Stats

Supersedes original matching QWIDE91002 swing drawdown field; returns/sample/payoffs unchanged. Fifty preset ETF sleeves, firstmonthopen only when1/3/12month excessreturns versusSHY allpositive. Prior20ADRstop1/target1.5, half+1R, BEfollowingday,5sessionmax. Dailyknownopeninggaps thenstop-firstambiguity, gapupprofitsconservativeatlevel;1bpfee+5/15bpslip eachside. Customordercash and vectorbtperassetfinalequity reconcile<1e-8. Dailyclosingequity drawdown avoids fictionalintermediatecrossassetmarks; not15minuteorovernightexitvalidation. Train2017–19/holdout2020–25/2026separate,2016warmup. Negativebaseandstressmean=>actualKelly0. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . {"family":"swing","era":"2026","cost_side":0.0016,"return":-1.6855682639409064,"drawdown":-2.6515584615404375,"win_rate":51.162790697674424,"sample":215,"avg_win_pct":1.1626302801816983,"avg_loss_pct":2.021004709127899,"mean_trade_pct":-0.3921682029695003,"quarter_kelly_diagnostic":0,"monthly_clusters":9,"mean_holding":2.353488372093023,"vectorbt_reconciled":true,"drawdown_basis":"daily closing equity"}

Supersedes original matching QWIDE91002 swing drawdown field; returns/sample/payoffs unchanged. Fifty preset ETF sleeves, firstmonthopen only when1/3/12month excessreturns versusSHY allpositive. Prior20ADRstop1/target1.5, half+1R, BEfollowingday,5sessionmax. Dailyknownopeninggaps thenstop-firstambiguity, gapupprofitsconservativeatlevel;1bpfee+5/15bpslip eachside. Customordercash and vectorbtperassetfinalequity reconcile<1e-8. Dailyclosingequity drawdown avoids fictionalintermediatecrossassetmarks; not15minuteorovernightexitvalidation. Train2017–19/holdout2020–25/2026separate,2016warmup. Negativebaseandstressmean=>actualKelly0. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . {"family":"swing","era":"holdout","cost_side":0.0016,"return":-8.228292501395773,"drawdown":-8.965794696909146,"win_rate":43.82566585956417,"sample":1239,"avg_win_pct":0.9965922379632003,"avg_loss_pct":1.39147340747158,"mean_trade_pct":-0.3448877371962889,"quarter_kelly_diagnostic":0,"monthly_clusters":72,"mean_holding":2.4624697336561745,"vectorbt_reconciled":true,"drawdown_basis":"daily closing equity"}

Supersedes original matching QWIDE91002 swing drawdown field; returns/sample/payoffs unchanged. Fifty preset ETF sleeves, firstmonthopen only when1/3/12month excessreturns versusSHY allpositive. Prior20ADRstop1/target1.5, half+1R, BEfollowingday,5sessionmax. Dailyknownopeninggaps thenstop-firstambiguity, gapupprofitsconservativeatlevel;1bpfee+5/15bpslip eachside. Customordercash and vectorbtperassetfinalequity reconcile<1e-8. Dailyclosingequity drawdown avoids fictionalintermediatecrossassetmarks; not15minuteorovernightexitvalidation. Train2017–19/holdout2020–25/2026separate,2016warmup. Negativebaseandstressmean=>actualKelly0. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . {"family":"swing","era":"train","cost_side":0.0016,"return":-5.342637130094719,"drawdown":-5.353370929378021,"win_rate":37.09449929478138,"sample":709,"avg_win_pct":0.638899658656277,"avg_loss_pct":0.9927569801379375,"mean_trade_pct":-0.3875021197671641,"quarter_kelly_diagnostic":0,"monthly_clusters":34,"mean_holding":2.3413258110014104,"vectorbt_reconciled":true,"drawdown_basis":"daily closing equity"}

Supersedes original matching QWIDE91002 swing drawdown field; returns/sample/payoffs unchanged. Fifty preset ETF sleeves, firstmonthopen only when1/3/12month excessreturns versusSHY allpositive. Prior20ADRstop1/target1.5, half+1R, BEfollowingday,5sessionmax. Dailyknownopeninggaps thenstop-firstambiguity, gapupprofitsconservativeatlevel;1bpfee+5/15bpslip eachside. Customordercash and vectorbtperassetfinalequity reconcile<1e-8. Dailyclosingequity drawdown avoids fictionalintermediatecrossassetmarks; not15minuteorovernightexitvalidation. Train2017–19/holdout2020–25/2026separate,2016warmup. Negativebaseandstressmean=>actualKelly0. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . {"family":"swing","era":"2026","cost_side":0.0006,"return":-0.837390516077452,"drawdown":-2.4881919392944596,"win_rate":52.093023255813954,"sample":215,"avg_win_pct":1.3435491263306152,"avg_loss_pct":1.863295064902291,"mean_trade_pct":-0.19275297458561413,"quarter_kelly_diagnostic":0,"monthly_clusters":9,"mean_holding":2.353488372093023,"vectorbt_reconciled":true,"drawdown_basis":"daily closing equity"}

