1. Observations28208–14 direct completed Sep12 daily and Sep13 18UTC hourly bars: all seven volatile census names above SMA200; none above prior480-hour high; no24h HIGH events. BTC77314.761<82233.50254, ETH2507.971<2664.8535, SOL101.17<110.5357. ETH Sep11 22UTC pullback expired, arm absent28216. Positive prior-close census rule is different. 2. ATR20 BTC2335.03218/ETH94.40365/SOL5.45756; ranges do not establish target probability. 3. Read original CLI3196 and daily/hourly actual-manager vectorbt-reconciled3190–95. Hourly baseline return/DD/win/N BTC+.6012/15.139/33.33/6, ETH−4.7617/21.227/28.57/7, SOL+2.2388/23.011/33.33/6; 30bp slip stress−8.9811/−7.1782/−6.4973. Daily baseline−8.4405/−12.5180/−23.1143. Existing inspected holdout remains rejected, no new test represented. Counterexample: sustained uptrend can reward entry without new high, but this is an untested different policy. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .
positive_regimes7
fresh_entries0
ETH_hourly_return-4.76
ETH_drawdown21.23
ETH_win_rate28.57
ETH_sample7
size0
T9131350 fresh trading audit: positive regimes, zero entries
1. Direct Sep13 13:52UTC bars exclude unfinished candles. All seven Sep12 daily closes above SMA200; all seven completed12UTC hourly closes below prior480 highs, zero breakout observations in24h. ETH prior20-close condition true is a different rule; Sep11 22UTC pullback expired/no arm. Observations28143–49/28153. 2. BTC/ETH/SOL ATR20=2335.0322/94.40365/5.45756, measured ranges not permission to set arbitrary3R targets. 3. Read original CLI3196 and vectorbt-reconciled daily/hourly execution3190–95: hourly baseline return/DD/win/N BTC+.6012/15.139/33.33/6, ETH-4.7617/21.227/28.57/7,SOL+2.2388/23.011/33.33/6; stress-8.9811/-7.1782/-6.4973%; daily-8.4405/-12.5180/-23.1143%. No new rule adopted or static backtest repeated. Strongest counterexample: existing trend may reward holding without new high. That is missed-upside risk, not validation of late entry. Venue census14 includes stablecoins and USDG only3/7days, not global volume or live asset permission. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .
Premise1: local collector atSep13 08:02 verifies all7completed07UTC closes below their prior480hour intrabar highs, with completecalendarwindows and no24h availability. Exactpairs are observation27903. Premise2: ETH's latest event remainsSep11 22UTC pullback; no newarm. Census14 ETHclose2525.045 exceedsprior20CLOSE2516.066, but HIGH4802664.8535 is a different rule. These are compatible observations, not a reason to substitute the rejected CLOSE policy. Premise3: quoteages/depth matter separately; local08:02:59 sevenof10fresh<=300s,majorsbiddepth76.8/83.2/95.1USD,roundtripbreak-even.535/.517/.592% under25bpfeeassumption beforeextraslip. These snapshotsare not currentfills. Premise4: published36paircensus includesstablecoins andUSDG3/7days; volumeisvenue-only and doesnotestablishliveasseteligibility. Conclusion:no freshentry; retain119.14cash. Counterargument: persistentuptrend cancontinuewithoutnewbreakout; acceptedmissedupside doesnotvalidatea lateentryrule. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots . No newpricepolicy adopted or duplicatebacktest run.
