Notes

A news scan found the headline 'VSH R92102 breakout L40 train slip15bp'. This refers to a trading strategy for the stock symbol VSH. The strategy had a 40-day window, called a train window, and allowed for a 15 basis point slippage, which is a small price difference. The results showed a return of -32.52%, a drawdown of 47.26%, and a win rate of 27.27%. There were 33 trades, with 6 targets, an average win of 12.67%, and an average loss of -5.87%. The strategy used a 2 ATR stop, which is a volatility-based stop-loss, and a 3R target, which is a profit target. The strategy also used a 5 basis point fee per trade. The results were generated using a vectorbt long-only strategy, which means it only bought stocks, and used entry-day exits and gap stops. The data was from September 18, 2016, to 2026, and was a chronological sample, not a prospective sample. https://runway.adityaperswal.workers.dev/data/stock-bars

This is a US discovery census report for the period from August 1, 2026, to September 18, 2026. The report includes daily data for various stocks, with columns representing the stock symbol, date, closing price, one-day percentage change, 20-day percentage change, 20-day mean dollar volume, relative volume, and whether the stock had a breakout in the prior 20 days. A breakout is when a stock's price moves above a certain level, in this case, represented by 1 for yes and 0 for no. The data is rounded and nonfinite values are represented as NA, meaning not available. The stocks listed include VBNB, TVTX, TXUE, VC, TURF, TVRD, UBSI, UFPT, VCYT, VEEAW, VFLO, VGSH, WATR, WCBR, WCLD, WDAY, VGUS, VHUB, VWAV, WAFU, WBTN, WENNU, WHF, WIX, VINP, WGS, VLOSU, and VWOB, with their respective prices and changes on September 18, 2026. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'VSH R92102 breakout L20 recent slip45bp'. This refers to a trading signal for the stock symbol VSH, which had a breakout, meaning its price rose above a certain level. The L20 refers to a 20-day period, and slip45bp means the price slipped by 45 basis points, which is a measure of change in price, with 1 basis point being equal to 0.01%. The results of a trading strategy for VSH are as follows: the return was 145.00%, the drawdown, which is the maximum loss from a peak to a trough, was 20.32%, and the win rate, which is the percentage of winning trades, was 71.43%. There were 7 trades, with 5 targets, meaning the strategy had 5 profitable trades. The average win was 25.38%, and the average loss was -10.96%. A note mentions that the results are fixed and based on data from September 18, 2016, to 2026. The strategy used a 2ATR stop, which is a stop-loss order set at 2 times the average true range, a measure of volatility, and a 3R target, which is a profit target set at 3 times the risk. The strategy also used a 5 basis point fee per side, meaning a fee of 0.05% was charged for each buy and sell transaction. The strategy was run using Vectorbt, a backtesting framework, and used long-only positions, meaning only buying stocks, with entry-day exits, meaning trades were closed on the same day they were entered, and gap stops, meaning stop-loss orders were set to limit losses if the stock gapped down, or opened significantly lower than the previous day's close. The results are based on a chronological sample, meaning the trades were selected in the order they occurred, and are not a pristine prospective sample, meaning the results may not be representative of future performance. https://runway.adityaperswal.workers.dev/data/stock-bars

The R92102 US discovery census is a collection of stock data from August 1 to September 18, 2026. The data includes the symbol, date, close price, 1-day percentage change, 20-day percentage change, 20-day mean dollar volume, relative volume, and prior 20-day close breakout. A breakout is when a stock's price moves above a certain level, which is a significant event in trading. The data is rounded and nonfinite values are displayed as NA. The stocks listed include UUUG, UYSCR, UZX, VALG, TSMU, TZOO, UBND, UYLD, VCIG, TVACW, TXRH, USVM, UTSI, VBNK, TTEK, TUSK, TVAIU, TVAI, UCRD, ULVM, UYSCU, UECG, UPC, USAF, VBCC, TVAIR, TVIVW, UEVM, and USAU, with their respective prices and percentage changes on September 18, 2026. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'VSH R92102 breakout L20 recent slip15bp'. This refers to a trading signal for the stock symbol VSH, which had a breakout, meaning its price rose above a certain level, with a recent slip of 15 basis points, which is a measure of the difference between two prices, in this case, a small decrease. The details of this trading signal are as follows: the stock symbol is VSH, the length of the trading period, or window, is 20, and the recent slippage, or difference between expected and actual prices, is 15 basis points. The return on investment, or ret, is 155.51, the drawdown, or maximum loss, is 20.08, and the win rate, or percentage of successful trades, is 71.43. There were 7 trades in total, with 5 targets, or desired prices, and the average win, or profit, is 26.14, while the average loss is -10.42. The recon, or reconstruction, value is very close to zero, at 8.88e-16. These results are based on a fixed set of data, from September 18, 2016, to 2026, with a specific set of trading rules, including a 2ATR stop, which is a stop-loss order set at 2 times the average true range, a net 3R target, which is a desired price 3 times the risk, and a 5 basis point fee per trade. The trading strategy used is called Vectorbt long only, which means it only buys stocks and never sells short, with entry-day exits, meaning trades are closed on the same day they are opened, and gap stops, which are stop-loss orders set to limit losses if a stock's price gaps, or jumps, downward. The sample of trades used to test this strategy is chronological, meaning it is based on the order in which the trades occurred, and selected by name, but not pristine, meaning it is not perfect, and prospective, meaning it is based on future expectations. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'R92102 US discovery census'. The data is from August 1 to September 18, 2026, and includes the following information for each stock: symbol, date, close price, 1-day percentage change, 20-day percentage change, 20-day mean dollar volume, relative volume, and prior 20-day close breakout. The columns are: symbol, date, close, 1-day percentage change, 20-day percentage change, 20-day mean dollar volume, relative volume, and prior 20-day close breakout. A relative volume of 1 means the stock's trading volume is equal to its average volume over the past 20 days. The data includes the following stocks: UPWK, URBN, VBIO, VCLT, TSMG, TSSI, TTWO, TXN, UFIV, UMBFO, USOI, VBCA, TSMZ, UAL, URNJ, VBCH, TTRX, TW, TXG, TXUG, UFOX, USDE, USLM, VBCI, TSYX, TWIN, UPB, USIO. The data shows the stock prices and trading volumes for these stocks on September 18, 2026. For example, UPWK's close price was 8.35, with a 1-day percentage change of -1.93776 and a 20-day percentage change of -3.57968. USDE's close price was 10.19, with a 1-day percentage change of 32.166 and a 20-day percentage change of 154.75. A breakout of 1 means the stock's price has exceeded its prior 20-day high or low, and a breakout of 0 means it has not. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'VSH R92102 breakout L20 holdout slip45bp'. This refers to a trading strategy for the stock symbol VSH. The strategy had a 20-day holdout period, meaning it did not use the first 20 days of data to make predictions. It also had a 45 basis point slippage, which is a measure of the difference between the expected and actual price of a trade. The results of this strategy were a return of -65.16%, a drawdown of 65.98%, and a win rate of 5.56%. The average win was 15.12% and the average loss was -6.78%. The strategy was run on data from September 18, 2016, to 2026, with a next open, 2 ATR stop, and a net 3R target over 60 sessions. There was also a 5 basis point fee per side. The strategy used a vectorbt long-only approach, with entry-day exits and gap stops. This was a chronological selected-name diagnostic, not a pristine prospective sample, meaning it was a test of the strategy on past data, not a prediction of future results. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'R92102 US discovery census'. The data is from August 1 to September 18, 2026. The columns in the data are symbol, date, close, 1-day percentage change, 20-day percentage change, 20-day mean dollar volume, relative volume, and prior 20 close breakout. The data includes the following stocks: VBCF, TTGT, TWFG, TXXS, UCYB, UG, USIG, USXF, UTMD, TTAN, TVIVU, TVIV, TYRA, UFPI, UNIT, UPST, USGO, TTMI, UPGR, USVN, UYSC, TSUI, TSYY, TTEQ, TURB, TWLV, UEIC, UONEK, UPLD, TSPY. The data shows the price and volume information for each stock on September 18, 2026. For example, VBCF closed at 73.2593, with a 1-day percentage change of -0.292484 and a 20-day percentage change of -1.61254. The data also includes the 20-day mean dollar volume and relative volume for each stock. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'VSH R92102 breakout L20 holdout slip15bp'. This refers to a trading strategy for the stock VSH. The strategy had a 20-day holdout period, meaning it did not use the most recent 20 days of data to make predictions. It also had a 15 basis point slippage, which is a measure of the difference between expected and actual trade prices. The results of this strategy were a return of -61.19%, a drawdown of 63.11%, and a win rate of 5.56%. The average win was 15.81% and the average loss was -6.22%. The strategy was backtested from September 18, 2016, to 2026. It used a next open, 2 ATR stop, and a net 3R target, with 60 sessions. There was a 5 basis point fee per side. The strategy used a vectorbt long-only approach, with entry-day exits and gap stops. This was a chronological selected-name diagnostic, not a pristine prospective sample. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'R92102 US discovery census'. The data is from August 1 to September 18, 2026, and includes the following columns: symbol, date, close price, one-day percentage change, 20-day percentage change, 20-day mean dollar volume, relative volume, and prior 20-day close breakout. The data shows the price action for various stocks, including USCL, USFI, USIN, UTWY, VBIL, UNHG, UNIY, UROY, VCIT, ULBI, ULCC, VBCB, VBCJ, VCEL, TUG, TULP, TUR, TWG, TXXH, UFG, UMMA, USMC, TWLVU, UCFI, UONE, UTRE, UXIN, and VBCE. For example, on September 18, 2026, USCL closed at 85.9636 with a one-day percentage change of 0.0219909 and a 20-day percentage change of 0.4365. The data also includes the 20-day mean dollar volume and relative volume for each stock. A 'prior 20-day close breakout' of 1 indicates that the stock's price broke out of its prior 20-day range, while a 0 indicates that it did not. A'relative volume' is a measure of the stock's trading volume compared to its average volume, and 'nonfinite' values are displayed as 'NA'. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'VSH R92102 breakout L20 train slip45bp'. This refers to a trading strategy for the stock symbol VSH. The strategy had a 20-day window, known as the train window, and allowed for a 45 basis point slippage, which is a measure of the difference between expected and actual trade prices. The results showed a return of -33.68%, a drawdown of 44.33%, and a win rate of 32.5%. There were 40 trades, with 9 targets, an average win of 12.68%, and an average loss of -6.93%. A note mentioned that the results were fixed before a certain point, noted as 4039. The strategy was tested from September 18, 2016, to 2026, with a next open, 2 ATR stop, and a net 3R target over 60 sessions, and included a 5 basis point fee per side. The Vectorbt system was used for long-only trades, with entry-day exits and gap stops. The diagnostic was based on a chronological selection of names, but was not a pristine prospective sample. https://runway.adityaperswal.workers.dev/data/stock-bars

This is a US discovery census report for the period from August 1, 2026, to September 18, 2026. The report includes daily data for various stocks, with columns representing the stock symbol, date, closing price, one-day percentage change, 20-day percentage change, 20-day mean dollar volume, relative volume, and prior 20-day close breakout. The data is rounded, and nonfinite values are represented as NA. The stocks listed include TVACU, TWAV, ULTI, UNB, USEA, UTHR, UAE, UBRL, UCFIW, UCL, UCTT, UITB, USDX, UTEN, TVGN, UNCY, URGN, USAR, USSH, VBCD, TYGO, UVSP, VABK, VAVX, TXMD, UFCS, UNTY, ULH, and UMBF, with their respective closing prices and percentage changes on September 18, 2026. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'VSH R92102 breakout L20 train slip15bp'. This refers to a trading strategy for the stock symbol VSH. The strategy had a 20-day window, known as a 'train' window, and allowed for a 15 basis point'slippage', which is a small difference between expected and actual prices. The results showed a return of -15.696458689715257 percent and a drawdown of 37.82415706525636 percent, which is the largest decrease in value. The strategy had a win rate of 32.5 percent, with 40 trades, 9 targets, an average win of 13.355065718186513 percent, and an average loss of -6.365947897958593 percent. A'recon' value of 2.4702462297909733e-15 was also noted. The strategy was tested from September 18, 2016, to 2026, with a next open, 2 ATR stop, and a net 3R target over 60 sessions, and included a 5 basis point fee per side. The Vectorbt system was used for long-only trades, with entry-day exits and gap stops. The results are based on a chronological selected-name diagnostic, which is not a pristine prospective sample. https://runway.adityaperswal.workers.dev/data/stock-bars

This is a US discovery census report for the period of August 1 to September 18, 2026. The report includes daily data for various stocks, with columns representing the stock symbol, date, closing price, one-day percentage change, 20-day percentage change, 20-day mean dollar volume, relative volume, and prior 20-day close breakout. The data is rounded and nonfinite values are represented as NA. The stocks listed include TSLR, UIVM, USOY, UTHY, UTWO, TXXD, UBCP, UCAR, TVA, TWLVR, UK, ULTA, UPXI, TVGNW, UPBD, USTB, VANI, TSMX, USCB, USDEW, VAI, VALN, VALU, VBCG, TWST, UFO, USGG, TTD, and TTEC, with their respective prices and percentage changes on September 18, 2026. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'VSH R92102 breakout L10 recent slip45bp'. This refers to a trading signal for the stock symbol VSH, which had a breakout, meaning its price rose above a certain level. The L10 refers to a 10-day period, and the slip45bp means the price slipped by 45 basis points, which is a measure of change in price, where 1 basis point is equal to 0.01%. The results of a trading strategy for VSH are as follows: the return was 127.92%, the drawdown, which is the largest decline in value, was 20.32%, and the win rate, which is the percentage of successful trades, was 62.5%. There were 8 trades, with 5 targets, and the average win was 25.34%, while the average loss was -9.57%. A reconstruction, or backtest, of the strategy was done, but it is noted that the results may not be perfect because the sample of data used was not pristine, meaning it was not completely clean or reliable. The strategy was tested from September 18, 2016, to 2026, and the next open trade will use a stop-loss order set at 2 times the average true range, and a target of 3 times the reward, with a fee of 5 basis points per side. The strategy uses a long-only approach, meaning it only buys stocks, and it uses entry-day exits and gap stops, which are types of stop-loss orders. The diagnostic results are presented in chronological order, but it is noted that the sample used was not prospective, meaning it was not a forward-looking sample. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'R92102 US discovery census'. The data is for the period from August 1, 2026, to September 18, 2026. The columns in the data are symbol, date, close, 1-day percentage change, 20-day percentage change, 20-day mean dollar volume, relative volume, and prior 20 close breakout, which is a measure of whether the stock price broke out of its prior 20-day range, indicated by 1 for yes and 0 for no. The data shows the following stocks: TLF, TMED, TMYY, TRUC, TRUN, TRBF, TRUF, TRUG, TRUO, THYM, TDOT, TEAM, TECY, TRAW, TFSL, THRV, TRMB, TRSG, TDIC, TISC, TSCO, TMCR, TMDX, TMSWW, TOUR, TSL, THRY, TIL, TMS. The data includes the stock symbol, date, closing price, 1-day percentage change, 20-day percentage change, 20-day mean dollar volume, relative volume, and prior 20 close breakout for each stock. For example, TLF had a closing price of 2.68 on September 18, 2026, with a 1-day percentage change of 1.13208 and a 20-day percentage change of 3.4749. The data is rounded, and nonfinite values are displayed as NA, meaning not available. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'VSH R92102 breakout L10 recent slip15bp'. This refers to a stock, VSH, that had a breakout, meaning its price rose above a certain level, on September 18, 2016. The breakout was part of a strategy that used a 10-day window, called a'recent window', and allowed for a 15 basis point slippage, which is a measure of the difference between expected and actual prices. The results of this strategy were: a return of 139.13%, a maximum drawdown of 20.08%, and a win rate of 62.5%. The strategy had 8 trades, with 5 targets, an average win of 26.09%, and an average loss of -9.02%. A 'drawdown' is the maximum loss of value from a peak to a trough. A'return' is the profit made on an investment. The strategy used a'stop loss' of 2 times the average true range, or ATR, and a target of 3 times the reward, and was set to run for 60 sessions. There was a fee of 5 basis points per trade. The strategy was a 'long only' strategy, meaning it only bought stocks, and used'vectorbt', a type of trading software. The strategy also used 'gap stops', which are stops that are triggered when a stock gaps, or jumps, in price. The results are based on a 'chronological' sample, meaning the trades were selected in the order they occurred, and are not a perfect sample of future performance. https://runway.adityaperswal.workers.dev/data/stock-bars

This is a US discovery census report for the period from August 1, 2026, to September 18, 2026. The report includes daily data for various stocks, with columns for symbol, date, close price, one-day percentage change, 20-day percentage change, 20-day mean dollar volume, relative volume, and prior 20-day close breakout. A breakout is when a stock's price moves above a certain level, indicated by 1 for yes and 0 for no. The report claims that price action is not a bottleneck. The data is rounded and nonfinite values are displayed as NA. The stocks included in the report are TRUP, TSDD, TDWDU, TH, TSEM, TDIV, TKNS, TQQY, TRT, TSAT, TDUP, TENB, TGHL, TLA, TMSF, TROW, TENX, THEOR, TLG, TOYO, TRUM, TSLA, TECH, TELA, TLN, TMCI, TORO, TEXX, and TKLF, with their respective data for September 18, 2026. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'VSH R92102 breakout L10 holdout slip45bp'. This refers to a trading strategy for the stock symbol VSH. The strategy had a 10-day holdout period and allowed for a 45 basis point slippage. The results showed a return of -57.26%, a drawdown of 64.67%, and a win rate of 15.79%. The strategy had 19 trades, with 2 targets, an average win of 12.24%, and an average loss of -7.19%. A reconstruction error of 1.2212453270876722e-15 was noted. The strategy was fixed before results were noted as of 4039. The trading plan started on September 18, 2016, and will continue until 2026. The plan involves opening a position at the next open, setting a stop loss at 2 times the average true range, and setting a target at 3 times the reward. The plan also includes a 5 basis point fee per side. The strategy uses a vectorbt long-only approach, with entry-day exits and gap stops. The diagnostic was selected chronologically by name, but is not a pristine prospective sample. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'R92102 US discovery census'. The data is from August 1 to September 18, 2026. The columns show the stock symbol, date, closing price, one-day percentage change, 20-day percentage change, 20-day mean dollar volume, relative volume, and prior 20-day close breakout. The data includes the following stocks: TLSA, TRGSU, TMTSW, TMUSL, TROO, TSLS, TDTH, TGL, TMNS, TPCS, TSHA, TSLQ, TLRY, TLS, TRUT, TRUU, TEM, TLPH, TNXP, TRUD, TRUH, TSEL, TLSI, TOWN, TRIP, TRI, TDSB, THH, TRGS. For example, on September 18, 2026, TLSA's closing price was 0.9056, with a one-day percentage change of -6.63918 and a 20-day percentage change of -19.1429. A 'prior 20-day close breakout' is a measure of whether the stock's price has broken out of its previous 20-day range, shown as 1 for yes and 0 for no. 'Relative volume' is a measure of the stock's trading volume compared to its average volume, with 'NA' meaning not available. 'Mean dollar volume' is the average daily trading volume in dollars over the past 20 days. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'VSH R92102 breakout L10 holdout slip15bp'. This refers to a trading strategy for the stock symbol VSH. The strategy had a 10-day holdout period, meaning it did not trade for the first 10 days, and a 15 basis point slippage, which is a measure of the difference between expected and actual trade prices. The results showed a return of -52.10%, a drawdown of 61.46%, and a win rate of 15.79%. The strategy had 19 trades, with 2 targets, an average win of 12.92%, and an average loss of -6.63%. A reconstruction error of 1.22e-15 was noted. The strategy was tested from September 18, 2016, to 2026, with a next open, 2ATR stop, and a net 3R target over 60 sessions. A 5 basis point fee was applied per side. The Vectorbt long-only strategy used entry-day exits and gap stops. The results are based on a chronological selected-name diagnostic, which is not a pristine prospective sample. https://runway.adityaperswal.workers.dev/data/stock-bars

The R92102 US discovery census is a collection of data from August 1 to September 18, 2026. The data includes the symbol, date, close price, one-day percentage change, 20-day percentage change, 20-day mean dollar volume, relative volume, and prior 20-day close breakout. The columns are: symbol, date, close, 1d%, 20d%, 20d mean dollar volume, relative volume, prior20 close breakout. The data is rounded and nonfinite values are displayed as NA. The price action is not a bottleneck claim. The data includes the following stocks: TRIB, TSBK, TEXN, TDWD, THCH, THFF, TILC, TJGC, TMUSI, TNDM, TECX, TLIH, TMUSZ, TONX, TPG, TRAX, TRNR, TRON, TOMZ, TRVG, TSCM, TFGZ, TITN, TPST, TRMK, TRS, TSLG, TDSC, TEKX. For example, TRIB had a close price of 7.23 on September 18, 2026, with a one-day percentage change of -0.481762 and a 20-day percentage change of -31.4692. TJGC had a close price of 16.84 on September 18, 2026, with a one-day percentage change of 52.9519 and a 20-day percentage change of 262.931, and a prior 20-day close breakout of 1. TEKX had a close price of 67.3295 on September 18, 2026, with a one-day percentage change of 4.94196 and a 20-day percentage change of 6.69338, and a prior 20-day close breakout of 1. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'VSH R92102 breakout L10 train slip45bp'. This refers to a trading strategy for the stock symbol VSH. The strategy had a 10-day window for training, with 45 basis points of slippage. The return was -46.12%, and the drawdown was 61.83%. The win rate was 28.57%, with 42 trades, 8 targets, an average win of 13.02%, and an average loss of -6.64%. The results are based on a backtest from September 18, 2016, to 2026. The strategy used a 2ATR stop and a 3R target, with a 5 basis point fee per trade. It was a long-only strategy with entry-day exits and gap stops. The results are from a chronological diagnostic, not a prospective sample. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'R92102 US discovery census'. The data is from August 1 to September 18, 2026. The columns in the data are symbol, date, close, 1-day percentage change, 20-day percentage change, 20-day mean dollar volume, relative volume, and prior 20-day close breakout, which is a measure of whether the stock price has broken out of its previous 20-day range, shown as 1 for yes and 0 for no. The data includes the following stocks: TNYA, TRGSR, TRVI, TEAD, TDOG, TILE, TMTSU, TPGXL, TQQQ, TRDA, TDI, TEKY, TLNCU, TMUS, TNGX, TREE, TRMD, TRNS, THRM, TKNO, TLNC, TMNL, TSLL, THEOU, THMZ, THYP, TIGO, TIGR, TLSIW. The data shows the stock prices and trading volumes for these stocks on September 18, 2026. For example, TNYA's stock price was 0.6793, with a 1-day percentage change of 1.05623 and a 20-day percentage change of -1.63626. TRMD's stock price was 38.23, with a 1-day percentage change of 4.368 and a prior 20-day close breakout of 1, indicating that the stock price has broken out of its previous 20-day range. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'VSH R92102 breakout L10 train slip15bp'. The symbol is VSH, with a window of 10, also known as a short-term period, and a slippage of 15 basis points, which is a measure of the difference between expected and actual trade prices. The return was -30.68%, the drawdown was 54.39%, and the win rate was 28.57%. There were 42 trades, with 8 targets, an average win of 13.70%, and an average loss of -6.08%. The results are based on a backtest, which is a simulation of trades using historical data, from September 18, 2016, to 2026. The strategy used a 2ATR stop, which is a stop-loss order set at a price level that is a multiple of the average true range, and a net 3R target, which is a profit target that is a multiple of the risk. The strategy also used a 5 basis point fee per side, which is a fee charged for each trade. The Vectorbt system, a backtesting framework, was used with a long-only strategy, which means only buying stocks, and entry-day exits, which means closing trades on the same day they were opened, and gap stops, which are stop-loss orders set to limit losses if a stock gaps down. The results are based on a chronological sample, which means the trades were selected in the order they occurred, and are not a pristine prospective sample, which means the results may not be representative of future performance. https://runway.adityaperswal.workers.dev/data/stock-bars