Notes

A news scan found the following statistics for SPY, calculated on September 7, 2026. The source is SIP adjusted 30-minute and daily history from 2016 to September 4, 2026. The future outcomes are unknown. The statistics are based on 20,000 circular 20-session block draws for the mean confidence interval, and 24-calendar-day historical windows use a hypothetical 25% account allocation, excluding fixed costs and intrabar extremes, which refers to extreme price movements within a single bar or period on a chart. The results do not provide forward probabilities. The data includes the following information: the symbol is SPY, the rule is rod, 20,000 paths were used, and the block days are 20. The mean trade confidence interval at 95% is between -0.2277% and -0.1929%. The quarter Kelly is 0, the actual size is 0, and the 24-calendar-day profit and loss percentages at the 5th, 50th, and 95th percentiles are -7.2595%, -3.9642%, and -0.9913% respectively. The 24-calendar-day loss percentage is 98.575%, the 24-calendar-day profit greater than or equal to 349% is 0%, and the 24-calendar-day closed wealth drawdown percentage at the 95th percentile is 0.8626%. The gross mean basis points is -1.0529%, the approximate break-even one-way basis points is -0.5265%, and the training range median is 0.0029%. https://runway.adityaperswal.workers.dev/data/stock-bars

These statistics for the SPY fund were calculated on September 7, 2026, using historical data from 2016 to September 4, 2026. The source of this data is SIP adjusted 30-minute and daily history. The future outcomes are unknown. The statistics are based on 20,000 circular 20-session block draws for the mean confidence interval, which is a measure of the range of possible outcomes. The analysis uses 24-calendar-day historical windows with a hypothetical 25% account allocation, excluding fixed costs and extreme price movements within a trading period, known as intrabar extremes. This analysis does not provide forward probabilities, which are predictions of future events. The results include the following statistics: the mean trade confidence interval at 95% is between -0.23313994355712586% and -0.1932893690264804%. The quarter Kelly, a measure of the optimal bet size, is 0, and the actual size is also 0. The 24-calendar-day profit and loss percentages at the 5th, 50th, and 95th percentiles are -7.252196384667968%, -4.105130997791093%, and -0.963095482874678%, respectively. The 24-calendar-day loss percentage is 97.66%, and the percentage of times the profit is greater than or equal to 349 is 0%. The maximum closed wealth drawdown at the 95th percentile is 0.8657379644618546%. The gross mean basis points, a measure of return, is -1.3360743294311515, and the approximate break-even one-way basis points is -0.6680371647155757. The analysis also includes the following buckets: range high with 424 occurrences and a mean trade percentage of -0.233950341393896, range low with 280 occurrences and a mean trade percentage of -0.18161261046100355, r1 r12 agree with 362 occurrences and a mean trade percentage of -0.2075722373987863, and r1 r12 disagree with 342 occurrences and a mean trade percentage of -0.21902142029746274. The training range median is 0.0029869251577998. https://runway.adityaperswal.workers.dev/data/stock-bars

A technical analysis of TLT was completed on September 7, 2026, using adjusted 30-minute and daily history from 2016 to September 4, 2026. The analysis used statistics, including 20,000 circular 20-session block draws for mean confidence interval, and 24-calendar-day historical windows with a hypothetical 25% account allocation, excluding fixed costs and extreme price movements within a trading session, called intrabar extremes. The analysis does not predict future outcomes. The data for TLT on September 4, 2026, included a closing price of 82.21, a 200-day simple moving average, or sma200, of 86.25, a 20-day return percentage of -0.66%, and a 20-day average daily range, or adr20, of 0.45. The 20-day dollar volume was 2,327,992,911.13. The analysis also included details of the last trading session, such as entry and exit prices, and high and low prices, with a range of 0.19 and a volume of 1,937,858. https://runway.adityaperswal.workers.dev/data/stock-bars

