Stats

Corrected2974 one-row train boundary: excludeDec31 2025 response crossingJan1. N496, correlation-.026123675,positive-flow nextNAVmean+.184456816%,nonpositive+.186261395%; known2026N173corr+.038952704 unchanged. Counterexample datepurge fixes only sampleboundary, not real-time publicationavailability or executableprice/costs. Conclusion no directionalforecast or newtradingrule adopted; no further tuning. Source issuerHistorical workbook https://www.ishares.com/us/products/333011/ishares-bitcoin-trust-etf DataDownload, fullURL inobservations26467–68.

Premise1 illustrative08:03asks plus10bp entryslip, completedSep11 ATR20 from24hour coherent days: BTC2437.141232,ETH98.988171,SOL5.676981. E/S/net3R residualT afterquarteratgross2R and25bpfees+10bpsellslip: BTC77340.627364/72466.344899/96073.380725;ETH2526.6241/2328.647759/3267.731902;SOL101.8017/90.447738/142.919380. These are NOT standingorders;SOLaskstale and allfreshentriesfalse. Target gains24.2211/29.3319/40.3900%. Premise2 historical2026 overlapping20dayMFE213windows P90BTC18.7696%,ETH23.8725%,SOL23.7150%; targets exceedP90. Unconditionalhigh excursion reaches respectivegains8.4507/8.4507/6.1033% ofwindows, notentry-conditioned odds or executablefills. Premise3 quarterfund29.785 modeledstoploss2.0443/2.4982/3.4804USD; fullfund119.14loss8.1772/9.9929/13.9216USD, ignoring gap-through beyond modeledslip. Strongcounterargument tailstrategies need rarelargegains; that is valid, but targetrarity cannot create a missingentry. Conclusion measuredwide stops andcosted3R are reviewable if a freshqualifiedevent occurs; do not place these stale illustrativelevels now, and do not tightenstop to manufacture3R. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

Agency originals verifiedSep12: Sep14/15 BLS and displayedCensus calendars no listed release; bounded US calendars, not exhaustive global/FDA/earnings calendar. Sep14FedCP17UTC,H10/H1520:15UTC;Sep15CP17UTC,H1520:15UTC and firstdayFOMC. DecisionSep16 18UTC/pressconference18:30UTC, notTuesday. Arc issuer schedulesSep16 publicmainnet, existing104/307 retained. Crypto has no earnings/FDA-driven position; otherfund monitors are not crypto trade instructions. First-order hypothetical easierpolicy/incremental stablecoin issuance supports marginalrisk capacity; counterexample alreadypriced policy or payment-only flows. Second-order funding/leverage may expand and majors co-move (hourlyBTCETH.888/B TCSOL.838); arbitrageurs, lenders and incumbent holders may benefit, leverage can amplify reversal. Third-order concentratedweekend exposure plus delayed15min exits produces gap losses; weekdayETF redemptions and Arc activity can confound attribution. Opposing evidence: IBITtwo daily outflows but5session+526.62m,USDC7day-.25bn but30day+2.02bn. Conclusion watch actual primaryrelease and fresh policy-specificentry; no macrocalendar-only limitorder. Sources https://www.bls.gov/schedule/2026/09_sched.htm ; https://www.census.gov/economic-indicators/calendar-listview.html ; https://www.federalreserve.gov/newsevents/2026-september.htm ; https://www.arc.io/blog/arc-mainnet-goes-live-on-september-16-2026 .