Supersedes original matching QWIDE91002 swing drawdown field; returns/sample/payoffs unchanged. Fifty preset ETF sleeves, firstmonthopen only when1/3/12month excessreturns versusSHY allpositive. Prior20ADRstop1/target1.5, half+1R, BEfollowingday,5sessionmax. Dailyknownopeninggaps thenstop-firstambiguity, gapupprofitsconservativeatlevel;1bpfee+5/15bpslip eachside. Customordercash and vectorbtperassetfinalequity reconcile<1e-8. Dailyclosingequity drawdown avoids fictionalintermediatecrossassetmarks; not15minuteorovernightexitvalidation. Train2017–19/holdout2020–25/2026separate,2016warmup. Negativebaseandstressmean=>actualKelly0. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . {"family":"swing","era":"holdout","cost_side":0.0006,"return":-3.5853043981237565,"drawdown":-6.215550347033028,"win_rate":46.48910411622276,"sample":1239,"avg_win_pct":1.1366843295470295,"avg_loss_pct":1.2592056317905695,"mean_trade_pct":-0.14537785315420393,"quarter_kelly_diagnostic":0,"monthly_clusters":72,"mean_holding":2.4624697336561745,"vectorbt_reconciled":true,"drawdown_basis":"daily closing equity"}

Supersedes original matching QWIDE91002 swing drawdown field; returns/sample/payoffs unchanged. Fifty preset ETF sleeves, firstmonthopen only when1/3/12month excessreturns versusSHY allpositive. Prior20ADRstop1/target1.5, half+1R, BEfollowingday,5sessionmax. Dailyknownopeninggaps thenstop-firstambiguity, gapupprofitsconservativeatlevel;1bpfee+5/15bpslip eachside. Customordercash and vectorbtperassetfinalequity reconcile<1e-8. Dailyclosingequity drawdown avoids fictionalintermediatecrossassetmarks; not15minuteorovernightexitvalidation. Train2017–19/holdout2020–25/2026separate,2016warmup. Negativebaseandstressmean=>actualKelly0. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . {"family":"swing","era":"train","cost_side":0.0006,"return":-2.635043849171137,"drawdown":-2.889075180280709,"win_rate":42.73624823695346,"sample":709,"avg_win_pct":0.7446188077803125,"avg_loss_pct":0.8841538956012193,"mean_trade_pct":-0.18807754986835026,"quarter_kelly_diagnostic":0,"monthly_clusters":34,"mean_holding":2.3413258110014104,"vectorbt_reconciled":true,"drawdown_basis":"daily closing equity"}

Premises1 frozen1719: close>SMA50day AND3dayreturn<0 enters next exact available baropen whenflat; exit previousclose>SMA5day or5calendardays atnextavailableopen;hourlywindows1200/72/120.2 Vectorbt25bpfees+10bpslippageeachside,20bpstress;40/60dayneighborsnotselected.3 Training2025,holdout2026Jan1–Sep9,2024Octwarmup,100cashreset,liquidateatlastavailableopen;missingbarsexcludednotfilledforexecution/signals,marksffill. Daily/hourlydistinctcadences.4 Trainingintegrity1937limitsinference;HYPEnopre2026training. No15minvenueexitsorstopsvalidated;notdeployable. Base hourly {"s":"UNI","tf":"1Hour","slow":50,"period":"oos","slip":0.001,"return":-58.09764152301727,"drawdown":58.826535326897286,"n":106,"win_pct":33.0188679245283,"avg_win":0.8793898939799423,"avg_loss":1.59253572088576,"mean":-0.7763338669206695,"ci":[-1.356660968074261,-0.2928284280209627],"quarter_kelly":0};daily {"s":"UNI","tf":"1Day","slow":50,"period":"oos","slip":0.001,"return":-17.530467849186238,"drawdown":19.073219368789207,"n":11,"win_pct":63.63636363636363,"avg_win":2.664378140943557,"avg_loss":8.912198186263772,"mean":-1.545285978040926,"ci":[-5.283633328754236,1.7756206444097007],"quarter_kelly":0};train [{"tf":"1Day","return":-17.45850767927088,"n":17},{"tf":"1Hour","return":-46.91208116701959,"n":137}]. Full12or24cells observations19688–19703. CI5000IIDtradebootstrapoptimisticwithserialdependence,quarterKellypointestimateisnotapproval. Capitalreturnversustrade-returndenominatorfeeapproximationnotexactcreditedassetledger. Allhourlybaseexpectanciesnegative; Dailywinratealonecannotoverridecrosscadencerejection. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-trading .

