Notes

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"event":"2023-06-07","entry":"2023-05-31","exit":"2023-06-06","net":0.15057715219393186,"reason":"time","entry_price":21.2,"exit_price":24.49,"atr":1.0975857142857144,"trend":false,"momentum":false,"spytrend":true,"vol":0.48514544729529885,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2024-04-11","entry":"2024-04-04","exit":"2024-04-10","net":0.01870405084544169,"reason":"time","entry_price":22.82,"exit_price":23.34,"atr":0.8768428571428577,"trend":false,"momentum":true,"spytrend":true,"vol":0.4753679331083522,"h":5,"mode":"time","slip":0.001,"split":"holdout"},{"event":"2025-04-10","entry":"2025-04-03","exit":"2025-04-09","net":-0.0307631491084569,"reason":"time","entry_price":16.37,"exit_price":15.93,"atr":0.9029642857142853,"trend":false,"momentum":false,"spytrend":false,"vol":0.6103745805025553,"h":5,"mode":"time","slip":0.001,"split":"holdout"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"event":"2022-06-08","entry":"2022-06-01","exit":"2022-06-07","net":0.07860654159610281,"reason":"time","entry_price":35.09,"exit_price":38,"atr":3.4939857142857145,"trend":false,"momentum":false,"spytrend":false,"vol":1.092435357720908,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2022-12-07","entry":"2022-11-30","exit":"2022-12-06","net":-0.10720527499085719,"reason":"time","entry_price":25.09,"exit_price":22.49,"atr":1.5765999999999993,"trend":true,"momentum":true,"spytrend":false,"vol":0.7071786864292503,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2023-03-28","entry":"2023-03-21","exit":"2023-03-27","net":0.0535121953452411,"reason":"time","entry_price":22.69,"exit_price":24,"atr":1.4321428571428574,"trend":false,"momentum":false,"spytrend":true,"vol":0.5930424372802674,"h":5,"mode":"time","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"event":"2021-09-09","entry":"2021-09-01","exit":"2021-09-08","net":-0.11188261043848091,"reason":"time","entry_price":56.59,"exit_price":50.46,"atr":3.9228,"trend":false,"momentum":false,"spytrend":true,"vol":0.6592809498470514,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2021-12-08","entry":"2021-12-01","exit":"2021-12-07","net":0.0006586089716968946,"reason":"time","entry_price":64.25,"exit_price":64.55,"atr":4.857935714285714,"trend":false,"momentum":false,"spytrend":true,"vol":0.6137104128702998,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2022-03-29","entry":"2022-03-22","exit":"2022-03-28","net":0.022007761468648912,"reason":"time","entry_price":45.97,"exit_price":47.17,"atr":2.9761785714285716,"trend":false,"momentum":true,"spytrend":true,"vol":0.7780194698769942,"h":5,"mode":"time","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"event":"2020-12-09","entry":"2020-12-02","exit":"2020-12-08","net":0.060965030712674784,"reason":"time","entry_price":31.74,"exit_price":33.81,"atr":2.1602642857142857,"trend":true,"momentum":true,"spytrend":true,"vol":0.6364517395389206,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2021-04-14","entry":"2021-04-07","exit":"2021-04-13","net":0.06693115744126676,"reason":"time","entry_price":61.37,"exit_price":65.74,"atr":4.4879428571428575,"trend":true,"momentum":true,"spytrend":true,"vol":0.7423811402726556,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2021-06-09","entry":"2021-06-02","exit":"2021-06-08","net":-0.04756008069957263,"reason":"time","entry_price":85.5,"exit_price":81.76,"atr":4.051764285714285,"trend":true,"momentum":true,"spytrend":true,"vol":0.5551107982508209,"h":5,"mode":"time","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"event":"2019-12-12","entry":"2019-12-05","exit":"2019-12-11","net":-0.019544071538919683,"reason":"time","entry_price":14.73,"exit_price":14.5,"atr":0.8958714285714289,"trend":false,"momentum":false,"spytrend":true,"vol":0.8083260056060325,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2020-06-09","entry":"2020-06-02","exit":"2020-06-08","net":-0.09056136091929667,"reason":"time","entry_price":21.63,"exit_price":19.75,"atr":1.80995,"trend":true,"momentum":true,"spytrend":true,"vol":1.164826200571922,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2020-09-09","entry":"2020-09-01","exit":"2020-09-08","net":0.15994602596813978,"reason":"time","entry_price":26.55,"exit_price":30.92,"atr":1.8229857142857138,"trend":false,"momentum":false,"spytrend":true,"vol":0.6652127309433907,"h":5,"mode":"time","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"event":"2019-04-30","entry":"2019-04-23","exit":"2019-04-29","net":0.08703341811341803,"reason":"time","entry_price":28.34,"exit_price":30.93,"atr":1.292085714285715,"trend":false,"momentum":true,"spytrend":false,"vol":0.41598690888073764,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2019-06-10","entry":"2019-06-03","exit":"2019-06-07","net":0.05664900813705298,"reason":"time","entry_price":35.97,"exit_price":38.16,"atr":2.2182,"trend":true,"momentum":false,"spytrend":false,"vol":0.564898638472371,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2019-09-11","entry":"2019-09-04","exit":"2019-09-10","net":0.1263210724431323,"reason":"time","entry_price":16.28,"exit_price":18.41,"atr":1.221064285714286,"trend":false,"momentum":false,"spytrend":false,"vol":0.6178563790170265,"h":5,"mode":"time","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"split":"holdout","indicator":"joint","state":true,"sample":0,"win_rate":0,"avg_win":0,"avg_loss":0,"mean":0,"CI":[0,0],"quarterKelly":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"split":"holdout","indicator":"spytrend","state":false,"sample":1,"win_rate":0,"avg_win":0,"avg_loss":5.89315136006705,"mean":-5.89315136006705,"CI":[-5.89315136006705,-5.89315136006705],"quarterKelly":0},{"split":"holdout","indicator":"spytrend","state":true,"sample":6,"win_rate":83.33333333333334,"avg_win":5.962758497237717,"avg_loss":5.13504612983704,"mean":4.113124392725257,"CI":[0.2634393902239185,6.517873677044157],"quarterKelly":0.1724505694231406},{"split":"holdout","indicator":"joint","state":false,"sample":7,"win_rate":71.42857142857143,"avg_win":5.962758497237717,"avg_loss":5.5140987449520455,"mean":2.683656428040642,"CI":[-1.0218226466428624,6.1859602547191646],"quarterKelly":0.11251740403723637}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"split":"holdout","indicator":"trend","state":true,"sample":1,"win_rate":100,"avg_win":5.160152126939477,"avg_loss":0,"mean":5.160152126939477,"CI":[5.160152126939477,5.160152126939477],"quarterKelly":0.25},{"split":"holdout","indicator":"momentum","state":false,"sample":4,"win_rate":75,"avg_win":6.10604188434308,"avg_loss":5.89315136006705,"mean":3.1062435732405467,"CI":[-3.0020152199465358,6.904973275990933],"quarterKelly":0.12717909703524466},{"split":"holdout","indicator":"momentum","state":true,"sample":3,"win_rate":66.66666666666666,"avg_win":5.747833416579673,"avg_loss":5.13504612983704,"mean":2.1202069011074354,"CI":[-5.13504612983704,6.154229403500144],"quarterKelly":0.09221765609071414}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"split":"train","indicator":"joint","state":false,"sample":11,"win_rate":72.72727272727273,"avg_win":7.789972160919839,"avg_loss":5.729303237650977,"mean":4.102897052218708,"CI":[0.027606666780522926,7.685714465656234],"quarterKelly":0.13167239135981193},{"split":"train","indicator":"joint","state":true,"sample":5,"win_rate":60,"avg_win":7.767893967451219,"avg_loss":7.695733924797454,"mean":1.5824428105517496,"CI":[-5.235566729619574,8.102172146687966],"quarterKelly":0.05092895246711819},{"split":"holdout","indicator":"trend","state":false,"sample":6,"win_rate":66.66666666666666,"avg_win":6.163410089812277,"avg_loss":5.5140987449520455,"mean":2.2709071448908364,"CI":[-1.9119523015346955,6.356928276015779],"quarterKelly":0.09211244715991315}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"split":"train","indicator":"momentum","state":true,"sample":7,"win_rate":71.42857142857143,"avg_win":6.383360148529479,"avg_loss":7.695733924797454,"mean":2.3607618418646417,"CI":[-2.890521649372118,7.017711367676226],"quarterKelly":0.09245764718478579},{"split":"train","indicator":"spytrend","state":false,"sample":5,"win_rate":80,"avg_win":8.473388958465138,"avg_loss":6.6578946775011865,"mean":5.447132231271874,"CI":[-0.8504751426565992,9.529171780989717],"quarterKelly":0.16071291716846203},{"split":"train","indicator":"spytrend","state":true,"sample":11,"win_rate":63.63636363636363,"avg_win":7.389986193693117,"avg_loss":6.4803707212616635,"mean":2.346220042800469,"CI":[-2.026536877373617,6.422721660990657],"quarterKelly":0.07937159763582573}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"split":"train","indicator":"trend","state":false,"sample":10,"win_rate":70,"avg_win":7.643670988840921,"avg_loss":5.729303237650977,"mean":3.6317787208933514,"CI":[-0.7114385793500039,7.501872225736387],"quarterKelly":0.11878385157457144},{"split":"train","indicator":"trend","state":true,"sample":6,"win_rate":66.66666666666666,"avg_win":8.029440566956481,"avg_loss":7.695733924797454,"mean":2.787715736371836,"CI":[-3.3372848752725246,8.47899390738048],"quarterKelly":0.08679669875894308},{"split":"train","indicator":"momentum","state":false,"sample":9,"win_rate":66.66666666666666,"avg_win":8.951109741177495,"avg_loss":5.729303237650977,"mean":4.057638748234671,"CI":[-0.8334178221601676,8.389650876757223],"quarterKelly":0.11332781257189957}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"h":10,"mode":"barrier","slip":0.001,"split":"holdout","return_pct":6.108607053542037,"drawdown":3.3494931687968132,"notice_exclusions":["2024-06-13","2024-09-12","2024-12-12","2025-04-10","2025-06-12","2025-09-11","2025-12-11","2026-03-26","2026-06-11"],"sample":1,"win_rate":100,"avg_win":6.108607053542037,"avg_loss":0,"mean":6.108607053542037,"CI":[6.108607053542037,6.108607053542037],"quarterKelly":0.25},{"h":10,"mode":"barrier","slip":0.0025,"split":"train","return_pct":-11.995797117454376,"drawdown":11.995797117454387,"notice_exclusions":["2019-04-30","2019-06-10","2019-09-11","2020-06-09","2020-09-09","2020-12-09","2021-04-14","2021-06-09","2021-09-09","2022-03-29","2022-06-08","2022-09-08","2022-12-07","2023-03-28","2023-06-07"],"sample":2,"win_rate":0,"avg_win":0,"avg_loss":6.18932749438531,"mean":-6.18932749438531,"CI":[-6.33760999884786,-6.041044989922762],"quarterKelly":0},{"h":10,"mode":"barrier","slip":0.0025,"split":"holdout","return_pct":5.790757212518338,"drawdown":3.3494931687968355,"notice_exclusions":["2024-06-13","2024-09-12","2024-12-12","2025-04-10","2025-06-12","2025-09-11","2025-12-11","2026-03-26","2026-06-11"],"sample":1,"win_rate":100,"avg_win":5.790757212518338,"avg_loss":0,"mean":5.790757212518338,"CI":[5.790757212518338,5.790757212518338],"quarterKelly":0.25}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"h":10,"mode":"time","slip":0.0025,"split":"train","return_pct":-24.271597127262147,"drawdown":30.810554658048883,"notice_exclusions":["2019-04-30","2019-06-10","2019-09-11","2020-06-09","2020-09-09","2020-12-09","2021-04-14","2021-06-09","2021-09-09","2022-03-29","2022-06-08","2022-09-08","2022-12-07","2023-03-28","2023-06-07"],"sample":2,"win_rate":0,"avg_win":0,"avg_loss":12.688209903419818,"mean":-12.688209903419818,"CI":[-19.79513628516122,-5.581283521678415],"quarterKelly":0},{"h":10,"mode":"time","slip":0.0025,"split":"holdout","return_pct":6.56179421232308,"drawdown":4.639736162361629,"notice_exclusions":["2024-06-13","2024-09-12","2024-12-12","2025-04-10","2025-06-12","2025-09-11","2025-12-11","2026-03-26","2026-06-11"],"sample":1,"win_rate":100,"avg_win":6.56179421232308,"avg_loss":0,"mean":6.56179421232308,"CI":[6.56179421232308,6.56179421232308],"quarterKelly":0.25},{"h":10,"mode":"barrier","slip":0.001,"split":"train","return_pct":-11.466182925181744,"drawdown":11.466182925181744,"notice_exclusions":["2019-04-30","2019-06-10","2019-09-11","2020-06-09","2020-09-09","2020-12-09","2021-04-14","2021-06-09","2021-09-09","2022-03-29","2022-06-08","2022-09-08","2022-12-07","2023-03-28","2023-06-07"],"sample":2,"win_rate":0,"avg_win":0,"avg_loss":5.907471988971596,"mean":-5.907471988971596,"CI":[-6.0562000103366875,-5.758743967606506],"quarterKelly":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"h":5,"mode":"barrier","slip":0.0025,"split":"holdout","return_pct":16.763268596240533,"drawdown":7.465423489517631,"notice_exclusions":["2024-06-13","2024-09-12","2024-12-12"],"sample":7,"win_rate":71.42857142857143,"avg_win":5.6453455476380165,"avg_loss":5.797132605511002,"mean":2.376066075309726,"CI":[-1.3183131841230609,5.8208833605739425],"quarterKelly":0.10522234889163956},{"h":10,"mode":"time","slip":0.001,"split":"train","return_pct":-23.815859382860626,"drawdown":30.587192821282205,"notice_exclusions":["2019-04-30","2019-06-10","2019-09-11","2020-06-09","2020-09-09","2020-12-09","2021-04-14","2021-06-09","2021-09-09","2022-03-29","2022-06-08","2022-09-08","2022-12-07","2023-03-28","2023-06-07"],"sample":2,"win_rate":0,"avg_win":0,"avg_loss":12.425880383025678,"mean":-12.425880383025678,"CI":[-19.554159626587186,-5.29760113946417],"quarterKelly":0},{"h":10,"mode":"time","slip":0.001,"split":"holdout","return_pct":6.881960645025176,"drawdown":4.496337269372718,"notice_exclusions":["2024-06-13","2024-09-12","2024-12-12","2025-04-10","2025-06-12","2025-09-11","2025-12-11","2026-03-26","2026-06-11"],"sample":1,"win_rate":100,"avg_win":6.881960645025176,"avg_loss":0,"mean":6.881960645025176,"CI":[6.881960645025176,6.881960645025176],"quarterKelly":0.25}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"h":5,"mode":"barrier","slip":0.001,"split":"train","return_pct":62.15851948443492,"drawdown":18.011661821817672,"notice_exclusions":["2022-09-08"],"sample":16,"win_rate":68.75,"avg_win":7.7839508354283975,"avg_loss":6.515875512509568,"mean":3.315255101697783,"CI":[-0.26241681952979434,6.6157411092125775],"quarterKelly":0.10647726237582682},{"h":5,"mode":"barrier","slip":0.001,"split":"holdout","return_pct":19.241232850002767,"drawdown":7.048322215613611,"notice_exclusions":["2024-06-13","2024-09-12","2024-12-12"],"sample":7,"win_rate":71.42857142857143,"avg_win":5.962758497237717,"avg_loss":5.5140987449520455,"mean":2.683656428040642,"CI":[-1.0477205470313944,6.138823716039764],"quarterKelly":0.11251740403723637},{"h":5,"mode":"barrier","slip":0.0025,"split":"train","return_pct":54.55873967181986,"drawdown":18.62406256136643,"notice_exclusions":["2022-09-08"],"sample":16,"win_rate":68.75,"avg_win":7.461082478286935,"avg_loss":6.795908536518587,"mean":3.005772786160209,"CI":[-0.5608384872163099,6.254132473030677],"quarterKelly":0.10071503682299243}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"h":5,"mode":"time","slip":0.001,"split":"holdout","return_pct":23.325558777181055,"drawdown":27.394478867643933,"notice_exclusions":["2024-06-13","2024-09-12","2024-12-12"],"sample":7,"win_rate":71.42857142857143,"avg_win":5.543534482121153,"avg_loss":2.8711953098340572,"mean":3.13932597013395,"CI":[-0.060951748615964016,6.3848888825907295],"quarterKelly":0.14157600986603464},{"h":5,"mode":"time","slip":0.0025,"split":"train","return_pct":45.77547048643766,"drawdown":30.023458409054847,"notice_exclusions":["2022-09-08"],"sample":16,"win_rate":62.5,"avg_win":8.300104423636318,"avg_loss":6.549021293846348,"mean":2.7316822795803186,"CI":[-1.4092090671590138,6.75270802967283],"quarterKelly":0.08227855157464255},{"h":5,"mode":"time","slip":0.0025,"split":"holdout","return_pct":20.762717728652767,"drawdown":27.611969738461983,"notice_exclusions":["2024-06-13","2024-09-12","2024-12-12"],"sample":7,"win_rate":71.42857142857143,"avg_win":5.227377324019038,"avg_loss":3.1621460252082736,"mean":2.8303706528112347,"CI":[-0.4190709031903632,6.113052615773093],"quarterKelly":0.13536284437542387}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"h":3,"mode":"barrier","slip":0.0025,"split":"train","return_pct":-0.21678494273872362,"drawdown":15.755944569206937,"notice_exclusions":[],"sample":17,"win_rate":52.94117647058824,"avg_win":5.065149360439221,"avg_loss":5.3740807048118535,"mean":0.15257050620342058,"CI":[-2.6008792566877705,2.865947394384211],"quarterKelly":0.007530405095013362},{"h":3,"mode":"barrier","slip":0.0025,"split":"holdout","return_pct":-27.480534373238697,"drawdown":32.301155944133384,"notice_exclusions":[],"sample":10,"win_rate":20,"avg_win":5.084834326879695,"avg_loss":5.103396674862985,"mean":-3.0657504745144495,"CI":[-5.504874737265352,-0.0942397892594751],"quarterKelly":0},{"h":5,"mode":"time","slip":0.001,"split":"train","return_pct":52.94336975974723,"drawdown":29.390824898161227,"notice_exclusions":["2022-09-08"],"sample":16,"win_rate":68.75,"avg_win":7.847345203557329,"avg_loss":7.535067971742541,"mean":3.0403410862761193,"CI":[-1.1505441118454338,7.127461149734433],"quarterKelly":0.09685890601887513}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"h":3,"mode":"time","slip":0.0025,"split":"holdout","return_pct":8.422933687582269,"drawdown":21.08795244310806,"notice_exclusions":[],"sample":10,"win_rate":50,"avg_win":4.712725198310337,"avg_loss":2.83588213086448,"mean":0.9384215337229284,"CI":[-1.8334759822976037,4.473129946083808],"quarterKelly":0.04978125682245289},{"h":3,"mode":"barrier","slip":0.001,"split":"train","return_pct":5.0041789746675835,"drawdown":13.580316692408855,"notice_exclusions":[],"sample":17,"win_rate":52.94117647058824,"avg_win":5.380819102307695,"avg_loss":5.0897757787749205,"mean":0.4534803347394051,"CI":[-2.203439570394365,3.2079677078116395],"quarterKelly":0.021069298470976244},{"h":3,"mode":"barrier","slip":0.001,"split":"holdout","return_pct":-25.271980559007233,"drawdown":30.44838122951763,"notice_exclusions":[],"sample":10,"win_rate":20,"avg_win":5.400563212511001,"avg_loss":4.81827847479198,"mean":-2.774510137331384,"CI":[-5.2150660823725525,0.20047941356228877],"quarterKelly":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"h":3,"mode":"time","slip":0.001,"split":"train","return_pct":26.234488116822916,"drawdown":18.952468308017878,"notice_exclusions":[],"sample":17,"win_rate":64.70588235294117,"avg_win":4.466879414218939,"avg_loss":3.93025181477746,"mean":1.5031860392790337,"CI":[-0.8705068175506808,3.8906674488624247],"quarterKelly":0.08412953988046457},{"h":3,"mode":"time","slip":0.001,"split":"holdout","return_pct":11.724914496132444,"drawdown":20.13530029525198,"notice_exclusions":[],"sample":10,"win_rate":50,"avg_win":5.027336076750126,"avg_loss":2.543951150959769,"mean":1.2416924628951787,"CI":[-1.545748093197229,4.76059815300585],"quarterKelly":0.06174703878648685},{"h":3,"mode":"time","slip":0.0025,"split":"train","return_pct":19.957921659889966,"drawdown":20.49578707128087,"notice_exclusions":[],"sample":17,"win_rate":64.70588235294117,"avg_win":4.153947391680035,"avg_loss":4.218030111334037,"mean":1.1991318023809503,"CI":[-1.1807172075764178,3.5550254502525194],"quarterKelly":0.07216821069897869}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

June10 issuer, quarterendedMay2,retrievedSep8: sales340.277m/+4.7%YoY; activeclients2.309m,+.9%sequential/-1.9%YoY; trailing52week revenue/client578/+6.6%YoY (notquarterARPU, accountsnotuniquepeople); GM43.7%/-50bp; operatingloss4.016m, netloss1.525m,adjEBITDA13.239m,SBC11.139m; operatingCF11.774m,FCF6.520m vs15.998mpriorQ3; repurchases15.1m/4.5mshares; cash+investments229.4m,nodebt. Q4guide revenue322–327m,adjEBITDA7–10m; FYrevenue1.346–1.351bn,adjEBITDA49–52m,GM43–44%,advertising9–10%,FCFpositive. UK discontinued sinceQ1FY2024; historicalregimesnotidentical. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Third-Quarter-of-Fiscal-2026-Financial-Results/default.aspx

Direct issuer June11 2026, period13weeks endedMay3, retrievedSep8: sales138.196m (-.1%YoY), comps-1%, GM52.1%(-160bp), adjustedEBITDA-10.5m, operatingCF-35.4m, cash56.998m vsFeb1 101.853m, inventory109.267m vs106.317m sequential/124.9mYoY; creditline0 drawn/34.9mavailable. GM bridge product+330bp, inbound/tariff-380bp,outbound/storage-110bp. Q2guide sales157–166m,adjEBITDA-4to+2m,netloss3–7m; FYsales700–740m,adjEBITDA35–46m,netincome5–12m. Outlook includes3.6m collected tariffrefunds expectedrecognizedQ2. Baseline notnewSeptembergrowth; issuer promotional and nonGAAP definition matters. https://investor.lovesac.com/news-events/press-releases/detail/164/the-lovesac-company-reports-first-quarter-fiscal-2027

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