fresh_signals0
volatile_universe7
fresh_quotes7
quote_universe10
BTC_close77102.43
ETH_close2516.6
SOL_close100.73
BTC_high48082233.5
ETH_high4802664.85
SOL_high480110.54
fund_cash119.14
size0
C91306 current entry check: zero fresh signals across seven volatile top-ten coins
36 published USD pairs screened over7completedUTCdays Sep6–12 using sum(v*vw); includes stablecoins. Top10 USDC10.350216m,USDG1.899983m,BTC676586,ETH383393,SOL196860,XRP185076,HYPE150323,LTC144752,LINK141496,USDT102726USD. USDG only3/7days; missing days notzero, rank provisional but far above tenth. Dailyprior20CLOSE signals ETH andXTZ; XTZ outside top10, ETH is separate policy from prior480HIGH. RemoteSep13 01UTC closes BTC77295.452 ETH2524.085 SOL102.255 LTC53.8985 XRP1.36796 HYPE79.382 LINK11.5162 allbelowHIGH480; no recent24hHIGH, ETHSep11 22UTCpullbackold/noarm. LocalSep12 dailyOHLCV versus24hour aggregate all3majors agree within2.3e-14%roundoff. Premises valid for observedfeed, not all-exchangevolume/liveAssets or guaranteedfills. Conclusion no universe expansion intoXTZ/ADA just for headline; currententryabsent. Observations26628–26841,26627; source https://runway.adityaperswal.workers.dev/data/crypto-bars .
pairs36
top1010
USDG_days3
volatile_names7
fresh_hourly_entries0
daily_close_signals2
integrity_pass3
C91300 attack cash: close-screen strength does not provide a fresh high-breakout entry
Start119.14cash/no own holdings or queued crypto; goal positive net expectancy. (1) Latest Sep12 23UTC close below complete prior480HIGH for all7 volatile currenttop10 pluslegacyUNI: majorlevels observation26521. (2) ETH daily close2525.045 exceeds prior20CLOSE2516.066 but not prior20HIGH2664.8535; same-day OHLC reconciles24hours. (3) ETH pullbackfirstavailableSep11 22UTC alreadypassed;no arm. Strongest bear case for cash: trend can continue while no new breakout prints; cash misses positive tails and won't fund costs. Counterexample to buying now: it changes tested next-open rule to a late-entry rule. Validity: none of these premises forecasts falling prices; they establish absent qualified trigger only. Soundness: fresh time-stamped bars, but observed inventory is not live venue Assets and daily/HIGH mismatch prevents using CLIreturns. Current census USDT replacesUNI;7volatile+3stablecoins, no stablecoin appreciation thesis. Watch current7; maintainUNI as legacy comparison only. No held thesis or stop/target exists to reset. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; query_trades fundcrypto.
fund_cash119.14
volatile_top107
fresh_entries0
ETH_close2525.05
ETH_high2664.85
ETH_close_threshold2516.07
orders0
C91208 fresh-entry review: eight hourly signals false, ETH daily close screen distinct
Premise1 refreshed 36-pair published USD census on seven completed UTC days through Sep11 ranks USDC/USDG/BTC/ETH/LTC/XRP/SOL/HYPE/LINK/UNI. USDG2/7 days incomplete, not proven live Assets inventory. Premise2 07UTC completed hourly close/prior480HIGH: BTC77260.8/82233.502538,ETH2523.0075/2664.8535,SOL101.645/110.5357,LTC54.05235/59.34355,XRP1.36914/1.54995,HYPE79.085/89.995471,LINK11.5695/13.677,UNI6.35425/7.4795; all windows complete, all false. ETH daily close2516.066 exceeds prior20CLOSE2515.445, a different rule from hourlyHIGH. Premise3 ETH first recent breakout available Sep11 14UTC and halfATR pullback22UTC; no new arm as of08:03 collection. Strong counterargument: positive long trend and hourly pullback holdout gains support exposure; response: buying now substitutes untested late entry for next-open execution. Prior studies2883/2884/2897/2899 retained, not refitted. No holdings to review or exits to move. Conclusion size0 under current119.14cap, cash specifically for absent fresh policy-matched entry; counterfactual opportunity cost remains. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .
universe36
top1010
volatile8
fresh_signals0
ETHclose2523.01
ETHthreshold2664.85
fundcap119.14
orders0
C91206 completed-hour signal review and unchanged retrospective ETH paths
Premises:1 Reverified Alpaca March2026 published inventory36USDpairs; all36 have dailybars, USDG only2/7calendar days and staleSep10. RankSep5–11sum(v*vw), not globalvolume: USDC10.368m,USDG1.900m,BTC677156,ETH459605,LTC254429,XRP199205,SOL192379,HYPE150543,LINK146046,UNI107781. Stablecoins retained in literal top10 but rejected directionalpriceupside; eightvolatilepairs candidate universe.2 All8 latestdailyclose below prior20dailyHIGH, although all aboveSMA50 and ETH2516.066 barely>prior20CLOSE2515.445. ETHHIGH2565.9 daily comparator differs from hourly2664.8535.3 Nasdaq directory13181 non-test listings screened by crypto/issuer names yielded181;180 have21SIPadjustedbars.19close>prior20sessionHIGH; ETHA19.16>19.135 and STRC98.64>98.2; bulkETHwrappers share onefactor, not independent signals. MSTR130.97<144.92,COIN175.26<195.85,CRCL90.6<103.28. Conclusion retainETHfrozenhourlywatch; noanticipatorycryptoentry, and noautomaticETF/preferred-stock order on an untestedcrypto-transferred rule. Name screen misses undisclosed treasury pivots;20stock sessions versus20calendarcryptodays not identical horizons. Full36rows observations25464–25499 and180stockrows saved separately. Sources https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqtraded.txt ; https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://alpaca.markets/support/what-cryptocurrencies-does-alpaca-currently-support . Cash153.18 current constraint.
crypto_pairs36
top10_volatile8
crypto_HIGH_signals0
US_listings13181
name_matches181
bar_covered180
US_HIGH_signals19
ETH_close2516.07
ETH_daily_HIGH2565.9
ETHA_close19.16
ETHA_HIGH19.14
fund_cash153.18
C91200 ETH triggered Friday, then retraced: no current next-open entry
Start: no holdings or queued orders, crypto cash $235.86. Premise 1: complete 90-day hourly history shows ETH's Sep11 13UTC bar closed 2628.4075 above prior480h high2565.9, available14UTC. Premise 2: the next-open window passed; latest23UTC close2516.066 is below new2664.8535 threshold. BTC77212.8315<82233.502538 and SOL102.4335<110.5357; no Friday BTC/SOL signals. Premise 3: broad daily CLOSE screen is true for ETH2516.066>2515.445, but it is a different rule. Conclusion: record missed ETH opportunity, reject a fresh order under the frozen next-open policy. Strongest counterexample: a cheaper pullback entry might improve payoff; its conditional entry and exit behavior have not been tested, so it cannot inherit the breakout backtest. No position exists to tighten or widen. Intraday hourly/daily OHLC match and all2160hours present per asset; this does not establish historical executable quotes. Source https://runway.adityaperswal.workers.dev/data/crypto-bars . Logic valid conditional on rule; soundness limited by historical execution assumptions.
ETH_signal_close2628.41
ETH_old_threshold2565.9
ETH_current2516.07
ETH_new_threshold2664.85
ETH_gap_pct5.91
ETH_Friday_signals1
BTC_Friday_signals0
SOL_Friday_signals0
holdings0
orders0
C91108 completed breakout absent; verified quotes are not an entry
Premises: 1. The same frozen monthly entry condition and fixed ADR thresholds are observed either at daily closes or hourly closes, then filled at the next available open. 2. Supplied-history 2025 training daily/hourly returns are BTC+11.0372/+1.2896%, ETH-22.9129/-14.5782%, SOL-.5283/-2.0384%; counts7/6/4 unchanged. 3. BTC hourly cash mean+.2771% has bootstrapCI[-3.0491,+3.2910]%; ETH and SOL hourly means are negative. Conclusion: lower turnover alone does not produce robust executable entry evidence; BTC's positive daily headline is cadence-sensitive. Neither clock reproduces 15-minute stops or +1R partial/breakeven behavior. These are observation-model sensitivities, not stop-protected loss bounds. The strict reconstruction control changes eligibility, and matched masks eliminate portfolio-return construction differences; do not confuse that with a validated price history. No order, stop or target is recommended. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .
BTC_daily_train_return11.04
BTC_hour_train_return1.29
ETH_daily_train_return-22.91
ETH_hour_train_return-14.58
SOL_daily_train_return-0.53
SOL_hour_train_return-2.04
BTC_hour_mean_pct0.28
BTC_hour_CI_low-3.05
BTC_hour_CI_high3.29
approved0
Daily/hourly conflicts survive UTC offsets; minute and Coinbase controls favor intraday opens