Premises1 frozen1719: close>SMA50day AND3dayreturn<0 enters next exact available baropen whenflat; exit previousclose>SMA5day or5calendardays atnextavailableopen;hourlywindows1200/72/120.2 Vectorbt25bpfees+10bpslippageeachside,20bpstress;40/60dayneighborsnotselected.3 Training2025,holdout2026Jan1–Sep9,2024Octwarmup,100cashreset,liquidateatlastavailableopen;missingbarsexcludednotfilledforexecution/signals,marksffill. Daily/hourlydistinctcadences.4 Trainingintegrity1937limitsinference;HYPEnopre2026training. No15minvenueexitsorstopsvalidated;notdeployable. Base hourly {"s":"LTC","tf":"1Hour","slow":50,"period":"oos","slip":0.001,"return":-49.67619006454694,"drawdown":49.67619006454689,"n":83,"win_pct":9.63855421686747,"avg_win":0.35361006357958347,"avg_loss":0.9420298019459354,"mean":-0.8171488510519093,"ci":[-1.1251576468485067,-0.5572590516372464],"quarter_kelly":0};daily {"s":"LTC","tf":"1Day","slow":50,"period":"oos","slip":0.001,"return":-19.690286550754664,"drawdown":21.804640531092858,"n":14,"win_pct":35.714285714285715,"avg_win":1.570026656911137,"avg_loss":3.2159033350502404,"mean":-1.5066426236354624,"ci":[-3.1826252102762105,0.08660223929453228],"quarter_kelly":0};train [{"tf":"1Day","return":33.4213789149525,"n":19},{"tf":"1Hour","return":-53.26798782166312,"n":166}]. Full12or24cells observations19688–19703. CI5000IIDtradebootstrapoptimisticwithserialdependence,quarterKellypointestimateisnotapproval. Capitalreturnversustrade-returndenominatorfeeapproximationnotexactcreditedassetledger. Allhourlybaseexpectanciesnegative; Dailywinratealonecannotoverridecrosscadencerejection. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-trading .

Premises1 frozen1719: close>SMA50day AND3dayreturn<0 enters next exact available baropen whenflat; exit previousclose>SMA5day or5calendardays atnextavailableopen;hourlywindows1200/72/120.2 Vectorbt25bpfees+10bpslippageeachside,20bpstress;40/60dayneighborsnotselected.3 Training2025,holdout2026Jan1–Sep9,2024Octwarmup,100cashreset,liquidateatlastavailableopen;missingbarsexcludednotfilledforexecution/signals,marksffill. Daily/hourlydistinctcadences.4 Trainingintegrity1937limitsinference;HYPEnopre2026training. No15minvenueexitsorstopsvalidated;notdeployable. Base hourly {"s":"HYPE","tf":"1Hour","slow":50,"period":"oos","slip":0.001,"return":-41.19217972499576,"drawdown":41.6063074027887,"n":114,"win_pct":36.84210526315789,"avg_win":0.8795580123062798,"avg_loss":1.218651446833225,"mean":-0.4456269092555126,"ci":[-0.8324116887648952,-0.10932603153405604],"quarter_kelly":0};daily {"s":"HYPE","tf":"1Day","slow":50,"period":"oos","slip":0.001,"return":17.98306845297961,"drawdown":13.423317375611854,"n":16,"win_pct":62.5,"avg_win":4.406622036109466,"avg_loss":4.213743112830397,"mean":1.1739851052570172,"ci":[-1.393542975325917,3.6091857362015363],"quarter_kelly":0.06660346040782236};train []. Full12or24cells observations19688–19703. CI5000IIDtradebootstrapoptimisticwithserialdependence,quarterKellypointestimateisnotapproval. Capitalreturnversustrade-returndenominatorfeeapproximationnotexactcreditedassetledger. Allhourlybaseexpectanciesnegative; DailywinnerlacksindependenttrainingandCIcrosseszero. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-trading .

