Notes

FY26 rounded OCF2.2bn-capex.540bn=FCF1.66bn;dividends1.3bn+buybacks.5bn=1.8bn cashreturns,FCFshortfall.14bn;dividendcoverage1.276923x. FY27guide midpointEPS3.1 atSep4IEX38.28 ->12.348387x. 750mFY27savings/3bn4yrtarget=25%;4yraverage750m/year,not netprofit. IssuerJuly1URL observation8081 andanalysis586. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json ; research/intraday_results.json

[{"slippage":0.001,"sample":10,"return_pct":2.8451222637011497,"drawdown_event_pct":5.808783179629973,"win_pct":50,"avg_win_pct":2.2995266806411285,"avg_loss_pct":1.6851846543494364,"mean_pct":0.30717101314584605},{"slippage":0.0025,"sample":10,"return_pct":-0.19442018302407993,"drawdown_event_pct":7.7661804886031245,"win_pct":40,"avg_win_pct":2.54054459985627,"avg_loss_pct":1.682530639466114,"mean_pct":0.006699456262839742}] Not independently trained venue strategy: followupresolutionaudit of frozenlevels afterdailyresultsseen. 3stop/3target/4time exits. No realfills; costs5bpfee+10/25bpslip eachside. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json ; research/intraday_results.json

{"date":"2026-07-01","bars":104,"first":"2026-06-24 09:30:00-04:00","last":"2026-06-29 15:45:00-04:00","entry_price":34.04,"stop":33.12,"target":35.42,"check_exit":35.52,"reason":"target_close","exit_at":"2026-06-26 11:00:00-04:00","consistency":{"entry_open_pct":0,"exit_close_pct":0,"max_high_diff":0},"net_0.001_pct":4.035251626673353,"net_0.0025_pct":3.723612551308686} IEX26RTHbars/session,4sessions,104bars; barstarttimestamp+15min is checkproxy. Exitpriceclosingtrade,notavailableNBBO. Missingextendedsessionquotes,latency,depth; frozen levels computedpreviousday. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json ; research/intraday_results.json

{"date":"2026-03-18","bars":104,"first":"2026-03-11 09:30:00-04:00","last":"2026-03-16 15:45:00-04:00","entry_price":40.65,"stop":39.65071428571429,"target":42.14892857142857,"check_exit":39.47,"reason":"stop_close","exit_at":"2026-03-11 10:30:00-04:00","consistency":{"entry_open_pct":0,"exit_close_pct":0,"max_high_diff":0},"net_0.001_pct":-3.1936841131505522,"net_0.0025_pct":-3.4836688087294787} IEX26RTHbars/session,4sessions,104bars; barstarttimestamp+15min is checkproxy. Exitpriceclosingtrade,notavailableNBBO. Missingextendedsessionquotes,latency,depth; frozen levels computedpreviousday. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json ; research/intraday_results.json

{"date":"2025-12-17","bars":104,"first":"2025-12-10 09:30:00-05:00","last":"2025-12-15 15:45:00-05:00","entry_price":43.62,"stop":42.778571428571425,"target":44.88214285714285,"check_exit":44.83,"reason":"time","exit_at":"2025-12-15 close","consistency":{"entry_open_pct":0,"exit_close_pct":0,"max_high_diff":0},"net_0.001_pct":2.4660969736231664,"net_0.0025_pct":2.1591583233310896} IEX26RTHbars/session,4sessions,104bars; barstarttimestamp+15min is checkproxy. Exitpriceclosingtrade,notavailableNBBO. Missingextendedsessionquotes,latency,depth; frozen levels computedpreviousday. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json ; research/intraday_results.json

