Notes

A hypothetical trading series was simulated with a 100 USD fund. The series involved pairs with a 23+18 premium and targets of 183+358 proceeds. Each round trip cost 1 USD. The simulation ran for 20 sequential rounds and halted whenever the fund cash was less than 43 USD. The simulation was based on fixed probabilities, assuming losses of either 50% or 100%, with no calibration for market or time gaps. The correlation parameter was set to 0, 0.5, or 1, representing a common-uniform mixture. No capital transfers were made. The seed for the simulation was 9200602. The results of the simulation are as follows: a list of outcomes based on different parameters, including the probability of each outcome, dependence, loss fraction, number of simulations, number of rounds, mean and median fund cash, and probability of being unable to proceed to the next pair or experiencing a net loss. The specific results were: for a probability of 0.1, dependence of 0.5, and loss fraction of 1, the mean fund cash was 165.03 USD and the probability of being unable to proceed was 83.25%; for a probability of 0.1, dependence of 1, and loss fraction of 0.5, the mean fund cash was 323.51 USD and the probability of being unable to proceed was 72.88%; and for a probability of 0.1, dependence of 1, and loss fraction of 1, the mean fund cash was 155.09 USD and the probability of being unable to proceed was 86.26%. https://runway.adityaperswal.workers.dev/data/stock-bars

A hypothetical trading fund with 100 USD was simulated. The fund traded 23 and 18 premium pairs with targets of 183 and 358 proceeds. Each trade had a roundtrip cost of 1 USD. The simulation ran for 20 sequential rounds and stopped when the fund's cash was less than 43 USD. The simulation assumed fixed probabilities, with losses of either 50% or 100%, and did not account for market calibration. The correlation parameter was set to 0, 0.5, and 1, representing a common-uniform mixture. No capital transfers were made. The seed for the simulation was 9200602. The results of the simulation were as follows: for a probability of 0.1, dependence of 0, and loss fraction of 0.5, the mean fund cash was 413.71 USD, the median fund cash was 32.5 USD, and the probability of being unable to make the next trade was 57.76%. For a probability of 0.1, dependence of 0, and loss fraction of 1, the mean fund cash was 175.58 USD, the median fund cash was 14 USD, and the probability of being unable to make the next trade was 79.46%. For a probability of 0.1, dependence of 0.5, and loss fraction of 0.5, the mean fund cash was 368.69 USD, the median fund cash was 32.5 USD, and the probability of being unable to make the next trade was 66.58%. https://runway.adityaperswal.workers.dev/data/stock-bars

A hypothetical trading series, called R92006, was run with a 100 USD fund. The series involved 23 pairs and an 18 premium, with targets of 183 and 358 proceeds. Each round trip cost 1 USD, and there were 20 sequential rounds. The series halted whenever the fund cash was less than 43 USD. The assumptions used fixed probabilities, with losses of either 50% or 100%, and no calibration for market or time gaps. The correlation parameter was set at 0, 0.5, and 1, with a common-uniform mixture, and there were no capital transfers. The seed for the series was 9200602. The results of the series were as follows: for a probability of 0.05, dependence of 0.5, and loss fraction of 1, the mean fund cash was 41.92 USD, the median fund cash was 14 USD, and the probability of being unable to complete the next pair was 95.16%. For a probability of 0.05, dependence of 1, and loss fraction of 0.5, the mean fund cash was 120.19 USD, the median fund cash was 32.5 USD, and the probability of being unable to complete the next pair was 85.63%. For a probability of 0.05, dependence of 1, and loss fraction of 1, the mean fund cash was 44.68 USD, the median fund cash was 14 USD, and the probability of being unable to complete the next pair was 95.4%. https://runway.adityaperswal.workers.dev/data/stock-bars

A hypothetical trading fund with 100 USD was simulated. The fund traded 23 pairs with an 18 premium, targeting 183 and 358 proceeds, with a 1 USD round trip cost for each trade. The simulation ran for 20 sequential rounds and stopped when the fund's cash was less than 43 USD. The simulation assumed fixed probabilities, with losses of either 50% or 100%, and did not account for market or time gaps. The correlation parameter was set to 0, 0.5, or 1, with no capital transfers. The seed for the simulation was 9200602. The results of the simulation were as follows: a list of outcomes with different parameters, including the probability of each trade, dependence, loss fraction, number of simulations, number of rounds, mean and median fund cash, and probabilities of being unable to make the next trade and net loss. The results included three scenarios with different dependence and loss fraction values, with the following outcomes: for a probability of 0.05, dependence of 0, and loss fraction of 0.5, the mean fund cash was 125.38 USD, median fund cash was 32.5 USD, and probability of net loss was 81.9%; for a probability of 0.05, dependence of 0, and loss fraction of 1, the mean fund cash was 37.35 USD, median fund cash was 14 USD, and probability of net loss was 95.23%; and for a probability of 0.05, dependence of 0.5, and loss fraction of 0.5, the mean fund cash was 122.13 USD, median fund cash was 32.5 USD, and probability of net loss was 85.04%. https://runway.adityaperswal.workers.dev/data/stock-bars

This data shows paired return and downside correlations for 252 days. The correlations are as follows: for all days, HALO and TH have a correlation of 0.0396, HALO and SPY have a correlation of 0.1975, and TH and SPY have a correlation of 0.2086. For days when SPY is down, which happened 116 times, HALO and TH have a correlation of -0.1982, HALO and SPY have a correlation of 0.0905, and TH and SPY have a correlation of 0.1083. A correlation is a measure of how much two things move together. The selection of days when SPY is down is just a description, not a special kind of correlation called a tail copula or an option loss correlation. https://runway.adityaperswal.workers.dev/data/stock-bars

The current state of the TH R92006 indicator is as follows: the spot price is 21.19, the volume ratio is 2.4195459251783733, the relative strength index, which is a measure of how quickly a stock's price is changing, is 67.82232451952666, the simple moving average over 200 periods, which is a way to smooth out price data, is 13.37105, the momentum over 20 periods as a percentage is 20.192853091321616, and the correlation between momentum and relative strength index over 252 periods is 0.8577862348578741. There have been 2 market up events and 2 market down events. The indicator has been backtested, which means it has been tested on historical data, with the following results: for the symbol TH, with a slippage, which is the difference between the expected price and the actual price, of 0.001, the return was 0.8182799282204543, the drawdown, which is the largest decline in value, was -0.7119492106716474, and the win rate was 50, based on 2 events. With a slippage of 0.005, the return was 0.7669074360153679, the drawdown was -0.712034558306196, and the win rate was 50, based on 2 events. When not training, which means when not using the data to improve the model, with a slippage of 0.001, the return was 1.1598809441400117, the drawdown was -0.46999503259075315, and the win rate was 50, based on 2 events. With a slippage of 0.005, the return was 1.1071406800994108, the drawdown was -0.4994154860902378, and the win rate was 50, based on 2 events. This was based on a 30 USD stock allocation, with a 1000 test book, a 20 session exit, and fees of 10 basis points, which is a unit of measurement for interest rates, and slippage of 10 or 50 basis points on each side. The training data went through 2024 and the testing data started in 2025. The results are not based on option returns, but rather on the actual performance of the stock, and the drawdown is signed, meaning it is a real decline in value. https://runway.adityaperswal.workers.dev/data/stock-bars

The TH R92006 path distribution and bootstrap sampling uncertainty results are as follows: there were 4 events, with a median absolute percentage of 27.38989920645728 and a 80th percentile absolute percentage of 44.318625123012964. The gross multiple was 19.895092575369155, and the hurdle percentage was 28.268050967437464. The bootstrap 80th percentile confidence interval percentage was between 13.323782234957026 and 48.612538540596105. The bootstrap tailgate pass percentage was 69.11500000000001. Out of the events, 2 had a positive terminal result, with a median median absolute error percentage of -7.102952622734976. The event counts were as follows: for L0.03G0.1, 3 stopped first and 1 had both stop and target on the same day; for L0.03G0.2, 4 stopped first; for L0.05G0.1, 3 stopped first and 1 had target first; for L0.05G0.2, 3 stopped first and 1 had target first; for L0.1G0.1, 2 stopped first and 2 had target first; for L0.1G0.2, 2 stopped first and 2 had target first. These results are based on 20,000 independent and identically distributed event resamples, with a seed of 92006. The bootstrap gate frequency is not the same as the probability of a trade winning. A fixed dollar volume filter was applied before the final results were calculated, and the unfiltered THN7 sensitivity is a different population. https://runway.adityaperswal.workers.dev/data/stock-bars

