ComputedSep7 06:11UTC;10k shared six-hourblock paths from2160consecutive joint hourly returns;seed90608. Hourly endpoint first-passage at1ADRstop,1.5ADRtarget; gaps can overshoot; neither closesat72h. Demeaning removes eachcoin samplelogdrift; costbaseline25bpfees+5bpslip eachside,stressdouble. p99notional bounds simulated1stpercentile loss only, not worstcase nor proposedsize. {"symbol":"BTC/USD","demeaned":false,"cost_multiple":1,"paths":10000,"source_hours":2160,"source_start":"2026-06-09 06:00:00+00:00","source_end":"2026-09-07 05:00:00+00:00","mean_hourly_log_bp":1.0681467363337618,"stop_pct":3.149245494209274,"target_pct":4.723868241313911,"stop_first_prob":0.2163,"target_first_prob":0.1858,"neither_prob":0.5979,"net_mean_pct":0.052930810001198134,"net_p01_pct":-6.113087882715506,"net_median_pct":0.014683832469664093,"net_p99_pct":6.488755278653431,"p99_risk_notional":139.2078792791672,"allocation":0}
https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD Monte Carlo six_hour_block_first_passage 72h = 0.8165117129755114
Crypto majors2026-09-07 06:12
ComputedSep7 06:08UTC from downloadedhistory; fixedseeds90607 trades,90608paths. Simulated figures, not observed probabilities. {"symbol":"SOL/USD","kind":"six_hour_block_first_passage","paths":10000,"horizon_hours":72,"source_hours":2160,"stop_pct":5.871372778798519,"target_pct":8.807059168197778,"target_first_prob":0.1257,"stop_first_prob":0.1257,"neither_prob":0.7486,"net_mean_pct":0.8165117129755114,"net_quantiles_pct":[-8.04319410929875,-6.91860549238167,0.7896129285346998,8.720275151423722,9.929415226131082],"hypothetical_notional":131.50069221603326,"loss_exceeds_1pct_equity_prob":0.1163,"warning":"Unconditional path scenario, recent drift preserved, hourly endpoint checks miss intra-hour stops; no executable 15min fill model; ADR pending quality audit. Not a strategy edge."}
https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD Monte Carlo six_hour_block_first_passage 72h = 0.4604866692324897
Crypto majors2026-09-07 06:12
ComputedSep7 06:08UTC from downloadedhistory; fixedseeds90607 trades,90608paths. Simulated figures, not observed probabilities. {"symbol":"ETH/USD","kind":"six_hour_block_first_passage","paths":10000,"horizon_hours":72,"source_hours":2160,"stop_pct":3.8646679211068973,"target_pct":5.7970018816603455,"target_first_prob":0.2286,"stop_first_prob":0.2258,"neither_prob":0.5456,"net_mean_pct":0.4604866692324897,"net_quantiles_pct":[-7.169593567637433,-5.362907073895033,0.44476933598681656,6.576964598125324,8.471011005544606],"hypothetical_notional":190.6054414432282,"loss_exceeds_1pct_equity_prob":0.2144,"warning":"Unconditional path scenario, recent drift preserved, hourly endpoint checks miss intra-hour stops; no executable 15min fill model; ADR pending quality audit. Not a strategy edge."}
https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD Monte Carlo six_hour_block_first_passage 72h = 0.05293081000119759
Crypto majors2026-09-07 06:12
ComputedSep7 06:08UTC from downloadedhistory; fixedseeds90607 trades,90608paths. Simulated figures, not observed probabilities. {"symbol":"BTC/USD","kind":"six_hour_block_first_passage","paths":10000,"horizon_hours":72,"source_hours":2160,"stop_pct":3.149245494209274,"target_pct":4.723868241313911,"target_first_prob":0.1858,"stop_first_prob":0.2163,"neither_prob":0.5979,"net_mean_pct":0.05293081000119759,"net_quantiles_pct":[-6.113087882715506,-4.308451570554777,0.014683832469664093,4.906768710146448,6.488755278653431],"hypothetical_notional":212.7475,"loss_exceeds_1pct_equity_prob":0.0984,"warning":"Unconditional path scenario, recent drift preserved, hourly endpoint checks miss intra-hour stops; no executable 15min fill model; ADR pending quality audit. Not a strategy edge."}
https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD Monte Carlo trade_bootstrap 1Hour = 0.0779
Crypto majors2026-09-07 06:12
