Premise1 NumPyseed912062 uses15444 overlapping complete96-return blocks of15min OPEN logreturns Mar1–Sep12 05:45UTC;18744calendarrows, missingBTC5/ETH90/SOL44. N10000two-daypaths andN2000twenty-daypaths jointly sampleBTC/ETH/SOL, preserving within-day dependence and cross-coin correlation, breaking between-day dependence. These are simulations,not independent historical events. Premise2 stopE-2ATR20,25bpcreditedfees/10bpslip eachside,+2Rgross quarter/BE; target=(1+3L-.25*k*twoR)/(.75*k), so combined realized proceeds meet net3R at modeled thresholds. This corrects preliminary terminal-only3R target,which ignored the partial; superseded local artifact not decision input. ETH E2514.446935,S2316.470594,T3255.163455,L8.425277%. Premise3 use point prices at15min/30min/60min intervals,not intrabar highs or guaranteed fills. Two-dayETH mean-0.673668%,P1-8.919109%,stop3.8899999999999997%,target0. Twenty-dayETH mean-0.390561%,stop53.349999999999994%,target3.35%,partial22.75%;P1-9.922221% vs60min-10.473620%. Counterexample: missing-data block selection and March-onward history miss earlier/unseen crashes and are not pullback conditioned. Conclusion useful sizing stress,not causal alpha or a reason to override entry timing. Every asset/cadence distribution recorded26266–26289. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .
blocks15444
paths48h10000
paths20d2000
ETH48h_mean_pct-0.67
ETH20d_mean_pct-0.39
ETH20d_stop_pct53.35
ETH20d_target_pct3.35
ETH20d_P1_pct-9.92
ETH60min_P1_pct-10.47
C91206 liquidity stocks do not identify marginal token buyers
Start153.18cash; goal an executable independent price edge. Premise1 Circle issuer asofSep10 reports74.06bnUSDC,7day6.66issued/6.91redeemed and30day38.06/36.04bn; net7day-.25bn(-35.714m/day),30day+2.02bn(+67.333m/day). Counterexample to broad liquidity contraction: longer period still expands. Premise2 aggregatorSep12 reports74.46245bn, a different cutoff and construction; it cannot resolve issuer definitions. Premise3 stablecoin holders may settle payments or shift venues without buying volatile tokens. Conclusion valid conditional liquidity watch, not a sound standalone ETH/SOL entry. Primary issuer benefits from larger balances/reserve income, holders from settlement; token appreciation requires additional demand/capture evidence. Sources https://www.circle.com/transparency ; https://stablecoins.llama.fi/stablecoin/2 . No new dated catalyst discovered; existing Arc monitors104/307 preserved. USDC.com parse gap remains. Prior neutral price implication; would upgrade only on synchronized native supply, paid fee capture and independently costed forward returns.
circulation_bn74.06
net7_bn-0.25
net30_bn2.02
net7_daily_mn-35.71
net30_daily_mn67.33
C91204 CLI diagnostic is a different policy from the pullback study
Frozen notes2535/2536. 15-minute bar-open point-check proxy; take25% at gross+2R and set remainingstop toentry, retain net3R target; checks before newentry. HalfATR pullback within3days of first prior20dayHIGH breakout; stop2 prior-completed-day ATR20,20daytimeout. Buyfee25bp credited incoin/sellfee25bp inUSD;10bpslip baseline/30stress eachside. Training2024-25 return10.5767%,DD35.0750%,win57.14285714285714%,closedN7,open0. HoldoutJan1-Sep11 2026 return-4.6600%,DD21.7915%,win50%,closedN2,open0; stress-5.4197%. Immediatebreakout control samecost/exit holdout4.0652%,N6. Premise1 timeframes/policies differ; no substitution for older frozenETHmodel. Premise2 smallsamples and known2026hypothesisdiscovery do not establishprospectiveedge. Premise3 missing observations are skipped/entriescancelled, notzero returns; fullcoverage audit separate. vectorbt.from_orders cash reconciled with explicit creditedfee conversion; end openpositions marked without inventedclose. SOL history startsAug2024, shortenedtraining. Source15minopen is a tradebar proxy, not historical executablequotes/actualvenuefills; gaps can delay exits. Conclusion research comparator, no automaticentry; all192cells retained in observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .
return-4.66
drawdown21.79
win rate50
sample2
open_positions0
training_return10.58
training_N7
training_DD35.08
stress_return-5.42
control_return4.07
targets0
fees_bp25
C91204 SOL 1Day half-ATR pullback 15-minute managed exits
Frozen notes2535/2536. 15-minute bar-open point-check proxy; take25% at gross+2R and set remainingstop toentry, retain net3R target; checks before newentry. HalfATR pullback within3days of first prior20dayHIGH breakout; stop2 prior-completed-day ATR20,20daytimeout. Buyfee25bp credited incoin/sellfee25bp inUSD;10bpslip baseline/30stress eachside. Training2024-25 return27.9720%,DD19.8678%,win75%,closedN4,open0. HoldoutJan1-Sep11 2026 return-12.1890%,DD18.3921%,win33.33333333333333%,closedN3,open0; stress-13.0386%. Immediatebreakout control samecost/exit holdout-23.7294%,N7. Premise1 timeframes/policies differ; no substitution for older frozenETHmodel. Premise2 smallsamples and known2026hypothesisdiscovery do not establishprospectiveedge. Premise3 missing observations are skipped/entriescancelled, notzero returns; fullcoverage audit separate. vectorbt.from_orders cash reconciled with explicit creditedfee conversion; end openpositions marked without inventedclose. SOL history startsAug2024, shortenedtraining. Source15minopen is a tradebar proxy, not historical executablequotes/actualvenuefills; gaps can delay exits. Conclusion research comparator, no automaticentry; all192cells retained in observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .
return-12.19
drawdown18.39
win rate33.33
sample3
open_positions0
training_return27.97
training_N4
training_DD19.87
stress_return-13.04
control_return-23.73
targets0
fees_bp25
C91204 ETH 1Hour half-ATR pullback 15-minute managed exits
Frozen notes2535/2536. 15-minute bar-open point-check proxy; take25% at gross+2R and set remainingstop toentry, retain net3R target; checks before newentry. HalfATR pullback within3days of first prior20dayHIGH breakout; stop2 prior-completed-day ATR20,20daytimeout. Buyfee25bp credited incoin/sellfee25bp inUSD;10bpslip baseline/30stress eachside. Training2024-25 return42.3123%,DD37.5219%,win53.84615384615385%,closedN13,open1. HoldoutJan1-Sep11 2026 return19.2067%,DD14.5427%,win100%,closedN3,open1; stress17.5499%. Immediatebreakout control samecost/exit holdout14.8754%,N6. Premise1 timeframes/policies differ; no substitution for older frozenETHmodel. Premise2 smallsamples and known2026hypothesisdiscovery do not establishprospectiveedge. Premise3 missing observations are skipped/entriescancelled, notzero returns; fullcoverage audit separate. vectorbt.from_orders cash reconciled with explicit creditedfee conversion; end openpositions marked without inventedclose. Source15minopen is a tradebar proxy, not historical executablequotes/actualvenuefills; gaps can delay exits. Conclusion research comparator, no automaticentry; all192cells retained in observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .
return19.21
drawdown14.54
win rate100
sample3
open_positions1
training_return42.31
training_N13
training_DD37.52
stress_return17.55
control_return14.88
targets0
fees_bp25
C91204 ETH 1Day half-ATR pullback 15-minute managed exits
Frozen notes2535/2536. 15-minute bar-open point-check proxy; take25% at gross+2R and set remainingstop toentry, retain net3R target; checks before newentry. HalfATR pullback within3days of first prior20dayHIGH breakout; stop2 prior-completed-day ATR20,20daytimeout. Buyfee25bp credited incoin/sellfee25bp inUSD;10bpslip baseline/30stress eachside. Training2024-25 return-27.1269%,DD37.0512%,win37.5%,closedN8,open1. HoldoutJan1-Sep11 2026 return-0.2928%,DD21.3949%,win66.66666666666666%,closedN3,open0; stress-1.4822%. Immediatebreakout control samecost/exit holdout-12.7035%,N5. Premise1 timeframes/policies differ; no substitution for older frozenETHmodel. Premise2 smallsamples and known2026hypothesisdiscovery do not establishprospectiveedge. Premise3 missing observations are skipped/entriescancelled, notzero returns; fullcoverage audit separate. vectorbt.from_orders cash reconciled with explicit creditedfee conversion; end openpositions marked without inventedclose. Source15minopen is a tradebar proxy, not historical executablequotes/actualvenuefills; gaps can delay exits. Conclusion research comparator, no automaticentry; all192cells retained in observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .
Frozen notes2535/2536. 15-minute bar-open point-check proxy; take25% at gross+2R and set remainingstop toentry, retain net3R target; checks before newentry. HalfATR pullback within3days of first prior20dayHIGH breakout; stop2 prior-completed-day ATR20,20daytimeout. Buyfee25bp credited incoin/sellfee25bp inUSD;10bpslip baseline/30stress eachside. Training2024-25 return-9.9610%,DD33.2952%,win43.75%,closedN16,open0. HoldoutJan1-Sep11 2026 return1.1932%,DD10.1154%,win66.66666666666666%,closedN3,open1; stress0.0072%. Immediatebreakout control samecost/exit holdout4.2262%,N6. Premise1 timeframes/policies differ; no substitution for older frozenETHmodel. Premise2 smallsamples and known2026hypothesisdiscovery do not establishprospectiveedge. Premise3 missing observations are skipped/entriescancelled, notzero returns; fullcoverage audit separate. vectorbt.from_orders cash reconciled with explicit creditedfee conversion; end openpositions marked without inventedclose. Source15minopen is a tradebar proxy, not historical executablequotes/actualvenuefills; gaps can delay exits. Conclusion research comparator, no automaticentry; all192cells retained in observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .
Frozen notes2535/2536. 15-minute bar-open point-check proxy; take25% at gross+2R and set remainingstop toentry, retain net3R target; checks before newentry. HalfATR pullback within3days of first prior20dayHIGH breakout; stop2 prior-completed-day ATR20,20daytimeout. Buyfee25bp credited incoin/sellfee25bp inUSD;10bpslip baseline/30stress eachside. Training2024-25 return-14.7836%,DD26.5712%,win20%,closedN5,open0. HoldoutJan1-Sep11 2026 return6.8464%,DD8.7633%,win66.66666666666666%,closedN3,open0; stress5.5719%. Immediatebreakout control samecost/exit holdout-8.3834%,N6. Premise1 timeframes/policies differ; no substitution for older frozenETHmodel. Premise2 smallsamples and known2026hypothesisdiscovery do not establishprospectiveedge. Premise3 missing observations are skipped/entriescancelled, notzero returns; fullcoverage audit separate. vectorbt.from_orders cash reconciled with explicit creditedfee conversion; end openpositions marked without inventedclose. Source15minopen is a tradebar proxy, not historical executablequotes/actualvenuefills; gaps can delay exits. Conclusion research comparator, no automaticentry; all192cells retained in observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .
Frozen notes2535/2536. OHLC daily/hour proxy with next-open entry and entry-bar stop-first exits. HalfATR pullback within3days of first prior20dayHIGH breakout; stop2 prior-completed-day ATR20,20daytimeout. Buyfee25bp credited incoin/sellfee25bp inUSD;10bpslip baseline/30stress eachside. Training2024-25 return-6.3379%,DD37.6753%,win42.857142857142854%,closedN7,open0. HoldoutJan1-Sep11 2026 return-3.7779%,DD20.4566%,win50%,closedN2,open0; stress-4.3343%. Immediatebreakout control samecost/exit holdout-8.6281%,N6. Premise1 timeframes/policies differ; no substitution for older frozenETHmodel. Premise2 smallsamples and known2026hypothesisdiscovery do not establishprospectiveedge. Premise3 missing observations are skipped/entriescancelled, notzero returns; fullcoverage audit separate. vectorbt.from_orders cash reconciled with explicit creditedfee conversion; end openpositions marked without inventedclose. SOL history startsAug2024, shortenedtraining. Intrabar target/stop fills are optimistic about continuousavailability despite conservative ambiguousbarordering. Conclusion research comparator, no automaticentry; all192cells retained in observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .
Frozen notes2535/2536. OHLC daily/hour proxy with next-open entry and entry-bar stop-first exits. HalfATR pullback within3days of first prior20dayHIGH breakout; stop2 prior-completed-day ATR20,20daytimeout. Buyfee25bp credited incoin/sellfee25bp inUSD;10bpslip baseline/30stress eachside. Training2024-25 return13.2269%,DD19.7908%,win50%,closedN4,open0. HoldoutJan1-Sep11 2026 return-11.0096%,DD15.7134%,win33.33333333333333%,closedN3,open0; stress-11.6807%. Immediatebreakout control samecost/exit holdout-13.5382%,N6. Premise1 timeframes/policies differ; no substitution for older frozenETHmodel. Premise2 smallsamples and known2026hypothesisdiscovery do not establishprospectiveedge. Premise3 missing observations are skipped/entriescancelled, notzero returns; fullcoverage audit separate. vectorbt.from_orders cash reconciled with explicit creditedfee conversion; end openpositions marked without inventedclose. SOL history startsAug2024, shortenedtraining. Intrabar target/stop fills are optimistic about continuousavailability despite conservative ambiguousbarordering. Conclusion research comparator, no automaticentry; all192cells retained in observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .
Start account850.99,crypto153.18cash,no lots. Goal determine whether failed-breakout pullback has positive executable expectancy. Binding constraint distinct entry-policy validation, not the349.01operator shortfall. Notes2535/2536 freeze full three-level question tree and 0.5ATR dip rule,0.25/1ATR neighbors,BTC/SOL controls,2024-25train/2026holdout and25bpcreditedfee+10/30bpslip. Premises:1 A cheaper entry can reduce price paid but condition on weaker future demand; counterexample a persistent trend resumes after temporary liquidity shock.2 LatestETHpath motivated question; historical2026 was already seen, so chronologicalholdout not pristine prospectivevalidation.3 Daily/hour intrabar stops differ from actual15minutechecks; cash reconciliation necessary but insufficient. Validity: testing independent repeatable events can reject the late-entry shortcut, but cannot prove a causal liquidity mechanism. Soundness depends on completed timestamps, missing-bar controls and costed positive payoff across regimes. Prior improvement probability unspecified/roughly even, not used for money. New evidence that would matter: coherent net improvement across both frequencies and BTC/ETH controls with confidence intervals excluding0, then prospective events. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . No order authorized by this research design alone.
fund_cash153.18
account_equity850.99
baseline_depth_ATR0.5
lookback_days20
arm_days3
stop_ATR2
target_net_R3
horizon_days20
taker_fee_bp25
slip_bp10
stress_slip_bp30
orders0
C91202 final decision: no fresh entry; retain $153.18 and widen the monitored universe
Start state: account equity $850.99, crypto cash/deployable $153.18, no holdings or queued orders. Goal: positive executable expectancy with a payoff that can absorb weekend volatility. Binding constraint: no fresh completed entry under the frozen policy; a cheaper late entry has not been validated.
1. All eight volatile coins in the literal top-ten volume universe are below their prior480hour HIGH. ETH2514.15 is5.994% below2664.8535. Counterexample: ETH's daily closing-price screen is positive, but it is a different rule; Friday14UTC breakout was real and missed.
2. Frozen ETH hourly evidence remains +17.2404%, DD19.8302%,4/6 winners, with a losing daily comparator. Counterexample: a small probe can be justified without statistical certainty, but it still requires an actual entry and matched exits. The new192 static-exit cells are diagnostic, not a replacement: entry-bar exits, complete-history controls and exact15minute execution remain unresolved. XRP gross539% did not establish current net edge; HYPE has no pre2026 training.
3. Primary liquidity evidence is mixed: USDC net7days−$250m versus30days+$2.02bn; funding is positive and not a5/95percentile extreme. Counterexample: real adoption can precede price. Arc/Tazapay/HYPE mechanisms therefore remain on watch; none establishes a priced overnight coin payoff. Metaplanet's8.8%BTC-yield change is denominator-driven, not new spot demand.
4. ETH48h simulation shows nominal netstop8.231% versus worst sampled delayed-exit12.315%. Old trade odds imply raw halfKelly8.000858, capped by cash: full ceiling153.18, quarter38.295, illustrative nominal loss3.1521USD. These are ceilings, not orders; actual exposure0. Account profit shortfall349.01 is excluded from sizing.
Conclusion: no orders, no exits to move, cash chosen for absent entry and unresolved alternative execution. Logical inference is valid conditional on the frozen mandate; empirical soundness remains limited by costs, history and sample size. Strongest counterargument is missed upside from waiting; record that opportunity cost and repair monitoring, not hindsight buying. Venue benefits from turnover regardless of our edge.
Recorded work:36pairs,13181USlisting-name screen/181matches/180bars, six related foreign expressions; analyses2788/2789/2793/2816–23/2826–30/2834–35. Foreign universe was bounded, not exhaustive. Replaced229with234 eight-symbol collector, localEND verified, remote unverified; existing quote/funding collectors remain. Monitor292 resolved;309 reviews04UTC,307 Arc broadcast,308 Metaplanet EGM. No separate FUND proposal.
Gaps: historical executable quotes/fees, exact dynamic off-run trailing policy, entry-bar/full-coverage comparator audit, HYPE net burns/unlocks, matched ETF creations, global OI and second Liquid explorer. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://www.circle.com/transparency ; https://www.okx.com/api/v5/public/funding-rate-history ; https://docs.alpaca.markets/us/docs/crypto-fees ; https://metaplanet.jp/en/disclosures .