CE R92004 costed L60 holdout 20bp per-side backtest = -13.116725484861872
Supply chain 2026-09-20 04:12
{"symbol":"CE","lookback":60,"window":"holdout","cost_bps_side":20,"return_pct":-13.116725484861872,"drawdown_pct":24.844665652863863,"winrate_pct":28.57142857142857,"n":7,"manual_closed_pct":-13.116725484861846,"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
More CE R92004 costed L60 train 55bp per-side backtest = -23.647023921593163
Supply chain 2026-09-20 04:12
{"symbol":"CE","lookback":60,"window":"train","cost_bps_side":55,"return_pct":-23.647023921593163,"drawdown_pct":37.87582283239247,"winrate_pct":33.33333333333333,"n":21,"manual_closed_pct":-23.647023921593167,"boundary":0,"same_day":0,"targets":2,"buyhold_pct":45.89010330887855}; 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
More CE R92004 costed L60 train 20bp per-side backtest = -11.556076970376125
Supply chain 2026-09-20 04:12
{"symbol":"CE","lookback":60,"window":"train","cost_bps_side":20,"return_pct":-11.556076970376125,"drawdown_pct":33.37125770844026,"winrate_pct":33.33333333333333,"n":21,"manual_closed_pct":-11.556076970376083,"boundary":0,"same_day":0,"targets":2,"buyhold_pct":45.89010330887855}; 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
More CE R92004 costed L40 recent 55bp per-side backtest = -3.8661362611606456
Supply chain 2026-09-20 04:12
{"symbol":"CE","lookback":40,"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
More CE R92004 costed L40 recent 20bp per-side backtest = -1.8259545595789677
Supply chain 2026-09-20 04:12
{"symbol":"CE","lookback":40,"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
More CE R92004 costed L40 holdout 55bp per-side backtest = -17.425314962597714
Supply chain 2026-09-20 04:12
{"symbol":"CE","lookback":40,"window":"holdout","cost_bps_side":55,"return_pct":-17.425314962597714,"drawdown_pct":26.57131077604277,"winrate_pct":14.285714285714285,"n":7,"manual_closed_pct":-17.42531496259775,"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
More CE R92004 costed L40 holdout 20bp per-side backtest = -13.278336095258055
Supply chain 2026-09-20 04:12
{"symbol":"CE","lookback":40,"window":"holdout","cost_bps_side":20,"return_pct":-13.278336095258055,"drawdown_pct":24.958826611407414,"winrate_pct":28.57142857142857,"n":7,"manual_closed_pct":-13.278336095258037,"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
More CE R92004 costed L40 train 55bp per-side backtest = -35.9794166098738
Supply chain 2026-09-20 04:12
{"symbol":"CE","lookback":40,"window":"train","cost_bps_side":55,"return_pct":-35.9794166098738,"drawdown_pct":47.26709875902853,"winrate_pct":32,"n":25,"manual_closed_pct":-35.97941660987386,"boundary":0,"same_day":0,"targets":2,"buyhold_pct":45.89010330887855}; 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
More CE R92004 costed L40 train 20bp per-side backtest = -23.735567654615917
Supply chain 2026-09-20 04:12
{"symbol":"CE","lookback":40,"window":"train","cost_bps_side":20,"return_pct":-23.735567654615917,"drawdown_pct":39.92829874033183,"winrate_pct":32,"n":25,"manual_closed_pct":-23.735567654615906,"boundary":0,"same_day":0,"targets":2,"buyhold_pct":45.89010330887855}; 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
More CE R92004 costed L20 recent 55bp per-side backtest = -7.1211516464591655
Supply chain 2026-09-20 04:12
{"symbol":"CE","lookback":20,"window":"recent","cost_bps_side":55,"return_pct":-7.1211516464591655,"drawdown_pct":30.172496379662704,"winrate_pct":25,"n":4,"manual_closed_pct":-7.121151646459156,"boundary":1,"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
More CE R92004 costed L20 recent 20bp per-side backtest = -4.483762199615485
Supply chain 2026-09-20 04:12
{"symbol":"CE","lookback":20,"window":"recent","cost_bps_side":20,"return_pct":-4.483762199615485,"drawdown_pct":28.938937353287354,"winrate_pct":25,"n":4,"manual_closed_pct":-4.483762199615504,"boundary":1,"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
More CE R92004 costed L20 holdout 55bp per-side backtest = -27.56248586570804
Supply chain 2026-09-20 04:12
{"symbol":"CE","lookback":20,"window":"holdout","cost_bps_side":55,"return_pct":-27.56248586570804,"drawdown_pct":41.481929672174076,"winrate_pct":25,"n":12,"manual_closed_pct":-27.562485865708,"boundary":1,"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
More CE R92004 costed L20 holdout 20bp per-side backtest = -21.21478997270797
Supply chain 2026-09-20 04:12
{"symbol":"CE","lookback":20,"window":"holdout","cost_bps_side":20,"return_pct":-21.21478997270797,"drawdown_pct":37.156983542022424,"winrate_pct":25,"n":12,"manual_closed_pct":-21.21478997270796,"boundary":1,"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
More CE R92004 costed L20 train 55bp per-side backtest = -43.14830034589696
Supply chain 2026-09-20 04:12
{"symbol":"CE","lookback":20,"window":"train","cost_bps_side":55,"return_pct":-43.14830034589696,"drawdown_pct":53.983147747121365,"winrate_pct":31.03448275862069,"n":29,"manual_closed_pct":-43.148300345896985,"boundary":0,"same_day":0,"targets":4,"buyhold_pct":45.89010330887855}; 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
More CE R92004 costed L20 train 20bp per-side backtest = -30.352384207792056
Supply chain 2026-09-20 04:12
{"symbol":"CE","lookback":20,"window":"train","cost_bps_side":20,"return_pct":-30.352384207792056,"drawdown_pct":45.37339449122906,"winrate_pct":31.03448275862069,"n":29,"manual_closed_pct":-30.352384207792028,"boundary":0,"same_day":0,"targets":4,"buyhold_pct":45.89010330887855}; 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
More EMN R92004 completed SIP daily signals and gap history = 65.69
Supply chain 2026-09-20 04:12
{"symbol":"EMN","n":2693,"date":"2026-09-18 04:00:00+00:00","close":65.69,"prior20":73.16,"sma50":69.6502,"sma200":69.2333,"atr20":1.7137999999999984,"stop":62.2624,"net3R":77.0259462925852,"r21":-11.492859067636763,"r63":-8.228555462419674,"daily_vol":1.738566294167707,"worst_gap":-17.327138562448763,"volume20":1035745.7}; collected Sept20, completed Sept18. 2693 bars from2016, all-adjustment feed. Returns are feed-price changes, not separately audited total return. Hypothetical brackets, no order.
https://runway.adityaperswal.workers.dev/data/stock-bars
More CE R92004 completed SIP daily signals and gap history = 45.41
Supply chain 2026-09-20 04:12
{"symbol":"CE","n":2693,"date":"2026-09-18 04:00:00+00:00","close":45.41,"prior20":47.22,"sma50":45.40240000000001,"sma200":50.9966,"atr20":1.6915000000000007,"stop":42.026999999999994,"net3R":56.28701603206413,"r21":-1.8374405533938654,"r63":-11.187169958928234,"daily_vol":2.616982002256932,"worst_gap":-20.75553002010917,"volume20":1707972.35}; collected Sept20, completed Sept18. 2693 bars from2016, all-adjustment feed. Returns are feed-price changes, not separately audited total return. Hypothetical brackets, no order.
https://runway.adityaperswal.workers.dev/data/stock-bars
More CE R92004 Comparable H2 cash guidance versus seasonal prior year = 535
Supply chain 2026-09-20 04:11
Aug4 Table5:2025Q3FCF375+Q4160=535m. Correct2026H2requirement557–657 implies+4.11215%to+22.80374%YoY, midpoint607=+13.45794%; H12026issuer143=>H2/H1 3.89510–4.59441. Historicalseasonalitymakes annualizingH1asbasecase inappropriate; forecastcashstillunverified.
https://investors.celanese.com/news/celanese-corporation-reports-second-quarter-earnings/4f485280-d86f-43f3-8068-de01ca04a02c
LXCHEM.NS R92004 FY26 consolidated cash after growth capex INRm = -4275.57
Supply chain 2026-09-20 04:11
FYMarch31,2026 consolidatedCFprintedp252/PDFp128, signedMay21:OCF1748.97-capex6024.54=-4275.57mINR; capexincludesCWIP/advances/intangibles. OperatingWCsource578.84m,APsource475.86m,noncurrentborrowingproceeds5000m. NotJunequartercashandnotmaintenanceFCF; growthcapexdominates. June11.8%margin cannotbeprojected ontoFYcash.
https://www.laxmi.com/documents/default.aspx?f=investor-relations/annual-report-20252026-557.pdf
More LXCHEM.NS R92004 Annual report supplier concentration denominator = 18.5712
Supply chain 2026-09-20 04:11
FYendedMarch31,2026 auditedannualreport,BRSRprintedp130/PDFp67: tradinghouses21.20%oftotalpurchases;top10tradinghouses87.60%oftradinghousepurchases =>18.5712%oftotalpurchases, NOT87.6%ofallsuppliers. 124tradinghouses vs97FY25. Prior14.73%*72.66%=10.702818%ofallpurchases. Namedproducerconcentrationstillunknown. Accountspayabledays138vs102, companyincludesgoods/services/power/fueldenominator. Original10.7MBdownloaded;webtoo-largefallbackpypdf173PDFpages.
https://www.laxmi.com/documents/default.aspx?f=investor-relations/annual-report-20252026-557.pdf
More CE R92004 CORRECTION comparable H1 FCF and H2 guidance bridge = 143
Supply chain 2026-09-20 04:09
Aug4 Table5:Q1FCF3+Q2FCF140=143m, OCF285-capex128-NCI distributions14. Prior3606/3585 and thisrun30243 simpleFCF157 arithmeticcorrect but incomparable toissuer700–800guide. CorrectH2needed557–657m, not543–643. AnnualizedH1issuerFCF286m, not314. This changes cashbridge notcurrentactualcash. Forecasttax8% also distinct from20–30%normalized tax sensitivities.
https://investors.celanese.com/news/celanese-corporation-reports-second-quarter-earnings/4f485280-d86f-43f3-8068-de01ca04a02c
More R92004 conditional entry-limit model batch 10 = 5
Convex tail 2026-09-20 04:09
Hypothetical fills only; valuation IV remains calibrated to original indicative ask; see simulation for assumptions. [{"s":"TH","paid":0.1,"bidratio":0.38888888888888895,"mean_USD":0.5601070069563799,"loss_pct":95.025,"halfKelly_USD":1.75,"one_contract_cost":11},{"s":"TH","paid":0.12,"bidratio":0.38888888888888895,"mean_USD":-2.183244318545267,"loss_pct":96.21499999999999,"halfKelly_USD":0,"one_contract_cost":13},{"s":"TH","paid":0.13,"bidratio":0.38888888888888895,"mean_USD":-3.19013615952958,"loss_pct":96.54,"halfKelly_USD":0,"one_contract_cost":14},{"s":"TH","paid":0.14,"bidratio":0.38888888888888895,"mean_USD":-8,"loss_pct":100,"halfKelly_USD":0,"one_contract_cost":15.000000000000002},{"s":"TH","paid":0.18,"bidratio":0.38888888888888895,"mean_USD":-11.999999999999998,"loss_pct":100,"halfKelly_USD":0,"one_contract_cost":19}]
https://runway.adityaperswal.workers.dev/data/stock-bars
More R92004 conditional entry-limit model batch 5 = 5
Convex tail 2026-09-20 04:09
Hypothetical fills only; valuation IV remains calibrated to original indicative ask; see simulation for assumptions. [{"s":"TH","paid":0.12,"bidratio":0.8,"mean_USD":9.208098443478361,"loss_pct":92.125,"halfKelly_USD":24.6,"one_contract_cost":13},{"s":"TH","paid":0.13,"bidratio":0.8,"mean_USD":8.159846996928886,"loss_pct":92.355,"halfKelly_USD":21.8,"one_contract_cost":14},{"s":"TH","paid":0.14,"bidratio":0.8,"mean_USD":7.010724212104614,"loss_pct":92.64,"halfKelly_USD":18.75,"one_contract_cost":15.000000000000002},{"s":"TH","paid":0.18,"bidratio":0.8,"mean_USD":0.8378024899364904,"loss_pct":94.375,"halfKelly_USD":2.2500000000000004,"one_contract_cost":19},{"s":"TH","paid":0.09,"bidratio":0.38888888888888895,"mean_USD":1.6983769959336081,"loss_pct":94.565,"halfKelly_USD":5.55,"one_contract_cost":10}]
https://runway.adityaperswal.workers.dev/data/stock-bars
More R92004 conditional entry-limit model batch 0 = 5
Convex tail 2026-09-20 04:09
Hypothetical fills only; valuation IV remains calibrated to original indicative ask; see simulation for assumptions. [{"s":"HALO","paid":0.15,"bidratio":0.8,"mean_USD":9.052493882394064,"loss_pct":88.625,"halfKelly_USD":39.35,"one_contract_cost":16},{"s":"HALO","paid":0.2,"bidratio":0.8,"mean_USD":2.4610885438952206,"loss_pct":90.55,"halfKelly_USD":11.350000000000001,"one_contract_cost":21},{"s":"HALO","paid":0.23,"bidratio":0.8,"mean_USD":-1.188588876836523,"loss_pct":91.45,"halfKelly_USD":0,"one_contract_cost":24},{"s":"TH","paid":0.09,"bidratio":0.8,"mean_USD":14.689560617288533,"loss_pct":90.64,"halfKelly_USD":38.800000000000004,"one_contract_cost":10},{"s":"TH","paid":0.1,"bidratio":0.8,"mean_USD":12.717435475237814,"loss_pct":91.225,"halfKelly_USD":33.75,"one_contract_cost":11}]
https://runway.adityaperswal.workers.dev/data/stock-bars
More R92004 simulation cost and sensitivity batch 16 = 4
Convex tail 2026-09-20 04:08
[{"symbol":"TH","zero_mean":true,"bidratio":0.8,"iv":0.6851261646420066,"N":20000,"mean_USD":-4.57706467324576,"loss_prob_pct":97.03,"stop_pct":96.96000000000001,"target_pct":1.76,"P05_USD":-15.788503969837452,"halfKelly_pct":0},{"symbol":"TH","zero_mean":true,"bidratio":0.6,"iv":0.6851261646420066,"N":20000,"mean_USD":-7.279937901308712,"loss_prob_pct":97.935,"stop_pct":97.88,"target_pct":1,"P05_USD":-15.38280622486392,"halfKelly_pct":0},{"symbol":"TH","zero_mean":true,"bidratio":0.3888888889,"iv":0.6851261646420066,"N":20000,"mean_USD":-11.999999999799998,"loss_prob_pct":100,"stop_pct":100,"target_pct":0,"P05_USD":-11.999999999799998,"halfKelly_pct":0},{"symbol":"TH","zero_mean":true,"bidratio":0,"iv":0.6851261646420066,"N":20000,"mean_USD":-19,"loss_prob_pct":100,"stop_pct":100,"target_pct":0,"P05_USD":-19,"halfKelly_pct":0}]
https://runway.adityaperswal.workers.dev/data/stock-bars
More