{ "version": "source-evidence-2026-10-18.1", "publishedDate": "2026-10-18", "evidenceKind": "Reproducible extraction and arithmetic from stored fitted historical simulations; no fresh independent market replay", "freshHistoricalReplayPerformed": false, "independentFinancialAuditPerformed": false, "rawCandleRedistributionIncluded": false, "sources": [ { "path": "src/app/data/dcaPresetBacktests.ts", "sha256": "011de01560050882380ae83c9e596c25f31503268cea989877b79944d508823a" }, { "path": "src/app/data/publicResearch.ts", "sha256": "9dc93bb4ec5c442280803724a79b9bc0f2dbf6bd30166fa6a266eb83657621c8" }, { "path": "services/backtesting/dca_preset_backtest.py", "sha256": "d245906e1677bed74bddfbf12c267fee5a761d5e600d11aa723c3751b42a0a5c" }, { "path": "services/backtesting/generate_dca_preset_evidence.py", "sha256": "20600df1b0e52b37475fcb0ba3cdca0ce0518a32f2ddd70b4f715017a9e13dce" }, { "path": "scripts/seo-geo-research.ts", "sha256": "ae54aabdfe377c124b7852cc53b3c45aeda83a5d5b05562adcec4b3e360da362" }, { "path": "scripts/seo-geo-csv.mjs", "sha256": "13888b5ce4850ca97eef7cedd40c2408b4bc91464bd8dbf4a1abc74a1e22c8f2" }, { "path": "scripts/seo-geo-research-reproduce.mjs", "sha256": "3ed1807ddcc577c4021af8805263e17ad2468c1cdd2b786e376ab3cb59e5e63c" } ], "sourceMetadata": { "startDate": "2022-07-11", "endDate": "2026-07-11", "mode": "live_parity_v5", "exchange": "Coinbase Exchange spot", "simulator": "services/backtesting/dca_preset_backtest.py", "warmupCandles": 260, "note": "Four-year cumulative cash returns after modeled costs, with 260 in-window warmup candles and exactly 260 completed candles per signal. Fees are 0.10% per side. Market entries and modeled exits include 0.05% adverse slippage; resting safety limits fill at their limit without another buy slippage charge, and the safety ladder is anchored to the modeled base fill. Only individually validated presets are enabled. Historical fitted simulation does not establish future profitability, native exchange or platform execution parity, or 3Commas outperformance." }, "sourceSnapshot": { "metadata": { "startDate": "2022-07-11", "endDate": "2026-07-11", "mode": "live_parity_v5", "exchange": "Coinbase Exchange spot", "simulator": "services/backtesting/dca_preset_backtest.py", "warmupCandles": 260, "note": "Four-year cumulative cash returns after modeled costs, with 260 in-window warmup candles and exactly 260 completed candles per signal. Fees are 0.10% per side. Market entries and modeled exits include 0.05% adverse slippage; resting safety limits fill at their limit without another buy slippage charge, and the safety ladder is anchored to the modeled base fill. Only individually validated presets are enabled. Historical fitted simulation does not establish future profitability, native exchange or platform execution parity, or 3Commas outperformance." }, "presets": { "btc-regime-core": { "effectiveBudgetUsdt": 332.53, "startingQuoteBalanceUsdt": 332.86, "plannedBudgetUsdt": 332.53, "affordableSafetyOrders": 9, "returnPct": 36.75, "maxDrawdownPct": 25.24, "equityDrawdownPct": 14.68, "profitFactor": null, "cycles": 262, "stops": 0, "dailyLossEvents": 0, "presetId": "btc-regime-core", "pairs": [ "BTCUSDT" ], "timeframe": "1h", "maxSafetyOrders": 9, "stress2xReturnPct": 30.95, "buyAndHoldReturnPct": 206.7, "finalFoldReturnPct": 6.44, "secondaryVenueReturnPct": 