ComputedSep7 06:08UTC from downloadedhistory; fixedseeds90607 trades,90608paths. Simulated figures, not observed probabilities. {"symbol":"SOL/USD","timeframe":"1Hour","kind":"trade_bootstrap","paths":10000,"n":109,"mean_ci_pct":[-1.11207783436682,0.2571267241423924],"prob_mean_positive":0.0779,"quarter_exposure_return_ci_pct":[-26.209425585185215,-15.443485824868974,5.989549630740536],"prob_loss_quarter":0.9345,"warning":"IID trades; small sample and reused history, not independent edge; hypothetical 25% account allocation not recommended"}
https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD Monte Carlo trade_bootstrap 1Hour = 0.0203
Crypto majors2026-09-07 06:12
ComputedSep7 06:08UTC from downloadedhistory; fixedseeds90607 trades,90608paths. Simulated figures, not observed probabilities. {"symbol":"ETH/USD","timeframe":"1Hour","kind":"trade_bootstrap","paths":10000,"n":119,"mean_ci_pct":[-1.099674797390521,-0.04079168184592209],"prob_mean_positive":0.0203,"quarter_exposure_return_ci_pct":[-27.95693810169537,-19.218652890910803,-2.00291168339225],"prob_loss_quarter":0.9836,"warning":"IID trades; small sample and reused history, not independent edge; hypothetical 25% account allocation not recommended"}
https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD Monte Carlo trade_bootstrap 1Hour = 0
Crypto majors2026-09-07 06:12
ComputedSep7 06:08UTC from downloadedhistory; fixedseeds90607 trades,90608paths. Simulated figures, not observed probabilities. {"symbol":"BTC/USD","timeframe":"1Hour","kind":"trade_bootstrap","paths":10000,"n":123,"mean_ci_pct":[-0.8477891110239385,-0.37637030958245765],"prob_mean_positive":0,"quarter_exposure_return_ci_pct":[-23.022634418295144,-17.125480390520025,-10.983334361188845],"prob_loss_quarter":1,"warning":"IID trades; small sample and reused history, not independent edge; hypothetical 25% account allocation not recommended"}
https://runway.adityaperswal.workers.dev/data/crypto-bars
SOL/USD Monte Carlo trade_bootstrap 1Day = 0.2693
Crypto majors2026-09-07 06:12
ComputedSep7 06:08UTC from downloadedhistory; fixedseeds90607 trades,90608paths. Simulated figures, not observed probabilities. {"symbol":"SOL/USD","timeframe":"1Day","kind":"trade_bootstrap","paths":10000,"n":13,"mean_ci_pct":[-5.465654261609398,5.020931025708466],"prob_mean_positive":0.2693,"quarter_exposure_return_ci_pct":[-16.403604556765725,-5.697264257806034,16.506620311712258],"prob_loss_quarter":0.7373,"warning":"IID trades; small sample and reused history, not independent edge; hypothetical 25% account allocation not recommended"}
https://runway.adityaperswal.workers.dev/data/crypto-bars
ETH/USD Monte Carlo trade_bootstrap 1Day = 0.4081
Crypto majors2026-09-07 06:12
ComputedSep7 06:08UTC from downloadedhistory; fixedseeds90607 trades,90608paths. Simulated figures, not observed probabilities. {"symbol":"ETH/USD","timeframe":"1Day","kind":"trade_bootstrap","paths":10000,"n":7,"mean_ci_pct":[-5.082950189315735,6.768398451587866],"prob_mean_positive":0.4081,"quarter_exposure_return_ci_pct":[-8.578845819821645,-1.0104452983854983,12.185598767328653],"prob_loss_quarter":0.6036,"warning":"IID trades; small sample and reused history, not independent edge; hypothetical 25% account allocation not recommended"}
https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD Monte Carlo trade_bootstrap 1Day = 0
Crypto majors2026-09-07 06:12
ComputedSep7 06:08UTC from downloadedhistory; fixedseeds90607 trades,90608paths. Simulated figures, not observed probabilities. {"symbol":"BTC/USD","timeframe":"1Day","kind":"trade_bootstrap","paths":10000,"n":2,"mean_ci_pct":[-6.61613818245118,-2.3263473265251333],"prob_mean_positive":0,"quarter_exposure_return_ci_pct":[-3.280710788444785,-2.2260017301361623,-1.1597912308353053],"prob_loss_quarter":1,"warning":"IID trades; small sample and reused history, not independent edge; hypothetical 25% account allocation not recommended"}
https://runway.adityaperswal.workers.dev/data/crypto-bars
Bootstrap pooled results and cross-market correlation correlation
Options mispricing2026-09-07 06:12
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"EEM":{"EEM":1,"GLD":0.0716759499414685,"IBIT":-0.043736598654842855,"IWM":0.20645635501385712,"SPY":0.4403289575378745,"TLT":0.061780684597287916,"XLE":-0.05026954875066837},"GLD":{"EEM":0.0716759499414685,"GLD":1,"IBIT":-0.20577159641215217,"IWM":-0.002021308684128456,"SPY":0.051852129199807855,"TLT":0.031289047131247916,"XLE":0.03992640309913696},"IBIT":{"EEM":-0.043736598654842855,"GLD":-0.20577159641215217,"IBIT":1,"IWM":0.051812789938688535,"SPY":0.04657172763307942,"TLT":-0.09052146889769952,"XLE":0.02787223658972848},"IWM":{"EEM":0.20645635501385712,"GLD":-0.002021308684128456,"IBIT":0.051812789938688535,"IWM":1,"SPY":0.5179185026900347,"TLT":0.5351512068961184,"XLE":0.6164775885622532},"SPY":{"EEM":0.4403289575378745,"GLD":0.051852129199807855,"IBIT":0.04657172763307942,"IWM":0.5179185026900347,"SPY":1,"TLT":0.20677699335113037,"XLE":0.03569952971401961},"TLT":{"EEM":0.061780684597287916,"GLD":0.031289047131247916,"IBIT":-0.09052146889769952,"IWM":0.5351512068961184,"SPY":0.20677699335113037,"TLT":1,"XLE":0.6751621753239442},"XLE":{"EEM":-0.05026954875066837,"GLD":0.03992640309913696,"IBIT":0.02787223658972848,"IWM":0.6164775885622532,"SPY":0.03569952971401961,"TLT":0.6751621753239442,"XLE":1}}
https://runway.adityaperswal.workers.dev/data/stock-bars
Bootstrap pooled results and cross-market correlation pooled
Options mispricing2026-09-07 06:12
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"mean":-0.027272085558467135,"ci95":[-0.08459506396521156,0.02868237091952451],"blocks":4,"paths":50000,"n_dates":83,"seed":7090602}
https://runway.adityaperswal.workers.dev/data/stock-bars
Bootstrap pooled results and cross-market correlation symbols XLE
Options mispricing2026-09-07 06:12
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"n":83,"mean_difference":-0.03712872369049648,"pointwise95":[-0.15885849229784063,0.05937563402558534],"bonferroni_family95":[-0.21704303230509472,0.09071709443397746],"variance_ratio95":[0.6773126147075337,1.5464872994318233],"current_trend_up":true,"current_vol_rising":true}
https://runway.adityaperswal.workers.dev/data/stock-bars
Bootstrap pooled results and cross-market correlation symbols TLT
Options mispricing2026-09-07 06:12
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"n":83,"mean_difference":-0.051918523801244204,"pointwise95":[-0.09570918902167133,-0.013054631915376199],"bonferroni_family95":[-0.1140479736440009,-0.0014009326130757995],"variance_ratio95":[0.7904130424966812,1.1315809564238934],"current_trend_up":false,"current_vol_rising":true}
https://runway.adityaperswal.workers.dev/data/stock-bars
Bootstrap pooled results and cross-market correlation symbols SPY
Options mispricing2026-09-07 06:12
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"n":83,"mean_difference":-0.11559210573076222,"pointwise95":[-0.21420885976229412,-0.026312474466138814],"bonferroni_family95":[-0.25172387841110444,0.002756756735230664],"variance_ratio95":[0.6608282646454873,1.567576074052303],"current_trend_up":true,"current_vol_rising":false}
https://runway.adityaperswal.workers.dev/data/stock-bars
Bootstrap pooled results and cross-market correlation symbols IWM
Options mispricing2026-09-07 06:12
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"n":83,"mean_difference":-0.06770870322957893,"pointwise95":[-0.13361382227453047,-0.008551744347484534],"bonferroni_family95":[-0.1629091198097482,0.009528563942356311],"variance_ratio95":[0.6967635332224669,1.249311289686763],"current_trend_up":false,"current_vol_rising":false}
https://runway.adityaperswal.workers.dev/data/stock-bars
Bootstrap pooled results and cross-market correlation symbols IBIT
Options mispricing2026-09-07 06:12
