Data sources

SOL/USD, ETH/USD and BTC/USD candles come from Coinbase Exchange — the SOL-USD, ETH-USD and BTC-USD 1-minute OHLCV series — stored as date-partitioned Parquet and read via DuckDB. The JitoSOL leg comes from a GeckoTerminal pool's minute OHLCV, USD-denominated regardless of the pool pair. Live prices arrive over the Coinbase WebSocket, with GeckoTerminal polled once a minute for DEX-only assets; a Hyperliquid WebSocket feed is implemented but no market in the current universe uses it.

The ETH and BTC series run about four days longer than the SOL one. Their backtest configs pin the window to the SOL history — 2026-05-06 16:52 to 2026-08-04 16:52 UTC — so every published curve on a major spans the same period and the cross-asset comparison means something.

Stated limits: GeckoTerminal's free tier caps minute history near 75 days, so the LST backtest covers a shorter window than the others — less evidence, said plainly. A bar built across a detected feed gap is flagged suspect and carries that flag downstream; a bar that arrives too late to trust — more than 90 seconds past its close, allowing for the minute a polled source legitimately lags — is withheld from the strategy entirely rather than traded on.