Notes

{"symbol":"XLU","date":"2026-09-18","bars":1332,"close":41.1,"r21":-0.06633348477964562,"r63":-0.07598920863309344,"r126":-0.10496515679442509,"r252":0.0017060687301975186,"avg":-0.06139544536924166,"sma200":44.222125,"atr20":0.6355299999999993,"high20":43.96,"eligible":false,"p90":0.10239288498446239,"p90_n":1255,"gap_min":-0.020194072908471083,"gap_date":"2025-01-27","stop":39.82894,"target":45.30834757286141,"rank_all":11,"rank_eligible":null,"notional":0,"risk_fraction":0.030926034063260305,"stress_gap":0.1,"stress_loss":0} Retrieved Sep20 00UTC; SIP adjustment=all with conditional known split repair; 1332 bars; no fresh weekend session. Returns use adjusted-close proxy; independent dividend reconciliation remains unverified. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLY","date":"2026-09-18","bars":1332,"close":111.03,"r21":-0.06374905135340247,"r63":-0.050457538698366555,"r126":0.016199890170236042,"r252":-0.07363063701973216,"avg":-0.04290933422531629,"sma200":116.57710000000002,"atr20":1.5072499999999984,"high20":118.79,"eligible":false,"p90":0.14896551962962673,"p90_n":1255,"gap_min":-0.054244697233123085,"gap_date":"2025-04-03","stop":108.0155,"target":127.56964164447746,"rank_all":10,"rank_eligible":null,"notional":0,"risk_fraction":0.027150319733405356,"stress_gap":0.10848939446624617,"stress_loss":0} Retrieved Sep20 00UTC; SIP adjustment=all with conditional known split repair; 1332 bars; no fresh weekend session. Returns use adjusted-close proxy; independent dividend reconciliation remains unverified. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLC","date":"2026-09-18","bars":1332,"close":110.81,"r21":-0.0045813869924541395,"r63":0.01502244206283776,"r126":-0.014934660858742954,"r252":-0.055730720068172035,"avg":-0.015056081464132842,"sma200":113.62755000000001,"atr20":1.607,"high20":115.26,"eligible":false,"p90":0.13790962490769748,"p90_n":1255,"gap_min":-0.057623380204025465,"gap_date":"2022-02-03","stop":107.596,"target":126.09176553602195,"rank_all":9,"rank_eligible":null,"notional":0,"risk_fraction":0.029004602472701018,"stress_gap":0.11524676040805093,"stress_loss":0} Retrieved Sep20 00UTC; SIP adjustment=all with conditional known split repair; 1332 bars; no fresh weekend session. Returns use adjusted-close proxy; independent dividend reconciliation remains unverified. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLRE","date":"2026-09-18","bars":1332,"close":42.53,"r21":-0.054678817515003364,"r63":-0.021849126034958477,"r126":0.030281007751937983,"r252":0.04676347526458269,"avg":0.0001291348666397074,"sma200":42.77705,"atr20":0.5022400000000001,"high20":45.465,"eligible":false,"p90":0.10853497921567627,"p90_n":1255,"gap_min":-0.026175063326766113,"gap_date":"2022-06-13","stop":41.52552,"target":47.14599266604271,"rank_all":8,"rank_eligible":null,"notional":0,"risk_fraction":0.02361815189278157,"stress_gap":0.1,"stress_loss":0} Retrieved Sep20 00UTC; SIP adjustment=all with conditional known split repair; 1332 bars; no fresh weekend session. Returns use adjusted-close proxy; independent dividend reconciliation remains unverified. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLP","date":"2026-09-18","bars":1332,"close":82.8,"r21":-0.0432170094753872,"r63":0.0008461259518917075,"r126":0.02285361334156888,"r252":0.060586653003714686,"avg":0.010267345705447017,"sma200":82.96825000000001,"atr20":0.89176,"high20":87.465,"eligible":false,"p90":0.07653027888248405,"p90_n":1255,"gap_min":-0.02374043787918756,"gap_date":"2025-04-07","stop":81.01648,"target":89.13670709146967,"rank_all":7,"rank_eligible":null,"notional":0,"risk_fraction":0.02154009661835749,"stress_gap":0.1,"stress_loss":0} Retrieved Sep20 00UTC; SIP adjustment=all with conditional known split repair; 1332 bars; no fresh weekend session. Returns use adjusted-close proxy; independent dividend reconciliation remains unverified. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLI","date":"2026-09-18","bars":1332,"close":169.75,"r21":-0.06705138774388564,"r63":-0.059400454369147204,"r126":0.04013480392156876,"r252":0.1375820935531431,"avg":0.012816263840419756,"sma200":171.1439,"atr20":2.3982499999999987,"high20":181.24,"eligible":false,"p90":0.12087676778130486,"p90_n":1255,"gap_min":-0.03352168601099581,"gap_date":"2025-04-03","stop":164.9535,"target":190.2688313308765,"rank_all":6,"rank_eligible":null,"notional":0,"risk_fraction":0.028256259204712798,"stress_gap":0.1,"stress_loss":0} Retrieved Sep20 00UTC; SIP adjustment=all with conditional known split repair; 1332 bars; no fresh weekend session. Returns use adjusted-close proxy; independent dividend reconciliation remains unverified. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLB","date":"2026-09-18","bars":1332,"close":49.99,"r21":-0.048172124904798164,"r63":-0.03157690817512582,"r126":0.05575501583949305,"r252":0.12034961900493069,"avg":0.02408890044112494,"sma200":50.173925,"atr20":0.7882599999999993,"high20":54.19,"eligible":false,"p90":0.10243167306427377,"p90_n":1255,"gap_min":-0.032110091743119185,"gap_date":"2025-04-03","stop":48.41348000000001,"target":55.11055933648305,"rank_all":5,"rank_eligible":null,"notional":0,"risk_fraction":0.03153670734146827,"stress_gap":0.1,"stress_loss":0} Retrieved Sep20 00UTC; SIP adjustment=all with conditional known split repair; 1332 bars; no fresh weekend session. Returns use adjusted-close proxy; independent dividend reconciliation remains unverified. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLF","date":"2026-09-18","bars":1332,"close":55.86,"r21":-0.028183716075156573,"r63":0.04645934807043828,"r126":0.1500926497838171,"r252":0.049014084507042144,"avg":0.054345591571535234,"sma200":53.4515,"atr20":0.7088450000000005,"high20":58.6,"eligible":true,"p90":0.11838838877512908,"p90_n":1255,"gap_min":-0.03900853311661934,"gap_date":"2025-04-03","stop":54.44231,"target":62.47317539697871,"rank_all":4,"rank_eligible":4,"notional":0,"risk_fraction":0.025379341210168296,"stress_gap":0.1,"stress_loss":0} Retrieved Sep20 00UTC; SIP adjustment=all with conditional known split repair; 1332 bars; no fresh weekend session. Returns use adjusted-close proxy; independent dividend reconciliation remains unverified. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLV","date":"2026-09-18","bars":1332,"close":168.39,"r21":-0.04149590163934436,"r63":0.13210972166196022,"r126":0.1583545435784548,"r252":0.24872080088987758,"avg":0.12442229112273706,"sma200":155.18015000000003,"atr20":2.1654699999999965,"high20":175.82,"eligible":true,"p90":0.10628648222527133,"p90_n":1255,"gap_min":-0.02644902894279455,"gap_date":"2025-04-07","stop":164.05906,"target":186.28758074191344,"rank_all":3,"rank_eligible":3,"notional":86.66,"risk_fraction":0.025719698319377596,"stress_gap":0.1,"stress_loss":11.105282150721536,"R":4.132493348306249,"sma_distance_pct":8.512590044538527,"loss_at_stop":2.2288690563572624,"target_profit":9.210786549642012} Retrieved Sep20 00UTC; SIP adjustment=all with conditional known split repair; 1332 bars; no fresh weekend session. Returns use adjusted-close proxy; independent dividend reconciliation remains unverified. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLE","date":"2026-09-18","bars":1332,"close":64.31,"r21":0.011481597986788383,"r63":0.20453268402322533,"r126":0.09837745516652441,"r252":0.47381689011114947,"avg":0.1970521568219219,"sma200":55.314825,"atr20":1.2647249999999997,"high20":66.17,"eligible":true,"p90":0.20627946697730823,"p90_n":1255,"gap_min":-0.0579273396952954,"gap_date":"2026-04-08","stop":61.780550000000005,"target":77.5758325213107,"rank_all":2,"rank_eligible":2,"notional":86.66,"risk_fraction":0.03933214119110557,"stress_gap":0.1158546793905908,"stress_loss":13.486896491048972,"R":5.244552183799125,"sma_distance_pct":16.261779730840708,"loss_at_stop":3.4085233556212087,"target_profit":17.87617860825353} Retrieved Sep20 00UTC; SIP adjustment=all with conditional known split repair; 1332 bars; no fresh weekend session. Returns use adjusted-close proxy; independent dividend reconciliation remains unverified. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLK","date":"2026-09-18","bars":1332,"close":189.6,"r21":0.032454802875190536,"r63":-0.008420061712253624,"r126":0.3730175972192047,"r252":0.40439242991000324,"avg":0.2003611920730362,"sma200":162.235625,"atr20":3.1444999999999963,"high20":189.81,"eligible":true,"p90":0.18362192237650138,"p90_n":1255,"gap_min":-0.06259270246217741,"gap_date":"2024-08-05","stop":183.311,"target":224.41471648258465,"rank_all":1,"rank_eligible":1,"notional":86.66,"risk_fraction":0.033169831223628654,"stress_gap":0.12518540492435482,"stress_loss":13.796519621849056,"R":5.535811175478566,"sma_distance_pct":16.86705678854443,"loss_at_stop":2.874497573839659,"target_profit":15.912675793147608} Retrieved Sep20 00UTC; SIP adjustment=all with conditional known split repair; 1332 bars; no fresh weekend session. Returns use adjusted-close proxy; independent dividend reconciliation remains unverified. https://runway.adityaperswal.workers.dev/data/stock-bars