DescriptiveOLS next-sessionNAVreturn on contemporaneous fractionalshareschange from primary issuerHistorical workbook; no execution rule/backtest. 2024–25trainingN497 corr-.026228,beta-.001625,positive-flow nextmean+.192300% versus nonpositive+.186261%. Known2026N173corr+.038953,beta+.328987,positiveflow nextmean-.025226% versus nonpositive-.065636%. Two missing historical shares createNA,notzeros. Premise1 small signed correlations switch sign; premise2 in-sample slope change is not causal evidence; premise3 actual publication timestamp unavailable and finaltraining observation's forwardreturn crossesJan1 byone session, so split not pristine. Counterexample data may contain nonlinear longer horizon information; this limited diagnostic cannot reject everyflowstrategy. Conclusion do not act on aggregateIBITflowalone or select threshold fromknown2026. Source https://www.ishares.com/us/products/333011/ishares-bitcoin-trust-etf DataDownload; fullURL in observations.

This updates2967's earlier retrieval gap: issuer DataDownload recovered675 Historical rows,2missing share entriesNA. Sep11shares1,386,800,000 vsSep10 1,387,360,000=>-560000; multiplySep11NAV43.71244=>estimated-24.478966mUSD. Sep10estimated-19.216575m. Last5sessionsSep4/8/9/10/11 net+526.617507m,average+105.323501m/session;last20+2.911974bn. Facts: changes in shares andNAV; inference: creation/redemption dollar proxy, not actual cash receipt or spottrade timing. Holdings tab labeledSep10 reports1,386,800,000, same asSep11Historical and inconsistent withSep10Historical; do not mix sheet vintages. Premise1 recent daily redemptions coexist with positive longer flows; premise2 price appreciation alone cannot estimate flows; premise3 no mapping from these delayed public observations to an executable BTC edge. Counterexample underlying buying can precede publication and creations can be in-kind. Conclusion mild recent outflow context, no causal return prediction or new order. Source https://www.ishares.com/us/products/333011/ishares-bitcoin-trust-etf DataDownload (fullURL in observations).

Premise1 start119.14USD crypto allocation/850.99 account, equal-third BTCETHSOL hypothetical basket, no actual position. NumPyseed91208,10000paths16hours to next research run, contiguous6hour joint blocks sampled from6091 complete blocks Jan1–Sep12; preserves intrablock serial/crossasset dependence, ignores longer regimes. Mean basketreturn-.037462%,P1-6.000627%=-7.149147USD,P5-3.637240%,P95+3.634198%. Worst intermediate simulated basket mark-11.815274%. No simulated terminal loss above25.5297USD(3%equity), but zero/10000 is not impossibility. Premise2 full fund25%crash costs29.785USD=3.50004%account; quarterfund29.785 would lose7.44625USD on same shock and29.785 if total impairment. Neither stopchecks nor bootstrap bound tail losses. Simulation excludes fees, stops, targets and entry conditioning; not a backtest, target odds, or Kelly evidence. Conclusion use joint exposure budget and fresh measured stops when a qualified entry occurs; actualsize0 because event absent, not because this simulation predicts loss. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .

Premise1 2026Jan1–Sep12 07UTC hourly venue bars, reindexed and missing1hour per coin,6101 valid returns each; actual23UTC closes yield daily return series, no filling. Hourly logreturnSD BTC.468478%,ETH.622116%,SOL.671698%; weekends.331830/.490827/.589622 versus weekdays.512833/.667232/.701739. Lower weekend typical variance can coexist with poor quote depth and extreme gaps. P1 simple hourly returns BTC-1.323930%,ETH-1.918972%,SOL-1.940170. DailySD2.434355/3.323474/3.337775%. Premise2 BTCETHcorr.888000,BTCSOL.837910,ETHSOL.849084. OLS hourly alt onBTC betaETH1.179221/SOL1.201385; intercept-.000204/-.000914% perhour, no uncertainty-adjustedalpha claimed. Counterexample regime changes and omitted crashes defeat extrapolation. Conclusion majors are substantially one risk exposure; neither lower weekend variance nor cash pressure warrants a tight stop. Current entry remains absent. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .

Premise1 direct OKX history100 realized8hour settlements Aug10 08UTC–Sep12 08UTC, latest ranked only against99 prior. BTC latest.855375bp/median.646500/P95 1.0=>69.69697percentile; ETH.463076/.679862/1.0=>36.363636;SOL.871952/.121511/1.0=>75.757576. Period sums62.640955/62.307298/23.329550bp (0.626410/0.623073/0.233296% of constant notional, not leveraged equity return). Counterexample latest SOL is above its median, but not aboveP95; positive is not extreme. History is one venue and one recent month; caps/ties at1bp affect percentile; no pooled-exchange inference. Premise2 contemporaneous coinOI27451.11BTC/633924.129ETH/2784353.63SOL is quantity rather than dollar-price effect; no long historical OI percentile available. Conclusion no funding-reversal signal adopted; collecting prospective readings continues. Sources https://www.okx.com/api/v5/public/funding-rate-history ; https://www.okx.com/api/v5/public/open-interest .

Premise1 Circle Sep10 issuer reports circulation74.06bnUSD,7day issuance6.66/redemption6.91=>net-.25bn (-35.714m/day);30day38.06/36.04=>+2.02bn (+67.333m/day). Seven-day contraction and monthly expansion can both hold; issuance not automatically speculative spot demand. Sep12 Llama74.462450bn includes different cutoff/definition, no contradiction forced. Premise2 IBIT Sep11 shares1.3868bn/NAV43.71/netassets60.6204bn are stock measures; Sep10close43.68 and volume31.196m are older. No confirmed consecutive primary shares data yet, no claim of fresh ETF creation flow. Premise3 Aug5 Arc original still schedulesSep16 publicmainnet and claims>100 private-mainnet ecosystem/institutional builders; USDC gas, permissioned validators. Adoption requires incremental native liquidity, paid activity and retained users; ETH/SOL/UNI price capture is unproven. Who benefits: Circle may earn reserve income and app providers transaction revenue; migrating existing balances can benefit infrastructure without net new crypto demand. Counterargument: stablecoin expansion can support a later trend surge; facts do not establish timing or signed return. Conclusion keep Arc104/307, no liquidity-only order. Sources https://www.circle.com/transparency ; https://stablecoins.llama.fi/stablecoin/2 ; https://www.ishares.com/us/products/333011/ishares-bitcoin-trust-etf ; https://www.arc.io/blog/arc-mainnet-goes-live-on-september-16-2026 .

Reuse audited C91204 experiments2883/2884/2897/2899, not a rerun or new independent sample. Policy: prior20dayHIGH breakout then halfATR pullback within3days, next exact open,2ATR20 stop,20day timeout;25bp credited-coin entry fee and USD exit fee,10bp slip eachside/30bp stress. Point-check15minute exit proxy:25% sale at gross+2R, remainingstopentry, residual target solved for net3R. Hourly train2024–25 return42.312262%,DD37.521903%,win7/13,oneopen; known2026holdout19.206747%,DD14.542745%,3/3wins,oneopen,stress17.549943%. Daily coherent control training-27.126920%;holdout-1.925730%N2/stress-2.707198%. Eighteen missing15min checks inside hourly holdout trades are bounded away from thresholds by larger bars; retain modeled gains, not literal executablequote validation. Required CLI prior2942 is prior20CLOSE/sameclose/noexplicitcost/partialdaily diagnostic, not this policy. Premise1 favorable hourly outcome is a lead; premise2 daily disagreement, known holdout and training trade-meanCI[-3.77,12.80]% limit confidence; premise3 latest new entry absent. Conclusion no new order; preserve candidate without selecting new parameters or inflating N. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

Premise1 refreshed 36-pair published USD census on seven completed UTC days through Sep11 ranks USDC/USDG/BTC/ETH/LTC/XRP/SOL/HYPE/LINK/UNI. USDG2/7 days incomplete, not proven live Assets inventory. Premise2 07UTC completed hourly close/prior480HIGH: BTC77260.8/82233.502538,ETH2523.0075/2664.8535,SOL101.645/110.5357,LTC54.05235/59.34355,XRP1.36914/1.54995,HYPE79.085/89.995471,LINK11.5695/13.677,UNI6.35425/7.4795; all windows complete, all false. ETH daily close2516.066 exceeds prior20CLOSE2515.445, a different rule from hourlyHIGH. Premise3 ETH first recent breakout available Sep11 14UTC and halfATR pullback22UTC; no new arm as of08:03 collection. Strong counterargument: positive long trend and hourly pullback holdout gains support exposure; response: buying now substitutes untested late entry for next-open execution. Prior studies2883/2884/2897/2899 retained, not refitted. No holdings to review or exits to move. Conclusion size0 under current119.14cap, cash specifically for absent fresh policy-matched entry; counterfactual opportunity cost remains. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .

Startaccount850.99,crypto153.18cash,noholdings/queuedcryptoorders;goalpositiveexecutableexpectancy,notmonthshortfall349.01. Premise1 all8volatiletop-volume namesbelowprior480HIGH;ETHonlyeventavailableSep11 14UTCbreakout/22UTCpullback,bothalreadyretrospective,nofresharm. Premise2 C91206frozen216costed20HIGH/10LOWcomparatorcellsprovidecontext,notmanaged3Rvalidation:ETHknownholdoutdaily-4.867204%,hourly-.489511%;BTCpositive18.257988/17.935419%withoneopenposition;smallclosedNandtrainingmeanCIsstraddle0. PriorC91204managedETHpullback42.312train/19.207holdoutN3plus1open retained,notreplaced. Premise3 actual23UTCcloseSMA200placesall3majorsaboveaverage;NAfullOHLCcontrolisnotbearishproof. Premise4 joint15min20dayETHbootstrapmean-.390561%,target3.35%,stop53.35%unconditional;thiscannotestablishconditionalpullbackodds. Strongcounterargument:cashmissesfat-tailtrendandBTCcomparatorhaspositivehistory;answerfreshentryandvalidatedexitsmustmatchtherule,notbuyafterthefact. Validity:conclusionnoorderfollowsfromabsenttimelyentry,notfromcertaintyallstrategiesfail. Soundness:sourcebars/recentreceiptsverified,quotehistory/actualfees/ETFflows/unseencrashesremainlimited. Actualsize0;fundcap153.18,quarterillustration38.295,normal3%equity25.5297. NoFUNDproposal:workfitscrypto. Collector240/241/242actualEND06:16exit0verified;fiveactiveownjobs14/25/240/241/242,cutoff10:30,next08UTCmonitor324,319resolved. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-trading ; https://www.circle.com/transparency .

Facts: CircleasofSep10 USDCnet7day-.25bn,net30day+2.02bn;OKXlocal06:04fundingforecastBTC.7795/ETH.8068/SOL.7433bp,settled.3247/.2743/.6055bp;OIcoin27317.297/631878.744/2768455.39. These areonevenuequantitiesandforecastsettlementrates,notnormalizedhistoricalextremes. Premise1 positivefundingmeanslongspayifrealized,notautomaticcrowding. Firstorderhypothesis: redemptionorleveragereductioncanwithdrawliquidity;beneficiariesincludeuncrowdedbuyersandcashholders. Counterexample:issuancenetpositive30daysandstablecoinredemptionmayreflectpaymentuse. Secondorderhypothesis:sharedliquidityshockhitsmajorsjointly;supportis2026corrBTCETH.9111,BTCSOL.8789,notcausalproof. Thirdorderhypothesis: thinnerweekendquotesand15mincheckgapsmagnifyrealizedlossrelativetostoplevel,justifyingcorrelatedcapandstress;cashcanalsomissafat-tailrally. Noissuerfee/adoptiondataorETFcreationtime-seriesestablishincrementalspotbuyingthisrun. Conclusion factualcontextsupportsmonitoringandjointstress,notaneworderorindependentfund. ExistingArclaunchmonitors104/307preserved;noassumedlaunchoutcome. Sources https://www.circle.com/transparency ; 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 .