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"n":83,"mean_difference":0.01863676140788732,"pointwise95":[-0.18962215522266015,0.19067956682305806],"bonferroni_family95":[-0.28174273072196665,0.24398822097856862],"variance_ratio95":[0.4719975280983375,0.8003411530944631],"current_trend_up":true,"current_vol_rising":true}
https://runway.adityaperswal.workers.dev/data/stock-bars
Bootstrap pooled results and cross-market correlation symbols GLD
Options mispricing2026-09-07 06:12
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"n":83,"mean_difference":0.13470882820148258,"pointwise95":[-0.07569080941157344,0.4342147051814069],"bonferroni_family95":[-0.12765404865654387,0.5794181856320757],"variance_ratio95":[1.4326718595890426,2.802439389070526],"current_trend_up":true,"current_vol_rising":true}
https://runway.adityaperswal.workers.dev/data/stock-bars
Bootstrap pooled results and cross-market correlation symbols EEM
Options mispricing2026-09-07 06:12
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"n":83,"mean_difference":-0.071902132066558,"pointwise95":[-0.2562541672486865,0.07523535758035745],"bonferroni_family95":[-0.33942905226471176,0.11992272965987326],"variance_ratio95":[1.0505563001164198,1.7412321242695608],"current_trend_up":true,"current_vol_rising":false}
https://runway.adityaperswal.workers.dev/data/stock-bars
IBIT Gross unadjusted CLI baseline; not validation
Options mispricing2026-09-07 06:12
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"symbol":"IBIT","bars":418,"trades":[{"entryAt":"2025-04-30T04:00:00Z","exitAt":"2025-09-05T04:00:00Z","entry":53.5,"exit":63.415,"reason":"signal"},{"entryAt":"2025-10-06T04:00:00Z","exitAt":"2025-10-31T04:00:00Z","entry":71.29,"exit":62.295,"reason":"signal"},{"entryAt":"2026-01-23T05:00:00Z","exitAt":"2026-02-04T05:00:00Z","entry":50.7,"exit":41.55,"reason":"signal"},{"entryAt":"2026-04-10T04:00:00Z","exitAt":"2026-06-08T04:00:00Z","entry":41.55,"exit":35.89,"reason":"signal"}],"returnPct":-9.11252931514861,"buyAndHoldPct":-22.28905310190754,"maxDrawdownPct":46.54116668971424,"winRate":25,"avgTradePct":-6.438561725616452}
https://runway.adityaperswal.workers.dev/data/stock-bars
TLT Gross unadjusted CLI baseline; not validation
Options mispricing2026-09-07 06:12
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"symbol":"TLT","bars":418,"trades":[{"entryAt":"2025-03-19T04:00:00Z","exitAt":"2025-04-14T04:00:00Z","entry":91.15,"exit":87.5,"reason":"signal"},{"entryAt":"2025-07-02T04:00:00Z","exitAt":"2025-07-30T04:00:00Z","entry":87.58,"exit":86.84,"reason":"signal"},{"entryAt":"2025-08-11T04:00:00Z","exitAt":"2025-11-20T05:00:00Z","entry":87.39,"exit":89.23,"reason":"signal"},{"entryAt":"2026-02-17T05:00:00Z","exitAt":"2026-03-24T04:00:00Z","entry":89.87,"exit":86.02,"reason":"signal"},{"entryAt":"2026-06-24T04:00:00Z","exitAt":"2026-07-22T04:00:00Z","entry":87.39,"exit":83.425,"reason":"signal"}],"returnPct":-11.19558041866393,"buyAndHoldPct":-5.385500575374003,"maxDrawdownPct":12.840283785519734,"winRate":20,"avgTradePct":-2.3129848398759068}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM Gross unadjusted CLI baseline; not validation
Options mispricing2026-09-07 06:12
Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"symbol":"EEM","bars":418,"trades":[{"entryAt":"2025-03-19T04:00:00Z","exitAt":"2025-04-08T04:00:00Z","entry":45.2,"exit":38.56,"reason":"signal"},{"entryAt":"2025-05-12T04:00:00Z","exitAt":"2025-12-08T05:00:00Z","entry":45.91,"exit":54.63,"reason":"signal"},{"entryAt":"2026-01-07T05:00:00Z","exitAt":"2026-03-20T04:00:00Z","entry":56.85,"exit":55.63,"reason":"signal"},{"entryAt":"2026-04-23T04:00:00Z","exitAt":"2026-07-16T04:00:00Z","entry":62.35,"exit":64.21,"reason":"signal"}],"returnPct":3.969845747115075,"buyAndHoldPct":62.49704421849136,"maxDrawdownPct":15.517162281724705,"winRate":50,"avgTradePct":1.2851447871721569}
https://runway.adityaperswal.workers.dev/data/stock-bars