Notes

Collected/calculated September7 2026. Full measured figures: {"common_daily_intraday_dates":2432,"daily_open_vs_first_regular_open_median_abs_bp":0,"daily_open_vs_first_regular_open_max_abs_bp":35.49245785270605,"days_with_fewer_than26_regular_bars":23,"regular_bar_count_min":15,"regular_bar_count_median":26,"stop_overshoot_median_R":0.12907709360644057,"stop_overshoot_max_R":0.9306284009229048,"win_Wilson95_pct":[22.687795730867343,55.99777379071503],"later_return_without2022_pct":-12.51138490188809,"same_day_exits":10,"worst_net_trade_pct":-3.6472776921508965,"later_after_method_change_sample":2}. Protocol notes547/549, scripts research/audit.py. Raw SIP15Min2017-Sep4 2026; daily2016-Sep4. Later2021-Aug2026 previously inspected. Simulation fractions are resampling frequencies, not calibrated probabilities. Technical levels illustrative only; actual size0. August excess41.937869 percentage points is DBC45.649139% minus BIL3.711270%; relative-wealth excess40.437138% matches prior journal and yields identical signal sign. https://runway.adityaperswal.workers.dev/data/stock-bars

Collected/calculated September7 2026. Full measured figures: [{"year":"2021","n":9,"return_pct":-8.258016436238048,"mean_pct":-0.941012495527734,"wins":2},{"year":"2022","n":10,"return_pct":12.99403205128662,"mean_pct":1.259720217968511,"wins":7},{"year":"2023","n":3,"return_pct":-4.687025160184721,"mean_pct":-1.586662194847584,"wins":0},{"year":"2024","n":2,"return_pct":0.29071609028388234,"mean_pct":0.15574533194979145,"wins":1},{"year":"2025","n":4,"return_pct":-3.7244419398145046,"mean_pct":-0.9434125632314744,"wins":0},{"year":"2026","n":1,"return_pct":3.6226309028544845,"mean_pct":3.6226309028544845,"wins":1}]. Protocol notes547/549, scripts research/stats.py. Raw SIP15Min2017-Sep4 2026; daily2016-Sep4. Later2021-Aug2026 previously inspected. Simulation fractions are resampling frequencies, not calibrated probabilities. Technical levels illustrative only; actual size0. August excess41.937869 percentage points is DBC45.649139% minus BIL3.711270%; relative-wealth excess40.437138% matches prior journal and yields identical signal sign. https://runway.adityaperswal.workers.dev/data/stock-bars

Collected/calculated September7 2026. Full measured figures: {"date":"2026-09-04T04:00:00Z","close":31.9,"sma50":29.359400000000004,"sma200":27.2321,"atr20":0.4209299999999999,"adr20":0.321705,"illustrative_stop":31.47907,"illustrative_target":32.531394999999996,"illustrative_trail_pct":1.319529780564263,"target_in_ADR":1.962652119177507,"median20_dollarvolume":17293815.51,"August12m_excess_pct":41.93786913107633,"whole_share_cap":6,"risk_per6shares":2.5255799999999997,"actual_size":0,"eligibility":"No September catch-up; next monthly formation October1; revised rule needs independent prospective validation."}. Protocol notes547/549, scripts research/stats.py. Raw SIP15Min2017-Sep4 2026; daily2016-Sep4. Later2021-Aug2026 previously inspected. Simulation fractions are resampling frequencies, not calibrated probabilities. Technical levels illustrative only; actual size0. August excess41.937869 percentage points is DBC45.649139% minus BIL3.711270%; relative-wealth excess40.437138% matches prior journal and yields identical signal sign. https://runway.adityaperswal.workers.dev/data/stock-bars

Collected/calculated September7 2026. Full measured figures: {"paths":20000,"seed":90704,"months":68,"hypothetical_equity_fraction":0.25,"terminal_pnl_p05_median_p95_usd":[-37.41097068039109,-2.611842968809526,42.27635480723261],"prob_terminal_loss":0.5429,"prob_drawdown_over_1pct":0.9948,"maxdrawdown_p95_pct":5.529154147214839,"actual_size":0,"limitation":"Resampled exploratory historical returns, not a calibrated future probability or gap bound; ignores fixed overhead and quote risks."}. Protocol notes547/549, scripts research/stats.py. Raw SIP15Min2017-Sep4 2026; daily2016-Sep4. Later2021-Aug2026 previously inspected. Simulation fractions are resampling frequencies, not calibrated probabilities. Technical levels illustrative only; actual size0. August excess41.937869 percentage points is DBC45.649139% minus BIL3.711270%; relative-wealth excess40.437138% matches prior journal and yields identical signal sign. https://runway.adityaperswal.workers.dev/data/stock-bars

Collected/calculated September7 2026. Full measured figures: {"bootstrap_paths":20000,"block_calendar_months":6,"mean_trade_pct":-0.016256053475140725,"mean_CI95_pct":[-0.7653986131785423,0.7938819750236094],"bootstrap_mean_positive_fraction":0.46225,"paired_mean_trail_minus_monthly_pct":-1.2285861476429554,"paired_CI95_pct":[-2.8845909795958717,0.4295742289648353],"payoff_correlation":0.4849329496987684,"ols_intercept_pct":-0.2850706469905352,"ols_monthly_beta":0.22173382877203757,"ols_beta_HAC_se":0.055223383663383155,"monthly_return_without_best3_pct":7.294416843831586,"monthly_top3_pct":[7.660226682442817,8.8052887254632,9.292763846124895],"trail_quantiles_pct":[-3.6472776921508965,-2.0518078676660867,-1.6480931306014357,-1.1125509005519896,2.0100378348937964,3.048292163968327,4.206355319300936],"raw_no_dividend_return_pct":-1.0494704766910612,"adjustment_mean_difference_bp":-0.32468007762863205,"max_adjustment_difference_bp":4.097907763466191,"calendar_month_rate_pct":-0.006932728687927662,"annualized_rate_pct":-0.202677213504443}. Protocol notes547/549, scripts research/stats.py. Raw SIP15Min2017-Sep4 2026; daily2016-Sep4. Later2021-Aug2026 previously inspected. Simulation fractions are resampling frequencies, not calibrated probabilities. Technical levels illustrative only; actual size0. August excess41.937869 percentage points is DBC45.649139% minus BIL3.711270%; relative-wealth excess40.437138% matches prior journal and yields identical signal sign. https://runway.adityaperswal.workers.dev/data/stock-bars

Collected/calculated September7 2026. Full measured figures: {"daily_rows":2684,"daily_start":"2016-01-04 05:00:00+00:00","daily_end":"2026-09-04 04:00:00+00:00","intraday_rows":72927,"regular_rows":63031,"extended_rows":9896,"days":2432,"duplicate_timestamps":0,"missing_factors":0,"calendar_cohorts":116,"signal_cohorts":64,"signal_later":42,"bar_start_first":"2017-01-03 13:45:00+00:00","bar_start_last":"2026-09-04 22:30:00+00:00"}. Protocol notes547/549, scripts research/analyze.py. Raw SIP15Min2017-Sep4 2026; daily2016-Sep4. Later2021-Aug2026 previously inspected. Simulation fractions are resampling frequencies, not calibrated probabilities. Technical levels illustrative only; actual size0. August excess41.937869 percentage points is DBC45.649139% minus BIL3.711270%; relative-wealth excess40.437138% matches prior journal and yields identical signal sign. https://runway.adityaperswal.workers.dev/data/stock-bars

OKX primary04:07:58.571UTC last79646,vol24h3466.36232627BTC,quotevol276998115.25799USDT; Coinbase https://api.exchange.coinbase.com/products/BTC-USD/stats retrieved~04:08: last79626.94,volume24h2408.21022833BTC,volume30day209154.49847981. Rolling24h, two spot venues only; excludes other spot/derivative/OTC books. These volumes are turnover, not available bid liquidity or forced-sale proof; do not sum as global capacity. Source datacollected public REST, no private flow labels. Alpaca fee page retrieved200 again; model25bptaker per-side pending account reconciliation. https://www.okx.com/api/v5/market/ticker?instId=BTC-USDT

Measured September7 2026 from SIP daily and raw15Min history. Frozen notes547/549. Train2017–2020; later2021–August2026 is a previously inspected chronological test, NOT independent prospective holdout. Full metrics: {"label":"trail_lag","split":"later","mult":1,"cost_bp":20,"session":"all","lag":true,"gate":true,"return_pct":-10.9945131682471,"drawdown_pct":13.67099855422338,"win_rate_pct":37.93103448275862,"sample":29,"avg_win_pct":1.7556578481254057,"avg_loss_pct":1.6908876127386625,"mean_pct":-0.3835772655143608,"quarter_kelly":0,"median_hold_days":1.03125,"target_exits":11,"stop_exits":18,"timeout_exits":0,"extended_exits":11,"replay_difference":3.3306690738754696e-16,"min_cash":0}. Returns percent, costs fee/slippage split equally. Raw triggers; adjusted total-return valuation proxy. Later DBC selected from previously known winner; diagnostic parameters not promoted. Zero-sample variants mean cash/no estimate, not a successful strategy. Vectorbt long-only replay reconciled with independent cash arithmetic for nonempty cohorts. https://runway.adityaperswal.workers.dev/data/stock-bars

Measured September7 2026 from SIP daily and raw15Min history. Frozen notes547/549. Train2017–2020; later2021–August2026 is a previously inspected chronological test, NOT independent prospective holdout. Full metrics: {"label":"trail_lag","split":"train","mult":1,"cost_bp":20,"session":"all","lag":true,"gate":true,"return_pct":-9.281681359008708,"drawdown_pct":11.530508259518314,"win_rate_pct":36.36363636363637,"sample":22,"avg_win_pct":0.8022998728394459,"avg_loss_pct":1.1432885039792189,"mean_pct":-0.4358018214997044,"quarter_kelly":0,"median_hold_days":1.59375,"target_exits":8,"stop_exits":14,"timeout_exits":0,"extended_exits":4,"replay_difference":2.220446049250313e-16,"min_cash":0}. Returns percent, costs fee/slippage split equally. Raw triggers; adjusted total-return valuation proxy. Later DBC selected from previously known winner; diagnostic parameters not promoted. Zero-sample variants mean cash/no estimate, not a successful strategy. Vectorbt long-only replay reconciled with independent cash arithmetic for nonempty cohorts. https://runway.adityaperswal.workers.dev/data/stock-bars

Measured September7 2026 from SIP daily and raw15Min history. Frozen notes547/549. Train2017–2020; later2021–August2026 is a previously inspected chronological test, NOT independent prospective holdout. Full metrics: {"label":"trail_lag","split":"later","mult":1,"cost_bp":10,"session":"all","lag":true,"gate":true,"return_pct":-5.679547712719413,"drawdown_pct":10.92481061957249,"win_rate_pct":41.37931034482759,"sample":29,"avg_win_pct":1.7961363752738935,"avg_loss_pct":1.5819905706598376,"mean_pct":-0.18414493785967295,"quarter_kelly":0,"median_hold_days":1.03125,"target_exits":11,"stop_exits":18,"timeout_exits":0,"extended_exits":11,"replay_difference":-2.7755575615628914e-15,"min_cash":0}. Returns percent, costs fee/slippage split equally. Raw triggers; adjusted total-return valuation proxy. Later DBC selected from previously known winner; diagnostic parameters not promoted. Zero-sample variants mean cash/no estimate, not a successful strategy. Vectorbt long-only replay reconciled with independent cash arithmetic for nonempty cohorts. https://runway.adityaperswal.workers.dev/data/stock-bars

Measured September7 2026 from SIP daily and raw15Min history. Frozen notes547/549. Train2017–2020; later2021–August2026 is a previously inspected chronological test, NOT independent prospective holdout. Full metrics: {"label":"trail_lag","split":"train","mult":1,"cost_bp":10,"session":"all","lag":true,"gate":true,"return_pct":-5.200955321839595,"drawdown_pct":8.010237105958396,"win_rate_pct":40.909090909090914,"sample":22,"avg_win_pct":0.9145042279334511,"avg_loss_pct":1.0333051613239301,"mean_pct":-0.23647404753681958,"quarter_kelly":0,"median_hold_days":1.59375,"target_exits":8,"stop_exits":14,"timeout_exits":0,"extended_exits":4,"replay_difference":-7.771561172376096e-16,"min_cash":0}. Returns percent, costs fee/slippage split equally. Raw triggers; adjusted total-return valuation proxy. Later DBC selected from previously known winner; diagnostic parameters not promoted. Zero-sample variants mean cash/no estimate, not a successful strategy. Vectorbt long-only replay reconciled with independent cash arithmetic for nonempty cohorts. https://runway.adityaperswal.workers.dev/data/stock-bars

Measured September7 2026 from SIP daily and raw15Min history. Frozen notes547/549. Train2017–2020; later2021–August2026 is a previously inspected chronological test, NOT independent prospective holdout. Full metrics: {"label":"trail_regular","split":"later","mult":1,"cost_bp":20,"session":"regular","lag":false,"gate":true,"return_pct":-11.526871450841902,"drawdown_pct":14.049591807853046,"win_rate_pct":34.48275862068966,"sample":29,"avg_win_pct":2.2963221042584503,"avg_loss_pct":1.8177488922336993,"mean_pct":-0.3991037210295099,"quarter_kelly":0,"median_hold_days":2.0104166666666665,"target_exits":10,"stop_exits":19,"timeout_exits":0,"extended_exits":0,"replay_difference":5.551115123125783e-16,"min_cash":0}. Returns percent, costs fee/slippage split equally. Raw triggers; adjusted total-return valuation proxy. Later DBC selected from previously known winner; diagnostic parameters not promoted. Zero-sample variants mean cash/no estimate, not a successful strategy. Vectorbt long-only replay reconciled with independent cash arithmetic for nonempty cohorts. https://runway.adityaperswal.workers.dev/data/stock-bars

Measured September7 2026 from SIP daily and raw15Min history. Frozen notes547/549. Train2017–2020; later2021–August2026 is a previously inspected chronological test, NOT independent prospective holdout. Full metrics: {"label":"trail_regular","split":"train","mult":1,"cost_bp":20,"session":"regular","lag":false,"gate":true,"return_pct":-7.184742938427114,"drawdown_pct":11.433689258301815,"win_rate_pct":36.36363636363637,"sample":22,"avg_win_pct":1.0961494389748971,"avg_loss_pct":1.1472757328289713,"mean_pct":-0.33148476126392823,"quarter_kelly":0,"median_hold_days":2.098958333333333,"target_exits":7,"stop_exits":15,"timeout_exits":0,"extended_exits":0,"replay_difference":1.1102230246251565e-16,"min_cash":0}. Returns percent, costs fee/slippage split equally. Raw triggers; adjusted total-return valuation proxy. Later DBC selected from previously known winner; diagnostic parameters not promoted. Zero-sample variants mean cash/no estimate, not a successful strategy. Vectorbt long-only replay reconciled with independent cash arithmetic for nonempty cohorts. https://runway.adityaperswal.workers.dev/data/stock-bars

Measured September7 2026 from SIP daily and raw15Min history. Frozen notes547/549. Train2017–2020; later2021–August2026 is a previously inspected chronological test, NOT independent prospective holdout. Full metrics: {"label":"trail_regular","split":"later","mult":1,"cost_bp":10,"session":"regular","lag":false,"gate":true,"return_pct":-6.2436957869628,"drawdown_pct":11.373133325644114,"win_rate_pct":34.48275862068966,"sample":29,"avg_win_pct":2.5011195971592226,"avg_loss_pct":1.6211877797654446,"mean_pct":-0.1997024773776283,"quarter_kelly":0,"median_hold_days":2.0104166666666665,"target_exits":10,"stop_exits":19,"timeout_exits":0,"extended_exits":0,"replay_difference":-1.7763568394002505e-15,"min_cash":0}. Returns percent, costs fee/slippage split equally. Raw triggers; adjusted total-return valuation proxy. Later DBC selected from previously known winner; diagnostic parameters not promoted. Zero-sample variants mean cash/no estimate, not a successful strategy. Vectorbt long-only replay reconciled with independent cash arithmetic for nonempty cohorts. https://runway.adityaperswal.workers.dev/data/stock-bars

Measured September7 2026 from SIP daily and raw15Min history. Frozen notes547/549. Train2017–2020; later2021–August2026 is a previously inspected chronological test, NOT independent prospective holdout. Full metrics: {"label":"trail_regular","split":"train","mult":1,"cost_bp":10,"session":"regular","lag":false,"gate":true,"return_pct":-3.0096916168017906,"drawdown_pct":7.905370545550882,"win_rate_pct":40.909090909090914,"sample":22,"avg_win_pct":1.1695791094961057,"avg_loss_pct":1.0330054738263539,"mean_pct":-0.1319481442853477,"quarter_kelly":0,"median_hold_days":2.098958333333333,"target_exits":7,"stop_exits":15,"timeout_exits":0,"extended_exits":0,"replay_difference":-6.661338147750939e-16,"min_cash":0}. Returns percent, costs fee/slippage split equally. Raw triggers; adjusted total-return valuation proxy. Later DBC selected from previously known winner; diagnostic parameters not promoted. Zero-sample variants mean cash/no estimate, not a successful strategy. Vectorbt long-only replay reconciled with independent cash arithmetic for nonempty cohorts. https://runway.adityaperswal.workers.dev/data/stock-bars

Measured September7 2026 from SIP daily and raw15Min history. Frozen notes547/549. Train2017–2020; later2021–August2026 is a previously inspected chronological test, NOT independent prospective holdout. Full metrics: {"label":"trail125","split":"later","mult":1.25,"cost_bp":20,"session":"all","lag":false,"gate":true,"return_pct":0,"drawdown_pct":0,"win_rate_pct":null,"sample":0,"quarter_kelly":0,"reason":"No entries satisfy target-to-ADR gate; no payoff estimate"}. Returns percent, costs fee/slippage split equally. Raw triggers; adjusted total-return valuation proxy. Later DBC selected from previously known winner; diagnostic parameters not promoted. Zero-sample variants mean cash/no estimate, not a successful strategy. Vectorbt long-only replay reconciled with independent cash arithmetic for nonempty cohorts. https://runway.adityaperswal.workers.dev/data/stock-bars

Measured September7 2026 from SIP daily and raw15Min history. Frozen notes547/549. Train2017–2020; later2021–August2026 is a previously inspected chronological test, NOT independent prospective holdout. Full metrics: {"label":"trail125","split":"train","mult":1.25,"cost_bp":20,"session":"all","lag":false,"gate":true,"return_pct":0,"drawdown_pct":0,"win_rate_pct":null,"sample":0,"quarter_kelly":0,"reason":"No entries satisfy target-to-ADR gate; no payoff estimate"}. Returns percent, costs fee/slippage split equally. Raw triggers; adjusted total-return valuation proxy. Later DBC selected from previously known winner; diagnostic parameters not promoted. Zero-sample variants mean cash/no estimate, not a successful strategy. Vectorbt long-only replay reconciled with independent cash arithmetic for nonempty cohorts. https://runway.adityaperswal.workers.dev/data/stock-bars

Measured September7 2026 from SIP daily and raw15Min history. Frozen notes547/549. Train2017–2020; later2021–August2026 is a previously inspected chronological test, NOT independent prospective holdout. Full metrics: {"label":"trail125","split":"later","mult":1.25,"cost_bp":10,"session":"all","lag":false,"gate":true,"return_pct":0,"drawdown_pct":0,"win_rate_pct":null,"sample":0,"quarter_kelly":0,"reason":"No entries satisfy target-to-ADR gate; no payoff estimate"}. Returns percent, costs fee/slippage split equally. Raw triggers; adjusted total-return valuation proxy. Later DBC selected from previously known winner; diagnostic parameters not promoted. Zero-sample variants mean cash/no estimate, not a successful strategy. Vectorbt long-only replay reconciled with independent cash arithmetic for nonempty cohorts. https://runway.adityaperswal.workers.dev/data/stock-bars

Measured September7 2026 from SIP daily and raw15Min history. Frozen notes547/549. Train2017–2020; later2021–August2026 is a previously inspected chronological test, NOT independent prospective holdout. Full metrics: {"label":"trail125","split":"train","mult":1.25,"cost_bp":10,"session":"all","lag":false,"gate":true,"return_pct":0,"drawdown_pct":0,"win_rate_pct":null,"sample":0,"quarter_kelly":0,"reason":"No entries satisfy target-to-ADR gate; no payoff estimate"}. Returns percent, costs fee/slippage split equally. Raw triggers; adjusted total-return valuation proxy. Later DBC selected from previously known winner; diagnostic parameters not promoted. Zero-sample variants mean cash/no estimate, not a successful strategy. Vectorbt long-only replay reconciled with independent cash arithmetic for nonempty cohorts. https://runway.adityaperswal.workers.dev/data/stock-bars

Measured September7 2026 from SIP daily and raw15Min history. Frozen notes547/549. Train2017–2020; later2021–August2026 is a previously inspected chronological test, NOT independent prospective holdout. Full metrics: {"label":"trail075","split":"later","mult":0.75,"cost_bp":20,"session":"all","lag":false,"gate":true,"return_pct":-5.442065666077001,"drawdown_pct":14.027275252959747,"win_rate_pct":38.095238095238095,"sample":42,"avg_win_pct":1.8646309928583473,"avg_loss_pct":1.3383031093972475,"mean_pct":-0.11813773710940172,"quarter_kelly":0,"median_hold_days":0.921875,"target_exits":16,"stop_exits":26,"timeout_exits":0,"extended_exits":19,"replay_difference":4.440892098500626e-16,"min_cash":0}. Returns percent, costs fee/slippage split equally. Raw triggers; adjusted total-return valuation proxy. Later DBC selected from previously known winner; diagnostic parameters not promoted. Zero-sample variants mean cash/no estimate, not a successful strategy. Vectorbt long-only replay reconciled with independent cash arithmetic for nonempty cohorts. https://runway.adityaperswal.workers.dev/data/stock-bars

Measured September7 2026 from SIP daily and raw15Min history. Frozen notes547/549. Train2017–2020; later2021–August2026 is a previously inspected chronological test, NOT independent prospective holdout. Full metrics: {"label":"trail075","split":"train","mult":0.75,"cost_bp":20,"session":"all","lag":false,"gate":true,"return_pct":-11.240157094708314,"drawdown_pct":13.488342844641432,"win_rate_pct":31.818181818181817,"sample":22,"avg_win_pct":0.8399662998968089,"avg_loss_pct":1.1765990067637122,"mean_pct":-0.5349645910080919,"quarter_kelly":0,"median_hold_days":0.9739583333333333,"target_exits":7,"stop_exits":15,"timeout_exits":0,"extended_exits":4,"replay_difference":8.881784197001252e-16,"min_cash":0}. Returns percent, costs fee/slippage split equally. Raw triggers; adjusted total-return valuation proxy. Later DBC selected from previously known winner; diagnostic parameters not promoted. Zero-sample variants mean cash/no estimate, not a successful strategy. Vectorbt long-only replay reconciled with independent cash arithmetic for nonempty cohorts. https://runway.adityaperswal.workers.dev/data/stock-bars

Measured September7 2026 from SIP daily and raw15Min history. Frozen notes547/549. Train2017–2020; later2021–August2026 is a previously inspected chronological test, NOT independent prospective holdout. Full metrics: {"label":"trail075","split":"later","mult":0.75,"cost_bp":10,"session":"all","lag":false,"gate":true,"return_pct":2.8439465598090408,"drawdown_pct":10.965016791264059,"win_rate_pct":38.095238095238095,"sample":42,"avg_win_pct":2.0685642390735683,"avg_loss_pct":1.1407821452716964,"mean_pct":0.08182600114554735,"quarter_kelly":0.009889226498253939,"median_hold_days":0.921875,"target_exits":16,"stop_exits":26,"timeout_exits":0,"extended_exits":19,"replay_difference":-1.3322676295501878e-15,"min_cash":0}. Returns percent, costs fee/slippage split equally. Raw triggers; adjusted total-return valuation proxy. Later DBC selected from previously known winner; diagnostic parameters not promoted. Zero-sample variants mean cash/no estimate, not a successful strategy. Vectorbt long-only replay reconciled with independent cash arithmetic for nonempty cohorts. https://runway.adityaperswal.workers.dev/data/stock-bars

Measured September7 2026 from SIP daily and raw15Min history. Frozen notes547/549. Train2017–2020; later2021–August2026 is a previously inspected chronological test, NOT independent prospective holdout. Full metrics: {"label":"trail075","split":"train","mult":0.75,"cost_bp":10,"session":"all","lag":false,"gate":true,"return_pct":-7.247527960651667,"drawdown_pct":9.777468194644134,"win_rate_pct":31.818181818181817,"sample":22,"avg_win_pct":1.041848164831971,"avg_loss_pct":0.9787543106199448,"mean_pct":-0.3358353411579716,"quarter_kelly":0,"median_hold_days":0.9739583333333333,"target_exits":7,"stop_exits":15,"timeout_exits":0,"extended_exits":4,"replay_difference":-3.3306690738754696e-16,"min_cash":0}. Returns percent, costs fee/slippage split equally. Raw triggers; adjusted total-return valuation proxy. Later DBC selected from previously known winner; diagnostic parameters not promoted. Zero-sample variants mean cash/no estimate, not a successful strategy. Vectorbt long-only replay reconciled with independent cash arithmetic for nonempty cohorts. https://runway.adityaperswal.workers.dev/data/stock-bars

Measured September7 2026 from SIP daily and raw15Min history. Frozen notes547/549. Train2017–2020; later2021–August2026 is a previously inspected chronological test, NOT independent prospective holdout. Full metrics: {"label":"trail_main","split":"later","mult":1,"cost_bp":20,"session":"all","lag":false,"gate":true,"return_pct":-6.713681659033122,"drawdown_pct":12.656278526234054,"win_rate_pct":37.93103448275862,"sample":29,"avg_win_pct":2.386409567822121,"avg_loss_pct":1.806399784928038,"mean_pct":-0.21602382354004657,"quarter_kelly":0,"median_hold_days":1.03125,"target_exits":11,"stop_exits":18,"timeout_exits":0,"extended_exits":13,"replay_difference":-6.661338147750939e-16,"min_cash":0}. Returns percent, costs fee/slippage split equally. Raw triggers; adjusted total-return valuation proxy. Later DBC selected from previously known winner; diagnostic parameters not promoted. Zero-sample variants mean cash/no estimate, not a successful strategy. Vectorbt long-only replay reconciled with independent cash arithmetic for nonempty cohorts. https://runway.adityaperswal.workers.dev/data/stock-bars

Measured September7 2026 from SIP daily and raw15Min history. Frozen notes547/549. Train2017–2020; later2021–August2026 is a previously inspected chronological test, NOT independent prospective holdout. Full metrics: {"label":"trail_main","split":"train","mult":1,"cost_bp":20,"session":"all","lag":false,"gate":true,"return_pct":-6.04399408561661,"drawdown_pct":10.610516584193164,"win_rate_pct":40.909090909090914,"sample":22,"avg_win_pct":1.15758443438621,"avg_loss_pct":1.2653207893216385,"mean_pct":-0.27413228871388223,"quarter_kelly":0,"median_hold_days":1.2552083333333335,"target_exits":8,"stop_exits":14,"timeout_exits":0,"extended_exits":5,"replay_difference":-2.220446049250313e-16,"min_cash":0}. Returns percent, costs fee/slippage split equally. Raw triggers; adjusted total-return valuation proxy. Later DBC selected from previously known winner; diagnostic parameters not promoted. Zero-sample variants mean cash/no estimate, not a successful strategy. Vectorbt long-only replay reconciled with independent cash arithmetic for nonempty cohorts. https://runway.adityaperswal.workers.dev/data/stock-bars