Notes

study.py; 1175 bars Jan2022–Sep9'26. signalshift nextopen, SMA50filter; flat split2025; fee5bp/side. Portfolio return includes marked open trade, sample/win/mean closed only. [{"symbol":"ATI","lb":20,"exit":10,"period":"holdout","slippage":0.001,"return":114.3957249909794,"drawdown":25.108535725362515,"sample":6,"win_rate":50,"mean_pct":16.677058720385514,"avgwin_pct":37.16364868445658,"avgloss_pct":3.809531243685544,"ci":[-1.6938572692644922,43.07932250650314],"p_loss20":0.0012,"pathq_pct":[13.09413657796907,36.9274773664631,72.71825281680375]},{"symbol":"ATI","lb":20,"exit":10,"period":"holdout","slippage":0.003,"return":109.31146077336524,"drawdown":25.40750454173478,"sample":6,"win_rate":50,"mean_pct":16.211081042925848,"avgwin_pct":36.615887967869746,"avgloss_pct":4.193725882018055}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

study.py; 1175 bars Jan2022–Sep9'26. signalshift nextopen, SMA50filter; flat split2025; fee5bp/side. Portfolio return includes marked open trade, sample/win/mean closed only. [{"symbol":"ATI","lb":20,"exit":10,"period":"train","slippage":0.001,"return":-19.580495814850174,"drawdown":33.925909847019895,"sample":13,"win_rate":38.46153846153847,"mean_pct":-0.9557122555895587,"avgwin_pct":12.765612645421914,"avgloss_pct":9.53154031872173},{"symbol":"ATI","lb":20,"exit":10,"period":"train","slippage":0.003,"return":-23.655460422912437,"drawdown":35.3634141328661,"sample":13,"win_rate":38.46153846153847,"mean_pct":-1.3512994190018777,"avgwin_pct":12.315249569902035,"avgloss_pct":9.892892537066821}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

study.py; 1175 bars Jan2022–Sep9'26. signalshift nextopen, SMA50filter; flat split2025; fee5bp/side. Portfolio return includes marked open trade, sample/win/mean closed only. [{"symbol":"ATI","lb":20,"exit":5,"period":"holdout","slippage":0.001,"return":92.58052291946723,"drawdown":25.108535725362525,"sample":9,"win_rate":55.55555555555556,"mean_pct":8.6662142642783,"avgwin_pct":17.8774217996614,"avgloss_pct":2.84779515495057},{"symbol":"ATI","lb":20,"exit":5,"period":"holdout","slippage":0.003,"return":85.7709031677432,"drawdown":25.407504541734816,"sample":9,"win_rate":55.55555555555556,"mean_pct":8.232216101552153,"avgwin_pct":17.406652239274838,"avgloss_pct":3.235829070601205}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

study.py; 1175 bars Jan2022–Sep9'26. signalshift nextopen, SMA50filter; flat split2025; fee5bp/side. Portfolio return includes marked open trade, sample/win/mean closed only. [{"symbol":"ATI","lb":20,"exit":5,"period":"train","slippage":0.001,"return":-0.9716895292173832,"drawdown":30.131082263539955,"sample":14,"win_rate":35.714285714285715,"mean_pct":0.5551564151773403,"avgwin_pct":14.29887342923026,"avgloss_pct":7.080241925963171},{"symbol":"ATI","lb":20,"exit":5,"period":"train","slippage":0.003,"return":-6.364879611022552,"drawdown":30.932024754894638,"sample":14,"win_rate":35.714285714285715,"mean_pct":0.1535378218475095,"avgwin_pct":13.842389533852412,"avgloss_pct":7.451379795932993}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

study.py; 1175 bars Jan2022–Sep9'26. signalshift nextopen, SMA50filter; flat split2025; fee5bp/side. Portfolio return includes marked open trade, sample/win/mean closed only. [{"symbol":"ATI","lb":10,"exit":10,"period":"holdout","slippage":0.001,"return":166.38723069946454,"drawdown":25.108535725362515,"sample":7,"win_rate":57.14285714285714,"mean_pct":18.240850103904176,"avgwin_pct":35.55267284276137,"avgloss_pct":4.841580214572081},{"symbol":"ATI","lb":10,"exit":10,"period":"holdout","slippage":0.003,"return":159.03181276718837,"drawdown":25.407504541734795,"sample":7,"win_rate":57.14285714285714,"mean_pct":17.76862972758007,"avgwin_pct":35.01134318671344,"avgloss_pct":5.221654884597768}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

study.py; 1175 bars Jan2022–Sep9'26. signalshift nextopen, SMA50filter; flat split2025; fee5bp/side. Portfolio return includes marked open trade, sample/win/mean closed only. [{"symbol":"ATI","lb":10,"exit":10,"period":"train","slippage":0.001,"return":3.6496767618243395,"drawdown":36.36326020190307,"sample":14,"win_rate":42.857142857142854,"mean_pct":0.9223352606711324,"avgwin_pct":12.804315845815042,"avgloss_pct":7.989150178186799},{"symbol":"ATI","lb":10,"exit":10,"period":"train","slippage":0.003,"return":-1.995197981940037,"drawdown":37.623357482344296,"sample":14,"win_rate":42.857142857142854,"mean_pct":0.5192508791383688,"avgwin_pct":12.353798266038591,"avgloss_pct":8.3566596610368}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

study.py; 1175 bars Jan2022–Sep9'26. signalshift nextopen, SMA50filter; flat split2025; fee5bp/side. Portfolio return includes marked open trade, sample/win/mean closed only. [{"symbol":"ATI","lb":10,"exit":5,"period":"holdout","slippage":0.001,"return":94.56945936588204,"drawdown":25.108535725362525,"sample":11,"win_rate":54.54545454545454,"mean_pct":7.750667468447622,"avgwin_pct":19.00815367817464,"avgloss_pct":5.7583159832248},{"symbol":"ATI","lb":10,"exit":5,"period":"holdout","slippage":0.003,"return":86.19397864238498,"drawdown":25.407504541734795,"sample":11,"win_rate":54.54545454545454,"mean_pct":7.320324194092715,"avgwin_pct":18.532870204558748,"avgloss_pct":6.134731018466526}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

study.py; 1175 bars Jan2022–Sep9'26. signalshift nextopen, SMA50filter; flat split2025; fee5bp/side. Portfolio return includes marked open trade, sample/win/mean closed only. [{"symbol":"ATI","lb":10,"exit":5,"period":"train","slippage":0.001,"return":12.943268864761448,"drawdown":33.1950584861857,"sample":18,"win_rate":33.33333333333333,"mean_pct":1.190544158442037,"avgwin_pct":13.190245190317729,"avgloss_pct":4.809306357495809},{"symbol":"ATI","lb":10,"exit":5,"period":"train","slippage":0.003,"return":5.097168362067605,"drawdown":34.2554364998752,"sample":18,"win_rate":33.33333333333333,"mean_pct":0.786389079500916,"avgwin_pct":12.738186969822788,"avgloss_pct":5.18950986566002}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

study.py; 1175 bars Jan2022–Sep9'26. signalshift nextopen, SMA50filter; flat split2025; fee5bp/side. Portfolio return includes marked open trade, sample/win/mean closed only. [{"symbol":"SSL","lb":40,"exit":10,"period":"holdout","slippage":0.001,"return":115.39004723898611,"drawdown":25.44378337206965,"sample":4,"win_rate":50,"mean_pct":20.93168656797498,"avgwin_pct":48.542967368853496,"avgloss_pct":6.679594232903536},{"symbol":"SSL","lb":40,"exit":10,"period":"holdout","slippage":0.003,"return":111.54854085183474,"drawdown":26.037856219622924,"sample":4,"win_rate":50,"mean_pct":20.44872429735751,"avgwin_pct":47.94978009436526,"avgloss_pct":7.0523314996502355}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

study.py; 1175 bars Jan2022–Sep9'26. signalshift nextopen, SMA50filter; flat split2025; fee5bp/side. Portfolio return includes marked open trade, sample/win/mean closed only. [{"symbol":"SSL","lb":40,"exit":10,"period":"train","slippage":0.001,"return":-57.18584400529121,"drawdown":59.88184659599922,"sample":7,"win_rate":0,"mean_pct":-11.223607002321758,"avgwin_pct":null,"avgloss_pct":11.223607002321758},{"symbol":"SSL","lb":40,"exit":10,"period":"train","slippage":0.003,"return":-58.368017827707,"drawdown":60.83322420316609,"sample":7,"win_rate":0,"mean_pct":-11.57820444322299,"avgwin_pct":null,"avgloss_pct":11.57820444322299}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

study.py; 1175 bars Jan2022–Sep9'26. signalshift nextopen, SMA50filter; flat split2025; fee5bp/side. Portfolio return includes marked open trade, sample/win/mean closed only. [{"symbol":"SSL","lb":40,"exit":5,"period":"holdout","slippage":0.001,"return":39.40069902097997,"drawdown":28.686425282262327,"sample":8,"win_rate":50,"mean_pct":3.1447144035855965,"avgwin_pct":15.161001387785134,"avgloss_pct":8.871572580613938},{"symbol":"SSL","lb":40,"exit":5,"period":"holdout","slippage":0.003,"return":34.74126251498366,"drawdown":29.537077742430128,"sample":8,"win_rate":50,"mean_pct":2.732758222464966,"avgwin_pct":14.70107585352593,"avgloss_pct":9.235559408595998}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

study.py; 1175 bars Jan2022–Sep9'26. signalshift nextopen, SMA50filter; flat split2025; fee5bp/side. Portfolio return includes marked open trade, sample/win/mean closed only. [{"symbol":"SSL","lb":40,"exit":5,"period":"train","slippage":0.001,"return":-43.73988897190253,"drawdown":46.53915710215853,"sample":8,"win_rate":0,"mean_pct":-6.881038000630893,"avgwin_pct":null,"avgloss_pct":6.881038000630893},{"symbol":"SSL","lb":40,"exit":5,"period":"train","slippage":0.003,"return":-45.51171971653209,"drawdown":48.11937805853764,"sample":8,"win_rate":0,"mean_pct":-7.2529710982324636,"avgwin_pct":null,"avgloss_pct":7.2529710982324636}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

study.py; 1175 bars Jan2022–Sep9'26. signalshift nextopen, SMA50filter; flat split2025; fee5bp/side. Portfolio return includes marked open trade, sample/win/mean closed only. [{"symbol":"SSL","lb":20,"exit":10,"period":"holdout","slippage":0.001,"return":144.15514271310838,"drawdown":22.95761979116946,"sample":7,"win_rate":42.857142857142854,"mean_pct":15.06791794945903,"avgwin_pct":42.989412578631395,"avgloss_pct":5.873203022420245,"ci":[-4.156511009479448,44.14863582361196],"p_loss20":0.0125,"pathq_pct":[6.590085390765632,32.28256964759242,71.80133209962425]},{"symbol":"SSL","lb":20,"exit":10,"period":"holdout","slippage":0.003,"return":136.94018470014197,"drawdown":23.571502687365086,"sample":7,"win_rate":42.857142857142854,"mean_pct":14.608364006884521,"avgwin_pct":42.418395249922305,"avgloss_pct":6.24915942539382}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

study.py; 1175 bars Jan2022–Sep9'26. signalshift nextopen, SMA50filter; flat split2025; fee5bp/side. Portfolio return includes marked open trade, sample/win/mean closed only. [{"symbol":"SSL","lb":20,"exit":10,"period":"train","slippage":0.001,"return":-54.039264029046244,"drawdown":57.6956470017483,"sample":11,"win_rate":0,"mean_pct":-6.763276850947373,"avgwin_pct":null,"avgloss_pct":6.763276850947373},{"symbol":"SSL","lb":20,"exit":10,"period":"train","slippage":0.003,"return":-56.01770021022807,"drawdown":59.35443145437964,"sample":11,"win_rate":0,"mean_pct":-7.135680054346391,"avgwin_pct":null,"avgloss_pct":7.135680054346391}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

study.py; 1175 bars Jan2022–Sep9'26. signalshift nextopen, SMA50filter; flat split2025; fee5bp/side. Portfolio return includes marked open trade, sample/win/mean closed only. [{"symbol":"SSL","lb":20,"exit":5,"period":"holdout","slippage":0.001,"return":42.15197626258265,"drawdown":31.452430414714193,"sample":13,"win_rate":38.46153846153847,"mean_pct":2.1875688081754237,"avgwin_pct":15.79978135076679,"avgloss_pct":6.320064030944181},{"symbol":"SSL","lb":20,"exit":5,"period":"holdout","slippage":0.003,"return":34.679853519743176,"drawdown":32.809769057286445,"sample":13,"win_rate":38.46153846153847,"mean_pct":1.7794335789953974,"avgwin_pct":15.337305789060457,"avgloss_pct":6.694236552295266}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

study.py; 1175 bars Jan2022–Sep9'26. signalshift nextopen, SMA50filter; flat split2025; fee5bp/side. Portfolio return includes marked open trade, sample/win/mean closed only. [{"symbol":"SSL","lb":20,"exit":5,"period":"train","slippage":0.001,"return":-41.73593478332634,"drawdown":46.01183450118015,"sample":13,"win_rate":15.384615384615385,"mean_pct":-3.949315546261351,"avgwin_pct":3.6672367970263577,"avgloss_pct":5.334143245040934},{"symbol":"SSL","lb":20,"exit":5,"period":"train","slippage":0.003,"return":-44.68825345384621,"drawdown":48.26743883214591,"sample":13,"win_rate":15.384615384615385,"mean_pct":-4.332952161755166,"avgwin_pct":3.253194691922133,"avgloss_pct":5.712251589696493}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

study.py; 1175 bars Jan2022–Sep9'26. signalshift nextopen, SMA50filter; flat split2025; fee5bp/side. Portfolio return includes marked open trade, sample/win/mean closed only. [{"symbol":"SSL","lb":10,"exit":10,"period":"holdout","slippage":0.001,"return":158.39825921341185,"drawdown":22.235927218923745,"sample":7,"win_rate":42.857142857142854,"mean_pct":15.474504159826836,"avgwin_pct":44.12572423533751,"avgloss_pct":6.01391089680617},{"symbol":"SSL","lb":10,"exit":10,"period":"holdout","slippage":0.003,"return":150.7624069838355,"drawdown":22.54636356865757,"sample":7,"win_rate":42.857142857142854,"mean_pct":15.013327113748542,"avgwin_pct":43.55017071876874,"avgloss_pct":6.389305590016605}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

study.py; 1175 bars Jan2022–Sep9'26. signalshift nextopen, SMA50filter; flat split2025; fee5bp/side. Portfolio return includes marked open trade, sample/win/mean closed only. [{"symbol":"SSL","lb":10,"exit":10,"period":"train","slippage":0.001,"return":-60.98111703923118,"drawdown":63.75512846456437,"sample":15,"win_rate":6.666666666666667,"mean_pct":-6.0181725952757805,"avgwin_pct":0.7335697370358851,"avgloss_pct":6.500439904726614},{"symbol":"SSL","lb":10,"exit":10,"period":"train","slippage":0.003,"return":-63.25340944164131,"drawdown":65.72906380438705,"sample":15,"win_rate":6.666666666666667,"mean_pct":-6.393550275666941,"avgwin_pct":0.3312389127438337,"avgloss_pct":6.873892360553424}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

study.py; 1175 bars Jan2022–Sep9'26. signalshift nextopen, SMA50filter; flat split2025; fee5bp/side. Portfolio return includes marked open trade, sample/win/mean closed only. [{"symbol":"SSL","lb":10,"exit":5,"period":"holdout","slippage":0.001,"return":44.41686990918934,"drawdown":31.242804819652125,"sample":14,"win_rate":35.714285714285715,"mean_pct":2.162567906487904,"avgwin_pct":16.361967683368643,"avgloss_pct":5.725987525112506},{"symbol":"SSL","lb":10,"exit":5,"period":"holdout","slippage":0.003,"return":36.27948256672378,"drawdown":33.06419927802791,"sample":14,"win_rate":35.714285714285715,"mean_pct":1.7545324816054388,"avgwin_pct":15.897247858126178,"avgloss_pct":6.10253161646164}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

study.py; 1175 bars Jan2022–Sep9'26. signalshift nextopen, SMA50filter; flat split2025; fee5bp/side. Portfolio return includes marked open trade, sample/win/mean closed only. [{"symbol":"SSL","lb":10,"exit":5,"period":"train","slippage":0.001,"return":-50.272087788917965,"drawdown":54.163450319143934,"sample":17,"win_rate":11.76470588235294,"mean_pct":-3.911187754600026,"avgwin_pct":3.667236797026357,"avgloss_pct":4.921644361483544},{"symbol":"SSL","lb":10,"exit":5,"period":"train","slippage":0.003,"return":-53.54119087760929,"drawdown":57.005099162105786,"sample":17,"win_rate":11.76470588235294,"mean_pct":-4.294976577302688,"avgwin_pct":3.2531946919221357,"avgloss_pct":5.30139941319933}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

study.py; 1175 bars Jan2022–Sep9'26. signalshift nextopen, SMA50filter; flat split2025; fee5bp/side. Portfolio return includes marked open trade, sample/win/mean closed only. [{"symbol":"FTK","lb":40,"exit":10,"period":"holdout","slippage":0.001,"return":-60.02839884355621,"drawdown":61.12989225466383,"sample":8,"win_rate":25,"mean_pct":-9.05417908763518,"avgwin_pct":18.274663597914437,"avgloss_pct":18.163793316151718},{"symbol":"FTK","lb":40,"exit":10,"period":"holdout","slippage":0.003,"return":-61.28724655193854,"drawdown":62.127645844316234,"sample":8,"win_rate":25,"mean_pct":-9.417436945342796,"avgwin_pct":17.802308237178156,"avgloss_pct":18.490685339516446}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

study.py; 1175 bars Jan2022–Sep9'26. signalshift nextopen, SMA50filter; flat split2025; fee5bp/side. Portfolio return includes marked open trade, sample/win/mean closed only. [{"symbol":"FTK","lb":40,"exit":10,"period":"train","slippage":0.001,"return":-37.57449378366798,"drawdown":51.080314497839964,"sample":8,"win_rate":25,"mean_pct":-4.341150663775551,"avgwin_pct":13.312076490371549,"avgloss_pct":10.22555971515792},{"symbol":"FTK","lb":40,"exit":10,"period":"train","slippage":0.003,"return":-39.66105206215918,"drawdown":52.04899332797635,"sample":8,"win_rate":25,"mean_pct":-4.723223062540118,"avgwin_pct":12.859531915925231,"avgloss_pct":10.584141388695233}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

study.py; 1175 bars Jan2022–Sep9'26. signalshift nextopen, SMA50filter; flat split2025; fee5bp/side. Portfolio return includes marked open trade, sample/win/mean closed only. [{"symbol":"FTK","lb":40,"exit":5,"period":"holdout","slippage":0.001,"return":-31.945800320684235,"drawdown":51.29917504278796,"sample":8,"win_rate":25,"mean_pct":-3.2335155595426284,"avgwin_pct":25.585499412279926,"avgloss_pct":12.83985388348348},{"symbol":"FTK","lb":40,"exit":5,"period":"holdout","slippage":0.003,"return":-34.08906881215145,"drawdown":52.26352012518114,"sample":8,"win_rate":25,"mean_pct":-3.620009668568728,"avgwin_pct":25.083958990852405,"avgloss_pct":13.187999221709104}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

study.py; 1175 bars Jan2022–Sep9'26. signalshift nextopen, SMA50filter; flat split2025; fee5bp/side. Portfolio return includes marked open trade, sample/win/mean closed only. [{"symbol":"FTK","lb":40,"exit":5,"period":"train","slippage":0.001,"return":-42.45909844631682,"drawdown":54.8634044438749,"sample":10,"win_rate":20,"mean_pct":-4.216501999698625,"avgwin_pct":14.598071733461357,"avgloss_pct":8.92014543298862},{"symbol":"FTK","lb":40,"exit":5,"period":"train","slippage":0.003,"return":-44.825557696610915,"drawdown":56.022011992273505,"sample":10,"win_rate":20,"mean_pct":-4.599071999410407,"avgwin_pct":14.14039343009933,"avgloss_pct":9.283938356787841}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

study.py; 1175 bars Jan2022–Sep9'26. signalshift nextopen, SMA50filter; flat split2025; fee5bp/side. Portfolio return includes marked open trade, sample/win/mean closed only. [{"symbol":"FTK","lb":20,"exit":10,"period":"holdout","slippage":0.001,"return":-63.617535058067155,"drawdown":67.16543789380894,"sample":10,"win_rate":30,"mean_pct":-7.629444962714034,"avgwin_pct":19.600734138187104,"avgloss_pct":19.299521720243092,"ci":[-19.200636927921824,5.406727991619897],"p_loss20":0.9568,"pathq_pct":[-25.749245085098575,-14.604927297679666,-0.6565682485288143]},{"symbol":"FTK","lb":20,"exit":10,"period":"holdout","slippage":0.003,"return":-65.0441179725152,"drawdown":68.26317952501257,"sample":10,"win_rate":30,"mean_pct":-7.998390398827262,"avgwin_pct":19.123085066829848,"avgloss_pct":19.621879884108882}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all