A technical analysis of EFA was completed on September 7, 2026, using historical data from 2016 to September 4, 2026. This analysis, which is based on past performance and does not predict future outcomes, used statistics such as a 20-session block of data to calculate the mean confidence interval. It also used 24-calendar-day historical windows with a hypothetical 25% account allocation, excluding fixed costs and extreme price movements within a trading session, known as intrabar extremes. The analysis does not provide forward-looking probabilities. The data for EFA as of September 4, 2026, included a closing price of 108.35, a 200-day simple moving average, or sma200, of 101.59, a 20-day percentage return of -0.18%, and an average daily range, or adr20, of 0.63. The dollar volume over 20 days was 930,039,314.05. The last trading session, which was session 2683, had an entry price of 108.2, an exit price of 108.36, and an official closing price of 108.35, with a return of 0.15%. The high price during the session was 108.365, and the low price was 108.185, with a price range of 0.0048 and a volume of 672,895. The analysis also noted discrepancies in closing and opening prices, measured in basis points, which are units of one hundredth of one percent. The current signal, which is a recommendation to buy or sell, is not known, and the actual size of the trade is 0. https://runway.adityaperswal.workers.dev/data/stock-bars

A technical analysis of EEM was calculated on September 7, 2026, using historical data from 2016 to September 4, 2026. This analysis is based on past data and does not predict future outcomes. It used statistics from 20,000 circular 20-session block draws to determine the mean confidence interval, and 24-calendar-day historical windows with a hypothetical 25% account allocation, excluding fixed costs and extreme price movements within a trading session, which is called an intrabar extreme. The analysis does not provide forward probabilities. The data for EEM as of September 4, 2026, includes a close price of 68.7, a 200-day simple moving average, or sma200, of 61.74, a 20-day percentage return of 4.66%, an average daily range, or adr20, of 0.67, and a 20-day dollar volume of 1,070,975,941.53. The whole share capacity is 3. The last trading session, which is the most recent session, had an entry price of 68.495, an exit price of 68.72, and an official close price of 68.7, with a return of 0.0033. The high price during the last session was 68.73, and the low price was 68.48, with a price range of 0.0088 and a volume of 2,301,061. There was a close price discrepancy of 2.91 basis points, but no open or boundary discrepancies. The current signal is not known, and the actual size is 0. https://runway.adityaperswal.workers.dev/data/stock-bars

A technical analysis of the SPY fund was completed on September 7, 2026. The analysis used historical data from 2016 to September 4, 2026, and does not predict future outcomes. It used statistics based on 20,000 circular 20-session block draws to calculate the mean confidence interval, and 24-calendar-day historical windows with a hypothetical 25% account allocation, excluding fixed costs and extreme price movements within a trading session, which is called an intrabar extreme. The analysis does not provide forward probabilities. The data included the symbol SPY, the date September 4, 2026, a closing price of 770.19, and a 200-day simple moving average, or sma200, of 712.15. Other data points were a 20-day percentage return of -0.397, a 20-day average daily range, or adr20, of 4.41, and a 20-day dollar volume of 27,975,000,078.31. The last trading session, or session 2683, had an entry price of 770, an exit price of 770.23, and an official closing price of 770.19, with a return of 0.0003, a high of 770.48, a low of 769.63, and a trading range of 0.0014. The volume for the session was 3,462,826, and there were discrepancies in the closing and opening prices, and the boundary price, which is a price limit. The current signal is not known, and the actual size is 0. https://runway.adityaperswal.workers.dev/data/stock-bars

The TLT QIM90708 audits were calculated on September 7, 2026. The source used was SIP adjusted 30-minute and daily history from 2016 to September 4, 2026. Note that future outcomes are unknown. Statistics were based on 20,000 circular 20-session block draws for mean confidence interval, and 24-calendar-day historical windows used a hypothetical 25% account allocation, excluding fixed costs and intrabar extremes, which are extreme price movements within a single bar, a bar being a unit of time. The results did not provide forward probabilities. The audit found the following information for the symbol TLT: there were 72,256 intraday bars, the first bar was on December 31, 2015, at 19:30:00-05:00, and the last bar was on September 4, 2026, at 19:30:00-04:00. There were 2,659 valid sessions, and certain dates were excluded from the analysis. The close absolute discrepancy in basis points had a 50th percentile of 1.1575413821052205, a 99th percentile of 8.419236910642208, and a maximum of 28.30044362857609. The open absolute discrepancy in basis points had a 50th percentile of 0, a 99th percentile of 2.3694735496642587, and a maximum of 9.694980982921653. The boundary absolute discrepancy in basis points had a 50th percentile of 0, a 99th percentile of 1.7118718844221896, and a maximum of 3.9348390650828513. https://runway.adityaperswal.workers.dev/data/stock-bars

The EFA QIM90708 audits were calculated on September 7, 2026. The source used was the SIP adjusted 30-minute and daily history from 2016 to September 4, 2026. It is noted that future outcomes are unknown. The statistics were based on 20,000 circular 20-session block draws for the mean confidence interval, and 24-calendar-day historical windows used a hypothetical 25% account allocation, excluding fixed costs and intrabar extremes, which are extreme price movements within a single bar or time period, and do not represent forward probabilities, which are probabilities of future events. The audit found the following information for the symbol EFA: it had 50,683 intraday bars, with the first bar on January 4, 2016, at 07:00:00-05:00 and the last bar on September 4, 2026, at 16:00:00-04:00, and there were 2,662 valid sessions. Certain dates were excluded from the analysis, including January 4, 2016, November 25, 2016, and others. The close absolute discrepancy, which measures the difference between the actual and expected closing prices, had a 50th percentile of 1.5688735874069826 basis points, a 99th percentile of 7.520256912514912 basis points, and a maximum of 211.7093570308426 basis points. The open absolute discrepancy, which measures the difference between the actual and expected opening prices, had a 50th percentile of 0 basis points, a 99th percentile of 3.04729701751438 basis points, and a maximum of 5.40979172301892 basis points. The boundary absolute discrepancy, which measures the difference between the actual and expected prices at the boundary of a time period, had a 50th percentile of 0 basis points, a 99th percentile of 2.4196497929383383 basis points, and a maximum of 4.37158469945409 basis points. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'EEM QIM90708 audits complete'. Calculated on September 7, 2026, this report is based on adjusted historical data from 2016 to September 4, 2026. The future outcomes are unknown. The statistics are calculated using 20,000 circular 20-session block draws for the mean confidence interval. The report uses 24-calendar-day historical windows with a hypothetical 25% account allocation, excluding fixed costs and intrabar extremes, and does not provide forward probabilities. The symbol is EEM, with 65,096 intraday bars, starting from January 4, 2016, and ending on September 4, 2026. There were 2,662 valid sessions, excluding certain dates. The close absolute discrepancy percentiles are 2.50, 9.26, and 118.36, and the open absolute discrepancy percentiles are 0, 3.42, and 17.78. The boundary absolute discrepancy percentiles are 0, 3.69, and 4.42. https://runway.adityaperswal.workers.dev/data/stock-bars

The SPY QIM90708 audits were completed on September 7, 2026. The source of the data is the SIP adjusted 30-minute and daily history from 2016 to September 4, 2026. The future outcomes are unknown. The statistics were calculated using 20,000 circular 20-session block draws for the mean confidence interval. The calculations also used 24-calendar-day historical windows with a hypothetical 25% account allocation, excluding fixed costs and intrabar extremes, and did not include forward probabilities. The data for the symbol SPY includes 84,331 intraday bars, with the first bar on December 31, 2015, at 19:00:00-05:00 and the last bar on September 4, 2026, at 19:30:00-04:00. There were 2,662 valid sessions, with certain dates excluded, including December 31, 2015, and others. The close absolute discrepancy in basis points had a 50th percentile of 0.7945967978972845, a 99th percentile of 8.095459861107704, and a maximum of 279.4016506189823. The open absolute discrepancy in basis points had a 50th percentile of 0, a 99th percentile of 1.3406136668798951, and a maximum of 6.006779079246183. The boundary absolute discrepancy in basis points had a 50th percentile of 0.1453467298007105, a 99th percentile of 0.8534958022119896, and a maximum of 3.078225403057022. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The calculation used data from 2016 to 2020 for training, 2021 to 2025 for holdout, and 2026 to September 4 for recent data. The calculation was for a long-only strategy from 15:30 open to bar close. The results are based on full-capital compounding, not account return. DD refers to drawdown, which omits intrabar excursions. The costs were frozen, and there was no selection. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows of data are: [0,-0.39493307876,0.99758138648,52.702702703,74,0.061261800226,0.086922816284,-0.0053016204359,0,-0.58487221643,5.4569682106e-12], [1,-1.8582329414,2.035215861,41.891891892,74,0.054192317343,0.082605937322,-0.025298560368,0,-2.7421723225,3.6379788071e-12], [2,-3.3000354462,3.3465155935,32.432432432,74,0.046938108713,0.089561714271,-0.045291501412,0,-4.8526592039,0], [5,-7.4995939297,7.4995939297,10.810810811,74,0.032684980313,0.12196528815,-0.10524634021,0,-10.913289285,2.1827872843e-11], [10,-14.097492141,14.097492141,1.3513513514,74,0.028136356549,0.20828607542,-0.20509117769,0,-20.168669556,5.638867151e-11], [20,-25.915010767,25.915010767,0,74,0,0.40448165471,-0.40448165471,0,-35.89465946,1.000444172e-11]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The calculation used data from 2016 to 2020 for training, 2021 to 2025 for holdout, and 2026 to September 4 for recent data. The calculation was for a long-only strategy, meaning it only considered buying, from 15:30 open to bar close. The results were compounded, meaning they were calculated based on the full capital, not just the return on the account. The drawdown, or decrease in value, omits intrabar excursions, which are short-term price movements within a single bar or period. The costs were frozen, meaning they were not changed, and there was no selection, meaning all data was used. The columns in the data include one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows in the data are as follows: [0,-0.61259093586,1.6612559469,49.411764706,170,0.063897103189,0.081841728727,-0.0035711148774,0,-0.90673293977,1.4551915228e-11], [1,-3.9349624816,4.3126284133,41.176470588,170,0.054378484462,0.078131220612,-0.023568400876,0,-5.7772652391,2.0008883439e-11], [2,-7.1462721612,7.3349177771,31.176470588,170,0.048593311667,0.085307115079,-0.043561687917,0,-10.408406071,2.1827872843e-11], [5,-16.150340057,16.150340057,10,170,0.039485107155,0.11940675001,-0.10351756429,0,-22.980280004,4.0017766878e-11], [10,-29.258993776,29.258993776,1.1764705882,170,0.042934642822,0.20629625793,-0.20336412968,0,-40.136830105,6.3664629124e-11], [20,-49.648661154,49.648661154,0,170,0,0.40275805735,-0.40275805735,0,-63.836108011,4.5474735089e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line for Sep 7 calculation of TLT QIM90708 fixed cost grid recent rod, which is a type of investment analysis. The calculation used training data from 2016 to 2020, holdout data from 2021 to 2025, and recent data from 2026 to Sep 4. The analysis was done on a long-only basis from 15:30 open to bar close, with full-capital compounding, not account return. The drawdown, or decrease in value, omits intrabar excursions, which are short-term price movements within a trading period. The costs were frozen, and there was no selection, meaning no assets were added or removed. The columns in the data table are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows of data are as follows: [0,-0.34924894843,0.74613277332,50.617283951,81,0.061213616365,0.084007073969,-0.0042775585674,0,-0.51727387221,9.0949470177e-12], [1,-1.9505852715,1.9698818185,39.50617284,81,0.055273145045,0.076224318531,-0.024274703291,0,-2.8778072621,7.2759576142e-12], [2,-3.5261889512,3.5261889512,32.098765432,81,0.044873219048,0.086407263113,-0.044267849086,0,-5.1823297548,0], [5,-8.1027061876,8.1027061876,9.8765432099,81,0.036285584585,0.11962153602,-0.10422330189,0,-11.772965328,3.092281986e-11], [10,-15.252896386,15.252896386,1.2345679012,81,0.028136356549,0.20697173088,-0.2040691619,0,-21.755164609,3.6379788071e-11], [20,-27.927577932,27.927577932,0,81,0,0.4034616809,-0.4034616809,0,-38.459129855,1.000444172e-11]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line for Sep 7 calculation of TLT QIM90708 fixed cost grid. The calculation