Notes

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2018-12-18","notice":"2018-12-04","url":"https://investor.lovesac.com/news-events/press-releases/detail/32/the-lovesac-company-to-announce-third-quarter-fiscal-2019","release":"https://investor.lovesac.com/news-events/press-releases/detail/31/the-lovesac-company-announces-third-quarter-fiscal-2019","exclude":null} Date notice paired to actual release; notice date must strictly precede simulated entry. Same-day notice excluded without first-release timestamp. https://investor.lovesac.com/news-events/press-releases/detail/32/the-lovesac-company-to-announce-third-quarter-fiscal-2019

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2018-09-13","notice":"2018-08-30","url":"https://investor.lovesac.com/news-events/press-releases/detail/37/the-lovesac-company-to-announce-second-quarter-fiscal-2019","release":"https://investor.lovesac.com/news-events/press-releases/detail/36/the-lovesac-company-announces-second-quarter-fiscal-2019","exclude":null} Date notice paired to actual release; notice date must strictly precede simulated entry. Same-day notice excluded without first-release timestamp. https://investor.lovesac.com/news-events/press-releases/detail/37/the-lovesac-company-to-announce-second-quarter-fiscal-2019

MeasuredSep8; data throughSep4. Simulations seeded2026090806, training-only resampling, scenarios not forecasts; mechanical quarterKelly elsewhere is binary-payoff risk fraction, NOT ready notional allocation. Adopted allocation0. {"sizing":[{"fraction":0,"paths":100000,"trades":20,"source_sample":20,"median_end":49.14,"p05_end":49.14,"p95_end":49.14,"prob_loss":0,"prob_drawdown20":0},{"fraction":0.25,"paths":100000,"trades":20,"source_sample":20,"median_end":44.15210014267349,"p05_end":39.497301945934,"p95_end":49.92321381413442,"prob_loss":0.92436,"prob_drawdown20":0.06064},{"fraction":0.5,"paths":100000,"trades":20,"source_sample":20,"median_end":39.451245280665596,"p05_end":31.571948107493505,"p95_end":50.42609761061945,"prob_loss":0.92982,"prob_drawdown20":0.66999},{"fraction":1,"paths":100000,"trades":20,"source_sample":20,"median_end":30.96800344460468,"p05_end":19.823324203050532,"p95_end":50.54831328817707,"prob_loss":0.93981,"prob_drawdown20":0.96414}],"exits":{"paths":100000,"independent_blocks":20,"horizon":5,"stop":2.919285714285714,"target":3.2460714285714283,"mean_pct":-1.4850277639086822,"win_pct":29.825000000000003,"stop_pct":70.175,"target_pct":29.825000000000003,"time_pct":0,"p05_pct":-4.667806861327605,"p95_pct":6.003707295986471,"net_RR":1.2861944537008814,"whole_shares":16,"full_fund_gap30":14.741999999999999}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8; data throughSep4. Simulations seeded2026090806, training-only resampling, scenarios not forecasts; mechanical quarterKelly elsewhere is binary-payoff risk fraction, NOT ready notional allocation. Adopted allocation0. {"date":"2026-09-04","rows":1930,"close":3.05,"sma50":3.6872,"momentum20_pct":-27.380952380952383,"ATR14":0.13071428571428573,"range20":0.15275,"vol20_pct":48.19800135862451,"median_volume20":1370821,"low20":3,"high20":4.115,"autocorr1":-0.0340221339912658,"corrSPY":0.3862525154773822,"spy_above200":true,"worst_gap_pct":-29.27864214992928} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&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. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2025-12-04","entry":"2025-11-26","exit":"2025-12-02","net":0.08459709656172221,"reason":"target","entry_price":4.12,"exit_price":4.4864500000000005,"atr":0.24430000000000004,"trend":false,"momentum":false,"spytrend":true,"vol":0.5829157887127266,"h":5,"mode":"barrier","slip":0.001,"split":"holdout"},{"event":"2026-03-11","entry":"2026-03-04","exit":"2026-03-10","net":0.07179120449545695,"reason":"time","entry_price":3.22,"exit_price":3.465,"atr":0.26106428571428575,"trend":false,"momentum":false,"spytrend":true,"vol":0.6055339825543622,"h":5,"mode":"barrier","slip":0.001,"split":"holdout"},{"event":"2026-06-10","entry":"2026-06-03","exit":"2026-06-09","net":0.0750920702696165,"reason":"target","entry_price":3.53,"exit_price":3.810285714285714,"atr":0.1868571428571429,"trend":true,"momentum":false,"spytrend":true,"vol":0.5101950903961939,"h":5,"mode":"barrier","slip":0.001,"split":"holdout"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&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. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2025-03-11","entry":"2025-03-04","exit":"2025-03-07","net":-0.08047950792620162,"reason":"stop","entry_price":4.28,"exit_price":3.9513214285714287,"atr":0.32867857142857143,"trend":false,"momentum":false,"spytrend":true,"vol":0.5856894517118715,"h":5,"mode":"barrier","slip":0.001,"split":"holdout"},{"event":"2025-06-10","entry":"2025-06-03","exit":"2025-06-04","net":0.07480401469948128,"reason":"target","entry_price":4.56,"exit_price":4.92075,"atr":0.24049999999999994,"trend":true,"momentum":true,"spytrend":true,"vol":0.8326407137963372,"h":5,"mode":"barrier","slip":0.001,"split":"holdout"},{"event":"2025-09-24","entry":"2025-09-17","exit":"2025-09-22","net":0.06753037391715111,"reason":"target","entry_price":5.51,"exit_price":5.905667857142857,"atr":0.2637785714285714,"trend":true,"momentum":true,"spytrend":true,"vol":0.4703820848132445,"h":5,"mode":"barrier","slip":0.001,"split":"holdout"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&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. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2024-06-04","entry":"2024-05-28","exit":"2024-06-03","net":0.09839067726029671,"reason":"target","entry_price":2.34,"exit_price":2.580535714285714,"atr":0.16035714285714284,"trend":true,"momentum":true,"spytrend":true,"vol":0.7802788400537539,"h":5,"mode":"barrier","slip":0.001,"split":"holdout"},{"event":"2024-09-24","entry":"2024-09-17","exit":"2024-09-17","net":0.06900894648115741,"reason":"target","entry_price":3.83,"exit_price":4.110714285714286,"atr":0.18714285714285706,"trend":false,"momentum":true,"spytrend":true,"vol":0.6392907199874308,"h":5,"mode":"barrier","slip":0.001,"split":"holdout"},{"event":"2024-12-10","entry":"2024-12-03","exit":"2024-12-03","net":-0.05309780673572606,"reason":"stop","entry_price":4.65,"exit_price":4.420742857142858,"atr":0.22925714285714277,"trend":true,"momentum":true,"spytrend":true,"vol":0.555983272768119,"h":5,"mode":"barrier","slip":0.001,"split":"holdout"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&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. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2023-09-18","entry":"2023-09-11","exit":"2023-09-11","net":-0.057586143429249836,"reason":"stop","entry_price":4.06,"exit_price":3.841535714285714,"atr":0.21846428571428558,"trend":false,"momentum":false,"spytrend":true,"vol":0.5846188898364472,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2023-12-05","entry":"2023-11-28","exit":"2023-11-29","net":0.10103879373637126,"reason":"target","entry_price":3.51,"exit_price":3.8801357142857142,"atr":0.2467571428571429,"trend":true,"momentum":true,"spytrend":true,"vol":0.8740336515459409,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2024-03-04","entry":"2024-02-26","exit":"2024-03-01","net":-0.007085204493386343,"reason":"time","entry_price":3.22,"exit_price":3.21,"atr":0.2088428571428572,"trend":false,"momentum":false,"spytrend":true,"vol":0.7160860652088525,"h":5,"mode":"barrier","slip":0.001,"split":"holdout"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&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. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2022-12-06","entry":"2022-11-29","exit":"2022-12-05","net":0.04528963325635438,"reason":"time","entry_price":3.84,"exit_price":4.03,"atr":0.4672071428571429,"trend":false,"momentum":false,"spytrend":false,"vol":1.4987247845209737,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2023-03-07","entry":"2023-02-28","exit":"2023-03-06","net":0.02612486022380689,"reason":"time","entry_price":4.63,"exit_price":4.77,"atr":0.40835000000000005,"trend":true,"momentum":false,"spytrend":true,"vol":1.1967514227281866,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2023-06-06","entry":"2023-05-30","exit":"2023-06-02","net":0.0962631059485386,"reason":"target","entry_price":3.55,"exit_price":3.907332142857143,"atr":0.23822142857142858,"trend":false,"momentum":true,"spytrend":true,"vol":0.7605913089960132,"h":5,"mode":"barrier","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&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. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2022-03-08","entry":"2022-03-01","exit":"2022-03-04","net":-0.08582636699112955,"reason":"stop","entry_price":12.46,"exit_price":11.436257142857144,"atr":1.023742857142857,"trend":false,"momentum":false,"spytrend":false,"vol":0.909356334782254,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2022-06-09","entry":"2022-06-02","exit":"2022-06-08","net":0.05940139728994698,"reason":"time","entry_price":8.17,"exit_price":8.69,"atr":0.8086785714285717,"trend":false,"momentum":false,"spytrend":false,"vol":1.2049602789767293,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2022-09-20","entry":"2022-09-13","exit":"2022-09-13","net":-0.07419225031685617,"reason":"stop","entry_price":5.28,"exit_price":4.907857142857143,"atr":0.37214285714285705,"trend":false,"momentum":false,"spytrend":false,"vol":1.1630109399718884,"h":5,"mode":"barrier","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&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. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2021-06-07","entry":"2021-05-28","exit":"2021-06-04","net":0.024423184413620458,"reason":"time","entry_price":53.98,"exit_price":55.52,"atr":2.771214285714285,"trend":true,"momentum":true,"spytrend":true,"vol":0.6301993773821005,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2021-09-21","entry":"2021-09-14","exit":"2021-09-15","net":-0.058695774519472055,"reason":"stop","entry_price":36,"exit_price":34.02277142857143,"atr":1.9772285714285722,"trend":false,"momentum":false,"spytrend":true,"vol":0.4981600844107471,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2021-12-07","entry":"2021-11-30","exit":"2021-11-30","net":-0.06664603762627941,"reason":"stop","entry_price":26.19,"exit_price":24.542514285714287,"atr":1.6474857142857142,"trend":false,"momentum":false,"spytrend":true,"vol":0.4473836442605157,"h":5,"mode":"barrier","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&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. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2020-09-22","entry":"2020-09-15","exit":"2020-09-18","net":-0.06979121608661887,"reason":"stop","entry_price":28.99,"exit_price":27.07483571428571,"atr":1.9151642857142857,"trend":true,"momentum":true,"spytrend":true,"vol":0.6501355979613285,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2020-12-07","entry":"2020-11-30","exit":"2020-11-30","net":-0.05659003711066446,"reason":"stop","entry_price":41.7,"exit_price":39.49787142857143,"atr":2.202128571428571,"trend":true,"momentum":true,"spytrend":true,"vol":0.6725541315145651,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2021-03-08","entry":"2021-03-01","exit":"2021-03-03","net":-0.09031107894934043,"reason":"stop","entry_price":77.33,"exit_price":70.62819285714286,"atr":6.701807142857142,"trend":true,"momentum":false,"spytrend":true,"vol":0.7907568188956303,"h":5,"mode":"barrier","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&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. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2019-12-09","entry":"2019-12-02","exit":"2019-12-02","net":-0.04613512403850717,"reason":"stop","entry_price":23.73,"exit_price":22.725935714285715,"atr":1.004064285714286,"trend":true,"momentum":true,"spytrend":true,"vol":0.5366005057344353,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2020-03-09","entry":"2020-03-02","exit":"2020-03-02","net":-0.06684904896537758,"reason":"stop","entry_price":24.45,"exit_price":22.906985714285714,"atr":1.5430142857142854,"trend":false,"momentum":true,"spytrend":false,"vol":0.5537635716671159,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2020-06-08","entry":"2020-06-01","exit":"2020-06-05","net":0.07994610690177528,"reason":"time","entry_price":23.02,"exit_price":24.96,"atr":2.1026928571428583,"trend":true,"momentum":true,"spytrend":true,"vol":0.6448520840119986,"h":5,"mode":"barrier","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&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. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2019-03-11","entry":"2019-03-04","exit":"2019-03-04","net":-0.041933638253228156,"reason":"stop","entry_price":29.35,"exit_price":28.23195,"atr":1.11805,"trend":false,"momentum":true,"spytrend":false,"vol":0.34195238809151135,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2019-06-05","entry":"2019-05-29","exit":"2019-05-31","net":-0.06163445824026992,"reason":"stop","entry_price":24.05,"exit_price":22.658142857142856,"atr":1.391857142857143,"trend":false,"momentum":false,"spytrend":false,"vol":0.5392151893588046,"h":5,"mode":"barrier","slip":0.001,"split":"train"},{"event":"2019-10-01","entry":"2019-09-24","exit":"2019-09-24","net":-0.06374925420305022,"reason":"stop","entry_price":19.78,"exit_price":18.593264285714287,"atr":1.186735714285714,"trend":false,"momentum":true,"spytrend":false,"vol":0.6302821831747208,"h":5,"mode":"barrier","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&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. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2025-12-04","entry":"2025-11-26","exit":"2025-12-03","net":0.10237777314390062,"reason":"time","entry_price":4.12,"exit_price":4.56,"atr":0.24430000000000004,"trend":false,"momentum":false,"spytrend":true,"vol":0.5829157887127266,"h":5,"mode":"time","slip":0.001,"split":"holdout"},{"event":"2026-03-11","entry":"2026-03-04","exit":"2026-03-10","net":0.07179120449545695,"reason":"time","entry_price":3.22,"exit_price":3.465,"atr":0.26106428571428575,"trend":false,"momentum":false,"spytrend":true,"vol":0.6055339825543622,"h":5,"mode":"time","slip":0.001,"split":"holdout"},{"event":"2026-06-10","entry":"2026-06-03","exit":"2026-06-09","net":0.021401959381826874,"reason":"time","entry_price":3.53,"exit_price":3.62,"atr":0.1868571428571429,"trend":true,"momentum":false,"spytrend":true,"vol":0.5101950903961939,"h":5,"mode":"time","slip":0.001,"split":"holdout"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&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. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2025-03-11","entry":"2025-03-04","exit":"2025-03-10","net":-0.03657171252659852,"reason":"time","entry_price":4.28,"exit_price":4.14,"atr":0.32867857142857143,"trend":false,"momentum":false,"spytrend":true,"vol":0.5856894517118715,"h":5,"mode":"time","slip":0.001,"split":"holdout"},{"event":"2025-06-10","entry":"2025-06-03","exit":"2025-06-09","net":0.03313986476219011,"reason":"time","entry_price":4.56,"exit_price":4.73,"atr":0.24049999999999994,"trend":true,"momentum":true,"spytrend":true,"vol":0.8326407137963372,"h":5,"mode":"time","slip":0.001,"split":"holdout"},{"event":"2025-09-24","entry":"2025-09-17","exit":"2025-09-23","net":-0.013030196993239151,"reason":"time","entry_price":5.51,"exit_price":5.46,"atr":0.2637785714285714,"trend":true,"momentum":true,"spytrend":true,"vol":0.4703820848132445,"h":5,"mode":"time","slip":0.001,"split":"holdout"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&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. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2024-06-04","entry":"2024-05-28","exit":"2024-06-03","net":0.09816265345351671,"reason":"time","entry_price":2.34,"exit_price":2.58,"atr":0.16035714285714284,"trend":true,"momentum":true,"spytrend":true,"vol":0.7802788400537539,"h":5,"mode":"time","slip":0.001,"split":"holdout"},{"event":"2024-09-24","entry":"2024-09-17","exit":"2024-09-23","net":-0.014394184182620062,"reason":"time","entry_price":3.83,"exit_price":3.79,"atr":0.18714285714285706,"trend":false,"momentum":true,"spytrend":true,"vol":0.6392907199874308,"h":5,"mode":"time","slip":0.001,"split":"holdout"},{"event":"2024-12-10","entry":"2024-12-03","exit":"2024-12-09","net":-0.01898568062081951,"reason":"time","entry_price":4.65,"exit_price":4.58,"atr":0.22925714285714277,"trend":true,"momentum":true,"spytrend":true,"vol":0.555983272768119,"h":5,"mode":"time","slip":0.001,"split":"holdout"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&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. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2023-09-18","entry":"2023-09-11","exit":"2023-09-15","net":-0.2076094085488629,"reason":"time","entry_price":4.06,"exit_price":3.23,"atr":0.21846428571428558,"trend":false,"momentum":false,"spytrend":true,"vol":0.5846188898364472,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2023-12-05","entry":"2023-11-28","exit":"2023-12-04","net":0.17761628212715652,"reason":"time","entry_price":3.51,"exit_price":4.15,"atr":0.2467571428571429,"trend":true,"momentum":true,"spytrend":true,"vol":0.8740336515459409,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2024-03-04","entry":"2024-02-26","exit":"2024-03-01","net":-0.007085204493386343,"reason":"time","entry_price":3.22,"exit_price":3.21,"atr":0.2088428571428572,"trend":false,"momentum":false,"spytrend":true,"vol":0.7160860652088525,"h":5,"mode":"time","slip":0.001,"split":"holdout"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&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. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2022-12-06","entry":"2022-11-29","exit":"2022-12-05","net":0.04528963325635438,"reason":"time","entry_price":3.84,"exit_price":4.03,"atr":0.4672071428571429,"trend":false,"momentum":false,"spytrend":false,"vol":1.4987247845209737,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2023-03-07","entry":"2023-02-28","exit":"2023-03-06","net":0.02612486022380689,"reason":"time","entry_price":4.63,"exit_price":4.77,"atr":0.40835000000000005,"trend":true,"momentum":false,"spytrend":true,"vol":1.1967514227281866,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2023-06-06","entry":"2023-05-30","exit":"2023-06-05","net":-0.03625705948312896,"reason":"time","entry_price":3.55,"exit_price":3.435,"atr":0.23822142857142858,"trend":false,"momentum":true,"spytrend":true,"vol":0.7605913089960132,"h":5,"mode":"time","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&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. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2022-03-08","entry":"2022-03-01","exit":"2022-03-07","net":-0.15667060404746458,"reason":"time","entry_price":12.46,"exit_price":10.55,"atr":1.023742857142857,"trend":false,"momentum":false,"spytrend":false,"vol":0.909356334782254,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2022-06-09","entry":"2022-06-02","exit":"2022-06-08","net":0.05940139728994698,"reason":"time","entry_price":8.17,"exit_price":8.69,"atr":0.8086785714285717,"trend":false,"momentum":false,"spytrend":false,"vol":1.2049602789767293,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2022-09-20","entry":"2022-09-13","exit":"2022-09-19","net":-0.054924238643927925,"reason":"time","entry_price":5.28,"exit_price":5.01,"atr":0.37214285714285705,"trend":false,"momentum":false,"spytrend":false,"vol":1.1630109399718884,"h":5,"mode":"time","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&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. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2021-06-07","entry":"2021-05-28","exit":"2021-06-04","net":0.024423184413620458,"reason":"time","entry_price":53.98,"exit_price":55.52,"atr":2.771214285714285,"trend":true,"momentum":true,"spytrend":true,"vol":0.6301993773821005,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2021-09-21","entry":"2021-09-14","exit":"2021-09-20","net":0.006244736781700011,"reason":"time","entry_price":36,"exit_price":36.37,"atr":1.9772285714285722,"trend":false,"momentum":false,"spytrend":true,"vol":0.4981600844107471,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2021-12-07","entry":"2021-11-30","exit":"2021-12-06","net":-0.09222181466432022,"reason":"time","entry_price":26.19,"exit_price":23.87,"atr":1.6474857142857142,"trend":false,"momentum":false,"spytrend":true,"vol":0.4473836442605157,"h":5,"mode":"time","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&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. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2020-09-22","entry":"2020-09-15","exit":"2020-09-21","net":-0.0015870254658714167,"reason":"time","entry_price":28.99,"exit_price":29.06,"atr":1.9151642857142857,"trend":true,"momentum":true,"spytrend":true,"vol":0.6501355979613285,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2020-12-07","entry":"2020-11-30","exit":"2020-12-04","net":-0.1506464255671881,"reason":"time","entry_price":41.7,"exit_price":35.56,"atr":2.202128571428571,"trend":true,"momentum":true,"spytrend":true,"vol":0.6725541315145651,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2021-03-08","entry":"2021-03-01","exit":"2021-03-05","net":-0.05976227692788616,"reason":"time","entry_price":77.33,"exit_price":73,"atr":6.701807142857142,"trend":true,"momentum":false,"spytrend":true,"vol":0.7907568188956303,"h":5,"mode":"time","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&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. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2019-12-09","entry":"2019-12-02","exit":"2019-12-06","net":0.011118096557309887,"reason":"time","entry_price":23.73,"exit_price":24.09,"atr":1.004064285714286,"trend":true,"momentum":true,"spytrend":true,"vol":0.5366005057344353,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2020-03-09","entry":"2020-03-02","exit":"2020-03-06","net":-0.07202200543950787,"reason":"time","entry_price":24.45,"exit_price":22.78,"atr":1.5430142857142854,"trend":false,"momentum":true,"spytrend":false,"vol":0.5537635716671159,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2020-06-08","entry":"2020-06-01","exit":"2020-06-05","net":0.07994610690177528,"reason":"time","entry_price":23.02,"exit_price":24.96,"atr":2.1026928571428583,"trend":true,"momentum":true,"spytrend":true,"vol":0.6448520840119986,"h":5,"mode":"time","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&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. Historical notice lead time unverified; retrospective date diagnostic. [{"event":"2019-03-11","entry":"2019-03-04","exit":"2019-03-08","net":-0.12785671918191854,"reason":"time","entry_price":29.35,"exit_price":25.7,"atr":1.11805,"trend":false,"momentum":true,"spytrend":false,"vol":0.34195238809151135,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2019-06-05","entry":"2019-05-29","exit":"2019-06-04","net":-0.0010930282351166998,"reason":"time","entry_price":24.05,"exit_price":24.12,"atr":1.391857142857143,"trend":false,"momentum":false,"spytrend":false,"vol":0.5392151893588046,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2019-10-01","entry":"2019-09-24","exit":"2019-09-30","net":-0.03067978921599479,"reason":"time","entry_price":19.78,"exit_price":19.25,"atr":1.186735714285714,"trend":false,"momentum":true,"spytrend":false,"vol":0.6302821831747208,"h":5,"mode":"time","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&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. Historical notice lead time unverified; retrospective date diagnostic. [{"split":"holdout","indicator":"joint","state":true,"sample":4,"win_rate":75,"avg_win":8.024168862564302,"avg_loss":5.309780673572606,"mean":4.690681478530076,"CI":[-2.1122351376924224,9.06756014245103],"quarterKelly":0.146142284605133}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&timeframe=1Day&feed=sip&adjustment=all