Notes

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"SOL/USD","timeframe":"1Day","window":20,"vol_filter":false,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":-20.446977792065983,"drawdown_pct":43.70396071978126,"n":10,"win_pct":30,"avg_win_pct":12.557487590715727,"avg_loss_pct":7.854889169934766,"quarter_kelly":0,"buyhold_pct":-10.40127824079402},"test":{"return_pct":-10.936083673629145,"drawdown_pct":42.49610788166696,"n":15,"win_pct":20,"avg_win_pct":13.759152866540845,"avg_loss_pct":3.8672983440358086,"quarter_kelly":0,"buyhold_pct":-22.646310432569972},"stress":{"return_pct":-18.601799129987267,"drawdown_pct":46.490898950322354,"n":15,"win_pct":20,"avg_win_pct":13.109749002156379,"avg_loss_pct":4.454952142290679,"quarter_kelly":0,"buyhold_pct":-22.646310432569972}} 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":"10/50/calm=True","training_sweep":[["10/50/calm=False",-0.15210879360148047],["10/50/calm=True",-0.09454502754837085],["20/50/calm=False",-0.21281794838894785],["20/50/calm=True",-0.12008793315420917],["20/100/calm=False",-0.3155495356761554],["20/100/calm=True",-0.23487153041081965]],"holdout":{"0.0005":{"return":-0.014107329798189312,"drawdown":-6.84281610523424,"win_rate":50,"closed_trades":20,"open_trades":0,"avg_win_pct":1.4236745104623536,"avg_loss_pct":-1.3956995267389634},"0.001":{"return":-3.934612499779578,"drawdown":-7.960620660809836,"win_rate":45,"closed_trades":20,"open_trades":0,"avg_win_pct":1.366715748509182,"avg_loss_pct":-1.456464755776127}},"buyhold":35.87695133149678} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&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":"1Day","window":100,"vol_filter":true,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":64.25649926752598,"drawdown_pct":17.803262934477182,"n":2,"win_pct":50,"avg_win_pct":68.95526654444701,"avg_loss_pct":2.6887291611748028,"quarter_kelly":0.1201259539410204,"buyhold_pct":24.437868997997512},"test":{"return_pct":-4.6988534663745485,"drawdown_pct":20.478806917906812,"n":7,"win_pct":14.285714285714285,"avg_win_pct":19.225909971471157,"avg_loss_pct":3.6345473884289317,"quarter_kelly":0,"buyhold_pct":-20.628244741013535},"stress":{"return_pct":-8.618657551484029,"drawdown_pct":23.519727009589165,"n":7,"win_pct":14.285714285714285,"avg_win_pct":18.557354627942587,"avg_loss_pct":4.223016574122196,"quarter_kelly":0,"buyhold_pct":-20.628244741013535},"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. {"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?symbols=IWM&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":"1Day","window":100,"vol_filter":false,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":44.70892690623423,"drawdown_pct":24.53831652922649,"n":2,"win_pct":50,"avg_win_pct":51.8211729292528,"avg_loss_pct":4.614927835982634,"quarter_kelly":0.11386814120773806,"buyhold_pct":24.437868997997512},"test":{"return_pct":4.925277151843602,"drawdown_pct":20.478806917906812,"n":7,"win_pct":14.285714285714285,"avg_win_pct":31.291365688629863,"avg_loss_pct":3.6345473884289317,"quarter_kelly":0.010824621549906651,"buyhold_pct":-20.628244741013535},"stress":{"return_pct":0.6096257145765411,"drawdown_pct":23.519727009589165,"n":7,"win_pct":14.285714285714285,"avg_win_pct":30.5805418998245,"avg_loss_pct":4.223016574122196,"quarter_kelly":0.0061225235411183875,"buyhold_pct":-20.628244741013535}} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"ETH/USD","timeframe":"1Day","window":50,"vol_filter":true,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":38.01865903406588,"drawdown_pct":13.926057550390436,"n":5,"win_pct":20,"avg_win_pct":65.18535811039624,"avg_loss_pct