Stats

Start fund235.86cash,total850.99,query_trades onlyclosedBTC10; noopen/pending/closing. Goal repeatablenetprofit; bindingconstraint validatednetexpectancy. Premises:1.Recorded2183–85costedhourlyholdouts BTC-14.9605%N12/ETH-15.5393%N9/SOL-6.6888%N8; all36variantslose, supplieddailynegative too.2.RecomputedquarterKellynegativeall; historicalconstruction/reusedholdout/15minexitgapsunresolved.3.Fresh12:32quoteshaveBTC/ETH/SOLroundtripfee+spreadhurdles.518/.526/.619% beforeextradepthslippage; topaskdepth~77/81.7/95.8USD cannotassumefull212.75atbestask. Conclusion noorders/limits/exitadjustments; cash235.86. Validity: failedgatesjustifyzeroexposure,notpriceforecast. Soundnesscounterexample: reconstructedETH/SOLdailywinners andnewLiquidblocks couldcoincidewithrally; neitherrescuesnegativehourlytests. No rerunorretuningunchangedrule on tradingrun; testsremainrecorded,notclaimedfreshvalidation. IndependentfrozenprospectiveevidenceandreconciledhistoryneededbeforepositiveKelly,venuecapsandfee/gapaware8.5099risklimit. $349.01shortfall hasno role. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; backtests2183–85; observations22777/22796.

Premises:1.ECB primarydecisionSep10 12:15UTC raisesrates25bp effectiveSep16; inflationforecast2027/28up andgrowth2026/27up.2.Liquidprimarytip advanced12blocks by12:32versus12:01collector; secondarytimeout/operatorhashunchanged,authorizedrecoveryunverified.3.Frozenhourlypayoffsnegative. Firstorder: eurofinancingtightens; explorer nowreportsnewblocks. Secondorder assumptions: highercashyieldcanraisecrypto opportunitycost; chainactivitycouldrestoretransfercapacity. Thirdorder assumptions: riskallocationorconfidencecouldchange, but FX,expectations and actualsettlementcanoffset; no causalreturnestimate. Who benefits: cashyieldrecipients and users if settlementswork; issuance/liquiditydoesnotensure tokenpricecapture. Strongcounterargument: resilientgrowthcouldsupport riskassets andchainprogresscouldremoveoverhang; neitherestablishescostedspotedge. Retaincash. Source https://www.ecb.europa.eu/press/pr/date/2026/html/ecb.mp260910~314e508016.en.html ; https://blockstream.info/liquid/api/blocks ; https://x.com/Blockstream .

Premises: 1. Readback confirms all24 observation groups containing144 experiment cells end with their footer and are1229–1323characters. 2. Old174/175 collectors saved6 complete numeric payloads, but quote gaps were15/30/30minutes; cutoff-onlyoutput is notdata. 3. At08:14Sep10 replacement178/179 areacceptedactive with lastRun/output/exitnull; remoteexecution remainsunverified. Conclusion: retaincashdecision2198 and explicitcollector gap; monitor182 checksactualreceipt at12:30,122/181coverPPI/CPI. Daily14/25preserved. No open or pending crypto orders on finalquery; no exitsorstopchangesrequired. Runabout13minutes against43planned/45hardcap: auditcompletedwithin9min, catalystworkoverlappedfetches, analysiscompletedearly; finalrecording/review reserved and performed before report. No threadoverranitsallowance. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; list_jobs fund=crypto ; query_research fund=crypto ; query_trades fund=crypto .