33.63, "secondaryVenueStress2xReturnPct": 28.61, "secondaryVenueFoldReturnsPct": [ 8.88, 7.09, 10.43, 5.77 ], "verificationStatus": "verified", "secondaryVenueCandles": 35057, "secondaryVenueExpectedCandles": 35064, "secondaryVenueCoveragePct": 99.98, "secondaryVenueGaps": 1, "secondaryVenueMissingCandles": 7, "secondaryVenueMaxMissingGapCandles": 7, "secondaryVenueSource": "binance_us", "secondaryVenueStartDate": "2022-07-11", "secondaryVenueEndDate": "2026-07-11", "secondaryVenueChecksumSha256": "a77f5e3bf4f774a90de738f3e7d30162e91966f086f90b2bcff48a5211434621" }, "eth-adaptive-regime": { "effectiveBudgetUsdt": 1128.66, "startingQuoteBalanceUsdt": 1129.79, "plannedBudgetUsdt": 1128.66, "affordableSafetyOrders": 8, "returnPct": 31.09, "maxDrawdownPct": 17.75, "equityDrawdownPct": 13.07, "profitFactor": 5.21, "cycles": 518, "stops": 1, "dailyLossEvents": 0, "presetId": "eth-adaptive-regime", "pairs": [ "ETHUSDT" ], "timeframe": "1h", "maxSafetyOrders": 8, "stress2xReturnPct": 23.24, "buyAndHoldReturnPct": 53.36, "finalFoldReturnPct": 7.56, "secondaryVenueReturnPct": 31.75, "secondaryVenueStress2xReturnPct": 23.88, "secondaryVenueFoldReturnsPct": [ 8.05, 9.91, 6.39, 7.6 ], "verificationStatus": "verified", "secondaryVenueCandles": 35057, "secondaryVenueExpectedCandles": 35064, "secondaryVenueCoveragePct": 99.98, "secondaryVenueGaps": 1, "secondaryVenueMissingCandles": 7, "secondaryVenueMaxMissingGapCandles": 7, "secondaryVenueSource": "binance_us", "secondaryVenueStartDate": "2022-07-11", "secondaryVenueEndDate": "2026-07-11", "secondaryVenueChecksumSha256": "7afd5a01e1ba4c45b8787624677f4b6eaa21f9fa75ccbeae1494e1ad6437dfbf" }, "sol-defensive-range-guard": { "effectiveBudgetUsdt": 491.53, "startingQuoteBalanceUsdt": 492.02, "plannedBudgetUsdt": 491.53, "affordableSafetyOrders": 8, "returnPct": 110.51, "maxDrawdownPct": 21.42, "equityDrawdownPct": 17.89, "profitFactor": 1.7, "cycles": 164, "stops": 15, "dailyLossEvents": 0, "presetId": "sol-defensive-range-guard", "pairs": [ "SOLUSDT" ], "timeframe": "1h", "maxSafetyOrders": 8, "stress2xReturnPct": 103.64, "buyAndHoldReturnPct": 112.02, "finalFoldReturnPct": 16.86, "secondaryVenueReturnPct": 109.17, "secondaryVenueStress2xReturnPct": 94.04, "secondaryVenueFoldReturnsPct": [ 12.08, 39.2, 27.05, 16.27 ], "verificationStatus": "verified", "secondaryVenueCandles": 35057, "secondaryVenueExpectedCandles": 35064, "secondaryVenueCoveragePct": 99.98, "secondaryVenueGaps": 1, "secondaryVenueMissingCandles": 7, "secondaryVenueMaxMissingGapCandles": 7, "secondaryVenueSource": "binance_us", "secondaryVenueStartDate": "2022-07-11", "secondaryVenueEndDate": "2026-07-11", "secondaryVenueChecksumSha256": "8782c157ca5e05b6e92d4f24046b49fafda07a653de53e890e53a17d649822eb" }, "btc-tactical-pullback": { "effectiveBudgetUsdt": 359.62, "startingQuoteBalanceUsdt": 359.98, "plannedBudgetUsdt": 359.62, "affordableSafetyOrders": 10, "returnPct": 35.01, "maxDrawdownPct": 17.06, "equityDrawdownPct": 12.72, "profitFactor": 22.66, "cycles": 342, "stops": 0, "dailyLossEvents": 0, "presetId": "btc-tactical-pullback", "pairs": [ "BTCUSDT" ], "timeframe": "15m", "maxSafetyOrders": 10, "stress2xReturnPct": 29.27, "buyAndHoldReturnPct": 206.7, "finalFoldReturnPct": 4.88, "secondaryVenueReturnPct": 30.16, "secondaryVenueStress2xReturnPct": 25.43, "secondaryVenueFoldReturnsPct": [ 9.73, 4.31, 9.44, 3.77 ], "verificationStatus": "verified", "secondaryVenueCandles": 140228, "secondaryVenueExpectedCandles": 140256, "secondaryVenueCoveragePct": 99.98, "secondaryVenueGaps": 1, "secondaryVenueMissingCandles": 28, "secondaryVenueMaxMissingGapCandles": 28, "secondaryVenueSource": "binance_us", "secondaryVenueStartDate": "2022-07-11", "secondaryVenueEndDate": "2026-07-11", "secondaryVenueChecksumSha256": "42797cf133708ed915f939d3b809a962d9fc6165b2cc29b3d98d966971a8a885" }, "eth-hourly-range-shield": { "effectiveBudgetUsdt": 100.89, "startingQuoteBalanceUsdt": 100.99, "plannedBudgetUsdt": 100.89, "affordableSafetyOrders": 6, "returnPct": 56.19, "maxDrawdownPct": 27.25, "equityDrawdownPct": 14.46, "profitFactor": null, "cycles": 235, "stops": 0, "dailyLossEvents": 0, "presetId": "eth-hourly-range-shield", "pairs": [ "ETHUSDT" ], "timeframe": "1h", "maxSafetyOrders": 6, "stress2xReturnPct": 46.03, "buyAndHoldReturnPct": 53.36, "finalFoldReturnPct": 11.02, "secondaryVenueReturnPct": 54.54, "secondaryVenueStress2xReturnPct": 44.96, "secondaryVenueFoldReturnsPct": [ 13.73, 5.83, 15.55, 11.59 ], "verificationStatus": "verified", "secondaryVenueCandles": 35057, "secondaryVenueExpectedCandles": 35064, "secondaryVenueCoveragePct": 99.98, "secondaryVenueGaps": 1, "secondaryVenueMissingCandles": 7, "secondaryVenueMaxMissingGapCandles": 7, "secondaryVenueSource": "binance_us", "secondaryVenueStartDate": "2022-07-11", "secondaryVenueEndDate": "2026-07-11", "secondaryVenueChecksumSha256": "7afd5a01e1ba4c45b8787624677f4b6eaa21f9fa75ccbeae1494e1ad6437dfbf" }, "sol-adaptive-cycle-harvester": { "effectiveBudgetUsdt": 545.9, "startingQuoteBalanceUsdt": 546.45, "plannedBudgetUsdt": 545.9, "affordableSafetyOrders": 9, "returnPct": 125.63, "maxDrawdownPct": 21.77, "equityDrawdownPct": 16.53, "profitFactor": 1.87, "cycles": 163, "stops": 15, "dailyLossEvents": 0, "presetId": "sol-adaptive-cycle-harvester", "pairs": [ "SOLUSDT" ], "timeframe": "1h", "maxSafetyOrders": 9, "stress2xReturnPct": 113.27, "buyAndHoldReturnPct": 112.02, "finalFoldReturnPct": 19.33, "secondaryVenueReturnPct": 112.9, "secondaryVenueStress2xReturnPct": 103.9, "secondaryVenueFoldReturnsPct": [ 14.92, 45.53, 28.87, 18.23 ], "verificationStatus": "verified", "secondaryVenueCandles": 35057, "secondaryVenueExpectedCandles": 35064, "secondaryVenueCoveragePct": 99.98, "secondaryVenueGaps": 1, "secondaryVenueMissingCandles": 7, "secondaryVenueMaxMissingGapCandles": 7, "secondaryVenueSource": "binance_us", "secondaryVenueStartDate": "2022-07-11", "secondaryVenueEndDate": "2026-07-11", "secondaryVenueChecksumSha256": "8782c157ca5e05b6e92d4f24046b49fafda07a653de53e890e53a17d649822eb" } }, "primaryCandleQuality": [ { "pair": "BTCUSDT", "timeframe": "1h", "candles": 35049, "expectedCandles": 35064, "coveragePct": 99.96, "gaps": 4, "missingCandles": 15, "maxMissingGapCandles": 5, "source": "coinbase", "startDate": "2022-07-11", "endDate": "2026-07-11", "checksumSha256": "c8e86026b6b7ec3753e83ff57d924920c989fab16db7882e3c82c8e8aaa14f87" }, { "pair": "ETHUSDT", "timeframe": "1h", "candles": 35049, "expectedCandles": 35064, "coveragePct": 99.96, "gaps": 4, "missingCandles": 15, "maxMissingGapCandles": 5, "source": "coinbase", "startDate": "2022-07-11", "endDate": "2026-07-11", "checksumSha256": "141a7ce5006a77b3a9bf19b50cd7a6ea616cf0f609c59a3797f30b4468f86137" }, { "pair": "SOLUSDT", "timeframe": "1h", "candles": 