The system measured data from September 2020, considering all bars through September 18. It looked for a high price in the prior 252 days, a volume of at least 1.5 times the average, and a dollar volume of at least 2 million in the prior 20 days, with a 21-session separation, and the next day's open to 20-day close. The system uses fractions, not percentages, and the dates given are signal dates. A news scan found the following data: Measured Sep20 from completed SIP/all bars through Sep18; prior252 high,volume>=1.5,prior20dollarvol>=2m,21session separation,nextopen-to20close. The data includes the following entries: On April 20, 2022, the entry price was 6.98, with a return of -0.1332, a maximum adverse excursion of -0.2106, and a maximum favorable excursion of 0.1003. The volume was 3.2221, the relative strength index, or RSI, which measures the speed and change of price movements, was 75.933, and the SPY, which is a stock market index fund, was not up. On July 11, 2022, the entry price was 9.89, with a return of 0.4146, a maximum adverse excursion of -0.0485, and a maximum favorable excursion of 0.5025. The volume was 8.6408, the RSI was 75.380, and the SPY was not up. On March 12, 2026, the entry price was 9.73, with a return of 0.4861, a maximum adverse excursion of -0.0935, and a maximum favorable excursion of 0.5519. The volume was 3.4888, the RSI was 79.828, and the SPY was up. On May 11, 2026, the entry price was 18.08, with a return of -0.0907, a maximum adverse excursion of -0.1178, and a maximum favorable excursion of 0.0470. The volume was 3.4666, the RSI was 78.069, and the SPY was up. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the indicator state for HALO with the following values: the current spot price is 112.45, the volume ratio is 6.930643987473309, the relative strength index, which is a measure of stock price movement, is 69.89488319934301, the simple moving average over 200 days is 75.89104999999999, the momentum over 20 days as a percentage is 5.96494534489258, and the correlation between momentum and relative strength index over 252 days is 0.8796599036739069. There have been 13 market up events and 4 market down events. Backtests were run on the symbol HALO with the following results: with a slippage of 0.001, the return was 0.49138783169051975 and the drawdown, which is the maximum loss from a peak to a trough, was -0.9626956734599124, with a win rate of 50 over 14 trades, and with a slippage of 0.005, the return was 0.1527476401722403 and the drawdown was -1.0209283538865077, with a win rate of 50 over 14 trades. When not training, with a slippage of 0.001, the return was -0.4689230467205803 and the drawdown was -1.2549132805792729, with a win rate of 33.33333333333333 over 3 trades, and with a slippage of 0.005, the return was -0.5391896211080849 and the drawdown was -1.288128452459869, with a win rate of 33.33333333333333 over 3 trades. The allocation is 30 USD per stock, with a 1000 test book, 20 session exit, and fees of 10 basis points, with slippage of 10 or 50 basis points on each side. The training period is through 2024 and the test period is 2025 and later, with the results already examined previously. The drawdown values are not option returns. https://runway.adityaperswal.workers.dev/data/stock-bars

The HALO R92006 path distribution and bootstrap sampling uncertainty results are as follows: there are 17 data points, with a median absolute percentage of 10.526315789473673 and a 80th percentile absolute percentage of 17.236693065385033. The gross multiple is 7.96809283489334, and the hurdle percentage is 15.81147176522898. The bootstrap 80th percentile confidence interval percentage is between 10.615901455767078 and 23.33023122628678. The bootstrap tailgate pass percentage is 58.705. Out of the data points, 9 have a positive terminal value, with a median median absolute error percentage of -2.308172177167811. The counts of different scenarios are: for L0.03G0.1, 12 stopped first, 4 reached the target first, and 1 had neither; for L0.03G0.2, 12 stopped first, 4 had neither, and 1 reached the target first; for L0.05G0.1, 11 stopped first, 4 reached the target first, and 2 had neither; for L0.05G0.2, 11 stopped first, 5 had neither, and 1 reached the target first; for L0.1G0.1, 7 had neither, 6 stopped first, and 4 reached the target first; and for L0.1G0.2, 10 had neither, 6 stopped first, and 1 reached the target first. These results are based on 20,000 independent and identically distributed event resamples, with a seed of 92006. The bootstrap gate frequency is not the probability that a trade will win. A fixed dollar volume filter was applied before the final results were calculated, and the unfiltered THN7 sensitivity is a different population. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line was found with information about a trade. The trade data is from August 6, 2026, with an entry price of 90. The return on the trade was 0.2306666666666668. The data also includes information about the volume, which was 1.6453729736140268, and the relative strength index, which was 71.7933315512882. The S&P 500 was up on this day. The trade was not part of the training set. There are also several target variables, including L0.03G0.1, L0.03G0.2, L0.05G0.1, L0.05G0.2, L0.1G0.1, and L0.1G0.2, all of which were set to target_first. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data for HALO R92006. Measured from September 20, the data includes completed SIP and all bars through September 18, with conditions including prior 252 high, volume greater than or equal to 1.5, prior 20 dollar volume greater than or equal to 2 million, 21 session separation, and next open to 20 close. The data is as follows: a list of dates with corresponding entry prices, returns, and other metrics. The list includes the following entries: June 6, 2024, with an entry price of 51.08, a return of 0.028778386844166004, and an RSI, or Relative Strength Index, a measure of stock price momentum, of 77.82608869306051; August 14, 2024, with an entry price of 58.09, a return of 0.042175933895679085, and an RSI of 66.8750797050459; May 7, 2025, with an entry price of 69.845, a return of -0.2333023122628678, and an RSI of 70.82560786971271; and September 19, 2025, with an entry price of 78.12, a return of -0.14196108550947262, and an RSI of 75.78323800100051. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: Measured from September 20, using completed SIP and all bars through September 18, with conditions including prior 252 high, volume greater than or equal to 1.5, prior 20 dollar volume greater than or equal to 2 million, 21 session separation, and next open to 20 close. The term SIP refers to a type of investment plan. Fractions are not percentages and dates are signal dates. The data includes the following entries: October 20, 2020, with an entry price of 30.39, a return of 0.3419, and a volume of 2.9799; February 24, 2021, with an entry price of 50.62, a return of -0.1799, and a volume of 10.574; July 7, 2022, with an entry price of 50.73, a return of -0.1053, and a volume of 2.1843; and November 10, 2022, with an entry price of 54.37, a return of 0.0471, and a volume of 2.4232. Each entry includes additional data such as mae, mfe, rsi, and spy_up, which refers to whether the S&P 500 was up, and train, which refers to a type of training data. The data also includes L0.03G0.1, L0.03G0.2, L0.05G0.1, L0.05G0.2, L0.1G0.1, and L0.1G0.2, which appear to be stop-loss strategies, with values of stop_first or neither. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: Measured from September 20, using completed SIP and all bars through September 18, with conditions including prior 252 high, volume greater than or equal to 1.5, prior 20 dollar volume greater than or equal to 2 million, 21 session separation, and next open to 20 close. The data includes fractions, not percentages, and dates are signal dates. The data points are as follows: on November 14, 2019, the entry was 18.43, with a return of 0.029842647856755278, a maximum adverse excursion of -0.0016277807921867282, and a maximum favorable excursion of 0.0705371676614217. On January 14, 2020, the entry was 19.95, with a return of 0.0025062656641603454, a maximum adverse excursion of -0.06115288220551374, and a maximum favorable excursion of 0.06666666666666665. On April 23, 2020, the entry was 22.09, with a return of 0.1063829787234043, a maximum adverse excursion of -0.007695789950203591, and a maximum favorable excursion of 0.16251697600724313. On June 30, 2020, the entry was 27.37, with a return of -0.025940811107051598, a maximum adverse excursion of -0.04092071611253201, and a maximum favorable excursion of 0.07197661673364997. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: Measured from September 20, using completed SIP and all bars through September 18, with conditions including prior 252 high, volume greater than or equal to 1.5, prior 20 dollar volume greater than or equal to 2 million, 21 session separation, and next open to 20 close. The data includes fractions, not percentages, and dates are signal dates. The data points are as follows: on March 16, 2017, the entry was 14.42, with a return of -0.11165048543689315, and other metrics including mae, mfe, volume, rsi, and spy up, with various stop and target settings, including L0.03G0.1 set to stop first; on September 14, 2017, the entry was 16.03, with a return of 0.10917030567685582, and similar metrics, with L0.03G0.1 set to target first; on November 8, 2017, the entry was 19.2, with a return of -0.011979166666666652, and L0.03G0.1 set to stop first; and on December 8, 2017, the entry was 19.7, with a return of -0.05279187817258879, and L0.03G0.1 set to stop first. https://runway.adityaperswal.workers.dev/data/stock-bars

This is a simulation with hypothetical fills only. The valuation, also known as the internal value or IV, remains calibrated to the original indicative ask price. For assumptions, see the simulation. A list of results includes the following: a stock with ticker TH had different paid prices, bid ratios, mean US dollar values, loss percentages, half Kelly US dollar values, and one contract costs, which are 0.1, 0.38888888888888895, 0.5601070069563799, 95.025, 1.75, and 11, then 0.12, 0.38888888888888895, -2.183244318545267, 96.21499999999999, 0, and 13, then 0.13, 0.38888888888888895, -3.19013615952958, 96.54, 0, and 14, then 0.14, 0.38888888888888895, -8, 100, 0, and 15.000000000000002, and finally 0.18, 0.38888888888888895, -11.999999999999998, 100, 0, and 19. https://runway.adityaperswal.workers.dev/data/stock-bars

This is a list of hypothetical trading results, where the valuation is based on the original asking price. The results are part of a simulation with specific assumptions. A news scan found the following data: Hypothetical fills only; valuation IV remains calibrated to original indicative ask; see simulation for assumptions. The data includes the following entries: for the stock ticker TH, the paid price, bid ratio, mean value in US dollars, loss percentage, half Kelly value in US dollars, and one contract cost are listed. The half Kelly value refers to a betting strategy. The data points are as follows: for TH, when paid was 0.12, bid ratio was 0.8, mean US dollars was 9.208098443478361, loss percentage was 92.125, half Kelly US dollars was 24.6, and one contract cost was 13; for TH, when paid was 0.13, bid ratio was 0.8, mean US dollars was 8.159846996928886, loss percentage was 92.355, half Kelly US dollars was 21.8, and one contract cost was 14; for TH, when paid was 0.14, bid ratio was 0.8, mean US dollars was 7.010724212104614, loss percentage was 92.64, half Kelly US dollars was 18.75, and one contract cost was 15; for TH, when paid was 0.18, bid ratio was 0.8, mean US dollars was 0.8378024899364904, loss percentage was 94.375, half Kelly US dollars was 2.25, and one contract cost was 19; for TH, when paid was 0.09, bid ratio was 0.38888888888888895, mean US dollars was 1.6983769959336081, loss percentage was 94.565, half Kelly US dollars was 5.55, and one contract cost was 10. https://runway.adityaperswal.workers.dev/data/stock-bars

This is a simulation with hypothetical fills only. The valuation is based on the original indicative ask price. The simulation is based on certain assumptions. The results are as follows: for the stock HALO, with a paid price of 0.15, a bid ratio of 0.8, the mean value in US dollars is 9.05, the loss percentage is 88.63, the half Kelly value in US dollars is 39.35, and the cost of one contract is 16. For the same stock HALO, with a paid price of 0.2, a bid ratio of 0.8, the mean value in US dollars is 2.46, the loss percentage is 90.55, the half Kelly value in US dollars is 11.35, and the cost of one contract is 21. For HALO, with a paid price of 0.23, a bid ratio of 0.8, the mean value in US dollars is -1.19, the loss percentage is 91.45, the half Kelly value in US dollars is 0, and the cost of one contract is 24. For the stock TH, with a paid price of 0.09, a bid ratio of 0.8, the mean value in US dollars is 14.69, the loss percentage is 90.64, the half Kelly value in US dollars is 38.80, and the cost of one contract is 10. For TH, with a paid price of 0.1, a bid ratio of 0.8, the mean value in US dollars is 12.72, the loss percentage is 91.23, the half Kelly value in US dollars is 33.75, and the cost of one contract is 11. https://runway.adityaperswal.workers.dev/data/stock-bars

A simulation batch 16 found the following results for the symbol TH: a simulation with a bid ratio of 0.8, an iv of 0.6851261646420066, and 20000 iterations had a mean loss of -4.57706467324576 USD, a 97.03 percent loss probability, a 96.96000000000001 percent stop percentage, and a 1.76 percent target percentage. Another simulation with a bid ratio of 0.6 had a mean loss of -7.279937901308712 USD, a 97.935 percent loss probability, a 97.88 percent stop percentage, and a 1 percent target percentage. A simulation with a bid ratio of 0.3888888889 had a mean loss of -11.999999999799998 USD, a 100 percent loss probability, a 100 percent stop percentage, and a 0 percent target percentage. A simulation with a bid ratio of 0 had a mean loss of -19 USD, a 100 percent loss probability, a 100 percent stop percentage, and a 0 percent target percentage. Iv means implied volatility, which is a measure of how much a stock's price is expected to fluctuate. The halfKelly percentage was 0 in all simulations. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following simulation results for symbol TH: the first simulation had a bid ratio of 0.6, an iv, or implied volatility, of 0.6851261646420066, 20000 iterations, a mean loss of 4.081783784040186 USD, a 96.205 percent probability of loss, a stop loss percentage of 96.05, a target percentage of 1.4500000000000002, a fifth percentile loss of 15.636558248967779 USD, and a half Kelly percentage of 0. The second simulation had a bid ratio of 0.3888888889, the same iv, the same number of iterations, a mean loss of 11.999999999799998 USD, a 100 percent probability of loss, a stop loss percentage of 100, no target percentage, the same loss as the mean, and the same half Kelly percentage. The third simulation had a bid ratio of 0, the same iv, the same number of iterations, a mean loss of 19 USD, the same probability and stop loss percentage as the second simulation, no target percentage, the same loss as the mean, and the same half Kelly percentage. The fourth simulation had a zero mean, or average, assumption, a bid ratio of 1, the same iv, the same number of iterations, a mean loss of 2.9324559087636657 USD, a 96.48 percent probability of loss, a stop loss percentage of 96.405, a target percentage of 2.205, a fifth percentile loss of 16.284681207333378 USD, and the same half Kelly percentage. https://runway.adityaperswal.workers.dev/data/stock-bars

A simulation was run with the following results: for HALO with a zero mean, a bid ratio of 0.3888888889, an iv of 0.3341421877346259, 20,000 iterations, the mean loss in USD was -15.055555555300002, the loss probability was 100 percent, the stop percentage was 100 percent, the target percentage was 0 percent, the fifth percentile of USD was -15.0555555553, and the half Kelly percentage was 0. For HALO with a zero mean, a bid ratio of 0, an iv of 0.3341421877346259, 20,000 iterations, the mean loss in USD was -24, the loss probability was 100 percent, the stop percentage was 100 percent, the target percentage was 0 percent, the fifth percentile of USD was -24, and the half Kelly percentage was 0. For TH with a non-zero mean, a bid ratio of 1, an iv of 0.6851261646420066, 20,000 iterations, the mean gain in USD was 4.495212985104531, the loss probability was 93.23 percent, the stop percentage was 93.075 percent, the target percentage was 3.61 percent, the fifth percentile of USD was -16.83558857278508, and the half Kelly percentage was 1.15. For TH with a non-zero mean, a bid ratio of 0.8, an iv of 0.6851261646420066, 20,000 iterations, the mean gain in USD was 0.5689491421763745, the loss probability was 94.535 percent, the stop percentage was 94.365 percent, the target percentage was 2.565 percent, the fifth percentile of USD was -16.403020286588273, and the half Kelly percentage was 0.15. Iv is a measure of volatility, and half Kelly percentage refers to a betting strategy. https://runway.adityaperswal.workers.dev/data/stock-bars

A simulation was run on the stock symbol HALO with the following results: the simulation had a mean loss of 24 USD when the zero mean was set to false, and a mean loss of between 1.54 and 9.28 USD when the zero mean was set to true, with the loss probability percentage ranging from 91.59 to 95.98 percent, and the target percentage ranging from 3.96 to 8.38 percent, with the number of simulations, N, set to 20000, the implied volatility, iv, set to 0.3341421877346259, and the bid ratio set to 0, 0.6, 0.8, and 1. https://runway.adityaperswal.workers.dev/data/stock-bars

A simulation batch 0 for the symbol HALO was run with the following results: the simulation had a mean USD value of 4.899527809755288 with a bid ratio of 1, an implied volatility, or iv, of 0.3341421877346259, and 20000 iterations, or N. The loss probability percentage was 87.97, the stop percentage was 87.97, and the target percentage was 11.95. The fifth percentile USD value, or P05_USD, was -20.849722353987456, and the half Kelly percentage, a measure of optimal bet size, was 2.2950000000000004. Other simulations with different bid ratios were also run: with a bid ratio of 0.8, the mean USD value was -1.188588876836523, the loss probability percentage was 91.45, the stop percentage was 91.45, the target percentage was 8.48, the P05_USD value was -20.652429949654604, and the half Kelly percentage was 0. With a bid ratio of 0.6, the mean USD value was -6.293466126210666, the loss probability percentage was 94.28, the stop percentage was 94.28, the target percentage was 5.6000000000000005, the P05_USD value was -20.557422799957365, and the half Kelly percentage was 0. With a bid ratio of 0.3888888889, the mean USD value was -15.055555555300002, the loss probability percentage was 100, the stop percentage was 100, the target percentage was 0, the P05_USD value was -15.0555555553, and the half Kelly percentage was 0. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following backtest results for R92004: the system tested stock TH with a 30-day horizon and 0.001 slippage, which is the difference between expected and actual trade prices, in the training window, resulting in a 0.9782585970996145 percent return and 0.7891485226721895 percent drawdown, which is the largest decline in value, with a 50 percent win rate over 2 trades. In the known holdout window, the return was 1.686445288846989 percent and the drawdown was 0.8345756951795957 percent with a 100 percent win rate over 2 trades. With a 0.005 slippage in the training window, the return was 0.9262455496637798 percent and the drawdown was 0.7892431248694987 percent with a 50 percent win rate over 2 trades. In the known holdout window with 0.005 slippage, the return was 1.631596659061817 percent and the drawdown was 0.8636961507573426 percent with a 100 percent win rate over 2 trades. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following backtest results for symbol TH: the fund had a return of 0.8182799282204543 percent and a drawdown of 0.7119492106716474 percent with a 0.001 slippage, which is a small cost for buying or selling, over a 20-day horizon in the training window, with a win percentage of 50 and 2 trades, and a return of 1.1598809441400117 percent and a drawdown of 0.46999503259075315 percent in the known holdout window. With a 0.005 slippage, the return was 0.7669074360153679 percent and the drawdown was 0.712034558306196 in the training window, and 1.1071406800994108 percent return and 0.4994154860902378 percent drawdown in the known holdout window, all with the same horizon, win percentage, and number of trades. https://runway.adityaperswal.workers.dev/data/stock-bars