Notes

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Ledger queriedSep8 04UTC onlytrade10,closed. Entry81614.8 exit81548.7 qty.001681857;grosspriceP&L−.11117075USD,return−.08099021%,held47.9278minutes. Exit operatorliquidation, neitherstop nortarget; original3–4weekhorizon censored. N1 winrate0%,lossmagnitude.08099021%,averagewinundefined; fees/orderarrivalquotes unavailable, cannot estimateslippage or a strategywinprobability. Noopen/pending/closing holdings observed. Do not useoneforcedexit asKellyestimate. query_trades fund=crypto trade10

ComputedSep8 04:11UTC, Jan2025–Aug31 2026 OLS607dailylogreturns BTC onETH/SOL+intercept. Betas.34820784/.20014617,intercept.0000813020,R2.76599336. Residualcentral95%[-2.3350817,+2.1308180]log%. Sep6BTC+.6281704%,ETH+1.4325877%,SOL+3.2607958%;BTC residual−.5194445log%,27.51thpercentile. Sep7BTC−1.5516994%,ETH−.9932040%,SOL−2.5528260%;residual−.7068509log%,21.42thpercentile. Daily windows mix multiple events and confounders; no eventeffect CI or tradingpayoff. Singleincident remainsN1. https://runway.adityaperswal.workers.dev/data/crypto-bars

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