Sep18Oct16P15 bid.42 ask.62 at19:59:59.920Z,Oct9P15 .33/.72,Oct9C15.5 .27/.58 allabove30USDticketcap. AtS15.13,N11closemedian2.0644096%,Oct16P15grossmedianceiling.182345,netafterassumed.02friction.162345;P80gross4xceiling.1725619. Thresholdsnotattainablequotes. CAGdateSep30 issuer122962. Localcollectortest08:11Sep19END3/3, noorders. https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative

Training9/holdout2;pre-eventfeatures. NullMAE.41221019pp; momentum-SMAcorr.81084352. [{"feature": "momentum20", "correlation": 0.20530312358288083, "coef": [-0.010051597979586241, 0.20802555608388995], "test_pred": [-0.045557053941388044, -0.0037710031346381402], "test_MAE_pp": 1.6770923487381457}, {"feature": "distanceSMA50", "correlation": -0.039806400030160734, "coef": [-0.009070499809649841, -0.04032181871462291], "test_pred": [-0.00437596997655368, -0.010650737475581248], "test_MAE_pp": 0.7259485665507276}, {"feature": "RV20", "correlation": 0.026106648384342766, "coef": [-0.014052927765274486, 0.024245605966424062], "test_pred": [-0.004820512368271064, -0.0031365550217358727], "test_MAE_pp": 0.44323459193460296}, {"feature": "volume_ratio", "correlation": 0.5813723892538876, "coef": [-0.12862752455529364, 0.08389556361082724], "test_pred": [-0.03848645339046301, -0.06875151307437757], "test_MAE_pp": 4.520810361807079}] https://runway.adityaperswal.workers.dev/data/stock-bars

Close-reaction medianabs2.064409579%,P805.421331762%,max8.041958042%,mean signed-.881869058%;train9median2.495543672%,holdout2median.841087961%. Seed91908 50kIIDbootstraps median95CI[1.52155537,5.42133176]%,P8095CI[2.06440958,8.04195804]%. Overnightmedian2.81124498%,P805.1240561%; distinct horizon. ExOct2025N10median1.98285204%,P804.5825399%. CurrentP14cost.23,S15.13 breakeven8.988764%,signedcoverage0/11. https://runway.adityaperswal.workers.dev/data/stock-bars

30USDstockexposure/1000book,10bpfees+10bpslip eachside,2024–25train/2026holdout; nooptionPnL; shortdiagnosticnottrade. [{"lag":5,"direction":"long","era":"train","return":-0.43283757842171294,"drawdown":0.7212585071034061,"win_rate":50,"sample":8},{"lag":5,"direction":"long","era":"holdout","return":0.08693704719089866,"drawdown":0.1385660297759772,"win_rate":100,"sample":2},{"lag":5,"direction":"short","era":"train","return":0.2421876274834805,"drawdown":0.25013954619159673,"win_rate":50,"sample":8},{"lag":5,"direction":"short","era":"holdout","return":-0.13538168420905947,"drawdown":0.20934777064151033,"win_rate":0,"sample":2}] https://runway.adityaperswal.workers.dev/data/stock-bars

30USDstockexposure/1000book,10bpfees+10bpslip eachside,2024–25train/2026holdout; nooptionPnL; shortdiagnosticnottrade. [{"lag":3,"direction":"long","era":"train","return":-0.3426418149531031,"drawdown":0.5886583928501721,"win_rate":37.5,"sample":8},{"lag":3,"direction":"long","era":"holdout","return":0.015052744184928813,"drawdown":0.05873777353578857,"win_rate":50,"sample":2},{"lag":3,"direction":"short","era":"train","return":0.15163035831109395,"drawdown":0.25029145804018604,"win_rate":50,"sample":8},{"lag":3,"direction":"short","era":"holdout","return":-0.06320926805287855,"drawdown":0.1157194326150135,"win_rate":50,"sample":2}] https://runway.adityaperswal.workers.dev/data/stock-bars

30USDstockexposure/1000book,10bpfees+10bpslip eachside,2024–25train/2026holdout; nooptionPnL; shortdiagnosticnottrade. [{"lag":1,"direction":"long","era":"train","return":-0.34807064890436906,"drawdown":0.49912153249627167,"win_rate":33.33333333333333,"sample":9},{"lag":1,"direction":"long","era":"holdout","return":-0.07436439759600191,"drawdown":0.0743643975960051,"win_rate":0,"sample":2},{"lag":1,"direction":"short","era":"train","return":0.13303285494987982,"drawdown":0.18135063836151044,"win_rate":66.66666666666666,"sample":9},{"lag":1,"direction":"short","era":"holdout","return":0.02656625870674816,"drawdown":0.005997000000013131,"win_rate":100,"sample":2}] https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"LPG","bars":1003,"returnPct":94.80270110050772,"buyAndHoldPct":310.15514809590974,"maxDrawdownPct":11.303419169166652,"winRate":38.55421686746988,"avgTradePct":0.88851390251286,"sample":83}; node /app/agent/dist/backtest.js --symbols FRO,STNG,LPG --strategy breakout --lookback20 --days1460 --stop-pct10 --target-pct30. Engine same-close,noexplicitcost/holdout,notourATRmodel. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"STNG","bars":1003,"returnPct":25.884680902991207,"buyAndHoldPct":99.47368421052632,"maxDrawdownPct":12.083747320555076,"winRate":37.5,"avgTradePct":0.36705897622107525,"sample":72}; node /app/agent/dist/backtest.js --symbols FRO,STNG,LPG --strategy breakout --lookback20 --days1460 --stop-pct10 --target-pct30. Engine same-close,noexplicitcost/holdout,notourATRmodel. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"FRO","bars":1003,"returnPct":2.652053868140203,"buyAndHoldPct":282.7688872348344,"maxDrawdownPct":29.209219354293793,"winRate":32.53012048192771,"avgTradePct":0.10753408804242165,"sample":83}; node /app/agent/dist/backtest.js --symbols FRO,STNG,LPG --strategy breakout --lookback20 --days1460 --stop-pct10 --target-pct30. Engine same-close,noexplicitcost/holdout,notourATRmodel. https://runway.adityaperswal.workers.dev/data/stock-bars

Seed91908;20businesssteps Sep21-Oct16,eventstep8Sep30;empirical11close-reactions replace eventdaynormal;BSM .3516 preIV/postIV equals22.5/35/50%vol; r4%; premium.23,stop.115,target.69;dailychecks,$1roundtrip+.01/shareexitfriction. InitialBSM.168158 differsask.23; uncalibrated scenarios notliveodds. [{"vol": 0.225, "mean_dollars": -12.330348315506978, "p05": -23.24046798397167, "win_pct": 5.822, "stop_pct": 93.92399999999999, "target_pct": 5.0520000000000005}, {"vol": 0.35, "mean_dollars": -6.1651577969990825, "p05": -20.426758276083017, "win_pct": 13.888, "stop_pct": 85.97, "target_pct": 13.464}, {"vol": 0.5, "mean_dollars": 0.12447433246189027, "p05": -21.2576392480981, "win_pct": 21.959999999999997, "stop_pct": 78.006, "target_pct": 21.866}] https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative