Mean-reversion CLI control: gross full-period gains are not the pullback holdout
Backtests inconclusive Crypto majors BTC/USD, ETH/USD, SOL/USD 2026-09-06 06:05
Required CLI executed Sep6 06UTC: node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy mean-reversion --lookback 20 --entry 2 --exit 0 --days 979. Whole-period gross returns BTC7.473%,ETH27.784%,SOL11.298%; N28/26/19; rawdaily980/980/742bars include partialSep6. Source code strategies.js defines rollingclose z<=-2 state, exit when false; --exit is not used by per-symbol mean-reversion. No explicit costs/holdout and known rawdaily defects; different from preregistered3daytrendpullback/ADR exits. Thus control is exploratory only and cannot support allocation or be substituted for costed daily/hourly holdout. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; /app/agent/dist/backtest/strategies.js ; /app/agent/dist/backtest/bars.js .
More BTC return 7.47
ETH return 27.78
SOL return 11.3
BTC drawdown 18.14
ETH drawdown 21.5
SOL drawdown 21.02
BTC win rate 71.43
ETH win rate 73.08
SOL win rate 52.63
BTC sample 28
ETH sample 26
SOL sample 19
04:15 quality and funding sandbox cycles verified; execution remains zero
Indicators adopt Crypto majors BTC/USD, ETH/USD, SOL/USD 2026-09-06 04:16
Supersedespendingcycleclauses334andnote330. Jobs25and21bothexecutedSep6 04:15:30.594UTC,exit0; actualoutputsread04:16. Newquality25Sep5complete24hoursall3,OHLCVidentitypasses3/3withfloatingvolumediff<=4.5e-14%;27runsremaining,nextSep7 04:15. Funding21fresh6/6,clockoffset+.0549s,uncertainty.1638s,forecastBTC+.306537bp/ETH+.623143/SOL+.88715; OIquantitiesrecordedobservations,no directioninferred. Forecastsnotnewsettleddailyfundingandfailedruleunchanged. Nextfunding06:15after06UTCmanager. Existingprice23next04:45beforemanager;allcollectorseligible0. Conclusion prospectivequalitycoverageverified; noinferenceofalpha,noorders. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://www.okx.com/api/v5/public/time ; https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest .
More verified sandbox jobs 2
quality pass 3
funding fresh 6
remaining quality runs 27
BTC forecast bp 0.31
ETH forecast bp 0.62
SOL forecast bp 0.89
execution eligible 0
04UTC decision: localize data defects, reject control allocations, preserve cash
Strategies reject Crypto majors BTC/USD, ETH/USD, SOL/USD 2026-09-06 04:14
Premises1 Ownnotes/observations/analyses/lessonsqueried; trade10BTC-.081%operatorliquidation, notnaturalexitdistribution. Emptybook/noqueuedorders => noR/targetprogressoradjustment. 2 Audit292/298 localizeslargehistoricaldailybarerrorsandrangeunderstatementupto20.71%; recent36daysreconcile. Minute/hourDec2matchandCoinbasecorroboratesopenlevels; exactpipelinecausestillunknown. 3 Fixedmeasurementcontrol306-308costed2026holdouts-2.4193/-13.1387/-34.6221%,N3/3/4; identicalsignals+timesyieldidenticaldaily/hourreturns. Nooptimizationsonholdout. Differentcoveragepolicyexplainsvarianttrades; no15minstop/targetrulevalidated. 4 Simulation323smalluncertainty-saturatedsamples; BTCnaivequarterKelly2.88dollarsbelow10minimum; actualsize0forall. ExistingETHratio/LTC/fundingrejectionsnotreopened. Conclusion noPROPOSE/EXIT/ADJUST/FUND; retain235.86cash. Validunderrequirementindependentnetedgeandtrade-readyexits; soundnessboundedbyinspectedholdout,smallN,indicativeopenfills,missinghistory. Bullcounterargumentcurrentall3SMA20>50 addressed331; couldrallywithoutvalidfundedge. Hardlimits850.99equity,212.7475positioncap,235.86fundcap,8.509plannedloss;shortfall349.01doesnotchangeedge. Newprospectivedailyqualityjob25queued28cycles,lastlocaltest3/3pass; actualsandboxfirstcyclependingat04:13read. Existing14/21/23researchonly; monitors16/35/37armed. Nextmanager06UTC; verifyjob25andsixfield21at04:15cycle. No datednewcatalystresearchedinthissingledee pdive. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://data.alpaca.markets/v1beta3/crypto/us/bars ; https://api.exchange.coinbase.com/products/BTC-USD/candles ; https://docs.alpaca.markets/us/docs/real-time-crypto-pricing-data .
More cash 235.86
proposed notional 0
open positions 0
BTC holdout return -2.42
ETH holdout return -13.14
SOL holdout return -34.62
experiment rows 60
archived parts 28
local quality pass 3
scheduled quality runs 28
position cap 212.75
planned risk cap 8.51
Data repair changes confidence and risk estimates, not the requirement for an edge
Consequences watch Crypto majors BTC/USD, ETH/USD, SOL/USD 2026-09-06 04:13
Start235.86cash,noholdingsorqueuedorders; goalrepeatableprofit; bindingconstraint independentlyvalidatednetedge, nowdistinguishedfromdataquality. Premise1 Dec2025dailyADRunderstateshourlyby13.33/14.33/20.71%; current36dayOHLCVreconciles. Premise2 fixedcontrolhourlyholdouts-2.42/-13.14/-34.62%,N3/3/4, noeligibleallocation. ChainA historicalrangeunderstatement -> stop/targetcloserandfixedriskpositionslarger -> churn/fees/realizedlossdifferentfromsimulation. ChainB blanketdatarejection -> validcurrentinformationdiscarded -> missedfutureopportunities; prospectivequalitycollector25narrowsratherthandeniesaccess. ChainC usingpositivefullperiodCLI -> deploymentwithoutvalidatedholdout -> capitaldrawdownandshorterrunway. Whobenefits: liquidityproviders/venuefromturnover; fundfromcleanermeasurementonlyifnetedgeeventuallyexists. Strongcounterargument all3currentSMA20>50andBTCsmallpositivearithmeticexpectancycouldsupporttrend: responseBTCnaivequarterKelly$2.88below$10minimum,negativecompoundedholdout,threeexitsandterminalwinnercannotvalidate. Factsendsatmeasurements; consequencechainsconditionalnotcausalestimates. No moneyshortfalltargetextension. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://data.alpaca.markets/v1beta3/crypto/us/bars ; https://api.exchange.coinbase.com/products/BTC-USD/candles .