used data from 2016 to 2020 for training, 2021 to 2025 for holdout, and 2026 to Sep 4 for recent data. The strategy was long-only from 15:30 open to bar close. The results were calculated using full-capital compounded, not account return. The drawdown, or peak-to-trough decline, omits intrabar excursions, which are short-term price movements within a single bar. The costs were frozen, and there was no selection. The columns in the data include one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of data are as follows: [0,-1.1325549746,1.4819879553,43.902439024,41,0.046247207201,0.098464985047,-0.027728048081,0,-1.6742515028,3.6379788071e-12],[1,-1.9399531678,2.1729231069,24.390243902,41,0.054346240697,0.080645259264,-0.047720503176,0,-2.8621953659,1.6370904632e-11],[2,-2.7407577704,2.8941715695,19.512195122,41,0.045504542762,0.095154657987,-0.06770896028,0,-4.0357868334,1.8189894035e-11],[5,-5.1041463422,5.1041463422,7.3170731707,41,0.01849969662,0.13918851442,-0.12765035264,0,-7.4721704827,1.6370904632e-11],[10,-8.9161958925,8.9161958925,0,41,0,0.2274727973,-0.2274727973,0,-12.928207504,2.0008883439e-11],[20,-16.087049398,16.087049398,0,41,0,0.42681855578,-0.42681855578,0,-22.89408722,9.0949470177e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the calculation results for Sep 7. The results are based on a training period from 2016 to 2020, a holdout period from 2021 to 2025, and a recent period from 2026 to Sep 4. The strategy is long-only, meaning it only buys assets, and it does so from 15:30 open to bar close. The results are based on full-capital compounding, not account return, which means the returns are calculated based on the entire capital, not just the amount invested. DD refers to drawdown, which omits intrabar excursions, meaning it does not include price movements within a single bar. The costs are frozen, and there is no selection, meaning the strategy does not choose which assets to buy or sell. The columns in the results table are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows in the table are: [0, -0.61438384716, 1.054684756, 49.411764706, 85, 0.059125072814, 0.08147318783, -0.0072085656398, 0, -0.90938278989, 5.4569682106e-12], [1, -2.2896591372, 2.4658640489, 37.647058824, 85, 0.054072585658, 0.076278458487, -0.027205124221, 0, -3.3752657275, 3.6379788071e-12], [2, -3.9366954667, 3.9828695948, 29.411764706, 85, 0.046274697645, 0.086144509671, -0.04719768399, 0, -5.7797848583, 7.2759576142e-12], [5, -8.7130908325, 8.7130908325, 9.4117647059, 85, 0.032684980313, 0.12167983238, -0.10715137942, 0, -12.64024092, 2.546585165e-11], [10, -16.151853564, 16.151853564, 1.1764705882, 85, 0.028136356549, 0.20979348745, -0.20699431281, 0, -22.982340799, 5.638867151e-11], [20, -29.26027593, 29.26027593, 0, 85, 0, 0.40638098736, -0.40638098736, 0, -40.138438447, 7.2759576142e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line for Sep 7 calculation. The data is based on a train period from 2016 to 2020, a holdout period from 2021 to 2025, and recent data from 2026 to Sep 4. The strategy is long-only, meaning it only buys, from 15:30 open to bar close. The return is compounded, meaning it is calculated on the full capital, not just the account return. The drawdown, or peak to trough decline, omits intrabar excursions, which are short-term price movements within a bar. The costs are frozen, meaning they do not change, and there is no selection, meaning all data is used. The columns in the data are: one way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows in the data are: [0, 24.512040459, 1.6147045276, 63.405088063, 511, 0.12694355832, 0.11058940179, 0.04304842737, 0.078811759482, 4.537400154, 7.2759576142e-12], [1, 12.415566701, 2.5461482209, 57.142857143, 511, 0.11951748716, 0.10559240662, 0.023041818395, 0.04819758795, 2.3971252528, 0], [2, 1.4942778529, 6.0769970074, 49.510763209, 511, 0.11641020519, 0.1081346724, 0.0030392102421, 0.0065269411671, 0.30066984173, 9.0949470177e-12], [5, -25.305802549, 25.571844959, 29.354207436, 511, 0.11547592645, 0.12858750391, -0.056944618285, 0, -5.7346595829, 1.1732481653e-10], [10, -55.191299123, 55.191299123, 11.350293542, 511, 0.13563240983, 0.19428424175, -0.15683773335, 0, -14.997366723, 1.2551026884e-10], [20, -83.874502089, 83.874502089, 2.5440313112, 511, 0.18857607994, 0.37054893635, -0.35632462087, 0, -30.88170448, 6.3664629124e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: Sep 7 calculation. The training period is from 2016 to 2020, the holdout period is from 2021 to 2025, and the recent period is from 2026 to Sep 4. The strategy is long-only from 15:30 open to bar close. The return is full-capital compounded, not account return. The drawdown, or peak-to-trough decline, omits intrabar excursions. The costs are frozen, and there is no selection. The columns are: one-way break-even point, return, drawdown, win rate, sample, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows are: [0, 34.23019411, 3.4843121532, 56.86746988, 1245, 0.12292644888, 0.11507209802, 0.023783894693, 0.041227201581, 6.1397637095, 1.4551915228e-11], [1, 4.64317113, 7.0400357584, 51.807228916, 1245, 0.11377823799, 0.11446574399, 0.0037811382399, 0.0083081314731, 0.9228891152, 9.0949470177e-11], [2, -18.422279554, 20.805320812, 44.257028112, 1245, 0.11162624695, 0.11771901539, -0.016217618162, 0, -4.0375709459, 1.2914824765e-10], [5, -61.349637012, 61.481090426, 25.62248996, 1245, 0.11110090247, 0.14071016035, -0.076189896058, 0, -17.50342759, 1.1596057448e-10], [10, -88.870981402, 88.870981402, 9.3975903614, 1245, 0.13191758971, 0.20800865111, -0.17606377546, 0, -35.879975542, 7.7079675975e-11], [20, -99.07729478, 99.07729478, 2.1686746988, 1245, 0.15324634434, 0.38723349891, -0.3755122493, 0, -61.264502984, 1.2789769244e-13]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The data is divided into three periods: Train2016–20, which is the period used to train the model from 2016 to 2020, holdout2021–25, which is the period held out for testing from 2021 to 2025, and recent2026toSep4, which is the recent period from 2026 to September 4. The strategy is long-only, meaning it only buys assets, and it buys at 15:30 open and sells at bar close. The return is full-capital compounded, not account return, meaning the return is calculated based on the total capital invested. DD refers to drawdown, which is a measure of the decline in value from a peak, and it omits intrabar excursions, meaning it does not include fluctuations within a single bar. The costs are frozen, meaning they are fixed, and there is no selection, meaning no assets are selected or deselected. The columns in the data are: oneway_bp, which is a measure of the one-way bet performance, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows in the data are: [0, 32.180491773, 1.4030266761, 62.975206612, 605, 0.12958353007, 0.10432363981, 0.046256163302, 0.082919263892, 5.8096900524, 6.0026650317e-11], [1, 17.116404494, 3.4811266412, 58.512396694, 605, 0.1185273687, 0.10389679781, 0.026248912845, 0.055364666262, 3.2497217933, 3.8198777474e-11], [2, 3.7691115343, 7.7973620701, 50.41322314, 605, 0.11596575162, 0.10530309308, 0.0062456633373, 0.01346445664, 0.75168960241, 3.2741809264e-11], [5, -27.819614652, 28.272942068, 29.752066116, 605, 0.11536311368, 0.12536026822, -0.053740088485, 0, -6.3855951371, 1.2187229004e-10], [10, -60.584140934, 60.584140934, 11.73553719, 605, 0.12820937751, 0.19111028413, -0.15363640648, 0, -17.175292175, 1.4642864699e-10], [20, -88.246306356, 88.246306356, 1.9834710744, 605, 0.20979942186, 0.36452117313, -0.35312969026, 0, -35.167266978, 9.0949470177e-13]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line. This is a calculation from September 7. The data used for training is from 2016 to 2020, the holdout period is from 2021 to 2025, and the recent period is from 2026 to September 4. The strategy is long-only, meaning it only buys, from 15:30 open to bar close. The returns are compounded, meaning they are added to the initial investment, and are not just account returns. The drawdown, or decrease in value, omits intrabar excursions, which are short-term price movements within a trading period. The costs are frozen, meaning they do not change, and there is no selection, meaning all trades are included. The columns in the data are: one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows in the data are: [0, 11.504656349, 0.91940149566, 61.216730038, 263, 0.12102575534, 0.091069813147, 0.041538342868, 0.080082455027, 2.2286344843, 3.6379788071e-12], [1, 5.7910953519, 1.0778036978, 53.231939163, 263, 0.11735307694, 0.087532563699, 0.02153203588, 0.045870198809, 1.1460055419, 7.2759576142e-12], [2, 0.37030039116, 2.8913132994, 45.247148289, 263, 0.11612484655, 0.093170401672, 0.0015297296533, 0.0032932867055, 0.074841928119, 5.638867151e-11], [5, -14.281699389, 14.929100403, 26.615969582, 263, 0.11900239646, 0.12281532452, -0.058453193458, 0, -3.071064786, 6.7302607931e-11], [10, -34.104753481, 34.274631053, 10.646387833, 263, 0.14419161927, 0.1943916933, -0.1583448007, 0, -8.0960196075, 1.009539119e-10], [20, -61.058286587, 61.058286587, 1.9011406844, 263, 0.35509994143, 0.37164512319, -0.3578286771, 0, -17.377932269, 4.5474735089e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The data is based on a train period from 2016 to 2020, a holdout period from 2021 to 2025, and a recent period from 2026 to September 4. The strategy is long-only, meaning it only buys assets, and it does so at 15:30 open to bar close. The results are based on full-capital compounded returns, not account returns. DD refers to drawdown, which omits intrabar excursions, meaning it does not include price movements within a single bar. The costs are frozen, and there is no selection, meaning no assets are chosen or rejected. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows of data are: [0, 26.780247004, 1.7223149731, 62.587412587, 572, 0.12629513145, 0.10810854635, 0.04162266588, 0.076405658225, 4.9200854948, 1.4551915228e-11], [1, 13.075444802, 2.4753637821, 56.818181818, 572, 0.11788908319, 0.10505831739, 0.021616342029, 0.045840423568, 2.5185038022, 1.6370904632e-11], [2, 0.85211625642, 6.257533545, 49.475524476, 572, 0.11389246299, 0.10833338475, 0.0016140189428, 0.0035428572279, 0.17189340879, 4.7293724492e-11], [5, -28.445797658, 28.692425218, 29.020979021, 572, 0.11346924471, 0.12862792297, -0.058368954726, 0, -6.5505494574, 1.0550138541e-10], [10, -59.615132264, 59.615132264, 11.363636364, 572, 0.12679415957, 0.19480613408, -0.15826064617, 0, -16.767131487, 1.4279066818e-10], [20, -87.135719896, 87.135719896, 2.2727272727, 572, 0.18857607994, 0.3704498249, -0.3577446907, 0, -33.971559725, 2.2737367544e-13]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The calculation is based on a training period from 2016 to 2020, a holdout period from 2021 to 2025, and a recent period from 2026 to September 4. The calculation is for a long-only strategy, meaning it only considers buying, from 15:30 open to bar close. The results are based on full-capital compounding, not account return. DD refers to drawdown, which omits intrabar excursions, meaning it does not include price movements within a single bar. The costs are frozen, and there is no selection. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows in the data are: [0,-2.3732760744,8.2621576552,54.074074074,540,0.081066758932,0.11692324896,-0.004232347519,0,-0.48537511627,1.8189894035e-11], [1,-12.367558463,13.702746699,47.777777778,540,0.070135378379,0.11056332736,-0.024229501284,0,-2.638894479,3.4560798667e-11], [2,-21.338702183,21.606541501,37.407407407,540,0.067381668507,0.11092109865,-0.044222656118,0,-4.745811198,3.7289282773e-11], [5,-43.108197887,43.108197887,14.259259259,540,0.075321958982,0.13403020367,-0.10417813603,0,-10.796921857,9.4587448984e-11], [10,-66.846404355,66.846404355,4.2592592593,540,0.063847421355,0.21594095344,-0.20402404118,0,-20.040003662,9.0949470177e-11], [20,-88.741194353,88.741194353,0.37037037037,540,0.068392212195,0.40517058663,-0.40341665034,0,-35.752153791,1.3642420527e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: this is a calculation from September 7. The data was trained from 2016 to 2020, held out from 2021 to 2025, and is recent from 2026 to September 4. The calculation is for a long-only position from 15:30 open to bar close. The results are based on full-capital compounding, not account return. The drawdown, or peak-to-trough decline, omits intrabar excursions, which are short-term price movements within a bar. The costs are frozen, and there is no selection, meaning no assets were added or removed. The columns in the data are: one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows in the data are: [0, 4.8792121903, 9.6685913241, 53.295819936, 1244, 0.087914777301, 0.10158310051, 0.0039842199233, 0, 0.96970877965, 3.092281986e-11], [1, -18.221912587, 21.636316276, 46.864951768, 1244, 0.078295251104, 0.099195560016, -0.016014576991, 0, -3.9930524902, 4.638422979e-11], [2, -36.234689097, 36.293336535, 37.781350482, 1244, 0.07520086933, 0.10354014295, -0.036009374646, 0, -8.7118891473, 3.9108272176e-11], [5, -69.770771061, 69.770771061, 15.594855305, 1244, 0.084918353782, 0.12939101739, -0.095969781049, 0, -21.521825559, 1.1277734302e-10], [10, -91.287061363, 91.287061363, 4.0996784566, 1244, 0.10905121159, 0.2088571094, -0.19582389045, 0, -39.003254104, 6.0936145019e-11], [20, -99.276165375, 99.276165375, 0.40192926045, 1244, 0.45198177457, 0.39865182888, -0.39523288353, 0, -63.151304314, 3.4106051316e-13]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line: Sep7 calculation. This refers to a calculation made on September 7. The calculation is based on data from 2016 to 2020 for training, 2021 to 2025 for holdout, and 2026 to September 4 for recent data. The strategy is long-only, meaning it only buys assets, and it does so at 15:30 when the market opens and holds until the bar close. The return is compounded, meaning it is calculated based on the full capital, not just the account return. The drawdown, or DD, omits intrabar excursions, which are short-term price movements within a trading period. The costs are frozen, meaning they do not change, and there is no selection, meaning all assets are included. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows of data are: [0,6.9086149966,2.7652478562,54.172989378,659,0.087287870498,0.091082647624,0.01024525069,0.015884206419,1.362466853,1.4551915228e-11], [1,-6.2928584073,9.7498449633,47.192716237,659,0.078337261655,0.088480748443,-0.0097547983056,0,-1.3080050918,4.7293724492e-11], [2,-17.864164829,19.083756577,38.239757208,659,0.07487338043,0.094530468213,-0.029750847791,0,-3.9081214174,5.8207660913e-11], [5,-44.688856932,44.688856932,14.112291351,659,0.099205794644,0.12075676554,-0.089715008184,0,-11.304629637,1.0641088011e-10], [10,-71.383762707,71.383762707,4.5523520486,659,0.11912673601,0.20429884008,-0.18957536924,0,-22.388741742,9.0039975476e-11], [20,-92.340294585,92.340294585,0.45523520486,659,0.55325696194,0.39330593442,-0.38899684688,0,-40.574585532,9.0949470177e-13]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the calculation results for Sep 7. The training data covers the period from 2016 to 2020, the holdout period is from 2021 to 2025, and the recent data is from 2026 to Sep 4. The strategy is long-only, from 15:30 open to bar close. The results are based on full-capital compounding, not account return. The drawdown calculation omits intrabar excursions. The costs are frozen, and there is no selection. The columns in the results table are: one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows in the table are: [0, 0.036328016437, 2.3890398853, 50.165016502, 303, 0.078764428699, 0.089512730195, 0.00022112226524, 0, 0.0073579858726, 1.8189894035e-11], [1, -5.8458436538, 7.0274365278, 43.234323432, 303, 0.069064050883, 0.087440686416, -0.019776922105, 0, -1.2128160845, 3.6379788071e-11], [2, -11.382141564, 11.580525929, 33.99339934, 303, 0.065551934789, 0.094012261975, -0.039770967366, 0, -2.4181030086, 3.8198777474e-11], [5, -26.113258989, 26.113258989, 12.211221122, 303, 0.076831921003, 0.12428835969, -0.09972911749, 0, -5.9464462637, 8.0035533756e-11], [10, -45.427322267, 45.427322267, 3.300330033, 303, 0.049019578202, 0.20806407857, -0.19957946944, 0, -11.545799422, 9.0039975476e-11], [20, -70.229052669, 70.229052669, 0.3300330033, 303, 0.066869659484, 0.40052351058, -0.39898095886, 0, -21.764305375, 1.045918907e-11]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The data is based on a train period from 2016 to 2020, a holdout period from 2021 to 2025, and recent data from 2026 to September 4. The strategy is long-only, meaning it only buys, from 15:30 open to bar close. The return is compounded, meaning it is calculated on the full capital, not just the account return. DD refers to drawdown, which omits intrabar excursions, meaning it does not include price movements within a single bar. The costs are frozen, and there is no selection, meaning no assets are chosen or rejected. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows of data are: [0, 2.4051317568, 7.6588941669, 53.929121726, 649, 0.092322384354, 0.1111486093, 0.0038906120677, 0, 0.48260722405, 4.5474735089e-11], [1, -10.060535617, 13.209323081, 47.919876733, 649, 0.082305924448, 0.10666077609, -0.016108166127, 0, -2.1250386541, 2.7284841053e-11], [2, -21.00877066, 21.753920775, 38.366718028, 649, 0.080782278418, 0.10886399668, -0.036102945066, 0, -4.6650129624, 5.0022208598e-11], [5, -46.486347266, 46.486347266, 15.100154083, 649, 0.10577877566, 0.13196261106, -0.096063295344, 0, -11.896241484, 9.9134922493e-11], [10, -72.035475688, 72.035475688, 4.7765793529, 649, 0.14572168316, 0.21305454239, -0.19591731128, 0, -22.750092265, 9.731593309e-11], [20, -92.363526134, 92.363526134, 0.77041602465, 649, 0.45198177457, 0.40190459513, -0.3953261177, 0, -40.611140322, 1.9326762413e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars