Notes

Pythonnumpyseed90800; IID 1004training dailyOHLC vectors2021–24,5sessions fromSep4close35.7;1ATR/1.5ATR,fee5bp/slip10bp eachside,stopfirstties,gapstop atopen. Generic not event-probabilityforecast; sampling destroys clustering; finite0riskbreaches is not zero tail hazard. {"paths":100000,"training_bars":1004,"sessions":5,"mean_pct":-0.15168127254890446,"win_pct":47.848,"stop_pct":42.67,"target_pct":34.503,"time_pct":22.827,"p05_pct":-3.4183000255039064,"p95_pct":3.5798502182109893,"one_share_risk_breach_pct":0,"hypothetical_stop":34.77392857142858,"hypothetical_target":37.089107142857145,"thirty_pct_gap_USD":10.71,"allocation":0} https://runway.adityaperswal.workers.dev/data/stock-bars

1425dailybars eachSCHL/SPY Jan2021–Sep4 2026,adjustmentall,IEX; no Sep7USsession. Latest quote stale for execution; IEXvolume not consolidated. Computed: {"last_date":"2026-09-04","close":35.7,"sma20":39.87275,"sma50":42.5125,"sma200":37.220625,"atr14":0.9260714285714288,"adr20":0.9482499999999998,"rsi14":25.13757014004274,"support20":35.47,"resistance20":43.03,"volume20_iex":14067.8,"return20_pct":-14.53196073737132,"corr60":0.09708069600120833,"fund_max_shares":1}; modelstop34.77392857,target37.08910714 are hypothetical1ATR/1.5ATR; support35.47 only .23 belowclose may be noise, no adopted exits. No current position. https://runway.adityaperswal.workers.dev/data/stock-bars

ComputedSep8 00:09UTC; IEX adjustedall daily2021–Sep4 2026,22SEC/issuerdates. fees5bp eachside; slip10/25bp. train2021–24,test2025–26; corrected vectorbtlongonly reconciles compounded returns. Daily barriers conservative stop-first tie, no15min/exthours exact fill. Full measured summaries: [{"window":10,"slip":0.001,"barrier":true,"split":"train","n":16,"return_pct":-4.641336395399321,"dd_pct":12.586054145459402,"win_pct":43.75,"mean_pct":-0.25925106222003047,"W_pct":2.8168403716526242,"L_pct":2.6517666218987617,"quarterKelly":0,"ci95_mean_pct":[-1.6081160152709983,1.099460132557163]},{"window":10,"slip":0.001,"barrier":true,"split":"test","n":6,"return_pct":0.30206838464486907,"dd_pct":9.381693216694343,"win_pct":50,"mean_pct":0.12872951918311465,"W_pct":4.045646751347539,"L_pct":3.7881877129813093,"quarterKelly":0.007954817059858052,"ci95_mean_pct":[-2.770870552501176,3.13976112303021]},{"window":10,"slip":0.0025,"barrier":true,"split":"train","n":16,"return_pct":-9.11045000672442,"dd_pct":14.390193217908154,"win_pct":43.75,"mean_pct":-0.5580258937231984,"W_pct":2.508851064525078,"L_pct":2.9433746390274136,"quarterKelly":0,"ci95_mean_pct":[-1.9028503026298642,0.7966152623526129]},{"window":10,"slip":0.0025,"barrier":true,"split":"test","n":6,"return_pct":-1.487222730684806,"dd_pct":10.462617891943093,"win_pct":50,"mean_pct":-0.17120751366774822,"W_pct":3.7339765372391107,"L_pct":4.076391564574608,"quarterKelly":0,"ci95_mean_pct":[-3.062121792112353,2.8308045022007953]}] https://runway.adityaperswal.workers.dev/data/stock-bars

ComputedSep8 00:09UTC; IEX adjustedall daily2021–Sep4 2026,22SEC/issuerdates. fees5bp eachside; slip10/25bp. train2021–24,test2025–26; corrected vectorbtlongonly reconciles compounded returns. Daily barriers conservative stop-first tie, no15min/exthours exact fill. Full measured summaries: [{"window":10,"slip":0.001,"barrier":false,"split":"train","n":16,"return_pct":-19.553486943769414,"dd_pct":27.465394311455626,"win_pct":37.5,"mean_pct":-1.2054238097871552,"W_pct":4.608535888909212,"L_pct":4.6937996290049755,"quarterKelly":0,"ci95_mean_pct":[-3.785129235641908,1.417773853769345]},{"window":10,"slip":0.001,"barrier":false,"split":"test","n":6,"return_pct":2.8673656656272613,"dd_pct":14.219418551125052,"win_pct":66.66666666666666,"mean_pct":0.5947875379017882,"W_pct":3.644975112359078,"L_pct":5.505587611012791,"quarterKelly":0.04079503422979708,"ci95_mean_pct":[-3.4949923749706158,4.510855150916004]},{"window":10,"slip":0.0025,"barrier":false,"split":"train","n":16,"return_pct":-23.32372231508269,"dd_pct":29.18550652690195,"win_pct":37.5,"mean_pct":-1.5013643673728108,"W_pct":4.295179532386384,"L_pct":4.979290707228327,"quarterKelly":0,"ci95_mean_pct":[-4.073342248947552,1.1139754702873017]},{"window":10,"slip":0.0025,"barrier":false,"split":"test","n":6,"return_pct":1.0323121477174624,"dd_pct":14.476375502437044,"win_pct":50,"mean_pct":0.2934544216296908,"W_pct":4.468158375503006,"L_pct":3.8812495322436247,"quarterKelly":0.016419204343705404,"ci95_mean_pct":[-3.784074497367418,4.197791398432588]}] https://runway.adityaperswal.workers.dev/data/stock-bars

ComputedSep8 00:09UTC; IEX adjustedall daily2021–Sep4 2026,22SEC/issuerdates. fees5bp eachside; slip10/25bp. train2021–24,test2025–26; corrected vectorbtlongonly reconciles compounded returns. Daily barriers conservative stop-first tie, no15min/exthours exact fill. Full measured summaries: [{"window":3,"slip":0.001,"barrier":true,"split":"train","n":16,"return_pct":-2.640978500526245,"dd_pct":10.095930332844294,"win_pct":50,"mean_pct":-0.1317903898317485,"W_pct":2.302206767326825,"L_pct":2.5657875469903226,"quarterKelly":0,"ci95_mean_pct":[-1.4176031065396508,1.1633868041354638]},{"window":3,"slip":0.001,"barrier":true,"split":"test","n":6,"return_pct":-8.585783848783208,"dd_pct":9.154454911793541,"win_pct":16.666666666666664,"mean_pct":-1.45538403095856,"W_pct":3.387677195176275,"L_pct":2.423996276185527,"quarterKelly":0,"ci95_mean_pct":[-3.2201711778765705,0.7235475588967477]},{"window":3,"slip":0.0025,"barrier":true,"split":"train","n":16,"return_pct":-7.20384160830561,"dd_pct":12.096421830246417,"win_pct":50,"mean_pct":-0.43094703159122016,"W_pct":1.9957590524778328,"L_pct":2.8576531156602734,"quarterKelly":0,"ci95_mean_pct":[-1.712908078025232,0.8603504406773371]},{"window":3,"slip":0.0025,"barrier":true,"split":"test","n":6,"return_pct":-10.216524345050402,"dd_pct":10.506973236661866,"win_pct":16.666666666666664,"mean_pct":-1.7505758291478934,"W_pct":3.077977938228038,"L_pct":2.7162865826230798,"quarterKelly":0,"ci95_mean_pct":[-3.510076531076526,0.42182874015113486]}] https://runway.adityaperswal.workers.dev/data/stock-bars

ComputedSep8 00:09UTC; IEX adjustedall daily2021–Sep4 2026,22SEC/issuerdates. fees5bp eachside; slip10/25bp. train2021–24,test2025–26; corrected vectorbtlongonly reconciles compounded returns. Daily barriers conservative stop-first tie, no15min/exthours exact fill. Full measured summaries: [{"window":3,"slip":0.001,"barrier":false,"split":"train","n":16,"return_pct":-5.325865249062204,"dd_pct":13.211680389034552,"win_pct":50,"mean_pct":-0.3029376808097124,"W_pct":1.782601110448892,"L_pct":2.3884764720683167,"quarterKelly":0,"ci95_mean_pct":[-1.6341503028880537,1.0970115325877394]},{"window":3,"slip":0.001,"barrier":false,"split":"test","n":6,"return_pct":-4.3714419874834505,"dd_pct":6.538039006130902,"win_pct":16.666666666666664,"mean_pct":-0.7114731852238709,"W_pct":4.774020116181044,"L_pct":1.8085718455048538,"quarterKelly":0,"ci95_mean_pct":[-2.1616936949213534,1.5560852331308848]},{"window":3,"slip":0.0025,"barrier":false,"split":"train","n":16,"return_pct":-9.762897483597584,"dd_pct":15.736534528898838,"win_pct":43.75,"mean_pct":-0.6015816484257829,"W_pct":1.724268195784795,"L_pct":2.410575971700677,"quarterKelly":0,"ci95_mean_pct":[-1.928806604168229,0.7941739971992174]},{"window":3,"slip":0.0025,"barrier":false,"split":"test","n":6,"return_pct":-6.077362233987401,"dd_pct":7.514015870866952,"win_pct":16.666666666666664,"mean_pct":-1.008893378928131,"W_pct":4.4601680493026485,"L_pct":2.102705664574287,"quarterKelly":0,"ci95_mean_pct":[-2.4547697324703686,1.2518725359455232]}] https://runway.adityaperswal.workers.dev/data/stock-bars

ComputedSep8 00:09UTC; IEX adjustedall daily2021–Sep4 2026,22SEC/issuerdates. fees5bp eachside; slip10/25bp. train2021–24,test2025–26; corrected vectorbtlongonly reconciles compounded returns. Daily barriers conservative stop-first tie, no15min/exthours exact fill. Full measured summaries: [{"window":5,"slip":0.001,"barrier":true,"split":"train","n":16,"return_pct":-10.691264018754211,"dd_pct":12.31231009832776,"win_pct":37.5,"mean_pct":-0.6680321508180584,"W_pct":2.6454169219563046,"L_pct":2.656101594482676,"quarterKelly":0,"ci95_mean_pct":[-1.9309107986475647,0.6767044281789142]},{"window":5,"slip":0.001,"barrier":true,"split":"test","n":6,"return_pct":3.013774705652011,"dd_pct":7.74758157101938,"win_pct":66.66666666666666,"mean_pct":0.547997397864471,"W_pct":2.5942813712165282,"L_pct":3.544570548839643,"quarterKelly":0.05280820769332166,"ci95_mean_pct":[-2.108946074455524,3.103753963560152]},{"window":5,"slip":0.0025,"barrier":true,"split":"train","n":16,"return_pct":-14.876839534356934,"dd_pct":16.296671193687327,"win_pct":37.5,"mean_pct":-0.9655824727584985,"W_pct":2.337941116209545,"L_pct":2.9476966261393245,"quarterKelly":0,"ci95_mean_pct":[-2.2246781496435046,0.375125928697351]},{"window":5,"slip":0.0025,"barrier":true,"split":"test","n":6,"return_pct":1.1761093932025943,"dd_pct":8.02392500201835,"win_pct":66.66666666666666,"mean_pct":0.2468044421221005,"W_pct":2.2869587427390146,"L_pct":3.833504159111728,"quarterKelly":0.026979546844219715,"ci95_mean_pct":[-2.4021801182515694,2.794905202688863]}] https://runway.adityaperswal.workers.dev/data/stock-bars

ComputedSep8 00:09UTC; IEX adjustedall daily2021–Sep4 2026,22SEC/issuerdates. fees5bp eachside; slip10/25bp. train2021–24,test2025–26; corrected vectorbtlongonly reconciles compounded returns. Daily barriers conservative stop-first tie, no15min/exthours exact fill. Full measured summaries: [{"window":5,"slip":0.001,"barrier":false,"split":"train","n":16,"return_pct":-13.861886495471824,"dd_pct":17.712562995379677,"win_pct":50,"mean_pct":-0.821596796226478,"W_pct":3.2056710295638,"L_pct":4.848864622016756,"quarterKelly":0,"ci95_mean_pct":[-3.060085509142228,1.4347372817133748]},{"window":5,"slip":0.001,"barrier":false,"split":"test","n":6,"return_pct":6.3867975920692865,"dd_pct":4.794163626889025,"win_pct":66.66666666666666,"mean_pct":1.0696771937131235,"W_pct":2.1625539189808975,"L_pct":1.1160762568224236,"quarterKelly":0.12365902005083976,"ci95_mean_pct":[-0.6013264056860683,3.414690211108884]},{"window":5,"slip":0.0025,"barrier":false,"split":"train","n":16,"return_pct":-17.89886647154576,"dd_pct":20.144532077651412,"win_pct":50,"mean_pct":-1.1186871130882987,"W_pct":2.8965169746723114,"L_pct":5.133891200848908,"quarterKelly":0,"ci95_mean_pct":[-3.3504704012388933,1.130888084041747]},{"window":5,"slip":0.0025,"barrier":false,"split":"test","n":6,"return_pct":4.488960839691742,"dd_pct":4.897500633648988,"win_pct":50,"mean_pct":0.7669215387253292,"W_pct":2.5439625190269393,"L_pct":1.0101194415762813,"quarterKelly":0.0753668276349719,"ci95_mean_pct":[-0.89907654563444,3.104910036287349]}] https://runway.adityaperswal.workers.dev/data/stock-bars

Direct ledgerSep8~00:02UTC,Python00:07UTC:0wins/3,realized-31.937258USD,meanloss16.3806011%. RARE-45.860062%/-29.804454USD=-6.440348 plannedR; stop24 versus13.98976fill overshoot10.01024/share. MIRM-.439321% andIONS-2.842420% operatorliquidations censor strategy exits. No avgwinner and no defensible positive liveKelly; not inference true futurep=0. No open/pending; context49.14cash,850.99equity,8.5099risk. runway:query_trades?fund=catalyst

Issuer calendar readSep8~00:03UTC listsSeptember22 Half Year Results explicitly provisional/subject to change; no exact release hour on this issuer calendar. Non-US discovery: venue, FX costs, historical event edge unverified; zero allocation. Exchange-hosted issuer event provides hours but not relied on to override provisional qualifier. https://www.kingfisher.com/investors/financial-calendar

August27 8-K: August26 repurchase289624 shares at39.7603,11.51553713m total,3% belowAug25close40.99;approx1.6% common shares,$158.9m authorization remains. Direct transaction filing; private estate liquidity is not an insider open-market purchase or guaranteed bid. ReadSep8 00:06UTC. https://www.sec.gov/Archives/edgar/data/866729/000119312526371245/schl-20260827.htm

July23 issuer release readSep8~00:03–00:06UTC. FY26 revenue1581.9m (-3%), operating income15.2m, adjusted EBITDA151.5m/proforma132.4m; FCF436m includes >400m net property sale proceeds, CFO50.9m. FY27 guidance revenue+2–4%, EBITDA135–145m, FCF35–40m. Direct management financial disclosure, adjusted metrics promotional; different lease bases reconcile lower nominal EBITDA with growth. https://investor.scholastic.com/news-releases/news-release-details/scholastic-reports-fourth-quarter-and-fiscal-2026-results

June29 issuer8-K readSep8~00:05UTC: additional sensitivity analyses deemed major amendment, three-month extension; issuer says no new studies requested/no cited safety or manufacturing concerns. August6 issuer update independently reaffirms same company-origin claim, not independent FDA probability. March30 acceptance and third-party calendar are superseded. Source sits directly at sponsor's FDA communication; promotional bias on interpretation. https://www.sec.gov/Archives/edgar/data/1689548/000168954826000069/prax-20260629.htm

On September 6, the issuer sent a notice that was read on September 7 at 19:41 UTC, which confirms that there will be a presentation on September 8 at 12:15 CEST, or 6:15 ET, followed by a call at 8 ET. There has been no regular session run-up so far, but news may still arrive earlier. The issuer's promotional information is reliable for its own schedule, but it does not serve as proof of the independent efficacy of the presentation. https://investor.roivant.com/news-releases/news-release-details/roivant-present-topline-results-phase-2-phocus-study-mosliciguat

A notice from the issuer of CHWY was re-read on September 7 at 19:41 UTC. It stated that there would be a call before the market opens on September 9 at 8 ET, but the exact minute of the release was not specified. There is one regular session remaining. Previous analysis from August 28 to August 7 used a fixed 10-session rule, which resulted in a return of -1.719988%, a drawdown of 14.258614%, a profit of 50%, a win rate of 4.523391%, and a loss rate of 4.828695%. A Python calculation recomputed the mean to be -0.152652%. The quarter Kelly was clipped at this value. The existing backtest was reused, and no new test was conducted. A backtest is a simulation of how a trading strategy would have performed in the past, and the Kelly criterion is a formula used to determine the optimal size of a bet, which in this case is being used to manage risk. https://investor.chewy.com/news-and-events/news/news-details/2026/Chewy-Announces-Fiscal-Second-Quarter-Financial-Results-Conference-Call/default.aspx

On September 7 at 19:41, a review of job 48 found that it actually ran at 19:01:07.143, saved a note at 19:01:13.830, and produced output of 1590 characters, including 3 seconds of data, 1 headline, and 2 GIS reminders. The expected run time was 18:45, but this was not the actual time. The next run times are scheduled for 23:01:07.143 with 92 items left, 20:31:01.892 with 52 items left, 21:00:51.935 with 30 items left, 21:15:28.148 with 27 items left, and September 8 at 02:30:48.750 with 17 items left. All active last exits were 0, meaning no issues were found. The bounded feeds and static reminders were reviewed, but the results are not exhaustive or exact. A headline from September 4 remains under discovery, meaning it is still being investigated. runway:list_jobs?fund=catalyst