Start: fund235.86cash,total850.99equity,zeroopen/pending;goalrepeatablenetprofit. Bindingconstraint: independentlyvalidatedexecutableexpectancy. Premises: 1. Compressionbreakout144cells recorded; all36hourlyholdoutslose, suppliedbaselineBTC-14.9605/ETH-15.5393/SOL-6.6888%,N12/9/8; rawquarterKelly0each. 2. All3currentcompression/breakoutsignalsfalse; historicalOHLCfaultsand15min/+1Rvenueexitgapsremain. 3. RecentdriftMonteCarlosignreversesafterdemeaning; oneactualoperatorliquidationisnotedge. Conclusion: no proposals,queuedlimits,stopsoradjustments;keep235.86cash. Validity: failedeligibilitygateswarrantzeroallocation,notforecastofdecliningprices. Soundness: conservativehistorymaskcanmissprofitabletrades;ETH/SOLreconstructeddailyholdoutswon1.8163/2.8607%,but correspondinghourlylost6.4361/1.9359%; do notselectwinningfeed/cadence. Changeeligibilityonlyafterreconciledhistoryandfrozenindependentcost-stresseddaily/hourly/15minedge withuncertaintyresolved. Then size min(quarterKelly*$235.86,$212.7475positioncap,$235.86fundcash,$8.5099/fee-and-gap-awarelossfraction); atmost3newlots,correlatedriskcheck. Macrooutcomesmaychangewatch,notthisgate. PPI122/CPI181/ECBhandoff182armed;178/179collectorsscheduled,preserve14/25/104Arc/152GME. $349.01shortfall neverenterssize. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees ; https://www.bls.gov/schedule/2026/09_sched.htm .

Premises: 1. Draw10000joint96hourpaths in24hourblocks from1439last60daylogreturns,seed9100804; preservecrossassetdependence. Stop1ADR20/target1.5ADR,observeandfillhourlyclose,timeout96h;25bpfee/side+10bpslip. 2. Observed-drift mean netBTC/ETH/SOL+.3551/+.8279/+1.2283%; demeaning changes them to-.6744/-.9049/-.5181%. 3. Demeaned target-first probabilities19.58/16.22/11.75%,timeouts49.21/51.48/71.91%. Fullfund235.86equal-sleeve demeanedmean-$1.649,p05-$13.197,lossprobability62.42%;25/50%fund p05-$3.299/-$6.598. Conclusion: drift assumption drives optimism; these are risk scenarios, not backtest winprobabilities or edge. Factendsatobservedreturns; stationarity/blockchoice/nextfourdaysarethought-experimentassumptions. Modelmissesintrahourtails,nextopenfill,+1Rpartial/breakeven andvenue15minchecks; nominalstopsnotlossbounds. Approvedzero; no timeframe or targetwidening forshortfall. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py; observations21562–73.

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.

Premises: 1. Re-fetchedOct1,2024–Sep9,2026:709dailyrows each;17014/17014/17009 hourlyBTC/ETH/SOL, missing2/2/7hours. Excluded returnedSep10boundarybar explicitly. 2. Complete-day daily/hourly OHLC differs>.01bp on300/295/295days, max584.37/732.74/1014.05bp. 3. CoinbaseDec2 controls show suppliedopeningprice discrepancies619.22/792.95/1031.66bp, whileSep9maximumOHLCdifferences3.94/7.17/10.45bp. Conclusion: recentagreement cannot certifyhistory. Reconstructedstudies are sensitivitychecks, not approvedtruth; missing-dayfiltersalso alter sample. Counterexample: legitimate venueprice differences exist, so these samples alone do not identify faultowner; large oldopeningdifferences still undermine executable simulation. SOL429 recovered withslowerpagination; no syntheticfill. Independentcashchecks268baselineclosedrows matchvectorbtwithin4.51e-16. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://api.exchange.coinbase.com/products/BTC-USD/candles ; correspondingETH-USD/SOL-USD endpoints; observations21474–79/21552–54.

Premises: 1. On 64 weekdays in the last90days, 08UTC-open to12UTC-open gross mean returns were BTC+.1194%,ETH+.1451%,SOL+.0684%; gross mean bootstrap95% intervals [-.0653,.3068],[-.0910,.3761],[-.2033,.3634]% all span zero. 2. With25bp received-asset fees/side and10bp slippage, means become -.5796/-.5541/-.6302%. 3. Last60completedUTCdays provide1439 alignedhourlylogreturns: BTC-ETH correlation.8470,BTC-SOL.7557,ETH-SOL.7590; ETH/SOL regressions onBTC give betas1.1536/1.1072. Conclusion: pre-open activity alone does not justify entry; three sleeves share substantial market risk. Sampling: fixedmajors, recentregime, missing other venues and events; iidCI/naiveOLSSE are descriptive, not serial-dependence-adjusted inference. This is a distribution diagnostic, not a traded time-of-day strategy. Ownrecord N1 operator-liquidatedBTC cannot calibrate setup probabilities. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py; observations21555–61.

Premises:1. Ran required backtest CLI --strategy breakout --lookback7 --days730; results BTC+30.1279%,ETH+33.8668%,SOL+23.4302%,214closedtrades total. 2. Inspected engine: daily same-close entry, nofees/slippage, no heldout split, prior-close breakout rather than prior-high+compression, different signal exits. 3. APIincludesboundarybar. Conclusion: these gross numbers cannot validate the frozen experiment or an order. The independent implementation explicitly removes boundary rows, models nextopen costs and temporal split; allhourlyholdouts fail. CLI buy-and-holdBTC+35.4970/ETH+3.4305/SOL-25.4054%, also gross. Public figures below are diagnostic only; approved0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; /app/agent/dist/backtest/engine.js .

Frozen note1881: completed close above prior7day high only when prior7day fractional range < trailing60day median; enter next open; fixed1ADR20 stop/1.5ADR20 target,7day timeout. Daily/hourly close threshold observations followed by next-open fills; one lot, no filled-forward execution. Vectorbt fees25bp per side on receivedasset, slippage10bp baseline/20bp stress. 2025 train,2026Jan1-Sep9 REUSED holdout;2024Oct-Dec warmup. Premises:1. Supplied daily/hourly holdout returns -3.5641%/-6.6888%; hourly training -10.9322%. 2. Reconstructed daily/hourly holdout 2.8607%/-1.9359%; changing completeness changes sample, not pure price attribution. 3. All36 hourly holdout cells across3majors/40,60,80median windows/two histories/two costs lose. Conclusion: reject; no positive independent executable edge. Baseline supplied hourly N8, win50.0000%, avgwin3.8428%, avgloss5.3172%, mean-0.7372%, iidbootstrap10000 CI[-4.2210,2.6310]%. Windows/costs are diagnostics, not selected winners; history faults/reusedholdout/15min+1Rexit gaps remain. All144cells stored24 groups21505–21550. No current signal. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/verify.py.

Frozen note1881: completed close above prior7day high only when prior7day fractional range < trailing60day median; enter next open; fixed1ADR20 stop/1.5ADR20 target,7day timeout. Daily/hourly close threshold observations followed by next-open fills; one lot, no filled-forward execution. Vectorbt fees25bp per side on receivedasset, slippage10bp baseline/20bp stress. 2025 train,2026Jan1-Sep9 REUSED holdout;2024Oct-Dec warmup. Premises:1. Supplied daily/hourly holdout returns -9.5346%/-15.5393%; hourly training -26.2809%. 2. Reconstructed daily/hourly holdout 1.8163%/-6.4361%; changing completeness changes sample, not pure price attribution. 3. All36 hourly holdout cells across3majors/40,60,80median windows/two histories/two costs lose. Conclusion: reject; no positive independent executable edge. Baseline supplied hourly N9, win44.4444%, avgwin2.5091%, avgloss5.1951%, mean-1.7710%, iidbootstrap10000 CI[-4.4221,0.9374]%. Windows/costs are diagnostics, not selected winners; history faults/reusedholdout/15min+1Rexit gaps remain. All144cells stored24 groups21505–21550. No current signal. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/verify.py.

Frozen note1881: completed close above prior7day high only when prior7day fractional range < trailing60day median; enter next open; fixed1ADR20 stop/1.5ADR20 target,7day timeout. Daily/hourly close threshold observations followed by next-open fills; one lot, no filled-forward execution. Vectorbt fees25bp per side on receivedasset, slippage10bp baseline/20bp stress. 2025 train,2026Jan1-Sep9 REUSED holdout;2024Oct-Dec warmup. Premises:1. Supplied daily/hourly holdout returns -8.6832%/-14.9605%; hourly training -1.1218%. 2. Reconstructed daily/hourly holdout -0.5559%/-9.0164%; changing completeness changes sample, not pure price attribution. 3. All36 hourly holdout cells across3majors/40,60,80median windows/two histories/two costs lose. Conclusion: reject; no positive independent executable edge. Baseline supplied hourly N12, win41.6667%, avgwin2.7120%, avgloss4.1208%, mean-1.2738%, iidbootstrap10000 CI[-3.2570,0.8163]%. Windows/costs are diagnostics, not selected winners; history faults/reusedholdout/15min+1Rexit gaps remain. All144cells stored24 groups21505–21550. No current signal. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/verify.py.

