{ "generatedAt": "2026-09-14T04:54:07.018726+00:00", "elapsedSeconds": 3.4, "assumptions": { "capitalUsd": 10000.0, "initialAllocation": "50% cash /50% token when eligible, with initial buy costs paid; timed modes initiallyineligible retain100%cash untilfirsteligible observation", "baseCostPerSide": 0.002, "stressCostPerSide": 0.005, "baseFeeBps": 10, "baseSlippageBps": 10, "stressFeeBps": 10, "stressSlippageBps": 40, "costModel": "Combined adverse proportional cost on each buy/sell, including entries/exits and terminal liquidation; assumptions, not measured venue fees or spread", "sourcePriority": [ "defillama_coingecko", "defillama_robinhood_contract", "coingecko" ], "sourceRule": "Exactly one hourly source per token; no stitching providers or substituting underlying-stock prices", "selection": "Current Robinhood-chain 24h DEX volume top100; current-constituent selection creates survivorship and historical selection bias", "splits": "Chronological elapsed-time 50% train / 25% validation / 25% heldout test; portfolios restart funded at each split", "selectionRule": "Select on train and validation only; test is never used to choose primary or mode-winner configurations", "candidateCount": 144, "modelLabel": "Restricted sampled-crossing model; not a pessimistic return bound because skipped purchases can avoid losses", "fillRule": "At most one previously standing crossed limit per observed <=2h interval, at its limit price; no intrahour high/low inference", "gaps": "Intervals >2h cancel/rebuild orders at next observed price without grid fills; inventory remains exposed during gaps", "sessionRule": "NYSE calendar and America/New_York DST; session exit/entry executes at first available observation, not exact exchange boundary", "closedweeknight": "Only a trading-day close to next calendar-day trading open; excludes entire weekend/holiday closures", "closed_all": "All time outside core NYSE session, including weekends/holidays", "recenterRule": "Recenter after processing standing orders, at observed current price; replacement orders active only next observation", "capitalRule": "Long only, no leverage or shorting; buys limited by cash, sells by owned inventory", "benchmarks": "Continuous50/50 buy-and-hold, session-matched50/50 hold,100% buy-and-hold, and USD cash; both holding benchmarks pay entry/terminal costs", "folds": "Non-overlapping weekly fixed-configuration evaluations within each split; developmental stability checks, not independent parameter-selection trials", "minimumRobustHistoryDays": 28, "minimumHeldoutDays": 7, "minimumCoverage": 0.7, "robustMeaning": "Heuristic robustness screen, not a statistical significance claim; executableRobust remains false because sampled reference-price fills are unverified", "priceQuality": "Posthoc quality gate flags >=25% adjacent moves within2h and >=50% reverting spikes with neighboring quotes within10% and6h; raw observations/trades retained, not used as hindsight trade filters. Passing this diagnostic does not establish quote validity.", "multipleTesting": "144 candidates and100 current constituents create selection bias; no multiple-testing-adjusted significance claim", "alternateVisualizations": "Best train/validation configuration per mode; alternative heldout traces are exploratory, not post-test selection", "executableLiquidityValidated": false, "actualVenueFeesValidated": false, "productTaxAndTransferRestrictionsValidated": false, "dataMeaning": "Historical reference-price observations may aggregate chains/venues; no orderbook, pool-impact, borrow, or executable bid/ask validation" }, "rankingGeneratedAt": "2026-09-14T04:14:33.329649+00:00", "assetCount": 100, "candidateCountPerAsset": 144, "robustCount": 0, "executableRobustCount": 0, "statusCounts": { "no_robust_candidate": 34, "data_quality_failed": 66 }, "priceQualityFailedCount": 66, "positiveBaseTestUnflaggedCount": 12, "positiveStressTestUnflaggedCount": 8, "assets": [ { "coingeckoId": "spdr-s-p-500-etf-trust-robinhood-tokenized-stock", "address": "0x117cc2133c37b721f49de2a7a74833232b3b4c0c", "symbol": "SPY", "name": "SPDR S&P 500 ETF Trust \u2022 Robinhood Token", "rank": 1, "scope": "official_registry", "volume24hUsd": 36269180.9, "liquidityUsd": 22787995.55, "source": "defillama_coingecko", "coverage": { "rows": 1586, "days": 79.96055555555556, "ratio": 0.784874031276909, "maxGapHours": 84.415, "uniquePrices": 1398 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.055090488265353565, "issues": [], "unchanged24hRuns": [ { "start": 1782492614, "end": 1782604520, "price": 733.07825, "rows": 9 }, { "start": 1783025708, "end": 1783284915, "price": 744.77, "rows": 19 }, { "start": 1783702728, "end": 1783889931, "price": 753.615, "rows": 15 }, { "start": 1788569899, "end": 1788825595, "price": 769.4749999999999, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 742.375, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1782446107, "end": 1785898948, "rows": 629 }, "validation": { "start": 1785902510, "end": 1787626300, "rows": 480 }, "test": { "start": 1787629910, "end": 1789354699, "rows": 477 } }, "splitCoverage": { "train": { "rows": 629, "days": 39.9634375, "ratio": 0.634294061434869, "maxGapHours": 84.415, "uniquePrices": 559 }, "validation": { "rows": 480, "days": 19.951273148148147, "ratio": 0.9982690648898048, "maxGapHours": 1.0361111111111112, "uniquePrices": 480 }, "test": { "rows": 477, "days": 19.962835648148147, "ratio": 0.8727202036115712, "maxGapHours": 2.7133333333333334, "uniquePrices": 359 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s50-l8-r24", "selectedConfig": { "spacing": 0.005, "levels": 8, "recenterHours": 24, "mode": "allhours" }, "metrics": { "train": { "rows": 629, "start": 1782446107, "end": 1785898948, "durationDays": 39.9634375, "netReturn": 0.01215385246128542, "benchmarkReturn": 0.028173642897025175, "buyHoldReturn": 0.056347285794050794, "sessionBenchmarkReturn": 0.028173642897025175, "excessSessionBenchmark": -0.016019790435739922, "cashReturn": 0.0, "excessReturn": -0.016019790435739922, "excessBuyHold": -0.04419343333276538, "maxDrawdown": -0.06200993966776813, "trades": 176, "sessionEntries": 0, "sessionExits": 0, "fees": 234.49557333857587, "costRate": 0.002, "finalEquity": 10121.538524612854, "skippedGaps": 84, "rejectedOrders": 1, "eligibleRows": 629 }, "validation": { "rows": 480, "start": 1785902510, "end": 1787626300, "durationDays": 19.951273148148147, "netReturn": -0.006898603671046999, "benchmarkReturn": -0.007413114355040995, "buyHoldReturn": -0.014826228710082212, "sessionBenchmarkReturn": -0.007413114355040995, "excessSessionBenchmark": 0.0005145106839940126, "cashReturn": 0.0, "excessReturn": 0.0005145106839940126, "excessBuyHold": 0.007927625039035229, "maxDrawdown": -0.008683826519202964, "trades": 6, "sessionEntries": 0, "sessionExits": 0, "fees": 27.337272207255076, "costRate": 0.002, "finalEquity": 9931.01396328953, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 480 }, "test": { "rows": 477, "start": 1787629910, "end": 1789354699, "durationDays": 19.962835648148147, "netReturn": -0.005097817235390045, "benchmarkReturn": -0.004181467688257001, "buyHoldReturn": -0.008362935376514002, "sessionBenchmarkReturn": -0.004181467688257001, "excessSessionBenchmark": -0.0009163495471329952, "cashReturn": 0.0, "excessReturn": -0.0009163495471329952, "excessBuyHold": 0.003265118141124003, "maxDrawdown": -0.023094449511418147, "trades": 15, "sessionEntries": 0, "sessionExits": 0, "fees": 37.39135298219639, "costRate": 0.002, "finalEquity": 9949.0218276461, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 477 }, "testStress": { "rows": 477, "start": 1787629910, "end": 1789354699, "durationDays": 19.962835648148147, "netReturn": -0.010671478576315563, "benchmarkReturn": -0.007147510414376335, "buyHoldReturn": -0.014295020828752447, "sessionBenchmarkReturn": -0.007147510414376335, "excessSessionBenchmark": -0.0035239681619392287, "cashReturn": 0.0, "excessReturn": -0.0035239681619392287, "excessBuyHold": 0.0036235422524368913, "maxDrawdown": -0.02492511628700167, "trades": 15, "sessionEntries": 0, "sessionExits": 0, "fees": 93.20616129456533, "costRate": 0.005, "finalEquity": 9893.285214236845, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 477 } }, "failedGates": [ "all_splits_at_least_70pct_hourly_coverage", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "nvidia-robinhood-tokenized-stock", "address": "0xd0601ce157db5bdc3162bbac2a2c8af5320d9eec", "symbol": "NVDA", "name": "NVIDIA \u2022 Robinhood Token", "rank": 2, "scope": "official_registry", "volume24hUsd": 32783442.29, "liquidityUsd": 19419313.47, "source": "defillama_coingecko", "coverage": { "rows": 1696, "days": 79.96059027777778, "ratio": 0.8494552020016797, "maxGapHours": 85.08194444444445, "uniquePrices": 1441 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.07071925554143432, "issues": [], "unchanged24hRuns": [ { "start": 1782507007, "end": 1782604224, "price": 192.20165, "rows": 8 }, { "start": 1783024821, "end": 1783285070, "price": 194.565, "rows": 19 }, { "start": 1783702727, "end": 1783900672, "price": 210.19, "rows": 56 }, { "start": 1788569899, "end": 1788825595, "price": 229.01, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 232.115, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1782446104, "end": 1785898375, "rows": 739 }, "validation": { "start": 1785901910, "end": 1787626300, "rows": 480 }, "test": { "start": 1787629910, "end": 1789354699, "rows": 477 } }, "splitCoverage": { "train": { "rows": 739, "days": 39.95684027777778, "ratio": 0.7635701679837008, "maxGapHours": 85.08194444444445, "uniquePrices": 608 }, "validation": { "rows": 480, "days": 19.958217592592593, "ratio": 1, "maxGapHours": 1.0361111111111112, "uniquePrices": 480 }, "test": { "rows": 477, "days": 19.962835648148147, "ratio": 0.8706373391638109, "maxGapHours": 2.7133333333333334, "uniquePrices": 353 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s200-l2-r24", "selectedConfig": { "spacing": 0.02, "levels": 2, "recenterHours": 24, "mode": "allhours" }, "metrics": { "train": { "rows": 739, "start": 1782446104, "end": 1785898375, "durationDays": 39.95684027777778, "netReturn": 0.07394206950897941, "benchmarkReturn": 0.05577727803931154, "buyHoldReturn": 0.1115545560786233, "sessionBenchmarkReturn": 0.05577727803931154, "excessSessionBenchmark": 0.018164791469667763, "cashReturn": 0.0, "excessReturn": 0.018164791469667763, "excessBuyHold": -0.037612486569643985, "maxDrawdown": -0.03480222458122961, "trades": 24, "sessionEntries": 0, "sessionExits": 0, "fees": 131.86600038592542, "costRate": 0.002, "finalEquity": 10739.420695089793, "skippedGaps": 47, "rejectedOrders": 3, "eligibleRows": 739 }, "validation": { "rows": 480, "start": 1785901910, "end": 1787626300, "durationDays": 19.958217592592593, "netReturn": 0.009538945431790902, "benchmarkReturn": -0.01868396495737723, "buyHoldReturn": -0.03736792991475446, "sessionBenchmarkReturn": -0.01868396495737723, "excessSessionBenchmark": 0.0282229103891681, "cashReturn": 0.0, "excessReturn": 0.0282229103891681, "excessBuyHold": 0.04690687534654535, "maxDrawdown": -0.0060215727014911735, "trades": 5, "sessionEntries": 0, "sessionExits": 0, "fees": 40.06595826571571, "costRate": 0.002, "finalEquity": 10095.389454317909, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 480 }, "test": { "rows": 477, "start": 1787629910, "end": 1789354699, "durationDays": 19.962835648148147, "netReturn": 0.012636555604638833, "benchmarkReturn": 0.011153499960818047, "buyHoldReturn": 0.022306999921636095, "sessionBenchmarkReturn": 0.011153499960818047, "excessSessionBenchmark": 0.0014830556438208077, "cashReturn": 0.0, "excessReturn": 0.0014830556438208077, "excessBuyHold": -0.009670444316997236, "maxDrawdown": -0.014910553972359075, "trades": 12, "sessionEntries": 0, "sessionExits": 0, "fees": 70.12364438576364, "costRate": 0.002, "finalEquity": 10126.365556046389, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 477 }, "testStress": { "rows": 477, "start": 1787629910, "end": 1789354699, "durationDays": 19.962835648148147, "netReturn": 0.002177549856471117, "benchmarkReturn": 0.008095721717999105, "buyHoldReturn": 0.01619144343599843, "sessionBenchmarkReturn": 0.008095721717999105, "excessSessionBenchmark": -0.005918171861528026, "cashReturn": 0.0, "excessReturn": -0.005918171861528026, "excessBuyHold": -0.014013893579527212, "maxDrawdown": -0.015829377805879674, "trades": 12, "sessionEntries": 0, "sessionExits": 0, "fees": 174.46914025402037, "costRate": 0.005, "finalEquity": 10021.775498564712, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 477 } }, "failedGates": [ "test_beats_session_matched_hold_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": true, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": true, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "spacex-robinhood-tokenized-stock", "address": "0x4a0e65a3eccec6dbe60ae065f2e7bb85fae35eea", "symbol": "SPCX", "name": "Space Exploration Technologies Corp. Class A Common Stock \u2022 Robinhood Token", "rank": 3, "scope": "official_registry", "volume24hUsd": 30435365.12, "liquidityUsd": 6944499.05, "source": "defillama_coingecko", "coverage": { "rows": 1596, "days": 79.96060185185185, "ratio": 0.786956851339285, "maxGapHours": 84.83555555555556, "uniquePrices": 1433 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.06508033231569454, "issues": [], "unchanged24hRuns": [ { "start": 1783040287, "end": 1783285070, "price": 160.34835, "rows": 18 }, { "start": 1783717134, "end": 1783889919, "price": 145.725, "rows": 14 }, { "start": 1788569899, "end": 1788825595, "price": 151.43, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 150.275, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1782446103, "end": 1785898375, "rows": 639 }, "validation": { "start": 1785901910, "end": 1787626300, "rows": 480 }, "test": { "start": 1787629910, "end": 1789354699, "rows": 477 } }, "splitCoverage": { "train": { "rows": 639, "days": 39.95685185185185, "ratio": 0.6375236119856291, "maxGapHours": 84.83555555555556, "uniquePrices": 597 }, "validation": { "rows": 480, "days": 19.958217592592593, "ratio": 1, "maxGapHours": 1.0361111111111112, "uniquePrices": 480 }, "test": { "rows": 477, "days": 19.962835648148147, "ratio": 0.8727202036115712, "maxGapHours": 2.7133333333333334, "uniquePrices": 356 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s50-l4-r0", "selectedConfig": { "spacing": 0.005, "levels": 4, "recenterHours": 0, "mode": "allhours" }, "metrics": { "train": { "rows": 639, "start": 1782446103, "end": 1785898375, "durationDays": 39.95685185185185, "netReturn": -0.13149389045726967, "benchmarkReturn": -0.11225264395445844, "buyHoldReturn": -0.2245052879089171, "sessionBenchmarkReturn": -0.11225264395445844, "excessSessionBenchmark": -0.019241246502811192, "cashReturn": 0.0, "excessReturn": -0.019241246502811192, "excessBuyHold": 0.09301139745164747, "maxDrawdown": -0.21589889578049848, "trades": 21, "sessionEntries": 0, "sessionExits": 0, "fees": 71.18102342149861, "costRate": 0.002, "finalEquity": 8685.061095427303, "skippedGaps": 81, "rejectedOrders": 0, "eligibleRows": 639 }, "validation": { "rows": 480, "start": 1785901910, "end": 1787626300, "durationDays": 19.958217592592593, "netReturn": 0.12214494213696336, "benchmarkReturn": 0.0798347949721665, "buyHoldReturn": 0.15966958994433322, "sessionBenchmarkReturn": 0.0798347949721665, "excessSessionBenchmark": 0.042310147164796766, "cashReturn": 0.0, "excessReturn": 0.042310147164796766, "excessBuyHold": -0.03752464780736991, "maxDrawdown": -0.09503959953082186, "trades": 10, "sessionEntries": 0, "sessionExits": 0, "fees": 52.15589358134088, "costRate": 0.002, "finalEquity": 11221.449421369633, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 480 }, "test": { "rows": 477, "start": 1787629910, "end": 1789354699, "durationDays": 19.962835648148147, "netReturn": -0.001047505531605375, "benchmarkReturn": 0.04523642601084621, "buyHoldReturn": 0.09047285202169197, "sessionBenchmarkReturn": 0.04523642601084621, "excessSessionBenchmark": -0.0462839315424515, "cashReturn": 0.0, "excessReturn": -0.0462839315424515, "excessBuyHold": -0.09152035755329743, "maxDrawdown": -0.017120504992160335, "trades": 27, "sessionEntries": 0, "sessionExits": 0, "fees": 89.92501189816645, "costRate": 0.002, "finalEquity": 9989.524944683946, "skippedGaps": 2, "rejectedOrders": 1, "eligibleRows": 477 }, "testStress": { "rows": 477, "start": 1787629910, "end": 1789354699, "durationDays": 19.962835648148147, "netReturn": -0.014465756300543808, "benchmarkReturn": 0.041974759836642006, "buyHoldReturn": 0.08394951967328357, "sessionBenchmarkReturn": 0.041974759836642006, "excessSessionBenchmark": -0.05644051613718566, "cashReturn": 0.0, "excessReturn": -0.05644051613718566, "excessBuyHold": -0.09841527597382738, "maxDrawdown": -0.019748219971140735, "trades": 27, "sessionEntries": 0, "sessionExits": 0, "fees": 223.85886022820557, "costRate": 0.005, "finalEquity": 9855.342436994562, "skippedGaps": 2, "rejectedOrders": 1, "eligibleRows": 477 } }, "failedGates": [ "all_splits_at_least_70pct_hourly_coverage", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "alphabet-class-a-robinhood-tokenized-stock", "address": "0x2e0847e8910a9732eb3fb1bb4b70a580adad4fe3", "symbol": "GOOGL", "name": "Alphabet Class A \u2022 Robinhood Token", "rank": 4, "scope": "official_registry", "volume24hUsd": 15017797.65, "liquidityUsd": 5013685.89, "source": "defillama_coingecko", "coverage": { "rows": 1595, "days": 79.9640625, "ratio": 0.7848396273704357, "maxGapHours": 84.91972222222222, "uniquePrices": 1415 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.0612948434177798, "issues": [], "unchanged24hRuns": [ { "start": 1783025431, "end": 1783284308, "price": 359.61355, "rows": 19 }, { "start": 1783717128, "end": 1783889868, "price": 356.72, "rows": 14 }, { "start": 1788569899, "end": 1788825595, "price": 338.73, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 343.8, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1782445804, "end": 1785898948, "rows": 638 }, "validation": { "start": 1785902510, "end": 1787626900, "rows": 480 }, "test": { "start": 1787630500, "end": 1789354699, "rows": 477 } }, "splitCoverage": { "train": { "rows": 638, "days": 39.966944444444444, "ratio": 0.6342384625532004, "maxGapHours": 84.91972222222222, "uniquePrices": 582 }, "validation": { "rows": 480, "days": 19.958217592592593, "ratio": 1, "maxGapHours": 1.0166666666666666, "uniquePrices": 480 }, "test": { "rows": 477, "days": 19.956006944444443, "ratio": 0.8709346399668018, "maxGapHours": 2.7133333333333334, "uniquePrices": 353 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s200-l8-r24", "selectedConfig": { "spacing": 0.02, "levels": 8, "recenterHours": 24, "mode": "allhours" }, "metrics": { "train": { "rows": 638, "start": 1782445804, "end": 1785898948, "durationDays": 39.966944444444444, "netReturn": 0.07718361033768661, "benchmarkReturn": 0.04294716692108458, "buyHoldReturn": 0.08589433384216938, "sessionBenchmarkReturn": 0.04294716692108458, "excessSessionBenchmark": 0.034236443416601835, "cashReturn": 0.0, "excessReturn": 0.034236443416601835, "excessBuyHold": -0.008710723504482848, "maxDrawdown": -0.07859468471734388, "trades": 101, "sessionEntries": 0, "sessionExits": 0, "fees": 146.54875056643203, "costRate": 0.002, "finalEquity": 10771.836103376865, "skippedGaps": 81, "rejectedOrders": 0, "eligibleRows": 638 }, "validation": { "rows": 480, "start": 1785902510, "end": 1787626900, "durationDays": 19.958217592592593, "netReturn": -0.05102679342465477, "benchmarkReturn": -0.04466799978045022, "buyHoldReturn": -0.08933599956090055, "sessionBenchmarkReturn": -0.04466799978045022, "excessSessionBenchmark": -0.0063587936442045245, "cashReturn": 0.0, "excessReturn": -0.0063587936442045245, "excessBuyHold": 0.038309206136245846, "maxDrawdown": -0.0677075294510644, "trades": 4, "sessionEntries": 0, "sessionExits": 0, "fees": 26.200922075674008, "costRate": 0.002, "finalEquity": 9489.732065753453, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 480 }, "test": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": -0.018609803258176183, "benchmarkReturn": -0.01915284807338835, "buyHoldReturn": -0.03830569614677659, "sessionBenchmarkReturn": -0.01915284807338835, "excessSessionBenchmark": 0.0005430448152121244, "cashReturn": 0.0, "excessReturn": 0.0005430448152121244, "excessBuyHold": 0.01969589288860043, "maxDrawdown": -0.03094897104847183, "trades": 3, "sessionEntries": 0, "sessionExits": 0, "fees": 24.48808449447695, "costRate": 0.002, "finalEquity": 9813.901967418238, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 477 }, "testStress": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": -0.02221655669630951, "benchmarkReturn": -0.022029330303081074, "buyHoldReturn": -0.04405866060616204, "sessionBenchmarkReturn": -0.022029330303081074, "excessSessionBenchmark": -0.0001872263932284113, "cashReturn": 0.0, "excessReturn": -0.0001872263932284113, "excessBuyHold": 0.021842103909852632, "maxDrawdown": -0.031261292191295476, "trades": 3, "sessionEntries": 0, "sessionExits": 0, "fees": 61.0535933021463, "costRate": 0.005, "finalEquity": 9777.834433036905, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 477 } }, "failedGates": [ "all_splits_at_least_70pct_hourly_coverage", "test_minimum_5_grid_fills", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "invesco-qqq-robinhood-tokenized-stock", "address": "0xd5f3879160bc7c32ebb4dc785f8a4f505888de68", "symbol": "QQQ", "name": "Invesco QQQ \u2022 Robinhood Token", "rank": 5, "scope": "official_registry", "volume24hUsd": 10145139.74, "liquidityUsd": 3782299.29, "source": "defillama_coingecko", "coverage": { "rows": 1596, "days": 79.96059027777778, "ratio": 0.7843528719892885, "maxGapHours": 85.1613888888889, "uniquePrices": 1320 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.11490882961186943, "issues": [], "unchanged24hRuns": [ { "start": 1782507007, "end": 1782603933, "price": 704.81385, "rows": 8 }, { "start": 1783040114, "end": 1783284906, "price": 714.66135, "rows": 18 }, { "start": 1783702729, "end": 1783889435, "price": 725.4506, "rows": 15 }, { "start": 1783936849, "end": 1784275183, "price": 718.80265, "rows": 95 }, { "start": 1788569899, "end": 1788825595, "price": 717.97, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 713.0, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1782446104, "end": 1785898976, "rows": 639 }, "validation": { "start": 1785902510, "end": 1787626900, "rows": 480 }, "test": { "start": 1787630500, "end": 1789354699, "rows": 477 } }, "splitCoverage": { "train": { "rows": 639, "days": 39.963796296296294, "ratio": 0.634288372652809, "maxGapHours": 85.1613888888889, "uniquePrices": 482 }, "validation": { "rows": 480, "days": 19.958217592592593, "ratio": 1, "maxGapHours": 1.0166666666666666, "uniquePrices": 480 }, "test": { "rows": 477, "days": 19.956006944444443, "ratio": 0.8688510642731012, "maxGapHours": 2.7133333333333334, "uniquePrices": 358 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s100-l8-r0", "selectedConfig": { "spacing": 0.01, "levels": 8, "recenterHours": 0, "mode": "allhours" }, "metrics": { "train": { "rows": 639, "start": 1782446104, "end": 1785898976, "durationDays": 39.963796296296294, "netReturn": 0.019590290379915665, "benchmarkReturn": 0.01272049859401414, "buyHoldReturn": 0.025440997188028502, "sessionBenchmarkReturn": 0.01272049859401414, "excessSessionBenchmark": 0.006869791785901544, "cashReturn": 0.0, "excessReturn": 0.006869791785901544, "excessBuyHold": -0.005850706808112773, "maxDrawdown": -0.121124834980466, "trades": 38, "sessionEntries": 0, "sessionExits": 0, "fees": 66.43654325550979, "costRate": 0.002, "finalEquity": 10195.902903799157, "skippedGaps": 81, "rejectedOrders": 0, "eligibleRows": 639 }, "validation": { "rows": 480, "start": 1785902510, "end": 1787626900, "durationDays": 19.958217592592593, "netReturn": -0.014325104834368774, "benchmarkReturn": -0.013533550191155874, "buyHoldReturn": -0.02706710038231175, "sessionBenchmarkReturn": -0.013533550191155874, "excessSessionBenchmark": -0.0007915546432128394, "cashReturn": 0.0, "excessReturn": -0.0007915546432128394, "excessBuyHold": 0.012741995547943042, "maxDrawdown": -0.021705164316293657, "trades": 6, "sessionEntries": 0, "sessionExits": 0, "fees": 29.624179804034448, "costRate": 0.002, "finalEquity": 9856.748951656313, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 480 }, "test": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": -0.002174983413536169, "benchmarkReturn": -0.002887113384901774, "buyHoldReturn": -0.005774226769803326, "sessionBenchmarkReturn": -0.002887113384901774, "excessSessionBenchmark": 0.0007121299713655389, "cashReturn": 0.0, "excessReturn": 0.0007121299713655389, "excessBuyHold": 0.0035992433562671068, "maxDrawdown": -0.011620265072385894, "trades": 6, "sessionEntries": 0, "sessionExits": 0, "fees": 27.48550253949886, "costRate": 0.002, "finalEquity": 9978.250165864638, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 477 }, "testStress": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": -0.006278547855217531, "benchmarkReturn": -0.005860899085347815, "buyHoldReturn": -0.011721798170695519, "sessionBenchmarkReturn": -0.005860899085347815, "excessSessionBenchmark": -0.0004176487698698111, "cashReturn": 0.0, "excessReturn": -0.0004176487698698111, "excessBuyHold": 0.0054432503154779625, "maxDrawdown": -0.013275023953601695, "trades": 6, "sessionEntries": 0, "sessionExits": 0, "fees": 68.53091808080742, "costRate": 0.005, "finalEquity": 9937.214521447824, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 477 } }, "failedGates": [ "all_splits_at_least_70pct_hourly_coverage", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "circle-internet-group-robinhood-tokenized-stock", "address": "0xdf0992e440dd0be65bd8439b609d6d4366bf1cb5", "symbol": "CRCL", "name": "Circle Internet Group \u2022 Robinhood Token", "rank": 6, "scope": "official_registry", "volume24hUsd": 9315318.57, "liquidityUsd": 2230530.76, "source": "defillama_coingecko", "coverage": { "rows": 1586, "days": 79.96059027777778, "ratio": 0.7864361465496851, "maxGapHours": 85.00138888888888, "uniquePrices": 1197 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 2, "adjacentJumpCount": 2, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.8163170691884967, "issues": [ { "type": "adjacent_jump", "timestamp": 1784739536, "price": 118.59151897657608, "previousTimestamp": 1784735988, "previousPrice": 65.2923, "return": 0.8163170691884967, "gapSeconds": 3548 }, { "type": "adjacent_jump", "timestamp": 1784815173, "price": 66.75266800763943, "previousTimestamp": 1784811569, "previousPrice": 115.81116405407344, "return": -0.4236076586150891, "gapSeconds": 3604 } ], "unchanged24hRuns": [ { "start": 1783025417, "end": 1783284620, "price": 64.95167587, "rows": 19 }, { "start": 1783731532, "end": 1783889418, "price": 66.34635, "rows": 13 }, { "start": 1783947534, "end": 1784735988, "price": 65.2923, "rows": 220 }, { "start": 1788569899, "end": 1788825595, "price": 118.18, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 91.05, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1782446104, "end": 1785898968, "rows": 629 }, "validation": { "start": 1785902510, "end": 1787626900, "rows": 480 }, "test": { "start": 1787630500, "end": 1789354699, "rows": 477 } }, "splitCoverage": { "train": { "rows": 629, "days": 39.9637037037037, "ratio": 0.6363728943799212, "maxGapHours": 85.00138888888888, "uniquePrices": 363 }, "validation": { "rows": 480, "days": 19.958217592592593, "ratio": 1, "maxGapHours": 1.0166666666666666, "uniquePrices": 480 }, "test": { "rows": 477, "days": 19.956006944444443, "ratio": 0.8730182156605022, "maxGapHours": 2.7133333333333334, "uniquePrices": 354 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s400-l8-r0", "selectedConfig": { "spacing": 0.04, "levels": 8, "recenterHours": 0, "mode": "allhours" }, "metrics": { "train": { "rows": 629, "start": 1782446104, "end": 1785898968, "durationDays": 39.9637037037037, "netReturn": -0.03615049905350354, "benchmarkReturn": -0.04044527088142602, "buyHoldReturn": -0.08089054176285226, "sessionBenchmarkReturn": -0.04044527088142602, "excessSessionBenchmark": 0.004294771827922522, "cashReturn": 0.0, "excessReturn": 0.004294771827922522, "excessBuyHold": 0.04474004270934875, "maxDrawdown": -0.298685091009091, "trades": 5, "sessionEntries": 0, "sessionExits": 0, "fees": 26.334443720037676, "costRate": 0.002, "finalEquity": 9638.495009464965, "skippedGaps": 84, "rejectedOrders": 0, "eligibleRows": 629 }, "validation": { "rows": 480, "start": 1785902510, "end": 1787626900, "durationDays": 19.958217592592593, "netReturn": 0.11607431414460367, "benchmarkReturn": 0.20621509957287842, "buyHoldReturn": 0.41243019914575707, "sessionBenchmarkReturn": 0.20621509957287842, "excessSessionBenchmark": -0.09014078542827483, "cashReturn": 0.0, "excessReturn": -0.09014078542827483, "excessBuyHold": -0.29635588500115334, "maxDrawdown": -0.03799651863871478, "trades": 13, "sessionEntries": 0, "sessionExits": 0, "fees": 30.246322400746344, "costRate": 0.002, "finalEquity": 11160.743141446037, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 480 }, "test": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": 0.008699564975457985, "benchmarkReturn": 0.004451026884636944, "buyHoldReturn": 0.00890205376927411, "sessionBenchmarkReturn": 0.004451026884636944, "excessSessionBenchmark": 0.004248538090821057, "cashReturn": 0.0, "excessReturn": 0.004248538090821057, "excessBuyHold": -0.0002024887938159736, "maxDrawdown": -0.11128216638923993, "trades": 15, "sessionEntries": 0, "sessionExits": 0, "fees": 40.154543957519, "costRate": 0.002, "finalEquity": 10086.99564975458, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 477 }, "testStress": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": 0.002711257771804698, "benchmarkReturn": 0.0014333435963611585, "buyHoldReturn": 0.002866687192722317, "sessionBenchmarkReturn": 0.0014333435963611585, "excessSessionBenchmark": 0.0012779141754434022, "cashReturn": 0.0, "excessReturn": 0.0012779141754434022, "excessBuyHold": -0.0001554294209177897, "maxDrawdown": -0.11222197644387988, "trades": 15, "sessionEntries": 0, "sessionExits": 0, "fees": 100.10196422570857, "costRate": 0.005, "finalEquity": 10027.112577718046, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 477 } }, "failedGates": [ "no_unexplained_price_discontinuities", "all_splits_at_least_70pct_hourly_coverage", "validation_positive_net_and_matched_excess_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": true, "test_positive_net_base_and_stress": true, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 2 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "trump-media-technology-group-corp-robinhood-token", "address": "0x1d11f0496982706c5e14a514d4e79f2e6bde4516", "symbol": "DJT", "name": "Trump Media & Technology Group \u2022 Robinhood Token", "rank": 7, "scope": "official_registry", "volume24hUsd": 7463587.64, "liquidityUsd": 1689127.27, "source": "defillama_coingecko", "coverage": { "rows": 754, "days": 31.487141203703704, "ratio": 0.9197937365482551, "maxGapHours": 2.7133333333333334, "uniquePrices": 583 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 5, "adjacentJumpCount": 5, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 12.411703521783638, "issues": [ { "type": "adjacent_jump", "timestamp": 1786687300, "price": 117.19998297600566, "previousTimestamp": 1786683700, "previousPrice": 8.738635087306127, "return": 12.411703521783638, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1786690880, "price": 50.67860872551951, "previousTimestamp": 1786687300, "previousPrice": 117.19998297600566, "return": -0.5675885999412223, "gapSeconds": 3580 }, { "type": "adjacent_jump", "timestamp": 1786701700, "price": 32.9031758792711, "previousTimestamp": 1786698100, "previousPrice": 54.674871554743866, "return": -0.3982029597211507, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1786716100, "price": 8.552949512744199, "previousTimestamp": 1786712500, "previousPrice": 29.653406877709372, "return": -0.7115694143335181, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788062500, "price": 14.491911689216002, "previousTimestamp": 1788058910, "previousPrice": 10.211276258708585, "return": 0.4192067007154683, "gapSeconds": 3590 } ], "unchanged24hRuns": [ { "start": 1788569899, "end": 1788825595, "price": 9.09, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 8.695, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1786634210, "end": 1787994110, "rows": 379 }, "validation": { "start": 1787997700, "end": 1788674335, "rows": 189 }, "test": { "start": 1788676298, "end": 1789354699, "rows": 186 } }, "splitCoverage": { "train": { "rows": 379, "days": 15.739583333333334, "ratio": 1, "maxGapHours": 1.0055555555555555, "uniquePrices": 379 }, "validation": { "rows": 189, "days": 7.831423611111111, "ratio": 0.899689078039207, "maxGapHours": 1.4955555555555555, "uniquePrices": 142 }, "test": { "rows": 186, "days": 7.851863425925926, "ratio": 0.7759519414194407, "maxGapHours": 2.7133333333333334, "uniquePrices": 68 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s400-l4-r72", "selectedConfig": { "spacing": 0.04, "levels": 4, "recenterHours": 72, "mode": "allhours" }, "metrics": { "train": { "rows": 379, "start": 1786634210, "end": 1787994110, "durationDays": 15.739583333333334, "netReturn": 0.10922662899520197, "benchmarkReturn": 0.0748712942155565, "buyHoldReturn": 0.1497425884311132, "sessionBenchmarkReturn": 0.0748712942155565, "excessSessionBenchmark": 0.034355334779645454, "cashReturn": 0.0, "excessReturn": 0.034355334779645454, "excessBuyHold": -0.04051595943591128, "maxDrawdown": -0.769963491648687, "trades": 20, "sessionEntries": 0, "sessionExits": 0, "fees": 68.51905952386636, "costRate": 0.002, "finalEquity": 11092.26628995202, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 379 }, "validation": { "rows": 189, "start": 1787997700, "end": 1788674335, "durationDays": 7.831423611111111, "netReturn": 0.009311125419018795, "benchmarkReturn": -0.036726894154243905, "buyHoldReturn": -0.07345378830848803, "sessionBenchmarkReturn": -0.036726894154243905, "excessSessionBenchmark": 0.04603801957326268, "cashReturn": 0.0, "excessReturn": 0.04603801957326268, "excessBuyHold": 0.08276491372750679, "maxDrawdown": -0.11354592762682869, "trades": 8, "sessionEntries": 0, "sessionExits": 0, "fees": 40.763250252505955, "costRate": 0.002, "finalEquity": 10093.111254190188, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 189 }, "test": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.030478891341463532, "benchmarkReturn": -0.02692360054368692, "buyHoldReturn": -0.053847201087374064, "sessionBenchmarkReturn": -0.02692360054368692, "excessSessionBenchmark": -0.003555290797776615, "cashReturn": 0.0, "excessReturn": -0.003555290797776615, "excessBuyHold": 0.023368309745910483, "maxDrawdown": -0.04045593036888484, "trades": 1, "sessionEntries": 0, "sessionExits": 0, "fees": 24.234856147174945, "costRate": 0.002, "finalEquity": 9695.211086585365, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 186 }, "testStress": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.03401862468716721, "benchmarkReturn": -0.029753597250272268, "buyHoldReturn": -0.059507194500544536, "sessionBenchmarkReturn": -0.029753597250272268, "excessSessionBenchmark": -0.0042650274368948886, "cashReturn": 0.0, "excessReturn": -0.0042650274368948886, "excessBuyHold": 0.0254885698133774, "maxDrawdown": -0.0407616330788626, "trades": 1, "sessionEntries": 0, "sessionExits": 0, "fees": 60.423994031060566, "costRate": 0.005, "finalEquity": 9659.813753128328, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 186 } }, "failedGates": [ "no_unexplained_price_discontinuities", "test_minimum_5_grid_fills", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": true, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 5 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "galaxy-digital-inc-robinhood-token", "address": "0x2d427692e928fa156ec22acfabafa0447c5805b7", "symbol": "GLXY", "name": "Galaxy Digital Inc. \u2022 Robinhood Token", "rank": 8, "scope": "official_registry", "volume24hUsd": 6901423.49, "liquidityUsd": 258762.7, "source": "defillama_coingecko", "coverage": { "rows": 665, "days": 31.487141203703704, "ratio": 0.7625301522821023, "maxGapHours": 25.761111111111113, "uniquePrices": 490 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 2, "adjacentJumpCount": 2, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.6528562364313686, "issues": [ { "type": "adjacent_jump", "timestamp": 1788141710, "price": 46.345629320519734, "previousTimestamp": 1788138110, "previousPrice": 28.03972196673509, "return": 0.6528562364313686, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788145310, "price": 23.74541061535762, "previousTimestamp": 1788141710, "previousPrice": 46.345629320519734, "return": -0.48764509267664136, "gapSeconds": 3600 } ], "unchanged24hRuns": [ { "start": 1786832908, "end": 1786924696, "price": 20.685000000000002, "rows": 27 }, { "start": 1788569899, "end": 1788825595, "price": 27.5, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 24.75, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1786634210, "end": 1787957480, "rows": 319 }, "validation": { "start": 1788012980, "end": 1788674335, "rows": 160 }, "test": { "start": 1788676298, "end": 1789354699, "rows": 186 } }, "splitCoverage": { "train": { "rows": 319, "days": 15.315625, "ratio": 0.7841009292545615, "maxGapHours": 10.061111111111112, "uniquePrices": 280 }, "validation": { "rows": 160, "days": 7.65457175925926, "ratio": 0.7633599266115753, "maxGapHours": 25.761111111111113, "uniquePrices": 124 }, "test": { "rows": 186, "days": 7.851863425925926, "ratio": 0.7759519414194407, "maxGapHours": 2.7133333333333334, "uniquePrices": 93 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s400-l2-r0", "selectedConfig": { "spacing": 0.04, "levels": 2, "recenterHours": 0, "mode": "allhours" }, "metrics": { "train": { "rows": 319, "start": 1786634210, "end": 1787957480, "durationDays": 15.315625, "netReturn": 0.057560354273543446, "benchmarkReturn": 0.04909192579484989, "buyHoldReturn": 0.0981838515897, "sessionBenchmarkReturn": 0.04909192579484989, "excessSessionBenchmark": 0.008468428478693567, "cashReturn": 0.0, "excessReturn": 0.008468428478693567, "excessBuyHold": -0.0406234973161565, "maxDrawdown": -0.05127532267267665, "trades": 10, "sessionEntries": 0, "sessionExits": 0, "fees": 60.541807157177864, "costRate": 0.002, "finalEquity": 10575.603542735435, "skippedGaps": 10, "rejectedOrders": 2, "eligibleRows": 319 }, "validation": { "rows": 160, "start": 1788012980, "end": 1788674335, "durationDays": 7.65457175925926, "netReturn": 0.10341058268728132, "benchmarkReturn": 0.06677060048257188, "buyHoldReturn": 0.13354120096514377, "sessionBenchmarkReturn": 0.06677060048257188, "excessSessionBenchmark": 0.03663998220470949, "cashReturn": 0.0, "excessReturn": 0.03663998220470949, "excessBuyHold": -0.030130618277862415, "maxDrawdown": -0.06492187308572195, "trades": 8, "sessionEntries": 0, "sessionExits": 0, "fees": 62.95596534536774, "costRate": 0.002, "finalEquity": 11034.105826872814, "skippedGaps": 1, "rejectedOrders": 0, "eligibleRows": 160 }, "test": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.10597460275712944, "benchmarkReturn": -0.06320522591181288, "buyHoldReturn": -0.12641045182362554, "sessionBenchmarkReturn": -0.06320522591181288, "excessSessionBenchmark": -0.042769376845316585, "cashReturn": 0.0, "excessReturn": -0.042769376845316585, "excessBuyHold": 0.02043584906649612, "maxDrawdown": -0.11430237943230392, "trades": 3, "sessionEntries": 0, "sessionExits": 0, "fees": 37.87642046642878, "costRate": 0.002, "finalEquity": 8940.253972428705, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 186 }, "testStress": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.11134598648620975, "benchmarkReturn": -0.06581818181818178, "buyHoldReturn": -0.13163636363636355, "sessionBenchmarkReturn": -0.06581818181818178, "excessSessionBenchmark": -0.045527804668027964, "cashReturn": 0.0, "excessReturn": -0.045527804668027964, "excessBuyHold": 0.020290377150153836, "maxDrawdown": -0.11501971898836283, "trades": 3, "sessionEntries": 0, "sessionExits": 0, "fees": 94.40722435967612, "costRate": 0.005, "finalEquity": 8886.540135137902, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 186 } }, "failedGates": [ "no_unexplained_price_discontinuities", "test_minimum_5_grid_fills", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": true, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Unreliable modeled P&L: 2 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "spdr-gold-shares-robinhood-token", "address": "0xc9a981fee1f9dec688bb123ccdecc63d0debfc4e", "symbol": "GLD", "name": "SPDR Gold Trust \u2022 Robinhood Token", "rank": 9, "scope": "official_registry", "volume24hUsd": 6158995.2, "liquidityUsd": 10901151.59, "source": "defillama_coingecko", "coverage": { "rows": 754, "days": 31.487141203703704, "ratio": 0.9145075656485525, "maxGapHours": 2.7133333333333334, "uniquePrices": 633 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 6, "adjacentJumpCount": 6, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.9511786727597469, "issues": [ { "type": "adjacent_jump", "timestamp": 1786831310, "price": 538.1933139729324, "previousTimestamp": 1786827710, "previousPrice": 400.56745903473666, "return": 0.3435772223481115, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788019310, "price": 874.2713312048498, "previousTimestamp": 1788015710, "previousPrice": 592.7541092029502, "return": 0.47493086531351625, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788030110, "price": 1309.6621019789766, "previousTimestamp": 1788026510, "previousPrice": 671.2158759538872, "return": 0.9511786727597469, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788033710, "price": 1701.827263478076, "previousTimestamp": 1788030110, "previousPrice": 1309.6621019789766, "return": 0.29943995547135005, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788040310, "price": 2155.157217587449, "previousTimestamp": 1788036710, "previousPrice": 1594.929733640148, "return": 0.35125527609838936, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788137510, "price": 432.1249895343931, "previousTimestamp": 1788133910, "previousPrice": 1673.2789295354482, "return": -0.7417495780847705, "gapSeconds": 3600 } ], "unchanged24hRuns": [ { "start": 1788569899, "end": 1788825595, "price": 453.255, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 399.865, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1786634210, "end": 1787994110, "rows": 379 }, "validation": { "start": 1787997700, "end": 1788674335, "rows": 189 }, "test": { "start": 1788676298, "end": 1789354699, "rows": 186 } }, "splitCoverage": { "train": { "rows": 379, "days": 15.739583333333334, "ratio": 1, "maxGapHours": 1.2472222222222222, "uniquePrices": 379 }, "validation": { "rows": 189, "days": 7.831423611111111, "ratio": 0.8785199232618138, "maxGapHours": 1.4955555555555555, "uniquePrices": 158 }, "test": { "rows": 186, "days": 7.851863425925926, "ratio": 0.7759519414194407, "maxGapHours": 2.7133333333333334, "uniquePrices": 98 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "closed_all-s400-l4-r24", "selectedConfig": { "spacing": 0.04, "levels": 4, "recenterHours": 24, "mode": "closed_all" }, "metrics": { "train": { "rows": 379, "start": 1786634210, "end": 1787994110, "durationDays": 15.739583333333334, "netReturn": 0.03998378023642801, "benchmarkReturn": 0.05338328776581047, "buyHoldReturn": 0.10676657553162117, "sessionBenchmarkReturn": 0.044820181181891794, "excessSessionBenchmark": -0.004836400945463902, "cashReturn": 0.0, "excessReturn": -0.013399507529382572, "excessBuyHold": -0.06678279529519314, "maxDrawdown": -0.11838199777909919, "trades": 5, "sessionEntries": 12, "sessionExits": 11, "fees": 247.55151688891414, "costRate": 0.002, "finalEquity": 10399.83780236428, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 308 }, "validation": { "rows": 189, "start": 1787997700, "end": 1788674335, "durationDays": 7.831423611111111, "netReturn": 0.5174404514498301, "benchmarkReturn": 0.0039786359882576505, "buyHoldReturn": 0.007957271976515301, "sessionBenchmarkReturn": -0.002094825725002747, "excessSessionBenchmark": 0.5195352771748328, "cashReturn": 0.0, "excessReturn": 0.5134618154615724, "excessBuyHold": 0.5094831794733147, "maxDrawdown": -0.2684102346543701, "trades": 12, "sessionEntries": 5, "sessionExits": 5, "fees": 201.39604197873763, "costRate": 0.002, "finalEquity": 15174.404514498301, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 156 }, "test": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.0657590243450108, "benchmarkReturn": -0.06352477998410744, "buyHoldReturn": -0.12704955996821476, "sessionBenchmarkReturn": -0.05608374855808984, "excessSessionBenchmark": -0.009675275786920975, "cashReturn": 0.0, "excessReturn": -0.0022342443609033582, "excessBuyHold": 0.06129053562320405, "maxDrawdown": -0.0703003024060761, "trades": 2, "sessionEntries": 4, "sessionExits": 4, "fees": 102.75654432154487, "costRate": 0.002, "finalEquity": 9342.409756549892, "skippedGaps": 1, "rejectedOrders": 0, "eligibleRows": 161 }, "testStress": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.08083871986050672, "benchmarkReturn": -0.06613582428175291, "buyHoldReturn": -0.1322716485635056, "sessionBenchmarkReturn": -0.06995007686951105, "excessSessionBenchmark": -0.010888642990995685, "cashReturn": 0.0, "excessReturn": -0.014702895578753851, "excessBuyHold": 0.051432928702998836, "maxDrawdown": -0.0811732926324712, "trades": 2, "sessionEntries": 4, "sessionExits": 4, "fees": 254.52805483939048, "costRate": 0.005, "finalEquity": 9191.612801394933, "skippedGaps": 1, "rejectedOrders": 0, "eligibleRows": 161 } }, "failedGates": [ "no_unexplained_price_discontinuities", "test_minimum_5_grid_fills", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Unreliable modeled P&L: 6 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "apple-robinhood-tokenized-stock", "address": "0xaf3d76f1834a1d425780943c99ea8a608f8a93f9", "symbol": "AAPL", "name": "Apple \u2022 Robinhood Token", "rank": 10, "scope": "official_registry", "volume24hUsd": 5611988.69, "liquidityUsd": 3035868.15, "source": "defillama_coingecko", "coverage": { "rows": 1587, "days": 79.96059027777778, "ratio": 0.7801863228684955, "maxGapHours": 84.91916666666667, "uniquePrices": 1413 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.0472973407250501, "issues": [], "unchanged24hRuns": [ { "start": 1783011304, "end": 1783285136, "price": 307.7952, "rows": 20 }, { "start": 1783717073, "end": 1783889919, "price": 315.5, "rows": 14 }, { "start": 1788569899, "end": 1788825595, "price": 310.05, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 334.07, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1782446104, "end": 1785898376, "rows": 630 }, "validation": { "start": 1785901910, "end": 1787626900, "rows": 480 }, "test": { "start": 1787630500, "end": 1789354699, "rows": 477 } }, "splitCoverage": { "train": { "rows": 630, "days": 39.95685185185185, "ratio": 0.6250231490055187, "maxGapHours": 84.91916666666667, "uniquePrices": 575 }, "validation": { "rows": 480, "days": 19.965162037037036, "ratio": 0.9996586813530103, "maxGapHours": 1.1666666666666667, "uniquePrices": 480 }, "test": { "rows": 477, "days": 19.956006944444443, "ratio": 0.8709346399668018, "maxGapHours": 2.7133333333333334, "uniquePrices": 358 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s200-l2-r0", "selectedConfig": { "spacing": 0.02, "levels": 2, "recenterHours": 0, "mode": "allhours" }, "metrics": { "train": { "rows": 630, "start": 1782446104, "end": 1785898376, "durationDays": 39.95685185185185, "netReturn": 0.07343973691854955, "benchmarkReturn": 0.06072187403642104, "buyHoldReturn": 0.1214437480728423, "sessionBenchmarkReturn": 0.06072187403642104, "excessSessionBenchmark": 0.01271786288212843, "cashReturn": 0.0, "excessReturn": 0.01271786288212843, "excessBuyHold": -0.048004011154292675, "maxDrawdown": -0.033219516482152156, "trades": 6, "sessionEntries": 0, "sessionExits": 0, "fees": 53.41003771710315, "costRate": 0.002, "finalEquity": 10734.397369185495, "skippedGaps": 84, "rejectedOrders": 0, "eligibleRows": 630 }, "validation": { "rows": 480, "start": 1785901910, "end": 1787626900, "durationDays": 19.965162037037036, "netReturn": 0.006905829834542132, "benchmarkReturn": -0.0009880488786199182, "buyHoldReturn": -0.0019760977572397254, "sessionBenchmarkReturn": -0.0009880488786199182, "excessSessionBenchmark": 0.00789387871316194, "cashReturn": 0.0, "excessReturn": 0.00789387871316194, "excessBuyHold": 0.008881927591781823, "maxDrawdown": -0.0255240958396572, "trades": 4, "sessionEntries": 0, "sessionExits": 0, "fees": 39.96227816919368, "costRate": 0.002, "finalEquity": 10069.05829834542, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 480 }, "test": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": 0.01657413521035922, "benchmarkReturn": 0.029264351282004553, "buyHoldReturn": 0.05852870256400933, "sessionBenchmarkReturn": 0.029264351282004553, "excessSessionBenchmark": -0.012690216071645409, "cashReturn": 0.0, "excessReturn": -0.012690216071645409, "excessBuyHold": -0.04195456735365005, "maxDrawdown": -0.007598068450737516, "trades": 6, "sessionEntries": 0, "sessionExits": 0, "fees": 40.75270868045102, "costRate": 0.002, "finalEquity": 10165.741352103592, "skippedGaps": 2, "rejectedOrders": 3, "eligibleRows": 477 }, "testStress": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": 0.01042311742439006, "benchmarkReturn": 0.02609823187135052, "buyHoldReturn": 0.05219646374270104, "sessionBenchmarkReturn": 0.02609823187135052, "excessSessionBenchmark": -0.01567511444696029, "cashReturn": 0.0, "excessReturn": -0.01567511444696029, "excessBuyHold": -0.04177334631831091, "maxDrawdown": -0.007586800039303898, "trades": 6, "sessionEntries": 0, "sessionExits": 0, "fees": 101.65380299564967, "costRate": 0.005, "finalEquity": 10104.231174243901, "skippedGaps": 2, "rejectedOrders": 3, "eligibleRows": 477 } }, "failedGates": [ "all_splits_at_least_70pct_hourly_coverage", "test_beats_session_matched_hold_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": true, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "amc-entertainment-holdings-inc-robinhood-token", "address": "0x05a3d1cd21d0c88145e82600e62e7e496e0f222b", "symbol": "AMC", "name": "AMC Entertainment \u2022 Robinhood Token", "rank": 11, "scope": "official_registry", "volume24hUsd": 4185756.2600000002, "liquidityUsd": 5525536.5, "source": "defillama_coingecko", "coverage": { "rows": 749, "days": 31.487141203703704, "ratio": 0.9039352238491474, "maxGapHours": 6.451944444444444, "uniquePrices": 502 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 16, "adjacentJumpCount": 15, "reversingSpikeCount": 1, "maxAbsAdjacentReturn": 7.360722619029193, "issues": [ { "type": "adjacent_jump", "timestamp": 1786690880, "price": 4.658280456813483, "previousTimestamp": 1786687300, "previousPrice": 3.4424122485137594, "return": 0.35320238266775483, "gapSeconds": 3580 }, { "type": "adjacent_jump", "timestamp": 1786716100, "price": 2.5960669892980515, "previousTimestamp": 1786712500, "previousPrice": 5.704500498470482, "return": -0.5449089731880782, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1786741300, "price": 21.374598405413426, "previousTimestamp": 1786737700, "previousPrice": 2.55654916200238, "return": 7.360722619029193, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1786744900, "price": 2.4141628039985394, "previousTimestamp": 1786741300, "previousPrice": 21.374598405413426, "return": -0.8870545888999197, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788109310, "price": 4.532276823825506, "previousTimestamp": 1788105720, "previousPrice": 3.1245881179313884, "return": 0.4505197654102544, "gapSeconds": 3590 }, { "type": "adjacent_jump", "timestamp": 1788112910, "price": 22.720172299927025, "previousTimestamp": 1788109310, "previousPrice": 4.532276823825506, "return": 4.012971003997473, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788120110, "price": 166.8604527939864, "previousTimestamp": 1788116510, "previousPrice": 22.712350425853824, "return": 6.346683617739824, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788123710, "price": 27.690097783867056, "previousTimestamp": 1788120110, "previousPrice": 166.8604527939864, "return": -0.83405236339581, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788134500, "price": 13.523850965028416, "previousTimestamp": 1788130910, "previousPrice": 25.339753502456425, "return": -0.4662990323202071, "gapSeconds": 3590 }, { "type": "adjacent_jump", "timestamp": 1788141710, "price": 16.673438267527292, "previousTimestamp": 1788138110, "previousPrice": 10.224867526073215, "return": 0.6306752361348786, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788159710, "price": 12.58657249029315, "previousTimestamp": 1788156100, "previousPrice": 18.569012536514606, "return": -0.3221732999779835, "gapSeconds": 3610 }, { "type": "adjacent_jump", "timestamp": 1788166910, "price": 19.02277784075495, "previousTimestamp": 1788163310, "previousPrice": 11.50945223927358, "return": 0.6527961057819704, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788170510, "price": 6.128311777679969, "previousTimestamp": 1788166910, "previousPrice": 19.02277784075495, "return": -0.6778434869511804, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788177710, "price": 19.832407973112552, "previousTimestamp": 1788174110, "previousPrice": 5.784188447234974, "return": 2.428727842121581, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788184910, "price": 2.6439433252627835, "previousTimestamp": 1788181300, "previousPrice": 20.691769942222482, "return": -0.8722224665823439, "gapSeconds": 3610 }, { "type": "reversing_spike", "timestamp": 1786741300, "price": 21.374598405413426, "previousTimestamp": 1786737700, "previousPrice": 2.55654916200238, "nextTimestamp": 1786744900, "nextPrice": 2.4141628039985394 } ], "unchanged24hRuns": [ { "start": 1788569899, "end": 1788825595, "price": 2.705, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 2.49, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1786634210, "end": 1787994110, "rows": 374 }, "validation": { "start": 1787997700, "end": 1788674335, "rows": 189 }, "test": { "start": 1788676298, "end": 1789354699, "rows": 186 } }, "splitCoverage": { "train": { "rows": 374, "days": 15.739583333333334, "ratio": 0.968976897689769, "maxGapHours": 6.451944444444444, "uniquePrices": 351 }, "validation": { "rows": 189, "days": 7.831423611111111, "ratio": 0.899689078039207, "maxGapHours": 1.4955555555555555, "uniquePrices": 126 }, "test": { "rows": 186, "days": 7.851863425925926, "ratio": 0.7759519414194407, "maxGapHours": 2.7133333333333334, "uniquePrices": 43 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "closed_all-s400-l4-r72", "selectedConfig": { "spacing": 0.04, "levels": 4, "recenterHours": 72, "mode": "closed_all" }, "metrics": { "train": { "rows": 374, "start": 1786634210, "end": 1787994110, "durationDays": 15.739583333333334, "netReturn": 0.07282897641836517, "benchmarkReturn": 0.0034536827589479735, "buyHoldReturn": 0.006907365517896169, "sessionBenchmarkReturn": -0.011903160033472915, "excessSessionBenchmark": 0.08473213645183805, "cashReturn": 0.0, "excessReturn": 0.06937529365941718, "excessBuyHold": 0.06592161090046902, "maxDrawdown": -0.7511127831342836, "trades": 15, "sessionEntries": 12, "sessionExits": 11, "fees": 293.18012029797694, "costRate": 0.002, "finalEquity": 10728.289764183652, "skippedGaps": 1, "rejectedOrders": 0, "eligibleRows": 303 }, "validation": { "rows": 189, "start": 1787997700, "end": 1788674335, "durationDays": 7.831423611111111, "netReturn": 0.11043732625126301, "benchmarkReturn": 0.004718109314696184, "buyHoldReturn": 0.00943621862939259, "sessionBenchmarkReturn": 0.04540299287767091, "excessSessionBenchmark": 0.0650343333735922, "cashReturn": 0.0, "excessReturn": 0.10571921693656677, "excessBuyHold": 0.1010011076218705, "maxDrawdown": -0.050451469389501846, "trades": 7, "sessionEntries": 5, "sessionExits": 4, "fees": 135.07745040955587, "costRate": 0.002, "finalEquity": 11104.37326251263, "skippedGaps": 0, "rejectedOrders": 1, "eligibleRows": 157 }, "test": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.04136148124416683, "benchmarkReturn": -0.04618120505753742, "buyHoldReturn": -0.09236241011507484, "sessionBenchmarkReturn": -0.04136148124416683, "excessSessionBenchmark": 0.0, "cashReturn": 0.0, "excessReturn": 0.004819723813370547, "excessBuyHold": 0.05100092887090796, "maxDrawdown": -0.05622497676476268, "trades": 0, "sessionEntries": 4, "sessionExits": 4, "fees": 96.00931922211397, "costRate": 0.002, "finalEquity": 9586.385187558331, "skippedGaps": 1, "rejectedOrders": 0, "eligibleRows": 161 }, "testStress": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.05549083334613736, "benchmarkReturn": -0.048896000588554256, "buyHoldReturn": -0.09779200117710884, "sessionBenchmarkReturn": -0.055490833346137136, "excessSessionBenchmark": -1.8189894035458566e-16, "cashReturn": 0.0, "excessReturn": -0.006594832757583026, "excessBuyHold": 0.042301167830971466, "maxDrawdown": -0.06312065582446336, "trades": 0, "sessionEntries": 4, "sessionExits": 4, "fees": 237.9039388069041, "costRate": 0.005, "finalEquity": 9445.091666538627, "skippedGaps": 1, "rejectedOrders": 0, "eligibleRows": 161 } }, "failedGates": [ "no_unexplained_price_discontinuities", "test_minimum_5_grid_fills", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Unreliable modeled P&L: 15 short-interval price jumps and 1 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "tesla-robinhood-tokenized-stock", "address": "0x322f0929c4625ed5bad873c95208d54e1c003b2d", "symbol": "TSLA", "name": "Tesla \u2022 Robinhood Token", "rank": 12, "scope": "official_registry", "volume24hUsd": 4060339.49, "liquidityUsd": 4063246.5, "source": "defillama_coingecko", "coverage": { "rows": 1586, "days": 79.96403935185185, "ratio": 0.7858814468238883, "maxGapHours": 84.91055555555556, "uniquePrices": 1422 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 3, "adjacentJumpCount": 2, "reversingSpikeCount": 1, "maxAbsAdjacentReturn": 0.9403276498374942, "issues": [ { "type": "adjacent_jump", "timestamp": 1784930311, "price": 625.9277648922949, "previousTimestamp": 1784926724, "previousPrice": 322.5886952364553, "return": 0.9403276498374942, "gapSeconds": 3587 }, { "type": "adjacent_jump", "timestamp": 1784933932, "price": 322.4582667815873, "previousTimestamp": 1784930311, "previousPrice": 625.9277648922949, "return": -0.4848315015438346, "gapSeconds": 3621 }, { "type": "reversing_spike", "timestamp": 1784930311, "price": 625.9277648922949, "previousTimestamp": 1784926724, "previousPrice": 322.5886952364553, "nextTimestamp": 1784933932, "nextPrice": 322.4582667815873 } ], "unchanged24hRuns": [ { "start": 1782507303, "end": 1782604530, "price": 378.1573, "rows": 8 }, { "start": 1783025943, "end": 1783285136, "price": 393.05, "rows": 19 }, { "start": 1783717098, "end": 1783889919, "price": 407.825, "rows": 14 }, { "start": 1788569899, "end": 1788825595, "price": 355.475, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 365.19, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1782445806, "end": 1785898375, "rows": 629 }, "validation": { "start": 1785901910, "end": 1787626300, "rows": 480 }, "test": { "start": 1787629910, "end": 1789354699, "rows": 477 } }, "splitCoverage": { "train": { "rows": 629, "days": 39.96028935185185, "ratio": 0.6364272117480366, "maxGapHours": 84.91055555555556, "uniquePrices": 584 }, "validation": { "rows": 480, "days": 19.958217592592593, "ratio": 0.9979224416807968, "maxGapHours": 1.163888888888889, "uniquePrices": 480 }, "test": { "rows": 477, "days": 19.962835648148147, "ratio": 0.8727202036115712, "maxGapHours": 2.7133333333333334, "uniquePrices": 358 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s200-l2-r72", "selectedConfig": { "spacing": 0.02, "levels": 2, "recenterHours": 72, "mode": "allhours" }, "metrics": { "train": { "rows": 629, "start": 1782445806, "end": 1785898375, "durationDays": 39.96028935185185, "netReturn": -0.04509507577971983, "benchmarkReturn": -0.059612982028169115, "buyHoldReturn": -0.11922596405633834, "sessionBenchmarkReturn": -0.059612982028169115, "excessSessionBenchmark": 0.014517906248449253, "cashReturn": 0.0, "excessReturn": 0.014517906248449253, "excessBuyHold": 0.0741308882766185, "maxDrawdown": -0.44510639962952103, "trades": 91, "sessionEntries": 0, "sessionExits": 0, "fees": 433.8127173310261, "costRate": 0.002, "finalEquity": 9549.049242202802, "skippedGaps": 84, "rejectedOrders": 3, "eligibleRows": 629 }, "validation": { "rows": 480, "start": 1785901910, "end": 1787626300, "durationDays": 19.958217592592593, "netReturn": 0.046614933607218356, "benchmarkReturn": 0.034780501846521705, "buyHoldReturn": 0.06956100369304319, "sessionBenchmarkReturn": 0.034780501846521705, "excessSessionBenchmark": 0.01183443176069668, "cashReturn": 0.0, "excessReturn": 0.01183443176069668, "excessBuyHold": -0.022946070085824794, "maxDrawdown": -0.019308620111181507, "trades": 13, "sessionEntries": 0, "sessionExits": 0, "fees": 81.64985254497647, "costRate": 0.002, "finalEquity": 10466.149336072183, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 480 }, "test": { "rows": 477, "start": 1787629910, "end": 1789354699, "durationDays": 19.962835648148147, "netReturn": 0.03427160577154642, "benchmarkReturn": 0.012784017435996109, "buyHoldReturn": 0.025568034871991996, "sessionBenchmarkReturn": 0.012784017435996109, "excessSessionBenchmark": 0.02148758833555039, "cashReturn": 0.0, "excessReturn": 0.02148758833555039, "excessBuyHold": 0.008703570899554506, "maxDrawdown": -0.025536937618338196, "trades": 10, "sessionEntries": 0, "sessionExits": 0, "fees": 81.65288960760824, "costRate": 0.002, "finalEquity": 10342.716057715465, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 477 }, "testStress": { "rows": 477, "start": 1787629910, "end": 1789354699, "durationDays": 19.962835648148147, "netReturn": 0.021995677027699223, "benchmarkReturn": 0.009716485252608154, "buyHoldReturn": 0.01943297050521675, "sessionBenchmarkReturn": 0.009716485252608154, "excessSessionBenchmark": 0.012279191775091021, "cashReturn": 0.0, "excessReturn": 0.012279191775091021, "excessBuyHold": 0.0025627065224825855, "maxDrawdown": -0.028079603024317112, "trades": 10, "sessionEntries": 0, "sessionExits": 0, "fees": 203.33331564460295, "costRate": 0.005, "finalEquity": 10219.956770276993, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 477 } }, "failedGates": [ "no_unexplained_price_discontinuities", "all_splits_at_least_70pct_hourly_coverage", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": true, "test_positive_net_base_and_stress": true, "test_beats_matched_and_full_buyhold_base_and_stress": true, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 2 short-interval price jumps and 1 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "strategy-inc-robinhood-tokenized-stock", "address": "0xec262a75e413fafd0df80480274532c79d42da09", "symbol": "MSTR", "name": "Strategy Inc. \u2022 Robinhood Token", "rank": 13, "scope": "official_registry", "volume24hUsd": 3899253.42, "liquidityUsd": 4908800.3, "source": "defillama_coingecko", "coverage": { "rows": 1579, "days": 79.9640625, "ratio": 0.7796316670030141, "maxGapHours": 84.91416666666667, "uniquePrices": 1222 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 5, "adjacentJumpCount": 5, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.860136028564433, "issues": [ { "type": "adjacent_jump", "timestamp": 1784912388, "price": 178.95036538735945, "previousTimestamp": 1784908795, "previousPrice": 96.20283820074442, "return": 0.860136028564433, "gapSeconds": 3593 }, { "type": "adjacent_jump", "timestamp": 1784919583, "price": 109.59939524710065, "previousTimestamp": 1784915989, "previousPrice": 211.75040741920802, "return": -0.48241235243470515, "gapSeconds": 3594 }, { "type": "adjacent_jump", "timestamp": 1784987988, "price": 124.8147138344523, "previousTimestamp": 1784984390, "previousPrice": 96.7823671079257, "return": 0.2896431195495217, "gapSeconds": 3598 }, { "type": "adjacent_jump", "timestamp": 1788098520, "price": 335.0162138985262, "previousTimestamp": 1788094920, "previousPrice": 266.0080089875128, "return": 0.2594215308541812, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788141710, "price": 137.54350239662065, "previousTimestamp": 1788138110, "previousPrice": 227.29067722136716, "return": -0.39485638356094244, "gapSeconds": 3600 } ], "unchanged24hRuns": [ { "start": 1783039212, "end": 1783284901, "price": 101.80955, "rows": 18 }, { "start": 1783717074, "end": 1783889894, "price": 94.695, "rows": 14 }, { "start": 1783940439, "end": 1784412093, "price": 92.32115, "rows": 129 }, { "start": 1784536196, "end": 1784678391, "price": 92.32115, "rows": 41 }, { "start": 1788569899, "end": 1788825595, "price": 144.65, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 135.225, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1782445804, "end": 1785898948, "rows": 622 }, "validation": { "start": 1785902510, "end": 1787626910, "rows": 480 }, "test": { "start": 1787630500, "end": 1789354699, "rows": 477 } }, "splitCoverage": { "train": { "rows": 622, "days": 39.966944444444444, "ratio": 0.6227825954134873, "maxGapHours": 84.91416666666667, "uniquePrices": 386 }, "validation": { "rows": 480, "days": 19.958333333333332, "ratio": 1, "maxGapHours": 1.0166666666666666, "uniquePrices": 480 }, "test": { "rows": 477, "days": 19.956006944444443, "ratio": 0.8730182156605022, "maxGapHours": 2.7133333333333334, "uniquePrices": 356 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s100-l4-r0", "selectedConfig": { "spacing": 0.01, "levels": 4, "recenterHours": 0, "mode": "allhours" }, "metrics": { "train": { "rows": 622, "start": 1782445804, "end": 1785898948, "durationDays": 39.966944444444444, "netReturn": 0.11169928394088835, "benchmarkReturn": 0.07200018769839289, "buyHoldReturn": 0.14400037539678623, "sessionBenchmarkReturn": 0.07200018769839289, "excessSessionBenchmark": 0.039699096242495395, "cashReturn": 0.0, "excessReturn": 0.039699096242495395, "excessBuyHold": -0.03230109145589777, "maxDrawdown": -0.4569105775373503, "trades": 47, "sessionEntries": 0, "sessionExits": 0, "fees": 149.30136941364762, "costRate": 0.002, "finalEquity": 11116.992839408884, "skippedGaps": 85, "rejectedOrders": 0, "eligibleRows": 622 }, "validation": { "rows": 480, "start": 1785902510, "end": 1787626910, "durationDays": 19.958333333333332, "netReturn": 0.208306848665184, "benchmarkReturn": 0.14735699373530675, "buyHoldReturn": 0.2947139874706135, "sessionBenchmarkReturn": 0.14735699373530675, "excessSessionBenchmark": 0.060949854929877256, "cashReturn": 0.0, "excessReturn": 0.060949854929877256, "excessBuyHold": -0.08640713880542954, "maxDrawdown": -0.045167405385213355, "trades": 49, "sessionEntries": 0, "sessionExits": 0, "fees": 148.23103145358115, "costRate": 0.002, "finalEquity": 12083.06848665184, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 480 }, "test": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": -0.016333828875203626, "benchmarkReturn": 0.017948940437416905, "buyHoldReturn": 0.03589788087483403, "sessionBenchmarkReturn": 0.017948940437416905, "excessSessionBenchmark": -0.03428276931262062, "cashReturn": 0.0, "excessReturn": -0.03428276931262062, "excessBuyHold": -0.05223170975003777, "maxDrawdown": -0.32596659197803435, "trades": 36, "sessionEntries": 0, "sessionExits": 0, "fees": 121.18059083451524, "costRate": 0.002, "finalEquity": 9836.661711247963, "skippedGaps": 2, "rejectedOrders": 7, "eligibleRows": 477 }, "testStress": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": -0.033702227862190015, "benchmarkReturn": 0.014850511098515984, "buyHoldReturn": 0.029701022197031746, "sessionBenchmarkReturn": 0.014850511098515984, "excessSessionBenchmark": -0.048552738960705936, "cashReturn": 0.0, "excessReturn": -0.048552738960705936, "excessBuyHold": -0.06340325005922168, "maxDrawdown": -0.3318271824619451, "trades": 36, "sessionEntries": 0, "sessionExits": 0, "fees": 300.87175075107893, "costRate": 0.005, "finalEquity": 9662.9777213781, "skippedGaps": 2, "rejectedOrders": 7, "eligibleRows": 477 } }, "failedGates": [ "no_unexplained_price_discontinuities", "all_splits_at_least_70pct_hourly_coverage", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 5 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "gamestop-robinhood-tokenized-stock", "address": "0x1b0e319c6a659f002271b69db8a7df2f911c153e", "symbol": "GME", "name": "GameStop \u2022 Robinhood Token", "rank": 14, "scope": "official_registry", "volume24hUsd": 3631145.94, "liquidityUsd": 2676534.63, "source": "defillama_coingecko", "coverage": { "rows": 1580, "days": 79.96407407407408, "ratio": 0.7817147380627779, "maxGapHours": 85.00027777777778, "uniquePrices": 1276 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 16, "adjacentJumpCount": 15, "reversingSpikeCount": 1, "maxAbsAdjacentReturn": 4.422569401772217, "issues": [ { "type": "adjacent_jump", "timestamp": 1784570389, "price": 64.12501344924023, "previousTimestamp": 1784566782, "previousPrice": 20.98738567079989, "return": 2.055407398285841, "gapSeconds": 3607 }, { "type": "adjacent_jump", "timestamp": 1784577603, "price": 160.9623791545055, "previousTimestamp": 1784574000, "previousPrice": 64.10209307733714, "return": 1.5110315658540117, "gapSeconds": 3603 }, { "type": "adjacent_jump", "timestamp": 1784584723, "price": 22.361757885979664, "previousTimestamp": 1784581198, "previousPrice": 160.62658221430866, "return": -0.860784201607773, "gapSeconds": 3525 }, { "type": "adjacent_jump", "timestamp": 1784653124, "price": 118.55426165921644, "previousTimestamp": 1784649597, "previousPrice": 21.86311559617296, "return": 4.422569401772217, "gapSeconds": 3527 }, { "type": "adjacent_jump", "timestamp": 1784656794, "price": 21.748131526255545, "previousTimestamp": 1784653124, "previousPrice": 118.55426165921644, "return": -0.8165554639548056, "gapSeconds": 3670 }, { "type": "adjacent_jump", "timestamp": 1784746782, "price": 30.924680757832057, "previousTimestamp": 1784743178, "previousPrice": 24.04836391750501, "return": 0.28593699196816114, "gapSeconds": 3604 }, { "type": "adjacent_jump", "timestamp": 1784757557, "price": 130.77790207191399, "previousTimestamp": 1784754003, "previousPrice": 32.21102673006148, "return": 3.0600351912987405, "gapSeconds": 3554 }, { "type": "adjacent_jump", "timestamp": 1784761148, "price": 77.92480474935378, "previousTimestamp": 1784757557, "previousPrice": 130.77790207191399, "return": -0.40414394546179977, "gapSeconds": 3591 }, { "type": "adjacent_jump", "timestamp": 1784764793, "price": 55.27431403613539, "previousTimestamp": 1784761148, "previousPrice": 77.92480474935378, "return": -0.2906711256585629, "gapSeconds": 3645 }, { "type": "adjacent_jump", "timestamp": 1784768391, "price": 90.65702612231813, "previousTimestamp": 1784764793, "previousPrice": 55.27431403613539, "return": 0.6401293747951611, "gapSeconds": 3598 }, { "type": "adjacent_jump", "timestamp": 1784771982, "price": 185.67044759857365, "previousTimestamp": 1784768391, "previousPrice": 90.65702612231813, "return": 1.048053587683977, "gapSeconds": 3591 }, { "type": "adjacent_jump", "timestamp": 1784782786, "price": 98.48589623615497, "previousTimestamp": 1784779202, "previousPrice": 241.13977124952072, "return": -0.5915816966822692, "gapSeconds": 3584 }, { "type": "adjacent_jump", "timestamp": 1784793557, "price": 52.72477467465882, "previousTimestamp": 1784789994, "previousPrice": 103.93921697999757, "return": -0.4927345403727126, "gapSeconds": 3563 }, { "type": "adjacent_jump", "timestamp": 1784797155, "price": 33.64951465888869, "previousTimestamp": 1784793557, "previousPrice": 52.72477467465882, "return": -0.36178931315449125, "gapSeconds": 3598 }, { "type": "adjacent_jump", "timestamp": 1788829193, "price": 19.185000000000002, "previousTimestamp": 1788825595, "previousPrice": 34.44, "return": -0.44294425087108, "gapSeconds": 3598 }, { "type": "reversing_spike", "timestamp": 1784653124, "price": 118.55426165921644, "previousTimestamp": 1784649597, "previousPrice": 21.86311559617296, "nextTimestamp": 1784656794, "nextPrice": 21.748131526255545 } ], "unchanged24hRuns": [ { "start": 1783025707, "end": 1783284907, "price": 22.845, "rows": 19 }, { "start": 1783702218, "end": 1783889125, "price": 21.76125, "rows": 15 }, { "start": 1784333715, "end": 1784502816, "price": 21.924999999999997, "rows": 48 }, { "start": 1788587967, "end": 1788825595, "price": 34.44, "rows": 65 }, { "start": 1789171304, "end": 1789340402, "price": 21.11, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1782445803, "end": 1785898948, "rows": 628 }, "validation": { "start": 1785902510, "end": 1787626910, "rows": 480 }, "test": { "start": 1787630500, "end": 1789354699, "rows": 472 } }, "splitCoverage": { "train": { "rows": 628, "days": 39.966956018518516, "ratio": 0.6352797212406469, "maxGapHours": 85.00027777777778, "uniquePrices": 478 }, "validation": { "rows": 480, "days": 19.958333333333332, "ratio": 0.9958333333333333, "maxGapHours": 1.1694444444444445, "uniquePrices": 480 }, "test": { "rows": 472, "days": 19.956006944444443, "ratio": 0.8605167614982993, "maxGapHours": 6.016111111111111, "uniquePrices": 319 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "regular-s100-l8-r72", "selectedConfig": { "spacing": 0.01, "levels": 8, "recenterHours": 72, "mode": "regular" }, "metrics": { "train": { "rows": 628, "start": 1782445803, "end": 1785898948, "durationDays": 39.966956018518516, "netReturn": 2.917426492850431, "benchmarkReturn": -0.042177082273649136, "buyHoldReturn": -0.08435416454729816, "sessionBenchmarkReturn": 3.5645726422878417, "excessSessionBenchmark": -0.6471461494374111, "cashReturn": 0.0, "excessReturn": 2.95960357512408, "excessBuyHold": 3.001780657397729, "maxDrawdown": -0.6606032382642117, "trades": 17, "sessionEntries": 25, "sessionExits": 25, "fees": 1308.2061301314968, "costRate": 0.002, "finalEquity": 39174.26492850431, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 118 }, "validation": { "rows": 480, "start": 1785902510, "end": 1787626910, "durationDays": 19.958333333333332, "netReturn": -0.029073573256303664, "benchmarkReturn": -0.03615222903788673, "buyHoldReturn": -0.07230445807577324, "sessionBenchmarkReturn": -0.027065794049007996, "excessSessionBenchmark": -0.0020077792072956072, "cashReturn": 0.0, "excessReturn": 0.007078655781583075, "excessBuyHold": 0.043230884819469614, "maxDrawdown": -0.036662050229473, "trades": 5, "sessionEntries": 14, "sessionExits": 14, "fees": 281.32427852814425, "costRate": 0.002, "finalEquity": 9709.264267436964, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 92 }, "test": { "rows": 472, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": -0.004908678995945603, "benchmarkReturn": 0.08081140997955183, "buyHoldReturn": 0.16162281995910366, "sessionBenchmarkReturn": -0.001275949383294006, "excessSessionBenchmark": -0.003632729612651565, "cashReturn": 0.0, "excessReturn": -0.08572008897549749, "excessBuyHold": -0.1665314989550492, "maxDrawdown": -0.02868415314207562, "trades": 10, "sessionEntries": 13, "sessionExits": 13, "fees": 263.9077848871894, "costRate": 0.002, "finalEquity": 9950.913210040544, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 83 }, "testStress": { "rows": 472, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": -0.04397912420998362, "benchmarkReturn": 0.0773369302141731, "buyHoldReturn": 0.1546738604283462, "sessionBenchmarkReturn": -0.03941595133346165, "excessSessionBenchmark": -0.004563172876522003, "cashReturn": 0.0, "excessReturn": -0.12131605442415676, "excessBuyHold": -0.19865298463832987, "maxDrawdown": -0.05938238238306004, "trades": 10, "sessionEntries": 13, "sessionExits": 13, "fees": 645.8477013994371, "costRate": 0.005, "finalEquity": 9560.208757900164, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 83 } }, "failedGates": [ "no_unexplained_price_discontinuities", "all_splits_at_least_70pct_hourly_coverage", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 15 short-interval price jumps and 1 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "micron-technology-robinhood-tokenized-stock", "address": "0xff080c8ce2e5feadaca0da81314ae59d232d4afd", "symbol": "MU", "name": "Micron Technology \u2022 Robinhood Token", "rank": 15, "scope": "official_registry", "volume24hUsd": 3552164.2500000005, "liquidityUsd": 5409221.0, "source": "defillama_coingecko", "coverage": { "rows": 1594, "days": 79.92934027777778, "ratio": 0.7867434595437149, "maxGapHours": 84.92416666666666, "uniquePrices": 1347 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 2, "adjacentJumpCount": 2, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.649686347866951, "issues": [ { "type": "adjacent_jump", "timestamp": 1784519936, "price": 533.848961273447, "previousTimestamp": 1784516326, "previousPrice": 845.4190145214956, "return": -0.36853920706337107, "gapSeconds": 3610 }, { "type": "adjacent_jump", "timestamp": 1784595582, "price": 880.6833432357581, "previousTimestamp": 1784591981, "previousPrice": 533.848961273447, "return": 0.649686347866951, "gapSeconds": 3601 } ], "unchanged24hRuns": [ { "start": 1783040110, "end": 1783284906, "price": 978.79245, "rows": 18 }, { "start": 1783717135, "end": 1783889930, "price": 978.5434, "rows": 14 }, { "start": 1784113135, "end": 1784217531, "price": 966.3978995447121, "rows": 30 }, { "start": 1784300338, "end": 1784433552, "price": 844.3733048077597, "rows": 38 }, { "start": 1788569899, "end": 1788825595, "price": 1015.3050000000001, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 975.35, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1782448804, "end": 1785898950, "rows": 637 }, "validation": { "start": 1785902510, "end": 1787626900, "rows": 480 }, "test": { "start": 1787630500, "end": 1789354699, "rows": 477 } }, "splitCoverage": { "train": { "rows": 637, "days": 39.93224537037037, "ratio": 0.6368737017719311, "maxGapHours": 84.92416666666666, "uniquePrices": 506 }, "validation": { "rows": 480, "days": 19.958217592592593, "ratio": 1, "maxGapHours": 1.0166666666666666, "uniquePrices": 480 }, "test": { "rows": 477, "days": 19.956006944444443, "ratio": 0.8730182156605022, "maxGapHours": 2.7133333333333334, "uniquePrices": 361 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s400-l2-r0", "selectedConfig": { "spacing": 0.04, "levels": 2, "recenterHours": 0, "mode": "allhours" }, "metrics": { "train": { "rows": 637, "start": 1782448804, "end": 1785898950, "durationDays": 39.93224537037037, "netReturn": -0.09176825468179972, "benchmarkReturn": -0.12064959849394852, "buyHoldReturn": -0.24129919698789715, "sessionBenchmarkReturn": -0.12064959849394852, "excessSessionBenchmark": 0.028881343812148772, "cashReturn": 0.0, "excessReturn": 0.028881343812148772, "excessBuyHold": 0.1495309423060974, "maxDrawdown": -0.2599224792072222, "trades": 9, "sessionEntries": 0, "sessionExits": 0, "fees": 62.69152303116645, "costRate": 0.002, "finalEquity": 9082.317453182002, "skippedGaps": 81, "rejectedOrders": 0, "eligibleRows": 637 }, "validation": { "rows": 480, "start": 1785902510, "end": 1787626900, "durationDays": 19.958217592592593, "netReturn": 0.04941683728283275, "benchmarkReturn": 0.009136234937514587, "buyHoldReturn": 0.018272469875029174, "sessionBenchmarkReturn": 0.009136234937514587, "excessSessionBenchmark": 0.04028060234531822, "cashReturn": 0.0, "excessReturn": 0.04028060234531822, "excessBuyHold": 0.031144367407803658, "maxDrawdown": -0.04522771370904244, "trades": 9, "sessionEntries": 0, "sessionExits": 0, "fees": 61.06135766457842, "costRate": 0.002, "finalEquity": 10494.168372828328, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 480 }, "test": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": 0.027307147288338385, "benchmarkReturn": 0.012246385095665113, "buyHoldReturn": 0.024492770191330004, "sessionBenchmarkReturn": 0.012246385095665113, "excessSessionBenchmark": 0.015060762192673246, "cashReturn": 0.0, "excessReturn": 0.015060762192673246, "excessBuyHold": 0.0028143770970082186, "maxDrawdown": -0.019162901709886104, "trades": 6, "sessionEntries": 0, "sessionExits": 0, "fees": 50.159953564076794, "costRate": 0.002, "finalEquity": 10273.071472883383, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 477 }, "testStress": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": 0.01973982606803326, "benchmarkReturn": 0.009182069089948453, "buyHoldReturn": 0.01836413817989646, "sessionBenchmarkReturn": 0.009182069089948453, "excessSessionBenchmark": 0.010557756978084944, "cashReturn": 0.0, "excessReturn": 0.010557756978084944, "excessBuyHold": 0.0013756878881367811, "maxDrawdown": -0.019854449059890977, "trades": 6, "sessionEntries": 0, "sessionExits": 0, "fees": 124.98712610911346, "costRate": 0.005, "finalEquity": 10197.398260680333, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 477 } }, "failedGates": [ "no_unexplained_price_discontinuities", "all_splits_at_least_70pct_hourly_coverage", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": true, "test_positive_net_base_and_stress": true, "test_beats_matched_and_full_buyhold_base_and_stress": true, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Unreliable modeled P&L: 2 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "alibaba-robinhood-tokenized-stock", "address": "0xad25ac6c84d497db898fa1e8387bf6af3532a1c4", "symbol": "BABA", "name": "Alibaba \u2022 Robinhood Token", "rank": 16, "scope": "official_registry", "volume24hUsd": 3124817.37, "liquidityUsd": 569032.57, "source": "defillama_coingecko", "coverage": { "rows": 1555, "days": 79.96059027777778, "ratio": 0.7635201263853234, "maxGapHours": 84.91805555555555, "uniquePrices": 1145 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.09754639826486833, "issues": [], "unchanged24hRuns": [ { "start": 1782506714, "end": 1782604813, "price": 95.10345, "rows": 8 }, { "start": 1783025130, "end": 1783284907, "price": 96.165, "rows": 19 }, { "start": 1783716906, "end": 1783889711, "price": 112.195, "rows": 14 }, { "start": 1783936853, "end": 1784406645, "price": 112.8569, "rows": 125 }, { "start": 1784510988, "end": 1784825999, "price": 112.8569, "rows": 86 }, { "start": 1788569899, "end": 1788825595, "price": 113.14, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 108.795, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1782446104, "end": 1785898977, "rows": 620 }, "validation": { "start": 1785902500, "end": 1787626900, "rows": 470 }, "test": { "start": 1787630500, "end": 1789354699, "rows": 465 } }, "splitCoverage": { "train": { "rows": 620, "days": 39.96380787037037, "ratio": 0.6186653273437982, "maxGapHours": 84.91805555555555, "uniquePrices": 337 }, "validation": { "rows": 470, "days": 19.958333333333332, "ratio": 0.9729166666666667, "maxGapHours": 4.477777777777778, "uniquePrices": 470 }, "test": { "rows": 465, "days": 19.956006944444443, "ratio": 0.8438481559486954, "maxGapHours": 6.202222222222222, "uniquePrices": 339 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s200-l2-r24", "selectedConfig": { "spacing": 0.02, "levels": 2, "recenterHours": 24, "mode": "allhours" }, "metrics": { "train": { "rows": 620, "start": 1782446104, "end": 1785898977, "durationDays": 39.96380787037037, "netReturn": 0.15984618820226526, "benchmarkReturn": 0.1899611490405113, "buyHoldReturn": 0.37992229808102285, "sessionBenchmarkReturn": 0.1899611490405113, "excessSessionBenchmark": -0.03011496083824604, "cashReturn": 0.0, "excessReturn": -0.03011496083824604, "excessBuyHold": -0.2200761098787576, "maxDrawdown": -0.09226290295257855, "trades": 33, "sessionEntries": 0, "sessionExits": 0, "fees": 189.07700830107422, "costRate": 0.002, "finalEquity": 11598.461882022653, "skippedGaps": 87, "rejectedOrders": 3, "eligibleRows": 620 }, "validation": { "rows": 470, "start": 1785902500, "end": 1787626900, "durationDays": 19.958333333333332, "netReturn": -0.009421330553937568, "benchmarkReturn": -0.04010933533921712, "buyHoldReturn": -0.08021867067843391, "sessionBenchmarkReturn": -0.04010933533921712, "excessSessionBenchmark": 0.030688004785279555, "cashReturn": 0.0, "excessReturn": 0.030688004785279555, "excessBuyHold": 0.07079734012449644, "maxDrawdown": -0.047247537486603486, "trades": 22, "sessionEntries": 0, "sessionExits": 0, "fees": 128.86903950559778, "costRate": 0.002, "finalEquity": 9905.786694460625, "skippedGaps": 4, "rejectedOrders": 0, "eligibleRows": 470 }, "test": { "rows": 465, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": -0.031457324575256074, "benchmarkReturn": -0.033048294886547924, "buyHoldReturn": -0.06609658977309607, "sessionBenchmarkReturn": -0.033048294886547924, "excessSessionBenchmark": 0.0015909703112918579, "cashReturn": 0.0, "excessReturn": 0.0015909703112918579, "excessBuyHold": 0.03463926519784, "maxDrawdown": -0.06635286903972781, "trades": 15, "sessionEntries": 0, "sessionExits": 0, "fees": 98.09193927062283, "costRate": 0.002, "finalEquity": 9685.426754247439, "skippedGaps": 5, "rejectedOrders": 0, "eligibleRows": 465 }, "testStress": { "rows": 465, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": -0.04596450153392617, "benchmarkReturn": -0.03584165297653963, "buyHoldReturn": -0.07168330595307948, "sessionBenchmarkReturn": -0.03584165297653963, "excessSessionBenchmark": -0.010122848557386533, "cashReturn": 0.0, "excessReturn": -0.010122848557386533, "excessBuyHold": 0.025718804419153276, "maxDrawdown": -0.07498215487852888, "trades": 15, "sessionEntries": 0, "sessionExits": 0, "fees": 243.87461452645994, "costRate": 0.005, "finalEquity": 9540.354984660738, "skippedGaps": 5, "rejectedOrders": 0, "eligibleRows": 465 } }, "failedGates": [ "all_splits_at_least_70pct_hourly_coverage", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "united-states-oil-fund-robinhood-tokenized-stock", "address": "0xa30fa36db767ad9ed3f7a60fc79526fb4d56d344", "symbol": "USO", "name": "United States Oil Fund \u2022 Robinhood Token", "rank": 17, "scope": "official_registry", "volume24hUsd": 2873113.9699999997, "liquidityUsd": 2495911.79, "source": "defillama_coingecko", "coverage": { "rows": 1586, "days": 79.96060185185185, "ratio": 0.7843527585155282, "maxGapHours": 84.82833333333333, "uniquePrices": 1345 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.11469304388134027, "issues": [], "unchanged24hRuns": [ { "start": 1783025119, "end": 1783284308, "price": 103.98175, "rows": 19 }, { "start": 1783717075, "end": 1783889721, "price": 108.685, "rows": 14 }, { "start": 1783947533, "end": 1784217531, "price": 112.03, "rows": 76 }, { "start": 1788569899, "end": 1788825595, "price": 152.785, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 161.38, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1782446103, "end": 1785898948, "rows": 629 }, "validation": { "start": 1785902500, "end": 1787626910, "rows": 480 }, "test": { "start": 1787630500, "end": 1789354699, "rows": 477 } }, "splitCoverage": { "train": { "rows": 629, "days": 39.963483796296295, "ratio": 0.6374179250646257, "maxGapHours": 84.82833333333333, "uniquePrices": 509 }, "validation": { "rows": 480, "days": 19.958449074074075, "ratio": 0.9895776066110729, "maxGapHours": 1.1694444444444445, "uniquePrices": 480 }, "test": { "rows": 477, "days": 19.956006944444443, "ratio": 0.8730182156605022, "maxGapHours": 2.7133333333333334, "uniquePrices": 356 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s400-l8-r24", "selectedConfig": { "spacing": 0.04, "levels": 8, "recenterHours": 24, "mode": "allhours" }, "metrics": { "train": { "rows": 629, "start": 1782446103, "end": 1785898948, "durationDays": 39.963483796296295, "netReturn": 0.07926541921589259, "benchmarkReturn": 0.02780747260624805, "buyHoldReturn": 0.055614945212496325, "sessionBenchmarkReturn": 0.02780747260624805, "excessSessionBenchmark": 0.05145794660964439, "cashReturn": 0.0, "excessReturn": 0.05145794660964439, "excessBuyHold": 0.023650474003396267, "maxDrawdown": -0.039828833829248844, "trades": 24, "sessionEntries": 0, "sessionExits": 0, "fees": 48.35396990424672, "costRate": 0.002, "finalEquity": 10792.654192158925, "skippedGaps": 84, "rejectedOrders": 0, "eligibleRows": 629 }, "validation": { "rows": 480, "start": 1785902500, "end": 1787626910, "durationDays": 19.958449074074075, "netReturn": 0.06716135467442008, "benchmarkReturn": 0.08080536036825925, "buyHoldReturn": 0.1616107207365185, "sessionBenchmarkReturn": 0.08080536036825925, "excessSessionBenchmark": -0.013644005693839063, "cashReturn": 0.0, "excessReturn": -0.013644005693839063, "excessBuyHold": -0.0944493660620983, "maxDrawdown": -0.013664289776332939, "trades": 3, "sessionEntries": 0, "sessionExits": 0, "fees": 21.345998931670895, "costRate": 0.002, "finalEquity": 10671.613546744202, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 480 }, "test": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": 0.09659060100053796, "benchmarkReturn": 0.09100855776203098, "buyHoldReturn": 0.1820171155240622, "sessionBenchmarkReturn": 0.09100855776203098, "excessSessionBenchmark": 0.005582043238506958, "cashReturn": 0.0, "excessReturn": 0.005582043238506958, "excessBuyHold": -0.0854265145235242, "maxDrawdown": -0.035958388866793034, "trades": 6, "sessionEntries": 0, "sessionExits": 0, "fees": 26.93544752885068, "costRate": 0.002, "finalEquity": 10965.90601000538, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 477 }, "testStress": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": 0.09228170479161535, "benchmarkReturn": 0.08747307750143807, "buyHoldReturn": 0.17494615500287614, "sessionBenchmarkReturn": 0.08747307750143807, "excessSessionBenchmark": 0.004808627290177173, "cashReturn": 0.0, "excessReturn": 0.004808627290177173, "excessBuyHold": -0.08266445021126091, "maxDrawdown": -0.0375262069943707, "trades": 6, "sessionEntries": 0, "sessionExits": 0, "fees": 67.15257120038659, "costRate": 0.005, "finalEquity": 10922.817047916153, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 477 } }, "failedGates": [ "all_splits_at_least_70pct_hourly_coverage", "validation_positive_net_and_matched_excess_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": true, "test_positive_net_base_and_stress": true, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": true, "neighbor_parameter_stability": false }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "hims-hers-health-inc-robinhood-token", "address": "0xccee82fe024c36fa15e1005ede3e9e4787e23d09", "symbol": "HIMS", "name": "Hims & Hers Health \u2022 Robinhood Token", "rank": 18, "scope": "official_registry", "volume24hUsd": 2372941.25, "liquidityUsd": 4643733.4399999995, "source": "defillama_coingecko", "coverage": { "rows": 749, "days": 31.487141203703704, "ratio": 0.9105429374737756, "maxGapHours": 6.446944444444444, "uniquePrices": 584 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 4, "adjacentJumpCount": 4, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.40491355777979976, "issues": [ { "type": "adjacent_jump", "timestamp": 1788134510, "price": 48.166879214275006, "previousTimestamp": 1788130910, "previousPrice": 35.32640854324518, "return": 0.3634807839384815, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788138110, "price": 34.17836656782997, "previousTimestamp": 1788134510, "previousPrice": 48.166879214275006, "return": -0.29041766613559894, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1789171304, "price": 38.6, "previousTimestamp": 1789167498, "previousPrice": 27.475, "return": 0.40491355777979976, "gapSeconds": 3806 }, { "type": "adjacent_jump", "timestamp": 1789344030, "price": 27.275, "previousTimestamp": 1789340402, "previousPrice": 38.6, "return": -0.29339378238341973, "gapSeconds": 3628 } ], "unchanged24hRuns": [ { "start": 1788569899, "end": 1788825595, "price": 29.9, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 38.6, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1786634210, "end": 1787994110, "rows": 374 }, "validation": { "start": 1787997700, "end": 1788674335, "rows": 189 }, "test": { "start": 1788676298, "end": 1789354699, "rows": 186 } }, "splitCoverage": { "train": { "rows": 374, "days": 15.739583333333334, "ratio": 0.9821782178217822, "maxGapHours": 6.446944444444444, "uniquePrices": 365 }, "validation": { "rows": 189, "days": 7.831423611111111, "ratio": 0.899689078039207, "maxGapHours": 1.4955555555555555, "uniquePrices": 150 }, "test": { "rows": 186, "days": 7.851863425925926, "ratio": 0.7759519414194407, "maxGapHours": 2.7133333333333334, "uniquePrices": 79 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "closedweeknight-s100-l2-r72", "selectedConfig": { "spacing": 0.01, "levels": 2, "recenterHours": 72, "mode": "closedweeknight" }, "metrics": { "train": { "rows": 374, "start": 1786634210, "end": 1787994110, "durationDays": 15.739583333333334, "netReturn": 0.03705375575069558, "benchmarkReturn": 0.01944083455050416, "buyHoldReturn": 0.03888166910100854, "sessionBenchmarkReturn": 0.03246606102484639, "excessSessionBenchmark": 0.004587694725849178, "cashReturn": 0.0, "excessReturn": 0.01761292120019134, "excessBuyHold": -0.0018279133503130653, "maxDrawdown": -0.04605490122826783, "trades": 22, "sessionEntries": 9, "sessionExits": 8, "fees": 311.06220288074184, "costRate": 0.002, "finalEquity": 10370.537557506956, "skippedGaps": 0, "rejectedOrders": 1, "eligibleRows": 162 }, "validation": { "rows": 189, "start": 1787997700, "end": 1788674335, "durationDays": 7.831423611111111, "netReturn": -0.00304113479261503, "benchmarkReturn": -0.019397179695532785, "buyHoldReturn": -0.03879435939106535, "sessionBenchmarkReturn": -0.022947942917036945, "excessSessionBenchmark": 0.019906808124421877, "cashReturn": 0.0, "excessReturn": 0.01635604490291771, "excessBuyHold": 0.03575322459845029, "maxDrawdown": -0.017019206486559413, "trades": 12, "sessionEntries": 4, "sessionExits": 4, "fees": 139.98937500746246, "costRate": 0.002, "finalEquity": 9969.58865207385, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 68 }, "test": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.029823373450036494, "benchmarkReturn": -0.049714450697267654, "buyHoldReturn": -0.0994289013945352, "sessionBenchmarkReturn": -0.027849234695690894, "excessSessionBenchmark": -0.001974138754345586, "cashReturn": 0.0, "excessReturn": 0.01989107724723108, "excessBuyHold": 0.06960552794449867, "maxDrawdown": -0.030317220323317517, "trades": 2, "sessionEntries": 3, "sessionExits": 3, "fees": 78.38303026255191, "costRate": 0.002, "finalEquity": 9701.766265499635, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 52 }, "testStress": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.04130200957840824, "benchmarkReturn": -0.052408109951912585, "buyHoldReturn": -0.10481621990382517, "sessionBenchmarkReturn": -0.03646427778272632, "excessSessionBenchmark": -0.004837731795681975, "cashReturn": 0.0, "excessReturn": 0.011106100373504341, "excessBuyHold": 0.06351421032541693, "maxDrawdown": -0.04130200957840824, "trades": 2, "sessionEntries": 3, "sessionExits": 3, "fees": 194.68966783839372, "costRate": 0.005, "finalEquity": 9586.979904215917, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 52 } }, "failedGates": [ "no_unexplained_price_discontinuities", "test_minimum_5_grid_fills", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": true, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 4 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "netflix-robinhood-tokenized-stock", "address": "0xe0444ef8bf4ed74f74fd73686e2ddf4c1c5591e8", "symbol": "NFLX", "name": "Netflix \u2022 Robinhood Token", "rank": 19, "scope": "official_registry", "volume24hUsd": 2201913.31, "liquidityUsd": 652942.11, "source": "defillama_coingecko", "coverage": { "rows": 1526, "days": 65.08299768518519, "ratio": 0.9213099306867117, "maxGapHours": 4.059166666666667, "uniquePrices": 1309 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 8, "adjacentJumpCount": 7, "reversingSpikeCount": 1, "maxAbsAdjacentReturn": 7.210480449012147, "issues": [ { "type": "adjacent_jump", "timestamp": 1784318269, "price": 404.74655037279, "previousTimestamp": 1784314785, "previousPrice": 71.00280829576413, "return": 4.700430167308415, "gapSeconds": 3484 }, { "type": "adjacent_jump", "timestamp": 1784329187, "price": 697.0353001344772, "previousTimestamp": 1784325530, "previousPrice": 405.0882398800706, "return": 0.7206999155069023, "gapSeconds": 3657 }, { "type": "adjacent_jump", "timestamp": 1784368728, "price": 86.21618013208608, "previousTimestamp": 1784365188, "previousPrice": 651.209261851368, "return": -0.8676060289944647, "gapSeconds": 3540 }, { "type": "adjacent_jump", "timestamp": 1784401128, "price": 705.9983029573194, "previousTimestamp": 1784397539, "previousPrice": 85.98745315108354, "return": 7.210480449012147, "gapSeconds": 3589 }, { "type": "adjacent_jump", "timestamp": 1784483638, "price": 71.47411750355106, "previousTimestamp": 1784480394, "previousPrice": 703.9556475406031, "return": -0.8984678683191777, "gapSeconds": 3244 }, { "type": "adjacent_jump", "timestamp": 1788040910, "price": 165.72228062462665, "previousTimestamp": 1788037320, "previousPrice": 81.70472342944223, "return": 1.0283072222591816, "gapSeconds": 3590 }, { "type": "adjacent_jump", "timestamp": 1788044510, "price": 83.92552101592335, "previousTimestamp": 1788040910, "previousPrice": 165.72228062462665, "return": -0.4935773228584699, "gapSeconds": 3600 }, { "type": "reversing_spike", "timestamp": 1788040910, "price": 165.72228062462665, "previousTimestamp": 1788037320, "previousPrice": 81.70472342944223, "nextTimestamp": 1788044510, "nextPrice": 83.92552101592335 } ], "unchanged24hRuns": [ { "start": 1784105983, "end": 1784314785, "price": 71.00280829576413, "rows": 59 }, { "start": 1788569899, "end": 1788825595, "price": 78.22, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 77.27000000000001, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1783731528, "end": 1786539710, "rows": 747 }, "validation": { "start": 1786543310, "end": 1787947310, "rows": 391 }, "test": { "start": 1787950910, "end": 1789354699, "rows": 388 } }, "splitCoverage": { "train": { "rows": 747, "days": 32.50210648148148, "ratio": 0.9205550074650168, "maxGapHours": 4.059166666666667, "uniquePrices": 666 }, "validation": { "rows": 391, "days": 16.25, "ratio": 1, "maxGapHours": 1.0055555555555555, "uniquePrices": 391 }, "test": { "rows": 388, "days": 16.247557870370372, "ratio": 0.8441163033105986, "maxGapHours": 2.7133333333333334, "uniquePrices": 252 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "regular-s100-l8-r72", "selectedConfig": { "spacing": 0.01, "levels": 8, "recenterHours": 72, "mode": "regular" }, "metrics": { "train": { "rows": 747, "start": 1783731528, "end": 1786539710, "durationDays": 32.50210648148148, "netReturn": 2.001080199271514, "benchmarkReturn": 0.03477147404621017, "buyHoldReturn": 0.06954294809242012, "sessionBenchmarkReturn": 2.3295148106130728, "excessSessionBenchmark": -0.32843461134155877, "cashReturn": 0.0, "excessReturn": 1.966308725225304, "excessBuyHold": 1.9315372511790938, "maxDrawdown": -0.04027709024562298, "trades": 22, "sessionEntries": 22, "sessionExits": 22, "fees": 1243.2271558696002, "costRate": 0.002, "finalEquity": 30010.80199271514, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 144 }, "validation": { "rows": 391, "start": 1786543310, "end": 1787947310, "durationDays": 16.25, "netReturn": -0.006220232590514185, "benchmarkReturn": 0.049334235018168915, "buyHoldReturn": 0.09866847003633783, "sessionBenchmarkReturn": -0.00549507891309009, "excessSessionBenchmark": -0.0007251536774241686, "cashReturn": 0.0, "excessReturn": -0.05555446760868308, "excessBuyHold": -0.10488870262685196, "maxDrawdown": -0.01808265947216825, "trades": 8, "sessionEntries": 12, "sessionExits": 13, "fees": 263.39793465858355, "costRate": 0.002, "finalEquity": 9937.797674094858, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 78 }, "test": { "rows": 388, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.041401566626466546, "benchmarkReturn": -0.02722412002647001, "buyHoldReturn": -0.0544482400529398, "sessionBenchmarkReturn": -0.037956826976404456, "excessSessionBenchmark": -0.0034447396500621834, "cashReturn": 0.0, "excessReturn": -0.01417744659999662, "excessBuyHold": 0.013046673426473171, "maxDrawdown": -0.04988203444086725, "trades": 3, "sessionEntries": 9, "sessionExits": 9, "fees": 180.0915945389528, "costRate": 0.002, "finalEquity": 9585.984333735334, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 57 }, "testStress": { "rows": 388, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.06749189057660332, "benchmarkReturn": -0.030052318991405813, "buyHoldReturn": -0.060104637982811626, "sessionBenchmarkReturn": -0.06343724852867094, "excessSessionBenchmark": -0.0040546420479324295, "cashReturn": 0.0, "excessReturn": -0.03743957158519752, "excessBuyHold": -0.007387252593791709, "maxDrawdown": -0.07229423704339022, "trades": 3, "sessionEntries": 9, "sessionExits": 9, "fees": 443.5116967842392, "costRate": 0.005, "finalEquity": 9325.081094233967, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 57 } }, "failedGates": [ "no_unexplained_price_discontinuities", "test_minimum_5_grid_fills", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 7 short-interval price jumps and 1 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "ishares-0-3-month-treasury-bond-etf-robinhood-tokenized-stock", "address": "0x92fd66527192e3e61d4ddd13322aa222de86f9b5", "symbol": "SGOV", "name": "iShares 0-3 Month Treasury Bond \u2022 Robinhood Token", "rank": 20, "scope": "official_registry", "volume24hUsd": 2009958.4500000002, "liquidityUsd": 6227579.579999999, "source": "defillama_coingecko", "coverage": { "rows": 1534, "days": 68.08899305555556, "ratio": 0.8549748415396683, "maxGapHours": 4.249444444444444, "uniquePrices": 65 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.0050263243167374405, "issues": [], "unchanged24hRuns": [ { "start": 1783731533, "end": 1783889704, "price": 100.60428845, "rows": 13 }, { "start": 1784336376, "end": 1784505579, "price": 100.67455567, "rows": 48 }, { "start": 1784509133, "end": 1784678392, "price": 100.68131213, "rows": 48 }, { "start": 1784681992, "end": 1784851183, "price": 100.71134086, "rows": 48 }, { "start": 1784854787, "end": 1785110404, "price": 100.72135043, "rows": 72 }, { "start": 1785459729, "end": 1785711754, "price": 100.80142704, "rows": 71 }, { "start": 1785891740, "end": 1786060900, "price": 100.54117808, "rows": 48 }, { "start": 1786064510, "end": 1786316500, "price": 100.57120681, "rows": 71 }, { "start": 1786320100, "end": 1786406500, "price": 100.8046576, "rows": 25 }, { "start": 1786665700, "end": 1786752100, "price": 100.84472634, "rows": 25 }, { "start": 1786755700, "end": 1786921310, "price": 100.85480667, "rows": 47 }, { "start": 1786924910, "end": 1787097710, "price": 100.86483649, "rows": 49 }, { "start": 1787382100, "end": 1787526110, "price": 100.92501538, "rows": 41 }, { "start": 1788569899, "end": 1788825595, "price": 100.46000000000001, "rows": 70 }, { "start": 1789088330, "end": 1789340402, "price": 100.515, "rows": 71 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1783471810, "end": 1786410100, "rows": 719 }, "validation": { "start": 1786413710, "end": 1787882510, "rows": 409 }, "test": { "start": 1787886100, "end": 1789354699, "rows": 406 } }, "splitCoverage": { "train": { "rows": 719, "days": 34.00798611111111, "ratio": 0.7843937060869033, "maxGapHours": 4.249444444444444, "uniquePrices": 23 }, "validation": { "rows": 409, "days": 17.0, "ratio": 1, "maxGapHours": 1.011111111111111, "uniquePrices": 26 }, "test": { "rows": 406, "days": 16.99767361111111, "ratio": 0.8509719134437668, "maxGapHours": 2.7133333333333334, "uniquePrices": 19 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s50-l2-r72", "selectedConfig": { "spacing": 0.005, "levels": 2, "recenterHours": 72, "mode": "allhours" }, "metrics": { "train": { "rows": 719, "start": 1783471810, "end": 1786410100, "durationDays": 34.00798611111111, "netReturn": -0.0003328992277327192, "benchmarkReturn": -0.00033289922773294123, "buyHoldReturn": -0.0006657984554656604, "sessionBenchmarkReturn": -0.00033289922773294123, "excessSessionBenchmark": 1.8189894035458566e-16, "cashReturn": 0.0, "excessReturn": 1.8189894035458566e-16, "excessBuyHold": 0.00033289922773292345, "maxDrawdown": -0.0013662246406420664, "trades": 0, "sessionEntries": 0, "sessionExits": 0, "fees": 19.993408673110714, "costRate": 0.002, "finalEquity": 9996.671007722673, "skippedGaps": 33, "rejectedOrders": 0, "eligibleRows": 719 }, "validation": { "rows": 409, "start": 1786413710, "end": 1787882510, "durationDays": 17.0, "netReturn": -0.0011330875565878085, "benchmarkReturn": -0.0011330875565878085, "buyHoldReturn": -0.002266175113175617, "sessionBenchmarkReturn": -0.0011330875565878085, "excessSessionBenchmark": 0.0, "cashReturn": 0.0, "excessReturn": 0.0, "excessBuyHold": 0.0011330875565878158, "maxDrawdown": -0.0011330875565878085, "trades": 0, "sessionEntries": 0, "sessionExits": 0, "fees": 19.97737283485711, "costRate": 0.002, "finalEquity": 9988.669124434122, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 409 }, "test": { "rows": 406, "start": 1787886100, "end": 1789354699, "durationDays": 16.99767361111111, "netReturn": -0.0051552611661412895, "benchmarkReturn": -0.004265435549325569, "buyHoldReturn": -0.008530871098651138, "sessionBenchmarkReturn": -0.004265435549325569, "excessSessionBenchmark": -0.0008898256168156877, "cashReturn": 0.0, "excessReturn": -0.0008898256168156877, "excessBuyHold": 0.0033756099325099056, "maxDrawdown": -0.0051552611661412895, "trades": 1, "sessionEntries": 0, "sessionExits": 0, "fees": 29.85700699923435, "costRate": 0.002, "finalEquity": 9948.447388338587, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 406 }, "testStress": { "rows": 406, "start": 1787886100, "end": 1789354699, "durationDays": 16.99767361111111, "netReturn": -0.00960861212795594, "benchmarkReturn": -0.007230975970171083, "buyHoldReturn": -0.014461951940342388, "sessionBenchmarkReturn": -0.007230975970171083, "excessSessionBenchmark": -0.002377636157784764, "cashReturn": 0.0, "excessReturn": -0.002377636157784764, "excessBuyHold": 0.004853339812386549, "maxDrawdown": -0.00960861212795594, "trades": 1, "sessionEntries": 0, "sessionExits": 0, "fees": 74.45683960683319, "costRate": 0.005, "finalEquity": 9903.913878720441, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 406 } }, "failedGates": [ "training_and_validation_minimum_grid_fills", "test_minimum_5_grid_fills", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": false, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias.", "No candidate passed minimum training/validation grid-fill counts; selected configuration is illustrative only." ] }, { "coingeckoId": "amazon-robinhood-tokenized-stock", "address": "0x12f190a9f9d7d37a250758b26824b97ce941bf54", "symbol": "AMZN", "name": "Amazon \u2022 Robinhood Token", "rank": 21, "scope": "official_registry", "volume24hUsd": 1966523.24, "liquidityUsd": 2760325.22, "source": "defillama_coingecko", "coverage": { "rows": 1596, "days": 79.96060185185185, "ratio": 0.786956851339285, "maxGapHours": 84.91583333333334, "uniquePrices": 1408 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 3, "adjacentJumpCount": 2, "reversingSpikeCount": 1, "maxAbsAdjacentReturn": 358.5937244671838, "issues": [ { "type": "adjacent_jump", "timestamp": 1784149188, "price": 0.7105334467524916, "previousTimestamp": 1784145587, "previousPrice": 254.52281337020867, "return": -0.9972083702936325, "gapSeconds": 3601 }, { "type": "adjacent_jump", "timestamp": 1784152788, "price": 255.50336847623387, "previousTimestamp": 1784149188, "previousPrice": 0.7105334467524916, "return": 358.5937244671838, "gapSeconds": 3600 }, { "type": "reversing_spike", "timestamp": 1784149188, "price": 0.7105334467524916, "previousTimestamp": 1784145587, "previousPrice": 254.52281337020867, "nextTimestamp": 1784152788, "nextPrice": 255.50336847623387 } ], "unchanged24hRuns": [ { "start": 1782507007, "end": 1782604808, "price": 232.6807, "rows": 8 }, { "start": 1783025721, "end": 1783284308, "price": 243.36, "rows": 19 }, { "start": 1783702727, "end": 1783889931, "price": 245.5677, "rows": 15 }, { "start": 1788569899, "end": 1788825595, "price": 258.275, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 257.69, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1782446103, "end": 1785898950, "rows": 639 }, "validation": { "start": 1785902510, "end": 1787626910, "rows": 480 }, "test": { "start": 1787630500, "end": 1789354699, "rows": 477 } }, "splitCoverage": { "train": { "rows": 639, "days": 39.96350694444445, "ratio": 0.6395006201454847, "maxGapHours": 84.91583333333334, "uniquePrices": 574 }, "validation": { "rows": 480, "days": 19.958333333333332, "ratio": 1, "maxGapHours": 1.0166666666666666, "uniquePrices": 480 }, "test": { "rows": 477, "days": 19.956006944444443, "ratio": 0.8688510642731012, "maxGapHours": 2.7133333333333334, "uniquePrices": 354 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "closed_all-s100-l8-r24", "selectedConfig": { "spacing": 0.01, "levels": 8, "recenterHours": 24, "mode": "closed_all" }, "metrics": { "train": { "rows": 639, "start": 1782446103, "end": 1785898950, "durationDays": 39.96350694444445, "netReturn": 164.57599388883443, "benchmarkReturn": 0.11255834742935211, "buyHoldReturn": 0.225116694858704, "sessionBenchmarkReturn": 189.5049993431139, "excessSessionBenchmark": -24.92900545427946, "cashReturn": 0.0, "excessReturn": 164.46343554140506, "excessBuyHold": 164.35087719397572, "maxDrawdown": -0.06202655624127407, "trades": 92, "sessionEntries": 26, "sessionExits": 26, "fees": 61339.8615466893, "costRate": 0.002, "finalEquity": 1655759.9388883442, "skippedGaps": 64, "rejectedOrders": 0, "eligibleRows": 516 }, "validation": { "rows": 480, "start": 1785902510, "end": 1787626910, "durationDays": 19.958333333333332, "netReturn": -0.03510330574895448, "benchmarkReturn": -0.028546601189784804, "buyHoldReturn": -0.05709320237956961, "sessionBenchmarkReturn": -0.03667137858265013, "excessSessionBenchmark": 0.0015680728336956236, "cashReturn": 0.0, "excessReturn": -0.006556704559169703, "excessBuyHold": 0.021989896630615114, "maxDrawdown": -0.0468673831758053, "trades": 3, "sessionEntries": 14, "sessionExits": 14, "fees": 297.305629593214, "costRate": 0.002, "finalEquity": 9648.966942510455, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 396 }, "test": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": -0.04784583022031019, "benchmarkReturn": -0.018493156887882667, "buyHoldReturn": -0.036986313775765334, "sessionBenchmarkReturn": -0.045934934978490105, "excessSessionBenchmark": -0.0019108952418200715, "cashReturn": 0.0, "excessReturn": -0.02935267333242755, "excessBuyHold": -0.010859516444544897, "maxDrawdown": -0.050161783089402556, "trades": 7, "sessionEntries": 13, "sessionExits": 13, "fees": 286.66530324313914, "costRate": 0.002, "finalEquity": 9521.541697796898, "skippedGaps": 1, "rejectedOrders": 0, "eligibleRows": 395 }, "testStress": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": -0.08887714341138331, "benchmarkReturn": -0.02137358546510948, "buyHoldReturn": -0.04274717093021918, "sessionBenchmarkReturn": -0.08498900400098208, "excessSessionBenchmark": -0.0038881394104011632, "cashReturn": 0.0, "excessReturn": -0.06750355794627376, "excessBuyHold": -0.04612997248116408, "maxDrawdown": -0.08887714341138331, "trades": 7, "sessionEntries": 13, "sessionExits": 13, "fees": 700.3012663755969, "costRate": 0.005, "finalEquity": 9111.228565886167, "skippedGaps": 1, "rejectedOrders": 0, "eligibleRows": 395 } }, "failedGates": [ "no_unexplained_price_discontinuities", "all_splits_at_least_70pct_hourly_coverage", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 2 short-interval price jumps and 1 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "lululemon-robinhood-tokenized-stock", "address": "0x4e62068525ab11fe768e29dfd00ef909b9803016", "symbol": "LULU", "name": "Lululemon \u2022 Robinhood Token", "rank": 22, "scope": "official_registry", "volume24hUsd": 1916450.97, "liquidityUsd": 415389.39, "source": "defillama_coingecko", "coverage": { "rows": 1246, "days": 65.08300925925926, "ratio": 0.6973803097051027, "maxGapHours": 127.7275, "uniquePrices": 712 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 4, "adjacentJumpCount": 4, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.4674326514927569, "issues": [ { "type": "adjacent_jump", "timestamp": 1788130910, "price": 201.7733026071411, "previousTimestamp": 1788127310, "previousPrice": 137.50089477829573, "return": 0.4674326514927569, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788145310, "price": 119.07283540476206, "previousTimestamp": 1788141710, "previousPrice": 194.6453339333321, "return": -0.3882574372651252, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788206510, "price": 181.72221306896589, "previousTimestamp": 1788202910, "previousPrice": 127.11758386645259, "return": 0.4295599990311325, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788210120, "price": 113.73365033377144, "previousTimestamp": 1788206510, "previousPrice": 181.72221306896589, "return": -0.37413457379253867, "gapSeconds": 3610 } ], "unchanged24hRuns": [ { "start": 1783757714, "end": 1784244952, "price": 110.20626552658346, "rows": 10 }, { "start": 1784355334, "end": 1784502816, "price": 117.445, "rows": 42 }, { "start": 1784555983, "end": 1784681209, "price": 110.20626552658346, "rows": 32 }, { "start": 1784822387, "end": 1784968258, "price": 110.20626552658346, "rows": 38 }, { "start": 1784992443, "end": 1785107752, "price": 114.19999999999999, "rows": 33 }, { "start": 1785456184, "end": 1785553268, "price": 108.03981068039789, "rows": 21 }, { "start": 1785765667, "end": 1785898969, "price": 108.03981068039789, "rows": 31 }, { "start": 1786820455, "end": 1786924696, "price": 119.64, "rows": 30 }, { "start": 1787378503, "end": 1787529562, "price": 119.995, "rows": 43 }, { "start": 1788569899, "end": 1788825595, "price": 100.3, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 98.925, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1783731527, "end": 1786539675, "rows": 525 }, "validation": { "start": 1786543230, "end": 1787948142, "rows": 343 }, "test": { "start": 1787950775, "end": 1789354699, "rows": 378 } }, "splitCoverage": { "train": { "rows": 525, "days": 32.50171296296296, "ratio": 0.6286480865283802, "maxGapHours": 127.7275, "uniquePrices": 228 }, "validation": { "rows": 343, "days": 16.260555555555555, "ratio": 0.7233165212649946, "maxGapHours": 6.9875, "uniquePrices": 253 }, "test": { "rows": 378, "days": 16.24912037037037, "ratio": 0.8107854644041593, "maxGapHours": 6.414722222222222, "uniquePrices": 248 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s400-l2-r24", "selectedConfig": { "spacing": 0.04, "levels": 2, "recenterHours": 24, "mode": "allhours" }, "metrics": { "train": { "rows": 525, "start": 1783731527, "end": 1786539675, "durationDays": 32.50171296296296, "netReturn": 0.09708670518339257, "benchmarkReturn": 0.06732157503191294, "buyHoldReturn": 0.1346431500638261, "sessionBenchmarkReturn": 0.06732157503191294, "excessSessionBenchmark": 0.02976513015147957, "cashReturn": 0.0, "excessReturn": 0.02976513015147957, "excessBuyHold": -0.03755644488043344, "maxDrawdown": -0.1365338409561908, "trades": 5, "sessionEntries": 0, "sessionExits": 0, "fees": 52.00741154124515, "costRate": 0.002, "finalEquity": 10970.867051833926, "skippedGaps": 26, "rejectedOrders": 5, "eligibleRows": 525 }, "validation": { "rows": 343, "start": 1786543230, "end": 1787948142, "durationDays": 16.260555555555555, "netReturn": 0.01150558324231632, "benchmarkReturn": -0.012245337682237345, "buyHoldReturn": -0.02449067536447469, "sessionBenchmarkReturn": -0.012245337682237345, "excessSessionBenchmark": 0.023750920924553613, "cashReturn": 0.0, "excessReturn": 0.023750920924553613, "excessBuyHold": 0.03599625860679098, "maxDrawdown": -0.033832620150612946, "trades": 6, "sessionEntries": 0, "sessionExits": 0, "fees": 49.39290221487887, "costRate": 0.002, "finalEquity": 10115.055832423162, "skippedGaps": 10, "rejectedOrders": 0, "eligibleRows": 343 }, "test": { "rows": 378, "start": 1787950775, "end": 1789354699, "durationDays": 16.24912037037037, "netReturn": -0.06990287833614806, "benchmarkReturn": -0.09210022560876185, "buyHoldReturn": -0.1842004512175236, "sessionBenchmarkReturn": -0.09210022560876185, "excessSessionBenchmark": 0.022197347272613844, "cashReturn": 0.0, "excessReturn": 0.022197347272613844, "excessBuyHold": 0.11429757288137561, "maxDrawdown": -0.3894106828209051, "trades": 13, "sessionEntries": 0, "sessionExits": 0, "fees": 90.25391385524195, "costRate": 0.002, "finalEquity": 9300.97121663852, "skippedGaps": 4, "rejectedOrders": 0, "eligibleRows": 378 }, "testStress": { "rows": 378, "start": 1787950775, "end": 1789354699, "durationDays": 16.24912037037037, "netReturn": -0.082707490534916, "benchmarkReturn": -0.09454032834791903, "buyHoldReturn": -0.18908065669583818, "sessionBenchmarkReturn": -0.09454032834791903, "excessSessionBenchmark": 0.011832837813003061, "cashReturn": 0.0, "excessReturn": 0.011832837813003061, "excessBuyHold": 0.10637316616092221, "maxDrawdown": -0.3949154309518984, "trades": 13, "sessionEntries": 0, "sessionExits": 0, "fees": 224.54827010056908, "costRate": 0.005, "finalEquity": 9172.92509465084, "skippedGaps": 4, "rejectedOrders": 0, "eligibleRows": 378 } }, "failedGates": [ "no_unexplained_price_discontinuities", "all_splits_at_least_70pct_hourly_coverage", "test_positive_net_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": true, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": true, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 4 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias.", "Hourly data coverage below70%; session boundaries and fills may be poorly observed." ] }, { "coingeckoId": "meta-platforms-robinhood-tokenized-stock", "address": "0xc0d6457c16cc70d6790dd43521c899c87ce02f35", "symbol": "META", "name": "Meta Platforms \u2022 Robinhood Token", "rank": 23, "scope": "official_registry", "volume24hUsd": 1907882.92, "liquidityUsd": 2140683.3, "source": "defillama_coingecko", "coverage": { "rows": 1587, "days": 79.96060185185185, "ratio": 0.7853943956450309, "maxGapHours": 84.9186111111111, "uniquePrices": 1422 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.08866631348163956, "issues": [], "unchanged24hRuns": [ { "start": 1782507309, "end": 1782604807, "price": 550.495, "rows": 8 }, { "start": 1783025705, "end": 1783284906, "price": 583.83999999, "rows": 19 }, { "start": 1783717073, "end": 1783889930, "price": 670.67485, "rows": 14 }, { "start": 1788569899, "end": 1788825595, "price": 615.8050000000001, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 651.5899999999999, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1782446103, "end": 1785898951, "rows": 630 }, "validation": { "start": 1785902510, "end": 1787626900, "rows": 480 }, "test": { "start": 1787630500, "end": 1789354699, "rows": 477 } }, "splitCoverage": { "train": { "rows": 630, "days": 39.96351851851852, "ratio": 0.6342927768622586, "maxGapHours": 84.9186111111111, "uniquePrices": 585 }, "validation": { "rows": 480, "days": 19.958217592592593, "ratio": 1, "maxGapHours": 1.0166666666666666, "uniquePrices": 480 }, "test": { "rows": 477, "days": 19.956006944444443, "ratio": 0.8730182156605022, "maxGapHours": 2.7133333333333334, "uniquePrices": 358 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s200-l2-r72", "selectedConfig": { "spacing": 0.02, "levels": 2, "recenterHours": 72, "mode": "allhours" }, "metrics": { "train": { "rows": 630, "start": 1782446103, "end": 1785898951, "durationDays": 39.96351851851852, "netReturn": 0.10149115580107804, "benchmarkReturn": 0.046678000499384975, "buyHoldReturn": 0.09335600099876973, "sessionBenchmarkReturn": 0.046678000499384975, "excessSessionBenchmark": 0.05481315530169322, "cashReturn": 0.0, "excessReturn": 0.05481315530169322, "excessBuyHold": 0.008135154802308352, "maxDrawdown": -0.08770545928850271, "trades": 32, "sessionEntries": 0, "sessionExits": 0, "fees": 186.06524234494682, "costRate": 0.002, "finalEquity": 11014.911558010781, "skippedGaps": 84, "rejectedOrders": 0, "eligibleRows": 630 }, "validation": { "rows": 480, "start": 1785902510, "end": 1787626900, "durationDays": 19.958217592592593, "netReturn": -0.013299421059430494, "benchmarkReturn": -0.02659516348692892, "buyHoldReturn": -0.053190326973857505, "sessionBenchmarkReturn": -0.02659516348692892, "excessSessionBenchmark": 0.013295742427498407, "cashReturn": 0.0, "excessReturn": 0.013295742427498407, "excessBuyHold": 0.039890905914427094, "maxDrawdown": -0.05222510354435306, "trades": 7, "sessionEntries": 0, "sessionExits": 0, "fees": 59.35668472311568, "costRate": 0.002, "finalEquity": 9867.005789405695, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 480 }, "test": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": 0.024703386216819334, "benchmarkReturn": 0.06812101422296801, "buyHoldReturn": 0.13624202844593603, "sessionBenchmarkReturn": 0.06812101422296801, "excessSessionBenchmark": -0.0434176280061487, "cashReturn": 0.0, "excessReturn": -0.0434176280061487, "excessBuyHold": -0.1115386422291167, "maxDrawdown": -0.0022201111689260644, "trades": 9, "sessionEntries": 0, "sessionExits": 0, "fees": 50.942594855998614, "costRate": 0.002, "finalEquity": 10247.033862168193, "skippedGaps": 2, "rejectedOrders": 8, "eligibleRows": 477 }, "testStress": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": 0.017007203442328978, "benchmarkReturn": 0.06472244984511999, "buyHoldReturn": 0.12944489969023998, "sessionBenchmarkReturn": 0.06472244984511999, "excessSessionBenchmark": -0.04771524640279094, "cashReturn": 0.0, "excessReturn": -0.04771524640279094, "excessBuyHold": -0.11243769624791093, "maxDrawdown": -0.0028332371668655654, "trades": 9, "sessionEntries": 0, "sessionExits": 0, "fees": 126.97547725408089, "costRate": 0.005, "finalEquity": 10170.07203442329, "skippedGaps": 2, "rejectedOrders": 8, "eligibleRows": 477 } }, "failedGates": [ "all_splits_at_least_70pct_hourly_coverage", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": true, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "webull-corporation-robinhood-token", "address": "0xcef9027c7d6985b85f0ba431125073529a947a68", "symbol": "BULL", "name": "Webull \u2022 Robinhood Token", "rank": 24, "scope": "official_registry", "volume24hUsd": 1539221.78, "liquidityUsd": 356838.18, "source": "defillama_coingecko", "coverage": { "rows": 689, "days": 31.487141203703704, "ratio": 0.8114272331043515, "maxGapHours": 27.594444444444445, "uniquePrices": 476 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 2, "adjacentJumpCount": 2, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 3.7980895556160723, "issues": [ { "type": "adjacent_jump", "timestamp": 1787450510, "price": 14.159246107156319, "previousTimestamp": 1787446910, "previousPrice": 8.838854897519106, "return": 0.6019321814108005, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1787464900, "price": 67.69131472758673, "previousTimestamp": 1787461310, "previousPrice": 14.107972338356072, "return": 3.7980895556160723, "gapSeconds": 3590 } ], "unchanged24hRuns": [ { "start": 1788569899, "end": 1788825595, "price": 9.865, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 9.219999999999999, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1786634210, "end": 1787975160, "rows": 314 }, "validation": { "start": 1787997561, "end": 1788674335, "rows": 189 }, "test": { "start": 1788676298, "end": 1789354699, "rows": 186 } }, "splitCoverage": { "train": { "rows": 314, "days": 15.52025462962963, "ratio": 0.8112751478189729, "maxGapHours": 27.594444444444445, "uniquePrices": 298 }, "validation": { "rows": 189, "days": 7.833032407407408, "ratio": 0.8677580272026856, "maxGapHours": 1.4955555555555555, "uniquePrices": 122 }, "test": { "rows": 186, "days": 7.851863425925926, "ratio": 0.7759519414194407, "maxGapHours": 2.7133333333333334, "uniquePrices": 67 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s400-l2-r72", "selectedConfig": { "spacing": 0.04, "levels": 2, "recenterHours": 72, "mode": "allhours" }, "metrics": { "train": { "rows": 314, "start": 1786634210, "end": 1787975160, "durationDays": 15.52025462962963, "netReturn": 0.03356874886907635, "benchmarkReturn": 0.08609705781936938, "buyHoldReturn": 0.17219411563873877, "sessionBenchmarkReturn": 0.08609705781936938, "excessSessionBenchmark": -0.05252830895029292, "cashReturn": 0.0, "excessReturn": -0.05252830895029292, "excessBuyHold": -0.13862536676966228, "maxDrawdown": -0.03328884470903226, "trades": 6, "sessionEntries": 0, "sessionExits": 0, "fees": 40.18773969308107, "costRate": 0.002, "finalEquity": 10335.687488690764, "skippedGaps": 9, "rejectedOrders": 2, "eligibleRows": 314 }, "validation": { "rows": 189, "start": 1787997561, "end": 1788674335, "durationDays": 7.833032407407408, "netReturn": 0.11151838731806119, "benchmarkReturn": 0.0207005173542687, "buyHoldReturn": 0.04140103470853762, "sessionBenchmarkReturn": 0.0207005173542687, "excessSessionBenchmark": 0.09081786996379233, "cashReturn": 0.0, "excessReturn": 0.09081786996379233, "excessBuyHold": 0.07011735260952355, "maxDrawdown": -0.031215044724806296, "trades": 22, "sessionEntries": 0, "sessionExits": 0, "fees": 135.86410774892371, "costRate": 0.002, "finalEquity": 11115.183873180611, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 189 }, "test": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.03791744439373956, "benchmarkReturn": -0.03556647475449504, "buyHoldReturn": -0.07113294950899018, "sessionBenchmarkReturn": -0.03556647475449504, "excessSessionBenchmark": -0.002350969639244613, "cashReturn": 0.0, "excessReturn": -0.002350969639244613, "excessBuyHold": 0.033215505115250565, "maxDrawdown": -0.04065153351711226, "trades": 1, "sessionEntries": 0, "sessionExits": 0, "fees": 28.748285783179547, "costRate": 0.002, "finalEquity": 9620.825556062604, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 186 }, "testStress": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.04210933044057874, "benchmarkReturn": -0.03834476880675197, "buyHoldReturn": -0.07668953761350383, "sessionBenchmarkReturn": -0.03834476880675197, "excessSessionBenchmark": -0.0037645616338268157, "cashReturn": 0.0, "excessReturn": -0.0037645616338268157, "excessBuyHold": 0.03458020717292511, "maxDrawdown": -0.042141937511265826, "trades": 1, "sessionEntries": 0, "sessionExits": 0, "fees": 71.69194707556346, "costRate": 0.005, "finalEquity": 9578.906695594213, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 186 } }, "failedGates": [ "no_unexplained_price_discontinuities", "test_minimum_5_grid_fills", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Unreliable modeled P&L: 2 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "palantir-technologies-robinhood-tokenized-stock", "address": "0x894e1ec2d74ffe5aef8dc8a9e84686accb964f2a", "symbol": "PLTR", "name": "Palantir Technologies \u2022 Robinhood Token", "rank": 25, "scope": "official_registry", "volume24hUsd": 1531212.77, "liquidityUsd": 1669562.67, "source": "defillama_coingecko", "coverage": { "rows": 1586, "days": 79.96060185185185, "ratio": 0.7817486656917715, "maxGapHours": 85.00138888888888, "uniquePrices": 1427 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.09958996911079931, "issues": [], "unchanged24hRuns": [ { "start": 1782507308, "end": 1782604508, "price": 112.31695, "rows": 8 }, { "start": 1783039818, "end": 1783284918, "price": 129.525, "rows": 18 }, { "start": 1783717134, "end": 1783889931, "price": 126.5614, "rows": 14 }, { "start": 1788569899, "end": 1788825595, "price": 174.04500000000002, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 168.44, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1782446103, "end": 1785898950, "rows": 629 }, "validation": { "start": 1785902510, "end": 1787626910, "rows": 480 }, "test": { "start": 1787630500, "end": 1789354699, "rows": 477 } }, "splitCoverage": { "train": { "rows": 629, "days": 39.96350694444445, "ratio": 0.6270022366898726, "maxGapHours": 85.00138888888888, "uniquePrices": 589 }, "validation": { "rows": 480, "days": 19.958333333333332, "ratio": 1, "maxGapHours": 1.0166666666666666, "uniquePrices": 480 }, "test": { "rows": 477, "days": 19.956006944444443, "ratio": 0.8730182156605022, "maxGapHours": 2.7133333333333334, "uniquePrices": 358 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s200-l2-r0", "selectedConfig": { "spacing": 0.02, "levels": 2, "recenterHours": 0, "mode": "allhours" }, "metrics": { "train": { "rows": 629, "start": 1782446103, "end": 1785898950, "durationDays": 39.96350694444445, "netReturn": 0.31873526938517394, "benchmarkReturn": 0.23967512888599152, "buyHoldReturn": 0.47935025777198326, "sessionBenchmarkReturn": 0.23967512888599152, "excessSessionBenchmark": 0.07906014049918231, "cashReturn": 0.0, "excessReturn": 0.07906014049918231, "excessBuyHold": -0.16061498838680946, "maxDrawdown": -0.0655550873152898, "trades": 36, "sessionEntries": 0, "sessionExits": 0, "fees": 224.93036148779797, "costRate": 0.002, "finalEquity": 13187.352693851739, "skippedGaps": 84, "rejectedOrders": 0, "eligibleRows": 629 }, "validation": { "rows": 480, "start": 1785902510, "end": 1787626910, "durationDays": 19.958333333333332, "netReturn": 0.05443586638903408, "benchmarkReturn": 0.04654198767587214, "buyHoldReturn": 0.09308397535174429, "sessionBenchmarkReturn": 0.04654198767587214, "excessSessionBenchmark": 0.00789387871316194, "cashReturn": 0.0, "excessReturn": 0.00789387871316194, "excessBuyHold": -0.0386481089627101, "maxDrawdown": -0.028045182161071547, "trades": 4, "sessionEntries": 0, "sessionExits": 0, "fees": 40.91478391176776, "costRate": 0.002, "finalEquity": 10544.358663890342, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 480 }, "test": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": -0.013066319529876802, "benchmarkReturn": -0.026063733574955394, "buyHoldReturn": -0.05212746714991101, "sessionBenchmarkReturn": -0.026063733574955394, "excessSessionBenchmark": 0.012997414045078585, "cashReturn": 0.0, "excessReturn": 0.012997414045078585, "excessBuyHold": 0.039061147620034174, "maxDrawdown": -0.04929078803981568, "trades": 9, "sessionEntries": 0, "sessionExits": 0, "fees": 69.44889729750162, "costRate": 0.002, "finalEquity": 9869.336804701232, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 477 }, "testStress": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": -0.02337939399579414, "benchmarkReturn": -0.02889887410332581, "buyHoldReturn": -0.05779774820665151, "sessionBenchmarkReturn": -0.02889887410332581, "excessSessionBenchmark": 0.005519480107531672, "cashReturn": 0.0, "excessReturn": 0.005519480107531672, "excessBuyHold": 0.034418354210857434, "maxDrawdown": -0.05162141244915641, "trades": 9, "sessionEntries": 0, "sessionExits": 0, "fees": 173.1441280538791, "costRate": 0.005, "finalEquity": 9766.20606004206, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 477 } }, "failedGates": [ "all_splits_at_least_70pct_hourly_coverage", "test_positive_net_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": true, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": true, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "roblox-robinhood-tokenized-stock", "address": "0xf0c4bf4c582cb3836e98394b1d4e7b7281101be8", "symbol": "RBLX", "name": "Roblox \u2022 Robinhood Token", "rank": 26, "scope": "official_registry", "volume24hUsd": 1514578.36, "liquidityUsd": 1059796.52, "source": "defillama_coingecko", "coverage": { "rows": 1428, "days": 65.08300925925926, "ratio": 0.8586095189213283, "maxGapHours": 45.983333333333334, "uniquePrices": 1187 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 3, "adjacentJumpCount": 2, "reversingSpikeCount": 1, "maxAbsAdjacentReturn": 1.4491216852404363, "issues": [ { "type": "adjacent_jump", "timestamp": 1788195710, "price": 98.65122072046921, "previousTimestamp": 1788192110, "previousPrice": 40.28024467505557, "return": 1.4491216852404363, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788199300, "price": 41.50015563324625, "previousTimestamp": 1788195710, "previousPrice": 98.65122072046921, "return": -0.5793244591383413, "gapSeconds": 3590 }, { "type": "reversing_spike", "timestamp": 1788195710, "price": 98.65122072046921, "previousTimestamp": 1788192110, "previousPrice": 40.28024467505557, "nextTimestamp": 1788199300, "nextPrice": 41.50015563324625 } ], "unchanged24hRuns": [ { "start": 1784062792, "end": 1784326460, "price": 45.71968212442851, "rows": 43 }, { "start": 1788569899, "end": 1788825595, "price": 45.66, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 45.55, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1783731527, "end": 1786539710, "rows": 649 }, "validation": { "start": 1786543310, "end": 1787947310, "rows": 391 }, "test": { "start": 1787950910, "end": 1789354699, "rows": 388 } }, "splitCoverage": { "train": { "rows": 649, "days": 32.502118055555556, "ratio": 0.7950826930812228, "maxGapHours": 45.983333333333334, "uniquePrices": 545 }, "validation": { "rows": 391, "days": 16.25, "ratio": 1, "maxGapHours": 1.0083333333333333, "uniquePrices": 391 }, "test": { "rows": 388, "days": 16.247557870370372, "ratio": 0.8441163033105986, "maxGapHours": 2.7133333333333334, "uniquePrices": 251 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s200-l2-r24", "selectedConfig": { "spacing": 0.02, "levels": 2, "recenterHours": 24, "mode": "allhours" }, "metrics": { "train": { "rows": 649, "start": 1783731527, "end": 1786539710, "durationDays": 32.502118055555556, "netReturn": -0.07974146666688542, "benchmarkReturn": -0.0935281075450024, "buyHoldReturn": -0.1870562150900047, "sessionBenchmarkReturn": -0.0935281075450024, "excessSessionBenchmark": 0.013786640878117032, "cashReturn": 0.0, "excessReturn": 0.013786640878117032, "excessBuyHold": 0.10731474842311928, "maxDrawdown": -0.16138355149407713, "trades": 22, "sessionEntries": 0, "sessionExits": 0, "fees": 110.95655813063986, "costRate": 0.002, "finalEquity": 9202.585333331146, "skippedGaps": 20, "rejectedOrders": 4, "eligibleRows": 649 }, "validation": { "rows": 391, "start": 1786543310, "end": 1787947310, "durationDays": 16.25, "netReturn": 0.05970276971133193, "benchmarkReturn": 0.028447095832700775, "buyHoldReturn": 0.05689419166540177, "sessionBenchmarkReturn": 0.028447095832700775, "excessSessionBenchmark": 0.03125567387863103, "cashReturn": 0.0, "excessReturn": 0.03125567387863103, "excessBuyHold": 0.0028085780459301533, "maxDrawdown": -0.01665580152129087, "trades": 17, "sessionEntries": 0, "sessionExits": 0, "fees": 103.27998026423694, "costRate": 0.002, "finalEquity": 10597.027697113319, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 391 }, "test": { "rows": 388, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": 0.04157653356672597, "benchmarkReturn": 0.08879132604834883, "buyHoldReturn": 0.17758265209669766, "sessionBenchmarkReturn": 0.08879132604834883, "excessSessionBenchmark": -0.047214792481622865, "cashReturn": 0.0, "excessReturn": -0.047214792481622865, "excessBuyHold": -0.13600611852997171, "maxDrawdown": -0.01687765215762349, "trades": 18, "sessionEntries": 0, "sessionExits": 0, "fees": 91.83177215237484, "costRate": 0.002, "finalEquity": 10415.76533566726, "skippedGaps": 2, "rejectedOrders": 3, "eligibleRows": 388 }, "testStress": { "rows": 388, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": 0.02765582170083425, "benchmarkReturn": 0.08526910951948019, "buyHoldReturn": 0.17053821903896038, "sessionBenchmarkReturn": 0.08526910951948019, "excessSessionBenchmark": -0.05761328781864577, "cashReturn": 0.0, "excessReturn": -0.05761328781864577, "excessBuyHold": -0.14288239733812608, "maxDrawdown": -0.01840322440519071, "trades": 18, "sessionEntries": 0, "sessionExits": 0, "fees": 228.21872175771125, "costRate": 0.005, "finalEquity": 10276.558217008343, "skippedGaps": 2, "rejectedOrders": 3, "eligibleRows": 388 } }, "failedGates": [ "no_unexplained_price_discontinuities", "test_beats_session_matched_hold_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": true, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 2 short-interval price jumps and 1 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "microsoft-robinhood-tokenized-stock", "address": "0xe93237c50d904957cf27e7b1133b510c669c2e74", "symbol": "MSFT", "name": "Microsoft \u2022 Robinhood Token", "rank": 27, "scope": "official_registry", "volume24hUsd": 1414078.24, "liquidityUsd": 2104613.21, "source": "defillama_coingecko", "coverage": { "rows": 1587, "days": 79.96060185185185, "ratio": 0.7848735770802795, "maxGapHours": 84.92, "uniquePrices": 1419 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.06383682005091185, "issues": [], "unchanged24hRuns": [ { "start": 1782506713, "end": 1782604807, "price": 372.05345, "rows": 8 }, { "start": 1783025719, "end": 1783284314, "price": 391.10775, "rows": 19 }, { "start": 1783702727, "end": 1783889932, "price": 384.69, "rows": 15 }, { "start": 1788569899, "end": 1788825595, "price": 512.22, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 489.48, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1782446103, "end": 1785898948, "rows": 630 }, "validation": { "start": 1785902500, "end": 1787626900, "rows": 480 }, "test": { "start": 1787630500, "end": 1789354699, "rows": 477 } }, "splitCoverage": { "train": { "rows": 630, "days": 39.963483796296295, "ratio": 0.6342933273927402, "maxGapHours": 84.92, "uniquePrices": 581 }, "validation": { "rows": 480, "days": 19.958333333333332, "ratio": 1, "maxGapHours": 1.0166666666666666, "uniquePrices": 480 }, "test": { "rows": 477, "days": 19.956006944444443, "ratio": 0.8709346399668018, "maxGapHours": 2.7133333333333334, "uniquePrices": 358 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s100-l2-r0", "selectedConfig": { "spacing": 0.01, "levels": 2, "recenterHours": 0, "mode": "allhours" }, "metrics": { "train": { "rows": 630, "start": 1782446103, "end": 1785898948, "durationDays": 39.963483796296295, "netReturn": 0.2515859574344086, "benchmarkReturn": 0.19358517579887624, "buyHoldReturn": 0.3871703515977527, "sessionBenchmarkReturn": 0.19358517579887624, "excessSessionBenchmark": 0.05800078163553226, "cashReturn": 0.0, "excessReturn": 0.05800078163553226, "excessBuyHold": -0.13558439416334403, "maxDrawdown": -0.056729447571065905, "trades": 74, "sessionEntries": 0, "sessionExits": 0, "fees": 414.3197265978291, "costRate": 0.002, "finalEquity": 12515.859574344086, "skippedGaps": 84, "rejectedOrders": 0, "eligibleRows": 630 }, "validation": { "rows": 480, "start": 1785902500, "end": 1787626900, "durationDays": 19.958333333333332, "netReturn": 0.0035524190932427757, "benchmarkReturn": -0.006202555812204302, "buyHoldReturn": -0.012405111624408494, "sessionBenchmarkReturn": -0.006202555812204302, "excessSessionBenchmark": 0.009754974905446943, "cashReturn": 0.0, "excessReturn": 0.009754974905446943, "excessBuyHold": 0.015957530717651207, "maxDrawdown": -0.02261970434221139, "trades": 15, "sessionEntries": 0, "sessionExits": 0, "fees": 99.65899820196559, "costRate": 0.002, "finalEquity": 10035.524190932427, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 480 }, "test": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": -0.00045876633051467053, "benchmarkReturn": 0.004352179772523668, "buyHoldReturn": 0.008704359545047335, "sessionBenchmarkReturn": 0.004352179772523668, "excessSessionBenchmark": -0.004810946103038259, "cashReturn": 0.0, "excessReturn": -0.004810946103038259, "excessBuyHold": -0.009163125875562037, "maxDrawdown": -0.009765243392091283, "trades": 5, "sessionEntries": 0, "sessionExits": 0, "fees": 40.09135272775115, "costRate": 0.002, "finalEquity": 9995.412336694853, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 477 }, "testStress": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": -0.006443221315828085, "benchmarkReturn": 0.0013350877988898002, "buyHoldReturn": 0.0026701755977796005, "sessionBenchmarkReturn": 0.0013350877988898002, "excessSessionBenchmark": -0.007778309114717922, "cashReturn": 0.0, "excessReturn": -0.007778309114717922, "excessBuyHold": -0.009113396913607722, "maxDrawdown": -0.011143272192169706, "trades": 5, "sessionEntries": 0, "sessionExits": 0, "fees": 99.929188920483, "costRate": 0.005, "finalEquity": 9935.567786841719, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 477 } }, "failedGates": [ "all_splits_at_least_70pct_hourly_coverage", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "amd-robinhood-tokenized-stock", "address": "0x86923f96303d656e4aa86d9d42d1e57ad2023fdc", "symbol": "AMD", "name": "AMD \u2022 Robinhood Token", "rank": 28, "scope": "official_registry", "volume24hUsd": 1300474.3699999999, "liquidityUsd": 1600411.87, "source": "defillama_coingecko", "coverage": { "rows": 1587, "days": 79.96059027777778, "ratio": 0.7833112347090903, "maxGapHours": 84.66722222222222, "uniquePrices": 1435 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.08086056273538855, "issues": [], "unchanged24hRuns": [ { "start": 1783039537, "end": 1783285070, "price": 520.76955, "rows": 18 }, { "start": 1783717134, "end": 1783889919, "price": 558.21015, "rows": 14 }, { "start": 1788569899, "end": 1788825595, "price": 476.35, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 520.975, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1782446104, "end": 1785898950, "rows": 630 }, "validation": { "start": 1785902500, "end": 1787626900, "rows": 480 }, "test": { "start": 1787630500, "end": 1789354699, "rows": 477 } }, "splitCoverage": { "train": { "rows": 630, "days": 39.96349537037037, "ratio": 0.6322100793705442, "maxGapHours": 84.66722222222222, "uniquePrices": 594 }, "validation": { "rows": 480, "days": 19.958333333333332, "ratio": 0.9979166666666667, "maxGapHours": 1.1666666666666667, "uniquePrices": 480 }, "test": { "rows": 477, "days": 19.956006944444443, "ratio": 0.8709346399668018, "maxGapHours": 2.7133333333333334, "uniquePrices": 361 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s400-l2-r0", "selectedConfig": { "spacing": 0.04, "levels": 2, "recenterHours": 0, "mode": "allhours" }, "metrics": { "train": { "rows": 630, "start": 1782446104, "end": 1785898950, "durationDays": 39.96349537037037, "netReturn": -0.01855174931520609, "benchmarkReturn": -0.02407439127148059, "buyHoldReturn": -0.048148782542961066, "sessionBenchmarkReturn": -0.02407439127148059, "excessSessionBenchmark": 0.005522641956274492, "cashReturn": 0.0, "excessReturn": 0.005522641956274492, "excessBuyHold": 0.029597033227754945, "maxDrawdown": -0.20884143517038012, "trades": 10, "sessionEntries": 0, "sessionExits": 0, "fees": 79.6226925047865, "costRate": 0.002, "finalEquity": 9814.482506847939, "skippedGaps": 84, "rejectedOrders": 0, "eligibleRows": 630 }, "validation": { "rows": 480, "start": 1785902500, "end": 1787626900, "durationDays": 19.958333333333332, "netReturn": 0.011576580197619535, "benchmarkReturn": -0.022812368896562796, "buyHoldReturn": -0.04562473779312548, "sessionBenchmarkReturn": -0.022812368896562796, "excessSessionBenchmark": 0.03438894909418232, "cashReturn": 0.0, "excessReturn": 0.03438894909418232, "excessBuyHold": 0.057201317990744974, "maxDrawdown": -0.03415075854206051, "trades": 9, "sessionEntries": 0, "sessionExits": 0, "fees": 70.29767585786352, "costRate": 0.002, "finalEquity": 10115.765801976195, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 480 }, "test": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": 0.04112862656362726, "benchmarkReturn": 0.04641952095159918, "buyHoldReturn": 0.09283904190319836, "sessionBenchmarkReturn": 0.04641952095159918, "excessSessionBenchmark": -0.005290894387972003, "cashReturn": 0.0, "excessReturn": -0.005290894387972003, "excessBuyHold": -0.05171041533957123, "maxDrawdown": -0.027600192468367313, "trades": 3, "sessionEntries": 0, "sessionExits": 0, "fees": 30.834341013698936, "costRate": 0.002, "finalEquity": 10411.286265636272, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 477 }, "testStress": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": 0.03638438553627221, "benchmarkReturn": 0.04315077736920103, "buyHoldReturn": 0.08630155473840229, "sessionBenchmarkReturn": 0.04315077736920103, "excessSessionBenchmark": -0.006766391832928821, "cashReturn": 0.0, "excessReturn": -0.006766391832928821, "excessBuyHold": -0.049917169202130025, "maxDrawdown": -0.02828831123742026, "trades": 3, "sessionEntries": 0, "sessionExits": 0, "fees": 76.89273769164005, "costRate": 0.005, "finalEquity": 10363.843855362722, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 477 } }, "failedGates": [ "all_splits_at_least_70pct_hourly_coverage", "test_minimum_5_grid_fills", "test_beats_session_matched_hold_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": true, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": true, "heldout_weekly_fold_consistency": true, "neighbor_parameter_stability": false }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "ups-robinhood-tokenized-stock", "address": "0xf23250dac154d05bb671cb0d0ebef3c635c79ce2", "symbol": "UPS", "name": "UPS \u2022 Robinhood Token", "rank": 29, "scope": "official_registry", "volume24hUsd": 1197331.17, "liquidityUsd": 488446.52, "source": "defillama_coingecko", "coverage": { "rows": 1379, "days": 65.08366898148148, "ratio": 0.7703095295769606, "maxGapHours": 23.553333333333335, "uniquePrices": 883 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 3, "adjacentJumpCount": 3, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 4.366830952401149, "issues": [ { "type": "adjacent_jump", "timestamp": 1788210120, "price": 565.3506133711937, "previousTimestamp": 1788206510, "previousPrice": 105.3416100461023, "return": 4.366830952401149, "gapSeconds": 3610 }, { "type": "adjacent_jump", "timestamp": 1788217310, "price": 104.53100965319457, "previousTimestamp": 1788213710, "previousPrice": 565.0548220186619, "return": -0.8150073133085443, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788231710, "price": 166.86637956560878, "previousTimestamp": 1788228100, "previousPrice": 104.47954332856592, "return": 0.5971201083914537, "gapSeconds": 3610 } ], "unchanged24hRuns": [ { "start": 1784218434, "end": 1784372340, "price": 108.03832242566443, "rows": 34 }, { "start": 1784404542, "end": 1784516389, "price": 106.1249382451885, "rows": 10 }, { "start": 1784981761, "end": 1785107752, "price": 114.65, "rows": 36 }, { "start": 1787360386, "end": 1787529562, "price": 102.07, "rows": 48 }, { "start": 1787961635, "end": 1788130747, "price": 105.36, "rows": 48 }, { "start": 1788569899, "end": 1788825595, "price": 102.33500000000001, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 100.905, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1783731470, "end": 1786539675, "rows": 637 }, "validation": { "start": 1786543230, "end": 1787947183, "rows": 354 }, "test": { "start": 1787950775, "end": 1789354699, "rows": 388 } }, "splitCoverage": { "train": { "rows": 637, "days": 32.502372685185186, "ratio": 0.7720307773832111, "maxGapHours": 23.553333333333335, "uniquePrices": 474 }, "validation": { "rows": 354, "days": 16.24945601851852, "ratio": 0.7340398549823701, "maxGapHours": 6.441666666666666, "uniquePrices": 238 }, "test": { "rows": 388, "days": 16.24912037037037, "ratio": 0.8031124158451295, "maxGapHours": 2.7133333333333334, "uniquePrices": 190 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s100-l2-r0", "selectedConfig": { "spacing": 0.01, "levels": 2, "recenterHours": 0, "mode": "allhours" }, "metrics": { "train": { "rows": 637, "start": 1783731470, "end": 1786539675, "durationDays": 32.502372685185186, "netReturn": -0.011377980407713206, "benchmarkReturn": -0.005446862560521737, "buyHoldReturn": -0.010893725121043474, "sessionBenchmarkReturn": -0.005446862560521737, "excessSessionBenchmark": -0.00593111784719149, "cashReturn": 0.0, "excessReturn": -0.00593111784719149, "excessBuyHold": -0.0004842552866697588, "maxDrawdown": -0.10139949718109909, "trades": 24, "sessionEntries": 0, "sessionExits": 0, "fees": 131.80285087261694, "costRate": 0.002, "finalEquity": 9886.220195922868, "skippedGaps": 29, "rejectedOrders": 1, "eligibleRows": 637 }, "validation": { "rows": 354, "start": 1786543230, "end": 1787947183, "durationDays": 16.24945601851852, "netReturn": 0.015881274644772292, "benchmarkReturn": 0.007050735710914413, "buyHoldReturn": 0.01410147142182927, "sessionBenchmarkReturn": 0.007050735710914413, "excessSessionBenchmark": 0.00883053893385768, "cashReturn": 0.0, "excessReturn": 0.00883053893385768, "excessBuyHold": 0.0017798032229429737, "maxDrawdown": -0.021265680232560258, "trades": 8, "sessionEntries": 0, "sessionExits": 0, "fees": 60.02202891530045, "costRate": 0.002, "finalEquity": 10158.812746447722, "skippedGaps": 9, "rejectedOrders": 0, "eligibleRows": 354 }, "test": { "rows": 388, "start": 1787950775, "end": 1789354699, "durationDays": 16.24912037037037, "netReturn": -0.02879932053059442, "benchmarkReturn": -0.026178762236290676, "buyHoldReturn": -0.05235752447258146, "sessionBenchmarkReturn": -0.026178762236290676, "excessSessionBenchmark": -0.002620558294303737, "cashReturn": 0.0, "excessReturn": -0.002620558294303737, "excessBuyHold": 0.023558203941987085, "maxDrawdown": -0.5391049920410906, "trades": 25, "sessionEntries": 0, "sessionExits": 0, "fees": 149.4020517833158, "costRate": 0.002, "finalEquity": 9712.006794694056, "skippedGaps": 2, "rejectedOrders": 2, "eligibleRows": 388 }, "testStress": { "rows": 388, "start": 1787950775, "end": 1789354699, "durationDays": 16.24912037037037, "netReturn": -0.05095060013652386, "benchmarkReturn": -0.029013214650155494, "buyHoldReturn": -0.0580264293003111, "sessionBenchmarkReturn": -0.029013214650155494, "excessSessionBenchmark": -0.021937385486368293, "cashReturn": 0.0, "excessReturn": -0.021937385486368293, "excessBuyHold": 0.007075829163787239, "maxDrawdown": -0.5467131227201958, "trades": 25, "sessionEntries": 0, "sessionExits": 0, "fees": 370.67174870216274, "costRate": 0.005, "finalEquity": 9490.493998634762, "skippedGaps": 2, "rejectedOrders": 2, "eligibleRows": 388 } }, "failedGates": [ "no_unexplained_price_discontinuities", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Unreliable modeled P&L: 3 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "reddit-robinhood-tokenized-stock", "address": "0x05b37fb53a299a1b874a619e1c4c404d52c36f4c", "symbol": "RDDT", "name": "Reddit \u2022 Robinhood Token", "rank": 30, "scope": "official_registry", "volume24hUsd": 1147582.31, "liquidityUsd": 2993140.56, "source": "defillama_coingecko", "coverage": { "rows": 1376, "days": 65.08368055555556, "ratio": 0.8259712840089357, "maxGapHours": 126.00138888888888, "uniquePrices": 1183 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 5, "adjacentJumpCount": 4, "reversingSpikeCount": 1, "maxAbsAdjacentReturn": 1.1486039798817793, "issues": [ { "type": "adjacent_jump", "timestamp": 1784815175, "price": 326.09398480058775, "previousTimestamp": 1784811570, "previousPrice": 151.77016698001748, "return": 1.1486039798817793, "gapSeconds": 3605 }, { "type": "adjacent_jump", "timestamp": 1784818802, "price": 165.318280416836, "previousTimestamp": 1784815175, "previousPrice": 326.09398480058775, "return": -0.4930348668714909, "gapSeconds": 3627 }, { "type": "adjacent_jump", "timestamp": 1784905164, "price": 222.7906487392664, "previousTimestamp": 1784901539, "previousPrice": 159.08148031170222, "return": 0.40048136528987066, "gapSeconds": 3625 }, { "type": "adjacent_jump", "timestamp": 1786168900, "price": 233.55939392451734, "previousTimestamp": 1786165310, "previousPrice": 160.51554309240436, "return": 0.45505780577313715, "gapSeconds": 3590 }, { "type": "reversing_spike", "timestamp": 1784815175, "price": 326.09398480058775, "previousTimestamp": 1784811570, "previousPrice": 151.77016698001748, "nextTimestamp": 1784818802, "nextPrice": 165.318280416836 } ], "unchanged24hRuns": [ { "start": 1784062795, "end": 1784811570, "price": 151.77016698001748, "rows": 68 }, { "start": 1788569899, "end": 1788825595, "price": 174.0, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 150.0, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1783731469, "end": 1786539710, "rows": 597 }, "validation": { "start": 1786543310, "end": 1787947310, "rows": 391 }, "test": { "start": 1787950910, "end": 1789354699, "rows": 388 } }, "splitCoverage": { "train": { "rows": 597, "days": 32.50278935185185, "ratio": 0.7323315934293583, "maxGapHours": 126.00138888888888, "uniquePrices": 527 }, "validation": { "rows": 391, "days": 16.25, "ratio": 1, "maxGapHours": 1.0083333333333333, "uniquePrices": 391 }, "test": { "rows": 388, "days": 16.247557870370372, "ratio": 0.839000446926898, "maxGapHours": 2.7133333333333334, "uniquePrices": 265 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "closedweeknight-s100-l8-r72", "selectedConfig": { "spacing": 0.01, "levels": 8, "recenterHours": 72, "mode": "closedweeknight" }, "metrics": { "train": { "rows": 597, "start": 1783731469, "end": 1786539710, "durationDays": 32.50278935185185, "netReturn": 0.4620984598963871, "benchmarkReturn": 0.016360598231049517, "buyHoldReturn": 0.03272119646209881, "sessionBenchmarkReturn": 0.4833607761815444, "excessSessionBenchmark": -0.02126231628515725, "cashReturn": 0.0, "excessReturn": 0.4457378616653376, "excessBuyHold": 0.4293772634342882, "maxDrawdown": -0.12672419098843724, "trades": 41, "sessionEntries": 16, "sessionExits": 15, "fees": 512.6071494543781, "costRate": 0.002, "finalEquity": 14620.98459896387, "skippedGaps": 1, "rejectedOrders": 0, "eligibleRows": 262 }, "validation": { "rows": 391, "start": 1786543310, "end": 1787947310, "durationDays": 16.25, "netReturn": 0.04790392894374973, "benchmarkReturn": 0.008603082464237355, "buyHoldReturn": 0.01720616492847471, "sessionBenchmarkReturn": 0.05653884195743708, "excessSessionBenchmark": -0.008634913013687401, "cashReturn": 0.0, "excessReturn": 0.03930084647951226, "excessBuyHold": 0.030697764015274877, "maxDrawdown": -0.03989787165573877, "trades": 14, "sessionEntries": 10, "sessionExits": 10, "fees": 226.7476382528391, "costRate": 0.002, "finalEquity": 10479.039289437496, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 180 }, "test": { "rows": 388, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": 0.00042645251516804095, "benchmarkReturn": 0.011352745907655448, "buyHoldReturn": 0.022705491815310896, "sessionBenchmarkReturn": -0.003006958177663166, "excessSessionBenchmark": 0.0034334106928312394, "cashReturn": 0.0, "excessReturn": -0.010926293392487423, "excessBuyHold": -0.022279039300142904, "maxDrawdown": -0.032407173097164566, "trades": 14, "sessionEntries": 7, "sessionExits": 7, "fees": 159.67926731380967, "costRate": 0.002, "finalEquity": 10004.26452515168, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 121 }, "testStress": { "rows": 388, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.023245323741811763, "benchmarkReturn": 0.008293775752972188, "buyHoldReturn": 0.016587551505944376, "sessionBenchmarkReturn": -0.023684348522522436, "excessSessionBenchmark": 0.0004390247807106789, "cashReturn": 0.0, "excessReturn": -0.03153909949478402, "excessBuyHold": -0.039832875247756236, "maxDrawdown": -0.03828342824873465, "trades": 14, "sessionEntries": 7, "sessionExits": 7, "fees": 394.0323475353084, "costRate": 0.005, "finalEquity": 9767.546762581882, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 121 } }, "failedGates": [ "no_unexplained_price_discontinuities", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": true, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Unreliable modeled P&L: 4 short-interval price jumps and 1 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "taiwan-semiconductor-manufacturing-robinhood-tokenized-stock", "address": "0x58ffe4a942d3885baa22d7520691f611ef09e7aa", "symbol": "TSM", "name": "Taiwan Semiconductor Manufacturing \u2022 Robinhood Token", "rank": 31, "scope": "official_registry", "volume24hUsd": 1089126.59, "liquidityUsd": 1491387.0899999999, "source": "defillama_coingecko", "coverage": { "rows": 1586, "days": 79.96053240740741, "ratio": 0.7833118013249057, "maxGapHours": 84.91388888888889, "uniquePrices": 1430 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.05171640152547452, "issues": [], "unchanged24hRuns": [ { "start": 1782507327, "end": 1782604814, "price": 430.6006, "rows": 8 }, { "start": 1783040120, "end": 1783284610, "price": 437.95385, "rows": 18 }, { "start": 1783717075, "end": 1783889929, "price": 434.3715, "rows": 14 }, { "start": 1788569899, "end": 1788825595, "price": 422.5, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 432.95, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1782446109, "end": 1785898913, "rows": 629 }, "validation": { "start": 1785902510, "end": 1787626910, "rows": 480 }, "test": { "start": 1787630500, "end": 1789354699, "rows": 477 } }, "splitCoverage": { "train": { "rows": 629, "days": 39.96300925925926, "ratio": 0.6301346717571209, "maxGapHours": 84.91388888888889, "uniquePrices": 589 }, "validation": { "rows": 480, "days": 19.958333333333332, "ratio": 1, "maxGapHours": 1.0166666666666666, "uniquePrices": 480 }, "test": { "rows": 477, "days": 19.956006944444443, "ratio": 0.8730182156605022, "maxGapHours": 2.7133333333333334, "uniquePrices": 361 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s200-l2-r0", "selectedConfig": { "spacing": 0.02, "levels": 2, "recenterHours": 0, "mode": "allhours" }, "metrics": { "train": { "rows": 629, "start": 1782446109, "end": 1785898913, "durationDays": 39.96300925925926, "netReturn": -0.009425358238802417, "benchmarkReturn": -0.020852844285414562, "buyHoldReturn": -0.041705688570829125, "sessionBenchmarkReturn": -0.020852844285414562, "excessSessionBenchmark": 0.011427486046612102, "cashReturn": 0.0, "excessReturn": 0.011427486046612102, "excessBuyHold": 0.032280330332026645, "maxDrawdown": -0.15226850304203765, "trades": 12, "sessionEntries": 0, "sessionExits": 0, "fees": 88.05343221609947, "costRate": 0.002, "finalEquity": 9905.746417611976, "skippedGaps": 84, "rejectedOrders": 0, "eligibleRows": 629 }, "validation": { "rows": 480, "start": 1785902510, "end": 1787626910, "durationDays": 19.958333333333332, "netReturn": -0.004484436063065367, "benchmarkReturn": -0.014123984185548388, "buyHoldReturn": -0.028247968371097, "sessionBenchmarkReturn": -0.014123984185548388, "excessSessionBenchmark": 0.009639548122483028, "cashReturn": 0.0, "excessReturn": 0.009639548122483028, "excessBuyHold": 0.023763532308031608, "maxDrawdown": -0.02261542270662331, "trades": 7, "sessionEntries": 0, "sessionExits": 0, "fees": 59.36154581806838, "costRate": 0.002, "finalEquity": 9955.155639369346, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 480 }, "test": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": 0.01605363652660352, "benchmarkReturn": 0.0160017165169819, "buyHoldReturn": 0.03200343303396358, "sessionBenchmarkReturn": 0.0160017165169819, "excessSessionBenchmark": 5.1920009621790084e-05, "cashReturn": 0.0, "excessReturn": 5.1920009621790084e-05, "excessBuyHold": -0.01594979650736004, "maxDrawdown": -0.008685070068461975, "trades": 7, "sessionEntries": 0, "sessionExits": 0, "fees": 50.7738125771256, "costRate": 0.002, "finalEquity": 10160.536365266036, "skippedGaps": 2, "rejectedOrders": 2, "eligibleRows": 477 }, "testStress": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": 0.008432544686134413, "benchmarkReturn": 0.012914935692545093, "buyHoldReturn": 0.025829871385090186, "sessionBenchmarkReturn": 0.012914935692545093, "excessSessionBenchmark": -0.004482391006410762, "cashReturn": 0.0, "excessReturn": -0.004482391006410762, "excessBuyHold": -0.01739732669895584, "maxDrawdown": -0.00871818147531711, "trades": 7, "sessionEntries": 0, "sessionExits": 0, "fees": 126.55619918354526, "costRate": 0.005, "finalEquity": 10084.325446861343, "skippedGaps": 2, "rejectedOrders": 2, "eligibleRows": 477 } }, "failedGates": [ "all_splits_at_least_70pct_hourly_coverage", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": true, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": true, "neighbor_parameter_stability": false }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "snap-inc-robinhood-token", "address": "0xf6589f11bc40b669e584073f428b05562f568733", "symbol": "SNAP", "name": "Snap \u2022 Robinhood Token", "rank": 32, "scope": "official_registry", "volume24hUsd": 1034448.24, "liquidityUsd": 781145.09, "source": "defillama_coingecko", "coverage": { "rows": 663, "days": 31.445474537037036, "ratio": 0.7635392019596476, "maxGapHours": 50.24166666666667, "uniquePrices": 383 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 10, "adjacentJumpCount": 10, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 6.63272452340858, "issues": [ { "type": "adjacent_jump", "timestamp": 1788210120, "price": 43.411976190533025, "previousTimestamp": 1788206510, "previousPrice": 5.687612078412381, "return": 6.63272452340858, "gapSeconds": 3610 }, { "type": "adjacent_jump", "timestamp": 1788213710, "price": 13.478567313196766, "previousTimestamp": 1788210120, "previousPrice": 43.411976190533025, "return": -0.6895196096570219, "gapSeconds": 3590 }, { "type": "adjacent_jump", "timestamp": 1788242510, "price": 11.79741483319361, "previousTimestamp": 1788238910, "previousPrice": 16.193015968313752, "return": -0.27145042922957574, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788246110, "price": 19.065453412816805, "previousTimestamp": 1788242510, "previousPrice": 11.79741483319361, "return": 0.6160704427527286, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788253310, "price": 10.366300123187179, "previousTimestamp": 1788249710, "previousPrice": 15.065774525795943, "return": -0.311930488177838, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788264110, "price": 5.715735575182938, "previousTimestamp": 1788260510, "previousPrice": 10.436645998943863, "return": -0.452339805742061, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788285690, "price": 8.047950803252194, "previousTimestamp": 1788282110, "previousPrice": 5.496625264662087, "return": 0.4641621751063565, "gapSeconds": 3580 }, { "type": "adjacent_jump", "timestamp": 1788289310, "price": 5.43329743963408, "previousTimestamp": 1788285690, "previousPrice": 8.047950803252194, "return": -0.3248843621859029, "gapSeconds": 3620 }, { "type": "adjacent_jump", "timestamp": 1788296510, "price": 25.111092944824662, "previousTimestamp": 1788292910, "previousPrice": 6.482215422263948, "return": 2.873844250621106, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788300110, "price": 7.643903128367028, "previousTimestamp": 1788296510, "previousPrice": 25.111092944824662, "return": -0.6955965578574141, "gapSeconds": 3600 } ], "unchanged24hRuns": [ { "start": 1787961635, "end": 1788119916, "price": 5.445, "rows": 45 }, { "start": 1788569899, "end": 1788825595, "price": 5.73, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 5.625, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1786637810, "end": 1787993910, "rows": 288 }, "validation": { "start": 1787997561, "end": 1788674335, "rows": 189 }, "test": { "start": 1788676298, "end": 1789354699, "rows": 186 } }, "splitCoverage": { "train": { "rows": 288, "days": 15.695601851851851, "ratio": 0.7095682871221592, "maxGapHours": 50.24166666666667, "uniquePrices": 253 }, "validation": { "rows": 189, "days": 7.833032407407408, "ratio": 0.8571756122367992, "maxGapHours": 1.4955555555555555, "uniquePrices": 98 }, "test": { "rows": 186, "days": 7.851863425925926, "ratio": 0.7759519414194407, "maxGapHours": 2.7133333333333334, "uniquePrices": 52 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "regular-s100-l8-r72", "selectedConfig": { "spacing": 0.01, "levels": 8, "recenterHours": 72, "mode": "regular" }, "metrics": { "train": { "rows": 288, "start": 1786637810, "end": 1787993910, "durationDays": 15.695601851851851, "netReturn": -0.007515989516155841, "benchmarkReturn": 0.014476770112591408, "buyHoldReturn": 0.02895354022518304, "sessionBenchmarkReturn": -0.002515454810714801, "excessSessionBenchmark": -0.005000534705440987, "cashReturn": 0.0, "excessReturn": -0.021992759628747263, "excessBuyHold": -0.03646952974133874, "maxDrawdown": -0.026760047301883638, "trades": 7, "sessionEntries": 11, "sessionExits": 12, "fees": 249.5042334406108, "costRate": 0.002, "finalEquity": 9924.840104838442, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 58 }, "validation": { "rows": 189, "start": 1787997561, "end": 1788674335, "durationDays": 7.833032407407408, "netReturn": 0.04411790810159366, "benchmarkReturn": 0.024070316666941594, "buyHoldReturn": 0.04814063333388341, "sessionBenchmarkReturn": 0.06658801516555823, "excessSessionBenchmark": -0.02247010706396468, "cashReturn": 0.0, "excessReturn": 0.020047591434651985, "excessBuyHold": -0.004022725232289667, "maxDrawdown": -0.15619226002639763, "trades": 12, "sessionEntries": 5, "sessionExits": 5, "fees": 122.56180835385922, "costRate": 0.002, "finalEquity": 10441.179081015936, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 32 }, "test": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": 0.010920329632237102, "benchmarkReturn": -0.008514384842879696, "buyHoldReturn": -0.017028769685759282, "sessionBenchmarkReturn": 0.013279307273418528, "excessSessionBenchmark": -0.0023589776411812634, "cashReturn": 0.0, "excessReturn": 0.019434714475116924, "excessBuyHold": 0.027949099317996478, "maxDrawdown": -0.017853805694668434, "trades": 5, "sessionEntries": 4, "sessionExits": 4, "fees": 82.72452358304598, "costRate": 0.002, "finalEquity": 10109.203296322372, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 25 }, "testStress": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.0015327516591875368, "benchmarkReturn": -0.011454507566877492, "buyHoldReturn": -0.022909015133754984, "sessionBenchmarkReturn": 0.0011713093861678292, "excessSessionBenchmark": -0.002704061045355411, "cashReturn": 0.0, "excessReturn": 0.009921755907690021, "excessBuyHold": 0.02137626347456753, "maxDrawdown": -0.019079325624849153, "trades": 5, "sessionEntries": 4, "sessionExits": 4, "fees": 205.2472268649319, "costRate": 0.005, "finalEquity": 9984.672483408125, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 25 } }, "failedGates": [ "no_unexplained_price_discontinuities", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": true, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Unreliable modeled P&L: 10 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "eli-lilly-robinhood-tokenized-stock", "address": "0x8005d266423c7ea827372c9c864491e5786600ea", "symbol": "LLY", "name": "Eli Lilly \u2022 Robinhood Token", "rank": 33, "scope": "official_registry", "volume24hUsd": 989761.99, "liquidityUsd": 2334118.54, "source": "defillama_coingecko", "coverage": { "rows": 1342, "days": 65.08302083333334, "ratio": 0.7882315494156241, "maxGapHours": 42.236111111111114, "uniquePrices": 1077 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 14, "adjacentJumpCount": 13, "reversingSpikeCount": 1, "maxAbsAdjacentReturn": 28.788726991829247, "issues": [ { "type": "adjacent_jump", "timestamp": 1784318360, "price": 32741.462720109015, "previousTimestamp": 1784314784, "previousPrice": 1099.1225885245003, "return": 28.788726991829247, "gapSeconds": 3576 }, { "type": "adjacent_jump", "timestamp": 1784419193, "price": 32263.40203389067, "previousTimestamp": 1784415536, "previousPrice": 46226.640994082576, "return": -0.3020604279246534, "gapSeconds": 3657 }, { "type": "adjacent_jump", "timestamp": 1784422731, "price": 16275.061082025573, "previousTimestamp": 1784419193, "previousPrice": 32263.40203389067, "return": -0.4955565732054652, "gapSeconds": 3538 }, { "type": "adjacent_jump", "timestamp": 1784430869, "price": 48532.73243903566, "previousTimestamp": 1784426327, "previousPrice": 16102.471918112367, "return": 2.0139926767669203, "gapSeconds": 4542 }, { "type": "adjacent_jump", "timestamp": 1784542482, "price": 11228.64098553564, "previousTimestamp": 1784537993, "previousPrice": 48551.909217379274, "return": -0.7687291567616393, "gapSeconds": 4489 }, { "type": "adjacent_jump", "timestamp": 1784631526, "price": 1097.9452259291224, "previousTimestamp": 1784627980, "previousPrice": 10386.216665303928, "return": -0.8942882416850685, "gapSeconds": 3546 }, { "type": "adjacent_jump", "timestamp": 1784894383, "price": 10985.804238357247, "previousTimestamp": 1784890798, "previousPrice": 1121.5073919832967, "return": 8.795570066577739, "gapSeconds": 3585 }, { "type": "adjacent_jump", "timestamp": 1784941187, "price": 1179.5876392659616, "previousTimestamp": 1784937596, "previousPrice": 10980.507801094089, "return": -0.8925743999609537, "gapSeconds": 3591 }, { "type": "adjacent_jump", "timestamp": 1784977195, "price": 1497.5037860389907, "previousTimestamp": 1784973532, "previousPrice": 1179.369883954955, "return": 0.26974904685304524, "gapSeconds": 3663 }, { "type": "adjacent_jump", "timestamp": 1786708900, "price": 1562.729164473285, "previousTimestamp": 1786705300, "previousPrice": 1204.2762971913198, "return": 0.2976500227713266, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1786762900, "price": 1549.8194044020995, "previousTimestamp": 1786759300, "previousPrice": 1178.550198341585, "return": 0.31502197070854665, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788217310, "price": 1792.4358192715288, "previousTimestamp": 1788213710, "previousPrice": 1164.9132988164167, "return": 0.5386860301901368, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788220900, "price": 1173.2468051631859, "previousTimestamp": 1788217310, "previousPrice": 1792.4358192715288, "return": -0.34544557046399016, "gapSeconds": 3590 }, { "type": "reversing_spike", "timestamp": 1788217310, "price": 1792.4358192715288, "previousTimestamp": 1788213710, "previousPrice": 1164.9132988164167, "nextTimestamp": 1788220900, "nextPrice": 1173.2468051631859 } ], "unchanged24hRuns": [ { "start": 1784152790, "end": 1784314784, "price": 1099.1225885245003, "rows": 46 }, { "start": 1784631526, "end": 1784743178, "price": 1097.9452259291224, "rows": 32 }, { "start": 1787441356, "end": 1787529562, "price": 1253.21, "rows": 26 }, { "start": 1788569899, "end": 1788825595, "price": 1145.5, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 1109.8, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1783731526, "end": 1786539675, "rows": 677 }, "validation": { "start": 1786543230, "end": 1787947183, "rows": 318 }, "test": { "start": 1787950775, "end": 1789354699, "rows": 347 } }, "splitCoverage": { "train": { "rows": 677, "days": 32.501724537037035, "ratio": 0.8232598286689176, "maxGapHours": 16.9825, "uniquePrices": 559 }, "validation": { "rows": 318, "days": 16.24945601851852, "ratio": 0.7698466771766321, "maxGapHours": 42.236111111111114, "uniquePrices": 293 }, "test": { "rows": 347, "days": 16.24912037037037, "ratio": 0.7366126616668703, "maxGapHours": 37.00277777777778, "uniquePrices": 225 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "regular-s200-l8-r72", "selectedConfig": { "spacing": 0.02, "levels": 8, "recenterHours": 72, "mode": "regular" }, "metrics": { "train": { "rows": 677, "start": 1783731526, "end": 1786539675, "durationDays": 32.501724537037035, "netReturn": 14.353144793977862, "benchmarkReturn": 0.04928101437884913, "buyHoldReturn": 0.09856202875769804, "sessionBenchmarkReturn": 16.536422418409057, "excessSessionBenchmark": -2.183277624431194, "cashReturn": 0.0, "excessReturn": 14.303863779599013, "excessBuyHold": 14.254582765220164, "maxDrawdown": -0.03695031998682474, "trades": 7, "sessionEntries": 22, "sessionExits": 22, "fees": 5624.120685508402, "costRate": 0.002, "finalEquity": 153531.44793977862, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 136 }, "validation": { "rows": 318, "start": 1786543230, "end": 1787947183, "durationDays": 16.24945601851852, "netReturn": -0.1363384190935274, "benchmarkReturn": -0.01574917832852296, "buyHoldReturn": -0.03149835665704592, "sessionBenchmarkReturn": -0.1016983413947321, "excessSessionBenchmark": -0.03464007769879536, "cashReturn": 0.0, "excessReturn": -0.12058924076500444, "excessBuyHold": -0.10484006243648146, "maxDrawdown": -0.16525313928571383, "trades": 7, "sessionEntries": 12, "sessionExits": 12, "fees": 237.60106416178053, "costRate": 0.002, "finalEquity": 8636.615809064726, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 79 }, "test": { "rows": 347, "start": 1787950775, "end": 1789354699, "durationDays": 16.24912037037037, "netReturn": -0.023367872139471335, "benchmarkReturn": -0.023093603063653934, "buyHoldReturn": -0.04618720612730798, "sessionBenchmarkReturn": -0.025314390404952758, "excessSessionBenchmark": 0.0019465182654814272, "cashReturn": 0.0, "excessReturn": -0.00027426907581739213, "excessBuyHold": 0.02281933398783658, "maxDrawdown": -0.034017511422492874, "trades": 4, "sessionEntries": 9, "sessionExits": 9, "fees": 182.82335742520306, "costRate": 0.002, "finalEquity": 9766.321278605286, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 57 }, "testStress": { "rows": 347, "start": 1787950775, "end": 1789354699, "durationDays": 16.24912037037037, "netReturn": -0.04999051265828658, "benchmarkReturn": -0.025946511249795412, "buyHoldReturn": -0.05189302249959071, "sessionBenchmarkReturn": -0.051167453569984755, "excessSessionBenchmark": 0.0011769409116981478, "cashReturn": 0.0, "excessReturn": -0.024044001408491205, "excessBuyHold": 0.0019025098413041632, "maxDrawdown": -0.05875146217338734, "trades": 4, "sessionEntries": 9, "sessionExits": 9, "fees": 450.18919044743166, "costRate": 0.005, "finalEquity": 9500.094873417134, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 57 } }, "failedGates": [ "no_unexplained_price_discontinuities", "test_minimum_5_grid_fills", "validation_positive_net_and_matched_excess_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": true, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 13 short-interval price jumps and 1 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "costco-robinhood-tokenized-stock", "address": "0x4ea005168d7f09a7a0ba9d1def21a479950e44c2", "symbol": "COST", "name": "Costco \u2022 Robinhood Token", "rank": 34, "scope": "official_registry", "volume24hUsd": 844435.42, "liquidityUsd": 1716748.19, "source": "defillama_coingecko", "coverage": { "rows": 1491, "days": 65.08373842592593, "ratio": 0.9014659217837381, "maxGapHours": 14.28111111111111, "uniquePrices": 1297 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 4, "adjacentJumpCount": 4, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 13.522946583157916, "issues": [ { "type": "adjacent_jump", "timestamp": 1784318362, "price": 13655.521448906993, "previousTimestamp": 1784314784, "previousPrice": 940.2720977258937, "return": 13.522946583157916, "gapSeconds": 3578 }, { "type": "adjacent_jump", "timestamp": 1784322004, "price": 18402.49345172065, "previousTimestamp": 1784318362, "previousPrice": 13655.521448906993, "return": 0.34762290261670015, "gapSeconds": 3642 }, { "type": "adjacent_jump", "timestamp": 1784332796, "price": 33570.567379135224, "previousTimestamp": 1784329188, "previousPrice": 23007.37761588292, "return": 0.4591218495044871, "gapSeconds": 3608 }, { "type": "adjacent_jump", "timestamp": 1784584789, "price": 934.2166534664634, "previousTimestamp": 1784581199, "previousPrice": 31216.629468750558, "return": -0.9700731094495111, "gapSeconds": 3590 } ], "unchanged24hRuns": [ { "start": 1784116732, "end": 1784217531, "price": 916.4091510899939, "rows": 26 }, { "start": 1784461371, "end": 1784581199, "price": 31216.629468750558, "rows": 20 }, { "start": 1788569899, "end": 1788825595, "price": 916.2, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 920.0, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1783731464, "end": 1786539710, "rows": 712 }, "validation": { "start": 1786543310, "end": 1787947310, "rows": 391 }, "test": { "start": 1787950910, "end": 1789354699, "rows": 388 } }, "splitCoverage": { "train": { "rows": 712, "days": 32.50284722222222, "ratio": 0.8808448257834888, "maxGapHours": 14.28111111111111, "uniquePrices": 638 }, "validation": { "rows": 391, "days": 16.25, "ratio": 1, "maxGapHours": 1.0055555555555555, "uniquePrices": 391 }, "test": { "rows": 388, "days": 16.247557870370372, "ratio": 0.8441163033105986, "maxGapHours": 2.7133333333333334, "uniquePrices": 268 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "regular-s50-l8-r72", "selectedConfig": { "spacing": 0.005, "levels": 8, "recenterHours": 72, "mode": "regular" }, "metrics": { "train": { "rows": 712, "start": 1783731464, "end": 1786539710, "durationDays": 32.50284722222222, "netReturn": 7.817747627484868, "benchmarkReturn": 0.011731516148091536, "buyHoldReturn": 0.023463032296183073, "sessionBenchmarkReturn": 8.946368135820757, "excessSessionBenchmark": -1.1286205083358887, "cashReturn": 0.0, "excessReturn": 7.806016111336777, "excessBuyHold": 7.794284595188684, "maxDrawdown": -0.0585644086468059, "trades": 22, "sessionEntries": 22, "sessionExits": 22, "fees": 3532.122823230957, "costRate": 0.002, "finalEquity": 88177.47627484868, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 140 }, "validation": { "rows": 391, "start": 1786543310, "end": 1787947310, "durationDays": 16.25, "netReturn": -0.029717225788794543, "benchmarkReturn": -0.0024850005755806537, "buyHoldReturn": -0.004970001151161307, "sessionBenchmarkReturn": -0.029363478420662448, "excessSessionBenchmark": -0.00035374736813209893, "cashReturn": 0.0, "excessReturn": -0.02723222521321386, "excessBuyHold": -0.02474722463763319, "maxDrawdown": -0.0316500956600646, "trades": 13, "sessionEntries": 12, "sessionExits": 13, "fees": 268.9380886453055, "costRate": 0.002, "finalEquity": 9702.827742112055, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 78 }, "test": { "rows": 388, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.02883999306845164, "benchmarkReturn": -0.022923882240361126, "buyHoldReturn": -0.04584776448072203, "sessionBenchmarkReturn": -0.02683040383460067, "excessSessionBenchmark": -0.0020095892338509655, "cashReturn": 0.0, "excessReturn": -0.005916110828090495, "excessBuyHold": 0.01700777141227045, "maxDrawdown": -0.029132428857570947, "trades": 6, "sessionEntries": 9, "sessionExits": 9, "fees": 186.82153538230264, "costRate": 0.002, "finalEquity": 9711.600069315484, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 57 }, "testStress": { "rows": 388, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.05601485054195399, "benchmarkReturn": -0.02577780571572752, "buyHoldReturn": -0.05155561143145493, "sessionBenchmarkReturn": -0.05263887561337721, "excessSessionBenchmark": -0.003375974928576761, "cashReturn": 0.0, "excessReturn": -0.03023704482622652, "excessBuyHold": -0.004459239110499038, "maxDrawdown": -0.05601485054195399, "trades": 6, "sessionEntries": 9, "sessionExits": 9, "fees": 459.9116894849323, "costRate": 0.005, "finalEquity": 9439.85149458046, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 57 } }, "failedGates": [ "no_unexplained_price_discontinuities", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 4 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "moderna-inc-robinhood-token", "address": "0x43b07d15ce533bec5476d70c22a78a1b2b662155", "symbol": "MRNA", "name": "Moderna \u2022 Robinhood Token", "rank": 35, "scope": "official_registry", "volume24hUsd": 839905.09, "liquidityUsd": 667393.65, "source": "defillama_coingecko", "coverage": { "rows": 743, "days": 31.487141203703704, "ratio": 0.8748612839007829, "maxGapHours": 6.449722222222222, "uniquePrices": 593 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 7, "adjacentJumpCount": 6, "reversingSpikeCount": 1, "maxAbsAdjacentReturn": 0.8328420923366524, "issues": [ { "type": "adjacent_jump", "timestamp": 1787137310, "price": 93.91327284714835, "previousTimestamp": 1787133605, "previousPrice": 63.095, "return": 0.4884423939638378, "gapSeconds": 3705 }, { "type": "adjacent_jump", "timestamp": 1787140910, "price": 125.60861754821391, "previousTimestamp": 1787137310, "previousPrice": 93.91327284714835, "return": 0.33749590169913857, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788019310, "price": 308.68758144068073, "previousTimestamp": 1788015710, "previousPrice": 186.86690815611522, "return": 0.6519114298332169, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788026500, "price": 186.951858788041, "previousTimestamp": 1788022910, "previousPrice": 265.938878989535, "return": -0.2970119318454457, "gapSeconds": 3590 }, { "type": "adjacent_jump", "timestamp": 1788152510, "price": 272.1180789938748, "previousTimestamp": 1788148900, "previousPrice": 148.46782498701626, "return": 0.8328420923366524, "gapSeconds": 3610 }, { "type": "adjacent_jump", "timestamp": 1788156100, "price": 135.04218402055682, "previousTimestamp": 1788152510, "previousPrice": 272.1180789938748, "return": -0.5037368170469978, "gapSeconds": 3590 }, { "type": "reversing_spike", "timestamp": 1788152510, "price": 272.1180789938748, "previousTimestamp": 1788148900, "previousPrice": 148.46782498701626, "nextTimestamp": 1788156100, "nextPrice": 135.04218402055682 } ], "unchanged24hRuns": [ { "start": 1786825729, "end": 1786924696, "price": 59.765, "rows": 29 }, { "start": 1788569899, "end": 1788825595, "price": 147.555, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 166.13, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1786634210, "end": 1787994110, "rows": 368 }, "validation": { "start": 1787997700, "end": 1788674335, "rows": 189 }, "test": { "start": 1788676298, "end": 1789354699, "rows": 186 } }, "splitCoverage": { "train": { "rows": 368, "days": 15.739583333333334, "ratio": 0.9108910891089109, "maxGapHours": 6.449722222222222, "uniquePrices": 335 }, "validation": { "rows": 189, "days": 7.831423611111111, "ratio": 0.899689078039207, "maxGapHours": 1.4955555555555555, "uniquePrices": 160 }, "test": { "rows": 186, "days": 7.851863425925926, "ratio": 0.7759519414194407, "maxGapHours": 2.7133333333333334, "uniquePrices": 99 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "closedweeknight-s200-l8-r72", "selectedConfig": { "spacing": 0.02, "levels": 8, "recenterHours": 72, "mode": "closedweeknight" }, "metrics": { "train": { "rows": 368, "start": 1786634210, "end": 1787994110, "durationDays": 15.739583333333334, "netReturn": 0.39722602250688377, "benchmarkReturn": 0.721609528585089, "buyHoldReturn": 1.4432190571701775, "sessionBenchmarkReturn": 0.4810543635880107, "excessSessionBenchmark": -0.08382834108112693, "cashReturn": 0.0, "excessReturn": -0.3243835060782052, "excessBuyHold": -1.0459930346632937, "maxDrawdown": -0.12010004159101362, "trades": 18, "sessionEntries": 9, "sessionExits": 9, "fees": 280.39473549740546, "costRate": 0.002, "finalEquity": 13972.260225068838, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 161 }, "validation": { "rows": 189, "start": 1787997700, "end": 1788674335, "durationDays": 7.831423611111111, "netReturn": -0.021203659816438125, "benchmarkReturn": -0.038279974409289985, "buyHoldReturn": -0.07655994881857986, "sessionBenchmarkReturn": -0.02862594693996723, "excessSessionBenchmark": 0.007422287123529167, "cashReturn": 0.0, "excessReturn": 0.01707631459285185, "excessBuyHold": 0.05535628900214178, "maxDrawdown": -0.043229918670280254, "trades": 10, "sessionEntries": 4, "sessionExits": 4, "fees": 91.97426642621198, "costRate": 0.002, "finalEquity": 9787.96340183562, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 70 }, "test": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": 0.015682227911721247, "benchmarkReturn": -0.013876147944698825, "buyHoldReturn": -0.02775229588939765, "sessionBenchmarkReturn": 0.015682227911721025, "excessSessionBenchmark": 1.8189894035458566e-16, "cashReturn": 0.0, "excessReturn": 0.029558375856420026, "excessBuyHold": 0.04343452380111885, "maxDrawdown": -0.016949693619504047, "trades": 0, "sessionEntries": 3, "sessionExits": 3, "fees": 59.82992614307897, "costRate": 0.002, "finalEquity": 10156.822279117212, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 52 }, "testStress": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": 0.006550089038349194, "benchmarkReturn": -0.016784195993365003, "buyHoldReturn": -0.033568391986730006, "sessionBenchmarkReturn": 0.006550089038349416, "excessSessionBenchmark": -1.8189894035458566e-16, "cashReturn": 0.0, "excessReturn": 0.023334285031714173, "excessBuyHold": 0.0401184810250792, "maxDrawdown": -0.024135390349472763, "trades": 0, "sessionEntries": 3, "sessionExits": 3, "fees": 148.68253189233627, "costRate": 0.005, "finalEquity": 10065.500890383491, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 52 } }, "failedGates": [ "no_unexplained_price_discontinuities", "test_minimum_5_grid_fills", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": true, "test_beats_matched_and_full_buyhold_base_and_stress": true, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 6 short-interval price jumps and 1 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "intel-robinhood-tokenized-stock", "address": "0xc72b96e0e48ecd4dc75e1e45396e26300bc39681", "symbol": "INTC", "name": "Intel \u2022 Robinhood Token", "rank": 36, "scope": "official_registry", "volume24hUsd": 763782.07, "liquidityUsd": 1081374.19, "source": "defillama_coingecko", "coverage": { "rows": 1595, "days": 79.96059027777778, "ratio": 0.7869569651897842, "maxGapHours": 84.66666666666667, "uniquePrices": 1250 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.1473500133708101, "issues": [], "unchanged24hRuns": [ { "start": 1782507309, "end": 1782604813, "price": 127.48115, "rows": 8 }, { "start": 1783025420, "end": 1783284906, "price": 120.6279, "rows": 19 }, { "start": 1783717134, "end": 1783889710, "price": 109.65095, "rows": 14 }, { "start": 1783933117, "end": 1784595582, "price": 106.9069, "rows": 185 }, { "start": 1788569899, "end": 1788825595, "price": 96.805, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 102.97999999999999, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1782446104, "end": 1785898948, "rows": 638 }, "validation": { "start": 1785902510, "end": 1787626900, "rows": 480 }, "test": { "start": 1787630500, "end": 1789354699, "rows": 477 } }, "splitCoverage": { "train": { "rows": 638, "days": 39.96347222222222, "ratio": 0.6374181094789906, "maxGapHours": 84.66666666666667, "uniquePrices": 416 }, "validation": { "rows": 480, "days": 19.958217592592593, "ratio": 1, "maxGapHours": 1.0166666666666666, "uniquePrices": 480 }, "test": { "rows": 477, "days": 19.956006944444443, "ratio": 0.8730182156605022, "maxGapHours": 2.7133333333333334, "uniquePrices": 354 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "regular-s200-l2-r72", "selectedConfig": { "spacing": 0.02, "levels": 2, "recenterHours": 72, "mode": "regular" }, "metrics": { "train": { "rows": 638, "start": 1782446104, "end": 1785898948, "durationDays": 39.96347222222222, "netReturn": -0.001564177352524343, "benchmarkReturn": -0.11535932944903471, "buyHoldReturn": -0.2307186588980692, "sessionBenchmarkReturn": 0.005676582486669579, "excessSessionBenchmark": -0.007240759839193925, "cashReturn": 0.0, "excessReturn": 0.11379515209651035, "excessBuyHold": 0.22915448154554488, "maxDrawdown": -0.07216950530918242, "trades": 10, "sessionEntries": 25, "sessionExits": 24, "fees": 519.6278633177274, "costRate": 0.002, "finalEquity": 9984.358226474757, "skippedGaps": 0, "rejectedOrders": 1, "eligibleRows": 121 }, "validation": { "rows": 480, "start": 1785902510, "end": 1787626900, "durationDays": 19.958217592592593, "netReturn": -0.0024915235043155848, "benchmarkReturn": -0.05902471025157319, "buyHoldReturn": -0.1180494205031466, "sessionBenchmarkReturn": -0.012743999830948649, "excessSessionBenchmark": 0.010252476326633042, "cashReturn": 0.0, "excessReturn": 0.0565331867472576, "excessBuyHold": 0.11555789699883098, "maxDrawdown": -0.03428304337135646, "trades": 7, "sessionEntries": 14, "sessionExits": 14, "fees": 300.8362898912567, "costRate": 0.002, "finalEquity": 9975.084764956844, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 84 }, "test": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": 0.0013638087033034374, "benchmarkReturn": 0.05754135409688166, "buyHoldReturn": 0.11508270819376354, "sessionBenchmarkReturn": 0.01407999049488673, "excessSessionBenchmark": -0.012716181791583403, "cashReturn": 0.0, "excessReturn": -0.05617754539357829, "excessBuyHold": -0.11371889949046017, "maxDrawdown": -0.03505497633012422, "trades": 8, "sessionEntries": 13, "sessionExits": 13, "fees": 278.08555965962336, "costRate": 0.002, "finalEquity": 10013.638087033034, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 81 }, "testStress": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": -0.03979425166754369, "benchmarkReturn": 0.054206078446495054, "buyHoldReturn": 0.10841215689299033, "sessionBenchmarkReturn": -0.024690292918055134, "excessSessionBenchmark": -0.01510395874948863, "cashReturn": 0.0, "excessReturn": -0.09400033011403884, "excessBuyHold": -0.14820640856053396, "maxDrawdown": -0.049133501110677935, "trades": 8, "sessionEntries": 13, "sessionExits": 13, "fees": 679.9785139686468, "costRate": 0.005, "finalEquity": 9602.057483324563, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 81 } }, "failedGates": [ "all_splits_at_least_70pct_hourly_coverage", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "ford-motor-robinhood-tokenized-stock", "address": "0x25c288e6d899b9bc30160965ad9644c67e73be0c", "symbol": "F", "name": "Ford Motor \u2022 Robinhood Token", "rank": 37, "scope": "official_registry", "volume24hUsd": 702450.78, "liquidityUsd": 396611.56, "source": "defillama_coingecko", "coverage": { "rows": 1270, "days": 65.08300925925926, "ratio": 0.6954609143572905, "maxGapHours": 110.28055555555555, "uniquePrices": 586 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 3, "adjacentJumpCount": 2, "reversingSpikeCount": 1, "maxAbsAdjacentReturn": 0.8988002258803949, "issues": [ { "type": "adjacent_jump", "timestamp": 1788206510, "price": 26.56654654400916, "previousTimestamp": 1788202910, "previousPrice": 13.991227819499208, "return": 0.8988002258803949, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788210110, "price": 13.922753247812384, "previousTimestamp": 1788206510, "previousPrice": 26.56654654400916, "return": -0.4759291267026948, "gapSeconds": 3600 }, { "type": "reversing_spike", "timestamp": 1788206510, "price": 26.56654654400916, "previousTimestamp": 1788202910, "previousPrice": 13.991227819499208, "nextTimestamp": 1788210110, "nextPrice": 13.922753247812384 } ], "unchanged24hRuns": [ { "start": 1784534329, "end": 1784717325, "price": 14.341100847486171, "rows": 52 }, { "start": 1784981761, "end": 1785093229, "price": 13.780000000000001, "rows": 32 }, { "start": 1785538870, "end": 1785711554, "price": 14.645, "rows": 49 }, { "start": 1786752034, "end": 1786924696, "price": 14.375, "rows": 49 }, { "start": 1787961635, "end": 1788130747, "price": 13.885, "rows": 48 }, { "start": 1788569899, "end": 1788825595, "price": 14.71, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 13.96, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1783731527, "end": 1786539700, "rows": 631 }, "validation": { "start": 1786543310, "end": 1787947183, "rows": 251 }, "test": { "start": 1787950775, "end": 1789354699, "rows": 388 } }, "splitCoverage": { "train": { "rows": 631, "days": 32.50200231481482, "ratio": 0.7336296351092353, "maxGapHours": 7.289166666666667, "uniquePrices": 371 }, "validation": { "rows": 251, "days": 16.248530092592592, "ratio": 0.5064395551459957, "maxGapHours": 110.28055555555555, "uniquePrices": 125 }, "test": { "rows": 388, "days": 16.24912037037037, "ratio": 0.8082277815511494, "maxGapHours": 2.7133333333333334, "uniquePrices": 161 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s200-l4-r24", "selectedConfig": { "spacing": 0.02, "levels": 4, "recenterHours": 24, "mode": "allhours" }, "metrics": { "train": { "rows": 631, "start": 1783731527, "end": 1786539700, "durationDays": 32.50200231481482, "netReturn": -0.033570454051162546, "benchmarkReturn": -0.006069293433578649, "buyHoldReturn": -0.012138586867157186, "sessionBenchmarkReturn": -0.006069293433578649, "excessSessionBenchmark": -0.02750116061758399, "cashReturn": 0.0, "excessReturn": -0.02750116061758399, "excessBuyHold": -0.021431867184005388, "maxDrawdown": -0.10268089079523002, "trades": 6, "sessionEntries": 0, "sessionExits": 0, "fees": 44.68090061520776, "costRate": 0.002, "finalEquity": 9664.295459488374, "skippedGaps": 39, "rejectedOrders": 4, "eligibleRows": 631 }, "validation": { "rows": 251, "start": 1786543310, "end": 1787947183, "durationDays": 16.248530092592592, "netReturn": 0.0035091561753273215, "benchmarkReturn": -0.0032335499639728482, "buyHoldReturn": -0.006467099927945474, "sessionBenchmarkReturn": -0.0032335499639728482, "excessSessionBenchmark": 0.006742706139300208, "cashReturn": 0.0, "excessReturn": 0.006742706139300208, "excessBuyHold": 0.009976256103272864, "maxDrawdown": -0.019822200084997466, "trades": 6, "sessionEntries": 0, "sessionExits": 0, "fees": 35.096087301204456, "costRate": 0.002, "finalEquity": 10035.091561753274, "skippedGaps": 7, "rejectedOrders": 0, "eligibleRows": 251 }, "test": { "rows": 388, "start": 1787950775, "end": 1789354699, "durationDays": 16.24912037037037, "netReturn": 0.00934401393180262, "benchmarkReturn": 0.000872265548097495, "buyHoldReturn": 0.001744531096194768, "sessionBenchmarkReturn": 0.000872265548097495, "excessSessionBenchmark": 0.008471748383705017, "cashReturn": 0.0, "excessReturn": 0.008471748383705017, "excessBuyHold": 0.007599482835607705, "maxDrawdown": -0.20370740989079117, "trades": 18, "sessionEntries": 0, "sessionExits": 0, "fees": 64.87500285751548, "costRate": 0.002, "finalEquity": 10093.440139318025, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 388 }, "testStress": { "rows": 388, "start": 1787950775, "end": 1789354699, "durationDays": 16.24912037037037, "netReturn": -0.0003619624752545514, "benchmarkReturn": -0.002124009183743003, "buyHoldReturn": -0.004248018367485895, "sessionBenchmarkReturn": -0.002124009183743003, "excessSessionBenchmark": 0.0017620467084883784, "cashReturn": 0.0, "excessReturn": 0.0017620467084883784, "excessBuyHold": 0.003886055892231343, "maxDrawdown": -0.2054972274025717, "trades": 18, "sessionEntries": 0, "sessionExits": 0, "fees": 161.56803516743494, "costRate": 0.005, "finalEquity": 9996.380375247454, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 388 } }, "failedGates": [ "no_unexplained_price_discontinuities", "all_splits_at_least_70pct_hourly_coverage", "validation_positive_net_and_matched_excess_stress", "test_positive_net_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": true, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": true, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 2 short-interval price jumps and 1 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias.", "Hourly data coverage below70%; session boundaries and fills may be poorly observed." ] }, { "coingeckoId": "coinbase-robinhood-tokenized-stock", "address": "0x6330d8c3178a418788df01a47479c0ce7ccf450b", "symbol": "COIN", "name": "Coinbase \u2022 Robinhood Token", "rank": 38, "scope": "official_registry", "volume24hUsd": 688785.14, "liquidityUsd": 1645905.92, "source": "defillama_coingecko", "coverage": { "rows": 1589, "days": 79.96059027777778, "ratio": 0.7843528719892885, "maxGapHours": 84.91944444444445, "uniquePrices": 1285 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 5, "adjacentJumpCount": 5, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 4.580476996211088, "issues": [ { "type": "adjacent_jump", "timestamp": 1784469473, "price": 877.8051251701066, "previousTimestamp": 1784465980, "previousPrice": 157.2993, "return": 4.580476996211088, "gapSeconds": 3493 }, { "type": "adjacent_jump", "timestamp": 1784505578, "price": 216.14177481039385, "previousTimestamp": 1784501927, "previousPrice": 875.8881429797459, "return": -0.7532313040851474, "gapSeconds": 3651 }, { "type": "adjacent_jump", "timestamp": 1784710724, "price": 155.3380792449338, "previousTimestamp": 1784707190, "previousPrice": 208.25577652505896, "return": -0.25409954126174117, "gapSeconds": 3534 }, { "type": "adjacent_jump", "timestamp": 1784732401, "price": 322.5209388941164, "previousTimestamp": 1784728786, "previousPrice": 155.3764307724378, "return": 1.0757391406839316, "gapSeconds": 3615 }, { "type": "adjacent_jump", "timestamp": 1784735989, "price": 174.6742671675044, "previousTimestamp": 1784732401, "previousPrice": 322.5209388941164, "return": -0.45840952911013955, "gapSeconds": 3588 } ], "unchanged24hRuns": [ { "start": 1783039524, "end": 1783284916, "price": 165.02755, "rows": 18 }, { "start": 1783717135, "end": 1783902056, "price": 159.43135, "rows": 15 }, { "start": 1783944194, "end": 1784465980, "price": 157.2993, "rows": 146 }, { "start": 1788569899, "end": 1788825595, "price": 182.56, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 175.245, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1782446104, "end": 1785898948, "rows": 632 }, "validation": { "start": 1785902500, "end": 1787626910, "rows": 480 }, "test": { "start": 1787630500, "end": 1789354699, "rows": 477 } }, "splitCoverage": { "train": { "rows": 632, "days": 39.96347222222222, "ratio": 0.6322104451858616, "maxGapHours": 84.91944444444445, "uniquePrices": 446 }, "validation": { "rows": 480, "days": 19.958449074074075, "ratio": 0.9999942129964525, "maxGapHours": 1.0166666666666666, "uniquePrices": 480 }, "test": { "rows": 477, "days": 19.956006944444443, "ratio": 0.8730182156605022, "maxGapHours": 2.7133333333333334, "uniquePrices": 359 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s50-l8-r72", "selectedConfig": { "spacing": 0.005, "levels": 8, "recenterHours": 72, "mode": "allhours" }, "metrics": { "train": { "rows": 632, "start": 1782446104, "end": 1785898948, "durationDays": 39.96347222222222, "netReturn": 0.010573350003600046, "benchmarkReturn": 0.03329970180902708, "buyHoldReturn": 0.06659940361805416, "sessionBenchmarkReturn": 0.03329970180902708, "excessSessionBenchmark": -0.022726351805427113, "cashReturn": 0.0, "excessReturn": -0.022726351805427113, "excessBuyHold": -0.056026053614454216, "maxDrawdown": -0.7655923667911391, "trades": 82, "sessionEntries": 0, "sessionExits": 0, "fees": 126.58335506135734, "costRate": 0.002, "finalEquity": 10105.733500036, "skippedGaps": 82, "rejectedOrders": 0, "eligibleRows": 632 }, "validation": { "rows": 480, "start": 1785902500, "end": 1787626910, "durationDays": 19.958449074074075, "netReturn": 0.1585287512366671, "benchmarkReturn": 0.1065940512273551, "buyHoldReturn": 0.21318810245471043, "sessionBenchmarkReturn": 0.1065940512273551, "excessSessionBenchmark": 0.05193470000931193, "cashReturn": 0.0, "excessReturn": 0.05193470000931193, "excessBuyHold": -0.05465935121804341, "maxDrawdown": -0.042557225558095824, "trades": 94, "sessionEntries": 0, "sessionExits": 0, "fees": 146.7505063556826, "costRate": 0.002, "finalEquity": 11585.28751236667, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 480 }, "test": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": -0.035153198720174084, "benchmarkReturn": -0.02599024920190618, "buyHoldReturn": -0.05198049840381247, "sessionBenchmarkReturn": -0.02599024920190618, "excessSessionBenchmark": -0.00916294951826785, "cashReturn": 0.0, "excessReturn": -0.00916294951826785, "excessBuyHold": 0.016827299683638375, "maxDrawdown": -0.08566970217608749, "trades": 82, "sessionEntries": 0, "sessionExits": 0, "fees": 128.4588762072124, "costRate": 0.002, "finalEquity": 9648.46801279826, "skippedGaps": 2, "rejectedOrders": 1, "eligibleRows": 477 }, "testStress": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": -0.05404032763331923, "benchmarkReturn": -0.028825829322135177, "buyHoldReturn": -0.057651658644270576, "sessionBenchmarkReturn": -0.028825829322135177, "excessSessionBenchmark": -0.02521449831118407, "cashReturn": 0.0, "excessReturn": -0.02521449831118407, "excessBuyHold": 0.0036113310109512895, "maxDrawdown": -0.08977041086870996, "trades": 82, "sessionEntries": 0, "sessionExits": 0, "fees": 318.0952066354323, "costRate": 0.005, "finalEquity": 9459.596723666808, "skippedGaps": 2, "rejectedOrders": 1, "eligibleRows": 477 } }, "failedGates": [ "no_unexplained_price_discontinuities", "all_splits_at_least_70pct_hourly_coverage", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 5 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "nu-robinhood-tokenized-stock", "address": "0x408c14038a04f7bd235329e26d2bf569ee20e250", "symbol": "NU", "name": "Nu \u2022 Robinhood Token", "rank": 39, "scope": "official_registry", "volume24hUsd": 608544.78, "liquidityUsd": 438438.9, "source": "defillama_coingecko", "coverage": { "rows": 1287, "days": 65.08300925925926, "ratio": 0.7472845887482201, "maxGapHours": 135.00027777777777, "uniquePrices": 967 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 1, "adjacentJumpCount": 1, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.27632055179941295, "issues": [ { "type": "adjacent_jump", "timestamp": 1788055310, "price": 22.129689422423922, "previousTimestamp": 1788051710, "previousPrice": 17.338661037170098, "return": 0.27632055179941295, "gapSeconds": 3600 } ], "unchanged24hRuns": [ { "start": 1784545132, "end": 1784807985, "price": 12.212803789609675, "rows": 65 }, { "start": 1788569899, "end": 1788825595, "price": 14.775, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 14.655, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1783731527, "end": 1786539710, "rows": 554 }, "validation": { "start": 1786543310, "end": 1787947310, "rows": 347 }, "test": { "start": 1787950910, "end": 1789354699, "rows": 386 } }, "splitCoverage": { "train": { "rows": 554, "days": 32.502118055555556, "ratio": 0.6593680949063281, "maxGapHours": 135.00027777777777, "uniquePrices": 450 }, "validation": { "rows": 347, "days": 16.25, "ratio": 0.8337595907928389, "maxGapHours": 6.446111111111111, "uniquePrices": 311 }, "test": { "rows": 386, "days": 16.247557870370372, "ratio": 0.8364425187350477, "maxGapHours": 3.2194444444444446, "uniquePrices": 208 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "closedweeknight-s100-l8-r72", "selectedConfig": { "spacing": 0.01, "levels": 8, "recenterHours": 72, "mode": "closedweeknight" }, "metrics": { "train": { "rows": 554, "start": 1783731527, "end": 1786539710, "durationDays": 32.502118055555556, "netReturn": 0.03508472258218709, "benchmarkReturn": 0.05296988569516503, "buyHoldReturn": 0.10593977139033028, "sessionBenchmarkReturn": 0.03639914171164094, "excessSessionBenchmark": -0.001314419129453745, "cashReturn": 0.0, "excessReturn": -0.017885163112977897, "excessBuyHold": -0.07085504880814315, "maxDrawdown": -0.01781290185845652, "trades": 11, "sessionEntries": 15, "sessionExits": 14, "fees": 316.0057412080257, "costRate": 0.002, "finalEquity": 10350.847225821872, "skippedGaps": 7, "rejectedOrders": 0, "eligibleRows": 240 }, "validation": { "rows": 347, "start": 1786543310, "end": 1787947310, "durationDays": 16.25, "netReturn": 0.05596140853979992, "benchmarkReturn": 0.023640018987284295, "buyHoldReturn": 0.04728003797456837, "sessionBenchmarkReturn": 0.06714008691119844, "excessSessionBenchmark": -0.011178678371398564, "cashReturn": 0.0, "excessReturn": 0.032321389552515754, "excessBuyHold": 0.008681370565231555, "maxDrawdown": -0.09145254985613749, "trades": 5, "sessionEntries": 10, "sessionExits": 10, "fees": 213.94389226540696, "costRate": 0.002, "finalEquity": 10559.614085398, "skippedGaps": 5, "rejectedOrders": 0, "eligibleRows": 159 }, "test": { "rows": 386, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.015416186510108343, "benchmarkReturn": 0.0118180869283937, "buyHoldReturn": 0.0236361738567874, "sessionBenchmarkReturn": -0.01619012637794348, "excessSessionBenchmark": 0.000773939867835179, "cashReturn": 0.0, "excessReturn": -0.027234273438501988, "excessBuyHold": -0.03905236036689566, "maxDrawdown": -0.0456464060477646, "trades": 14, "sessionEntries": 7, "sessionExits": 7, "fees": 156.1734594492058, "costRate": 0.002, "finalEquity": 9845.838134898917, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 122 }, "testStress": { "rows": 386, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.0379649900690372, "benchmarkReturn": 0.008756333050917053, "buyHoldReturn": 0.017512666101834107, "sessionBenchmarkReturn": -0.03655622271862957, "excessSessionBenchmark": -0.001408767350407652, "cashReturn": 0.0, "excessReturn": -0.046721323119954285, "excessBuyHold": -0.055477656170871345, "maxDrawdown": -0.05654049037541686, "trades": 14, "sessionEntries": 7, "sessionExits": 7, "fees": 385.4972284719762, "costRate": 0.005, "finalEquity": 9620.350099309628, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 122 } }, "failedGates": [ "no_unexplained_price_discontinuities", "all_splits_at_least_70pct_hourly_coverage", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Unreliable modeled P&L: 1 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "pfizer-inc-robinhood-token", "address": "0x7066a64c24e4206cd62e83bf198c1e7eb361f51e", "symbol": "PFE", "name": "Pfizer \u2022 Robinhood Token", "rank": 40, "scope": "official_registry", "volume24hUsd": 578932.79, "liquidityUsd": 532965.1, "source": "defillama_coingecko", "coverage": { "rows": 710, "days": 30.44559027777778, "ratio": 0.7721805444670075, "maxGapHours": 6.251666666666667, "uniquePrices": 323 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.076496494220897, "issues": [], "unchanged24hRuns": [ { "start": 1786774472, "end": 1786924696, "price": 27.615000000000002, "rows": 43 }, { "start": 1787385692, "end": 1787529562, "price": 28.045, "rows": 41 }, { "start": 1787961635, "end": 1788130747, "price": 28.14, "rows": 48 }, { "start": 1788569899, "end": 1788825595, "price": 28.049999999999997, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 26.86, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1786724200, "end": 1788037214, "rows": 347 }, "validation": { "start": 1788040763, "end": 1788695968, "rows": 183 }, "test": { "start": 1788700516, "end": 1789354699, "rows": 180 } }, "splitCoverage": { "train": { "rows": 347, "days": 15.196921296296296, "ratio": 0.7300545186364417, "maxGapHours": 6.251666666666667, "uniquePrices": 173 }, "validation": { "rows": 183, "days": 7.5833912037037035, "ratio": 0.8524525466564461, "maxGapHours": 1.7166666666666666, "uniquePrices": 104 }, "test": { "rows": 180, "days": 7.5715625, "ratio": 0.7826289216960609, "maxGapHours": 2.7133333333333334, "uniquePrices": 64 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s100-l4-r72", "selectedConfig": { "spacing": 0.01, "levels": 4, "recenterHours": 72, "mode": "allhours" }, "metrics": { "train": { "rows": 347, "start": 1786724200, "end": 1788037214, "durationDays": 15.196921296296296, "netReturn": 0.017563982146768797, "benchmarkReturn": 0.023318757469917184, "buyHoldReturn": 0.04663751493983459, "sessionBenchmarkReturn": 0.023318757469917184, "excessSessionBenchmark": -0.005754775323148351, "cashReturn": 0.0, "excessReturn": -0.005754775323148351, "excessBuyHold": -0.029073532793065716, "maxDrawdown": -0.01995690447963816, "trades": 7, "sessionEntries": 0, "sessionExits": 0, "fees": 35.52342664543764, "costRate": 0.002, "finalEquity": 10175.639821467688, "skippedGaps": 4, "rejectedOrders": 0, "eligibleRows": 347 }, "validation": { "rows": 183, "start": 1788040763, "end": 1788695968, "durationDays": 7.5833912037037035, "netReturn": 0.006672586143776638, "benchmarkReturn": -0.0035887712847226805, "buyHoldReturn": -0.007177542569445583, "sessionBenchmarkReturn": -0.0035887712847226805, "excessSessionBenchmark": 0.010261357428499287, "cashReturn": 0.0, "excessReturn": 0.010261357428499287, "excessBuyHold": 0.013850128713222148, "maxDrawdown": -0.012745108944689387, "trades": 14, "sessionEntries": 0, "sessionExits": 0, "fees": 50.525186851691, "costRate": 0.002, "finalEquity": 10066.725861437766, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 183 }, "test": { "rows": 180, "start": 1788700516, "end": 1789354699, "durationDays": 7.5715625, "netReturn": -0.0024955436807675424, "benchmarkReturn": -0.005901921646902286, "buyHoldReturn": -0.011803843293804461, "sessionBenchmarkReturn": -0.005901921646902286, "excessSessionBenchmark": 0.0034063779661348235, "cashReturn": 0.0, "excessReturn": 0.0034063779661348235, "excessBuyHold": 0.00930829961303698, "maxDrawdown": -0.02536109706756373, "trades": 5, "sessionEntries": 0, "sessionExits": 0, "fees": 29.821263649920205, "costRate": 0.002, "finalEquity": 9975.044563192325, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 180 }, "testStress": { "rows": 180, "start": 1788700516, "end": 1789354699, "durationDays": 7.5715625, "netReturn": -0.006944905608643248, "benchmarkReturn": -0.00885767242220259, "buyHoldReturn": -0.01771534484440529, "sessionBenchmarkReturn": -0.00885767242220259, "excessSessionBenchmark": 0.0019127668135593922, "cashReturn": 0.0, "excessReturn": 0.0019127668135593922, "excessBuyHold": 0.010770439235762024, "maxDrawdown": -0.026064160474110643, "trades": 5, "sessionEntries": 0, "sessionExits": 0, "fees": 74.35398548421193, "costRate": 0.005, "finalEquity": 9930.550943913568, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 180 } }, "failedGates": [ "validation_positive_net_and_matched_excess_stress", "test_positive_net_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": true, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": true, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "sandisk-corporation-robinhood-tokenized-stock", "address": "0xb90a19ff0af67f7779aff50a882a9cff42446400", "symbol": "SNDK", "name": "Sandisk Corporation \u2022 Robinhood Token", "rank": 41, "scope": "official_registry", "volume24hUsd": 525638.87, "liquidityUsd": 1003658.0499999999, "source": "defillama_coingecko", "coverage": { "rows": 1586, "days": 79.96407407407408, "ratio": 0.7770275744101697, "maxGapHours": 84.99777777777778, "uniquePrices": 1434 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 5, "adjacentJumpCount": 5, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 3.5947284462322973, "issues": [ { "type": "adjacent_jump", "timestamp": 1784199524, "price": 7021.351737814956, "previousTimestamp": 1784195992, "previousPrice": 1528.132036523835, "return": 3.5947284462322973, "gapSeconds": 3532 }, { "type": "adjacent_jump", "timestamp": 1784228394, "price": 1485.4330942773463, "previousTimestamp": 1784224722, "previousPrice": 6939.980668711543, "return": -0.7859600530338181, "gapSeconds": 3672 }, { "type": "adjacent_jump", "timestamp": 1784246322, "price": 1034.0710377312932, "previousTimestamp": 1784242790, "previousPrice": 1469.8052611564653, "return": -0.2964571123403993, "gapSeconds": 3532 }, { "type": "adjacent_jump", "timestamp": 1784285968, "price": 1464.7897075788335, "previousTimestamp": 1784282393, "previousPrice": 1154.4550291692801, "return": 0.268814869846306, "gapSeconds": 3575 }, { "type": "adjacent_jump", "timestamp": 1784419192, "price": 1537.8886263061781, "previousTimestamp": 1784415586, "previousPrice": 1082.0584688142324, "return": 0.42126203955638797, "gapSeconds": 3606 } ], "unchanged24hRuns": [ { "start": 1783039518, "end": 1783284906, "price": 1761.0315, "rows": 18 }, { "start": 1783731530, "end": 1783889931, "price": 1931.62665, "rows": 13 }, { "start": 1788569899, "end": 1788825595, "price": 1733.575, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 1631.5, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1782445803, "end": 1785898950, "rows": 629 }, "validation": { "start": 1785902500, "end": 1787626300, "rows": 480 }, "test": { "start": 1787629910, "end": 1789354699, "rows": 477 } }, "splitCoverage": { "train": { "rows": 629, "days": 39.96697916666667, "ratio": 0.6300721458643054, "maxGapHours": 84.99777777777778, "uniquePrices": 593 }, "validation": { "rows": 480, "days": 19.95138888888889, "ratio": 0.9795067731851338, "maxGapHours": 1.1722222222222223, "uniquePrices": 480 }, "test": { "rows": 477, "days": 19.962835648148147, "ratio": 0.8685544747160506, "maxGapHours": 2.7133333333333334, "uniquePrices": 361 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "closedweeknight-s100-l4-r72", "selectedConfig": { "spacing": 0.01, "levels": 4, "recenterHours": 72, "mode": "closedweeknight" }, "metrics": { "train": { "rows": 629, "start": 1782445803, "end": 1785898950, "durationDays": 39.96697916666667, "netReturn": 1.460103016177356, "benchmarkReturn": -0.1849167714255836, "buyHoldReturn": -0.3698335428511673, "sessionBenchmarkReturn": 1.107800233743803, "excessSessionBenchmark": 0.3523027824335528, "cashReturn": 0.0, "excessReturn": 1.6450197876029398, "excessBuyHold": 1.8299365590285233, "maxDrawdown": -0.349898696151009, "trades": 71, "sessionEntries": 20, "sessionExits": 20, "fees": 1256.107389978636, "costRate": 0.002, "finalEquity": 24601.03016177356, "skippedGaps": 22, "rejectedOrders": 0, "eligibleRows": 260 }, "validation": { "rows": 480, "start": 1785902500, "end": 1787626300, "durationDays": 19.95138888888889, "netReturn": -0.018989563475205973, "benchmarkReturn": 0.020777318616374885, "buyHoldReturn": 0.04155463723274999, "sessionBenchmarkReturn": 0.0012255121257571666, "excessSessionBenchmark": -0.020215075600963063, "cashReturn": 0.0, "excessReturn": -0.03976688209158092, "excessBuyHold": -0.06054420070795586, "maxDrawdown": -0.06873829245960605, "trades": 50, "sessionEntries": 11, "sessionExits": 10, "fees": 333.8899570466857, "costRate": 0.002, "finalEquity": 9810.10436524794, "skippedGaps": 0, "rejectedOrders": 1, "eligibleRows": 193 }, "test": { "rows": 477, "start": 1787629910, "end": 1789354699, "durationDays": 19.962835648148147, "netReturn": -0.020327181725258714, "benchmarkReturn": 0.02495387478720268, "buyHoldReturn": 0.04990774957440558, "sessionBenchmarkReturn": -0.034096269079203156, "excessSessionBenchmark": 0.013769087353944451, "cashReturn": 0.0, "excessReturn": -0.04528105651246151, "excessBuyHold": -0.07023493129966428, "maxDrawdown": -0.049091751393226635, "trades": 26, "sessionEntries": 10, "sessionExits": 10, "fees": 276.860087180486, "costRate": 0.002, "finalEquity": 9796.728182747413, "skippedGaps": 0, "rejectedOrders": 1, "eligibleRows": 185 }, "testStress": { "rows": 477, "start": 1787629910, "end": 1789354699, "durationDays": 19.962835648148147, "netReturn": -0.05980093735564729, "benchmarkReturn": 0.021813541136096237, "buyHoldReturn": 0.043627082272192697, "sessionBenchmarkReturn": -0.0653044517413216, "excessSessionBenchmark": 0.005503514385674316, "cashReturn": 0.0, "excessReturn": -0.08161447849174365, "excessBuyHold": -0.10342801962783997, "maxDrawdown": -0.07650106818919578, "trades": 26, "sessionEntries": 10, "sessionExits": 10, "fees": 677.6372342169486, "costRate": 0.005, "finalEquity": 9401.990626443527, "skippedGaps": 0, "rejectedOrders": 1, "eligibleRows": 185 } }, "failedGates": [ "no_unexplained_price_discontinuities", "all_splits_at_least_70pct_hourly_coverage", "validation_positive_net_and_matched_excess_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": true, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 5 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "quantum-computing-robinhood-tokenized-stock", "address": "0x59818904ab4ce163b3ce4ffb64f2d6ca02c434b4", "symbol": "QUBT", "name": "Quantum Computing \u2022 Robinhood Token", "rank": 42, "scope": "official_registry", "volume24hUsd": 520041.07, "liquidityUsd": 759173.85, "source": "defillama_coingecko", "coverage": { "rows": 1387, "days": 65.08300925925926, "ratio": 0.8247002011099792, "maxGapHours": 25.48361111111111, "uniquePrices": 974 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 7, "adjacentJumpCount": 7, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 6.760605858566667, "issues": [ { "type": "adjacent_jump", "timestamp": 1788116510, "price": 64.71119081858569, "previousTimestamp": 1788112910, "previousPrice": 8.33841996332712, "return": 6.760605858566667, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788120110, "price": 344.0334434241804, "previousTimestamp": 1788116510, "previousPrice": 64.71119081858569, "return": 4.316444328596262, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788123710, "price": 131.75735697362347, "previousTimestamp": 1788120110, "previousPrice": 344.0334434241804, "return": -0.6170216602716394, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788127310, "price": 93.83056371474254, "previousTimestamp": 1788123710, "previousPrice": 131.75735697362347, "return": -0.2878533247025705, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788134500, "price": 135.1657869252621, "previousTimestamp": 1788130910, "previousPrice": 80.91998511408487, "return": 0.6703634675006291, "gapSeconds": 3590 }, { "type": "adjacent_jump", "timestamp": 1788138110, "price": 32.95000055143931, "previousTimestamp": 1788134500, "previousPrice": 135.1657869252621, "return": -0.7562252896906632, "gapSeconds": 3610 }, { "type": "adjacent_jump", "timestamp": 1788145310, "price": 8.076145478358248, "previousTimestamp": 1788141710, "previousPrice": 38.08906423463546, "return": -0.7879668182812856, "gapSeconds": 3600 } ], "unchanged24hRuns": [ { "start": 1784509133, "end": 1784680909, "price": 8.544954215471133, "rows": 47 }, { "start": 1784753930, "end": 1784861927, "price": 8.544954215471133, "rows": 30 }, { "start": 1785580170, "end": 1785700733, "price": 8.045, "rows": 35 }, { "start": 1788566309, "end": 1788825595, "price": 8.004999999999999, "rows": 71 }, { "start": 1789171304, "end": 1789340402, "price": 8.045, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1783731527, "end": 1786539710, "rows": 613 }, "validation": { "start": 1786543310, "end": 1787947310, "rows": 386 }, "test": { "start": 1787950910, "end": 1789354699, "rows": 388 } }, "splitCoverage": { "train": { "rows": 613, "days": 32.502118055555556, "ratio": 0.73618767877891, "maxGapHours": 25.48361111111111, "uniquePrices": 429 }, "validation": { "rows": 386, "days": 16.25, "ratio": 0.9820971867007673, "maxGapHours": 6.354444444444445, "uniquePrices": 384 }, "test": { "rows": 388, "days": 16.247557870370372, "ratio": 0.8441163033105986, "maxGapHours": 2.7133333333333334, "uniquePrices": 179 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "closedweeknight-s200-l8-r72", "selectedConfig": { "spacing": 0.02, "levels": 8, "recenterHours": 72, "mode": "closedweeknight" }, "metrics": { "train": { "rows": 613, "start": 1783731527, "end": 1786539710, "durationDays": 32.502118055555556, "netReturn": -0.04371624488831216, "benchmarkReturn": -0.014771894987710033, "buyHoldReturn": -0.029543789975420287, "sessionBenchmarkReturn": -0.03672632083678695, "excessSessionBenchmark": -0.006989924051525304, "cashReturn": 0.0, "excessReturn": -0.028944349900602174, "excessBuyHold": -0.014172454912891954, "maxDrawdown": -0.06497140885452146, "trades": 6, "sessionEntries": 18, "sessionExits": 17, "fees": 358.63351908846903, "costRate": 0.002, "finalEquity": 9562.837551116878, "skippedGaps": 6, "rejectedOrders": 0, "eligibleRows": 267 }, "validation": { "rows": 386, "start": 1786543310, "end": 1787947310, "durationDays": 16.25, "netReturn": -0.017638932659151396, "benchmarkReturn": -0.045443928067799066, "buyHoldReturn": -0.09088785613559791, "sessionBenchmarkReturn": -0.011594415877078768, "excessSessionBenchmark": -0.006044516782072605, "cashReturn": 0.0, "excessReturn": 0.027804995408647663, "excessBuyHold": 0.07324892347644654, "maxDrawdown": -0.06442658886130859, "trades": 4, "sessionEntries": 10, "sessionExits": 10, "fees": 203.21628973577458, "costRate": 0.002, "finalEquity": 9823.610673408486, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 180 }, "test": { "rows": 388, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.0310084013189309, "benchmarkReturn": -0.019884783678305373, "buyHoldReturn": -0.03976956735661075, "sessionBenchmarkReturn": -0.031350918497214275, "excessSessionBenchmark": 0.0003425171782833786, "cashReturn": 0.0, "excessReturn": -0.011123617640625525, "excessBuyHold": 0.008761166037679869, "maxDrawdown": -0.051694628797226305, "trades": 6, "sessionEntries": 7, "sessionExits": 7, "fees": 146.30081132592107, "costRate": 0.002, "finalEquity": 9689.91598681069, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 122 }, "testStress": { "rows": 388, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.05245599521944022, "benchmarkReturn": -0.022756887386149005, "buyHoldReturn": -0.04551377477229801, "sessionBenchmarkReturn": -0.05135917084998787, "excessSessionBenchmark": -0.0010968243694524063, "cashReturn": 0.0, "excessReturn": -0.029699107833291237, "excessBuyHold": -0.006942220447142245, "maxDrawdown": -0.0696856174264876, "trades": 6, "sessionEntries": 7, "sessionExits": 7, "fees": 361.2471324729251, "costRate": 0.005, "finalEquity": 9475.440047805598, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 122 } }, "failedGates": [ "no_unexplained_price_discontinuities", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 7 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "take-two-interactive-software-robinhood-tokenized-stock", "address": "0x5e81213613b6b86eab4c6c50d718d34359459786", "symbol": "TTWO", "name": "Take-Two Interactive Software \u2022 Robinhood Token", "rank": 43, "scope": "official_registry", "volume24hUsd": 396294.76999999996, "liquidityUsd": 845721.77, "source": "defillama_coingecko", "coverage": { "rows": 1463, "days": 65.08302083333334, "ratio": 0.8797227114013663, "maxGapHours": 6.625, "uniquePrices": 1131 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 2, "adjacentJumpCount": 2, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 1.044347561865202, "issues": [ { "type": "adjacent_jump", "timestamp": 1785484967, "price": 476.6058958992619, "previousTimestamp": 1785481332, "previousPrice": 233.1334968621582, "return": 1.044347561865202, "gapSeconds": 3635 }, { "type": "adjacent_jump", "timestamp": 1785492184, "price": 273.49511700715925, "previousTimestamp": 1785488558, "previousPrice": 476.5714449423036, "return": -0.42611937851150505, "gapSeconds": 3626 } ], "unchanged24hRuns": [ { "start": 1784545131, "end": 1784937526, "price": 231.96162440305767, "rows": 104 }, { "start": 1788569899, "end": 1788825595, "price": 217.81, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 232.675, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1783731526, "end": 1786539700, "rows": 684 }, "validation": { "start": 1786543310, "end": 1787947310, "rows": 391 }, "test": { "start": 1787950910, "end": 1789354699, "rows": 388 } }, "splitCoverage": { "train": { "rows": 684, "days": 32.50201388888889, "ratio": 0.8373361443700668, "maxGapHours": 6.625, "uniquePrices": 476 }, "validation": { "rows": 391, "days": 16.25, "ratio": 1, "maxGapHours": 1.0055555555555555, "uniquePrices": 391 }, "test": { "rows": 388, "days": 16.247557870370372, "ratio": 0.8441163033105986, "maxGapHours": 2.7133333333333334, "uniquePrices": 264 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s200-l4-r0", "selectedConfig": { "spacing": 0.02, "levels": 4, "recenterHours": 0, "mode": "allhours" }, "metrics": { "train": { "rows": 684, "start": 1783731526, "end": 1786539700, "durationDays": 32.50201388888889, "netReturn": 0.11102602789923988, "benchmarkReturn": 0.06175606684191326, "buyHoldReturn": 0.1235121336838263, "sessionBenchmarkReturn": 0.06175606684191326, "excessSessionBenchmark": 0.04926996105732669, "cashReturn": 0.0, "excessReturn": 0.04926996105732669, "excessBuyHold": -0.012486105784586471, "maxDrawdown": -0.3943056291374528, "trades": 23, "sessionEntries": 0, "sessionExits": 0, "fees": 89.52705556513126, "costRate": 0.002, "finalEquity": 11110.260278992399, "skippedGaps": 28, "rejectedOrders": 3, "eligibleRows": 684 }, "validation": { "rows": 391, "start": 1786543310, "end": 1787947310, "durationDays": 16.25, "netReturn": -0.029831476317616956, "benchmarkReturn": -0.03724730834407852, "buyHoldReturn": -0.07449461668815693, "sessionBenchmarkReturn": -0.03724730834407852, "excessSessionBenchmark": 0.007415832026461612, "cashReturn": 0.0, "excessReturn": 0.007415832026461612, "excessBuyHold": 0.044663140370539985, "maxDrawdown": -0.07153955887406815, "trades": 25, "sessionEntries": 0, "sessionExits": 0, "fees": 86.19686791285307, "costRate": 0.002, "finalEquity": 9701.68523682383, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 391 }, "test": { "rows": 388, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.05114263209747316, "benchmarkReturn": -0.04259708874794721, "buyHoldReturn": -0.08519417749589442, "sessionBenchmarkReturn": -0.04259708874794721, "excessSessionBenchmark": -0.008545543349525906, "cashReturn": 0.0, "excessReturn": -0.008545543349525906, "excessBuyHold": 0.03405154539842133, "maxDrawdown": -0.080814353184954, "trades": 8, "sessionEntries": 0, "sessionExits": 0, "fees": 42.627182988278385, "costRate": 0.002, "finalEquity": 9488.573679025269, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 388 }, "testStress": { "rows": 388, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.057386005780349136, "benchmarkReturn": -0.04533332486945618, "buyHoldReturn": -0.09066664973891236, "sessionBenchmarkReturn": -0.04533332486945618, "excessSessionBenchmark": -0.012052680910892923, "cashReturn": 0.0, "excessReturn": -0.012052680910892923, "excessBuyHold": 0.03328064395856327, "maxDrawdown": -0.08248146446916915, "trades": 8, "sessionEntries": 0, "sessionExits": 0, "fees": 106.31572048828419, "costRate": 0.005, "finalEquity": 9426.139942196509, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 388 } }, "failedGates": [ "no_unexplained_price_discontinuities", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 2 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "international-business-machines-corporation-robinhood-token", "address": "0x980dcf6766fa79f5cf0c4aadb3ab477ff15a9619", "symbol": "IBM", "name": "IBM \u2022 Robinhood Token", "rank": 44, "scope": "official_registry", "volume24hUsd": 392476.88, "liquidityUsd": 917467.77, "source": "defillama_coingecko", "coverage": { "rows": 720, "days": 31.487141203703704, "ratio": 0.8471088866773442, "maxGapHours": 6.466111111111111, "uniquePrices": 557 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 4, "adjacentJumpCount": 3, "reversingSpikeCount": 1, "maxAbsAdjacentReturn": 0.5037029616662132, "issues": [ { "type": "adjacent_jump", "timestamp": 1788138110, "price": 294.1798551018907, "previousTimestamp": 1788135325, "previousPrice": 234.71, "return": 0.2533758898295373, "gapSeconds": 2785 }, { "type": "adjacent_jump", "timestamp": 1788238910, "price": 360.8564037837581, "previousTimestamp": 1788235310, "previousPrice": 239.97851502792992, "return": 0.5037029616662132, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788242510, "price": 236.2348842753806, "previousTimestamp": 1788238910, "previousPrice": 360.8564037837581, "return": -0.34534933619483854, "gapSeconds": 3600 }, { "type": "reversing_spike", "timestamp": 1788238910, "price": 360.8564037837581, "previousTimestamp": 1788235310, "previousPrice": 239.97851502792992, "nextTimestamp": 1788242510, "nextPrice": 236.2348842753806 } ], "unchanged24hRuns": [ { "start": 1788569899, "end": 1788825595, "price": 234.82, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 242.78, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1786634210, "end": 1787994110, "rows": 350 }, "validation": { "start": 1787997700, "end": 1788674335, "rows": 184 }, "test": { "start": 1788676298, "end": 1789354699, "rows": 186 } }, "splitCoverage": { "train": { "rows": 350, "days": 15.739583333333334, "ratio": 0.8686468646864687, "maxGapHours": 6.466111111111111, "uniquePrices": 317 }, "validation": { "rows": 184, "days": 7.831423611111111, "ratio": 0.8732276345674655, "maxGapHours": 6.226388888888889, "uniquePrices": 152 }, "test": { "rows": 186, "days": 7.851863425925926, "ratio": 0.7759519414194407, "maxGapHours": 2.7133333333333334, "uniquePrices": 95 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s200-l2-r24", "selectedConfig": { "spacing": 0.02, "levels": 2, "recenterHours": 24, "mode": "allhours" }, "metrics": { "train": { "rows": 350, "start": 1786634210, "end": 1787994110, "durationDays": 15.739583333333334, "netReturn": -0.038163931166454446, "benchmarkReturn": 0.008346007448038373, "buyHoldReturn": 0.016692014896076746, "sessionBenchmarkReturn": 0.008346007448038373, "excessSessionBenchmark": -0.046509938614492784, "cashReturn": 0.0, "excessReturn": -0.046509938614492784, "excessBuyHold": -0.054855946062531254, "maxDrawdown": -0.09443537265157087, "trades": 8, "sessionEntries": 0, "sessionExits": 0, "fees": 48.80551614653703, "costRate": 0.002, "finalEquity": 9618.360688335455, "skippedGaps": 8, "rejectedOrders": 2, "eligibleRows": 350 }, "validation": { "rows": 184, "start": 1787997700, "end": 1788674335, "durationDays": 7.831423611111111, "netReturn": 0.020591401075445104, "benchmarkReturn": -0.01507081853817982, "buyHoldReturn": -0.030141637076359418, "sessionBenchmarkReturn": -0.01507081853817982, "excessSessionBenchmark": 0.035662219613624986, "cashReturn": 0.0, "excessReturn": 0.035662219613624986, "excessBuyHold": 0.05073303815180461, "maxDrawdown": -0.01628084685372244, "trades": 10, "sessionEntries": 0, "sessionExits": 0, "fees": 70.3515860191476, "costRate": 0.002, "finalEquity": 10205.914010754452, "skippedGaps": 1, "rejectedOrders": 1, "eligibleRows": 184 }, "test": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": 0.00914193449086409, "benchmarkReturn": 0.01769553049594541, "buyHoldReturn": 0.03539106099189082, "sessionBenchmarkReturn": 0.01769553049594541, "excessSessionBenchmark": -0.008553596005081272, "cashReturn": 0.0, "excessReturn": -0.008553596005081272, "excessBuyHold": -0.026249126501026693, "maxDrawdown": -0.008669399978681547, "trades": 1, "sessionEntries": 0, "sessionExits": 0, "fees": 20.18328510033711, "costRate": 0.002, "finalEquity": 10091.419344908642, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 186 }, "testStress": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": 0.006083357454942373, "benchmarkReturn": 0.014598617084071064, "buyHoldReturn": 0.029197234168142572, "sessionBenchmarkReturn": 0.014598617084071064, "excessSessionBenchmark": -0.008515259629128741, "cashReturn": 0.0, "excessReturn": -0.008515259629128741, "excessBuyHold": -0.02311387671320008, "maxDrawdown": -0.01013605848620791, "trades": 1, "sessionEntries": 0, "sessionExits": 0, "fees": 50.306946385769656, "costRate": 0.005, "finalEquity": 10060.833574549424, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 186 } }, "failedGates": [ "no_unexplained_price_discontinuities", "test_minimum_5_grid_fills", "test_beats_session_matched_hold_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": true, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Unreliable modeled P&L: 3 short-interval price jumps and 1 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "sk-hynix-robinhood-token", "address": "0x84cab63bc87912e71ad199ff14a0ba45de68fef8", "symbol": "SKHY", "name": "SK hynix Inc. American Depositary Shares \u2022 Robinhood Token", "rank": 45, "scope": "official_registry", "volume24hUsd": 317814.95, "liquidityUsd": 500312.98, "source": "defillama_coingecko", "coverage": { "rows": 760, "days": 31.746712962962963, "ratio": 0.9201475614924508, "maxGapHours": 2.7133333333333334, "uniquePrices": 643 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.12203918510576084, "issues": [], "unchanged24hRuns": [ { "start": 1788569899, "end": 1788825595, "price": 175.065, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 205.18, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1786611783, "end": 1787979710, "rows": 381 }, "validation": { "start": 1787983310, "end": 1788667251, "rows": 191 }, "test": { "start": 1788669911, "end": 1789354699, "rows": 188 } }, "splitCoverage": { "train": { "rows": 381, "days": 15.832488425925925, "ratio": 1, "maxGapHours": 1.0055555555555555, "uniquePrices": 381 }, "validation": { "rows": 191, "days": 7.915983796296296, "ratio": 0.9058368882728448, "maxGapHours": 1.4955555555555555, "uniquePrices": 164 }, "test": { "rows": 188, "days": 7.925787037037037, "ratio": 0.7792117236209811, "maxGapHours": 2.7133333333333334, "uniquePrices": 99 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s400-l2-r24", "selectedConfig": { "spacing": 0.04, "levels": 2, "recenterHours": 24, "mode": "allhours" }, "metrics": { "train": { "rows": 381, "start": 1786611783, "end": 1787979710, "durationDays": 15.832488425925925, "netReturn": 0.04661774448589884, "benchmarkReturn": 0.0244753613065527, "buyHoldReturn": 0.048950722613105846, "sessionBenchmarkReturn": 0.0244753613065527, "excessSessionBenchmark": 0.022142383179346144, "cashReturn": 0.0, "excessReturn": 0.022142383179346144, "excessBuyHold": -0.002332978127206843, "maxDrawdown": -0.026842994988944047, "trades": 8, "sessionEntries": 0, "sessionExits": 0, "fees": 60.78870077893677, "costRate": 0.002, "finalEquity": 10466.17744485899, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 381 }, "validation": { "rows": 191, "start": 1787983310, "end": 1788667251, "durationDays": 7.915983796296296, "netReturn": 0.07701742788119037, "benchmarkReturn": 0.04200871083316082, "buyHoldReturn": 0.08401742166632165, "sessionBenchmarkReturn": 0.04200871083316082, "excessSessionBenchmark": 0.035008717048029575, "cashReturn": 0.0, "excessReturn": 0.035008717048029575, "excessBuyHold": -0.0069999937851311185, "maxDrawdown": -0.032751176034870655, "trades": 4, "sessionEntries": 0, "sessionExits": 0, "fees": 41.10296937615171, "costRate": 0.002, "finalEquity": 10770.174278811905, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 191 }, "test": { "rows": 188, "start": 1788669911, "end": 1789354699, "durationDays": 7.925787037037037, "netReturn": 0.018532462776373437, "benchmarkReturn": 0.016864223741703377, "buyHoldReturn": 0.033728447483406754, "sessionBenchmarkReturn": 0.016864223741703377, "excessSessionBenchmark": 0.0016682390346699323, "cashReturn": 0.0, "excessReturn": 0.0016682390346699323, "excessBuyHold": -0.015195984707033495, "maxDrawdown": -0.024394484049797382, "trades": 3, "sessionEntries": 0, "sessionExits": 0, "fees": 30.400651175048907, "costRate": 0.002, "finalEquity": 10185.324627763734, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 188 }, "testStress": { "rows": 188, "start": 1788669911, "end": 1789354699, "durationDays": 7.925787037037037, "netReturn": 0.01394926088854942, "benchmarkReturn": 0.013772283301170418, "buyHoldReturn": 0.02754456660234106, "sessionBenchmarkReturn": 0.013772283301170418, "excessSessionBenchmark": 0.00017697758737886032, "cashReturn": 0.0, "excessReturn": 0.00017697758737886032, "excessBuyHold": -0.01359530571379164, "maxDrawdown": -0.02581243591111282, "trades": 3, "sessionEntries": 0, "sessionExits": 0, "fees": 75.7722075814049, "costRate": 0.005, "finalEquity": 10139.492608885494, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 188 } }, "failedGates": [ "test_minimum_5_grid_fills", "test_beats_matched_and_full_buyhold_base_and_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": true, "test_positive_net_base_and_stress": true, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": true, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "dell-robinhood-tokenized-stock", "address": "0x941ae714ec6d8130c7b75d67160ca08f1e7d11dd", "symbol": "DELL", "name": "Dell \u2022 Robinhood Token", "rank": 46, "scope": "official_registry", "volume24hUsd": 283892.39, "liquidityUsd": 701203.94, "source": "defillama_coingecko", "coverage": { "rows": 1506, "days": 65.08302083333334, "ratio": 0.9091534348373392, "maxGapHours": 16.285833333333333, "uniquePrices": 1329 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 10, "adjacentJumpCount": 10, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 13.92214461115843, "issues": [ { "type": "adjacent_jump", "timestamp": 1784318359, "price": 1670.5776940082121, "previousTimestamp": 1784314790, "previousPrice": 404.95731035487364, "return": 3.1253180305456034, "gapSeconds": 3569 }, { "type": "adjacent_jump", "timestamp": 1784332796, "price": 3411.701831109435, "previousTimestamp": 1784329187, "previousPrice": 2399.6531195876137, "return": 0.42174791983924087, "gapSeconds": 3609 }, { "type": "adjacent_jump", "timestamp": 1784368728, "price": 405.80032628306463, "previousTimestamp": 1784365190, "previousPrice": 4388.918393857942, "return": -0.9075397877411071, "gapSeconds": 3538 }, { "type": "adjacent_jump", "timestamp": 1784401126, "price": 6047.948131397999, "previousTimestamp": 1784397566, "previousPrice": 405.30019571553305, "return": 13.92214461115843, "gapSeconds": 3560 }, { "type": "adjacent_jump", "timestamp": 1784426370, "price": 7294.199434027336, "previousTimestamp": 1784422726, "previousPrice": 4215.564643071957, "return": 0.7303018816269231, "gapSeconds": 3644 }, { "type": "adjacent_jump", "timestamp": 1784559592, "price": 1247.3608604101544, "previousTimestamp": 1784555984, "previousPrice": 7294.199434027336, "return": -0.8289927672403316, "gapSeconds": 3608 }, { "type": "adjacent_jump", "timestamp": 1784609990, "price": 383.6110441689889, "previousTimestamp": 1784606385, "previousPrice": 1040.8997876061105, "return": -0.6314620785433842, "gapSeconds": 3605 }, { "type": "adjacent_jump", "timestamp": 1784642323, "price": 850.5218615868731, "previousTimestamp": 1784638776, "previousPrice": 385.94144789595265, "return": 1.2037587987081615, "gapSeconds": 3547 }, { "type": "adjacent_jump", "timestamp": 1784645984, "price": 588.3939684605011, "previousTimestamp": 1784642323, "previousPrice": 850.5218615868731, "return": -0.3081965378729986, "gapSeconds": 3661 }, { "type": "adjacent_jump", "timestamp": 1784685536, "price": 403.84331391320427, "previousTimestamp": 1784681993, "previousPrice": 625.6805759073882, "return": -0.3545535382370888, "gapSeconds": 3543 } ], "unchanged24hRuns": [ { "start": 1784077189, "end": 1784188791, "price": 396.97950803127236, "rows": 29 }, { "start": 1784426370, "end": 1784555984, "price": 7294.199434027336, "rows": 20 }, { "start": 1788569899, "end": 1788825595, "price": 531.115, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 569.595, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1783731526, "end": 1786539710, "rows": 727 }, "validation": { "start": 1786543310, "end": 1787947310, "rows": 391 }, "test": { "start": 1787950910, "end": 1789354699, "rows": 388 } }, "splitCoverage": { "train": { "rows": 727, "days": 32.50212962962963, "ratio": 0.896228159773297, "maxGapHours": 16.285833333333333, "uniquePrices": 668 }, "validation": { "rows": 391, "days": 16.25, "ratio": 1, "maxGapHours": 1.0083333333333333, "uniquePrices": 391 }, "test": { "rows": 388, "days": 16.247557870370372, "ratio": 0.8441163033105986, "maxGapHours": 2.7133333333333334, "uniquePrices": 270 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s400-l2-r24", "selectedConfig": { "spacing": 0.04, "levels": 2, "recenterHours": 24, "mode": "allhours" }, "metrics": { "train": { "rows": 727, "start": 1783731526, "end": 1786539710, "durationDays": 32.50212962962963, "netReturn": -0.20085134427612394, "benchmarkReturn": 0.06584714451034746, "buyHoldReturn": 0.1316942890206949, "sessionBenchmarkReturn": 0.06584714451034746, "excessSessionBenchmark": -0.26669848878647134, "cashReturn": 0.0, "excessReturn": -0.26669848878647134, "excessBuyHold": -0.3325456332968188, "maxDrawdown": -0.7938377804768277, "trades": 21, "sessionEntries": 0, "sessionExits": 0, "fees": 95.03639362995379, "costRate": 0.002, "finalEquity": 7991.486557238761, "skippedGaps": 14, "rejectedOrders": 10, "eligibleRows": 727 }, "validation": { "rows": 391, "start": 1786543310, "end": 1787947310, "durationDays": 16.25, "netReturn": 0.05888202623601102, "benchmarkReturn": -0.0071995040174195335, "buyHoldReturn": -0.014399008034839067, "sessionBenchmarkReturn": -0.0071995040174195335, "excessSessionBenchmark": 0.06608153025343054, "cashReturn": 0.0, "excessReturn": 0.06608153025343054, "excessBuyHold": 0.07328103427085007, "maxDrawdown": -0.07430208073337574, "trades": 7, "sessionEntries": 0, "sessionExits": 0, "fees": 59.993965707506646, "costRate": 0.002, "finalEquity": 10588.82026236011, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 391 }, "test": { "rows": 388, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": 0.0642257938681865, "benchmarkReturn": 0.1082471243107288, "buyHoldReturn": 0.2164942486214576, "sessionBenchmarkReturn": 0.1082471243107288, "excessSessionBenchmark": -0.044021330442542236, "cashReturn": 0.0, "excessReturn": -0.044021330442542236, "excessBuyHold": -0.152268454753271, "maxDrawdown": -0.034856486317408675, "trades": 10, "sessionEntries": 0, "sessionExits": 0, "fees": 60.96384612437298, "costRate": 0.002, "finalEquity": 10642.257938681865, "skippedGaps": 2, "rejectedOrders": 3, "eligibleRows": 388 }, "testStress": { "rows": 388, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": 0.0549058907566653, "benchmarkReturn": 0.10460852098879703, "buyHoldReturn": 0.20921704197759405, "sessionBenchmarkReturn": 0.10460852098879703, "excessSessionBenchmark": -0.04970263023213156, "cashReturn": 0.0, "excessReturn": -0.04970263023213156, "excessBuyHold": -0.1543111512209287, "maxDrawdown": -0.03560225200369538, "trades": 10, "sessionEntries": 0, "sessionExits": 0, "fees": 151.84137739270528, "costRate": 0.005, "finalEquity": 10549.058907566654, "skippedGaps": 2, "rejectedOrders": 3, "eligibleRows": 388 } }, "failedGates": [ "no_unexplained_price_discontinuities", "test_beats_session_matched_hold_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": true, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 10 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "lockheed-martin-corp-robinhood-token", "address": "0x329fcaceb9ad6f9580dd5f643fed0646900d043c", "symbol": "LMT", "name": "Lockheed \u2022 Robinhood Token", "rank": 47, "scope": "official_registry", "volume24hUsd": 265464.42, "liquidityUsd": 324509.02, "source": "defillama_coingecko", "coverage": { "rows": 716, "days": 31.19559027777778, "ratio": 0.7816520736789335, "maxGapHours": 6.970833333333333, "uniquePrices": 480 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 3, "adjacentJumpCount": 2, "reversingSpikeCount": 1, "maxAbsAdjacentReturn": 12.541181839115056, "issues": [ { "type": "adjacent_jump", "timestamp": 1788296510, "price": 7361.244810594327, "previousTimestamp": 1788292910, "previousPrice": 543.6190797859782, "return": 12.541181839115056, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788300110, "price": 586.0300060357647, "previousTimestamp": 1788296510, "previousPrice": 7361.244810594327, "return": -0.9203898224941047, "gapSeconds": 3600 }, { "type": "reversing_spike", "timestamp": 1788296510, "price": 7361.244810594327, "previousTimestamp": 1788292910, "previousPrice": 543.6190797859782, "nextTimestamp": 1788300110, "nextPrice": 586.0300060357647 } ], "unchanged24hRuns": [ { "start": 1787360386, "end": 1787529562, "price": 603.095, "rows": 48 }, { "start": 1787961635, "end": 1788130747, "price": 561.65, "rows": 48 }, { "start": 1788569899, "end": 1788825595, "price": 490.07, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 522.1099999999999, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1786659400, "end": 1788004864, "rows": 344 }, "validation": { "start": 1788008395, "end": 1788676298, "rows": 187 }, "test": { "start": 1788682478, "end": 1789354699, "rows": 185 } }, "splitCoverage": { "train": { "rows": 344, "days": 15.5725, "ratio": 0.757858782088915, "maxGapHours": 6.970833333333333, "uniquePrices": 269 }, "validation": { "rows": 187, "days": 7.730358796296296, "ratio": 0.8416939313748413, "maxGapHours": 1.4955555555555555, "uniquePrices": 120 }, "test": { "rows": 185, "days": 7.7803356481481485, "ratio": 0.7777207278258592, "maxGapHours": 2.7133333333333334, "uniquePrices": 94 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "regular-s50-l8-r72", "selectedConfig": { "spacing": 0.005, "levels": 8, "recenterHours": 72, "mode": "regular" }, "metrics": { "train": { "rows": 344, "start": 1786659400, "end": 1788004864, "durationDays": 15.5725, "netReturn": -0.036513309945678696, "benchmarkReturn": -0.03344804680950142, "buyHoldReturn": -0.06689609361900306, "sessionBenchmarkReturn": -0.032737863698582115, "excessSessionBenchmark": -0.0037754462470966244, "cashReturn": 0.0, "excessReturn": -0.0030652631361772365, "excessBuyHold": 0.03038278367332441, "maxDrawdown": -0.041535242757288926, "trades": 15, "sessionEntries": 11, "sessionExits": 11, "fees": 236.3505257737103, "costRate": 0.002, "finalEquity": 9634.866900543213, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 69 }, "validation": { "rows": 187, "start": 1788008395, "end": 1788676298, "durationDays": 7.730358796296296, "netReturn": -0.04834997573774924, "benchmarkReturn": -0.06546458405187294, "buyHoldReturn": -0.1309291681037461, "sessionBenchmarkReturn": -0.04135149239057867, "excessSessionBenchmark": -0.006998483347170623, "cashReturn": 0.0, "excessReturn": 0.01711460831412369, "excessBuyHold": 0.08257919236599683, "maxDrawdown": -0.04862280710099842, "trades": 5, "sessionEntries": 5, "sessionExits": 5, "fees": 108.4085854082257, "costRate": 0.002, "finalEquity": 9516.500242622507, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 32 }, "test": { "rows": 185, "start": 1788682478, "end": 1789354699, "durationDays": 7.7803356481481485, "netReturn": -0.01741177238752789, "benchmarkReturn": 0.03368240562969804, "buyHoldReturn": 0.06736481125939608, "sessionBenchmarkReturn": -0.015591483359069569, "excessSessionBenchmark": -0.0018202890284583191, "cashReturn": 0.0, "excessReturn": -0.05109417801722593, "excessBuyHold": -0.08477658364692398, "maxDrawdown": -0.0176336395463359, "trades": 5, "sessionEntries": 4, "sessionExits": 4, "fees": 88.84004548785221, "costRate": 0.002, "finalEquity": 9825.882276124721, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 25 }, "testStress": { "rows": 185, "start": 1788682478, "end": 1789354699, "durationDays": 7.7803356481481485, "netReturn": -0.030525567226283634, "benchmarkReturn": 0.030489856916572133, "buyHoldReturn": 0.06097971383314427, "sessionBenchmarkReturn": -0.027270381946698063, "excessSessionBenchmark": -0.003255185279585567, "cashReturn": 0.0, "excessReturn": -0.061015424142855774, "excessBuyHold": -0.09150528105942794, "maxDrawdown": -0.030525567226283634, "trades": 5, "sessionEntries": 4, "sessionExits": 4, "fees": 220.3686675645732, "costRate": 0.005, "finalEquity": 9694.744327737164, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 25 } }, "failedGates": [ "no_unexplained_price_discontinuities", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 2 short-interval price jumps and 1 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "rivian-automotive-robinhood-tokenized-stock", "address": "0xb1bf26c1d20ff267a4f93550d1e0d06ac40a114b", "symbol": "RIVN", "name": "Rivian Automotive \u2022 Robinhood Token", "rank": 48, "scope": "official_registry", "volume24hUsd": 250049.86000000002, "liquidityUsd": 597107.41, "source": "defillama_coingecko", "coverage": { "rows": 1225, "days": 65.08300925925926, "ratio": 0.7050578910963515, "maxGapHours": 111.18694444444445, "uniquePrices": 735 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 1, "adjacentJumpCount": 1, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.3432027884766735, "issues": [ { "type": "adjacent_jump", "timestamp": 1786723310, "price": 21.022017837698396, "previousTimestamp": 1786719700, "previousPrice": 15.650665720802643, "return": 0.3432027884766735, "gapSeconds": 3610 } ], "unchanged24hRuns": [ { "start": 1784116804, "end": 1785171590, "price": 14.048072953018934, "rows": 112 }, { "start": 1785317392, "end": 1785538926, "price": 14.308892963923757, "rows": 42 }, { "start": 1785563929, "end": 1785711554, "price": 15.34, "rows": 42 }, { "start": 1786150737, "end": 1786319893, "price": 16.134999999999998, "rows": 48 }, { "start": 1788562774, "end": 1788825595, "price": 15.715, "rows": 72 }, { "start": 1789171304, "end": 1789340402, "price": 17.525, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1783731527, "end": 1786539675, "rows": 451 }, "validation": { "start": 1786543230, "end": 1787947310, "rows": 386 }, "test": { "start": 1787950910, "end": 1789354699, "rows": 388 } }, "splitCoverage": { "train": { "rows": 451, "days": 32.50171296296296, "ratio": 0.5044548800248102, "maxGapHours": 111.18694444444445, "uniquePrices": 171 }, "validation": { "rows": 386, "days": 16.250925925925927, "ratio": 0.9666969765855876, "maxGapHours": 6.126944444444445, "uniquePrices": 377 }, "test": { "rows": 388, "days": 16.247557870370372, "ratio": 0.8441163033105986, "maxGapHours": 2.7133333333333334, "uniquePrices": 222 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s200-l2-r0", "selectedConfig": { "spacing": 0.02, "levels": 2, "recenterHours": 0, "mode": "allhours" }, "metrics": { "train": { "rows": 451, "start": 1783731527, "end": 1786539675, "durationDays": 32.50171296296296, "netReturn": 0.07168539844341093, "benchmarkReturn": 0.08440604045683076, "buyHoldReturn": 0.1688120809136615, "sessionBenchmarkReturn": 0.08440604045683076, "excessSessionBenchmark": -0.01272064201341982, "cashReturn": 0.0, "excessReturn": -0.01272064201341982, "excessBuyHold": -0.09712668247025068, "maxDrawdown": -0.05529087018298673, "trades": 5, "sessionEntries": 0, "sessionExits": 0, "fees": 41.68883121293215, "costRate": 0.002, "finalEquity": 10716.853984434108, "skippedGaps": 31, "rejectedOrders": 0, "eligibleRows": 451 }, "validation": { "rows": 386, "start": 1786543230, "end": 1787947310, "durationDays": 16.250925925925927, "netReturn": 0.03722307064950803, "benchmarkReturn": -0.006263670534854882, "buyHoldReturn": -0.01252734106970943, "sessionBenchmarkReturn": -0.006263670534854882, "excessSessionBenchmark": 0.04348674118436283, "cashReturn": 0.0, "excessReturn": 0.04348674118436283, "excessBuyHold": 0.04975041171921748, "maxDrawdown": -0.09535504590624866, "trades": 22, "sessionEntries": 0, "sessionExits": 0, "fees": 130.30182916518703, "costRate": 0.002, "finalEquity": 10372.23070649508, "skippedGaps": 1, "rejectedOrders": 0, "eligibleRows": 386 }, "test": { "rows": 388, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": 0.05581298407346247, "benchmarkReturn": -0.0008445960247907003, "buyHoldReturn": -0.0016891920495816226, "sessionBenchmarkReturn": -0.0008445960247907003, "excessSessionBenchmark": 0.056657580098253314, "cashReturn": 0.0, "excessReturn": 0.056657580098253314, "excessBuyHold": 0.05750217612304423, "maxDrawdown": -0.11976102568591962, "trades": 26, "sessionEntries": 0, "sessionExits": 0, "fees": 151.65401881074476, "costRate": 0.002, "finalEquity": 10558.129840734626, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 388 }, "testStress": { "rows": 388, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": 0.03282985758721613, "benchmarkReturn": -0.003830600295871456, "buyHoldReturn": -0.0076612005917428005, "sessionBenchmarkReturn": -0.003830600295871456, "excessSessionBenchmark": 0.03666045788308747, "cashReturn": 0.0, "excessReturn": 0.03666045788308747, "excessBuyHold": 0.040491058178958886, "maxDrawdown": -0.12220795876431856, "trades": 26, "sessionEntries": 0, "sessionExits": 0, "fees": 377.39992086400514, "costRate": 0.005, "finalEquity": 10328.29857587216, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 388 } }, "failedGates": [ "no_unexplained_price_discontinuities", "all_splits_at_least_70pct_hourly_coverage", "at_least_60pct_development_weeks_positive_net_and_excess_stress" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": true, "test_positive_net_base_and_stress": true, "test_beats_matched_and_full_buyhold_base_and_stress": true, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": true, "neighbor_parameter_stability": true }, "warnings": [ "Unreliable modeled P&L: 1 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "ishares-silver-trust-robinhood-tokenized-stock", "address": "0x411efb0e7f985935daec3d4c3ebaea0d0ad7d89f", "symbol": "SLV", "name": "iShares Silver Trust \u2022 Robinhood Token", "rank": 49, "scope": "official_registry", "volume24hUsd": 241877.77, "liquidityUsd": 943259.89, "source": "defillama_coingecko", "coverage": { "rows": 1596, "days": 79.96059027777778, "ratio": 0.7838320533491894, "maxGapHours": 84.99722222222222, "uniquePrices": 1356 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.04717707900572565, "issues": [], "unchanged24hRuns": [ { "start": 1783025722, "end": 1783284006, "price": 55.04, "rows": 19 }, { "start": 1783731464, "end": 1783889406, "price": 54.1649, "rows": 13 }, { "start": 1783936808, "end": 1784156339, "price": 52.93615, "rows": 62 }, { "start": 1788566309, "end": 1788825595, "price": 60.370000000000005, "rows": 71 }, { "start": 1789171304, "end": 1789340402, "price": 57.305, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1782446104, "end": 1785898948, "rows": 639 }, "validation": { "start": 1785902500, "end": 1787626910, "rows": 480 }, "test": { "start": 1787630500, "end": 1789354699, "rows": 477 } }, "splitCoverage": { "train": { "rows": 639, "days": 39.96347222222222, "ratio": 0.6311689123272357, "maxGapHours": 84.99722222222222, "uniquePrices": 531 }, "validation": { "rows": 480, "days": 19.958449074074075, "ratio": 0.9999942129964525, "maxGapHours": 1.0166666666666666, "uniquePrices": 480 }, "test": { "rows": 477, "days": 19.956006944444443, "ratio": 0.8730182156605022, "maxGapHours": 2.7133333333333334, "uniquePrices": 345 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s400-l2-r72", "selectedConfig": { "spacing": 0.04, "levels": 2, "recenterHours": 72, "mode": "allhours" }, "metrics": { "train": { "rows": 639, "start": 1782446104, "end": 1785898948, "durationDays": 39.96347222222222, "netReturn": 0.0701979774928787, "benchmarkReturn": 0.03604038520648256, "buyHoldReturn": 0.07208077041296468, "sessionBenchmarkReturn": 0.03604038520648256, "excessSessionBenchmark": 0.03415759228639618, "cashReturn": 0.0, "excessReturn": 0.03415759228639618, "excessBuyHold": -0.0018827929200861035, "maxDrawdown": -0.057954978538610535, "trades": 8, "sessionEntries": 0, "sessionExits": 0, "fees": 61.487453618951996, "costRate": 0.002, "finalEquity": 10701.979774928786, "skippedGaps": 81, "rejectedOrders": 0, "eligibleRows": 639 }, "validation": { "rows": 480, "start": 1785902500, "end": 1787626910, "durationDays": 19.958449074074075, "netReturn": 0.05117277433914613, "benchmarkReturn": 0.05467846819139566, "buyHoldReturn": 0.10935693638279109, "sessionBenchmarkReturn": 0.05467846819139566, "excessSessionBenchmark": -0.003505693852249351, "cashReturn": 0.0, "excessReturn": -0.003505693852249351, "excessBuyHold": -0.05818416204364476, "maxDrawdown": -0.01852124728255833, "trades": 4, "sessionEntries": 0, "sessionExits": 0, "fees": 30.945293208501752, "costRate": 0.002, "finalEquity": 10511.727743391462, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 480 }, "test": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": -0.03250532641997672, "benchmarkReturn": -0.03152830283815766, "buyHoldReturn": -0.06305660567631532, "sessionBenchmarkReturn": -0.03152830283815766, "excessSessionBenchmark": -0.0009770235818190485, "cashReturn": 0.0, "excessReturn": -0.0009770235818190485, "excessBuyHold": 0.030551279256338604, "maxDrawdown": -0.06288142753138637, "trades": 2, "sessionEntries": 0, "sessionExits": 0, "fees": 38.45703790171783, "costRate": 0.002, "finalEquity": 9674.946735800233, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 477 }, "testStress": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": -0.03816412788033452, "benchmarkReturn": -0.03433075369307259, "buyHoldReturn": -0.06866150738614507, "sessionBenchmarkReturn": -0.03433075369307259, "excessSessionBenchmark": -0.00383337418726187, "cashReturn": 0.0, "excessReturn": -0.00383337418726187, "excessBuyHold": 0.03049737950581057, "maxDrawdown": -0.0641972726096458, "trades": 2, "sessionEntries": 0, "sessionExits": 0, "fees": 95.91063728227482, "costRate": 0.005, "finalEquity": 9618.358721196655, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 477 } }, "failedGates": [ "all_splits_at_least_70pct_hourly_coverage", "test_minimum_5_grid_fills", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "bloom-energy-robinhood-tokenized-stock", "address": "0x822cc93ffd030293e9842c30bbd678f530701867", "symbol": "BE", "name": "Bloom Energy \u2022 Robinhood Token", "rank": 50, "scope": "official_registry", "volume24hUsd": 199805.19999999998, "liquidityUsd": 519020.66000000003, "source": "defillama_coingecko", "coverage": { "rows": 1220, "days": 51.32255787037037, "ratio": 0.9361249734951618, "maxGapHours": 6.222222222222222, "uniquePrices": 1088 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 2, "adjacentJumpCount": 2, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.56846754113996, "issues": [ { "type": "adjacent_jump", "timestamp": 1784948406, "price": 108.51313739968046, "previousTimestamp": 1784944784, "previousPrice": 174.97297414484703, "return": -0.3798291540163765, "gapSeconds": 3622 }, { "type": "adjacent_jump", "timestamp": 1784951983, "price": 170.19933379865944, "previousTimestamp": 1784948406, "previousPrice": 108.51313739968046, "return": 0.56846754113996, "gapSeconds": 3577 } ], "unchanged24hRuns": [ { "start": 1788569899, "end": 1788825595, "price": 268.57, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 270.625, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1784920430, "end": 1787137310, "rows": 612 }, "validation": { "start": 1787140910, "end": 1788246110, "rows": 303 }, "test": { "start": 1788249710, "end": 1789354699, "rows": 305 } }, "splitCoverage": { "train": { "rows": 612, "days": 25.658333333333335, "ratio": 0.9792477302204929, "maxGapHours": 6.222222222222222, "uniquePrices": 597 }, "validation": { "rows": 303, "days": 12.791666666666666, "ratio": 0.9837662337662337, "maxGapHours": 5.997222222222222, "uniquePrices": 303 }, "test": { "rows": 305, "days": 12.789224537037038, "ratio": 0.8021006883524914, "maxGapHours": 2.7133333333333334, "uniquePrices": 188 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s400-l4-r24", "selectedConfig": { "spacing": 0.04, "levels": 4, "recenterHours": 24, "mode": "allhours" }, "metrics": { "train": { "rows": 612, "start": 1784920430, "end": 1787137310, "durationDays": 25.658333333333335, "netReturn": 0.20027346558376347, "benchmarkReturn": 0.07946246464726392, "buyHoldReturn": 0.15892492929452806, "sessionBenchmarkReturn": 0.07946246464726392, "excessSessionBenchmark": 0.12081100093649966, "cashReturn": 0.0, "excessReturn": 0.12081100093649966, "excessBuyHold": 0.041348536289235564, "maxDrawdown": -0.280978658544483, "trades": 29, "sessionEntries": 0, "sessionExits": 0, "fees": 100.4208635671103, "costRate": 0.002, "finalEquity": 12002.734655837636, "skippedGaps": 1, "rejectedOrders": 0, "eligibleRows": 612 }, "validation": { "rows": 303, "start": 1787140910, "end": 1788246110, "durationDays": 12.791666666666666, "netReturn": 0.01085285664099378, "benchmarkReturn": -0.0026520268728461582, "buyHoldReturn": -0.0053040537456923165, "sessionBenchmarkReturn": -0.0026520268728461582, "excessSessionBenchmark": 0.013504883513839923, "cashReturn": 0.0, "excessReturn": 0.013504883513839923, "excessBuyHold": 0.016156910386686103, "maxDrawdown": -0.03905644180536516, "trades": 7, "sessionEntries": 0, "sessionExits": 0, "fees": 35.03840121353601, "costRate": 0.002, "finalEquity": 10108.528566409937, "skippedGaps": 1, "rejectedOrders": 0, "eligibleRows": 303 }, "test": { "rows": 305, "start": 1788249710, "end": 1789354699, "durationDays": 12.789224537037038, "netReturn": 0.09592097138007016, "benchmarkReturn": 0.1342375064756245, "buyHoldReturn": 0.268475012951249, "sessionBenchmarkReturn": 0.1342375064756245, "excessSessionBenchmark": -0.038316535095554355, "cashReturn": 0.0, "excessReturn": -0.038316535095554355, "excessBuyHold": -0.17255404157117882, "maxDrawdown": -0.018411247899395855, "trades": 6, "sessionEntries": 0, "sessionExits": 0, "fees": 27.180453968829656, "costRate": 0.002, "finalEquity": 10959.209713800701, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 305 }, "testStress": { "rows": 