Restaurant sample dependence, regression and preliminary-news sensitivity = -2.6010243568358007
Catalyst run-ups2026-09-09 06:07
{"stats":{"holdout_quarter_blocks":7,"block_ci95_pct":[-3.7919634014513073,-0.30164586891220196],"OLS_alpha_pct":-2.6010243568358007,"OLS_beta":0.7172257731493704,"OLS_standard_errors":[0.010402481185520751,0.4598088076964301],"correlation":0.3450735209626099,"mean_excess_pct":-2.7988273745066206},"clean_train":{"N":34,"mean_pct":0.15079452714005956,"win_rate_pct":44.11764705882353,"avg_win_pct":4.41219802233523,"avg_loss_pct":3.213471390119285,"ci95_pct":[-1.4344385516003526,1.788231111235421],"quarterKelly":0.008544184008555056}}. Calendar-quarter block bootstrap7blocks/30000resamples; OLS netstockreturn vs simultaneousgrossSPY; no causal alpha claim. Clean train excludes two CBRL full releases already partly preannounced. Raw daily coverage1259unique bars eachTXRH,EAT,CBRL,SPY from2021Sep1–2026Sep8. No missingbars in56five-session windows. Price data backadjusted all, not historical executablequotes. Seed2026090906.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
SPY Restaurant transfer study technical
Catalyst run-ups2026-09-09 06:07
Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"symbol":"SPY","date":"2026-09-08","close":765.96,"sma50":757.5966000000001,"mom20_pct":-0.9145828751794816,"ADR20":4.4660599999999935,"ATR14":6.138072427425421,"vol20_pct":8.318090026600835,"whole_share_capacity":0}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
CBRL Restaurant transfer study technical
Catalyst run-ups2026-09-09 06:07
Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"symbol":"CBRL","date":"2026-09-08","close":52.76,"sma50":54.792199999999994,"mom20_pct":-5.95365418894831,"ADR20":2.2924650000000004,"ATR14":2.34575422070923,"vol20_pct":40.7053753013777,"whole_share_capacity":0}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
EAT Restaurant transfer study technical
Catalyst run-ups2026-09-09 06:07
Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"symbol":"EAT","date":"2026-09-08","close":222.49,"sma50":210.8102,"mom20_pct":-2.219389997363097,"ADR20":10.599475000000002,"ATR14":9.364812440355799,"vol20_pct":54.56710301809111,"whole_share_capacity":0}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
TXRH Restaurant transfer study technical
Catalyst run-ups2026-09-09 06:07
Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"symbol":"TXRH","date":"2026-09-08","close":182.84,"sma50":197.73390000000003,"mom20_pct":-11.526178263814957,"ADR20":4.82175,"ATR14":4.8645916118374934,"vol20_pct":23.16962989532949,"whole_share_capacity":0}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
Restaurant transfer study exit_diagnostics = -1.7586161191437542
Catalyst run-ups2026-09-09 06:07
Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":20,"mean_pct":-1.7586161191437542,"win_rate_pct":30,"avg_win_pct":2.4201826489993734,"avg_loss_pct":3.549529876919381,"ci95_pct":[-3.1031191469693167,-0.3176854521486579],"quarterKelly":0,"target_ADR":2,"stop_ADR":1,"counts":{"time":8,"stop":10,"stop_gap":1,"target":1,"target_gap":0},"ambiguous":0}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
Restaurant transfer study exit_diagnostics = -1.8192181757592039
Catalyst run-ups2026-09-09 06:07
Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":20,"mean_pct":-1.8192181757592039,"win_rate_pct":30,"avg_win_pct":2.2181757936145408,"avg_loss_pct":3.549529876919381,"ci95_pct":[-3.1285223288707584,-0.4257596145730364],"quarterKelly":0,"target_ADR":1.5,"stop_ADR":1,"counts":{"time":8,"stop":10,"stop_gap":1,"target":1,"target_gap":0},"ambiguous":0}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
Restaurant transfer study montecarlo
Catalyst run-ups2026-09-09 06:07
Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"fraction":1,"Npaths":50000,"events":10,"terminal_p5_p50_p95":[30.33996927690226,39.70217042054193,49.311979556680186],"loss_probability":0.94674,"drawdown_p95_pct":38.87495481226604,"mean_terminal":39.75442905847402}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
Restaurant transfer study montecarlo
Catalyst run-ups2026-09-09 06:07
Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"fraction":0.5,"Npaths":50000,"events":10,"terminal_p5_p50_p95":[38.88202668885155,44.30087131622136,49.274671624534804],"loss_probability":0.94434,"drawdown_p95_pct":21.284056613646978,"mean_terminal":44.22365442948636}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
Restaurant transfer study montecarlo
Catalyst run-ups2026-09-09 06:07
Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"fraction":0.25,"Npaths":50000,"events":10,"terminal_p5_p50_p95":[43.78044537111727,46.69176413057034,49.221729694192796],"loss_probability":0.9435,"drawdown_p95_pct":11.13403381274194,"mean_terminal":46.62355777607553}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
Restaurant transfer study montecarlo
Catalyst run-ups2026-09-09 06:07
Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"fraction":0,"Npaths":50000,"events":10,"terminal_p5_p50_p95":[49.14,49.14,49.14],"loss_probability":0,"drawdown_p95_pct":0,"mean_terminal":49.14}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
Restaurant transfer study groups = -1.4001792011792469
Catalyst run-ups2026-09-09 06:07
Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":8,"mean_pct":-1.4001792011792469,"win_rate_pct":12.5,"avg_win_pct":0.005249497688808447,"avg_loss_pct":1.600954729588969,"ci95_pct":[-2.0952133076758988,-0.6845639310967544],"quarterKelly":0,"split":"holdout","gate":"both","flag":true}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
Restaurant transfer study groups = -2.565411740106878
Catalyst run-ups2026-09-09 06:07
Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":12,"mean_pct":-2.565411740106878,"win_rate_pct":41.66666666666667,"avg_win_pct":2.5350095116086546,"avg_loss_pct":6.208569777046545,"ci95_pct":[-5.8877158650114945,0.48208258579078334],"quarterKelly":0,"split":"holdout","gate":"both","flag":false}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
Restaurant transfer study groups = -2.395687084085177
Catalyst run-ups2026-09-09 06:07
Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":15,"mean_pct":-2.395687084085177,"win_rate_pct":20,"avg_win_pct":1.57286642697602,"avg_loss_pct":3.3878254618504764,"ci95_pct":[-4.548472239078068,-0.6338772480641847],"quarterKelly":0,"split":"holdout","gate":"market_trend","flag":true}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
Restaurant transfer study groups = -1.2102136458877721
Catalyst run-ups2026-09-09 06:07
Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":5,"mean_pct":-1.2102136458877721,"win_rate_pct":60,"avg_win_pct":2.653899258268007,"avg_loss_pct":7.006383002121441,"ci95_pct":[-6.974044960067697,3.1836292103838466],"quarterKelly":0,"split":"holdout","gate":"market_trend","flag":false}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
Restaurant transfer study groups = -1.9303284397551035
Catalyst run-ups2026-09-09 06:07
Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":10,"mean_pct":-1.9303284397551035,"win_rate_pct":20,"avg_win_pct":2.5502715060938597,"avg_loss_pct":3.050478426217344,"ci95_pct":[-4.921165789426624,0.4389641264631844],"quarterKelly":0,"split":"holdout","gate":"momentum","flag":true}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
Restaurant transfer study groups = -2.2683090093165483
Catalyst run-ups2026-09-09 06:07
Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":10,"mean_pct":-2.2683090093165483,"win_rate_pct":40,"avg_win_pct":1.8949385108860906,"avg_loss_pct":5.043807356118307,"ci95_pct":[-5.251360306601313,0.39183858125622867],"quarterKelly":0,"split":"holdout","gate":"momentum","flag":false}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
Restaurant transfer study groups = -1.0936816874894673
Catalyst run-ups2026-09-09 06:07
Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":9,"mean_pct":-1.0936816874894673,"win_rate_pct":22.22222222222222,"avg_win_pct":0.6817739598587891,"avg_loss_pct":1.600954729588969,"ci95_pct":[-1.9009855593843938,-0.22550810477068367],"quarterKelly":0,"split":"holdout","gate":"trend","flag":true}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
Restaurant transfer study groups = -2.922112663937392
Catalyst run-ups2026-09-09 06:07
Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":11,"mean_pct":-2.922112663937392,"win_rate_pct":36.36363636363637,"avg_win_pct":2.829187284003626,"avg_loss_pct":6.208569777046545,"ci95_pct":[-6.438238271016298,0.35340030803703804],"quarterKelly":0,"split":"holdout","gate":"trend","flag":false}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
Restaurant transfer study groups = -0.15875606807911638
Catalyst run-ups2026-09-09 06:07
Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":22,"mean_pct":-0.15875606807911638,"win_rate_pct":45.45454545454545,"avg_win_pct":3.841153581034029,"avg_loss_pct":3.492014109006738,"ci95_pct":[-2.0597261080881237,1.686921009942001],"quarterKelly":0,"split":"train","gate":"both","flag":true}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
Restaurant transfer study groups = 0.8727896065426908
Catalyst run-ups2026-09-09 06:07
Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":14,"mean_pct":0.8727896065426908,"win_rate_pct":42.857142857142854,"avg_win_pct":5.824838309026637,"avg_loss_pct":2.841246920320269,"ci95_pct":[-1.724395961283496,3.8447366880918015],"quarterKelly":0.03745982121040793,"split":"train","gate":"both","flag":false}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
Restaurant transfer study groups = -0.2030860500926238
Catalyst run-ups2026-09-09 06:07
Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":22,"mean_pct":-0.2030860500926238,"win_rate_pct":40.909090909090914,"avg_win_pct":4.541348736172384,"avg_loss_pct":3.4876947482760907,"ci95_pct":[-2.1221462378633325,1.8584050573798923],"quarterKelly":0,"split":"train","gate":"market_trend","flag":true}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
Restaurant transfer study groups = 0.9424510068496308
Catalyst run-ups2026-09-09 06:07
Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":14,"mean_pct":0.9424510068496308,"win_rate_pct":50,"avg_win_pct":4.64120386270695,"avg_loss_pct":2.7563018490076887,"ci95_pct":[-1.6377227861848827,3.446288151133651],"quarterKelly":0.05076543902878426,"split":"train","gate":"market_trend","flag":false}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
Restaurant transfer study groups = 0.07782381657643889
Catalyst run-ups2026-09-09 06:07
Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":23,"mean_pct":0.07782381657643889,"win_rate_pct":47.82608695652174,"avg_win_pct":3.9721924626671767,"avg_loss_pct":3.492014109006738,"ci95_pct":[-1.8054644330395972,1.8953260558060385],"quarterKelly":0.004898039137571336,"split":"train","gate":"momentum","flag":true}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
Restaurant transfer study groups = 0.5335748625076164
Catalyst run-ups2026-09-09 06:07
Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":13,"mean_pct":0.5335748625076164,"win_rate_pct":38.46153846153847,"avg_win_pct":5.933289715032233,"avg_loss_pct":2.841246920320269,"ci95_pct":[-2.1061289006931188,3.6627469054376443],"quarterKelly":0.02248225217941839,"split":"train","gate":"momentum","flag":false}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all