Startallcash;goalnetrepeatableprofit;bindingconstraintvalidatedpayoff. Premises:1.BLS schedulesPPI Sep10/CPI+realearningsSep11 at12:30UTC,notknownoutcomes. 2.ECB confirmsSep10meeting;pageprints14:15/14:45CET despiteBerlinDST,so actualpublicationtimestampmustresolveconversion. 3.Liquidoperator sayssoftwaredeployed/preparingrestart,explorertipstale270885s; recoveryunverified. Firstorder:priceprints/ECBdecision mayalterexpectedrates;actualLiquidrestartcouldrestoreassettransferutility. Secondorder:rates/FXandcollateral mobilitymaychangeleverageddemand andliquidity; fundingcanflipwhilecashspotearnsnone. Thirdorder:venue spreads andcorrelatedriskcanoverwhelmmajorsnetreturns; feerecipientsbenefitturnoverregardlessofourPnL. Counterargument:benigninflationandconfirmedrestartcouldspark arallymissedincash; neither suppliesindependentwinprobability. Favorabledata->recordprospectively,adverse/absent->retainuncertainty; bothbrancheszeroautomaticentry. Sep10wholesale14UTC/EIA16UTC andOracleafterclose,Sep11Pixclara dateonly arecontext; no causalcryptoedgeassumed. Sources https://www.bls.gov/schedule/2026/09_sched.htm ; https://www.ecb.europa.eu/press/press_conference/html/index.en.html ; https://x.com/Blockstream ; https://blockstream.info/liquid/api/blocks . Detailedcalendarobservations21417–23;monitors122/181/182.

Premises:1. IssuerSep8CSV shares1,387,560,000 versusSep9webpage1,387,800,000 implies240000netshares(+.01729655%); Sep9NAV44.38499 gives$10.6524m indicative issuance proxy. Actualspotpurchase timing/creationmethod andSep9BTCinventory unavailable. 2. CircleSep7 reports74.28bnUSDC,7day issuance8.80bn/redemption7.86bn, net+.94bn (about134.29m/day);30daynet2.22bn(74m/day). Rates use period totals, not intraday cashflow. 3. OKX08:03 fresh forecastsBTC+.7542bp/ETH+.3478/SOL-.3043; spot positions earn no swap funding. Conclusion: liquidity context is mildly expansionary at those cutoffs but no calibrated spotedge. Soundness: sameissuermultiplepages are oneorigin,USDCcanfundpayments/migration andETFsharescanbecreatedinkind; usersmayholdstablecoinsratherthanbuymajors. Priorcashunchanged. Wouldupgradefundamentalwatch on sustainedmatched-dateprimarynetissuance plus attributableincrementalusage; stillrequireindependentpriceedge before size. Sources https://www.ishares.com/us/products/333011/ishares-bitcoin-trust-etf/latest-holdings.csv ; https://www.ishares.com/us/products/333011/ishares-bitcoin-trust-etf ; https://www.circle.com/transparency ; https://www.okx.com/api/v5/public/funding-rate .

Premises: 1. Final readback confirms all36 observation groups containing216 cells are complete, each1015–1408characters with its footer. 2. Old quote/funding collectors170/171 did save numeric remote payloads, but quote coverage included roughly30minute gaps; cutoff-only output is not a new observation. 3. Replacement174/175 were accepted, locally tested at1460/1283characters, but at06:15:42UTC their lastRunAt/output/exit remained null. Conclusion: keep new remote execution explicitly unverified; monitor177 at08UTC checks actual receipt and primary-source changes. Daily14census/25integrity and dated122PPI/104Arc/152GME preserved. Zero open/pending crypto lots; cash decision2127 unchanged. No more sampling of this reused holdout should be called independent validation. Sources https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://blockstream.info/liquid/api/blocks ; https://www.okx.com/api/v5/public/funding-rate ; list_jobs fund=crypto .

Start: crypto fund $235.86 cash, total equity $850.99, no holdings or pending orders. Goal: repeatable net profit; binding constraint: independent executable expectancy. Premises: 1. All216 cells are recorded; all108 reused2026holdout cells have zero CLOSED trades. Supplied baseline holds one uncompleted September1 hypothetical lot per major, marked -.7073%/-.2961%/-1.8358%; strict reconstructed/matched baseline is flat. 2. Training BTC is cadence-sensitive, ETH and SOL supplied hourly returns lose; joint training bootstrap loses at nonzero allocations. 3. Historical price construction remains unresolved and current funding/supply snapshots are context, not a tested edge. Conclusion: no proposals; approved quarter-Kelly size0 because required OOS win probability and avg win/loss are unavailable. BTC training-only quarter-Kelly1.7815% of fund is ~$4.20, below $10 crypto minimum and not eligible regardless; ETH/SOL training hourly Kelly0. Validity: failing evidence gates warrants cash, not a forecast of falling prices. Soundness: conservative completeness can miss a rally; censored trades could later win. Neither changes what is known now. Evidence that would change eligibility: reconciled primary history plus independently frozen positive cost-stressed daily/hourly/15minute outcomes, then cap at min($212.75 position,$235.86 fund,$8.5099 nominal stop risk,quarter-Kelly) with gap/combined-risk checks. The $349.01 shortfall never enters probability or size. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://api.exchange.coinbase.com/products/BTC-USD/candles ; https://docs.alpaca.markets/us/docs/crypto-fees .

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 .

Premises: 1. No closed 2026 holdout trades exist, so an OOS trade-payoff Monte Carlo is unavailable. 2. A separately labeled 2025 training exercise uses 17 completed trades, three equal cash sleeves, 12 monthly observations and 10,000 joint circular three-month resamples (seed9100602). 3. Actual training portfolio return is -4.8278%; monthly mean confidence interval [-1.0938%,+.2693%]. At 25%/50%/100% of fund capital, simulated median annual return is -1.0327%/-2.1304%/-4.5639%; loss probability 85.21%/86.55%/88.38%, 95th percentile monthly-observed drawdown 3.9160%/7.7296%/15.1195%. Conclusion: no nonzero illustrative allocation is supported; these are training diagnostics, not forward probabilities. Full-fund median dollar loss is $10.76 on $235.86, not an estimate of this month's result. Soundness: repeated overlapping months, few regimes, supplied-bar faults, fixed sleeve rebalance, no intramonth DD or venue exit model. Approved0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .

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 .

Frozen1830beforetesting:priorclose>SMA200,positive90dayreturn,firstUTCdaymonthlynextopenonly;prior20ADRstop1/target1.5,nextopenafterclosecross,28daytimeout. 2024warmup,2025train,2026Jan1-Sep9reusedholdout;quote-basedbars,fees25bpsideonreceivedasset,slip10bpbase20stress;vectorbt. Trainingdaily {"symbol":"SOL","construction":"supplied","look":90,"cadence":"daily","period":"train","slippage_bp":10,"return_pct":-0.5282629201018244,"drawdown_pct":12.360600236169683,"n":4,"open_trades":0,"win_rate_pct":50,"mean_pct":0.45636344825701075,"avg_win_pct":11.228498844271286,"avg_loss_pct":-10.315771947757264,"ci_low_pct":-10.315771947757264,"ci_high_pct":11.228498844271286,"quarter_kelly":0.010160829479219383,"trade_return_basis":"cash including entry fee"};traininghourly {"symbol":"SOL","construction":"supplied","look":90,"cadence":"hourly","period":"train","slippage_bp":10,"return_pct":-2.038394447248011,"drawdown_pct":11.822691073053582,"n":4,"open_trades":0,"win_rate_pct":50,"mean_pct":-0.07619643410124367,"avg_win_pct":9.063540836596294,"avg_loss_pct":-9.215933704798784,"ci_low_pct":-9.215933704798784,"ci_high_pct":9.063540836596296,"quarter_kelly":0,"trade_return_basis":"cash including entry fee"}. Holdouthourly {"symbol":"SOL","construction":"supplied","look":90,"cadence":"hourly","period":"holdout","slippage_bp":10,"return_pct":-1.835836462767984,"drawdown_pct":6.3790855312988555,"n":0,"open_trades":1,"win_rate_pct":null,"mean_pct":null,"avg_win_pct":null,"avg_loss_pct":null,"ci_low_pct":null,"ci_high_pct":null,"quarter_kelly":null,"trade_return_basis":"cash including entry fee"}. Baseline2026onlySep1hypotheticallotstillopen;Nclosed0 meanswinprobabilityandavgwin/lossUNAVAILABLE,not0%. Portfolio markincludesentrycostnotunpaidexitcost;notrealizedperformance. All216predeclaredcellsrecorded20543–20579 (36groups),nonechosenafterholdout. Reconstructed/matched24hourcompletenesscontrolsremoveholdouteligibilitythrough200daywindow;do notreplaceunknownwithprofitableflatreturn. Conclusion:rejecttradequalification,approvednotional0;noSep10monthlycatchup. Missingvendorreconciliation,unseenvalidation,15minand+1Rpartialexecution. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