35011, "expectedCandles": 35064, "coveragePct": 99.85, "gaps": 39, "missingCandles": 53, "maxMissingGapCandles": 6, "source": "coinbase", "startDate": "2022-07-11", "endDate": "2026-07-11", "checksumSha256": "6bda884dbbc409d91ab19ba1a052c17e983529f2769451c405819eeb3bfe612b" }, { "pair": "BTCUSDT", "timeframe": "15m", "candles": 139662, "expectedCandles": 140256, "coveragePct": 99.58, "gaps": 465, "missingCandles": 594, "maxMissingGapCandles": 26, "source": "coinbase", "startDate": "2022-07-11", "endDate": "2026-07-11", "checksumSha256": "97212227b5573f94cb646cf1415f9a215c93a0e0a54feb86a294abf736b98177" } ] }, "fieldDefinitions": { "cumulativeCashReturnPct": "100 × net realized cash profit after terminal liquidation / initial quote cash; full period, not annualized", "changeFromSameVenueBasePercentagePoints": "Stress cumulative return minus base cumulative return for the same preset and venue; zero for the observed baseline by definition", "maxAdverseMoveBelowAverageEntryPct": "Maximum positive percentage fall from then-average entry to a candle low while holding a position, before subsequent fills; not peak-equity drawdown", "peakEquityDrawdownPct": "Maximum percentage fall from modeled peak equity, including marked liquidation costs; only stored primary base values are available", "profitFactor": "Gross profits / absolute gross losses; null if undefined/no gross losing trades or unavailable, not evidence of zero risk", "feePerSidePct": "Model input, in percentage units; fees charged on each buy/sell notional", "applicableAdverseSlippagePct": "Model input for market entries/modeled exits; resting safety limits have distinct source treatment", "sourceVerificationStatus": "Original app source status, retained without claiming an independent audit", "candleChecksumSha256": "Source-declared candle payload checksum; it is not a checksum freshly recomputed from raw candles here", "missingReason": "Explains unavailable values. CSV blank cells represent JSON null, never observed zero" }, "scenarios": [ { "presetId": "btc-regime-core", "pairs": "BTCUSDT", "timeframe": "1h", "venueRole": "primary", "source": "coinbase", "periodStart": "2022-07-11", "periodEnd": "2026-07-11", "costMultiplier": 1, "feePerSidePct": 0.1, "applicableAdverseSlippagePct": 0.05, "cumulativeCashReturnPct": 36.75, "changeFromSameVenueBasePercentagePoints": 0, "startingQuoteBalanceUsdt": 332.86, "maxAdverseMoveBelowAverageEntryPct": 25.24, "peakEquityDrawdownPct": 14.68, "cycles": 262, "stops": 0, "dailyLossEvents": 0, "profitFactor": null, "buyAndHoldReturnPct": 206.7, "finalFoldReturnPct": 6.44, "candleChecksumSha256": "c8e86026b6b7ec3753e83ff57d924920c989fab16db7882e3c82c8e8aaa14f87", "sourceVerificationStatus": "verified", "evidenceStatus": "stored_fitted_simulation_not_freshly_replayed", "missingReason": "profitFactor null means undefined when the source has no gross losing trades; other fields follow stored source availability" }, { "presetId": "btc-regime-core", "pairs": "BTCUSDT", "timeframe": "1h", "venueRole": "primary", "source": "coinbase", "periodStart": "2022-07-11", "periodEnd": "2026-07-11", "costMultiplier": 2, "feePerSidePct": 0.2, "applicableAdverseSlippagePct": 0.1, "cumulativeCashReturnPct": 