305, "start": 1788249710, "end": 1789354699, "durationDays": 12.789224537037038, "netReturn": 0.09151045958950554, "benchmarkReturn": 0.1304434257381757, "buyHoldReturn": 0.2608868514763516, "sessionBenchmarkReturn": 0.1304434257381757, "excessSessionBenchmark": -0.03893296614867013, "cashReturn": 0.0, "excessReturn": -0.03893296614867013, "excessBuyHold": -0.1693763918868459, "maxDrawdown": -0.018384107991144427, "trades": 6, "sessionEntries": 0, "sessionExits": 0, "fees": 67.74222869682028, "costRate": 0.005, "finalEquity": 10915.104595895056, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 305 } }, "failedGates": [ "no_unexplained_price_discontinuities", "test_beats_session_matched_hold_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": true, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": true, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Unreliable modeled P&L: 2 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "red-cat-holdings-inc-robinhood-token", "address": "0xfde6b5d9bb419b10c23268c74e369abff39c0460", "symbol": "RCAT", "name": "Red Cat \u2022 Robinhood Token", "rank": 51, "scope": "official_registry", "volume24hUsd": 193406.19, "liquidityUsd": 315671.23, "source": "defillama_coingecko", "coverage": { "rows": 725, "days": 31.40392361111111, "ratio": 0.8811516364796778, "maxGapHours": 24.466666666666665, "uniquePrices": 549 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 5, "adjacentJumpCount": 4, "reversingSpikeCount": 1, "maxAbsAdjacentReturn": 0.694902962356309, "issues": [ { "type": "adjacent_jump", "timestamp": 1788296510, "price": 14.644444896442055, "previousTimestamp": 1788292910, "previousPrice": 8.64028515006126, "return": 0.694902962356309, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788300110, "price": 8.519710252654939, "previousTimestamp": 1788296510, "previousPrice": 14.644444896442055, "return": -0.4182292116292611, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1789171304, "price": 11.365, "previousTimestamp": 1789167498, "previousPrice": 7.98, "return": 0.4241854636591478, "gapSeconds": 3806 }, { "type": "adjacent_jump", "timestamp": 1789344030, "price": 7.965, "previousTimestamp": 1789340402, "previousPrice": 11.365, "return": -0.29916410030796303, "gapSeconds": 3628 }, { "type": "reversing_spike", "timestamp": 1788296510, "price": 14.644444896442055, "previousTimestamp": 1788292910, "previousPrice": 8.64028515006126, "nextTimestamp": 1788300110, "nextPrice": 8.519710252654939 } ], "unchanged24hRuns": [ { "start": 1788569899, "end": 1788825595, "price": 8.375, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 11.365, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1786641400, "end": 1787997700, "rows": 352 }, "validation": { "start": 1788001300, "end": 1788676298, "rows": 188 }, "test": { "start": 1788682478, "end": 1789354699, "rows": 185 } }, "splitCoverage": { "train": { "rows": 352, "days": 15.697916666666666, "ratio": 0.9291859695565851, "maxGapHours": 24.466666666666665, "uniquePrices": 352 }, "validation": { "rows": 188, "days": 7.8124768518518515, "ratio": 0.8912493110796083, "maxGapHours": 2.4833333333333334, "uniquePrices": 143 }, "test": { "rows": 185, "days": 7.7803356481481485, "ratio": 0.7777207278258592, "maxGapHours": 2.7133333333333334, "uniquePrices": 74 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "regular-s100-l8-r72", "selectedConfig": { "spacing": 0.01, "levels": 8, "recenterHours": 72, "mode": "regular" }, "metrics": { "train": { "rows": 352, "start": 1786641400, "end": 1787997700, "durationDays": 15.697916666666666, "netReturn": -0.07634459253968107, "benchmarkReturn": -0.4625275258454443, "buyHoldReturn": -0.9250550516908886, "sessionBenchmarkReturn": -0.0725073465030317, "excessSessionBenchmark": -0.0038372460366494126, "cashReturn": 0.0, "excessReturn": 0.38618293330576325, "excessBuyHold": 0.8487104591512076, "maxDrawdown": -0.08211698020494673, "trades": 13, "sessionEntries": 11, "sessionExits": 12, "fees": 256.95238512933844, "costRate": 0.002, "finalEquity": 9236.55407460319, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 69 }, "validation": { "rows": 188, "start": 1788001300, "end": 1788676298, "durationDays": 7.8124768518518515, "netReturn": 0.005442313487386885, "benchmarkReturn": -0.010276973774341558, "buyHoldReturn": -0.020553947548683005, "sessionBenchmarkReturn": 0.003461289543104762, "excessSessionBenchmark": 0.0019810239442820603, "cashReturn": 0.0, "excessReturn": 0.01571928726172846, "excessBuyHold": 0.025996261036069883, "maxDrawdown": -0.02284628814574463, "trades": 10, "sessionEntries": 5, "sessionExits": 5, "fees": 115.47060082222634, "costRate": 0.002, "finalEquity": 10054.423134873869, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 32 }, "test": { "rows": 185, "start": 1788682478, "end": 1789354699, "durationDays": 7.7803356481481485, "netReturn": -0.05495571234898344, "benchmarkReturn": -0.030538326332409826, "buyHoldReturn": -0.06107665266481965, "sessionBenchmarkReturn": -0.04995616807075709, "excessSessionBenchmark": -0.0049995442782263125, "cashReturn": 0.0, "excessReturn": -0.02441738601657362, "excessBuyHold": 0.006120940315836197, "maxDrawdown": -0.05495571234898344, "trades": 9, "sessionEntries": 4, "sessionExits": 4, "fees": 96.76100601684827, "costRate": 0.002, "finalEquity": 9450.442876510166, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 25 }, "testStress": { "rows": 185, "start": 1788682478, "end": 1789354699, "durationDays": 7.7803356481481485, "netReturn": -0.06887204873378472, "benchmarkReturn": -0.03334669933912515, "buyHoldReturn": -0.06669339867825042, "sessionBenchmarkReturn": -0.06112648291058653, "excessSessionBenchmark": -0.007745565823198194, "cashReturn": 0.0, "excessReturn": -0.0355253493946595, "excessBuyHold": -0.0021786500555343083, "maxDrawdown": -0.06887204873378472, "trades": 9, "sessionEntries": 4, "sessionExits": 4, "fees": 239.93667089677987, "costRate": 0.005, "finalEquity": 9311.279512662153, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 25 } }, "failedGates": [ "no_unexplained_price_discontinuities", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 4 short-interval price jumps and 1 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "figma-inc-robinhood-token", "address": "0x41f4267525a8aff329540ef24fd83d9044758b33", "symbol": "FIG", "name": "Figma \u2022 Robinhood Token", "rank": 52, "scope": "official_registry", "volume24hUsd": 190798.22, "liquidityUsd": 395237.41, "source": "defillama_coingecko", "coverage": { "rows": 671, "days": 31.487141203703704, "ratio": 0.7625301522821023, "maxGapHours": 29.0, "uniquePrices": 465 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.2288621189148563, "issues": [], "unchanged24hRuns": [ { "start": 1787440503, "end": 1787529562, "price": 25.35, "rows": 26 }, { "start": 1787961635, "end": 1788058721, "price": 29.25, "rows": 28 }, { "start": 1788569899, "end": 1788825595, "price": 24.439999999999998, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 22.82, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1786634210, "end": 1787993910, "rows": 301 }, "validation": { "start": 1787997561, "end": 1788674335, "rows": 184 }, "test": { "start": 1788676298, "end": 1789354699, "rows": 186 } }, "splitCoverage": { "train": { "rows": 301, "days": 15.737268518518519, "ratio": 0.7156165187412895, "maxGapHours": 29.0, "uniquePrices": 261 }, "validation": { "rows": 184, "days": 7.833032407407408, "ratio": 0.8413019897879696, "maxGapHours": 6.364722222222222, "uniquePrices": 125 }, "test": { "rows": 186, "days": 7.851863425925926, "ratio": 0.7759519414194407, "maxGapHours": 2.7133333333333334, "uniquePrices": 86 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "closedweeknight-s200-l2-r72", "selectedConfig": { "spacing": 0.02, "levels": 2, "recenterHours": 72, "mode": "closedweeknight" }, "metrics": { "train": { "rows": 301, "start": 1786634210, "end": 1787993910, "durationDays": 15.737268518518519, "netReturn": -0.025187775990642702, "benchmarkReturn": 0.10964083880862852, "buyHoldReturn": 0.2192816776172568, "sessionBenchmarkReturn": -0.02171852322838619, "excessSessionBenchmark": -0.003469252762256474, "cashReturn": 0.0, "excessReturn": -0.13482861479927125, "excessBuyHold": -0.2444694536078996, "maxDrawdown": -0.06389154186566237, "trades": 5, "sessionEntries": 9, "sessionExits": 9, "fees": 207.1136536712917, "costRate": 0.002, "finalEquity": 9748.122240093573, "skippedGaps": 4, "rejectedOrders": 0, "eligibleRows": 138 }, "validation": { "rows": 184, "start": 1787997561, "end": 1788674335, "durationDays": 7.833032407407408, "netReturn": -0.03487397273468995, "benchmarkReturn": -0.08388999778221329, "buyHoldReturn": -0.1677799955644267, "sessionBenchmarkReturn": -0.03911808709367326, "excessSessionBenchmark": 0.004244114358983279, "cashReturn": 0.0, "excessReturn": 0.049016025047523365, "excessBuyHold": 0.13290602282973668, "maxDrawdown": -0.06492945704912623, "trades": 6, "sessionEntries": 4, "sessionExits": 4, "fees": 108.84170084381334, "costRate": 0.002, "finalEquity": 9651.2602726531, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 70 }, "test": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.0024085799823378995, "benchmarkReturn": -0.02491967782928406, "buyHoldReturn": -0.04983935565856823, "sessionBenchmarkReturn": -0.0024085799823376774, "excessSessionBenchmark": -1.8189894035458566e-16, "cashReturn": 0.0, "excessReturn": 0.022511097846946177, "excessBuyHold": 0.047430775676230406, "maxDrawdown": -0.029700354979133037, "trades": 0, "sessionEntries": 3, "sessionExits": 3, "fees": 59.4325605414132, "costRate": 0.002, "finalEquity": 9975.914200176621, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 52 }, "testStress": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.011325817418170292, "benchmarkReturn": -0.027761662228953377, "buyHoldReturn": -0.05552332445790675, "sessionBenchmarkReturn": -0.011325817418170292, "excessSessionBenchmark": 0.0, "cashReturn": 0.0, "excessReturn": 0.016435844810783057, "excessBuyHold": 0.04419750703973641, "maxDrawdown": -0.03543305960038212, "trades": 0, "sessionEntries": 3, "sessionExits": 3, "fees": 147.6975718280866, "costRate": 0.005, "finalEquity": 9886.741825818297, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 52 } }, "failedGates": [ "test_minimum_5_grid_fills", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": true, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "boeing-robinhood-tokenized-stock", "address": "0x4d21483a44bf67a86b77e3da301411880797d452", "symbol": "BA", "name": "Boeing \u2022 Robinhood Token", "rank": 53, "scope": "official_registry", "volume24hUsd": 177582.49, "liquidityUsd": 369565.83, "source": "defillama_coingecko", "coverage": { "rows": 1403, "days": 65.08366898148148, "ratio": 0.7715891135131351, "maxGapHours": 14.15, "uniquePrices": 891 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 4, "adjacentJumpCount": 3, "reversingSpikeCount": 1, "maxAbsAdjacentReturn": 2.886304816728877, "issues": [ { "type": "adjacent_jump", "timestamp": 1788199300, "price": 806.9293079934556, "previousTimestamp": 1788195710, "previousPrice": 207.63407556709672, "return": 2.886304816728877, "gapSeconds": 3590 }, { "type": "adjacent_jump", "timestamp": 1788202910, "price": 207.38819963756615, "previousTimestamp": 1788199300, "previousPrice": 806.9293079934556, "return": -0.7429908697290146, "gapSeconds": 3610 }, { "type": "adjacent_jump", "timestamp": 1788210110, "price": 260.87822187677756, "previousTimestamp": 1788206510, "previousPrice": 207.4125491384375, "return": 0.25777453177461496, "gapSeconds": 3600 }, { "type": "reversing_spike", "timestamp": 1788199300, "price": 806.9293079934556, "previousTimestamp": 1788195710, "previousPrice": 207.63407556709672, "nextTimestamp": 1788202910, "nextPrice": 207.38819963756615 } ], "unchanged24hRuns": [ { "start": 1784373309, "end": 1784466914, "price": 214.25, "rows": 27 }, { "start": 1784750323, "end": 1784850178, "price": 206.0248697297703, "rows": 26 }, { "start": 1785017618, "end": 1785107752, "price": 210.14499999999998, "rows": 26 }, { "start": 1785783776, "end": 1785898934, "price": 217.15435231135743, "rows": 33 }, { "start": 1786150737, "end": 1786319893, "price": 233.625, "rows": 48 }, { "start": 1787371092, "end": 1787529562, "price": 214.45, "rows": 45 }, { "start": 1787961635, "end": 1788130747, "price": 210.485, "rows": 48 }, { "start": 1788569899, "end": 1788825595, "price": 210.74, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 210.625, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1783731470, "end": 1786539710, "rows": 660 }, "validation": { "start": 1786543310, "end": 1787947183, "rows": 355 }, "test": { "start": 1787950775, "end": 1789354699, "rows": 388 } }, "splitCoverage": { "train": { "rows": 660, "days": 32.50277777777778, "ratio": 0.7630590645271423, "maxGapHours": 14.15, "uniquePrices": 412 }, "validation": { "rows": 355, "days": 16.248530092592592, "ratio": 0.7571015571879531, "maxGapHours": 6.960277777777778, "uniquePrices": 285 }, "test": { "rows": 388, "days": 16.24912037037037, "ratio": 0.8031124158451295, "maxGapHours": 2.7133333333333334, "uniquePrices": 213 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "closedweeknight-s50-l8-r72", "selectedConfig": { "spacing": 0.005, "levels": 8, "recenterHours": 72, "mode": "closedweeknight" }, "metrics": { "train": { "rows": 660, "start": 1783731470, "end": 1786539710, "durationDays": 32.50277777777778, "netReturn": 0.017559982169983668, "benchmarkReturn": 0.04622300201112406, "buyHoldReturn": 0.09244600402224834, "sessionBenchmarkReturn": 0.02253484008923734, "excessSessionBenchmark": -0.0049748579192537366, "cashReturn": 0.0, "excessReturn": -0.028663019841140523, "excessBuyHold": -0.07488602185226464, "maxDrawdown": -0.02429182327303403, "trades": 14, "sessionEntries": 18, "sessionExits": 17, "fees": 374.85237755195755, "costRate": 0.002, "finalEquity": 10175.599821699836, "skippedGaps": 10, "rejectedOrders": 0, "eligibleRows": 261 }, "validation": { "rows": 355, "start": 1786543310, "end": 1787947183, "durationDays": 16.248530092592592, "netReturn": -0.042622281374387616, "benchmarkReturn": -0.052482289618108524, "buyHoldReturn": -0.10496457923621694, "sessionBenchmarkReturn": -0.04201371834625356, "excessSessionBenchmark": -0.0006085630281340855, "cashReturn": 0.0, "excessReturn": 0.00986000824372095, "excessBuyHold": 0.06234229786182932, "maxDrawdown": -0.042622281374387616, "trades": 4, "sessionEntries": 10, "sessionExits": 10, "fees": 197.19739553965186, "costRate": 0.002, "finalEquity": 9573.777186256124, "skippedGaps": 1, "rejectedOrders": 0, "eligibleRows": 156 }, "test": { "rows": 388, "start": 1787950775, "end": 1789354699, "durationDays": 16.24912037037037, "netReturn": 0.0005740334986403806, "benchmarkReturn": 0.0017738665376287877, "buyHoldReturn": 0.0035477330752573533, "sessionBenchmarkReturn": 0.005828043283071516, "excessSessionBenchmark": -0.005254009784431218, "cashReturn": 0.0, "excessReturn": -0.001199833038988436, "excessBuyHold": -0.0029736995766170365, "maxDrawdown": -0.1095498258462424, "trades": 23, "sessionEntries": 7, "sessionExits": 7, "fees": 168.1783581455046, "costRate": 0.002, "finalEquity": 10005.740334986403, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 122 }, "testStress": { "rows": 388, "start": 1787950775, "end": 1789354699, "durationDays": 16.24912037037037, "netReturn": -0.024264943644463743, "benchmarkReturn": -0.0012278016736452235, "buyHoldReturn": -0.002455603347290558, "sessionBenchmarkReturn": -0.015059610432730186, "excessSessionBenchmark": -0.009205333211733523, "cashReturn": 0.0, "excessReturn": -0.023037141970818447, "excessBuyHold": -0.021809340297173185, "maxDrawdown": -0.12688911093154454, "trades": 23, "sessionEntries": 7, "sessionExits": 7, "fees": 414.8611394974818, "costRate": 0.005, "finalEquity": 9757.350563555363, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 122 } }, "failedGates": [ "no_unexplained_price_discontinuities", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 3 short-interval price jumps and 1 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "johnson-johnson-robinhood-token", "address": "0x03dfbbe0ac4e7bcdafd08ed41a400326b77d8c80", "symbol": "JNJ", "name": "Johnson & Johnson \u2022 Robinhood Token", "rank": 54, "scope": "official_registry", "volume24hUsd": 150880.65, "liquidityUsd": 453272.02, "source": "defillama_coingecko", "coverage": { "rows": 695, "days": 31.19559027777778, "ratio": 0.7949908462673112, "maxGapHours": 6.983888888888889, "uniquePrices": 514 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 4, "adjacentJumpCount": 4, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.446442792911653, "issues": [ { "type": "adjacent_jump", "timestamp": 1788210120, "price": 158.8608730425078, "previousTimestamp": 1788206510, "previousPrice": 283.466228483395, "return": -0.43957742729196536, "gapSeconds": 3610 }, { "type": "adjacent_jump", "timestamp": 1788213710, "price": 229.7831648879885, "previousTimestamp": 1788210120, "previousPrice": 158.8608730425078, "return": 0.446442792911653, "gapSeconds": 3590 }, { "type": "adjacent_jump", "timestamp": 1788238910, "price": 370.13923049389507, "previousTimestamp": 1788235310, "previousPrice": 261.3742682479009, "return": 0.4161272759368795, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788242510, "price": 276.19123814917197, "previousTimestamp": 1788238910, "previousPrice": 370.13923049389507, "return": -0.2538179814643361, "gapSeconds": 3600 } ], "unchanged24hRuns": [ { "start": 1787408127, "end": 1787529562, "price": 287.8, "rows": 35 }, { "start": 1788569899, "end": 1788825595, "price": 266.4, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 247.355, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1786659400, "end": 1788004860, "rows": 329 }, "validation": { "start": 1788008500, "end": 1788676298, "rows": 181 }, "test": { "start": 1788682478, "end": 1789354699, "rows": 185 } }, "splitCoverage": { "train": { "rows": 329, "days": 15.572453703703705, "ratio": 0.7738721776644478, "maxGapHours": 6.983888888888889, "uniquePrices": 272 }, "validation": { "rows": 181, "days": 7.729143518518518, "ratio": 0.8579114027745094, "maxGapHours": 5.527777777777778, "uniquePrices": 150 }, "test": { "rows": 185, "days": 7.7803356481481485, "ratio": 0.7777207278258592, "maxGapHours": 2.7133333333333334, "uniquePrices": 94 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s200-l2-r24", "selectedConfig": { "spacing": 0.02, "levels": 2, "recenterHours": 24, "mode": "allhours" }, "metrics": { "train": { "rows": 329, "start": 1786659400, "end": 1788004860, "durationDays": 15.572453703703705, "netReturn": 0.026669236777670857, "benchmarkReturn": 0.013171274848576386, "buyHoldReturn": 0.02634254969715233, "sessionBenchmarkReturn": 0.013171274848576386, "excessSessionBenchmark": 0.013497961929094526, "cashReturn": 0.0, "excessReturn": 0.013497961929094526, "excessBuyHold": 0.0003266870805184226, "maxDrawdown": -0.07332872549434233, "trades": 12, "sessionEntries": 0, "sessionExits": 0, "fees": 81.63639921038026, "costRate": 0.002, "finalEquity": 10266.692367776708, "skippedGaps": 10, "rejectedOrders": 1, "eligibleRows": 329 }, "validation": { "rows": 181, "start": 1788008500, "end": 1788676298, "durationDays": 7.729143518518518, "netReturn": 0.018320096374786488, "benchmarkReturn": -0.011628393116669966, "buyHoldReturn": -0.023256786233339932, "sessionBenchmarkReturn": -0.011628393116669966, "excessSessionBenchmark": 0.02994848949145635, "cashReturn": 0.0, "excessReturn": 0.02994848949145635, "excessBuyHold": 0.04157688260812629, "maxDrawdown": -0.12950369265350392, "trades": 13, "sessionEntries": 0, "sessionExits": 0, "fees": 80.08026500364255, "costRate": 0.002, "finalEquity": 10183.200963747864, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 181 }, "test": { "rows": 185, "start": 1788682478, "end": 1789354699, "durationDays": 7.7803356481481485, "netReturn": -0.0052031971413425415, "benchmarkReturn": 0.0005089670508833244, "buyHoldReturn": 0.0010179341017664267, "sessionBenchmarkReturn": 0.0005089670508833244, "excessSessionBenchmark": -0.005712164192225828, "cashReturn": 0.0, "excessReturn": -0.005712164192225828, "excessBuyHold": -0.0062211312431090845, "maxDrawdown": -0.03743515263373742, "trades": 3, "sessionEntries": 0, "sessionExits": 0, "fees": 29.748580894199094, "costRate": 0.002, "finalEquity": 9947.968028586574, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 185 }, "testStress": { "rows": 185, "start": 1788682478, "end": 1789354699, "durationDays": 7.7803356481481485, "netReturn": -0.00962825354773178, "benchmarkReturn": -0.00248513438811937, "buyHoldReturn": -0.004970268776238629, "sessionBenchmarkReturn": -0.00248513438811937, "excessSessionBenchmark": -0.007143119159612433, "cashReturn": 0.0, "excessReturn": -0.007143119159612433, "excessBuyHold": -0.004657984771493102, "maxDrawdown": -0.038110704356390634, "trades": 3, "sessionEntries": 0, "sessionExits": 0, "fees": 74.16802126641691, "costRate": 0.005, "finalEquity": 9903.717464522682, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 185 } }, "failedGates": [ "no_unexplained_price_discontinuities", "test_minimum_5_grid_fills", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": true, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Unreliable modeled P&L: 4 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "ishares-msci-india-etf-robinhood-token", "address": "0xacef2e09adb47ad6abebad9ff06689e60615c2b6", "symbol": "INDA", "name": "iShares MSCI India ETF \u2022 Robinhood Token", "rank": 55, "scope": "official_registry", "volume24hUsd": 129756.83, "liquidityUsd": 237199.24000000002, "source": "defillama_coingecko", "coverage": { "rows": 719, "days": 31.19559027777778, "ratio": 0.7736488101259069, "maxGapHours": 8.296666666666667, "uniquePrices": 339 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.16798381047716093, "issues": [], "unchanged24hRuns": [ { "start": 1787360386, "end": 1787529562, "price": 49.705, "rows": 48 }, { "start": 1787961635, "end": 1788130747, "price": 49.525000000000006, "rows": 48 }, { "start": 1788566309, "end": 1788825595, "price": 49.83, "rows": 71 }, { "start": 1789167498, "end": 1789340402, "price": 48.540000000000006, "rows": 49 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1786659400, "end": 1788004864, "rows": 352 }, "validation": { "start": 1788008395, "end": 1788676298, "rows": 182 }, "test": { "start": 1788682478, "end": 1789354699, "rows": 185 } }, "splitCoverage": { "train": { "rows": 352, "days": 15.5725, "ratio": 0.7658643326039387, "maxGapHours": 8.296666666666667, "uniquePrices": 206 }, "validation": { "rows": 182, "days": 7.730358796296296, "ratio": 0.7934439607864745, "maxGapHours": 6.169444444444444, "uniquePrices": 90 }, "test": { "rows": 185, "days": 7.7803356481481485, "ratio": 0.7777207278258592, "maxGapHours": 2.7133333333333334, "uniquePrices": 79 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s400-l2-r24", "selectedConfig": { "spacing": 0.04, "levels": 2, "recenterHours": 24, "mode": "allhours" }, "metrics": { "train": { "rows": 352, "start": 1786659400, "end": 1788004864, "durationDays": 15.5725, "netReturn": 0.0351667748664215, "benchmarkReturn": -0.0078122937276049464, "buyHoldReturn": -0.015624587455209782, "sessionBenchmarkReturn": -0.0078122937276049464, "excessSessionBenchmark": 0.04297906859402647, "cashReturn": 0.0, "excessReturn": 0.04297906859402647, "excessBuyHold": 0.05079136232163128, "maxDrawdown": -0.040574265771311846, "trades": 8, "sessionEntries": 0, "sessionExits": 0, "fees": 69.91056409049197, "costRate": 0.002, "finalEquity": 10351.667748664215, "skippedGaps": 4, "rejectedOrders": 0, "eligibleRows": 352 }, "validation": { "rows": 182, "start": 1788008395, "end": 1788676298, "durationDays": 7.730358796296296, "netReturn": 0.03723127337952947, "benchmarkReturn": 0.0010709524917855706, "buyHoldReturn": 0.0021419049835713633, "sessionBenchmarkReturn": 0.0010709524917855706, "excessSessionBenchmark": 0.03616032088774373, "cashReturn": 0.0, "excessReturn": 0.03616032088774373, "excessBuyHold": 0.03508936839595808, "maxDrawdown": -0.11251251969330156, "trades": 7, "sessionEntries": 0, "sessionExits": 0, "fees": 60.44993960385787, "costRate": 0.002, "finalEquity": 10372.312733795294, "skippedGaps": 1, "rejectedOrders": 0, "eligibleRows": 182 }, "test": { "rows": 185, "start": 1788682478, "end": 1789354699, "durationDays": 7.7803356481481485, "netReturn": 0.0019154516778845387, "benchmarkReturn": -0.015587929098655917, "buyHoldReturn": -0.031175858197311945, "sessionBenchmarkReturn": -0.015587929098655917, "excessSessionBenchmark": 0.017503380776540508, "cashReturn": 0.0, "excessReturn": 0.017503380776540508, "excessBuyHold": 0.03309130987519657, "maxDrawdown": -0.03133207435639129, "trades": 4, "sessionEntries": 0, "sessionExits": 0, "fees": 39.56904229983566, "costRate": 0.002, "finalEquity": 10019.154516778846, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 185 }, "testStress": { "rows": 185, "start": 1788682478, "end": 1789354699, "durationDays": 7.7803356481481485, "netReturn": -0.003996867714557983, "benchmarkReturn": -0.01848573707820511, "buyHoldReturn": -0.03697147415641011, "sessionBenchmarkReturn": -0.01848573707820511, "excessSessionBenchmark": 0.014488869363647064, "cashReturn": 0.0, "excessReturn": 0.014488869363647064, "excessBuyHold": 0.03297460644185212, "maxDrawdown": -0.033449600567667215, "trades": 4, "sessionEntries": 0, "sessionExits": 0, "fees": 98.66509285172884, "costRate": 0.005, "finalEquity": 9960.03132285442, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 185 } }, "failedGates": [ "test_minimum_5_grid_fills", "test_positive_net_base_and_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": true, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": true, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": true, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "blackberry-limited-robinhood-token", "address": "0x48e39e56acdba37b09020c0b734a613c9a2f100a", "symbol": "BB", "name": "Blackberry \u2022 Robinhood Token", "rank": 56, "scope": "official_registry", "volume24hUsd": 106292.19, "liquidityUsd": 366302.31, "source": "defillama_coingecko", "coverage": { "rows": 729, "days": 31.445474537037036, "ratio": 0.886605312500804, "maxGapHours": 7.0, "uniquePrices": 528 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.0492601595061557, "issues": [], "unchanged24hRuns": [ { "start": 1788569899, "end": 1788825595, "price": 7.795, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 7.720000000000001, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1786637810, "end": 1787994110, "rows": 354 }, "validation": { "start": 1787997700, "end": 1788674335, "rows": 189 }, "test": { "start": 1788676298, "end": 1789354699, "rows": 186 } }, "splitCoverage": { "train": { "rows": 354, "days": 15.697916666666666, "ratio": 0.9344804765056254, "maxGapHours": 7.0, "uniquePrices": 354 }, "validation": { "rows": 189, "days": 7.831423611111111, "ratio": 0.899689078039207, "maxGapHours": 1.4955555555555555, "uniquePrices": 133 }, "test": { "rows": 186, "days": 7.851863425925926, "ratio": 0.7759519414194407, "maxGapHours": 2.7133333333333334, "uniquePrices": 60 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s50-l4-r0", "selectedConfig": { "spacing": 0.005, "levels": 4, "recenterHours": 0, "mode": "allhours" }, "metrics": { "train": { "rows": 354, "start": 1786637810, "end": 1787994110, "durationDays": 15.697916666666666, "netReturn": -0.001981832806750017, "benchmarkReturn": -0.017651897659036297, "buyHoldReturn": -0.035303795318072484, "sessionBenchmarkReturn": -0.017651897659036297, "excessSessionBenchmark": 0.015670064852286305, "cashReturn": 0.0, "excessReturn": 0.015670064852286305, "excessBuyHold": 0.03332196251132245, "maxDrawdown": -0.10434861050528477, "trades": 36, "sessionEntries": 0, "sessionExits": 0, "fees": 114.24435796554619, "costRate": 0.002, "finalEquity": 9980.1816719325, "skippedGaps": 6, "rejectedOrders": 0, "eligibleRows": 354 }, "validation": { "rows": 189, "start": 1787997700, "end": 1788674335, "durationDays": 7.831423611111111, "netReturn": -0.018971566820898067, "benchmarkReturn": -0.045622461375672385, "buyHoldReturn": -0.09124492275134488, "sessionBenchmarkReturn": -0.045622461375672385, "excessSessionBenchmark": 0.026650894554774276, "cashReturn": 0.0, "excessReturn": 0.026650894554774276, "excessBuyHold": 0.07227335593044681, "maxDrawdown": -0.028479775503061355, "trades": 10, "sessionEntries": 0, "sessionExits": 0, "fees": 39.791368980682236, "costRate": 0.002, "finalEquity": 9810.28433179102, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 189 }, "test": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.0264658196729477, "benchmarkReturn": -0.015092969929288325, "buyHoldReturn": -0.03018593985857665, "sessionBenchmarkReturn": -0.015092969929288325, "excessSessionBenchmark": -0.01137284974365939, "cashReturn": 0.0, "excessReturn": -0.01137284974365939, "excessBuyHold": 0.003720120185628912, "maxDrawdown": -0.04670948696004906, "trades": 19, "sessionEntries": 0, "sessionExits": 0, "fees": 74.35729464179309, "costRate": 0.002, "finalEquity": 9735.341803270523, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 186 }, "testStress": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.03620031731939011, "benchmarkReturn": -0.017993738810756943, "buyHoldReturn": -0.035987477621514, "sessionBenchmarkReturn": -0.017993738810756943, "excessSessionBenchmark": -0.018206578508633175, "cashReturn": 0.0, "excessReturn": -0.018206578508633175, "excessBuyHold": -0.00021283969787618844, "maxDrawdown": -0.05044472244597353, "trades": 14, "sessionEntries": 0, "sessionExits": 0, "fees": 160.44719758737529, "costRate": 0.005, "finalEquity": 9637.996826806098, "skippedGaps": 2, "rejectedOrders": 5, "eligibleRows": 186 } }, "failedGates": [ "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "snowflake-inc-robinhood-token", "address": "0xba0cab75495255d0cb58e22b648bfed4ecd1f47e", "symbol": "SNOW", "name": "Snowflake \u2022 Robinhood Token", "rank": 57, "scope": "official_registry", "volume24hUsd": 102691.81999999999, "liquidityUsd": 414980.62, "source": "defillama_coingecko", "coverage": { "rows": 656, "days": 31.445474537037036, "ratio": 0.7648624934708429, "maxGapHours": 51.333333333333336, "uniquePrices": 519 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 2, "adjacentJumpCount": 2, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.6699696477719013, "issues": [ { "type": "adjacent_jump", "timestamp": 1788202910, "price": 556.4384785449997, "previousTimestamp": 1788199300, "previousPrice": 333.2027496951267, "return": 0.6699696477719013, "gapSeconds": 3610 }, { "type": "adjacent_jump", "timestamp": 1788210120, "price": 311.09774579218225, "previousTimestamp": 1788206510, "previousPrice": 556.5227667102396, "return": -0.4409972701904591, "gapSeconds": 3610 } ], "unchanged24hRuns": [ { "start": 1788569899, "end": 1788825595, "price": 339.77, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 329.82, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1786637810, "end": 1787994110, "rows": 286 }, "validation": { "start": 1787997700, "end": 1788674335, "rows": 184 }, "test": { "start": 1788676298, "end": 1789354699, "rows": 186 } }, "splitCoverage": { "train": { "rows": 286, "days": 15.697916666666666, "ratio": 0.7068166776968895, "maxGapHours": 51.333333333333336, "uniquePrices": 271 }, "validation": { "rows": 184, "days": 7.831423611111111, "ratio": 0.8679353458731173, "maxGapHours": 6.2058333333333335, "uniquePrices": 152 }, "test": { "rows": 186, "days": 7.851863425925926, "ratio": 0.7759519414194407, "maxGapHours": 2.7133333333333334, "uniquePrices": 98 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "regular-s100-l8-r72", "selectedConfig": { "spacing": 0.01, "levels": 8, "recenterHours": 72, "mode": "regular" }, "metrics": { "train": { "rows": 286, "start": 1786637810, "end": 1787994110, "durationDays": 15.697916666666666, "netReturn": -0.02714261494572856, "benchmarkReturn": -0.011301672831023124, "buyHoldReturn": -0.02260334566204636, "sessionBenchmarkReturn": -0.024188705052479054, "excessSessionBenchmark": -0.0029539098932495106, "cashReturn": 0.0, "excessReturn": -0.015840942114705468, "excessBuyHold": -0.004539269283682188, "maxDrawdown": -0.04396006829526977, "trades": 10, "sessionEntries": 11, "sessionExits": 12, "fees": 250.7116205007684, "costRate": 0.002, "finalEquity": 9728.573850542714, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 67 }, "validation": { "rows": 184, "start": 1787997700, "end": 1788674335, "durationDays": 7.831423611111111, "netReturn": 0.30101754680549475, "benchmarkReturn": 0.014501540145039238, "buyHoldReturn": 0.02900308029007892, "sessionBenchmarkReturn": 0.3717357340333569, "excessSessionBenchmark": -0.0707181872278621, "cashReturn": 0.0, "excessReturn": 0.2865160066604554, "excessBuyHold": 0.27201446651541594, "maxDrawdown": -0.049345813836868424, "trades": 13, "sessionEntries": 5, "sessionExits": 5, "fees": 161.0986140411746, "costRate": 0.002, "finalEquity": 13010.175468054947, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 32 }, "test": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.035723465605783766, "benchmarkReturn": -0.01849256427252044, "buyHoldReturn": -0.03698512854504066, "sessionBenchmarkReturn": -0.03343835104583681, "excessSessionBenchmark": -0.002285114559946851, "cashReturn": 0.0, "excessReturn": -0.01723090133326332, "excessBuyHold": 0.0012616629392568938, "maxDrawdown": -0.044815263847509335, "trades": 7, "sessionEntries": 4, "sessionExits": 4, "fees": 93.10502280041264, "costRate": 0.002, "finalEquity": 9642.765343942163, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 25 }, "testStress": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.04924901652092917, "benchmarkReturn": -0.02137299639483936, "buyHoldReturn": -0.042745992789678944, "sessionBenchmarkReturn": -0.04485272417500652, "excessSessionBenchmark": -0.004396292345922666, "cashReturn": 0.0, "excessReturn": -0.027876020126089862, "excessBuyHold": -0.0065030237312503235, "maxDrawdown": -0.05485749345415125, "trades": 7, "sessionEntries": 4, "sessionExits": 4, "fees": 230.9108449159535, "costRate": 0.005, "finalEquity": 9507.509834790708, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 25 } }, "failedGates": [ "no_unexplained_price_discontinuities", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Unreliable modeled P&L: 2 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "cloudflare-inc-robinhood-token", "address": "0x116f00968269b7bfbad4109ce591d6e74c0601d4", "symbol": "NET", "name": "Cloudflare, Inc. Class A common stock \u2022 Robinhood Token", "rank": 58, "scope": "official_registry", "volume24hUsd": 85438.72, "liquidityUsd": 496797.54000000004, "source": "defillama_coingecko", "coverage": { "rows": 715, "days": 31.445474537037036, "ratio": 0.8363202350753853, "maxGapHours": 6.451666666666667, "uniquePrices": 542 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 3, "adjacentJumpCount": 2, "reversingSpikeCount": 1, "maxAbsAdjacentReturn": 2.5147769397628412, "issues": [ { "type": "adjacent_jump", "timestamp": 1788062500, "price": 1158.6917344927722, "previousTimestamp": 1788058910, "previousPrice": 329.6629499825257, "return": 2.5147769397628412, "gapSeconds": 3590 }, { "type": "adjacent_jump", "timestamp": 1788066110, "price": 316.0326193182047, "previousTimestamp": 1788062500, "previousPrice": 1158.6917344927722, "return": -0.7272504757647634, "gapSeconds": 3610 }, { "type": "reversing_spike", "timestamp": 1788062500, "price": 1158.6917344927722, "previousTimestamp": 1788058910, "previousPrice": 329.6629499825257, "nextTimestamp": 1788066110, "nextPrice": 316.0326193182047 } ], "unchanged24hRuns": [ { "start": 1787389128, "end": 1787522342, "price": 291.675, "rows": 38 }, { "start": 1788569899, "end": 1788825595, "price": 281.2, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 310.12, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1786637810, "end": 1787994110, "rows": 340 }, "validation": { "start": 1787997700, "end": 1788674335, "rows": 189 }, "test": { "start": 1788676298, "end": 1789354699, "rows": 186 } }, "splitCoverage": { "train": { "rows": 340, "days": 15.697916666666666, "ratio": 0.8338848444738584, "maxGapHours": 6.451666666666667, "uniquePrices": 286 }, "validation": { "rows": 189, "days": 7.831423611111111, "ratio": 0.899689078039207, "maxGapHours": 1.4955555555555555, "uniquePrices": 160 }, "test": { "rows": 186, "days": 7.851863425925926, "ratio": 0.7759519414194407, "maxGapHours": 2.7133333333333334, "uniquePrices": 97 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "closed_all-s400-l2-r72", "selectedConfig": { "spacing": 0.04, "levels": 2, "recenterHours": 72, "mode": "closed_all" }, "metrics": { "train": { "rows": 340, "start": 1786637810, "end": 1787994110, "durationDays": 15.697916666666666, "netReturn": 0.002455823262034862, "benchmarkReturn": -0.027925841121894668, "buyHoldReturn": -0.05585168224378956, "sessionBenchmarkReturn": -0.045027910933771675, "excessSessionBenchmark": 0.04748373419580639, "cashReturn": 0.0, "excessReturn": 0.030381664383929457, "excessBuyHold": 0.058307505505824336, "maxDrawdown": -0.06868692100853935, "trades": 9, "sessionEntries": 12, "sessionExits": 11, "fees": 271.8257309682595, "costRate": 0.002, "finalEquity": 10024.558232620348, "skippedGaps": 7, "rejectedOrders": 0, "eligibleRows": 270 }, "validation": { "rows": 189, "start": 1787997700, "end": 1788674335, "durationDays": 7.831423611111111, "netReturn": 0.04216715034932572, "benchmarkReturn": -0.04756481395030909, "buyHoldReturn": -0.0951296279006183, "sessionBenchmarkReturn": -0.0021019840161192738, "excessSessionBenchmark": 0.04426913436544492, "cashReturn": 0.0, "excessReturn": 0.08973196429963481, "excessBuyHold": 0.13729677824994396, "maxDrawdown": -0.03137834826781183, "trades": 6, "sessionEntries": 5, "sessionExits": 5, "fees": 155.9318434689976, "costRate": 0.002, "finalEquity": 10421.671503493257, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 157 }, "test": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": 0.025157496486483577, "benchmarkReturn": 0.042721633546562554, "buyHoldReturn": 0.08544326709312511, "sessionBenchmarkReturn": 0.025157496486483577, "excessSessionBenchmark": 0.0, "cashReturn": 0.0, "excessReturn": -0.017564137060078974, "excessBuyHold": -0.060285770606641566, "maxDrawdown": -0.010659290458850057, "trades": 0, "sessionEntries": 4, "sessionExits": 4, "fees": 102.05297496344585, "costRate": 0.002, "finalEquity": 10251.574964864836, "skippedGaps": 1, "rejectedOrders": 0, "eligibleRows": 161 }, "testStress": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": 0.009843400099601718, "benchmarkReturn": 0.039475011146260286, "buyHoldReturn": 0.07895002229252057, "sessionBenchmarkReturn": 0.009843400099601718, "excessSessionBenchmark": 0.0, "cashReturn": 0.0, "excessReturn": -0.02963161104665851, "excessBuyHold": -0.0691066221929188, "maxDrawdown": -0.01162333424262929, "trades": 0, "sessionEntries": 4, "sessionExits": 4, "fees": 252.8340194138541, "costRate": 0.005, "finalEquity": 10098.434000996018, "skippedGaps": 1, "rejectedOrders": 0, "eligibleRows": 161 } }, "failedGates": [ "no_unexplained_price_discontinuities", "test_minimum_5_grid_fills", "test_beats_session_matched_hold_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": true, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": true, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Unreliable modeled P&L: 2 short-interval price jumps and 1 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "shopify-robinhood-tokenized-stock", "address": "0xf53f66751b1eff985311b693531e3290f600c410", "symbol": "SHOP", "name": "Shopify \u2022 Robinhood Token", "rank": 59, "scope": "official_registry", "volume24hUsd": 66758.2, "liquidityUsd": 416729.0, "source": "defillama_coingecko", "coverage": { "rows": 1387, "days": 65.08369212962963, "ratio": 0.8029386345529126, "maxGapHours": 14.148888888888889, "uniquePrices": 1075 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.16507032993857162, "issues": [], "unchanged24hRuns": [ { "start": 1788566309, "end": 1788825595, "price": 144.72500000000002, "rows": 71 }, { "start": 1789171304, "end": 1789340402, "price": 127.99000000000001, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1783731468, "end": 1786539710, "rows": 647 }, "validation": { "start": 1786543310, "end": 1787947310, "rows": 359 }, "test": { "start": 1787950910, "end": 1789354699, "rows": 381 } }, "splitCoverage": { "train": { "rows": 647, "days": 32.502800925925925, "ratio": 0.7604979227140074, "maxGapHours": 14.148888888888889, "uniquePrices": 498 }, "validation": { "rows": 359, "days": 16.25, "ratio": 0.8772378516624041, "maxGapHours": 6.208611111111111, "uniquePrices": 338 }, "test": { "rows": 381, "days": 16.247557870370372, "ratio": 0.813421165008395, "maxGapHours": 6.206111111111111, "uniquePrices": 240 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s400-l4-r72", "selectedConfig": { "spacing": 0.04, "levels": 4, "recenterHours": 72, "mode": "allhours" }, "metrics": { "train": { "rows": 647, "start": 1783731468, "end": 1786539710, "durationDays": 32.502800925925925, "netReturn": 0.2231262502572109, "benchmarkReturn": 0.1631394798090482, "buyHoldReturn": 0.3262789596180964, "sessionBenchmarkReturn": 0.1631394798090482, "excessSessionBenchmark": 0.05998677044816286, "cashReturn": 0.0, "excessReturn": 0.05998677044816286, "excessBuyHold": -0.10315270936088546, "maxDrawdown": -0.16494687240061312, "trades": 18, "sessionEntries": 0, "sessionExits": 0, "fees": 82.65464670033828, "costRate": 0.002, "finalEquity": 12231.26250257211, "skippedGaps": 29, "rejectedOrders": 7, "eligibleRows": 647 }, "validation": { "rows": 359, "start": 1786543310, "end": 1787947310, "durationDays": 16.25, "netReturn": 0.03380343863622737, "benchmarkReturn": 0.013544974475998117, "buyHoldReturn": 0.027089948951996012, "sessionBenchmarkReturn": 0.013544974475998117, "excessSessionBenchmark": 0.020258464160229233, "cashReturn": 0.0, "excessReturn": 0.020258464160229233, "excessBuyHold": 0.006713489684231172, "maxDrawdown": -0.02431464243145176, "trades": 4, "sessionEntries": 0, "sessionExits": 0, "fees": 25.689805817433673, "costRate": 0.002, "finalEquity": 10338.034386362273, "skippedGaps": 9, "rejectedOrders": 0, "eligibleRows": 359 }, "test": { "rows": 381, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.07289541762327612, "benchmarkReturn": -0.08287306825788032, "buyHoldReturn": -0.16574613651576053, "sessionBenchmarkReturn": -0.08287306825788032, "excessSessionBenchmark": 0.009977650634604289, "cashReturn": 0.0, "excessReturn": 0.009977650634604289, "excessBuyHold": 0.09285071889248447, "maxDrawdown": -0.14560409338318336, "trades": 14, "sessionEntries": 0, "sessionExits": 0, "fees": 57.54617792784451, "costRate": 0.002, "finalEquity": 9271.04582376724, "skippedGaps": 4, "rejectedOrders": 0, "eligibleRows": 381 }, "testStress": { "rows": 381, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.0812227990248261, "benchmarkReturn": -0.08536836889941479, "buyHoldReturn": -0.17073673779882936, "sessionBenchmarkReturn": -0.08536836889941479, "excessSessionBenchmark": 0.004145569874588728, "cashReturn": 0.0, "excessReturn": 0.004145569874588728, "excessBuyHold": 0.08951393877400332, "maxDrawdown": -0.14954706852083177, "trades": 14, "sessionEntries": 0, "sessionExits": 0, "fees": 143.4386556778594, "costRate": 0.005, "finalEquity": 9187.77200975174, "skippedGaps": 4, "rejectedOrders": 0, "eligibleRows": 381 } }, "failedGates": [ "test_positive_net_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": true, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": true, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "usa-rare-earth-robinhood-tokenized-stock", "address": "0xd917b029c761d264c6a312bbbcda868658ef86a6", "symbol": "USAR", "name": "USA Rare Earth \u2022 Robinhood Token", "rank": 60, "scope": "official_registry", "volume24hUsd": 58001.39, "liquidityUsd": 399473.48, "source": "defillama_coingecko", "coverage": { "rows": 1508, "days": 68.09569444444445, "ratio": 0.8762935981035042, "maxGapHours": 12.999444444444444, "uniquePrices": 1157 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 5, "adjacentJumpCount": 5, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.6395689503802113, "issues": [ { "type": "adjacent_jump", "timestamp": 1784739536, "price": 29.78276998365654, "previousTimestamp": 1784735989, "previousPrice": 18.165, "return": 0.6395689503802113, "gapSeconds": 3547 }, { "type": "adjacent_jump", "timestamp": 1784743178, "price": 38.020168247199265, "previousTimestamp": 1784739536, "previousPrice": 29.78276998365654, "return": 0.2765826774360829, "gapSeconds": 3642 }, { "type": "adjacent_jump", "timestamp": 1784746729, "price": 21.268776860958127, "previousTimestamp": 1784743178, "previousPrice": 38.020168247199265, "return": -0.4405922477072447, "gapSeconds": 3551 }, { "type": "adjacent_jump", "timestamp": 1784818729, "price": 20.85345576270709, "previousTimestamp": 1784815174, "previousPrice": 15.352768012206663, "return": 0.35828638497806686, "gapSeconds": 3555 }, { "type": "adjacent_jump", "timestamp": 1784822386, "price": 15.270172685174915, "previousTimestamp": 1784818729, "previousPrice": 20.85345576270709, "return": -0.2677389848984618, "gapSeconds": 3657 } ], "unchanged24hRuns": [ { "start": 1783717135, "end": 1783889401, "price": 18.53505, "rows": 14 }, { "start": 1784041194, "end": 1784735989, "price": 18.165, "rows": 173 }, { "start": 1788569899, "end": 1788825595, "price": 16.47, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 15.09, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1783471231, "end": 1786410100, "rows": 693 }, "validation": { "start": 1786413700, "end": 1787882510, "rows": 409 }, "test": { "start": 1787886110, "end": 1789354699, "rows": 406 } }, "splitCoverage": { "train": { "rows": 693, "days": 34.0146875, "ratio": 0.8270605399751025, "maxGapHours": 12.999444444444444, "uniquePrices": 493 }, "validation": { "rows": 409, "days": 17.00011574074074, "ratio": 0.9999932084134174, "maxGapHours": 1.011111111111111, "uniquePrices": 409 }, "test": { "rows": 406, "days": 16.997557870370372, "ratio": 0.8509776937607876, "maxGapHours": 2.7133333333333334, "uniquePrices": 256 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s400-l4-r0", "selectedConfig": { "spacing": 0.04, "levels": 4, "recenterHours": 0, "mode": "allhours" }, "metrics": { "train": { "rows": 693, "start": 1783471231, "end": 1786410100, "durationDays": 34.0146875, "netReturn": 0.029848409317274394, "benchmarkReturn": -0.012239171118967884, "buyHoldReturn": -0.02447834223793577, "sessionBenchmarkReturn": -0.012239171118967884, "excessSessionBenchmark": 0.04208758043624221, "cashReturn": 0.0, "excessReturn": 0.04208758043624221, "excessBuyHold": 0.05432675155521011, "maxDrawdown": -0.33352438102187976, "trades": 14, "sessionEntries": 0, "sessionExits": 0, "fees": 49.75550417643897, "costRate": 0.002, "finalEquity": 10298.484093172743, "skippedGaps": 39, "rejectedOrders": 0, "eligibleRows": 693 }, "validation": { "rows": 409, "start": 1786413700, "end": 1787882510, "durationDays": 17.00011574074074, "netReturn": 0.06624161182507016, "benchmarkReturn": 0.05206176705051502, "buyHoldReturn": 0.10412353410103026, "sessionBenchmarkReturn": 0.05206176705051502, "excessSessionBenchmark": 0.014179844774555021, "cashReturn": 0.0, "excessReturn": 0.014179844774555021, "excessBuyHold": -0.037881922275960093, "maxDrawdown": -0.0375249272824455, "trades": 13, "sessionEntries": 0, "sessionExits": 0, "fees": 48.1948350003142, "costRate": 0.002, "finalEquity": 10662.416118250701, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 409 }, "test": { "rows": 406, "start": 1787886110, "end": 1789354699, "durationDays": 16.997557870370372, "netReturn": -0.15985180590922987, "benchmarkReturn": -0.10287228604219967, "buyHoldReturn": -0.2057445720843991, "sessionBenchmarkReturn": -0.10287228604219967, "excessSessionBenchmark": -0.05697951986703029, "cashReturn": 0.0, "excessReturn": -0.05697951986703029, "excessBuyHold": 0.045892766175169165, "maxDrawdown": -0.17188769659072245, "trades": 11, "sessionEntries": 0, "sessionExits": 0, "fees": 50.9157425561027, "costRate": 0.002, "finalEquity": 8401.4819409077, "skippedGaps": 2, "rejectedOrders": 2, "eligibleRows": 406 }, "testStress": { "rows": 406, "start": 1787886110, "end": 1789354699, "durationDays": 16.997557870370372, "netReturn": -0.16688112403498367, "benchmarkReturn": -0.10524794909342305, "buyHoldReturn": -0.2104958981868461, "sessionBenchmarkReturn": -0.10524794909342305, "excessSessionBenchmark": -0.06163317494156054, "cashReturn": 0.0, "excessReturn": -0.06163317494156054, "excessBuyHold": 0.043614774151862455, "maxDrawdown": -0.17634038259667972, "trades": 11, "sessionEntries": 0, "sessionExits": 0, "fees": 126.72629651637519, "costRate": 0.005, "finalEquity": 8331.188759650164, "skippedGaps": 2, "rejectedOrders": 2, "eligibleRows": 406 } }, "failedGates": [ "no_unexplained_price_discontinuities", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 5 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "nebius-group-robinhood-tokenized-stock", "address": "0x9d9c6684f596f66a64c030b93a886d51fd4d7931", "symbol": "NBIS", "name": "Nebius Group \u2022 Robinhood Token", "rank": 61, "scope": "official_registry", "volume24hUsd": 38584.67, "liquidityUsd": 186623.99, "source": "defillama_coingecko", "coverage": { "rows": 1472, "days": 79.92239583333334, "ratio": 0.6992724596335593, "maxGapHours": 84.82833333333333, "uniquePrices": 981 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 3, "adjacentJumpCount": 3, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.9531798526442399, "issues": [ { "type": "adjacent_jump", "timestamp": 1786320100, "price": 99.45514123966656, "previousTimestamp": 1786316424, "previousPrice": 190.2, "return": -0.47710230683666366, "gapSeconds": 3676 }, { "type": "adjacent_jump", "timestamp": 1788213710, "price": 397.3905302443834, "previousTimestamp": 1788210120, "previousPrice": 203.4582374512982, "return": 0.9531798526442399, "gapSeconds": 3590 }, { "type": "adjacent_jump", "timestamp": 1788220900, "price": 203.2235679837626, "previousTimestamp": 1788217310, "previousPrice": 397.55593165217795, "return": -0.4888176686505509, "gapSeconds": 3590 } ], "unchanged24hRuns": [ { "start": 1782506715, "end": 1782604824, "price": 239.73225, "rows": 8 }, { "start": 1783025716, "end": 1783284606, "price": 216.65815, "rows": 19 }, { "start": 1783717134, "end": 1783888828, "price": 219.2375, "rows": 14 }, { "start": 1785236331, "end": 1785895338, "price": 196.5027290765687, "rows": 142 }, { "start": 1786219151, "end": 1786316424, "price": 190.2, "rows": 28 }, { "start": 1786814141, "end": 1786924696, "price": 279.63, "rows": 32 }, { "start": 1787437771, "end": 1787529562, "price": 218.99, "rows": 27 }, { "start": 1788569899, "end": 1788825595, "price": 225.29, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 222.22, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1782449404, "end": 1785899800, "rows": 572 }, "validation": { "start": 1785902510, "end": 1787608780, "rows": 430 }, "test": { "start": 1787630445, "end": 1789354699, "rows": 470 } }, "splitCoverage": { "train": { "rows": 572, "days": 39.935138888888886, "ratio": 0.5638686321582306, "maxGapHours": 84.82833333333333, "uniquePrices": 293 }, "validation": { "rows": 430, "days": 19.74849537037037, "ratio": 0.8274313251884646, "maxGapHours": 7.002777777777778, "uniquePrices": 335 }, "test": { "rows": 470, "days": 19.95664351851852, "ratio": 0.8500718231980249, "maxGapHours": 6.256944444444445, "uniquePrices": 353 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s50-l4-r0", "selectedConfig": { "spacing": 0.005, "levels": 4, "recenterHours": 0, "mode": "allhours" }, "metrics": { "train": { "rows": 572, "start": 1782449404, "end": 1785899800, "durationDays": 39.935138888888886, "netReturn": -0.12235412092428521, "benchmarkReturn": -0.04928939009629463, "buyHoldReturn": -0.09857878019258937, "sessionBenchmarkReturn": -0.04928939009629463, "excessSessionBenchmark": -0.07306473082799057, "cashReturn": 0.0, "excessReturn": -0.07306473082799057, "excessBuyHold": -0.023775340731695904, "maxDrawdown": -0.23088701782690146, "trades": 13, "sessionEntries": 0, "sessionExits": 0, "fees": 45.15387702892615, "costRate": 0.002, "finalEquity": 8776.458790757148, "skippedGaps": 91, "rejectedOrders": 0, "eligibleRows": 572 }, "validation": { "rows": 430, "start": 1785902510, "end": 1787608780, "durationDays": 19.74849537037037, "netReturn": -0.004025792666727646, "benchmarkReturn": -0.04656087832392952, "buyHoldReturn": -0.09312175664785916, "sessionBenchmarkReturn": -0.04656087832392952, "excessSessionBenchmark": 0.042535085657201856, "cashReturn": 0.0, "excessReturn": 0.042535085657201856, "excessBuyHold": 0.08909596398113154, "maxDrawdown": -0.33567574016535984, "trades": 29, "sessionEntries": 0, "sessionExits": 0, "fees": 93.40605477057366, "costRate": 0.002, "finalEquity": 9959.742073332724, "skippedGaps": 10, "rejectedOrders": 0, "eligibleRows": 430 }, "test": { "rows": 470, "start": 1787630445, "end": 1789354699, "durationDays": 19.95664351851852, "netReturn": -0.029784181202668014, "benchmarkReturn": 0.0005925400428363758, "buyHoldReturn": 0.0011850800856727517, "sessionBenchmarkReturn": 0.0005925400428363758, "excessSessionBenchmark": -0.03037672124550445, "cashReturn": 0.0, "excessReturn": -0.03037672124550445, "excessBuyHold": -0.03096926128834075, "maxDrawdown": -0.15641722541471859, "trades": 32, "sessionEntries": 0, "sessionExits": 0, "fees": 101.24454716171508, "costRate": 0.002, "finalEquity": 9702.15818797332, "skippedGaps": 4, "rejectedOrders": 0, "eligibleRows": 470 }, "testStress": { "rows": 470, "start": 1787630445, "end": 1789354699, "durationDays": 19.95664351851852, "netReturn": -0.04459952025101033, "benchmarkReturn": -0.0024020613392879975, "buyHoldReturn": -0.004804122678575884, "sessionBenchmarkReturn": -0.0024020613392879975, "excessSessionBenchmark": -0.04219745891172224, "cashReturn": 0.0, "excessReturn": -0.04219745891172224, "excessBuyHold": -0.039795397572434374, "maxDrawdown": -0.16254117266494672, "trades": 32, "sessionEntries": 0, "sessionExits": 0, "fees": 251.6909464298322, "costRate": 0.005, "finalEquity": 9554.004797489897, "skippedGaps": 4, "rejectedOrders": 0, "eligibleRows": 470 } }, "failedGates": [ "no_unexplained_price_discontinuities", "all_splits_at_least_70pct_hourly_coverage", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 3 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias.", "Hourly data coverage below70%; session boundaries and fills may be poorly observed." ] }, { "coingeckoId": "whitefiber-inc-robinhood-token", "address": "0x9e7abd3c9139d14e4c86dce0e455aab7a0c2fb3e", "symbol": "WYFI", "name": "WhiteFiber, Inc. \u2022 Robinhood Token", "rank": 62, "scope": "official_registry", "volume24hUsd": 33388.19, "liquidityUsd": 174406.9, "source": "defillama_coingecko", "coverage": { "rows": 680, "days": 31.445474537037036, "ratio": 0.7688323680044286, "maxGapHours": 7.0, "uniquePrices": 449 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 16, "adjacentJumpCount": 15, "reversingSpikeCount": 1, "maxAbsAdjacentReturn": 21.44978519165025, "issues": [ { "type": "adjacent_jump", "timestamp": 1787086910, "price": 326.58084384214163, "previousTimestamp": 1787083300, "previousPrice": 27.260997404315102, "return": 10.979783387912565, "gapSeconds": 3610 }, { "type": "adjacent_jump", "timestamp": 1787115710, "price": 28.416649385919726, "previousTimestamp": 1787112110, "previousPrice": 326.55599696018515, "return": -0.9129807761901725, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788112910, "price": 81.25740144282857, "previousTimestamp": 1788109310, "previousPrice": 25.530539547367745, "return": 2.182753004184214, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788116510, "price": 408.20700783032913, "previousTimestamp": 1788112910, "previousPrice": 81.25740144282857, "return": 4.023628624372602, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788123710, "price": 117.71730988696217, "previousTimestamp": 1788120110, "previousPrice": 500.0987740307068, "return": -0.7646118806927247, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788127310, "price": 67.48065081070638, "previousTimestamp": 1788123710, "previousPrice": 117.71730988696217, "return": -0.4267567711536685, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788152520, "price": 69.00885408049365, "previousTimestamp": 1788148910, "previousPrice": 51.904603011489186, "return": 0.32953245139392373, "gapSeconds": 3610 }, { "type": "adjacent_jump", "timestamp": 1788166910, "price": 21.60598767546637, "previousTimestamp": 1788163310, "previousPrice": 52.21873847688776, "return": -0.5862407192194182, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788170510, "price": 28.159113157142137, "previousTimestamp": 1788166910, "previousPrice": 21.60598767546637, "return": 0.30330136164600563, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788177710, "price": 164.74257195497074, "previousTimestamp": 1788174120, "previousPrice": 27.3222070047594, "return": 5.029621689282764, "gapSeconds": 3590 }, { "type": "adjacent_jump", "timestamp": 1788184910, "price": 17.417204717637183, "previousTimestamp": 1788181300, "previousPrice": 164.7644261856677, "return": -0.8942902596097394, "gapSeconds": 3610 }, { "type": "adjacent_jump", "timestamp": 1788206510, "price": 410.5085839366395, "previousTimestamp": 1788202910, "previousPrice": 18.285635271437698, "return": 21.44978519165025, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788210120, "price": 19.673750779646625, "previousTimestamp": 1788206510, "previousPrice": 410.5085839366395, "return": -0.9520746908847022, "gapSeconds": 3610 }, { "type": "adjacent_jump", "timestamp": 1788242510, "price": 25.0578572104113, "previousTimestamp": 1788238910, "previousPrice": 19.61729258711824, "return": 0.2773351418974923, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788829193, "price": 19.740000000000002, "previousTimestamp": 1788825595, "previousPrice": 29.5, "return": -0.33084745762711854, "gapSeconds": 3598 }, { "type": "reversing_spike", "timestamp": 1788206510, "price": 410.5085839366395, "previousTimestamp": 1788202910, "previousPrice": 18.285635271437698, "nextTimestamp": 1788210120, "nextPrice": 19.673750779646625 } ], "unchanged24hRuns": [ { "start": 1786825729, "end": 1786924696, "price": 27.25, "rows": 29 }, { "start": 1788587967, "end": 1788825595, "price": 29.5, "rows": 65 }, { "start": 1789171304, "end": 1789340402, "price": 19.275, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1786637810, "end": 1787993910, "rows": 316 }, "validation": { "start": 1787997561, "end": 1788674335, "rows": 178 }, "test": { "start": 1788676298, "end": 1789354699, "rows": 186 } }, "splitCoverage": { "train": { "rows": 316, "days": 15.695601851851851, "ratio": 0.7333970728837244, "maxGapHours": 7.0, "uniquePrices": 242 }, "validation": { "rows": 178, "days": 7.833032407407408, "ratio": 0.8307195748220831, "maxGapHours": 6.522222222222222, "uniquePrices": 139 }, "test": { "rows": 186, "days": 7.851863425925926, "ratio": 0.7759519414194407, "maxGapHours": 2.7133333333333334, "uniquePrices": 81 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "regular-s200-l8-r72", "selectedConfig": { "spacing": 0.02, "levels": 8, "recenterHours": 72, "mode": "regular" }, "metrics": { "train": { "rows": 316, "start": 1786637810, "end": 1787993910, "durationDays": 15.695601851851851, "netReturn": -0.11298315259578817, "benchmarkReturn": -0.17646427351768756, "buyHoldReturn": -0.35292854703537535, "sessionBenchmarkReturn": -0.10794675999844039, "excessSessionBenchmark": -0.005036392597347731, "cashReturn": 0.0, "excessReturn": 0.06348112092189949, "excessBuyHold": 0.2399453944395872, "maxDrawdown": -0.11394782596395736, "trades": 7, "sessionEntries": 11, "sessionExits": 12, "fees": 240.63004764949903, "costRate": 0.002, "finalEquity": 8870.168474042119, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 64 }, "validation": { "rows": 178, "start": 1787997561, "end": 1788674335, "durationDays": 7.833032407407408, "netReturn": 10.215061636622629, "benchmarkReturn": 0.26516238356620114, "buyHoldReturn": 0.5303247671324021, "sessionBenchmarkReturn": 11.729968931878036, "excessSessionBenchmark": -1.5149072952554066, "cashReturn": 0.0, "excessReturn": 9.949899253056428, "excessBuyHold": 9.684736869490226, "maxDrawdown": -0.031129865830847536, "trades": 7, "sessionEntries": 5, "sessionExits": 5, "fees": 1118.0740973460886, "costRate": 0.002, "finalEquity": 112150.61636622628, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 32 }, "test": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.04317284445146363, "benchmarkReturn": -0.1849913731858317, "buyHoldReturn": -0.3699827463716634, "sessionBenchmarkReturn": -0.04134335947826895, "excessSessionBenchmark": -0.001829484973194667, "cashReturn": 0.0, "excessReturn": 0.1418185287343681, "excessBuyHold": 0.3268099019201998, "maxDrawdown": -0.04658711277338079, "trades": 4, "sessionEntries": 4, "sessionExits": 4, "fees": 84.66143780203859, "costRate": 0.002, "finalEquity": 9568.271555485364, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 25 }, "testStress": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.055510624852338486, "benchmarkReturn": -0.1868757905388313, "buyHoldReturn": -0.3737515810776625, "sessionBenchmarkReturn": -0.05264041333659408, "excessSessionBenchmark": -0.0028702115157444494, "cashReturn": 0.0, "excessReturn": 0.13136516568649276, "excessBuyHold": 0.31824095622532395, "maxDrawdown": -0.05746908564710096, "trades": 4, "sessionEntries": 4, "sessionExits": 4, "fees": 210.03934161030475, "costRate": 0.005, "finalEquity": 9444.893751476615, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 25 } }, "failedGates": [ "no_unexplained_price_discontinuities", "test_minimum_5_grid_fills", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": true, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Unreliable modeled P&L: 15 short-interval price jumps and 1 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "marvell-technology-robinhood-tokenized-stock", "address": "0x62fd0668e10d8b72339be2dcf7643001688ff13b", "symbol": "MRVL", "name": "Marvell Technology \u2022 Robinhood Token", "rank": 63, "scope": "official_registry", "volume24hUsd": 25575.51, "liquidityUsd": 154417.63, "source": "defillama_coingecko", "coverage": { "rows": 1446, "days": 65.08300925925926, "ratio": 0.8586095189213283, "maxGapHours": 27.386111111111113, "uniquePrices": 1217 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.18472793386004405, "issues": [], "unchanged24hRuns": [ { "start": 1786831237, "end": 1786924696, "price": 238.05, "rows": 27 }, { "start": 1788569899, "end": 1788825595, "price": 222.265, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 235.935, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1783731527, "end": 1786539710, "rows": 698 }, "validation": { "start": 1786543310, "end": 1787947310, "rows": 364 }, "test": { "start": 1787950910, "end": 1789354699, "rows": 384 } }, "splitCoverage": { "train": { "rows": 698, "days": 32.502118055555556, "ratio": 0.8578186865771648, "maxGapHours": 27.386111111111113, "uniquePrices": 639 }, "validation": { "rows": 364, "days": 16.25, "ratio": 0.8849104859335039, "maxGapHours": 6.5825, "uniquePrices": 314 }, "test": { "rows": 384, "days": 16.247557870370372, "ratio": 0.8338845905431974, "maxGapHours": 5.0055555555555555, "uniquePrices": 265 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s400-l2-r72", "selectedConfig": { "spacing": 0.04, "levels": 2, "recenterHours": 72, "mode": "allhours" }, "metrics": { "train": { "rows": 698, "start": 1783731527, "end": 1786539710, "durationDays": 32.502118055555556, "netReturn": -0.0866663867423656, "benchmarkReturn": -0.09429935274390733, "buyHoldReturn": -0.18859870548781477, "sessionBenchmarkReturn": -0.09429935274390733, "excessSessionBenchmark": 0.007632966001541718, "cashReturn": 0.0, "excessReturn": 0.007632966001541718, "excessBuyHold": 0.10193231874544909, "maxDrawdown": -0.2296890193020884, "trades": 18, "sessionEntries": 0, "sessionExits": 0, "fees": 95.75357667937273, "costRate": 0.002, "finalEquity": 9133.336132576344, "skippedGaps": 17, "rejectedOrders": 0, "eligibleRows": 698 }, "validation": { "rows": 364, "start": 1786543310, "end": 1787947310, "durationDays": 16.25, "netReturn": 0.013969786712394683, "benchmarkReturn": -0.010578726951325779, "buyHoldReturn": -0.021157453902651446, "sessionBenchmarkReturn": -0.010578726951325779, "excessSessionBenchmark": 0.024548513663720406, "cashReturn": 0.0, "excessReturn": 0.024548513663720406, "excessBuyHold": 0.035127240615046136, "maxDrawdown": -0.05799168823277556, "trades": 11, "sessionEntries": 0, "sessionExits": 0, "fees": 80.33842926757451, "costRate": 0.002, "finalEquity": 10139.697867123947, "skippedGaps": 7, "rejectedOrders": 1, "eligibleRows": 364 }, "test": { "rows": 384, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.0060511758168264596, "benchmarkReturn": 0.023542853851783008, "buyHoldReturn": 0.047085707703566015, "sessionBenchmarkReturn": 0.023542853851783008, "excessSessionBenchmark": -0.029594029668609436, "cashReturn": 0.0, "excessReturn": -0.029594029668609436, "excessBuyHold": -0.05313688352039244, "maxDrawdown": -0.039627003708359254, "trades": 5, "sessionEntries": 0, "sessionExits": 0, "fees": 39.38478824769354, "costRate": 0.002, "finalEquity": 9939.488241831736, "skippedGaps": 3, "rejectedOrders": 2, "eligibleRows": 384 }, "testStress": { "rows": 384, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.011929554315917135, "benchmarkReturn": 0.020410961088036084, "buyHoldReturn": 0.04082192217607217, "sessionBenchmarkReturn": 0.020410961088036084, "excessSessionBenchmark": -0.03234051540395321, "cashReturn": 0.0, "excessReturn": -0.03234051540395321, "excessBuyHold": -0.05275147649198916, "maxDrawdown": -0.04034815755451315, "trades": 5, "sessionEntries": 0, "sessionExits": 0, "fees": 98.12920922679903, "costRate": 0.005, "finalEquity": 9880.70445684083, "skippedGaps": 3, "rejectedOrders": 2, "eligibleRows": 384 } }, "failedGates": [ "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": true, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "asml-holding-nv-robinhood-tokenized-stock", "address": "0x47f93d52cbec7c6d2cfc080e154002370a60daea", "symbol": "ASML", "name": "ASML Holding NV \u2022 Robinhood Token", "rank": 64, "scope": "official_registry", "volume24hUsd": 23694.36, "liquidityUsd": 320512.41000000003, "source": "defillama_coingecko", "coverage": { "rows": 1563, "days": 79.91892361111111, "ratio": 0.7691288894485783, "maxGapHours": 84.83583333333333, "uniquePrices": 1401 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 3, "adjacentJumpCount": 3, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 1.9152258683798422, "issues": [ { "type": "adjacent_jump", "timestamp": 1788102110, "price": 4983.92574087123, "previousTimestamp": 1788098520, "previousPrice": 1709.6190710056653, "return": 1.9152258683798422, "gapSeconds": 3590 }, { "type": "adjacent_jump", "timestamp": 1788105720, "price": 3311.185307613178, "previousTimestamp": 1788102110, "previousPrice": 4983.92574087123, "return": -0.3356270779760141, "gapSeconds": 3610 }, { "type": "adjacent_jump", "timestamp": 1788109310, "price": 2169.9675187523617, "previousTimestamp": 1788105720, "previousPrice": 3311.185307613178, "return": -0.3446553674410471, "gapSeconds": 3590 } ], "unchanged24hRuns": [ { "start": 1782507311, "end": 1782604810, "price": 1789.71505, "rows": 8 }, { "start": 1783025714, "end": 1783284911, "price": 1774.4412, "rows": 19 }, { "start": 1783717075, "end": 1783889929, "price": 1797.58755, "rows": 14 }, { "start": 1788569899, "end": 1788825595, "price": 1706.935, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 1824.5, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1782449704, "end": 1785898976, "rows": 608 }, "validation": { "start": 1785902500, "end": 1787626910, "rows": 480 }, "test": { "start": 1787630500, "end": 1789354699, "rows": 475 } }, "splitCoverage": { "train": { "rows": 608, "days": 39.92212962962963, "ratio": 0.6067992094696821, "maxGapHours": 84.83583333333333, "uniquePrices": 562 }, "validation": { "rows": 480, "days": 19.958449074074075, "ratio": 0.9999942129964525, "maxGapHours": 1.0166666666666666, "uniquePrices": 480 }, "test": { "rows": 475, "days": 19.956006944444443, "ratio": 0.8626003371919998, "maxGapHours": 3.0444444444444443, "uniquePrices": 359 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s400-l2-r0", "selectedConfig": { "spacing": 0.04, "levels": 2, "recenterHours": 0, "mode": "allhours" }, "metrics": { "train": { "rows": 608, "start": 1782449704, "end": 1785898976, "durationDays": 39.92212962962963, "netReturn": -0.022580924630424715, "benchmarkReturn": -0.025483340908264984, "buyHoldReturn": -0.05096668181653008, "sessionBenchmarkReturn": -0.025483340908264984, "excessSessionBenchmark": 0.002902416277840348, "cashReturn": 0.0, "excessReturn": 0.002902416277840348, "excessBuyHold": 0.028385757186105365, "maxDrawdown": -0.1481375090191568, "trades": 8, "sessionEntries": 0, "sessionExits": 0, "fees": 58.7530155705723, "costRate": 0.002, "finalEquity": 9774.190753695753, "skippedGaps": 89, "rejectedOrders": 0, "eligibleRows": 608 }, "validation": { "rows": 480, "start": 1785902500, "end": 1787626910, "durationDays": 19.958449074074075, "netReturn": 0.043534656605767275, "benchmarkReturn": 0.007309193719433171, "buyHoldReturn": 0.014618387438866565, "sessionBenchmarkReturn": 0.007309193719433171, "excessSessionBenchmark": 0.03622546288633403, "cashReturn": 0.0, "excessReturn": 0.03622546288633403, "excessBuyHold": 0.028916269166900748, "maxDrawdown": -0.04371592024360982, "trades": 8, "sessionEntries": 0, "sessionExits": 0, "fees": 61.32847983229961, "costRate": 0.002, "finalEquity": 10435.346566057673, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 480 }, "test": { "rows": 475, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": 0.015343090477011767, "benchmarkReturn": -0.023401856303039148, "buyHoldReturn": -0.046803712606078296, "sessionBenchmarkReturn": -0.023401856303039148, "excessSessionBenchmark": 0.03874494678005085, "cashReturn": 0.0, "excessReturn": 0.03874494678005085, "excessBuyHold": 0.06214680308308998, "maxDrawdown": -0.496430743277099, "trades": 11, "sessionEntries": 0, "sessionExits": 0, "fees": 78.87067311284008, "costRate": 0.002, "finalEquity": 10153.430904770117, "skippedGaps": 3, "rejectedOrders": 0, "eligibleRows": 475 }, "testStress": { "rows": 475, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": 0.0034644703323767345, "benchmarkReturn": -0.02625292048332195, "buyHoldReturn": -0.05250584096664368, "sessionBenchmarkReturn": -0.02625292048332195, "excessSessionBenchmark": 0.02971739081569867, "cashReturn": 0.0, "excessReturn": 0.02971739081569867, "excessBuyHold": 0.055970311299020435, "maxDrawdown": -0.49792829658423576, "trades": 11, "sessionEntries": 0, "sessionExits": 0, "fees": 196.51847408022655, "costRate": 0.005, "finalEquity": 10034.644703323767, "skippedGaps": 3, "rejectedOrders": 0, "eligibleRows": 475 } }, "failedGates": [ "no_unexplained_price_discontinuities", "all_splits_at_least_70pct_hourly_coverage", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": true, "test_positive_net_base_and_stress": true, "test_beats_matched_and_full_buyhold_base_and_stress": true, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Unreliable modeled P&L: 3 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "penguin-solutions-robinhood-tokenized-stock", "address": "0x9b23573b156b52565012f5ce02cdf60afbaa70be", "symbol": "PENG", "name": "Penguin Solutions \u2022 Robinhood Token", "rank": 65, "scope": "official_registry", "volume24hUsd": 19547.47, "liquidityUsd": 200883.41, "source": "defillama_coingecko", "coverage": { "rows": 1313, "days": 65.08302083333334, "ratio": 0.7786345743821547, "maxGapHours": 138.01416666666665, "uniquePrices": 1153 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.2108314426216491, "issues": [], "unchanged24hRuns": [ { "start": 1788569899, "end": 1788825595, "price": 51.795, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 50.864999999999995, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1783731526, "end": 1786539710, "rows": 566 }, "validation": { "start": 1786543310, "end": 1787947310, "rows": 359 }, "test": { "start": 1787950910, "end": 1789354699, "rows": 388 } }, "splitCoverage": { "train": { "rows": 566, "days": 32.50212962962963, "ratio": 0.6888153570829053, "maxGapHours": 138.01416666666665, "uniquePrices": 534 }, "validation": { "rows": 359, "days": 16.25, "ratio": 0.8925831202046036, "maxGapHours": 6.950833333333334, "uniquePrices": 358 }, "test": { "rows": 388, "days": 16.247557870370372, "ratio": 0.8441163033105986, "maxGapHours": 2.7133333333333334, "uniquePrices": 263 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "closed_all-s200-l2-r24", "selectedConfig": { "spacing": 0.02, "levels": 2, "recenterHours": 24, "mode": "closed_all" }, "metrics": { "train": { "rows": 566, "start": 1783731526, "end": 1786539710, "durationDays": 32.50212962962963, "netReturn": 0.08781371343780164, "benchmarkReturn": -0.06399588322080596, "buyHoldReturn": -0.1279917664416118, "sessionBenchmarkReturn": 0.04278662022002799, "excessSessionBenchmark": 0.04502709321777384, "cashReturn": 0.0, "excessReturn": 0.15180959665860774, "excessBuyHold": 0.21580547987941354, "maxDrawdown": -0.1458256643610808, "trades": 19, "sessionEntries": 18, "sessionExits": 18, "fees": 500.58876228820395, "costRate": 0.002, "finalEquity": 10878.137134378017, "skippedGaps": 19, "rejectedOrders": 0, "eligibleRows": 445 }, "validation": { "rows": 359, "start": 1786543310, "end": 1787947310, "durationDays": 16.25, "netReturn": 0.10694256593894025, "benchmarkReturn": -0.04963734641936901, "buyHoldReturn": -0.09927469283873813, "sessionBenchmarkReturn": -0.01561670258550385, "excessSessionBenchmark": 0.12255926852444408, "cashReturn": 0.0, "excessReturn": 0.15657991235830923, "excessBuyHold": 0.2062172587776784, "maxDrawdown": -0.0485843435023956, "trades": 30, "sessionEntries": 13, "sessionExits": 10, "fees": 419.2675517170847, "costRate": 0.002, "finalEquity": 11069.425659389402, "skippedGaps": 7, "rejectedOrders": 2, "eligibleRows": 281 }, "test": { "rows": 388, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": 0.042157034124129966, "benchmarkReturn": 0.005342107808944174, "buyHoldReturn": 0.010684215617888349, "sessionBenchmarkReturn": -0.02364375214254011, "excessSessionBenchmark": 0.06580078626667, "cashReturn": 0.0, "excessReturn": 0.036814926315185584, "excessBuyHold": 0.03147281850624149, "maxDrawdown": -0.04116519153620868, "trades": 31, "sessionEntries": 9, "sessionExits": 7, "fees": 356.00218487693627, "costRate": 0.002, "finalEquity": 10421.570341241299, "skippedGaps": 1, "rejectedOrders": 2, "eligibleRows": 331 }, "testStress": { "rows": 388, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.009249124999356928, "benchmarkReturn": 0.0023190939734587523, "buyHoldReturn": 0.004638187946917505, "sessionBenchmarkReturn": -0.05238635077075082, "excessSessionBenchmark": 0.04313722577139397, "cashReturn": 0.0, "excessReturn": -0.011568218972815703, "excessBuyHold": -0.013887312946274323, "maxDrawdown": -0.061287183000461654, "trades": 31, "sessionEntries": 9, "sessionExits": 7, "fees": 867.9502630970838, "costRate": 0.005, "finalEquity": 9907.508750006431, "skippedGaps": 1, "rejectedOrders": 2, "eligibleRows": 331 } }, "failedGates": [ "all_splits_at_least_70pct_hourly_coverage", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": true, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": true, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "ishares-semiconductor-etf-robinhood-tokenized-stock", "address": "0x75742c18bc1f1c5c5f448f4c9d9c6f66dafaaa38", "symbol": "SOXX", "name": "iShares Semiconductor ETF \u2022 Robinhood Token", "rank": 66, "scope": "official_registry", "volume24hUsd": 18863.77, "liquidityUsd": 75929.28, "source": "defillama_coingecko", "coverage": { "rows": 1365, "days": 65.08296296296297, "ratio": 0.7524035112163856, "maxGapHours": 14.132777777777777, "uniquePrices": 888 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.08062881672600142, "issues": [], "unchanged24hRuns": [ { "start": 1784573993, "end": 1784847267, "price": 557.447997752064, "rows": 70 }, { "start": 1785319171, "end": 1785560093, "price": 568.2304646725034, "rows": 54 }, { "start": 1786788814, "end": 1786924696, "price": 549.97, "rows": 39 }, { "start": 1787360386, "end": 1787529562, "price": 519.5699999999999, "rows": 48 }, { "start": 1787990364, "end": 1788130747, "price": 508.55, "rows": 40 }, { "start": 1788569899, "end": 1788825595, "price": 520.135, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 530.9000000000001, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1783731531, "end": 1786539700, "rows": 637 }, "validation": { "start": 1786543310, "end": 1787947310, "rows": 345 }, "test": { "start": 1787950910, "end": 1789354699, "rows": 383 } }, "splitCoverage": { "train": { "rows": 637, "days": 32.50195601851852, "ratio": 0.7413126754011443, "maxGapHours": 14.132777777777777, "uniquePrices": 409 }, "validation": { "rows": 345, "days": 16.25, "ratio": 0.7289002557544757, "maxGapHours": 6.502222222222223, "uniquePrices": 260 }, "test": { "rows": 383, "days": 16.247557870370372, "ratio": 0.7980735958572932, "maxGapHours": 6.262222222222222, "uniquePrices": 223 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s50-l4-r72", "selectedConfig": { "spacing": 0.005, "levels": 4, "recenterHours": 72, "mode": "allhours" }, "metrics": { "train": { "rows": 637, "start": 1783731531, "end": 1786539700, "durationDays": 32.50195601851852, "netReturn": -0.06606233008322382, "benchmarkReturn": -0.051391838106041865, "buyHoldReturn": -0.10278367621208362, "sessionBenchmarkReturn": -0.051391838106041865, "excessSessionBenchmark": -0.014670491977181883, "cashReturn": 0.0, "excessReturn": -0.014670491977181883, "excessBuyHold": 0.03672134612885984, "maxDrawdown": -0.07834193605033046, "trades": 25, "sessionEntries": 0, "sessionExits": 0, "fees": 66.59218104485645, "costRate": 0.002, "finalEquity": 9339.376699167762, "skippedGaps": 34, "rejectedOrders": 2, "eligibleRows": 637 }, "validation": { "rows": 345, "start": 1786543310, "end": 1787947310, "durationDays": 16.25, "netReturn": -0.012678013730783477, "benchmarkReturn": -0.03215262078563208, "buyHoldReturn": -0.06430524157126416, "sessionBenchmarkReturn": -0.03215262078563208, "excessSessionBenchmark": 0.019474607054848637, "cashReturn": 0.0, "excessReturn": 0.019474607054848637, "excessBuyHold": 0.05162722784048074, "maxDrawdown": -0.020963249665104877, "trades": 28, "sessionEntries": 0, "sessionExits": 0, "fees": 89.69400577898809, "costRate": 0.002, "finalEquity": 9873.219862692165, "skippedGaps": 11, "rejectedOrders": 0, "eligibleRows": 345 }, "test": { "rows": 383, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.00593054237446633, "benchmarkReturn": 0.0019778834903958487, "buyHoldReturn": 0.003955766980791919, "sessionBenchmarkReturn": 0.0019778834903958487, "excessSessionBenchmark": -0.007908425864862147, "cashReturn": 0.0, "excessReturn": -0.007908425864862147, "excessBuyHold": -0.009886309355258163, "maxDrawdown": -0.02888552355995977, "trades": 31, "sessionEntries": 0, "sessionExits": 0, "fees": 99.82717185061644, "costRate": 0.002, "finalEquity": 9940.694576255337, "skippedGaps": 3, "rejectedOrders": 0, "eligibleRows": 383 }, "testStress": { "rows": 383, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.020734033286126552, "benchmarkReturn": -0.0010250051734416177, "buyHoldReturn": -0.0020500103468833464, "sessionBenchmarkReturn": -0.0010250051734416177, "excessSessionBenchmark": -0.019709028112684972, "cashReturn": 0.0, "excessReturn": -0.019709028112684972, "excessBuyHold": -0.018684022939243188, "maxDrawdown": -0.031133621738665518, "trades": 31, "sessionEntries": 0, "sessionExits": 0, "fees": 248.1438730473426, "costRate": 0.005, "finalEquity": 9792.659667138734, "skippedGaps": 3, "rejectedOrders": 0, "eligibleRows": 383 } }, "failedGates": [ "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "broadcom-robinhood-tokenized-stock", "address": "0x156e175dd063a8ce274c50654ef40e0032b3fbcf", "symbol": "AVGO", "name": "Broadcom \u2022 Robinhood Token", "rank": 67, "scope": "official_registry", "volume24hUsd": 18255.43, "liquidityUsd": 83647.65, "source": "defillama_coingecko", "coverage": { "rows": 1489, "days": 65.08372685185185, "ratio": 0.8944283765968571, "maxGapHours": 6.511111111111111, "uniquePrices": 1211 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 6, "adjacentJumpCount": 6, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 12.771095195967115, "issues": [ { "type": "adjacent_jump", "timestamp": 1784318358, "price": 5280.124416223438, "previousTimestamp": 1784314812, "previousPrice": 383.4208057591331, "return": 12.771095195967115, "gapSeconds": 3546 }, { "type": "adjacent_jump", "timestamp": 1784329159, "price": 5148.41794845021, "previousTimestamp": 1784325530, "previousPrice": 4006.7412286135254, "return": 0.2849389702742908, "gapSeconds": 3629 }, { "type": "adjacent_jump", "timestamp": 1784350777, "price": 5954.399420031554, "previousTimestamp": 1784347157, "previousPrice": 4512.718114438764, "return": 0.3194707200921829, "gapSeconds": 3620 }, { "type": "adjacent_jump", "timestamp": 1784354371, "price": 3774.553282800582, "previousTimestamp": 1784350777, "previousPrice": 5954.399420031554, "return": -0.36609000899362243, "gapSeconds": 3594 }, { "type": "adjacent_jump", "timestamp": 1784555984, "price": 380.30932201062484, "previousTimestamp": 1784552333, "previousPrice": 3777.87338057349, "return": -0.8993324329062365, "gapSeconds": 3651 }, { "type": "adjacent_jump", "timestamp": 1788138110, "price": 475.2012927798122, "previousTimestamp": 1788134500, "previousPrice": 360.2465606585009, "return": 0.3191001516050105, "gapSeconds": 3610 } ], "unchanged24hRuns": [ { "start": 1784163564, "end": 1784267980, "price": 381.8157881533932, "rows": 30 }, { "start": 1784422728, "end": 1784552333, "price": 3777.87338057349, "rows": 32 }, { "start": 1784743131, "end": 1784858393, "price": 372.9299267331074, "rows": 33 }, { "start": 1788569899, "end": 1788825595, "price": 357.04499999999996, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 356.815, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1783731465, "end": 1786539710, "rows": 733 }, "validation": { "start": 1786543310, "end": 1787947310, "rows": 379 }, "test": { "start": 1787950910, "end": 1789354699, "rows": 377 } }, "splitCoverage": { "train": { "rows": 733, "days": 32.50283564814815, "ratio": 0.9013299097211973, "maxGapHours": 6.193611111111111, "uniquePrices": 581 }, "validation": { "rows": 379, "days": 16.25, "ratio": 0.9641943734015346, "maxGapHours": 6.511111111111111, "uniquePrices": 379 }, "test": { "rows": 377, "days": 16.247557870370372, "ratio": 0.8108632368165447, "maxGapHours": 6.253055555555555, "uniquePrices": 251 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "regular-s200-l8-r72", "selectedConfig": { "spacing": 0.02, "levels": 8, "recenterHours": 72, "mode": "regular" }, "metrics": { "train": { "rows": 733, "start": 1783731465, "end": 1786539710, "durationDays": 32.50283564814815, "netReturn": 3.834171768827657, "benchmarkReturn": 0.06187519117270668, "buyHoldReturn": 0.12375038234541336, "sessionBenchmarkReturn": 4.3980687488539685, "excessSessionBenchmark": -0.5638969800263112, "cashReturn": 0.0, "excessReturn": 3.772296577654951, "excessBuyHold": 3.7104213864822437, "maxDrawdown": -0.26428124510750084, "trades": 5, "sessionEntries": 22, "sessionExits": 22, "fees": 1879.9198345988923, "costRate": 0.002, "finalEquity": 48341.71768827657, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 143 }, "validation": { "rows": 379, "start": 1786543310, "end": 1787947310, "durationDays": 16.25, "netReturn": -0.09554759436780369, "benchmarkReturn": -0.07005520159687983, "buyHoldReturn": -0.14011040319375967, "sessionBenchmarkReturn": -0.09152760876432509, "excessSessionBenchmark": -0.0040199856034785625, "cashReturn": 0.0, "excessReturn": -0.025492392770923834, "excessBuyHold": 0.044562808825956014, "maxDrawdown": -0.09554759436780369, "trades": 6, "sessionEntries": 12, "sessionExits": 13, "fees": 253.4768601591783, "costRate": 0.002, "finalEquity": 9044.524056321963, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 78 }, "test": { "rows": 377, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.006722816355505312, "benchmarkReturn": -0.01703322545809971, "buyHoldReturn": -0.0340664509161992, "sessionBenchmarkReturn": -0.0037021520117989093, "excessSessionBenchmark": -0.0030206643437064484, "cashReturn": 0.0, "excessReturn": 0.01031040910259435, "excessBuyHold": 0.02734363456069386, "maxDrawdown": -0.035206617499047854, "trades": 2, "sessionEntries": 9, "sessionExits": 9, "fees": 181.26296632222372, "costRate": 0.002, "finalEquity": 9932.771836444947, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 57 }, "testStress": { "rows": 377, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.0331265384903181, "benchmarkReturn": -0.019922387510813544, "buyHoldReturn": -0.039844775021626866, "sessionBenchmarkReturn": -0.030190424927826087, "excessSessionBenchmark": -0.002936113562492028, "cashReturn": 0.0, "excessReturn": -0.01320415097950463, "excessBuyHold": 0.006718236531308684, "maxDrawdown": -0.05655385114543687, "trades": 2, "sessionEntries": 9, "sessionExits": 9, "fees": 446.45255446155716, "costRate": 0.005, "finalEquity": 9668.734615096819, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 57 } }, "failedGates": [ "no_unexplained_price_discontinuities", "test_minimum_5_grid_fills", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 6 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "ishares-msci-south-korea-fund-robinhood-tokenized-stock", "address": "0x7f0abef0c07280f82c6a08ead09ded6bae2c13fc", "symbol": "EWY", "name": "iShares MSCI South Korea fund \u2022 Robinhood Token", "rank": 68, "scope": "official_registry", "volume24hUsd": 17503.25, "liquidityUsd": 87807.81, "source": "defillama_coingecko", "coverage": { "rows": 1314, "days": 79.96059027777778, "ratio": 0.5942540683531063, "maxGapHours": 94.00194444444445, "uniquePrices": 827 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.15189546449439773, "issues": [], "unchanged24hRuns": [ { "start": 1782507311, "end": 1782604814, "price": 197.19285, "rows": 8 }, { "start": 1783038613, "end": 1783284903, "price": 181.07185, "rows": 18 }, { "start": 1783716910, "end": 1783889719, "price": 183.77499999, "rows": 14 }, { "start": 1784214050, "end": 1784795454, "price": 182.35655180841286, "rows": 70 }, { "start": 1785301202, "end": 1785826951, "price": 185.33812720690335, "rows": 106 }, { "start": 1786802386, "end": 1786924696, "price": 181.12, "rows": 35 }, { "start": 1787356801, "end": 1787529562, "price": 178.385, "rows": 49 }, { "start": 1788569899, "end": 1788825595, "price": 186.78, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 172.35000000000002, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1782446104, "end": 1785898970, "rows": 488 }, "validation": { "start": 1785902510, "end": 1787626718, "rows": 413 }, "test": { "start": 1787630445, "end": 1789354699, "rows": 413 } }, "splitCoverage": { "train": { "rows": 488, "days": 39.96372685185185, "ratio": 0.4801435917494921, "maxGapHours": 94.00194444444445, "uniquePrices": 240 }, "validation": { "rows": 413, "days": 19.95611111111111, "ratio": 0.7313312590287809, "maxGapHours": 6.4875, "uniquePrices": 308 }, "test": { "rows": 413, "days": 19.95664351851852, "ratio": 0.6854745829219367, "maxGapHours": 59.29527777777778, "uniquePrices": 287 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s400-l4-r24", "selectedConfig": { "spacing": 0.04, "levels": 4, "recenterHours": 24, "mode": "allhours" }, "metrics": { "train": { "rows": 488, "start": 1782446104, "end": 1785898970, "durationDays": 39.96372685185185, "netReturn": -0.017135993028196572, "benchmarkReturn": -0.016089909096718813, "buyHoldReturn": -0.032179818193437626, "sessionBenchmarkReturn": -0.016089909096718813, "excessSessionBenchmark": -0.0010460839314777332, "cashReturn": 0.0, "excessReturn": -0.0010460839314777332, "excessBuyHold": 0.015043825165241106, "maxDrawdown": -0.09567830331793303, "trades": 6, "sessionEntries": 0, "sessionExits": 0, "fees": 28.893696757365955, "costRate": 0.002, "finalEquity": 9828.640069718034, "skippedGaps": 87, "rejectedOrders": 0, "eligibleRows": 488 }, "validation": { "rows": 413, "start": 1785902510, "end": 1787626718, "durationDays": 19.95611111111111, "netReturn": 0.018586910992225647, "benchmarkReturn": 0.0060660203505586985, "buyHoldReturn": 0.012132040701117619, "sessionBenchmarkReturn": 0.0060660203505586985, "excessSessionBenchmark": 0.012520890641666846, "cashReturn": 0.0, "excessReturn": 0.012520890641666846, "excessBuyHold": 0.0064548702911080905, "maxDrawdown": -0.03232329947504187, "trades": 6, "sessionEntries": 0, "sessionExits": 0, "fees": 30.27037334415177, "costRate": 0.002, "finalEquity": 10185.869109922256, "skippedGaps": 15, "rejectedOrders": 0, "eligibleRows": 413 }, "test": { "rows": 413, "start": 1787630445, "end": 1789354699, "durationDays": 19.95664351851852, "netReturn": 0.002880193876245052, "benchmarkReturn": 0.02339449591001186, "buyHoldReturn": 0.04678899182002394, "sessionBenchmarkReturn": 0.02339449591001186, "excessSessionBenchmark": -0.020514302033766946, "cashReturn": 0.0, "excessReturn": -0.020514302033766946, "excessBuyHold": -0.04390879794377888, "maxDrawdown": -0.1682889811463002, "trades": 4, "sessionEntries": 0, "sessionExits": 0, "fees": 30.574970731875446, "costRate": 0.002, "finalEquity": 10028.80193876245, "skippedGaps": 5, "rejectedOrders": 0, "eligibleRows": 413 }, "testStress": { "rows": 413, "start": 1787630445, "end": 1789354699, "durationDays": 19.95664351851852, "netReturn": -0.0017278367138676698, "benchmarkReturn": 0.0202634906403083, "buyHoldReturn": 0.040526981280616825, "sessionBenchmarkReturn": 0.0202634906403083, "excessSessionBenchmark": -0.021991327354176065, "cashReturn": 0.0, "excessReturn": -0.021991327354176065, "excessBuyHold": -0.04225481799448444, "maxDrawdown": -0.16846714736627055, "trades": 4, "sessionEntries": 0, "sessionExits": 0, "fees": 76.2338696564365, "costRate": 0.005, "finalEquity": 9982.721632861323, "skippedGaps": 5, "rejectedOrders": 0, "eligibleRows": 413 } }, "failedGates": [ "all_splits_at_least_70pct_hourly_coverage", "test_minimum_5_grid_fills", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias.", "Hourly data coverage below70%; session boundaries and fills may be poorly observed." ] }, { "coingeckoId": "ge-aerospace-robinhood-token", "address": "0x63b814ddbd6bf339f25fed8c36158a008d5b373e", "symbol": "GE", "name": "General Electric \u2022 Robinhood Token", "rank": 69, "scope": "official_registry", "volume24hUsd": 14469.63, "liquidityUsd": 57610.18, "source": "defillama_coingecko", "coverage": { "rows": 732, "days": 31.19559027777778, "ratio": 0.8029941098203378, "maxGapHours": 6.35, "uniquePrices": 490 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.08125659296808596, "issues": [], "unchanged24hRuns": [ { "start": 1787385692, "end": 1787529562, "price": 348.6, "rows": 41 }, { "start": 1787961635, "end": 1788130747, "price": 339.65999999999997, "rows": 48 }, { "start": 1788569899, "end": 1788825595, "price": 337.41499999999996, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 323.75, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1786659400, "end": 1788004864, "rows": 360 }, "validation": { "start": 1788008395, "end": 1788676298, "rows": 187 }, "test": { "start": 1788682478, "end": 1789354699, "rows": 185 } }, "splitCoverage": { "train": { "rows": 360, "days": 15.5725, "ratio": 0.8005550515023749, "maxGapHours": 6.35, "uniquePrices": 286 }, "validation": { "rows": 187, "days": 7.730358796296296, "ratio": 0.8416939313748413, "maxGapHours": 1.4955555555555555, "uniquePrices": 114 }, "test": { "rows": 185, "days": 7.7803356481481485, "ratio": 0.7777207278258592, "maxGapHours": 2.7133333333333334, "uniquePrices": 94 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s200-l2-r24", "selectedConfig": { "spacing": 0.02, "levels": 2, "recenterHours": 24, "mode": "allhours" }, "metrics": { "train": { "rows": 360, "start": 1786659400, "end": 1788004864, "durationDays": 15.5725, "netReturn": -0.06090991012903546, "benchmarkReturn": -0.03265402837602882, "buyHoldReturn": -0.06530805675205775, "sessionBenchmarkReturn": -0.03265402837602882, "excessSessionBenchmark": -0.028255881753006543, "cashReturn": 0.0, "excessReturn": -0.028255881753006543, "excessBuyHold": 0.00439814662302233, "maxDrawdown": -0.07990509726992334, "trades": 5, "sessionEntries": 0, "sessionExits": 0, "fees": 48.3576833728935, "costRate": 0.002, "finalEquity": 9390.900898709646, "skippedGaps": 3, "rejectedOrders": 4, "eligibleRows": 360 }, "validation": { "rows": 187, "start": 1788008395, "end": 1788676298, "durationDays": 7.730358796296296, "netReturn": 0.01881220673803763, "benchmarkReturn": -0.005287590631608552, "buyHoldReturn": -0.010575181263216993, "sessionBenchmarkReturn": -0.005287590631608552, "excessSessionBenchmark": 0.02409979736964615, "cashReturn": 0.0, "excessReturn": 0.02409979736964615, "excessBuyHold": 0.029387388001254656, "maxDrawdown": -0.08001873174578655, "trades": 13, "sessionEntries": 0, "sessionExits": 0, "fees": 89.76962410076894, "costRate": 0.002, "finalEquity": 10188.122067380376, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 187 }, "test": { "rows": 185, "start": 1788682478, "end": 1789354699, "durationDays": 7.7803356481481485, "netReturn": -0.028158393541635074, "benchmarkReturn": -0.022201614286948446, "buyHoldReturn": -0.04440322857389678, "sessionBenchmarkReturn": -0.022201614286948446, "excessSessionBenchmark": -0.005956779254686626, "cashReturn": 0.0, "excessReturn": -0.005956779254686626, "excessBuyHold": 0.016244835032261654, "maxDrawdown": -0.03431174300698947, "trades": 4, "sessionEntries": 0, "sessionExits": 0, "fees": 48.64335013234534, "costRate": 0.002, "finalEquity": 9718.41606458365, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 185 }, "testStress": { "rows": 185, "start": 1788682478, "end": 1789354699, "durationDays": 7.7803356481481485, "netReturn": -0.03536796513234253, "benchmarkReturn": -0.025059858451175754, "buyHoldReturn": -0.050119716902351286, "sessionBenchmarkReturn": -0.025059858451175754, "excessSessionBenchmark": -0.010308106681166829, "cashReturn": 0.0, "excessReturn": -0.010308106681166829, "excessBuyHold": 0.014751751770008741, "maxDrawdown": -0.035940718315985776, "trades": 4, "sessionEntries": 0, "sessionExits": 0, "fees": 121.31783075254079, "costRate": 0.005, "finalEquity": 9646.320348676574, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 185 } }, "failedGates": [ "test_minimum_5_grid_fills", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "carnival-corporation-robinhood-tokenized-stock", "address": "0x9651342cea770ae9a2969ba2a52611523146aef9", "symbol": "CCL", "name": "Carnival Corporation \u2022 Robinhood Token", "rank": 70, "scope": "official_registry", "volume24hUsd": 12845.11, "liquidityUsd": 91445.7, "source": "defillama_coingecko", "coverage": { "rows": 1410, "days": 65.08300925925926, "ratio": 0.7619999530814471, "maxGapHours": 14.150277777777777, "uniquePrices": 872 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 4, "adjacentJumpCount": 4, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 7.999642378458134, "issues": [ { "type": "adjacent_jump", "timestamp": 1788206510, "price": 219.5168947763231, "previousTimestamp": 1788202910, "previousPrice": 24.39173530959037, "return": 7.999642378458134, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788213710, "price": 24.364790978243004, "previousTimestamp": 1788210110, "previousPrice": 219.49911378599708, "return": -0.888998226197862, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788300110, "price": 42.29284612106164, "previousTimestamp": 1788296510, "previousPrice": 27.805329221943914, "return": 0.5210338199370863, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788303710, "price": 24.334149459527335, "previousTimestamp": 1788300110, "previousPrice": 42.29284612106164, "return": -0.4246272906327522, "gapSeconds": 3600 } ], "unchanged24hRuns": [ { "start": 1784394788, "end": 1784502816, "price": 28.759999999999998, "rows": 31 }, { "start": 1786147112, "end": 1786319893, "price": 28.975, "rows": 49 }, { "start": 1786816814, "end": 1786924696, "price": 28.145000000000003, "rows": 31 }, { "start": 1787360386, "end": 1787529562, "price": 25.785, "rows": 48 }, { "start": 1787961635, "end": 1788130747, "price": 24.97, "rows": 48 }, { "start": 1788569899, "end": 1788825595, "price": 23.54, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 22.869999999999997, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1783731527, "end": 1786540440, "rows": 652 }, "validation": { "start": 1786543230, "end": 1787947183, "rows": 370 }, "test": { "start": 1787950775, "end": 1789354699, "rows": 388 } }, "splitCoverage": { "train": { "rows": 652, "days": 32.51056712962963, "ratio": 0.761596479731827, "maxGapHours": 14.150277777777777, "uniquePrices": 487 }, "validation": { "rows": 370, "days": 16.24945601851852, "ratio": 0.7238093343554381, "maxGapHours": 6.4825, "uniquePrices": 224 }, "test": { "rows": 388, "days": 16.24912037037037, "ratio": 0.8005547329921195, "maxGapHours": 2.7133333333333334, "uniquePrices": 172 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "closedweeknight-s100-l8-r72", "selectedConfig": { "spacing": 0.01, "levels": 8, "recenterHours": 72, "mode": "closedweeknight" }, "metrics": { "train": { "rows": 652, "start": 1783731527, "end": 1786540440, "durationDays": 32.51056712962963, "netReturn": -0.017759547422290578, "benchmarkReturn": -0.005731771112848394, "buyHoldReturn": -0.011463542225696788, "sessionBenchmarkReturn": -0.016650609600423527, "excessSessionBenchmark": -0.001108937821867039, "cashReturn": 0.0, "excessReturn": -0.012027776309442196, "excessBuyHold": -0.006296005196593796, "maxDrawdown": -0.0357617887395526, "trades": 7, "sessionEntries": 18, "sessionExits": 17, "fees": 365.6941958763122, "costRate": 0.002, "finalEquity": 9822.404525777094, "skippedGaps": 10, "rejectedOrders": 0, "eligibleRows": 264 }, "validation": { "rows": 370, "start": 1786543230, "end": 1787947183, "durationDays": 16.24945601851852, "netReturn": -0.014810074854437305, "benchmarkReturn": -0.0535540683339204, "buyHoldReturn": -0.10710813666784091, "sessionBenchmarkReturn": -0.013518674167820932, "excessSessionBenchmark": -0.0012914006866163617, "cashReturn": 0.0, "excessReturn": 0.0387439934794831, "excessBuyHold": 0.09229806181340355, "maxDrawdown": -0.03850353713708643, "trades": 5, "sessionEntries": 10, "sessionExits": 10, "fees": 200.70502596368718, "costRate": 0.002, "finalEquity": 9851.899251455627, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 168 }, "test": { "rows": 388, "start": 1787950775, "end": 1789354699, "durationDays": 16.24912037037037, "netReturn": -0.5172034910478189, "benchmarkReturn": -0.04736925987124707, "buyHoldReturn": -0.09473851974249414, "sessionBenchmarkReturn": -0.4642020361488176, "excessSessionBenchmark": -0.05300145489900142, "cashReturn": 0.0, "excessReturn": -0.4698342311765719, "excessBuyHold": -0.4224649713053249, "maxDrawdown": -0.5224687549166728, "trades": 12, "sessionEntries": 7, "sessionExits": 7, "fees": 78.19761958092322, "costRate": 0.002, "finalEquity": 4827.96508952181, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 122 }, "testStress": { "rows": 388, "start": 1787950775, "end": 1789354699, "durationDays": 16.24912037037037, "netReturn": -0.5272524867980859, "benchmarkReturn": -0.050076948323547144, "buyHoldReturn": -0.1001538966470944, "sessionBenchmarkReturn": -0.47400525884490985, "excessSessionBenchmark": -0.053247227953176025, "cashReturn": 0.0, "excessReturn": -0.47717553847453864, "excessBuyHold": -0.42709859015099144, "maxDrawdown": -0.5302065964547681, "trades": 12, "sessionEntries": 7, "sessionExits": 7, "fees": 193.45255556137366, "costRate": 0.005, "finalEquity": 4727.475132019142, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 122 } }, "failedGates": [ "no_unexplained_price_discontinuities", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 4 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "soundhound-ai-inc-robinhood-token", "address": "0x6e3dfd9f7e1649baa14d25cac18c94d62db10a54", "symbol": "SOUN", "name": "SoundHound AI \u2022 Robinhood Token", "rank": 71, "scope": "official_registry", "volume24hUsd": 12146.0, "liquidityUsd": 92268.75, "source": "defillama_coingecko", "coverage": { "rows": 583, "days": 31.40392361111111, "ratio": 0.6876957884706056, "maxGapHours": 46.62861111111111, "uniquePrices": 371 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.1498317226503343, "issues": [], "unchanged24hRuns": [ { "start": 1788569899, "end": 1788825595, "price": 6.755000000000001, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 7.08, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1786641400, "end": 1787960647, "rows": 275 }, "validation": { "start": 1788128510, "end": 1788676298, "rows": 136 }, "test": { "start": 1788682478, "end": 1789354699, "rows": 172 } }, "splitCoverage": { "train": { "rows": 275, "days": 15.2690625, "ratio": 0.7157290298878102, "maxGapHours": 45.0, "uniquePrices": 247 }, "validation": { "rows": 136, "days": 6.340138888888889, "ratio": 0.7834773335654748, "maxGapHours": 13.766111111111112, "uniquePrices": 84 }, "test": { "rows": 172, "days": 7.7803356481481485, "ratio": 0.724452184824088, "maxGapHours": 15.475833333333334, "uniquePrices": 43 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "regular-s50-l8-r72", "selectedConfig": { "spacing": 0.005, "levels": 8, "recenterHours": 72, "mode": "regular" }, "metrics": { "train": { "rows": 275, "start": 1786641400, "end": 1787960647, "durationDays": 15.2690625, "netReturn": -0.025320536918644554, "benchmarkReturn": -0.014007181597697538, "buyHoldReturn": -0.028014363195395187, "sessionBenchmarkReturn": -0.021007371801785135, "excessSessionBenchmark": -0.004313165116859454, "cashReturn": 0.0, "excessReturn": -0.011313355320947086, "excessBuyHold": 0.0026938262767505876, "maxDrawdown": -0.027827332659960735, "trades": 11, "sessionEntries": 11, "sessionExits": 12, "fees": 249.27137522268163, "costRate": 0.002, "finalEquity": 9746.794630813554, "skippedGaps": 1, "rejectedOrders": 0, "eligibleRows": 60 }, "validation": { "rows": 136, "start": 1788128510, "end": 1788676298, "durationDays": 6.340138888888889, "netReturn": 0.055632078769879856, "benchmarkReturn": -0.03175790618409868, "buyHoldReturn": -0.06351581236819726, "sessionBenchmarkReturn": 0.057966371404082784, "excessSessionBenchmark": -0.002334292634202939, "cashReturn": 0.0, "excessReturn": 0.08738998495397846, "excessBuyHold": 0.1191478911380771, "maxDrawdown": -0.027700816232835268, "trades": 13, "sessionEntries": 5, "sessionExits": 5, "fees": 127.62236601934444, "costRate": 0.002, "finalEquity": 10556.320787698798, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 32 }, "test": { "rows": 172, "start": 1788682478, "end": 1789354699, "durationDays": 7.7803356481481485, "netReturn": -0.0294957914141436, "benchmarkReturn": -0.04033236266179696, "buyHoldReturn": -0.08066472532359426, "sessionBenchmarkReturn": -0.026763206933155592, "excessSessionBenchmark": -0.002732584480988044, "cashReturn": 0.0, "excessReturn": 0.01083657124765341, "excessBuyHold": 0.051168933909450605, "maxDrawdown": -0.040222952806796664, "trades": 10, "sessionEntries": 4, "sessionExits": 4, "fees": 96.14548695569499, "costRate": 0.002, "finalEquity": 9705.042085858564, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 25 }, "testStress": { "rows": 172, "start": 1788682478, "end": 1789354699, "durationDays": 7.7803356481481485, "netReturn": -0.04350333055432254, "benchmarkReturn": -0.043082146631756024, "buyHoldReturn": -0.08616429326351227, "sessionBenchmarkReturn": -0.0382764754454602, "excessSessionBenchmark": -0.005226855108862401, "cashReturn": 0.0, "excessReturn": -0.0004211839225665244, "excessBuyHold": 0.0426609627091897, "maxDrawdown": -0.05246752793073384, "trades": 10, "sessionEntries": 4, "sessionExits": 4, "fees": 238.42201133124294, "costRate": 0.005, "finalEquity": 9564.966694456774, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 25 } }, "failedGates": [ "validation_and_test_at_least_7_days", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": false, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias.", "Hourly data coverage below70%; session boundaries and fills may be poorly observed." ] }, { "coingeckoId": "oracle-robinhood-tokenized-stock", "address": "0xb0992820e760d836549ba69bc7598b4af75dee03", "symbol": "ORCL", "name": "Oracle \u2022 Robinhood Token", "rank": 72, "scope": "official_registry", "volume24hUsd": 11197.36, "liquidityUsd": 204787.49, "source": "defillama_coingecko", "coverage": { "rows": 1586, "days": 79.96060185185185, "ratio": 0.7848735770802795, "maxGapHours": 84.835, "uniquePrices": 1347 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.121989003219387, "issues": [], "unchanged24hRuns": [ { "start": 1782507309, "end": 1782605104, "price": 148.5499, "rows": 8 }, { "start": 1783025421, "end": 1783284906, "price": 140.62515, "rows": 19 }, { "start": 1783717073, "end": 1783889708, "price": 141.0837, "rows": 14 }, { "start": 1783933118, "end": 1784231939, "price": 140.4022, "rows": 81 }, { "start": 1788569899, "end": 1788825595, "price": 155.735, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 148.125, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1782446103, "end": 1785898975, "rows": 629 }, "validation": { "start": 1785902500, "end": 1787626900, "rows": 480 }, "test": { "start": 1787630500, "end": 1789354699, "rows": 477 } }, "splitCoverage": { "train": { "rows": 629, "days": 39.963796296296294, "ratio": 0.6332468482313758, "maxGapHours": 84.835, "uniquePrices": 507 }, "validation": { "rows": 480, "days": 19.958333333333332, "ratio": 1, "maxGapHours": 1.0166666666666666, "uniquePrices": 480 }, "test": { "rows": 477, "days": 19.956006944444443, "ratio": 0.8730182156605022, "maxGapHours": 2.7133333333333334, "uniquePrices": 360 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s400-l2-r24", "selectedConfig": { "spacing": 0.04, "levels": 2, "recenterHours": 24, "mode": "allhours" }, "metrics": { "train": { "rows": 629, "start": 1782446103, "end": 1785898975, "durationDays": 39.963796296296294, "netReturn": 0.03093455545302115, "benchmarkReturn": -0.017403354096595325, "buyHoldReturn": -0.03480670819319043, "sessionBenchmarkReturn": -0.017403354096595325, "excessSessionBenchmark": 0.04833790954961641, "cashReturn": 0.0, "excessReturn": 0.04833790954961641, "excessBuyHold": 0.06574126364621152, "maxDrawdown": -0.14423229030719242, "trades": 26, "sessionEntries": 0, "sessionExits": 0, "fees": 131.70405295318992, "costRate": 0.002, "finalEquity": 10309.345554530211, "skippedGaps": 84, "rejectedOrders": 0, "eligibleRows": 629 }, "validation": { "rows": 480, "start": 1785902500, "end": 1787626900, "durationDays": 19.958333333333332, "netReturn": 0.0382588732054836, "benchmarkReturn": -0.00685139142726654, "buyHoldReturn": -0.013702782854533302, "sessionBenchmarkReturn": -0.00685139142726654, "excessSessionBenchmark": 0.04511026463275011, "cashReturn": 0.0, "excessReturn": 0.04511026463275011, "excessBuyHold": 0.05196165606001687, "maxDrawdown": -0.04062444229246032, "trades": 8, "sessionEntries": 0, "sessionExits": 0, "fees": 60.19159471144885, "costRate": 0.002, "finalEquity": 10382.588732054835, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 480 }, "test": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": 0.04244161534745583, "benchmarkReturn": 0.01564502597292483, "buyHoldReturn": 0.03129005194584966, "sessionBenchmarkReturn": 0.01564502597292483, "excessSessionBenchmark": 0.026796589374530957, "cashReturn": 0.0, "excessReturn": 0.026796589374530957, "excessBuyHold": 0.01115156340160611, "maxDrawdown": -0.030917752186010117, "trades": 6, "sessionEntries": 0, "sessionExits": 0, "fees": 41.32787995243781, "costRate": 0.002, "finalEquity": 10424.416153474558, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 477 }, "testStress": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": 0.036153775113536346, "benchmarkReturn": 0.012560378911800285, "buyHoldReturn": 0.025120757823600348, "sessionBenchmarkReturn": 0.012560378911800285, "excessSessionBenchmark": 0.02359339620173614, "cashReturn": 0.0, "excessReturn": 0.02359339620173614, "excessBuyHold": 0.011033017289936106, "maxDrawdown": -0.031584668285759565, "trades": 6, "sessionEntries": 0, "sessionExits": 0, "fees": 102.98810329235535, "costRate": 0.005, "finalEquity": 10361.537751135364, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 477 } }, "failedGates": [ "all_splits_at_least_70pct_hourly_coverage", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": true, "test_positive_net_base_and_stress": true, "test_beats_matched_and_full_buyhold_base_and_stress": true, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": true, "heldout_weekly_fold_consistency": true, "neighbor_parameter_stability": false }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "rocket-lab-corporation-robinhood-tokenized-stock", "address": "0x3b14c39e89d60d627b42a1a4ca45b5bb45fc12e2", "symbol": "RKLB", "name": "Rocket Lab Corporation \u2022 Robinhood Token", "rank": 73, "scope": "official_registry", "volume24hUsd": 11193.26, "liquidityUsd": 122426.3, "source": "defillama_coingecko", "coverage": { "rows": 1449, "days": 79.96059027777778, "ratio": 0.7025843454937253, "maxGapHours": 86.41916666666667, "uniquePrices": 1104 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 3, "adjacentJumpCount": 2, "reversingSpikeCount": 1, "maxAbsAdjacentReturn": 2.8172831078836222, "issues": [ { "type": "adjacent_jump", "timestamp": 1788210120, "price": 243.92843006774888, "previousTimestamp": 1788206510, "previousPrice": 63.90105820654933, "return": 2.8172831078836222, "gapSeconds": 3610 }, { "type": "adjacent_jump", "timestamp": 1788213710, "price": 63.856348080967294, "previousTimestamp": 1788210120, "previousPrice": 243.92843006774888, "return": -0.7382168693365025, "gapSeconds": 3590 }, { "type": "reversing_spike", "timestamp": 1788210120, "price": 243.92843006774888, "previousTimestamp": 1788206510, "previousPrice": 63.90105820654933, "nextTimestamp": 1788213710, "nextPrice": 63.856348080967294 } ], "unchanged24hRuns": [ { "start": 1782506714, "end": 1782599410, "price": 84.59445, "rows": 8 }, { "start": 1783024521, "end": 1783284912, "price": 100.50735, "rows": 19 }, { "start": 1783731532, "end": 1783889701, "price": 81.2897, "rows": 13 }, { "start": 1784062792, "end": 1784185192, "price": 78.4450590953968, "rows": 35 }, { "start": 1784790887, "end": 1784966399, "price": 73.94449590851075, "rows": 46 }, { "start": 1785200327, "end": 1785301200, "price": 72.45227241947433, "rows": 29 }, { "start": 1788569899, "end": 1788825595, "price": 63.85, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 62.6, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1782446104, "end": 1785898969, "rows": 612 }, "validation": { "start": 1785902500, "end": 1787626900, "rows": 379 }, "test": { "start": 1787630500, "end": 1789354699, "rows": 458 } }, "splitCoverage": { "train": { "rows": 612, "days": 39.96371527777778, "ratio": 0.6082514939396174, "maxGapHours": 86.41916666666667, "uniquePrices": 415 }, "validation": { "rows": 379, "days": 19.958333333333332, "ratio": 0.7708333333333334, "maxGapHours": 48.99722222222222, "uniquePrices": 368 }, "test": { "rows": 458, "days": 19.956006944444443, "ratio": 0.8230123990116907, "maxGapHours": 6.440277777777778, "uniquePrices": 321 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s200-l8-r24", "selectedConfig": { "spacing": 0.02, "levels": 8, "recenterHours": 24, "mode": "allhours" }, "metrics": { "train": { "rows": 612, "start": 1782446104, "end": 1785898969, "durationDays": 39.96371527777778, "netReturn": -0.10608180371782217, "benchmarkReturn": -0.02533418043511515, "buyHoldReturn": -0.05066836087023052, "sessionBenchmarkReturn": -0.02533418043511515, "excessSessionBenchmark": -0.08074762328270699, "cashReturn": 0.0, "excessReturn": -0.08074762328270699, "excessBuyHold": -0.055413442847591615, "maxDrawdown": -0.2935701756207124, "trades": 26, "sessionEntries": 0, "sessionExits": 0, "fees": 39.13813261591659, "costRate": 0.002, "finalEquity": 8939.181962821778, "skippedGaps": 90, "rejectedOrders": 0, "eligibleRows": 612 }, "validation": { "rows": 379, "start": 1785902500, "end": 1787626900, "durationDays": 19.958333333333332, "netReturn": -0.0123812226808786, "benchmarkReturn": -0.05675411820915488, "buyHoldReturn": -0.11350823641830976, "sessionBenchmarkReturn": -0.05675411820915488, "excessSessionBenchmark": 0.04437289552827624, "cashReturn": 0.0, "excessReturn": 0.04437289552827624, "excessBuyHold": 0.10112701373743112, "maxDrawdown": -0.05750298578298774, "trades": 31, "sessionEntries": 0, "sessionExits": 0, "fees": 52.07156730167237, "costRate": 0.002, "finalEquity": 9876.187773191214, "skippedGaps": 10, "rejectedOrders": 0, "eligibleRows": 379 }, "test": { "rows": 458, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": -0.04656599009486306, "benchmarkReturn": -0.048471840718988135, "buyHoldReturn": -0.09694368143797616, "sessionBenchmarkReturn": -0.048471840718988135, "excessSessionBenchmark": 0.0019058506241250142, "cashReturn": 0.0, "excessReturn": 0.0019058506241250142, "excessBuyHold": 0.05037769134311311, "maxDrawdown": -0.599446181793233, "trades": 26, "sessionEntries": 0, "sessionExits": 0, "fees": 50.564644900989094, "costRate": 0.002, "finalEquity": 9534.34009905137, "skippedGaps": 7, "rejectedOrders": 0, "eligibleRows": 458 }, "testStress": { "rows": 458, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": -0.05400920421446298, "benchmarkReturn": -0.05117293340753526, "buyHoldReturn": -0.10234586681507085, "sessionBenchmarkReturn": -0.05117293340753526, "excessSessionBenchmark": -0.0028362708069276776, "cashReturn": 0.0, "excessReturn": -0.0028362708069276776, "excessBuyHold": 0.048336662600607816, "maxDrawdown": -0.6000179629855682, "trades": 26, "sessionEntries": 0, "sessionExits": 0, "fees": 125.99894305939779, "costRate": 0.005, "finalEquity": 9459.90795785537, "skippedGaps": 7, "rejectedOrders": 0, "eligibleRows": 458 } }, "failedGates": [ "no_unexplained_price_discontinuities", "all_splits_at_least_70pct_hourly_coverage", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 2 short-interval price jumps and 1 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "exxon-mobil-robinhood-tokenized-stock", "address": "0xf9b46d3d1b22199d4d1025a9cedb540a33f1a2d5", "symbol": "XOM", "name": "ExxonMobil Holdings Corporation \u2022 Robinhood Token", "rank": 74, "scope": "official_registry", "volume24hUsd": 8547.19, "liquidityUsd": 86260.98, "source": "defillama_coingecko", "coverage": { "rows": 1461, "days": 65.08302083333334, "ratio": 0.871405333039026, "maxGapHours": 18.466944444444444, "uniquePrices": 1110 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 5, "adjacentJumpCount": 5, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 35.54307022658349, "issues": [ { "type": "adjacent_jump", "timestamp": 1784318361, "price": 2922.206223690002, "previousTimestamp": 1784314793, "previousPrice": 135.14589931368133, "return": 20.62260370851057, "gapSeconds": 3568 }, { "type": "adjacent_jump", "timestamp": 1784329187, "price": 3805.680248253442, "previousTimestamp": 1784325530, "previousPrice": 3019.8567553991597, "return": 0.26021879728212927, "gapSeconds": 3657 }, { "type": "adjacent_jump", "timestamp": 1784368728, "price": 135.3050038367993, "previousTimestamp": 1784365131, "previousPrice": 4865.6285056902225, "return": -0.9721916698575397, "gapSeconds": 3597 }, { "type": "adjacent_jump", "timestamp": 1784401131, "price": 4944.460257216305, "previousTimestamp": 1784397551, "previousPrice": 135.3050038367993, "return": 35.54307022658349, "gapSeconds": 3580 }, { "type": "adjacent_jump", "timestamp": 1784600102, "price": 131.86046294245384, "previousTimestamp": 1784596482, "previousPrice": 4934.143684759702, "return": -0.973275917491066, "gapSeconds": 3620 } ], "unchanged24hRuns": [ { "start": 1784170726, "end": 1784276987, "price": 134.8856948508751, "rows": 26 }, { "start": 1784422859, "end": 1784596482, "price": 4934.143684759702, "rows": 32 }, { "start": 1784656796, "end": 1784811569, "price": 131.78549043320047, "rows": 43 }, { "start": 1788569899, "end": 1788825595, "price": 159.62, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 166.105, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1783731526, "end": 1786539710, "rows": 682 }, "validation": { "start": 1786543310, "end": 1787947310, "rows": 391 }, "test": { "start": 1787950910, "end": 1789354699, "rows": 388 } }, "splitCoverage": { "train": { "rows": 682, "days": 32.50212962962963, "ratio": 0.8206889291638333, "maxGapHours": 18.466944444444444, "uniquePrices": 456 }, "validation": { "rows": 391, "days": 16.25, "ratio": 1, "maxGapHours": 1.0083333333333333, "uniquePrices": 391 }, "test": { "rows": 388, "days": 16.247557870370372, "ratio": 0.8441163033105986, "maxGapHours": 2.7133333333333334, "uniquePrices": 263 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "regular-s50-l8-r72", "selectedConfig": { "spacing": 0.005, "levels": 8, "recenterHours": 72, "mode": "regular" }, "metrics": { "train": { "rows": 682, "start": 1783731526, "end": 1786539710, "durationDays": 32.50212962962963, "netReturn": 10.14899726751118, "benchmarkReturn": 0.10182246005951967, "buyHoldReturn": 0.20364492011903912, "sessionBenchmarkReturn": 10.328031156403208, "excessSessionBenchmark": -0.17903388889202615, "cashReturn": 0.0, "excessReturn": 10.047174807451663, "excessBuyHold": 9.945352347392141, "maxDrawdown": -0.08744316857307022, "trades": 15, "sessionEntries": 22, "sessionExits": 22, "fees": 4218.89105213355, "costRate": 0.002, "finalEquity": 111489.97267511181, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 134 }, "validation": { "rows": 391, "start": 1786543310, "end": 1787947310, "durationDays": 16.25, "netReturn": -0.0740451406689514, "benchmarkReturn": 0.003605629358673923, "buyHoldReturn": 0.007211258717347846, "sessionBenchmarkReturn": -0.06911855618255192, "excessSessionBenchmark": -0.004926584486399406, "cashReturn": 0.0, "excessReturn": -0.07765077002762519, "excessBuyHold": -0.0812563993862992, "maxDrawdown": -0.10315332773742358, "trades": 30, "sessionEntries": 12, "sessionExits": 13, "fees": 292.43881350139566, "costRate": 0.002, "finalEquity": 9259.548593310486, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 78 }, "test": { "rows": 388, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.021126115154163516, "benchmarkReturn": 0.0216241525927241, "buyHoldReturn": 0.04324830518544798, "sessionBenchmarkReturn": -0.01907684209254079, "excessSessionBenchmark": -0.0020492730616228074, "cashReturn": 0.0, "excessReturn": -0.04275026774688758, "excessBuyHold": -0.0643744203396116, "maxDrawdown": -0.02178734381471692, "trades": 15, "sessionEntries": 9, "sessionExits": 9, "fees": 200.1573655242326, "costRate": 0.002, "finalEquity": 9788.738848458364, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 57 }, "testStress": { "rows": 388, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.05031821718166307, "benchmarkReturn": 0.018503737717644242, "buyHoldReturn": 0.037007475435288484, "sessionBenchmarkReturn": -0.045113642371166884, "excessSessionBenchmark": -0.005204574810496161, "cashReturn": 0.0, "excessReturn": -0.06882195489930727, "excessBuyHold": -0.08732569261695153, "maxDrawdown": -0.05031821718166307, "trades": 15, "sessionEntries": 9, "sessionExits": 9, "fees": 492.3581938152659, "costRate": 0.005, "finalEquity": 9496.81782818337, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 57 } }, "failedGates": [ "no_unexplained_price_discontinuities", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 5 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "workday-robinhood-tokenized-stock", "address": "0x82da4646242e1d962e96e932269dc644c94a9caa", "symbol": "WDAY", "name": "Workday \u2022 Robinhood Token", "rank": 75, "scope": "official_registry", "volume24hUsd": 6439.85, "liquidityUsd": 89185.40000000001, "source": "defillama_coingecko", "coverage": { "rows": 631, "days": 65.08302083333334, "ratio": 0.3454911012049002, "maxGapHours": 348.2688888888889, "uniquePrices": 412 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 7, "adjacentJumpCount": 7, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 1.2085037928430817, "issues": [ { "type": "adjacent_jump", "timestamp": 1788202910, "price": 441.38806525125676, "previousTimestamp": 1788199300, "previousPrice": 199.85841395501654, "return": 1.2085037928430817, "gapSeconds": 3610 }, { "type": "adjacent_jump", "timestamp": 1788238910, "price": 278.9694226541844, "previousTimestamp": 1788235310, "previousPrice": 389.83543505267784, "return": -0.28439182903809723, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788260510, "price": 208.0306121023734, "previousTimestamp": 1788256910, "previousPrice": 283.37349964663747, "return": -0.2658783818466284, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788325310, "price": 376.47002863560715, "previousTimestamp": 1788321710, "previousPrice": 199.20160839212213, "return": 0.889894522811973, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788328910, "price": 260.7851152284772, "previousTimestamp": 1788325310, "previousPrice": 376.47002863560715, "return": -0.307288508002595, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788336110, "price": 343.28954904612, "previousTimestamp": 1788332510, "previousPrice": 260.58878136566875, "return": 0.3173611973893924, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788357637, "price": 203.905, "previousTimestamp": 1788354100, "previousPrice": 313.7919537588485, "return": -0.3501904763412048, "gapSeconds": 3537 } ], "unchanged24hRuns": [ { "start": 1784062793, "end": 1784248795, "price": 112.43578260257146, "rows": 24 }, { "start": 1784678391, "end": 1784851184, "price": 112.26996682843767, "rows": 11 }, { "start": 1785198973, "end": 1785884528, "price": 114.69350083208575, "rows": 38 }, { "start": 1788569899, "end": 1788825595, "price": 201.745, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 154.975, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1783731526, "end": 1786520732, "rows": 233 }, "validation": { "start": 1787774500, "end": 1787947310, "rows": 39 }, "test": { "start": 1787950910, "end": 1789354699, "rows": 359 } }, "splitCoverage": { "train": { "rows": 233, "days": 32.282476851851854, "ratio": 0.2681174417413884, "maxGapHours": 130.54, "uniquePrices": 158 }, "validation": { "rows": 39, "days": 2.000115740740741, "ratio": 0.6938382177881072, "maxGapHours": 6.063611111111111, "uniquePrices": 39 }, "test": { "rows": 359, "days": 16.247557870370372, "ratio": 0.762262601171389, "maxGapHours": 14.002777777777778, "uniquePrices": 215 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s100-l8-r72", "selectedConfig": { "spacing": 0.01, "levels": 8, "recenterHours": 72, "mode": "allhours" }, "metrics": { "train": { "rows": 233, "start": 1783731526, "end": 1786520732, "durationDays": 32.282476851851854, "netReturn": 0.22620564026311873, "benchmarkReturn": 0.3006875482420037, "buyHoldReturn": 0.6013750964840074, "sessionBenchmarkReturn": 0.3006875482420037, "excessSessionBenchmark": -0.07448190797888492, "cashReturn": 0.0, "excessReturn": -0.07448190797888492, "excessBuyHold": -0.37516945622088876, "maxDrawdown": -0.022881646777142328, "trades": 5, "sessionEntries": 0, "sessionExits": 0, "fees": 27.669440680686158, "costRate": 0.002, "finalEquity": 12262.056402631188, "skippedGaps": 32, "rejectedOrders": 0, "eligibleRows": 233 }, "validation": { "rows": 39, "start": 1787774500, "end": 1787947310, "durationDays": 2.000115740740741, "netReturn": 0.011908322145393058, "benchmarkReturn": 0.023804030168562473, "buyHoldReturn": 0.04760806033712495, "sessionBenchmarkReturn": 0.023804030168562473, "excessSessionBenchmark": -0.011895708023169391, "cashReturn": 0.0, "excessReturn": -0.011895708023169391, "excessBuyHold": -0.035699738191731736, "maxDrawdown": -0.014620594165201672, "trades": 10, "sessionEntries": 0, "sessionExits": 0, "fees": 25.58372122614457, "costRate": 0.002, "finalEquity": 10119.083221453931, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 39 }, "test": { "rows": 359, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.01829413282203951, "benchmarkReturn": -0.036151264607806266, "buyHoldReturn": -0.07230252921561264, "sessionBenchmarkReturn": -0.036151264607806266, "excessSessionBenchmark": 0.017857131785766797, "cashReturn": 0.0, "excessReturn": 0.017857131785766797, "excessBuyHold": 0.05400839639357309, "maxDrawdown": -0.2583293907891997, "trades": 31, "sessionEntries": 0, "sessionExits": 0, "fees": 54.50997141758328, "costRate": 0.002, "finalEquity": 9817.058671779605, "skippedGaps": 5, "rejectedOrders": 0, "eligibleRows": 359 }, "testStress": { "rows": 359, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.026357767154779, "benchmarkReturn": -0.038926060380798155, "buyHoldReturn": -0.0778521207615962, "sessionBenchmarkReturn": -0.038926060380798155, "excessSessionBenchmark": 0.01256829322601916, "cashReturn": 0.0, "excessReturn": 0.01256829322601916, "excessBuyHold": 0.05149435360681728, "maxDrawdown": -0.26127682716590095, "trades": 31, "sessionEntries": 0, "sessionExits": 0, "fees": 135.77780235720513, "costRate": 0.005, "finalEquity": 9736.42232845221, "skippedGaps": 5, "rejectedOrders": 0, "eligibleRows": 359 } }, "failedGates": [ "no_unexplained_price_discontinuities", "validation_and_test_at_least_7_days", "all_splits_at_least_70pct_hourly_coverage", "validation_positive_net_and_matched_excess_stress", "test_positive_net_base_and_stress", "at_least_2_development_weekly_folds", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": false, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": true, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": true, "at_least_2_development_weekly_folds": false, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 7 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias.", "Hourly data coverage below70%; session boundaries and fills may be poorly observed." ] }, { "coingeckoId": "adobe-inc-robinhood-token", "address": "0x232b8ed6377be97813853b0ac104c4cda8378d1b", "symbol": "ADBE", "name": "Adobe \u2022 Robinhood Token", "rank": 76, "scope": "official_registry", "volume24hUsd": 6437.92, "liquidityUsd": 54037.88, "source": "defillama_coingecko", "coverage": { "rows": 717, "days": 31.487141203703704, "ratio": 0.8233211176286824, "maxGapHours": 6.473611111111111, "uniquePrices": 508 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 3, "adjacentJumpCount": 2, "reversingSpikeCount": 1, "maxAbsAdjacentReturn": 4.610255885605142, "issues": [ { "type": "adjacent_jump", "timestamp": 1788206510, "price": 1732.995375138285, "previousTimestamp": 1788202910, "previousPrice": 308.89774200581905, "return": 4.610255885605142, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788210120, "price": 317.4584114103999, "previousTimestamp": 1788206510, "previousPrice": 1732.995375138285, "return": -0.8168151998760711, "gapSeconds": 3610 }, { "type": "reversing_spike", "timestamp": 1788206510, "price": 1732.995375138285, "previousTimestamp": 1788202910, "previousPrice": 308.89774200581905, "nextTimestamp": 1788210120, "nextPrice": 317.4584114103999 } ], "unchanged24hRuns": [ { "start": 1786834702, "end": 1786924696, "price": 264.01, "rows": 26 }, { "start": 1787360386, "end": 1787529562, "price": 275.0, "rows": 48 }, { "start": 1788569899, "end": 1788825595, "price": 266.69, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 253.925, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1786634210, "end": 1787986290, "rows": 355 }, "validation": { "start": 1788008395, "end": 1788674335, "rows": 176 }, "test": { "start": 1788676298, "end": 1789354699, "rows": 186 } }, "splitCoverage": { "train": { "rows": 355, "days": 15.649074074074074, "ratio": 0.8656910185294464, "maxGapHours": 6.473611111111111, "uniquePrices": 282 }, "validation": { "rows": 176, "days": 7.707638888888889, "ratio": 0.8065238820682857, "maxGapHours": 6.381111111111111, "uniquePrices": 128 }, "test": { "rows": 186, "days": 7.851863425925926, "ratio": 0.7759519414194407, "maxGapHours": 2.7133333333333334, "uniquePrices": 100 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "regular-s100-l8-r72", "selectedConfig": { "spacing": 0.01, "levels": 8, "recenterHours": 72, "mode": "regular" }, "metrics": { "train": { "rows": 355, "start": 1786634210, "end": 1787986290, "durationDays": 15.649074074074074, "netReturn": -0.055851962959444834, "benchmarkReturn": 0.037975094459861136, "buyHoldReturn": 0.07595018891972205, "sessionBenchmarkReturn": -0.05507441361742127, "excessSessionBenchmark": -0.0007775493420234853, "cashReturn": 0.0, "excessReturn": -0.09382705741930586, "excessBuyHold": -0.1318021518791669, "maxDrawdown": -0.07404061321516009, "trades": 8, "sessionEntries": 11, "sessionExits": 12, "fees": 247.56336532391032, "costRate": 0.002, "finalEquity": 9441.480370405552, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 68 }, "validation": { "rows": 176, "start": 1788008395, "end": 1788674335, "durationDays": 7.707638888888889, "netReturn": 2.071842563342613, "benchmarkReturn": -0.041645897878456184, "buyHoldReturn": -0.08329179575691237, "sessionBenchmarkReturn": 2.3782805766837742, "excessSessionBenchmark": -0.30643801334116144, "cashReturn": 0.0, "excessReturn": 2.113488461221069, "excessBuyHold": 2.155134359099525, "maxDrawdown": -0.04001484180555315, "trades": 7, "sessionEntries": 5, "sessionExits": 5, "fees": 343.5155248329522, "costRate": 0.002, "finalEquity": 30718.42563342613, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 32 }, "test": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.029777304315227737, "benchmarkReturn": -0.023386520296240665, "buyHoldReturn": -0.04677304059248111, "sessionBenchmarkReturn": -0.02756723390975513, "excessSessionBenchmark": -0.002210070405472652, "cashReturn": 0.0, "excessReturn": -0.006390784018987142, "excessBuyHold": 0.016995736277253308, "maxDrawdown": -0.037338738564166474, "trades": 3, "sessionEntries": 4, "sessionExits": 4, "fees": 80.70677800378354, "costRate": 0.002, "finalEquity": 9702.226956847722, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 25 }, "testStress": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.041613199839333204, "benchmarkReturn": -0.026237676218256123, "buyHoldReturn": -0.05247535243651236, "sessionBenchmarkReturn": -0.039068130916729005, "excessSessionBenchmark": -0.0025450689226041504, "cashReturn": 0.0, "excessReturn": -0.015375523621077082, "excessBuyHold": 0.010862152597179193, "maxDrawdown": -0.04763165363310906, "trades": 3, "sessionEntries": 4, "sessionExits": 4, "fees": 200.26110553810037, "costRate": 0.005, "finalEquity": 9583.868001606668, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 25 } }, "failedGates": [ "no_unexplained_price_discontinuities", "test_minimum_5_grid_fills", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Unreliable modeled P&L: 2 short-interval price jumps and 1 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "constellation-energy-corporation-robinhood-token", "address": "0xae517a2903e68bd929dfd15be875f8369d53e94a", "symbol": "CEG", "name": "Constellation Energy \u2022 Robinhood Token", "rank": 77, "scope": "official_registry", "volume24hUsd": 6216.6900000000005, "liquidityUsd": 38890.99, "source": "defillama_coingecko", "coverage": { "rows": 710, "days": 31.445474537037036, "ratio": 0.759569327426062, "maxGapHours": 6.940277777777778, "uniquePrices": 450 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.045402951662689706, "issues": [], "unchanged24hRuns": [ { "start": 1787360386, "end": 1787529562, "price": 272.8, "rows": 48 }, { "start": 1787961635, "end": 1788130747, "price": 274.955, "rows": 48 }, { "start": 1788569899, "end": 1788825595, "price": 293.265, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 286.935, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1786637810, "end": 1787993910, "rows": 340 }, "validation": { "start": 1787997561, "end": 1788674335, "rows": 184 }, "test": { "start": 1788676298, "end": 1789354699, "rows": 186 } }, "splitCoverage": { "train": { "rows": 340, "days": 15.695601851851851, "ratio": 0.7201588585717438, "maxGapHours": 6.940277777777778, "uniquePrices": 244 }, "validation": { "rows": 184, "days": 7.833032407407408, "ratio": 0.8201371598561967, "maxGapHours": 6.0, "uniquePrices": 114 }, "test": { "rows": 186, "days": 7.851863425925926, "ratio": 0.7759519414194407, "maxGapHours": 2.7133333333333334, "uniquePrices": 94 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s200-l2-r72", "selectedConfig": { "spacing": 0.02, "levels": 2, "recenterHours": 72, "mode": "allhours" }, "metrics": { "train": { "rows": 340, "start": 1786637810, "end": 1787993910, "durationDays": 15.695601851851851, "netReturn": 0.0033582224218013934, "benchmarkReturn": -0.008378896067744446, "buyHoldReturn": -0.016757792135489002, "sessionBenchmarkReturn": -0.008378896067744446, "excessSessionBenchmark": 0.01173711848954572, "cashReturn": 0.0, "excessReturn": 0.01173711848954572, "excessBuyHold": 0.020116014557290327, "maxDrawdown": -0.042699557450661896, "trades": 7, "sessionEntries": 0, "sessionExits": 0, "fees": 59.433815060144, "costRate": 0.002, "finalEquity": 10033.582224218013, "skippedGaps": 8, "rejectedOrders": 0, "eligibleRows": 340 }, "validation": { "rows": 184, "start": 1787997561, "end": 1788674335, "durationDays": 7.833032407407408, "netReturn": 0.04256438904234794, "benchmarkReturn": 0.031167430010593966, "buyHoldReturn": 0.062334860021188154, "sessionBenchmarkReturn": 0.031167430010593966, "excessSessionBenchmark": 0.011396959031753976, "cashReturn": 0.0, "excessReturn": 0.011396959031753976, "excessBuyHold": -0.01977047097884006, "maxDrawdown": -0.02337064143084633, "trades": 15, "sessionEntries": 0, "sessionExits": 0, "fees": 80.84610179294386, "costRate": 0.002, "finalEquity": 10425.64389042348, "skippedGaps": 1, "rejectedOrders": 1, "eligibleRows": 184 }, "test": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.025117664662023698, "benchmarkReturn": -0.02031040981818255, "buyHoldReturn": -0.04062081963636521, "sessionBenchmarkReturn": -0.02031040981818255, "excessSessionBenchmark": -0.00480725484384111, "cashReturn": 0.0, "excessReturn": -0.00480725484384111, "excessBuyHold": 0.015503154974341488, "maxDrawdown": -0.035688975014675606, "trades": 3, "sessionEntries": 0, "sessionExits": 0, "fees": 39.154423380120654, "costRate": 0.002, "finalEquity": 9748.823353379763, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 186 }, "testStress": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.03089293269042337, "benchmarkReturn": -0.023179967382157107, "buyHoldReturn": -0.046359934764314326, "sessionBenchmarkReturn": -0.023179967382157107, "excessSessionBenchmark": -0.007712965308266212, "cashReturn": 0.0, "excessReturn": -0.007712965308266212, "excessBuyHold": 0.015467002073890944, "maxDrawdown": -0.03922258985786675, "trades": 3, "sessionEntries": 0, "sessionExits": 0, "fees": 97.62953501806365, "costRate": 0.005, "finalEquity": 9691.070673095766, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 186 } }, "failedGates": [ "test_minimum_5_grid_fills", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": true, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "coreweave-robinhood-tokenized-stock", "address": "0x5f10a1c971b69e47e059e1dc91901b59b3fb49c3", "symbol": "CRWV", "name": "CoreWeave \u2022 Robinhood Token", "rank": 78, "scope": "official_registry", "volume24hUsd": 5725.509999999999, "liquidityUsd": 75072.01000000001, "source": "defillama_coingecko", "coverage": { "rows": 1590, "days": 79.96059027777778, "ratio": 0.7833112347090903, "maxGapHours": 84.91583333333334, "uniquePrices": 1193 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 2, "adjacentJumpCount": 2, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 6.079829904850102, "issues": [ { "type": "adjacent_jump", "timestamp": 1784494743, "price": 11.269340536622982, "previousTimestamp": 1784491181, "previousPrice": 87.06865, "return": -0.8705694812470047, "gapSeconds": 3562 }, { "type": "adjacent_jump", "timestamp": 1784818802, "price": 79.57095323286138, "previousTimestamp": 1784815174, "previousPrice": 11.239105218947504, "return": 6.079829904850102, "gapSeconds": 3628 } ], "unchanged24hRuns": [ { "start": 1783040111, "end": 1783284609, "price": 82.7831, "rows": 18 }, { "start": 1783717135, "end": 1783889708, "price": 88.8397, "rows": 14 }, { "start": 1783936810, "end": 1784491181, "price": 87.06865, "rows": 149 }, { "start": 1784498331, "end": 1784815174, "price": 11.239105218947504, "rows": 89 }, { "start": 1788569899, "end": 1788825595, "price": 89.07499999999999, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 89.035, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1782446104, "end": 1785898976, "rows": 633 }, "validation": { "start": 1785902510, "end": 1787626910, "rows": 480 }, "test": { "start": 1787630500, "end": 1789354699, "rows": 477 } }, "splitCoverage": { "train": { "rows": 633, "days": 39.963796296296294, "ratio": 0.6301222749670763, "maxGapHours": 84.91583333333334, "uniquePrices": 357 }, "validation": { "rows": 480, "days": 19.958333333333332, "ratio": 1, "maxGapHours": 1.0166666666666666, "uniquePrices": 480 }, "test": { "rows": 477, "days": 19.956006944444443, "ratio": 0.8730182156605022, "maxGapHours": 2.7133333333333334, "uniquePrices": 356 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "regular-s200-l8-r72", "selectedConfig": { "spacing": 0.02, "levels": 8, "recenterHours": 72, "mode": "regular" }, "metrics": { "train": { "rows": 633, "start": 1782446104, "end": 1785898976, "durationDays": 39.963796296296294, "netReturn": 2.469562537956448, "benchmarkReturn": -0.03590026680231928, "buyHoldReturn": -0.07180053360463867, "sessionBenchmarkReturn": 2.891328902613054, "excessSessionBenchmark": -0.42176636465660633, "cashReturn": 0.0, "excessReturn": 2.5054628047587673, "excessBuyHold": 2.541363071561087, "maxDrawdown": -0.09114694024470438, "trades": 15, "sessionEntries": 25, "sessionExits": 25, "fees": 984.2224808074976, "costRate": 0.002, "finalEquity": 34695.62537956448, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 121 }, "validation": { "rows": 480, "start": 1785902510, "end": 1787626910, "durationDays": 19.958333333333332, "netReturn": -0.04782422884501225, "benchmarkReturn": -0.03016922220996454, "buyHoldReturn": -0.060338444419929194, "sessionBenchmarkReturn": -0.04515771315084982, "excessSessionBenchmark": -0.0026665156941624445, "cashReturn": 0.0, "excessReturn": -0.01765500663504772, "excessBuyHold": 0.012514215574916852, "maxDrawdown": -0.06191785556055529, "trades": 5, "sessionEntries": 14, "sessionExits": 14, "fees": 283.156492019031, "costRate": 0.002, "finalEquity": 9521.757711549877, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 84 }, "test": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": -0.027011447725247106, "benchmarkReturn": 0.0017904530916310613, "buyHoldReturn": 0.0035809061832621225, "sessionBenchmarkReturn": -0.018963645851147515, "excessSessionBenchmark": -0.008047801874099605, "cashReturn": 0.0, "excessReturn": -0.02880190081687815, "excessBuyHold": -0.030592353908509177, "maxDrawdown": -0.06266403685491173, "trades": 8, "sessionEntries": 13, "sessionExits": 13, "fees": 268.59677529367775, "costRate": 0.002, "finalEquity": 9729.885522747529, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 81 }, "testStress": { "rows": 477, "start": 1787630500, "end": 1789354699, "durationDays": 19.956006944444443, "netReturn": -0.06551328317434091, "benchmarkReturn": -0.0012113143422913808, "buyHoldReturn": -0.0024226286845825395, "sessionBenchmarkReturn": -0.056375154173034736, "excessSessionBenchmark": -0.009138129001306151, "cashReturn": 0.0, "excessReturn": -0.06430196883204953, "excessBuyHold": -0.06309065448975834, "maxDrawdown": -0.07367603270455314, "trades": 8, "sessionEntries": 13, "sessionExits": 13, "fees": 657.2038161953304, "costRate": 0.005, "finalEquity": 9344.867168256591, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 81 } }, "failedGates": [ "no_unexplained_price_discontinuities", "all_splits_at_least_70pct_hourly_coverage", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 2 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "poet-technologies-robinhood-tokenized-stock", "address": "0xcf6b2d875361be807eafa57458c80f28521f9333", "symbol": "POET", "name": "POET Technologies \u2022 Robinhood Token", "rank": 79, "scope": "official_registry", "volume24hUsd": 4794.65, "liquidityUsd": 12508.21, "source": "defillama_coingecko", "coverage": { "rows": 913, "days": 65.08302083333334, "ratio": 0.5105590717805747, "maxGapHours": 285.0, "uniquePrices": 485 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 5, "adjacentJumpCount": 5, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 6.412509181581951, "issues": [ { "type": "adjacent_jump", "timestamp": 1788210120, "price": 55.308664654893825, "previousTimestamp": 1788206510, "previousPrice": 7.461530677401474, "return": 6.412509181581951, "gapSeconds": 3610 }, { "type": "adjacent_jump", "timestamp": 1788238910, "price": 8.294836024818334, "previousTimestamp": 1788235320, "previousPrice": 55.284053143477045, "return": -0.849959698083442, "gapSeconds": 3590 }, { "type": "adjacent_jump", "timestamp": 1788246110, "price": 14.703099943421202, "previousTimestamp": 1788242510, "previousPrice": 8.624381017016953, "return": 0.704829588860951, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788271310, "price": 7.226470280100767, "previousTimestamp": 1788267710, "previousPrice": 14.559091105703775, "return": -0.5036455072892789, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788354100, "price": 6.933821167479447, "previousTimestamp": 1788350510, "previousPrice": 10.387165794433962, "return": -0.3324626462403262, "gapSeconds": 3590 } ], "unchanged24hRuns": [ { "start": 1784141990, "end": 1784865527, "price": 9.24050471350461, "rows": 119 }, { "start": 1784897982, "end": 1785338103, "price": 9.406993697150178, "rows": 29 }, { "start": 1785404863, "end": 1785819772, "price": 9.23179112890154, "rows": 42 }, { "start": 1787968796, "end": 1788130747, "price": 7.88, "rows": 46 }, { "start": 1788569899, "end": 1788825595, "price": 9.620000000000001, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 7.92, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1783731526, "end": 1786525300, "rows": 440 }, "validation": { "start": 1786548589, "end": 1787946390, "rows": 90 }, "test": { "start": 1787968796, "end": 1789354699, "rows": 383 } }, "splitCoverage": { "train": { "rows": 440, "days": 32.335347222222225, "ratio": 0.531498469636166, "maxGapHours": 72.98277777777778, "uniquePrices": 236 }, "validation": { "rows": 90, "days": 16.178252314814817, "ratio": 0.19523319877750908, "maxGapHours": 285.0, "uniquePrices": 84 }, "test": { "rows": 383, "days": 16.04054398148148, "ratio": 0.8005740181921162, "maxGapHours": 2.7133333333333334, "uniquePrices": 173 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "closed_all-s100-l8-r72", "selectedConfig": { "spacing": 0.01, "levels": 8, "recenterHours": 72, "mode": "closed_all" }, "metrics": { "train": { "rows": 440, "start": 1783731526, "end": 1786525300, "durationDays": 32.335347222222225, "netReturn": -0.14303543939293817, "benchmarkReturn": -0.07332472700287795, "buyHoldReturn": -0.14664945400575613, "sessionBenchmarkReturn": -0.12474404551578877, "excessSessionBenchmark": -0.01829139387714931, "cashReturn": 0.0, "excessReturn": -0.06971071239006014, "excessBuyHold": 0.0036140146128180277, "maxDrawdown": -0.1806642732667788, "trades": 12, "sessionEntries": 21, "sessionExits": 21, "fees": 403.4819405868134, "costRate": 0.002, "finalEquity": 8569.645606070619, "skippedGaps": 22, "rejectedOrders": 0, "eligibleRows": 321 }, "validation": { "rows": 90, "start": 1786548589, "end": 1787946390, "durationDays": 16.178252314814817, "netReturn": 1.02867286962779, "benchmarkReturn": -0.042847076693147246, "buyHoldReturn": -0.08569415338629438, "sessionBenchmarkReturn": 1.0357130208680863, "excessSessionBenchmark": -0.0070401512402964725, "cashReturn": 0.0, "excessReturn": 1.0715199463209373, "excessBuyHold": 1.1143670230140843, "maxDrawdown": -0.42794512790956796, "trades": 4, "sessionEntries": 5, "sessionExits": 5, "fees": 162.60593603269734, "costRate": 0.002, "finalEquity": 20286.7286962779, "skippedGaps": 3, "rejectedOrders": 0, "eligibleRows": 60 }, "test": { "rows": 383, "start": 1787968796, "end": 1789354699, "durationDays": 16.04054398148148, "netReturn": -0.07278078863993831, "benchmarkReturn": -0.015267687974305222, "buyHoldReturn": -0.030535375948610444, "sessionBenchmarkReturn": -0.055542379857140056, "excessSessionBenchmark": -0.01723840878279825, "cashReturn": 0.0, "excessReturn": -0.0575131006656331, "excessBuyHold": -0.04224541269132787, "maxDrawdown": -0.7500867040346106, "trades": 25, "sessionEntries": 9, "sessionExits": 9, "fees": 224.36294395489443, "costRate": 0.002, "finalEquity": 9272.192113600617, "skippedGaps": 1, "rejectedOrders": 0, "eligibleRows": 326 }, "testStress": { "rows": 383, "start": 1787968796, "end": 1789354699, "durationDays": 16.04054398148148, "netReturn": -0.10470937986708762, "benchmarkReturn": -0.018167411672601497, "buyHoldReturn": -0.03633482334520288, "sessionBenchmarkReturn": -0.08325314581068122, "excessSessionBenchmark": -0.021456234056406356, "cashReturn": 0.0, "excessReturn": -0.08654196819448608, "excessBuyHold": -0.06837455652188473, "maxDrawdown": -0.7570362974234464, "trades": 25, "sessionEntries": 9, "sessionExits": 9, "fees": 550.7245089313067, "costRate": 0.005, "finalEquity": 8952.906201329124, "skippedGaps": 1, "rejectedOrders": 0, "eligibleRows": 326 } }, "failedGates": [ "no_unexplained_price_discontinuities", "all_splits_at_least_70pct_hourly_coverage", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_2_development_weekly_folds", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": false, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Unreliable modeled P&L: 5 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias.", "Hourly data coverage below70%; session boundaries and fills may be poorly observed." ] }, { "coingeckoId": "sunrun-inc-robinhood-token", "address": "0x756bc80af765c82da966a788858d65adf14f3793", "symbol": "RUN", "name": "Sunrun \u2022 Robinhood Token", "rank": 80, "scope": "official_registry", "volume24hUsd": 3897.4900000000002, "liquidityUsd": 44156.89, "source": "defillama_coingecko", "coverage": { "rows": 702, "days": 31.19559027777778, "ratio": 0.8069957415968512, "maxGapHours": 6.484444444444445, "uniquePrices": 422 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 4, "adjacentJumpCount": 3, "reversingSpikeCount": 1, "maxAbsAdjacentReturn": 1.238703593443267, "issues": [ { "type": "adjacent_jump", "timestamp": 1788220910, "price": 3.971867319142145, "previousTimestamp": 1788217310, "previousPrice": 8.540283169845068, "return": -0.5349255709498681, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788224510, "price": 8.891833640043396, "previousTimestamp": 1788220910, "previousPrice": 3.971867319142145, "return": 1.238703593443267, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788296510, "price": 10.969856878993705, "previousTimestamp": 1788292910, "previousPrice": 8.508819728408888, "return": 0.289233669197152, "gapSeconds": 3600 }, { "type": "reversing_spike", "timestamp": 1788220910, "price": 3.971867319142145, "previousTimestamp": 1788217310, "previousPrice": 8.540283169845068, "nextTimestamp": 1788224510, "nextPrice": 8.891833640043396 } ], "unchanged24hRuns": [ { "start": 1788042575, "end": 1788130747, "price": 9.129999999999999, "rows": 26 }, { "start": 1788569899, "end": 1788825595, "price": 8.855, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 8.565000000000001, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1786659400, "end": 1788004864, "rows": 335 }, "validation": { "start": 1788008395, "end": 1788676298, "rows": 182 }, "test": { "start": 1788682478, "end": 1789354699, "rows": 185 } }, "splitCoverage": { "train": { "rows": 335, "days": 15.5725, "ratio": 0.8165661525324225, "maxGapHours": 6.484444444444445, "uniquePrices": 282 }, "validation": { "rows": 182, "days": 7.730358796296296, "ratio": 0.8256106078453856, "maxGapHours": 6.4625, "uniquePrices": 94 }, "test": { "rows": 185, "days": 7.7803356481481485, "ratio": 0.7777207278258592, "maxGapHours": 2.7133333333333334, "uniquePrices": 62 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "regular-s200-l8-r72", "selectedConfig": { "spacing": 0.02, "levels": 8, "recenterHours": 72, "mode": "regular" }, "metrics": { "train": { "rows": 335, "start": 1786659400, "end": 1788004864, "durationDays": 15.5725, "netReturn": -0.04117983034870709, "benchmarkReturn": -0.039802226359407, "buyHoldReturn": -0.07960445271881378, "sessionBenchmarkReturn": -0.03806230673013, "excessSessionBenchmark": -0.00311752361857707, "cashReturn": 0.0, "excessReturn": -0.0013776039893000417, "excessBuyHold": 0.03842462237010677, "maxDrawdown": -0.05852006589767611, "trades": 6, "sessionEntries": 11, "sessionExits": 11, "fees": 221.78785953969657, "costRate": 0.002, "finalEquity": 9588.20169651293, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 65 }, "validation": { "rows": 182, "start": 1788008395, "end": 1788676298, "durationDays": 7.730358796296296, "netReturn": 0.004756468627744148, "benchmarkReturn": -0.016996128225476803, "buyHoldReturn": -0.033992256450953384, "sessionBenchmarkReturn": 0.011593439300864983, "excessSessionBenchmark": -0.006836970673120959, "cashReturn": 0.0, "excessReturn": 0.021752596853220892, "excessBuyHold": 0.0387487250786975, "maxDrawdown": -0.0300276565519918, "trades": 4, "sessionEntries": 5, "sessionExits": 5, "fees": 101.5207064546548, "costRate": 0.002, "finalEquity": 10047.564686277441, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 32 }, "test": { "rows": 185, "start": 1788682478, "end": 1789354699, "durationDays": 7.7803356481481485, "netReturn": -0.029236461734846286, "benchmarkReturn": -0.018867967058542545, "buyHoldReturn": -0.03773593411708498, "sessionBenchmarkReturn": -0.02716052907290123, "excessSessionBenchmark": -0.0020759326619450803, "cashReturn": 0.0, "excessReturn": -0.010368494676303817, "excessBuyHold": 0.008499472382238674, "maxDrawdown": -0.03149512094531892, "trades": 3, "sessionEntries": 4, "sessionExits": 4, "fees": 83.81040763227846, "costRate": 0.002, "finalEquity": 9707.635382651537, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 25 }, "testStress": { "rows": 185, "start": 1788682478, "end": 1789354699, "durationDays": 7.7803356481481485, "netReturn": -0.041436389768554016, "benchmarkReturn": -0.021746153478794494, "buyHoldReturn": -0.0434923069575891, "sessionBenchmarkReturn": -0.0386671837988215, "excessSessionBenchmark": -0.002769205969732502, "cashReturn": 0.0, "excessReturn": -0.01969023628975956, "excessBuyHold": 0.0020559171890350628, "maxDrawdown": -0.041436389768554016, "trades": 3, "sessionEntries": 4, "sessionExits": 4, "fees": 207.9366655054615, "costRate": 0.005, "finalEquity": 9585.63610231446, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 25 } }, "failedGates": [ "no_unexplained_price_discontinuities", "test_minimum_5_grid_fills", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 3 short-interval price jumps and 1 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "unitedhealth-group-incorporated-robinhood-token", "address": "0xcf364ea52787e289de6f32077834056e3e70d6a8", "symbol": "UNH", "name": "UnitedHealth \u2022 Robinhood Token", "rank": 81, "scope": "official_registry", "volume24hUsd": 3818.1, "liquidityUsd": 69334.3, "source": "defillama_coingecko", "coverage": { "rows": 689, "days": 31.19559027777778, "ratio": 0.7949908462673112, "maxGapHours": 6.451944444444444, "uniquePrices": 502 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 5, "adjacentJumpCount": 4, "reversingSpikeCount": 1, "maxAbsAdjacentReturn": 3.4820227558433263, "issues": [ { "type": "adjacent_jump", "timestamp": 1788210120, "price": 1226.8925605576353, "previousTimestamp": 1788206510, "previousPrice": 390.93019641586676, "return": 2.1383929197745624, "gapSeconds": 3610 }, { "type": "adjacent_jump", "timestamp": 1788235310, "price": 389.0572697687306, "previousTimestamp": 1788231710, "previousPrice": 1226.266673335293, "return": -0.6827302916823605, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788296510, "price": 1777.643596206718, "previousTimestamp": 1788292910, "previousPrice": 396.61637011752316, "return": 3.4820227558433263, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788300110, "price": 396.849262270709, "previousTimestamp": 1788296510, "previousPrice": 1777.643596206718, "return": -0.7767554401132271, "gapSeconds": 3600 }, { "type": "reversing_spike", "timestamp": 1788296510, "price": 1777.643596206718, "previousTimestamp": 1788292910, "previousPrice": 396.61637011752316, "nextTimestamp": 1788300110, "nextPrice": 396.849262270709 } ], "unchanged24hRuns": [ { "start": 1788569899, "end": 1788825595, "price": 422.63, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 378.845, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1786659400, "end": 1788004860, "rows": 322 }, "validation": { "start": 1788008500, "end": 1788676298, "rows": 182 }, "test": { "start": 1788682478, "end": 1789354699, "rows": 185 } }, "splitCoverage": { "train": { "rows": 322, "days": 15.572453703703705, "ratio": 0.7738721776644478, "maxGapHours": 6.451944444444444, "uniquePrices": 279 }, "validation": { "rows": 182, "days": 7.729143518518518, "ratio": 0.8579114027745094, "maxGapHours": 6.243333333333333, "uniquePrices": 137 }, "test": { "rows": 185, "days": 7.7803356481481485, "ratio": 0.7777207278258592, "maxGapHours": 2.7133333333333334, "uniquePrices": 94 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "regular-s100-l8-r72", "selectedConfig": { "spacing": 0.01, "levels": 8, "recenterHours": 72, "mode": "regular" }, "metrics": { "train": { "rows": 322, "start": 1786659400, "end": 1788004860, "durationDays": 15.572453703703705, "netReturn": -0.03656046113393929, "benchmarkReturn": -0.011176420153210742, "buyHoldReturn": -0.022352840306421262, "sessionBenchmarkReturn": -0.03364105911490056, "excessSessionBenchmark": -0.0029194020190387165, "cashReturn": 0.0, "excessReturn": -0.025384040980728606, "excessBuyHold": -0.014207620827518076, "maxDrawdown": -0.04655296532647857, "trades": 9, "sessionEntries": 11, "sessionExits": 11, "fees": 231.63304865473177, "costRate": 0.002, "finalEquity": 9634.395388660607, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 64 }, "validation": { "rows": 182, "start": 1788008500, "end": 1788676298, "durationDays": 7.729143518518518, "netReturn": -0.010270407543849225, "benchmarkReturn": 0.035551687673694765, "buyHoldReturn": 0.07110337534738953, "sessionBenchmarkReturn": -0.010336919612127127, "excessSessionBenchmark": 6.651206827791612e-05, "cashReturn": 0.0, "excessReturn": -0.045822095217543934, "excessBuyHold": -0.08137378289123881, "maxDrawdown": -0.012150983987492592, "trades": 3, "sessionEntries": 5, "sessionExits": 5, "fees": 102.00844350917015, "costRate": 0.002, "finalEquity": 9897.295924561507, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 32 }, "test": { "rows": 185, "start": 1788682478, "end": 1789354699, "durationDays": 7.7803356481481485, "netReturn": -0.021110318609003698, "benchmarkReturn": -0.05408475338087049, "buyHoldReturn": -0.10816950676174075, "sessionBenchmarkReturn": -0.019049549430377177, "excessSessionBenchmark": -0.0020607691786264696, "cashReturn": 0.0, "excessReturn": 0.0329744347718668, "excessBuyHold": 0.08705918815273708, "maxDrawdown": -0.03013282137996587, "trades": 6, "sessionEntries": 4, "sessionExits": 4, "fees": 89.45121043456604, "costRate": 0.002, "finalEquity": 9788.896813909963, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 25 }, "testStress": { "rows": 185, "start": 1788682478, "end": 1789354699, "durationDays": 7.7803356481481485, "netReturn": -0.034161900304047976, "benchmarkReturn": -0.056752268988917054, "buyHoldReturn": -0.11350453797783411, "sessionBenchmarkReturn": -0.030676920170790267, "excessSessionBenchmark": -0.0034849801332577043, "cashReturn": 0.0, "excessReturn": 0.0225903686848691, "excessBuyHold": 0.07934263767378616, "maxDrawdown": -0.0404425528716682, "trades": 6, "sessionEntries": 4, "sessionExits": 4, "fees": 221.88680231481607, "costRate": 0.005, "finalEquity": 9658.38099695952, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 25 } }, "failedGates": [ "no_unexplained_price_discontinuities", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": true, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 4 short-interval price jumps and 1 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "nano-nuclear-energy-robinhood-tokenized-stock", "address": "0xbef75684c43c4ea7bd18dd532a2244674ee8b926", "symbol": "NNE", "name": "Nano Nuclear Energy \u2022 Robinhood Token", "rank": 82, "scope": "official_registry", "volume24hUsd": 3632.28, "liquidityUsd": 59219.22, "source": "defillama_coingecko", "coverage": { "rows": 1107, "days": 65.08302083333334, "ratio": 0.6378789405579361, "maxGapHours": 121.25, "uniquePrices": 861 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 9, "adjacentJumpCount": 9, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 14.14200820757679, "issues": [ { "type": "adjacent_jump", "timestamp": 1786557700, "price": 19.23768586469013, "previousTimestamp": 1786554110, "previousPrice": 105.57863799056594, "return": -0.8177880844948092, "gapSeconds": 3590 }, { "type": "adjacent_jump", "timestamp": 1788184910, "price": 18.59034965132141, "previousTimestamp": 1788181310, "previousPrice": 24.872612301727862, "return": -0.2525775167560519, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788210120, "price": 109.90344872883095, "previousTimestamp": 1788206510, "previousPrice": 18.54531304987887, "return": 4.926211568024665, "gapSeconds": 3610 }, { "type": "adjacent_jump", "timestamp": 1788213710, "price": 13.347632804452596, "previousTimestamp": 1788210120, "previousPrice": 109.90344872883095, "return": -0.8785512833415653, "gapSeconds": 3590 }, { "type": "adjacent_jump", "timestamp": 1788242510, "price": 202.12269795182928, "previousTimestamp": 1788238910, "previousPrice": 13.348473675419797, "return": 14.14200820757679, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788246110, "price": 145.4814534398087, "previousTimestamp": 1788242510, "previousPrice": 202.12269795182928, "return": -0.280231983275424, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788249710, "price": 73.40679717176072, "previousTimestamp": 1788246110, "previousPrice": 145.4814534398087, "return": -0.4954216126103528, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788260510, "price": 31.01281179125234, "previousTimestamp": 1788256910, "previousPrice": 54.37452481960196, "return": -0.42964445401328355, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788264110, "price": 19.452347948504762, "previousTimestamp": 1788260510, "previousPrice": 31.01281179125234, "return": -0.3727641311778247, "gapSeconds": 3600 } ], "unchanged24hRuns": [ { "start": 1788569899, "end": 1788825595, "price": 16.625, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 20.125, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1783731526, "end": 1786539710, "rows": 531 }, "validation": { "start": 1786543310, "end": 1787947310, "rows": 226 }, "test": { "start": 1787950910, "end": 1789354699, "rows": 350 } }, "splitCoverage": { "train": { "rows": 531, "days": 32.50212962962963, "ratio": 0.6247990599562413, "maxGapHours": 46.485277777777775, "uniquePrices": 449 }, "validation": { "rows": 226, "days": 16.25, "ratio": 0.5549872122762148, "maxGapHours": 121.25, "uniquePrices": 224 }, "test": { "rows": 350, "days": 16.247557870370372, "ratio": 0.7469150320202873, "maxGapHours": 39.0, "uniquePrices": 193 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "closedweeknight-s400-l8-r72", "selectedConfig": { "spacing": 0.04, "levels": 8, "recenterHours": 72, "mode": "closedweeknight" }, "metrics": { "train": { "rows": 531, "start": 1783731526, "end": 1786539710, "durationDays": 32.50212962962963, "netReturn": 3.0998990984200594, "benchmarkReturn": 2.9173130143408876, "buyHoldReturn": 5.834626028681775, "sessionBenchmarkReturn": 3.247341979165874, "excessSessionBenchmark": -0.1474428807458149, "cashReturn": 0.0, "excessReturn": 0.18258608407917198, "excessBuyHold": -2.7347269302617154, "maxDrawdown": -0.15238307557207265, "trades": 6, "sessionEntries": 17, "sessionExits": 16, "fees": 403.5750728790145, "costRate": 0.002, "finalEquity": 40998.990984200595, "skippedGaps": 12, "rejectedOrders": 0, "eligibleRows": 227 }, "validation": { "rows": 226, "start": 1786543310, "end": 1787947310, "durationDays": 16.25, "netReturn": 0.016071432661176832, "benchmarkReturn": -0.43383467438343504, "buyHoldReturn": -0.8676693487668701, "sessionBenchmarkReturn": 0.00582787380140215, "excessSessionBenchmark": 0.010243558859774566, "cashReturn": 0.0, "excessReturn": 0.44990610704461176, "excessBuyHold": 0.8837407814280468, "maxDrawdown": -0.0726217734650072, "trades": 4, "sessionEntries": 6, "sessionExits": 6, "fees": 121.16158268768245, "costRate": 0.002, "finalEquity": 10160.714326611767, "skippedGaps": 1, "rejectedOrders": 0, "eligibleRows": 100 }, "test": { "rows": 350, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.037604181518832935, "benchmarkReturn": -0.06738044202492421, "buyHoldReturn": -0.13476088404984854, "sessionBenchmarkReturn": -0.06598580345155225, "excessSessionBenchmark": 0.02838162193271928, "cashReturn": 0.0, "excessReturn": 0.02977626050609124, "excessBuyHold": 0.09715670253101562, "maxDrawdown": -0.8192717940985622, "trades": 8, "sessionEntries": 7, "sessionExits": 7, "fees": 144.74158328206414, "costRate": 0.002, "finalEquity": 9623.95818481167, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 122 }, "testStress": { "rows": 350, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.0581314570025625, "benchmarkReturn": -0.06996842131469838, "buyHoldReturn": -0.13993684262939676, "sessionBenchmarkReturn": -0.08517726208795318, "excessSessionBenchmark": 0.02704580508539075, "cashReturn": 0.0, "excessReturn": 0.011836964312135934, "excessBuyHold": 0.08180538562683433, "maxDrawdown": -0.822597046577192, "trades": 8, "sessionEntries": 7, "sessionExits": 7, "fees": 357.5051368900741, "costRate": 0.005, "finalEquity": 9418.685429974375, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 122 } }, "failedGates": [ "no_unexplained_price_discontinuities", "all_splits_at_least_70pct_hourly_coverage", "validation_positive_net_and_matched_excess_stress", "test_positive_net_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": true, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": true, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Unreliable modeled P&L: 9 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias.", "Hourly data coverage below70%; session boundaries and fills may be poorly observed." ] }, { "coingeckoId": "sofi-technologies-robinhood-tokenized-stock", "address": "0x98e75885157c80992a8d41b696d8c9c6fb30a926", "symbol": "SOFI", "name": "SoFi Technologies \u2022 Robinhood Token", "rank": 83, "scope": "official_registry", "volume24hUsd": 3321.28, "liquidityUsd": 129139.08, "source": "defillama_coingecko", "coverage": { "rows": 1371, "days": 65.08375, "ratio": 0.7907818887914985, "maxGapHours": 26.264166666666668, "uniquePrices": 956 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.12290948013978542, "issues": [], "unchanged24hRuns": [ { "start": 1784545130, "end": 1784815173, "price": 16.86875286619391, "rows": 67 }, { "start": 1788569899, "end": 1788825595, "price": 18.32, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 16.65, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1783731463, "end": 1786539675, "rows": 645 }, "validation": { "start": 1786543230, "end": 1787947310, "rows": 338 }, "test": { "start": 1787950910, "end": 1789354699, "rows": 388 } }, "splitCoverage": { "train": { "rows": 645, "days": 32.5024537037037, "ratio": 0.7784304213795232, "maxGapHours": 26.264166666666668, "uniquePrices": 462 }, "validation": { "rows": 338, "days": 16.250925925925927, "ratio": 0.7621050238690611, "maxGapHours": 6.461666666666667, "uniquePrices": 298 }, "test": { "rows": 388, "days": 16.247557870370372, "ratio": 0.8441163033105986, "maxGapHours": 2.7133333333333334, "uniquePrices": 223 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s400-l4-r24", "selectedConfig": { "spacing": 0.04, "levels": 4, "recenterHours": 24, "mode": "allhours" }, "metrics": { "train": { "rows": 645, "start": 1783731463, "end": 1786539675, "durationDays": 32.5024537037037, "netReturn": 0.05652599900275734, "benchmarkReturn": 0.0384824920808684, "buyHoldReturn": 0.0769649841617368, "sessionBenchmarkReturn": 0.0384824920808684, "excessSessionBenchmark": 0.018043506921889094, "cashReturn": 0.0, "excessReturn": 0.018043506921889094, "excessBuyHold": -0.020438985158979267, "maxDrawdown": -0.13236927815972566, "trades": 14, "sessionEntries": 0, "sessionExits": 0, "fees": 54.63581410390685, "costRate": 0.002, "finalEquity": 10565.259990027575, "skippedGaps": 32, "rejectedOrders": 0, "eligibleRows": 645 }, "validation": { "rows": 338, "start": 1786543230, "end": 1787947310, "durationDays": 16.250925925925927, "netReturn": 0.02887725694746468, "benchmarkReturn": 0.0002711922940095146, "buyHoldReturn": 0.0005423845880188072, "sessionBenchmarkReturn": 0.0002711922940095146, "excessSessionBenchmark": 0.02860606465345536, "cashReturn": 0.0, "excessReturn": 0.02860606465345536, "excessBuyHold": 0.028334872359445946, "maxDrawdown": -0.035297668734250554, "trades": 10, "sessionEntries": 0, "sessionExits": 0, "fees": 40.18946162433557, "costRate": 0.002, "finalEquity": 10288.772569474648, "skippedGaps": 13, "rejectedOrders": 0, "eligibleRows": 338 }, "test": { "rows": 388, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.00019345179541485624, "benchmarkReturn": -0.022427581630685367, "buyHoldReturn": -0.044855163261370734, "sessionBenchmarkReturn": -0.022427581630685367, "excessSessionBenchmark": 0.022234129835270504, "cashReturn": 0.0, "excessReturn": 0.022234129835270504, "excessBuyHold": 0.044661711465955885, "maxDrawdown": -0.08777102489854649, "trades": 8, "sessionEntries": 0, "sessionExits": 0, "fees": 40.05040530480986, "costRate": 0.002, "finalEquity": 9998.065482045851, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 388 }, "testStress": { "rows": 388, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.006183980689893898, "benchmarkReturn": -0.025284474032619575, "buyHoldReturn": -0.05056894806523904, "sessionBenchmarkReturn": -0.025284474032619575, "excessSessionBenchmark": 0.019100493342725712, "cashReturn": 0.0, "excessReturn": 0.019100493342725712, "excessBuyHold": 0.04438496737534515, "maxDrawdown": -0.0891645918421673, "trades": 8, "sessionEntries": 0, "sessionExits": 0, "fees": 99.85006837132647, "costRate": 0.005, "finalEquity": 9938.160193101061, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 388 } }, "failedGates": [ "test_positive_net_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": true, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": true, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "hewlett-packard-enterprise-company-robinhood-token", "address": "0x59dd09d4900c2e4b5f75b7c0d4e6796fcc234cb1", "symbol": "HPE", "name": "HP Enterprise \u2022 Robinhood Token", "rank": 84, "scope": "official_registry", "volume24hUsd": 3294.2799999999997, "liquidityUsd": 41352.96, "source": "defillama_coingecko", "coverage": { "rows": 720, "days": 31.487141203703704, "ratio": 0.8127487758292772, "maxGapHours": 6.979722222222223, "uniquePrices": 491 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 5, "adjacentJumpCount": 4, "reversingSpikeCount": 1, "maxAbsAdjacentReturn": 12.091645943602044, "issues": [ { "type": "adjacent_jump", "timestamp": 1788210120, "price": 724.0800873832059, "previousTimestamp": 1788206510, "previousPrice": 55.3085601690189, "return": 12.091645943602044, "gapSeconds": 3610 }, { "type": "adjacent_jump", "timestamp": 1788213710, "price": 52.15281052111685, "previousTimestamp": 1788210120, "previousPrice": 724.0800873832059, "return": -0.9279736987249645, "gapSeconds": 3590 }, { "type": "adjacent_jump", "timestamp": 1789171304, "price": 41.4, "previousTimestamp": 1789167498, "previousPrice": 62.055, "return": -0.3328498912255258, "gapSeconds": 3806 }, { "type": "adjacent_jump", "timestamp": 1789344030, "price": 60.510000000000005, "previousTimestamp": 1789340402, "previousPrice": 41.4, "return": 0.4615942028985509, "gapSeconds": 3628 }, { "type": "reversing_spike", "timestamp": 1788210120, "price": 724.0800873832059, "previousTimestamp": 1788206510, "previousPrice": 55.3085601690189, "nextTimestamp": 1788213710, "nextPrice": 52.15281052111685 } ], "unchanged24hRuns": [ { "start": 1786831237, "end": 1786924696, "price": 58.71, "rows": 27 }, { "start": 1787961635, "end": 1788130747, "price": 51.985, "rows": 48 }, { "start": 1788569899, "end": 1788825595, "price": 51.22, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 41.4, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1786634210, "end": 1787993910, "rows": 346 }, "validation": { "start": 1787997561, "end": 1788674335, "rows": 188 }, "test": { "start": 1788676298, "end": 1789354699, "rows": 186 } }, "splitCoverage": { "train": { "rows": 346, "days": 15.737268518518519, "ratio": 0.8186019218073791, "maxGapHours": 6.979722222222223, "uniquePrices": 284 }, "validation": { "rows": 188, "days": 7.833032407407408, "ratio": 0.8360107823050263, "maxGapHours": 2.0027777777777778, "uniquePrices": 118 }, "test": { "rows": 186, "days": 7.851863425925926, "ratio": 0.7759519414194407, "maxGapHours": 2.7133333333333334, "uniquePrices": 95 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "regular-s200-l8-r72", "selectedConfig": { "spacing": 0.02, "levels": 8, "recenterHours": 72, "mode": "regular" }, "metrics": { "train": { "rows": 346, "start": 1786634210, "end": 1787993910, "durationDays": 15.737268518518519, "netReturn": -0.07776458513430184, "benchmarkReturn": -0.08325108876146592, "buyHoldReturn": -0.16650217752293173, "sessionBenchmarkReturn": -0.0736675625052674, "excessSessionBenchmark": -0.004097022629034473, "cashReturn": 0.0, "excessReturn": 0.005486503627163984, "excessBuyHold": 0.08873759238862985, "maxDrawdown": -0.07942829761664183, "trades": 6, "sessionEntries": 11, "sessionExits": 12, "fees": 240.65431999913068, "costRate": 0.002, "finalEquity": 9222.354148656981, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 73 }, "validation": { "rows": 188, "start": 1787997561, "end": 1788674335, "durationDays": 7.833032407407408, "netReturn": 0.020049044142491868, "benchmarkReturn": -0.009324526862404703, "buyHoldReturn": -0.018649053724809517, "sessionBenchmarkReturn": 0.029200965556656966, "excessSessionBenchmark": -0.009151921414165008, "cashReturn": 0.0, "excessReturn": 0.029373571004896622, "excessBuyHold": 0.038698097867301474, "maxDrawdown": -0.03877322377691017, "trades": 8, "sessionEntries": 5, "sessionExits": 5, "fees": 112.25232769537566, "costRate": 0.002, "finalEquity": 10200.49044142492, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 31 }, "test": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": 0.00786230528844678, "benchmarkReturn": 0.08769721392825458, "buyHoldReturn": 0.17539442785650872, "sessionBenchmarkReturn": 0.008904552666983312, "excessSessionBenchmark": -0.0010422473785365583, "cashReturn": 0.0, "excessReturn": -0.07983490863980769, "excessBuyHold": -0.167532122568062, "maxDrawdown": -0.02443072469130847, "trades": 3, "sessionEntries": 4, "sessionExits": 4, "fees": 83.27046114116654, "costRate": 0.002, "finalEquity": 10078.623052884468, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 25 }, "testStress": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.0045390559612076276, "benchmarkReturn": 0.08418154250224874, "buyHoldReturn": 0.16836308500449748, "sessionBenchmarkReturn": -0.0031380356186938574, "excessSessionBenchmark": -0.001401020342513766, "cashReturn": 0.0, "excessReturn": -0.08872059846345637, "excessBuyHold": -0.17290214096570508, "maxDrawdown": -0.030393798987741416, "trades": 3, "sessionEntries": 4, "sessionExits": 4, "fees": 206.603027736755, "costRate": 0.005, "finalEquity": 9954.609440387923, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 25 } }, "failedGates": [ "no_unexplained_price_discontinuities", "test_minimum_5_grid_fills", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Unreliable modeled P&L: 4 short-interval price jumps and 1 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "state-street-technology-select-sector-spdr-etf-robinhood-tokenized-stock", "address": "0x15cd20759ce7f3285c29a319de2d1a2e098c6f43", "symbol": "XLK", "name": "State Street Technology Select Sector SPDR ETF \u2022 Robinhood Token", "rank": 85, "scope": "official_registry", "volume24hUsd": 2653.69, "liquidityUsd": 54254.25, "source": "defillama_coingecko", "coverage": { "rows": 1408, "days": 65.08369212962963, "ratio": 0.767750088815534, "maxGapHours": 14.15, "uniquePrices": 1002 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 4, "adjacentJumpCount": 4, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 1.0874275405831928, "issues": [ { "type": "adjacent_jump", "timestamp": 1788260510, "price": 256.2887803942267, "previousTimestamp": 1788256910, "previousPrice": 191.44584978072743, "return": 0.33870115590265937, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788264110, "price": 185.5166800757852, "previousTimestamp": 1788260510, "previousPrice": 256.2887803942267, "return": -0.2761420153062454, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788350510, "price": 442.76348432909225, "previousTimestamp": 1788346910, "previousPrice": 212.10963050022394, "return": 1.0874275405831928, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788354100, "price": 190.28079403038228, "previousTimestamp": 1788350510, "previousPrice": 442.76348432909225, "return": -0.5702428028392863, "gapSeconds": 3590 } ], "unchanged24hRuns": [ { "start": 1786173360, "end": 1786319893, "price": 180.725, "rows": 42 }, { "start": 1786752034, "end": 1786924696, "price": 190.57, "rows": 49 }, { "start": 1787360386, "end": 1787529562, "price": 178.76, "rows": 48 }, { "start": 1787961635, "end": 1788130747, "price": 185.7, "rows": 48 }, { "start": 1788569899, "end": 1788825595, "price": 187.18, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 157.245, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1783731468, "end": 1786539675, "rows": 655 }, "validation": { "start": 1786543230, "end": 1787947183, "rows": 365 }, "test": { "start": 1787950775, "end": 1789354699, "rows": 388 } }, "splitCoverage": { "train": { "rows": 655, "days": 32.50239583333333, "ratio": 0.7630680199601182, "maxGapHours": 14.15, "uniquePrices": 543 }, "validation": { "rows": 365, "days": 16.24945601851852, "ratio": 0.7468280057660351, "maxGapHours": 6.45, "uniquePrices": 263 }, "test": { "rows": 388, "days": 16.24912037037037, "ratio": 0.7979970501391095, "maxGapHours": 2.7133333333333334, "uniquePrices": 213 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s200-l2-r0", "selectedConfig": { "spacing": 0.02, "levels": 2, "recenterHours": 0, "mode": "allhours" }, "metrics": { "train": { "rows": 655, "start": 1783731468, "end": 1786539675, "durationDays": 32.50239583333333, "netReturn": 0.03261962007231545, "benchmarkReturn": 0.028100175749610656, "buyHoldReturn": 0.05620035149922131, "sessionBenchmarkReturn": 0.028100175749610656, "excessSessionBenchmark": 0.0045194443227048395, "cashReturn": 0.0, "excessReturn": 0.0045194443227048395, "excessBuyHold": -0.023580731426905914, "maxDrawdown": -0.10465606040128483, "trades": 11, "sessionEntries": 0, "sessionExits": 0, "fees": 70.4015530805912, "costRate": 0.002, "finalEquity": 10326.196200723154, "skippedGaps": 31, "rejectedOrders": 4, "eligibleRows": 655 }, "validation": { "rows": 365, "start": 1786543230, "end": 1787947183, "durationDays": 16.24945601851852, "netReturn": -0.002698512505519113, "benchmarkReturn": -0.01010639262216495, "buyHoldReturn": -0.02021278524433001, "sessionBenchmarkReturn": -0.01010639262216495, "excessSessionBenchmark": 0.007407880116645902, "cashReturn": 0.0, "excessReturn": 0.007407880116645902, "excessBuyHold": 0.017514272738810906, "maxDrawdown": -0.0486594185173127, "trades": 3, "sessionEntries": 0, "sessionExits": 0, "fees": 29.652933463539803, "costRate": 0.002, "finalEquity": 9973.014874944809, "skippedGaps": 6, "rejectedOrders": 0, "eligibleRows": 365 }, "test": { "rows": 388, "start": 1787950775, "end": 1789354699, "durationDays": 16.24912037037037, "netReturn": 0.01993168728384842, "benchmarkReturn": -0.0034710588516542185, "buyHoldReturn": -0.006942117703308437, "sessionBenchmarkReturn": -0.0034710588516542185, "excessSessionBenchmark": 0.02340274613550264, "cashReturn": 0.0, "excessReturn": 0.02340274613550264, "excessBuyHold": 0.026873804987156837, "maxDrawdown": -0.15643827739990945, "trades": 13, "sessionEntries": 0, "sessionExits": 0, "fees": 91.02971548074466, "costRate": 0.002, "finalEquity": 10199.316872838484, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 388 }, "testStress": { "rows": 388, "start": 1787950775, "end": 1789354699, "durationDays": 16.24912037037037, "netReturn": 0.0062435015106729885, "benchmarkReturn": -0.0064413513240517695, "buyHoldReturn": -0.012882702648103428, "sessionBenchmarkReturn": -0.0064413513240517695, "excessSessionBenchmark": 0.012684852834724734, "cashReturn": 0.0, "excessReturn": 0.012684852834724734, "excessBuyHold": 0.019126204158776455, "maxDrawdown": -0.16410736427868222, "trades": 13, "sessionEntries": 0, "sessionExits": 0, "fees": 226.7845742888021, "costRate": 0.005, "finalEquity": 10062.43501510673, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 388 } }, "failedGates": [ "no_unexplained_price_discontinuities", "validation_positive_net_and_matched_excess_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": true, "test_positive_net_base_and_stress": true, "test_beats_matched_and_full_buyhold_base_and_stress": true, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 4 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "teradyne-inc-robinhood-token", "address": "0x2778c5024d5ca2cdb0f8ead671ffc69963adcd9c", "symbol": "TER", "name": "Teradyne \u2022 Robinhood Token", "rank": 86, "scope": "official_registry", "volume24hUsd": 2591.23, "liquidityUsd": 35206.89, "source": "defillama_coingecko", "coverage": { "rows": 627, "days": 31.19559027777778, "ratio": 0.6909484200779651, "maxGapHours": 96.0, "uniquePrices": 408 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 2, "adjacentJumpCount": 2, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 4.033603296054408, "issues": [ { "type": "adjacent_jump", "timestamp": 1788210110, "price": 1762.0219472217793, "previousTimestamp": 1788206510, "previousPrice": 350.05181051970084, "return": 4.033603296054408, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788217310, "price": 352.4508389780184, "previousTimestamp": 1788213710, "previousPrice": 1761.1000576144584, "return": -0.7998689299599255, "gapSeconds": 3600 } ], "unchanged24hRuns": [ { "start": 1787371092, "end": 1787529562, "price": 375.6, "rows": 45 }, { "start": 1787961635, "end": 1788130747, "price": 360.015, "rows": 48 }, { "start": 1788569899, "end": 1788825595, "price": 359.27, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 375.5, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1786659400, "end": 1788004864, "rows": 255 }, "validation": { "start": 1788008395, "end": 1788676298, "rows": 187 }, "test": { "start": 1788682478, "end": 1789354699, "rows": 185 } }, "splitCoverage": { "train": { "rows": 255, "days": 15.5725, "ratio": 0.5763996370817099, "maxGapHours": 96.0, "uniquePrices": 193 }, "validation": { "rows": 187, "days": 7.730358796296296, "ratio": 0.8416939313748413, "maxGapHours": 1.4955555555555555, "uniquePrices": 121 }, "test": { "rows": 185, "days": 7.7803356481481485, "ratio": 0.7777207278258592, "maxGapHours": 2.7133333333333334, "uniquePrices": 99 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "regular-s100-l8-r72", "selectedConfig": { "spacing": 0.01, "levels": 8, "recenterHours": 72, "mode": "regular" }, "metrics": { "train": { "rows": 255, "start": 1786659400, "end": 1788004864, "durationDays": 15.5725, "netReturn": -0.039166635797077465, "benchmarkReturn": -0.07008363381525673, "buyHoldReturn": -0.14016726763051335, "sessionBenchmarkReturn": -0.03429770067689075, "excessSessionBenchmark": -0.004868935120186688, "cashReturn": 0.0, "excessReturn": 0.03091699801817922, "excessBuyHold": 0.10100063183343591, "maxDrawdown": -0.039652892908652926, "trades": 7, "sessionEntries": 9, "sessionExits": 9, "fees": 185.76423734614434, "costRate": 0.002, "finalEquity": 9608.333642029225, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 50 }, "validation": { "rows": 187, "start": 1788008395, "end": 1788676298, "durationDays": 7.730358796296296, "netReturn": -0.027882669274099325, "benchmarkReturn": -0.0030265566390931253, "buyHoldReturn": -0.006053113278186584, "sessionBenchmarkReturn": -0.022363509337199106, "excessSessionBenchmark": -0.005519159936900178, "cashReturn": 0.0, "excessReturn": -0.024856112635006138, "excessBuyHold": -0.02182955599591278, "maxDrawdown": -0.04778105593667137, "trades": 6, "sessionEntries": 5, "sessionExits": 5, "fees": 101.75391171688281, "costRate": 0.002, "finalEquity": 9721.173307259007, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 32 }, "test": { "rows": 185, "start": 1788682478, "end": 1789354699, "durationDays": 7.7803356481481485, "netReturn": 0.0011686397774284263, "benchmarkReturn": 0.010028888697401372, "buyHoldReturn": 0.020057777394802523, "sessionBenchmarkReturn": 0.002123424427548981, "excessSessionBenchmark": -0.0009547846501207459, "cashReturn": 0.0, "excessReturn": -0.008860248919972946, "excessBuyHold": -0.018889137617374218, "maxDrawdown": -0.011226254738288532, "trades": 4, "sessionEntries": 4, "sessionExits": 4, "fees": 82.21659496249862, "costRate": 0.002, "finalEquity": 10011.686397774283, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 25 }, "testStress": { "rows": 185, "start": 1788682478, "end": 1789354699, "durationDays": 7.7803356481481485, "netReturn": -0.011132580723154706, "benchmarkReturn": 0.006977838006781978, "buyHoldReturn": 0.013955676013563956, "sessionBenchmarkReturn": -0.009818589741170891, "excessSessionBenchmark": -0.0013139909819838067, "cashReturn": 0.0, "excessReturn": -0.018110418729936646, "excessBuyHold": -0.02508825673671872, "maxDrawdown": -0.01599413948841577, "trades": 4, "sessionEntries": 4, "sessionExits": 4, "fees": 203.99042632182608, "costRate": 0.005, "finalEquity": 9888.674192768452, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 25 } }, "failedGates": [ "no_unexplained_price_discontinuities", "all_splits_at_least_70pct_hourly_coverage", "test_minimum_5_grid_fills", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 2 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias.", "Hourly data coverage below70%; session boundaries and fills may be poorly observed." ] }, { "coingeckoId": "iren-limited-robinhood-tokenized-stock", "address": "0xf0ab0c93be6f41369d302e55db1a96b3c430212d", "symbol": "IREN", "name": "IREN Limited \u2022 Robinhood Token", "rank": 87, "scope": "official_registry", "volume24hUsd": 2465.73, "liquidityUsd": 39392.6, "source": "defillama_coingecko", "coverage": { "rows": 1301, "days": 65.08300925925926, "ratio": 0.7786347127624862, "maxGapHours": 40.09861111111111, "uniquePrices": 1064 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.1825387386127214, "issues": [], "unchanged24hRuns": [ { "start": 1784627979, "end": 1784721658, "price": 43.9282042001878, "rows": 25 }, { "start": 1785070551, "end": 1785313786, "price": 43.994690578155236, "rows": 32 }, { "start": 1788569899, "end": 1788825595, "price": 44.364999999999995, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 45.260000000000005, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1783731527, "end": 1786539710, "rows": 549 }, "validation": { "start": 1786543310, "end": 1787947310, "rows": 384 }, "test": { "start": 1787950910, "end": 1789354699, "rows": 368 } }, "splitCoverage": { "train": { "rows": 549, "days": 32.502118055555556, "ratio": 0.6772926644765972, "maxGapHours": 40.09861111111111, "uniquePrices": 458 }, "validation": { "rows": 384, "days": 16.25, "ratio": 0.9667519181585678, "maxGapHours": 6.198333333333333, "uniquePrices": 365 }, "test": { "rows": 368, "days": 16.247557870370372, "ratio": 0.7929577394735926, "maxGapHours": 21.0, "uniquePrices": 241 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "closedweeknight-s400-l8-r72", "selectedConfig": { "spacing": 0.04, "levels": 8, "recenterHours": 72, "mode": "closedweeknight" }, "metrics": { "train": { "rows": 549, "start": 1783731527, "end": 1786539710, "durationDays": 32.502118055555556, "netReturn": -0.04646363888853211, "benchmarkReturn": -0.04628815681336107, "buyHoldReturn": -0.09257631362672214, "sessionBenchmarkReturn": -0.03842970056261363, "excessSessionBenchmark": -0.008033938325918462, "cashReturn": 0.0, "excessReturn": -0.0001754820751710213, "excessBuyHold": 0.04611267473819007, "maxDrawdown": -0.19334815853210108, "trades": 9, "sessionEntries": 17, "sessionExits": 16, "fees": 335.65326071383305, "costRate": 0.002, "finalEquity": 9535.363611114679, "skippedGaps": 5, "rejectedOrders": 0, "eligibleRows": 253 }, "validation": { "rows": 384, "start": 1786543310, "end": 1787947310, "durationDays": 16.25, "netReturn": -0.013383311914022866, "benchmarkReturn": -0.09545252063327025, "buyHoldReturn": -0.1909050412665403, "sessionBenchmarkReturn": -0.00584479979148711, "excessSessionBenchmark": -0.007538512122535758, "cashReturn": 0.0, "excessReturn": 0.0820692087192474, "excessBuyHold": 0.17752172935251748, "maxDrawdown": -0.06108234211804553, "trades": 5, "sessionEntries": 10, "sessionExits": 10, "fees": 212.53727476470948, "costRate": 0.002, "finalEquity": 9866.166880859771, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 178 }, "test": { "rows": 368, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.03455816404008072, "benchmarkReturn": 0.09639767251887621, "buyHoldReturn": 0.19279534503775242, "sessionBenchmarkReturn": -0.03413306471836408, "excessSessionBenchmark": -0.0004250993217166979, "cashReturn": 0.0, "excessReturn": -0.13095583655895698, "excessBuyHold": -0.22735350907783322, "maxDrawdown": -0.04491251698665466, "trades": 1, "sessionEntries": 7, "sessionExits": 7, "fees": 139.7465846881759, "costRate": 0.002, "finalEquity": 9654.418359599193, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 122 }, "testStress": { "rows": 368, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.054840653377826176, "benchmarkReturn": 0.09282995396224747, "buyHoldReturn": 0.18565990792449494, "sessionBenchmarkReturn": -0.05407514554560733, "excessSessionBenchmark": -0.0007655078322188274, "cashReturn": 0.0, "excessReturn": -0.14767060734007353, "excessBuyHold": -0.24050056130232098, "maxDrawdown": -0.062156863410501195, "trades": 1, "sessionEntries": 7, "sessionExits": 7, "fees": 345.19688790989653, "costRate": 0.005, "finalEquity": 9451.593466221739, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 122 } }, "failedGates": [ "all_splits_at_least_70pct_hourly_coverage", "test_minimum_5_grid_fills", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "comfort-systems-usa-inc-robinhood-token", "address": "0x93dbb1d2dc5d63f4abacff30485273f538df68ac", "symbol": "FIX", "name": "Comfort Systems \u2022 Robinhood Token", "rank": 88, "scope": "official_registry", "volume24hUsd": 2418.88, "liquidityUsd": 60048.979999999996, "source": "defillama_coingecko", "coverage": { "rows": 481, "days": 30.40392361111111, "ratio": 0.5323704741952002, "maxGapHours": 233.03027777777777, "uniquePrices": 300 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 7, "adjacentJumpCount": 6, "reversingSpikeCount": 1, "maxAbsAdjacentReturn": 8.814639971501947, "issues": [ { "type": "adjacent_jump", "timestamp": 1788202910, "price": 15023.081441889237, "previousTimestamp": 1788199300, "previousPrice": 1530.6808487637509, "return": 8.814639971501947, "gapSeconds": 3610 }, { "type": "adjacent_jump", "timestamp": 1788238910, "price": 1733.306331761996, "previousTimestamp": 1788235310, "previousPrice": 17646.214292330722, "return": -0.9017746071169886, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788296510, "price": 2363.9065002277525, "previousTimestamp": 1788292910, "previousPrice": 1552.6117652461667, "return": 0.5225354806279954, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788300110, "price": 1552.662365221798, "previousTimestamp": 1788296510, "previousPrice": 2363.9065002277525, "return": -0.3431794510179631, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788307310, "price": 2224.581325527394, "previousTimestamp": 1788303710, "previousPrice": 1552.6655024049894, "return": 0.4327498885507828, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788354100, "price": 1716.4476059992273, "previousTimestamp": 1788350510, "previousPrice": 2741.349239516459, "return": -0.37386758999667324, "gapSeconds": 3590 }, { "type": "reversing_spike", "timestamp": 1788296510, "price": 2363.9065002277525, "previousTimestamp": 1788292910, "previousPrice": 1552.6117652461667, "nextTimestamp": 1788300110, "nextPrice": 1552.662365221798 } ], "unchanged24hRuns": [ { "start": 1786778066, "end": 1786924696, "price": 1697.5, "rows": 42 }, { "start": 1788566309, "end": 1788825595, "price": 1613.27, "rows": 71 }, { "start": 1789171304, "end": 1789340402, "price": 1666.5, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1786727800, "end": 1787356801, "rows": 161 }, "validation": { "start": 1788195710, "end": 1788695968, "rows": 140 }, "test": { "start": 1788700516, "end": 1789354699, "rows": 180 } }, "splitCoverage": { "train": { "rows": 161, "days": 7.280104166666667, "ratio": 0.7227304414631024, "maxGapHours": 6.409722222222222, "uniquePrices": 114 }, "validation": { "rows": 140, "days": 5.790023148148149, "ratio": 0.8502395516197024, "maxGapHours": 1.7166666666666666, "uniquePrices": 95 }, "test": { "rows": 180, "days": 7.5715625, "ratio": 0.7826289216960609, "maxGapHours": 2.7133333333333334, "uniquePrices": 93 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "regular-s100-l8-r72", "selectedConfig": { "spacing": 0.01, "levels": 8, "recenterHours": 72, "mode": "regular" }, "metrics": { "train": { "rows": 161, "start": 1786727800, "end": 1787356801, "durationDays": 7.280104166666667, "netReturn": -0.024669060527094056, "benchmarkReturn": -0.02945923505142889, "buyHoldReturn": -0.05891847010285767, "sessionBenchmarkReturn": -0.026928158671163493, "excessSessionBenchmark": 0.002259098144069503, "cashReturn": 0.0, "excessReturn": 0.0047901745243349066, "excessBuyHold": 0.03424940957576364, "maxDrawdown": -0.03653789297082344, "trades": 5, "sessionEntries": 5, "sessionExits": 6, "fees": 123.38163745162102, "costRate": 0.002, "finalEquity": 9753.30939472906, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 31 }, "validation": { "rows": 140, "start": 1788195710, "end": 1788695968, "durationDays": 5.790023148148149, "netReturn": 4.076618913452351, "benchmarkReturn": 0.024943075753197874, "buyHoldReturn": 0.049886151506395526, "sessionBenchmarkReturn": 4.6505988145313415, "excessSessionBenchmark": -0.573979901078991, "cashReturn": 0.0, "excessReturn": 4.051675837699153, "excessBuyHold": 4.026732761945955, "maxDrawdown": -0.012806021757548969, "trades": 4, "sessionEntries": 4, "sessionExits": 5, "fees": 507.06501362841675, "costRate": 0.002, "finalEquity": 50766.189134523505, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 29 }, "test": { "rows": 180, "start": 1788700516, "end": 1789354699, "durationDays": 7.5715625, "netReturn": 0.015304147364911147, "benchmarkReturn": 0.010109359714435273, "buyHoldReturn": 0.020218719428870546, "sessionBenchmarkReturn": 0.01570966325849077, "excessSessionBenchmark": -0.00040551589357964985, "cashReturn": 0.0, "excessReturn": 0.0051947876504758825, "excessBuyHold": -0.004914572063959349, "maxDrawdown": -0.008737931502607266, "trades": 4, "sessionEntries": 4, "sessionExits": 4, "fees": 85.53083387570558, "costRate": 0.002, "finalEquity": 10153.041473649111, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 25 }, "testStress": { "rows": 180, "start": 1788700516, "end": 1789354699, "durationDays": 7.5715625, "netReturn": 0.0024144507837449147, "benchmarkReturn": 0.007057827637060088, "buyHoldReturn": 0.014115655274120398, "sessionBenchmarkReturn": 0.003565246684094303, "excessSessionBenchmark": -0.0011507959003494762, "cashReturn": 0.0, "excessReturn": -0.0046433768533152035, "excessBuyHold": -0.011701204490375493, "maxDrawdown": -0.011874276958530161, "trades": 4, "sessionEntries": 4, "sessionExits": 4, "fees": 212.19007664158943, "costRate": 0.005, "finalEquity": 10024.144507837449, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 25 } }, "failedGates": [ "no_unexplained_price_discontinuities", "validation_and_test_at_least_7_days", "test_minimum_5_grid_fills", "test_beats_session_matched_hold_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": false, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": true, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Unreliable modeled P&L: 6 short-interval price jumps and 1 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias.", "Hourly data coverage below70%; session boundaries and fills may be poorly observed." ] }, { "coingeckoId": "crowdstrike-holdings-robinhood-tokenized-stock", "address": "0xea72ecca2d0f6bfa1394dbbcff85b52cd4233931", "symbol": "CRWD", "name": "CrowdStrike Holdings \u2022 Robinhood Token", "rank": 89, "scope": "official_registry", "volume24hUsd": 2373.0, "liquidityUsd": 29405.42, "source": "defillama_coingecko", "coverage": { "rows": 819, "days": 39.296284722222225, "ratio": 0.7541487448948879, "maxGapHours": 30.0, "uniquePrices": 628 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 3, "adjacentJumpCount": 3, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 7.897937966780384, "issues": [ { "type": "adjacent_jump", "timestamp": 1788202910, "price": 8011.356866336712, "previousTimestamp": 1788199300, "previousPrice": 900.3610607588366, "return": 7.897937966780384, "gapSeconds": 3610 }, { "type": "adjacent_jump", "timestamp": 1788220910, "price": 916.6126097717563, "previousTimestamp": 1788217310, "previousPrice": 9583.995735664066, "return": -0.9043600774611316, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788357637, "price": 205.55, "previousTimestamp": 1788354100, "previousPrice": 877.1518239852971, "return": -0.7656620047073568, "gapSeconds": 3537 } ], "unchanged24hRuns": [ { "start": 1786230923, "end": 1786319893, "price": 824.6600000000001, "rows": 26 }, { "start": 1787407185, "end": 1787529562, "price": 765.62, "rows": 35 }, { "start": 1788569899, "end": 1788825595, "price": 214.44, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 206.22, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1785959500, "end": 1787655700, "rows": 383 }, "validation": { "start": 1787659300, "end": 1788501504, "rows": 202 }, "test": { "start": 1788506039, "end": 1789354699, "rows": 234 } }, "splitCoverage": { "train": { "rows": 383, "days": 19.631944444444443, "ratio": 0.7116131309565831, "maxGapHours": 28.67222222222222, "uniquePrices": 314 }, "validation": { "rows": 202, "days": 9.747731481481482, "ratio": 0.8129543014693712, "maxGapHours": 30.0, "uniquePrices": 200 }, "test": { "rows": 234, "days": 9.822453703703705, "ratio": 0.7814516696782672, "maxGapHours": 2.7133333333333334, "uniquePrices": 114 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "regular-s50-l8-r72", "selectedConfig": { "spacing": 0.005, "levels": 8, "recenterHours": 72, "mode": "regular" }, "metrics": { "train": { "rows": 383, "start": 1785959500, "end": 1787655700, "durationDays": 19.631944444444443, "netReturn": -0.04184122175739502, "benchmarkReturn": -0.04819690419729672, "buyHoldReturn": -0.09639380839459355, "sessionBenchmarkReturn": -0.03739023494418181, "excessSessionBenchmark": -0.0044509868132132395, "cashReturn": 0.0, "excessReturn": 0.006355682439901648, "excessBuyHold": 0.05455258663719851, "maxDrawdown": -0.0460007652270763, "trades": 15, "sessionEntries": 13, "sessionExits": 14, "fees": 293.89302455141126, "costRate": 0.002, "finalEquity": 9581.58778242605, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 79 }, "validation": { "rows": 202, "start": 1787659300, "end": 1788501504, "durationDays": 9.747731481481482, "netReturn": 4.6560189862398165, "benchmarkReturn": -0.3611059872873862, "buyHoldReturn": -0.7222119745747724, "sessionBenchmarkReturn": 4.694592953506216, "excessSessionBenchmark": -0.03857396726639999, "cashReturn": 0.0, "excessReturn": 5.017124973527203, "excessBuyHold": 5.378230960814588, "maxDrawdown": -0.03549616861143712, "trades": 17, "sessionEntries": 8, "sessionExits": 8, "fees": 620.0483416027784, "costRate": 0.002, "finalEquity": 56560.18986239816, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 50 }, "test": { "rows": 234, "start": 1788506039, "end": 1789354699, "durationDays": 9.822453703703705, "netReturn": -0.05522505147712142, "benchmarkReturn": -0.007203483528762211, "buyHoldReturn": -0.014406967057524533, "sessionBenchmarkReturn": -0.04994030503230695, "excessSessionBenchmark": -0.005284746444814482, "cashReturn": 0.0, "excessReturn": -0.04802156794835919, "excessBuyHold": -0.040818084419596924, "maxDrawdown": -0.05891340106652221, "trades": 16, "sessionEntries": 5, "sessionExits": 5, "fees": 128.19815956892668, "costRate": 0.002, "finalEquity": 9447.749485228785, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 31 }, "testStress": { "rows": 234, "start": 1788506039, "end": 1789354699, "durationDays": 9.822453703703705, "netReturn": -0.07365745455528416, "benchmarkReturn": -0.010151448213183145, "buyHoldReturn": -0.02030289642636618, "sessionBenchmarkReturn": -0.06391922757099255, "excessSessionBenchmark": -0.009738226984291578, "cashReturn": 0.0, "excessReturn": -0.06350600634210095, "excessBuyHold": -0.05335455812891796, "maxDrawdown": -0.07538950047695214, "trades": 16, "sessionEntries": 5, "sessionExits": 5, "fees": 317.18044453761325, "costRate": 0.005, "finalEquity": 9263.425454447159, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 31 } }, "failedGates": [ "no_unexplained_price_discontinuities", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Unreliable modeled P&L: 3 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "super-micro-computer-robinhood-tokenized-stock", "address": "0xc01aa1fecec0605b13bc84874ff7256c0f5f562a", "symbol": "SMCI", "name": "Super Micro Computer \u2022 Robinhood Token", "rank": 90, "scope": "official_registry", "volume24hUsd": 2265.71, "liquidityUsd": 36943.96, "source": "defillama_coingecko", "coverage": { "rows": 1334, "days": 65.08300925925926, "ratio": 0.7856724957044643, "maxGapHours": 27.39666666666667, "uniquePrices": 1095 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 6, "adjacentJumpCount": 4, "reversingSpikeCount": 2, "maxAbsAdjacentReturn": 4.818829979626147, "issues": [ { "type": "adjacent_jump", "timestamp": 1788206510, "price": 216.42127925286908, "previousTimestamp": 1788202910, "previousPrice": 37.19326393976782, "return": 4.818829979626147, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788210120, "price": 38.29511878019577, "previousTimestamp": 1788206510, "previousPrice": 216.42127925286908, "return": -0.8230528952032886, "gapSeconds": 3610 }, { "type": "adjacent_jump", "timestamp": 1788213710, "price": 96.08154850043813, "previousTimestamp": 1788210120, "previousPrice": 38.29511878019577, "return": 1.5089763803037601, "gapSeconds": 3590 }, { "type": "adjacent_jump", "timestamp": 1788217310, "price": 37.54878037458609, "previousTimestamp": 1788213710, "previousPrice": 96.08154850043813, "return": -0.6091988424352375, "gapSeconds": 3600 }, { "type": "reversing_spike", "timestamp": 1788206510, "price": 216.42127925286908, "previousTimestamp": 1788202910, "previousPrice": 37.19326393976782, "nextTimestamp": 1788210120, "nextPrice": 38.29511878019577 }, { "type": "reversing_spike", "timestamp": 1788213710, "price": 96.08154850043813, "previousTimestamp": 1788210120, "previousPrice": 38.29511878019577, "nextTimestamp": 1788217310, "nextPrice": 37.54878037458609 } ], "unchanged24hRuns": [ { "start": 1784433660, "end": 1784539490, "price": 29.562588667243528, "rows": 4 }, { "start": 1788569899, "end": 1788825595, "price": 45.745000000000005, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 32.395, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1783731527, "end": 1786539710, "rows": 618 }, "validation": { "start": 1786543310, "end": 1787947310, "rows": 338 }, "test": { "start": 1787950910, "end": 1789354699, "rows": 378 } }, "splitCoverage": { "train": { "rows": 618, "days": 32.502118055555556, "ratio": 0.7502712691555501, "maxGapHours": 27.39666666666667, "uniquePrices": 534 }, "validation": { "rows": 338, "days": 16.25, "ratio": 0.8439897698209718, "maxGapHours": 22.519444444444446, "uniquePrices": 337 }, "test": { "rows": 378, "days": 16.247557870370372, "ratio": 0.7980735958572932, "maxGapHours": 6.464166666666666, "uniquePrices": 228 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "closedweeknight-s400-l2-r72", "selectedConfig": { "spacing": 0.04, "levels": 2, "recenterHours": 72, "mode": "closedweeknight" }, "metrics": { "train": { "rows": 618, "start": 1783731527, "end": 1786539710, "durationDays": 32.502118055555556, "netReturn": -0.04118463428491648, "benchmarkReturn": 0.051194043303297354, "buyHoldReturn": 0.10238808660659449, "sessionBenchmarkReturn": -0.022689465074740123, "excessSessionBenchmark": -0.018495169210176392, "cashReturn": 0.0, "excessReturn": -0.09237867758821376, "excessBuyHold": -0.14357272089151102, "maxDrawdown": -0.09979761331801851, "trades": 5, "sessionEntries": 18, "sessionExits": 17, "fees": 362.85082970971865, "costRate": 0.002, "finalEquity": 9588.153657150835, "skippedGaps": 4, "rejectedOrders": 0, "eligibleRows": 273 }, "validation": { "rows": 338, "start": 1786543310, "end": 1787947310, "durationDays": 16.25, "netReturn": 0.078994585457004, "benchmarkReturn": -0.0007484604834334663, "buyHoldReturn": -0.0014969209668670436, "sessionBenchmarkReturn": 0.04678881731680584, "excessSessionBenchmark": 0.03220576814019823, "cashReturn": 0.0, "excessReturn": 0.07974304594043752, "excessBuyHold": 0.08049150642387104, "maxDrawdown": -0.0388336738791093, "trades": 3, "sessionEntries": 10, "sessionExits": 10, "fees": 227.99042012851783, "costRate": 0.002, "finalEquity": 10789.94585457004, "skippedGaps": 4, "rejectedOrders": 0, "eligibleRows": 165 }, "test": { "rows": 378, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.6141856089508233, "benchmarkReturn": 0.03216005106792319, "buyHoldReturn": 0.06432010213584638, "sessionBenchmarkReturn": -0.4139530006906934, "excessSessionBenchmark": -0.20023260826012992, "cashReturn": 0.0, "excessReturn": -0.6463456600187466, "excessBuyHold": -0.6785057110866697, "maxDrawdown": -0.6227857706375981, "trades": 1, "sessionEntries": 7, "sessionExits": 7, "fees": 63.31968924367, "costRate": 0.002, "finalEquity": 3858.1439104917663, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 122 }, "testStress": { "rows": 378, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": -0.6220936071925294, "benchmarkReturn": 0.02897660925254386, "buyHoldReturn": 0.0579532185050875, "sessionBenchmarkReturn": -0.4248906763571555, "excessSessionBenchmark": -0.1972029308353739, "cashReturn": 0.0, "excessReturn": -0.6510702164450732, "excessBuyHold": -0.6800468256976169, "maxDrawdown": -0.6288352300749418, "trades": 1, "sessionEntries": 7, "sessionExits": 7, "fees": 156.6829253629973, "costRate": 0.005, "finalEquity": 3779.0639280747064, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 122 } }, "failedGates": [ "no_unexplained_price_discontinuities", "test_minimum_5_grid_fills", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Unreliable modeled P&L: 4 short-interval price jumps and 2 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "everpure-robinhood-tokenized-stock", "address": "0x1cdad396db64bda184d5182a97dd9b3c62100b7d", "symbol": "P", "name": "Everpure \u2022 Robinhood Token", "rank": 91, "scope": "official_registry", "volume24hUsd": 2173.96, "liquidityUsd": 35465.840000000004, "source": "defillama_coingecko", "coverage": { "rows": 1336, "days": 65.08300925925926, "ratio": 0.7095364802412467, "maxGapHours": 49.99333333333333, "uniquePrices": 906 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 18, "adjacentJumpCount": 18, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 4.394042724412893, "issues": [ { "type": "adjacent_jump", "timestamp": 1788026510, "price": 449.1956490634408, "previousTimestamp": 1788022825, "previousPrice": 93.535, "return": 3.802433838279155, "gapSeconds": 3685 }, { "type": "adjacent_jump", "timestamp": 1788030110, "price": 318.04263007526276, "previousTimestamp": 1788026510, "previousPrice": 449.1956490634408, "return": -0.2919730395021146, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788040910, "price": 689.3030671674983, "previousTimestamp": 1788037320, "previousPrice": 262.9797006773498, "return": 1.621126518100366, "gapSeconds": 3590 }, { "type": "adjacent_jump", "timestamp": 1788044510, "price": 480.6702295148098, "previousTimestamp": 1788040910, "previousPrice": 689.3030671674983, "return": -0.30267214464895364, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788062510, "price": 2066.6571846922106, "previousTimestamp": 1788058910, "previousPrice": 405.67611320211904, "return": 4.094352655815713, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788066110, "price": 921.0741804762993, "previousTimestamp": 1788062510, "previousPrice": 2066.6571846922106, "return": -0.5543169001135155, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788069710, "price": 1208.5034456868761, "previousTimestamp": 1788066110, "previousPrice": 921.0741804762993, "return": 0.3120587584617165, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788073310, "price": 791.4636658607111, "previousTimestamp": 1788069710, "previousPrice": 1208.5034456868761, "return": -0.34508778714249544, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788094920, "price": 428.00190199100985, "previousTimestamp": 1788091320, "previousPrice": 850.7797552215135, "return": -0.49692984657401373, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788102110, "price": 2029.326710913875, "previousTimestamp": 1788098520, "previousPrice": 376.2162842591786, "return": 4.394042724412893, "gapSeconds": 3590 }, { "type": "adjacent_jump", "timestamp": 1788105720, "price": 1247.9802471281382, "previousTimestamp": 1788102110, "previousPrice": 2029.326710913875, "return": -0.38502743771300874, "gapSeconds": 3610 }, { "type": "adjacent_jump", "timestamp": 1788109310, "price": 605.8187060059465, "previousTimestamp": 1788105720, "previousPrice": 1247.9802471281382, "return": -0.514560661196312, "gapSeconds": 3590 }, { "type": "adjacent_jump", "timestamp": 1788145310, "price": 603.4843966166309, "previousTimestamp": 1788141710, "previousPrice": 1028.9856264985513, "return": -0.413515231820898, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788170510, "price": 539.3091538710413, "previousTimestamp": 1788166910, "previousPrice": 358.6643456939444, "return": 0.5036597876144755, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788184910, "price": 95.76362196380066, "previousTimestamp": 1788181310, "previousPrice": 417.2825015974191, "return": -0.7705064995603618, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788231710, "price": 135.3328754512608, "previousTimestamp": 1788228110, "previousPrice": 99.81109536001695, "return": 0.35589009381289105, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788249710, "price": 257.9532046154873, "previousTimestamp": 1788246110, "previousPrice": 139.54443193164906, "return": 0.8485381397506182, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788264110, "price": 104.06009825522791, "previousTimestamp": 1788260510, "previousPrice": 227.19710952072887, "return": -0.5419831771859152, "gapSeconds": 3600 } ], "unchanged24hRuns": [ { "start": 1784980814, "end": 1785171590, "price": 70.93922089278315, "rows": 5 }, { "start": 1785567665, "end": 1785711554, "price": 77.10499999999999, "rows": 41 }, { "start": 1786150737, "end": 1786319893, "price": 89.61, "rows": 48 }, { "start": 1786752034, "end": 1786924696, "price": 118.285, "rows": 49 }, { "start": 1787360386, "end": 1787529562, "price": 108.35499999999999, "rows": 48 }, { "start": 1788569899, "end": 1788825595, "price": 102.215, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 98.035, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1783731527, "end": 1786539675, "rows": 584 }, "validation": { "start": 1786543230, "end": 1787928660, "rows": 369 }, "test": { "start": 1787950775, "end": 1789354699, "rows": 383 } }, "splitCoverage": { "train": { "rows": 584, "days": 32.50171296296296, "ratio": 0.6363301405389102, "maxGapHours": 49.99333333333333, "uniquePrices": 416 }, "validation": { "rows": 369, "days": 16.035069444444446, "ratio": 0.7490119003909204, "maxGapHours": 6.4425, "uniquePrices": 247 }, "test": { "rows": 383, "days": 16.24912037037037, "ratio": 0.8261315615222191, "maxGapHours": 6.003611111111111, "uniquePrices": 246 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s400-l2-r24", "selectedConfig": { "spacing": 0.04, "levels": 2, "recenterHours": 24, "mode": "allhours" }, "metrics": { "train": { "rows": 584, "start": 1783731527, "end": 1786539675, "durationDays": 32.50171296296296, "netReturn": 0.2588732369630826, "benchmarkReturn": 0.2784619562135944, "buyHoldReturn": 0.556923912427189, "sessionBenchmarkReturn": 0.2784619562135944, "excessSessionBenchmark": -0.019588719250511713, "cashReturn": 0.0, "excessReturn": -0.019588719250511713, "excessBuyHold": -0.2980506754641063, "maxDrawdown": -0.05407782187552945, "trades": 15, "sessionEntries": 0, "sessionExits": 0, "fees": 87.993465391116, "costRate": 0.002, "finalEquity": 12588.732369630827, "skippedGaps": 27, "rejectedOrders": 1, "eligibleRows": 584 }, "validation": { "rows": 369, "start": 1786543230, "end": 1787928660, "durationDays": 16.035069444444446, "netReturn": 0.008314805198316622, "benchmarkReturn": -0.07418697888861348, "buyHoldReturn": -0.14837395777722684, "sessionBenchmarkReturn": -0.07418697888861348, "excessSessionBenchmark": 0.0825017840869301, "cashReturn": 0.0, "excessReturn": 0.0825017840869301, "excessBuyHold": 0.15668876297554343, "maxDrawdown": -0.050693304587100974, "trades": 14, "sessionEntries": 0, "sessionExits": 0, "fees": 89.4901141375204, "costRate": 0.002, "finalEquity": 10083.148051983166, "skippedGaps": 5, "rejectedOrders": 0, "eligibleRows": 369 }, "test": { "rows": 383, "start": 1787950775, "end": 1789354699, "durationDays": 16.24912037037037, "netReturn": -0.14088460311085205, "benchmarkReturn": 0.01499674050782307, "buyHoldReturn": 0.02999348101564614, "sessionBenchmarkReturn": 0.01499674050782307, "excessSessionBenchmark": -0.15588134361867506, "cashReturn": 0.0, "excessReturn": -0.15588134361867506, "excessBuyHold": -0.1708780841264981, "maxDrawdown": -0.18456636989865938, "trades": 10, "sessionEntries": 0, "sessionExits": 0, "fees": 53.67155644551456, "costRate": 0.002, "finalEquity": 8591.15396889148, "skippedGaps": 3, "rejectedOrders": 3, "eligibleRows": 383 }, "testStress": { "rows": 383, "start": 1787950775, "end": 1789354699, "durationDays": 16.24912037037037, "netReturn": -0.14851377939121535, "benchmarkReturn": 0.011915971563918326, "buyHoldReturn": 0.023831943127836652, "sessionBenchmarkReturn": 0.011915971563918326, "excessSessionBenchmark": -0.16042975095513376, "cashReturn": 0.0, "excessReturn": -0.16042975095513376, "excessBuyHold": -0.1723457225190521, "maxDrawdown": -0.18810862423053942, "trades": 10, "sessionEntries": 0, "sessionExits": 0, "fees": 133.64017772843113, "costRate": 0.005, "finalEquity": 8514.862206087846, "skippedGaps": 3, "rejectedOrders": 3, "eligibleRows": 383 } }, "failedGates": [ "no_unexplained_price_discontinuities", "all_splits_at_least_70pct_hourly_coverage", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 18 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "uipath-inc-robinhood-token", "address": "0xfb2664f07b6aadd29ea7a59d8859b1aeb8645cda", "symbol": "PATH", "name": "UiPath \u2022 Robinhood Token", "rank": 92, "scope": "official_registry", "volume24hUsd": 2111.52, "liquidityUsd": 38878.44, "source": "defillama_coingecko", "coverage": { "rows": 507, "days": 31.455034722222223, "ratio": 0.5476763990938205, "maxGapHours": 227.03305555555556, "uniquePrices": 311 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 3, "adjacentJumpCount": 3, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 4.497564283073026, "issues": [ { "type": "adjacent_jump", "timestamp": 1788202910, "price": 101.06047290076452, "previousTimestamp": 1788199300, "previousPrice": 18.382772387387853, "return": 4.497564283073026, "gapSeconds": 3610 }, { "type": "adjacent_jump", "timestamp": 1788210110, "price": 131.5915516127086, "previousTimestamp": 1788206510, "previousPrice": 101.07233843639894, "return": 0.301954161231901, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788213710, "price": 18.696002965781148, "previousTimestamp": 1788210110, "previousPrice": 131.5915516127086, "return": -0.857923987241932, "gapSeconds": 3600 } ], "unchanged24hRuns": [ { "start": 1786827591, "end": 1786924696, "price": 16.405, "rows": 28 }, { "start": 1788569899, "end": 1788825595, "price": 13.285, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 17.02, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1786636984, "end": 1787356801, "rows": 181 }, "validation": { "start": 1788174120, "end": 1788674335, "rows": 140 }, "test": { "start": 1788676298, "end": 1789354699, "rows": 186 } }, "splitCoverage": { "train": { "rows": 181, "days": 8.331215277777778, "ratio": 0.7265519057473077, "maxGapHours": 6.351388888888889, "uniquePrices": 136 }, "validation": { "rows": 140, "days": 5.789525462962963, "ratio": 0.8646030785109613, "maxGapHours": 1.4955555555555555, "uniquePrices": 106 }, "test": { "rows": 186, "days": 7.851863425925926, "ratio": 0.7759519414194407, "maxGapHours": 2.7133333333333334, "uniquePrices": 72 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "regular-s100-l8-r72", "selectedConfig": { "spacing": 0.01, "levels": 8, "recenterHours": 72, "mode": "regular" }, "metrics": { "train": { "rows": 181, "start": 1786636984, "end": 1787356801, "durationDays": 8.331215277777778, "netReturn": 0.03149508149575131, "benchmarkReturn": 0.04015302056651482, "buyHoldReturn": 0.08030604113302964, "sessionBenchmarkReturn": 0.03880314531505058, "excessSessionBenchmark": -0.007308063819299423, "cashReturn": 0.0, "excessReturn": -0.008657939070763678, "excessBuyHold": -0.04881095963727839, "maxDrawdown": -0.014832049615287501, "trades": 8, "sessionEntries": 6, "sessionExits": 7, "fees": 149.4228723011211, "costRate": 0.002, "finalEquity": 10314.950814957512, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 39 }, "validation": { "rows": 140, "start": 1788174120, "end": 1788674335, "durationDays": 5.789525462962963, "netReturn": 1.5713709557566204, "benchmarkReturn": -0.13473883775002993, "buyHoldReturn": -0.26947767550005985, "sessionBenchmarkReturn": 2.1436351497730457, "excessSessionBenchmark": -0.5722641940164253, "cashReturn": 0.0, "excessReturn": 1.7061097935066507, "excessBuyHold": 1.8408486312566805, "maxDrawdown": -0.07073062269189445, "trades": 11, "sessionEntries": 5, "sessionExits": 5, "fees": 298.7472799544044, "costRate": 0.002, "finalEquity": 25713.709557566206, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 32 }, "test": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.05119285837492682, "benchmarkReturn": 0.019183687574042763, "buyHoldReturn": 0.0383673751480853, "sessionBenchmarkReturn": -0.044666952199624244, "excessSessionBenchmark": -0.006525906175302589, "cashReturn": 0.0, "excessReturn": -0.07037654594896958, "excessBuyHold": -0.08956023352301218, "maxDrawdown": -0.05166344093531294, "trades": 7, "sessionEntries": 4, "sessionExits": 4, "fees": 89.5874745735765, "costRate": 0.002, "finalEquity": 9488.071416250732, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 25 }, "testStress": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.06412424674622075, "benchmarkReturn": 0.016077871837650415, "buyHoldReturn": 0.03215574367530061, "sessionBenchmarkReturn": -0.055914723077409856, "excessSessionBenchmark": -0.008209523668810835, "cashReturn": 0.0, "excessReturn": -0.08020211858387101, "excessBuyHold": -0.09627999042152133, "maxDrawdown": -0.06412424674622075, "trades": 7, "sessionEntries": 4, "sessionExits": 4, "fees": 222.2165325377187, "costRate": 0.005, "finalEquity": 9358.757532537793, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 25 } }, "failedGates": [ "no_unexplained_price_discontinuities", "validation_and_test_at_least_7_days", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": false, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Unreliable modeled P&L: 3 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias.", "Hourly data coverage below70%; session boundaries and fills may be poorly observed." ] }, { "coingeckoId": "ionq-robinhood-tokenized-stock", "address": "0x558378e000d634a36593e338ebacdd6207640efe", "symbol": "IONQ", "name": "IonQ \u2022 Robinhood Token", "rank": 93, "scope": "official_registry", "volume24hUsd": 1835.3999999999999, "liquidityUsd": 35335.99, "source": "defillama_coingecko", "coverage": { "rows": 1010, "days": 79.97439814814815, "ratio": 0.45980350010732796, "maxGapHours": 164.36805555555554, "uniquePrices": 688 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 1, "adjacentJumpCount": 1, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 2.393938616508292, "issues": [ { "type": "adjacent_jump", "timestamp": 1788210120, "price": 134.93674127288097, "previousTimestamp": 1788206510, "previousPrice": 39.75815608937113, "return": 2.393938616508292, "gapSeconds": 3610 } ], "unchanged24hRuns": [ { "start": 1783025409, "end": 1783284908, "price": 49.60345, "rows": 19 }, { "start": 1783716911, "end": 1783889728, "price": 43.08, "rows": 14 }, { "start": 1784151348, "end": 1784327447, "price": 46.83093434707359, "rows": 31 }, { "start": 1784627188, "end": 1784758491, "price": 45.76830776130957, "rows": 12 }, { "start": 1784923193, "end": 1785257981, "price": 45.66407382460108, "rows": 29 }, { "start": 1786785376, "end": 1786924696, "price": 44.065, "rows": 40 }, { "start": 1788569899, "end": 1788825595, "price": 43.715, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 36.765, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1782444911, "end": 1785897537, "rows": 292 }, "validation": { "start": 1785938344, "end": 1787356801, "rows": 351 }, "test": { "start": 1787789800, "end": 1789354699, "rows": 367 } }, "splitCoverage": { "train": { "rows": 292, "days": 39.96094907407407, "ratio": 0.2843564049341681, "maxGapHours": 164.36805555555554, "uniquePrices": 156 }, "validation": { "rows": 351, "days": 16.41732638888889, "ratio": 0.7797155810210139, "maxGapHours": 14.333333333333334, "uniquePrices": 303 }, "test": { "rows": 367, "days": 18.112256944444443, "ratio": 0.6931467600553141, "maxGapHours": 60.0, "uniquePrices": 233 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s200-l4-r24", "selectedConfig": { "spacing": 0.02, "levels": 4, "recenterHours": 24, "mode": "allhours" }, "metrics": { "train": { "rows": 292, "start": 1782444911, "end": 1785897537, "durationDays": 39.96094907407407, "netReturn": -0.01665788190523687, "benchmarkReturn": -0.025675576004397405, "buyHoldReturn": -0.05135115200879481, "sessionBenchmarkReturn": -0.025675576004397405, "excessSessionBenchmark": 0.009017694099160508, "cashReturn": 0.0, "excessReturn": 0.009017694099160508, "excessBuyHold": 0.03469327010355792, "maxDrawdown": -0.11652986869317272, "trades": 9, "sessionEntries": 0, "sessionExits": 0, "fees": 43.8095210107382, "costRate": 0.002, "finalEquity": 9833.421180947631, "skippedGaps": 94, "rejectedOrders": 0, "eligibleRows": 292 }, "validation": { "rows": 351, "start": 1785938344, "end": 1787356801, "durationDays": 16.41732638888889, "netReturn": 0.04347989785996775, "benchmarkReturn": 0.04253054901556341, "buyHoldReturn": 0.08506109803112705, "sessionBenchmarkReturn": 0.04253054901556341, "excessSessionBenchmark": 0.0009493488444042668, "cashReturn": 0.0, "excessReturn": 0.0009493488444042668, "excessBuyHold": -0.04158120017115925, "maxDrawdown": -0.04927706022117628, "trades": 22, "sessionEntries": 0, "sessionExits": 0, "fees": 80.00417446807684, "costRate": 0.002, "finalEquity": 10434.798978599678, "skippedGaps": 8, "rejectedOrders": 5, "eligibleRows": 351 }, "test": { "rows": 367, "start": 1787789800, "end": 1789354699, "durationDays": 18.112256944444443, "netReturn": -0.12274884687573706, "benchmarkReturn": -0.06367372643736713, "buyHoldReturn": -0.12734745287473437, "sessionBenchmarkReturn": -0.06367372643736713, "excessSessionBenchmark": -0.05907512043836996, "cashReturn": 0.0, "excessReturn": -0.05907512043836996, "excessBuyHold": 0.0045986059989973, "maxDrawdown": -0.6399389731763632, "trades": 23, "sessionEntries": 0, "sessionExits": 0, "fees": 76.68953280499576, "costRate": 0.002, "finalEquity": 8772.51153124263, "skippedGaps": 5, "rejectedOrders": 0, "eligibleRows": 367 }, "testStress": { "rows": 367, "start": 1787789800, "end": 1789354699, "durationDays": 18.112256944444443, "netReturn": -0.13329970282640624, "benchmarkReturn": -0.0662838797204266, "buyHoldReturn": -0.1325677594408533, "sessionBenchmarkReturn": -0.0662838797204266, "excessSessionBenchmark": -0.06701582310597969, "cashReturn": 0.0, "excessReturn": -0.06701582310597969, "excessBuyHold": -0.0007319433855529496, "maxDrawdown": -0.6421982746581221, "trades": 23, "sessionEntries": 0, "sessionExits": 0, "fees": 190.42631989237418, "costRate": 0.005, "finalEquity": 8667.002971735938, "skippedGaps": 5, "rejectedOrders": 0, "eligibleRows": 367 } }, "failedGates": [ "no_unexplained_price_discontinuities", "all_splits_at_least_70pct_hourly_coverage", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 1 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias.", "Hourly data coverage below70%; session boundaries and fills may be poorly observed." ] }, { "coingeckoId": "salesforce-inc-robinhood-token", "address": "0xd95b44124e475743a7589e68f3d74008a5536d44", "symbol": "CRM", "name": "Salesforce \u2022 Robinhood Token", "rank": 94, "scope": "official_registry", "volume24hUsd": 1741.06, "liquidityUsd": 38882.2, "source": "defillama_coingecko", "coverage": { "rows": 690, "days": 31.445474537037036, "ratio": 0.7860351576499666, "maxGapHours": 6.963055555555556, "uniquePrices": 485 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 2, "adjacentJumpCount": 2, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 2.1399191162959084, "issues": [ { "type": "adjacent_jump", "timestamp": 1788210120, "price": 821.1945124622399, "previousTimestamp": 1788206510, "previousPrice": 261.53365167921413, "return": 2.1399191162959084, "gapSeconds": 3610 }, { "type": "adjacent_jump", "timestamp": 1788238910, "price": 278.52364394103904, "previousTimestamp": 1788235310, "previousPrice": 698.1185911601575, "return": -0.6010367758890666, "gapSeconds": 3600 } ], "unchanged24hRuns": [ { "start": 1786832908, "end": 1786924696, "price": 190.12, "rows": 27 }, { "start": 1787404598, "end": 1787529562, "price": 214.58499999999998, "rows": 36 }, { "start": 1788569899, "end": 1788825595, "price": 259.53499999999997, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 247.985, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1786637810, "end": 1787994110, "rows": 321 }, "validation": { "start": 1787997700, "end": 1788674335, "rows": 183 }, "test": { "start": 1788676298, "end": 1789354699, "rows": 186 } }, "splitCoverage": { "train": { "rows": 321, "days": 15.697916666666666, "ratio": 0.7703507610853739, "maxGapHours": 6.960833333333333, "uniquePrices": 258 }, "validation": { "rows": 183, "days": 7.831423611111111, "ratio": 0.8255970363183311, "maxGapHours": 6.963055555555556, "uniquePrices": 134 }, "test": { "rows": 186, "days": 7.851863425925926, "ratio": 0.7759519414194407, "maxGapHours": 2.7133333333333334, "uniquePrices": 95 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "regular-s100-l8-r72", "selectedConfig": { "spacing": 0.01, "levels": 8, "recenterHours": 72, "mode": "regular" }, "metrics": { "train": { "rows": 321, "start": 1786637810, "end": 1787994110, "durationDays": 15.697916666666666, "netReturn": 0.02015508703361224, "benchmarkReturn": 0.17122532822264946, "buyHoldReturn": 0.34245065644529893, "sessionBenchmarkReturn": 0.026871156451871547, "excessSessionBenchmark": -0.006716069418259213, "cashReturn": 0.0, "excessReturn": -0.1510702411890372, "excessBuyHold": -0.3222955694116867, "maxDrawdown": -0.024253504612179788, "trades": 9, "sessionEntries": 11, "sessionExits": 12, "fees": 245.87736664947704, "costRate": 0.002, "finalEquity": 10201.550870336123, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 62 }, "validation": { "rows": 183, "start": 1787997700, "end": 1788674335, "durationDays": 7.831423611111111, "netReturn": -0.02323516692442429, "benchmarkReturn": -0.0006171319885688309, "buyHoldReturn": -0.0012342639771378838, "sessionBenchmarkReturn": -0.022360471505465496, "excessSessionBenchmark": -0.0008746954189587996, "cashReturn": 0.0, "excessReturn": -0.022618034935855395, "excessBuyHold": -0.02200090294728634, "maxDrawdown": -0.03269073754502261, "trades": 3, "sessionEntries": 5, "sessionExits": 5, "fees": 103.85391570105142, "costRate": 0.002, "finalEquity": 9767.648330755757, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 32 }, "test": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.041927985061737116, "benchmarkReturn": -0.018872133014491865, "buyHoldReturn": -0.03774426602898384, "sessionBenchmarkReturn": -0.03844938067856851, "excessSessionBenchmark": -0.0034786043831685673, "cashReturn": 0.0, "excessReturn": -0.023055852047245206, "excessBuyHold": -0.004183719032753288, "maxDrawdown": -0.041927985061737116, "trades": 4, "sessionEntries": 4, "sessionExits": 4, "fees": 87.54526739635531, "costRate": 0.002, "finalEquity": 9580.720149382629, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 25 }, "testStress": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.054646446816488115, "benchmarkReturn": -0.021750294513522728, "buyHoldReturn": -0.043500589027045455, "sessionBenchmarkReturn": -0.04978962563449041, "excessSessionBenchmark": -0.004856821181997656, "cashReturn": 0.0, "excessReturn": -0.03289615230296531, "excessBuyHold": -0.011145857789442562, "maxDrawdown": -0.054646446816488115, "trades": 4, "sessionEntries": 4, "sessionExits": 4, "fees": 217.17382957992172, "costRate": 0.005, "finalEquity": 9453.53553183512, "skippedGaps": 0, "rejectedOrders": 0, "eligibleRows": 25 } }, "failedGates": [ "no_unexplained_price_discontinuities", "test_minimum_5_grid_fills", "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": false, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 2 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "lumentum-robinhood-tokenized-stock", "address": "0x8ef20885f94e3d9bc7eb3080279188bd5ed7c08c", "symbol": "LITE", "name": "Lumentum \u2022 Robinhood Token", "rank": 95, "scope": "official_registry", "volume24hUsd": 1708.03, "liquidityUsd": 41334.47, "source": "defillama_coingecko", "coverage": { "rows": 1434, "days": 65.08297453703703, "ratio": 0.8502925924273771, "maxGapHours": 7.583611111111111, "uniquePrices": 1146 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 4, "adjacentJumpCount": 4, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 5.13449280516549, "issues": [ { "type": "adjacent_jump", "timestamp": 1788210120, "price": 5686.6743638182825, "previousTimestamp": 1788206510, "previousPrice": 926.9999239431619, "return": 5.13449280516549, "gapSeconds": 3610 }, { "type": "adjacent_jump", "timestamp": 1788220910, "price": 909.6712520047231, "previousTimestamp": 1788217310, "previousPrice": 5686.0458381329845, "return": -0.8400168978758331, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788310910, "price": 1334.6190274494184, "previousTimestamp": 1788307310, "previousPrice": 874.5872691913936, "return": 0.5259986904261145, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788318110, "price": 866.3121769343854, "previousTimestamp": 1788314510, "previousPrice": 1334.571067917287, "return": -0.3508684567197009, "gapSeconds": 3600 } ], "unchanged24hRuns": [ { "start": 1786825729, "end": 1786924696, "price": 940.9300000000001, "rows": 29 }, { "start": 1788569899, "end": 1788825595, "price": 868.595, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 971.74, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1783731530, "end": 1786539710, "rows": 684 }, "validation": { "start": 1786543310, "end": 1787947310, "rows": 371 }, "test": { "start": 1787950910, "end": 1789354699, "rows": 379 } }, "splitCoverage": { "train": { "rows": 684, "days": 32.50208333333333, "ratio": 0.8411753408872672, "maxGapHours": 7.583611111111111, "uniquePrices": 573 }, "validation": { "rows": 371, "days": 16.25, "ratio": 0.9104859335038363, "maxGapHours": 6.449722222222222, "uniquePrices": 323 }, "test": { "rows": 379, "days": 16.247557870370372, "ratio": 0.8083053086246944, "maxGapHours": 6.410277777777778, "uniquePrices": 250 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s400-l2-r72", "selectedConfig": { "spacing": 0.04, "levels": 2, "recenterHours": 72, "mode": "allhours" }, "metrics": { "train": { "rows": 684, "start": 1783731530, "end": 1786539710, "durationDays": 32.50208333333333, "netReturn": -0.0666443705648131, "benchmarkReturn": 0.03371707701731408, "buyHoldReturn": 0.06743415403462816, "sessionBenchmarkReturn": 0.03371707701731408, "excessSessionBenchmark": -0.10036144758212721, "cashReturn": 0.0, "excessReturn": -0.10036144758212721, "excessBuyHold": -0.13407852459944133, "maxDrawdown": -0.19511643699975778, "trades": 17, "sessionEntries": 0, "sessionExits": 0, "fees": 84.62196713080053, "costRate": 0.002, "finalEquity": 9333.556294351869, "skippedGaps": 28, "rejectedOrders": 2, "eligibleRows": 684 }, "validation": { "rows": 371, "start": 1786543310, "end": 1787947310, "durationDays": 16.25, "netReturn": 0.07059905280920442, "benchmarkReturn": 0.004242965743312954, "buyHoldReturn": 0.008485931486625908, "sessionBenchmarkReturn": 0.004242965743312954, "excessSessionBenchmark": 0.06635608706589155, "cashReturn": 0.0, "excessReturn": 0.06635608706589155, "excessBuyHold": 0.062113121322578624, "maxDrawdown": -0.04444165442735715, "trades": 12, "sessionEntries": 0, "sessionExits": 0, "fees": 70.85177340163841, "costRate": 0.002, "finalEquity": 10705.990528092045, "skippedGaps": 5, "rejectedOrders": 3, "eligibleRows": 371 }, "test": { "rows": 379, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": 0.016928942445995965, "benchmarkReturn": -0.0035571393672902962, "buyHoldReturn": -0.007114278734580481, "sessionBenchmarkReturn": -0.0035571393672902962, "excessSessionBenchmark": 0.02048608181328618, "cashReturn": 0.0, "excessReturn": 0.02048608181328618, "excessBuyHold": 0.02404322118057644, "maxDrawdown": -0.13423147063424623, "trades": 11, "sessionEntries": 0, "sessionExits": 0, "fees": 80.90316099803232, "costRate": 0.002, "finalEquity": 10169.28942445996, "skippedGaps": 4, "rejectedOrders": 0, "eligibleRows": 379 }, "testStress": { "rows": 379, "start": 1787950910, "end": 1789354699, "durationDays": 16.247557870370372, "netReturn": 0.004861447871742808, "benchmarkReturn": -0.006526916896274826, "buyHoldReturn": -0.013053833792549652, "sessionBenchmarkReturn": -0.006526916896274826, "excessSessionBenchmark": 0.01138836476801771, "cashReturn": 0.0, "excessReturn": 0.01138836476801771, "excessBuyHold": 0.017915281664292525, "maxDrawdown": -0.13551928221815124, "trades": 11, "sessionEntries": 0, "sessionExits": 0, "fees": 201.5357121076383, "costRate": 0.005, "finalEquity": 10048.614478717429, "skippedGaps": 4, "rejectedOrders": 0, "eligibleRows": 379 } }, "failedGates": [ "no_unexplained_price_discontinuities", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": true, "test_positive_net_base_and_stress": true, "test_beats_matched_and_full_buyhold_base_and_stress": true, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Unreliable modeled P&L: 4 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "vanguard-morningstar-total-stock-market-etf-robinhood-token", "address": "0x0594134df3f171a354d9c85ebd65b7a6148f6d09", "symbol": "VTI", "name": "Vanguard Morningstar Total Stock Market ETF \u2022 Robinhood Token", "rank": 96, "scope": "official_registry", "volume24hUsd": 1696.98, "liquidityUsd": 33446.08, "source": "defillama_coingecko", "coverage": { "rows": 687, "days": 31.19559027777778, "ratio": 0.7883214599731224, "maxGapHours": 9.3, "uniquePrices": 461 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.04127586861591026, "issues": [], "unchanged24hRuns": [ { "start": 1787441356, "end": 1787529562, "price": 377.99, "rows": 26 }, { "start": 1787972295, "end": 1788130747, "price": 386.18, "rows": 40 }, { "start": 1788569899, "end": 1788825595, "price": 386.37, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 379.35, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1786659400, "end": 1788001092, "rows": 326 }, "validation": { "start": 1788024518, "end": 1788676298, "rows": 176 }, "test": { "start": 1788682478, "end": 1789354699, "rows": 185 } }, "splitCoverage": { "train": { "rows": 326, "days": 15.528842592592593, "ratio": 0.8108276864799613, "maxGapHours": 9.3, "uniquePrices": 274 }, "validation": { "rows": 176, "days": 7.54375, "ratio": 0.7800054929964295, "maxGapHours": 6.284166666666667, "uniquePrices": 107 }, "test": { "rows": 185, "days": 7.7803356481481485, "ratio": 0.7777207278258592, "maxGapHours": 2.7133333333333334, "uniquePrices": 92 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s100-l4-r24", "selectedConfig": { "spacing": 0.01, "levels": 4, "recenterHours": 24, "mode": "allhours" }, "metrics": { "train": { "rows": 326, "start": 1786659400, "end": 1788001092, "durationDays": 15.528842592592593, "netReturn": -0.0023700088848481737, "benchmarkReturn": -0.0006925972380271705, "buyHoldReturn": -0.0013851944760544521, "sessionBenchmarkReturn": -0.0006925972380271705, "excessSessionBenchmark": -0.0016774116468210195, "cashReturn": 0.0, "excessReturn": -0.0016774116468210195, "excessBuyHold": -0.0009848144087936817, "maxDrawdown": -0.032188644641317876, "trades": 5, "sessionEntries": 0, "sessionExits": 0, "fees": 39.82628376176976, "costRate": 0.002, "finalEquity": 9976.299911151518, "skippedGaps": 10, "rejectedOrders": 0, "eligibleRows": 326 }, "validation": { "rows": 176, "start": 1788024518, "end": 1788676298, "durationDays": 7.54375, "netReturn": 0.007250168626711018, "benchmarkReturn": -0.0017509907421161541, "buyHoldReturn": -0.0035019814842321972, "sessionBenchmarkReturn": -0.0017509907421161541, "excessSessionBenchmark": 0.00900115936882703, "cashReturn": 0.0, "excessReturn": 0.00900115936882703, "excessBuyHold": 0.010752150110943149, "maxDrawdown": -0.06328544726941199, "trades": 7, "sessionEntries": 0, "sessionExits": 0, "fees": 39.78407648386289, "costRate": 0.002, "finalEquity": 10072.50168626711, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 176 }, "test": { "rows": 185, "start": 1788682478, "end": 1789354699, "durationDays": 7.7803356481481485, "netReturn": -0.019845300580967118, "benchmarkReturn": -0.016780038287687038, "buyHoldReturn": -0.033560076575373965, "sessionBenchmarkReturn": -0.016780038287687038, "excessSessionBenchmark": -0.0030652622932801025, "cashReturn": 0.0, "excessReturn": -0.0030652622932801025, "excessBuyHold": 0.013714775994406772, "maxDrawdown": -0.023848463581245927, "trades": 8, "sessionEntries": 0, "sessionExits": 0, "fees": 44.17065104590752, "costRate": 0.002, "finalEquity": 9801.546994190328, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 185 }, "testStress": { "rows": 185, "start": 1788682478, "end": 1789354699, "durationDays": 7.7803356481481485, "netReturn": -0.026398827041663964, "benchmarkReturn": -0.019670714934785782, "buyHoldReturn": -0.03934142986957179, "sessionBenchmarkReturn": -0.019670714934785782, "excessSessionBenchmark": -0.006728112106878143, "cashReturn": 0.0, "excessReturn": -0.006728112106878143, "excessBuyHold": 0.012942602827907832, "maxDrawdown": -0.026398827041663964, "trades": 8, "sessionEntries": 0, "sessionExits": 0, "fees": 110.13887541978013, "costRate": 0.005, "finalEquity": 9736.01172958336, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 185 } }, "failedGates": [ "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "zoom-robinhood-tokenized-stock", "address": "0x44c4f142009036cf477ed2d09932051843137cf1", "symbol": "ZM", "name": "Zoom \u2022 Robinhood Token", "rank": 97, "scope": "official_registry", "volume24hUsd": 1664.39, "liquidityUsd": 119006.6, "source": "defillama_coingecko", "coverage": { "rows": 1089, "days": 65.08300925925926, "ratio": 0.5815767903870994, "maxGapHours": 138.01388888888889, "uniquePrices": 625 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 1, "adjacentJumpCount": 1, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.36366130814781883, "issues": [ { "type": "adjacent_jump", "timestamp": 1788321710, "price": 136.19262425761158, "previousTimestamp": 1788318110, "previousPrice": 99.87276418555429, "return": 0.36366130814781883, "gapSeconds": 3600 } ], "unchanged24hRuns": [ { "start": 1784555983, "end": 1784850427, "price": 80.02983699035147, "rows": 35 }, { "start": 1784952803, "end": 1785107752, "price": 74.995, "rows": 44 }, { "start": 1785160790, "end": 1785755858, "price": 80.02983699035147, "rows": 42 }, { "start": 1785787323, "end": 1785880985, "price": 79.93669924957459, "rows": 15 }, { "start": 1786150737, "end": 1786319893, "price": 106.2, "rows": 48 }, { "start": 1786752034, "end": 1786924696, "price": 106.405, "rows": 49 }, { "start": 1787961635, "end": 1788105613, "price": 105.14, "rows": 41 }, { "start": 1788569899, "end": 1788825595, "price": 104.91, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 95.63, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1783731527, "end": 1786539675, "rows": 358 }, "validation": { "start": 1786543230, "end": 1787947183, "rows": 345 }, "test": { "start": 1787950775, "end": 1789354699, "rows": 386 } }, "splitCoverage": { "train": { "rows": 358, "days": 32.50171296296296, "ratio": 0.40330783555283045, "maxGapHours": 138.01388888888889, "uniquePrices": 158 }, "validation": { "rows": 345, "days": 16.24945601851852, "ratio": 0.7084635534150402, "maxGapHours": 11.0, "uniquePrices": 261 }, "test": { "rows": 386, "days": 16.24912037037037, "ratio": 0.8107854644041593, "maxGapHours": 3.25, "uniquePrices": 214 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s100-l8-r72", "selectedConfig": { "spacing": 0.01, "levels": 8, "recenterHours": 72, "mode": "allhours" }, "metrics": { "train": { "rows": 358, "start": 1783731527, "end": 1786539675, "durationDays": 32.50171296296296, "netReturn": 0.17324304751602382, "benchmarkReturn": 0.15374703904401477, "buyHoldReturn": 0.30749407808802975, "sessionBenchmarkReturn": 0.15374703904401477, "excessSessionBenchmark": 0.019496008472008906, "cashReturn": 0.0, "excessReturn": 0.019496008472008906, "excessBuyHold": -0.13425103057200594, "maxDrawdown": -0.06711837039945723, "trades": 9, "sessionEntries": 0, "sessionExits": 0, "fees": 34.62763731525267, "costRate": 0.002, "finalEquity": 11732.430475160238, "skippedGaps": 30, "rejectedOrders": 0, "eligibleRows": 358 }, "validation": { "rows": 345, "start": 1786543230, "end": 1787947183, "durationDays": 16.24945601851852, "netReturn": 0.013683354469434583, "benchmarkReturn": -0.02905676108146904, "buyHoldReturn": -0.0581135221629383, "sessionBenchmarkReturn": -0.02905676108146904, "excessSessionBenchmark": 0.042740115550903644, "cashReturn": 0.0, "excessReturn": 0.042740115550903644, "excessBuyHold": 0.07179687663237291, "maxDrawdown": -0.016118534472623458, "trades": 30, "sessionEntries": 0, "sessionExits": 0, "fees": 48.16399632908802, "costRate": 0.002, "finalEquity": 10136.833544694346, "skippedGaps": 7, "rejectedOrders": 9, "eligibleRows": 345 }, "test": { "rows": 386, "start": 1787950775, "end": 1789354699, "durationDays": 16.24912037037037, "netReturn": -0.016088078135852668, "benchmarkReturn": -0.016928056367006672, "buyHoldReturn": -0.033856112734013344, "sessionBenchmarkReturn": -0.016928056367006672, "excessSessionBenchmark": 0.0008399782311540548, "cashReturn": 0.0, "excessReturn": 0.0008399782311540548, "excessBuyHold": 0.017768034598160738, "maxDrawdown": -0.18510844893478806, "trades": 36, "sessionEntries": 0, "sessionExits": 0, "fees": 67.05336145260681, "costRate": 0.002, "finalEquity": 9839.119218641474, "skippedGaps": 3, "rejectedOrders": 0, "eligibleRows": 386 }, "testStress": { "rows": 386, "start": 1787950775, "end": 1789354699, "durationDays": 16.24912037037037, "netReturn": -0.026057604688380698, "benchmarkReturn": -0.019817847553158074, "buyHoldReturn": -0.03963569510631604, "sessionBenchmarkReturn": -0.019817847553158074, "excessSessionBenchmark": -0.0062397571352226806, "cashReturn": 0.0, "excessReturn": -0.0062397571352226806, "excessBuyHold": 0.013578090417935345, "maxDrawdown": -0.18844682683037606, "trades": 36, "sessionEntries": 0, "sessionExits": 0, "fees": 167.0608860340037, "costRate": 0.005, "finalEquity": 9739.423953116193, "skippedGaps": 3, "rejectedOrders": 0, "eligibleRows": 386 } }, "failedGates": [ "no_unexplained_price_discontinuities", "all_splits_at_least_70pct_hourly_coverage", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Unreliable modeled P&L: 1 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias.", "Hourly data coverage below70%; session boundaries and fills may be poorly observed." ] }, { "coingeckoId": "cisco-systems-inc-robinhood-token", "address": "0xf543967eebb6f1917992ef0e68de63ab07a5a0da", "symbol": "CSCO", "name": "Cisco Systems \u2022 Robinhood Token", "rank": 98, "scope": "official_registry", "volume24hUsd": 1654.67, "liquidityUsd": 6024.5, "source": "defillama_coingecko", "coverage": { "rows": 641, "days": 31.487141203703704, "ratio": 0.7413854686832919, "maxGapHours": 38.0, "uniquePrices": 466 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 3, "adjacentJumpCount": 2, "reversingSpikeCount": 1, "maxAbsAdjacentReturn": 3.485120074039928, "issues": [ { "type": "adjacent_jump", "timestamp": 1788206510, "price": 492.5092688705834, "previousTimestamp": 1788202910, "previousPrice": 109.80960615107021, "return": 3.485120074039928, "gapSeconds": 3600 }, { "type": "adjacent_jump", "timestamp": 1788210120, "price": 110.52970336589856, "previousTimestamp": 1788206510, "previousPrice": 492.5092688705834, "return": -0.7755784299869848, "gapSeconds": 3610 }, { "type": "reversing_spike", "timestamp": 1788206510, "price": 492.5092688705834, "previousTimestamp": 1788202910, "previousPrice": 109.80960615107021, "nextTimestamp": 1788210120, "nextPrice": 110.52970336589856 } ], "unchanged24hRuns": [ { "start": 1788569899, "end": 1788825595, "price": 109.125, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 106.255, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1786634210, "end": 1787993910, "rows": 273 }, "validation": { "start": 1787997561, "end": 1788674335, "rows": 182 }, "test": { "start": 1788676298, "end": 1789354699, "rows": 186 } }, "splitCoverage": { "train": { "rows": 273, "days": 15.737268518518519, "ratio": 0.6760067483312551, "maxGapHours": 38.0, "uniquePrices": 263 }, "validation": { "rows": 182, "days": 7.833032407407408, "ratio": 0.8360107823050263, "maxGapHours": 6.963055555555556, "uniquePrices": 120 }, "test": { "rows": 186, "days": 7.851863425925926, "ratio": 0.7759519414194407, "maxGapHours": 2.7133333333333334, "uniquePrices": 93 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "regular-s50-l2-r72", "selectedConfig": { "spacing": 0.005, "levels": 2, "recenterHours": 72, "mode": "regular" }, "metrics": { "train": { "rows": 273, "start": 1786634210, "end": 1787993910, "durationDays": 15.737268518518519, "netReturn": -0.03940754073954944, "benchmarkReturn": 0.0291698568196177, "buyHoldReturn": 0.0583397136392354, "sessionBenchmarkReturn": -0.029266776991180077, "excessSessionBenchmark": -0.010140763748369318, "cashReturn": 0.0, "excessReturn": -0.06857739755916718, "excessBuyHold": -0.09774725437878479, "maxDrawdown": -0.04043383831795777, "trades": 11, "sessionEntries": 11, "sessionExits": 12, "fees": 291.752161408955, "costRate": 0.002, "finalEquity": 9605.924592604506, "skippedGaps": 1, "rejectedOrders": 0, "eligibleRows": 71 }, "validation": { "rows": 182, "start": 1787997561, "end": 1788674335, "durationDays": 7.833032407407408, "netReturn": 2.5497536020978084, "benchmarkReturn": -0.046787710543386485, "buyHoldReturn": -0.09357542108677319, "sessionBenchmarkReturn": 1.6972652567842972, "excessSessionBenchmark": 0.8524883453135113, "cashReturn": 0.0, "excessReturn": 2.596541312641195, "excessBuyHold": 2.6433290231845814, "maxDrawdown": -0.007595887606074991, "trades": 5, "sessionEntries": 5, "sessionExits": 4, "fees": 402.24796035139775, "costRate": 0.002, "finalEquity": 35497.536020978085, "skippedGaps": 0, "rejectedOrders": 1, "eligibleRows": 32 }, "test": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.018013201606431717, "benchmarkReturn": 0.00788420867314632, "buyHoldReturn": 0.01576841734629264, "sessionBenchmarkReturn": -0.007684211330089563, "excessSessionBenchmark": -0.010328990276342119, "cashReturn": 0.0, "excessReturn": -0.02589741027957807, "excessBuyHold": -0.03378161895272442, "maxDrawdown": -0.020701121454023474, "trades": 5, "sessionEntries": 4, "sessionExits": 3, "fees": 108.74342270081186, "costRate": 0.002, "finalEquity": 9819.867983935683, "skippedGaps": 0, "rejectedOrders": 1, "eligibleRows": 25 }, "testStress": { "rows": 186, "start": 1788676298, "end": 1789354699, "durationDays": 7.851863425925926, "netReturn": -0.03405616841862935, "benchmarkReturn": 0.004845987701811882, "buyHoldReturn": 0.009691975403623543, "sessionBenchmarkReturn": -0.019480451260627474, "excessSessionBenchmark": -0.014575717158001862, "cashReturn": 0.0, "excessReturn": -0.03890215612044121, "excessBuyHold": -0.04374814382225286, "maxDrawdown": -0.03524403930713593, "trades": 5, "sessionEntries": 4, "sessionExits": 3, "fees": 269.5494961039345, "costRate": 0.005, "finalEquity": 9659.438315813706, "skippedGaps": 0, "rejectedOrders": 1, "eligibleRows": 25 } }, "failedGates": [ "no_unexplained_price_discontinuities", "all_splits_at_least_70pct_hourly_coverage", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_2_development_weekly_folds", "heldout_weekly_fold_consistency" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": false, "at_least_60pct_development_weeks_positive_net_and_excess_stress": true, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": true }, "warnings": [ "Unreliable modeled P&L: 2 short-interval price jumps and 1 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "schwab-us-dividend-equity-etf-robinhood-token", "address": "0xd63abb2c13d7a8421a8017a712802053568e3c1d", "symbol": "SCHD", "name": "Schwab US Dividend Equity ETF \u2022 Robinhood Token", "rank": 99, "scope": "official_registry", "volume24hUsd": 1512.6, "liquidityUsd": 29466.9, "source": "defillama_coingecko", "coverage": { "rows": 701, "days": 31.19559027777778, "ratio": 0.7629777920552048, "maxGapHours": 6.983611111111111, "uniquePrices": 314 }, "priceQuality": { "pass": true, "status": "no_flagged_discontinuities", "issueCount": 0, "adjacentJumpCount": 0, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 0.06890155028488121, "issues": [], "unchanged24hRuns": [ { "start": 1787360386, "end": 1787529562, "price": 37.735, "rows": 48 }, { "start": 1787961635, "end": 1788130747, "price": 34.91, "rows": 48 }, { "start": 1788566309, "end": 1788825595, "price": 34.959999999999994, "rows": 71 }, { "start": 1789171304, "end": 1789340402, "price": 34.435, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unverified_execution_model", "splits": { "train": { "start": 1786659400, "end": 1788004864, "rows": 336 }, "validation": { "start": 1788008395, "end": 1788676298, "rows": 180 }, "test": { "start": 1788682478, "end": 1789354699, "rows": 185 } }, "splitCoverage": { "train": { "rows": 336, "days": 15.5725, "ratio": 0.7445161978972087, "maxGapHours": 6.983611111111111, "uniquePrices": 196 }, "validation": { "rows": 180, "days": 7.730358796296296, "ratio": 0.7934439607864745, "maxGapHours": 6.445, "uniquePrices": 83 }, "test": { "rows": 185, "days": 7.7803356481481485, "ratio": 0.7777207278258592, "maxGapHours": 2.7133333333333334, "uniquePrices": 54 } }, "status": "no_robust_candidate", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s50-l8-r72", "selectedConfig": { "spacing": 0.005, "levels": 8, "recenterHours": 72, "mode": "allhours" }, "metrics": { "train": { "rows": 336, "start": 1786659400, "end": 1788004864, "durationDays": 15.5725, "netReturn": 0.004251530810551074, "benchmarkReturn": 0.003627854717920931, "buyHoldReturn": 0.00725570943584164, "sessionBenchmarkReturn": 0.003627854717920931, "excessSessionBenchmark": 0.0006236760926301941, "cashReturn": 0.0, "excessReturn": 0.0006236760926301941, "excessBuyHold": -0.0030041786252906605, "maxDrawdown": -0.03589911000338064, "trades": 8, "sessionEntries": 0, "sessionExits": 0, "fees": 30.07316993320277, "costRate": 0.002, "finalEquity": 10042.51530810551, "skippedGaps": 9, "rejectedOrders": 0, "eligibleRows": 336 }, "validation": { "rows": 180, "start": 1788008395, "end": 1788676298, "durationDays": 7.730358796296296, "netReturn": -0.0011593771086382265, "benchmarkReturn": -0.0012827395909985606, "buyHoldReturn": -0.00256547918199701, "sessionBenchmarkReturn": -0.0012827395909985606, "excessSessionBenchmark": 0.00012336248236042592, "cashReturn": 0.0, "excessReturn": 0.00012336248236042592, "excessBuyHold": 0.001406102073358852, "maxDrawdown": -0.005438921564705157, "trades": 4, "sessionEntries": 0, "sessionExits": 0, "fees": 24.971177374513843, "costRate": 0.002, "finalEquity": 9988.406228913618, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 180 }, "test": { "rows": 185, "start": 1788682478, "end": 1789354699, "durationDays": 7.7803356481481485, "netReturn": -0.013330629740856192, "benchmarkReturn": -0.011397685178841543, "buyHoldReturn": -0.022795370357682754, "sessionBenchmarkReturn": -0.011397685178841543, "excessSessionBenchmark": -0.0019329445620147453, "cashReturn": 0.0, "excessReturn": -0.0019329445620147453, "excessBuyHold": 0.009464740616826567, "maxDrawdown": -0.031129082936245278, "trades": 9, "sessionEntries": 0, "sessionExits": 0, "fees": 34.54277385349666, "costRate": 0.002, "finalEquity": 9866.693702591438, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 185 }, "testStress": { "rows": 185, "start": 1788682478, "end": 1789354699, "durationDays": 7.7803356481481485, "netReturn": -0.01846247347360508, "benchmarkReturn": -0.014320559673030586, "buyHoldReturn": -0.028641119346061394, "sessionBenchmarkReturn": -0.014320559673030586, "excessSessionBenchmark": -0.004141913800574548, "cashReturn": 0.0, "excessReturn": -0.004141913800574548, "excessBuyHold": 0.010178645872456218, "maxDrawdown": -0.03130509994130881, "trades": 9, "sessionEntries": 0, "sessionExits": 0, "fees": 86.14536483827143, "costRate": 0.005, "finalEquity": 9815.375265263949, "skippedGaps": 2, "rejectedOrders": 0, "eligibleRows": 185 } }, "failedGates": [ "validation_positive_net_and_matched_excess_stress", "test_beats_session_matched_hold_base_and_stress", "test_positive_net_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": true, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": true, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": false, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": false, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": true, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias." ] }, { "coingeckoId": "united-microelectronics-robinhood-tokenized-stock", "address": "0x0e6e67ba88e7b5d9b67636a215c76779b948de79", "symbol": "UMC", "name": "United Microelectronics \u2022 Robinhood Token", "rank": 100, "scope": "official_registry", "volume24hUsd": 1503.85, "liquidityUsd": 18474.46, "source": "defillama_coingecko", "coverage": { "rows": 805, "days": 65.08300925925926, "ratio": 0.4267455656635812, "maxGapHours": 230.03027777777777, "uniquePrices": 486 }, "priceQuality": { "pass": false, "status": "unexplained_discontinuities", "issueCount": 2, "adjacentJumpCount": 2, "reversingSpikeCount": 0, "maxAbsAdjacentReturn": 8.482298745764567, "issues": [ { "type": "adjacent_jump", "timestamp": 1788202910, "price": 188.6313703863591, "previousTimestamp": 1788199300, "previousPrice": 19.89300015153125, "return": 8.482298745764567, "gapSeconds": 3610 }, { "type": "adjacent_jump", "timestamp": 1788231710, "price": 24.60308622029441, "previousTimestamp": 1788228100, "previousPrice": 188.55984998754707, "return": -0.8695210766135035, "gapSeconds": 3610 } ], "unchanged24hRuns": [ { "start": 1784217535, "end": 1784331492, "price": 25.54613087533588, "rows": 20 }, { "start": 1784645997, "end": 1784760230, "price": 24.597549174048076, "rows": 20 }, { "start": 1786752034, "end": 1786924696, "price": 19.45, "rows": 49 }, { "start": 1788569899, "end": 1788825595, "price": 22.705, "rows": 70 }, { "start": 1789171304, "end": 1789340402, "price": 22.79, "rows": 48 } ], "thresholds": { "adjacentReturn": 0.25, "maxGapSeconds": 7200, "spikeDeviation": 0.5, "neighborAgreement": 0.1, "maxNeighborSpanSeconds": 21600 }, "note": "Posthoc diagnostic, not a trading signal or proof of erroneous quotes. Raw prices and modeled trades remain unchanged. Reference-series jumps require source and executable-market validation; repeated unchanged quotes can reflect closed or illiquid markets." }, "metricsInterpretation": "unreliable_reference_prices", "splits": { "train": { "start": 1783731527, "end": 1786539675, "rows": 260 }, "validation": { "start": 1786543230, "end": 1787356801, "rows": 222 }, "test": { "start": 1788184910, "end": 1789354699, "rows": 323 } }, "splitCoverage": { "train": { "rows": 260, "days": 32.50171296296296, "ratio": 0.3008804487457624, "maxGapHours": 230.00805555555556, "uniquePrices": 190 }, "validation": { "rows": 222, "days": 9.416331018518518, "ratio": 0.735708927507217, "maxGapHours": 6.442222222222222, "uniquePrices": 127 }, "test": { "rows": 323, "days": 13.539224537037038, "ratio": 0.8130296091066135, "maxGapHours": 2.7133333333333334, "uniquePrices": 179 } }, "status": "data_quality_failed", "robust": false, "robustnessScreenPass": false, "executableRobust": false, "selectedConfigId": "allhours-s200-l2-r24", "selectedConfig": { "spacing": 0.02, "levels": 2, "recenterHours": 24, "mode": "allhours" }, "metrics": { "train": { "rows": 260, "start": 1783731527, "end": 1786539675, "durationDays": 32.50171296296296, "netReturn": -0.12175266172383759, "benchmarkReturn": -0.129344325651633, "buyHoldReturn": -0.2586886513032659, "sessionBenchmarkReturn": -0.129344325651633, "excessSessionBenchmark": 0.007591663927795343, "cashReturn": 0.0, "excessReturn": 0.007591663927795343, "excessBuyHold": 0.13693598957942832, "maxDrawdown": -0.14219615234632876, "trades": 7, "sessionEntries": 0, "sessionExits": 0, "fees": 46.31034064016666, "costRate": 0.002, "finalEquity": 8782.473382761624, "skippedGaps": 28, "rejectedOrders": 0, "eligibleRows": 260 }, "validation": { "rows": 222, "start": 1786543230, "end": 1787356801, "durationDays": 9.416331018518518, "netReturn": 0.02368521447121652, "benchmarkReturn": -0.020042413245982993, "buyHoldReturn": -0.040084826491965986, "sessionBenchmarkReturn": -0.020042413245982993, "excessSessionBenchmark": 0.04372762771719954, "cashReturn": 0.0, "excessReturn": 0.04372762771719954, "excessBuyHold": 0.0637700409631825, "maxDrawdown": -0.03439890805700074, "trades": 22, "sessionEntries": 0, "sessionExits": 0, "fees": 129.5925523688945, "costRate": 0.002, "finalEquity": 10236.852144712166, "skippedGaps": 1, "rejectedOrders": 0, "eligibleRows": 222 }, "test": { "rows": 323, "start": 1788184910, "end": 1789354699, "durationDays": 13.539224537037038, "netReturn": 0.038237341730367636, "benchmarkReturn": 0.049161184834765725, "buyHoldReturn": 0.09832236966953123, "sessionBenchmarkReturn": 0.049161184834765725, "excessSessionBenchmark": -0.010923843104397929, "cashReturn": 0.0, "excessReturn": -0.010923843104397929, "excessBuyHold": -0.06008502793916359, "maxDrawdown": -0.6771949158229219, "trades": 23, "sessionEntries": 0, "sessionExits": 0, "fees": 142.5123184248843, "costRate": 0.002, "finalEquity": 10382.373417303677, "skippedGaps": 2, "rejectedOrders": 2, "eligibleRows": 323 }, "testStress": { "rows": 323, "start": 1788184910, "end": 1789354699, "durationDays": 13.539224537037038, "netReturn": 0.016706646796458058, "benchmarkReturn": 0.04587604030789261, "buyHoldReturn": 0.09175208061578499, "sessionBenchmarkReturn": 0.04587604030789261, "excessSessionBenchmark": -0.029169393511434463, "cashReturn": 0.0, "excessReturn": -0.029169393511434463, "excessBuyHold": -0.07504543381932689, "maxDrawdown": -0.6785894731226574, "trades": 23, "sessionEntries": 0, "sessionExits": 0, "fees": 352.5961805442809, "costRate": 0.005, "finalEquity": 10167.066467964582, "skippedGaps": 2, "rejectedOrders": 2, "eligibleRows": 323 } }, "failedGates": [ "no_unexplained_price_discontinuities", "all_splits_at_least_70pct_hourly_coverage", "test_beats_session_matched_hold_base_and_stress", "test_beats_matched_and_full_buyhold_base_and_stress", "at_least_2_development_weekly_folds", "at_least_60pct_development_weeks_positive_net_and_excess_stress", "heldout_weekly_fold_consistency", "neighbor_parameter_stability" ], "robustnessGates": { "no_unexplained_price_discontinuities": false, "history_at_least_28_days": true, "validation_and_test_at_least_7_days": true, "all_splits_at_least_70pct_hourly_coverage": false, "training_and_validation_minimum_grid_fills": true, "test_minimum_5_grid_fills": true, "validation_positive_net_and_matched_excess_stress": true, "test_beats_session_matched_hold_base_and_stress": false, "test_positive_net_base_and_stress": true, "test_beats_matched_and_full_buyhold_base_and_stress": false, "at_least_2_development_weekly_folds": false, "at_least_60pct_development_weeks_positive_net_and_excess_stress": false, "heldout_weekly_fold_consistency": false, "neighbor_parameter_stability": false }, "warnings": [ "Unreliable modeled P&L: 2 short-interval price jumps and 0 reversing spikes remain unexplained. Raw series retained; no corrected profitability claim.", "Reference-price fills and assumed execution costs are unverified; no executable profitability claim.", "Current-volume top100 selection uses information unavailable at historical dates.", "Session exits/entries are delayed until observed samples; overnight exposure may extend across data gaps.", "Candidate selection is a multiple-parameter search; weekly folds do not correct selection bias.", "Hourly data coverage below70%; session boundaries and fills may be poorly observed." ] } ] }