct":20.89141282975896,"n":11,"win_pct":63.63636363636363,"avg_win_pct":3.2294917752982997,"avg_loss_pct":8.533836630180858,"expectancy_pct":-1.0480821903304847,"ci_low_pct":-5.145616505109691,"ci_high_pct":2.6106157548151727,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"ETH","tf":"1Hour","period":"oos","threshold":35,"trend_filter":true,"slip_bp":5,"return_pct":0,"drawdown_pct":0,"n":0,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":0,"expectancy_pct":null,"ci_low_pct":null,"ci_high_pct":null,"quarter_kelly":0,"held_missing":0},{"symbol":"ETH","tf":"1Hour","period":"oos","threshold":35,"trend_filter":true,"slip_bp":15,"return_pct":0,"drawdown_pct":0,"n":0,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":0,"expectancy_pct":null,"ci_low_pct":null,"ci_high_pct":null,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"ETH","tf":"1Hour","period":"train","threshold":45,"trend_filter":false,"slip_bp":5,"return_pct":-31.914609168880066,"drawdown_pct":46.408414986481425,"n":80,"win_pct":67.5,"avg_win_pct":2.818140049672439,"avg_loss_pct":6.818316791519704,"expectancy_pct":-0.31370842371500707,"ci_low_pct":-1.5579584478312858,"ci_high_pct":0.8652078652852035,"quarter_kelly":0,"held_missing":0},{"symbol":"ETH","tf":"1Hour","period":"train","threshold":45,"trend_filter":false,"slip_bp":15,"return_pct":-41.9814671404852,"drawdown_pct":53.14662111555604,"n":80,"win_pct":66.25,"avg_win_pct":2.665554864773651,"avg_loss_pct":6.7520357943743035,"expectancy_pct":-0.512881982688783,"ci_low_pct":-1.7455305840678015,"ci_high_pct":0.6556854764959404,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"ETH","tf":"1Hour","period":"train","threshold":45,"trend_filter":true,"slip_bp":5,"return_pct":-23.182713263285976,"drawdown_pct":29.584889411924074,"n":30,"win_pct":63.33333333333333,"avg_win_pct":1.958685873740438,"avg_loss_pct":5.452974284695071,"expectancy_pct":-0.7589228510192487,"ci_low_pct":-2.482829982627537,"ci_high_pct":0.7891224096475188,"quarter_kelly":0,"held_missing":0},{"symbol":"ETH","tf":"1Hour","period":"train","threshold":45,"trend_filter":true,"slip_bp":15,"return_pct":-27.656208487544404,"drawdown_pct":32.61598446881443,"n":30,"win_pct":60,"avg_win_pct":1.862921584399414,"avg_loss_pct":5.187399551627228,"expectancy_pct":-0.9572068700112432,"ci_low_pct":-2.691737506109095,"ci_high_pct":0.5648513975432973,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars