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":"FTK","lb":20,"exit":10,"period":"train","slippage":0.001,"return":-46.48345211140522,"drawdown":60.3531108482797,"sample":10,"win_rate":30,"mean_pct":-4.8521246132766755,"avgwin_pct":9.569928644915208,"avgloss_pct":11.0330045810732},{"symbol":"FTK","lb":20,"exit":10,"period":"train","slippage":0.003,"return":-48.68440354551885,"drawdown":61.447830886698206,"sample":10,"win_rate":30,"mean_pct":-5.232157189768315,"avgwin_pct":9.132322829149642,"avgloss_pct":11.388362912161728}] 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":5,"period":"holdout","slippage":0.001,"return":-30.517492895089216,"drawdown":53.45946121052141,"sample":10,"win_rate":30,"mean_pct":-1.9028507837119717,"avgwin_pct":24.852445653416044,"avgloss_pct":13.369406399623978},{"symbol":"FTK","lb":20,"exit":5,"period":"holdout","slippage":0.003,"return":-33.24195253923597,"drawdown":54.56314178085828,"sample":10,"win_rate":30,"mean_pct":-2.294656943675678,"avgwin_pct":24.35383160306093,"avgloss_pct":13.715437749419939}] 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":5,"period":"train","slippage":0.001,"return":-50.67095807154287,"drawdown":63.41911068457902,"sample":12,"win_rate":25,"mean_pct":-4.615659488347742,"avgwin_pct":11.511501195021827,"avgloss_pct":9.991379716137597},{"symbol":"FTK","lb":20,"exit":5,"period":"train","slippage":0.003,"return":-53.07658630776116,"drawdown":64.64210141544714,"sample":12,"win_rate":25,"mean_pct":-4.996636040220264,"avgwin_pct":11.066144567427038,"avgloss_pct":10.350896242769364}] 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":10,"exit":10,"period":"holdout","slippage":0.001,"return":-55.721790477944644,"drawdown":64.58960088704329,"sample":11,"win_rate":36.36363636363637,"mean_pct":-5.516592767667401,"avgwin_pct":14.733580398520758,"avgloss_pct":17.08812029120349},{"symbol":"FTK","lb":10,"exit":10,"period":"holdout","slippage":0.003,"return":-57.62780024706036,"drawdown":65.91009250594463,"sample":11,"win_rate":27.27272727272727,"mean_pct":-5.893972768734595,"avgwin_pct":19.12308506682984,"avgloss_pct":15.275369457071259}] 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":10,"exit":10,"period":"train","slippage":0.001,"return":-58.10321695475751,"drawdown":75.0613285826207,"sample":14,"win_rate":21.428571428571427,"mean_pct":-6.394276442299149,"avgwin_pct":9.569928644915217,"avgloss_pct":10.748150556993975},{"symbol":"FTK","lb":10,"exit":10,"period":"train","slippage":0.003,"return":-60.46395467367331,"drawdown":76.03919202892233,"sample":14,"win_rate":21.428571428571427,"mean_pct":-6.768152705632079,"avgwin_pct":9.132322829149638,"avgloss_pct":11.10464603329982}] 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":10,"exit":5,"period":"holdout","slippage":0.001,"return":-25.630059439106272,"drawdown":55.85769348118789,"sample":12,"win_rate":25,"mean_pct":-1.1170597139516367,"avgwin_pct":24.85244565341605,"avgloss_pct":9.773561503074198},{"symbol":"FTK","lb":10,"exit":5,"period":"holdout","slippage":0.003,"return":-29.115511652523846,"drawdown":57.24789151669887,"sample":12,"win_rate":25,"mean_pct":-1.5120027738052961,"avgwin_pct":24.353831603060936,"avgloss_pct":10.133947566094042}] 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":10,"exit":5,"period":"train","slippage":0.001,"return":-62.19924415887014,"drawdown":77.47713298688494,"sample":17,"win_rate":17.647058823529413,"mean_pct":-5.841029176459969,"avgwin_pct":11.511501195021829,"avgloss_pct":9.559428541777496},{"symbol":"FTK","lb":10,"exit":5,"period":"train","slippage":0.003,"return":-64.7546785753476,"drawdown":78.57567651288403,"sample":17,"win_rate":17.647058823529413,"mean_pct":-6.217114018324926,"avgwin_pct":11.066144567427054,"avgloss_pct":9.92066942955749}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"daily":{"c":101.1,"h":101.7125,"l":100.485,"n":15,"o":101.607,"t":"2026-09-10T00:00:00Z","v":5.7975132,"vw":101.1469267414},"previous":{"c":101.5535,"h":105.0600551,"l":100.3265,"n":203,"o":103.4,"t":"2026-09-09T00:00:00Z","v":169.22901177,"vw":102.7410020894},"quote":{"ap":101.15,"as":0.95183,"bp":101.05,"bs":0.9505,"t":"2026-09-10T02:03:43.322167157Z"},"partial_return_pct":-0.4465626492439978,"spread_bps":9.891196834817856} Partial UTCday, venuevolume only; no demonstrated token cashflow linkage to physical bottleneck. https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"daily":{"c":6.02615,"h":6.210905,"l":5.93815,"n":15,"o":6.152,"t":"2026-09-10T00:00:00Z","v":638.770862199,"vw":6.1446279542},"previous":{"c":6.156955,"h":6.955,"l":6.117145,"n":110,"o":6.74758,"t":"2026-09-09T00:00:00Z","v":1377.407979677,"vw":6.607910344},"quote":{"ap":6.029,"as":708.9,"bp":6.01471,"bs":710.8,"t":"2026-09-10T02:04:00.781832704Z"},"partial_return_pct":-2.12450797512731,"spread_bps":23.730229306417893} Partial UTCday, venuevolume only; no demonstrated token cashflow linkage to physical bottleneck. https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"daily":{"c":2462.586,"h":2477.39,"l":2455.43,"n":19,"o":2468.91,"t":"2026-09-10T00:00:00Z","v":0.813136142,"vw":2468.2148152698},"previous":{"c":2467.7,"h":2522.27,"l":2443.75,"n":373,"o":2484.116,"t":"2026-09-09T00:00:00Z","v":54.733028936,"vw":2492.6204028909},"quote":{"ap":2463,"as":0.03324,"bp":2462.172,"bs":0.0330894,"t":"2026-09-10T02:03:43.527996006Z"},"partial_return_pct":-0.20723750861125767,"spread_bps":3.3623191230680853} Partial UTCday, venuevolume only; no demonstrated token cashflow linkage to physical bottleneck. https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"daily":{"c":7.755,"h":7.819245,"l":7.69669,"n":5,"o":7.7954,"t":"2026-09-10T00:00:00Z","v":31.030122471,"vw":7.7662779519},"previous":{"c":7.79703,"h":8.064,"l":7.667,"n":58,"o":8.011195,"t":"2026-09-09T00:00:00Z","v":153.653744942,"vw":7.8867400208},"quote":{"ap":7.78,"as":226.88,"bp":7.73,"bs":230.21,"t":"2026-09-10T02:03:48.24266712Z"},"partial_return_pct":-0.5390514080361397,"spread_bps":64.4745325596387} Partial UTCday, venuevolume only; no demonstrated token cashflow linkage to physical bottleneck. https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"daily":{"c":52.7068,"h":53.358,"l":52.542,"n":4,"o":53.1465,"t":"2026-09-10T00:00:00Z","v":1.059207515,"vw":52.7785672511},"previous":{"c":53.18295,"h":54.6689,"l":52.36,"n":30,"o":54.3085,"t":"2026-09-09T00:00:00Z","v":55.435214797,"vw":53.7100154451},"quote":{"ap":52.858,"as":67.255,"bp":52.5556,"bs":67.42,"t":"2026-09-10T02:03:49.324579872Z"},"partial_return_pct":-0.8953057323822677,"spread_bps":57.37400107765956} Partial UTCday, venuevolume only; no demonstrated token cashflow linkage to physical bottleneck. https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"daily":{"c":11.7315,"h":11.822,"l":11.6648,"n":9,"o":11.79755,"t":"2026-09-10T00:00:00Z","v":142.306930281,"vw":11.8072440747},"previous":{"c":11.7994,"h":12.63,"l":11.6091,"n":99,"o":12.528,"t":"2026-09-09T00:00:00Z","v":371.370902828,"vw":12.1058978483},"quote":{"ap":11.743,"as":1160.39,"bp":11.72,"bs":1156.5,"t":"2026-09-10T02:03:48.533586617Z"},"partial_return_pct":-0.5754529891350391,"spread_bps":19.605336061031995} Partial UTCday, venuevolume only; no demonstrated token cashflow linkage to physical bottleneck. https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"daily":{"c":78049.08,"h":78492.476,"l":77922.915,"n":56,"o":78278.75,"t":"2026-09-10T00:00:00Z","v":0.021539056,"vw":78273.3008693842},"previous":{"c":78283.41,"h":79748.4325,"l":77757.591,"n":919,"o":78455.2,"t":"2026-09-09T00:00:00Z","v":1.768376206,"vw":78731.8868532928},"quote":{"ap":78043.96,"as":0.0010072,"bp":78019.82,"bs":0.00099735,"t":"2026-09-10T02:04:00.622362635Z"},"partial_return_pct":-0.29933545306726206,"spread_bps":3.0936069855541644} Partial UTCday, venuevolume only; no demonstrated token cashflow linkage to physical bottleneck. https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"daily":{"c":1.1064,"h":1.126465,"l":1.096335,"n":5,"o":1.122,"t":"2026-09-10T00:00:00Z","v":227.475281969,"vw":1.1176461568},"previous":{"c":1.122375,"h":1.258425,"l":1.0925,"n":163,"o":1.24605,"t":"2026-09-09T00:00:00Z","v":11419.33253353,"vw":1.1376647401},"quote":{"ap":1.1077,"as":665,"bp":1.1051,"bs":662.62,"t":"2026-09-10T02:03:59.786864282Z"},"partial_return_pct":-1.4233210825258857,"spread_bps":23.499638467099928} Partial UTCday, venuevolume only; no demonstrated token cashflow linkage to physical bottleneck. https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"daily":{"c":0.085443,"h":0.086338,"l":0.0851215,"n":2,"o":0.0861372,"t":"2026-09-10T00:00:00Z","v":6752.930771722,"vw":0.0863096568},"previous":{"c":0.08617835,"h":0.0916502,"l":0.0849186,"n":50,"o":0.09005,"t":"2026-09-09T00:00:00Z","v":49611.926116086,"vw":0.0882799131},"quote":{"ap":0.085566,"as":248116.486,"bp":0.08532,"bs":251244.28,"t":"2026-09-10T02:03:42.661818052Z"},"partial_return_pct":-0.8532885579730864,"spread_bps":28.791123907167368} Partial UTCday, venuevolume only; no demonstrated token cashflow linkage to physical bottleneck. https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"daily":{"c":250.502,"h":252.837,"l":248.9625,"n":6,"o":251.765,"t":"2026-09-10T00:00:00Z","v":2.222909844,"vw":251.3954276033},"previous":{"c":251.9565,"h":261.38205,"l":247.1,"n":50,"o":258.2905,"t":"2026-09-09T00:00:00Z","v":9.276822778,"vw":256.2941139014},"quote":{"ap":251.244,"as":32.2146,"bp":249.76,"bs":32.06,"t":"2026-09-10T02:03:42.744209982Z"},"partial_return_pct":-0.5772821895843161,"spread_bps":59.241043983681124} Partial UTCday, venuevolume only; no demonstrated token cashflow linkage to physical bottleneck. https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"symbol":"0700.HK","source":"https://query1.finance.yahoo.com/v8/finance/chart/0700.HK","n":65,"last_epoch":1789003800,"close":428.20001220703125,"r1":-1.3364027172739101,"r20":-2.902491563031462,"vol20_ann":23.466831423553103,"above_sma50":false}; Retrieved Sep10 ~02:05UTC. Current Asian bar incomplete; European last history timestamp differs from quote. r1 is last available history interval, not guaranteed Sep9 return. No venue/FX validation. https://query1.finance.yahoo.com/v8/finance/chart/0700.HK

{"symbol":"CCO.TO","source":"https://query1.finance.yahoo.com/v8/finance/chart/CCO.TO","n":64,"last_epoch":1788960600,"close":138.8000030517578,"r1":-1.3924350181634404,"r20":0.9381198432509175,"vol20_ann":43.74980165838634,"above_sma50":true}; Retrieved Sep10 ~02:05UTC. Current Asian bar incomplete; European last history timestamp differs from quote. r1 is last available history interval, not guaranteed Sep9 return. No venue/FX validation. https://query1.finance.yahoo.com/v8/finance/chart/CCO.TO

{"symbol":"MAERSK-B.CO","source":"https://query1.finance.yahoo.com/v8/finance/chart/MAERSK-B.CO","n":65,"last_epoch":1788850800,"close":22210,"r1":-1.7691287041132209,"r20":29.12790697674419,"vol20_ann":56.09575226294123,"above_sma50":true}; Retrieved Sep10 ~02:05UTC. Current Asian bar incomplete; European last history timestamp differs from quote. r1 is last available history interval, not guaranteed Sep9 return. No venue/FX validation. https://query1.finance.yahoo.com/v8/finance/chart/MAERSK-B.CO

{"symbol":"RR.L","source":"https://query1.finance.yahoo.com/v8/finance/chart/RR.L","n":65,"last_epoch":1788850800,"close":1481,"r1":-0.6573684268274982,"r20":-3.8311688311688297,"vol20_ann":23.345184194770884,"above_sma50":true}; Retrieved Sep10 ~02:05UTC. Current Asian bar incomplete; European last history timestamp differs from quote. r1 is last available history interval, not guaranteed Sep9 return. No venue/FX validation. https://query1.finance.yahoo.com/v8/finance/chart/RR.L

{"symbol":"SU.PA","source":"https://query1.finance.yahoo.com/v8/finance/chart/SU.PA","n":65,"last_epoch":1788850800,"close":299.6000061035156,"r1":4.027779897054029,"r20":-0.8767556315911862,"vol20_ann":28.722874163075375,"above_sma50":true}; Retrieved Sep10 ~02:05UTC. Current Asian bar incomplete; European last history timestamp differs from quote. r1 is last available history interval, not guaranteed Sep9 return. No venue/FX validation. https://query1.finance.yahoo.com/v8/finance/chart/SU.PA

{"symbol":"PRY.MI","source":"https://query1.finance.yahoo.com/v8/finance/chart/PRY.MI","n":65,"last_epoch":1788850800,"close":128.5,"r1":5.112474437627812,"r20":2.1056826046953248,"vol20_ann":41.615129984985934,"above_sma50":true}; Retrieved Sep10 ~02:05UTC. Current Asian bar incomplete; European last history timestamp differs from quote. r1 is last available history interval, not guaranteed Sep9 return. No venue/FX validation. https://query1.finance.yahoo.com/v8/finance/chart/PRY.MI

{"symbol":"005930.KS","source":"https://query1.finance.yahoo.com/v8/finance/chart/005930.KS","n":65,"last_epoch":1788998400,"close":264500,"r1":-1.855287569573283,"r20":3.522504892367917,"vol20_ann":68.49448674411286,"above_sma50":true}; Retrieved Sep10 ~02:05UTC. Current Asian bar incomplete; European last history timestamp differs from quote. r1 is last available history interval, not guaranteed Sep9 return. No venue/FX validation. https://query1.finance.yahoo.com/v8/finance/chart/005930.KS

{"symbol":"000660.KS","source":"https://query1.finance.yahoo.com/v8/finance/chart/000660.KS","n":65,"last_epoch":1788998400,"close":1828000,"r1":-1.5086206896551713,"r20":21.542553191489368,"vol20_ann":75.8329589899728,"above_sma50":true}; Retrieved Sep10 ~02:05UTC. Current Asian bar incomplete; European last history timestamp differs from quote. r1 is last available history interval, not guaranteed Sep9 return. No venue/FX validation. https://query1.finance.yahoo.com/v8/finance/chart/000660.KS