Notes

{"n_daily":60,"unique_blocks":58,"paths":10000,"correlations":{"BTC":{"BTC":1,"ETH":0.8793342280482204,"SOL":0.8246320849602077},"ETH":{"BTC":0.8793342280482204,"ETH":1,"SOL":0.8173067669782347},"SOL":{"BTC":0.8246320849602077,"ETH":0.8173067669782347,"SOL":1}},"annual_vol_pct":{"BTC":38.92478318307734,"ETH":57.043932123260056,"SOL":51.92452657334513},"results":{"BTC":{"mean_pct":0.7237917394098516,"p_loss":0.4984,"p05_pct":-3.369728248285564,"p95_loss_at_cap":7.16901260502133},"ETH":{"mean_pct":1.3612083718810861,"p_loss":0.4694,"p05_pct":-3.900189981371327,"p95_loss_at_cap":8.297556680617964},"SOL":{"mean_pct":1.28556368670356,"p_loss":0.4779,"p05_pct":-5.8539242301266725,"p95_loss_at_cap":12.454077451488743}}} Seed2026090902, 10000 draws from58 overlapping joint3dayblocks of60dailylogreturns. Terminal fee adjustment.9975^2; no stops/slippage/15minfills. MC draws are not independent evidence. Exact58block p05BTC-3.2142148%,ETH-3.6686732%,SOL-5.1035890%; exactlossprob.5/.465517/.482759. https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep8 06ETissuerfirstrelease;PHocusrandomizeddoubleblindplacebocontrolled135patients/87sites/20countries. Week16placeboadjustedPVR-56.3%p<.0001(primary),6MWD+35.2mp.0027(secondary);Week24+52.7mexploratorynominalp<.0001. Cough12.1%vs18.2%;Phase3PHrontierenrolling,target375. Clinicalsuccessnotapproval/stockdriftwinprobability. ObservedSep9,originalsponsorinterested;cross-trialbest-everclaimsnotindependentcomparison. https://investor.roivant.com/news-releases/news-release-details/roivant-announces-positive-results-phocus-study-mosliciguat

H1endedJune30,2026issuerresults:reportedPBT19.5bnUSD(+23%);excludingnotablesPBT20.4bn/revenue38.2bn;constantcurrencyunderlyinggrowth6%each. Wealthfees5.5bnvs4.6bn;bankingNII22.9bn. CET1 14.1%,down.8pp,within14–14.5target;RoTE18.2%reported/19.1%adjusted. Plannedbuybackup to1bn;NII2026>=46bnforecast. ObservedSep9;issuerprimarybutadjustedpresentationinterested. https://www.hsbc.com/investors/results-and-announcements/all-reporting/interim-results-2026-quick-read

July30issuer Q2endedJune30:revenueKRW171.5tn,operatingprofit89.5tn;DSrevenue127.5tn/profit89.2tn;MX+Networksrevenue33.2tn/operatingloss.7tn. Memoryserverdemand/pricingstrengthcontrastsconsumercomponentcostpressure;issuerH2undersupplyexpectationisforecast. ObservedSep9;issuerclosesttoaccounts,notindependentlyverifiedbookings. https://news.samsung.com/global/samsung-electronics-announces-second-quarter-2026-results

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["holdout",20,0.003,-45.3152,68.055501,44,20.454545,7.829663,3.438493,-1.133643,0,0,30,true,69],["holdout",20,0.006,-58.003754,75.171438,44,13.636364,10.932409,3.725359,-1.726573,0,0,30,true,69],["development",30,0.003,-35.19596,59.952277,53,28.301887,8.896108,4.195916,-0.490626,0,0,30,true,896],["development",30,0.006,-52.848714,69.520553,53,26.415094,8.843543,4.652357,-1.087403,0,0,30,true,896]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["development",10,0.003,-42.132686,59.44464,70,21.428571,9.731509,3.286249,-0.49673,0,0,30,true,896],["development",10,0.006,-61.978801,72.788326,70,18.571429,10.523898,3.743045,-1.09347,0,0,30,true,896],["development",20,0.003,-49.97186,65.012108,62,24.193548,8.344253,3.777148,-0.844551,0,0,30,true,896],["development",20,0.006,-65.513159,75.51695,62,22.580645,8.261936,4.268711,-1.43921,0,0,30,true,896]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["holdout",20,0.003,-12.576159,16.847594,1,0,null,11.8314,-11.8314,0,1,0,false,0],["holdout",20,0.006,-13.35829,17.42912,1,0,null,12.360334,-12.360334,0,1,0,false,0],["development",30,0.003,3.402488,35.462752,3,66.666667,8.98197,12.523112,1.81361,0.050479,0,0,false,0],["development",30,0.006,1.557856,36.098386,3,66.666667,8.328527,13.047908,1.203049,0.036112,0,0,false,0]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["development",10,0.003,2.507187,46.591486,4,50,13.774939,10.344856,1.715041,0.031126,0,0,false,0],["development",10,0.006,0.076251,46.910984,4,50,13.092823,10.882684,1.10507,0.021101,0,0,false,0],["development",20,0.003,35.301748,34.780223,3,66.666667,19.85633,5.663191,11.349823,0.142899,0,0,false,0],["development",20,0.006,32.888055,34.780223,3,66.666667,19.137834,6.229025,10.682215,0.139543,0,0,false,0]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["holdout",20,0.003,-24.06535,59.702135,40,20,9.679533,4.137902,-1.374415,0,1,5,true,1681],["holdout",20,0.006,-40.446117,67.918045,40,17.5,10.377326,4.584166,-1.965905,0,1,5,true,1681],["development",30,0.003,-36.49069,59.38026,53,28.301887,11.205881,4.983459,-0.40157,0,0,5,false,5005],["development",30,0.006,-53.790758,66.430149,53,26.415094,11.306769,5.416292,-0.99888,0,0,5,false,5005]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["development",10,0.003,-75.080154,78.514154,83,19.277108,10.058408,4.12729,-1.392697,0,0,5,false,5005],["development",10,0.006,-84.855248,86.515204,83,16.86747,10.800356,4.578021,-1.984078,0,0,5,false,5005],["development",20,0.003,-73.252906,78.028564,63,23.809524,10.691399,5.526964,-1.665449,0,0,5,false,5005],["development",20,0.006,-81.672221,84.671165,63,22.222222,10.750934,5.971235,-2.255198,0,0,5,false,5005]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["holdout",20,0.003,54.428183,27.840692,1,0,null,15.774473,-15.774473,0,1,0,false,0],["holdout",20,0.006,53.046603,28.27236,1,0,null,16.279819,-16.279819,0,1,0,false,0],["development",30,0.003,-23.620487,48.310184,2,50,13.5064,32.770818,-9.632209,0,0,0,false,0],["development",30,0.006,-24.531583,48.619401,2,50,12.825891,33.17449,-10.174299,0,0,0,false,0]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["development",10,0.003,9.103254,33.895931,2,50,21.687301,10.327186,5.680057,0.065477,0,0,false,0],["development",10,0.006,7.801812,34.09484,2,50,20.957852,10.865119,5.046367,0.060197,0,0,false,0],["development",20,0.003,-20.669863,45.204269,2,50,16.726935,32.093586,-7.683325,0,0,0,false,0],["development",20,0.006,-21.616155,45.532066,2,50,16.027161,32.501309,-8.237074,0,0,0,false,0]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["holdout",20,0.003,-43.236181,60.723123,46,21.73913,7.624812,3.446121,-1.039396,0,0,7,true,124],["holdout",20,0.006,-56.92713,69.655036,46,19.565217,7.761186,3.917936,-1.63289,0,0,7,true,124],["development",30,0.003,-63.684719,75.863635,57,28.070175,6.660013,4.720351,-1.525863,0,1,7,false,1070],["development",30,0.006,-74.280618,82.647915,57,22.807018,7.47675,4.9508,-2.116446,0,1,7,false,1070]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["development",10,0.003,-67.841183,79.752551,78,23.076923,6.894909,3.742512,-1.287723,0,1,7,false,1070],["development",10,0.006,-79.920683,87.089778,78,21.794872,6.638698,4.25372,-1.879731,0,1,7,false,1070],["development",20,0.003,-71.651856,82.030221,64,21.875,7.593907,4.383863,-1.763726,0,1,7,false,1070],["development",20,0.006,-80.748925,87.612553,64,20.3125,7.50747,4.866311,-2.352887,0,1,7,false,1070]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["holdout",20,0.003,-7.26739,16.27826,1,0,null,15.473667,-15.473667,0,1,0,false,0],["holdout",20,0.006,-8.097015,16.779097,1,0,null,15.980812,-15.980812,0,1,0,false,0],["development",30,0.003,-46.483385,60.207417,4,25,1.445122,18.243408,-13.321275,0,0,0,false,0],["development",30,0.006,-47.75252,60.91729,4,25,0.836765,18.733984,-13.841297,0,0,0,false,0]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["development",10,0.003,-40.603361,54.968803,4,25,21.763531,21.003175,-10.311499,0,0,0,false,0],["development",10,0.006,-42.011939,55.77213,4,25,21.033626,21.477243,-10.849525,0,0,0,false,0],["development",20,0.003,-25.413392,52.963383,4,25,19.104292,13.89911,-5.64826,0,0,0,false,0],["development",20,0.006,-27.182197,53.524461,4,25,18.390295,14.415675,-6.214183,0,0,0,false,0]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["holdout",20,0.003,-52.241432,63.687355,40,17.5,3.201182,3.075091,-1.976743,0,1,2,true,2670],["holdout",20,0.006,-62.544001,71.2637,40,17.5,2.58232,3.656407,-2.56463,0,1,2,true,2670],["development",30,0.003,-63.985898,73.432948,51,25.490196,8.04991,5.070378,-1.725991,0,0,2,true,3431],["development",30,0.006,-73.479868,80.081165,51,21.568627,8.807265,5.374104,-2.315377,0,0,2,true,3431]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["development",10,0.003,-75.313481,81.729217,81,14.814815,9.030268,3.399401,-1.557968,0,0,2,true,3431],["development",10,0.006,-84.815926,88.419836,81,13.580247,9.157166,3.924943,-2.14836,0,0,2,true,3431],["development",20,0.003,-61.750594,72.139081,58,22.413793,7.891704,4.153085,-1.453391,0,0,2,true,3431],["development",20,0.006,-72.992335,79.970263,58,22.413793,7.244783,4.727952,-2.044408,0,0,2,true,3431]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["holdout",20,0.003,-6.042297,22.161498,1,0,null,8.96627,-8.96627,0,1,0,false,0],["holdout",20,0.006,-6.882883,22.627141,1,0,null,9.512344,-9.512344,0,1,0,false,0],["development",30,0.003,-25.126049,46.493505,3,0,null,9.125725,-9.125725,0,0,0,false,0],["development",30,0.006,-26.461751,47.131759,3,0,null,9.670845,-9.670845,0,0,0,false,0]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["development",10,0.003,-18.208988,41.550427,4,25,16.465329,10.872033,-4.037693,0,0,0,false,0],["development",10,0.006,-20.148644,42.593129,4,25,15.767119,11.406707,-4.61325,0,0,0,false,0],["development",20,0.003,-28.251162,45.690536,3,0,null,10.230355,-10.230355,0,0,0,false,0],["development",20,0.006,-29.531114,46.499837,3,0,null,10.768867,-10.768867,0,0,0,false,0]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["holdout",20,0.003,-47.105641,64.138838,42,16.666667,7.936627,3.353098,-1.471477,0,1,6,true,1183],["holdout",20,0.006,-59.010955,71.450195,42,11.904762,10.244414,3.725467,-2.062386,0,1,6,true,1183],["development",30,0.003,-72.18554,77.536556,58,20.689655,10.602682,5.070916,-1.828102,0,0,6,false,3287],["development",30,0.006,-80.360385,83.850609,58,17.241379,12.017133,5.423964,-2.416878,0,0,6,false,3287]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["development",10,0.003,-83.538513,87.282288,82,17.073171,8.16241,4.083675,-1.99288,0,0,6,false,3287],["development",10,0.006,-89.935512,92.107032,82,14.634146,8.844919,4.539342,-2.58067,0,0,6,false,3287],["development",20,0.003,-76.620975,82.140893,63,17.460317,10.227501,4.626722,-2.033127,0,0,6,false,3287],["development",20,0.006,-83.980106,87.57771,63,15.873016,10.52964,5.101868,-2.620677,0,0,6,false,3287]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["holdout",20,0.003,13.572823,26.136839,1,0,null,13.071974,-13.071974,0,1,0,false,0],["holdout",20,0.006,12.556752,26.5787,1,0,null,13.593487,-13.593487,0,1,0,false,0],["development",30,0.003,-43.022348,59.968879,3,0,null,16.917247,-16.917247,0,0,0,false,0],["development",30,0.006,-44.038792,60.446392,3,0,null,17.415757,-17.415757,0,0,0,false,0]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [["development",10,0.003,-10.291672,48.149015,3,33.333333,30.132012,16.682418,-1.077608,0,0,0,false,0],["development",10,0.006,-11.89201,48.614284,3,33.333333,29.352046,17.182333,-1.670874,0,0,0,false,0],["development",20,0.003,-20.597327,48.004414,3,33.333333,6.99234,13.361366,-6.576797,0,0,0,false,0],["development",20,0.006,-22.013818,48.624645,3,33.333333,6.350799,13.881148,-7.137166,0,0,0,false,0]] https://runway.adityaperswal.workers.dev/data/crypto-bars

Freeze note1292. Columns window,fast,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,openN,missing,heldgapinvalid,zerovolume. Fees25bp eachleg; slip30/60bp. Starts flat; next adjacent open, prior SMAfast>SMA100 long; exit inverse. 2025development,2026Jan1–Sep8 reused holdout diagnostic. [{"window":"development","fast":30,"unavailable":true,"n_bars":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars