Notes

A news scan found the following data: a list of entry-condition regime table 16 results. The results are for two sample groups, ETN_holdout and ETN_recent, with two fields, sma200 and spy_above. Sma200 refers to a simple moving average over 200 periods, which is a way to smooth out price data. Spy_above refers to whether the price of the SPY stock, which tracks the S&P 500 index, is above a certain level. The results show the mean percentage change and win percentage for each combination of sample group, field, and value. For ETN_holdout, when sma200 is true, the mean percentage change is -1.4586 and the win percentage is 25. When sma200 is false, the mean percentage change is 29.3149 and the win percentage is 100. The same results are seen for spy_above. For ETN_recent, when sma200 is true, the mean percentage change is 1.3718 and the win percentage is 50. There are no results when sma200 is false. The same results are seen for spy_above. These results are for baseline entry cohorts, do not include a rerun filter strategy, exclude unavailable SMA200, and include boundary liquidations. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A data scan found the following entry-condition regime table: the sample group PSIX_recent had a true sma200 value with a mean percentage of 11.320170164558158 and a win percentage of 50, and a false sma200 value with a mean percentage of -8.215684772652187 and a win percentage of 33.33333333333333. The sample group PSIX_recent also had a true spy_above value with a mean percentage of -0.4013427977680495 and a win percentage of 40, and a false spy_above value with no data. The sample group ETN_train had a true sma200 value with a mean percentage of 2.3250242571392166 and a win percentage of 48.38709677419355, and a false sma200 value with a mean percentage of -1.8603438377289818 and a win percentage of 40. The sample group ETN_train also had a true spy_above value with a mean percentage of 1.8684165388076233 and a win percentage of 45.16129032258064, and a false spy_above value with a mean percentage of -0.824720055036849 and a win percentage of 44.44444444444444. This data is from baseline entry cohorts, does not include a re-run filter strategy, excludes unavailable SMA200, and includes boundary liquidations. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data line: a list of entry-condition regime table results for R91906, which is a set of data used by an automated trading fund manager. The list includes the sample group, field, value, number of times the condition was met, mean percentage, and win percentage. The fields include sma200, which refers to a simple moving average over 200 days, and spy_above, which refers to whether the SPY stock, a type of stock that tracks the S&P 500 index, is above a certain level. The sample groups are PSIX_train and PSIX_holdout, which are sets of data used for training and testing the trading strategy. The results show that when spy_above is true, the mean percentage is 12.206112293337375 and the win percentage is 66.66666666666666, and when spy_above is false, the mean percentage is 57.88061271237257 and the win percentage is 100. This data is part of the baseline entry cohorts and does not include a re-run filter strategy, excludes unavailable SMA200, and includes boundary liquidations. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data: intercept daily percentage is 0.06540495963803512, market beta is 1.3713518469117147, and power equal weight beta is 0.8374169719866996. HAC5 t values are 0.25552091035823293, 4.15616496244254, and 6.195264643983802. The R2 value is 0.27973778631499047. There is a caveat that the sample is survivor-selected, factors are correlated, and it does not represent causal alpha. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A data scan found the following correlation coefficients between stocks: PSIX has a correlation of 1 with itself, 0.4864408979123419 with ETN, 0.4105750631007611 with POWL, 0.44835401808611863 with NVT, and 0.45530650536746176 with SPY. ETN has a correlation of 0.4864408979123419 with PSIX, 1 with itself, 0.6700774937953293 with POWL, 0.774793437141043 with NVT, and 0.6434208679281574 with SPY. POWL has a correlation of 0.4105750631007611 with PSIX, 0.6700774937953293 with ETN, 1 with itself, 0.6021954338597514 with NVT, and 0.501400908122826 with SPY. NVT has a correlation of 0.44835401808611863 with PSIX, 0.774793437141043 with ETN, 0.6021954338597514 with POWL, 1 with itself, and 0.6109077484238157 with SPY. SPY has a correlation of 0.45530650536746176 with PSIX, 0.6434208679281574 with ETN, 0.501400908122826 with POWL, 0.6109077484238157 with NVT, and 1 with itself. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A list of valuation scenarios for PSIX was found, which is a stock ticker symbol. The list includes different combinations of annual earnings per share, known as annual EPS, and price-to-earnings ratios, or PE. The annual EPS values are 2.0948541206051936, 2.923196948682386, 3.5, and 4.0. The PE values are 15, 20, and 25. The list shows the calculated value and net return, or netR, for each scenario. The netR calculation uses an E, which refers to the current stock price, of 45.87 and an S, which refers to the strike price, of 41.2664, with a fee of 5 basis points, or 0.05%, and a 50 basis point, or 0.5%, slip on each side. The annual EPS values of 2.09485 and 2.92320 are based on H1 and Q2 annualizations, which means they are estimates for the first half and second quarter of the year. The values of 3.5 and 4.0, and the PE values of 15, 20, and 25, are analyst assumptions and not official guidance. No odds or probabilities are assigned to any of the scenarios. https://www.sec.gov/Archives/edgar/data/1137091/000162828026054328/psix-20260630.htm

A news scan found the following data: the second quarter gross margin percentage is 27.11873295573736 and the first quarter gross margin percentage is 22.88167226577081. The reported free cash flow, or money a company has to pay debts or invest, for the first half of the year is 72.988 million dollars. The free cash flow for the first half of the year, excluding the impact of tariffs, is 50.301 million dollars. The free cash flow for the first half of the year, excluding the impact of tariffs and accounts receivable inventory release, is 33.715 million dollars. The annualized earnings per share for the quarter is 2.923196948682386 dollars. The annualized earnings per share for the half year is 2.0948541206051936 dollars. The market capitalization, or the total value of the company's shares, is 1057.3035 million dollars. The annualized price to earnings ratio for the second quarter is 15.691724097028644. The target price is 61.71023682896718 dollars. The stop price, or the price at which to sell a stock to limit losses, is 41.2664 dollars. The required earnings per share at 20 times the price is 3.0855118414483593 dollars. The net stop risk share is 5.082861708999985. The net target gain share is 15.248585126999956. The cost of one share is 46.12239967499998 dollars. The cost of two shares is 92.24479934999997 dollars. The loss if the stock price falls by 50% for one share is 23.31348483749998 dollars. The loss if the stock price falls by 50% for two shares is 46.62696967499996 dollars. The historic loss if the stock price falls by the same amount as it has in the past for one share is 16.100097038610873 dollars. The historic loss if the stock price falls by the same amount as it has in the past for two shares is 32.200194077221745 dollars. An analyst's note from September 19 at a price of 45.87 dollars per share of PSIX says that annualizing the quarter or half year is not a forecast, and subtracting accounts receivable inventory is a sensitivity analysis, not a generally accepted accounting principle normalized free cash flow. The 50% gap stress assumption is not a probability. https://www.sec.gov/Archives/edgar/data/1137091/000162828026054328/psix-20260630.htm

In a March 2, 2026 filing, item 1A, the company noted that it uses technologically sophisticated components sourced from limited suppliers, which can lead to long lead times and contract commitments that may prevent quick or economic replacement. Additionally, competitive or contractual limits can block the full cost pass-through. The company experienced UFLPA delays and a forklift import suspension from late 2023 to Q3 2024, and resourced from CDM and SPY to replace SAME in 2024. These are historical risks, not confirmed new 2026 outages. The risk text states that Weichai has 46% ownership as of February 26, 2026, but later refers to it as a majority, which is an unresolved internal inconsistency, and should not be taken to assert majority ownership. https://www.sec.gov/Archives/edgar/data/1137091/000162828026013207/psix-20251231.htm

A news scan found the headline is not available, but an issuer 10Q filing from August 6, 2026, reports that Supplier A accounted for less than 10% of purchases in the second quarter and first half of 2026, compared to 20% in the corresponding period of 2025. This does not prove that all supplier dependency has disappeared. The collaboration with Broad Weichai expired on March 20, 2026, and as of the filing, there was no formal extension. A separate contract for engine purchases with SWIEC has minimums of 49.937 million for 2026 and 2027, and 95.117 million for 2028 and 2029, totaling 290.108 million. A separate fee, known as a MOR fee, of 1.75% of selected engine gross revenue will be paid through December 2029. There is a tariff cash liability of 22.687 million, which is entirely a liability, with the retained share unknown and allocation expected by the end of 2026, and no recognized gain. The different contract scopes explain the expiration and ongoing commitments, and are not a contradiction. https://www.sec.gov/Archives/edgar/data/1137091/000162828026054328/psix-20260630.htm

A news scan found the headline is not available, but a 10Q filing by the issuer on August 6, 2026, provides the following information for PSIX. The periods covered are Q2 and H1, with the end date being June 30. For Q2, the revenue was 152.544 million dollars, the gross profit was 41.368 million dollars, the operating income was 23.920 million dollars, the net income was 16.861 million dollars, and there were 23.072 million diluted shares. For H1, the revenue was 281.136 million dollars, the gross profit was 70.792 million dollars, the net income was 24.161 million dollars, and there were 23.067 million diluted shares. Additionally, the operating cash flow was 75.724 million dollars, the capital expenditures were 2.736 million dollars, the tariff liability increase was 22.687 million dollars, the accounts receivable release was 12.594 million dollars, the inventory release was 3.992 million dollars, and the acquisition outflow was 11.911 million dollars. As of June 30, the unrestricted cash was 70.062 million dollars and the revolver was 65 million dollars, with 23.050 million common shares. The source of this information is the closest to the issuer and indicates that management incentives are positive. The Q2 sales decreased by 21 percent year over year, with a gross margin of 27.1 percent compared to 28.2 percent, and there was a sequential margin improvement of approximately 420 basis points. It is expected that H2 sales will be higher than H1, although no precise guidance is given. https://www.sec.gov/Archives/edgar/data/1137091/000162828026054328/psix-20260630.htm

A news scan found the headline 'NVT R91906 natural-exit trade uncertainty NVT_recent'. The trade details are as follows: the number of closed trades is 4, the compound percentage change is 2.0085053748746695, and the mean percentage change is 1.6804084019572174. The mean bootstrap 95 percent confidence interval is between -7.987309160601363 and 20.56874740674428 percent. The win percentage is 25, the average win percentage is 30.047441731488522, and the average loss percentage is 7.7752693745532175. The half Kelly stock weight is 0.3595. This data excludes sample boundary liquidations and is based on a bootstrap with 20000 samples and a seed of 9190601. The results show that common regimes and small sample size weaken coverage, and the half Kelly maximum empirical log overstock weight is between 0 and 1, then halved, but this is not an allocation approval. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A trade analysis shows the following results: 11 trades were closed, with a compound percentage gain of 87.17%. The mean percentage gain per trade was 6.99%, with a 95% confidence interval of -1.99% to 16.71%. The win percentage was 54.55%, with an average win percentage of 19.53% and an average loss percentage of 8.07%. The half Kelly stock weight is 0.5. This analysis excludes sample boundary liquidations and is based on a bootstrap diagnostic with 20,000 iterations and a seed of 9190601. The results indicate that common regimes and small sample sizes may weaken coverage. The half Kelly method suggests a maximum empirical log overstock weight of 0 to 1, then half, but this is not an allocation approval. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A natural-exit trade analysis was done on NVT, which is a type of investment, and the results show the following: 28 trades were closed, with a total gain of 15.39%. The average gain per trade was 1.05%. The range of possible average gains, with 95% confidence, is between -2.75% and 5.20%. 28.57% of trades were winners, with an average gain of 17.71% for winning trades and an average loss of 5.61% for losing trades. The half Kelly stock weight, a measure of how much to invest, is 0.5, which means invest 50% of the budget. This analysis excludes trades that were closed due to sample boundary liquidations, which means selling investments to free up cash. The analysis used a bootstrap method, which is a statistical technique, with 20,000 samples and a seed of 9190601, to estimate the results. The results also show that the mean and confidence interval, which is a measure of uncertainty, are affected by common regimes, which are patterns in the data, and small sample size, which is the number of trades. The half Kelly method suggests that the maximum empirical log, which is a measure of return, is achieved with a stock weight between 0 and 1, and then reduced by half, but this is not an approved allocation, which means it is not a recommended investment strategy. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A natural-exit trade for POWL has been made, but there is uncertainty about it. The trade's results are as follows: 5 trades were closed, with a total gain of 81.45%. The average gain per trade was 15.07%. The average gain when a trade was successful was 33.58%, and the average loss when a trade failed was 12.70%. 60% of trades were successful. A diagnostic check was done using a method called bootstrap, which involves repeating a calculation many times to see how reliable the results are. This check used 20,000 repetitions and a random number seed of 9190601. The results of this check suggest that the trade's success may not be as reliable as it seems, because the number of trades is small and the market conditions may have changed. A calculation called HalfKelly was used to determine the optimal stock weight, which is a measure of how much of the portfolio should be invested in the stock. The result of this calculation was 0.5, which means that half of the portfolio should be invested in the stock. However, this is not a recommendation to invest in the stock, but rather a calculation of the optimal investment amount. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A natural-exit trade analysis for POWL, excluding sample-boundary liquidations, found the following results: it closed 16 trades, with a compound percentage gain of 33.29%. The mean percentage gain per trade was 3.65%, with a 95% confidence interval of -6.21% to 13.95%. The win percentage was 37.5%, with an average win percentage of 29.38% and an average loss percentage of 11.79%. The half Kelly stock weight, a measure of optimal bet size, was 0.5. This analysis used a bootstrap method with 20,000 iterations and a seed of 9190601, assuming independent and identically distributed trades. The results show a mean confidence interval diagnostic, which can be affected by common regimes and small sample size. The half Kelly method also found the maximum empirical log overstock weight to be between 0 and 1, then halved it, but this does not constitute allocation approval. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A natural-exit trade analysis of POWL, which is a type of investment, showed the following results: 47 trades were closed, with a total return of -67.53%. The average return per trade was -1.64%. The average winning trade return was 21.51%, while the average losing trade return was -7.90%. The winning trade percentage was 21.28%. A diagnostic test, called a bootstrap, which is a statistical method, was run 20,000 times with a seed of 9190601, and the results showed that the mean return confidence interval, which is a range of possible values, was between -5.04% and 2.15%. The HalfKelly, a betting strategy, stock weight was calculated to be 0, which means no investment. This result excludes sample-boundary liquidations, which are sales of assets at the start or end of a trading period. The analysis also found that common regimes, which are patterns in the market, and small sample sizes, which are the number of trades, can weaken the accuracy of the results. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'ETN R91906 natural-exit trade uncertainty ETN_recent'. The given data is a set of statistics about a trading strategy. It shows that 4 trades were closed. The compound percentage return was 3.4519729420564804 percent and the mean percentage return was 1.3717519435655745 percent. The mean percentage return with a 95 percent confidence interval was between -8.34507181234545 percent and 11.0885756994766 percent. The strategy was successful 50 percent of the time. The average winning trade return was 11.0885756994766 percent and the average losing trade return was -8.34507181234545 percent. The half Kelly stock weight, which is a measure of the optimal fraction of a portfolio to invest in a stock, was 0.5. This data excludes trades that were closed due to sample boundary liquidations. It was calculated using a bootstrap method with 20000 samples and a seed of 9190601, which is a way of estimating the uncertainty of the results. The results also show that the half Kelly method, which is a way of optimizing investment, suggests a maximum empirical log overstock weight of 0.5. This is not an approved allocation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A natural-exit trade for ETN R91906 has been analyzed, showing the following results: it closed 13 trades, with a compound percentage gain of 2.7270691743964237 and a mean percentage gain of 0.9086266548950728. The mean bootstrap 95 percent confidence interval is between -5.279574948526349 and 8.152541350947129 percent. The percentage of winning trades is 30.76923076923077, with an average win percentage of 18.348372435799874 and an average loss percentage of 6.842371469951507. The half Kelly stock weight is 0.3235. This analysis excludes sample-boundary liquidations and used a bootstrap with 20000 iterations and a seed of 9190601. The results show that common regimes and small sample size weaken coverage, and the half Kelly method suggests a maximum empirical log overstock weight between 0 and 1, but this is not an allocation approval. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A natural-exit trade analysis of ETN R91906 shows the following results: 39 trades were closed, with a compound percentage gain of 34.43726909859166. The mean percentage gain per trade was 1.0765981968436615, with a 95% confidence interval of -1.3692343473127169 to 3.70599795389073. The percentage of winning trades was 43.58974358974359, with an average win percentage of 9.336848079774917 and an average loss percentage of 5.306322167239581. The half Kelly stock weight, a measure of optimal bet size, was 0.5. This analysis excludes sample boundary liquidations and used a bootstrap method with 20,000 iterations and a seed of 9190601 to estimate the results. The diagnostic check showed that common regimes and small sample size may weaken the coverage of the results. The half Kelly method found the maximum empirical log over a stock weight range of 0 to 1, then halved it, but this does not constitute allocation approval. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A natural-exit trade for PSIX has been analyzed. The results show that 4 trades were closed, with a compound percentage change of -16.13875053389978 and a mean percentage change of -1.9832283471435341. The mean bootstrap 95 percent confidence interval is between -15.90646495190767 and 24.58578429267562 percent. The win percentage is 25 percent, with an average win percentage of 37.85139842079308 and an average loss percentage of 15.261437269789072. The half Kelly stock weight is 0. This analysis excludes sample-boundary liquidations and used a bootstrap with 20000 iterations and a seed of 9190601. The results also show that common regimes and small sample size weaken coverage, and the half Kelly maximum empirical log overstock weight is between 0 and 1, but this is not an allocation approval. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A natural-exit trade for PSIX has uncertainty. The trade results are as follows: 4 trades were closed, with a total return of 110.02245663389418 percent. The average return per trade was 23.624737398096173 percent. The average return, considering possible errors, was between -2.343854240472909 and 49.59332903666526 percent. Seventy-five percent of trades were winners, with an average win of 35.97296153923366 percent and an average loss of 13.419935025316265 percent. The half Kelly stock weight, a measure of how much to invest, was 0.5. This analysis excludes trades that were closed due to sample boundary liquidations. It used a bootstrap method, which is a way to estimate how reliable the results are, with 20000 repetitions and a seed of 9190601. The results show that the trades were independent and identically distributed, but common regimes and a small sample size may weaken the reliability of the results. The half Kelly method found the maximum empirical log return with a stock weight between 0 and 1, then took half of it, but this is not an approved allocation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data about the SPY return distribution from December 27, 2024, to September 18, 2026. The return distribution shows the following percentiles: at the 0.01 percentile, the return was -2.6386473001791466 percent, at the 0.05 percentile, the return was -1.542334395954283 percent, at the 0.5 percentile, the return was 0.08944817578838693 percent, at the 0.95 percentile, the return was 1.5269385798199495 percent, and at the 0.99 percentile, the return was 2.409008157087292 percent. The mean return was 0.06501077558124417 percent and the total return was 29.159106709850164 percent. The best five-day log share was 0.8278295850847616. If the best five days are removed, the return would be 4.503886698347714 percent, and if the worst five days are removed, the return would be 59.35229143351162 percent. The best five days were April 9, 2025, May 12, 2025, March 31, 2026, April 22, 2025, and April 8, 2026. The worst five days were April 4, 2025, April 3, 2025, April 10, 2025, October 10, 2025, and March 10, 2025. This data is based on daily returns and is used to describe stress on the investment, not as a feasible strategy, and does not argue against fat-tail investing, which refers to investing in assets with a high probability of extreme returns. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A fund's return distribution is described by the following percentages: the lowest 1% of returns were -7.216%, the lowest 5% were -4.794%, the middle 50% were around 0.298%, the highest 5% were 4.029%, and the highest 1% were 8.334%. The average return was 0.237%. The total return over the period was 130.414%. If the best five-day periods are considered, the return would be 0.662 times the total return, but without those days the return would be 32.649%. Without the worst five-day periods, the return would be 305.175%. The best five-day periods were on the following dates: April 9, 2025, August 1, 2025, May 1, 2026, October 31, 2025, and July 30, 2026. The worst five-day periods were on the following dates: January 27, 2025, April 3, 2025, September 14, 2026, June 23, 2026, and December 17, 2025. This data is based on daily returns from December 27, 2024, to September 18, 2026, for Common432. Removing the best or worst days is a way to test the fund's performance, but it is not a realistic investment strategy and does not argue against investing in funds with potentially large losses or gains, known as fat-tail investing. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A news scan found the return distribution data for POWL R91906. The return distribution shows the following percentages: a 0.01% chance of a return of -8.672454451313316%, a 0.05% chance of a return of -6.375091950489079%, a 50% chance of a return of 0.26106339205334006%, a 95% chance of a return of 6.656080213375487%, and a 99% chance of a return of 10.626411745236407%. The mean return percentage is 0.2793009177414265% and the total return percentage is 140.03131524008367%. The best five-day log share is 0.6649409908148312. If the best five days are removed, the return percentage is 34.09487735908253%, and if the worst five days are removed, the return percentage is 335.7813482913174%. The best five days are February 4, 2026, July 30, 2026, April 9, 2025, June 11, 2026, and January 21, 2025. The worst five days are January 27, 2025, November 19, 2025, March 26, 2026, June 26, 2026, and May 18, 2026. This data is based on daily returns from December 27, 2024, to September 18, 2026. Removing the best or worst days is a way to test the strategy, but it is not a real investment approach and does not argue against investing in assets with fat tails, which means assets with a higher probability of extreme returns. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A news scan found the data line for ETN R91906 return distribution and best/worst five-day sensitivity. The return distribution of ETN R91906, which is a type of investment fund, from December 27, 2024, to September 18, 2026, is as follows: the mean return was 0.0863 percent, and the total return was 26.8614 percent. The best five-day returns were on the following dates: April 9, 2025, July 31, 2026, July 30, 2026, August 3, 2026, and April 30, 2026. The worst five-day returns were on the following dates: January 27, 2025, April 3, 2025, September 14, 2026, August 5, 2025, and June 23, 2026. Deleting the best or worst days is a way to test the investment, called descriptive stress, and is not a real strategy, and it does not argue against investing in funds with fat-tail returns, which means returns that are more extreme than usual. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all