{"date":"2025-09-17","bars":104,"first":"2025-09-10 09:30:00-04:00","last":"2025-09-15 15:45:00-04:00","entry_price":46.98,"stop":46.21357142857143,"target":48.129642857142855,"check_exit":46.1,"reason":"stop_close","exit_at":"2025-09-15 16:00:00-04:00","consistency":{"entry_open_pct":0,"exit_close_pct":0,"max_high_diff":0},"net_0.001_pct":-2.1670770365388337,"net_0.0025_pct":-2.4601369482114666} IEX26RTHbars/session,4sessions,104bars; barstarttimestamp+15min is checkproxy. Exitpriceclosingtrade,notavailableNBBO. Missingextendedsessionquotes,latency,depth; frozen levels computedpreviousday. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json ; research/intraday_results.json

{"date":"2025-06-25","bars":104,"first":"2025-06-17 09:30:00-04:00","last":"2025-06-23 15:45:00-04:00","entry_price":49.52,"stop":48.681428571428576,"target":50.777857142857144,"check_exit":49.72,"reason":"time","exit_at":"2025-06-23 close","consistency":{"entry_open_pct":0,"exit_close_pct":0,"max_high_diff":0},"net_0.001_pct":0.1031168805520899,"net_0.0025_pct":-0.19674342927560318} IEX26RTHbars/session,4sessions,104bars; barstarttimestamp+15min is checkproxy. Exitpriceclosingtrade,notavailableNBBO. Missingextendedsessionquotes,latency,depth; frozen levels computedpreviousday. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json ; research/intraday_results.json

{"date":"2025-03-19","bars":104,"first":"2025-03-12 09:30:00-04:00","last":"2025-03-17 15:45:00-04:00","entry_price":56.02,"stop":54.050714285714285,"target":58.97392857142857,"check_exit":56.08,"reason":"time","exit_at":"2025-03-17 close","consistency":{"entry_open_pct":0,"exit_close_pct":0,"max_high_diff":0},"net_0.001_pct":-0.1927667513474951,"net_0.0025_pct":-0.49174073754911785} IEX26RTHbars/session,4sessions,104bars; barstarttimestamp+15min is checkproxy. Exitpriceclosingtrade,notavailableNBBO. Missingextendedsessionquotes,latency,depth; frozen levels computedpreviousday. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json ; research/intraday_results.json

{"date":"2024-12-18","bars":104,"first":"2024-12-11 09:30:00-05:00","last":"2024-12-16 15:45:00-05:00","entry_price":60.28,"stop":59.34428571428572,"target":61.683571428571426,"check_exit":59.75,"reason":"time","exit_at":"2024-12-16 close","consistency":{"entry_open_pct":0,"exit_close_pct":0,"max_high_diff":0},"net_0.001_pct":-1.1761470443791278,"net_0.0025_pct":-1.4721753009317995} IEX26RTHbars/session,4sessions,104bars; barstarttimestamp+15min is checkproxy. Exitpriceclosingtrade,notavailableNBBO. Missingextendedsessionquotes,latency,depth; frozen levels computedpreviousday. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json ; research/intraday_results.json

{"date":"2024-09-18","bars":104,"first":"2024-09-11 09:30:00-04:00","last":"2024-09-16 15:45:00-04:00","entry_price":67.1,"stop":66.255,"target":68.36749999999999,"check_exit":66.16,"reason":"stop_close","exit_at":"2024-09-11 12:30:00-04:00","consistency":{"entry_open_pct":0,"exit_close_pct":0,"max_high_diff":0},"net_0.001_pct":-1.6962483263311734,"net_0.0025_pct":-1.9907186120992182} IEX26RTHbars/session,4sessions,104bars; barstarttimestamp+15min is checkproxy. Exitpriceclosingtrade,notavailableNBBO. Missingextendedsessionquotes,latency,depth; frozen levels computedpreviousday. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json ; research/intraday_results.json

{"date":"2024-06-26","bars":104,"first":"2024-06-18 09:30:00-04:00","last":"2024-06-24 15:45:00-04:00","entry_price":59.29,"stop":58.22857142857143,"target":60.88214285714285,"check_exit":61.06,"reason":"target_close","exit_at":"2024-06-24 10:30:00-04:00","consistency":{"entry_open_pct":0,"exit_close_pct":0,"max_high_diff":0},"net_0.001_pct":2.6768332767382885,"net_0.0025_pct":2.3692633628541016} IEX26RTHbars/session,4sessions,104bars; barstarttimestamp+15min is checkproxy. Exitpriceclosingtrade,notavailableNBBO. Missingextendedsessionquotes,latency,depth; frozen levels computedpreviousday. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json ; research/intraday_results.json

{"date":"2024-03-20","bars":104,"first":"2024-03-13 09:30:00-04:00","last":"2024-03-18 15:45:00-04:00","entry_price":58.65,"stop":57.754999999999995,"target":59.9925,"check_exit":60.13,"reason":"target_close","exit_at":"2024-03-18 11:00:00-04:00","consistency":{"entry_open_pct":0,"exit_close_pct":0,"max_high_diff":0},"net_0.001_pct":2.216334645618745,"net_0.0025_pct":1.9101441619312043} IEX26RTHbars/session,4sessions,104bars; barstarttimestamp+15min is checkproxy. Exitpriceclosingtrade,notavailableNBBO. Missingextendedsessionquotes,latency,depth; frozen levels computedpreviousday. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json ; research/intraday_results.json

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{"XLP":{"bars":1536,"first":"2020-07-27","last":"2026-09-04","zero_volume":0},"GIS":{"bars":1533,"first":"2020-07-27","last":"2026-09-04","zero_volume":0},"SPY":{"bars":1536,"first":"2020-07-27","last":"2026-09-04","zero_volume":0}} SHA256 0f1bd2574311f7634dce7749e74d1e3098cc269126574d4b226be518b5944081. Requeststart2019-09-01; returned2020-07-27. GIS missingApr19/Oct25 2021 andMar8 2022 relativeSPY. ExcludeJuly1 2020prehistory; March2020prehistory;Sep2020noticeunverified. 24documenteddates/23usablecalendar/22barrier dueATRmissingMarch2022. No shifting of entry/exit dates; firstactualnews census incomplete. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json ; research/intraday_results.json

{"c":38.28,"sma20":39.521499999999996,"sma50":37.6946,"mom20":0.037960954446854656,"atr":1.1546428571428566,"low20":36.47,"high20":42.19,"adr14":1.0332142857142854,"vol20_pct":33.66111269067359,"iex_volume20":533094,"illustrative_target":40.011964285714285,"illustrative_stop":37.12535714285715,"support_reward_risk":0.9568863456984987,"whole_shares_cap":1} All adjusted IEX, not consolidated NBBO; simplemeanTR ATR14 and meanhigh-low ADR14. Prices stale; hypothetical targets not orders. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json ; research/intraday_results.json

{"train":{"mean_ci_year_pct":[-0.23738015612961408,1.3003162714775653],"percentiles_pct":[-0.9484512033678172,-0.8856072363870361,0.27534285887376164,3.5865652067143277,4.251309446377194],"SPY_excess_mean_pct":0.3143127368376998,"XLP_excess_mean_pct":0.3834648958337431,"mom_correlation":-0.051904769543822234,"years":4,"regression_n":12},"regression_coefficients":[-0.10556969554305344,-0.026009901010462855,6.674885615145365],"holdout":{"mean_ci_year_pct":[-1.408227944062962,0.9250349948341091],"percentiles_pct":[-7.583937607892388,-5.146350350783288,0.16923594863228475,3.731858584001978,4.767481719766464],"SPY_excess_mean_pct":-0.22126921386769308,"XLP_excess_mean_pct":-0.09977679350965829,"mom_correlation":0.41999888365009064,"years":3,"regression_n":10},"holdout_r2":-2.7325714056329544} Year-cluster bootstrap20000,seed9070601. One calendar training event lacks finiteATR; regression12train/10test. Filters require all defined indicators,12regression differs10fullydefinedfiltertrain. Noncausal, selectedissuer;3holdoutyearclusters insufficient robust uncertainty. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json ; research/intraday_results.json

[{"sample":4,"return_pct":2.2411712943976925,"drawdown_event_pct":2.750454211247244,"win_pct":75,"avg_win_pct":1.6887160660263782,"avg_loss_pct":2.750454211247244,"mean_pct":0.5789234967079726,"quarter_kelly_risk_unit":0.08570468244407194,"quarter_kelly_notional_unconstrained":3.11601924124407,"mode":"barrier","split":"holdout","filter":"neither","slippage":0.001,"return_vectorbt_pct":2.241171294397674,"drawdown_mtm_pct":2.750454211247244},{"sample":4,"return_pct":1.021605306007256,"drawdown_event_pct":3.0417666082989347,"win_pct":50,"avg_win_pct":2.174530821580911,"avg_loss_pct":1.6192550187872634,"mean_pct":0.27763790139682387,"quarter_kelly_risk_unit":0.03191928790356001,"quarter_kelly_notional_unconstrained":1.9712329147181444,"mode":"barrier","split":"holdout","filter":"neither","slippage":0.0025,"return_vectorbt_pct":1.021605306007217,"drawdown_mtm_pct":3.0417666082989347}] Rates/returns/drawdowns in percent; Kelly notional is unconstrained binary approximation, risk-unit fraction distinct. No adoption. Fees5bp,slip10/25bp eachside. Protocol note594. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/analyze.py

[{"sample":5,"return_pct":1.9509058700274418,"drawdown_event_pct":3.6373116910192627,"win_pct":40,"avg_win_pct":2.8624774516886164,"avg_loss_pct":1.2246388080273416,"mean_pct":0.41020769585904165,"quarter_kelly_risk_unit":0.035826281846958685,"quarter_kelly_notional_unconstrained":2.9254570092113905,"mode":"barrier","split":"holdout","filter":"both","slippage":0.001,"return_vectorbt_pct":1.950905870027469,"drawdown_mtm_pct":4.650457514697148},{"sample":5,"return_pct":0.43304972978135403,"drawdown_event_pct":4.500687672060366,"win_pct":40,"avg_win_pct":2.554351438038993,"avg_loss_pct":1.5205218068125617,"mean_pct":0.10942749112806016,"quarter_kelly_risk_unit":0.010709909519348387,"quarter_kelly_notional_unconstrained":0.7043575088080685,"mode":"barrier","split":"holdout","filter":"both","slippage":0.0025,"return_vectorbt_pct":0.43304972978131673,"drawdown_mtm_pct":5.078318706498742}] Rates/returns/drawdowns in percent; Kelly notional is unconstrained binary approximation, risk-unit fraction distinct. No adoption. Fees5bp,slip10/25bp eachside. Protocol note594. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/analyze.py

[{"sample":6,"return_pct":0.7518133039193575,"drawdown_event_pct":4.77067860144963,"win_pct":33.33333333333333,"avg_win_pct":2.8624774516886164,"avg_loss_pct":1.212515867115288,"mean_pct":0.14581523915268013,"quarter_kelly_risk_unit":0.012735055700321893,"quarter_kelly_notional_unconstrained":1.0503001276692592,"mode":"barrier","split":"holdout","filter":"momentum","slippage":0.001,"return_vectorbt_pct":0.7518133039193771,"drawdown_mtm_pct":5.771908340467091},{"sample":6,"return_pct":-1.0455008223130613,"drawdown_event_pct":5.906604960712015,"win_pct":33.33333333333333,"avg_win_pct":2.554351438038993,"avg_loss_pct":1.5084351803423712,"mean_pct":-0.15417297421524978,"quarter_kelly_risk_unit":-0.015089248479998749,"quarter_kelly_notional_unconstrained":-1.0003246196216349,"mode":"barrier","split":"holdout","filter":"momentum","slippage":0.0025,"return_vectorbt_pct":-1.0455008223130733,"drawdown_mtm_pct":6.4757322537308815}] Rates/returns/drawdowns in percent; Kelly notional is unconstrained binary approximation, risk-unit fraction distinct. No adoption. Fees5bp,slip10/25bp eachside. Protocol note594. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/analyze.py

[{"sample":5,"return_pct":1.9509058700274418,"drawdown_event_pct":3.6373116910192627,"win_pct":40,"avg_win_pct":2.8624774516886164,"avg_loss_pct":1.2246388080273416,"mean_pct":0.41020769585904165,"quarter_kelly_risk_unit":0.035826281846958685,"quarter_kelly_notional_unconstrained":2.9254570092113905,"mode":"barrier","split":"holdout","filter":"trend","slippage":0.001,"return_vectorbt_pct":1.950905870027469,"drawdown_mtm_pct":4.650457514697148},{"sample":5,"return_pct":0.43304972978135403,"drawdown_event_pct":4.500687672060366,"win_pct":40,"avg_win_pct":2.554351438038993,"avg_loss_pct":1.5205218068125617,"mean_pct":0.10942749112806016,"quarter_kelly_risk_unit":0.010709909519348387,"quarter_kelly_notional_unconstrained":0.7043575088080685,"mode":"barrier","split":"holdout","filter":"trend","slippage":0.0025,"return_vectorbt_pct":0.43304972978131673,"drawdown_mtm_pct":5.078318706498742}] Rates/returns/drawdowns in percent; Kelly notional is unconstrained binary approximation, risk-unit fraction distinct. No adoption. Fees5bp,slip10/25bp eachside. Protocol note594. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/analyze.py

[{"sample":10,"return_pct":3.009834022271951,"drawdown_event_pct":4.897724125751102,"win_pct":50,"avg_win_pct":2.1582206202912735,"avg_loss_pct":1.5201035359416792,"mean_pct":0.3190585421747971,"quarter_kelly_risk_unit":0.03695851795398668,"quarter_kelly_notional_unconstrained":2.4313158334370604,"mode":"barrier","split":"holdout","filter":"all","slippage":0.001,"return_vectorbt_pct":3.0098340222719173,"drawdown_mtm_pct":5.771908340467102},{"sample":10,"return_pct":-0.03457640818090857,"drawdown_event_pct":6.874054246090077,"win_pct":40,"avg_win_pct":2.3644411298099524,"avg_loss_pct":1.5453751264906688,"mean_pct":0.01855137602957968,"quarter_kelly_risk_unit":0.001961496925815917,"quarter_kelly_notional_unconstrained":0.1269269119317462,"mode":"barrier","split":"holdout","filter":"all","slippage":0.0025,"return_vectorbt_pct":-0.03457640818095342,"drawdown_mtm_pct":7.1527121686938315}] Rates/returns/drawdowns in percent; Kelly notional is unconstrained binary approximation, risk-unit fraction distinct. No adoption. Fees5bp,slip10/25bp eachside. Protocol note594. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/analyze.py

[{"sample":4,"return_pct":2.9761936150034973,"drawdown_event_pct":0.38204986202644564,"win_pct":75,"avg_win_pct":1.1135466350491452,"avg_loss_pct":0.38204986202644564,"mean_pct":0.7396475107802475,"quarter_kelly_risk_unit":0.16605669836800413,"quarter_kelly_notional_unconstrained":43.46466649332532,"mode":"barrier","split":"train","filter":"neither","slippage":0.001,"return_vectorbt_pct":2.976193615003467,"drawdown_mtm_pct":1.0312330122894675},{"sample":4,"return_pct":1.7478600409960077,"drawdown_event_pct":0.6804568479789053,"win_pct":50,"avg_win_pct":1.2285060309494944,"avg_loss_pct":0.3527451021497485,"mean_pct":0.43788046439987294,"quarter_kelly_risk_unit":0.0891083261637392,"quarter_kelly_notional_unconstrained":25.26139289268165,"mode":"barrier","split":"train","filter":"neither","slippage":0.0025,"return_vectorbt_pct":1.7478600409959455,"drawdown_mtm_pct":1.3276953608855613}] Rates/returns/drawdowns in percent; Kelly notional is unconstrained binary approximation, risk-unit fraction distinct. No adoption. Fees5bp,slip10/25bp eachside. Protocol note594. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/analyze.py