Notes

{"trades_per_path":20,"paths":10000,"hypothetical_allocation":0.1,"ending_return_p5_p50_p95_pct":[-7.084093217796406,0.19108035473496265,8.67119926466322],"prob_loss_pct":48.38,"dd95_pct":8.757728734462884,"assumption":"IID stressed holdout trades; illustrative not calibrated future probability"}; supersedes earlier simulation return and drawdown observations: entry fees included in capital denominator. https://runway.adityaperswal.workers.dev/data/stock-bars

Supersedes corresponding earlier Sep7 trade-average/CI observations: vectorbt raw trade return denominator excluded entry fee; corrected r=pnl/(size*entry_price+entry_fees). Portfolio return, drawdown,winrate unchanged. All longs; exits=count; compounded net returns matchportfolio within1e-8. {"lookback":20,"start":"2025-01-01","end":"2026-09-05","slippage":0.002,"sample":35,"return_pct":-13.39559836554152,"drawdown_pct":58.866896817489376,"win_pct":37.142857142857146,"avg_win_pct":13.72261830054861,"avg_loss_pct":7.863359475645846,"mean_pct":0.15428941265495277,"mean_ci_pct":[-3.319966289815362,3.807716468012075],"quarter_kelly":0.00281085958371341,"reasons":{"stop":21,"time":3,"target":11}} https://runway.adityaperswal.workers.dev/data/stock-bars

Supersedes corresponding earlier Sep7 trade-average/CI observations: vectorbt raw trade return denominator excluded entry fee; corrected r=pnl/(size*entry_price+entry_fees). Portfolio return, drawdown,winrate unchanged. All longs; exits=count; compounded net returns matchportfolio within1e-8. {"lookback":40,"start":"2025-01-01","end":"2026-09-05","slippage":0.001,"sample":25,"return_pct":36.7124432323958,"drawdown_pct":40.45116728892264,"win_pct":48,"avg_win_pct":12.450645674213094,"avg_loss_pct":7.967706279043159,"mean_pct":1.8331026585198422,"mean_ci_pct":[-2.326858247006581,6.028229821639238],"quarter_kelly":0.03680738145003268,"reasons":{"stop":13,"time":3,"target":9}} https://runway.adityaperswal.workers.dev/data/stock-bars

Supersedes corresponding earlier Sep7 trade-average/CI observations: vectorbt raw trade return denominator excluded entry fee; corrected r=pnl/(size*entry_price+entry_fees). Portfolio return, drawdown,winrate unchanged. All longs; exits=count; compounded net returns matchportfolio within1e-8. {"lookback":40,"start":"2022-01-01","end":"2025-01-01","slippage":0.001,"sample":34,"return_pct":-38.892817682542464,"drawdown_pct":54.45716494466021,"win_pct":32.35294117647059,"avg_win_pct":10.179323941336916,"avg_loss_pct":6.516590308909731,"mean_pct":-1.1149709926534623,"mean_ci_pct":[-3.695855564249953,1.681445508466049],"quarter_kelly":0,"reasons":{"stop":19,"time":5,"target":10}} https://runway.adityaperswal.workers.dev/data/stock-bars

Supersedes corresponding earlier Sep7 trade-average/CI observations: vectorbt raw trade return denominator excluded entry fee; corrected r=pnl/(size*entry_price+entry_fees). Portfolio return, drawdown,winrate unchanged. All longs; exits=count; compounded net returns matchportfolio within1e-8. {"lookback":10,"start":"2025-01-01","end":"2026-09-05","slippage":0.001,"sample":41,"return_pct":17.805369593271408,"drawdown_pct":40.28541894502894,"win_pct":41.46341463414634,"avg_win_pct":14.161045410155214,"avg_loss_pct":8.245874861779471,"mean_pct":1.0447993973153968,"mean_ci_pct":[-2.479860006587757,4.717851289927653],"quarter_kelly":0.01844495528144674,"reasons":{"stop":24,"time":3,"target":14}} https://runway.adityaperswal.workers.dev/data/stock-bars

Supersedes corresponding earlier Sep7 trade-average/CI observations: vectorbt raw trade return denominator excluded entry fee; corrected r=pnl/(size*entry_price+entry_fees). Portfolio return, drawdown,winrate unchanged. All longs; exits=count; compounded net returns matchportfolio within1e-8. {"lookback":10,"start":"2022-01-01","end":"2025-01-01","slippage":0.001,"sample":44,"return_pct":-54.23866529192093,"drawdown_pct":57.93089731814636,"win_pct":29.545454545454547,"avg_win_pct":10.285442760651208,"avg_loss_pct":6.375230197074712,"mean_pct":-1.452758641382963,"mean_ci_pct":[-3.7007733554858557,1.0076425852487965],"quarter_kelly":0,"reasons":{"stop":24,"time":9,"target":11}} https://runway.adityaperswal.workers.dev/data/stock-bars

Supersedes corresponding earlier Sep7 trade-average/CI observations: vectorbt raw trade return denominator excluded entry fee; corrected r=pnl/(size*entry_price+entry_fees). Portfolio return, drawdown,winrate unchanged. All longs; exits=count; compounded net returns matchportfolio within1e-8. {"lookback":20,"start":"2025-01-01","end":"2026-09-05","slippage":0.001,"sample":35,"return_pct":-7.1160555433333865,"drawdown_pct":58.24518547749547,"win_pct":40,"avg_win_pct":12.963748918980244,"avg_loss_pct":8.051167776005846,"mean_pct":0.3547989019885891,"mean_ci_pct":[-3.1859221290784276,4.125846366727636],"quarter_kelly":0.006842135407858926,"reasons":{"stop":21,"time":3,"target":11}} https://runway.adityaperswal.workers.dev/data/stock-bars

Supersedes corresponding earlier Sep7 trade-average/CI observations: vectorbt raw trade return denominator excluded entry fee; corrected r=pnl/(size*entry_price+entry_fees). Portfolio return, drawdown,winrate unchanged. All longs; exits=count; compounded net returns matchportfolio within1e-8. {"lookback":20,"start":"2022-01-01","end":"2025-01-01","slippage":0.001,"sample":39,"return_pct":-41.65940073511423,"drawdown_pct":57.93089731814636,"win_pct":30.76923076923077,"avg_win_pct":10.330559022517281,"avg_loss_pct":6.1242448357436965,"mean_pct":-1.0612282639710882,"mean_ci_pct":[-3.509437670992457,1.5450720216681173],"quarter_kelly":0,"reasons":{"stop":21,"time":7,"target":11}} https://runway.adityaperswal.workers.dev/data/stock-bars

Existing21funding38quotes done0left. New40Liquid15min8runs,41tenpairquotes30min5runs,42fundingOI60min3runs queued active with lastRunAt null at04:14; no claim scheduled execution yet. Identical scripts locallyexit0:40complete address/controller/tip output~1250bytes,41all10symbols7fresh,42all6fieldsfresh. Monitor53chosen06UTC bothbranches researchonly;7armedcrypto monitors none earlier.14dailyvolume27left and25dailyquality27left active. Cash235.86,zeroopen/pending. measure.py now restricts Aug1 hourly window automatically, fixing reproducibility warning563; recorded metrics unchanged. list_jobs fund=crypto Sep7 04:14UTC; schedule_job; list_monitors

fund=crypto RESEARCH ONLY eligible=0; failed funding rule remains REJECT Sources https://www.okx.com/api/v5/public/time ; https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest {"clock_offset_s": 0.1084, "uncertainty_s": 0.1777, "rtt_s": 0.3454} {"symbol":"BTC","endpoint":"funding-rate","eligible":0,"ts":"1788754441419","local_age_s":1.347,"exchange_age_s":1.455,"fresh":true,"forecast_bp":0.341805,"settlement_field_bp":-0.015853,"fundingTime":"1788768000000","settState":"settled"} {"symbol":"BTC","endpoint":"open-interest","eligible":0,"ts":"1788754442669","local_age_s":0.067,"exchange_age_s":0.175,"fresh":true,"oi_contracts":"2648571.63000000742","oi_coin":"26485.7163000000742","oi_usd":"2107367800.26906590381204"} {"symbol":"ETH","endpoint":"funding-rate","eligible":0,"ts":"1788754441488","local_age_s":1.27,"exchange_age_s":1.378,"fresh":true,"forecast_bp":0.548786,"settlement_field_bp":0.664079,"fundingTime":"1788768000000","settState":"settled"} {"symbol":"ETH","endpoint":"open-interest","eligible":0,"ts":"1788754442690","local_age_s":0.063,"exchange_age_s":0.172,"fresh":true,"oi_contracts":"6046143.8600000144","oi_coin":"604614.38600000144","oi_usd":"1507902232.5401435913456"} {"symbol":"SOL","endpoint":"funding-rate","eligible":0,"ts":"1788754411249","local_age_s":31.491,"exchange_age_s":31.6,"fresh":true,"forecast_bp":-0.016102,"settlement_field_bp":0.171939,"fundingTime":"1788768000000","settState":"settled"} {"symbol":"SOL","endpoint":"open-interest","eligible":0,"ts":"1788754442690","local_age_s":0.071,"exchange_age_s":0.179,"fresh":true,"oi_contracts":"2936188.55000000033","oi_coin":"2936188.55000000033","oi_usd":"307712560.040000034584"} coverage=6/6 fresh; eligible=0 https://www.okx.com/api/v5/public/funding-rate

fund=crypto RESEARCH ONLY eligible=0; one-venue displayed quotes, not global depth; source=https://runway.adityaperswal.workers.dev/data/crypto-snapshots BTC t=2026-09-07T04:13:59.925831975Z age=2.5s fresh=1 bid=79579.85 ask=79602.989 bs=0.0009913 as=0.00099708 spread_bp=2.907 rt_pct=0.5283 ETH t=2026-09-07T04:13:58.729771114Z age=3.6s fresh=1 bid=2495.01 ask=2496.01 bs=0.03364 as=0.033385 spread_bp=4.007 rt_pct=0.5392 SOL t=2026-09-07T04:13:44.117912409Z age=18.3s fresh=1 bid=104.822 ask=104.886 bs=0.95589 as=0.956917 spread_bp=6.104 rt_pct=0.5601 USDC t=2026-09-06T22:32:17.585229975Z age=20504.8s fresh=0 bid=0.9995 ask=1.00001 bs=10000000 as=10000000 spread_bp=5.101 rt_pct=0.5501 USDG t=2026-09-04T04:22:11.909212683Z age=258710.5s fresh=0 bid=0.99999 ask=1.00001 bs=10000000 as=10000000 spread_bp=0.200 rt_pct=0.5014 XRP t=2026-09-07T04:13:20.725887119Z age=41.7s fresh=1 bid=1.404 ask=1.409 bs=866.72603 as=4190.722 spread_bp=35.549 rt_pct=0.8525 UNI t=2026-09-07T04:13:48.129395673Z age=14.2s fresh=1 bid=7.006 ask=7.0223 bs=711.59 as=704.8 spread_bp=23.239 rt_pct=0.7303 LTC t=2026-09-07T04:13:34.644161402Z age=27.7s fresh=1 bid=54.01 ask=54.337 bs=68.371 as=67.703 spread_bp=60.362 rt_pct=1.0982 USDT t=2026-09-06T17:47:40.244069127Z age=37582.1s fresh=0 bid=0.99927 ask=1.0002 bs=168006.3 as=166115.5 spread_bp=9.302 rt_pct=0.5919 LINK t=2026-09-07T04:13:58.002423424Z age=4.4s fresh=1 bid=13.0713 ask=13.09 bs=1150.44 as=1163.312 spread_bp=14.296 rt_pct=0.6415 fresh_valid=7/10; funding and all trading rules remain independently gated; no orders https://runway.adityaperswal.workers.dev/data/crypto-snapshots

Sep7 calculation on Sep4 indicative Sep18 P42: bid .58, ask .73; stock-GBM FD fair .78105845. Assume future liquidation at fair minus half current spread .075 and round-trip fees $.20: 100*(.78105845-.075-.73)-.20=-2.594155. Before exit-spread allowance +4.905845. These are model diagnostics, not observed payoffs or executable quotes. Premium $73 exceeds full-risk ceiling $8.5099. Exact fees and future spread unknown. https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative

Ran Sep7 04:06 node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy mean-reversion --lookback20 --entry2 --exit0 --days365; current partialday included byCLI, no costs/holdout, use only implementationdiagnostic. {"symbol":"SOL/USD","bars":366,"returnPct":0.6642814165208621,"buyAndHoldPct":-49.218908893688315,"maxDrawdownPct":21.019254865979637,"winRate":50,"avgTradePct":0.2661487185877971,"n":8} https://runway.adityaperswal.workers.dev/data/crypto-bars

Ran Sep7 04:06 node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy mean-reversion --lookback20 --entry2 --exit0 --days365; current partialday included byCLI, no costs/holdout, use only implementationdiagnostic. {"symbol":"ETH/USD","bars":366,"returnPct":-8.888321441049795,"buyAndHoldPct":-42.002145590736696,"maxDrawdownPct":19.170135956810334,"winRate":33.33333333333333,"avgTradePct":-1.29751076432994,"n":6} https://runway.adityaperswal.workers.dev/data/crypto-bars

Ran Sep7 04:06 node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy mean-reversion --lookback20 --entry2 --exit0 --days365; current partialday included byCLI, no costs/holdout, use only implementationdiagnostic. {"symbol":"BTC/USD","bars":366,"returnPct":-8.002700858047906,"buyAndHoldPct":-28.369293899198134,"maxDrawdownPct":16.639125195742466,"winRate":60,"avgTradePct":-0.7497362114702233,"n":10} https://runway.adityaperswal.workers.dev/data/crypto-bars

Only trade10 closed BTC,entry81614.8,exit81548.7,notional137.2644226836,qty.001681857,openedSep3 19:42:24.677,closed20:30:20.345,operatorliquidation. Grossreturn-.0809902%;sample1,win0%,meanloss.0809902%,no avgwin; no naturalstop/target exits and no decisionquote/feeledger => no usable slippageorconditionaledge. Noopen/pending;cash235.86fund,equity850.99;positioncap212.7475,nominalrisk8.5099. Current monthlyshortfall349.01 not a sizinginput. query_trades fund=crypto September7 04:11UTC; user account context

Job35 actual01:15UTC retained output parses 3 issuer JSON lines, 1662characters, INBX/TYRA/IRD one selected item each; first-match-only coverage does not establish absence of other news. Active12runs, next05:15:20UTC before next06UTCresearch. Jobs8next07:01 and15nextSep8 02:30, still active. Four quant monitors46/47/48/42 all future, none due in off interval. No positions or queued orders. No duplicate scheduler or new monitor needed for a rejected swing rule; no action claimed on unseen05:15output. list_jobs/list_monitors fund=quant September7 2026 04:02UTC; https://inhibrx.investorroom.com/news-releases ; https://tyrabio.investorroom.com/news-releases ; https://ir.opusgtx.com/press-releases

Python Sep7: gross margin260/477=54.507338%; OCF23/477=4.821803%; operatingprofit46 less otherincome40=6m(simplebridge,notformaladjustedearnings). H2remaining FYrevenue473–493m and R&D106–146m. Illustrativeclose11.95+2ATR=.768571gain,target12.718571;stop10.8 risks1.15,R/R.668323. Fourshares47.80,stoploss4.60butfullgaprisk47.80. TrainingmomentumrawquarterKelly-.140422166=>0;holdout-onlydescriptive.031159463 notadopted. All actualeventallocation0. Neither dollarvaluation nor forecastapprovalodds established. https://www.sec.gov/Archives/edgar/data/2007191/000162828026058126/announcement.htm ; Alpaca IEX TLX Sep4 bars ; research/final_results.json

[{"symbol":"SOL","mode":"empirical_drift","paths":10000,"hours":48,"block_hours":4,"sample_hours":878,"stop_pct":5.871372778798519,"target_pct":8.807059168197778,"stop_first_pct":3.4799999999999995,"target_first_pct":9.049999999999999,"timeout_pct":87.47,"net_mean_pct":1.3458147103839104,"net_win_pct":61.870000000000005,"net_5pct":-5.215867744064287,"loss95_at_cap":11.09662822880317,"over_1pct_equity_risk_pct":8.55},{"symbol":"SOL","mode":"zero_drift","paths":10000,"hours":48,"block_hours":4,"sample_hours":878,"stop_pct":5.871372778798519,"target_pct":8.807059168197778,"stop_first_pct":9.15,"target_first_pct":4.42,"timeout_pct":86.42999999999999,"net_mean_pct":-0.6992059933641397,"net_win_pct":40,"net_5pct":-6.818978738947068,"loss95_at_cap":14.507206792641414,"over_1pct_equity_risk_pct":20.810000000000002}] https://runway.adityaperswal.workers.dev/data/crypto-bars

[{"symbol":"ETH","mode":"empirical_drift","paths":10000,"hours":48,"block_hours":4,"sample_hours":878,"stop_pct":3.8646679211068973,"target_pct":5.7970018816603455,"stop_first_pct":9.33,"target_first_pct":16.99,"timeout_pct":73.68,"net_mean_pct":0.738619536206594,"net_win_pct":55.800000000000004,"net_5pct":-4.774097121943861,"loss95_at_cap":10.156772274507516,"over_1pct_equity_risk_pct":10.39},{"symbol":"ETH","mode":"zero_drift","paths":10000,"hours":48,"block_hours":4,"sample_hours":878,"stop_pct":3.8646679211068973,"target_pct":5.7970018816603455,"stop_first_pct":19.38,"target_first_pct":12.379999999999999,"timeout_pct":68.24,"net_mean_pct":-0.6627487663609523,"net_win_pct":36.17,"net_5pct":-5.0464197787286365,"loss95_at_cap":10.736131918750706,"over_1pct_equity_risk_pct":21.490000000000002}] https://runway.adityaperswal.workers.dev/data/crypto-bars

[{"symbol":"BTC","mode":"empirical_drift","paths":10000,"hours":48,"block_hours":4,"sample_hours":878,"stop_pct":3.149245494209274,"target_pct":4.723868241313911,"stop_first_pct":7.049999999999999,"target_first_pct":16.72,"timeout_pct":76.23,"net_mean_pct":0.546933521007008,"net_win_pct":55.05,"net_5pct":-3.9373732278666163,"loss95_at_cap":8.37666310795553,"over_1pct_equity_risk_pct":4.04},{"symbol":"BTC","mode":"zero_drift","paths":10000,"hours":48,"block_hours":4,"sample_hours":878,"stop_pct":3.149245494209274,"target_pct":4.723868241313911,"stop_first_pct":16.509999999999998,"target_first_pct":10.68,"timeout_pct":72.81,"net_mean_pct":-0.6384129254626031,"net_win_pct":35.79,"net_5pct":-4.137108067069427,"loss95_at_cap":8.801593984988529,"over_1pct_equity_risk_pct":8.3}] https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep7 model40.818%base versus58.927%high (1.2x60dayadjustedRV), inputsasindependentFDrecords. Allbidzero. JSONvalues [{"s":"FRO260918P00025000","fd":3.4896e-11,"fd_high":0.000003499251788,"a":0.07},{"s":"FRO260918P00029000","fd":6.61965807e-7,"fd_high":0.000578235730393,"a":0.08},{"s":"FRO260918P00030000","fd":0.000004456422241,"fd_high":0.001576383729013,"a":0.08},{"s":"FRO260918P00031000","fd":0.00002511936869,"fd_high":0.003927209820749,"a":0.08}]. Correction observation7769 displayedK25tailas0 duepandas10decimalrounding; actualfineFD2.820563e-11,notmathematicalzero. https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative

Sep7 finite-difference American revaluation: S46.15,sigma.408179926,r.04,D2.61 atSep18open,calendarT14/42days;2400space1800timesteps,exactdividendjump interpolation. Ask/bid Sep4indicative; net=100*(fair-ask)-assumed$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO261016P00060000","b":15,"a":18.37,"fd":16.378572907933826,"fd_net":-199.34270920661749} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative

Sep7 finite-difference American revaluation: S46.15,sigma.408179926,r.04,D2.61 atSep18open,calendarT14/42days;2400space1800timesteps,exactdividendjump interpolation. Ask/bid Sep4indicative; net=100*(fair-ask)-assumed$.20 BEFORE exitspread. No executionorphysicalprobabilityclaim. Floatdisplaymayroundtinypositivevalues. {"s":"FRO261016C00060000","b":0,"a":0.27,"fd":0.031521282303014,"fd_net":-24.047871769698588} https://runway.adityaperswal.workers.dev/data/option-chain/FRO?feed=indicative