New experiment, not the frozen ETH dynamic trail policy. Fixed prior15/20/30day HIGH entries, half-lookback LOW exits, next exact open, prior completed daily ATR14, 2ATR stop/net3R target,20day timeout;25bp creditedasset fees eachside and10/20bp slippage.2024–25 training and2026Jan1–Sep11 holdout time split. Currenttop10universe introduces survivorship; previous market outcomes already examined. Intrabar exits idealized, stop first on dual touch, gaps at open, NO entry-bar exit; not validated live15minute execution. Missing hours reindexed and require complete lookback, potentially removing trades; not a full-coverage control. Raw/vectorbt initcash1 reconciliation passed. Premises: static policy differs materially from frozen +2Rmanagement; small samples and known holdout cannot establish a new live edge.20day baseline daily {"s":"UNI","tf":"daily","L":20,"slip":0.001,"start":"2026-01-01T00:00:00Z","return_pct":32.83939603366497,"drawdown_pct":18.886746159805302,"N":4,"win_rate":50,"mean_trade":9.800102763066135,"avg_win":32.21280470247487,"avg_loss":-12.612599176342604,"targets":1,"reconcile":0,"missing":0}. Training20day [{"s":"UNI","tf":"daily","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":-38.0179095001473,"drawdown_pct":64.29387653931362,"N":14,"win_rate":42.857142857142854,"mean_trade":-1.7387638902040536,"avg_win":16.149846396568808,"avg_loss":-15.1552216052837,"targets":2,"reconcile":0,"missing":0},{"s":"UNI","tf":"hourly","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":-13.32638118248557,"drawdown_pct":54.81977390893547,"N":15,"win_rate":33.33333333333333,"mean_trade":0.9286406288778437,"avg_win":27.673330086053344,"avg_loss":-12.44370409970991,"targets":3,"reconcile":0,"missing":7}]. Stress20day [{"s":"UNI","tf":"daily","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":32.55705116550591,"drawdown_pct":18.871806489102905,"N":4,"win_rate":50,"mean_trade":9.75574624481364,"avg_win":32.199588799351844,"avg_loss":-12.68809630972456,"targets":1,"reconcile":0,"missing":0},{"s":"UNI","tf":"hourly","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":-16.83139824947808,"drawdown_pct":46.396411169802555,"N":6,"win_rate":16.666666666666664,"mean_trade":0.08298392678501298,"avg_win":37.39755175278112,"avg_loss":-7.379929638414209,"targets":1,"reconcile":0,"missing":1}]. All holdout cells [tf,L,slip,return%,N] [["daily",15,0.001,39.42931265923561,5],["daily",15,0.002,38.703735945487836,5],["daily",20,0.001,32.83939603366497,4],["daily",20,0.002,32.55705116550591,4],["daily",30,0.001,4.716744402699158,1],["daily",30,0.002,4.518824436545854,1],["hourly",15,0.001,-2.816512879252009,6],["hourly",15,0.002,-3.598142383268965,6],["hourly",20,0.001,-16.144681715599784,6],["hourly",20,0.002,-16.83139824947808,6],["hourly",30,0.001,28.284310519293076,3],["hourly",30,0.002,27.995573915220074,3]]. Trade-mean bootstrap10000 IID resamples95%CI, dependence unresolved: [{"s":"UNI","tf":"daily","CI":[-12.612599176342604,32.21280470247487],"N":4},{"s":"UNI","tf":"hourly","CI":[-8.895760454333026,15.387444524671562],"N":6}]. Conclusion research only; no new deployment based on this comparator. All192cells recorded as observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .
return-16.14
drawdown45.92
win rate16.67
sample6
daily_return32.84
daily_drawdown18.89
daily_N4
fee_bp25
baseline_slip_bp10
stress_slip_bp20
cells24
reconciliation0
C91202 LINK daily/hourly costed static-exit comparator and sensitivity
New experiment, not the frozen ETH dynamic trail policy. Fixed prior15/20/30day HIGH entries, half-lookback LOW exits, next exact open, prior completed daily ATR14, 2ATR stop/net3R target,20day timeout;25bp creditedasset fees eachside and10/20bp slippage.2024–25 training and2026Jan1–Sep11 holdout time split. Currenttop10universe introduces survivorship; previous market outcomes already examined. Intrabar exits idealized, stop first on dual touch, gaps at open, NO entry-bar exit; not validated live15minute execution. Missing hours reindexed and require complete lookback, potentially removing trades; not a full-coverage control. Raw/vectorbt initcash1 reconciliation passed. Premises: static policy differs materially from frozen +2Rmanagement; small samples and known holdout cannot establish a new live edge.20day baseline daily {"s":"LINK","tf":"daily","L":20,"slip":0.001,"start":"2026-01-01T00:00:00Z","return_pct":2.4601066893270795,"drawdown_pct":24.511731635060052,"N":7,"win_rate":28.57142857142857,"mean_trade":1.1669976748588227,"avg_win":21.683702811122462,"avg_loss":-7.0396843796466335,"targets":2,"reconcile":0,"missing":0}. Training20day [{"s":"LINK","tf":"daily","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":-0.5685976465955145,"drawdown_pct":45.90682510191837,"N":15,"win_rate":33.33333333333333,"mean_trade":2.267204533356523,"avg_win":29.65291013644983,"avg_loss":-11.425648268190129,"targets":3,"reconcile":0,"missing":0},{"s":"LINK","tf":"hourly","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":42.199504407442156,"drawdown_pct":42.586806741097064,"N":15,"win_rate":40,"mean_trade":4.425370707371297,"avg_win":26.681282064190974,"avg_loss":-10.41190353050849,"targets":3,"reconcile":0,"missing":8}]. Stress20day [{"s":"LINK","tf":"daily","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":2.208992159505141,"drawdown_pct":24.79876345624493,"N":7,"win_rate":28.57142857142857,"mean_trade":1.1507360562646214,"avg_win":21.94247018927803,"avg_loss":-7.165957596940742,"targets":2,"reconcile":0,"missing":0},{"s":"LINK","tf":"hourly","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":-10.127375734961797,"drawdown_pct":21.338411249797318,"N":7,"win_rate":28.57142857142857,"mean_trade":-1.0245637021805207,"avg_win":13.19462245345121,"avg_loss":-6.712238164433212,"targets":1,"reconcile":0,"missing":1}]. All holdout cells [tf,L,slip,return%,N] [["daily",15,0.001,11.087206876585153,8],["daily",15,0.002,10.589549739472016,8],["daily",20,0.001,2.4601066893270795,7],["daily",20,0.002,2.208992159505141,7],["daily",30,0.001,13.976633132559924,5],["daily",30,0.002,14.147629508338454,5],["hourly",15,0.001,10.850003777159522,8],["hourly",15,0.002,3.016021063455887,7],["hourly",20,0.001,-2.666474975063249,7],["hourly",20,0.002,-10.127375734961797,7],["hourly",30,0.001,-8.219999623529395,7],["hourly",30,0.002,-13.226889472715165,6]]. Trade-mean bootstrap10000 IID resamples95%CI, dependence unresolved: [{"s":"LINK","tf":"daily","CI":[-7.82392442472692,11.117232178145661],"N":7},{"s":"LINK","tf":"hourly","CI":[-6.452175648415601,8.04990960093739],"N":7}]. Conclusion research only; no new deployment based on this comparator. All192cells recorded as observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .
return-2.67
drawdown21.19
win rate42.86
sample7
daily_return2.46
daily_drawdown24.51
daily_N7
fee_bp25
baseline_slip_bp10
stress_slip_bp20
cells24
reconciliation0
C91202 HYPE daily/hourly costed static-exit comparator and sensitivity
New experiment, not the frozen ETH dynamic trail policy. Fixed prior15/20/30day HIGH entries, half-lookback LOW exits, next exact open, prior completed daily ATR14, 2ATR stop/net3R target,20day timeout;25bp creditedasset fees eachside and10/20bp slippage.2024–25 training and2026Jan1–Sep11 holdout time split. Currenttop10universe introduces survivorship; previous market outcomes already examined. Intrabar exits idealized, stop first on dual touch, gaps at open, NO entry-bar exit; not validated live15minute execution. Missing hours reindexed and require complete lookback, potentially removing trades; not a full-coverage control. Raw/vectorbt initcash1 reconciliation passed. Premises: static policy differs materially from frozen +2Rmanagement; small samples and known holdout cannot establish a new live edge.20day baseline daily {"s":"HYPE","tf":"daily","L":20,"slip":0.001,"start":"2026-01-01T00:00:00Z","return_pct":85.28913479863844,"drawdown_pct":15.223222040416918,"N":5,"win_rate":80,"mean_trade":14.213729736284577,"avg_win":19.068014466344863,"avg_loss":-5.203409183956564,"targets":2,"reconcile":0,"missing":0}. Training20day [{"s":"HYPE","tf":"daily","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","N":0,"error":"no period data"},{"s":"HYPE","tf":"hourly","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","N":0,"error":"no period data"}]. Stress20day [{"s":"HYPE","tf":"daily","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":84.84535274024194,"drawdown_pct":15.477298636129866,"N":5,"win_rate":80,"mean_trade":14.186286878232806,"avg_win":19.081061932851185,"avg_loss":-5.392813340240698,"targets":2,"reconcile":0,"missing":0},{"s":"HYPE","tf":"hourly","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":82.2414235764857,"drawdown_pct":24.01841961782707,"N":6,"win_rate":66.66666666666666,"mean_trade":11.745243021305297,"avg_win":21.431820566094608,"avg_loss":-7.627912068273318,"targets":2,"reconcile":0,"missing":1}]. All holdout cells [tf,L,slip,return%,N] [["daily",15,0.001,68.87835060346777,6],["daily",15,0.002,68.32044991642907,6],["daily",20,0.001,85.28913479863844,5],["daily",20,0.002,84.84535274024194,5],["daily",30,0.001,68.44212963502474,2],["daily",30,0.002,68.3778485943259,2],["hourly",15,0.001,49.05728616645233,8],["hourly",15,0.002,48.13972220693052,8],["hourly",20,0.001,82.83710743002011,6],["hourly",20,0.002,82.2414235764857,6],["hourly",30,0.001,52.9106429473986,3],["hourly",30,0.002,68.59725854737397,2]]. Trade-mean bootstrap10000 IID resamples95%CI, dependence unresolved: [{"s":"HYPE","tf":"daily","CI":[0.9062190529239755,27.521240419645178],"N":5},{"s":"HYPE","tf":"hourly","CI":[-1.2410098607120965,24.850042306092828],"N":6}]. Conclusion research only; no2024–25training history, so2026 is not independent validation. All192cells recorded as observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .
return82.84
drawdown23.65
win rate66.67
sample6
daily_return85.29
daily_drawdown15.22
daily_N5
fee_bp25
baseline_slip_bp10
stress_slip_bp20
cells24
reconciliation0
C91202 SOL daily/hourly costed static-exit comparator and sensitivity
New experiment, not the frozen ETH dynamic trail policy. Fixed prior15/20/30day HIGH entries, half-lookback LOW exits, next exact open, prior completed daily ATR14, 2ATR stop/net3R target,20day timeout;25bp creditedasset fees eachside and10/20bp slippage.2024–25 training and2026Jan1–Sep11 holdout time split. Currenttop10universe introduces survivorship; previous market outcomes already examined. Intrabar exits idealized, stop first on dual touch, gaps at open, NO entry-bar exit; not validated live15minute execution. Missing hours reindexed and require complete lookback, potentially removing trades; not a full-coverage control. Raw/vectorbt initcash1 reconciliation passed. Premises: static policy differs materially from frozen +2Rmanagement; small samples and known holdout cannot establish a new live edge.20day baseline daily {"s":"SOL","tf":"daily","L":20,"slip":0.001,"start":"2026-01-01T00:00:00Z","return_pct":-18.394927279326456,"drawdown_pct":31.659785505366443,"N":6,"win_rate":16.666666666666664,"mean_trade":-1.7096610884777375,"avg_win":20.672488549005806,"avg_loss":-6.186091015974447,"targets":1,"reconcile":0,"missing":0}. Training20day [{"s":"SOL","tf":"daily","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":29.966674212409593,"drawdown_pct":29.654463999660287,"N":9,"win_rate":44.44444444444444,"mean_trade":4.101556184426732,"avg_win":19.743439158208925,"avg_loss":-8.411950194599022,"targets":1,"reconcile":0,"missing":0},{"s":"SOL","tf":"hourly","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":-20.85462535092042,"drawdown_pct":50.045225951200464,"N":13,"win_rate":30.76923076923077,"mean_trade":-0.7217444211735732,"avg_win":19.293119046021157,"avg_loss":-9.617239295482342,"targets":1,"reconcile":0,"missing":6}]. Stress20day [{"s":"SOL","tf":"daily","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":-18.84844789142649,"drawdown_pct":32.05058061712207,"N":6,"win_rate":16.666666666666664,"mean_trade":-1.7728453750494533,"avg_win":20.933276339314276,"avg_loss":-6.3140697179222,"targets":1,"reconcile":0,"missing":0},{"s":"SOL","tf":"hourly","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":-16.96382898584431,"drawdown_pct":25.461106154978495,"N":6,"win_rate":16.666666666666664,"mean_trade":-2.2303189908922953,"avg_win":18.245489501950264,"avg_loss":-6.325480689460808,"targets":1,"reconcile":0,"missing":1}]. All holdout cells [tf,L,slip,return%,N] [["daily",15,0.001,-17.29519269133618,6],["daily",15,0.002,-17.84360497719948,6],["daily",20,0.001,-18.394927279326456,6],["daily",20,0.002,-18.84844789142649,6],["daily",30,0.001,-15.632071188542817,4],["daily",30,0.002,-15.763516212926943,4],["hourly",15,0.001,-7.226997682498915,7],["hourly",15,0.002,-8.081801108257668,7],["hourly",20,0.001,-16.537376183167584,6],["hourly",20,0.002,-16.96382898584431,6],["hourly",30,0.001,-14.367252814858766,5],["hourly",30,0.002,-14.585627124235367,5]]. Trade-mean bootstrap10000 IID resamples95%CI, dependence unresolved: [{"s":"SOL","tf":"daily","CI":[-8.455149556945267,7.782663043015464],"N":6},{"s":"SOL","tf":"hourly","CI":[-7.538590613842413,6.228390519277288],"N":6}]. Conclusion research only; no new deployment based on this comparator. All192cells recorded as observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .
return-16.54
drawdown25.02
win rate16.67
sample6
daily_return-18.39
daily_drawdown31.66
daily_N6
fee_bp25
baseline_slip_bp10
stress_slip_bp20
cells24
reconciliation0
C91202 XRP daily/hourly costed static-exit comparator and sensitivity
New experiment, not the frozen ETH dynamic trail policy. Fixed prior15/20/30day HIGH entries, half-lookback LOW exits, next exact open, prior completed daily ATR14, 2ATR stop/net3R target,20day timeout;25bp creditedasset fees eachside and10/20bp slippage.2024–25 training and2026Jan1–Sep11 holdout time split. Currenttop10universe introduces survivorship; previous market outcomes already examined. Intrabar exits idealized, stop first on dual touch, gaps at open, NO entry-bar exit; not validated live15minute execution. Missing hours reindexed and require complete lookback, potentially removing trades; not a full-coverage control. Raw/vectorbt initcash1 reconciliation passed. Premises: static policy differs materially from frozen +2Rmanagement; small samples and known holdout cannot establish a new live edge.20day baseline daily {"s":"XRP","tf":"daily","L":20,"slip":0.001,"start":"2026-01-01T00:00:00Z","return_pct":-19.88096487236731,"drawdown_pct":34.130640078604756,"N":6,"win_rate":16.666666666666664,"mean_trade":-3.1544855205498044,"avg_win":19.369310855269873,"avg_loss":-7.65924479571374,"targets":1,"reconcile":0,"missing":0}. Training20day [{"s":"XRP","tf":"daily","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":118.38094795165661,"drawdown_pct":32.66396617676753,"N":14,"win_rate":50,"mean_trade":7.495023822929993,"avg_win":24.946283474216553,"avg_loss":-9.956235828356572,"targets":4,"reconcile":0,"missing":0},{"s":"XRP","tf":"hourly","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":145.31384269004968,"drawdown_pct":42.596715226438405,"N":16,"win_rate":43.75,"mean_trade":7.817786876228699,"avg_win":30.377504332407145,"avg_loss":-9.728660034132314,"targets":6,"reconcile":0,"missing":36}]. Stress20day [{"s":"XRP","tf":"daily","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":-20.07472081846764,"drawdown_pct":34.30946678243147,"N":6,"win_rate":16.666666666666664,"mean_trade":-3.181748566946321,"avg_win":19.632702402416523,"avg_loss":-7.744638760818889,"targets":1,"reconcile":0,"missing":0},{"s":"XRP","tf":"hourly","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":-14.175795692288663,"drawdown_pct":29.357966780649704,"N":6,"win_rate":16.666666666666664,"mean_trade":-2.230287621742655,"avg_win":15.17780614661679,"avg_loss":-5.711906375414544,"targets":1,"reconcile":0,"missing":1}]. All holdout cells [tf,L,slip,return%,N] [["daily",15,0.001,-19.766495147742567,6],["daily",15,0.002,-19.960649591558443,6],["daily",20,0.001,-19.88096487236731,6],["daily",20,0.002,-20.07472081846764,6],["daily",30,0.001,15.226240259390256,2],["daily",30,0.002,15.353091442568424,2],["hourly",15,0.001,-5.783898518634856,8],["hourly",15,0.002,-6.085507756396325,8],["hourly",20,0.001,-13.79162779301205,6],["hourly",20,0.002,-14.175795692288663,6],["hourly",30,0.001,-11.297086898045139,5],["hourly",30,0.002,-11.428858099075168,5]]. Trade-mean bootstrap10000 IID resamples95%CI, dependence unresolved: [{"s":"XRP","tf":"daily","CI":[-8.238508918473498,5.978585151593413],"N":6},{"s":"XRP","tf":"hourly","CI":[-5.959030394372955,4.744965222330583],"N":6}]. Conclusion research only; no new deployment based on this comparator. All192cells recorded as observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .
return-13.79
drawdown29.08
win rate16.67
sample6
daily_return-19.88
daily_drawdown34.13
daily_N6
fee_bp25
baseline_slip_bp10
stress_slip_bp20
cells24
reconciliation0
C91202 LTC daily/hourly costed static-exit comparator and sensitivity
New experiment, not the frozen ETH dynamic trail policy. Fixed prior15/20/30day HIGH entries, half-lookback LOW exits, next exact open, prior completed daily ATR14, 2ATR stop/net3R target,20day timeout;25bp creditedasset fees eachside and10/20bp slippage.2024–25 training and2026Jan1–Sep11 holdout time split. Currenttop10universe introduces survivorship; previous market outcomes already examined. Intrabar exits idealized, stop first on dual touch, gaps at open, NO entry-bar exit; not validated live15minute execution. Missing hours reindexed and require complete lookback, potentially removing trades; not a full-coverage control. Raw/vectorbt initcash1 reconciliation passed. Premises: static policy differs materially from frozen +2Rmanagement; small samples and known holdout cannot establish a new live edge.20day baseline daily {"s":"LTC","tf":"daily","L":20,"slip":0.001,"start":"2026-01-01T00:00:00Z","return_pct":0.06944554721801666,"drawdown_pct":13.1394448010398,"N":3,"win_rate":33.33333333333333,"mean_trade":0.5224062910845724,"avg_win":15.007878957765918,"avg_loss":-6.7203300422561005,"targets":1,"reconcile":0,"missing":0}. Training20day [{"s":"LTC","tf":"daily","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":-28.990451727423896,"drawdown_pct":46.43023098987995,"N":16,"win_rate":37.5,"mean_trade":-0.53058692144453,"avg_win":21.128179633097623,"avg_loss":-13.525846854169824,"targets":3,"reconcile":0,"missing":0},{"s":"LTC","tf":"hourly","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":-57.911572116229735,"drawdown_pct":67.93922022878127,"N":20,"win_rate":20,"mean_trade":-3.2467232390138907,"avg_win":25.185906615904475,"avg_loss":-10.354880702743483,"targets":3,"reconcile":0,"missing":3}]. Stress20day [{"s":"LTC","tf":"daily","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":0.11860763659721218,"drawdown_pct":13.215285984363245,"N":3,"win_rate":33.33333333333333,"mean_trade":0.5549282475477924,"avg_win":15.279984671968938,"avg_loss":-6.8075999646627805,"targets":1,"reconcile":0,"missing":0},{"s":"LTC","tf":"hourly","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":-18.647679160477047,"drawdown_pct":20.354148546152285,"N":6,"win_rate":16.666666666666664,"mean_trade":-3.119785029990059,"avg_win":13.164558759049028,"avg_loss":-6.376653787797877,"targets":1,"reconcile":0,"missing":1}]. All holdout cells [tf,L,slip,return%,N] [["daily",15,0.001,-0.380617627682045,3],["daily",15,0.002,-0.33119756821587965,3],["daily",20,0.001,0.06944554721801666,3],["daily",20,0.002,0.11860763659721218,3],["daily",30,0.001,-12.585696723749606,2],["daily",30,0.002,-12.749613401183147,2],["hourly",15,0.001,-15.512003050748502,6],["hourly",15,0.002,-15.879508888440775,6],["hourly",20,0.001,-18.37869487336834,6],["hourly",20,0.002,-18.647679160477047,6],["hourly",30,0.001,-1.8723314927011625,3],["hourly",30,0.002,-1.2898086323353986,3]]. Trade-mean bootstrap10000 IID resamples95%CI, dependence unresolved: [{"s":"LTC","tf":"daily","CI":[-6.765557974248415,15.007878957765918],"N":3},{"s":"LTC","tf":"hourly","CI":[-7.156483695952036,3.460764775260361],"N":6}]. Conclusion research only; no new deployment based on this comparator. All192cells recorded as observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .
return-18.38
drawdown20.17
win rate16.67
sample6
daily_return0.07
daily_drawdown13.14
daily_N3
fee_bp25
baseline_slip_bp10
stress_slip_bp20
cells24
reconciliation0
C91202 ETH daily/hourly costed static-exit comparator and sensitivity
New experiment, not the frozen ETH dynamic trail policy. Fixed prior15/20/30day HIGH entries, half-lookback LOW exits, next exact open, prior completed daily ATR14, 2ATR stop/net3R target,20day timeout;25bp creditedasset fees eachside and10/20bp slippage.2024–25 training and2026Jan1–Sep11 holdout time split. Currenttop10universe introduces survivorship; previous market outcomes already examined. Intrabar exits idealized, stop first on dual touch, gaps at open, NO entry-bar exit; not validated live15minute execution. Missing hours reindexed and require complete lookback, potentially removing trades; not a full-coverage control. Raw/vectorbt initcash1 reconciliation passed. Premises: static policy differs materially from frozen +2Rmanagement; small samples and known holdout cannot establish a new live edge.20day baseline daily {"s":"ETH","tf":"daily","L":20,"slip":0.001,"start":"2026-01-01T00:00:00Z","return_pct":-18.706110570684498,"drawdown_pct":27.007363205505662,"N":6,"win_rate":16.666666666666664,"mean_trade":-3.1991486600912866,"avg_win":9.496584954658527,"avg_loss":-5.738295383041249,"targets":0,"reconcile":0,"missing":0}. Training20day [{"s":"ETH","tf":"daily","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":42.244090728417326,"drawdown_pct":23.80525646898789,"N":16,"win_rate":37.5,"mean_trade":3.217285005825593,"avg_win":21.25171625322884,"avg_loss":-7.6033737426163555,"targets":3,"reconcile":0,"missing":0},{"s":"ETH","tf":"hourly","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":83.73109085236139,"drawdown_pct":36.18299863860754,"N":19,"win_rate":52.63157894736842,"mean_trade":4.069010298351772,"avg_win":14.98991319566166,"avg_loss":-8.065326254214773,"targets":4,"reconcile":0,"missing":3}]. Stress20day [{"s":"ETH","tf":"daily","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":-19.41600462356944,"drawdown_pct":27.42748379155582,"N":6,"win_rate":16.666666666666664,"mean_trade":-3.3430056324495716,"avg_win":9.277810122032148,"avg_loss":-5.867168783345915,"targets":0,"reconcile":0,"missing":0},{"s":"ETH","tf":"hourly","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":9.876001632725394,"drawdown_pct":21.080429688894988,"N":6,"win_rate":66.66666666666666,"mean_trade":2.583755033662187,"avg_win":5.832419177789533,"avg_loss":-3.913573254592506,"targets":1,"reconcile":0,"missing":1}]. All holdout cells [tf,L,slip,return%,N] [["daily",15,0.001,-2.207151611069269,5],["daily",15,0.002,-2.9704889668802026,5],["daily",20,0.001,-18.706110570684498,6],["daily",20,0.002,-19.41600462356944,6],["daily",30,0.001,-17.61488178328694,5],["daily",30,0.002,-18.25723707322836,5],["hourly",15,0.001,14.971521976041945,6],["hourly",15,0.002,13.991585557223551,6],["hourly",20,0.001,10.70348983492,6],["hourly",20,0.002,9.876001632725394,6],["hourly",30,0.001,-6.428268218046673,5],["hourly",30,0.002,-6.838020611576933,5]]. Trade-mean bootstrap10000 IID resamples95%CI, dependence unresolved: [{"s":"ETH","tf":"daily","CI":[-7.3294329885800575,2.3270968043383395],"N":6},{"s":"ETH","tf":"hourly","CI":[-1.8655382607508892,7.528884270251302],"N":6}]. Conclusion research only; no new deployment based on this comparator. All192cells recorded as observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .
return10.7
drawdown21.01
win rate66.67
sample6
daily_return-18.71
daily_drawdown27.01
daily_N6
fee_bp25
baseline_slip_bp10
stress_slip_bp20
cells24
reconciliation0
C91202 BTC daily/hourly costed static-exit comparator and sensitivity
New experiment, not the frozen ETH dynamic trail policy. Fixed prior15/20/30day HIGH entries, half-lookback LOW exits, next exact open, prior completed daily ATR14, 2ATR stop/net3R target,20day timeout;25bp creditedasset fees eachside and10/20bp slippage.2024–25 training and2026Jan1–Sep11 holdout time split. Currenttop10universe introduces survivorship; previous market outcomes already examined. Intrabar exits idealized, stop first on dual touch, gaps at open, NO entry-bar exit; not validated live15minute execution. Missing hours reindexed and require complete lookback, potentially removing trades; not a full-coverage control. Raw/vectorbt initcash1 reconciliation passed. Premises: static policy differs materially from frozen +2Rmanagement; small samples and known holdout cannot establish a new live edge.20day baseline daily {"s":"BTC","tf":"daily","L":20,"slip":0.001,"start":"2026-01-01T00:00:00Z","return_pct":-7.941181507690375,"drawdown_pct":21.6534070191543,"N":7,"win_rate":28.57142857142857,"mean_trade":-0.9263410177646298,"avg_win":9.302962969717433,"avg_loss":-5.018062612757455,"targets":1,"reconcile":0,"missing":0}. Training20day [{"s":"BTC","tf":"daily","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":-11.72620491624141,"drawdown_pct":26.075747066001743,"N":19,"win_rate":36.84210526315789,"mean_trade":-0.2929936107315517,"avg_win":9.008669445901495,"avg_loss":-5.718963727100829,"targets":2,"reconcile":0,"missing":0},{"s":"BTC","tf":"hourly","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":-35.872370589750915,"drawdown_pct":37.856136296089204,"N":24,"win_rate":29.166666666666668,"mean_trade":-1.3445821983833026,"avg_win":12.329260117977737,"avg_loss":-6.974987858061377,"targets":3,"reconcile":0,"missing":3}]. Stress20day [{"s":"BTC","tf":"daily","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":-5.6134519380969135,"drawdown_pct":22.110717581747373,"N":6,"win_rate":33.33333333333333,"mean_trade":-0.6633770588404142,"avg_win":9.3355210676069,"avg_loss":-5.662826122064072,"targets":1,"reconcile":0,"missing":0},{"s":"BTC","tf":"hourly","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":6.786462837538942,"drawdown_pct":13.391971279693093,"N":6,"win_rate":50,"mean_trade":1.2493789348036521,"avg_win":5.975839607069777,"avg_loss":-3.477081737462473,"targets":1,"reconcile":0,"missing":1}]. All holdout cells [tf,L,slip,return%,N] [["daily",15,0.001,-7.941181507690375,7],["daily",15,0.002,-5.6134519380969135,6],["daily",20,0.001,-7.941181507690375,7],["daily",20,0.002,-5.6134519380969135,6],["daily",30,0.001,-8.036293768268632,6],["daily",30,0.002,-5.422848838375982,5],["hourly",15,0.001,9.562786027837022,6],["hourly",15,0.002,6.592387779433984,6],["hourly",20,0.001,9.762269354061882,6],["hourly",20,0.002,6.786462837538942,6],["hourly",30,0.001,4.183583831323312,5],["hourly",30,0.002,-5.832384513976329,5]]. Trade-mean bootstrap10000 IID resamples95%CI, dependence unresolved: [{"s":"BTC","tf":"daily","CI":[-5.645666726860393,4.92767582722805],"N":7},{"s":"BTC","tf":"hourly","CI":[-2.3770118873103745,6.427078973939314],"N":6}]. Conclusion research only; no new deployment based on this comparator. All192cells recorded as observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .
return9.76
drawdown12.87
win rate50
sample6
daily_return-7.94
daily_drawdown21.65
daily_N7
fee_bp25
baseline_slip_bp10
stress_slip_bp20
cells24
reconciliation0
C91202 Arc/Tazapay: distribution expansion is not immediately token cash flow
Premises:1 Reverified Alpaca March2026 published inventory36USDpairs; all36 have dailybars, USDG only2/7calendar days and staleSep10. RankSep5–11sum(v*vw), not globalvolume: USDC10.368m,USDG1.900m,BTC677156,ETH459605,LTC254429,XRP199205,SOL192379,HYPE150543,LINK146046,UNI107781. Stablecoins retained in literal top10 but rejected directionalpriceupside; eightvolatilepairs candidate universe.2 All8 latestdailyclose below prior20dailyHIGH, although all aboveSMA50 and ETH2516.066 barely>prior20CLOSE2515.445. ETHHIGH2565.9 daily comparator differs from hourly2664.8535.3 Nasdaq directory13181 non-test listings screened by crypto/issuer names yielded181;180 have21SIPadjustedbars.19close>prior20sessionHIGH; ETHA19.16>19.135 and STRC98.64>98.2; bulkETHwrappers share onefactor, not independent signals. MSTR130.97<144.92,COIN175.26<195.85,CRCL90.6<103.28. Conclusion retainETHfrozenhourlywatch; noanticipatorycryptoentry, and noautomaticETF/preferred-stock order on an untestedcrypto-transferred rule. Name screen misses undisclosed treasury pivots;20stock sessions versus20calendarcryptodays not identical horizons. Full36rows observations25464–25499 and180stockrows saved separately. Sources https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqtraded.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 . Cash153.18 current constraint.
crypto_pairs36
top10_volatile8
crypto_HIGH_signals0
US_listings13181
name_matches181
bar_covered180
US_HIGH_signals19
ETH_close2516.07
ETH_daily_HIGH2565.9
ETHA_close19.16
ETHA_HIGH19.14
fund_cash153.18
C91200 cash decision after attacking the book and missed ETH entry
NEW limited path replay, reconstructed after observations, not prospectiveOOS or full-policy validation. Frozen signal Sep11 13UTCclose2628.4075>2565.9 known14UTC; rawnextopen2629.65,entryafter10bpslip2632.27965. ATR14 from completedSep10days88.0134936902; initialstop2456.25266262,target3223.79684108 solves net3R with25bpcreditedfees eachside/10bpexitslip. Replay40completed15minbars to23:45. Peak2664.8535,low2506.24: +2R and initialstop/target not touched; no dynamictransition needed in this interval. vectorbt Portfolio.from_orders init_cash1, effectiveentryprice=fill/.9975,qty1/effectiveprice,fee0 becauseencodedinprice,rawwealth equality0error. Mark−4.653905788%,hypotheticalliquidation−4.987378753%,closeDD4.079390856%,N1open/N0closed,winrateundefined. At23:45−.6602036R,20dayhorizonOct1 14UTC notelapsed. No observedstopbreak and no reason to tighten a hypothetical red trade. Prior29.4825illustration givesmark−1.372088 andnetstoprisk2.136323USD; actual0. Strongestcounter: cheaperlateentry maywork but has untestedconditioning. Avoid recasting the missed signal as an avoided completed loss. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; observation25230.
NO new historical train/holdout sweep. Read original2605/2606/2469 with query_research fundcrypto. Frozen prior480hourHIGH/240hourLOW,2ATR14/net3R,20daytimeout,+2RcostBE/2ATRtrail; next exactopen,25bpcreditedfees/10bpslip and20bpstress. 2024–25 training versus reused2026Jan1–Sep11 00UTC holdout. HourlyETH train33.250114%N19,test17.240439%DD19.830197%win4/6,stress15.841958%; daily20HIGH/10LOW train2.029153%N15,test−17.632466%DD27.353641%win1/5. Prior15min test22.171852%N6,stress20.714547%. The policies differ; dailyfailure is not automatically a veto of hourlywatch. Prior raw/vectorbtinitcash1 reconciliation reported2.45e−15. Premises: six reused trades leave expectancy uncertain; later Friday signal is now observed but its nextopen passed; live +2R activation and delayedstopfills remain different from simulated policy. Conclusion no retroactiveentry or retuning. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Existing sample not counted as fresh validation.
return17.24
drawdown19.83
win rate66.67
sample6
train_return33.25
train_N19
stress_return15.84
daily_return-17.63
daily_N5
new_historical_sweeps0
C91200 CLI close-breakout diagnostic remains unsuitable for orders
Book audit:0holdings; no R/daysheld/actualexits to reset. BTC strongest bear: unresolved ETF creations plus shrinking short-window stable liquidity do not finance sustained spot demand. Chain: netredemptions can reduce available settlement balances -> risk bids may weaken -> correlatedBTC/ETH/SOL drawdown can overwhelm supposed diversification. Counter: redemption may reflect payment cycles, not sales. ETH strongest bear: observed14UTCbreakout retraced while Arc may compete for settlement and upgrade dates do not establish fees. Chain: activity migrates -> less ETH fee/burn demand than activity headlines imply -> valuation can lag adoption and breakouts fail. Counter: interoperability might instead expand ETH collateral demand. SOL strongest bear: larger measured volatility and commonrisk, with no current breakout or independently demonstrated valuecapture. Chain: speculative demand reverses -> thinner weekend liquidity amplifies selling ->15minutechecked stops may fill beyond invalidation. Counter: realpayments growth can persist and SOLoutperform. Cash strongest bear: waiting for an exact next-open window with unreliable cadence misses fattails. Chain: collectors stop before decision -> valid signal not reviewed -> fund cannot realize even a real edge. Response: extend collectorbuffer and retain24h signals, not retrospective buy. Who benefits from turnover: venue earns fees regardless of expectancy; issuer benefits from usage narrative. Sources facts: https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://www.circle.com/transparency ; https://www.circle.com/pressroom/circle-reports-second-quarter-2026-results ; https://docs.alpaca.markets/us/docs/crypto-fees . All causal arrows are hypotheses, not established attribution. Binding constraint now is absent fresh entry plus execution-policy mismatch, not desire for profit.
holdings0
crypto_cash235.86
ETH_current_R_retrospective-0.66
ETH_BTC_corr0.87
USDC_net7_bn-0.25
actual_notional0
C91200 distinguish trend, closing-price screen and executable breakout
Premise 1: BTC current77212.8315 below20daySMA78613.9826 but above50day70646.2360; ETH2516.066 above2467.85355/2160.64242; SOL102.4335 above102.128765/86.875534. Premise 2: daily20priorCLOSE census flags onlyETH among36publishedUSDpairs; the frozen480hHIGH entry is currentlyfalse for allmajors. Premise 3: the daily volume ranking includesUSDC/USDG; USDG has2/7days and a159054-second-old quote, so ranking alone is not liquidity. Conclusion: favorable medium trend can coexist with no executable entry and failed breakout retracement; do not add a new lowvol/trend filter after examining the six-trade holdout. This is description, not a new interaction backtest. Prior daily/hourly negative/positive results correspond to different policies. Counterexample: tomorrow's trend may persist without another breakout; accept that opportunity cost rather than silently change the rule. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots .
daily_screen_N36
daily_screen_signals1
current_hourly_signals0
ETH_SMA202467.85
ETH_SMA502160.64
USDG_days2
fresh_quotes8
C91200 48-hour range experiment: wide targets need a longer horizon
Premise 1: use90days of hourly logreturns, seed91200,20000paths per asset, each concatenating two sampled24hour blocks. There are2136 overlapping historical blocks per asset, not60000 independent market observations. Premise 2: current2ATR14 illustrative stops are5.7564/7.5801/9.7048% below BTC/ETH/SOL;6ATR targets17.2692/22.7403/29.1145% above. Premise 3: hourly-close first-stop frequencies1.125/.990/.320%, first-target.030/.225/0%, neither98.845/98.785/99.680%. Terminal1% losses−4.970/−6.326/−7.428%. Conclusion: measured ranges cannot justify expecting a net3R payoff in two days; retain multiweek thesis horizon if entry later validates. These are gross range illustrations, not net3R executable exits or conditional breakout odds. Historical drift/regime and overlapping blocks bias simulation; absent intrahour extremes, gaps and fees understate stop risks. Strongest counterexample is a new jump outside the90day sample. Actual size0; do not use lowtouch estimates as safety guarantees. Source https://runway.adityaperswal.workers.dev/data/crypto-bars . All measured path figures in observations25189/25191/25193.