Stats

Frozen notes1343/1348. Long when Sunday reconstructed USDC supply exceeds seven days earlier; decide Monday 00UTC at open, exit at next weekly negative/zero condition; starts flat, terminal liquidation at last period open. 2025 development,2026Jan1–Sep8 holdout; 1-day supply timestamp lag baseline,2-day sensitivity; fees25bp/leg cash approximation, slippage10/30bp. Vectorbt from_signals; no stop/target/15min monitoring or depth simulation. Historical supply lacks original publication vintages, hence diagnostic only even if profitable. Development baseline return -26.5879%,N10; holdout return -26.6564%,DD29.2755%,N8,win37.5%,avgwin1.9419%,avgloss6.9615%,expectancy-3.6227%,quarterKelly0. Stress return-28.9663%. IID trade bootstrap seed2026090904,10000draws mean95%CI [-7.880002867988406,0.22621280487366374]%, small correlated sample; not forecast confidence. Daily calendar complete, but no original flow publication timestamp. All8cost/lag/window scenarios lose. Sources https://stablecoins.llama.fi/stablecoin/2 ; https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Files research/test_supply.py,backtests.json,tradeCSVs. Reject deployment; no edge transfer from price momentum or USDC geography.

Frozen notes1343/1348. Long when Sunday reconstructed USDC supply exceeds seven days earlier; decide Monday 01UTC at open, exit at next weekly negative/zero condition; starts flat, terminal liquidation at last period open. 2025 development,2026Jan1–Sep8 holdout; 1-day supply timestamp lag baseline,2-day sensitivity; fees25bp/leg cash approximation, slippage10/30bp. Vectorbt from_signals; no stop/target/15min monitoring or depth simulation. Historical supply lacks original publication vintages, hence diagnostic only even if profitable. Development baseline return -10.2060%,N10; holdout return -19.4521%,DD21.4233%,N8,win37.5%,avgwin1.3629%,avgloss5.0030%,expectancy-2.6158%,quarterKelly0. Stress return-21.9889%. IID trade bootstrap seed2026090904,10000draws mean95%CI [-4.8850882383384215,-0.24400852536937273]%, small correlated sample; not forecast confidence. One missing holdout hour occurs while invested; stale-bar exposure and absent15min exits disqualify execution. All8cost/lag/window scenarios lose. Sources https://stablecoins.llama.fi/stablecoin/2 ; https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Files research/test_supply.py,backtests.json,tradeCSVs. Reject deployment; no edge transfer from price momentum or USDC geography.

Frozen notes1343/1348. Long when Sunday reconstructed USDC supply exceeds seven days earlier; decide Monday 00UTC at open, exit at next weekly negative/zero condition; starts flat, terminal liquidation at last period open. 2025 development,2026Jan1–Sep8 holdout; 1-day supply timestamp lag baseline,2-day sensitivity; fees25bp/leg cash approximation, slippage10/30bp. Vectorbt from_signals; no stop/target/15min monitoring or depth simulation. Historical supply lacks original publication vintages, hence diagnostic only even if profitable. Development baseline return -9.3830%,N10; holdout return -19.3665%,DD20.9044%,N8,win37.5%,avgwin1.8242%,avgloss5.2352%,expectancy-2.5880%,quarterKelly0. Stress return-21.9059%. IID trade bootstrap seed2026090904,10000draws mean95%CI [-5.1129162046711505,0.06410091914367423]%, small correlated sample; not forecast confidence. Daily calendar complete, but no original flow publication timestamp. All8cost/lag/window scenarios lose. Sources https://stablecoins.llama.fi/stablecoin/2 ; https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Files research/test_supply.py,backtests.json,tradeCSVs. Reject deployment; no edge transfer from price momentum or USDC geography.

Command node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy momentum --lookback7 --days616 (actual flag --lookback 7). CLI supports price rules, not external supply.617dailybars approximately2025Jan–Sep9 2026; currentSep9bar may bepartial. BTC return-23.5622%,drawdown38.1105%,win32.7869%,N61;ETH+31.4580%,DD45.5262%,win39.6226%,N53;SOL+2.82136%,DD37.9317%,win45.4545%,N55. Buyhold-16.5489/-25.5333/-46.4798%. Codeinspection /app/agent/dist/backtest/{cli,engine}.js: daily same-close decisions; no fee/slippage model. No isolatedholdout orpublicationclock. Retain as required gross comparator only; the separately frozen vectorbtUSDC andmatchedweeklyownmomentum prototypes supply costs and2025/2026split. This CLI result cannot validate USDCcausality, stops orhourlyexecution. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; filesresearch/cli_momentum.json. No trade.

1. Circle Sep7 net issuance .94bn/7d vs1.28bn in preceding23d implies134.29m/day vs55.65m/day;89.32% of gross issuance offset by redemption. This is increased outstanding dollars, not8.8bn of netbuying.2 Newer issuer USDC.com Sep8 circulation74.47079bn differs from transparencySep7 74.28bn and DefiLlamaSep8 74.37833bn; timestamps/definitions differ, so no false precision.3 Llama same-dateSep1–8 USDC+.81568bn andUSDT+.05974bn weakens pureUSDTsubstitution explanation; itdoesnot identify fiat source oruse.4 ChainSOL+.60155bn,Hyperliquid+.27362bn,ETH+.05536bn, but126chainnetdelta exceeds globaldelta25.017m. Possiblebridge/coverage definitions unresolved, so noallocationbychain.5 SECcirculation includesissuerinventory; CCTP reshuffles globaldollars; exchange deposits canfundcollateral orpayments. Conclusion potentialliquidity expanded; unknownshare buyingmajors, nojustifiedpointprobability. Strongcounterargument: depositsmayprecedespotbuying evenwithoutlabels; testfuture returns ratherthan rejectpossibility. Sources https://www.circle.com/transparency ; https://www.usdc.com/ ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://www.sec.gov/Archives/edgar/data/1876042/000187604226000248/crcl-20260630.htm ; https://developers.circle.com/cctp . Observations17175,17177 onward; rawfiles research/.

Premises:1 Sep8 acquirer and target announcements describe existing25bn annualized payments with~60%stablecoins, notnewUSDC; target says currentarrangementscontinue.2 Sep8 8K datesagreementSep4 and prices consideration400m inCRCLshares plus25memployeeRSUs; expected2027close.3 CCTP burn/mint can relocate balances withoutnewglobaldollars. Firstorder integration expands paymentroutes; secondorder lowerfriction mayraise turnover orretainedUSDC; thirdorder Circle/distributors maycapturefees/reserveincome, butETH/SOLdemand depends onchainchoice andnetnativefees, BTC onactualspotpurchases. Counterexamples: samebalances reusedfaster; USDTconvertedtoUSDC; newArcactivity cannibalizesEthereum. Valid inference: paymentschannel credible, immediatebuying inference invalid. Soundness: participant operatingfiguresunaudited here, destination ofSep7issuance unobserved; no causal attribution toannouncement. Who benefits: customers,distributionpartners,issuers beforemajors. Sources https://www.circle.com/pressroom/circle-expands-global-payments-infrastructure-with-agreement-to-acquire-singapore-based-cross-border-payments-platform-tazapay ; https://tazapay.com/blog/circle-acquires-tazapay ; https://www.sec.gov/Archives/edgar/data/1876042/000187604226000267/crcl-20260904.htm ; https://developers.circle.com/cctp . No acquisition-specificcryptoedge; size0.

Start equity850.99, crypto235.86 cash, cap212.7475perlot, plannedrisk8.5099. LedgerrecheckedonlyclosedBTC10; noholdings/exits/orders. Goal reproduciblenetprofit; bindingconstraint independentcosteddaily/hourlypayoff and15minexecution. Premise1 broad36pair/100activity/100mover discovery1329: noeligiblebreakout. Premise2 newETFshares1309(+2.60mIBIT,+3.12mETHA) andCircle1326(USDCnet7d+.94bn) improveflowcontext butdonotestablishspotbuytiming orentryprobability. Premise3 frozenSMA1356–1371:116computedscenarios plus6unavailabletrainingchecks; everydailyholdoutN1closedloss+open, everyhourlyheldgapinvalid;7/8hourlybaseline losses,HYPE+41.50%unqualified/no2025training. NoapprovedpositiveKelly. Premise4 statistical1355 andsimulation1374cannottransferunconditionalriskorexistingfailedrulepayoff tonewflows. Conclusion no proposals andretain235.86cash; notforecastthatpricesfall. Strongcounterexample cashmissespositiveflowrally, butcalibratededgeunknown. Soundnesslimits2026reusedhistory,currentuniversebias,missing/zerovolumebars, no15minfills,noSep8holdingsCSV, noGMEquantitynotes. ScopeUSscreenerranksnotexhaustiveeverylistingfundamentals; foreigndiscoverylimitedJapan/HongKongcontext. Monitoring98resolved,10504UTCreview,104ArcSep16;77GMEretained. Jobs14/25 retained,112quotes/114Liquid first02:15outputsverified;115truncatedandcancelled, replacement117acceptedwithlocallytestedsmalloutput, actualexecutionpending. Collector5job/4000chars limits repaired; note1309 prematureacceptancecorrected. Lessonswrittentechnical/execution/psyche. About17minutes elapsed of43planned/45hardcap; final5min reservedandused, no researchthreadoverrun. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://www.circle.com/transparency ; https://www.ishares.com/us/products/333011/ishares-bitcoin-trust-etf ; https://x.com/Blockstream .

1. CompletedSep8dailybars: all8nonstabletop10 haveSMA20>SMA100. BTC78448.681,ETH2484.527,SOL103.36;20dayreturns13.1839/10.3693/21.1092%; ATR14 simplemeantrue range2271.0718/88.76049/5.6218. One/twoATR measured ranges are evidence, not proposedtargets. 2. LatestcompletedhourSep9 01UTC: SMA20>SMA100 onlyLINK,LTC,UNI,XRP (4/8); BTC,ETH,SOL,HYPEfail. BTC20hour+.4040%,ETH+1.0431%,SOL+.8619%, so positive short returncan coexistwithslowertrendfailure. Noneof10includingstables crossesprior20dayclosinghigh in census. 3. Download738dailybarsmostassets,HYPE204; hourly17712BTC/ETH/LTC,17707SOL,17708LINK,17709UNI,17684XRP,4884HYPE. Missing2/2/2/7/6/5/30/1 respectively; zero-volume bars materiallylimitexecution. Initial8workers hit429; retriedonlymissingfiles with2workers andbackoff; completepagination85BTC/77ETH/84SOL/etc recorded. 4. FixedSMA diagnostics1356–1371 reject: dailyonly1closedloss plusopen; allhourly held-gapinvalid, sevennegativebaseline andHYPEpositiveunqualified. Combiningindicatorsdoesnotfixpayoffvalidation. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; observationssavedpersymbol,timeframe. Conclusion no signalapprovedsize; preserve2026diagnostic asreusedhistory and testfutureflowobservationsprospectively.

1. NumPy seed2026090902; sample10000 joint overlapping3day logreturn blocks from last60 completed dailybars throughSep8. Only58 distinct blocks, preserving cross-major dependence within each block. Fee haircut.9975²; no slippage/stops/targets/15minexecution. Unconditional risk, not an entry-conditioned forecast. 2. Simulated mean BTC+.72379%,ETH+1.36121%,SOL+1.28556%; lossprob49.84/46.94/47.79%; simulated fifthpercentile-3.36973/-3.90019/-5.85392%, dollar losses at212.7475 cap7.16901/8.29756/12.45408. SOL exceeds8.5099 equityriskbudget. 3. Exact linear-interpolated fifthpercentiles across58distinct blocks -3.21421/-3.66867/-5.10359%; worst3day -4.13597/-4.26211/-7.24518%. Quantile differsfrompreviousseed because tailhasfewdiscreteblocks, notnewinformation; no confidencefrom10000repeats. 4. No newdailybar sincepriorrun, so dependence/volatility unchanged. Positiveunconditionaldrift and lowerBTC historicaltail do notcalibrateentrywinrate. Kellygate alreadybindsat0; stopslippage couldexceedriskbudget. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py and simulation.json, complete observation. Conclusion size0, no invented exit odds.

Frozen before download in note1292. Prior completed SMA20>SMA100 enters at next adjacent open; inverse exits, long-only. Development2025 fast10/20/30 and slips30/60bp; holdout2026Jan1 throughSep8 fast20 only, each period starts flat. Warmup begins2024Sep1; HYPE begins2026Feb17 so no2025training. Vectorbt from_signals fees25bp cash each side (approximation to credited-asset fees), baseline slip30bp/stress60bp. No stop/target/profit-taking or15minute execution simulated; not venue-ready. Baseline {"symbol":"XRP","tf":"1Hour","fast":20,"window":"holdout","slip":0.003,"return_pct":-45.31520030422348,"drawdown_pct":68.05550120348127,"n":44,"win_rate_pct":20.454545454545457,"avg_win_pct":7.829663110407015,"avg_loss_pct":3.438492774858877,"expectancy_pct":-1.1336427074181266,"quarter_kelly":0,"open":0,"missing":30,"held_gap_invalid":true,"zero_volume":69}. Stress {"symbol":"XRP","tf":"1Hour","fast":20,"window":"holdout","slip":0.006,"return_pct":-58.00375364562005,"drawdown_pct":75.17143779639743,"n":44,"win_rate_pct":13.636363636363635,"avg_win_pct":10.932408647804843,"avg_loss_pct":3.725359267777965,"expectancy_pct":-1.7265727338348549,"quarter_kelly":0,"open":0,"missing":30,"held_gap_invalid":true,"zero_volume":69}. Premises: current universe introduces survivor selection; 2026 already researched so not pristine unseen validation. Every hourly candidate has a missing interval while invested: diagnostic returns are not accepted execution outcomes; do not fill missing bars or count these as qualified tests. Conclusion reject for trading; even positive raw Kelly is overridden to0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproducible scripts in this run's saved note.

Frozen before download in note1292. Prior completed SMA20>SMA100 enters at next adjacent open; inverse exits, long-only. Development2025 fast10/20/30 and slips30/60bp; holdout2026Jan1 throughSep8 fast20 only, each period starts flat. Warmup begins2024Sep1; HYPE begins2026Feb17 so no2025training. Vectorbt from_signals fees25bp cash each side (approximation to credited-asset fees), baseline slip30bp/stress60bp. No stop/target/profit-taking or15minute execution simulated; not venue-ready. Baseline {"symbol":"XRP","tf":"1Day","fast":20,"window":"holdout","slip":0.003,"return_pct":-12.576158684719962,"drawdown_pct":16.847593670961537,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":11.831399735049802,"expectancy_pct":-11.831399735049802,"quarter_kelly":0,"open":1,"missing":0,"held_gap_invalid":false,"zero_volume":0}. Stress {"symbol":"XRP","tf":"1Day","fast":20,"window":"holdout","slip":0.006,"return_pct":-13.358289883070599,"drawdown_pct":17.429120215555372,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":12.360334054498919,"expectancy_pct":-12.360334054498919,"quarter_kelly":0,"open":1,"missing":0,"held_gap_invalid":false,"zero_volume":0}. Premises: current universe introduces survivor selection; 2026 already researched so not pristine unseen validation. Only one closed losing trade plus one open position: positive marked returns do not estimate average win or a tradeable probability. Conclusion reject for trading; even positive raw Kelly is overridden to0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproducible scripts in this run's saved note.

Frozen before download in note1292. Prior completed SMA20>SMA100 enters at next adjacent open; inverse exits, long-only. Development2025 fast10/20/30 and slips30/60bp; holdout2026Jan1 throughSep8 fast20 only, each period starts flat. Warmup begins2024Sep1; HYPE begins2026Feb17 so no2025training. Vectorbt from_signals fees25bp cash each side (approximation to credited-asset fees), baseline slip30bp/stress60bp. No stop/target/profit-taking or15minute execution simulated; not venue-ready. Baseline {"symbol":"UNI","tf":"1Hour","fast":20,"window":"holdout","slip":0.003,"return_pct":-24.065349670624332,"drawdown_pct":59.702134711355704,"n":40,"win_rate_pct":20,"avg_win_pct":9.67953296923908,"avg_loss_pct":4.137901802815852,"expectancy_pct":-1.3744148484048655,"quarter_kelly":0,"open":1,"missing":5,"held_gap_invalid":true,"zero_volume":1681}. Stress {"symbol":"UNI","tf":"1Hour","fast":20,"window":"holdout","slip":0.006,"return_pct":-40.44611675578691,"drawdown_pct":67.91804543656906,"n":40,"win_rate_pct":17.5,"avg_win_pct":10.377326346962166,"avg_loss_pct":4.58416563367424,"expectancy_pct":-1.9659045370628694,"quarter_kelly":0,"open":1,"missing":5,"held_gap_invalid":true,"zero_volume":1681}. Premises: current universe introduces survivor selection; 2026 already researched so not pristine unseen validation. Every hourly candidate has a missing interval while invested: diagnostic returns are not accepted execution outcomes; do not fill missing bars or count these as qualified tests. Conclusion reject for trading; even positive raw Kelly is overridden to0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproducible scripts in this run's saved note.

Frozen before download in note1292. Prior completed SMA20>SMA100 enters at next adjacent open; inverse exits, long-only. Development2025 fast10/20/30 and slips30/60bp; holdout2026Jan1 throughSep8 fast20 only, each period starts flat. Warmup begins2024Sep1; HYPE begins2026Feb17 so no2025training. Vectorbt from_signals fees25bp cash each side (approximation to credited-asset fees), baseline slip30bp/stress60bp. No stop/target/profit-taking or15minute execution simulated; not venue-ready. Baseline {"symbol":"UNI","tf":"1Day","fast":20,"window":"holdout","slip":0.003,"return_pct":54.42818341582731,"drawdown_pct":27.840691563172683,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":15.77447261387305,"expectancy_pct":-15.77447261387305,"quarter_kelly":0,"open":1,"missing":0,"held_gap_invalid":false,"zero_volume":0}. Stress {"symbol":"UNI","tf":"1Day","fast":20,"window":"holdout","slip":0.006,"return_pct":53.04660262119546,"drawdown_pct":28.272360177984247,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":16.279818835756174,"expectancy_pct":-16.279818835756174,"quarter_kelly":0,"open":1,"missing":0,"held_gap_invalid":false,"zero_volume":0}. Premises: current universe introduces survivor selection; 2026 already researched so not pristine unseen validation. Only one closed losing trade plus one open position: positive marked returns do not estimate average win or a tradeable probability. Conclusion reject for trading; even positive raw Kelly is overridden to0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproducible scripts in this run's saved note.

Frozen before download in note1292. Prior completed SMA20>SMA100 enters at next adjacent open; inverse exits, long-only. Development2025 fast10/20/30 and slips30/60bp; holdout2026Jan1 throughSep8 fast20 only, each period starts flat. Warmup begins2024Sep1; HYPE begins2026Feb17 so no2025training. Vectorbt from_signals fees25bp cash each side (approximation to credited-asset fees), baseline slip30bp/stress60bp. No stop/target/profit-taking or15minute execution simulated; not venue-ready. Baseline {"symbol":"SOL","tf":"1Hour","fast":20,"window":"holdout","slip":0.003,"return_pct":-43.23618148390702,"drawdown_pct":60.72312265038189,"n":46,"win_rate_pct":21.73913043478261,"avg_win_pct":7.624812376997625,"avg_loss_pct":3.446120911624754,"expectancy_pct":-1.039396283663367,"quarter_kelly":0,"open":0,"missing":7,"held_gap_invalid":true,"zero_volume":124}. Stress {"symbol":"SOL","tf":"1Hour","fast":20,"window":"holdout","slip":0.006,"return_pct":-56.92713016765196,"drawdown_pct":69.65503624102718,"n":46,"win_rate_pct":19.565217391304348,"avg_win_pct":7.761186383521048,"avg_loss_pct":3.9179357403007318,"expectancy_pct":-1.6328901073790798,"quarter_kelly":0,"open":0,"missing":7,"held_gap_invalid":true,"zero_volume":124}. Premises: current universe introduces survivor selection; 2026 already researched so not pristine unseen validation. Every hourly candidate has a missing interval while invested: diagnostic returns are not accepted execution outcomes; do not fill missing bars or count these as qualified tests. Conclusion reject for trading; even positive raw Kelly is overridden to0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproducible scripts in this run's saved note.

Frozen before download in note1292. Prior completed SMA20>SMA100 enters at next adjacent open; inverse exits, long-only. Development2025 fast10/20/30 and slips30/60bp; holdout2026Jan1 throughSep8 fast20 only, each period starts flat. Warmup begins2024Sep1; HYPE begins2026Feb17 so no2025training. Vectorbt from_signals fees25bp cash each side (approximation to credited-asset fees), baseline slip30bp/stress60bp. No stop/target/profit-taking or15minute execution simulated; not venue-ready. Baseline {"symbol":"SOL","tf":"1Day","fast":20,"window":"holdout","slip":0.003,"return_pct":-7.2673895414414575,"drawdown_pct":16.278259939392502,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":15.473666528142124,"expectancy_pct":-15.473666528142124,"quarter_kelly":0,"open":1,"missing":0,"held_gap_invalid":false,"zero_volume":0}. Stress {"symbol":"SOL","tf":"1Day","fast":20,"window":"holdout","slip":0.006,"return_pct":-8.097015266563403,"drawdown_pct":16.779096883987464,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":15.980812220518612,"expectancy_pct":-15.980812220518612,"quarter_kelly":0,"open":1,"missing":0,"held_gap_invalid":false,"zero_volume":0}. Premises: current universe introduces survivor selection; 2026 already researched so not pristine unseen validation. Only one closed losing trade plus one open position: positive marked returns do not estimate average win or a tradeable probability. Conclusion reject for trading; even positive raw Kelly is overridden to0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproducible scripts in this run's saved note.

Frozen before download in note1292. Prior completed SMA20>SMA100 enters at next adjacent open; inverse exits, long-only. Development2025 fast10/20/30 and slips30/60bp; holdout2026Jan1 throughSep8 fast20 only, each period starts flat. Warmup begins2024Sep1; HYPE begins2026Feb17 so no2025training. Vectorbt from_signals fees25bp cash each side (approximation to credited-asset fees), baseline slip30bp/stress60bp. No stop/target/profit-taking or15minute execution simulated; not venue-ready. Baseline {"symbol":"LTC","tf":"1Hour","fast":20,"window":"holdout","slip":0.003,"return_pct":-52.24143230536836,"drawdown_pct":63.6873548585674,"n":40,"win_rate_pct":17.5,"avg_win_pct":3.201181880318882,"avg_loss_pct":3.075091125317925,"expectancy_pct":-1.9767433493314832,"quarter_kelly":0,"open":1,"missing":2,"held_gap_invalid":true,"zero_volume":2670}. Stress {"symbol":"LTC","tf":"1Hour","fast":20,"window":"holdout","slip":0.006,"return_pct":-62.54400129506295,"drawdown_pct":71.2637004148044,"n":40,"win_rate_pct":17.5,"avg_win_pct":2.5823202344648957,"avg_loss_pct":3.6564070943463824,"expectancy_pct":-2.5646298118044086,"quarter_kelly":0,"open":1,"missing":2,"held_gap_invalid":true,"zero_volume":2670}. Premises: current universe introduces survivor selection; 2026 already researched so not pristine unseen validation. Every hourly candidate has a missing interval while invested: diagnostic returns are not accepted execution outcomes; do not fill missing bars or count these as qualified tests. Conclusion reject for trading; even positive raw Kelly is overridden to0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproducible scripts in this run's saved note.

Frozen before download in note1292. Prior completed SMA20>SMA100 enters at next adjacent open; inverse exits, long-only. Development2025 fast10/20/30 and slips30/60bp; holdout2026Jan1 throughSep8 fast20 only, each period starts flat. Warmup begins2024Sep1; HYPE begins2026Feb17 so no2025training. Vectorbt from_signals fees25bp cash each side (approximation to credited-asset fees), baseline slip30bp/stress60bp. No stop/target/profit-taking or15minute execution simulated; not venue-ready. Baseline {"symbol":"LTC","tf":"1Day","fast":20,"window":"holdout","slip":0.003,"return_pct":-6.0422966924771915,"drawdown_pct":22.16149838847531,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":8.96627008670667,"expectancy_pct":-8.96627008670667,"quarter_kelly":0,"open":1,"missing":0,"held_gap_invalid":false,"zero_volume":0}. Stress {"symbol":"LTC","tf":"1Day","fast":20,"window":"holdout","slip":0.006,"return_pct":-6.882882623918523,"drawdown_pct":22.627140852317286,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":9.512344073557632,"expectancy_pct":-9.512344073557632,"quarter_kelly":0,"open":1,"missing":0,"held_gap_invalid":false,"zero_volume":0}. Premises: current universe introduces survivor selection; 2026 already researched so not pristine unseen validation. Only one closed losing trade plus one open position: positive marked returns do not estimate average win or a tradeable probability. Conclusion reject for trading; even positive raw Kelly is overridden to0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproducible scripts in this run's saved note.

Frozen before download in note1292. Prior completed SMA20>SMA100 enters at next adjacent open; inverse exits, long-only. Development2025 fast10/20/30 and slips30/60bp; holdout2026Jan1 throughSep8 fast20 only, each period starts flat. Warmup begins2024Sep1; HYPE begins2026Feb17 so no2025training. Vectorbt from_signals fees25bp cash each side (approximation to credited-asset fees), baseline slip30bp/stress60bp. No stop/target/profit-taking or15minute execution simulated; not venue-ready. Baseline {"symbol":"LINK","tf":"1Hour","fast":20,"window":"holdout","slip":0.003,"return_pct":-47.10564126651948,"drawdown_pct":64.1388375500173,"n":42,"win_rate_pct":16.666666666666664,"avg_win_pct":7.936627014382744,"avg_loss_pct":3.3530975309104454,"expectancy_pct":-1.471476773361581,"quarter_kelly":0,"open":1,"missing":6,"held_gap_invalid":true,"zero_volume":1183}. Stress {"symbol":"LINK","tf":"1Hour","fast":20,"window":"holdout","slip":0.006,"return_pct":-59.010954906740324,"drawdown_pct":71.45019528772997,"n":42,"win_rate_pct":11.904761904761903,"avg_win_pct":10.244414035510268,"avg_loss_pct":3.7254668837559795,"expectancy_pct":-2.0623858219385687,"quarter_kelly":0,"open":1,"missing":6,"held_gap_invalid":true,"zero_volume":1183}. Premises: current universe introduces survivor selection; 2026 already researched so not pristine unseen validation. Every hourly candidate has a missing interval while invested: diagnostic returns are not accepted execution outcomes; do not fill missing bars or count these as qualified tests. Conclusion reject for trading; even positive raw Kelly is overridden to0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproducible scripts in this run's saved note.

Frozen before download in note1292. Prior completed SMA20>SMA100 enters at next adjacent open; inverse exits, long-only. Development2025 fast10/20/30 and slips30/60bp; holdout2026Jan1 throughSep8 fast20 only, each period starts flat. Warmup begins2024Sep1; HYPE begins2026Feb17 so no2025training. Vectorbt from_signals fees25bp cash each side (approximation to credited-asset fees), baseline slip30bp/stress60bp. No stop/target/profit-taking or15minute execution simulated; not venue-ready. Baseline {"symbol":"LINK","tf":"1Day","fast":20,"window":"holdout","slip":0.003,"return_pct":13.57282319845375,"drawdown_pct":26.136839010113277,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":13.071973780277105,"expectancy_pct":-13.071973780277105,"quarter_kelly":0,"open":1,"missing":0,"held_gap_invalid":false,"zero_volume":0}. Stress {"symbol":"LINK","tf":"1Day","fast":20,"window":"holdout","slip":0.006,"return_pct":12.556751987536268,"drawdown_pct":26.57870034555031,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":13.593486785812969,"expectancy_pct":-13.593486785812969,"quarter_kelly":0,"open":1,"missing":0,"held_gap_invalid":false,"zero_volume":0}. Premises: current universe introduces survivor selection; 2026 already researched so not pristine unseen validation. Only one closed losing trade plus one open position: positive marked returns do not estimate average win or a tradeable probability. Conclusion reject for trading; even positive raw Kelly is overridden to0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproducible scripts in this run's saved note.

Frozen before download in note1292. Prior completed SMA20>SMA100 enters at next adjacent open; inverse exits, long-only. Development2025 fast10/20/30 and slips30/60bp; holdout2026Jan1 throughSep8 fast20 only, each period starts flat. Warmup begins2024Sep1; HYPE begins2026Feb17 so no2025training. Vectorbt from_signals fees25bp cash each side (approximation to credited-asset fees), baseline slip30bp/stress60bp. No stop/target/profit-taking or15minute execution simulated; not venue-ready. Baseline {"symbol":"HYPE","tf":"1Hour","fast":20,"window":"holdout","slip":0.003,"return_pct":41.49934526162804,"drawdown_pct":40.78782856459645,"n":30,"win_rate_pct":30,"avg_win_pct":17.108214488776355,"avg_loss_pct":4.607178679103651,"expectancy_pct":1.9074392712603507,"quarter_kelly":0.02787314936505654,"open":0,"missing":1,"held_gap_invalid":true,"zero_volume":3805}. Stress {"symbol":"HYPE","tf":"1Hour","fast":20,"window":"holdout","slip":0.006,"return_pct":18.189741262485676,"drawdown_pct":44.901328382534146,"n":30,"win_rate_pct":30,"avg_win_pct":16.40615873211006,"avg_loss_pct":5.179329453420031,"expectancy_pct":1.2963170022389978,"quarter_kelly":0.019753511827571346,"open":0,"missing":1,"held_gap_invalid":true,"zero_volume":3805}. Premises: current universe introduces survivor selection; 2026 already researched so not pristine unseen validation. Every hourly candidate has a missing interval while invested: diagnostic returns are not accepted execution outcomes; do not fill missing bars or count these as qualified tests. Absent development independently forces allocation0. Conclusion reject for trading; even positive raw Kelly is overridden to0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproducible scripts in this run's saved note.

Frozen before download in note1292. Prior completed SMA20>SMA100 enters at next adjacent open; inverse exits, long-only. Development2025 fast10/20/30 and slips30/60bp; holdout2026Jan1 throughSep8 fast20 only, each period starts flat. Warmup begins2024Sep1; HYPE begins2026Feb17 so no2025training. Vectorbt from_signals fees25bp cash each side (approximation to credited-asset fees), baseline slip30bp/stress60bp. No stop/target/profit-taking or15minute execution simulated; not venue-ready. Baseline {"symbol":"HYPE","tf":"1Day","fast":20,"window":"holdout","slip":0.003,"return_pct":-0.7108071354784329,"drawdown_pct":29.95287976045705,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":7.519826451968189,"expectancy_pct":-7.519826451968189,"quarter_kelly":0,"open":1,"missing":0,"held_gap_invalid":false,"zero_volume":16}. Stress {"symbol":"HYPE","tf":"1Day","fast":20,"window":"holdout","slip":0.006,"return_pct":-1.5990908602616742,"drawdown_pct":29.952879760457062,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":8.074553297802124,"expectancy_pct":-8.074553297802124,"quarter_kelly":0,"open":1,"missing":0,"held_gap_invalid":false,"zero_volume":16}. Premises: current universe introduces survivor selection; 2026 already researched so not pristine unseen validation. Only one closed losing trade plus one open position: positive marked returns do not estimate average win or a tradeable probability. Absent development independently forces allocation0. Conclusion reject for trading; even positive raw Kelly is overridden to0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproducible scripts in this run's saved note.

Frozen before download in note1292. Prior completed SMA20>SMA100 enters at next adjacent open; inverse exits, long-only. Development2025 fast10/20/30 and slips30/60bp; holdout2026Jan1 throughSep8 fast20 only, each period starts flat. Warmup begins2024Sep1; HYPE begins2026Feb17 so no2025training. Vectorbt from_signals fees25bp cash each side (approximation to credited-asset fees), baseline slip30bp/stress60bp. No stop/target/profit-taking or15minute execution simulated; not venue-ready. Baseline {"symbol":"ETH","tf":"1Hour","fast":20,"window":"holdout","slip":0.003,"return_pct":-42.75159576364943,"drawdown_pct":58.68152338618442,"n":39,"win_rate_pct":17.94871794871795,"avg_win_pct":8.001791213141848,"avg_loss_pct":3.3104738828481173,"expectancy_pct":-1.280067327157611,"quarter_kelly":0,"open":0,"missing":2,"held_gap_invalid":true,"zero_volume":28}. Stress {"symbol":"ETH","tf":"1Hour","fast":20,"window":"holdout","slip":0.006,"return_pct":-54.69602149601879,"drawdown_pct":66.50804149274869,"n":39,"win_rate_pct":17.94871794871795,"avg_win_pct":7.3542115484231845,"avg_loss_pct":3.890381754278436,"expectancy_pct":-1.8721214178960934,"quarter_kelly":0,"open":0,"missing":2,"held_gap_invalid":true,"zero_volume":28}. Premises: current universe introduces survivor selection; 2026 already researched so not pristine unseen validation. Every hourly candidate has a missing interval while invested: diagnostic returns are not accepted execution outcomes; do not fill missing bars or count these as qualified tests. Conclusion reject for trading; even positive raw Kelly is overridden to0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproducible scripts in this run's saved note.

Frozen before download in note1292. Prior completed SMA20>SMA100 enters at next adjacent open; inverse exits, long-only. Development2025 fast10/20/30 and slips30/60bp; holdout2026Jan1 throughSep8 fast20 only, each period starts flat. Warmup begins2024Sep1; HYPE begins2026Feb17 so no2025training. Vectorbt from_signals fees25bp cash each side (approximation to credited-asset fees), baseline slip30bp/stress60bp. No stop/target/profit-taking or15minute execution simulated; not venue-ready. Baseline {"symbol":"ETH","tf":"1Day","fast":20,"window":"holdout","slip":0.003,"return_pct":12.13625209357799,"drawdown_pct":16.300196389017486,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":14.786455826177548,"expectancy_pct":-14.786455826177548,"quarter_kelly":0,"open":1,"missing":0,"held_gap_invalid":false,"zero_volume":0}. Stress {"symbol":"ETH","tf":"1Day","fast":20,"window":"holdout","slip":0.006,"return_pct":11.133033064203527,"drawdown_pct":16.80090210623466,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":15.29771252374835,"expectancy_pct":-15.29771252374835,"quarter_kelly":0,"open":1,"missing":0,"held_gap_invalid":false,"zero_volume":0}. Premises: current universe introduces survivor selection; 2026 already researched so not pristine unseen validation. Only one closed losing trade plus one open position: positive marked returns do not estimate average win or a tradeable probability. Conclusion reject for trading; even positive raw Kelly is overridden to0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproducible scripts in this run's saved note.

Frozen before download in note1292. Prior completed SMA20>SMA100 enters at next adjacent open; inverse exits, long-only. Development2025 fast10/20/30 and slips30/60bp; holdout2026Jan1 throughSep8 fast20 only, each period starts flat. Warmup begins2024Sep1; HYPE begins2026Feb17 so no2025training. Vectorbt from_signals fees25bp cash each side (approximation to credited-asset fees), baseline slip30bp/stress60bp. No stop/target/profit-taking or15minute execution simulated; not venue-ready. Baseline {"symbol":"BTC","tf":"1Hour","fast":20,"window":"holdout","slip":0.003,"return_pct":-42.29664087605784,"drawdown_pct":53.230068260401595,"n":40,"win_rate_pct":25,"avg_win_pct":3.903639126530306,"avg_loss_pct":3.0110639872220326,"expectancy_pct":-1.2823882087839482,"quarter_kelly":0,"open":0,"missing":2,"held_gap_invalid":true,"zero_volume":1}. Stress {"symbol":"BTC","tf":"1Hour","fast":20,"window":"holdout","slip":0.006,"return_pct":-54.60915881186559,"drawdown_pct":62.08919733778772,"n":40,"win_rate_pct":20,"avg_win_pct":4.165648673702446,"avg_loss_pct":3.3844476879686507,"expectancy_pct":-1.874428415634431,"quarter_kelly":0,"open":0,"missing":2,"held_gap_invalid":true,"zero_volume":1}. Premises: current universe introduces survivor selection; 2026 already researched so not pristine unseen validation. Every hourly candidate has a missing interval while invested: diagnostic returns are not accepted execution outcomes; do not fill missing bars or count these as qualified tests. Conclusion reject for trading; even positive raw Kelly is overridden to0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproducible scripts in this run's saved note.

Frozen before download in note1292. Prior completed SMA20>SMA100 enters at next adjacent open; inverse exits, long-only. Development2025 fast10/20/30 and slips30/60bp; holdout2026Jan1 throughSep8 fast20 only, each period starts flat. Warmup begins2024Sep1; HYPE begins2026Feb17 so no2025training. Vectorbt from_signals fees25bp cash each side (approximation to credited-asset fees), baseline slip30bp/stress60bp. No stop/target/profit-taking or15minute execution simulated; not venue-ready. Baseline {"symbol":"BTC","tf":"1Day","fast":20,"window":"holdout","slip":0.003,"return_pct":-22.030385869408622,"drawdown_pct":27.179148386270835,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":22.36637631746888,"expectancy_pct":-22.36637631746888,"quarter_kelly":0,"open":1,"missing":0,"held_gap_invalid":false,"zero_volume":0}. Stress {"symbol":"BTC","tf":"1Day","fast":20,"window":"holdout","slip":0.006,"return_pct":-22.727935494515712,"drawdown_pct":27.61477445900433,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":22.83228870881309,"expectancy_pct":-22.83228870881309,"quarter_kelly":0,"open":1,"missing":0,"held_gap_invalid":false,"zero_volume":0}. Premises: current universe introduces survivor selection; 2026 already researched so not pristine unseen validation. Only one closed losing trade plus one open position: positive marked returns do not estimate average win or a tradeable probability. Conclusion reject for trading; even positive raw Kelly is overridden to0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproducible scripts in this run's saved note.