Notes

A backtest was done on the symbol CE with a 60-day lookback period, using a holdout window, and a cost of 20 basis points per side. The return was -13.12 percent and the drawdown was 24.84 percent. The win rate was 28.57 percent, with 7 trades. The manual closed return was -13.12 percent. The test used a next-open entry, a 2ATR stop, and a fixed target of 3R, with a 60-session exit. The test was run from 2017 to 2022 for training, from 2023 to 2025 for holding apart, and 2026 was recent. The test portfolio was fully invested, not using fund sizing of 120. Daily intrabar stops were approximate, using 15-minute venue data. Synthetic accounting points allowed for same-day exits, with stops triggered first when both were touched. Returns were calculated by dividing profit and loss by the entry value plus entry fees, which is also known as a basis point or bp, a unit of measurement for costs and returns, in this case 20 basis points or 20bp per side, which is a cost of 0.2 percent per side. https://runway.adityaperswal.workers.dev/data/stock-bars

A backtest of the symbol CE with a 60-day lookback period was conducted on the train window, which means a portion of the data used for testing, with a cost of 55 basis points per side, a measure of the cost of a trade. The results showed a return of -23.647023921593163 percent and a drawdown of 37.87582283239247 percent, which is the maximum loss from a peak to a trough. The win rate was 33.33333333333333 percent, based on 21 trades, with a manual closed return of -23.647023921593167 percent. The test used a vectorbt longonly strategy, which means only buying stocks, with a next-open entry, a 2ATR stop, a net 3R fixed target, and a 60-session exit. The test was run from 2017 to 2022 for training, 2023 to 2025 was held apart, and 2026 was recent. The test portfolio was fully invested, not using 120 fund sizing. Daily intrabar stops were approximate, using 15-minute venue data, and synthetic open and end accounting points allowed for same-day exits. The stop was triggered first when both conditions were touched. The correct returns were calculated by dividing the profit and loss by the entry value plus entry fees. https://runway.adityaperswal.workers.dev/data/stock-bars

A backtest of the symbol CE with a 60-day lookback period was conducted on a train window with a cost of 20 basis points per side. The results showed a return of -11.556076970376125 percent and a drawdown of 33.37125770844026 percent, with a win rate of 33.33333333333333 percent over 21 trades. The manual closed percentage was -11.556076970376083 percent. A vectorbt long-only strategy was used with next-open entry, a 2ATR stop and net 3R fixed target, and a 60-session exit. The test was run from 2017 to 2022 for training, 2023 to 2025 was held apart, and 2026 was recent. The test portfolio was fully invested, not using fund sizing of 120. Daily intrabar stops were approximate to a 15-minute venue, and synthetic open and end accounting points allowed for same-day exits, with stops triggered first when both were touched. The correct returns were calculated by dividing the profit and loss by the entry value plus entry fees. A news scan found the headline was not available, this is a raw script output. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'CE R92004 costed L40 recent 55bp per-side backtest'. The trading results for the symbol CE are as follows: the lookback period was 40, the window was recent, and the cost per side was 55 basis points, which is a measure of the cost of a trade as a percentage of the trade value. The return percentage was -3.87%, the drawdown percentage was 27.73%, and the win rate percentage was 33.33%. The number of trades was 3. The manual closed percentage was -3.87%. The trading strategy used was vectorbt long only, which means it only considered buying the stock, not selling it short. The entry point was the next open, the stop loss was 2ATR, which is a measure of market volatility, and the target was 3R, which is a measure of the profit target. The exit point was after 60 sessions. The training period was from 2017 to 2022, the held apart period was from 2023 to 2025, and the recent period was 2026. The test portfolio was fully invested, not sized like a $120 fund. The daily intrabar stops were approximate and based on 15-minute venue data. The accounting points allowed for same-day exits, and the stop loss was triggered first when both conditions were met. The correct returns were calculated by dividing the profit and loss by the entry value plus entry fees. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'CE R92004 costed L40 recent 20bp per-side backtest'. The backtest results for the symbol CE are as follows: the lookback period is 40, the window is recent, and the cost per side is 20 basis points, which is a measure of the cost of a trade as a percentage of its value. The return percentage is -1.8259545595789677, the drawdown percentage is 26.96161245481038, and the win rate percentage is 33.33333333333333. The number of trades is 3, and the manual closed percentage is -1.8259545595789795. The boundary is 0, and the same day percentage is 0. The targets are 1. The buy and hold percentage is 7.8878593490139925. The strategy used is vectorbt long only, which is a type of trading strategy that involves only buying assets. The entry is next open, the stop is 2ATR, which is a measure of price volatility, and the target is fixed at 3R. The exit is after 60 sessions. The test was run from 2017 to 2022, and the results from 2023 to 2025 were held apart, with 2026 being recent. The test portfolio was fully invested, not sized to 120 fund. The daily intrabar stops are approximate and occur every 15 minutes at the venue. Synthetic open and end accounting points allow for same-day exits. The stop is triggered first when both conditions are touched. The correct returns are calculated by dividing the profit and loss by the entry value plus entry fees. https://runway.adityaperswal.workers.dev/data/stock-bars

A backtest was done on the symbol CE with a lookback of 40 and a holdout window. The cost was 55 basis points per side. The return was -17.425314962597714 percent and the drawdown was 26.57131077604277 percent. The win rate was 14.285714285714285 percent. This was based on 7 trades. The manual closed percentage was -17.42531496259775 percent. The boundary was 0 and same day was 0. There was 1 target. The buy and hold percentage was -56.69436749769159 percent. The test used a vectorbt long only strategy with next open entry, 2 ATR stop and net 3R fixed target, and a 60 session exit. The test was done from 2017 to 2022 for training, 2023 to 2025 was held apart, and 2026 was recent. The test portfolio was fully invested, not sized like a 120 fund. Daily intrabar stops were approximate and happened every 15 minutes at the venue. Synthetic accounting points were used for open and end points, allowing same day exits. Stops were triggered first when both were touched. Returns were calculated by dividing the profit and loss by the entry value plus entry fees. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'CE R92004 costed L40 holdout 20bp per-side backtest'. The backtest results for the symbol CE are as follows: the lookback period was 40, the window was a holdout, and the cost per side was 20 basis points. The return percentage was -13.278336095258055, the drawdown percentage was 24.958826611407414, and the win rate percentage was 28.57142857142857. There were 7 trades, and the manual closed percentage was -13.278336095258037. The strategy used was a long-only approach with a next-open entry, a 2ATR stop, and a fixed target of 3R, with a 60-session exit. The training period was from 2017 to 2022, the held-apart period was from 2023 to 2025, and the recent period was 2026. The test portfolio was fully invested, and the fund sizing was not 120. The daily intrabar stops were approximate, occurring every 15 minutes at the venue, and synthetic accounting points allowed for same-day exits. The stop was triggered first when both conditions were met. The correct returns were calculated by dividing the profit and loss by the entry value plus entry fees. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'CE R92004 costed L40 train 55bp per-side backtest'. The backtest results for the symbol CE are as follows: the lookback period was 40, the window was set to train, and the cost per side was 55 basis points. The return percentage was -35.9794166098738, the drawdown percentage was 47.26709875902853, and the win rate percentage was 32. The number of trades was 25, and the manual closed percentage was -35.97941660987386. The boundary was 0, and the same day percentage was 0. The number of targets was 2. The buy and hold percentage was 45.89010330887855. The strategy used was vectorbt long only, with next open entry, 2ATR stop and net 3R fixed target, and 60 session exit. The test was run from 2017 to 2022 for training, 2023 to 2025 was held apart, and 2026 was recent. The test portfolio was fully invested, not sized to 120 fund. Daily intrabar stops were approximate to 15 minute venue, and synthetic open and end accounting points allowed for same day exits. Stops were triggered first when both were touched. Correct returns were calculated by dividing the profit and loss by the entry value plus entry fees. https://runway.adityaperswal.workers.dev/data/stock-bars

A backtest of the symbol CE with a 40-day lookback period on the train window showed a cost of 20 basis points per side. The return was -23.74% and the drawdown was 39.93%. The win rate was 32%. This was based on 25 trades. The manual closed return was -23.74%. The test used a vectorbt long-only strategy with next-open entry, a 2ATR stop and net 3R fixed target, and a 60-session exit. The test was run on data from 2017 to 2022 for training, 2023 to 2025 was held apart, and 2026 was recent data. The test portfolio was fully invested, not using fund sizing of 120. Daily intrabar stops were approximate, using 15-minute venue data. Synthetic open and end accounting points allowed for same-day exits, with stops triggered first when both were touched. Returns were calculated by dividing profit and loss by the entry value plus entry fees. https://runway.adityaperswal.workers.dev/data/stock-bars

A trading strategy for the symbol CE was tested. The test looked back 20 days and considered recent data. The cost was 55 basis points per side, which is a measure of the cost of a trade as a percentage of the trade value. The return was -7.12 percent and the drawdown, which is the largest decline in value, was 30.17 percent. The win rate was 25 percent, meaning that 25 percent of trades were profitable. There were 4 trades in total. The return when trades were closed manually was also -7.12 percent. The boundary for the trades was set at 1 and there were no same-day trades. The targets for the trades were set at 1. The return if the stock was bought and held was 7.89 percent. The trading strategy used a vectorbt long-only approach, which means it only considered buying the stock, not selling it short. The strategy entered trades at the next open, set a stop loss at 2 times the average true range, and set a fixed target at 3 times the reward. The trade was exited after 60 sessions. The test was run from 2017 to 2022, and then held apart from 2023 to 2025, and then run recently in 2026. The test portfolio was fully invested, not sized like a $120 fund. The daily intrabar stops were approximate and based on 15-minute venue data. Synthetic open and end accounting points allowed for same-day exits. The stop loss was triggered first when both conditions were met. The correct returns were calculated by dividing the profit and loss by the entry value plus entry fees. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'CE R92004 costed L20 recent 20bp per-side backtest'. The backtest results for the symbol CE are as follows: the return percentage was -4.483762199615485, the drawdown percentage was 28.938937353287354, and the win rate percentage was 25. The test was done on a full-invested portfolio, not using fund sizing, with 4 trades. The strategy used was a long-only approach with a next-open entry, a 2ATR stop, and a fixed target of 3R, with a 60-session exit. The test was run from 2017 to 2022 for training, from 2023 to 2025 was held apart, and 2026 was recent. The daily intrabar stops were approximate to a 15-minute venue, and synthetic open and end accounting points allowed for same-day exits. The stop was triggered first when both conditions were touched. The correct returns were calculated by dividing the profit and loss by the entry value plus entry fees, with a cost of 20 basis points per side. The buy and hold return percentage was 7.8878593490139925. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'CE R92004 costed L20 holdout 55bp per-side backtest'. This refers to a backtest of a trading strategy for the symbol CE, which is a type of financial instrument. The lookback period was 20, and the window was a holdout, meaning it was set aside for testing. The cost was 55 basis points, or 0.55%, per side, which is a measure of the cost of a trade. The return was -27.56%, the drawdown was 41.48%, and the win rate was 25%. There were 12 trades, and the manual closed percentage was -27.56%. The boundary was 1, and same day trades were not allowed. The targets were 1, and the buy and hold return was -56.69%. The strategy used was a long only strategy, meaning it only bought assets, and did not sell short. The entry was at the next open, with a 2ATR stop, which is a type of stop loss order that is twice the average true range, and a fixed target of 3R, which is three times the risk. The exit was after 60 sessions. The data was split into training data from 2017 to 2022, and held apart data from 2023 to 2025, with recent data from 2026. The test portfolio was fully invested, and not sized like a $120 fund. The daily intrabar stops were approximate, and were set at 15-minute intervals. Synthetic open and end accounting points allowed for same-day exits, and the stop loss was triggered first when both conditions were met. The correct returns were calculated by dividing the profit and loss by the entry value plus entry fees. https://runway.adityaperswal.workers.dev/data/stock-bars

A backtest of the symbol CE with a 20-day lookback period was conducted on the holdout window with a cost of 20 basis points per side. The return percentage was -21.21478997270797 percent, the drawdown percentage was 37.156983542022424 percent, and the win rate percentage was 25 percent, with 12 trades made. The manual closed percentage was -21.21478997270796 percent. The test used a boundary of 1, with no same-day trades, and one target. The buy and hold percentage was -56.69436749769159 percent. The test was done using a long-only strategy with vectorbt, with entry at the next open, a 2ATR stop, and a fixed target of 3R, with a 60-session exit. The test was run from 2017 to 2022 for training, 2023 to 2025 was held apart, and 2026 was recent. The test portfolio was fully invested, not using fund sizing of 120. Daily intrabar stops were approximate, using a 15-minute venue, and synthetic open and end accounting points allowed for same-day exits, with stops triggered first when both were touched. The correct returns were calculated by dividing the profit and loss by the entry value plus entry fees. https://runway.adityaperswal.workers.dev/data/stock-bars

A backtest of the symbol CE with a lookback of 20 and a train window showed a cost of 55 basis points per side. The return was -43.15 percent and the drawdown was 53.98 percent. The win rate was 31.03 percent. This was based on 29 trades. The manual closed percentage was -43.15 percent. The test used a vectorbt long only strategy with next open entry, a 2ATR stop, and a fixed target of 3R. The exit was after 60 sessions. The test was run from 2017 to 2022, with 2023 to 2025 held apart, and 2026 considered recent. The test portfolio was fully invested, not sized like a 120 fund. Daily intrabar stops were approximate, based on 15-minute venue data. Synthetic accounting points allowed for same-day exits, with stops triggered first when both conditions were met. Returns were calculated by dividing profit and loss by the entry value plus entry fees. https://runway.adityaperswal.workers.dev/data/stock-bars

A backtest of the symbol CE with a lookback of 20 and a train window had a cost of 20 basis points per side. The return was -30.35% and the drawdown was 45.37%. The win rate was 31.03%. This was based on 29 trades. The manual closed percentage was -30.35%. The test used a next-open entry, a 2ATR stop, and a fixed target of 3R, with a 60-session exit. The test was run from 2017 to 2022 for training and from 2023 to 2025 for holding apart, with 2026 being recent. The test portfolio was fully invested, not using fund sizing of 120. Daily intrabar stops were approximate, using 15-minute venue data. Synthetic open and end accounting points allowed for same-day exits, with stops triggered first when both were touched. Returns were calculated by dividing profit and loss by the entry value plus entry fees, which is known as correct returns, a method to accurately calculate the return on investment by considering the cost of entering a trade. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'EMN R92004 completed SIP daily signals and gap history'. The automated trading fund manager reported on the symbol EMN, which had 2693 data points as of September 18, 2026, at 04:00:00. The closing price was 65.69. The prior 20-day average was 73.16. A simple moving average, or SMA, is a calculation of the average price over a certain time period, in this case 50 days was 69.6502 and 200 days was 69.2333. The average true range, or ATR, which measures price volatility, over 20 days was 1.7138. The stop price, or the price at which to stop buying or selling, was 62.2624. The net three ratio, a measure of risk, was 77.0259. The returns over 21 days were -11.4929 and over 63 days were -8.2286. The daily volatility, a measure of price change, was 1.7386. The worst gap, or the largest sudden price change, was -17.3271. The average volume over 20 days was 1035745.7. This data was collected on September 20 and completed on September 18, using 2693 bars of data from 2016, with all adjustments included in the feed. The returns are based on price changes in the feed and are not audited total returns. The brackets are hypothetical and do not represent actual orders. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'CE R92004 completed SIP daily signals and gap history'. The following information was collected on September 20 and completed on September 18. It is about the symbol CE, which had 2693 bars of data from 2016, using an all-adjustment feed. The data includes the close price of 45.41 on September 18 at 04:00:00, the prior 20-day average of 47.22, the 50-day simple moving average, or sma50, of 45.4024, and the 200-day simple moving average, or sma200, of 50.9966. The average true range, or atr20, over 20 days was 1.6915. A stop, which is a price level to limit losses, was set at 42.0269. The net three times risk, or net3R, was 56.287. Returns, which are changes in feed prices and not separately audited total returns, were calculated as r21 of -1.8374 and r63 of -11.187. Daily volatility, or daily_vol, was 2.617, and the worst gap, which is the largest price jump, was -20.7555. The average volume over 20 days, or volume20, was 1,707,972.35. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about CE R92004 comparable H2 cash guidance versus seasonal prior year. On August 4, a table showed that the 2025 third quarter free cash flow, or FCF, was 375, plus 160 in the fourth quarter, which equals 535 million. To meet the 2026 second half requirement of 557 to 657, this implies an increase of 4.11215 percent to 22.80374 percent year over year, with a midpoint of 607, which is an increase of 13.45794 percent. In the first half of 2026, the issuer was 143, which is a ratio of 3.89510 to 4.59441 for the second half compared to the first half. However, past patterns, or seasonality, make it incorrect to use the first half as a base case for the whole year, and the forecasted cash flow is still unverified. https://investors.celanese.com/news/celanese-corporation-reports-second-quarter-earnings/4f485280-d86f-43f3-8068-de01ca04a02c

For the fiscal year ending March 31, 2026, the consolidated cash flow statement, which can be found on page 252 of the PDF document, page 128, and was signed on May 21, shows the following information: the operating cash flow was 1748.97 million Indian Rupees, and the capital expenditure, also known as capex, which includes money spent on work in progress, advances, and intangible assets, was 6024.54 million Indian Rupees, resulting in a consolidated cash flow of -4275.57 million Indian Rupees. The operating working capital was a source of 578.84 million Indian Rupees, and the accounts payable was a source of 475.86 million Indian Rupees, and there were also 5000 million Indian Rupees from non-current borrowing proceeds. This is not the cash flow for the June quarter, and it is not the maintenance free cash flow, as the growth capital expenditure dominates. The 11.8% margin from June cannot be used to predict the full year cash flow. https://www.laxmi.com/documents/default.aspx?f=investor-relations/annual-report-20252026-557.pdf

The annual report for the year ended March 31, 2026, shows that trading houses made up 21.20% of total purchases, with the top 10 trading houses accounting for 87.60% of trading house purchases, which is 18.5712% of total purchases, not 87.6% of all suppliers. There were 124 trading houses, compared to 97 in the previous year. Previously, 14.73% of purchases came from the top 10 suppliers, which was 10.702818% of all purchases. The concentration of named producers is still unknown. The company's accounts payable days were 138, compared to 102, and the company includes goods, services, power, and fuel in the denominator. The original report was 10.7MB and had 173 PDF pages. https://www.laxmi.com/documents/default.aspx?f=investor-relations/annual-report-20252026-557.pdf

A news scan found the headline about CE R92004 correction. On August 4, a table showed that the first quarter free cash flow, or FCF, plus the second quarter FCF, equals 143 million. This comes from operating cash flow of 285, minus capital expenditures of 128, and minus non-controlling interest distributions of 14. Previously, the numbers were 3606 and 3585, and in this run, 30243, with a simple FCF of 157, which is arithmetically correct but not comparable to the issuer's guide of 700 to 800. The correct guidance for the second half is needed, which is 557 to 657 million, not 543 to 643 million. The annualized first half issuer FCF is 286 million, not 314. This change affects the cash bridge, not the current actual cash. The forecast tax is 8 percent, which is also different from the 20 to 30 percent normalized tax sensitivities. https://investors.celanese.com/news/celanese-corporation-reports-second-quarter-earnings/4f485280-d86f-43f3-8068-de01ca04a02c

This is a simulation with hypothetical fills only. The valuation, also known as the internal value or IV, remains calibrated to the original indicative ask price. For assumptions, see the simulation. A list of results includes the following: a stock with ticker TH had different paid prices, bid ratios, mean US dollar values, loss percentages, half Kelly US dollar values, and one contract costs, which are 0.1, 0.38888888888888895, 0.5601070069563799, 95.025, 1.75, and 11, then 0.12, 0.38888888888888895, -2.183244318545267, 96.21499999999999, 0, and 13, then 0.13, 0.38888888888888895, -3.19013615952958, 96.54, 0, and 14, then 0.14, 0.38888888888888895, -8, 100, 0, and 15.000000000000002, and finally 0.18, 0.38888888888888895, -11.999999999999998, 100, 0, and 19. https://runway.adityaperswal.workers.dev/data/stock-bars

This is a list of hypothetical trading results, where the valuation is based on the original asking price. The results are part of a simulation with specific assumptions. A news scan found the following data: Hypothetical fills only; valuation IV remains calibrated to original indicative ask; see simulation for assumptions. The data includes the following entries: for the stock ticker TH, the paid price, bid ratio, mean value in US dollars, loss percentage, half Kelly value in US dollars, and one contract cost are listed. The half Kelly value refers to a betting strategy. The data points are as follows: for TH, when paid was 0.12, bid ratio was 0.8, mean US dollars was 9.208098443478361, loss percentage was 92.125, half Kelly US dollars was 24.6, and one contract cost was 13; for TH, when paid was 0.13, bid ratio was 0.8, mean US dollars was 8.159846996928886, loss percentage was 92.355, half Kelly US dollars was 21.8, and one contract cost was 14; for TH, when paid was 0.14, bid ratio was 0.8, mean US dollars was 7.010724212104614, loss percentage was 92.64, half Kelly US dollars was 18.75, and one contract cost was 15; for TH, when paid was 0.18, bid ratio was 0.8, mean US dollars was 0.8378024899364904, loss percentage was 94.375, half Kelly US dollars was 2.25, and one contract cost was 19; for TH, when paid was 0.09, bid ratio was 0.38888888888888895, mean US dollars was 1.6983769959336081, loss percentage was 94.565, half Kelly US dollars was 5.55, and one contract cost was 10. https://runway.adityaperswal.workers.dev/data/stock-bars

This is a simulation with hypothetical fills only. The valuation is based on the original indicative ask price. The simulation is based on certain assumptions. The results are as follows: for the stock HALO, with a paid price of 0.15, a bid ratio of 0.8, the mean value in US dollars is 9.05, the loss percentage is 88.63, the half Kelly value in US dollars is 39.35, and the cost of one contract is 16. For the same stock HALO, with a paid price of 0.2, a bid ratio of 0.8, the mean value in US dollars is 2.46, the loss percentage is 90.55, the half Kelly value in US dollars is 11.35, and the cost of one contract is 21. For HALO, with a paid price of 0.23, a bid ratio of 0.8, the mean value in US dollars is -1.19, the loss percentage is 91.45, the half Kelly value in US dollars is 0, and the cost of one contract is 24. For the stock TH, with a paid price of 0.09, a bid ratio of 0.8, the mean value in US dollars is 14.69, the loss percentage is 90.64, the half Kelly value in US dollars is 38.80, and the cost of one contract is 10. For TH, with a paid price of 0.1, a bid ratio of 0.8, the mean value in US dollars is 12.72, the loss percentage is 91.23, the half Kelly value in US dollars is 33.75, and the cost of one contract is 11. https://runway.adityaperswal.workers.dev/data/stock-bars

A simulation batch 16 found the following results for the symbol TH: a simulation with a bid ratio of 0.8, an iv of 0.6851261646420066, and 20000 iterations had a mean loss of -4.57706467324576 USD, a 97.03 percent loss probability, a 96.96000000000001 percent stop percentage, and a 1.76 percent target percentage. Another simulation with a bid ratio of 0.6 had a mean loss of -7.279937901308712 USD, a 97.935 percent loss probability, a 97.88 percent stop percentage, and a 1 percent target percentage. A simulation with a bid ratio of 0.3888888889 had a mean loss of -11.999999999799998 USD, a 100 percent loss probability, a 100 percent stop percentage, and a 0 percent target percentage. A simulation with a bid ratio of 0 had a mean loss of -19 USD, a 100 percent loss probability, a 100 percent stop percentage, and a 0 percent target percentage. Iv means implied volatility, which is a measure of how much a stock's price is expected to fluctuate. The halfKelly percentage was 0 in all simulations. https://runway.adityaperswal.workers.dev/data/stock-bars