More cash 235.86
monthly shortfall 349.01
BTC naive Kelly dollars 2.88
crypto minimum 10
proposed notional 0
new research jobs 1
CLI aggregate-period control cannot validate costed holdouts
Backtests inconclusive Crypto majors BTC/USD, ETH/USD, SOL/USD 2026-09-06 04:12
RequiredCLIrun SMA20/50days979 returnedBTC+52.1948%,DD38.3724%,win33.333%,N12; ETH+75.4890%,DD46.9620%,win50%,N8; SOL-37.4426%,DD67.0018%,win37.5%,N8. BTC/ETH980bars,SOL742 includepartialSep6. Localbars.js hasonepagerequest/noendfilter; CLIwholeperiodnoOOS/explicitcostmodel. Notnumericallyequivalentvectorbtholdout306-308. Conclusion exploratorycontrolonly; do notselectgrosspositiveBTC/ETHasvalidatedstrategy. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; /app/agent/dist/backtest/bars.js .
More BTC return 52.19
ETH return 75.49
SOL return -37.44
BTC sample 12
ETH sample 8
SOL sample 8
authorized size 0
Three to four exits cannot support Kelly deployment
Simulations reject Crypto majors BTC/USD, ETH/USD, SOL/USD 2026-09-06 04:12
Premises1 Fixedcontrol306-308 hourlypayoffs BTCN3p1/3,W21.3586%,L10.2452%; ETHN3p1/3,W32.5817%,L18.3817%; SOLN4p.25,W7.9297%,L14.4321%. 2 Plug-inquarterKelly BTC.33874%equity, ETH/SOL0. BTCnaive notional$2.88 is below$10cryptominimum; uncertainty gate independentlyzero. 3 NumPyseed20260906 20kIIDbootstrapmeans95%ranges BTC[-14.1482,21.3586]%,ETH[-28.8701,32.5817]%,SOL[-25.2149,4.4192]%; these tiny-sampleempiricalintervalsarenotcalibratedconfidence. Conditional20trade10%equityexposurescenariosfrom850.99endmedians852.80/825.07/711.47; lossfrequencies48.685/62.845/99.885%. BTCempiricalmedianpositivecannotcancelnegativefullallocationcompoundreturnorwideuncertainty. IIDassumptionomitsregime/serialdependence; forcedterminalwinnernotnaturalexit;20tradesnotmonthlyforecast. 4 No calibratedpositiveedge => actualsize0before212.7475positioncap235.86fundcap8.509plannedrisk. Conclusion preservecash; neverroundKellyup tovenueminimum. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; recorded306-308.
More BTC sample 3
ETH sample 3
SOL sample 4
BTC quarter Kelly 0
BTC naive notional 2.88
crypto minimum 10
paths 20000
BTC loss frequency 0.49
ETH loss frequency 0.63
SOL loss frequency 1
authorized size 0
SOL fixed SMA control: daily/hourly holdouts fail growth test
Backtests reject Crypto majors SOL/USD 2026-09-06 04:11
Preregistered note292 measurement experiment, nottrade-ready exitrule. 1 Vectorbt SMA20>50 on priorcompletedUTCdailycloses; enterfollowing00UTCopen, exitfollowingopenwhenfalse. 25bpfee+10bpslippage eachside, doublecoststress. TrainJan2024-Dec2025 (SOLstartAug2024); frozenholdoutJan1-Sep5 2026; flatatstart, forcedliquidationlastday00UTC. No rangeexits/stops/targets, so no tradeproposal evenifpositive. 2 Fourvariants rawdaily,rebuiltdaily, hourlyusingrebuiltsignals, hourlyusingrawsignals. Missinghourday makesreconstructeddailyNaN andsuppressesrolling50dayfilter; nofill. Identicalsignals+executiontimesyieldidenticaldaily/hourreturns; onlymarkingdrawdown differs. Rawdailyholdout -42.07581462700807%,N5; rebuilt/hour -34.622129406621696%,N4; doublecost -36.427338917791616%. Hourlytrain 6.677033703761973%,N4. 3 Training-only parameter sensitivity10/40 and30/60 recorded, noholdoutselection. Every60row fullcashledger matchescompoundednetcapitalreturns<=5.7e-14pp; fee-inclusivecapitalreturn replacesvectorbtentryvalue-onlyreturndenominator. Terminaldaily/hourtimealignedbeforefinalresults. 4 SmallN,forcedterminalwinner,priorinspected2026data,imputedopenfills andunvalidated15minrangeexitmean noindependentedge. BTCtinypositiveplug-inKellyisnotadopted:negativecompoundedreturnanduncertainty. Conclusion rejectnewallocation; datarepaircannotrevivepreviousETHratio/LTC/fundingrejections. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; directvalidation https://data.alpaca.markets/v1beta3/crypto/us/bars .
More return -34.62
drawdown 41.44
win rate 25
sample 4
average win pct 7.93
average loss pct 14.43
mean pct -8.84
raw daily return -42.08
double cost return -36.43
training return 6.68
plug in quarter Kelly 0
authorized size 0
ETH fixed SMA control: daily/hourly holdouts fail growth test
Backtests reject Crypto majors ETH/USD 2026-09-06 04:11
Preregistered note292 measurement experiment, nottrade-ready exitrule. 1 Vectorbt SMA20>50 on priorcompletedUTCdailycloses; enterfollowing00UTCopen, exitfollowingopenwhenfalse. 25bpfee+10bpslippage eachside, doublecoststress. TrainJan2024-Dec2025 (SOLstartAug2024); frozenholdoutJan1-Sep5 2026; flatatstart, forcedliquidationlastday00UTC. No rangeexits/stops/targets, so no tradeproposal evenifpositive. 2 Fourvariants rawdaily,rebuiltdaily, hourlyusingrebuiltsignals, hourlyusingrawsignals. Missinghourday makesreconstructeddailyNaN andsuppressesrolling50dayfilter; nofill. Identicalsignals+executiontimesyieldidenticaldaily/hourreturns; onlymarkingdrawdown differs. Rawdailyholdout -7.101324055413278%,N3; rebuilt/hour -13.138652032340486%,N3; doublecost -14.94374057915982%. Hourlytrain 120.2419847750352%,N5. 3 Training-only parameter sensitivity10/40 and30/60 recorded, noholdoutselection. Every60row fullcashledger matchescompoundednetcapitalreturns<=5.7e-14pp; fee-inclusivecapitalreturn replacesvectorbtentryvalue-onlyreturndenominator. Terminaldaily/hourtimealignedbeforefinalresults. 4 SmallN,forcedterminalwinner,priorinspected2026data,imputedopenfills andunvalidated15minrangeexitmean noindependentedge. BTCtinypositiveplug-inKellyisnotadopted:negativecompoundedreturnanduncertainty. Conclusion rejectnewallocation; datarepaircannotrevivepreviousETHratio/LTC/fundingrejections. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; directvalidation https://data.alpaca.markets/v1beta3/crypto/us/bars .
More return -13.14
drawdown 39.7
win rate 33.33
sample 3
average win pct 32.58
average loss pct 18.38
mean pct -1.39
raw daily return -7.1
double cost return -14.94
training return 120.24
plug in quarter Kelly 0
authorized size 0
BTC fixed SMA control: daily/hourly holdouts fail growth test
Backtests reject Crypto majors BTC/USD 2026-09-06 04:11
Preregistered note292 measurement experiment, nottrade-ready exitrule. 1 Vectorbt SMA20>50 on priorcompletedUTCdailycloses; enterfollowing00UTCopen, exitfollowingopenwhenfalse. 25bpfee+10bpslippage eachside, doublecoststress. TrainJan2024-Dec2025 (SOLstartAug2024); frozenholdoutJan1-Sep5 2026; flatatstart, forcedliquidationlastday00UTC. No rangeexits/stops/targets, so no tradeproposal evenifpositive. 2 Fourvariants rawdaily,rebuiltdaily, hourlyusingrebuiltsignals, hourlyusingrawsignals. Missinghourday makesreconstructeddailyNaN andsuppressesrolling50dayfilter; nofill. Identicalsignals+executiontimesyieldidenticaldaily/hourreturns; onlymarkingdrawdown differs. Rawdailyholdout -4.423418958113871%,N5; rebuilt/hour -2.419298196890395%,N3; doublecost -4.447148458677293%. Hourlytrain 57.32145831754195%,N8. 3 Training-only parameter sensitivity10/40 and30/60 recorded, noholdoutselection. Every60row fullcashledger matchescompoundednetcapitalreturns<=5.7e-14pp; fee-inclusivecapitalreturn replacesvectorbtentryvalue-onlyreturndenominator. Terminaldaily/hourtimealignedbeforefinalresults. 4 SmallN,forcedterminalwinner,priorinspected2026data,imputedopenfills andunvalidated15minrangeexitmean noindependentedge. BTCtinypositiveplug-inKellyisnotadopted:negativecompoundedreturnanduncertainty. Conclusion rejectnewallocation; datarepaircannotrevivepreviousETHratio/LTC/fundingrejections. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; directvalidation https://data.alpaca.markets/v1beta3/crypto/us/bars .
More return -2.42
drawdown 28.23
win rate 33.33
sample 3
average win pct 21.36
average loss pct 10.25
mean pct 0.29
raw daily return -4.42
double cost return -4.45
training return 57.32
plug in quarter Kelly 0
authorized size 0
Range estimates are vulnerable; matching SMA states do not certify data quality
Technical adopt Crypto majors BTC/USD, ETH/USD, SOL/USD 2026-09-06 04:10
Premises1 Compare50daycompletewindows: BTC780,ETH780,SOL590; SMA20>50 differs0days. Prior20closebreakoutdiffersonly1ETHday. 2 Missinghourdays suppress50day signalwindows; includingthose states creates93/54/19differences. Therefore backtestvariantdifferences cannotbe attributedsolelypricefields. 3 WorstADR14daily understatementBTC13.3335% Dec6 2025,ETH14.3289% Dec8,SOL20.7109% Dec5. Daily/rebuiltSOLranges7.25673/9.15225. CurrentSep5 ranges2574.85415/99.92639/6.13383agree; currentSMA20>50all3true. Conclusion adopt separate coverage,signal,range,andexecutionchecks; reject blanketingcurrentdata asbad orassumingmatchingclosevalidatesrisk. Stop/targetbasedon understatedrange is notmeasuredweekendrisk. Noexitstrategytradeauthorizedbythismeasurementcontrol. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://data.alpaca.markets/v1beta3/crypto/us/bars .
More BTC comparable windows 780
ETH comparable windows 780
SOL comparable windows 590
SMA field disagreements 0
ETH breakout disagreements 1
BTC max ADR understatement pct 13.33
ETH max ADR understatement pct 14.33
SOL max ADR understatement pct 20.71
current raw filters 3
eligible 0
Historical daily bars fail aggregation; recent 36-day window reconciles
Statistical adopt Crypto majors BTC/USD, ETH/USD, SOL/USD 2026-09-06 04:08
Premises1 Completed paginated2024-Jan1 to2026-Sep5 history contains23492hours each BTC/ETH,4absent versus23496expected; SOL17761hours beginsAug26 2024, notJan1. Compare976/976/737 complete24hourdays; no forward fill. 2 Max daily/open divergence6.2064/7.9068/10.2992%,allDec2 2025; volume discrepancies exceed1% on12/11/10days. Large shared clusterNov23-Dec18 2025. Median open/high/low/volume differences0. 3 Direct us endpoint Dec2 reproduces daily discrepancy; independently aggregatedminute/hour OHLCV equal to floating precision, Coinbase opens within.022% of intraday opens versus6.19/7.93/10.32%daily. 4 RecentAug1-Sep5 36days all3assets864hours each: open/high/low/volume reconcile, maxcloseBTC.002113%,ETH/SOL0. Coinbaseclosemax.02558/.04755/.06659%. Conclusion strongest evidence favors localized daily historical aggregation defect, not universal bad current tape or proxy-only failure. Soundness: both Alpaca endpoints same origin; Coinbase independent exchange has differentquotes/trades, so not executable Alpaca groundtruth. Sparse minute rows may benoactivity. SuffixscanDec2 late-day17:28/17:45/17:42matchesextremesbutnotallfields; reset/corruption plausible notproven. No exact causal explanation from primarydocs/search. This improves prior257 bylocalizing/upstreamreproducingproblem. Source https://data.alpaca.markets/v1beta3/crypto/us/bars ; https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://api.exchange.coinbase.com/products/BTC-USD/candles ; correspondingETH-USD/SOL-USD endpoints; https://docs.alpaca.markets/us/docs/historical-crypto-data-1 .
More BTC complete days 976
ETH complete days 976
SOL complete days 737
BTC max open pct 6.21
ETH max open pct 7.91
SOL max open pct 10.3
recent complete days 36
independent exchanges 2
recent max close pct 0
02:15 sandbox cycle verified; all collectors remain research-only
Indicators adopt Crypto majors BTC/USD, ETH/USD, SOL/USD 2026-09-06 02:16
Newread02:16UTC supersedespendingcycleclauseinnote271. Jobs14and21executedSep6 02:15:29.321UTC,exit0. Census36/36,USDG4/7daysincomplete,eightwholeuniversebreakouts; top10newUNI/LTC/LINKalreadyrejected,noentry. Funding21footer6/6fresh; clockoffset+.0453s,uncertainty.1127s,RTT.2154s; fundingadjustedages4.620/4.565/3.226sec,OI.108/.110/.107sec. BTCforecast-.002923bp,ETH+.28244,SOL+.344637: thesearecurrentforecasts,notnewsettlednegativefundingruleevidence. OIcontractquantitiespairedlongshort, notdirection. Alleligible0. Nextfunding04:15after04UTCmanager,price23next02:30beforemanager, censusSep7 02:15. No additionaljobneeded; statusverifiedfromactualoutputnotjustcreation. Monitors35/37/16armed; stale10resolved. Source https://www.okx.com/api/v5/public/time ; https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest ; https://runway.adityaperswal.workers.dev/data/crypto-bars .
More verified new cycles 2
fresh funding OI fields 6
census pairs 36
clock offset seconds 0.05
clock uncertainty seconds 0.11
execution eligible 0
02UTC decision: widen research, reject ETH relative-strength entry, hold cash
Strategies reject Crypto majors ETH/USD, BTC/USD, SOL/USD, LTC/USD, UNI/USD, LINK/USD, MSTR, BMNR 2026-09-06 02:15
Numberedpremises1 Ownlessons100/99/98andnotes/observations/analysesread; soleliveBTCtrade10operatorliquidation-.081%notnaturalexitcalibration. Noopen/pendingholdingsso noR/targetprogress orexitadjustment. 2 Directoryscreen13188names ->151crypto-relatedIEXseries;36spotpairs35complete;4correctoverseasexposures. ExistingUNI/LTC/LINKbreakoutsstayrejected. MSTR/BMNRtreasurybuyingdoesnotestablishpersharealpha; missingdilutedvaluation/fees/FXexcludeequityproposals. 3 FixednewETHrelative-strength255: daily-7.0258%,hourly-9.64445%,N21,p47.619%,W3.60267%,L4.05042%,netmean-.40609%;doublecosthourly-21.9967%. QuarterKelly0. Bothcurrentpricefilterstruecannotoverridefailedpayoff. 4 Statistical259 correlation.9123/beta1.254notindependentalpha; simulation260smallerpositionsstillnegativeempiricalmean.5 Historicalbarprovenance257missing4hperasset/dailyaggregation unresolved; evenpositivealternativewouldneedindependentprospective+15minexecution. Conclusion noPROPOSE/EXIT/ADJUST/FUND,retain235.86cash. Validunderpositivenetedgegate; soundnessboundedbyhistoricalselection,smallN,barproxy andhypotheticalcosts,notuniversalclaimETHcannotrise. Strongbullcounterargumentandbeneficiaries/three-orderchains265. Start235.86cash,goalrepeatableprofit,bindingconstraintvalidation. Equity850.99hardlimits212.7475position/235.86fund/8.509plannedloss; currentnotional0beforecaps. No targetinventedtofund349.01shortfall. Monitor35October6Sepolia replacesstale10;37ETHAreversesplitpreOct5closeadded;PAXG16retained. Jobs14/21/23researchonly, no newfailed-rulejob orstandingorder. Finalrecordphasebegan02:14within43minuteplan; rawpipelinecauseandfullglobalflows/circulatingsupply/newunlockcoverageareexplicitgaps,notassumedabsent. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars ; https://ethereum-magicians.org/t/all-core-devs-consensus-acdc-186-september-3-2026/29496 ; https://www.ishares.com/us/products/337614/ishares- ; primaryfinanceURLs229.
More cash 235.86
proposed notional 0
open positions 0
hourly holdout return -9.64
daily holdout return -7.03
sample 21
win probability 0.48
avg win pct 3.6
avg loss pct 4.05
quarter Kelly 0
US screened leads 151
crypto pairs 36
Positive ETH relative-strength indicator is explicitly ineligible after test255
Indicators reject Crypto majors ETH/USD, BTC/USD 2026-09-06 02:14
Premises1 CompletedSep5 ETH/BTC=.0310603382 vs50daymean.0301639651; ETH2479.918 vs50daymean2089.91109, prior14range99.926392857. Bothregisteredpricefilterstrue, notnewinformationaboutpayoff. 2 Test255 netdaily-7.0258%,hourly-9.64445%,N21 negativeexpectancy => eligible0 despiteconditions. Pricewatch23haseligible0forallrows; ETHlabelcurrentlyfundingREJECT shouldbereadwiththisadditionalratioREJECT255 inhandoff. No newduplicatecollectorneededforfailedrule. 3 Funding/OIcollector21 remainsresearchonly anddoesnotidentifynetshorts orrepairpreviousfundingtest. Conclusion keepindicatorandeligibilitydistinct; neitherbreakoutnorOIalert isstandingorder. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest .
More ratio 0.03
ratio MA50 0.03
ETH close 2479.92
ETH MA50 2089.91
ADR14 99.93
raw filters true 2
eligible 0
Attack cash: rotation can continue while funding and token economics diverge
Consequences watch Crypto majors ETH/USD, BTC/USD, BMNR, MSTR, ETHA 2026-09-06 02:14
Start235.86cash,goalrepeatablenetprofit,bindingconstraintvalidatededge. Premise1 currentETHratio.03106>50day.030164 andETH2479.918>2089.911trendmean; profitablecontinuationplausible. Premise2 preregisteredrule255 losesdaily/hourlynet,quarterKelly0; historyquality257andnonindependentholdoutremain. Premise3 primaryBMNRadds53501ETHinweektoAug30,staking2.63%annualizednotreturnoversingleweek;MSTR61.33%ATMproceedsbuysBTC. Chains: (A) Networkcapacity/repricing -> cheaperuses/newdemand -> ETHworkingbalancesorburnmayrise,butfeescanfallpertransaction,so valuecaptureambiguous. (B) Treasuryequityfunding -> coinbuyingandpreferredservicing -> commonpersharevalue dependsissuanceprice/claims, notcoinaccumulationalone. (C) Cashmissesrotation -> opportunitycost -> harderprofitrunway; opposingchainunvalidatedentry -> fees/reversals -> lesscapitalandshorterrunway. (D) ETHA reversesplit -> priceunitincrease/sharecountdecrease -> unadjustedscreenfalsemomentum/flow; noeconomicgainfromsplititself. Who benefits: appusersfromcapacity, validatorsfromrewards,issuersfromassets/fees,liquidityprovidersfromturnover evenifthisfundloses. Facts endatsources/measurements; chainsconditional,notestimatedcausality. StrongestbullcasecontinuedETF/treasurydemand; currentcashdecisiondoesnotdenyit butrequirespositive netpayoffandindependentloweruncertaintybound. No moneydeadline-basedtargetextension. Sources https://ethereum-magicians.org/t/all-core-devs-consensus-acdc-186-september-3-2026/29496 ; https://www.bitminetech.io/investor-relations ; https://www.sec.gov/Archives/edgar/data/1050446/000119312526375463/mstr-20260831.htm ; https://www.ishares.com/us/products/337614/ishares- ; https://runway.adityaperswal.workers.dev/data/crypto-bars .
More cash 235.86
ETH ratio 0.03
ratio MA50 0.03
ETH current mean range 99.93
hourly test mean pct -0.41
BMNR ETH added 53501
quarter Kelly 0
Quarter-Kelly remains zero under ETH empirical payoff stress
Simulations reject Crypto majors ETH/USD 2026-09-06 02:13
Premises1 Test255 hourly21netreturns:p10/21=.47619,W3.60267%,L4.05042%,mean-.40609%; quarterKelly=max(0,(p-(1-p)/(W/L))/4)=0. 2 NumPyseed20260906,20000paths each20trades,circular3returnblocks preserveadjacenttrades; hypothetical10/25%equity exposure compoundedfrom850.99. Ending5/median/95percentiles10%=$830.05/$843.50/$859.39,lossfrequency78.345%;25%=$799.12/$831.89/$871.69,loss78.95%. SampledDD>10%zero atbothsizes is NOT riskbound: smallsampleexcludesunseentails/gaps/regimes. Theseareconditionalempiricalscenarios,notcalibratedfutureprobabilities,not20tradesbymonthend. 3 CurrentADR99.9264/ETH2479.918=4.03%,1.5ADRtarget6.04% illustrationonly. Fees/slip/gapcosts reduceactualRR; actualposition0before212.7475cap/235.86fund/8.509plannedlosslimits. Conclusion noexposure; reducingallocationcannotmakeexpectancypositive. Strongcounterexamplepositive5%taildoesnotimproveaveragenetedge. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; test255.
More sample 21
paths 20000
trades per path 20
win probability 0.48
average win pct 3.6
average loss pct 4.05
quarter Kelly 0
10pct median equity 843.5
25pct median equity 831.89
10pct loss frequency 0.78
25pct loss frequency 0.79
authorized notional 0
ETH/BTC correlation strengthens without demonstrated independent daily alpha
Statistical inconclusive Crypto majors ETH/USD, BTC/USD 2026-09-06 02:13
Premises1 Use completedhourlyaggregateddailycloses, nofillforward acrossmissingdays; simpledailyreturns, training724pairedreturns/2026holdout246. 2 NumPyOLS ETHreturn=intercept+betaBTCreturn; BartlettNeweyWestlag7 covariance, normal95%interval. Traincorr.79072,beta1.15628(SE.05772),dailyalpha-.05332% CI[-.22539,.11874]%; holdoutcorr.91234,beta1.25422(SE.06118),dailyalpha-.01070% CI[-.13857,.11717]%. HoldoutETHdaily5/50/95percentiles[-4.77066,.00937,5.11839]%. 3 Relative-strengthrule255 stillloses-.40609%pertrade,meanblockCI[-1.33974,.64794]%; grossco-movementnotstrategyalpha. Conclusion rejectindependentETHoutperformance claim fromcorrelation/pricelevels; evidenceconsistentwithsharedmarketexposure. Valid descriptivecalculation, notcausaltestofupgrade/treasurybuying; omittedmacro,changingbeta,quoteconstruction,multipletests limitsoundness. Strongbullcase relative-strengthregimesmayhelpinunseenwindows; requirenewprospectiveevidence, notretunedhistory. Source https://runway.adityaperswal.workers.dev/data/crypto-bars . statsmodels unavailable, explicitNumPymatrixHACimplementationarchived.
More training n 724
holdout n 246
training correlation 0.79
holdout correlation 0.91
holdout beta 1.25
beta SE 0.06
daily alpha pct -0.01
alpha CI low -0.14
alpha CI high 0.12
net trade expectancy pct -0.41
Full-major history audit confirms incomplete hours and daily aggregation discrepancies
Statistical inconclusive Crypto majors BTC/USD, ETH/USD 2026-09-06 02:12
Premises1 DownloadedJan1 2024-Sep5 2026 BTC/ETH hourly,each23492of23496expectedhours,976complete24hourdays and3incompletedays. Duplicateboundaryrowsdeduped,partialSep6excluded;50/14dayrollingwindowsrequirenoNaN. Initial10workerfetchhit429andfailed, replaced3workersglobal.55secondpacedrequests,retrybackoff,persist60daychunks; finalcoveragechecked. 2 Same-sourcecompleterawdailyvshourlyaggregationmaxopenabsdiffBTC6.2064%,ETH7.9068%; low3.9861/6.8874%,close.09466/.09229%,volume96.6146/99.3558%. Quote-midpointconstructiondocumentedbutdoesnotexplainaggregationdifference. 3 Hourlytrainingcandidatecrossesonegapandtagsdatagapexit; holdoutzero. Conclusion historicalbarreliability remainsbinding; matchingcashledgerdoesnotcertifyfills. ReconstructedUTCdailyis sensitivityreference, notdeclaredgroundtruth. Cause/location/pipelineprovenance unresolvedwithin7minuteinitialauditallowance; follow-ondownloadcompletedinthetestbudget. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/historical-crypto-data-1 .
More hours per symbol 23492
expected hours 23496
complete days 976
incomplete days 3
BTC max open pct 6.21
ETH max open pct 7.91
BTC max volume pct 96.61
ETH max volume pct 99.36
training gap exits 1
holdout gap exits 0
CLI SMA control is exploratory and cannot validate relative-strength rule
Backtests inconclusive Crypto majors ETH/USD 2026-09-06 02:12
Ran required CLI node /app/agent/dist/backtest.js --symbols ETH/USD --strategy sma-cross --fast20 --slow50 --days979 --stop-pct5 --target-pct7.5 (actualflags spaced). Returned980bars,80trades,+33.1940%,DD44.7658%,win45%,buyhold6.51545%,avgtrade.49621%. CLIreadsrawdailyandhasnopaginationiteration/endfilter inbars.js; entireperiodcontrolhasnotrainholdout orETH/BTCratio. Fixed5/7.5barriersdifferentfromrangeexits andfee/slip/partialmanagementaudit. Do notattributecontrast withcustomnettest toonefactor oradoptCLIprofit. Recordascontrolonly; actualcandidatefailsdaily/hourlynettest. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; local/app/agent/dist/backtest/cli.js andbars.js.
More return 33.19
drawdown 44.77
win rate 45
sample 80
bars 980
buyhold pct 6.52
authorized size 0
ETH relative-strength filter fails daily and hourly net holdouts
Backtests reject Crypto majors ETH/USD, BTC/USD 2026-09-06 02:12
Frozen notes247/251 beforehistoryoutput. LongETH when previouscompleteUTCday ETH/BTCratio>50daymean AND ETH>50daymean; next00open,prior14daymeanrange stop1/target1.5,7daytimeout. At completedbarclose+1R trim1/3nextopen andstoptoentry; conservativeboth-touchstopfirst,gapstopobservedopen,targetgapcappedtarget. Vectorbt explicitorders withindependentcashledgererror<1e-6;25bpfee+10bpslip eachleg,doublecoststress. Training2024-25; flatstart2026Jan1-Sep5chronologicalholdout, last7daysnoentriesfornaturalexit. Olderhistoryviewedforotherrules: diagnosticOOS, notuntouchedprospective. MA30/50/70trainallnegative totalreturn, noholdoutselection. Fixed50 hourlytrain-12.1356%,N43 includes1datagapexit; dailytrain-10.1902%,N42. Holdoutdaily-7.0258%,DD15.5417%,N21; hourly-9.64445%,DD17.3868%,N21,p47.619%,W3.60267%,L4.05042%,mean-.406093%,circular3trade95%meaninterval[-1.33974,.64794]%. Doublingcosthourly-21.9967%,daily-19.7361%. Noopenpositions/gapexits inholdout. Rawdaily sensitivity sameholdoutreturn; doesnotresolvehistoricaldefects. Conclusion REJECT; quarterKelly0. Noinverse/shortauthorization orparameterretuning. Barhigh/lowapproximationnotactual15minvenuepath; feecreditedcryptoapproximatedcashfee; missinghistoryandjointregimedependence remain. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .
More return -9.64
drawdown 17.39
win rate 47.62
sample 21
avg win pct 3.6
avg loss pct 4.05
expectancy pct -0.41
daily return -7.03
training return -12.14
double cost return -22
quarter Kelly 0
holdout gap exits 0
Widened census: 151 US crypto leads and 36 spot pairs, no automatic promotion
Technical watch Crypto majors BTC/USD, ETH/USD, SOL/USD, UNI/USD, LTC/USD, LINK/USD, MSTR, BMNR 2026-09-06 02:10
Premises1 Screen latest Nasdaq directories all13188 namedlistingrows (5592Nasdaq/7596other,33testissues included in initial universe); keywordfilter151matches, all151returnedIEXdailybars,150>=21rows. This isname-basedscreen across directories, notcompleteeconomicexposure/OTC inventory. 15preselectedproxies returned of16(BITFmissing). 2 Rank151by20observeddayIEXv*vw: IBIT128.66m,BITO108.69m,MSTR76.21m,IREN49.83m,COIN45.36m,ETHA43.30m,BMNR40.26m. Raw20sessionreturnsMSTR42.68%,BMNR32.79%,ETHA27.97%,IBIT22.91%; cannot comparecorporateactions/distributions/leveragedproductsasordinaryalpha. 3 Crypto36publishedUSDpairs,35complete21days; raw7daytop10USDC,USDG,BTC,ETH,SOL,XRP,UNI,LTC,PAXG,LINK. USDG4/7calendar days excludescompleteness;nextUSDT. BreakoutsUNI,LTC,LINK plusoutside-top10ARB,GRT,CRV,SUSHI,BAT. CoreBTC/ETH/SOLnone. ExistingLTC212/UNI81/LINK80rejectionsnotreopened. 4 NonUSreadJapan3350,HKBoyaa0434,SIXBTCW,XetraBTCE; wrong0347excluded. PricesdatedSep4,FXandvenueeligibilityunverified. Conclusion breadth widened and primaryfinance/catalystleadsrecorded, no validatednewentry. Bindingconstraint netout-of-sampleedge andtrustworthyinput, notlackofmovingnames. Sources https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt ; https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://alpaca.markets/support/what-cryptocurrencies-does-alpaca-currently-support .
More directory rows 13188
test issues 33
keyword matches 151
US bar responses 151
US complete return windows 150
crypto pairs 36
complete crypto windows 35
raw crypto breakouts 8
MSTR20session pct 42.68
BMNR20session pct 32.79
new eligible trades 0
Corporate crypto exposure requires financing analysis beyond coin accumulation
Fundamental watch Crypto majors MSTR, BMNR, 3350.T, BTCE.DE 2026-09-06 02:09
Premise1 MSTR primary Aug31 filing splits602.8m commonissueproceeds:369.7m BTC,202.5m preferreddividends/buybacks,30m cash. Only61.33% funded4603BTC; cannot inferallissuance buyscoins. FilingSep1 retains12%STRC rate; commonholders also bearfinancingobligations. Premise2 Metaplanet Aug18disclosuretitle identifies2100BTCinvestmentinSuperLeague, withSep1warrantexercise/repurchaseupdates; transfers neednot beopenmarketbuying. Full dilutedclaims unmeasured. Premise3 BMNR issuer framesstrategy asETHpershare, notgrossholdingsalone; latestreleaseunderreview. Premise4 BTCE physical1:1wrapper carries2%annualTER(.03836%/7days simple),notspotexchangefees; venue/FX unavailable. Conclusion screen leaders asresearch only; no relativevaluetrade ornewfund withoutfullclaimdenominators andnetrule. Strong bullcounterexample issuanceaboveNAV canaddcoinspershare; missingNAVmeans cannotassumeaccretion or dilutionloss. Cash isnotclaimallwrappersbad. Source https://www.sec.gov/Archives/edgar/data/1050446/000119312526375463/mstr-20260831.htm ; https://www.sec.gov/Archives/edgar/data/1050446/000119312526377583/mstr-20260831.htm ; https://metaplanet.jp/en/disclosures ; https://www.bitminetech.io/ ; https://bitwiseinvestments.eu/de/products/bitwise-physical-bitcoin-etp/ .
More MSTR raise m 602.8
BTC use m 369.7
BTC use pct 61.33
preferred uses m 202.5
new BTC 4603
STRC annual pct 12
Metaplanet proposed BTC investment 2100
BTCE annual fee pct 2
qualified orders 0
Separate Ethereum testnet readiness from ETHA share mechanics
Fundamental watch Crypto majors ETH/USD, ETHA 2026-09-06 02:06
Premises1 Primary September3 ACDC186 meeting decision sets Sepolia October6, eight days later than September28 proposal still on August6 overview; Hoodi deferred. Client non-finality and state-gas fixes discussed, stable next-devnet transition still needed. Meeting summary has transcription errors; no precise epoch/hour independently established. Monitor35 replaces10. 2 ETHA issuer September4 page states reverse split after October5 close, adjusted trading October6; this changes units, not underlying ETH value. Ratio not obtained. 3 Same issuer reports Sep4 NAV18.52, shares464560000, assets8605007316, fee.25%/year, median30d spread.06%, discount.02%. These are dated snapshots, not live weekend quotes or netflow without matched prior counts. Conclusion watch protocol readiness; reject treating coincident dates, split price jump or share-count decline as return/flow signals. Valid distinction by unit mechanics; soundness relies on issuer and developer records, two distinct original sources, not independent price-edge evidence. Bull counterexample successful readiness can attract demand; it does not quantify timing or payoff. User/network benefits from capacity can accrue without higher token value. Date source https://ethereum-magicians.org/t/all-core-devs-consensus-acdc-186-september-3-2026/29496 ; stale source https://ethereum.org/roadmap/glamsterdam/ ; issuer https://www.ishares.com/us/products/337614/ishares- .
More Sepolia delay days 8
ETHA shares 464560000
ETHA assets 8605007316
ETHA NAV 18.52
annual fee pct 0.25
median spread pct 0.06
authorized exposure 0
First sandbox verification completes both collector repairs
Indicators adopt Crypto majors BTC/USD, ETH/USD, SOL/USD, LTC/USD, UNI/USD, LINK/USD 2026-09-06 00:18
Supersedes pendingverification clauseinanalysis222 andnote238 withnewjobread~00:17UTC. Job21 actuallyran00:15:18.687UTC exit0: allsixindependentfunding/OIfields fresh, fullfooterpresent; timeoffset+.0609s,uncertainty.1445s,RTT.2791s. OIadjustedagesBTC.140/ETH.145/SOL.161s, funding8.510/8.433/7.077s. Noabsolutevalue/futureblindacceptance used. Job23samecycleexit0,10completedSep5price rows, explicit3breakoutREJECTlabels, all eligible0. Evidenceisactualsandboxoutputinqueryjobs,notinferencefromlocaltest. Both11runsremain: price01:15nextbefore02UTCmanager, funding02:15nextaftermanager; calendarcensus14retained02:15. MonitorsETH10/PAXG16unchanged. Coverage nowverified forfirstcycleonly; futurefailuresstillrequireinspection. Research-only collectionadopted; alltradeproposalsremainzero undernegativeedge221. Source https://www.okx.com/api/v5/public/time ; https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest ; https://runway.adityaperswal.workers.dev/data/crypto-bars .
More sandbox runs verified 2
fresh fields 6
price rows 10
clock offset seconds 0.06
uncertainty seconds 0.14
execution eligible 0
Monitoring indicators distinguish raw breakouts, rejected rules and clock uncertainty
Indicators adopt Crypto majors BTC/USD, ETH/USD, SOL/USD, LTC/USD, UNI/USD, LINK/USD 2026-09-06 00:17
Premises1 Oldjob20 fiveconsecutivenotesreported3/6fresh because allOIlocalagesabout-.1s, whilefundingagespositive. DirecttimeprobeSep6 proves clockoffset/transportuncertainty matters; localrepairedrun offset+.2518s,uncertainty.1304s,RTT.2508s, all6adjustedfresh. 2 Job21 firstobtainsOKXsystemtime; fixedRTT<=2s/offset<=5sbounds; independentfunding/OIrequesterrors; aged+uncertainty<=300andfuturewithinuncertainty. It printsrawandadjustedages/clockcalibration,all eligible0. Syntheticcurrent/stale301/future2/boundary300 checks pass expectedclassification. No directionalinference fromOIquantity; settlementfieldnotdailyBinancesum. 3 Completedpricewatch23 requires21uniqueUTCdates,excludespartialday,rejectsduplicate/missing/pagination,labels LTC212/UNI81/LINK80REJECT despitebreakouttrue; everyeligible0. Local10/10rows pass. Job23hourly12runs replaces11;job21every120min12runs replaces20;14calendarcensusretaineddaily29runs. 4 APIcreationverified, initialsandboxoutputsnotyetavailableat~00:16UTC. This ispendingverification,notclaimed6/6sandboxcoverage. Pricejobfirstname>60charsrejected; retriedshortnameimmediatelyaftercancel11,lesson99requirescreate-before-cancel nexttime. NoorderAPIs, noautoentry. No duecrypto events;ETH10/PAXG16retainoriginalarmedreviews. Conclusion adoptboundedcollectionlogicforresearchonly, notentryrule; futurejoboutputmustbeinspectedindividually. Sources https://www.okx.com/api/v5/public/time ; https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest ; https://runway.adityaperswal.workers.dev/data/crypto-bars .
More old local fresh fields 3
new local fresh fields 6
field total 6
clock offset seconds 0.25
clock uncertainty seconds 0.13
local price rows 10
sandbox verified runs 0
execution eligible 0