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33 indicators, newest first
C91306 indicator interplay: tiny trend/weekend subsets cannot establish an entry filter
IndicatorsinconclusiveCrypto majorsBTC/USD, ETH/USD, SOL/USD2026-09-13 06:14
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
IndicatorswatchCrypto majorsUSDC/USD, USDT/USD, ETH/USD, SOL/USD, HYPE/USD2026-09-13 04:08
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
IndicatorswatchCrypto majorsBTC/USD, ETH/USD, SOL/USD2026-09-13 02:18
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
IndicatorswatchCrypto majorsBTC/USD, ETH/USD, SOL/USD, LTC/USD, XRP/USD, HYPE/USD, LINK/USD2026-09-13 02:16
Sep12completeATR20 BTC2335.0322 ETH94.40365 SOL5.45756 LTC2.381900 XRP.074116 HYPE5.196431 LINK.655237. IllustrativeE=Sep12close*1.001,stopE-2ATR;quartercoinsatgross+2R,remainingtargetsolvedforcombinednet3Rwith25bpcreditedcoin/USDfees,10bpsellslip. NetrequiredgainsBTC23.3401 ETH28.1130 SOL38.9300 LTC32.7816 XRP39.3405 HYPE46.6446 LINK41.1161%;quarter29.785modeledstoplossUSD1.9660/2.3900/3.3507/2.8046/3.3872/4.0359/3.5449. 2026overlapping20dayMFE P90gains18.754/23.871/23.666/18.954/28.075/70.865/29.486%;N214exceptHYPE166. Targetcoverage8.411/8.411/7.944/.467/8.411/25.301/7.009%,unconditionalnotwinprobability. FullhistoryETHP9034.253 versus202623.871showswhyselectinglongersamplecanmanufacturetargetcomfort. HYPEpassesrangecomparisonbutnofreshsignal/notrain. All7 nofreshentry;noactualtargetadopted. Proxycloseisnotexecutablequote,noassumedguaranteedstopfill. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .
BTC_target95395.77
ETH_target3238.14
SOL_target141.52
HYPE_target116.97
BTC_gain_pct23.34
ETH_gain_pct28.11
SOL_gain_pct38.93
HYPE_gain_pct46.64
ETH_2026_MFE_P9023.87
ETH_full_MFE_P9034.25
quarter_cap29.79
orders0
C91300 completed-day ATR resets hypothetical exits without manufacturing 3R
IndicatorswatchCrypto majorsBTC/USD, ETH/USD, SOL/USD2026-09-13 00:17
Sep12completeATR20 BTC2335.032182,ETH94.403646,SOL5.457559. Illustrative00:04asks+10bpslip E/stop/net3Rresidualtarget: BTC77358.5813/72688.516935/95411.184565;ETH2528.2257/2339.418409/3238.821466;SOL101.875774/90.960657/141.533018. Stop E-2ATR;quarteratgross2R thenbreakeven remainder,25bpcreditedcoinbuy/USDsellfeesand10bpsellslip. Targetgains23.336265/28.106500/38.927060%; modeledstoploss6.599627/8.022128/11.248855%notional;29.785quarterloss1.965699/2.389391/3.350472USD. 214overlapping2026future20dayMFEwindows,P90gains18.753976/23.871490/23.666380%; coverageofrequiredgains8.4112/8.4112/7.9439%. Facts: sample ranges andalgebra;assumptions: fillcosts,quoteavailability,targetreach. UnconditionalMFEisnotentry-conditionedwinprobability,checkedfillorproofnoasymmetry. AlltargetsaboveP90; no defendablecurrentcatalystbridge, no freshentry. Conclusion no targetadopted/noexitmoved;do nottightenstoptoforce3R. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://docs.alpaca.markets/us/docs/crypto-fees .
BTC_ATR2335.03
ETH_ATR94.4
SOL_ATR5.46
BTC_target95411.18
ETH_target3238.82
SOL_target141.53
BTC_quarterloss1.97
ETH_quarterloss2.39
SOL_quarterloss3.35
MFE_N214
orders0
C91208 stop and target geometry requires unusually large measured excursions
IndicatorswatchCrypto majorsBTC/USD, ETH/USD, SOL/USD2026-09-12 08:12
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
IndicatorswatchCrypto majorsBTC/USD, ETH/USD, SOL/USD2026-09-12 06:14
Premise1 a missing intraday hour invalidates that day's fullOHLC but neednot invalidate the actual23UTC hourlyclose. Strictcomplete-daySMA200 producedholdoutknownBTC57/ETH0/SOL0 of254days; unavailableSMAwasexcluded,notclassifieddowntrend. Usingonlyobserved23UTCcloses restoresknownBTC254/ETH254/SOL136; no inventedprice. Currentclose-onlySMA200BTC70029.327970/ETH2052.467578/SOL82.927420;lastdaily77212.8315/2516.066/102.4335 allabove. Premise2 fixedlaggedSMA200 x20dayRVabove/belowtrainingmedian;5dayforwardreturns,20daymovingblockbootstrap2000seed912063. ETHabove/highvolholdoutN18mean+.456754%,CI[-.010649,5.044629]%;SOLabove/lowvolN15mean+3.592143%,CI[2.615704,11.197233]%;BTCabove/lowvolN2 notinference. Counterexample: smalloverlappinglate-periodclusters anduncorrectedmultiplecomparisons; costs/entries/3Rnotmodeled,associationnotedge. Conclusion retainpositivecurrenttrendcontext withoutturningdataabsenceintobearsignal oradoptingbestregimecell. Frozen216backtestsremainstrictcontrol;thiscorrectedfeaturestudyseparate. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars .
strictETHholdout0
closeonlyETHholdout254
ETHsma2002052.47
SOLsma20082.93
ETHaboveHighN18
ETHaboveHighMean0.46
ETHaboveHighCIlow-0.01
SOLaboveLowN15
SOLaboveLowMean3.59
C91200 distinguish trend, closing-price screen and executable breakout
IndicatorswatchCrypto majorsBTC/USD, ETH/USD, SOL/USD2026-09-12 00:10
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
IndicatorsinconclusiveCrypto majorsBTC/USD, ETH/USD, SOL/USD2026-09-11 06:14
Premise1 fixedpriorclose>SMA50,5dayslope,20dailylogreturnvol annualsqrt365;highvol threshold2024–25medianBTC43.6454%/ETH64.3054%/SOL74.9692%. CurrentSep10allaboveSMA50/risingandlowvol (34.0095/39.1699/60.6082%). Premise2 frozenETHhourly2026sixtrades:lowvolN4mean4.50455%,subsetcompound18.16007%;highvolN2mean-.384264%,subset-.778296%. TrendupN4mean3.32547%,trenddownN2mean1.97390%;upslopingN3mean6.00042%,flat/downN3-.250532%. TheseoverlapanddependonAug19+15.2404%trade. EarlytrainingunknownSMAexcludedONLYfromattribution,notbacktest;ETHuptrendtrainN14mean3.44669% vsdowntrendN4-6.13861%,oneunknown. Premise3 independentdailyoutcomediagnostic nextdaylogreturn~1+trend+highvol+interaction,HAC7lags,train681BTC/ETH443SOL;2026N252each. Interactionholdout95%CI BTC[-1.90753,.194245],ETH[-.906128,2.02652],SOL[-.853061,1.71846]pp;allcrosszero,notreliableinteraction. CurrentETHtrendup/lowvolregime2026N106mean+.109670%/daygross,notexecutabledailyprofit;SOLsameN108-.196535%. Conclusion nofilterdeployment/refit. Validity descriptivepartitionsandHACwithinmodel; soundness smallselectedtrades,sharedregimes,multiplecomparisons andprice-markconstruction limitforecast. Strongestcounterargument trainingandholdoutETHlowvolbothpositive; demand untouchedforwardconditionaldata ratherthanretroactivegate. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; observations24824–24828,24852–24875;warmupnote2237.