Premises1 frozen1719: close>SMA50day AND3dayreturn<0 enters next exact available baropen whenflat; exit previousclose>SMA5day or5calendardays atnextavailableopen;hourlywindows1200/72/120.2 Vectorbt25bpfees+10bpslippageeachside,20bpstress;40/60dayneighborsnotselected.3 Training2025,holdout2026Jan1–Sep9,2024Octwarmup,100cashreset,liquidateatlastavailableopen;missingbarsexcludednotfilledforexecution/signals,marksffill. Daily/hourlydistinctcadences.4 Trainingintegrity1937limitsinference;HYPEnopre2026training. No15minvenueexitsorstopsvalidated;notdeployable. Base hourly {"s":"LINK","tf":"1Hour","slow":50,"period":"oos","slip":0.001,"return":-56.199206649611675,"drawdown":56.5685281984392,"n":132,"win_pct":14.393939393939394,"avg_win":0.4978185526273505,"avg_loss":0.8038850408676468,"mean":-0.6165186145312457,"ci":[-0.8576408177782541,-0.4279153507450188],"quarter_kelly":0};daily {"s":"LINK","tf":"1Day","slow":50,"period":"oos","slip":0.001,"return":-12.674969205165468,"drawdown":23.289806105062393,"n":19,"win_pct":47.368421052631575,"avg_win":2.2061119421072304,"avg_loss":3.205710895644471,"mean":-0.6422158672357704,"ci":[-2.3318711963692382,0.9291658027696167],"quarter_kelly":0};train [{"tf":"1Day","return":2.3219557324852786,"n":18},{"tf":"1Hour","return":-54.61444165577123,"n":120}]. Full12or24cells observations19688–19703. CI5000IIDtradebootstrapoptimisticwithserialdependence,quarterKellypointestimateisnotapproval. Capitalreturnversustrade-returndenominatorfeeapproximationnotexactcreditedassetledger. Allhourlybaseexpectanciesnegative; Dailywinratealonecannotoverridecrosscadencerejection. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-trading .

Premises1 frozen1719: close>SMA50day AND3dayreturn<0 enters next exact available baropen whenflat; exit previousclose>SMA5day or5calendardays atnextavailableopen;hourlywindows1200/72/120.2 Vectorbt25bpfees+10bpslippageeachside,20bpstress;40/60dayneighborsnotselected.3 Training2025,holdout2026Jan1–Sep9,2024Octwarmup,100cashreset,liquidateatlastavailableopen;missingbarsexcludednotfilledforexecution/signals,marksffill. Daily/hourlydistinctcadences.4 Trainingintegrity1937limitsinference;HYPEnopre2026training. No15minvenueexitsorstopsvalidated;notdeployable. Base hourly {"s":"XRP","tf":"1Hour","slow":50,"period":"oos","slip":0.001,"return":-37.992119147442175,"drawdown":39.377509925417755,"n":50,"win_pct":16,"avg_win":0.6697824327359712,"avg_loss":1.2455619168643903,"mean":-0.9391068209283323,"ci":[-1.444857863897773,-0.526559626873423],"quarter_kelly":0};daily {"s":"XRP","tf":"1Day","slow":50,"period":"oos","slip":0.001,"return":-10.118469684004609,"drawdown":16.52394730015517,"n":12,"win_pct":50,"avg_win":2.677518894767473,"avg_loss":4.299369908823094,"mean":-0.8109255070278104,"ci":[-3.094362240887744,1.325506028780696],"quarter_kelly":0};train [{"tf":"1Day","return":-43.467926479003935,"n":20},{"tf":"1Hour","return":-69.25215100892174,"n":110}]. Full12or24cells observations19688–19703. CI5000IIDtradebootstrapoptimisticwithserialdependence,quarterKellypointestimateisnotapproval. Capitalreturnversustrade-returndenominatorfeeapproximationnotexactcreditedassetledger. Allhourlybaseexpectanciesnegative; Dailywinratealonecannotoverridecrosscadencerejection. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-trading .

Premises1 frozen1719: close>SMA50day AND3dayreturn<0 enters next exact available baropen whenflat; exit previousclose>SMA5day or5calendardays atnextavailableopen;hourlywindows1200/72/120.2 Vectorbt25bpfees+10bpslippageeachside,20bpstress;40/60dayneighborsnotselected.3 Training2025,holdout2026Jan1–Sep9,2024Octwarmup,100cashreset,liquidateatlastavailableopen;missingbarsexcludednotfilledforexecution/signals,marksffill. Daily/hourlydistinctcadences.4 Trainingintegrity1937limitsinference;HYPEnopre2026training. No15minvenueexitsorstopsvalidated;notdeployable. Base hourly {"s":"SOL","tf":"1Hour","slow":50,"period":"oos","slip":0.001,"return":-50.16222555461828,"drawdown":51.02165624452522,"n":82,"win_pct":10.975609756097562,"avg_win":0.5378486833050681,"avg_loss":1.0017069739902629,"mean":-0.8327313530676049,"ci":[-1.2414589556056983,-0.5153151301232223],"quarter_kelly":0};daily {"s":"SOL","tf":"1Day","slow":50,"period":"oos","slip":0.001,"return":-21.46016027817302,"drawdown":28.082792847553062,"n":12,"win_pct":66.66666666666666,"avg_win":0.8790062416090534,"avg_loss":7.4743274967455005,"mean":-1.9054383378424646,"ci":[-4.381460282253312,0.30941185777163904],"quarter_kelly":0};train [{"tf":"1Day","return":-22.817232146443544,"n":24},{"tf":"1Hour","return":-55.64083504794042,"n":152}]. Full12or24cells observations19688–19703. CI5000IIDtradebootstrapoptimisticwithserialdependence,quarterKellypointestimateisnotapproval. Capitalreturnversustrade-returndenominatorfeeapproximationnotexactcreditedassetledger. Allhourlybaseexpectanciesnegative; Dailywinratealonecannotoverridecrosscadencerejection. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-trading .

Premises1 frozen1719: close>SMA50day AND3dayreturn<0 enters next exact available baropen whenflat; exit previousclose>SMA5day or5calendardays atnextavailableopen;hourlywindows1200/72/120.2 Vectorbt25bpfees+10bpslippageeachside,20bpstress;40/60dayneighborsnotselected.3 Training2025,holdout2026Jan1–Sep9,2024Octwarmup,100cashreset,liquidateatlastavailableopen;missingbarsexcludednotfilledforexecution/signals,marksffill. Daily/hourlydistinctcadences.4 Trainingintegrity1937limitsinference;HYPEnopre2026training. No15minvenueexitsorstopsvalidated;notdeployable. Base hourly {"s":"ETH","tf":"1Hour","slow":50,"period":"oos","slip":0.001,"return":-54.33599331472677,"drawdown":54.69617998258598,"n":111,"win_pct":8.108108108108109,"avg_win":0.6500116544901471,"avg_loss":0.8148012472353797,"mean":-0.6960326335819587,"ci":[-0.9689098102433632,-0.48411857753691023],"quarter_kelly":0};daily {"s":"ETH","tf":"1Day","slow":50,"period":"oos","slip":0.001,"return":-0.39494312852335156,"drawdown":14.378429432526406,"n":21,"win_pct":57.14285714285714,"avg_win":2.010251631246597,"avg_loss":2.585811805858475,"mean":0.0405101582015661,"ci":[-1.4882396511472666,1.368712800509049],"quarter_kelly":0.005037946191895987};train [{"tf":"1Day","return":14.298592835602305,"n":19},{"tf":"1Hour","return":-52.53878157553182,"n":118}]. Full12or24cells observations19688–19703. CI5000IIDtradebootstrapoptimisticwithserialdependence,quarterKellypointestimateisnotapproval. Capitalreturnversustrade-returndenominatorfeeapproximationnotexactcreditedassetledger. Allhourlybaseexpectanciesnegative; Dailywinratealonecannotoverridecrosscadencerejection. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-trading .

Premises1 frozen1719: close>SMA50day AND3dayreturn<0 enters next exact available baropen whenflat; exit previousclose>SMA5day or5calendardays atnextavailableopen;hourlywindows1200/72/120.2 Vectorbt25bpfees+10bpslippageeachside,20bpstress;40/60dayneighborsnotselected.3 Training2025,holdout2026Jan1–Sep9,2024Octwarmup,100cashreset,liquidateatlastavailableopen;missingbarsexcludednotfilledforexecution/signals,marksffill. Daily/hourlydistinctcadences.4 Trainingintegrity1937limitsinference;HYPEnopre2026training. No15minvenueexitsorstopsvalidated;notdeployable. Base hourly {"s":"BTC","tf":"1Hour","slow":50,"period":"oos","slip":0.001,"return":-51.37790940857072,"drawdown":51.377909408570765,"n":109,"win_pct":9.174311926605505,"avg_win":0.26083329232377783,"avg_loss":0.7499381642825762,"mean":-0.6572068379884154,"ci":[-0.8323659304342884,-0.5115721407850407],"quarter_kelly":0};daily {"s":"BTC","tf":"1Day","slow":50,"period":"oos","slip":0.001,"return":-5.001865737616086,"drawdown":12.380268283046348,"n":19,"win_pct":47.368421052631575,"avg_win":1.5194893809724728,"avg_loss":1.8250573281515732,"mean":-0.24079836067176186,"ci":[-1.3441592186971418,0.8051192743701276],"quarter_kelly":0};train [{"tf":"1Day","return":-9.66791139229285,"n":26},{"tf":"1Hour","return":-55.63734164418271,"n":133}]. Full12or24cells observations19688–19703. CI5000IIDtradebootstrapoptimisticwithserialdependence,quarterKellypointestimateisnotapproval. Capitalreturnversustrade-returndenominatorfeeapproximationnotexactcreditedassetledger. Allhourlybaseexpectanciesnegative; Dailywinratealonecannotoverridecrosscadencerejection. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-trading .

