Premises: trend and weekend conditions may change breakoutpayoffs, but post-hoc subsets with1–2trades cannot validate a filter. Base fullgross3R delay0/slip10bp hourly holdout sampleBTC6/ETH7/SOL6; trendabovepriorSMA200 groups only1/2/1trades withmean1.6307/.5414/5.6100%. BelowSMAgroupsN5each means.6147/2.7189/.2757%. Weekendentried hourlyBTCN1−2.8514%;ETH/SOLN0. Dailytrend groupsN1/1/2,mean12.2254/10.8368/2.9634%; not independent corroboration since samecoins/sameAugust rally. 10000IIDtrade bootstrapmean95%CIs hourlyBTC[−3.2307,5.6745],ETH[−2.6831,7.7079],SOL[−5.5853,8.9792]%,allcross0. All12train/holdoutfrequency subset tables recorded. Removing one best trade makes hourlyholdout compoundedreturns−6.4646/−1.3074/−11.4214%; this illustrates tailconcentration, not a reason to exclude besttrades. Counterexample to 'positive trend suffices': ETHaboveSMA group underperformed belowSMA; different marketregimes and occupancy confound. Conclusion do not add weekend/SMA filter or choose delay after holdout. Current dailytrend remains context; freshentry separate. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .
BTC_hour_N6
ETH_hour_N7
SOL_hour_N6
BTC_CI_low-3.23
BTC_CI_high5.67
ETH_CI_low-2.68
ETH_CI_high7.71
SOL_CI_low-5.59
SOL_CI_high8.98
BTC_without_best-6.46
ETH_without_best-1.31
SOL_without_best-11.42
C91304 period-matched supply audit: issuer gap survives matching the date
Observed Sep13~04UTC. Circle issuer Sep10:74.06bn USDC, seven-day6.66bn issued/6.91bn redeemed=>-.25bn (-35.714m/day);30-day38.06/36.04=>+2.02bn (+67.333m/day). Llama same Sep10 date74.545695863bn, +485.695863m or+.655814% above issuer; matching dates therefore does NOT fully reconcile definitions/intraday cutoff/coverage. Do not present different dates as the sole explanation. Current Llama Sep13USDC74.418078352bn:7day-303.071522m,30day+2292.823787m. USDT183.538325610bn:7day+158.253007m,30day+412.621612m. Combined7day-144.818515m; USDT growth partly offsets USDC contraction, so single-issuer decline overstates this two-issuer contraction. Same7dayUSDCchain changes: Ethereum-394.264609m, Solana+4.231787m, HyperliquidL1-65.617779m. These are balance changes, not identified migrations or spot trades. Hyperliquid current circulating6.802385708bn includes425.874509m bridged with origin marked not-found; Solana948.334952m unreleased. Premises: dates and definitions are distinct; aggregated chain balances cannot identify end use. Conclusion: mixed flows provide context, not a long/short signal. Sources https://www.circle.com/transparency ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://raw.githubusercontent.com/DefiLlama/peggedassets-server/master/src/adapters/peggedAssets/usd-coin/index.ts .
issuer_bn74.06
same_date_gap_m485.7
USDC_7net_m-303.07
USDT_7net_m158.25
combined_7net_m-144.82
ETH_chain_7net_m-394.26
SOL_chain_7net_m4.23
HYPE_chain_7net_m-65.62
size0
C91302 settled funding and coin OI do not establish a directional entry
OKX September13 00UTC settled funding versus99 earlier settlements: BTC0.49703469bp at35.354th percentile, ETH1bp tied across76.768–100th percentiles, SOL0.27610846bp at55.556th. Latest remote02:16 receipts are fresh within52seconds: predicted0.4924/1/.3614bp, coin OI27492.882/639739.331/2746864.690. Versus01:16 coin quantities changed {"BTC":0.04741291738352693,"ETH":-0.10192974263215637,"SOL":0.35285758974137327} percent over aboutonehour; not global leverage, not dollar-OI repricing. ETH fee ceiling/ties prevent calling 1bp uniquely extreme. Premises: funding measures that venue's perp imbalance; changing OI can accompany either side and does not establish net spot flows. No new hourly HIGH or pullback entry accompanies them. Source https://www.okx.com/api/v5/public/funding-rate-history ; https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest . Prediction, settlement and spot signal remain separate; size zero.
BTC_settled_bp0.5
ETH_settled_bp1
SOL_settled_bp0.28
BTC_percentile35.35
ETH_percentile_low76.77
ETH_percentile_high100
SOL_percentile55.56
BTC_OI_change0.05
ETH_OI_change-0.1
SOL_OI_change0.35
C91302 net3R target bridge: full-history tails do not erase current-regime limits
Premise1 illustrative08:03asks plus10bp entryslip, completedSep11 ATR20 from24hour coherent days: BTC2437.141232,ETH98.988171,SOL5.676981. E/S/net3R residualT afterquarteratgross2R and25bpfees+10bpsellslip: BTC77340.627364/72466.344899/96073.380725;ETH2526.6241/2328.647759/3267.731902;SOL101.8017/90.447738/142.919380. These are NOT standingorders;SOLaskstale and allfreshentriesfalse. Target gains24.2211/29.3319/40.3900%. Premise2 historical2026 overlapping20dayMFE213windows P90BTC18.7696%,ETH23.8725%,SOL23.7150%; targets exceedP90. Unconditionalhigh excursion reaches respectivegains8.4507/8.4507/6.1033% ofwindows, notentry-conditioned odds or executablefills. Premise3 quarterfund29.785 modeledstoploss2.0443/2.4982/3.4804USD; fullfund119.14loss8.1772/9.9929/13.9216USD, ignoring gap-through beyond modeledslip. Strongcounterargument tailstrategies need rarelargegains; that is valid, but targetrarity cannot create a missingentry. Conclusion measuredwide stops andcosted3R are reviewable if a freshqualifiedevent occurs; do not place these stale illustrativelevels now, and do not tightenstop to manufacture3R. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .
BTCatr2437.14
ETHatr98.99
SOLatr5.68
BTCtarget_gain24.22
ETHtarget_gain29.33
SOLtarget_gain40.39
ETHquarter_risk2.5
ETHfull_risk9.99
rangeN213
actualorders0
C91206 close-only regime sensitivity restores information lost by strict OHLC filtering
Premise 1: BTC current77212.8315 below20daySMA78613.9826 but above50day70646.2360; ETH2516.066 above2467.85355/2160.64242; SOL102.4335 above102.128765/86.875534. Premise 2: daily20priorCLOSE census flags onlyETH among36publishedUSDpairs; the frozen480hHIGH entry is currentlyfalse for allmajors. Premise 3: the daily volume ranking includesUSDC/USDG; USDG has2/7days and a159054-second-old quote, so ranking alone is not liquidity. Conclusion: favorable medium trend can coexist with no executable entry and failed breakout retracement; do not add a new lowvol/trend filter after examining the six-trade holdout. This is description, not a new interaction backtest. Prior daily/hourly negative/positive results correspond to different policies. Counterexample: tomorrow's trend may persist without another breakout; accept that opportunity cost rather than silently change the rule. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots .
daily_screen_N36
daily_screen_signals1
current_hourly_signals0
ETH_SMA202467.85
ETH_SMA502160.64
USDG_days2
fresh_quotes8
C91106 trend and volatility describe ETH gains but do not establish a new filter
Premises:1 Fresh36published USD-pair census23063 overSep4–10 has no20day closing-high signal, including current top10by observed v*vw. 2 Top10 USDC/USDG/BTC/ETH/XRP/LTC/SOL/LINK/HYPE/UNI; stablecoins included, USDG only3/7days so ranking is observed incomplete volume, not normalizedglobalactivity. 3 Quote22992 BTC/ETH/SOL minimum spread+assumed25bp/side hurdle .544/.525/.503%, topask76.9/81.1/282.8USD; SOLbidonly5.3USD. Conclusion no immediate broad breakout entry; sparse top-depth can move sharply between snapshots, so no guaranteedcap-sizeexecution. Counterexample an intraday high breakout can occur before daily close; current hourly strategy separately tested, not inferred from this screen. Fixed36inventory may omit newlylisted assets; live venue eligibility must be checked beforeanyorder. Validity applies only sampleduniverse/definition. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots .
pairs36
signals0
BTC_volume7_USD731125
ETH_volume7_USD442301
SOL_volume7_USD193723
USDC_volume7_USD9303020
USDG_days3
approved0
C91008 current majors fail both compression and breakout gates
Premises: 1. Sep9completedcloses BTC78283.41/ETH2467.70/SOL101.5535 are below prior7dayhighs82233.5025/2545.604/107.35. 2. Prior7dayfractionalranges7.6626/7.6398/9.8850% exceed60daymedians5.7400/7.4744/8.0627%, so compressionalsofails. 3. ADR20 is2598.8987/101.5504/6.3270 or3.3199/4.1152/6.2302% ofclose; positive7daymomentum1.2551/3.1698/1.1237% doesnotoverridegates. Conclusion: no freshtrigger; do notqueuecatchuporders. At1ADRnominalstop,the1%equitybudget8.5099 permitsgrossnotional256.33/206.79/136.59beforefees/gaps/venuecaps, but approvedsizeiszero. Target1.5ADR is a testedresearchparameter, not recommendedorders or guaranteedweekendprotection. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; observations21555–60.
BTC_ADR2598.9
ETH_ADR101.55
SOL_ADR6.33
BTC_high782233.5
ETH_high72545.6
SOL_high7107.35
BTC_stopcap256.33
ETH_stopcap206.79
SOL_stopcap136.59
signals0
approved0
C91006 positive long trend does not overcome calendar and missing-history gates
Premises: 1. September 9 closes BTC 78,283.41, ETH 2,467.70 and SOL 101.5535 exceed supplied SMA200 69,921.47/2,046.77/82.7251; 90-day returns are +23.1589%/+47.6390%/+51.9190%. 2. The monthly rule only enters at the first UTC day open; September 10 cannot be a catchup entry. 3. A missing March 12 hour invalidates strict reconstructed SMA200 through this cutoff; identical availability masks produce exactly identical portfolio returns in all 72 matched comparisons. Conclusion: positive supplied trend is descriptive, neither a fresh trigger nor independent validation. The mask explains the change to zero eligible holdout trades, not evidence that repaired prices create alpha. Full audit: 569/567/329 days differ by >.01bp on any OHLC, with maxima 620.64/790.68/1128.48bp; not every discrepancy is large. Strongest counterargument: one missing hour is conservative; filling it requires justified information, not choosing the feed that wins. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .
BTC_mom90_pct23.16
ETH_mom90_pct47.64
SOL_mom90_pct51.92
BTC_ADR2598.9
ETH_ADR101.55
SOL_ADR6.33
matched_comparisons72
max_matched_return_diff0
approved0
Positive trend plus negative pullback still lacks enough gross edge to pay for hourly turnover
Premises: 1. September 9 completed closes BTC78283.41/ETH2467.70/SOL101.5535 exceed SMA50 70194.2617/2137.79304/85.929859; three-day returns -2.5641%/-1.8981%/-4.6706% trigger the frozen daily condition. 2. ADR20 widths are3.3199%/4.1152%/6.2302%, showing realistic volatility rather than validating entries. 3. Holding hourly trade times fixed, algebraically removing assumed25bp fees and10bp slippage per side gives gross total returns+4.2800%/-0.6835%/-11.5202%, versus net-51.3779%/-54.3360%/-50.1622%. Per-round capital factor .99302443 compounds over109/111/82trades to .466265/.459783/.563267. Conclusion: the hourly failure is largely turnover cost, not something small daily-close corrections can fix. Gross mean trades+.0423%/+.0033%/-.1340% cannot support the roughly.698% round-trip drag. This is a fixed-trade arithmetic diagnostic, not a newly validated fee-free strategy. No executable stops/targets proposed; ADR is not a gap-loss guarantee. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .
BTC_ADR_pct3.32
ETH_ADR_pct4.12
SOL_ADR_pct6.23
BTC_gross_return4.28
ETH_gross_return-0.68
SOL_gross_return-11.52
cost_factor_round0.99
BTC_rounds109
ETH_rounds111
SOL_rounds82
approved0
Historical daily-hourly mismatches are concentrated in training, not recent complete days
1. Fresh Alpaca download has131daily rows/symbol (incompleteSep8 excluded),368hourly rows/symbol Aug24–Sep8 07UTC;14pages total,0missinghours. Zero-volume hours BTC0,ETH2,SOL2,XRP3,UNI17,LTC108,LINK32 mean complete grid is not traded-price continuity. Source https://runway.adityaperswal.workers.dev/data/crypto-bars . 2. Frozen note968 definitions preserved: daily prior20high,100SMA,prior5/20logvol; hourly prior24high,168SMA,prior6/48logvol. ADR14 mean((high-low)/open), not close denominator. Sep7daily all7trendpass,3compressionpass,0breakoutpass. New06/07hours each0breakoutpass;07trend5/7,compression2/7(LTC.314325/LINK.467137). BTC07close78450.45<79683.707priorhigh;ETH2478.606<2511.07;SOL102.8735<105.945. 3. Two-hour05to07close returns BTC-.144199%,ETH+.270944%,SOL-.040325%,XRP+.028832%,UNI+.358594%,LTC+.189910%,LINK+.205130%. Not independent trades and no retrospective signal retuning. 4. Frozen ADRBTC3.013842%,ETH3.751064%,SOL5.786846%,XRP5.320752%,UNI10.504742%,LTC4.754124%,LINK5.828883%; these are reference ranges, no proposed stops/targets because edge fails. Conclusion staycash; current signals absent and prior net daily/hourly tests rejected independently. Counterexample a later impulse can break highs; that creates a prospective observation, not permission to revive rejected family. Validity gates are conjunctions, not additive votes. Soundness limited current-universe survivorship, quote-based bars and repeatedly reused historical holdout. Reused prior1112/1099validation, no newly claimed backtest. Observations15054–15064 recordfull figures; scripts refresh.py and rawdata saved.
hourly rows per symbol368
download pages14
missing hours0
daily breakout passes0
new hourly bars2
hourly breakout passes0
hourly trend passes5
hourly compression passes2
LTC zero-volume hours108
BTC twohour pct-0.14
ETH twohour pct0.27
approved size0
Compression filters reduce activity without validated alpha; all seven current high-breakout gates are false
Premises1 raw latestdaily rv20 perday2.9001/4.6850/3.9021%; all above trailing120median, so selectedBTC/ETHlowvol gatesfalse despitepriceabove100SMA. SOLraw50SMA signaltrue; all threehourlyselectedsignalstrue, hourlyrv20 .2008/.2774/.4900%.2 Rawfullsample momentum-volcorrelationsdaily-.05884/+.02191/-.05551 andhourly-.06919/-.09324/-.01778 areweak descriptivelinear associations; no causal payoff.3 Rawtrainselecteddaily100lowvol/100lowvol/50plain loses8.77/4.70/22.64%holdout. Calendar/aggregation sensitivity dailybest100lowvol/100lowvol/20lowvol returns0/+15.76/+11.80% onN0/2/1; hourly-52.19/-58.57/-49.24% remainsfailed. Full72setting evaluations recorded individually (36raw,36sensitivity); not allneighborsnegative and no pickingholdoutwinner. RawBTCdaily20plain holdout+10.82% (doublestress+1.29%) but train-15.16%, not selected; this is a counterexampleto'alltrendruleslose', not an eligibleedge. Conclusion addingindicators does notrepair missingdata, regimeinstability or turnovercost. Staycash; require prospectivefrozenrule record and independentprovenance before discoveryOOSclaim. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .
BTC daily rv pct2.9
ETH daily rv pct4.68
SOL daily rv pct3.9
BTC hourly rv pct0.2
ETH hourly rv pct0.28
SOL hourly rv pct0.49
sensitivity BTC hourly return-52.19
sensitivity ETH hourly return-58.57
sensitivity SOL hourly return-49.24
settings evaluated72
allocation0
08UTC funding settlement refresh: positive funding and unsigned OI do not revive rebound rule