Notes

{"sample":"pre2026","block":20,"paths":10000,"sessions":60,"source_days":1152,"stop_pct":{"XLK":66.53,"XLE":70.12,"XLV":66.33},"target_pct":{"XLK":12.959999999999999,"XLE":11.17,"XLV":13.94},"basket_pnl_mean":2.796049617494338,"basket_pnl_p05":-9.735236238727305,"basket_pnl_p50":0.9012976423987449,"basket_pnl_p95":23.900491584055892,"basket_loss_pct":48.39}; Static current brackets; stop first on same-day dual touch; opening gap stop at worse open; no ratchet, monthly rerank or 15min checks; adjusted OHLC not executable prices; chosen current basket selection bias; 6bp per side costs assumed; no calibrated odds or Kelly sizing. https://runway.adityaperswal.workers.dev/data/stock-bars

{"sample":"pre2026","block":5,"paths":10000,"sessions":60,"source_days":1152,"stop_pct":{"XLK":68.49,"XLE":68.43,"XLV":64.74},"target_pct":{"XLK":15.55,"XLE":14.41,"XLV":16.61},"basket_pnl_mean":3.4460190441621394,"basket_pnl_p05":-9.89387409316706,"basket_pnl_p50":0.6292599833970072,"basket_pnl_p95":31.220380615361066,"basket_loss_pct":48.77}; Static current brackets; stop first on same-day dual touch; opening gap stop at worse open; no ratchet, monthly rerank or 15min checks; adjusted OHLC not executable prices; chosen current basket selection bias; 6bp per side costs assumed; no calibrated odds or Kelly sizing. https://runway.adityaperswal.workers.dev/data/stock-bars

{"sample":"pre2026","block":1,"paths":10000,"sessions":60,"source_days":1152,"stop_pct":{"XLK":68.56,"XLE":67.33,"XLV":65.31},"target_pct":{"XLK":17.29,"XLE":15.559999999999999,"XLV":16.3},"basket_pnl_mean":3.6550323604237978,"basket_pnl_p05":-9.687008511385034,"basket_pnl_p50":-0.0891889032231794,"basket_pnl_p95":31.24800934504388,"basket_loss_pct":50.2}; Static current brackets; stop first on same-day dual touch; opening gap stop at worse open; no ratchet, monthly rerank or 15min checks; adjusted OHLC not executable prices; chosen current basket selection bias; 6bp per side costs assumed; no calibrated odds or Kelly sizing. https://runway.adityaperswal.workers.dev/data/stock-bars

{"n":1152,"start":"2021-06-02","end":"2025-12-31","correlation":{"XLK":{"XLK":1,"XLE":0.315635,"XLV":0.500392},"XLE":{"XLK":0.315635,"XLE":1,"XLV":0.293787},"XLV":{"XLK":0.500392,"XLE":0.293787,"XLV":1}},"ann_vol_equal_basket_pct":16.736804074671067,"worst_basket_gap_pct":-3.3226667482259034,"gap_min_pct":{"XLK":-6.25927024621774,"XLE":-4.952926729431029,"XLV":-2.644902894279455}}; current selected basket retrospective diagnostic, not strategy holdout. https://runway.adityaperswal.workers.dev/data/stock-bars

{"n":179,"start":"2026-01-02","end":"2026-09-18","correlation":{"XLK":{"XLK":1,"XLE":-0.247776,"XLV":-0.158572},"XLE":{"XLK":-0.247776,"XLE":1,"XLV":-0.078192},"XLV":{"XLK":-0.158572,"XLE":-0.078192,"XLV":1}},"ann_vol_equal_basket_pct":11.010394791947922,"worst_basket_gap_pct":-0.9544757103629712,"gap_min_pct":{"XLK":-3.887587822014049,"XLE":-5.7927339695295395,"XLV":-1.843102945465147}}; current selected basket retrospective diagnostic, not strategy holdout. https://runway.adityaperswal.workers.dev/data/stock-bars