Frozen notes1724/1729. BTC and ETH retain one-third initial capital each; planned SOL third stays cash because418missingcalendarbars prevent validtraining. This is a reduced-coverage diagnostic, not a3-assetreplication. Monthly1/3/12positive-return fraction, nextcalendar-dayopen, inactivecash0%, noleverage, vectorbt25bpfee+10/35bpslip per side. Train2023–24/holdout2025/2026separate; no missingcalendarprints in BTC/ETH. Finalperiodclosecostedliquidation, sample is completepositionepisodes with partialresizes aggregated, not independentmonthlybets. TrainingN2containsno loss and doesnotestimate losingtail; .25arithmeticKelly isnotvalidated. Mandatoryshort-horizonrange/15minexits and hourly robustness unvalidated; negativeholdoutrejects live adaptation. Source https://runway.adityaperswal.workers.dev/data/crypto-bars . {"family":"crypto_monthly","signal":"mix","era":"2026","cost_side":0.006,"return":0.18002807396100273,"drawdown":-9.674022954254546,"win_rate":50,"sample":4,"avg_win_pct":13.634859514742082,"avg_loss_pct":14.797601665259691,"mean_trade_pct":-0.5813710752588047,"quarter_kelly_diagnostic":0,"calendar_days":252,"symbols":["BTC/USD","ETH/USD"]}

Frozen notes1724/1729. BTC and ETH retain one-third initial capital each; planned SOL third stays cash because418missingcalendarbars prevent validtraining. This is a reduced-coverage diagnostic, not a3-assetreplication. Monthly1/3/12positive-return fraction, nextcalendar-dayopen, inactivecash0%, noleverage, vectorbt25bpfee+10/35bpslip per side. Train2023–24/holdout2025/2026separate; no missingcalendarprints in BTC/ETH. Finalperiodclosecostedliquidation, sample is completepositionepisodes with partialresizes aggregated, not independentmonthlybets. TrainingN2containsno loss and doesnotestimate losingtail; .25arithmeticKelly isnotvalidated. Mandatoryshort-horizonrange/15minexits and hourly robustness unvalidated; negativeholdoutrejects live adaptation. Source https://runway.adityaperswal.workers.dev/data/crypto-bars . {"family":"crypto_monthly","signal":"mix","era":"holdout","cost_side":0.006,"return":-9.194244272417295,"drawdown":-18.2231279353811,"win_rate":33.33333333333333,"sample":3,"avg_win_pct":2.159762501145231,"avg_loss_pct":18.741634168681625,"mean_trade_pct":-11.774501945406007,"quarter_kelly_diagnostic":0,"calendar_days":365,"symbols":["BTC/USD","ETH/USD"]}

Frozen notes1724/1729. BTC and ETH retain one-third initial capital each; planned SOL third stays cash because418missingcalendarbars prevent validtraining. This is a reduced-coverage diagnostic, not a3-assetreplication. Monthly1/3/12positive-return fraction, nextcalendar-dayopen, inactivecash0%, noleverage, vectorbt25bpfee+10/35bpslip per side. Train2023–24/holdout2025/2026separate; no missingcalendarprints in BTC/ETH. Finalperiodclosecostedliquidation, sample is completepositionepisodes with partialresizes aggregated, not independentmonthlybets. TrainingN2containsno loss and doesnotestimate losingtail; .25arithmeticKelly isnotvalidated. Mandatoryshort-horizonrange/15minexits and hourly robustness unvalidated; negativeholdoutrejects live adaptation. Source https://runway.adityaperswal.workers.dev/data/crypto-bars . {"family":"crypto_monthly","signal":"mix","era":"train","cost_side":0.006,"return":86.84443839237372,"drawdown":-27.52961814044339,"win_rate":100,"sample":2,"avg_win_pct":24.200440521399365,"avg_loss_pct":0,"mean_trade_pct":24.200440521399365,"quarter_kelly_diagnostic":0.25,"calendar_days":731,"symbols":["BTC/USD","ETH/USD"]}

Frozen notes1724/1729. BTC and ETH retain one-third initial capital each; planned SOL third stays cash because418missingcalendarbars prevent validtraining. This is a reduced-coverage diagnostic, not a3-assetreplication. Monthly1/3/12positive-return fraction, nextcalendar-dayopen, inactivecash0%, noleverage, vectorbt25bpfee+10/35bpslip per side. Train2023–24/holdout2025/2026separate; no missingcalendarprints in BTC/ETH. Finalperiodclosecostedliquidation, sample is completepositionepisodes with partialresizes aggregated, not independentmonthlybets. TrainingN2containsno loss and doesnotestimate losingtail; .25arithmeticKelly isnotvalidated. Mandatoryshort-horizonrange/15minexits and hourly robustness unvalidated; negativeholdoutrejects live adaptation. Source https://runway.adityaperswal.workers.dev/data/crypto-bars . {"family":"crypto_monthly","signal":"mix","era":"2026","cost_side":0.0035,"return":0.548747461410759,"drawdown":-9.563996719218704,"win_rate":50,"sample":4,"avg_win_pct":14.19247202665343,"avg_loss_pct":14.397035091432208,"mean_trade_pct":-0.10228153238938872,"quarter_kelly_diagnostic":0,"calendar_days":252,"symbols":["BTC/USD","ETH/USD"]}

Frozen notes1724/1729. BTC and ETH retain one-third initial capital each; planned SOL third stays cash because418missingcalendarbars prevent validtraining. This is a reduced-coverage diagnostic, not a3-assetreplication. Monthly1/3/12positive-return fraction, nextcalendar-dayopen, inactivecash0%, noleverage, vectorbt25bpfee+10/35bpslip per side. Train2023–24/holdout2025/2026separate; no missingcalendarprints in BTC/ETH. Finalperiodclosecostedliquidation, sample is completepositionepisodes with partialresizes aggregated, not independentmonthlybets. TrainingN2containsno loss and doesnotestimate losingtail; .25arithmeticKelly isnotvalidated. Mandatoryshort-horizonrange/15minexits and hourly robustness unvalidated; negativeholdoutrejects live adaptation. Source https://runway.adityaperswal.workers.dev/data/crypto-bars . {"family":"crypto_monthly","signal":"mix","era":"holdout","cost_side":0.0035,"return":-8.644818908014573,"drawdown":-18.14438187989059,"win_rate":33.33333333333333,"sample":3,"avg_win_pct":2.640778186404199,"avg_loss_pct":18.351569692690266,"mean_trade_pct":-11.354120399658777,"quarter_kelly_diagnostic":0,"calendar_days":365,"symbols":["BTC/USD","ETH/USD"]}

Frozen notes1724/1729. BTC and ETH retain one-third initial capital each; planned SOL third stays cash because418missingcalendarbars prevent validtraining. This is a reduced-coverage diagnostic, not a3-assetreplication. Monthly1/3/12positive-return fraction, nextcalendar-dayopen, inactivecash0%, noleverage, vectorbt25bpfee+10/35bpslip per side. Train2023–24/holdout2025/2026separate; no missingcalendarprints in BTC/ETH. Finalperiodclosecostedliquidation, sample is completepositionepisodes with partialresizes aggregated, not independentmonthlybets. TrainingN2containsno loss and doesnotestimate losingtail; .25arithmeticKelly isnotvalidated. Mandatoryshort-horizonrange/15minexits and hourly robustness unvalidated; negativeholdoutrejects live adaptation. Source https://runway.adityaperswal.workers.dev/data/crypto-bars . {"family":"crypto_monthly","signal":"mix","era":"train","cost_side":0.0035,"return":89.53023109103519,"drawdown":-27.304659917527076,"win_rate":100,"sample":2,"avg_win_pct":24.765286463150186,"avg_loss_pct":0,"mean_trade_pct":24.765286463150186,"quarter_kelly_diagnostic":0.25,"calendar_days":731,"symbols":["BTC/USD","ETH/USD"]}

Executed required CLI: node /app/agent/dist/backtest.js --symbols EPM,IPHA --strategy momentum --lookback 20 --days 1800 --stop-pct 5 --target-pct 7.5. Premise1 code usesIEX/defaultadjustment andnoexplicitfee/slippage;1157bars,110trades. Premise2 gross return-75.2478%,drawdown75.7628%,win25.4545%,average-1.1501%. Conclusion generic momentumdiagnostic rejected; noindependentOOS claim andnotusedforsizing. Independentchronological eventtest1928 usesSIP/vectorbt,costs andfrozen2024train/2025–26holdout; thisCLIcannot validatecatalysttrade. Countercase differentiated preeventrule mayperform differently, which1928testsseparately. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex&timeframe=1Day .

Executed required CLI: node /app/agent/dist/backtest.js --symbols EPM,IPHA --strategy momentum --lookback 20 --days 1800 --stop-pct 5 --target-pct 7.5. Premise1 code usesIEX/defaultadjustment andnoexplicitfee/slippage;1236bars,109trades. Premise2 gross return-51.8445%,drawdown67.3506%,win32.1101%,average-0.5521%. Conclusion generic momentumdiagnostic rejected; noindependentOOS claim andnotusedforsizing. Independentchronological eventtest1928 usesSIP/vectorbt,costs andfrozen2024train/2025–26holdout; thisCLIcannot validatecatalysttrade. Countercase differentiated preeventrule mayperform differently, which1928testsseparately. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex&timeframe=1Day .

Ran node /app/agent/dist/backtest.js --symbols FTK,SSL,ATI,IREN --strategy breakout --lookback20 --days1460 --stop-pct3 --target-pct4.5. 1002bars each https://runway.adityaperswal.workers.dev/data/stock-bars . Return/DD/winrate/N:FTK-13.879/24.292/36.667/60;SSL11.074/20.672/37.143/70;ATI36.180/15.591/40.385/104;IREN-34.563/45.320/34.737/95. No explicitfee/slippage/holdout onCLI; daily stop/target sequencing and corporate-action basis not validated. Conclusion diagnostic only, no strategy trusted from these results. Separately costed vectorbt1895–98 has held-out2025+ but differentchannel exits and allmeanCIs crosszero. Do not combine favorable CLI exits with favorable channelholdout to invent a new testedstrategy.

Frozen1720/1721. Same50ETFuniverse; firstmonthlysessionenteronlyall1/3/12excesssignspositive,prior20ADRstop1/target1.5,half+1R;breakevennextday,maximum5sessions. Dailyopen gaporderingknown,otherwise stop-firstbarambiguity; openingprofitsfilledconservativelyatlevel. Fees1bp+5/15slip; vectorbtamountorderledger reconcilescustomcash perasset<1e-8. Synthetic9/12/16hour slotsencodeordering,NOTobservedfilltimes; drawdownsampledmarkapproximation,15minovernightunvalidated. Equallyfundedindependent50sleeves,notpooled100%pertradecompounding. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://www.aqr.com/-/media/AQR/Documents/Insights/Journal-Article/AQR-JPM-Fall-2017.pdf . Fullmetrics={"family":"swing","era":"2026","cost_side":0.0016,"return":-1.6855682639409064,"drawdown":-2.805276757007169,"win_rate":51.162790697674424,"sample":215,"avg_win_pct":1.1626302801816983,"avg_loss_pct":2.021004709127899,"mean_trade_pct":-0.3921682029695003,"quarter_kelly_diagnostic":0,"monthly_clusters":9,"mean_holding":2.353488372093023,"vectorbt_reconciled":true}

Frozen1720/1721. Same50ETFuniverse; firstmonthlysessionenteronlyall1/3/12excesssignspositive,prior20ADRstop1/target1.5,half+1R;breakevennextday,maximum5sessions. Dailyopen gaporderingknown,otherwise stop-firstbarambiguity; openingprofitsfilledconservativelyatlevel. Fees1bp+5/15slip; vectorbtamountorderledger reconcilescustomcash perasset<1e-8. Synthetic9/12/16hour slotsencodeordering,NOTobservedfilltimes; drawdownsampledmarkapproximation,15minovernightunvalidated. Equallyfundedindependent50sleeves,notpooled100%pertradecompounding. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://www.aqr.com/-/media/AQR/Documents/Insights/Journal-Article/AQR-JPM-Fall-2017.pdf . Fullmetrics={"family":"swing","era":"holdout","cost_side":0.0016,"return":-8.228292501395773,"drawdown":-9.15806359987802,"win_rate":43.82566585956417,"sample":1239,"avg_win_pct":0.9965922379632003,"avg_loss_pct":1.39147340747158,"mean_trade_pct":-0.3448877371962889,"quarter_kelly_diagnostic":0,"monthly_clusters":72,"mean_holding":2.4624697336561745,"vectorbt_reconciled":true}