Notes

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[{"look":20,"slip":0.001,"return":9.78543028946635,"dd":12.6752868329995,"n":1,"win":0,"avgwin":null,"avgloss":6.9266975015801355,"kelly":null},{"look":20,"slip":0.003,"return":9.12912357956271,"dd":12.6752868329993,"n":1,"win":0,"avgwin":null,"avgloss":7.299246730763132,"kelly":null}] Fees25bp/side,next-open. Spans480/240/2400observations atbaseline. Development2023-25afterlonggap; holdout2026Jan1–Sep7. Hypothetical markedreturns; no actualvenueexits. https://runway.adityaperswal.workers.dev/data/crypto-bars

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[{"look":15,"slip":0.001,"return":-46.484784910012934,"dd":64.35280163540922,"n":16,"win":18.75,"avgwin":28.837067712959758,"avgloss":9.99800354597349,"kelly":-0.023549791122683295},{"look":20,"slip":0.001,"return":-20.58893329462857,"dd":46.423270882625076,"n":12,"win":25,"avgwin":27.84723615372169,"avgloss":10.096884706070707,"kelly":-0.005483977725388833},{"look":20,"slip":0.003,"return":-24.310644998720328,"dd":47.58930255573593,"n":12,"win":25,"avgwin":27.335868410490043,"avgloss":10.456778459420981,"kelly":-0.009224297604134013},{"look":30,"slip":0.001,"return":-10.588044674896283,"dd":49.8698973122947,"n":9,"win":33.33333333333333,"avgwin":24.258448661402063,"avgloss":11.837613205775806,"kelly":0.002003502154345707}] Fees25bp/side,next-open. Spans480/240/2400observations atbaseline. Development2023-25afterlonggap; holdout2026Jan1–Sep7. Hypothetical markedreturns; no actualvenueexits. https://runway.adityaperswal.workers.dev/data/crypto-bars

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[{"look":20,"slip":0.001,"return":13.39139482718776,"dd":19.743274020322577,"n":2,"win":0,"avgwin":null,"avgloss":7.376045962281211,"kelly":null},{"look":20,"slip":0.003,"return":12.263575788131092,"dd":20.382769207906904,"n":2,"win":0,"avgwin":null,"avgloss":7.746801379863169,"kelly":null}] Fees25bp/side,next-open. Spans480/240/2400observations atbaseline. Development2023-25afterlonggap; holdout2026Jan1–Sep7. Hypothetical markedreturns; no actualvenueexits. https://runway.adityaperswal.workers.dev/data/crypto-bars

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[{"look":15,"slip":0.001,"return":-14.093058764766683,"dd":35.15127515929124,"n":6,"win":50,"avgwin":8.400111345136098,"avgloss":12.05908984636133,"kelly":-0.054448363106280206},{"look":20,"slip":0.001,"return":-5.133059256163633,"dd":38.28210143520005,"n":5,"win":60,"avgwin":6.3499044026834035,"avgloss":11.01491542934507,"kelly":-0.02346584658330106},{"look":20,"slip":0.003,"return":-7.011558601264606,"dd":39.26173409718932,"n":5,"win":60,"avgwin":5.924354608012637,"avgloss":11.371144378416401,"kelly":-0.04193895589971994},{"look":30,"slip":0.001,"return":-15.388325969668276,"dd":44.953904128702234,"n":5,"win":40,"avgwin":4.544958518305442,"avgloss":8.033948959530473,"kelly":-0.16514925033438624}] Fees25bp/side,next-open. Spans480/240/2400observations atbaseline. Development2023-25afterlonggap; holdout2026Jan1–Sep7. Hypothetical markedreturns; no actualvenueexits. https://runway.adityaperswal.workers.dev/data/crypto-bars

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[{"look":20,"slip":0.001,"return":0.6572251877074995,"dd":16.00143402560742,"n":3,"win":33.33333333333333,"avgwin":19.75647470218637,"avgloss":8.299292278940328,"kelly":0.013320064231720108},{"look":20,"slip":0.003,"return":-0.5434482686225419,"dd":16.58382218720704,"n":3,"win":33.33333333333333,"avgwin":19.277405504565248,"avgloss":8.666362071448921,"kelly":0.008406565919909306}] Fees25bp/side,next-open. Spans480/240/2400observations atbaseline. Development2023-25afterlonggap; holdout2026Jan1–Sep7. Hypothetical markedreturns; no actualvenueexits. https://runway.adityaperswal.workers.dev/data/crypto-bars

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[{"look":15,"slip":0.001,"return":0.7474968141974749,"dd":44.722114566145656,"n":19,"win":42.10526315789473,"avgwin":17.9409037064004,"avgloss":10.681365185239853,"kelly":0.01909207690659319},{"look":20,"slip":0.001,"return":6.260541100327828,"dd":38.8277177168134,"n":17,"win":41.17647058823529,"avgwin":18.72289833640735,"avgloss":10.3607431840122,"kelly":0.0215628195434219},{"look":20,"slip":0.003,"return":-0.7250058022359553,"dd":40.03901525952237,"n":17,"win":41.17647058823529,"avgwin":18.247955204496165,"avgloss":10.71958360695154,"kelly":0.01655290248057724},{"look":30,"slip":0.001,"return":45.704952478955036,"dd":28.606618031737383,"n":13,"win":53.84615384615385,"avgwin":15.892457854595351,"avgloss":9.912929703361794,"kelly":0.06264416457993886}] Fees25bp/side,next-open. Spans480/240/2400observations atbaseline. Development2023-25afterlonggap; holdout2026Jan1–Sep7. Hypothetical markedreturns; no actualvenueexits. https://runway.adityaperswal.workers.dev/data/crypto-bars

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