06UTC live Catalyst edge and account constraints = 3
Catalyst run-ups2026-09-08 06:16
A news scan found the headline 'Sep8directquery' with the following information: the price of RARE went from 25.84 to 13.98976 with a quantity of 2.515092879, the price of MIRM went from 99.244 to 98.808 with a quantity of 0.654850671, and the price of IONS went from 60.16 to 58.45 with a quantity of 1.080285904. All three trades resulted in losses, with two operator liquidations and planned exits censored, and the average win was not identified. The prior record computed a total loss of 31.9373 USD, with a mean loss of 16.3806%. The user's context includes a fund cash value of 49.14, an equity value of 850.99, a position cap of 212.75, and a binding fund cap of 49.14, with a 1% risk value of 8.5099. There are currently no holdings or queued trades. The monthly shortfall is 349.01, which cannot be entered into sizing.
runway:query_trades?fund=catalyst
A news scan found the headline '72hour 15minute-checkpoint exit simulation equal3-risk-only slip10bp'. Computed on September 8 at 06:12 UTC, a simulation was run with the following parameters: the symbol was 'equal3-risk-only', the slippage was 10 basis points, and 10,000 paths were used. The fund had 235.86 dollars in cash, with each notional value being 78.62 dollars. The mean loss in dollars was -1.12, with a 1% loss probability of -14.18 dollars and a 5% loss probability of -12.29 dollars. The 95th percentile loss was 11.69 dollars. There was a 26.91% probability of loss exceeding 1% of the account. The approved notional value was 0 dollars. This simulation used 10,000 joint moving block paths, with 18 blocks of 4 hours each, and a seed of 2026090806, referencing June to August. The stop loss was set at 1 times the average daily range, with a target of 1.5 times the average daily range, and half of the risk was set to a ratio of 1, with the rest set to break even. The simulation observed quarter-close overshoot fills, with a horizon of 72 hours, and a fee of 25 basis points credited to the asset buy and fiat sell. The unconditional positive fraction is not the same as the entry strategy win probability, and the 95th percentile loss is not the maximum loss. No claim is made for executability at zero-volume marks.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the following data line: Computed on September 8 at 06:12 UTC. The data shows the results of a simulation for the SOL/USD currency pair, with a 10 basis point slippage, which means a 0.1% difference between expected and actual trade prices. The simulation used 10,000 paths, or possible scenarios, and was based on data from June to August. The average daily return was 5.79%, and the mean return was -0.3%. The simulation also showed that 47.94% of the time, the outcome was positive, and 25.04% of the time, the stop loss was triggered. The planned stop net loss was 6.35%. The data also included a risk-only notional stop of $133.99 and a risk-only notional 95 of $122.88. The simulation was based on 18 four-hour blocks, with a seed of 2026090806, and a horizon of 72 hours. A fee of 25 basis points was credited to the asset buy and fiat sell. The unconditional positive fraction is not the same as the probability of the entry strategy winning, and the 95 loss quantile is not the maximum loss. The data does not claim that the simulation is executable for zero-volume marks.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the following data line: Computed on September 8 at 06:12 UTC. The data shows the results of a simulation for the ETH/USD currency pair with a 10 basis point slippage. The simulation used 10,000 paths and had an average daily range percentage of 3.7510638461044334, a mean percentage of -0.4526412700193087, and a median percentage of -0.48701258741673525. The simulation also showed that the probability of loss exceeding 1 percent of the account at the maximum loss was 0.383. The planned stop net loss percentage was 4.327475264051916. The simulation used 18 four-hour blocks, with a seed of 2026090806, and referenced the period from June to August. The stop was set at 1 times the average daily range, the target was set at 1.5 times the average daily range, and the rest was set at the break even point. The simulation observed quarter-close overshoot fills and had a horizon of 72 hours, with a fee of 25 basis points credited to the asset for buys and fiat for sells. Note that the unconditional positive fraction is not the probability of winning with the entry strategy, and the 95 loss quantile is not the maximum loss. The simulation makes no claim about executability for zero-volume marks.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the following data line: Computed on September 8 at 06:12 UTC. The data shows results for a BTC/USD simulation, which is a test of a trading strategy for Bitcoin priced in US dollars. The simulation used 10 basis points of slippage, meaning the difference between expected and actual trade prices was 0.1%. It ran 10,000 paths, which are like different versions of what could happen, and used a reference period from June to August. The average daily rate of return, or ADR, was 3.0138%, and the mean percentage change was -0.6705%. The results also show that 44.2% of the paths were positive, and 38.46% of the paths hit a stop, which is like a safety net to limit losses. The simulation used a stop loss of 1 times the ADR, a target of 1.5 times the ADR, and a risk management strategy. The results are based on 18 blocks of 4 hours each, and a seed of 2026090806. The data includes various statistics, such as the probability of loss exceeding 1% of the account, which was 7.23%. The planned stop net loss percentage was 3.5947%, and the risk-only notional stop was $212.75. The simulation also used a fee of 25 basis points, which is like a small payment, credited to the asset when buying or selling fiat currency. Note that the unconditional positive fraction is not the same as the probability of winning, and the 95% loss quantile is not the maximum possible loss. Additionally, the simulation does not claim that trades can be executed at zero-volume marks, which are like prices with no trading activity.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the following data line: Computed on September 8 at 06:12 UTC. This is a simulation of an exit strategy for a trading fund with the symbol equal3-risk-only, which has a 5 basis point slippage. The simulation used 10,000 paths and the fund had a cash balance of 235.86. Each position had a notional value of 78.62. The mean loss in US dollars was -0.87, with a 1% probability of loss exceeding -14.10 and a 5% probability of loss exceeding -12.14. There was a 95% probability of a gain of up to 11.84. The probability of a loss exceeding 1% of the account balance was 0.2598. The simulation used 10,000 joint moving-block paths, with 18 blocks of 4 hours each, and a seed of 2026090806, using June to August as a reference. The stop loss was set at 1 times the average daily range, with a target of 1.5 times the average daily range, and a half and best execution rest. The simulation observed quarter-close overshoot fills, with a horizon of 72 hours, and a fee of 25 basis points credited to the asset for buys and fiat for sells. Note that the unconditional positive fraction is not the probability of winning, and the 95% loss quantile is not the maximum loss. Also, there is no claim of executability for zero-volume marks.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the following data line: Computed on September 8 at 06:12 UTC. The data shows the results of a simulation for the SOL/USD currency pair, with a 5 basis point slippage, which means a small price difference due to market conditions. The simulation used 10,000 paths, which are different possible price movements, and a reference period from June to August. The results include a mean percentage change of -0.19%, a median percentage change of -0.22%, and a 95% loss quantile of 14.61 USD. The simulation also shows that 48.78% of the paths were positive, and 24.57% of the paths hit a stop loss, which is a price level at which a trade is automatically closed to limit losses. The planned stop net loss percentage is 6.30%, and the risk-only notional stop is 134.99 USD. The simulation used a specific strategy, including a stop loss at 1 times the average daily range, a target at 1.5 times the average daily range, and a half and best effort rest, which refers to a way of managing trades. The results are based on 18 four-hour blocks, and a fee of 25 basis points was credited to the asset buy and fiat sell. The unconditional positive fraction is not the same as the probability of winning with an entry strategy, and the 95% loss quantile is not the maximum possible loss. The data also notes that there is no claim of executability for zero-volume marks, which refers to trades that are not actually executed due to lack of market volume.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the following data line: Computed on September 8 at 06:12 UTC. The data is about a simulation of an ETH/USD trade with a 5 basis point slippage. The simulation used 10,000 paths and a reference period from June to August. It considered a stop loss at 1 times the average daily range, a target at 1.5 times the average daily range, and a risk management strategy. The results include a mean percentage change of -0.3553526949586626 and a median percentage change of -0.3019002232059975. The simulation also calculated the probability of a loss exceeding 1 percent of the account at 0.3765. A basis point is a unit of measurement, equal to 0.01 percent. The data does not claim that the simulation results can be executed in real markets, especially in cases with zero trading volume.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
A news scan found the following data line: Computed on September 8 at 06:12 UTC. The data includes a simulation for BTC/USD with a 5 basis point slippage. The simulation used 10,000 paths and had an average daily range percentage of 3.0138 and a mean percentage of -0.5661. The results also included a median percentage of -0.7515, a 1st percentile of -5.1548, a 5th percentile of -4.0602, and a 95th percentile of 3.7206. The simulation had a positive fraction of 0.453, a stop fraction of 0.3762, a target fraction of 0.2015, a break-even fraction of 0.0676, and a time fraction of 0.3547. The data also included a 95th loss at cap of $8.6379 and a probability of loss exceeding 1 percent at cap of 0.0604. The planned stop net loss percentage was 3.5464 and the risk-only notional stop was $212.7475. The simulation was based on 10,000 joint moving-block paths with 18 four-hour blocks, using a seed of 2026090806 and a June to August reference period. The stop was set at 1 times the average daily range, the target at 1.5 times the average daily range, and half of the risk was allocated to a stop and the rest to a break-even. The simulation observed quarter-close overshoot fills and had a horizon of 72 hours with a fee of 25 basis points credited to the asset for buys and fiat for sells. Note that the unconditional positive fraction is not the probability of winning with the entry strategy and the 95th loss quantile is not the maximum loss. There is no claim of executability for zero-volume marks.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
SOL/USD 15minute simulation input audit = 9479
Crypto majors2026-09-08 06:16
A news scan found the headline 'SOL/USD 15minute simulation input audit'. The audit was done on September 8 at 06:10 UTC and covered the period from June 1 to September 7. The results showed 9479 bars of data, which is 25 less than the 9504 expected, with no duplicates and 2442 zero-volume quotes. The data also showed no invalid open, high, low, or close values, which refers to the four prices used to chart an asset's price movement. A reference grid from June to August had 8832 rows, and when selecting only complete and contiguous 16-return blocks, there were 8109 valid starts, with no missing returns filled. It was noted that zero-volume quotes may not be executable, which means they may not be able to be traded, and this may affect the sensitivity risk, which is not the actual trader's return. The current average daily range on September 7 is illustrative of future barriers, and the entry alpha, which refers to the return of an investment compared to a benchmark, is unmodeled. The correlation, which measures how much two assets move together, is 0.7954404983694917 for BTC/USD, 0.8233629583438258 for ETH/USD, and 1 for SOL/USD.
https://runway.adityaperswal.workers.dev/data/crypto-bars