30.95, "changeFromSameVenueBasePercentagePoints": -5.8, "startingQuoteBalanceUsdt": null, "maxAdverseMoveBelowAverageEntryPct": null, "peakEquityDrawdownPct": null, "cycles": null, "stops": null, "dailyLossEvents": null, "profitFactor": null, "buyAndHoldReturnPct": null, "finalFoldReturnPct": null, "candleChecksumSha256": "c8e86026b6b7ec3753e83ff57d924920c989fab16db7882e3c82c8e8aaa14f87", "sourceVerificationStatus": "verified", "evidenceStatus": "stored_fitted_simulation_not_freshly_replayed", "missingReason": "starting cash, drawdown, trade counts, profit factor, benchmark and stressed fold metrics are not stored for this scenario; no base-case values substituted" }, { "presetId": "btc-regime-core", "pairs": "BTCUSDT", "timeframe": "1h", "venueRole": "secondary", "source": "binance_us", "periodStart": "2022-07-11", "periodEnd": "2026-07-11", "costMultiplier": 1, "feePerSidePct": 0.1, "applicableAdverseSlippagePct": 0.05, "cumulativeCashReturnPct": 33.63, "changeFromSameVenueBasePercentagePoints": 0, "startingQuoteBalanceUsdt": null, "maxAdverseMoveBelowAverageEntryPct": null, "peakEquityDrawdownPct": null, "cycles": null, "stops": null, "dailyLossEvents": null, "profitFactor": null, "buyAndHoldReturnPct": null, "finalFoldReturnPct": 5.77, "candleChecksumSha256": "a77f5e3bf4f774a90de738f3e7d30162e91966f086f90b2bcff48a5211434621", "sourceVerificationStatus": "verified", "evidenceStatus": "stored_fitted_simulation_not_freshly_replayed", "missingReason": "starting cash, drawdown, trade counts, profit factor, benchmark and stressed fold metrics are not stored for this scenario; no base-case values substituted" }, { "presetId": "btc-regime-core", "pairs": "BTCUSDT", "timeframe": "1h", "venueRole": "secondary", "source": "binance_us", "periodStart": "2022-07-11", "periodEnd": "2026-07-11", "costMultiplier": 2, "feePerSidePct": 0.2, "applicableAdverseSlippagePct": 0.1, "cumulativeCashReturnPct": 28.61, "changeFromSameVenueBasePercentagePoints": -5.02, "startingQuoteBalanceUsdt": null, "maxAdverseMoveBelowAverageEntryPct": null, "peakEquityDrawdownPct": null, "cycles": null, "stops": null, "dailyLossEvents": null, "profitFactor": null, "buyAndHoldReturnPct": null, "finalFoldReturnPct": null, "candleChecksumSha256": "a77f5e3bf4f774a90de738f3e7d30162e91966f086f90b2bcff48a5211434621", "sourceVerificationStatus": "verified", "evidenceStatus": "stored_fitted_simulation_not_freshly_replayed", "missingReason": "starting cash, drawdown, trade counts, profit factor, benchmark and stressed fold metrics are not stored for this scenario; no base-case values substituted" }, { "presetId": "eth-adaptive-regime", "pairs": "ETHUSDT", "timeframe": "1h", "venueRole": "primary", "source": "coinbase", "periodStart": "2022-07-11", "periodEnd": "2026-07-11", "costMultiplier": 1, "feePerSidePct": 0.1, "applicableAdverseSlippagePct": 0.05, "cumulativeCashReturnPct": 31.09, "changeFromSameVenueBasePercentagePoints": 0, "startingQuoteBalanceUsdt": 1129.79, "maxAdverseMoveBelowAverageEntryPct": 17.75, "peakEquityDrawdownPct": 13.07, "cycles": 518, "stops": 1, "dailyLossEvents": 0, "profitFactor": 5.21, "buyAndHoldReturnPct": 53.36, "finalFoldReturnPct": 7.56, "candleChecksumSha256": "141a7ce5006a77b3a9bf19b50cd7a6ea616cf0f609c59a3797f30b4468f86137", "sourceVerificationStatus": "verified", "evidenceStatus": "stored_fitted_simulation_not_freshly_replayed", "missingReason": "profitFactor null means undefined when the source has no gross losing trades; other