EMN R92004 daily OLS EMN_holdout = 1.113833738825308
Supply chain2026-09-20 04:12
{"n":752,"beta":1.113833738825308,"daily_alpha_pct":-0.09369751646153973,"correlation":0.5441161762727014,"volatility_annual_pct":31.408906230972345}; intercept/beta vsSPY, descriptive not causal shortage attribution or significance claim. train2017–22,heldapart2023–25,recent2026.
https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92004 daily OLS CE_holdout = 1.462249081085948
Supply chain2026-09-20 04:12
{"n":752,"beta":1.462249081085948,"daily_alpha_pct":-0.1927678353747636,"correlation":0.4773252246804038,"volatility_annual_pct":47.00359256130575}; intercept/beta vsSPY, descriptive not causal shortage attribution or significance claim. train2017–22,heldapart2023–25,recent2026.
https://runway.adityaperswal.workers.dev/data/stock-bars
EMN R92004 daily OLS EMN_train = 1.1837566914112843
Supply chain2026-09-20 04:12
{"n":1510,"beta":1.1837566914112843,"daily_alpha_pct":-0.020711364697883653,"correlation":0.71076701896477,"volatility_annual_pct":32.40635428768821}; intercept/beta vsSPY, descriptive not causal shortage attribution or significance claim. train2017–22,heldapart2023–25,recent2026.
https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92004 daily OLS CE_train = 1.2435566895446644
Supply chain2026-09-20 04:12
{"n":1510,"beta":1.2435566895446644,"daily_alpha_pct":-0.013515332864204706,"correlation":0.7182959731588447,"volatility_annual_pct":33.68659789161049}; intercept/beta vsSPY, descriptive not causal shortage attribution or significance claim. train2017–22,heldapart2023–25,recent2026.
https://runway.adityaperswal.workers.dev/data/stock-bars
EMN R92004 costed L60 recent 55bp per-side backtest = 5.48793633974099
Supply chain2026-09-20 04:12
{"symbol":"EMN","lookback":60,"window":"recent","cost_bps_side":55,"return_pct":5.48793633974099,"drawdown_pct":10.730415082802569,"winrate_pct":50,"n":2,"manual_closed_pct":5.487936339741006,"boundary":0,"same_day":0,"targets":1,"buyhold_pct":5.815077319587636}; vectorbt longonly; next-open entry,2ATR stop/net3R fixed target,60-session exit; 2017–22train/2023–25heldapart/2026recent. Full-invested test portfolio, not120fund sizing. Daily intrabar stops approximate15-minute venue; synthetic open/end accounting points allow same-day exits; stopfirst when both touched. Correct returns divide pnl by entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
EMN R92004 costed L60 recent 20bp per-side backtest = 6.975171026805382
Supply chain2026-09-20 04:12
{"symbol":"EMN","lookback":60,"window":"recent","cost_bps_side":20,"return_pct":6.975171026805382,"drawdown_pct":10.416401467515913,"winrate_pct":50,"n":2,"manual_closed_pct":6.975171026805382,"boundary":0,"same_day":0,"targets":1,"buyhold_pct":5.815077319587636}; vectorbt longonly; next-open entry,2ATR stop/net3R fixed target,60-session exit; 2017–22train/2023–25heldapart/2026recent. Full-invested test portfolio, not120fund sizing. Daily intrabar stops approximate15-minute venue; synthetic open/end accounting points allow same-day exits; stopfirst when both touched. Correct returns divide pnl by entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
EMN R92004 costed L60 holdout 55bp per-side backtest = -13.460686973898756
Supply chain2026-09-20 04:12
{"symbol":"EMN","lookback":60,"window":"holdout","cost_bps_side":55,"return_pct":-13.460686973898756,"drawdown_pct":16.121309137335217,"winrate_pct":28.57142857142857,"n":7,"manual_closed_pct":-13.460686973898728,"boundary":0,"same_day":0,"targets":0,"buyhold_pct":-12.615297289626792}; vectorbt longonly; next-open entry,2ATR stop/net3R fixed target,60-session exit; 2017–22train/2023–25heldapart/2026recent. Full-invested test portfolio, not120fund sizing. Daily intrabar stops approximate15-minute venue; synthetic open/end accounting points allow same-day exits; stopfirst when both touched. Correct returns divide pnl by entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
EMN R92004 costed L60 holdout 20bp per-side backtest = -9.11460073511038
Supply chain2026-09-20 04:12
{"symbol":"EMN","lookback":60,"window":"holdout","cost_bps_side":20,"return_pct":-9.11460073511038,"drawdown_pct":14.938735064080532,"winrate_pct":28.57142857142857,"n":7,"manual_closed_pct":-9.114600735110379,"boundary":0,"same_day":0,"targets":0,"buyhold_pct":-12.615297289626792}; vectorbt longonly; next-open entry,2ATR stop/net3R fixed target,60-session exit; 2017–22train/2023–25heldapart/2026recent. Full-invested test portfolio, not120fund sizing. Daily intrabar stops approximate15-minute venue; synthetic open/end accounting points allow same-day exits; stopfirst when both touched. Correct returns divide pnl by entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
EMN R92004 costed L60 train 55bp per-side backtest = 0.7976155501034008
Supply chain2026-09-20 04:12
{"symbol":"EMN","lookback":60,"window":"train","cost_bps_side":55,"return_pct":0.7976155501034008,"drawdown_pct":24.47274738622355,"winrate_pct":36.36363636363637,"n":22,"manual_closed_pct":0.7976155501034476,"boundary":0,"same_day":0,"targets":4,"buyhold_pct":28.479499908071325}; vectorbt longonly; next-open entry,2ATR stop/net3R fixed target,60-session exit; 2017–22train/2023–25heldapart/2026recent. Full-invested test portfolio, not120fund sizing. Daily intrabar stops approximate15-minute venue; synthetic open/end accounting points allow same-day exits; stopfirst when both touched. Correct returns divide pnl by entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
EMN R92004 costed L60 train 20bp per-side backtest = 17.579709693836104
Supply chain2026-09-20 04:12
{"symbol":"EMN","lookback":60,"window":"train","cost_bps_side":20,"return_pct":17.579709693836104,"drawdown_pct":21.114340545247423,"winrate_pct":36.36363636363637,"n":22,"manual_closed_pct":17.579709693836023,"boundary":0,"same_day":0,"targets":4,"buyhold_pct":28.479499908071325}; vectorbt longonly; next-open entry,2ATR stop/net3R fixed target,60-session exit; 2017–22train/2023–25heldapart/2026recent. Full-invested test portfolio, not120fund sizing. Daily intrabar stops approximate15-minute venue; synthetic open/end accounting points allow same-day exits; stopfirst when both touched. Correct returns divide pnl by entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
EMN R92004 costed L40 recent 55bp per-side backtest = -8.345111410501977
Supply chain2026-09-20 04:12
{"symbol":"EMN","lookback":40,"window":"recent","cost_bps_side":55,"return_pct":-8.345111410501977,"drawdown_pct":22.436686658984193,"winrate_pct":25,"n":4,"manual_closed_pct":-8.345111410501971,"boundary":0,"same_day":0,"targets":1,"buyhold_pct":5.815077319587636}; vectorbt longonly; next-open entry,2ATR stop/net3R fixed target,60-session exit; 2017–22train/2023–25heldapart/2026recent. Full-invested test portfolio, not120fund sizing. Daily intrabar stops approximate15-minute venue; synthetic open/end accounting points allow same-day exits; stopfirst when both touched. Correct returns divide pnl by entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
EMN R92004 costed L40 recent 20bp per-side backtest = -5.742477547112103
Supply chain2026-09-20 04:12
{"symbol":"EMN","lookback":40,"window":"recent","cost_bps_side":20,"return_pct":-5.742477547112103,"drawdown_pct":21.066468330578637,"winrate_pct":25,"n":4,"manual_closed_pct":-5.742477547112113,"boundary":0,"same_day":0,"targets":1,"buyhold_pct":5.815077319587636}; vectorbt longonly; next-open entry,2ATR stop/net3R fixed target,60-session exit; 2017–22train/2023–25heldapart/2026recent. Full-invested test portfolio, not120fund sizing. Daily intrabar stops approximate15-minute venue; synthetic open/end accounting points allow same-day exits; stopfirst when both touched. Correct returns divide pnl by entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
EMN R92004 costed L40 holdout 55bp per-side backtest = -23.097247012614233
Supply chain2026-09-20 04:12
{"symbol":"EMN","lookback":40,"window":"holdout","cost_bps_side":55,"return_pct":-23.097247012614233,"drawdown_pct":26.517999550903436,"winrate_pct":20,"n":10,"manual_closed_pct":-23.09724701261422,"boundary":1,"same_day":0,"targets":1,"buyhold_pct":-12.615297289626792}; vectorbt longonly; next-open entry,2ATR stop/net3R fixed target,60-session exit; 2017–22train/2023–25heldapart/2026recent. Full-invested test portfolio, not120fund sizing. Daily intrabar stops approximate15-minute venue; synthetic open/end accounting points allow same-day exits; stopfirst when both touched. Correct returns divide pnl by entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
EMN R92004 costed L40 holdout 20bp per-side backtest = -17.521101382415054
Supply chain2026-09-20 04:12
{"symbol":"EMN","lookback":40,"window":"holdout","cost_bps_side":20,"return_pct":-17.521101382415054,"drawdown_pct":23.900561240443697,"winrate_pct":20,"n":10,"manual_closed_pct":-17.521101382415015,"boundary":1,"same_day":0,"targets":1,"buyhold_pct":-12.615297289626792}; vectorbt longonly; next-open entry,2ATR stop/net3R fixed target,60-session exit; 2017–22train/2023–25heldapart/2026recent. Full-invested test portfolio, not120fund sizing. Daily intrabar stops approximate15-minute venue; synthetic open/end accounting points allow same-day exits; stopfirst when both touched. Correct returns divide pnl by entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
EMN R92004 costed L40 train 55bp per-side backtest = -19.45315188464141
Supply chain2026-09-20 04:12
{"symbol":"EMN","lookback":40,"window":"train","cost_bps_side":55,"return_pct":-19.45315188464141,"drawdown_pct":36.42620195170817,"winrate_pct":28.57142857142857,"n":28,"manual_closed_pct":-19.45315188464134,"boundary":1,"same_day":0,"targets":4,"buyhold_pct":28.479499908071325}; vectorbt longonly; next-open entry,2ATR stop/net3R fixed target,60-session exit; 2017–22train/2023–25heldapart/2026recent. Full-invested test portfolio, not120fund sizing. Daily intrabar stops approximate15-minute venue; synthetic open/end accounting points allow same-day exits; stopfirst when both touched. Correct returns divide pnl by entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
EMN R92004 costed L40 train 20bp per-side backtest = -2.0123696600377663
Supply chain2026-09-20 04:12
{"symbol":"EMN","lookback":40,"window":"train","cost_bps_side":20,"return_pct":-2.0123696600377663,"drawdown_pct":33.699204766395376,"winrate_pct":28.57142857142857,"n":28,"manual_closed_pct":-2.0123696600377383,"boundary":1,"same_day":0,"targets":4,"buyhold_pct":28.479499908071325}; vectorbt longonly; next-open entry,2ATR stop/net3R fixed target,60-session exit; 2017–22train/2023–25heldapart/2026recent. Full-invested test portfolio, not120fund sizing. Daily intrabar stops approximate15-minute venue; synthetic open/end accounting points allow same-day exits; stopfirst when both touched. Correct returns divide pnl by entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
EMN R92004 costed L20 recent 55bp per-side backtest = -16.29900215055952
Supply chain2026-09-20 04:12
{"symbol":"EMN","lookback":20,"window":"recent","cost_bps_side":55,"return_pct":-16.29900215055952,"drawdown_pct":29.167698274899003,"winrate_pct":20,"n":5,"manual_closed_pct":-16.299002150559517,"boundary":0,"same_day":0,"targets":1,"buyhold_pct":5.815077319587636}; vectorbt longonly; next-open entry,2ATR stop/net3R fixed target,60-session exit; 2017–22train/2023–25heldapart/2026recent. Full-invested test portfolio, not120fund sizing. Daily intrabar stops approximate15-minute venue; synthetic open/end accounting points allow same-day exits; stopfirst when both touched. Correct returns divide pnl by entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
EMN R92004 costed L20 recent 20bp per-side backtest = -13.317561837886133
Supply chain2026-09-20 04:12
{"symbol":"EMN","lookback":20,"window":"recent","cost_bps_side":20,"return_pct":-13.317561837886133,"drawdown_pct":27.41002734002762,"winrate_pct":20,"n":5,"manual_closed_pct":-13.317561837886139,"boundary":0,"same_day":0,"targets":1,"buyhold_pct":5.815077319587636}; vectorbt longonly; next-open entry,2ATR stop/net3R fixed target,60-session exit; 2017–22train/2023–25heldapart/2026recent. Full-invested test portfolio, not120fund sizing. Daily intrabar stops approximate15-minute venue; synthetic open/end accounting points allow same-day exits; stopfirst when both touched. Correct returns divide pnl by entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
EMN R92004 costed L20 holdout 55bp per-side backtest = -34.6948578482322
Supply chain2026-09-20 04:12
{"symbol":"EMN","lookback":20,"window":"holdout","cost_bps_side":55,"return_pct":-34.6948578482322,"drawdown_pct":37.21673193891656,"winrate_pct":13.333333333333334,"n":15,"manual_closed_pct":-34.69485784823223,"boundary":1,"same_day":0,"targets":2,"buyhold_pct":-12.615297289626792}; vectorbt longonly; next-open entry,2ATR stop/net3R fixed target,60-session exit; 2017–22train/2023–25heldapart/2026recent. Full-invested test portfolio, not120fund sizing. Daily intrabar stops approximate15-minute venue; synthetic open/end accounting points allow same-day exits; stopfirst when both touched. Correct returns divide pnl by entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
EMN R92004 costed L20 holdout 20bp per-side backtest = -27.464797479000907
Supply chain2026-09-20 04:12
{"symbol":"EMN","lookback":20,"window":"holdout","cost_bps_side":20,"return_pct":-27.464797479000907,"drawdown_pct":31.85802057035231,"winrate_pct":13.333333333333334,"n":15,"manual_closed_pct":-27.4647974790009,"boundary":1,"same_day":0,"targets":2,"buyhold_pct":-12.615297289626792}; vectorbt longonly; next-open entry,2ATR stop/net3R fixed target,60-session exit; 2017–22train/2023–25heldapart/2026recent. Full-invested test portfolio, not120fund sizing. Daily intrabar stops approximate15-minute venue; synthetic open/end accounting points allow same-day exits; stopfirst when both touched. Correct returns divide pnl by entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
EMN R92004 costed L20 train 55bp per-side backtest = -33.43524204079861
Supply chain2026-09-20 04:12
{"symbol":"EMN","lookback":20,"window":"train","cost_bps_side":55,"return_pct":-33.43524204079861,"drawdown_pct":42.78348248233688,"winrate_pct":31.428571428571427,"n":35,"manual_closed_pct":-33.43524204079857,"boundary":1,"same_day":0,"targets":5,"buyhold_pct":28.479499908071325}; vectorbt longonly; next-open entry,2ATR stop/net3R fixed target,60-session exit; 2017–22train/2023–25heldapart/2026recent. Full-invested test portfolio, not120fund sizing. Daily intrabar stops approximate15-minute venue; synthetic open/end accounting points allow same-day exits; stopfirst when both touched. Correct returns divide pnl by entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
EMN R92004 costed L20 train 20bp per-side backtest = -14.955205169589936
Supply chain2026-09-20 04:12
{"symbol":"EMN","lookback":20,"window":"train","cost_bps_side":20,"return_pct":-14.955205169589936,"drawdown_pct":39.48790434907403,"winrate_pct":31.428571428571427,"n":35,"manual_closed_pct":-14.955205169589991,"boundary":1,"same_day":0,"targets":5,"buyhold_pct":28.479499908071325}; vectorbt longonly; next-open entry,2ATR stop/net3R fixed target,60-session exit; 2017–22train/2023–25heldapart/2026recent. Full-invested test portfolio, not120fund sizing. Daily intrabar stops approximate15-minute venue; synthetic open/end accounting points allow same-day exits; stopfirst when both touched. Correct returns divide pnl by entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92004 costed L60 recent 55bp per-side backtest = -3.8661362611606456
Supply chain2026-09-20 04:12
{"symbol":"CE","lookback":60,"window":"recent","cost_bps_side":55,"return_pct":-3.8661362611606456,"drawdown_pct":27.725334268694013,"winrate_pct":33.33333333333333,"n":3,"manual_closed_pct":-3.8661362611606354,"boundary":0,"same_day":0,"targets":1,"buyhold_pct":7.8878593490139925}; vectorbt longonly; next-open entry,2ATR stop/net3R fixed target,60-session exit; 2017–22train/2023–25heldapart/2026recent. Full-invested test portfolio, not120fund sizing. Daily intrabar stops approximate15-minute venue; synthetic open/end accounting points allow same-day exits; stopfirst when both touched. Correct returns divide pnl by entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92004 costed L60 recent 20bp per-side backtest = -1.8259545595789677
Supply chain2026-09-20 04:12
{"symbol":"CE","lookback":60,"window":"recent","cost_bps_side":20,"return_pct":-1.8259545595789677,"drawdown_pct":26.96161245481038,"winrate_pct":33.33333333333333,"n":3,"manual_closed_pct":-1.8259545595789795,"boundary":0,"same_day":0,"targets":1,"buyhold_pct":7.8878593490139925}; vectorbt longonly; next-open entry,2ATR stop/net3R fixed target,60-session exit; 2017–22train/2023–25heldapart/2026recent. Full-invested test portfolio, not120fund sizing. Daily intrabar stops approximate15-minute venue; synthetic open/end accounting points allow same-day exits; stopfirst when both touched. Correct returns divide pnl by entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92004 costed L60 holdout 55bp per-side backtest = -17.271432476361863
Supply chain2026-09-20 04:12
{"symbol":"CE","lookback":60,"window":"holdout","cost_bps_side":55,"return_pct":-17.271432476361863,"drawdown_pct":26.4344723581461,"winrate_pct":14.285714285714285,"n":7,"manual_closed_pct":-17.271432476361927,"boundary":0,"same_day":0,"targets":1,"buyhold_pct":-56.69436749769159}; vectorbt longonly; next-open entry,2ATR stop/net3R fixed target,60-session exit; 2017–22train/2023–25heldapart/2026recent. Full-invested test portfolio, not120fund sizing. Daily intrabar stops approximate15-minute venue; synthetic open/end accounting points allow same-day exits; stopfirst when both touched. Correct returns divide pnl by entry value plus entry fees.
https://runway.adityaperswal.workers.dev/data/stock-bars