Premise1 use fractionalreturns,notRunitsblindly: fhalf=.5*(p/meanloss-(1-p)/meanwin). Baseline20HIGH/10LOWtraining:BTCdailyN10p.30,W31.267139%,L6.995177%,f1.024949;BTChourlyN13p.307692,W25.656397%,L6.437934%,f1.040491. ETHdailyN12p.416667,W14.580065%,L12.532606%,f-.338118;ETHhourlyN14p.428571,W22.083105%,L11.770743%,f.526680. SOLdailyN7f-.937562,hourlyN8p.5,W9.740927%,L6.614635%,f1.213007. Premise2 positiveplug-inscap153.18fund(min212.7475venue,850.99*f),negativecap0;quarterfundillustration38.295. Counterexample:alltrainingmeanCIsstraddle0,3assetscorrelated,trainingN7–14,unseenlefttailandactualmanaged3Rpolicyuntestedbythiscomparator. Plug-infractioncanexceed1becausepayoffreturnsarefractions,notpermissionforleverage. Conclusion actualsize0becausefreshentryabsent;noallocationfromtheseestimatesandnocapitalrequest. KeeppriorETHpullbackstudyseparateandneverusemonthshortfall349.01asinput. Goalpositiveexecutableexpectancy;bindingconstrainttimelyqualifiedentryandsoundpolicy-specificpayoffs,notfundingneed. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .

Premise1 coherentcompletedUTCdailyreturns2024-25trainingversus2026throughSep11holdout. ETH/BTCcorr .790720→.911085,SOL/BTC .769173→.878901,ETH/SOL .767210→.879675. OLSaltreturn=constant+betaBTCreturn:ETHtrainN724beta1.156279,holdoutN252beta1.252137;SOLtrainN486beta1.452620,holdoutN252beta1.205607. 2000ten-observationmovingblockbootstrapseed912064 holdoutbetaCIETH[1.160094,1.380073],SOL[1.117952,1.328144]. DailyinterceptETH .011985%CI[-.125653,.109094],SOL .000076%CI[-.217052,.197179];noindependentinterceptedge. HoldoutannualizedvolETH63.913068%,SOL63.791445%. Counterexample: correlation/betaarerecentassociation,notstablecrashhedgesorcausalpredictions;pairwisemissingrowsdroppedandSOLshorterhistory. Conclusion BTC/ETH/SOLmustshareasystemicriskbudgetratherthanthreeindependentKellybets;supports jointsimulation2930–31,notanentrysignal. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .

Premise1 sourcecollector actualEND06:01/locally06:04: all8volatilecoinsinlatest7dayvolumetop10 belowprior480calendarhourHIGH on05UTCbarcompleted06UTC. BTC77199.993<82233.502538;ETH2511.935<2664.8535;SOL101.6<110.5357;LTC53.82085<59.34355;XRP1.36405<1.54995;HYPE78.61<89.995471;LINK11.5088<13.677;UNI6.22845<7.4795. All480hourwindowscomplete. ETHonlyrecentbreakoutavailableSep11 14UTC,pullback22UTC;nowarmedNone. Premise2 frozenoldbreakout2632.27965/S2456.252663/T3223.796841through05:45barN64missing0,low2506.24,high2664.8535,marked-4.571879%,-.683672R;pullback2516.639125/S2327.78978/T3143.83652,N32missing0,low2506.24,high2523.0025,marked-.186921%,-.024909R. Zero stop/target/+2Rtouches inboth,closedN0;liquidationproxies-5.143375/-.784677%. Counterexample: trendispositiveandmissedupsidecouldresume;thatdoesnotcreatenextopenentrynow. Conclusion unchangedcash153.18,nofundholdingsorqueuedcryptoorders. Frozenpaths timeoutOct1 14/22UTC retained asretrospectiveonly. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .

Premise1 a missing intraday hour invalidates that day's fullOHLC but neednot invalidate the actual23UTC hourlyclose. Strictcomplete-daySMA200 producedholdoutknownBTC57/ETH0/SOL0 of254days; unavailableSMAwasexcluded,notclassifieddowntrend. Usingonlyobserved23UTCcloses restoresknownBTC254/ETH254/SOL136; no inventedprice. Currentclose-onlySMA200BTC70029.327970/ETH2052.467578/SOL82.927420;lastdaily77212.8315/2516.066/102.4335 allabove. Premise2 fixedlaggedSMA200 x20dayRVabove/belowtrainingmedian;5dayforwardreturns,20daymovingblockbootstrap2000seed912063. ETHabove/highvolholdoutN18mean+.456754%,CI[-.010649,5.044629]%;SOLabove/lowvolN15mean+3.592143%,CI[2.615704,11.197233]%;BTCabove/lowvolN2 notinference. Counterexample: smalloverlappinglate-periodclusters anduncorrectedmultiplecomparisons; costs/entries/3Rnotmodeled,associationnotedge. Conclusion retainpositivecurrenttrendcontext withoutturningdataabsenceintobearsignal oradoptingbestregimecell. Frozen216backtestsremainstrictcontrol;thiscorrectedfeaturestudyseparate. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars .

Ran required CLI --strategy breakout --lookback20 --days980 onBTC/USD,ETH/USD,SOL/USD. BTCreturn46.460751%,DD14.692428%,win34.328358%,N67;ETH40.761782%,DD24.943256%,win30.909091%,N55;SOL72.151727%,DD18.795394%,win52.777778%,N36. Inspected strategies.ts/engine.ts:prior20CLOSE threshold,samecloseentry,noexplicitfees/noheldoutwindow,currentpartialdailybarincluded;SOL748barsversus981majors. Premise gross performance is diagnostic only;counterexample ETHcostedHIGH/nextopen2026daily-4.8672%,hourly-.4895% and these also lackmanaged3R. Conclusion no cross-policy borrowing of CLIreturnsfororders. Source https://runway.adityaperswal.workers.dev/data/crypto-bars . CLIandrawstatssavedinobservations;notadoption.

Premise1 preregistered prior20calendar-dayHIGH breakout,prior10dayLOWexit,fillfollowingOPEN,longcashonly,fees25bp/slip10bp eachside,stress30bp. Hourly uses480HIGH/240LOW calendarhours. No stops/targets/partial management: diagnostic comparator,not user's executable3Rpolicy or previousETHpullbackpolicy. Train2024-2025 (SOL starts2024-08-26),resetcashJan1,known2026holdoutthroughSep1206UTC;2026alreadyresearched,not untouchednewOOS. Train return9.334791%,DD36.795757%,N8,win50%,meanCI[-4.938225,8.002702]%. Holdoutmarked return1.322187%,DD24.525746%,closedN4,win0%,mean-5.897838%,CI[-7.941673,-3.062724]%,openN1;stressreturn-0.484906%. Premise2 all9lookback15/20/30 x SMA0/100/200cells retained;holdoutbasecost range-2.935467to19.188094%. MeanCI5000IIDtradebootstrap,smallNandmultiplecomparisonsunadjusted. Counterexample: markedopenprofitcanmaskclosedlosses;strictrollingSMAbecomesunavailableaftergaps,N0isnotvalidation. Conclusion no winningparameterchosenfromholdout and no currentlateentryauthorized. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ;fees https://docs.alpaca.markets/us/docs/crypto-trading . All216cellfiguresobservations26302–26325.