fields follow stored source availability" }, { "presetId": "eth-adaptive-regime", "pairs": "ETHUSDT", "timeframe": "1h", "venueRole": "primary", "source": "coinbase", "periodStart": "2022-07-11", "periodEnd": "2026-07-11", "costMultiplier": 2, "feePerSidePct": 0.2, "applicableAdverseSlippagePct": 0.1, "cumulativeCashReturnPct": 23.24, "changeFromSameVenueBasePercentagePoints": -7.85, "startingQuoteBalanceUsdt": null, "maxAdverseMoveBelowAverageEntryPct": null, "peakEquityDrawdownPct": null, "cycles": null, "stops": null, "dailyLossEvents": null, "profitFactor": null, "buyAndHoldReturnPct": null, "finalFoldReturnPct": null, "candleChecksumSha256": "141a7ce5006a77b3a9bf19b50cd7a6ea616cf0f609c59a3797f30b4468f86137", "sourceVerificationStatus": "verified", "evidenceStatus": "stored_fitted_simulation_not_freshly_replayed", "missingReason": "starting cash, drawdown, trade counts, profit factor, benchmark and stressed fold metrics are not stored for this scenario; 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no base-case values substituted" }, { "presetId": "sol-adaptive-cycle-harvester", "pairs": "SOLUSDT", "timeframe": "1h", "venueRole": "secondary", "source": "binance_us", "periodStart": "2022-07-11", "periodEnd": "2026-07-11", "costMultiplier": 1, "feePerSidePct": 0.1, "applicableAdverseSlippagePct": 0.05, "cumulativeCashReturnPct": 112.9, "changeFromSameVenueBasePercentagePoints": 0, "startingQuoteBalanceUsdt": null, "maxAdverseMoveBelowAverageEntryPct": null, "peakEquityDrawdownPct": null, "cycles": null, "stops": null, "dailyLossEvents": null, "profitFactor": null, "buyAndHoldReturnPct": null, "finalFoldReturnPct": 18.23, "candleChecksumSha256": "8782c157ca5e05b6e92d4f24046b49fafda07a653de53e890e53a17d649822eb", "sourceVerificationStatus": "verified", "evidenceStatus": "stored_fitted_simulation_not_freshly_replayed", "missingReason": "starting cash, drawdown, trade counts, profit factor, benchmark and stressed fold metrics are not stored for this scenario; no base-case values substituted" }, { "presetId": "sol-adaptive-cycle-harvester", "pairs": "SOLUSDT", "timeframe": "1h", "venueRole": "secondary", "source": "binance_us", "periodStart": "2022-07-11", "periodEnd": "2026-07-11", "costMultiplier": 2, "feePerSidePct": 0.2, "applicableAdverseSlippagePct": 0.1, "cumulativeCashReturnPct": 103.9, "changeFromSameVenueBasePercentagePoints": -9, "startingQuoteBalanceUsdt": null, "maxAdverseMoveBelowAverageEntryPct": null, "peakEquityDrawdownPct": null, "cycles": null, "stops": null, "dailyLossEvents": null, "profitFactor": null, "buyAndHoldReturnPct": null, "finalFoldReturnPct": null, "candleChecksumSha256": "8782c157ca5e05b6e92d4f24046b49fafda07a653de53e890e53a17d649822eb", "sourceVerificationStatus": "verified", "evidenceStatus": "stored_fitted_simulation_not_freshly_replayed", "missingReason": "starting cash, drawdown, trade counts, profit factor, benchmark and stressed fold metrics are not stored for this scenario; no base-case values substituted" } ], "candleQuality": [ { "pair": "BTCUSDT", "timeframe": "1h", "candles": 35049, "expectedCandles": 35064, "coveragePct": 99.96, "gaps": 4, "missingCandles": 15, "maxMissingGapCandles": 5, "source": "coinbase", "startDate": "2022-07-11", "endDate": "2026-07-11", "checksumSha256": "c8e86026b6b7ec3753e83ff57d924920c989fab16db7882e3c82c8e8aaa14f87", "venueRole": "primary" }, { "pair": "ETHUSDT", "timeframe": "1h", "candles": 35049, "expectedCandles": 35064, "coveragePct": 99.96, "gaps": 4, "missingCandles": 15, "maxMissingGapCandles": 5, "source": "coinbase", "startDate": "2022-07-11", "endDate": "2026-07-11", "checksumSha256": "141a7ce5006a77b3a9bf19b50cd7a6ea616cf0f609c59a3797f30b4468f86137", "venueRole": "primary" }, { "pair": "SOLUSDT", "timeframe": "1h", "candles": 35011, "expectedCandles": 35064, "coveragePct": 99.85, "gaps": 39, "missingCandles": 53, "maxMissingGapCandles": 6, "source": "coinbase", "startDate": "2022-07-11", "endDate": "2026-07-11", "checksumSha256": "6bda884dbbc409d91ab19ba1a052c17e983529f2769451c405819eeb3bfe612b", "venueRole": "primary" }, { "pair": "BTCUSDT", "timeframe": "15m", "candles": 139662, "expectedCandles": 140256, "coveragePct": 99.58, "gaps": 465, "missingCandles": 594, "maxMissingGapCandles": 26, "source": "coinbase", "startDate": "2022-07-11", "endDate": "2026-07-11", "checksumSha256": "97212227b5573f94cb646cf1415f9a215c93a0e0a54feb86a294abf736b98177", "venueRole": "primary" }, { "pair": "BTCUSDT", "timeframe": "1h", "candles": 35057, "expectedCandles": 35064, "coveragePct": 99.98, "gaps": 1, "missingCandles": 7, "maxMissingGapCandles": 7, "source": "binance_us", "startDate": "2022-07-11", "endDate": "2026-07-11", "checksumSha256": "a77f5e3bf4f774a90de738f3e7d30162e91966f086f90b2bcff48a5211434621", "venueRole": "secondary" }, { "pair": "ETHUSDT", "timeframe": "1h", "candles": 35057, "expectedCandles": 35064, "coveragePct": 99.98, "gaps": 1, "missingCandles": 7, "maxMissingGapCandles": 7, "source": "binance_us", "startDate": "2022-07-11", "endDate": "2026-07-11", "checksumSha256": "7afd5a01e1ba4c45b8787624677f4b6eaa21f9fa75ccbeae1494e1ad6437dfbf", "venueRole": "secondary" }, { "pair": "SOLUSDT", "timeframe": "1h", "candles": 35057, "expectedCandles": 35064, "coveragePct": 99.98, "gaps": 1, "missingCandles": 7, "maxMissingGapCandles": 7, "source": "binance_us", "startDate": "2022-07-11", "endDate": "2026-07-11", "checksumSha256": "8782c157ca5e05b6e92d4f24046b49fafda07a653de53e890e53a17d649822eb", "venueRole": "secondary" }, { "pair": "BTCUSDT", "timeframe": "15m", "candles": 140228, "expectedCandles": 140256, "coveragePct": 99.98, "gaps": 1, "missingCandles": 28, "maxMissingGapCandles": 28, "source": "binance_us", "startDate": "2022-07-11", "endDate": "2026-07-11", "checksumSha256": "42797cf133708ed915f939d3b809a962d9fc6165b2cc29b3d98d966971a8a885", "venueRole": "secondary" } ], "gapSensitivity": { "status": "not_run", "returnImpactPercentagePoints": null, "missingReason": "No controlled candle removal, imputation, alternate-gap-policy or independent replay performed" }, "findings": [ "All 6 source presets are included, with primary and secondary venue results at base and doubled modeled costs. This is a selected preset release, not the universe of strategies tried.", "Stored primary cumulative cash returns range from 31.09% to 125.63% over the declared four-year window; these are historical fitted simulation outputs, not annual or expected returns.", "Doubling modeled costs reduces stored primary cumulative returns by 5.74 to 12.36 percentage points. The largest stored primary peak-equity drawdown is 17.89%.", "The stored primary buy-and-hold return exceeds the preset return in 4 of 6 rows. These source benchmarks are context, not a risk-adjusted or independently reproduced comparison.", "The primary 15-minute BTC source reports 594 missing candles in 465 gaps, including a longest missing interval of 26 candles. Its completeness percentage alone does not establish strategy robustness." ], "limitations": [ "No historical simulation was independently rerun for this publication. Source verification flags are retained as provenance, not an independent audit, live execution proof, or future profitability claim.", "Presets were selected and fitted using historical data. The selection process and unknown rejected trials can bias all displayed returns upward; the positive release table does not show every losing strategy or market path.", "The adverse cost case is a stored sensitivity scenario, not a new losing-path experiment. Missing stress drawdown, stress stops, and other unavailable metrics remain null; base-case metrics must not be copied to a stress case.", "Candle gaps are described, but a controlled gap-removal or imputation sensitivity experiment has not been run. Their causal effect on returns is unmeasured.", "OHLC simulation omits some intrabar sequence uncertainty, live liquidity, queue position, outages, order rejection and venue-specific execution effects. Trade-only permissions and risk controls cannot remove market or operational losses.", "Base fees and slippage are model assumptions. Actual exchange fees, spreads, access, taxes, funding and subscription costs may differ; futures funding and liquidation are outside this spot study.", "Raw candle redistribution rights and complete independent replay inputs have not been cleared here. This pack publishes source-declared checksums, summaries and derivation code, without redistributing raw market candles." ], "derivation": [ "Read all typed records in src/app/data/dcaPresetBacktests.ts without selecting the best performers, changing preset parameters, downloading candles or submitting exchange orders.", "Preserve the source period, venue names, selected release mode and 260 in-window warmup candles. The source simulator file is services/backtesting/dca_preset_backtest.py.", "The base model declares 0.10% fees per side and 0.05% adverse slippage for market entries and modeled exits. Resting safety limits fill at their limit without an additional buy slippage charge.", "The stored 2× scenario doubles fees to 0.20% and applicable slippage to 0.10%. Report stress minus base as a percentage-point change; do not call it a percent change.", "The source return is cumulative net cash profit divided by starting quote cash, including terminal liquidation. Maximum adverse move below average entry and peak-equity drawdown are different measures and are separately named.", "Export all four venue/cost combinations per preset and all available candle-quality rows. Unavailable measurements use null and a missing reason. Deduplicate shared candle datasets by source checksum.", "Record SHA-256 hashes of the source table, simulator, stored-evidence generator, and this derivation. The JSON retains every original typed preset and candle-quality record as a source snapshot. Download the standalone reproduction script and JSON, then run node reproduce.mjs dca-cost-stress.json --out reproduced to regenerate and verify both CSV files without the repository, network, raw candles or an account." ] }