Measured2026-09-20; completed2026-09-18 SIP/all; conditional known Dec5 split repair. Primary price feed, prior issuer dividend audit3614. {"symbol":"XLU","date":"2026-09-18","bars":1332,"close":41.1,"r21":-0.06633348477964562,"r63":-0.07598920863309344,"r126":-0.10496515679442509,"r252":0.0017060687301975186,"avg":-0.06139544536924166,"sma200":44.222125,"atr20":0.6355299999999993,"high20":43.96,"eligible":false,"p90":0.10239288498446239,"p90_n":1255,"gap_min":-0.020194072908471083,"gap_date":"2025-01-27","stop":39.82894,"target":45.30834757286141,"rank_all":11,"rank_eligible":null,"notional":0,"risk_fraction":0.030926034063260305,"stress_gap":0.1,"stress_loss":0,"positive_horizons":1,"sma_distance_pct":-7.060097179861879,"ordinary_stop_loss":0,"target_profit":0} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured2026-09-20; completed2026-09-18 SIP/all; conditional known Dec5 split repair. Primary price feed, prior issuer dividend audit3614. {"symbol":"XLY","date":"2026-09-18","bars":1332,"close":111.03,"r21":-0.06374905135340247,"r63":-0.050457538698366555,"r126":0.016199890170236042,"r252":-0.07363063701973216,"avg":-0.04290933422531629,"sma200":116.57710000000002,"atr20":1.5072499999999984,"high20":118.79,"eligible":false,"p90":0.14896551962962673,"p90_n":1255,"gap_min":-0.054244697233123085,"gap_date":"2025-04-03","stop":108.0155,"target":127.56964164447746,"rank_all":10,"rank_eligible":null,"notional":0,"risk_fraction":0.027150319733405356,"stress_gap":0.10848939446624617,"stress_loss":0,"positive_horizons":1,"sma_distance_pct":-4.758310165547108,"ordinary_stop_loss":0,"target_profit":0} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured2026-09-20; completed2026-09-18 SIP/all; conditional known Dec5 split repair. Primary price feed, prior issuer dividend audit3614. {"symbol":"XLC","date":"2026-09-18","bars":1332,"close":110.81,"r21":-0.0045813869924541395,"r63":0.01502244206283776,"r126":-0.014934660858742954,"r252":-0.055730720068172035,"avg":-0.015056081464132842,"sma200":113.62755000000001,"atr20":1.607,"high20":115.26,"eligible":false,"p90":0.13790962490769748,"p90_n":1255,"gap_min":-0.057623380204025465,"gap_date":"2022-02-03","stop":107.596,"target":126.09176553602195,"rank_all":9,"rank_eligible":null,"notional":0,"risk_fraction":0.029004602472701018,"stress_gap":0.11524676040805093,"stress_loss":0,"positive_horizons":1,"sma_distance_pct":-2.479636320593037,"ordinary_stop_loss":0,"target_profit":0} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured2026-09-20; completed2026-09-18 SIP/all; conditional known Dec5 split repair. Primary price feed, prior issuer dividend audit3614. {"symbol":"XLRE","date":"2026-09-18","bars":1332,"close":42.53,"r21":-0.054678817515003364,"r63":-0.021849126034958477,"r126":0.030281007751937983,"r252":0.04676347526458269,"avg":0.0001291348666397074,"sma200":42.77705,"atr20":0.5022400000000001,"high20":45.465,"eligible":false,"p90":0.10853497921567627,"p90_n":1255,"gap_min":-0.026175063326766113,"gap_date":"2022-06-13","stop":41.52552,"target":47.14599266604271,"rank_all":8,"rank_eligible":null,"notional":0,"risk_fraction":0.02361815189278157,"stress_gap":0.1,"stress_loss":0,"positive_horizons":2,"sma_distance_pct":-0.5775293060180653,"ordinary_stop_loss":0,"target_profit":0} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured2026-09-20; completed2026-09-18 SIP/all; conditional known Dec5 split repair. Primary price feed, prior issuer dividend audit3614. {"symbol":"XLP","date":"2026-09-18","bars":1332,"close":82.8,"r21":-0.0432170094753872,"r63":0.0008461259518917075,"r126":0.02285361334156888,"r252":0.060586653003714686,"avg":0.010267345705447017,"sma200":82.96825000000001,"atr20":0.89176,"high20":87.465,"eligible":false,"p90":0.07653027888248405,"p90_n":1255,"gap_min":-0.02374043787918756,"gap_date":"2025-04-07","stop":81.01648,"target":89.13670709146967,"rank_all":7,"rank_eligible":null,"notional":0,"risk_fraction":0.02154009661835749,"stress_gap":0.1,"stress_loss":0,"positive_horizons":3,"sma_distance_pct":-0.2027884160507365,"ordinary_stop_loss":0,"target_profit":0} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured2026-09-20; completed2026-09-18 SIP/all; conditional known Dec5 split repair. Primary price feed, prior issuer dividend audit3614. {"symbol":"XLI","date":"2026-09-18","bars":1332,"close":169.75,"r21":-0.06705138774388564,"r63":-0.059400454369147204,"r126":0.04013480392156876,"r252":0.1375820935531431,"avg":0.012816263840419756,"sma200":171.1439,"atr20":2.3982499999999987,"high20":181.24,"eligible":false,"p90":0.12087676778130486,"p90_n":1255,"gap_min":-0.03352168601099581,"gap_date":"2025-04-03","stop":164.9535,"target":190.2688313308765,"rank_all":6,"rank_eligible":null,"notional":0,"risk_fraction":0.028256259204712798,"stress_gap":0.1,"stress_loss":0,"positive_horizons":2,"sma_distance_pct":-0.8144608133856979,"ordinary_stop_loss":0,"target_profit":0} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured2026-09-20; completed2026-09-18 SIP/all; conditional known Dec5 split repair. Primary price feed, prior issuer dividend audit3614. {"symbol":"XLB","date":"2026-09-18","bars":1332,"close":49.99,"r21":-0.048172124904798164,"r63":-0.03157690817512582,"r126":0.05575501583949305,"r252":0.12034961900493069,"avg":0.02408890044112494,"sma200":50.173925,"atr20":0.7882599999999993,"high20":54.19,"eligible":false,"p90":0.10243167306427377,"p90_n":1255,"gap_min":-0.032110091743119185,"gap_date":"2025-04-03","stop":48.41348000000001,"target":55.11055933648305,"rank_all":5,"rank_eligible":null,"notional":0,"risk_fraction":0.03153670734146827,"stress_gap":0.1,"stress_loss":0,"positive_horizons":2,"sma_distance_pct":-0.3665748693170712,"ordinary_stop_loss":0,"target_profit":0} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured2026-09-20; completed2026-09-18 SIP/all; conditional known Dec5 split repair. Primary price feed, prior issuer dividend audit3614. {"symbol":"XLF","date":"2026-09-18","bars":1332,"close":55.86,"r21":-0.028183716075156573,"r63":0.04645934807043828,"r126":0.1500926497838171,"r252":0.049014084507042144,"avg":0.054345591571535234,"sma200":53.4515,"atr20":0.7088450000000005,"high20":58.6,"eligible":true,"p90":0.11838838877512908,"p90_n":1255,"gap_min":-0.03900853311661934,"gap_date":"2025-04-03","stop":54.44231,"target":62.47317539697871,"rank_all":4,"rank_eligible":4,"notional":0,"risk_fraction":0.025379341210168296,"stress_gap":0.1,"stress_loss":0,"positive_horizons":3,"sma_distance_pct":4.5059539956783246,"ordinary_stop_loss":0,"target_profit":0} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured2026-09-20; completed2026-09-18 SIP/all; conditional known Dec5 split repair. Primary price feed, prior issuer dividend audit3614. {"symbol":"XLV","date":"2026-09-18","bars":1332,"close":168.39,"r21":-0.04149590163934436,"r63":0.13210972166196022,"r126":0.1583545435784548,"r252":0.24872080088987758,"avg":0.12442229112273706,"sma200":155.18015000000003,"atr20":2.1654699999999965,"high20":175.82,"eligible":true,"p90":0.10628648222527133,"p90_n":1255,"gap_min":-0.02644902894279455,"gap_date":"2025-04-07","stop":164.05906,"target":186.28758074191344,"rank_all":3,"rank_eligible":3,"notional":86.66,"risk_fraction":0.025719698319377596,"stress_gap":0.1,"stress_loss":11.105282150721536,"positive_horizons":3,"sma_distance_pct":8.512590044538527,"ordinary_stop_loss":2.2288690563572624,"target_profit":9.210786549642012} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured2026-09-20; completed2026-09-18 SIP/all; conditional known Dec5 split repair. Primary price feed, prior issuer dividend audit3614. {"symbol":"XLE","date":"2026-09-18","bars":1332,"close":64.31,"r21":0.011481597986788383,"r63":0.20453268402322533,"r126":0.09837745516652441,"r252":0.47381689011114947,"avg":0.1970521568219219,"sma200":55.314825,"atr20":1.2647249999999997,"high20":66.17,"eligible":true,"p90":0.20627946697730823,"p90_n":1255,"gap_min":-0.0579273396952954,"gap_date":"2026-04-08","stop":61.780550000000005,"target":77.5758325213107,"rank_all":2,"rank_eligible":2,"notional":86.66,"risk_fraction":0.03933214119110557,"stress_gap":0.1158546793905908,"stress_loss":13.486896491048972,"positive_horizons":4,"sma_distance_pct":16.261779730840708,"ordinary_stop_loss":3.4085233556212087,"target_profit":17.87617860825353} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured2026-09-20; completed2026-09-18 SIP/all; conditional known Dec5 split repair. Primary price feed, prior issuer dividend audit3614. {"symbol":"XLK","date":"2026-09-18","bars":1332,"close":189.6,"r21":0.032454802875190536,"r63":-0.008420061712253624,"r126":0.3730175972192047,"r252":0.40439242991000324,"avg":0.2003611920730362,"sma200":162.235625,"atr20":3.1444999999999963,"high20":189.81,"eligible":true,"p90":0.18362192237650138,"p90_n":1255,"gap_min":-0.06259270246217741,"gap_date":"2024-08-05","stop":183.311,"target":224.41471648258465,"rank_all":1,"rank_eligible":1,"notional":86.66,"risk_fraction":0.033169831223628654,"stress_gap":0.12518540492435482,"stress_loss":13.796519621849056,"positive_horizons":3,"sma_distance_pct":16.86705678854443,"ordinary_stop_loss":2.874497573839659,"target_profit":15.912675793147608} https://runway.adityaperswal.workers.dev/data/stock-bars

{"train_period":["2021-01-05 05:00:00+00:00","2024-12-31 05:00:00+00:00"],"holdout_period":["2025-01-02 05:00:00+00:00","2026-09-18 04:00:00+00:00"],"holdout_two_plus_exceed":7,"holdout_three_exceed":2,"bootstrap":{"paths":20000,"block":5,"horizon":20,"seed":92006,"max_overnight_loss_q50_q95_q99":[3.9130109197393192,7.974397897477956,14.828642951783687],"prob_any_overnight_loss_gt30":0},"test_worst_basket_overnight_loss":10.637725334381813} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"IWM","train_n":1004,"test_n":429,"train_p01":-0.0225591653094287,"train_min":-0.0527219225110348,"test_min":-0.04711779448621556,"test_exceedances":5,"test_exceedance_rate":0.011655011655011656,"test_p01":-0.02526703165930107} Train2021–2024; holdout2025–Sep18 2026. Today's selected basket is ex-post; not strategy OOS performance. Adjusted gaps are a price proxy, not executed stop fills. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"QQQ","train_n":1004,"test_n":429,"train_p01":-0.019642697452250054,"train_min":-0.05357022225224606,"test_min":-0.04140786749482395,"test_exceedances":7,"test_exceedance_rate":0.016317016317016316,"test_p01":-0.027485668992367554} Train2021–2024; holdout2025–Sep18 2026. Today's selected basket is ex-post; not strategy OOS performance. Adjusted gaps are a price proxy, not executed stop fills. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"EEM","train_n":1004,"test_n":429,"train_p01":-0.023161498373743362,"train_min":-0.052591847005536096,"test_min":-0.05737169009480214,"test_exceedances":15,"test_exceedance_rate":0.03496503496503497,"test_p01":-0.03355377029926494} Train2021–2024; holdout2025–Sep18 2026. Today's selected basket is ex-post; not strategy OOS performance. Adjusted gaps are a price proxy, not executed stop fills. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"ETH/USD","date":"2026-09-19 00:00:00+00:00","bars":2088,"pages":1,"close":2632.425,"annual":-0.41123549014783833,"sma":2073.6830831083275,"atr":98.56906743532497,"p90":0.42328883963806774,"p90_n":1826,"high20":2665.72,"above":true,"rank":7,"size":0} Retrieved Sep20 06UTC; adjusted SIP equities through Sep18, completed crypto Sep19. Size conditional, not executed. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"BTC/USD","date":"2026-09-19 00:00:00+00:00","bars":2088,"pages":1,"close":81239.166,"annual":-0.29782168636543105,"sma":70464.58972958945,"atr":2233.81038940355,"p90":0.36718658848933106,"p90_n":1826,"high20":82233.502538071,"above":true,"rank":6,"size":0} Retrieved Sep20 06UTC; adjusted SIP equities through Sep18, completed crypto Sep19. Size conditional, not executed. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"TLT","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":81.25,"annual":-0.05709643727515379,"sma":84.36059999999999,"atr":0.6628700000000016,"p90":0.06150557763249668,"p90_n":1255,"high20":83.28,"above":false,"rank":null,"size":0} Retrieved Sep20 06UTC; adjusted SIP equities through Sep18, completed crypto Sep19. Size conditional, not executed. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"SPY","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":761.69,"annual":0.17127216250711208,"sma":712.4730999999999,"atr":6.002450000000005,"p90":0.10841930825440019,"p90_n":1255,"high20":773.38,"above":true,"rank":4,"size":0} Retrieved Sep20 06UTC; adjusted SIP equities through Sep18, completed crypto Sep19. Size conditional, not executed. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"QQQ","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":721.45,"annual":0.2286901578759135,"sma":661.77265,"atr":8.27367999999999,"p90":0.1616958533244174,"p90_n":1255,"high20":724.125,"above":true,"rank":2,"size":93.33} Retrieved Sep20 06UTC; adjusted SIP equities through Sep18, completed crypto Sep19. Size conditional, not executed. https://runway.adityaperswal.workers.dev/data/stock-bars