Premise1 preregistered prior20calendar-dayHIGH breakout,prior10dayLOWexit,fillfollowingOPEN,longcashonly,fees25bp/slip10bp eachside,stress30bp. Daily OHLC reconstructed only from24completehours. No stops/targets/partial management: diagnostic comparator,not user's executable3Rpolicy or previousETHpullbackpolicy. Train2024-2025 (SOL starts2024-08-26),resetcashJan1,known2026holdoutthroughSep1200UTC;2026alreadyresearched,not untouchednewOOS. Train return-10.120708%,DD42.459529%,N7,win42.857143%,meanCI[-8.221019,5.529944]%. Holdoutmarked return4.581108%,DD17.406778%,closedN3,win0%,mean-4.373566%,CI[-5.151662,-3.875026]%,openN1;stressreturn3.12758%. Premise2 all9lookback15/20/30 x SMA0/100/200cells retained;holdoutbasecost range0to19.561908%. MeanCI5000IIDtradebootstrap,smallNandmultiplecomparisonsunadjusted. Counterexample: markedopenprofitcanmaskclosedlosses;strictrollingSMAbecomesunavailableaftergaps,N0isnotvalidation. Conclusion no winningparameterchosenfromholdout and no currentlateentryauthorized. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ;fees https://docs.alpaca.markets/us/docs/crypto-trading . All216cellfiguresobservations26302–26325.

Premise1 preregistered prior20calendar-dayHIGH breakout,prior10dayLOWexit,fillfollowingOPEN,longcashonly,fees25bp/slip10bp eachside,stress30bp. Hourly uses480HIGH/240LOW calendarhours. No stops/targets/partial management: diagnostic comparator,not user's executable3Rpolicy or previousETHpullbackpolicy. Train2024-2025 (SOL starts2024-08-26),resetcashJan1,known2026holdoutthroughSep1206UTC;2026alreadyresearched,not untouchednewOOS. Train return16.493028%,DD41.889093%,N14,win42.857143%,meanCI[-6.826896,12.704494]%. Holdoutmarked return-0.489511%,DD22.644888%,closedN5,win40%,mean1.326191%,CI[-5.247297,10.986248]%,openN1;stressreturn-2.654456%. Premise2 all9lookback15/20/30 x SMA0/100/200cells retained;holdoutbasecost range-12.836788to13.949464%. MeanCI5000IIDtradebootstrap,smallNandmultiplecomparisonsunadjusted. Counterexample: markedopenprofitcanmaskclosedlosses;strictrollingSMAbecomesunavailableaftergaps,N0isnotvalidation. Conclusion no winningparameterchosenfromholdout and no currentlateentryauthorized. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ;fees https://docs.alpaca.markets/us/docs/crypto-trading . All216cellfiguresobservations26302–26325.

Premise1 preregistered prior20calendar-dayHIGH breakout,prior10dayLOWexit,fillfollowingOPEN,longcashonly,fees25bp/slip10bp eachside,stress30bp. Daily OHLC reconstructed only from24completehours. No stops/targets/partial management: diagnostic comparator,not user's executable3Rpolicy or previousETHpullbackpolicy. Train2024-2025 (SOL starts2024-08-26),resetcashJan1,known2026holdoutthroughSep1200UTC;2026alreadyresearched,not untouchednewOOS. Train return-24.66415%,DD50.545173%,N12,win41.666667%,meanCI[-9.572975,7.246572]%. Holdoutmarked return-4.867204%,DD17.451183%,closedN3,win0%,mean-5.049061%,CI[-9.724302,-2.115529]%,openN1;stressreturn-6.189414%. Premise2 all9lookback15/20/30 x SMA0/100/200cells retained;holdoutbasecost range-12.839698to11.294846%. MeanCI5000IIDtradebootstrap,smallNandmultiplecomparisonsunadjusted. Counterexample: markedopenprofitcanmaskclosedlosses;strictrollingSMAbecomesunavailableaftergaps,N0isnotvalidation. Conclusion no winningparameterchosenfromholdout and no currentlateentryauthorized. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ;fees https://docs.alpaca.markets/us/docs/crypto-trading . All216cellfiguresobservations26302–26325.

Premise1 preregistered prior20calendar-dayHIGH breakout,prior10dayLOWexit,fillfollowingOPEN,longcashonly,fees25bp/slip10bp eachside,stress30bp. Hourly uses480HIGH/240LOW calendarhours. No stops/targets/partial management: diagnostic comparator,not user's executable3Rpolicy or previousETHpullbackpolicy. Train2024-2025 (SOL starts2024-08-26),resetcashJan1,known2026holdoutthroughSep1206UTC;2026alreadyresearched,not untouchednewOOS. Train return30.449462%,DD34.232668%,N13,win30.769231%,meanCI[-5.327741,13.821846]%. Holdoutmarked return17.935419%,DD12.151445%,closedN3,win33.333333%,mean0.4253%,CI[-2.628821,6.359096]%,openN1;stressreturn16.296286%. Premise2 all9lookback15/20/30 x SMA0/100/200cells retained;holdoutbasecost range0to17.935419%. MeanCI5000IIDtradebootstrap,smallNandmultiplecomparisonsunadjusted. Counterexample: markedopenprofitcanmaskclosedlosses;strictrollingSMAbecomesunavailableaftergaps,N0isnotvalidation. Conclusion no winningparameterchosenfromholdout and no currentlateentryauthorized. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ;fees https://docs.alpaca.markets/us/docs/crypto-trading . All216cellfiguresobservations26302–26325.

Premise1 preregistered prior20calendar-dayHIGH breakout,prior10dayLOWexit,fillfollowingOPEN,longcashonly,fees25bp/slip10bp eachside,stress30bp. Daily OHLC reconstructed only from24completehours. No stops/targets/partial management: diagnostic comparator,not user's executable3Rpolicy or previousETHpullbackpolicy. Train2024-2025 (SOL starts2024-08-26),resetcashJan1,known2026holdoutthroughSep1200UTC;2026alreadyresearched,not untouchednewOOS. Train return32.167365%,DD32.754193%,N10,win30%,meanCI[-6.573376,17.652511]%. Holdoutmarked return18.257988%,DD10.252513%,closedN2,win50%,mean0.047637%,CI[-4.104569,4.199843]%,openN1;stressreturn17.081765%. Premise2 all9lookback15/20/30 x SMA0/100/200cells retained;holdoutbasecost range0to18.257988%. MeanCI5000IIDtradebootstrap,smallNandmultiplecomparisonsunadjusted. Counterexample: markedopenprofitcanmaskclosedlosses;strictrollingSMAbecomesunavailableaftergaps,N0isnotvalidation. Conclusion no winningparameterchosenfromholdout and no currentlateentryauthorized. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ;fees https://docs.alpaca.markets/us/docs/crypto-trading . All216cellfiguresobservations26302–26325.

Start850.99account153.18cryptocash,positionvenuecap212.7475,fundcap153.18. Hypothetical equal51.06USDmajors portfolio and38.295ETHquarterfund probe,not orders. Premise1 same joint bootstrap asC91206 exit study:48hbook mean-1.011511,P1-13.055955,worst-15.532567USD. Premise2 twenty-day15min P1-14.906163,worst-16.577630;60minP1-15.606363,worst-17.917748USD. 3%equity25.5297 breach0samplepaths; zero sample breaches is not guaranteed safety. ETH38.295probe20dayP1-3.799714,worst-4.333579USD;BTC/ETH/SOL simultaneous30%gap beforestop loses45.954USD,5.4%account onfullfund beforecosts,11.4885USD/1.35%account onquarterfundETH. This hard scenario exceeds historical bootstrap support. Counterexample to diversification: majors share liquidity shocks. Conclusion capcorrelatedexposure and derive halfKelly from independently observed strategyreturns;unconditionalnegativebootstrapmean alone supportszeroKelly but cannot prove conditionalrulezero. Currententryabsent independently setsactualsize0;shortfall349.01doesnotenterformula. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .