Notes

{"return":8.56329046927207,"drawdown":17.633492616899094,"win_rate":75,"sample":4,"mean_pct":2.5111245133458047,"avg_win_pct":7.31457142061233,"avg_loss_pct":11.89921620845377,"quarter_kelly":0.08582609865116297,"returns":[0.13936322164714227,-0.11899216208453771,0.05033882961456064,0.029735091356666993]} ComputedSep9~02:06. Frozenprior20closebreakout,nextopen,exit10sessionslater;pre2026train/2026holdout,costsinlabeltotalperside(5bpfee,restslippage). Indicatorsdiagnostic only; no15minexitvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CCJ&timeframe=1Day&feed=sip&adjustment=all

{"return":10.756438965794514,"drawdown":17.426645536579933,"win_rate":75,"sample":4,"mean_pct":3.025220001492291,"avg_win_pct":7.852744554107323,"avg_loss_pct":11.457353656352804,"quarter_kelly":0.09631091335799184,"returns":[0.14507687330739344,-0.11457353656352805,0.055606239694524,0.03489922362130223],"mean_CI_pct":[-7.202859249901504,11.753246088587064],"simulation_10pct":{"loss_prob_pct":8.14,"median_return_pct":6.135368204327096,"p95_drawdown_pct":5.0739722846210755}} ComputedSep9~02:06. Frozenprior20closebreakout,nextopen,exit10sessionslater;pre2026train/2026holdout,costsinlabeltotalperside(5bpfee,restslippage). Indicatorsdiagnostic only; no15minexitvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CCJ&timeframe=1Day&feed=sip&adjustment=all

{"return":12.093525044737508,"drawdown":17.302537288388407,"win_rate":75,"sample":4,"mean_pct":3.3349105069454694,"avg_win_pct":8.176939404239715,"avg_loss_pct":11.191176184937266,"quarter_kelly":0.1019608420118758,"returns":[0.14851877021457352,-0.11191176184937267,0.05877932120896092,0.038010090703657025]} ComputedSep9~02:06. Frozenprior20closebreakout,nextopen,exit10sessionslater;pre2026train/2026holdout,costsinlabeltotalperside(5bpfee,restslippage). Indicatorsdiagnostic only; no15minexitvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CCJ&timeframe=1Day&feed=sip&adjustment=all

{"return":-56.70259139231176,"drawdown":76.03092264705454,"win_rate":53.70370370370371,"sample":54,"mean_pct":-0.9824437646498247,"avg_win_pct":6.681053792910312,"avg_loss_pct":9.872100931419581,"quarter_kelly":0,"returns":[0.04870878578730672,0.07445644209751792,-0.11937584792850771,0.1006501856880563,0.003534708113102055,0.3638562172909482,-0.16140213358070496,-0.0317853899874805,-0.057297416222586536,-0.12046060351699465,0.11896879923078106,-0.021532555716532297,-0.13655389280273106,-0.2363030578049034,0.0701313991294494,-0.11821146371383405,0.12140605139058491,-0.18683820130839782,0.07369616587314091,0.03233099493909468,-0.05532106185046057,0.014296851619891237,0.0049047825764667215,0.02345217045560884,0.012494276918103304,-0.001847848668131514,0.012594679992228287,0.0903497645633598,0.05367979757756794,0.01854327766006022,-0.08069309024774785,-0.06190685185894214,-0.16438224153589523,0.02226811650759634,0.029003141335175862,-0.04524556568384312,-0.15648330774495708,0.1221465997403386,0.04638000479431171,0.010815933746747532,-0.1664419205594368,-0.1073164424619126,-0.15681556105751118,0.12590790468938676,0.14498295537727293,0.057746267707724175,0.013933906379089454,0.01664731749961224,-0.03841048749999819,-0.04058429245267039,-0.04075529510404219,0.10961810126346602,-0.11587748410353206,-0.04618321944314167]} ComputedSep9~02:06. Frozenprior20closebreakout,nextopen,exit10sessionslater;pre2026train/2026holdout,costsinlabeltotalperside(5bpfee,restslippage). Indicatorsdiagnostic only; no15minexitvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CCJ&timeframe=1Day&feed=sip&adjustment=all

