Notes

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":10,"unavailable":true,"n_bars":0},{"window":"development","fast":20,"unavailable":true,"n_bars":0},["holdout",20,0.003,41.499345,40.787829,30,30,17.108214,4.607179,1.907439,0.027873,0,1,true,3805],["holdout",20,0.006,18.189741,44.901328,30,30,16.406159,5.179329,1.296317,0.019754,0,1,true,3805]] 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

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":10,"unavailable":true,"n_bars":0},{"window":"development","fast":20,"unavailable":true,"n_bars":0},["holdout",20,0.003,-0.710807,29.95288,1,0,null,7.519826,-7.519826,0,1,0,false,16],["holdout",20,0.006,-1.599091,29.95288,1,0,null,8.074553,-8.074553,0,1,0,false,16]] 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,-42.751596,58.681523,39,17.948718,8.001791,3.310474,-1.280067,0,0,2,true,28],["holdout",20,0.006,-54.696021,66.508041,39,17.948718,7.354212,3.890382,-1.872121,0,0,2,true,28],["development",30,0.003,-34.587502,64.179677,55,25.454545,10.168443,3.967169,-0.369013,0,1,2,true,618],["development",30,0.006,-53.113966,68.412742,55,23.636364,10.280856,4.447847,-0.966517,0,1,2,true,618]] 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,-71.821639,74.098005,88,19.318182,7.25646,3.292109,-1.254318,0,1,2,true,618],["development",10,0.006,-83.430616,84.723604,88,13.636364,9.44472,3.629354,-1.846526,0,1,2,true,618],["development",20,0.003,-54.801237,66.270454,59,20.338983,9.848124,3.78051,-1.008584,0,1,2,true,618],["development",20,0.006,-68.370959,72.659482,59,16.949153,11.048636,4.184078,-1.602262,0,1,2,true,618]] 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",20,0.003,12.136252,16.300196,1,0,null,14.786456,-14.786456,0,1,0,false,0],["holdout",20,0.006,11.133033,16.800902,1,0,null,15.297713,-15.297713,0,1,0,false,0],["development",30,0.003,26.923149,32.182087,2,50,49.076395,14.827354,17.12452,0.087234,0,0,false,0],["development",30,0.006,25.409141,32.587784,2,50,48.183101,15.338366,16.422367,0.085208,0,0,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",10,0.003,43.872985,23.787226,2,50,52.352862,5.498665,23.427099,0.111871,0,0,false,0],["development",10,0.006,42.156791,24.243143,2,50,51.439967,6.065483,22.687242,0.110261,0,0,false,0],["development",20,0.003,35.549991,27.572569,2,50,48.348483,8.574374,19.887054,0.102832,0,0,false,0],["development",20,0.006,33.933078,28.005842,2,50,47.459543,9.122793,19.168375,0.100972,0,0,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,-42.296641,53.230068,40,25,3.903639,3.011064,-1.282388,0,0,2,true,1],["holdout",20,0.006,-54.609159,62.089197,40,20,4.165649,3.384448,-1.874428,0,0,2,true,1],["development",30,0.003,-56.92445,59.800282,57,17.54386,4.054347,2.550536,-1.391785,0,1,2,true,215],["development",30,0.006,-69.492828,71.272556,57,17.54386,3.430382,3.13499,-1.983171,0,1,2,true,215]] 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,-76.986206,78.598962,90,14.444444,3.021711,2.372553,-1.593382,0,0,2,true,215],["development",10,0.006,-86.588904,87.284154,90,13.333333,2.613664,2.921596,-2.183562,0,0,2,true,215],["development",20,0.003,-59.161706,61.649134,66,21.212121,3.17167,2.494235,-1.292376,0,1,2,true,215],["development",20,0.006,-72.597744,74.034495,66,19.69697,2.755684,3.02248,-1.884357,0,1,2,true,215]] 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,-22.030386,27.179148,1,0,null,22.366376,-22.366376,0,1,0,false,0],["holdout",20,0.006,-22.727935,27.614774,1,0,null,22.832289,-22.832289,0,1,0,false,0],["development",30,0.003,-9.764954,20.167574,3,33.333333,11.963365,10.154029,-2.781564,0,0,0,false,0],["development",30,0.006,-11.374688,21.357211,3,33.333333,11.292087,10.692997,-3.364636,0,0,0,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,-3.942565,27.971654,4,50,8.497925,9.51962,-0.510847,0,0,0,false,0],["development",10,0.006,-6.220546,29.044996,4,50,7.847378,10.062384,-1.107503,0,0,0,false,0],["development",20,0.003,7.21583,18.620467,3,66.666667,8.136004,8.043248,2.74292,0.084283,0,0,false,0],["development",20,0.006,5.303171,19.107293,3,66.666667,7.487621,8.594844,2.1268,0.071011,0,0,false,0]] https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"XRP","tf":"1Hour","n":17684,"missing":30,"zero":965,"last":"2026-09-09 01:00:00+00:00","close":1.41785,"SMA20":1.4112885,"SMA100":1.40860945704,"trend":true,"ATR14":0.016500357142857167,"return20_pct":2.1984358669405735} Completed bars only; ATR is simple mean true range14. Missing count entire downloaded sample, zero-volume bars not executable trades. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"XRP","tf":"1Day","n":738,"missing":0,"zero":0,"last":"2026-09-08 00:00:00+00:00","close":1.417165,"SMA20":1.4107037500000001,"SMA100":1.15958146864,"trend":true,"ATR14":0.07027607142857147,"return20_pct":28.242102310260897} Completed bars only; ATR is simple mean true range14. Missing count entire downloaded sample, zero-volume bars not executable trades. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"UNI","tf":"1Hour","n":17709,"missing":5,"zero":8953,"last":"2026-09-09 01:00:00+00:00","close":6.790005,"SMA20":6.8869135,"SMA100":6.86700535,"trend":true,"ATR14":0.10413861785714282,"return20_pct":-3.378821620929362} Completed bars only; ATR is simple mean true range14. Missing count entire downloaded sample, zero-volume bars not executable trades. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"UNI","tf":"1Day","n":738,"missing":0,"zero":17,"last":"2026-09-08 00:00:00+00:00","close":6.75228,"SMA20":5.3009267499999995,"SMA100":3.7175540000000002,"trend":true,"ATR14":0.5876442857142857,"return20_pct":85.86192231943417} Completed bars only; ATR is simple mean true range14. Missing count entire downloaded sample, zero-volume bars not executable trades. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"SOL","tf":"1Hour","n":17707,"missing":7,"zero":2993,"last":"2026-09-09 01:00:00+00:00","close":103.802,"SMA20":103.326925,"SMA100":104.06976,"trend":false,"ATR14":0.8166428571428617,"return20_pct":0.8618763056891687} Completed bars only; ATR is simple mean true range14. Missing count entire downloaded sample, zero-volume bars not executable trades. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"SOL","tf":"1Day","n":738,"missing":0,"zero":0,"last":"2026-09-08 00:00:00+00:00","close":103.36,"SMA20":100.7600375,"SMA100":79.36240555855,"trend":true,"ATR14":5.621799998928571,"return20_pct":21.109222685247843} Completed bars only; ATR is simple mean true range14. Missing count entire downloaded sample, zero-volume bars not executable trades. https://runway.adityaperswal.workers.dev/data/crypto-bars

Aug11issuer FYQ4endedJune27:revenue1006.3mUSD,GAAPGM47.4%/operatingmargin27.8%;netloss7.2bnincludes7.8bnnoncashdebt-extinguishmentfromconvertibleequitization;nonGAAPnetincome326.3m/EPS3.23. Cash+shortinvestments2.7bn,down433.9mQoQ;nextquarterrev1225–1275mguide. Lossisnot7.2bnoperatingcashburn;adjustedprofitdoesnoterasefinancingdilution. ObservedSep9,originalissuerinterested. https://investor.lumentum.com/financial-news-releases/news-details/2026/Lumentum-Announces-Fourth-Quarter-and-Full-Fiscal-Year-2026-Results/default.aspx

July30issuer Q2endedJune30:revenue47.6mUSDvs18.0mYoY/26.9mQoQ;GAAPGM44.9%;netincome11.1m/dilutedEPS.17. Managementattributesgainstodatacenteroptics/capacity/productivity;actualexportpermitreceiptandTongmeiinvestorredemptionsremainrisks. Issuerclosesttoaccountsbutforwarddemandclaimsinterested. ObservedSep9. https://investors.axt.com/Investors/news/news-details/2026/AXT-Inc--Announces-Second-Quarter-2026-Financial-Results/default.aspx

{"symbol":"LTC","tf":"1Hour","n":17712,"missing":2,"zero":7641,"last":"2026-09-09 01:00:00+00:00","close":54.213,"SMA20":54.70815749999999,"SMA100":54.462811,"trend":true,"ATR14":0.5403500000000001,"return20_pct":-1.5249080423232364} Completed bars only; ATR is simple mean true range14. Missing count entire downloaded sample, zero-volume bars not executable trades. https://runway.adityaperswal.workers.dev/data/crypto-bars

Aug5issuer release forFYQ4endedJuly3:revenue8965mUSD,GAAPgrossmargin84.6%,GAAPnetincome6903m/EPS43.97;FY26EPS73.76. Growthsplitapproximatelyone-thirdvolume/two-thirdsprice. Cash4762m,receivables4708m,inventory2698m. Nextquarterrevenue10300–10800m/nonGAAPEPS44–46guide. Sponsorfinancialreportclosestsource,notindependentdemandconfirmation;price/mixcycleandKioxiarelationshiprisk cited. ObservedSep9. https://investor.sandisk.com/news-releases/news-release-details/sandisk-reports-fiscal-fourth-quarter-2026-financial-results

{"symbol":"LTC","tf":"1Day","n":738,"missing":0,"zero":0,"last":"2026-09-08 00:00:00+00:00","close":54.2742,"SMA20":51.1604725,"SMA100":45.95417105265,"trend":true,"ATR14":2.3509133973571426,"return20_pct":16.036217088736148} Completed bars only; ATR is simple mean true range14. Missing count entire downloaded sample, zero-volume bars not executable trades. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"LINK","tf":"1Hour","n":17708,"missing":6,"zero":5908,"last":"2026-09-09 01:00:00+00:00","close":12.497,"SMA20":12.587254999999999,"SMA100":12.463461,"trend":true,"ATR14":0.12845214285714274,"return20_pct":-1.2133907750681905} Completed bars only; ATR is simple mean true range14. Missing count entire downloaded sample, zero-volume bars not executable trades. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"LINK","tf":"1Day","n":738,"missing":0,"zero":0,"last":"2026-09-08 00:00:00+00:00","close":12.519,"SMA20":11.701965,"SMA100":8.88375495,"trend":true,"ATR14":0.6624318779642858,"return20_pct":18.75355719977234} Completed bars only; ATR is simple mean true range14. Missing count entire downloaded sample, zero-volume bars not executable trades. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"HYPE","tf":"1Hour","n":4884,"missing":1,"zero":3807,"last":"2026-09-09 01:00:00+00:00","close":85.558,"SMA20":84.16503,"SMA100":85.68345450000001,"trend":false,"ATR14":0.7756392857142862,"return20_pct":1.7197410580003902} Completed bars only; ATR is simple mean true range14. Missing count entire downloaded sample, zero-volume bars not executable trades. https://runway.adityaperswal.workers.dev/data/crypto-bars