IMOS R92002 distribution and costed bracket = 75.18522479251142
Supply chain2026-09-20 02:14
{"symbol":"IMOS","daily_n":2692,"mean":0.0005885835142422039,"sd":0.02564991045298945,"q01":-0.0701160626205615,"q99":0.07961735387389482,"entry":61.3,"stop":56.999179999999996,"net3R_hurdle":75.18522479251142,"risk_per_share":4.537421585615,"gap50_one_share_loss":30.8339229875}; NumPy seed92002, 5-day joint OHLC/prior-close blocks, 60sessions, stop-first, gap-worse, target-capped,20bp/side. Bracket is required payoff, not valuation. Historical bootstrap odds not calibrated future probabilities.
https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92002 distribution and costed bracket = 56.28701548495829
Supply chain2026-09-20 02:14
{"symbol":"CE","daily_n":2692,"mean":-0.00006709948319169448,"sd":0.02481836621972415,"q01":-0.06347021957772608,"q99":0.06806080791974209,"entry":45.41,"stop":42.026999999999994,"net3R_hurdle":56.28701548495829,"risk_per_share":3.557876537250003,"gap50_one_share_loss":22.84124702875}; NumPy seed92002, 5-day joint OHLC/prior-close blocks, 60sessions, stop-first, gap-worse, target-capped,20bp/side. Bracket is required payoff, not valuation. Historical bootstrap odds not calibrated future probabilities.
https://runway.adityaperswal.workers.dev/data/stock-bars
AMTX R92002 full backtest cells 63-65
Supply chain2026-09-20 02:14
[{"symbol":"AMTX","lookback":30,"window":"holdout","cost_bp_side":55,"return":-43.42092671141317,"drawdown":75.69816385822271,"win_rate":28.57142857142857,"sample":21,"mean_trade":0.4379443902893502,"avgwin":40.613972340342116,"avgloss":-15.632466789731755,"halfKelly_risk":0.00539154833981037,"boundary":1,"targets":5,"compound_reconcile":-43.4209267114131},{"symbol":"AMTX","lookback":30,"window":"recent","cost_bp_side":20,"return":-1.6287786677801932,"drawdown":41.80084267862901,"win_rate":40,"sample":5,"mean_trade":1.3910095135837297,"avgwin":23.965748112713626,"avgloss":-13.658816219169534,"halfKelly_risk":0.02902078222306384,"boundary":1,"targets":1,"compound_reconcile":-1.6287786677801952},{"symbol":"AMTX","lookback":30,"window":"recent","cost_bp_side":55,"return":-5.012254387951873,"drawdown":42.60996319412295,"win_rate":40,"sample":5,"mean_trade":0.6837425767654914,"avgwin":23.10100798083523,"avgloss":-14.261101025947667,"halfKelly_risk":0.014798977112443129,"boundary":1,"targets":1,"compound_reconcile":-5.0122543879518755}]
https://runway.adityaperswal.workers.dev/data/stock-bars
AMTX R92002 full backtest cells 60-62
Supply chain2026-09-20 02:14
[{"symbol":"AMTX","lookback":30,"window":"train","cost_bp_side":20,"return":-54.004493335038504,"drawdown":91.53150605350913,"win_rate":26.47058823529412,"sample":34,"mean_trade":1.8097412978991714,"avgwin":52.6558891382204,"avgloss":-16.494871924616472,"halfKelly_risk":0.017184604870583833,"boundary":0,"targets":6,"compound_reconcile":-54.00449333503842},{"symbol":"AMTX","lookback":30,"window":"train","cost_bp_side":55,"return":-63.74631781549011,"drawdown":92.5340609035918,"win_rate":26.47058823529412,"sample":34,"mean_trade":1.0995534399079203,"avgwin":51.59101698026451,"avgloss":-17.07737343462046,"halfKelly_risk":0.010656442771117852,"boundary":0,"targets":6,"compound_reconcile":-63.74631781549005},{"symbol":"AMTX","lookback":30,"window":"holdout","cost_bp_side":20,"return":-34.46129463395728,"drawdown":72.72305413472806,"win_rate":28.57142857142857,"sample":21,"mean_trade":1.1434846836001484,"avgwin":41.601734723282654,"avgloss":-15.039815332272852,"halfKelly_risk":0.013743233199362132,"boundary":1,"targets":5,"compound_reconcile":-34.46129463395714}]
https://runway.adityaperswal.workers.dev/data/stock-bars
AMTX R92002 full backtest cells 57-59
Supply chain2026-09-20 02:14
[{"symbol":"AMTX","lookback":20,"window":"holdout","cost_bp_side":55,"return":-6.863187867505599,"drawdown":70.48250525784184,"win_rate":33.33333333333333,"sample":21,"mean_trade":3.016953878947441,"avgwin":40.2471869694623,"avgloss":-15.598162666309982,"halfKelly_risk":0.03748030739684449,"boundary":1,"targets":6,"compound_reconcile":-6.863187867505427},{"symbol":"AMTX","lookback":20,"window":"recent","cost_bp_side":20,"return":-1.6287786677801932,"drawdown":41.80084267862901,"win_rate":40,"sample":5,"mean_trade":1.3910095135837297,"avgwin":23.965748112713626,"avgloss":-13.658816219169534,"halfKelly_risk":0.02902078222306384,"boundary":1,"targets":1,"compound_reconcile":-1.6287786677801952},{"symbol":"AMTX","lookback":20,"window":"recent","cost_bp_side":55,"return":-5.012254387951873,"drawdown":42.60996319412295,"win_rate":40,"sample":5,"mean_trade":0.6837425767654914,"avgwin":23.10100798083523,"avgloss":-14.261101025947667,"halfKelly_risk":0.014798977112443129,"boundary":1,"targets":1,"compound_reconcile":-5.0122543879518755}]
https://runway.adityaperswal.workers.dev/data/stock-bars
AMTX R92002 full backtest cells 54-56
Supply chain2026-09-20 02:14
[{"symbol":"AMTX","lookback":20,"window":"train","cost_bp_side":20,"return":59.056498113625736,"drawdown":83.10954355142279,"win_rate":34.285714285714285,"sample":35,"mean_trade":5.691031475221094,"avgwin":48.319888271577874,"avgloss":-16.55011120113897,"halfKelly_risk":0.05888912080296137,"boundary":0,"targets":8,"compound_reconcile":59.05649811362616},{"symbol":"AMTX","lookback":20,"window":"train","cost_bp_side":55,"return":24.49388960117551,"drawdown":85.004541676845,"win_rate":34.285714285714285,"sample":35,"mean_trade":4.953769143587784,"avgwin":47.28526248423913,"avgloss":-17.132227381969443,"halfKelly_risk":0.05238174521330982,"boundary":0,"targets":8,"compound_reconcile":24.493889601175734},{"symbol":"AMTX","lookback":20,"window":"holdout","cost_bp_side":20,"return":7.885579142480435,"drawdown":69.10877133702384,"win_rate":33.33333333333333,"sample":21,"mean_trade":3.7406107826899384,"avgwin":41.232372817610894,"avgloss":-15.00527023477054,"halfKelly_risk":0.04536012030202967,"boundary":1,"targets":6,"compound_reconcile":7.885579142480581}]
https://runway.adityaperswal.workers.dev/data/stock-bars
AMTX R92002 full backtest cells 51-53
Supply chain2026-09-20 02:14
[{"symbol":"AMTX","lookback":15,"window":"holdout","cost_bp_side":55,"return":-10.784539352734136,"drawdown":69.08696975636961,"win_rate":33.33333333333333,"sample":24,"mean_trade":2.8698062366019728,"avgwin":40.37878639400566,"avgloss":-15.88468384209987,"halfKelly_risk":0.03553606352354366,"boundary":1,"targets":7,"compound_reconcile":-10.784539352734035},{"symbol":"AMTX","lookback":15,"window":"recent","cost_bp_side":20,"return":-9.39235784256715,"drawdown":39.103405555259684,"win_rate":33.33333333333333,"sample":6,"mean_trade":0.06207547310328465,"avgwin":26.795565474866034,"avgloss":-13.30466952777809,"halfKelly_risk":0.001158316161707973,"boundary":1,"targets":1,"compound_reconcile":-9.392357842567122},{"symbol":"AMTX","lookback":15,"window":"recent","cost_bp_side":55,"return":-13.119112314524283,"drawdown":39.9500275023245,"win_rate":33.33333333333333,"sample":6,"mean_trade":-0.6359213014732208,"avgwin":25.91108556263545,"avgloss":-13.909424733527556,"halfKelly_risk":0,"boundary":1,"targets":1,"compound_reconcile":-13.119112314524273}]
https://runway.adityaperswal.workers.dev/data/stock-bars
AMTX R92002 full backtest cells 48-50
Supply chain2026-09-20 02:14
[{"symbol":"AMTX","lookback":15,"window":"train","cost_bp_side":20,"return":155.69256730641598,"drawdown":85.92197467823878,"win_rate":35.8974358974359,"sample":39,"mean_trade":7.1995049641500595,"avgwin":50.19587533916966,"avgloss":-16.87846244586092,"halfKelly_risk":0.07171410913250899,"boundary":0,"targets":10,"compound_reconcile":155.69256730641627},{"symbol":"AMTX","lookback":15,"window":"train","cost_bp_side":55,"return":94.60515342665617,"drawdown":87.76117259599373,"win_rate":35.8974358974359,"sample":39,"mean_trade":6.451720068150298,"avgwin":49.14816334593186,"avgloss":-17.458288167407378,"halfKelly_risk":0.0656354137054882,"boundary":0,"targets":10,"compound_reconcile":94.60515342665666},{"symbol":"AMTX","lookback":15,"window":"holdout","cost_bp_side":20,"return":5.536440012330433,"drawdown":67.19217349730968,"win_rate":33.33333333333333,"sample":24,"mean_trade":3.592429481288916,"avgwin":41.36489668059389,"avgloss":-15.29380411836357,"halfKelly_risk":0.0434236486679572,"boundary":1,"targets":7,"compound_reconcile":5.536440012330646}]
https://runway.adityaperswal.workers.dev/data/stock-bars
BTDR R92002 full backtest cells 45-47
Supply chain2026-09-20 02:14
[{"symbol":"BTDR","lookback":30,"window":"holdout","cost_bp_side":55,"return":9.658945957605953,"drawdown":63.77974216846107,"win_rate":38.095238095238095,"sample":21,"mean_trade":3.821859047875679,"avgwin":36.06172304063372,"avgloss":-16.018057255360038,"halfKelly_risk":0.05299052188340078,"boundary":1,"targets":5,"compound_reconcile":9.658945957606058},{"symbol":"BTDR","lookback":30,"window":"recent","cost_bp_side":20,"return":0.9741286763452421,"drawdown":43.05375322303709,"win_rate":40,"sample":5,"mean_trade":2.576186029892462,"avgwin":26.156297540000317,"avgloss":-13.143888310179442,"halfKelly_risk":0.04924599947589586,"boundary":1,"targets":1,"compound_reconcile":0.9741286763452761},{"symbol":"BTDR","lookback":30,"window":"recent","cost_bp_side":55,"return":-2.498873977429946,"drawdown":43.45098960242083,"win_rate":40,"sample":5,"mean_trade":1.8606517312213233,"avgwin":25.27627692920351,"avgloss":-13.74976506743347,"halfKelly_risk":0.03680628552284093,"boundary":1,"targets":1,"compound_reconcile":-2.4988739774299606}]
https://runway.adityaperswal.workers.dev/data/stock-bars
BTDR R92002 full backtest cells 42-44
Supply chain2026-09-20 02:14
[{"symbol":"BTDR","lookback":20,"window":"recent","cost_bp_side":20,"return":7.177317468748674,"drawdown":39.5553489841793,"win_rate":40,"sample":5,"mean_trade":3.8520879682048625,"avgwin":29.34605238578132,"avgloss":-13.143888310179442,"halfKelly_risk":0.06563213200817547,"boundary":1,"targets":1,"compound_reconcile":7.177317468748723},{"symbol":"BTDR","lookback":20,"window":"recent","cost_bp_side":55,"return":3.4909562901682083,"drawdown":39.97698896366172,"win_rate":40,"sample":5,"mean_trade":3.1276534400171268,"avgwin":28.44378120119302,"avgloss":-13.74976506743347,"halfKelly_risk":0.054979565091823,"boundary":1,"targets":1,"compound_reconcile":3.490956290168201},{"symbol":"BTDR","lookback":30,"window":"holdout","cost_bp_side":20,"return":27.024090925082263,"drawdown":62.75123107621283,"win_rate":38.095238095238095,"sample":21,"mean_trade":4.55117011979556,"avgwin":37.01750751596538,"avgloss":-15.428114431693555,"halfKelly_risk":0.061473211261356187,"boundary":1,"targets":5,"compound_reconcile":27.02409092508251}]
https://runway.adityaperswal.workers.dev/data/stock-bars
BTDR R92002 full backtest cells 39-41
Supply chain2026-09-20 02:14
[{"symbol":"BTDR","lookback":15,"window":"recent","cost_bp_side":55,"return":3.4909562901682083,"drawdown":39.97698896366172,"win_rate":40,"sample":5,"mean_trade":3.1276534400171268,"avgwin":28.44378120119302,"avgloss":-13.74976506743347,"halfKelly_risk":0.054979565091823,"boundary":1,"targets":1,"compound_reconcile":3.490956290168201},{"symbol":"BTDR","lookback":20,"window":"holdout","cost_bp_side":20,"return":-14.12345464137984,"drawdown":75.78959609527347,"win_rate":33.33333333333333,"sample":24,"mean_trade":3.085255122369669,"avgwin":42.91530662996947,"avgloss":-16.82977063143023,"halfKelly_risk":0.035945859002847164,"boundary":1,"targets":5,"compound_reconcile":-14.123454641379684},{"symbol":"BTDR","lookback":20,"window":"holdout","cost_bp_side":55,"return":-27.40407434560063,"drawdown":77.26781584735166,"win_rate":33.33333333333333,"sample":24,"mean_trade":2.366169742203321,"avgwin":41.91838124546508,"avgloss":-17.409936009427557,"halfKelly_risk":0.02822353430524352,"boundary":1,"targets":5,"compound_reconcile":-27.40407434560056}]
https://runway.adityaperswal.workers.dev/data/stock-bars
BTDR R92002 full backtest cells 36-38
Supply chain2026-09-20 02:14
[{"symbol":"BTDR","lookback":15,"window":"holdout","cost_bp_side":20,"return":-24.72755163124273,"drawdown":75.78959609527347,"win_rate":32,"sample":25,"mean_trade":2.465838149596482,"avgwin":42.91530662996947,"avgloss":-16.56920584116727,"halfKelly_risk":0.02872912188252305,"boundary":1,"targets":5,"compound_reconcile":-24.727551631242594},{"symbol":"BTDR","lookback":15,"window":"holdout","cost_bp_side":55,"return":-36.81214283551067,"drawdown":77.26781584735164,"win_rate":32,"sample":25,"mean_trade":1.7510735977466516,"avgwin":41.91838124546508,"avgloss":-17.15118882470908,"halfKelly_risk":0.020886703466585915,"boundary":1,"targets":5,"compound_reconcile":-36.81214283551062},{"symbol":"BTDR","lookback":15,"window":"recent","cost_bp_side":20,"return":7.177317468748674,"drawdown":39.5553489841793,"win_rate":40,"sample":5,"mean_trade":3.8520879682048625,"avgwin":29.34605238578132,"avgloss":-13.143888310179442,"halfKelly_risk":0.06563213200817547,"boundary":1,"targets":1,"compound_reconcile":7.177317468748723}]
https://runway.adityaperswal.workers.dev/data/stock-bars
IMOS R92002 full backtest cells 33-35
Supply chain2026-09-20 02:14
[{"symbol":"IMOS","lookback":30,"window":"holdout","cost_bp_side":55,"return":-50.74993217805739,"drawdown":55.55407401702348,"win_rate":25,"sample":24,"mean_trade":-2.4538414436456764,"avgwin":13.039366942894937,"avgloss":-7.618244239159215,"halfKelly_risk":0,"boundary":0,"targets":1,"compound_reconcile":-50.74993217805728},{"symbol":"IMOS","lookback":30,"window":"recent","cost_bp_side":20,"return":-29.10819309081486,"drawdown":48.74194084051907,"win_rate":25,"sample":8,"mean_trade":-3.4774627037833556,"avgwin":17.602606748144346,"avgloss":-10.504152521092589,"halfKelly_risk":0,"boundary":0,"targets":0,"compound_reconcile":-29.108193090814826},{"symbol":"IMOS","lookback":30,"window":"recent","cost_bp_side":55,"return":-32.969065634795754,"drawdown":50.850219972918595,"win_rate":25,"sample":8,"mean_trade":-4.150768942817042,"avgwin":16.78225358433195,"avgloss":-11.128443118533372,"halfKelly_risk":0,"boundary":0,"targets":0,"compound_reconcile":-32.96906563479577}]
https://runway.adityaperswal.workers.dev/data/stock-bars
IMOS R92002 full backtest cells 30-32
Supply chain2026-09-20 02:14
[{"symbol":"IMOS","lookback":30,"window":"train","cost_bp_side":20,"return":-18.793848457480035,"drawdown":34.37959527555957,"win_rate":29.268292682926827,"sample":41,"mean_trade":-0.19011427437731224,"avgwin":11.9465183967658,"avgloss":-5.21216917278136,"halfKelly_risk":0,"boundary":1,"targets":5,"compound_reconcile":-18.7938484574799},{"symbol":"IMOS","lookback":30,"window":"train","cost_bp_side":55,"return":-39.05403342685795,"drawdown":42.78972658813067,"win_rate":29.268292682926827,"sample":41,"mean_trade":-0.8863518646725524,"avgwin":11.165620055445519,"avgloss":-5.873374728169685,"halfKelly_risk":0,"boundary":1,"targets":5,"compound_reconcile":-39.05403342685779},{"symbol":"IMOS","lookback":30,"window":"holdout","cost_bp_side":20,"return":-41.74017832129024,"drawdown":48.741940840519085,"win_rate":29.166666666666668,"sample":24,"mean_trade":-1.768614901655173,"avgwin":11.945881168407116,"avgloss":-7.415760342269056,"halfKelly_risk":0,"boundary":0,"targets":1,"compound_reconcile":-41.74017832129013}]
https://runway.adityaperswal.workers.dev/data/stock-bars
IMOS R92002 full backtest cells 27-29
Supply chain2026-09-20 02:14
[{"symbol":"IMOS","lookback":20,"window":"holdout","cost_bp_side":55,"return":-25.622675816434427,"drawdown":42.86358242316199,"win_rate":29.166666666666668,"sample":24,"mean_trade":-0.6296209785482552,"avgwin":15.841936494567616,"avgloss":-7.412026996890083,"halfKelly_risk":0,"boundary":0,"targets":3,"compound_reconcile":-25.622675816434292},{"symbol":"IMOS","lookback":20,"window":"recent","cost_bp_side":20,"return":-2.529824523337618,"drawdown":38.543870106364345,"win_rate":37.5,"sample":8,"mean_trade":0.8110081208656874,"avgwin":20.340404633646926,"avgloss":-10.906629786803054,"halfKelly_risk":0.01993588956249487,"boundary":0,"targets":1,"compound_reconcile":-2.5298245233375094},{"symbol":"IMOS","lookback":20,"window":"recent","cost_bp_side":55,"return":-7.838194287941359,"drawdown":39.61069574804228,"win_rate":37.5,"sample":8,"mean_trade":0.10778706356225909,"avgwin":19.50095358400227,"avgloss":-11.528112848701747,"halfKelly_risk":0.0027636357139653733,"boundary":0,"targets":1,"compound_reconcile":-7.838194287941369}]
https://runway.adityaperswal.workers.dev/data/stock-bars
IMOS R92002 full backtest cells 24-26
Supply chain2026-09-20 02:14
[{"symbol":"IMOS","lookback":20,"window":"train","cost_bp_side":20,"return":-8.971739369503632,"drawdown":42.910089963156686,"win_rate":31.11111111111111,"sample":45,"mean_trade":0.12287550385391421,"avgwin":11.929664820939609,"avgloss":-5.2092228974105925,"halfKelly_risk":0.005149998164166197,"boundary":1,"targets":3,"compound_reconcile":-8.97173936950334},{"symbol":"IMOS","lookback":20,"window":"train","cost_bp_side":55,"return":-33.56883054269899,"drawdown":51.353216825526985,"win_rate":31.11111111111111,"sample":45,"mean_trade":-0.575545389702309,"avgwin":11.148884044056304,"avgloss":-5.870449004948134,"halfKelly_risk":0,"boundary":1,"targets":3,"compound_reconcile":-33.56883054269881},{"symbol":"IMOS","lookback":20,"window":"holdout","cost_bp_side":20,"return":-12.016169002238042,"drawdown":38.543870106364395,"win_rate":29.166666666666668,"sample":24,"mean_trade":0.06842005352188374,"avgwin":16.655684270353145,"avgloss":-6.761629918114519,"halfKelly_risk":0.0020539550465564216,"boundary":0,"targets":3,"compound_reconcile":-12.016169002237852}]
https://runway.adityaperswal.workers.dev/data/stock-bars
IMOS R92002 full backtest cells 21-23
Supply chain2026-09-20 02:14
[{"symbol":"IMOS","lookback":15,"window":"holdout","cost_bp_side":55,"return":-25.68277274126876,"drawdown":39.61069574804213,"win_rate":28.000000000000004,"sample":25,"mean_trade":-0.5480797762258458,"avgwin":16.490737505769165,"avgloss":-7.174286497001682,"halfKelly_risk":0,"boundary":0,"targets":4,"compound_reconcile":-25.68277274126868},{"symbol":"IMOS","lookback":15,"window":"recent","cost_bp_side":20,"return":-0.9455426017254922,"drawdown":38.543870106364295,"win_rate":37.5,"sample":8,"mean_trade":1.054346800070173,"avgwin":20.909086989266005,"avgloss":-10.858497313447327,"halfKelly_risk":0.025212645597855077,"boundary":0,"targets":0,"compound_reconcile":-0.9455426017254687},{"symbol":"IMOS","lookback":15,"window":"recent","cost_bp_side":55,"return":-6.340194700491099,"drawdown":39.610695748042204,"win_rate":37.5,"sample":8,"mean_trade":0.3494283003300347,"avgwin":20.065669017607178,"avgloss":-11.480316130036252,"halfKelly_risk":0.008707118113615325,"boundary":0,"targets":0,"compound_reconcile":-6.340194700491086}]
https://runway.adityaperswal.workers.dev/data/stock-bars
IMOS R92002 full backtest cells 18-20
Supply chain2026-09-20 02:14
[{"symbol":"IMOS","lookback":15,"window":"train","cost_bp_side":20,"return":-6.776074823155068,"drawdown":51.19878743747881,"win_rate":32.5,"sample":40,"mean_trade":0.15697252028212427,"avgwin":11.535406540277137,"avgloss":-5.321532748604362,"halfKelly_risk":0.006803944002061746,"boundary":1,"targets":2,"compound_reconcile":-6.776074823154876},{"symbol":"IMOS","lookback":15,"window":"train","cost_bp_side":55,"return":-29.54310155574756,"drawdown":57.276307769403566,"win_rate":32.5,"sample":40,"mean_trade":-0.5416862217034579,"avgwin":10.757375966274909,"avgloss":-5.9819754233226705,"halfKelly_risk":0,"boundary":1,"targets":2,"compound_reconcile":-29.54310155574745},{"symbol":"IMOS","lookback":15,"window":"holdout","cost_bp_side":20,"return":-11.469704738051917,"drawdown":38.543870106364345,"win_rate":28.000000000000004,"sample":25,"mean_trade":0.15053405334779013,"avgwin":17.309042874389974,"avgloss":-6.522219377057503,"halfKelly_risk":0.004348422221846754,"boundary":0,"targets":4,"compound_reconcile":-11.469704738051822}]
https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92002 full backtest cells 15-17
Supply chain2026-09-20 02:14
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https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92002 full backtest cells 12-14
Supply chain2026-09-20 02:14
[{"symbol":"CE","lookback":30,"window":"train","cost_bp_side":20,"return":-7.888222540309255,"drawdown":42.22896101505012,"win_rate":38.70967741935484,"sample":31,"mean_trade":0.054510749086606816,"avgwin":9.52858549593089,"avgloss":-5.929115406815046,"halfKelly_risk":0.002860379912101585,"boundary":0,"targets":6,"compound_reconcile":-7.888222540309197},{"symbol":"CE","lookback":30,"window":"train","cost_bp_side":55,"return":-25.856656165315517,"drawdown":50.64819232343491,"win_rate":38.70967741935484,"sample":31,"mean_trade":-0.6434332567167204,"avgwin":8.764553778233447,"avgloss":-6.585319805106299,"halfKelly_risk":0,"boundary":0,"targets":6,"compound_reconcile":-25.85665616531537},{"symbol":"CE","lookback":30,"window":"holdout","cost_bp_side":20,"return":-28.37449195404695,"drawdown":40.52886268223147,"win_rate":21.428571428571427,"sample":14,"mean_trade":-1.856495022453026,"avgwin":14.836803729398737,"avgloss":-6.409212863867143,"halfKelly_risk":0,"boundary":1,"targets":1,"compound_reconcile":-28.37449195404691}]
https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92002 full backtest cells 9-11
Supply chain2026-09-20 02:14
[{"symbol":"CE","lookback":20,"window":"holdout","cost_bp_side":55,"return":-33.5209153079959,"drawdown":43.8791206706456,"win_rate":17.647058823529413,"sample":17,"mean_trade":-1.817596714233857,"avgwin":20.85078020063714,"avgloss":-6.675106053134784,"halfKelly_risk":0,"boundary":1,"targets":2,"compound_reconcile":-33.52091530799582},{"symbol":"CE","lookback":20,"window":"recent","cost_bp_side":20,"return":-6.064259766652947,"drawdown":30.85202843828766,"win_rate":25,"sample":4,"mean_trade":-0.6777415961820382,"avgwin":22.421974295001167,"avgloss":-8.377646893243107,"halfKelly_risk":0,"boundary":1,"targets":0,"compound_reconcile":-6.064259766652913},{"symbol":"CE","lookback":20,"window":"recent","cost_bp_side":55,"return":-8.658008595942409,"drawdown":32.052377846226655,"win_rate":25,"sample":4,"mean_trade":-1.370577675003473,"avgwin":21.568002969789468,"avgloss":-9.016771223267787,"halfKelly_risk":0,"boundary":1,"targets":0,"compound_reconcile":-8.658008595942391}]
https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92002 full backtest cells 6-8
Supply chain2026-09-20 02:14
[{"symbol":"CE","lookback":20,"window":"train","cost_bp_side":20,"return":-21.955289082532364,"drawdown":47.95740008156404,"win_rate":34.285714285714285,"sample":35,"mean_trade":-0.3890674562552651,"avgwin":10.033926617275956,"avgloss":-5.827151320706337,"halfKelly_risk":0,"boundary":0,"targets":7,"compound_reconcile":-21.955289082532136},{"symbol":"CE","lookback":20,"window":"train","cost_bp_side":55,"return":-38.91422393837718,"drawdown":56.15988566381249,"win_rate":34.285714285714285,"sample":35,"mean_trade":-1.0839172212572001,"avgwin":9.266369823058843,"avgloss":-6.484066983509049,"halfKelly_risk":0,"boundary":0,"targets":7,"compound_reconcile":-38.914223938377056},{"symbol":"CE","lookback":20,"window":"holdout","cost_bp_side":20,"return":-25.119855590027733,"drawdown":38.532475529852285,"win_rate":17.647058823529413,"sample":17,"mean_trade":-1.1279007827538374,"avgwin":21.699713294869618,"avgloss":-6.019532370816006,"halfKelly_risk":0,"boundary":1,"targets":2,"compound_reconcile":-25.11985559002764}]
https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92002 full backtest cells 3-5
Supply chain2026-09-20 02:14
[{"symbol":"CE","lookback":15,"window":"holdout","cost_bp_side":55,"return":-37.125599324357154,"drawdown":47.69124971064998,"win_rate":16.666666666666664,"sample":18,"mean_trade":-2.0196038037294013,"avgwin":20.85078020063714,"avgloss":-6.59368060460271,"halfKelly_risk":0,"boundary":1,"targets":2,"compound_reconcile":-37.12559932435712},{"symbol":"CE","lookback":15,"window":"recent","cost_bp_side":20,"return":-6.070766016665857,"drawdown":32.80850503270983,"win_rate":25,"sample":4,"mean_trade":-0.6873064752068558,"avgwin":22.421974295001167,"avgloss":-8.390400065276198,"halfKelly_risk":0,"boundary":1,"targets":0,"compound_reconcile":-6.070766016665841},{"symbol":"CE","lookback":15,"window":"recent","cost_bp_side":55,"return":-8.664335195714523,"drawdown":33.74264256230558,"win_rate":25,"sample":4,"mean_trade":-1.380075832898664,"avgwin":21.568002969789468,"avgloss":-9.029435433794708,"halfKelly_risk":0,"boundary":1,"targets":0,"compound_reconcile":-8.664335195714512}]
https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92002 full backtest cells 0-2
Supply chain2026-09-20 02:14
[{"symbol":"CE","lookback":15,"window":"train","cost_bp_side":20,"return":6.655732299904969,"drawdown":45.74463622613173,"win_rate":40,"sample":35,"mean_trade":0.5054808790777756,"avgwin":9.631249644684052,"avgloss":-5.578364964659742,"halfKelly_risk":0.02624170786377525,"boundary":0,"targets":6,"compound_reconcile":6.6557322999052815},{"symbol":"CE","lookback":15,"window":"train","cost_bp_side":55,"return":-16.52031121173401,"drawdown":48.87928510748266,"win_rate":40,"sample":35,"mean_trade":-0.19560893091436254,"avgwin":8.86650177909186,"avgloss":-6.2370160709185125,"halfKelly_risk":0,"boundary":0,"targets":6,"compound_reconcile":-16.520311211733883},{"symbol":"CE","lookback":15,"window":"holdout","cost_bp_side":20,"return":-28.68258438284339,"drawdown":41.452989003396624,"win_rate":16.666666666666664,"sample":18,"mean_trade":-1.331326899112572,"avgwin":21.699713294869618,"avgloss":-5.937534937909009,"halfKelly_risk":0,"boundary":1,"targets":2,"compound_reconcile":-28.682584382843302}]
https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92002 costed parameter cells recent
Supply chain2026-09-20 02:14
[{"symbol":"CE","lookback":15,"window":"recent","cost_bp_side":20,"return":-6.070766016665857,"drawdown":32.80850503270983,"win_rate":25,"sample":4,"mean_trade":-0.6873064752068558,"avgwin":22.421974295001167,"avgloss":-8.390400065276198,"halfKelly_risk":0,"boundary":1,"targets":0,"compound_reconcile":-6.070766016665841},{"symbol":"CE","lookback":15,"window":"recent","cost_bp_side":55,"return":-8.664335195714523,"drawdown":33.74264256230558,"win_rate":25,"sample":4,"mean_trade":-1.380075832898664,"avgwin":21.568002969789468,"avgloss":-9.029435433794708,"halfKelly_risk":0,"boundary":1,"targets":0,"compound_reconcile":-8.664335195714512},{"symbol":"CE","lookback":20,"window":"recent","cost_bp_side":20,"return":-6.064259766652947,"drawdown":30.85202843828766,"win_rate":25,"sample":4,"mean_trade":-0.6777415961820382,"avgwin":22.421974295001167,"avgloss":-8.377646893243107,"halfKelly_risk":0,"boundary":1,"targets":0,"compound_reconcile":-6.064259766652913},{"symbol":"CE","lookback":20,"window":"recent","cost_bp_side":55,"return":-8.658008595942409,"drawdown":32.052377846226655,"win_rate":25,"sample":4,"mean_trade":-1.370577675003473,"avgwin":21.568002969789468,"avgloss":-9.016771223267787,"halfKelly_risk":0,"boundary":1,"targets":0,"compound_reconcile":-8.658008595942391},{"symbol":"CE","lookback":30,"window":"recent","cost_bp_side":20,"return":-6.73187312689688,"drawdown":31.34347194566498,"win_rate":25,"sample":4,"mean_trade":-0.8338651815723436,"avgwin":22.421974295001167,"avgloss":-8.585811673763514,"halfKelly_risk":0,"boundary":1,"targets":0,"compound_reconcile":-6.731873126896848},{"symbol":"CE","lookback":30,"window":"recent","cost_bp_side":55,"return":-9.307187850410957,"drawdown":32.535290316325536,"win_rate":25,"sample":4,"mean_trade":-1.5256121988435152,"avgwin":21.568002969789468,"avgloss":-9.223483921721176,"halfKelly_risk":0,"boundary":1,"targets":0,"compound_reconcile":-9.307187850410958}]
https://runway.adityaperswal.workers.dev/data/stock-bars