{"return":-43.28176418376884,"drawdown":71.23214972811525,"win_rate":55.55555555555556,"sample":54,"mean_pct":-0.4858600549454386,"avg_win_pct":6.9860428974105435,"avg_loss_pct":9.825738745390417,"quarter_kelly":0,"returns":[0.05396802514779851,0.07984474355636535,-0.11495914566216418,0.10616978529190244,0.008567508950969893,0.3706951572778296,-0.1571960912884973,-0.02692963384525721,-0.05256954106492893,-0.1160493386710812,0.12458022228738401,-0.01662540645762454,-0.1322232968013774,-0.23247246212937822,0.07549802097931799,-0.1137889248824754,0.12702969136022135,-0.1827596592529226,0.07908065638921132,0.037508139369165173,-0.05058328006521384,0.019383598525977958,0.009944451017467498,0.02858480909824108,0.017571988280502045,0.003157971691810685,0.017672894632722338,0.09581773251777412,0.05896395451521201,0.02365131010175659,-0.07608248769718741,-0.05720208185028539,-0.16019113726295395,0.027394819989169428,0.034163604644294084,-0.0404572797027359,-0.15225260946168917,0.12777395176527043,0.05162757096179727,0.01588523228551491,-0.16226114058527874,-0.10283929150246504,-0.15258652821940802,0.13155411054332092,0.15072477638306284,0.06305080813820281,0.01901883399437154,0.021745846295860117,-0.033587940166237736,-0.03577264148264996,-0.035944501297903095,0.1151826532306688,-0.1114432460207002,-0.041399633523284476]} ComputedSep9~02:06. Frozenprior20closebreakout,nextopen,exit10sessionslater;pre2026train/2026holdout,costsinlabeltotalperside(5bpfee,restslippage). Indicatorsdiagnostic only; no15minexitvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CCJ&timeframe=1Day&feed=sip&adjustment=all

{"return":-33.307262638390185,"drawdown":67.9031860851333,"win_rate":55.55555555555556,"sample":54,"mean_pct":-0.18671862382214618,"avg_win_pct":7.3076337339484345,"avg_loss_pct":9.55465907103537,"quarter_kelly":0,"returns":[0.05713618463062592,0.08309064989244523,-0.11229852951431261,0.10949478547305008,0.011599262139358553,0.37481492652330084,-0.15466237645639974,-0.024004532169176925,-0.04972147474057072,-0.11339199801877548,0.12796053680633923,-0.013669345629694265,-0.12961455096427993,-0.2301649158888594,0.07873086754495091,-0.11112479279485936,0.13041736533293558,-0.18030275041050892,0.08232426701793268,0.04062684496437115,-0.04772924600027794,0.022447848761159028,0.012980341241746726,0.03167670446047476,0.020630795515002732,0.006173471872658003,0.02073200504134394,0.09911162985523121,0.062147124316629776,0.02672838271805902,-0.07330506625068745,-0.05436793403997279,-0.15766642107574574,0.030483140017499497,0.03727226155224591,-0.03757282197078819,-0.14970404189014938,0.13116386187564225,0.054788698527158584,0.01893897164515042,-0.15974264374327485,-0.10014226113438984,-0.15003896391003774,0.13495537817767,0.15418364247020877,0.0662462569312559,0.022081988290953845,0.0248171939275428,-0.030682843436545384,-0.032874108709405304,-0.03304648487915198,0.11853473266158665,-0.10877206631802822,-0.03851800710259682]} ComputedSep9~02:06. Frozenprior20closebreakout,nextopen,exit10sessionslater;pre2026train/2026holdout,costsinlabeltotalperside(5bpfee,restslippage). Indicatorsdiagnostic only; no15minexitvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CCJ&timeframe=1Day&feed=sip&adjustment=all

{"date":"2026-09-08 04:00:00+00:00","close":185.53,"prior20":194.78,"sma50":174.6098,"adr20":11.498944999999999,"rv20_pct":73.69051248978045,"signal":false,"bars":1426} ComputedSep9~02:06. Frozenprior20closebreakout,nextopen,exit10sessionslater;pre2026train/2026holdout,costsinlabeltotalperside(5bpfee,restslippage). Indicatorsdiagnostic only; no15minexitvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LEU&timeframe=1Day&feed=sip&adjustment=all

{"return":-35.590114698518754,"drawdown":55.09099452806837,"win_rate":50,"sample":6,"mean_pct":-5.387202205235474,"avg_win_pct":6.637061684112068,"avg_loss_pct":17.411466094583016,"quarter_kelly":0,"returns":[0.048044222133838244,-0.3779897630010191,-0.14172492248185897,0.021815909206205734,0.12925171918331807,-0.0026292973546124306]} ComputedSep9~02:06. Frozenprior20closebreakout,nextopen,exit10sessionslater;pre2026train/2026holdout,costsinlabeltotalperside(5bpfee,restslippage). Indicatorsdiagnostic only; no15minexitvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LEU&timeframe=1Day&feed=sip&adjustment=all

{"return":-33.62851959086031,"drawdown":54.412274247485456,"win_rate":66.66666666666666,"sample":6,"mean_pct":-4.912697684418936,"avg_win_pct":5.438194209488922,"avg_loss_pct":25.614481472234658,"quarter_kelly":0,"returns":[0.053300130318141986,-0.374869382782055,-0.13742024666263813,0.02694034596406206,0.1349146861633876,0.002372605933965263],"mean_CI_pct":[-19.696465312109986,6.762376414351441],"simulation_10pct":{"loss_prob_pct":91.28500000000001,"median_return_pct":-9.434593577956523,"p95_drawdown_pct":21.608648064232128}} ComputedSep9~02:06. Frozenprior20closebreakout,nextopen,exit10sessionslater;pre2026train/2026holdout,costsinlabeltotalperside(5bpfee,restslippage). Indicatorsdiagnostic only; no15minexitvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LEU&timeframe=1Day&feed=sip&adjustment=all

{"return":-32.423013830553174,"drawdown":54.000132136926396,"win_rate":66.66666666666666,"sample":6,"mean_pct":-4.626856730199897,"avg_win_pct":5.755134519522756,"avg_loss_pct":25.390839229645213,"quarter_kelly":0,"returns":[0.05646628310442879,-0.3729896694807357,-0.1348271151121685,0.03002730052074382,0.13832605068001733,0.005385746475720352]} ComputedSep9~02:06. Frozenprior20closebreakout,nextopen,exit10sessionslater;pre2026train/2026holdout,costsinlabeltotalperside(5bpfee,restslippage). Indicatorsdiagnostic only; no15minexitvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LEU&timeframe=1Day&feed=sip&adjustment=all

{"return":260.9815615548831,"drawdown":68.490716003944,"win_rate":54.54545454545454,"sample":44,"mean_pct":4.8701651868355205,"avg_win_pct":19.659275658277622,"avg_loss_pct":12.876767378894998,"quarter_kelly":0.06193215446349516,"returns":[-0.08374296309946064,-0.14521326682987773,-0.1220998786083093,0.02500972340912767,0.3574090104290455,-0.06787011924163824,0.19663797920246906,0.40811601292380645,-0.20374640189659332,-0.30683318151889954,-0.18940843759986822,0.13875929897231903,0.07325742437035657,0.1403092224892766,-0.34354999496281935,-0.12463312988160316,0.04409488212008351,0.04850996540638949,0.01123784990797222,-0.0773072356401254,0.07603277750893306,-0.07786745081441064,0.0540290966159989,0.1343669346331958,0.13106833273963853,-0.017531759876041057,-0.07629237032442833,0.07730042612539534,-0.15197092254023034,-0.10643821778610706,0.511200077230148,0.4817540868251147,-0.12817489446979913,0.11522223772855107,-0.0555191537075883,-0.14557652212241162,0.373193029457718,0.3620078857028322,0.3006111614274315,-0.10834825859077993,0.26019337979094104,0.20473856778670319,0.19316679518318175,-0.04322931626800836]} ComputedSep9~02:06. Frozenprior20closebreakout,nextopen,exit10sessionslater;pre2026train/2026holdout,costsinlabeltotalperside(5bpfee,restslippage). Indicatorsdiagnostic only; no15minexitvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LEU&timeframe=1Day&feed=sip&adjustment=all

{"return":349.81182082880935,"drawdown":67.20478319041732,"win_rate":54.54545454545454,"sample":44,"mean_pct":5.396085546953225,"avg_win_pct":20.259327566807503,"avg_loss_pct":12.439804876871907,"quarter_kelly":0.06658766843518128,"returns":[-0.07914764827005101,-0.14092607660374973,-0.11769683075428511,0.03015016940517742,0.36421563329796885,-0.0631952405672525,0.20263872496961086,0.4151768085245877,-0.19975261349096676,-0.3033561234878945,-0.18534277905056737,0.14446992342392959,0.07863971566105657,0.1460276160511698,-0.340256982770042,-0.12024278014351847,0.04933099393522833,0.05376820816450163,0.016309263333797754,-0.07267966123414159,0.0814289804697064,-0.07324268452987479,0.059315004441813604,0.14005554202230086,0.13674040563422918,-0.012604556321703538,-0.0716597088283566,0.08270298327190272,-0.1477176055806801,-0.1019566646582398,0.5187775895948217,0.4891839989086576,-0.12380229809785102,0.12081488085880777,-0.05078236487294022,-0.14129115274124648,0.38007877093036124,0.36883756078612995,0.3071330807300988,-0.10387627968866864,0.26651270186898945,0.2107799183742607,0.19915014137469197,-0.03843092368235101]} ComputedSep9~02:06. Frozenprior20closebreakout,nextopen,exit10sessionslater;pre2026train/2026holdout,costsinlabeltotalperside(5bpfee,restslippage). Indicatorsdiagnostic only; no15minexitvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LEU&timeframe=1Day&feed=sip&adjustment=all

{"return":413.2841294214087,"drawdown":66.40817553796059,"win_rate":54.54545454545454,"sample":44,"mean_pct":5.712899341099109,"avg_win_pct":20.620798116803478,"avg_loss_pct":12.176579189746132,"quarter_kelly":0.06926137519919488,"returns":[-0.0763794361284367,-0.13834347835358735,-0.11504444000803762,0.033246767907745264,0.3683159347503429,-0.06037909926085313,0.20625356702244113,0.41943022332577806,-0.1973467601455681,-0.3012615479004012,-0.1828936312168205,0.14790999674425528,0.08188200147905265,0.1494723694742114,-0.3382732761747526,-0.11759803872708281,0.052485221412477294,0.05693576729525034,0.019364276698859897,-0.06989201596229072,0.08467964666106882,-0.07045673086701638,0.06249922897616539,0.14348235229058076,0.14015725554284494,-0.00963641481025958,-0.06886899909953902,0.0859574772171305,-0.14515541254567646,-0.09925698242918865,0.5233422739548307,0.4936597690363453,-0.12116825128788265,0.12418388237265642,-0.04792892896025393,-0.13870965136590568,0.38422673333472146,0.3729517488647946,0.311061877095634,-0.10118236496172922,0.27031945390940926,0.21441922072220798,0.20275450194403055,-0.035540377743944376]} ComputedSep9~02:06. Frozenprior20closebreakout,nextopen,exit10sessionslater;pre2026train/2026holdout,costsinlabeltotalperside(5bpfee,restslippage). Indicatorsdiagnostic only; no15minexitvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LEU&timeframe=1Day&feed=sip&adjustment=all

{"date":"2026-09-08 04:00:00+00:00","close":63.96,"prior20":65.97,"sma50":59.6146,"adr20":3.30903,"rv20_pct":84.7908143164434,"signal":false,"bars":1426} ComputedSep9~02:06. Frozenprior20closebreakout,nextopen,exit10sessionslater;pre2026train/2026holdout,costsinlabeltotalperside(5bpfee,restslippage). Indicatorsdiagnostic only; no15minexitvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SEI&timeframe=1Day&feed=sip&adjustment=all

{"return":-50.43379499256859,"drawdown":53.46461094822992,"win_rate":16.666666666666664,"sample":6,"mean_pct":-10.70832632946553,"avg_win_pct":1.7249221282702814,"avg_loss_pct":13.19497602101269,"quarter_kelly":0,"returns":[-0.07018868142567551,-0.10842651796939021,0.017249221282702815,-0.08378217540795387,-0.16949509976092755,-0.22785632648668755]} ComputedSep9~02:06. Frozenprior20closebreakout,nextopen,exit10sessionslater;pre2026train/2026holdout,costsinlabeltotalperside(5bpfee,restslippage). Indicatorsdiagnostic only; no15minexitvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SEI&timeframe=1Day&feed=sip&adjustment=all

{"return":-48.924262336320574,"drawdown":52.40529800144329,"win_rate":16.666666666666664,"sample":6,"mean_pct":-10.260494350678083,"avg_win_pct":2.2350767167741834,"avg_loss_pct":12.75960856416854,"quarter_kelly":0,"returns":[-0.06552542472173385,-0.10395493134840508,0.022350767167741835,-0.07918705713324244,-0.16532962408125196,-0.22398339092379355],"mean_CI_pct":[-16.36653797846015,-4.078723822907814],"simulation_10pct":{"loss_prob_pct":100,"median_return_pct":-18.6671473399388,"p95_drawdown_pct":23.237395494266554}} ComputedSep9~02:06. Frozenprior20closebreakout,nextopen,exit10sessionslater;pre2026train/2026holdout,costsinlabeltotalperside(5bpfee,restslippage). Indicatorsdiagnostic only; no15minexitvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SEI&timeframe=1Day&feed=sip&adjustment=all

{"return":-47.99657328093197,"drawdown":51.758321281427925,"win_rate":16.666666666666664,"sample":6,"mean_pct":-9.990720903786334,"avg_win_pct":2.5423932290093583,"avg_loss_pct":12.497343730345472,"quarter_kelly":0,"returns":[-0.0627162844763908,-0.10126125293114584,0.02542393229009358,-0.07641896339594245,-0.16282034652788804,-0.2216503391859065]} ComputedSep9~02:06. Frozenprior20closebreakout,nextopen,exit10sessionslater;pre2026train/2026holdout,costsinlabeltotalperside(5bpfee,restslippage). Indicatorsdiagnostic only; no15minexitvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SEI&timeframe=1Day&feed=sip&adjustment=all

{"return":21.399737358037147,"drawdown":53.71208535275753,"win_rate":48.888888888888886,"sample":45,"mean_pct":1.4648723369490573,"avg_win_pct":12.434154204136313,"avg_loss_pct":9.027484231664841,"quarter_kelly":0.029452593093580823,"returns":[0.07459188674466688,0.010779323207317863,-0.04279094076655075,0.08154152498807667,-0.006316065693639501,-0.17868854192723105,0.09662343629806944,0.008720664965853395,0.17354006333672653,0.06552211831649601,-0.03849302125195694,0.01947602732920087,0.13489285702983256,-0.0071045610516901146,-0.07031807142583632,0.1490762884938634,-0.15914836876033134,-0.014741983801629622,-0.17333977007423162,0.025369616234595948,0.06971426514340037,0.09900809276010329,-0.06017031984541759,-0.015839626137825292,0.052944715339204106,0.00027745338170427527,-0.057372432696358576,-0.05735072504731543,0.4692565514238224,-0.11480837993264473,-0.07020731828426559,0.028512557568611294,-0.06324169406425671,0.2219265022961835,0.215820539473351,-0.03600389019049595,-0.10308605248240926,-0.3732919658218513,-0.031620660875578625,0.21318060540731068,-0.0815570825382996,-0.11869822179753141,0.25979830195333786,0.2649405332182605,-0.20213167881556576]} ComputedSep9~02:06. Frozenprior20closebreakout,nextopen,exit10sessionslater;pre2026train/2026holdout,costsinlabeltotalperside(5bpfee,restslippage). Indicatorsdiagnostic only; no15minexitvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SEI&timeframe=1Day&feed=sip&adjustment=all

{"return":52.03202796755446,"drawdown":52.80577534581349,"win_rate":48.888888888888886,"sample":45,"mean_pct":1.9737234059659536,"avg_win_pct":12.997989638261204,"avg_loss_pct":8.571226903186025,"quarter_kelly":0.037962089924969106,"returns":[0.07998086713017719,0.015848438232953968,-0.03799035079013255,0.08696534096730868,-0.0013326426136000102,-0.17456914908021418,0.10212285151233222,0.013779460809454174,0.1794250290323403,0.07086563579342796,-0.03367088762494657,0.024588735250019967,0.1405841006452128,-0.002125090364995756,-0.06565546329917585,0.15483862764526313,-0.1549310292994259,-0.009800796281149174,-0.16919356609882866,0.03051186622098459,0.07507879607723028,0.10451946124743826,-0.055456845337103586,-0.010903940633584441,0.05822518762085472,0.005293926980873212,-0.05264493356451891,-0.05262311710422267,0.47662381865442277,-0.1103687828833112,-0.06554415499900453,0.033670561789043464,-0.058543615054342205,0.22805400872128506,0.22191743929236363,-0.031169279603485832,-0.09858769636933364,-0.3701480375348885,-0.02676407901607121,0.2192642723547181,-0.07695081081523816,-0.11427812287833097,0.2661156436734805,0.2712836507662798,-0.19812979648688112]} ComputedSep9~02:06. Frozenprior20closebreakout,nextopen,exit10sessionslater;pre2026train/2026holdout,costsinlabeltotalperside(5bpfee,restslippage). Indicatorsdiagnostic only; no15minexitvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SEI&timeframe=1Day&feed=sip&adjustment=all

{"return":74.0062895174762,"drawdown":52.37910946077318,"win_rate":53.333333333333336,"sample":45,"mean_pct":2.2802546796256284,"avg_win_pct":12.236772734708309,"avg_loss_pct":9.098623097611723,"quarter_kelly":0.04658611238970563,"returns":[0.08322718245086426,0.018902067044498882,-0.03509848114616698,0.0902326412078719,0.0016693654726968924,-0.17208763176997197,0.10543569264140393,0.016826873358118114,0.1829701253089489,0.07408456431251553,-0.030766040111704147,0.02766862436933829,0.14401249897303864,0.0008745368042905821,-0.06284671375600875,0.15830985383871565,-0.1523905090664544,-0.006824230845272906,-0.16669589779700408,0.03360955144516915,0.07831038307754962,0.10783950301387221,-0.05261745394663759,-0.007930689605692123,0.061406137789921184,0.008315844660252696,-0.04979709375766233,-0.049775211749598265,0.48106185159783427,-0.10769437494564639,-0.0627350710289622,0.03677773734491998,-0.05571349789364694,0.23174521124243314,0.22559020443071348,-0.028256915984504118,-0.09587789204214651,-0.36825413890565073,-0.023838479928889312,0.22292906602708454,-0.07417599825402933,-0.11161546059087228,0.26992120274867293,0.2751047371692695,-0.19571906737194017]} ComputedSep9~02:06. Frozenprior20closebreakout,nextopen,exit10sessionslater;pre2026train/2026holdout,costsinlabeltotalperside(5bpfee,restslippage). Indicatorsdiagnostic only; no15minexitvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SEI&timeframe=1Day&feed=sip&adjustment=all

{"train_0.001":{"return":-76.19248701430344,"drawdown":86.78920451582097,"win_rate":30.303030303030305,"sample":33,"mean_pct":-3.4440999818928573,"avg_win_pct":11.463068780747305,"avg_loss_pct":9.925477704779881,"quarter_kelly":0},"train_0.0025":{"return":-78.43652245291139,"drawdown":87.87176675772753,"win_rate":30.303030303030305,"sample":33,"mean_pct":-3.733483895460752,"avg_win_pct":11.129030298090552,"avg_loss_pct":10.195446588309146,"quarter_kelly":0},"train_0.005":{"return":-81.71649658600745,"drawdown":89.48247823240084,"win_rate":30.303030303030305,"sample":33,"mean_pct":-4.213869834609022,"avg_win_pct":10.574516440619075,"avg_loss_pct":10.64360299775167,"quarter_kelly":0},"holdout_0.001":{"return":-30.99105028503775,"drawdown":37.71340197763372,"win_rate":25,"sample":4,"mean_pct":-8.173096192242626,"avg_win_pct":10.158493913477566,"avg_loss_pct":14.28362622748269,"quarter_kelly":0},"holdout_0.0025":{"return":-31.814210284239536,"drawdown":38.17868891986842,"win_rate":25,"sample":4,"mean_pct":-8.448314351644967,"avg_win_pct":9.828363297530416,"avg_loss_pct":14.540540234703428,"quarter_kelly":0,"mean_CI_pct":[-18.303165102983876,4.0718276709458845],"simulation_10pct":{"loss_prob_pct":99.95,"median_return_pct":-15.891095569600221,"p95_drawdown_pct":22.759126427694675}},"holdout_0.005":{"return":-33.16439419765967,"drawdown":38.94615797191321,"win_rate":25,"sample":4,"mean_pct":-8.905184715809597,"avg_win_pct":9.280336615507698,"avg_loss_pct":14.967025159582029,"quarter_kelly":0},"indicators":{"date":"2026-09-08 04:00:00+00:00","close":30.52,"prior20":26.63,"sma50":15.881300000000001,"adr20":2.03024,"rv20_pct":119.5793319231804,"signal":true,"bars":1426}} Sep9~02:06 python/vectorbt. Costs eachside5bpfee+20bpslippage base;10/50bptotal sensitivity. Training2021–25, untouched2026throughSep8. Nonoverlapping,nextopenexit10sessionslater; cashallin analyticalportfolio. No15minstopmodel,no currentselected-universe alpha claim. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"train_0.001":{"return":76.7260548271291,"drawdown":29.348834177286555,"win_rate":100,"sample":3,"mean_pct":20.980381618570263,"avg_win_pct":20.980381618570263,"avg_loss_pct":0,"quarter_kelly":0},"train_0.0025":{"return":75.14265355641179,"drawdown":29.560470432008856,"win_rate":100,"sample":3,"mean_pct":20.617833932695653,"avg_win_pct":20.617833932695653,"avg_loss_pct":0,"quarter_kelly":0},"train_0.005":{"return":72.53509046784751,"drawdown":29.91179293549264,"win_rate":100,"sample":3,"mean_pct":20.015993946437952,"avg_win_pct":20.015993946437952,"avg_loss_pct":0,"quarter_kelly":0},"holdout_0.001":{"return":35.239554247046875,"drawdown":34.439726655124794,"win_rate":85.71428571428571,"sample":7,"mean_pct":5.8950824480738575,"avg_win_pct":11.66567952870224,"avg_loss_pct":28.72850003569644,"quarter_kelly":0.12633388465647444},"holdout_0.0025":{"return":32.4291314118459,"drawdown":34.63611309189072,"win_rate":85.71428571428571,"sample":7,"mean_pct":5.57772292265822,"avg_win_pct":11.331034123578394,"avg_loss_pct":28.94214428286283,"quarter_kelly":0.12306297161023698,"mean_CI_pct":[-7.820641610153527,16.67254103386695],"simulation_10pct":{"loss_prob_pct":7.6899999999999995,"median_return_pct":11.777819119101274,"p95_drawdown_pct":9.144446326838207}},"holdout_0.005":{"return":27.874236956356835,"drawdown":34.962120442121815,"win_rate":71.42857142857143,"sample":7,"mean_pct":5.050896632334133,"avg_win_pct":12.943992190177827,"avg_loss_pct":14.681842262275104,"quarter_kelly":0.09755291408795154},"indicators":{"date":"2026-09-08 04:00:00+00:00","close":19.12,"prior20":18.93,"sma50":15.304300000000001,"adr20":1.1503099999999995,"rv20_pct":76.52315186300989,"signal":true,"bars":291}} Sep9~02:06 python/vectorbt. Costs eachside5bpfee+20bpslippage base;10/50bptotal sensitivity. Training2021–25, untouched2026throughSep8. Nonoverlapping,nextopenexit10sessionslater; cashallin analyticalportfolio. No15minstopmodel,no currentselected-universe alpha claim. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"dailyBar":{"c":12.49395,"h":12.5695,"l":12.46,"n":5,"o":12.528,"t":"2026-09-09T00:00:00Z","v":18.577877124,"vw":12.5024648533},"latestQuote":{"ap":12.498,"as":1150.4,"bp":12.47,"bs":1155.95,"t":"2026-09-09T02:05:09.527096282Z"},"latestTrade":{"i":6144456497870884000,"p":12.46,"s":6.561444,"t":"2026-09-09T01:24:27.118232504Z","tks":"S"},"minuteBar":{"c":12.49395,"h":12.49395,"l":12.4805,"n":0,"o":12.4805,"t":"2026-09-09T02:04:00Z","v":0,"vw":12.487225},"prevDailyBar":{"c":12.519,"h":12.803,"l":12.30392,"n":92,"o":12.76,"t":"2026-09-08T00:00:00Z","v":2414.363832816,"vw":12.5987279716}} Sep9~02:05 retrieved; partialSep9UTCday notcompletedvolume/rank; no directbottleneckrentclaim, minerpower opportunities belongstockanalysis. https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"dailyBar":{"c":1.417125,"h":1.4266,"l":1.411,"n":21,"o":1.417965,"t":"2026-09-09T00:00:00Z","v":1035.952445634,"vw":1.4156023362},"latestQuote":{"ap":1.418,"as":4143.792,"bp":1.4132,"bs":4137.5,"t":"2026-09-09T02:05:11.34706836Z"},"latestTrade":{"i":3667703972964877000,"p":1.42206,"s":5.772413,"t":"2026-09-09T01:54:02.10120476Z","tks":"B"},"minuteBar":{"c":1.417125,"h":1.417125,"l":1.41487,"n":0,"o":1.41487,"t":"2026-09-09T02:04:00Z","v":0,"vw":1.4159975},"prevDailyBar":{"c":1.417165,"h":1.45296,"l":1.38,"n":297,"o":1.39605,"t":"2026-09-08T00:00:00Z","v":18254.199424431,"vw":1.4103734702}} Sep9~02:05 retrieved; partialSep9UTCday notcompletedvolume/rank; no directbottleneckrentclaim, minerpower opportunities belongstockanalysis. https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"dailyBar":{"c":103.83,"h":103.915,"l":103.36,"n":9,"o":103.4,"t":"2026-09-09T00:00:00Z","v":2.638239089,"vw":103.6163311314},"latestQuote":{"ap":103.78,"as":0.94843,"bp":103.72,"bs":0.94428,"t":"2026-09-09T02:05:05.525361118Z"},"latestTrade":{"i":9048641319637305000,"p":103.758,"s":0.113695,"t":"2026-09-09T02:00:12.575828931Z","tks":"S"},"minuteBar":{"c":103.83,"h":103.83,"l":103.75,"n":0,"o":103.75,"t":"2026-09-09T02:04:00Z","v":0,"vw":103.79},"prevDailyBar":{"c":103.36,"h":104.84193323,"l":101.7165,"n":231,"o":103.75,"t":"2026-09-08T00:00:00Z","v":220.777645422,"vw":103.1828973772}} Sep9~02:05 retrieved; partialSep9UTCday notcompletedvolume/rank; no directbottleneckrentclaim, minerpower opportunities belongstockanalysis. https://runway.adityaperswal.workers.dev/data/crypto-snapshots