Notes

{"symbol":"PSIX","L":10,"period":"holdout","slip":0.005,"filter200":false,"bars":254,"first":"2024-12-26","last":"2025-12-31","ret_pct":110.02245663389418,"dd_pct":28.94803335298578,"n":4,"win_pct":75,"mean_pct":23.624737398096173,"targets":2,"boundary":0,"without_best_pct":33.026122096773115,"buyhold_pct":70.56716417910447} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

{"model":"2026","block":10,"n":20000,"rows":179,"entry":45.87,"stop":41.2664,"target":61.71023682896718,"stop_pct":72.39999999999999,"target_pct":27.145000000000003,"timeout_pct":0.455,"profit_pct":27.49,"mean_pct":-0.15330490748603975,"median_pct":-11.02037566305355,"p01_pct":-39.29155605331839,"p05_pct":-15.700059232753038,"p95_pct":33.06112698916064,"halfKelly_notional_fraction":0,"capped_dollars":0,"two_share_p99loss":36.244417042876314,"mean_days":11.75805}. Seed91906;20000paths60sessions; gapworseopen,samebarstopfirst,targetcapped,fees5bp/slip50bp. Unconditional historical resampling not validated live odds; no15min/profitratchet. HalfKelly numerical expectedlog not binary risk units. Quantiles not bounds. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

{"model":"2026","block":5,"n":20000,"rows":179,"entry":45.87,"stop":41.2664,"target":61.71023682896718,"stop_pct":69.975,"target_pct":29.509999999999998,"timeout_pct":0.515,"profit_pct":29.95,"mean_pct":1.1849892950583547,"median_pct":-11.02037566305355,"p01_pct":-36.748966326106306,"p05_pct":-14.407796667698225,"p95_pct":33.06112698916064,"halfKelly_notional_fraction":0.139,"capped_dollars":120,"two_share_p99loss":33.89901025071582,"mean_days":11.7665}. Seed91906;20000paths60sessions; gapworseopen,samebarstopfirst,targetcapped,fees5bp/slip50bp. Unconditional historical resampling not validated live odds; no15min/profitratchet. HalfKelly numerical expectedlog not binary risk units. Quantiles not bounds. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

{"model":"last252","block":10,"n":20000,"rows":252,"entry":45.87,"stop":41.2664,"target":61.71023682896718,"stop_pct":77.27000000000001,"target_pct":22.105,"timeout_pct":0.625,"profit_pct":22.61,"mean_pct":-2.9309889186069285,"median_pct":-11.02037566305355,"p01_pct":-39.195630052916094,"p05_pct":-31.263275502033373,"p95_pct":33.06112698916064,"halfKelly_notional_fraction":0,"capped_dollars":0,"two_share_p99loss":36.155930296280744,"mean_days":11.7188}. Seed91906;20000paths60sessions; gapworseopen,samebarstopfirst,targetcapped,fees5bp/slip50bp. Unconditional historical resampling not validated live odds; no15min/profitratchet. HalfKelly numerical expectedlog not binary risk units. Quantiles not bounds. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

{"model":"last252","block":5,"n":20000,"rows":252,"entry":45.87,"stop":41.2664,"target":61.71023682896718,"stop_pct":75.545,"target_pct":23.855,"timeout_pct":0.6,"profit_pct":24.305,"mean_pct":-1.7638112174160028,"median_pct":-11.02037566305355,"p01_pct":-35.62844774051424,"p05_pct":-25.834386919084697,"p95_pct":33.06112698916064,"halfKelly_notional_fraction":0,"capped_dollars":0,"two_share_p99loss":32.86539012975696,"mean_days":11.7943}. Seed91906;20000paths60sessions; gapworseopen,samebarstopfirst,targetcapped,fees5bp/slip50bp. Unconditional historical resampling not validated live odds; no15min/profitratchet. HalfKelly numerical expectedlog not binary risk units. Quantiles not bounds. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

{"model":"all_available","block":10,"n":20000,"rows":432,"entry":45.87,"stop":41.2664,"target":61.71023682896718,"stop_pct":65.375,"target_pct":34.405,"timeout_pct":0.22,"profit_pct":34.58,"mean_pct":3.209564271387838,"median_pct":-11.02037566305355,"p01_pct":-34.90732735516732,"p05_pct":-15.700059232753038,"p95_pct":33.06112698916064,"halfKelly_notional_fraction":0.361,"capped_dollars":120,"two_share_p99loss":32.200194077221745,"mean_days":10.8002}. Seed91906;20000paths60sessions; gapworseopen,samebarstopfirst,targetcapped,fees5bp/slip50bp. Unconditional historical resampling not validated live odds; no15min/profitratchet. HalfKelly numerical expectedlog not binary risk units. Quantiles not bounds. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

{"model":"all_available","block":5,"n":20000,"rows":432,"entry":45.87,"stop":41.2664,"target":61.71023682896718,"stop_pct":66.36999999999999,"target_pct":33.415,"timeout_pct":0.215,"profit_pct":33.6,"mean_pct":2.898634936828612,"median_pct":-11.02037566305355,"p01_pct":-34.30524017533722,"p05_pct":-14.47615638127353,"p95_pct":33.06112698916064,"halfKelly_notional_fraction":0.337,"capped_dollars":120,"two_share_p99loss":31.64479996627539,"mean_days":10.72735}. Seed91906;20000paths60sessions; gapworseopen,samebarstopfirst,targetcapped,fees5bp/slip50bp. Unconditional historical resampling not validated live odds; no15min/profitratchet. HalfKelly numerical expectedlog not binary risk units. Quantiles not bounds. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

Measured Sep19 from SIP/all completed throughSep18; first/last and full metrics {"symbol":"SPY","n":2693,"first":"2016-01-04","last":"2026-09-18","close":761.69,"high20":771.25,"SMA50":757.8864,"SMA200":712.4730999999999,"ATR20":6.002450000000005,"RSI14":45.23927802616328,"annvol20":0.09177563610967912,"signal":false,"worstgap":-10.74205234664387,"medianvolume20":40216012.5}. True range arithmetic ATR20; RSI simple14 means, not Wilder. Selected universe; PSIX no pre2024 training. Daily bars not executable quotes; IEX PSIX45.82 versus SIP45.87. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

Measured Sep19 from SIP/all completed throughSep18; first/last and full metrics {"symbol":"NVT","n":2108,"first":"2018-05-01","last":"2026-09-18","close":157.88,"high20":162.57,"SMA50":156.4076,"SMA200":137.4105,"ATR20":6.752590000000002,"RSI14":57.51038670501759,"annvol20":0.5420271678227948,"signal":false,"worstgap":-16.030534351145043,"medianvolume20":2010138}. True range arithmetic ATR20; RSI simple14 means, not Wilder. Selected universe; PSIX no pre2024 training. Daily bars not executable quotes; IEX PSIX45.82 versus SIP45.87. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

Measured Sep19 from SIP/all completed throughSep18; first/last and full metrics {"symbol":"POWL","n":2693,"first":"2016-01-04","last":"2026-09-18","close":183.96,"high20":197.67,"SMA50":203.2032,"SMA200":203.68420000000003,"ATR20":8.002469999999999,"RSI14":51.002084335417656,"annvol20":0.47981011655804584,"signal":false,"worstgap":-13.874117760804417,"medianvolume20":502999}. True range arithmetic ATR20; RSI simple14 means, not Wilder. Selected universe; PSIX no pre2024 training. Daily bars not executable quotes; IEX PSIX45.82 versus SIP45.87. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

Measured Sep19 from SIP/all completed throughSep18; first/last and full metrics {"symbol":"ETN","n":2693,"first":"2016-01-04","last":"2026-09-18","close":424.77,"high20":425.37,"SMA50":415.5628,"SMA200":383.03020000000004,"ATR20":14.274109999999999,"RSI14":57.96565963920887,"annvol20":0.45492839292308157,"signal":false,"worstgap":-11.406696080975875,"medianvolume20":1805221.5}. True range arithmetic ATR20; RSI simple14 means, not Wilder. Selected universe; PSIX no pre2024 training. Daily bars not executable quotes; IEX PSIX45.82 versus SIP45.87. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

Measured Sep19 from SIP/all completed throughSep18; first/last and full metrics {"symbol":"PSIX","n":433,"first":"2024-12-26","last":"2026-09-18","close":45.87,"high20":45.55,"SMA50":36.0078,"SMA200":55.48675,"ATR20":2.301799999999999,"RSI14":71.03992979376919,"annvol20":0.7944887986424831,"signal":true,"worstgap":-34.18734987990393,"medianvolume20":293916}. True range arithmetic ATR20; RSI simple14 means, not Wilder. Selected universe; PSIX no pre2024 training. Daily bars not executable quotes; IEX PSIX45.82 versus SIP45.87. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

Collected Sep19. Issuer release date 2026-06-25; call 08ET supports same-day reaction alignment, exact first release minute not verified. Preclose 2026-06-24 8.62; post 2026-06-25 open 9.72, close 10.34; gap 12.761020881670548%, close reaction 19.953596287703036%. Pre-event distSMA50 0.20657316424512162, mom20 0.02375296912114, RV20 0.6609831328752018, volratio 0.8926118948314146, RSI14 53.63280131163951. SIP adjustment all https://runway.adityaperswal.workers.dev/data/stock-bars . Same company and kind; preannouncements/business mix may contaminate. Raw release is issuer-controlled, not independent expectation. https://irp.cdn-website.com/586e2b1b/files/uploaded/Q1+FY27+Earnings+Release+FINAL.pdf

Collected Sep19. Issuer release date 2026-04-09; call 08ET supports same-day reaction alignment, exact first release minute not verified. Preclose 2026-04-08 3.53; post 2026-04-09 open 3.82, close 3.82; gap 8.21529745042493%, close reaction 8.21529745042493%. Pre-event distSMA50 0.03168108487257415, mom20 0.02318840579710124, RV20 0.3531006037269808, volratio 0.8644058793450737, RSI14 58.24703787720343. SIP adjustment all https://runway.adityaperswal.workers.dev/data/stock-bars . Same company and kind; preannouncements/business mix may contaminate. Raw release is issuer-controlled, not independent expectation. https://irp.cdn-website.com/586e2b1b/files/uploaded/Q4+FY26+Earnings+Press+Release+-+PDF.pdf

Collected Sep19. Issuer release date 2025-12-18; call 17:30ET supports next-session reaction alignment, exact first release minute not verified. Preclose 2025-12-18 4.33; post 2025-12-19 open 4.08, close 3.77; gap -5.773672055427248%, close reaction -12.93302540415705%. Pre-event distSMA50 -0.024730843731699648, mom20 0.026066350710900466, RV20 0.3188287919433828, volratio 2.9812939412785044, RSI14 50.68734376013051. SIP adjustment all https://runway.adityaperswal.workers.dev/data/stock-bars . Same company and kind; preannouncements/business mix may contaminate. Raw release is issuer-controlled, not independent expectation. https://irp.cdn-website.com/586e2b1b/files/uploaded/Q3+FY26+Earnings+Press+Release+-+Final.pdf

Collected Sep19. Issuer release date 2025-09-25; call 08ET supports same-day reaction alignment, exact first release minute not verified. Preclose 2025-09-24 4.27; post 2025-09-25 open 4.31, close 4.65; gap 0.936768149882905%, close reaction 8.899297423887598%. Pre-event distSMA50 0.1090332969715857, mom20 0.1207349081364828, RV20 0.306405654777272, volratio 1.5410869772406546, RSI14 67.26343165687044. SIP adjustment all https://runway.adityaperswal.workers.dev/data/stock-bars . Same company and kind; preannouncements/business mix may contaminate. Raw release is issuer-controlled, not independent expectation. https://irp.cdn-website.com/586e2b1b/files/uploaded/BlackBerry+Q2+FY26+Earnings+Press+Release+Final.pdf

Collected Sep19. Issuer release date 2025-06-24; call 17:30ET supports next-session reaction alignment, exact first release minute not verified. Preclose 2025-06-24 4.33; post 2025-06-25 open 4.81, close 4.87; gap 11.085450346420323%, close reaction 12.471131639722866%. Pre-event distSMA50 0.1415163977644205, mom20 0.15159574468085113, RV20 0.4616098477952153, volratio 1.3730609037801567, RSI14 62.589968885900234. SIP adjustment all https://runway.adityaperswal.workers.dev/data/stock-bars . Same company and kind; preannouncements/business mix may contaminate. Raw release is issuer-controlled, not independent expectation. https://irp.cdn-website.com/586e2b1b/files/uploaded/Q1+FY26+Earnings+Press+Release+-+Final.pdf

Collected Sep19. Issuer release date 2025-04-02; call 08ET supports same-day reaction alignment, exact first release minute not verified. Preclose 2025-04-01 3.73; post 2025-04-02 open 3.07, close 3.39; gap -17.694369973190348%, close reaction -9.115281501340478%. Pre-event distSMA50 -0.19912397474986043, mom20 -0.15610859728506787, RV20 0.5782817239112557, volratio 1.124717015140603, RSI14 32.637788320555. SIP adjustment all https://runway.adityaperswal.workers.dev/data/stock-bars . Same company and kind; preannouncements/business mix may contaminate. Raw release is issuer-controlled, not independent expectation. https://irp.cdn-website.com/586e2b1b/files/uploaded/Q4_FY25_Earnings_Press_Release_-_FINAL-7064fd77.pdf

Collected Sep19. Issuer release date 2024-12-19; call 17:30ET supports next-session reaction alignment, exact first release minute not verified. Preclose 2024-12-19 2.98; post 2024-12-20 open 3, close 3.69; gap 0.6711409395973256%, close reaction 23.825503355704704%. Pre-event distSMA50 0.17795873191556644, mom20 0.2900432900432901, RV20 0.8042653572251667, volratio 1.411394858490139, RSI14 62.366674234536454. SIP adjustment all https://runway.adityaperswal.workers.dev/data/stock-bars . Same company and kind; preannouncements/business mix may contaminate. Raw release is issuer-controlled, not independent expectation. https://irp.cdn-website.com/586e2b1b/files/uploaded/Q3_FY25_Earnings_Press_Release_-_FINAL_PDF.pdf

Collected Sep19. Issuer release date 2024-09-26; call 17:30ET supports next-session reaction alignment, exact first release minute not verified. Preclose 2024-09-26 2.54; post 2024-09-27 open 2.44, close 2.52; gap -3.937007874015752%, close reaction -0.7874015748031482%. Pre-event distSMA50 0.07984014964713904, mom20 0.09482758620689657, RV20 0.3960300545222631, volratio 3.4440395766660292, RSI14 61.19512092288335. SIP adjustment all https://runway.adityaperswal.workers.dev/data/stock-bars . Same company and kind; preannouncements/business mix may contaminate. Raw release is issuer-controlled, not independent expectation. https://irp.cdn-website.com/586e2b1b/files/uploaded/Q2-FY25-Earnings-Press-Release.pdf

Collected Sep19. Issuer release date 2024-06-26; call 17:30ET supports next-session reaction alignment, exact first release minute not verified. Preclose 2024-06-26 2.21; post 2024-06-27 open 2.3, close 2.45; gap 4.072398190045234%, close reaction 10.859728506787336%. Pre-event distSMA50 -0.20291423212868775, mom20 -0.22456140350877196, RV20 0.49239473868827704, volratio 0.9742968048093764, RSI14 28.099140478424673. SIP adjustment all https://runway.adityaperswal.workers.dev/data/stock-bars . Same company and kind; preannouncements/business mix may contaminate. Raw release is issuer-controlled, not independent expectation. https://irp.cdn-website.com/586e2b1b/files/uploaded/Q1-FY25-Earnings-Press-Release.pdf

Collected Sep19. Issuer release date 2024-04-03; call 17:30ET supports next-session reaction alignment, exact first release minute not verified. Preclose 2024-04-03 2.81; post 2024-04-04 open 2.96, close 2.88; gap 5.3380782918149405%, close reaction 2.491103202846978%. Pre-event distSMA50 0.008324960528204528, mom20 0.0725190839694656, RV20 0.7224895287779648, volratio 0.9041909553699857, RSI14 51.59865336523733. SIP adjustment all https://runway.adityaperswal.workers.dev/data/stock-bars . Same company and kind; preannouncements/business mix may contaminate. Raw release is issuer-controlled, not independent expectation. https://irp.cdn-website.com/586e2b1b/files/uploaded/Q4-FY24-Earnings-Press-Release.pdf

Collected Sep19. Issuer release date 2023-12-20; call 17:30ET supports next-session reaction alignment, exact first release minute not verified. Preclose 2023-12-20 4.1; post 2023-12-21 open 3.88, close 3.58; gap -5.3658536585365795%, close reaction -12.682926829268283%. Pre-event distSMA50 0.09508547008546997, mom20 0.1357340720221607, RV20 0.40386199087764957, volratio 1.227229068430835, RSI14 55.215900859619246. SIP adjustment all https://runway.adityaperswal.workers.dev/data/stock-bars . Same company and kind; preannouncements/business mix may contaminate. Raw release is issuer-controlled, not independent expectation. https://irp.cdn-website.com/586e2b1b/files/uploaded/Q3-FY24-Earnings-Press-Release-FINAL.pdf

Collected Sep19. Issuer release date 2023-09-28; call 17:30ET supports next-session reaction alignment, exact first release minute not verified. Preclose 2023-09-28 4.76; post 2023-09-29 open 4.76, close 4.71; gap 0%, close reaction -1.0504201680672232%. Pre-event distSMA50 -0.03149670383331993, mom20 -0.1376811594202898, RV20 0.8336598127492284, volratio 0.9081937025476667, RSI14 41.38535435137845. SIP adjustment all https://runway.adityaperswal.workers.dev/data/stock-bars . Same company and kind; preannouncements/business mix may contaminate. Raw release is issuer-controlled, not independent expectation. https://irp.cdn-website.com/586e2b1b/files/uploaded/Q2-FY24-Earnings-Press-Release-FINAL.pdf

Collected Sep19. Issuer release date 2023-06-28; call 17:30ET supports next-session reaction alignment, exact first release minute not verified. Preclose 2023-06-28 5.01; post 2023-06-29 open 5.26, close 5.36; gap 4.990019960079839%, close reaction 6.986027944111783%. Pre-event distSMA50 0.025756521026985002, mom20 -0.034682080924855585, RV20 0.3537976033991675, volratio 1.854355181221658, RSI14 49.462574629389586. SIP adjustment all https://runway.adityaperswal.workers.dev/data/stock-bars . Same company and kind; preannouncements/business mix may contaminate. Raw release is issuer-controlled, not independent expectation. https://irp.cdn-website.com/586e2b1b/files/uploaded/Q1-FY24-Earnings-Press-Release-FINAL.pdf