Notes

Sep7 06:02 required CLI command node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy sma-cross --fast1 --slow50 --days1095. CLI includes livepartialSep7, nofees/holdout; gross result cannot justifytrade. {"symbol":"BTC/USD","bars":1096,"returnPct":175.7458174885592,"buyAndHoldPct":207.98337934307435,"maxDrawdownPct":26.295694061554748,"winRate":26.47058823529412,"avgTradePct":3.0762754899958047,"n":34} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"SPY","date":"2026-06-11 04:00:00+00:00","y":0.00012707158187212828,"pred":0.00012388273286867047,"base":0.0000867304824504463,"lossdiff":-0.08286085532275944,"trend":true,"rising":false},{"symbol":"SPY","date":"2026-06-18 04:00:00+00:00","y":0.00004971509317630723,"pred":0.00011807294475419517,"base":0.00010093838744640492,"lossdiff":0.085317266909966,"trend":true,"rising":true},{"symbol":"SPY","date":"2026-06-26 04:00:00+00:00","y":0.00007642190938321072,"pred":0.00009557659539814028,"base":0.00010887056511979711,"lossdiff":-0.0325956032664898,"trend":false,"rising":true},{"symbol":"SPY","date":"2026-07-06 04:00:00+00:00","y":0.00003661194268509571,"pred":0.00011375485204595073,"base":0.00012412672430466105,"lossdiff":-0.06036396377164088,"trend":true,"rising":true},{"symbol":"SPY","date":"2026-07-13 04:00:00+00:00","y":0.00003210030086733787,"pred":0.00008312215106353289,"base":0.00007245513177918549,"lossdiff":0.08048904202961893,"trend":true,"rising":true},{"symbol":"SPY","date":"2026-07-20 04:00:00+00:00","y":0.0000456433712510611,"pred":0.00006470303602715017,"base":0.00004871231152798788,"lossdiff":0.052306237260774324,"trend":false,"rising":false},{"symbol":"SPY","date":"2026-07-27 04:00:00+00:00","y":0.00015360707822028612,"pred":0.00006505630459515087,"base":0.00004769438104667635,"lossdiff":-0.5490734951315446,"trend":false,"rising":false},{"symbol":"SPY","date":"2026-08-03 04:00:00+00:00","y":0.00006928612885184736,"pred":0.00009865177154910332,"base":0.00006699067325594521,"lossdiff":0.055107789993206424,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"SOL/USD","timeframe":"1Hour","window":168,"vol_filter":true,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 15:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-75.04835330976263,"drawdown_pct":78.22095778389493,"n":190,"win_pct":23.157894736842106,"avg_win_pct":2.4755119432519392,"avg_loss_pct":1.6611650283890063,"quarter_kelly":0,"buyhold_pct":-33.404027855456505},"test":{"return_pct":-58.100815431306415,"drawdown_pct":61.28097171161443,"n":123,"win_pct":23.577235772357724,"avg_win_pct":2.5147710711675786,"avg_loss_pct":1.6691537899165967,"quarter_kelly":0,"buyhold_pct":-22.08100196390855},"stress":{"return_pct":-79.96947570700085,"drawdown_pct":80.65104860138796,"n":123,"win_pct":21.138211382113823,"avg_win_pct":2.1631150464904785,"avg_loss_pct":2.2048118628315025,"quarter_kelly":0,"buyhold_pct":-22.08100196390855}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"SPY","date":"2026-04-15 04:00:00+00:00","y":0.00006194803455106487,"pred":0.0001231812701760314,"base":0.00015194470916816144,"lossdiff":-0.114659439103443,"trend":true,"rising":true},{"symbol":"SPY","date":"2026-04-22 04:00:00+00:00","y":0.00002067062762895314,"pred":0.00011613473909039286,"base":0.0001406873576742531,"lossdiff":-0.1607266996597847,"trend":true,"rising":true},{"symbol":"SPY","date":"2026-04-29 04:00:00+00:00","y":0.00007229790688604012,"pred":0.00008218817280024878,"base":0.00007310327200192445,"lossdiff":0.007818244524939288,"trend":true,"rising":false},{"symbol":"SPY","date":"2026-05-06 04:00:00+00:00","y":0.000022822905143725054,"pred":0.00009140754774958759,"base":0.00005546404668720245,"lossdiff":0.3377859072565279,"trend":true,"rising":false},{"symbol":"SPY","date":"2026-05-13 04:00:00+00:00","y":0.00007023996188829378,"pred":0.00005471280499104938,"base":0.0000444348685524458,"lossdiff":-0.08887259922724056,"trend":true,"rising":false},{"symbol":"SPY","date":"2026-05-20 04:00:00+00:00","y":0.00001798638248273846,"pred":0.00007116440882585293,"base":0.00004650785038675302,"lossdiff":0.2913771327283001,"trend":true,"rising":false},{"symbol":"SPY","date":"2026-05-28 04:00:00+00:00","y":0.00001539727264375488,"pred":0.00004767457666922201,"base":0.000045836789100199354,"lossdiff":0.02636219274826246,"trend":true,"rising":false},{"symbol":"SPY","date":"2026-06-04 04:00:00+00:00","y":0.000243298312786998,"pred":0.00004463194793056358,"base":0.000031611630539628044,"lossdiff":-1.9003418513179335,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"SOL/USD","timeframe":"1Hour","window":168,"vol_filter":false,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 15:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-67.78765602200687,"drawdown_pct":78.85273225511789,"n":162,"win_pct":11.11111111111111,"avg_win_pct":7.640835723695691,"avg_loss_pct":1.6568132803808304,"quarter_kelly":0,"buyhold_pct":-33.404027855456505},"test":{"return_pct":-48.84196430556088,"drawdown_pct":60.67091872709006,"n":109,"win_pct":11.009174311926607,"avg_win_pct":5.470381003585011,"avg_loss_pct":1.3004736913213621,"quarter_kelly":0,"buyhold_pct":-22.08100196390855},"stress":{"return_pct":-73.39999060449284,"drawdown_pct":78.6733656699508,"n":109,"win_pct":8.256880733944955,"avg_win_pct":6.560425036754946,"avg_loss_pct":1.848642623343645,"quarter_kelly":0,"buyhold_pct":-22.08100196390855},"selected":true} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"SPY","date":"2026-02-17 05:00:00+00:00","y":0.00004823330397333423,"pred":0.00008124471848908941,"base":0.00007796234697912498,"lossdiff":0.016244746856463266,"trend":false,"rising":true},{"symbol":"SPY","date":"2026-02-24 05:00:00+00:00","y":0.00003973967129830154,"pred":0.00006970088651990909,"base":0.00006029543260394904,"lossdiff":0.05601991856434552,"trend":true,"rising":true},{"symbol":"SPY","date":"2026-03-03 05:00:00+00:00","y":0.00006679516974908362,"pred":0.00007043044215882437,"base":0.00006739266478159129,"lossdiff":0.0013402092629650753,"trend":false,"rising":true},{"symbol":"SPY","date":"2026-03-10 04:00:00+00:00","y":0.00007508018795887459,"pred":0.00008298531115600601,"base":0.00005119225202724648,"lossdiff":-0.07881574441281458,"trend":false,"rising":true},{"symbol":"SPY","date":"2026-03-17 04:00:00+00:00","y":0.00010697744052669833,"pred":0.00007604564050126792,"base":0.000057462083244898496,"lossdiff":-0.17474339076213852,"trend":false,"rising":true},{"symbol":"SPY","date":"2026-03-24 04:00:00+00:00","y":0.00029100697031826775,"pred":0.00009822470312292375,"base":0.00007214811738323951,"lossdiff":-0.7622635194333052,"trend":false,"rising":true},{"symbol":"SPY","date":"2026-03-31 04:00:00+00:00","y":0.0001428548081449281,"pred":0.00016280071482082712,"base":0.00013496494213823107,"lossdiff":0.0065358382757603195,"trend":false,"rising":true},{"symbol":"SPY","date":"2026-04-08 04:00:00+00:00","y":0.00006693961768275162,"pred":0.00014637210414067316,"base":0.0001539798517371922,"lossdiff":-0.028074475219435513,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"SOL/USD","timeframe":"1Hour","window":72,"vol_filter":true,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 15:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-79.27911738842896,"drawdown_pct":80.84791993784977,"n":249,"win_pct":22.48995983935743,"avg_win_pct":2.823368746071362,"avg_loss_pct":1.5955987820649034,"quarter_kelly":0,"buyhold_pct":-33.404027855456505},"test":{"return_pct":-70.8268835645854,"drawdown_pct":73.26377948803542,"n":169,"win_pct":20.118343195266274,"avg_win_pct":2.262489226238889,"avg_loss_pct":1.4614719348091025,"quarter_kelly":0,"buyhold_pct":-22.08100196390855},"stress":{"return_pct":-89.41714547968122,"drawdown_pct":89.88888981228224,"n":169,"win_pct":17.159763313609467,"avg_win_pct":1.9727957933667846,"avg_loss_pct":1.9911898863922084,"quarter_kelly":0,"buyhold_pct":-22.08100196390855}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"SPY","date":"2025-12-17 05:00:00+00:00","y":0.000041302505126280896,"pred":0.00007015464242741181,"base":0.00005401649373665392,"lossdiff":0.08552005195713441,"trend":false,"rising":false},{"symbol":"SPY","date":"2025-12-24 05:00:00+00:00","y":0.000014827661933277446,"pred":0.00005829478627272475,"base":0.000031358770594057376,"lossdiff":0.40153584999476344,"trend":true,"rising":false},{"symbol":"SPY","date":"2026-01-02 05:00:00+00:00","y":0.000025920308292965923,"pred":0.00003649800030800733,"base":0.000029437817214852605,"lossdiff":0.044651127647691524,"trend":true,"rising":false},{"symbol":"SPY","date":"2026-01-09 05:00:00+00:00","y":0.000006633975653011739,"pred":0.00004479847856004998,"base":0.000033078351248807286,"lossdiff":0.25082659802385443,"trend":true,"rising":false},{"symbol":"SPY","date":"2026-01-16 05:00:00+00:00","y":0.00011890096147403802,"pred":0.00002948211560759231,"base":0.000022171112751384003,"lossdiff":-1.0448978068300665,"trend":true,"rising":false},{"symbol":"SPY","date":"2026-01-26 05:00:00+00:00","y":0.000011350742587732556,"pred":0.00007263721925144402,"base":0.00004157072683832328,"lossdiff":0.4413008924536612,"trend":true,"rising":false},{"symbol":"SPY","date":"2026-02-02 05:00:00+00:00","y":0.00013159682076646284,"pred":0.00004101820141793517,"base":0.00004070149700193706,"lossdiff":-0.01721287286984463,"trend":true,"rising":false},{"symbol":"SPY","date":"2026-02-09 05:00:00+00:00","y":0.00005000086308826653,"pred":0.00009539212906691153,"base":0.00006712062512031128,"lossdiff":0.13072563566115392,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"SOL/USD","timeframe":"1Hour","window":72,"vol_filter":false,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 15:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-71.27539535842057,"drawdown_pct":81.81170081639955,"n":236,"win_pct":13.983050847457626,"avg_win_pct":6.128856934361703,"avg_loss_pct":1.5461373800812817,"quarter_kelly":0,"buyhold_pct":-33.404027855456505},"test":{"return_pct":-62.36550012792311,"drawdown_pct":71.04868645481307,"n":170,"win_pct":12.941176470588237,"avg_win_pct":4.156516743705834,"avg_loss_pct":1.237120958857764,"quarter_kelly":0,"buyhold_pct":-22.08100196390855},"stress":{"return_pct":-86.4293593391937,"drawdown_pct":88.90201382315249,"n":170,"win_pct":10.588235294117647,"avg_win_pct":4.393709632412243,"avg_loss_pct":1.7935563391517289,"quarter_kelly":0,"buyhold_pct":-22.08100196390855}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"SPY","date":"2025-10-21 04:00:00+00:00","y":0.000054752133082120736,"pred":0.0000763526618341179,"base":0.00006634912532878022,"lossdiff":0.03231500940127141,"trend":true,"rising":true},{"symbol":"SPY","date":"2025-10-28 04:00:00+00:00","y":0.000052854918988675854,"pred":0.00008159329710310223,"base":0.00007536003293634958,"lossdiff":0.025889718214513024,"trend":true,"rising":true},{"symbol":"SPY","date":"2025-11-04 05:00:00+00:00","y":0.00007371810616297934,"pred":0.00008523264189352145,"base":0.0000865478071152014,"lossdiff":-0.0021695251700641904,"trend":true,"rising":true},{"symbol":"SPY","date":"2025-11-11 05:00:00+00:00","y":0.00008647777049198913,"pred":0.00008161039228079158,"base":0.00005517149783673124,"lossdiff":-0.11628383138888232,"trend":true,"rising":true},{"symbol":"SPY","date":"2025-11-18 05:00:00+00:00","y":0.0001319333976966671,"pred":0.00008735106707052288,"base":0.00006695073218144126,"lossdiff":-0.1942449457128559,"trend":false,"rising":true},{"symbol":"SPY","date":"2025-11-25 05:00:00+00:00","y":0.00002251147545009655,"pred":0.00011074213365998188,"base":0.00008624604833507786,"lossdiff":0.19226389249663178,"trend":true,"rising":true},{"symbol":"SPY","date":"2025-12-03 05:00:00+00:00","y":0.000011358172157147181,"pred":0.00006942312662839131,"base":0.00007866018745043302,"lossdiff":-0.10570463567261434,"trend":true,"rising":true},{"symbol":"SPY","date":"2025-12-10 05:00:00+00:00","y":0.00005026292964270489,"pred":0.00005424592902741162,"base":0.000063070203948975,"lossdiff":-0.021081574545437576,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"SOL/USD","timeframe":"1Hour","window":24,"vol_filter":true,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 15:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-90.33782846710831,"drawdown_pct":90.91128621632214,"n":350,"win_pct":22,"avg_win_pct":2.0716674848188754,"avg_loss_pct":1.4163055758280447,"quarter_kelly":0,"buyhold_pct":-33.404027855456505},"test":{"return_pct":-78.76000321081122,"drawdown_pct":79.03422536289774,"n":245,"win_pct":18.775510204081634,"avg_win_pct":1.8265247705667267,"avg_loss_pct":1.1863760397230976,"quarter_kelly":0,"buyhold_pct":-22.08100196390855},"stress":{"return_pct":-95.11647137526413,"drawdown_pct":95.10151883234826,"n":245,"win_pct":13.061224489795919,"avg_win_pct":1.907760181541289,"avg_loss_pct":1.6895716475452551,"quarter_kelly":0,"buyhold_pct":-22.08100196390855}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"SPY","date":"2025-08-25 04:00:00+00:00","y":0.000024585395306638544,"pred":0.00006952396977290993,"base":0.0000540347921808862,"lossdiff":0.15067622991288232,"trend":true,"rising":true},{"symbol":"SPY","date":"2025-09-02 04:00:00+00:00","y":0.000022779050992637955,"pred":0.00005767936509767138,"base":0.00003467000969306788,"lossdiff":0.24692527685589383,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-09-09 04:00:00+00:00","y":0.00002031977440144796,"pred":0.00004472537763980403,"base":0.00003319595515826283,"lossdiff":0.1403202125522629,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-09-16 04:00:00+00:00","y":0.000018715192758062705,"pred":0.00004092885606488516,"base":0.00003179045232400294,"lossdiff":0.12122607502979754,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-09-23 04:00:00+00:00","y":0.00001870850265184335,"pred":0.00004062226763491017,"base":0.000021599853364696792,"lossdiff":0.22603755619153354,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-09-30 04:00:00+00:00","y":0.000008103822273268521,"pred":0.000034462517074131826,"base":0.000020130630200997993,"lossdiff":0.370216828160455,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-10-07 04:00:00+00:00","y":0.00019922334327686,"pred":0.000023155171190618645,"base":0.000016461823021155632,"lossdiff":-3.1571311735209147,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-10-14 04:00:00+00:00","y":0.000039360833113149034,"pred":0.0001019385452202085,"base":0.00006118771524000865,"lossdiff":0.2532668606206592,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"SOL/USD","timeframe":"1Hour","window":24,"vol_filter":false,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 15:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-94.77829753833092,"drawdown_pct":96.15928149930016,"n":461,"win_pct":18.655097613882862,"avg_win_pct":3.181507305710713,"avg_loss_pct":1.4766519036556771,"quarter_kelly":0,"buyhold_pct":-33.404027855456505},"test":{"return_pct":-79.66520245626869,"drawdown_pct":83.73313011225292,"n":304,"win_pct":16.11842105263158,"avg_win_pct":2.8633723066336465,"avg_loss_pct":1.1478427495095123,"quarter_kelly":0,"buyhold_pct":-22.08100196390855},"stress":{"return_pct":-96.71846520292023,"drawdown_pct":97.11042524163577,"n":304,"win_pct":11.513157894736842,"avg_win_pct":3.276712227057452,"avg_loss_pct":1.6703014948829535,"quarter_kelly":0,"buyhold_pct":-22.08100196390855}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"SPY","date":"2025-06-27 04:00:00+00:00","y":0.00003169439953981802,"pred":0.00006299047333841912,"base":0.00004294815540844895,"lossdiff":0.14818277219336906,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-07-07 04:00:00+00:00","y":0.00001274612493216611,"pred":0.00005488832416811039,"base":0.000046310953034449144,"lossdiff":0.1269122268336993,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-07-14 04:00:00+00:00","y":0.000013330087241355878,"pred":0.00004230550188701802,"base":0.00004177694403416311,"lossdiff":0.00858603448154227,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-07-21 04:00:00+00:00","y":0.0000177342416601012,"pred":0.000035484935127608406,"base":0.000029572171204558276,"lossdiff":0.0823490777999627,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-07-28 04:00:00+00:00","y":0.00010204452525791185,"pred":0.000034430427296951064,"base":0.000018876213343360302,"lossdiff":-1.8411577351707793,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-08-04 04:00:00+00:00","y":0.00002867526913185813,"pred":0.00006807985314517233,"base":0.00003646374477288376,"lossdiff":0.2591584249724619,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-08-11 04:00:00+00:00","y":0.000025941785738487513,"pred":0.00005054604161206783,"base":0.00004044603082280676,"lossdiff":0.0947543085683531,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-08-18 04:00:00+00:00","y":0.000059477588595287324,"pred":0.00005189808070812668,"base":0.000043598955447089676,"lossdiff":-0.04390292724477263,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"ETH/USD","timeframe":"1Hour","window":168,"vol_filter":true,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 13:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-75.39099701943137,"drawdown_pct":77.00303903124208,"n":209,"win_pct":27.27272727272727,"avg_win_pct":1.8644475094815867,"avg_loss_pct":1.5932765828924418,"quarter_kelly":0,"buyhold_pct":-7.090384444641751},"test":{"return_pct":-56.884167141760756,"drawdown_pct":58.983614640234904,"n":123,"win_pct":28.455284552845526,"avg_win_pct":1.3458327299780026,"avg_loss_pct":1.4698706163296138,"quarter_kelly":0,"buyhold_pct":-20.250014360388313},"stress":{"return_pct":-79.3878390147683,"drawdown_pct":79.89015064717546,"n":123,"win_pct":17.88617886178862,"avg_win_pct":1.3890840949303274,"avg_loss_pct":1.8461785683275032,"quarter_kelly":0,"buyhold_pct":-20.250014360388313}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"SPY","date":"2025-04-30 04:00:00+00:00","y":0.0000787762284584723,"pred":0.00036375827572812566,"base":0.0009186305496103923,"lossdiff":-0.7955864175375433,"trend":false,"rising":true},{"symbol":"SPY","date":"2025-05-07 04:00:00+00:00","y":0.00023302043834520916,"pred":0.00026725584398671324,"base":0.0006196395314030588,"lossdiff":-0.34508929408013067,"trend":true,"rising":true},{"symbol":"SPY","date":"2025-05-14 04:00:00+00:00","y":0.00007311365864141074,"pred":0.00019716446693332515,"base":0.00020046657875073885,"lossdiff":-0.010501015122427404,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-05-21 04:00:00+00:00","y":0.00009967021145042024,"pred":0.00012782631949669756,"base":0.00012181768621050749,"lossdiff":0.009686808417006532,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-05-29 04:00:00+00:00","y":0.00001824320903581725,"pred":0.00012047428881143927,"base":0.0001211451342238781,"lossdiff":-0.00471438476859376,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-06-05 04:00:00+00:00","y":0.000030882160933310244,"pred":0.0000749333582241797,"base":0.00010601187936821435,"lossdiff":-0.2261321445911868,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-06-12 04:00:00+00:00","y":0.00006214917855977523,"pred":0.000060927874915680325,"base":0.00005547731001523963,"lossdiff":-0.006501264952120778,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-06-20 04:00:00+00:00","y":0.0000605180731048931,"pred":0.00007888950206849111,"base":0.00005273618999483073,"lossdiff":0.022308287411961558,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"ETH/USD","timeframe":"1Hour","window":168,"vol_filter":false,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 13:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-73.65208057000791,"drawdown_pct":76.58208611702999,"n":176,"win_pct":7.954545454545454,"avg_win_pct":9.468108330150732,"avg_loss_pct":1.534689842594759,"quarter_kelly":0,"buyhold_pct":-7.090384444641751},"test":{"return_pct":-56.87699455710579,"drawdown_pct":65.56023105666749,"n":119,"win_pct":10.084033613445378,"avg_win_pct":4.642149865595557,"avg_loss_pct":1.261096995700117,"quarter_kelly":0,"buyhold_pct":-20.250014360388313},"stress":{"return_pct":-78.88364461310641,"drawdown_pct":82.1999033787876,"n":119,"win_pct":6.722689075630252,"avg_win_pct":6.246454457342261,"avg_loss_pct":1.8060241401026422,"quarter_kelly":0,"buyhold_pct":-20.250014360388313},"selected":true} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"SPY","date":"2025-03-04 05:00:00+00:00","y":0.0002443053960083707,"pred":0.00011309722592978296,"base":0.00008056520646967076,"lossdiff":-0.5330763055193888,"trend":false,"rising":false},{"symbol":"SPY","date":"2025-03-11 04:00:00+00:00","y":0.00015521765736290315,"pred":0.00015792669381163593,"base":0.00013172097210382652,"lossdiff":-0.0140908987304309,"trend":false,"rising":true},{"symbol":"SPY","date":"2025-03-18 04:00:00+00:00","y":0.00008539449704014158,"pred":0.00015430223670502831,"base":0.0001639674417784709,"lossdiff":-0.02813258729668,"trend":false,"rising":true},{"symbol":"SPY","date":"2025-03-25 04:00:00+00:00","y":0.00012078244235464576,"pred":0.00013806766258486514,"base":0.00016708665560289017,"lossdiff":-0.03883559752635879,"trend":false,"rising":true},{"symbol":"SPY","date":"2025-04-01 04:00:00+00:00","y":0.0012747403012878065,"pred":0.0001514363840787699,"base":0.0001514249981915153,"lossdiff":-0.0005577486722483371,"trend":false,"rising":true},{"symbol":"SPY","date":"2025-04-08 04:00:00+00:00","y":0.0019097122489544888,"pred":0.00043464234617037134,"base":0.00040903372451137423,"lossdiff":-0.2143566223589728,"trend":false,"rising":true},{"symbol":"SPY","date":"2025-04-15 04:00:00+00:00","y":0.00038770922880233615,"pred":0.0006908707867958664,"base":0.0008476573724092707,"lossdiff":-0.10072357729322068,"trend":false,"rising":true},{"symbol":"SPY","date":"2025-04-23 04:00:00+00:00","y":0.00010236041939693774,"pred":0.0004778172769428764,"base":0.0009232360553498192,"lossdiff":-0.5553028693002906,"trend":false,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"ETH/USD","timeframe":"1Hour","window":72,"vol_filter":true,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 13:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-81.71894301120899,"drawdown_pct":82.67012627505841,"n":288,"win_pct":25.34722222222222,"avg_win_pct":1.8865687526943966,"avg_loss_pct":1.4080901699364783,"quarter_kelly":0,"buyhold_pct":-7.090384444641751},"test":{"return_pct":-64.06237381224626,"drawdown_pct":65.55899689000255,"n":169,"win_pct":25.443786982248522,"avg_win_pct":1.222934924573955,"avg_loss_pct":1.217137907030658,"quarter_kelly":0,"buyhold_pct":-20.250014360388313},"stress":{"return_pct":-86.96324848966418,"drawdown_pct":87.20487619548798,"n":169,"win_pct":16.56804733727811,"avg_win_pct":1.1319094116779016,"avg_loss_pct":1.6575654873980197,"quarter_kelly":0,"buyhold_pct":-20.250014360388313}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"SPY","date":"2025-01-02 05:00:00+00:00","y":0.00010941834894228903,"pred":0.00009048083769864273,"base":0.00009577685146802837,"lossdiff":0.009985647268443643,"trend":false,"rising":true},{"symbol":"SPY","date":"2025-01-10 05:00:00+00:00","y":0.0000860687150135289,"pred":0.00012004997484607125,"base":0.00011905551005931528,"lossdiff":0.0023296873585501032,"trend":false,"rising":true},{"symbol":"SPY","date":"2025-01-17 05:00:00+00:00","y":0.00006833170986010813,"pred":0.00012112368650282716,"base":0.00013439650896783506,"lossdiff":-0.04826769243348927,"trend":true,"rising":true},{"symbol":"SPY","date":"2025-01-27 05:00:00+00:00","y":0.000036867992786895585,"pred":0.00009686551619292424,"base":0.00007877635562712545,"lossdiff":0.11931242141900178,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-02-03 05:00:00+00:00","y":0.00003968233347174764,"pred":0.00007294498084824651,"base":0.00007517169165070541,"lossdiff":-0.013954955398437718,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-02-10 05:00:00+00:00","y":0.00002623177866432566,"pred":0.0000706852655397484,"base":0.00005773768778307007,"lossdiff":0.1191069623480292,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-02-18 05:00:00+00:00","y":0.00007291764174246437,"pred":0.000053263383497162095,"base":0.00004277845369576925,"lossdiff":-0.11632545758353885,"trend":true,"rising":false},{"symbol":"SPY","date":"2025-02-25 05:00:00+00:00","y":0.0001834290720001454,"pred":0.00007244249737174787,"base":0.00004392493666635832,"lossdiff":-1.1435913197731953,"trend":false,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all

Noopen/pendingtradesverifiedlive. Fourquantmonitors46/47/48/42future,noduebefore08UTCresearch. Job35actual05:15outputcontains3JSONissuerlinesINBX/TYRA/IRD;firstmatchinglinkonly,notproofnonews.11runsleft,next09:15. Job8next07:01before08UTCresearch;job15nextSep8 02:30. NopositionR/target/horizonreviewapplicable. NoorderormonitorneededforunvalidatedR2rule;existingcoveragepreserved. query_trades fund=quant; list_jobs/list_monitors fund=quant Sep7 2026 06:05–06:08UTC

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"ETH/USD","timeframe":"1Hour","window":72,"vol_filter":false,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 13:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-75.56483772743408,"drawdown_pct":77.02201901737904,"n":246,"win_pct":13.821138211382115,"avg_win_pct":5.3565160247186645,"avg_loss_pct":1.4571250278586294,"quarter_kelly":0,"buyhold_pct":-7.090384444641751},"test":{"return_pct":-58.353442404396795,"drawdown_pct":66.54352138717306,"n":166,"win_pct":15.66265060240964,"avg_win_pct":3.0215463703072207,"avg_loss_pct":1.1529126213321594,"quarter_kelly":0,"buyhold_pct":-20.250014360388313},"stress":{"return_pct":-84.61786896640864,"drawdown_pct":86.67302801783447,"n":166,"win_pct":12.048192771084338,"avg_win_pct":3.2478158968952906,"avg_loss_pct":1.6939258027826458,"quarter_kelly":0,"buyhold_pct":-20.250014360388313}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"selected":"20/100/calm=False","training_sweep":[["10/50/calm=False",-0.0790445270928547],["10/50/calm=True",-0.04366620256486658],["20/50/calm=False",-0.011289598562737046],["20/50/calm=True",-0.010576040685203953],["20/100/calm=False",0.03932477406873859],["20/100/calm=True",-0.031970320733598234]],"holdout":{"0.0005":{"return":5.550505053277229,"drawdown":-9.346161060235026,"win_rate":41.66666666666667,"closed_trades":24,"open_trades":1,"avg_win_pct":1.8198183228977298,"avg_loss_pct":-0.8748826533533464},"0.001":{"return":0.5032716466316742,"drawdown":-12.25225586861165,"win_rate":41.66666666666667,"closed_trades":24,"open_trades":1,"avg_win_pct":1.6170899087364539,"avg_loss_pct":-1.0735710347206369}},"buyhold":34.00260983036101} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all

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?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"ETH/USD","timeframe":"1Hour","window":24,"vol_filter":true,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 13:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-92.33534133168286,"drawdown_pct":92.58879867516849,"n":402,"win_pct":19.900497512437813,"avg_win_pct":1.961755020441414,"avg_loss_pct":1.2678547148499264,"quarter_kelly":0,"buyhold_pct":-7.090384444641751},"test":{"return_pct":-75.37170760338556,"drawdown_pct":75.58860521092186,"n":245,"win_pct":17.959183673469386,"avg_win_pct":1.5543726253061614,"avg_loss_pct":1.0280293371783826,"quarter_kelly":0,"buyhold_pct":-20.250014360388313},"stress":{"return_pct":-94.33742989271774,"drawdown_pct":94.33742989271772,"n":245,"win_pct":12.244897959183673,"avg_win_pct":1.5479463399003826,"avg_loss_pct":1.5418142994445279,"quarter_kelly":0,"buyhold_pct":-20.250014360388313}} https://runway.adityaperswal.workers.dev/data/crypto-bars