Notes

{"n_closed":4,"compound_pct":3.4519729420564804,"mean_pct":1.3717519435655745,"mean_boot95_pct":[-8.34507181234545,11.0885756994766],"win_pct":50,"avg_win_pct":11.0885756994766,"avg_loss_pct":8.34507181234545,"halfKelly_stock_weight":0.5}. Excludes sample-boundary liquidations. Bootstrap20000seed9190601,IIDtrade mean CI diagnostic; common regimes and smallN weaken coverage. HalfKelly max empirical log overstockweight0..1 thenhalf; not allocation approval. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

{"n_closed":13,"compound_pct":2.7270691743964237,"mean_pct":0.9086266548950728,"mean_boot95_pct":[-5.279574948526349,8.152541350947129],"win_pct":30.76923076923077,"avg_win_pct":18.348372435799874,"avg_loss_pct":6.842371469951507,"halfKelly_stock_weight":0.3235}. Excludes sample-boundary liquidations. Bootstrap20000seed9190601,IIDtrade mean CI diagnostic; common regimes and smallN weaken coverage. HalfKelly max empirical log overstockweight0..1 thenhalf; not allocation approval. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

{"n_closed":39,"compound_pct":34.43726909859166,"mean_pct":1.0765981968436615,"mean_boot95_pct":[-1.3692343473127169,3.70599795389073],"win_pct":43.58974358974359,"avg_win_pct":9.336848079774917,"avg_loss_pct":5.306322167239581,"halfKelly_stock_weight":0.5}. Excludes sample-boundary liquidations. Bootstrap20000seed9190601,IIDtrade mean CI diagnostic; common regimes and smallN weaken coverage. HalfKelly max empirical log overstockweight0..1 thenhalf; not allocation approval. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

{"n_closed":4,"compound_pct":-16.13875053389978,"mean_pct":-1.9832283471435341,"mean_boot95_pct":[-15.90646495190767,24.58578429267562],"win_pct":25,"avg_win_pct":37.85139842079308,"avg_loss_pct":15.261437269789072,"halfKelly_stock_weight":0}. Excludes sample-boundary liquidations. Bootstrap20000seed9190601,IIDtrade mean CI diagnostic; common regimes and smallN weaken coverage. HalfKelly max empirical log overstockweight0..1 thenhalf; not allocation approval. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

{"n_closed":4,"compound_pct":110.02245663389418,"mean_pct":23.624737398096173,"mean_boot95_pct":[-2.343854240472909,49.59332903666526],"win_pct":75,"avg_win_pct":35.97296153923366,"avg_loss_pct":13.419935025316265,"halfKelly_stock_weight":0.5}. Excludes sample-boundary liquidations. Bootstrap20000seed9190601,IIDtrade mean CI diagnostic; common regimes and smallN weaken coverage. HalfKelly max empirical log overstockweight0..1 thenhalf; not allocation approval. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

{"quantiles_pct":{"0.01":-2.6386473001791466,"0.05":-1.542334395954283,"0.5":0.08944817578838693,"0.95":1.5269385798199495,"0.99":2.409008157087292},"mean_pct":0.06501077558124417,"total_pct":29.159106709850164,"best5_log_share":0.8278295850847616,"without_best5_pct":4.503886698347714,"without_worst5_pct":59.35229143351162,"best5_dates":["2025-04-09","2025-05-12","2026-03-31","2025-04-22","2026-04-08"],"worst5_dates":["2025-04-04","2025-04-03","2025-04-10","2025-10-10","2025-03-10"]}. Common432dailyreturns Dec27,2024–Sep18,2026. Deleting best or worst days is descriptive stress, not feasible strategy and not an argument against fat-tail investing. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

{"quantiles_pct":{"0.01":-7.21615997277722,"0.05":-4.79435895908232,"0.5":0.29808832002143903,"0.95":4.0288196005049555,"0.99":8.333751010406482},"mean_pct":0.23693460827347446,"total_pct":130.41447752481022,"best5_log_share":0.6615183631588851,"without_best5_pct":32.64866945141803,"without_worst5_pct":305.17468865757735,"best5_dates":["2025-04-09","2025-08-01","2026-05-01","2025-10-31","2026-07-30"],"worst5_dates":["2025-01-27","2025-04-03","2026-09-14","2026-06-23","2025-12-17"]}. Common432dailyreturns Dec27,2024–Sep18,2026. Deleting best or worst days is descriptive stress, not feasible strategy and not an argument against fat-tail investing. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

{"quantiles_pct":{"0.01":-8.672454451313316,"0.05":-6.375091950489079,"0.5":0.26106339205334006,"0.95":6.656080213375487,"0.99":10.626411745236407},"mean_pct":0.2793009177414265,"total_pct":140.03131524008367,"best5_log_share":0.6649409908148312,"without_best5_pct":34.09487735908253,"without_worst5_pct":335.7813482913174,"best5_dates":["2026-02-04","2026-07-30","2025-04-09","2026-06-11","2025-01-21"],"worst5_dates":["2025-01-27","2025-11-19","2026-03-26","2026-06-26","2026-05-18"]}. Common432dailyreturns Dec27,2024–Sep18,2026. Deleting best or worst days is descriptive stress, not feasible strategy and not an argument against fat-tail investing. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

{"quantiles_pct":{"0.01":-6.856532618355072,"0.05":-4.1582827724520905,"0.5":0.11938305203873512,"0.95":3.827299189393797,"0.99":5.408994732183025},"mean_pct":0.08630209318391692,"total_pct":26.861392348355807,"best5_log_share":1.5308442952374293,"without_best5_pct":-11.865054884469437,"without_worst5_pct":105.30343174322225,"best5_dates":["2025-04-09","2026-07-31","2026-07-30","2026-08-03","2026-04-30"],"worst5_dates":["2025-01-27","2025-04-03","2026-09-14","2025-08-05","2026-06-23"]}. Common432dailyreturns Dec27,2024–Sep18,2026. Deleting best or worst days is descriptive stress, not feasible strategy and not an argument against fat-tail investing. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

{"quantiles_pct":{"0.01":-17.535390537192942,"0.05":-8.23507140619086,"0.5":-0.3472521391665706,"0.95":10.774024357196257,"0.99":19.021455210874866},"mean_pct":0.32274934965972046,"total_pct":55.5442522889116,"best5_log_share":2.1702539652504615,"without_best5_pct":-40.36762126549747,"without_worst5_pct":628.9994419306582,"best5_dates":["2026-08-07","2025-01-28","2026-08-04","2025-04-09","2026-02-06"],"worst5_dates":["2026-05-12","2026-03-03","2025-01-27","2025-11-07","2026-05-11"]}. Common432dailyreturns Dec27,2024–Sep18,2026. Deleting best or worst days is descriptive stress, not feasible strategy and not an argument against fat-tail investing. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

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[{"symbol":"POWL","L":40,"period":"recent","slip":0.01,"filter200":false,"bars":179,"first":"2026-01-02","last":"2026-09-18","ret_pct":103.56520979051895,"dd_pct":20.436628259551227,"n":4,"win_pct":75,"mean_pct":21.2091284257708,"targets":3,"boundary":0,"without_best_pct":50.9901026024693,"buyhold_pct":70.55442239940663},{"symbol":"POWL","L":20,"period":"recent","slip":0.005,"filter200":true,"bars":179,"first":"2026-01-02","last":"2026-09-18","ret_pct":81.44926171139836,"dd_pct":23.941248783294423,"n":5,"win_pct":60,"mean_pct":15.069984119084474,"targets":3,"boundary":0,"without_best_pct":33.24684369271884,"buyhold_pct":70.55442239940663}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

[{"symbol":"POWL","L":20,"period":"recent","slip":0.01,"filter200":false,"bars":179,"first":"2026-01-02","last":"2026-09-18","ret_pct":72.599373344796,"dd_pct":25.326306692054835,"n":5,"win_pct":60,"mean_pct":13.924952185962564,"targets":3,"boundary":0,"without_best_pct":28.021861482474364,"buyhold_pct":70.55442239940663},{"symbol":"POWL","L":40,"period":"recent","slip":0.005,"filter200":false,"bars":179,"first":"2026-01-02","last":"2026-09-18","ret_pct":111.87335800414075,"dd_pct":20.43662825955126,"n":4,"win_pct":75,"mean_pct":22.427371839266684,"targets":3,"boundary":0,"without_best_pct":55.58870810691068,"buyhold_pct":70.55442239940663}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

[{"symbol":"POWL","L":10,"period":"recent","slip":0.01,"filter200":false,"bars":179,"first":"2026-01-02","last":"2026-09-18","ret_pct":74.80167122310803,"dd_pct":25.303996599816593,"n":5,"win_pct":60,"mean_pct":14.248572881041156,"targets":3,"boundary":0,"without_best_pct":29.655368420863915,"buyhold_pct":70.55442239940663},{"symbol":"POWL","L":20,"period":"recent","slip":0.005,"filter200":false,"bars":179,"first":"2026-01-02","last":"2026-09-18","ret_pct":81.44926171139836,"dd_pct":23.941248783294423,"n":5,"win_pct":60,"mean_pct":15.069984119084474,"targets":3,"boundary":0,"without_best_pct":33.24684369271884,"buyhold_pct":70.55442239940663}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

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