Frozen1830beforetesting:priorclose>SMA200,positive90dayreturn,firstUTCdaymonthlynextopenonly;prior20ADRstop1/target1.5,nextopenafterclosecross,28daytimeout. 2024warmup,2025train,2026Jan1-Sep9reusedholdout;quote-basedbars,fees25bpsideonreceivedasset,slip10bpbase20stress;vectorbt. Trainingdaily {"symbol":"ETH","construction":"supplied","look":90,"cadence":"daily","period":"train","slippage_bp":10,"return_pct":-22.912931943804026,"drawdown_pct":29.600472527637358,"n":6,"open_trades":0,"win_rate_pct":33.33333333333333,"mean_pct":-3.835557626745903,"avg_win_pct":8.307509580031027,"avg_loss_pct":-9.907091230134368,"ci_low_pct":-10.827850683642813,"ci_high_pct":3.2764394017755647,"quarter_kelly":0,"trade_return_basis":"cash including entry fee"};traininghourly {"symbol":"ETH","construction":"supplied","look":90,"cadence":"hourly","period":"train","slippage_bp":10,"return_pct":-14.57820278230409,"drawdown_pct":21.20298251575542,"n":6,"open_trades":0,"win_rate_pct":33.33333333333333,"mean_pct":-2.3849502955813273,"avg_win_pct":6.633046344172845,"avg_loss_pct":-6.893948615458413,"ci_low_pct":-7.055236740973971,"ci_high_pct":2.706662288679817,"quarter_kelly":0,"trade_return_basis":"cash including entry fee"}. Holdouthourly {"symbol":"ETH","construction":"supplied","look":90,"cadence":"hourly","period":"holdout","slippage_bp":10,"return_pct":-0.2961156222521458,"drawdown_pct":4.516462231099483,"n":0,"open_trades":1,"win_rate_pct":null,"mean_pct":null,"avg_win_pct":null,"avg_loss_pct":null,"ci_low_pct":null,"ci_high_pct":null,"quarter_kelly":null,"trade_return_basis":"cash including entry fee"}. Baseline2026onlySep1hypotheticallotstillopen;Nclosed0 meanswinprobabilityandavgwin/lossUNAVAILABLE,not0%. Portfolio markincludesentrycostnotunpaidexitcost;notrealizedperformance. All216predeclaredcellsrecorded20543–20579 (36groups),nonechosenafterholdout. Reconstructed/matched24hourcompletenesscontrolsremoveholdouteligibilitythrough200daywindow;do notreplaceunknownwithprofitableflatreturn. Conclusion:rejecttradequalification,approvednotional0;noSep10monthlycatchup. Missingvendorreconciliation,unseenvalidation,15minand+1Rpartialexecution. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

Frozen1830beforetesting:priorclose>SMA200,positive90dayreturn,firstUTCdaymonthlynextopenonly;prior20ADRstop1/target1.5,nextopenafterclosecross,28daytimeout. 2024warmup,2025train,2026Jan1-Sep9reusedholdout;quote-basedbars,fees25bpsideonreceivedasset,slip10bpbase20stress;vectorbt. Trainingdaily {"symbol":"BTC","construction":"supplied","look":90,"cadence":"daily","period":"train","slippage_bp":10,"return_pct":11.037206557667341,"drawdown_pct":10.687911952758999,"n":7,"open_trades":0,"win_rate_pct":57.14285714285714,"mean_pct":1.6479645501167965,"avg_win_pct":6.025415263369898,"avg_loss_pct":-4.188636400887339,"ci_low_pct":-2.3736410337387053,"ci_high_pct":5.473745685965708,"quarter_kelly":0.06837555911437386,"trade_return_basis":"cash including entry fee"};traininghourly {"symbol":"BTC","construction":"supplied","look":90,"cadence":"hourly","period":"train","slippage_bp":10,"return_pct":1.2896311169101864,"drawdown_pct":12.208071728720215,"n":7,"open_trades":0,"win_rate_pct":57.14285714285714,"mean_pct":0.2770930124034394,"avg_win_pct":3.8884019764055537,"avg_loss_pct":-4.537985606266045,"ci_low_pct":-3.049089503251003,"ci_high_pct":3.2909516321710583,"quarter_kelly":0.017815352816196284,"trade_return_basis":"cash including entry fee"}. Holdouthourly {"symbol":"BTC","construction":"supplied","look":90,"cadence":"hourly","period":"holdout","slippage_bp":10,"return_pct":-0.7072560827173948,"drawdown_pct":4.728457474137726,"n":0,"open_trades":1,"win_rate_pct":null,"mean_pct":null,"avg_win_pct":null,"avg_loss_pct":null,"ci_low_pct":null,"ci_high_pct":null,"quarter_kelly":null,"trade_return_basis":"cash including entry fee"}. Baseline2026onlySep1hypotheticallotstillopen;Nclosed0 meanswinprobabilityandavgwin/lossUNAVAILABLE,not0%. Portfolio markincludesentrycostnotunpaidexitcost;notrealizedperformance. All216predeclaredcellsrecorded20543–20579 (36groups),nonechosenafterholdout. Reconstructed/matched24hourcompletenesscontrolsremoveholdouteligibilitythrough200daywindow;do notreplaceunknownwithprofitableflatreturn. Conclusion:rejecttradequalification,approvednotional0;noSep10monthlycatchup. Missingvendorreconciliation,unseenvalidation,15minand+1Rpartialexecution. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

Premises:1.Common2502026dailyreturnsfrom24houraggregatesproducecorrelationsBTCETH.91395,BTCSOL.88286,ETHSOL.88250.2.OLSagainstBTCgivesETHbeta1.24655,R2.83530;SOLbeta1.20728,R2.77945.3.AnnualizedsamplevolBTC46.72%,ETH63.73%,SOL63.89%. Conclusion:dividingcashacrossthreesymbolsisnotthreeindependentedges;bootstrapentrymonthsjointlyandbudgetcombinedrisk. Validity:common-datesremoveavailabilitydifferencesinthisdescriptivecomparison. Soundness:short2026sample,regime-dependentcorrelation,quote-basedcloseandOLSpointestimates;notcausationorforwardbetaguarantee. InterceptETH-.02128%/day,SOL-.03004%/dayarein-sample,notshortrecommendations. Counterexample:idiosyncraticprotocolshockcanbreakcorrelation;thatstrengthensneedforliquidity/risklimitsratherthanassuminghedge. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .

RequiredCLIexecutedSept10~06:03UTC:momentumlookback90days617,618bars. BTC-2.5390%return/DD25.7377%,33.333%winsN3;ETH+17.8630%/DD40.3609%,33.333%winsN6;SOL-25.4192%/DD43.3791%,25%winsN12. Premises:CLIcontinuoussame-closemomentumisnotfrozen1830monthly-entryrule;harnessnofees/slippage/holdoutandincludespartialcurrentday. Conclusion:ETHpositivebenchmarkdoesnotauthorizeentry;reportitonlyasharnessdiagnostic. Costedvectorbtentrytimingandrangestopsrequired. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .

Premises:1.Eachassetcontributes2160recenthourlyreturns/2154overlapping6hblocks;10000pathspermodel,28days,seed9100601.2.Stop1ADR20,target1.5ADR20,grossreferenceSep9close,fees25bp/slip10bpperside.3.EmpiricaldriftvsdemeanedtargethitBTC54.51/40.09%,ETH58.63/39.87%,SOL63.99/40.96%;netmeans+.6116/-.6963%,+1.4099/-.6895%,+3.3789/-.4621%. Conclusion:positivepathforecastdependsheavilyonassumingrecentdriftpersists;cannotuseitforKellyprobability. Validity:commonrandomdrawsisolatedriftassumption. Soundness:unconditionalrecentreturns,overlappingblocks,closefillonfirsthourlythresholdcross(notnextopen),no15minutevenueor+1Rpartial;forecastsareconditional scenarios. No-gapnominal1%equityrisknotional211.70/176.73/122.79isnotlossguarantee;5thpercentilelosses5.08/6.32/7.98%exceedADR+cost. Approved0. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .