Stats

Frozen875 rule priorclose>SMA100 andEWMA RSI2<10,exitRSI2>70or10bars,nextadjacentopen,longonly.100observationsperfrequency.Vectorbt25bpfee/side+10bpbaseline/30bpstressslippage. Development2023–25afterlast>3hourgap; thresholds5/10/15, fixed2026Jan1–Sep7chronologicalholdout(previouslyseenmarket,notpristine). {"quality":{"symbol":"UNI","timeframe":"1Hour","original":32266,"used":7961,"duplicates":0,"removed":24305,"missing":2,"start":"2025-10-11 05:00:00+00:00","end":"2026-09-07 23:00:00+00:00"},"holdout":{"symbol":"UNI","timeframe":"1Hour","window":"holdout","threshold":10,"slippage":0.001,"bars":5999,"return_pct":-41.78763242330499,"drawdown_pct":44.4954523319537,"n":104,"win_rate_pct":40.38461538461539,"avg_win_pct":0.7193687316929325,"avg_loss_pct":1.3462806971664834,"expectancy_pct":-0.5120761201271039,"quarterKelly":0,"open_trades":1},"stress":{"symbol":"UNI","timeframe":"1Hour","window":"holdout","threshold":10,"slippage":0.003,"bars":5999,"return_pct":-61.675092079586506,"drawdown_pct":62.94367198080144,"n":104,"win_rate_pct":21.153846153846153,"avg_win_pct":0.778952546171909,"avg_loss_pct":1.3634287378036387,"expectancy_pct":-0.9102326969626574,"quarterKelly":0,"open_trades":1},"development":[{"threshold":5,"slippage":0.001,"return":-13.401123365081894,"n":16,"dd":13.401123365081924,"winrate":25},{"threshold":5,"slippage":0.003,"return":-18.7698432906609,"n":16,"dd":18.769843290660894,"winrate":18.75},{"threshold":10,"slippage":0.001,"return":-27.33277520899834,"n":25,"dd":27.332775208998328,"winrate":20},{"threshold":10,"slippage":0.003,"return":-34.24800443696814,"n":25,"dd":34.248004436968095,"winrate":20},{"threshold":15,"slippage":0.001,"return":-33.74496362267168,"n":35,"dd":33.744963622671655,"winrate":34.285714285714285},{"threshold":15,"slippage":0.003,"return":-42.400673432519355,"n":35,"dd":42.400673432519255,"winrate":22.857142857142858}],"bootstrap":{"symbol":"UNI","n":104,"block_length":5,"simulations":20000,"expectancy_pct":-0.5120761201271039,"mean_ci95_pct":[-0.764564235168074,-0.2630579904240895],"prob_mean_positive":0}} Bootstrapseed875,circular5tradesequences,20000drawsdescriptiveuncertainty,zeroobservedpositivemeansnotzerotrueprobability. Premises1netexpectancynegative;2dailyN0–2insufficient;3actual15minstop/target/profitmanagementuntested. Conclusionreject,sizezero. MarkedLINK/UNIreturnsincludeoneopenpapertradeeach,winrateexcludesopen. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Code test_rule.py,results_1Hour.json,audit.py.

Frozen875 rule priorclose>SMA100 andEWMA RSI2<10,exitRSI2>70or10bars,nextadjacentopen,longonly.100observationsperfrequency.Vectorbt25bpfee/side+10bpbaseline/30bpstressslippage. Development2023–25afterlast>3hourgap; thresholds5/10/15, fixed2026Jan1–Sep7chronologicalholdout(previouslyseenmarket,notpristine). {"quality":{"symbol":"LINK","timeframe":"1Hour","original":32289,"used":31419,"duplicates":0,"removed":870,"missing":12,"start":"2023-02-06 09:00:00+00:00","end":"2026-09-07 23:00:00+00:00"},"holdout":{"symbol":"LINK","timeframe":"1Hour","window":"holdout","threshold":10,"slippage":0.001,"bars":5999,"return_pct":-45.892659961513175,"drawdown_pct":48.13290881601541,"n":102,"win_rate_pct":36.27450980392157,"avg_win_pct":0.5704470306670382,"avg_loss_pct":1.2335558569387373,"expectancy_pct":-0.579162652611152,"quarterKelly":0,"open_trades":1},"stress":{"symbol":"LINK","timeframe":"1Hour","window":"holdout","threshold":10,"slippage":0.003,"bars":5999,"return_pct":-64.09157041256576,"drawdown_pct":64.27326859034724,"n":102,"win_rate_pct":19.607843137254903,"avg_win_pct":0.5395335771379376,"avg_loss_pct":1.3469501974710505,"expectancy_pct":-0.977051418135955,"quarterKelly":0,"open_trades":1},"development":[{"threshold":5,"slippage":0.001,"return":-58.08799700377922,"n":227,"dd":59.802475378034856,"winrate":42.290748898678416},{"threshold":5,"slippage":0.003,"return":-83.09569507289241,"n":227,"dd":83.46395363982752,"winrate":25.11013215859031},{"threshold":10,"slippage":0.001,"return":-93.70308643702542,"n":440,"dd":93.7138639272856,"winrate":32.95454545454545},{"threshold":10,"slippage":0.003,"return":-98.91665662592897,"n":440,"dd":98.91665662592898,"winrate":19.772727272727273},{"threshold":15,"slippage":0.001,"return":-99.09576244721329,"n":662,"dd":99.12095668101604,"winrate":37.61329305135951},{"threshold":15,"slippage":0.003,"return":-99.93598735571672,"n":662,"dd":99.93759060154427,"winrate":22.80966767371601}],"bootstrap":{"symbol":"LINK","n":102,"block_length":5,"simulations":20000,"expectancy_pct":-0.579162652611152,"mean_ci95_pct":[-0.8626877277006246,-0.30364442344140713],"prob_mean_positive":0}} Bootstrapseed875,circular5tradesequences,20000drawsdescriptiveuncertainty,zeroobservedpositivemeansnotzerotrueprobability. Premises1netexpectancynegative;2dailyN0–2insufficient;3actual15minstop/target/profitmanagementuntested. Conclusionreject,sizezero. MarkedLINK/UNIreturnsincludeoneopenpapertradeeach,winrateexcludesopen. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Code test_rule.py,results_1Hour.json,audit.py.

Frozen875 rule priorclose>SMA100 andEWMA RSI2<10,exitRSI2>70or10bars,nextadjacentopen,longonly.100observationsperfrequency.Vectorbt25bpfee/side+10bpbaseline/30bpstressslippage. Development2023–25afterlast>3hourgap; thresholds5/10/15, fixed2026Jan1–Sep7chronologicalholdout(previouslyseenmarket,notpristine). {"quality":{"symbol":"LTC","timeframe":"1Hour","original":32296,"used":31426,"duplicates":0,"removed":870,"missing":4,"start":"2023-02-06 10:00:00+00:00","end":"2026-09-07 23:00:00+00:00"},"holdout":{"symbol":"LTC","timeframe":"1Hour","window":"holdout","threshold":10,"slippage":0.001,"bars":5999,"return_pct":-51.77772367368815,"drawdown_pct":52.16036540435516,"n":92,"win_rate_pct":14.130434782608695,"avg_win_pct":0.498960968697949,"avg_loss_pct":0.9976299616818438,"expectancy_pct":-0.7861551563020904,"quarterKelly":0,"open_trades":0},"stress":{"symbol":"LTC","timeframe":"1Hour","window":"holdout","threshold":10,"slippage":0.003,"bars":5999,"return_pct":-66.62458723741572,"drawdown_pct":66.66491037225309,"n":92,"win_rate_pct":5.434782608695652,"avg_win_pct":0.6255351540793286,"avg_loss_pct":1.2871689097919694,"expectancy_pct":-1.183217601972877,"quarterKelly":0,"open_trades":0},"development":[{"threshold":5,"slippage":0.001,"return":-78.91986391462127,"n":216,"dd":79.06416176394086,"winrate":34.72222222222222},{"threshold":5,"slippage":0.003,"return":-91.11532897269242,"n":216,"dd":91.140780112567,"winrate":18.98148148148148},{"threshold":10,"slippage":0.001,"return":-95.78970155727151,"n":456,"dd":95.80355920520496,"winrate":30.043859649122805},{"threshold":10,"slippage":0.003,"return":-99.32055186049298,"n":456,"dd":99.3214296762381,"winrate":16.447368421052634},{"threshold":15,"slippage":0.001,"return":-98.55487450111858,"n":662,"dd":98.55963094312752,"winrate":29.909365558912388},{"threshold":15,"slippage":0.003,"return":-99.89769690031174,"n":662,"dd":99.89782907121113,"winrate":16.1631419939577}],"bootstrap":{"symbol":"LTC","n":92,"block_length":5,"simulations":20000,"expectancy_pct":-0.7861551563020904,"mean_ci95_pct":[-1.000935617369486,-0.5756970296138778],"prob_mean_positive":0}} Bootstrapseed875,circular5tradesequences,20000drawsdescriptiveuncertainty,zeroobservedpositivemeansnotzerotrueprobability. Premises1netexpectancynegative;2dailyN0–2insufficient;3actual15minstop/target/profitmanagementuntested. Conclusionreject,sizezero. MarkedLINK/UNIreturnsincludeoneopenpapertradeeach,winrateexcludesopen. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Code test_rule.py,results_1Hour.json,audit.py.

Frozen875 rule priorclose>SMA100 andEWMA RSI2<10,exitRSI2>70or10bars,nextadjacentopen,longonly.100observationsperfrequency.Vectorbt25bpfee/side+10bpbaseline/30bpstressslippage. Development2023–25afterlast>3hourgap; thresholds5/10/15, fixed2026Jan1–Sep7chronologicalholdout(previouslyseenmarket,notpristine). {"quality":{"symbol":"SOL","timeframe":"1Hour","original":22219,"used":17809,"duplicates":0,"removed":4410,"missing":7,"start":"2024-08-26 16:00:00+00:00","end":"2026-09-07 23:00:00+00:00"},"holdout":{"symbol":"SOL","timeframe":"1Hour","window":"holdout","threshold":10,"slippage":0.001,"bars":5999,"return_pct":-51.6619482403338,"drawdown_pct":52.81967986500726,"n":118,"win_rate_pct":25.423728813559322,"avg_win_pct":0.625703765141929,"avg_loss_pct":1.028736064486575,"expectancy_pct":-0.6081157688183112,"quarterKelly":0,"open_trades":0},"stress":{"symbol":"SOL","timeframe":"1Hour","window":"holdout","threshold":10,"slippage":0.003,"bars":5999,"return_pct":-69.84903207649523,"drawdown_pct":70.08349205667142,"n":118,"win_rate_pct":11.864406779661017,"avg_win_pct":0.7356152059909489,"avg_loss_pct":1.2403222048256142,"expectancy_pct":-1.0058889526948354,"quarterKelly":0,"open_trades":0},"development":[{"threshold":5,"slippage":0.001,"return":-52.58799108816441,"n":105,"dd":52.72361872456215,"winrate":36.19047619047619},{"threshold":5,"slippage":0.003,"return":-68.84814702017594,"n":105,"dd":68.85529513259733,"winrate":20},{"threshold":10,"slippage":0.001,"return":-78.61951189121405,"n":211,"dd":78.738035985355,"winrate":38.388625592417064},{"threshold":10,"slippage":0.003,"return":-90.80669889435634,"n":211,"dd":90.82101979784272,"winrate":23.696682464454977},{"threshold":15,"slippage":0.001,"return":-85.6542405036107,"n":295,"dd":85.73376713277007,"winrate":38.30508474576271},{"threshold":15,"slippage":0.003,"return":-95.59187565806693,"n":295,"dd":95.5987424323117,"winrate":24.74576271186441}],"bootstrap":{"symbol":"SOL","n":118,"block_length":5,"simulations":20000,"expectancy_pct":-0.6081157688183112,"mean_ci95_pct":[-0.808901744101676,-0.4039739269478655],"prob_mean_positive":0}} Bootstrapseed875,circular5tradesequences,20000drawsdescriptiveuncertainty,zeroobservedpositivemeansnotzerotrueprobability. Premises1netexpectancynegative;2dailyN0–2insufficient;3actual15minstop/target/profitmanagementuntested. Conclusionreject,sizezero. MarkedLINK/UNIreturnsincludeoneopenpapertradeeach,winrateexcludesopen. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Code test_rule.py,results_1Hour.json,audit.py.

Frozen875 rule priorclose>SMA100 andEWMA RSI2<10,exitRSI2>70or10bars,nextadjacentopen,longonly.100observationsperfrequency.Vectorbt25bpfee/side+10bpbaseline/30bpstressslippage. Development2023–25afterlast>3hourgap; thresholds5/10/15, fixed2026Jan1–Sep7chronologicalholdout(previouslyseenmarket,notpristine). {"quality":{"symbol":"ETH","timeframe":"1Hour","original":32298,"used":32298,"duplicates":0,"removed":0,"missing":6,"start":"2023-01-01 00:00:00+00:00","end":"2026-09-07 23:00:00+00:00"},"holdout":{"symbol":"ETH","timeframe":"1Hour","window":"holdout","threshold":10,"slippage":0.001,"bars":5999,"return_pct":-50.90149591884842,"drawdown_pct":50.99493551485188,"n":100,"win_rate_pct":21,"avg_win_pct":0.5730093500685982,"avg_loss_pct":1.0424368198230116,"expectancy_pct":-0.7031931241457736,"quarterKelly":0,"open_trades":0},"stress":{"symbol":"ETH","timeframe":"1Hour","window":"holdout","threshold":10,"slippage":0.003,"bars":5999,"return_pct":-67.0883455312773,"drawdown_pct":67.0883455312773,"n":100,"win_rate_pct":13,"avg_win_pct":0.44727087085920136,"avg_loss_pct":1.3318758273298235,"expectancy_pct":-1.1005867565652505,"quarterKelly":0,"open_trades":0},"development":[{"threshold":5,"slippage":0.001,"return":-83.3003308153291,"n":239,"dd":83.34820012466358,"winrate":24.267782426778243},{"threshold":5,"slippage":0.003,"return":-93.58021410642344,"n":239,"dd":93.5815708956328,"winrate":10.87866108786611},{"threshold":10,"slippage":0.001,"return":-97.01568656178034,"n":488,"dd":97.0181381691363,"winrate":22.540983606557376},{"threshold":10,"slippage":0.003,"return":-99.5762614927846,"n":488,"dd":99.5762614927846,"winrate":9.836065573770492},{"threshold":15,"slippage":0.001,"return":-99.34181942114888,"n":709,"dd":99.34236011514159,"winrate":21.57968970380818},{"threshold":15,"slippage":0.003,"return":-99.96139170922915,"n":709,"dd":99.96139170922916,"winrate":10.155148095909732}],"bootstrap":{"symbol":"ETH","n":100,"block_length":5,"simulations":20000,"expectancy_pct":-0.7031931241457736,"mean_ci95_pct":[-0.974842474333507,-0.465997218495062],"prob_mean_positive":0}} Bootstrapseed875,circular5tradesequences,20000drawsdescriptiveuncertainty,zeroobservedpositivemeansnotzerotrueprobability. Premises1netexpectancynegative;2dailyN0–2insufficient;3actual15minstop/target/profitmanagementuntested. Conclusionreject,sizezero. MarkedLINK/UNIreturnsincludeoneopenpapertradeeach,winrateexcludesopen. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Code test_rule.py,results_1Hour.json,audit.py.

Frozen875: priorclose>SMA100 and EWMA RSI2<10,exitRSI2>70or10bars,nextadjacentopen,longonly.100observationsperfrequency.Vectorbt25bpfee/side+10bpbaseline/30bpstressslippage.Development2023–25afterlast>3hourgap;thresholds5/10/15,fixed2026Jan1–Sep7chronologicalholdout(previouslyseenmarket,notpristine). {"results":[{"symbol":"BTC","timeframe":"1Hour","window":"development","threshold":5,"slippage":0.001,"bars":26301,"return_pct":-69.84295255809472,"drawdown_pct":69.8429525580947,"n":236,"win_rate_pct":14.83050847457627,"avg_win_pct":0.6338450505496681,"avg_loss_pct":0.7024080206590073,"expectancy_pct":-0.5042348956916192,"quarterKelly":0,"open_trades":0},{"symbol":"BTC","timeframe":"1Hour","window":"development","threshold":5,"slippage":0.003,"bars":26301,"return_pct":-88.26689244628714,"drawdown_pct":88.26689244628712,"n":236,"win_rate_pct":7.627118644067797,"avg_win_pct":0.6873034912764306,"avg_loss_pct":1.033684576709593,"expectancy_pct":-0.902422774914049,"quarterKelly":0,"open_trades":0},{"symbol":"BTC","timeframe":"1Hour","window":"development","threshold":10,"slippage":0.001,"bars":26301,"return_pct":-95.83945490743633,"drawdown_pct":95.87742259339439,"n":501,"win_rate_pct":14.97005988023952,"avg_win_pct":0.5958883209042197,"avg_loss_pct":0.8447829793563998,"expectancy_pct":-0.6291136230299599,"quarterKelly":0,"open_trades":0},{"symbol":"BTC","timeframe":"1Hour","window":"development","threshold":10,"slippage":0.003,"bars":26301,"return_pct":-99.43918409729861,"drawdown_pct":99.43918409729861,"n":501,"win_rate_pct":6.786427145708583,"avg_win_pct":0.7070394651247864,"avg_loss_pct":1.1530356236407555,"expectancy_pct":-1.0268029828862077,"quarterKelly":0,"open_trades":0},{"symbol":"BTC","timeframe":"1Hour","window":"development","threshold":15,"slippage":0.001,"bars":26301,"return_pct":-99.03939743651594,"drawdown_pct":99.04852711559184,"n":731,"win_rate_pct":15.595075239398085,"avg_win_pct":0.5184256587773208,"avg_loss_pct":0.8424242972573808,"expectancy_pct":-0.6301987227184532,"quarterKelly":0,"open_trades":0},{"symbol":"BTC","timeframe":"1Hour","window":"development","threshold":15,"slippage":0.003,"bars":26301,"return_pct":-99.94839863698708,"drawdown_pct":99.94839863698708,"n":731,"win_rate_pct":6.429548563611491,"avg_win_pct":0.6418770315865362,"avg_loss_pct":1.1426187753489785,"expectancy_pct":-1.0278837508264487,"quarterKelly":0,"open_trades":0},{"symbol":"BTC","timeframe":"1Hour","window":"holdout","threshold":10,"slippage":0.001,"bars":5999,"return_pct":-48.795450077160005,"drawdown_pct":48.795450077160005,"n":120,"win_rate_pct":15,"avg_win_pct":0.39427010411581187,"avg_loss_pct":0.7224464308036858,"expectancy_pct":-0.5549389505657611,"quarterKelly":0,"open_trades":0},{"symbol":"BTC","timeframe":"1Hour","window":"holdout","threshold":10,"slippage":0.003,"bars":5999,"return_pct":-68.3155408269499,"drawdown_pct":68.31554082694988,"n":120,"win_rate_pct":4.166666666666666,"avg_win_pct":0.46019652160623176,"avg_loss_pct":1.014364458628578,"expectancy_pct":-0.9529244177854612,"quarterKelly":0,"open_trades":0}],"quality":{"symbol":"BTC","timeframe":"1Hour","original":32300,"used":32300,"duplicates":0,"removed":0,"missing":4,"start":"2023-01-01 00:00:00+00:00","end":"2026-09-07 23:00:00+00:00"},"bootstrap":{"symbol":"BTC","n":120,"block_length":5,"simulations":20000,"expectancy_pct":-0.5549389505657611,"mean_ci95_pct":[-0.673255996577848,-0.4473682592603953],"prob_mean_positive":0}} Premises1negativeexpectancy;2dailyN2insufficient;3actual15minexitpolicyuntested.Conclusionreject,sizezero.Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Code test_rule.py,results_1Hour.json,audit.py.

CompletedSep7 venue dailycloseallseven>SMA100,20dayreturnsBTC22.28%,ETH29.95%,SOL34.85%,LTC24.48%,LINK33.79%,UNI108.37%,XRP39.57%. EWMA RSI2 BTC27.14,ETH48.52,SOL42.42,LTC93.80,LINK58.98,UNI45.65,XRP31.31; threshold<10none. Premises1 highertrenddoesnotmeanoversoldentry;2 LTC20dayclosinghighalertdistinctfrompriorhighbreakoutandfrompullbackrule;3 currentstatecannotrescuedailyN0–2. Conclusionnoentry. RawADR14BTC3.01%,ETH3.75%,SOL5.76%,LTC4.71%,LINK5.77%,UNI10.02%,XRP5.34% arefeeddiagnosticsnotorderlevels,prioraggregationdefectsneedfreshhourlyaudit. Counterexample momentumcouldcontinuewithoutpullback; thisruleacceptsmissedmoves. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; allindicatorsrecorded, frozen875. Fieldscomputedonsamecompletedbar; noSept8intradaylookahead.

NumPy seed20260908 resamples20000paths from247overlapping3dailyreturnblocksJan2–Sep7 2026. NoGaussianextrapolation, preserveswithinblocksequence; fixed$212.7475position, nofees/intradayexitsorentryalpha. Simulated1%terminaltail loss BTC25.04,ETH39.35,SOL32.39,LTC25.74,LINK32.66,UNI31.44,XRP25.41dollars; BTCexpectedshortfall32.01,ETH42.84. Probabilitydailyclosepathloss>$8.5099 BTC15.21%,ETH22.73%,SOL28.705%,UNI33.725%. Linear99%terminalVaRsizesBTC72.29/ETH46.01/SOL55.90/UNI57.58areillustrativeexposurebounds,NOTapprovedallocationsorstops. Premises1 25%venuecapnotrisktolerance;2 dailyclosepaths missintradaytailandfuturestructuralbreaks;3 finitehistorical247blocksnot20000independentmarketobservations. Conclusion actualsizezero withoutpositiveindependentedge; futureedge requiresquarterKellyAND plannedriskcapwith15minexitlatency. Strongcounterargumentstopscouldreducelosses, butgaps/latencymaydefeatthem; simulateactualpolicyonlyafteredgegate. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; code simulate.py,simulation.json. NoapprovalforVaRsizedtrade.

Frozen note875. Long only priorclose>SMA100 andWilder-styleEWMA RSI2<10; exitRSI2>70or10bars;nextadjacentopen; eachwindowstartsflat. PandasEWMAalpha.5 adjustfalse;100barwarmup. Vectorbt25bpfee/side+10bpbaseline/30bpstressslippage. Development2023–25 afterlast>3daygap; holdout2026Jan1–Sep7,alreadyseenmarket chronologicalvalidation,notpristineprospective. {"quality":{"symbol":"XRP","timeframe":"1Day","original":981,"used":981,"duplicates":0,"removed":0,"missing":0,"start":"2024-01-01 00:00:00+00:00","end":"2026-09-07 00:00:00+00:00"},"holdout":{"symbol":"XRP","timeframe":"1Day","window":"holdout","threshold":10,"slippage":0.001,"bars":250,"return_pct":0,"drawdown_pct":0,"n":0,"win_rate_pct":null,"avg_win_pct":null,"avg_loss_pct":null,"expectancy_pct":null,"quarterKelly":null,"open_trades":0,"returns":[]},"stress":{"symbol":"XRP","timeframe":"1Day","window":"holdout","threshold":10,"slippage":0.003,"bars":250,"return_pct":0,"drawdown_pct":0,"n":0,"win_rate_pct":null,"avg_win_pct":null,"avg_loss_pct":null,"expectancy_pct":null,"quarterKelly":null,"open_trades":0,"returns":[]},"development":[{"symbol":"XRP","timeframe":"1Day","window":"development","threshold":5,"slippage":0.001,"bars":731,"return_pct":12.354106480813861,"drawdown_pct":18.958802229154703,"n":7,"win_rate_pct":57.14285714285714,"avg_win_pct":6.722787925222116,"avg_loss_pct":4.4958239971071965,"expectancy_pct":1.9148113870809824,"quarterKelly":0.07120600145280197,"open_trades":0},{"symbol":"XRP","timeframe":"1Day","window":"development","threshold":5,"slippage":0.003,"bars":731,"return_pct":9.251812848330609,"drawdown_pct":19.86067904470271,"n":7,"win_rate_pct":57.14285714285714,"avg_win_pct":6.295749569118383,"avg_loss_pct":4.87807734119063,"expectancy_pct":1.5069666075573778,"quarterKelly":0.05984063497972028,"open_trades":0},{"symbol":"XRP","timeframe":"1Day","window":"development","threshold":10,"slippage":0.001,"bars":731,"return_pct":-7.551979603918007,"drawdown_pct":27.944759371133053,"n":9,"win_rate_pct":66.66666666666666,"avg_win_pct":3.3456954695089633,"avg_loss_pct":8.498617996447116,"expectancy_pct":-0.602409019143063,"quarterKelly":0,"open_trades":0},{"symbol":"XRP","timeframe":"1Day","window":"development","threshold":10,"slippage":0.003,"bars":731,"return_pct":-10.820928385203697,"drawdown_pct":29.314390202814756,"n":9,"win_rate_pct":66.66666666666666,"avg_win_pct":2.932138560777662,"avg_loss_pct":8.864892075126203,"expectancy_pct":-1.000204984523627,"quarterKelly":0,"open_trades":0},{"symbol":"XRP","timeframe":"1Day","window":"development","threshold":15,"slippage":0.001,"bars":731,"return_pct":17.72103240140006,"drawdown_pct":19.67763876009365,"n":14,"win_rate_pct":71.42857142857143,"avg_win_pct":4.983218153428407,"avg_loss_pct":7.424450305951701,"expectancy_pct":1.4381700221769471,"quarterKelly":0.07215066538816389,"open_trades":0},{"symbol":"XRP","timeframe":"1Day","window":"development","threshold":15,"slippage":0.003,"bars":731,"return_pct":11.309816241609006,"drawdown_pct":19.998287868783205,"n":14,"win_rate_pct":71.42857142857143,"avg_win_pct":4.563124208422869,"avg_loss_pct":7.795012492042268,"expectancy_pct":1.0322280082899733,"quarterKelly":0.05655270167666207,"open_trades":0}]} Premises1 N0–2cannotestimatebothwins/losses;2 dailygatefailsirrespectiveofhourlyoutcome;3 actual15minstop/target/profitmanagementuntested. Conclusionzeroallocation; do notoptimizetargetstorescueit. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproduce test_rule.py /results_1Day.json; usesclosevaluation/openexecution,doesnotclaimintrabarstopexecution.

Frozen note875. Long only priorclose>SMA100 andWilder-styleEWMA RSI2<10; exitRSI2>70or10bars;nextadjacentopen; eachwindowstartsflat. PandasEWMAalpha.5 adjustfalse;100barwarmup. Vectorbt25bpfee/side+10bpbaseline/30bpstressslippage. Development2023–25 afterlast>3daygap; holdout2026Jan1–Sep7,alreadyseenmarket chronologicalvalidation,notpristineprospective. {"quality":{"symbol":"UNI","timeframe":"1Day","original":1346,"used":1346,"duplicates":0,"removed":0,"missing":0,"start":"2023-01-01 00:00:00+00:00","end":"2026-09-07 00:00:00+00:00"},"holdout":{"symbol":"UNI","timeframe":"1Day","window":"holdout","threshold":10,"slippage":0.001,"bars":250,"return_pct":-3.7269998421603847,"drawdown_pct":15.014392051250436,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":3.736317341765781,"expectancy_pct":-3.736317341765781,"quarterKelly":null,"open_trades":0,"returns":[-0.03736317341765781]},"stress":{"symbol":"UNI","timeframe":"1Day","window":"holdout","threshold":10,"slippage":0.003,"bars":250,"return_pct":-4.1113243467560645,"drawdown_pct":15.18385487866568,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":4.121602657622946,"expectancy_pct":-4.121602657622946,"quarterKelly":null,"open_trades":0,"returns":[-0.041216026576229456]},"development":[{"symbol":"UNI","timeframe":"1Day","window":"development","threshold":5,"slippage":0.001,"bars":1096,"return_pct":68.68235798359886,"drawdown_pct":19.227045258794895,"n":10,"win_rate_pct":70,"avg_win_pct":11.186063155643462,"avg_loss_pct":6.39695662148,"expectancy_pct":5.911157222506422,"quarterKelly":0.1321098660953875,"open_trades":0},{"symbol":"UNI","timeframe":"1Day","window":"development","threshold":5,"slippage":0.003,"bars":1096,"return_pct":62.06820002997271,"drawdown_pct":19.549493149322316,"n":10,"win_rate_pct":70,"avg_win_pct":10.741207280204138,"avg_loss_pct":6.771620591046863,"expectancy_pct":5.487358918828838,"quarterKelly":0.1277174617266242,"open_trades":0},{"symbol":"UNI","timeframe":"1Day","window":"development","threshold":10,"slippage":0.001,"bars":1096,"return_pct":11.674166644725064,"drawdown_pct":44.90234371454016,"n":18,"win_rate_pct":66.66666666666666,"avg_win_pct":7.2196320376443675,"avg_loss_pct":10.504694227864347,"expectancy_pct":1.3115232824747967,"quarterKelly":0.04541517059443938,"open_trades":0},{"symbol":"UNI","timeframe":"1Day","window":"development","threshold":10,"slippage":0.003,"bars":1096,"return_pct":3.9162299048358364,"drawdown_pct":46.42368649063467,"n":18,"win_rate_pct":61.111111111111114,"avg_win_pct":7.424479831899912,"avg_loss_pct":9.337102132077463,"expectancy_pct":0.9060868459087107,"quarterKelly":0.03051011203558099,"open_trades":0},{"symbol":"UNI","timeframe":"1Day","window":"development","threshold":15,"slippage":0.001,"bars":1096,"return_pct":100.18008225231334,"drawdown_pct":37.522369664198216,"n":26,"win_rate_pct":65.38461538461539,"avg_win_pct":9.837377614385993,"avg_loss_pct":8.088577042023953,"expectancy_pct":3.632239464090243,"quarterKelly":0.09230710679385035,"open_trades":0},{"symbol":"UNI","timeframe":"1Day","window":"development","threshold":15,"slippage":0.003,"bars":1096,"return_pct":80.40727286162539,"drawdown_pct":38.2676239886514,"n":26,"win_rate_pct":61.53846153846154,"avg_win_pct":9.996647022315512,"avg_loss_pct":7.629034710001122,"expectancy_pct":3.2175386637321917,"quarterKelly":0.0804654464779461,"open_trades":0}]} Premises1 N0–2cannotestimatebothwins/losses;2 dailygatefailsirrespectiveofhourlyoutcome;3 actual15minstop/target/profitmanagementuntested. Conclusionzeroallocation; do notoptimizetargetstorescueit. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproduce test_rule.py /results_1Day.json; usesclosevaluation/openexecution,doesnotclaimintrabarstopexecution.

Frozen note875. Long only priorclose>SMA100 andWilder-styleEWMA RSI2<10; exitRSI2>70or10bars;nextadjacentopen; eachwindowstartsflat. PandasEWMAalpha.5 adjustfalse;100barwarmup. Vectorbt25bpfee/side+10bpbaseline/30bpstressslippage. Development2023–25 afterlast>3daygap; holdout2026Jan1–Sep7,alreadyseenmarket chronologicalvalidation,notpristineprospective. {"quality":{"symbol":"LINK","timeframe":"1Day","original":1346,"used":1346,"duplicates":0,"removed":0,"missing":0,"start":"2023-01-01 00:00:00+00:00","end":"2026-09-07 00:00:00+00:00"},"holdout":{"symbol":"LINK","timeframe":"1Day","window":"holdout","threshold":10,"slippage":0.001,"bars":250,"return_pct":1.288059858720735,"drawdown_pct":1.6822768709587543,"n":1,"win_rate_pct":100,"avg_win_pct":1.291280008367539,"avg_loss_pct":null,"expectancy_pct":1.291280008367539,"quarterKelly":null,"open_trades":0,"returns":[0.01291280008367539]},"stress":{"symbol":"LINK","timeframe":"1Day","window":"holdout","threshold":10,"slippage":0.003,"bars":250,"return_pct":0.8837150957774611,"drawdown_pct":1.7971713396190747,"n":1,"win_rate_pct":100,"avg_win_pct":0.8859243835168975,"avg_loss_pct":null,"expectancy_pct":0.8859243835168975,"quarterKelly":null,"open_trades":0,"returns":[0.008859243835168975]},"development":[{"symbol":"LINK","timeframe":"1Day","window":"development","threshold":5,"slippage":0.001,"bars":1096,"return_pct":8.37544267816178,"drawdown_pct":15.651375456176709,"n":9,"win_rate_pct":66.66666666666666,"avg_win_pct":3.0250812167113517,"avg_loss_pct":3.1167015752632947,"expectancy_pct":0.9778202860531361,"quarterKelly":0.08080942427689189,"open_trades":0},{"symbol":"LINK","timeframe":"1Day","window":"development","threshold":5,"slippage":0.003,"bars":1096,"return_pct":4.543302522577778,"drawdown_pct":17.155742923875895,"n":9,"win_rate_pct":55.55555555555556,"avg_win_pct":3.2083960480844,"avg_loss_pct":2.719634057482361,"expectancy_pct":0.5737160011658398,"quarterKelly":0.044704269093304536,"open_trades":0},{"symbol":"LINK","timeframe":"1Day","window":"development","threshold":10,"slippage":0.001,"bars":1096,"return_pct":-25.55480913027796,"drawdown_pct":32.81796500467674,"n":16,"win_rate_pct":50,"avg_win_pct":2.891275227885527,"avg_loss_pct":6.1849264138601505,"expectancy_pct":-1.6468255929873117,"quarterKelly":0,"open_trades":0},{"symbol":"LINK","timeframe":"1Day","window":"development","threshold":10,"slippage":0.003,"bars":1096,"return_pct":-30.170058139462665,"drawdown_pct":36.476772098221566,"n":16,"win_rate_pct":37.5,"avg_win_pct":3.3705180566383213,"avg_loss_pct":5.287034383174551,"expectancy_pct":-2.040452218244724,"quarterKelly":0,"open_trades":0},{"symbol":"LINK","timeframe":"1Day","window":"development","threshold":15,"slippage":0.001,"bars":1096,"return_pct":-14.583330670432623,"drawdown_pct":38.110243420573696,"n":28,"win_rate_pct":53.57142857142857,"avg_win_pct":4.8198189096930415,"avg_loss_pct":6.292205420886951,"expectancy_pct":-0.33933524379052615,"quarterKelly":0,"open_trades":0},{"symbol":"LINK","timeframe":"1Day","window":"development","threshold":15,"slippage":0.003,"bars":1096,"return_pct":-23.633754354394068,"drawdown_pct":42.07003730495627,"n":28,"win_rate_pct":46.42857142857143,"avg_win_pct":5.101213328430359,"avg_loss_pct":5.798990177757427,"expectancy_pct":-0.7381814070273841,"quarterKelly":0,"open_trades":0}]} Premises1 N0–2cannotestimatebothwins/losses;2 dailygatefailsirrespectiveofhourlyoutcome;3 actual15minstop/target/profitmanagementuntested. Conclusionzeroallocation; do notoptimizetargetstorescueit. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproduce test_rule.py /results_1Day.json; usesclosevaluation/openexecution,doesnotclaimintrabarstopexecution.

Frozen note875. Long only priorclose>SMA100 andWilder-styleEWMA RSI2<10; exitRSI2>70or10bars;nextadjacentopen; eachwindowstartsflat. PandasEWMAalpha.5 adjustfalse;100barwarmup. Vectorbt25bpfee/side+10bpbaseline/30bpstressslippage. Development2023–25 afterlast>3daygap; holdout2026Jan1–Sep7,alreadyseenmarket chronologicalvalidation,notpristineprospective. {"quality":{"symbol":"LTC","timeframe":"1Day","original":1346,"used":1346,"duplicates":0,"removed":0,"missing":0,"start":"2023-01-01 00:00:00+00:00","end":"2026-09-07 00:00:00+00:00"},"holdout":{"symbol":"LTC","timeframe":"1Day","window":"holdout","threshold":10,"slippage":0.001,"bars":250,"return_pct":0.4534949955217962,"drawdown_pct":2.4539472552637887,"n":1,"win_rate_pct":100,"avg_win_pct":0.45462873301059475,"avg_loss_pct":null,"expectancy_pct":0.45462873301059475,"quarterKelly":null,"open_trades":0,"returns":[0.004546287330105947]},"stress":{"symbol":"LTC","timeframe":"1Day","window":"holdout","threshold":10,"slippage":0.003,"bars":250,"return_pct":0.0524818388136373,"drawdown_pct":2.648455835014052,"n":1,"win_rate_pct":100,"avg_win_pct":0.052613043410664403,"avg_loss_pct":null,"expectancy_pct":0.052613043410664403,"quarterKelly":null,"open_trades":0,"returns":[0.0005261304341066441]},"development":[{"symbol":"LTC","timeframe":"1Day","window":"development","threshold":5,"slippage":0.001,"bars":1096,"return_pct":21.157526594018726,"drawdown_pct":1.1854302353630275,"n":2,"win_rate_pct":100,"avg_win_pct":10.112081780355272,"avg_loss_pct":null,"expectancy_pct":10.112081780355272,"quarterKelly":null,"open_trades":0},{"symbol":"LTC","timeframe":"1Day","window":"development","threshold":5,"slippage":0.003,"bars":1096,"return_pct":20.192128937302694,"drawdown_pct":1.1854302353630386,"n":2,"win_rate_pct":100,"avg_win_pct":9.671513268551918,"avg_loss_pct":null,"expectancy_pct":9.671513268551918,"quarterKelly":null,"open_trades":0},{"symbol":"LTC","timeframe":"1Day","window":"development","threshold":10,"slippage":0.001,"bars":1096,"return_pct":119.56380102932307,"drawdown_pct":10.621080965301333,"n":12,"win_rate_pct":91.66666666666666,"avg_win_pct":7.757543325788864,"avg_loss_pct":1.9436627668123072,"expectancy_pct":6.949109484738766,"quarterKelly":0.22394684737491014,"open_trades":0},{"symbol":"LTC","timeframe":"1Day","window":"development","threshold":10,"slippage":0.003,"bars":1096,"return_pct":109.27363365104696,"drawdown_pct":10.977884105568991,"n":12,"win_rate_pct":91.66666666666666,"avg_win_pct":7.326374197235426,"avg_loss_pct":2.3361044097840464,"expectancy_pct":6.5211676466504676,"quarterKelly":0.22252370241719302,"open_trades":0},{"symbol":"LTC","timeframe":"1Day","window":"development","threshold":15,"slippage":0.001,"bars":1096,"return_pct":121.48094268685348,"drawdown_pct":13.114842223628841,"n":20,"win_rate_pct":80,"avg_win_pct":5.939159212382128,"avg_loss_pct":2.7245361919876707,"expectancy_pct":4.2064201315081675,"quarterKelly":0.17706294700512928,"open_trades":0},{"symbol":"LTC","timeframe":"1Day","window":"development","threshold":15,"slippage":0.003,"bars":1096,"return_pct":104.45260773004388,"drawdown_pct":13.461690199326847,"n":20,"win_rate_pct":80,"avg_win_pct":5.51524912397914,"avg_loss_pct":3.113860566443936,"expectancy_pct":3.789427185894524,"quarterKelly":0.1717704450293503,"open_trades":0}]} Premises1 N0–2cannotestimatebothwins/losses;2 dailygatefailsirrespectiveofhourlyoutcome;3 actual15minstop/target/profitmanagementuntested. Conclusionzeroallocation; do notoptimizetargetstorescueit. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproduce test_rule.py /results_1Day.json; usesclosevaluation/openexecution,doesnotclaimintrabarstopexecution.

Frozen note875. Long only priorclose>SMA100 andWilder-styleEWMA RSI2<10; exitRSI2>70or10bars;nextadjacentopen; eachwindowstartsflat. PandasEWMAalpha.5 adjustfalse;100barwarmup. Vectorbt25bpfee/side+10bpbaseline/30bpstressslippage. Development2023–25 afterlast>3daygap; holdout2026Jan1–Sep7,alreadyseenmarket chronologicalvalidation,notpristineprospective. {"quality":{"symbol":"SOL","timeframe":"1Day","original":928,"used":743,"duplicates":0,"removed":185,"missing":0,"start":"2024-08-26 00:00:00+00:00","end":"2026-09-07 00:00:00+00:00"},"holdout":{"symbol":"SOL","timeframe":"1Day","window":"holdout","threshold":10,"slippage":0.001,"bars":250,"return_pct":-0.06884021054507684,"drawdown_pct":3.163371863274589,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":0.06901231107143345,"expectancy_pct":-0.06901231107143345,"quarterKelly":null,"open_trades":0,"returns":[-0.0006901231107143345]},"stress":{"symbol":"SOL","timeframe":"1Day","window":"holdout","threshold":10,"slippage":0.003,"bars":250,"return_pct":-0.4677681905269128,"drawdown_pct":3.356465837625011,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":0.4689376110032247,"expectancy_pct":-0.4689376110032247,"quarterKelly":null,"open_trades":0,"returns":[-0.004689376110032247]},"development":[{"symbol":"SOL","timeframe":"1Day","window":"development","threshold":5,"slippage":0.001,"bars":493,"return_pct":-16.56023922910641,"drawdown_pct":26.77193450105141,"n":5,"win_rate_pct":20,"avg_win_pct":4.32345885040858,"avg_loss_pct":5.373872335197234,"expectancy_pct":-3.4344060980760704,"quarterKelly":0,"open_trades":0},{"symbol":"SOL","timeframe":"1Day","window":"development","threshold":5,"slippage":0.003,"bars":493,"return_pct":-18.21246427963003,"drawdown_pct":27.934265144272487,"n":5,"win_rate_pct":20,"avg_win_pct":3.9059986829613482,"avg_loss_pct":5.752620485799693,"expectancy_pct":-3.8208966520474847,"quarterKelly":0,"open_trades":0},{"symbol":"SOL","timeframe":"1Day","window":"development","threshold":10,"slippage":0.001,"bars":493,"return_pct":-10.646139839658462,"drawdown_pct":30.89345361701946,"n":7,"win_rate_pct":42.857142857142854,"avg_win_pct":7.298595374409188,"avg_loss_pct":7.67243356401007,"expectancy_pct":-1.2562783046875314,"quarterKelly":0,"open_trades":0},{"symbol":"SOL","timeframe":"1Day","window":"development","threshold":10,"slippage":0.003,"bars":493,"return_pct":-13.1133563936041,"drawdown_pct":31.717779896091336,"n":7,"win_rate_pct":42.857142857142854,"avg_win_pct":6.869258378891602,"avg_loss_pct":8.042005794010722,"expectancy_pct":-1.6514640056240113,"quarterKelly":0,"open_trades":0},{"symbol":"SOL","timeframe":"1Day","window":"development","threshold":15,"slippage":0.001,"bars":493,"return_pct":-3.7170615403098237,"drawdown_pct":29.39994259204117,"n":12,"win_rate_pct":50,"avg_win_pct":5.7908568296172405,"avg_loss_pct":5.949790397262921,"expectancy_pct":-0.0794667838228408,"quarterKelly":0,"open_trades":0},{"symbol":"SOL","timeframe":"1Day","window":"development","threshold":15,"slippage":0.003,"bars":493,"return_pct":-8.229497323338327,"drawdown_pct":31.34933381066175,"n":12,"win_rate_pct":50,"avg_win_pct":5.367538768466889,"avg_loss_pct":6.326239466881852,"expectancy_pct":-0.4793503492074817,"quarterKelly":0,"open_trades":0}]} Premises1 N0–2cannotestimatebothwins/losses;2 dailygatefailsirrespectiveofhourlyoutcome;3 actual15minstop/target/profitmanagementuntested. Conclusionzeroallocation; do notoptimizetargetstorescueit. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproduce test_rule.py /results_1Day.json; usesclosevaluation/openexecution,doesnotclaimintrabarstopexecution.

Frozen note875. Long only priorclose>SMA100 andWilder-styleEWMA RSI2<10; exitRSI2>70or10bars;nextadjacentopen; eachwindowstartsflat. PandasEWMAalpha.5 adjustfalse;100barwarmup. Vectorbt25bpfee/side+10bpbaseline/30bpstressslippage. Development2023–25 afterlast>3daygap; holdout2026Jan1–Sep7,alreadyseenmarket chronologicalvalidation,notpristineprospective. {"quality":{"symbol":"ETH","timeframe":"1Day","original":1346,"used":1346,"duplicates":0,"removed":0,"missing":0,"start":"2023-01-01 00:00:00+00:00","end":"2026-09-07 00:00:00+00:00"},"holdout":{"symbol":"ETH","timeframe":"1Day","window":"holdout","threshold":10,"slippage":0.001,"bars":250,"return_pct":-5.668803940485122,"drawdown_pct":5.706008190932533,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":5.682975950336337,"expectancy_pct":-5.682975950336337,"quarterKelly":null,"open_trades":0,"returns":[-0.056829759503363365]},"stress":{"symbol":"ETH","timeframe":"1Day","window":"holdout","threshold":10,"slippage":0.003,"bars":250,"return_pct":-6.045376708904642,"drawdown_pct":6.045376708904637,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":6.060490150676907,"expectancy_pct":-6.060490150676907,"quarterKelly":null,"open_trades":0,"returns":[-0.06060490150676907]},"development":[{"symbol":"ETH","timeframe":"1Day","window":"development","threshold":5,"slippage":0.001,"bars":1096,"return_pct":7.778148110901021,"drawdown_pct":13.205509432428252,"n":9,"win_rate_pct":55.55555555555556,"avg_win_pct":2.6455134860498766,"avg_loss_pct":1.3468442844319333,"expectancy_pct":0.8711322547246276,"quarterKelly":0.0823216607397975,"open_trades":0},{"symbol":"ETH","timeframe":"1Day","window":"development","threshold":5,"slippage":0.003,"bars":1096,"return_pct":3.967128205803292,"drawdown_pct":13.205509432428252,"n":9,"win_rate_pct":44.44444444444444,"avg_win_pct":2.7949041910807297,"avg_loss_pct":1.394506384277699,"expectancy_pct":0.46745387143715816,"quarterKelly":0.04181304970389732,"open_trades":0},{"symbol":"ETH","timeframe":"1Day","window":"development","threshold":10,"slippage":0.001,"bars":1096,"return_pct":12.482931104930849,"drawdown_pct":25.167666862908934,"n":18,"win_rate_pct":50,"avg_win_pct":5.62953403741281,"avg_loss_pct":3.93125422818865,"expectancy_pct":0.8491399046120797,"quarterKelly":0.037709155809737466,"open_trades":0},{"symbol":"ETH","timeframe":"1Day","window":"development","threshold":10,"slippage":0.003,"bars":1096,"return_pct":4.668809987685181,"drawdown_pct":26.697234721016027,"n":18,"win_rate_pct":44.44444444444444,"avg_win_pct":5.896831808078554,"avg_loss_pct":3.9154766787423307,"expectancy_pct":0.44554931540028475,"quarterKelly":0.01888935151541417,"open_trades":0},{"symbol":"ETH","timeframe":"1Day","window":"development","threshold":15,"slippage":0.001,"bars":1096,"return_pct":15.07732161020298,"drawdown_pct":21.327887674537173,"n":26,"win_rate_pct":53.84615384615385,"avg_win_pct":4.331142834544777,"avg_loss_pct":3.573677816800848,"expectancy_pct":0.6827640723852583,"quarterKelly":0.039410156768532156,"open_trades":0},{"symbol":"ETH","timeframe":"1Day","window":"development","threshold":15,"slippage":0.003,"bars":1096,"return_pct":3.710546655432809,"drawdown_pct":25.61245694458979,"n":26,"win_rate_pct":50,"avg_win_pct":4.23877250202361,"avg_loss_pct":3.679097181741675,"expectancy_pct":0.27983766014096817,"quarterKelly":0.016504640199926493,"open_trades":0}]} Premises1 N0–2cannotestimatebothwins/losses;2 dailygatefailsirrespectiveofhourlyoutcome;3 actual15minstop/target/profitmanagementuntested. Conclusionzeroallocation; do notoptimizetargetstorescueit. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproduce test_rule.py /results_1Day.json; usesclosevaluation/openexecution,doesnotclaimintrabarstopexecution.

Frozen note875. Long only priorclose>SMA100 andWilder-styleEWMA RSI2<10; exitRSI2>70or10bars;nextadjacentopen; eachwindowstartsflat. PandasEWMAalpha.5 adjustfalse;100barwarmup. Vectorbt25bpfee/side+10bpbaseline/30bpstressslippage. Development2023–25 afterlast>3daygap; holdout2026Jan1–Sep7,alreadyseenmarket chronologicalvalidation,notpristineprospective. {"quality":{"symbol":"BTC","timeframe":"1Day","original":1346,"used":1346,"duplicates":0,"removed":0,"missing":0,"start":"2023-01-01 00:00:00+00:00","end":"2026-09-07 00:00:00+00:00"},"holdout":{"symbol":"BTC","timeframe":"1Day","window":"holdout","threshold":10,"slippage":0.001,"bars":250,"return_pct":-18.925773395221675,"drawdown_pct":19.282984832804328,"n":2,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":9.515207889532338,"expectancy_pct":-9.515207889532338,"quarterKelly":null,"open_trades":0,"returns":[-0.0030694778471695057,-0.18723467994347723]},"stress":{"symbol":"BTC","timeframe":"1Day","window":"holdout","threshold":10,"slippage":0.003,"bars":250,"return_pct":-19.571782525521822,"drawdown_pct":19.766159942700277,"n":2,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":9.877423712974794,"expectancy_pct":-9.877423712974794,"quarterKelly":null,"open_trades":0,"returns":[-0.007059232395946916,-0.19048924186354896]},"development":[{"symbol":"BTC","timeframe":"1Day","window":"development","threshold":5,"slippage":0.001,"bars":1096,"return_pct":9.943883750082387,"drawdown_pct":11.973383147811045,"n":11,"win_rate_pct":63.63636363636363,"avg_win_pct":4.1397122479044635,"avg_loss_pct":4.506494638110102,"expectancy_pct":0.9956370166264404,"quarterKelly":0.06012718741081792,"open_trades":0},{"symbol":"BTC","timeframe":"1Day","window":"development","threshold":5,"slippage":0.003,"bars":1096,"return_pct":5.211214594212361,"drawdown_pct":12.860651516343314,"n":11,"win_rate_pct":63.63636363636363,"avg_win_pct":3.722985602024669,"avg_loss_pct":4.888705384696735,"expectancy_pct":0.5914616068532491,"quarterKelly":0.03971688787431753,"open_trades":0},{"symbol":"BTC","timeframe":"1Day","window":"development","threshold":10,"slippage":0.001,"bars":1096,"return_pct":1.5463519599201936,"drawdown_pct":27.143943885044752,"n":28,"win_rate_pct":57.14285714285714,"avg_win_pct":2.942733609943835,"avg_loss_pct":3.5881490478124363,"expectancy_pct":0.1437838994768614,"quarterKelly":0.012215164413030721,"open_trades":0},{"symbol":"BTC","timeframe":"1Day","window":"development","threshold":10,"slippage":0.003,"bars":1096,"return_pct":-9.213111222283315,"drawdown_pct":31.386768133653618,"n":28,"win_rate_pct":53.57142857142857,"avg_win_pct":2.7250063261354738,"avg_loss_pct":3.697756906181248,"expectancy_pct":-0.2569908888687183,"quarterKelly":0,"open_trades":0},{"symbol":"BTC","timeframe":"1Day","window":"development","threshold":15,"slippage":0.001,"bars":1096,"return_pct":5.646454927796676,"drawdown_pct":24.035884759065816,"n":37,"win_rate_pct":59.45945945945946,"avg_win_pct":2.855014496034689,"avg_loss_pct":3.6216955413662113,"expectancy_pct":0.22932123762891815,"quarterKelly":0.020080566836650188,"open_trades":0},{"symbol":"BTC","timeframe":"1Day","window":"development","threshold":15,"slippage":0.003,"bars":1096,"return_pct":-8.887268520922516,"drawdown_pct":29.595250064521895,"n":37,"win_rate_pct":56.75675675675676,"avg_win_pct":2.5779852524101097,"avg_loss_pct":3.780881623280459,"expectancy_pct":-0.17179501815878523,"quarterKelly":0,"open_trades":0}]} Premises1 N0–2cannotestimatebothwins/losses;2 dailygatefailsirrespectiveofhourlyoutcome;3 actual15minstop/target/profitmanagementuntested. Conclusionzeroallocation; do notoptimizetargetstorescueit. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproduce test_rule.py /results_1Day.json; usesclosevaluation/openexecution,doesnotclaimintrabarstopexecution.

Premises1 IBITissuerreadSep8shares1,384,960,000andassets62.524bnstillasofSep4; Sep7benchmarkisadifferentdatedfield.2 CircleUSDC74.33bnasofSep3 isalevel;7/30dayissuance/redemptionfieldsblankinrenderingnotzero.3 Noneisfreshnetcryptobuyflow. Conclusionretainbaselineswithoutbullishflowclaim. Newsharecountsnormalizedforcorporateactionsorissuerdatednetmintseriescouldchangeassessment; priceedgewouldremainseparategate. Counterexample realovernightstablecoinmintingcouldhappenwithoutpageupdate; absenceofevidenceisnotoutflow. Sources https://www.ishares.com/us/products/333011/ishares-bitcoin-trust-etf ; https://www.circle.com/use-case/treasury-management ; https://www.circle.com/transparency . Existingmonitor44coverspostholidayissuer/macroreview; no duplicatecatalyst.

Aug27issuerFY26report Q4AI70.5m/mining66.7m,total137.2m: AI51.385%ofQ4revenue vs23.204%Q3; mining fell40.018%QoQ,total fell5.249%,adjEBITDAmargin13.994%versus41.091%. OperatingARR1bn vscontracted4bn2026capacity; ARRnotGAAPandacceptancematters. New2.4bnGPUfinancing9%implies216m/year simplefull-balanceinterestbeforeamortization/fees; hypotheticalratebridge,notactualexpense. Premises1 miningbeingdecommissioned;2 AIrequirescustomeracceptanceandcapital;3 Sep4+7.30%IEXmove notattributedtocryptocatalyst. ConclusionrejectIRENasstraightBTCproxy; betterresearchedthroughAIinfrastructurefundamentalmandate, noFUNDproposalwithouttestededge. Counterexample risingBTCcouldstillhelpremainingmining, butdoesnotvalidateequitypayoff. Source https://iren.gcs-web.com/static-files/1cb9f4da-d4c7-4510-8bda-e475022b59f5 pp1–4; https://runway.adityaperswal.workers.dev/data/stock-snapshots .

Premises:1 Officialdeveloper docs explainfees collected andUNI burned sinceDec2025, noactiveinflation butgovernancecanmintupto2%annual.2 July7Labsproposalclaims11-chainv2/v3fees andJunepeak186000UNI/day.3 No measuredcurrent30dayburn,totalcurrentsupply,retentionorv4executionreceipt tonight. Conclusionwatch tokenfundamentals; no fairvalueorentryfrompeakburn. Rate versus total:186000peak=.0186%of1bnlaunchsupply; 365xwould67.89m/6.789%but explicitly INVALID steady-rateforecast. RevenuevolumeisnotLP-independentcash:higherfeescanchange routing andliquidity. Counterexample stickyliquiditycouldpreservevolumeandstrengthenburn; needeventlogs andmatchedbeforeafterfees/volume tojudge. Configdocsselectedv3 versusJulyallpoolsapparentlydifferentvintages, not independentcorroboration. First orderfeeassetsfundburn; secondorderLPnetyieldandroutingmayrespond; thirdorderretentiondeterminesdurabletokendemand. PromoterbenefitUNIholders/labs, opportunitycostLPs. RejectclaimSept8UNI3.76%move causedbyJulyproposal withouttimednewinformation. Source https://gov.uniswap.org/t/temp-check-activate-v4-protocol-fees/26162 ; https://developers.uniswap.org/docs/ecosystem/governance/uni ; https://developers.uniswap.org/docs/protocols/protocol-fee/concepts/fees . No independentnumericaltradingedgeyet; sizezero.

249aligneddailyclose returnsJan2–Sep7 2026 from venue dailybars, pandas/numpy descriptive distributions andOLS eachreturn onBTCplusintercept. BTCdailySD2.4425%;ETH3.3584,SOL3.3426,LTC2.5925,LINK3.3512,UNI4.3700,XRP3.4700. BTCcorrelation ETH.9123,SOL.8796,LTC.8017,LINK.8603,UNI.6637,XRP.8706. BetaUNI1.1875,OLS dailyintercept+.17985%,R2.4405,not riskadjustedalpha estimate suitable for trading; contemporaneous selectedcohort,nonstationarity andmultipletesting. UNI5/95%dailyreturns−5.694/+7.731; BTC−3.512/+4.236. Premise1 multiplemajorsnotindependentrisk;2 UNI has lowerco-movement but higherownvolatility;3 no predictivecausation fromregression. Conclusion simultaneouspositions mustshareriskbudget andUNIrequiresseparatetest. Counterexample lowerfuturecorrelationspossible; covarianceisperiodspecific. Priorfastfees likelybinding, changeonlyif independentlycostededge positive. All observationsrecorded. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .

Ran node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy rsi --days365 atSep8 02:02UTC. CLI default simple14period RSI<30, exitswhenconditionfalse; not identical to new frozen100SMA+WilderRSI2 pullback. Inspected source: dailyfetch reads onepage without pagination, no holdout or configurablecosts; last incompleteUTCday included366bars. Diagnostic only, not executiongrade. Return-17.49870427929856%,DD37.99812482726196%,winrate66.66666666666666%,N15,average-0.7997209955446839%,BH-51.2965729760015%. Reject headline despite relativeoutperformance: absoluteloss before costed independentwindow. Source https://runway.adityaperswal.workers.dev/data/crypto-bars . Customvectorbt daily/hourly development2023–25/fixed2026 holdout pending; keep separate.

Ran node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy rsi --days365 atSep8 02:02UTC. CLI default simple14period RSI<30, exitswhenconditionfalse; not identical to new frozen100SMA+WilderRSI2 pullback. Inspected source: dailyfetch reads onepage without pagination, no holdout or configurablecosts; last incompleteUTCday included366bars. Diagnostic only, not executiongrade. Return-22.589782320266615%,DD38.116644145459475%,winrate41.66666666666667%,N12,average-1.7191342303078132%,BH-41.93247820895037%. Reject headline despite relativeoutperformance: absoluteloss before costed independentwindow. Source https://runway.adityaperswal.workers.dev/data/crypto-bars . Customvectorbt daily/hourly development2023–25/fixed2026 holdout pending; keep separate.

Ran node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy rsi --days365 atSep8 02:02UTC. CLI default simple14period RSI<30, exitswhenconditionfalse; not identical to new frozen100SMA+WilderRSI2 pullback. Inspected source: dailyfetch reads onepage without pagination, no holdout or configurablecosts; last incompleteUTCday included366bars. Diagnostic only, not executiongrade. Return-23.90211279534632%,DD35.48852102873465%,winrate50%,N12,average-2.0182838439070396%,BH-29.16223959345433%. Reject headline despite relativeoutperformance: absoluteloss before costed independentwindow. Source https://runway.adityaperswal.workers.dev/data/crypto-bars . Customvectorbt daily/hourly development2023–25/fixed2026 holdout pending; keep separate.

Premises:1 Sep8 02:02 complete Blockstream histories195/580 tx show3400BTC+0.00008 dust returned,recipient598.4997945,reserve3597.47197696.2 Latest reserve spend block965804 predates return965950; no later confirmed reserve spend in complete history.3 X operator page403; targeted primary blog searches surface older July/Q1 material, not authenticated current recovery; read-only SideSwap websocket failed/timeout, not proof service is offline. Docs distinguish hotwallet available balance from actual completed payout. Conclusion retain incident uncertainty, no custody-based BTC entry. Validity: balance alone insufficient to infer operational control. Soundness limited by explorer freshness, no authenticated controller, missing service outcome. Counterexample funds could be recovered under a new controller and other wallets could serve payouts, so do not call permanent loss or total network stoppage. First order funds returned reduce observed retained principal; second order authenticated service could restore user conversion demand; third order renewed trust could support adoption, but global BTC price effect uncalibrated. Who benefits: users from redemption, intermediaries from activity; not a measurable spot alpha. Prior3400 unchanged; verified fresh payout plus controller statement would revise service assessment, neither branch validates price rule. Sources https://blockstream.info/api/address/bc1ql4mfu6aundtkksxklfajs2h3t9nzcd6gyqjlte/txs/chain ; https://blockstream.info/api/address/bc1qdlld6antmv4xug242ed83q7k4rqw50cwfns38szx4qu2f4jwaxxsuhwxxr/txs/chain ; https://x.com/Liquid_BTC ; https://sideswap.io/docs/ ; https://blog.liquid.net/ . Custody investigation allowance7min; stop further unauthenticated browsing and retain explicit gap.

Start state: ledger fundcrypto only trade10 closed, no pending/open/closing orders; cash235.86, equity850.99. Goal repeatable after-cost profit; bindingconstraint independentlyvalidatedentry/exit edge. Premises: (1) New fixedslowtrend daily holdoutN1 each; hourlyN1/3/2/1 BTC/ETH/SOL/LTC, insufficientpayoffdistribution. ETHhourly+.6572% becomes−.5434% with30bpslippage/side; markedBTC/SOL/LTC gainsincludeopen hypotheticalpositions. Dailydevelopment SOL−18.55%,LTC−70.11%,LTC hourly−20.59%. (2) Currentdailyhigh-entryconditionsfalseallfour; LTCclosebreakoutisnotidenticalrule. (3) Freshquotes impose .535/.531/.643/1.1145% roundtripBTC/ETH/SOL/LTC beforeextraimpact. (4) Liquid3400BTCreturnunchanged, operationalproofunavailable;issuerETFsharesstillSep4. Conclusion no PROPOSE/EXIT/ADJUST/FUND. NaiveETHhourlyquarterKelly1.332% fromN3 isnotcredible; othernewholdouts lackbothwin/lossgroups, so approvedsizezero. Earlierfailedrules remain disabled separately. Hardlimits position212.7475, fund235.86, plannedrisk8.5099; stopschecked15minnotguaranteedgaplimits. Noholdings toreset. Strongestcounterargument isopportunitycost ofmissingcontinuedtrend; insufficient independentedge andrealisticexits dominate. Who benefits fromunvalidatedturnover: venues/marketmakers; feesconsumeprincipal, thenriskcapacity, thenrunway. $349.01shortfall cannotchangeparameters ortargets. Validity: necessaryvalidationgates fail. Soundness limitedtothisrule,dataandvenue; notallcryptostrategies. Workrecorded asconsequences745,CLI750,fundamental752(correctsources9307/9308),daily757–760,technical761,statistical764,simulation765,integrity769,hourly770–773. Gaps: untouchedprospectiveholdout,actual15minexitsandprofitmanagement,globalstablecoinsupply/exchangeflows,controller/workingpegouts,liveAssetseligibility. No newrulequalifiesforactualexitoptimization tonight; thisisexplicitrejection,notfuturetradeauthorization. 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 ; custodyURLs in745;issuerURLs in752. Monitor67resolved,68armed02UTC;jobs63–65accepted,actualoutputverificationfollows.

Fixed rule note827/831:480-observation priorhigh breakout above2400SMA,exitbelow240priorlow; next observedopen onlyif adjacentbar exactly1hour. Vectorbt long-only,25bpfee/side,10bpbaseline and30bpstressslippage. Development2023–2025 afterlast>3hourgap (SOLAug26 2024, LTCFeb6 2023); sweep360/480/720 onlydevelopment. HoldoutJan1–Sep7 2026,5999bars,1missinghour. Previouslyseen2026market is descriptive chronologicalholdout, futurepaperwindow untouched. Results {"symbol":"LTC/USD","timeframe":"1Hour","window":"holdout","lookback_days":20,"slippage":0.001,"start":"2026-01-01 00:00:00+00:00","end":"2026-09-07 23:00:00+00:00","bars":5999,"original_bars":32296,"removed_prior_long_gap":870,"missing_bars":1,"buyhold_pct":-28.01352223605886,"return_pct":9.78543028946635,"drawdown_pct":12.6752868329995,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":6.9266975015801355,"expectancy_pct":-6.9266975015801355,"raw_quarter_kelly":null,"open_trades":1,"returns":[-0.06926697501580135]}. Stressreturn 9.12912357956271%,DD12.6752868329993%. Premises1 closedN1 insufficient;2 dailyN1 failsindependentcrossfrequencycalibration;3 venue stop/target/profitmanagement/15minfills untested. Conclusion zeroallocation. BTC/SOL/LTC markedreturns includeoneopenhypotheticaltrade; ETH N3 allclosed butreturn+.6572% turns−.5434% understress. RawETHquarterKelly1.332% isnaive,N3 cannot supportit; otherslackbothwin/lossgroups. Strongbullcounterexample slowerturnover captureslargepersistenttrends; appliesonlyafternewindependentvalidation. Currentcandidate allfour dailyentryfalse. Fees/slippage areassumptions,actualLTCroundtrip1.1145% exceedseven1.1%stressapproximation beforeextraimpact. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Code test_hourly.py, hourly_results.json. No PROPOSE.