":4.370713146203534,"quarter_kelly":0.03658989296706353,"buyhold_pct":24.437868997997512},"test":{"return_pct":6.864297169075708,"drawdown_pct":25.796880001553745,"n":5,"win_pct":40,"avg_win_pct":14.8889181378653,"avg_loss_pct":6.560972382043788,"quarter_kelly":0.033900781225756,"buyhold_pct":-20.628244741013535},"stress":{"return_pct":3.705941770961253,"drawdown_pct":27.120603128292785,"n":5,"win_pct":40,"avg_win_pct":14.23555641041572,"avg_loss_pct":7.1391895360194955,"quarter_kelly":0.024774388894318503,"buyhold_pct":-20.628244741013535}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"bars":1173,"first":"2022-01-03 05:00:00+00:00","last":"2026-09-04 04:00:00+00:00","duplicates":0,"train_n":686,"train_qlike":{"rv20":-7.433227299834338,"rv60":-7.470529386020243,"ew94":-7.47629565477792,"ew97":-7.493337694164958,"har":-7.504188047188366},"selected":"har","har_coef":[-4.506615910631438,-0.016574873793091027,0.1401740013083075,0.3742906679446357],"smearing":1.3443242782705465,"holdout_n":83,"holdout_qlike_difference":-0.06770870322957893,"difference_ci95":[-0.13527297602391597,-0.010114095945237295],"realized_forecast_ratio":0.9278139377056606,"forecast_vol":0.17479278234547638,"rv20":0.11891087480153041,"rv60":0.14731478862650185,"close":295.94,"atr14":3.0964285714285813,"sma20":298.86075,"sma50":296.9629,"regimes":[{"trend_up":false,"vol_rising":false,"n":5,"realized_forecast_ratio":0.7670232645606754,"mean_qlike_difference":0.020183223588943377},{"trend_up":false,"vol_rising":true,"n":19,"realized_forecast_ratio":1.3773184425696685,"mean_qlike_difference":-0.20245070500255266},{"trend_up":true,"vol_rising":false,"n":38,"realized_forecast_ratio":0.8687397111815046,"mean_qlike_difference":-0.04432057082795193},{"trend_up":true,"vol_rising":true,"n":21,"realized_forecast_ratio":0.5117709622359368,"mean_qlike_difference":-0.009047304737575932}]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&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":"1Day","window":50,"vol_filter":false,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":45.33651270531018,"drawdown_pct":16.019114788623455,"n":4,"win_pct":25,"avg_win_pct":62.90728843426532,"avg_loss_pct":3.708068192234843,"quarter_kelly":0.05144781823618825,"buyhold_pct":24.437868997997512},"test":{"return_pct":22.262204855627225,"drawdown_pct":22.891943574367,"n":4,"win_pct":50,"avg_win_pct":21.201847323803495,"avg_loss_pct":7.918405437102788,"quarter_kelly":0.07831535669881978,"buyhold_pct":-20.628244741013535},"stress":{"return_pct":19.362808350793784,"drawdown_pct":23.81172181193265,"n":4,"win_pct":50,"avg_win_pct":20.526369755221396,"avg_loss_pct":8.49186714825478,"quarter_kelly":0.07328684242805122,"buyhold_pct":-20.628244741013535}} 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":"IBIT","date":"2026-08-10 04:00:00+00:00","y":0.00012149301117599315,"pred":0.0011073843331620345,"base":0.0002503650941119978,"lossdiff":1.1112841444566648,"trend":true,"rising":false},{"symbol":"IBIT","date":"2026-08-17 04:00:00+00:00","y":0.002178509515325843,"pred":0.0010618830152306536,"base":0.0001926186533431833,"lossdiff":-7.551321389722705,"trend":true,"rising":false},{"symbol":"IBIT","date":"2026-08-24 04:00:00+00:00","y":0.00032229119660062645,"pred":0.0012121578400248246,"base":0.0006872936485236169,"lossdiff":0.36435001241681864,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&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":"1Day","window":20,"vol_filter":true,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":46.20561905349263,"drawdown_pct":13.362666698472891,"n":9,"win_pct":44.44444444444444,"avg_win_pct":15.619769311588874,"avg_loss_pct":3.502149291286212,"quarter_kelly":0.07997047042131125,"buyhold_pct":24.437868997997512},"test":{"return_pct":-1.2555220752764216,"drawdown_pct":27.857258350512325,"n":11,"win_pct":27.27272727272727,"avg_win_pct":11.527844560967598,"avg_loss_pct":4.128401140442485,"quarter_kelly":0.0030683110381759388,"buyhold_pct":-20.628244741013535},"stress":{"return_pct":-7.562321273429025,"drawdown_pct":29.989424317626113,"n":11,"win_pct":27.27272727272727,"avg_win_pct":10.886257552839584,"avg_loss_pct":4.715140227349508,"quarter_kelly":0,"buyhold_pct":-20.628244741013535}} 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":"IBIT","date":"2026-06-11 04:00:00+00:00","y":0.0006457279141795887,"pred":0.0011976154335846757,"base":0.0008050520302885818,"lossdiff":0.13426419279179136,"trend":false,"rising":true},{"symbol":"IBIT","date":"2026-06-18 04:00:00+00:00","y":0.0007089196617648857,"pred":0.0012015063885899104,"base":0.0008473622204360536,"lossdiff":0.1026094421330983,"trend":false,"rising":true},{"symbol":"IBIT","date":"2026-06-26 04:00:00+00:00","y":0.0006300348835931651,"pred":0.0012919466272555277,"base":0.0009648490675787394,"lossdiff":0.1266089136676678,"trend":false,"rising":true},{"symbol":"IBIT","date":"2026-07-06 04:00:00+00:00","y":0.0003520605952988724,"pred":0.0011620135243838327,"base":0.0008175815458462549,"lossdiff":0.22392133020433747,"trend":false,"rising":true},{"symbol":"IBIT","date":"2026-07-13 04:00:00+00:00","y":0.0003524787742512514,"pred":0.0011433120459096232,"base":0.0005841857637091279,"lossdiff":0.3763942043578199,"trend":false,"rising":true},{"symbol":"IBIT","date":"2026-07-20 04:00:00+00:00","y":0.00019980953460410847,"pred":0.0011847162688735779,"base":0.0005108734787270437,"lossdiff":0.6186791088125876,"trend":false,"rising":false},{"symbol":"IBIT","date":"2026-07-27 04:00:00+00:00","y":0.0003503255546063619,"pred":0.0011675039474850495,"base":0.0003835959469368494,"lossdiff":0.4998302028203927,"trend":false,"rising":false},{"symbol":"IBIT","date":"2026-08-03 04:00:00+00:00","y":0.00009884651298626968,"pred":0.0011625382059284402,"base":0.0003136686146901485,"lossdiff":1.0799200145652907,"trend":false,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&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":"1Day","window":20,"vol_filter":false,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":20.63145269149203,"drawdown_pct":29.75439788411944,"n":10,"win_pct":30,"avg_win_pct":19.048132100289656,"avg_loss_pct":4.385671292473442,"quarter_kelly":0.03470773028337086,"buyhold_pct":24.437868997997512},"test":{"return_pct":1.0502266101001079,"drawdown_pct":30.98731970781069,"n":15,"win_pct":26.666666666666668,"avg_win_pct":12.595774786446897,"avg_loss_pct":3.9982151056201025,"quarter_kelly":0.008472064498506578,"buyhold_pct":-20.628244741013535},"stress":{"return_pct":-7.647148443058086,"drawdown_pct":35.58930668095424,"n":15,"win_pct":26.666666666666668,"avg_win_pct":11.950446539583016,"avg_loss_pct":4.585410268237624,"quarter_kelly":0,"buyhold_pct":-20.628244741013535}} 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":"IBIT","date":"2026-04-15 04:00:00+00:00","y":0.0007825025147489263,"pred":0.0011949387618162622,"base":0.0005107053496351548,"lossdiff":-0.02729477862129137,"trend":true,"rising":false},{"symbol":"IBIT","date":"2026-04-22 04:00:00+00:00","y":0.0000988825878670886,"pred":0.0011102653717080838,"base":0.0005610869244623005,"lossdiff":0.5953066295780705,"trend":true,"rising":false},{"symbol":"IBIT","date":"2026-04-29 04:00:00+00:00","y":0.0003277593157611256,"pred":0.001161445590883375,"base":0.0004119900171907609,"lossdiff":0.5230694498054698,"trend":true,"rising":false},{"symbol":"IBIT","date":"2026-05-06 04:00:00+00:00","y":0.00023671446627119706,"pred":0.0013230812102536058,"base":0.0003342828634374358,"lossdiff":0.8465162941589677,"trend":true,"rising":false},{"symbol":"IBIT","date":"2026-05-13 04:00:00+00:00","y":0.0004764871535897012,"pred":0.0011459027357902303,"base":0.00036146472116208435,"lossdiff":0.25138966545108055,"trend":true,"rising":false},{"symbol":"IBIT","date":"2026-05-20 04:00:00+00:00","y":0.00023897227319414214,"pred":0.0011950239334710415,"base":0.0002849608808722781,"lossdiff":0.7949280615469307,"trend":true,"rising":false},{"symbol":"IBIT","date":"2026-05-28 04:00:00+00:00","y":0.0012191049705231032,"pred":0.0011115664971885408,"base":0.0003199833022040415,"lossdiff":-1.4679001162526273,"trend":false,"rising":false},{"symbol":"IBIT","date":"2026-06-04 04:00:00+00:00","y":0.0012856437238473802,"pred":0.001164647436954641,"base":0.000542819715894536,"lossdiff":-0.5011670066698413,"trend":false,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"BTC/USD","timeframe":"1Day","window":100,"vol_filter":true,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":10.82010159671865,"drawdown_pct":9.004982274818262,"n":4,"win_pct":75,"avg_win_pct":4.579113947229921,"avg_loss_pct":3.037611223323928,"quarter_kelly":0.1460398608452202,"buyhold_pct":-14.061527982636468},"test":{"return_pct":-8.767037388097924,"drawdown_pct":13.518090319273036,"n":2,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":4.471242754488157,"quarter_kelly":0,"buyhold_pct":-11.912002732018856},"stress":{"return_pct":-9.85530361407922,"drawdown_pct":13.777991118676159,"n":2,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":5.056780777602696,"quarter_kelly":0,"buyhold_pct":-11.912002732018856},"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":"IBIT","date":"2026-02-17 05:00:00+00:00","y":0.000647174709167335,"pred":0.0013223873173353708,"base":0.0025042709365717137,"lossdiff":-0.40758860637212635,"trend":false,"rising":true},{"symbol":"IBIT","date":"2026-02-24 05:00:00+00:00","y":0.00188230432408141,"pred":0.002162924878030791,"base":0.0024202476910777345,"lossdiff":-0.019881811865120724,"trend":false,"rising":true},{"symbol":"IBIT","date":"2026-03-03 05:00:00+00:00","y":0.0015815470296046605,"pred":0.0013596143797681573,"base":0.0024446648150887895,"lossdiff":-0.07041304245727531,"trend":false,"rising":true},{"symbol":"IBIT","date":"2026-03-10 04:00:00+00:00","y":0.0003477086673101205,"pred":0.0013069998908170199,"base":0.0012847948170713885,"lossdiff":0.01253743271630725,"trend":false,"rising":false},{"symbol":"IBIT","date":"2026-03-17 04:00:00+00:00","y":0.0005809762154403439,"pred":0.0013051492637786016,"base":0.0011146836825408814,"lossdiff":0.08168556520963133,"trend":false,"rising":false},{"symbol":"IBIT","date":"2026-03-24 04:00:00+00:00","y":0.0006952702169532466,"pred":0.0012318998604284401,"base":0.0010981340591091336,"lossdiff":0.046195901847447374,"trend":false,"rising":false},{"symbol":"IBIT","date":"2026-03-31 04:00:00+00:00","y":0.0006385879307744263,"pred":0.0012177600880412015,"base":0.000801375532327093,"lossdiff":0.1459695351974899,"trend":false,"rising":false},{"symbol":"IBIT","date":"2026-04-08 04:00:00+00:00","y":0.00012798703537260256,"pred":0.0011380264030242193,"base":0.0005656357576195344,"lossdiff":0.5852933940569356,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"BTC/USD","timeframe":"1Day","window":100,"vol_filter":false,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":-6.937314271028426,"drawdown_pct":20.783976253856252,"n":7,"win_pct":14.285714285714285,"avg_win_pct":4.7016563529206525,"avg_loss_pct":1.9409319524343733,"quarter_kelly":0,"buyhold_pct":-14.061527982636468},"test":{"return_pct":4.435528812426819,"drawdown_pct":13.518090319273036,"n":3,"win_pct":33.33333333333333,"avg_win_pct":14.5074458146549,"avg_loss_pct":4.471242754488157,"quarter_kelly":0.03196611574943275,"buyhold_pct":-11.912002732018856},"stress":{"return_pct":2.5724841756901515,"drawdown_pct":13.777991118676159,"n":3,"win_pct":33.33333333333333,"avg_win_pct":13.855420484470079,"avg_loss_pct":5.056780777602696,"quarter_kelly":0.022505385368003138,"buyhold_pct":-11.912002732018856}} 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":"IBIT","date":"2025-12-17 05:00:00+00:00","y":0.0003685624284160909,"pred":0.0012262282190458392,"base":0.0010537912211500957,"lossdiff":0.10236555166415151,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-12-24 05:00:00+00:00","y":0.00015347737305152794,"pred":0.001347269791932957,"base":0.000834066146043915,"lossdiff":0.4094290300999175,"trend":false,"rising":false},{"symbol":"IBIT","date":"2026-01-02 05:00:00+00:00","y":0.0006110066692065757,"pred":0.0011328166142273602,"base":0.00043342065536372125,"lossdiff":0.09039177594125736,"trend":false,"rising":false},{"symbol":"IBIT","date":"2026-01-09 05:00:00+00:00","y":0.0006186656265110336,"pred":0.0012576501011108136,"base":0.00047640093505498535,"lossdiff":0.16403848754157213,"trend":false,"rising":false},{"symbol":"IBIT","date":"2026-01-16 05:00:00+00:00","y":0.000983267691143251,"pred":0.001300932081241206,"base":0.00043792802429630707,"lossdiff":-0.4006728105071087,"trend":true,"rising":false},{"symbol":"IBIT","date":"2026-01-26 05:00:00+00:00","y":0.0017846358280371906,"pred":0.0011861163439087705,"base":0.000591604339978097,"lossdiff":-0.8163977079095623,"trend":false,"rising":false},{"symbol":"IBIT","date":"2026-02-02 05:00:00+00:00","y":0.0062210270216742644,"pred":0.0011412870109496548,"base":0.0009993939537245127,"lossdiff":-0.6411492959594192,"trend":false,"rising":true},{"symbol":"IBIT","date":"2026-02-09 05:00:00+00:00","y":0.0010281532054321487,"pred":0.0014106717412659209,"base":0.0024018990418414347,"lossdiff":-0.23141270644037348,"trend":false,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"BTC/USD","timeframe":"1Day","window":50,"vol_filter":true,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":0.9992399000515616,"drawdown_pct":11.960963754557419,"n":5,"win_pct":40,"avg_win_pct":3.147647850698218,"avg_loss_pct":1.7125368470731313,"quarter_kelly":0.018389686761183313,"buyhold_pct":-14.061527982636468},"test":{"return_pct":-0.3182316985978105,"drawdown_pct":15.415086105700071,"n":9,"win_pct":33.33333333333333,"avg_win_pct":4.7810885026459635,"avg_loss_pct":2.3347646757203817,"quarter_kelly":0.0019444517558337704,"buyhold_pct":-11.912002732018856},"stress":{"return_pct":-5.558354752576852,"drawdown_pct":17.906839510129736,"n":9,"win_pct":22.22222222222222,"avg_win_pct":6.433605369064846,"avg_loss_pct":2.563503334925774,"quarter_kelly":0,"buyhold_pct":-11.912002732018856}} 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":"IBIT","date":"2025-10-21 04:00:00+00:00","y":0.0006814849781688906,"pred":0.0012563059913991953,"base":0.0006433950765280079,"lossdiff":0.15242198667944784,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-10-28 04:00:00+00:00","y":0.001456649541475843,"pred":0.0012393584761568601,"base":0.0006192190751616962,"lossdiff":-0.48318224648253416,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-11-04 05:00:00+00:00","y":0.0008190834915437388,"pred":0.0011438601956711562,"base":0.0008211306582199448,"lossdiff":0.05004440443329816,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-11-11 05:00:00+00:00","y":0.0007347843427119229,"pred":0.0011800623894045181,"base":0.0008819246890713499,"lossdiff":0.08072163173909352,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-11-18 05:00:00+00:00","y":0.0012474627288408134,"pred":0.0012763395206327743,"base":0.0009230005884750987,"lossdiff":-0.050032778206182904,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-11-25 05:00:00+00:00","y":0.0017560593357723027,"pred":0.001242458054670706,"base":0.0010644950261430796,"lossdiff":-0.08169786622902286,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-12-03 05:00:00+00:00","y":0.00043908555044151916,"pred":0.0012632482209071197,"base":0.0011393474747171946,"lossdiff":0.06543183450849543,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-12-10 05:00:00+00:00","y":0.0007725572695457472,"pred":0.0013113051261993516,"base":0.0010443479894416397,"lossdiff":0.07703076935423692,"trend":false,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"BTC/USD","timeframe":"1Day","window":50,"vol_filter":false,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":-8.794038481752578,"drawdown_pct":17.58262314227125,"n":8,"win_pct":12.5,"avg_win_pct":3.180036011885999,"avg_loss_pct":1.746761395228045,"quarter_kelly":0,"buyhold_pct":-14.061527982636468},"test":{"return_pct":7.13231951772641,"drawdown_pct":19.182015924891104,"n":10,"win_pct":20,"avg_win_pct":15.904246516045822,"avg_loss_pct":2.735850440122582,"quarter_kelly":0.015595975422508977,"buyhold_pct":-11.912002732018856},"stress":{"return_pct":0.8933447645525666,"drawdown_pct":22.674579288201635,"n":10,"win_pct":20,"avg_win_pct":15.247327827881541,"avg_loss_pct":3.3274679961443536,"quarter_kelly":0.0063534275158734985,"buyhold_pct":-11.912002732018856}} 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":"IBIT","date":"2025-08-25 04:00:00+00:00","y":0.000371753438729087,"pred":0.0011144813347919778,"base":0.0005431688132923905,"lossdiff":0.3678745419924452,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-09-02 04:00:00+00:00","y":0.0002049957297547516,"pred":0.0011547281935506111,"base":0.0005683032200845559,"lossdiff":0.5257769971248836,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-09-09 04:00:00+00:00","y":0.00026210304079873887,"pred":0.0012342676790103597,"base":0.0005532397114680275,"lossdiff":0.5410364694209129,"trend":false,"rising":true},{"symbol":"IBIT","date":"2025-09-16 04:00:00+00:00","y":0.0003099283708856483,"pred":0.0011773858939740783,"base":0.0004913548968469006,"lossdiff":0.5063568013309503,"trend":true,"rising":true},{"symbol":"IBIT","date":"2025-09-23 04:00:00+00:00","y":0.0007781889836341377,"pred":0.001286663059504273,"base":0.00028719514504205645,"lossdiff":-0.6051602504226512,"trend":false,"rising":false},{"symbol":"IBIT","date":"2025-09-30 04:00:00+00:00","y":0.0006490032092428481,"pred":0.0015141238735722794,"base":0.0003888040312683191,"lossdiff":0.11892001391465712,"trend":false,"rising":false},{"symbol":"IBIT","date":"2025-10-07 04:00:00+00:00","y":0.0005759073681381184,"pred":0.0011329459497187013,"base":0.0004998059011403433,"lossdiff":0.17442199833501348,"trend":true,"rising":true},{"symbol":"IBIT","date":"2025-10-14 04:00:00+00:00","y":0.0005704807450969275,"pred":0.0011475090517572392,"base":0.0005782569829751881,"lossdiff":0.1959252273590133,"trend":false,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"BTC/USD","timeframe":"1Day","window":20,"vol_filter":true,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":1.2623867867847003,"drawdown_pct":11.47916173103165,"n":7,"win_pct":28.57142857142857,"avg_win_pct":5.972883463190077,"avg_loss_pct":1.996349345049722,"quarter_kelly":0.011743671050025405,"buyhold_pct":-14.061527982636468},"test":{"return_pct":3.2630100287901946,"drawdown_pct":12.431046087628895,"n":11,"win_pct":36.36363636363637,"avg_win_pct":5.263736832128042,"avg_loss_pct":2.4268969407867638,"quarter_kelly":0.01755868360470071,"buyhold_pct":-11.912002732018856},"stress":{"return_pct":-3.3323873294790243,"drawdown_pct":15.97192297589476,"n":11,"win_pct":36.36363636363637,"avg_win_pct":4.644094630806437,"avg_loss_pct":3.0195968416768824,"quarter_kelly":0,"buyhold_pct":-11.912002732018856}} 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":"IBIT","date":"2025-06-27 04:00:00+00:00","y":0.0005092160660705176,"pred":0.0012187537053304927,"base":0.00040839845634426514,"lossdiff":0.26429689827879255,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-07-07 04:00:00+00:00","y":0.0005847239659756776,"pred":0.0012039671318985281,"base":0.00046214266098634424,"lossdiff":0.17792249091893098,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-07-14 04:00:00+00:00","y":0.0003539108876836593,"pred":0.0011911784301615808,"base":0.00047049015293878816,"lossdiff":0.47381581250489635,"trend":true,"rising":true},{"symbol":"IBIT","date":"2025-07-21 04:00:00+00:00","y":0.00021871338303822559,"pred":0.0012469727048960947,"base":0.00041151646333056555,"lossdiff":0.7525390250873567,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-07-28 04:00:00+00:00","y":0.0002712158115604255,"pred":0.001177486252532244,"base":0.00041664107569201996,"lossdiff":0.6182886893888826,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-08-04 04:00:00+00:00","y":0.00026524976422086525,"pred":0.001146509071522973,"base":0.000357141012064497,"lossdiff":0.6549974078525231,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-08-11 04:00:00+00:00","y":0.0005096422992832461,"pred":0.0011183387173161778,"base":0.00027727246162579397,"lossdiff":0.01225670312458238,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-08-18 04:00:00+00:00","y":0.0011265673781050251,"pred":0.0012370367865605413,"base":0.0003162053145256906,"lossdiff":-1.2879910589219312,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IBIT","date":"2025-04-30 04:00:00+00:00","y":0.0003461709720670232,"pred":0.0012271927986271373,"base":0.001192742228617313,"lossdiff":0.02032667175510028,"trend":true,"rising":true},{"symbol":"IBIT","date":"2025-05-07 04:00:00+00:00","y":0.0008743260142393724,"pred":0.0012407356552399723,"base":0.000752696560098148,"lossdiff":0.04288952076833308,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-05-14 04:00:00+00:00","y":0.0001415563732496484,"pred":0.001201941190375094,"base":0.0005124006210827992,"lossdiff":0.6940984055726069,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-05-21 04:00:00+00:00","y":0.00041856493670885356,"pred":0.001157351989671391,"base":0.00037137812558752026,"lossdiff":0.3712679077702701,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-05-29 04:00:00+00:00","y":0.0002942392475022014,"pred":0.0011836839624207866,"base":0.0004451545740662245,"lossdiff":0.5655623114585726,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-06-05 04:00:00+00:00","y":0.0005513339981659018,"pred":0.0011097467238290178,"base":0.00043217164292501896,"lossdiff":0.1641456847931515,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-06-12 04:00:00+00:00","y":0.0005898056461165497,"pred":0.0011571886524599925,"base":0.0003514236389066513,"lossdiff":0.023112428848279798,"trend":true,"rising":false},{"symbol":"IBIT","date":"2025-06-20 04:00:00+00:00","y":0.00019821493359240797,"pred":0.0012857923094646503,"base":0.00046348595712337657,"lossdiff":0.7468509772505083,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all