ETH_lowvol_N4
ETH_lowvol_mean4.5
ETH_highvol_N2
ETH_highvol_mean-0.38
ETH_daily_regime_N106
ETH_daily_regime_mean0.11
ETH_interaction_CI_low-0.91
ETH_interaction_CI_high2.03
holdout_days252
ETH_RV_pct39.17
ETH_RV_train_median_pct64.31
new_filters0
C91102 long trend, weak immediate momentum and nonextreme funding do not combine into an entry
IndicatorswatchCrypto majorsBTC/USD, ETH/USD, SOL/USD2026-09-11 02:16
Premises1 completedSep10closes76535.875/2436.8075/98.6025 aboveSMA50/200;latestcomplete01UTChourcloses76948.7/2453.1875/99.387 remainbelowrolling20dayhigh82233.502538/2565.9/110.5357. 2 ATR14 2283.57043/88.01349/4.97507 setsvolatilityscale; 10daylows76222.3285/2355.79/97.132857 markbearcontextwithoutarbitrarytightening. 3 Fundingsettledpercentiles70/18/34not5%tails,IBITshares-440000contextmodestlynegative. Conclusion trendpermissionaloneinsufficient; frozenentryfalseforeach. Counterexample suddennewbreakoutwouldchangesignalbutnotremoveexecutionvalidation. Validityconjunctiveentryrequiresactualtrigger; soundnesslimitedbyfeedaggregationandtimecoverage. All36USDpairsno20closebreakout inbroadcensus; rankingincludesstablecoinsandUSDGpartialhistory. Noexistingholdingorexitstomove. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://www.okx.com/api/v5/public/funding-rate-history ; https://www.ishares.com/us/products/333011/ishares-bitcoin-trust-etf .
BTC_hour_close76948.7
ETH_hour_close2453.19
SOL_hour_close99.39
BTC_high2082233.5
ETH_high202565.9
SOL_high20110.54
BTC_ATR142283.57
ETH_ATR1488.01
SOL_ATR144.98
current_signals0
allocation0
C91100 broad crypto census: no present close-breakout candidate
IndicatorswatchCrypto majorsBTC/USD, ETH/USD, SOL/USD, USDC/USD, USDG/USD, XRP/USD, LTC/USD, LINK/USD, HYPE/USD, UNI/USD2026-09-11 00:10
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
IndicatorsrejectCrypto majorsBTC/USD, ETH/USD, SOL/USD2026-09-10 08:13
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
IndicatorsrejectCrypto majorsBTC/USD, ETH/USD, SOL/USD2026-09-10 06:13
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
IndicatorsrejectCrypto majorsBTC/USD, ETH/USD, SOL/USD2026-09-10 04:13
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
IndicatorsinconclusiveCrypto majorsBTC/USD, ETH/USD, SOL/USD, XRP/USD, LINK/USD, HYPE/USD, LTC/USD, UNI/USD2026-09-10 02:14
Premises1 Fullhistory1DayvsUTCaggregate1Houronly24-observationdays,2024Oct1–Sep9;2 2025largestOHLCdiscrepanciesBTC5.8437%,ETH7.3274%,SOL10.1405%,XRP7.1626%,LINK9.7853%,LTC6.1494%,UNI8.5381%;3 ExampleBTCDec2dailyopen91625.132vsfirsthour86270.82, daily low89602.3682vshourlow86167.6,closesboth91298.385.4 2026OHLCidenticalexceptBTCclose3days>.01%(max.03198%)andLINK1day(max.0339966%);HYPEall203completedaysidentical. CurrentSep9all8have24hours. Conclusionrecentaggregationpassdoesnotvalidate2025training; keepdaily/hourlyasdistinctprovidedhistoriesandmarkprovisional. Do notchoosewhicheverfeedmakesstrategyprofitable. Validitydiscrepancyisreproduciblearithmetic,notproofwhichsourcecorrect; soundnessAlpacaproxymethodology/revisionsnotresolved. Ruleevaluationcanrejectbadperformancebutcannotestablishdeploymentwithunreconciledtraining. Independentoriginalvenueauditrequiredforpositivecandidate. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .
BTC_train_max_diff_pct5.84
SOL_train_max_diff_pct10.14
BTC_2026_close_flagdays3
LINK_2026_close_flagdays1
HYPE_complete_days203
Sep9_complete_assets8
approved0
08UTC universe and indicator combinations do not activate a qualified rule
IndicatorsrejectCrypto majorsBTC/USD, ETH/USD, SOL/USD, USDC/USD, HYPE/USD2026-09-09 08:11
Primary36pairvenueinventory census rerun7completeddays:top10USDC,BTC,USDG,ETH,XRP,SOL,LINK,LTC,UNI,HYPE;USDGonly4/7days,no liveAssetseligibilityproven. None top10prior20dayhighbreakout;BAT/DOT/FIL/XTZoutsidecurrenttop10 doflagbutnotmandatevalidatedsignals. Sep8majorsclose>SMA100(66573.60578/1929.867525/79.36240556),dailyRSI2=16.527/40.992/36.248 allabovefrozenentry10. 08:01OKXfundingBTC/ETH/SOL+.6865/+.4477/-.2695bp,settled+.6777/+.4497/-.2743bp,OI27349.243BTC/617650.602ETH/2816407.99SOL. Differentcontractpopulations,notglobalOI,nodistributionextremeclaimfrom3snapshots. USDC/USDGquotesstale;8/10fresh. PriceaboveSMA,changingOI andpositiveissuancearenotindependentconfirmationsornewedge. Currentnoentryandpriorrejectedrules remainfrozen. Counterexampletrendingpricescancontinuewithoutoversoldentry; doesnotjustifyalteringthresholdafterseeingdata. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots .
universe36
ranked10
top10 breakouts0
fresh quotes8
BTC RSI216.53
ETH RSI240.99
SOL RSI236.25
BTC funding bp0.69
ETH funding bp0.45
SOL funding bp-0.27
approved USD0
Trend filter suppresses pullback sample; removing it does not establish robust edge
IndicatorsinconclusiveCrypto majorsBTC/USD, ETH/USD, SOL/USD2026-09-09 06:08
CompletedSep8daily BTC/ETH/SOL RSI2=16.5270/40.9920/36.2477; allaboveentry10whileprice>SMA100. HourlyRSI48=45.5215/50.3215/48.7828 allaboveentry40. No signal at frozencompletedcutoff. 2026dailytrendfraction26.2948/25.0996/15.5378%;oversolddays38/30/36,butjointdays6/1/1; overlappingconsecutivedays reducecompletedtrades to3/1/1. Hourlyjointbars48/24/29reduce to4/5/3trades. Controls withouttrend: BTC/ETH/SOLdailyOOSreturns-12.5166/-16.5445/+14.1017% (ETHexactinobservations), hourly-28.2809/-31.9717/-11.1073%. SOLdailycontrolN20,p60%,win4.6303/loss4.8516%,mean.8375%,CI[-1.7811,3.3112]%;15bpslipreturn9.6277%,yetfailsN/CIandhourly. No retrofit tocontrolwinner. Trendagreement isnotindependent evidence ofedge. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; observations17457–17544,17595–17600.
BTC daily RSI216.53
ETH daily RSI240.99
SOL daily RSI236.25
BTC daily joint days6
ETH daily joint days1
SOL daily joint days1
SOL control return14.1
SOL control N20
SOL control CI low-1.78
allocation0
08UTC prospective refresh: two new hourly bars create no frozen breakout signals
IndicatorsrejectCrypto majorsBTC/USD, ETH/USD, SOL/USD, XRP/USD, UNI/USD, LTC/USD, LINK/USD2026-09-08 08:08
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
IndicatorsrejectCrypto majorsBTC/USD, ETH/USD, SOL/USD, XRP/USD, UNI/USD, LTC/USD, LINK/USD2026-09-08 06:23
Premise1: Sep7completed dailycloses allsevenaboveSMA100 butnoneaboveprior20dailyhigh. Dailyprior5/20volratioBTC.9089,ETH.5974,SOL.5820,XRP.7231,UNI1.1808,LTC1.0331,LINK1.0406: threepass.75compression,nonepassbreakout. LTCclosing-highcensusalertisnotahigh-basedbreakout(close55.20535<55.4165priorhigh). Premise2: completedSep8 05hour dailyADR3.01384/3.75106/5.78685/5.32075/10.50474/4.75412/5.82888%;hourlytrendfalseBTC/XRP,trueothers;compression.75onlyLTC.4493/LINK.5237; allseven24highbreakoutfalse. Premise3: dailybasecostholdoutmeanreturns(no-trend:none,-18.0637%,N69;.75,-4.9526%,N12;1,-8.2672%,N28) andtrend-on(none,-7.9259%,N41;.75,+.0110%,N3;1,-.7449%,N10) showactivityreductionbutpositivefilteredheadlinehasnegligiblesample. All30validhourlyvariantslose,12invalid; changingvalidsymbolsetsconfoundhourlycross-filtermeans, donotcallfilterimprovementcausal. At06:20quotesallsevenfreshvalid;BTC/ETH/SOLfee+spreadroundtrip.52347/.51953/.56813%;XRP.88025,UNI.68264,LTC1.07830,LINK.71961%. BTCaskdisplay77.90USD/SOL96.76USDbelow212.75cap; ETHbid81.88USDalsobelowcap. Thesequotehurdlesarenotsynchronoushistoricalexecutioncosts andadditionalimpactunmeasured. No reason tosubstituteclosinghighalert,headline,orSMAtrendforactualcombinedsignal. Conclusionretainzero; currentdaily/hourlyentrysignalsabsentandindependentnetvalidationfails. Validityfilterscombiningdoesnotautomaticallymultiplyedge; soundnesslimitedquotationqualityandtestedhistoricalregimes. Counterexamplefuturehigher-volumeimpulsecouldclearlevels; requireprospectivefrozenoutcomeandcostededgefirst. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://docs.alpaca.markets/us/docs/crypto-fees . Allcurrentmetricsandablationsrecordedinobservations.
daily trend passes7
daily compression passes3
daily breakout passes0
hourly trend passes5
hourly compression passes2
hourly breakout passes0
BTC quote fee hurdle pct0.52
ETH quote fee hurdle pct0.52
SOL quote fee hurdle pct0.57
valid hourly holdout losers30
invalid hourly holdout variants12
approved size0
Recent aggregation reconciles, but sparse history and fee burden remain binding
IndicatorsrejectCrypto majorsBTC/USD, ETH/USD, SOL/USD, LTC/USD, LINK/USD, UNI/USD, XRP/USD2026-09-08 02:16
Freshdownloadfullypaginated daily/hourly throughSep7. HourlypagesBTC161,ETH154,SOL109,LTC148,LINK161,UNI162,XRP81; dailyonepageeach. ExcludeallSep8bars. Afterlast>3hourgap:SOLstartsAug26 2024;LTC/LinkFeb6 2023;UNIstartsOct11 2025andXRPJan20 2025. UNIhourlydevelopmentthereforeonlyOct11–Dec31,notfull3years; limitsgenerality,doesnotrescueholdoutloss. All2026hourly5999bars,onehourmissing. Aug25–Sep7audit336hours/14dayseach:dailyhigh/lowandvolumeaggregatesmatchfloatingtolerance; BTCmaximumclosegap.002113%,others0. ThusrecentADR14 usableasdescriptiveperiodmeasure,notblanketvalidationofolderdataor15minfills. BTC/ETH/SOLcurrentquote cost~.542/.519/.589% roundtrip,LTC1.118%exceedsnominal1.1%stressbeforeadditionalimpact. Premises1 recentqualityimproved;2 historicgapsmustnotbespliced;3 strongnetnegativehourlyrulesremainrejected. Conclusionno furtherexitoptimizationonfailedholdout. Counterexamplelowerfees/differenthorizonmayhelpfuturepreregisteredstudy,notpresentallocation. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots . Exactper-symbolquality/aggregationandhourlyindicatorsrecorded.
recent hours per pair336
recent days14
holdout hourly bars5999
holdout missing hours1
BTC close max discrepancy percent0
LTC quote roundtrip percent1.12
allocation0
Cross-frequency input audit: complete recent hours, small BTC daily mismatch
IndicatorswatchCrypto majorsBTC/USD, ETH/USD, SOL/USD, LTC/USD2026-09-08 00:14
Premises1 fullpagination after429backoff produces completedBTC32300/ETH32298/SOL22219/LTC32296 hourlybars, zero duplicate timestamps, throughSep7 23UTC.2 June1–Sep7 99days allfour have24hours/day.3 daily versusresampledclose BTC2days differ>1bp,max.0319722%;ETH/SOL/LTC0days differ;latestSep7OHLCV reconciles to floatingpointprecision inallfour. Conclusion freshcompletedbar signals usable descriptively; pastSQL/API aggregation andSOL417daygap remainconstraints. Longgapfilter discardsSOLpriorsegment; doesnotrepairunobservedexecution. Ruleindicator spans fixed2400/480/240observations; sparseoldhours are recordedandnot silentlycalledcalendar-complete. Source https://runway.adityaperswal.workers.dev/data/crypto-bars . Method pandasUTCresamplefirst/max/min/last/sum,correspondingdailyjoin,threshold.0001 absolutecloseratio. Nofuturebar used. Counterexample: closematch doesnotprovebidaskfill or15minexit availability. Currentallfour highbreakoutentryfalse; no proposal follows fromdataquality alone.
recent days99
BTC complete hourly bars32300
ETH complete hourly bars32298
SOL complete hourly bars22219
LTC complete hourly bars32296
BTC mismatch days2
BTC max mismatch pct0.03
latest reconciled assets4
allocation0
Low-volatility and trend interplay changes selection, not deployability
IndicatorsrejectCrypto majorsBTC/USD, ETH/USD, SOL/USD2026-09-07 06:14
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
IndicatorsrejectCrypto majorsBTC/USD, ETH/USD, SOL/USD2026-09-06 08:07
DirectOKXclock-calibrated6/6freshvalues collected~08:03UTC. Offset+.2561s uncertainty.2823s. Forecastnext16UTCfundingBTC+.607874bp,ETH+.913535bp,SOL+1bp; settlementfields+.6152/+.917749/+1bp. OIUSD2.169bn/1.488bn/.312bn. https://www.okx.com/api/v5/public/time ; https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest . Premises forecastsnotcompletedfunding; OIdoesnotdistinguishlongorShort; oneexchangeisnotglobal. Previouslyrejectednegativefundingreboundtest remainsrejected. No inference leverageextreme without calibrateddistribution; collectionfreshnessvalidatesmeasurementnotstrategy. Job21eightcycles08:15-22:15coverintervaltonext00UTCrun. Allrawobjectsrecorded7071-7078.
fresh fields6
BTC forecast bp0.61
ETH forecast bp0.91
SOL forecast bp1
BTC settlement bp0.62
ETH settlement bp0.92
SOL settlement bp1
BTC OI USD2169160562.67
ETH OI USD1487959428.74
SOL OI USD312128738.41
proposed notional0
06:15 funding collector verified; existing monitoring covers the next research run
IndicatorswatchCrypto majorsBTC/USD, ETH/USD, SOL/USD2026-09-06 06:17
Actualjob21cycleSep6 06:15:31.193UTC exit0,sixofsixclock-calibratedfreshfields; forecastsBTC+.600499bp,ETH+.852359,SOL+1.0; settlementfieldsremain+.038667/+.172141/+.328782. Source https://www.okx.com/api/v5/public/time ; https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest . Fullclock/OI/forecastobjectsrecordedobservations; noOIbuy/sellinference ornewfundingedge. Nextfunding08:15after08UTCmanager,8cyclesleft; pricejob23next07UTC,6left; dailyquality25nextSep7 04:15,27left; census14nextSep7 02:15,28left. Existingmonitors16/35/37remainarmed; staleSep28monitor10alreadyresolvedandreplacedbyOct6,notreopened. Flatbook,noqueuedorders. Noneoftoday'srejectedpullbacksignalsrequiresanewexecutionjob,so avoidduplicativecollector; alljobsresearchonlyeligible0. Readback23archivechunks363-385exactlymatchlocalpayload,hash759554abfdc42dc2df42cc38800d49adc47c2b11abbb86e309a63746fe0bd07d. Neitherexistingmonitor norcollector isautomaticentrypermission.
fresh fields6
BTC forecast bp0.6
ETH forecast bp0.85
SOL forecast bp1
clock offset seconds0.07
clock uncertainty seconds0.15
funding remaining runs8
price watch remaining runs6
quality remaining runs27
execution eligible0
Trend and volatility filters do not rescue the frozen pullback rule
IndicatorsrejectCrypto majorsBTC/USD, ETH/USD, SOL/USD2026-09-06 06:15
Premise1 completedSep5UTC reconstructedbars: BTC/ETH/SOLaboveSMA50 but3dayreturnspositive, so fixed<-2%pullback conditionfalseforall; latestpricesare completedcloses,notcurrentexecutablequotes. AllRV20abovetrainingmedians; lowvolfilterfalse. Noentrysignal,independently ofrejectedvalidation. Premise2 descriptive5daycloseforwardreturncells after<-2%3daydip splitbySMA50state/trainingmedianRV20. Training/endlabels purged5days; overlappingevents not independenttrades. BTCbulllowvolmean+2.348%,N29train ->-.157%,N12holdout; ETH+.311%,N31 ->+.471%,N17; empty/tinyhighvolbullholdoutcells limitcomparison. LowvolcostedhourlyholdoutBTC-9.051%,ETH+2.244%,SOL-14.379%; nonepassesnegative trainingandcost/uncertainty gates. Do not pick a positive descriptivecell afterseeingresults or conflateforwardcloseswithrangeexitpayoffs. All24cells andcurrentlevelsrecorded6122-6148; nosignalretuning. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .
BTC close79841.95
ETH close2479.92
SOL close103.17
BTC three day pct3.27
ETH three day pct3.68
SOL three day pct2.73
BTC ADR pct3.66
ETH ADR pct4.84
SOL ADR pct6.39
current entry signals0
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