Notes

A news scan found the following data line: {"paths":20000,"trades_per_path":20,"account_allocation_pct":20,"P05_P50_P95_return_pct":["-11.51%","7.50%","32.29%"],"loss_odds_pct":"27.47%","DD95_pct":"17.19%"}; this is a set of results from a simulation with a seed of 91306, measured on September 13 using data from 2020 to September 11. The simulation was run in blocks of 3, with 31 used for training and 20 trades. A stress assumption of a 5% chance of a 30% loss per trade was used, but the frequency of this loss was not measured. Regime cuts were made based on the median of the training data. The results include an ordinary least squares, or OLS, contemporaneous attribution, which is not meant to show cause or forecast. Costs included a 1 basis point fee and a 5 basis point slip per side. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: a simulation with 20000 paths and 20 trades per path was run. The account allocation percentage was 10 percent. The return percentages at the 5th, 50th, and 95th percentiles were -9.943132964173449 percent, 0.6930253872807657 percent, and 12.595325047676994 percent respectively. The loss odds percentage was 46.105000000000004 percent and the maximum drawdown at the 95th percentile was 12.53507211822804 percent. This simulation was run with a seed of 91306 and was measured from September 13 using bars from 2020 to September 11. The simulation was divided into blocks of 3 for testing and 31 for training, with 20 trades. A stress assumption of a 5 percent chance of a 30 percent loss per trade was made, but the frequency of this loss was not measured. Regime cuts were made from the median of the training data. A note states that the ordinary least squares contemporaneous attribution is not causal or forecastable. The costs included a 1 basis point fee and a 5 basis point slip per side. https://runway.adityaperswal.workers.dev/data/stock-bars

A simulation called TEN R91306 was run with the following settings: 20,000 paths and 20 trades per path, with 10 percent of the account allocated. The results showed a range of possible returns, with the 5th percentile at -5.711127902746189 percent, the 50th percentile at 3.950341397744628 percent, and the 95th percentile at 15.410335063319675 percent. The chance of loss was 25.735000000000003 percent, and the maximum possible drawdown at the 95th percentile was 8.893082105369707 percent. This simulation, seeded with 91306, was measured on September 13 using data from 2020 to September 11. It was divided into blocks of 3 for simulation and 31 for training, with 20 trades. A stress test assumed a 5 percent chance of a 30 percent loss per trade, though the frequency of such losses was not measured. Regime cuts were made based on the median of the training data. A method called ordinary least squares, or OLS, was used to attribute results, but it does not show cause or forecast. Each trade had a cost of 1 basis point fee plus 5 basis points for the difference between the expected price and the actual price, known as the slip, on each side of the trade. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following simulation results: the simulations used 20,000 paths and 20 trades per path, with an account allocation of 2.5%. The returns were -2.516427563407808% at the 5th percentile, 0.21916587257919673% at the 50th percentile, and 3.0565902789042814% at the 95th percentile. The loss odds were 44.84%. The maximum drawdown at the 95th percentile was 3.2228983780692047%. These results were measured on September 13 using data from 2020 to September 11, with 3 simulation blocks and 31 training blocks, and 20 trades. The stress assumption was a 5% chance of a 30% loss per trade, but the frequency of this event was not measured. Regime cuts were based on the median of the training data. The ordinary least squares contemporaneous attribution is not causal or a forecast. Costs included a 1 basis point fee and a 5 basis point liquidity cost per side. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following simulation results: the simulation used 20,000 paths and 20 trades per path, with 2.5% of the account allocated. The returns were -1.4457% at the 5th percentile, 1.0275% at the 50th percentile, and 3.6537% at the 95th percentile. The chance of loss was 25.385%. The maximum drawdown at the 95th percentile was 2.2922%. The simulation was run using data from September 11, 2020, to September 13, and was measured on September 13. The simulation used 3 blocks for testing and 31 for training, with 20 trades. It assumed a 5% chance of a 30% loss per trade, but this was not measured for frequency. The regime cuts were based on the median of the training data. The ordinary least squares, or OLS, method was used for contemporaneous attribution, but this is not causal or forecastable. The costs included a 1 basis point fee and a 5 basis point slip per side. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: {"p":0.41935483870967744,"avg_win_pct":18.36466527150062,"avg_loss_pct":9.62457753995592,"b":1.9081009213402553,"halfKelly_risk":0.05752478560356006,"full_USD":85.099,"quarter_USD":21.27475,"shares":0.44414926931106474,"total_loss_account_pct":2.5,"stop_loss_USD":1.1046658551670148,"gap30_loss_USD":6.3824250000000005}; this is from seed91306, which is a type of data seed, and is related to manager cron primary, which is a type of automated trading manager, and train2020–24, which refers to a training period, and knownholdout2025–Sep11, which refers to a holdout period, a period of time used for testing. The data was measured on September 13. The estimates are statistical and based on simulations, and are conditional on the current sample, meaning they are based on current data, and are not probability forecasts, meaning they do not predict the likelihood of future events. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: a quant holdout, which is a portion of data held back from training, with the following statistics: the mean percentage is 1.906418340367756, the quantiles percentages are -7.107901503071151, -5.564518426131915, and 15.266446881342667. The IID mean confidence interval 95 percentages are -3.5057780922548765 and 7.708049313991934, and the block 3 mean confidence interval 95 percentages are -1.6346331303347812 and 6.012299717257877. This data is from seed 91306, and the manager is the primary cron manager, trained from 2020 to 2024, with a known holdout from 2025 to September 11. The data was measured on September 13. These estimates are based on statistical and simulation methods, and are conditional on the current sample, but are not probability forecasts. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the quant train has 31 data points, with a mean percentage of 2.1128468648484358. The quantiles percentage are -13.885557042347358, -7.312792708207628, and 30.214312903169414. The IID mean confidence interval 95 percentage is between -3.115922698985478 and 7.6962043952506445. The block 3 mean confidence interval 95 percentage is between -2.617689925715047 and 6.994971836156734. This is based on seed 91306, with a manager cron primary, and a training period from 2020 to 2024, and a known holdout period from 2025 to September 11. The data was measured on September 13. These are statistical and simulation estimates, conditional on the current sample, and are not probability forecasts. https://runway.adityaperswal.workers.dev/data/stock-bars

The fund manager reported a return of 36.37390441780484. There were 11 closed trades. The open mark percentage is 18.738553179738894. The current mark price is 47.93, which was set on September 11, 2026, at 19:55:00. The trade was opened on July 24, 2026, at 13:50:00. The stop loss is set at 39.79 and the target price is 48.545919999999995. This is a partial open trade. The drawdown, which is the decrease in value from the peak, is 17.425880580731913. The unliquidated mark return, which is the return on the open trade, is 36.539641298127364. A news scan found the following data: a computation was done on September 13, using data from September 11, 2026, to September 11, 2026, for the SIP2020. The system uses adjusted signals and split-only ADR, which is a type of stock that is traded on a US exchange. The manager uses automatic 15-minute and 5-minute data, with fees of 1 basis point per side and a 5 basis point slip, and a base fee of 15 basis points with stress testing on fixed paths. The training data only goes up to 2025, and the holdout entries, which are trades not used in training, are from 2025 or later. The marked open trade is not closed. The sampled drawdown is not the worst possible loss. https://runway.adityaperswal.workers.dev/data/stock-bars

The fund manager reported a return of 39.686473539952075. There were 11 closed trades. The open mark percentage is 18.97626817938427, with a mark price of 47.93 as of 2026-09-11 19:55:00. The open entry date was 2026-07-24 13:50:00. The stop price is 39.79 and the target price is 48.545919999999995. The trade is partially open. The full period sampled drawdown is 17.09492226917152, and the unliquidated mark return is 39.750071516974515. This data is from a computation done on September 13, based on information from September 11, 2026, using a signal and split-only ADR, which is a type of financial instrument. The manager used automatic 15-minute and 5-minute data, with fees of 1 basis point per side and a 5 basis point slip, and a base fee of 15 basis points with stress testing on fixed paths. The training data only goes up to 2025, and the test data starts from 2025. The fund marked an open trade that has not been closed yet. The sampled drawdown is not the worst possible loss, but rather a measured loss based on quotes. https://runway.adityaperswal.workers.dev/data/stock-bars

The fund manager reported the following results: a return of 14.852253767460578, a drawdown of 17.425880580732667, and a win rate of 45.45454545454545. The sample size was 11, with a mean percentage of 1.7028089603599836 and a median percentage of -5.753200848369233. The fund had 2 targets, 6 stops, and 3 partials, with 14 missing checks and 3 affected trades. The average duration of trades was 19.181818181818183 days. This data was computed from September 13, using the SIP2020 signal from September 11, 2026, with all adjustments made for signal and split-only ADR, which refers to the Automatic Data Reporting system that helps track trades. The fund used automatic raw 15-minute and manager 5-minute data, with fees of 1 basis point per side and a slip of 5 basis points, and a base fee of 15 basis points, which is a measure of the cost of trading. The stress test used fixed paths, meaning the fund's performance was tested using a set scenario. The training data only included exits before 2025, while the holdout data, which is a portion of the data set aside for testing, included entries from 2025 or later, which is known as the test period. The fund marked one open trade that was not closed. The sampled drawdown, which is the maximum loss of the fund during the test period, was not the worst possible loss, as it did not include the worst quote loss, which refers to the largest loss that could have occurred based on the available data. https://runway.adityaperswal.workers.dev/data/stock-bars

The automated trading fund manager reported the following results: a return of 17.40700534441235, a drawdown of 17.094922269172297, and a win rate of 45.45454545454545, based on a sample of 11 trades. The mean percentage change was 1.906418340367756 and the median percentage change was -5.564518426131915. There were 2 targets, 6 stops, and 3 partials, with 14 missing checks and 3 affected trades. The average duration of trades was 19.181818181818183 days. This data was computed from September 13, using the SIP2020 signal from September 11, 2026, with all adjustments made for signal and split-only ADR, or average daily range, which is a measure of price volatility. The manager used automatic raw 15-minute and manager 5-minute data, with fees of 1 basis point per side and a slip of 5 basis points, and a base fee of 15 basis points, with stress testing on fixed paths. The training data excluded trades that exited before 2025, while the holdout data included trades that entered on or after 2025, which is used as a test. One open trade was marked as not closed. The sampled drawdown was not the worst possible loss, but rather a quote loss, which is a loss based on the current market quote. https://runway.adityaperswal.workers.dev/data/stock-bars

The training results for the cron_manager train_stress show a return of 28.001744725099886, a drawdown of 67.40669101756257, and a win rate of 41.935483870967744. The sample size was 31, with a mean percentage change of 1.9088250399272775 and a median percentage change of -7.497982072319143. There were 7 targets, 21 stops, and 10 partials, with 147 missing checks and 19 affected trades. The average duration of trades was 14.516129032258064 days. The data was computed from September 13, 2020, to September 11, 2026, using an all-adjusted signal and split-only ADR, which is a type of stock that trades on a US exchange but is based on a foreign company. The system used automatic raw 15-minute and manager 5-minute data, with fees of 1 basis point per side and a slip of 5 basis points, and a base fee of 15 basis points, under stress conditions with fixed paths. The training exits were before 2025, and the holdout entries were from 2025 onwards, which is a known test period. The results also marked an open trade that was not closed, and the sampled drawdown was not the worst quote loss. https://runway.adityaperswal.workers.dev/data/stock-bars

The automated trading fund manager reported the following results: a return of 36.19%, a drawdown of 66.88%, and a win rate of 41.94%. The sample size was 31, with a mean percentage change of 2.11% and a median percentage change of -7.31%. The manager set 7 targets and 21 stops, and made 10 partial trades. There were 147 missing checks and 19 affected trades, with an average trade duration of 14.52 days. The data was computed from September 13, 2020, to September 11, 2026, using an adjusted signal and split-only ADR, with 15-minute and 5-minute manager checks. The fees were 1 basis point per side, with a 5 basis point slip and a 15 basis point stress test. The training data included trades that exited before 2025, while the holdout data included entries from 2025 or later. The results marked open trades that were not closed, and sampled drawdowns rather than worst quote losses. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'TEN R91306 cron_fixed holdout_liquidation_mark_0.0015'. The details are as follows: the return was 38.06543018650519, with 11 closed trades. The open mark percentage was 20.07255348710133, and the mark price was 47.93. This mark was made on September 11, 2026, at 19:55:00. The open entry was on July 24, 2026, at 13:50:00. The stop was set at 36.87136, and the target was 48.545919999999995. The open partial was false. The full period sampled drawdown was 17.4258805807319, and the unliquidated mark return was 38.28666811248513. This data was computed from September 13, using the SIP2020 method from September 11, 2026. The signal was adjusted, and it was an automatic raw 15-minute signal, with a manager signal every 5 minutes. The fees were 1 basis point per side, with a 5 basis point slip and a 15 basis point stress on fixed paths. The training exits were before 2025, and the holdout entries were from 2025 or later, which is a known test period. The marked open trade was not closed, and the sampled drawdown was not the worst quote loss. https://runway.adityaperswal.workers.dev/data/stock-bars

A trading fund manager's notes show a return of 41.41908705234245. The fund had 11 closed trades and an open trade with a mark price of 47.93 as of September 11, 2026, at 19:55. The open trade started on July 24, 2026, at 13:50. The stop loss is set at 36.87136 and the target price is 48.545919999999995. The fund's open mark percentage is 20.312939160037736. The full period sampled drawdown is 17.09492226917152 and the unliquidated mark return is 41.5039823665633. A news scan found the notes from September 13, which mention a computed signal from September 11, 2026, and an automatic trading system with fees of 1 basis point per side and a 5 basis point slip, based on a 15 basis point stress test with fixed paths. The system was trained on data up to 2025 and tested on data from 2025 onwards. The notes also mention that the sampled drawdown is not the worst quote loss and that the marked open trade is not closed. https://runway.adityaperswal.workers.dev/data/stock-bars

The trading results show a return of 14.985003797172292, a drawdown of 17.425880580732212, and a win rate of 45.45454545454545. The sample size is 11, with a mean percentage change of 1.726322704733252 and a median percentage change of -5.753200848369233. There were 2 targets, 6 stops, and 0 partials, with 14 missing checks and 3 affected trades. The average duration of trades was 19.181818181818183 days. This data was computed from September 13, using the SIP2020 signal from September 11, 2026, with all adjustments made for signal and split-only ADR, and using automatic raw 15-minute and manager 5-minute data. The fees were 1 basis point per side, with a 5 basis point slip and a 15 basis point base stress, using fixed paths. The training data exits before 2025, and the holdout entries are from 2025 or later, which is a known test period. The results also show one open trade that has not been closed, and the sampled drawdown is not the worst possible loss based on quotes. https://runway.adityaperswal.workers.dev/data/stock-bars

The automated trading fund manager reported the following results: a return of 17.542708240407755, a drawdown of 17.094922269172173, and a win rate of 45.45454545454545, based on a sample of 11 trades. The mean percentage change was 1.9299791593396818 and the median percentage change was -5.564518426131915. There were 2 targets, 6 stops, and 0 partials, with 14 missing checks and 3 affected trades. The average duration of trades was 19.181818181818183 days. This data was computed from September 13, using the SIP 2020 to September 11, 2026. The system used all adjusted signals and split-only ADR, with automatic raw 15-minute and manager 5-minute data. Fees were 1 basis point per side, with a 5 basis point slip and a 15 basis point stress, using fixed paths. The training data excluded trades that exited before 2025, while the holdout data included trades that entered on or after 2025, which is a known test period. The results marked one open trade that was not closed. The sampled drawdown was not the worst possible loss, but rather a quote loss. https://runway.adityaperswal.workers.dev/data/stock-bars

The training results show a return of 4.135301285724102, a drawdown of 72.89260202293907, and a win rate of 32.25806451612903. The sample size is 31, with a mean percentage of 1.3007719152386044 and a median percentage of -7.497982072319143. There were 7 targets, 19 stops, and 0 partials, with 147 missing checks and 19 affected trades. The average duration of trades was 15.258064516129032 days. This data was computed from September 13, 2020, to September 11, 2026, using an adjusted signal and split-only ADR, which is a type of stock market index. The system used automatic 15-minute and manager 5-minute signals, with fees of 1 basis point per side and a 5 basis point slip, and a base fee of 15 basis points, under stress conditions with fixed paths. The training exits were before 2025, and the holdout entries were from 2025 onwards, using known test data. The results marked open trades that were not closed, and sampled drawdown, which is the maximum loss, was not the worst quote loss. https://runway.adityaperswal.workers.dev/data/stock-bars

The training results showed a return of 10.796046766730893, a drawdown of 72.45539485134795, and a win rate of 32.25806451612903. The sample size was 31, with a mean percentage change of 1.503576415672904 and a median percentage change of -7.312792708207628. There were 7 targets, 19 stops, and 0 partials, with 147 missing checks and 19 affected trades. The average duration of trades was 15.258064516129032 days. The data was computed from September 13, 2020, to September 11, 2026, using an adjusted signal and split-only ADR, which is a type of stock price index. The system used automatic raw 15-minute and manager 5-minute data, with fees of 1 basis point per side and a slip of 5 basis points, and a base fee of 15 basis points with stress testing on fixed paths. The training exits were before 2025, and the holdout entries were on or after 2025, which is a known test period. The system marked open trades that were not closed, and the sampled drawdown was not the worst quote loss. A news scan found the headline was not available, this is a raw data output. https://runway.adityaperswal.workers.dev/data/stock-bars

The open manager decided to hold out for liquidation at a mark of 0.0015. The return was 55.65892023396215 and 9 trades were closed. The open mark percentage was 19.278137617314094, with a mark price of 47.93 at 19:55:00 on September 11, 2026. The open entry was on July 24, 2026, at 13:30:00. The stop was set at 39.61 and the target at 48.365919999999996, with a partial open. The full period sampled drawdown was 18.995177134767093 and the unliquidated mark return was 55.84809443077117. A news scan found the headline 'Sep13 computed SIP2020–Sep11 2026'. This refers to a computation of the Systematic Internal Process for 2020 up to September 11, 2026. The signal was adjusted and split-only ADR, or American Depositary Receipt, was used. The manager used automatic 15-minute raw data and 5-minute manager data, with fees of 1 basis point per side and a 5 basis point slip, based on a 15 basis point stress test with fixed paths. The training exits were before 2025 and the holdout entries were on or after 2025, which is a known test period. The marked open trade was not closed and the sampled drawdown was not the worst quote loss. https://runway.adityaperswal.workers.dev/data/stock-bars

The open manager for TEN R91306 has a return of 58.80%. This is based on a mark price of 47.93, which is 19.52% above the open entry price. The open entry was on July 24, 2026, at 13:30. The stop price is 39.61 and the target price is 48.37. The full period sampled drawdown is 18.83%. The unliquidated mark return is 58.88%. A news scan found the following data: Sep 13 computed SIP 2020 to Sep 11, 2026. The system uses an all-adjusted signal and split-only ADR, which is a type of stock that represents ownership in a foreign company, with automatic raw 15-minute and manager 5-minute updates. Fees are 1 basis point per side, with a 5 basis point slip and a 15 basis point stress test on fixed paths. The training data only includes exits before 2025, and the test data only includes entries from 2025 or later. The system has marked an open trade that has not been closed, and the sampled drawdown is not the worst possible loss. https://runway.adityaperswal.workers.dev/data/stock-bars

The open manager holdout stress test for TEN R91306 showed a return of 30.50%, a drawdown of 16.39%, and a win rate of 55.56%. The test had a sample size of 9 and a mean percentage change of 3.47%. The median percentage change was 4.92%. There were 2 targets, 4 stops, and 4 partials. The test also had 14 missing checks and 3 affected trades, with an average trade duration of 24.44 days. The test was computed from September 13, using data from SIP2020 to September 11, 2026. The test used all-adjusted signal and split-only ADR, with automatic raw 15-minute and manager 5-minute data. Fees were set at 1 basis point per side, with a 5 basis point slip and a 15 basis point stress. The test used fixed paths and only considered trades that started before 2025 for training and trades that started in or after 2025 for testing. One open trade was marked as not closed. The sampled drawdown was not the worst possible loss. https://runway.adityaperswal.workers.dev/data/stock-bars

The open manager holdout for TEN R91306 has the following performance metrics: a return of 32.87108248285679, a drawdown of 16.222866003590386, and a win rate of 55.55555555555556. The sample size is 9, with a mean percentage of 3.6807630418446173 and a median percentage of 5.131981850065537. There are 2 targets, 4 stops, 4 partials, and 14 missing checks, affecting 3 trades, with an average duration of 24.444444444444443 days. This data was computed from September 13, using the SIP2020 signal from September 11, 2026, with adjustments for signal and split-only ADR. The system uses automatic raw 15-minute and manager 5-minute data, with fees of 1 basis point per side and a slip of 5 basis points, and a base fee of 15 basis points with stress testing on fixed paths. The training data exits before 2025, while the holdout entries are from 2025 or later, which is a known test period. The data marks an open trade that has not been closed. The sampled drawdown is not the worst quote loss. https://runway.adityaperswal.workers.dev/data/stock-bars

The automated trading fund manager reported the following results: the return was -5.047519468246953, the drawdown was 66.86334960484653, and the win rate was 41.37931034482759. The sample size was 29, the mean percentage change was 0.7272126924919232, and the median percentage change was -6.900383855978731. There were 5 targets, 21 stops, and 10 partials, with 149 missing checks and 20 affected trades. The average duration of trades was 15.620689655172415 days. This data was computed from September 13, 2020, to September 11, 2026, using an adjusted signal and split-only ADR, which is a type of stock ratio. The manager used 15-minute raw data and 5-minute signals, with fees of 1 basis point per side and a 5 basis point slip, and a base fee of 15 basis points, under stress conditions with fixed paths. The training period ended before 2025, and the holdout period started in 2025, using known test data. The report noted one open trade that was not closed, and the sampled drawdown was not the worst possible loss. https://runway.adityaperswal.workers.dev/data/stock-bars