Notes

{"symbol":"FEAM","paths":20000,"trades_per_path":20,"allocation":0.12,"terminal_p5_p50_p95_pct":[-35.551515536775554,-34.27709178581574,-33.01403715821915],"terminal_loss_pct":100,"p95_maxDD_pct":35.551515536775554,"gap_stress_fraction":0.5117755886214443,"size_ceiling":58.619443105541954,"quarter_probe":14.654860776385489,"actual_size":0} Fromtrainingtradeempiricaldistribution IID; notliveodds. 2xworstnegativeopeninggap stressplusstop and50bpcushion isscenario NOTassignedprobability. BTDRhistorylimitedtooperatingcompany. CeilingsbeforeKelly/currententry/whole-shareconstraints; actualsize0. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"BTDR","paths":20000,"trades_per_path":20,"allocation":0.12,"terminal_p5_p50_p95_pct":[-6.67127077928493,26.65385844252143,73.15047050056343],"terminal_loss_pct":10.345,"p95_maxDD_pct":17.82049199841763,"gap_stress_fraction":0.5268518985983547,"size_ceiling":56.941998462589744,"quarter_probe":14.235499615647436,"actual_size":0} Fromtrainingtradeempiricaldistribution IID; notliveodds. 2xworstnegativeopeninggap stressplusstop and50bpcushion isscenario NOTassignedprobability. BTDRhistorylimitedtooperatingcompany. CeilingsbeforeKelly/currententry/whole-shareconstraints; actualsize0. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"OCC","paths":20000,"trades_per_path":20,"allocation":0.12,"terminal_p5_p50_p95_pct":[-17.20623648966911,-7.538724725724805,5.7196771334997685],"terminal_loss_pct":83.735,"p95_maxDD_pct":18.09468157388593,"gap_stress_fraction":0.617411918804197,"size_ceiling":48.589926896947475,"quarter_probe":12.147481724236869,"actual_size":0} Fromtrainingtradeempiricaldistribution IID; notliveodds. 2xworstnegativeopeninggap stressplusstop and50bpcushion isscenario NOTassignedprobability. BTDRhistorylimitedtooperatingcompany. CeilingsbeforeKelly/currententry/whole-shareconstraints; actualsize0. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"GLW","paths":20000,"trades_per_path":20,"allocation":0.12,"terminal_p5_p50_p95_pct":[-5.668621742622865,0.5420426018418079,8.103012585405457],"terminal_loss_pct":44.95,"p95_maxDD_pct":6.926446145148253,"gap_stress_fraction":0.3769214911825876,"size_ceiling":79.59217158426091,"quarter_probe":19.898042896065228,"actual_size":0} Fromtrainingtradeempiricaldistribution IID; notliveodds. 2xworstnegativeopeninggap stressplusstop and50bpcushion isscenario NOTassignedprobability. BTDRhistorylimitedtooperatingcompany. CeilingsbeforeKelly/currententry/whole-shareconstraints; actualsize0. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"MU","period":"holdout","n":18,"mean_pct":2.416842037618298,"mean_ci95":[-4.346967701541617,9.467591961255954],"avgwin_pct":17.940737245034864,"avgloss_pct":-10.002274128314955,"halfKelly_riskbank":0.06735626314038914} numpyseed91902;20000IIDresamples. CIestimatesmean,notfuturetradebounds;chronologicalregime/clusteringcaninvalidate. HalfKellyaveragepayoffapproximation,notnotionalpermission. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"MU","period":"train","n":52,"mean_pct":0.7880639366326176,"mean_ci95":[-2.268432794598495,4.111712073594872],"avgwin_pct":17.02694800887532,"avgloss_pct":-7.099394041313839,"halfKelly_riskbank":0.023141667438634245} numpyseed91902;20000IIDresamples. CIestimatesmean,notfuturetradebounds;chronologicalregime/clusteringcaninvalidate. HalfKellyaveragepayoffapproximation,notnotionalpermission. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"FCEL","period":"holdout","n":14,"mean_pct":-5.838426244031591,"mean_ci95":[-16.60373687953101,6.512750435163009],"avgwin_pct":35.52084476750601,"avgloss_pct":-17.118227428996395,"halfKelly_riskbank":0} numpyseed91902;20000IIDresamples. CIestimatesmean,notfuturetradebounds;chronologicalregime/clusteringcaninvalidate. HalfKellyaveragepayoffapproximation,notnotionalpermission. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"FCEL","period":"train","n":47,"mean_pct":2.244260590879341,"mean_ci95":[-5.5899994795508015,10.73279954401375],"avgwin_pct":43.65210258603539,"avgloss_pct":-15.322702679792918,"halfKelly_riskbank":0.025706214110260264} numpyseed91902;20000IIDresamples. CIestimatesmean,notfuturetradebounds;chronologicalregime/clusteringcaninvalidate. HalfKellyaveragepayoffapproximation,notnotionalpermission. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"FEAM","period":"holdout","n":9,"mean_pct":-2.2498267093586954,"mean_ci95":[-21.236784501130998,22.705511844113623],"avgwin_pct":60.04159246982594,"avgloss_pct":-20.047375046268595,"halfKelly_riskbank":0} numpyseed91902;20000IIDresamples. CIestimatesmean,notfuturetradebounds;chronologicalregime/clusteringcaninvalidate. HalfKellyaveragepayoffapproximation,notnotionalpermission. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"FEAM","period":"train","n":7,"mean_pct":-17.30549672205359,"mean_ci95":[-18.907778249682373,-15.781188943407745],"avgwin_pct":0,"avgloss_pct":-17.30549672205359,"halfKelly_riskbank":0} numpyseed91902;20000IIDresamples. CIestimatesmean,notfuturetradebounds;chronologicalregime/clusteringcaninvalidate. HalfKellyaveragepayoffapproximation,notnotionalpermission. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"BTDR","period":"holdout","n":14,"mean_pct":-0.40434205206053164,"mean_ci95":[-14.031106948876515,15.178161241236918],"avgwin_pct":43.31722160771177,"avgloss_pct":-17.892967515969456,"halfKelly_riskbank":0} numpyseed91902;20000IIDresamples. CIestimatesmean,notfuturetradebounds;chronologicalregime/clusteringcaninvalidate. HalfKellyaveragepayoffapproximation,notnotionalpermission. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"BTDR","period":"train","n":5,"mean_pct":10.708362240385808,"mean_ci95":[-17.759574441388644,41.56172441496322],"avgwin_pct":52.85996883428338,"avgloss_pct":-17.392708822212573,"halfKelly_riskbank":0.10128990308296104} numpyseed91902;20000IIDresamples. CIestimatesmean,notfuturetradebounds;chronologicalregime/clusteringcaninvalidate. HalfKellyaveragepayoffapproximation,notnotionalpermission. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"OCC","period":"holdout","n":14,"mean_pct":5.339115579085075,"mean_ci95":[-9.82350697979137,21.831921836780754],"avgwin_pct":44.384995079688686,"avgloss_pct":-16.353039699028045,"halfKelly_riskbank":0.06014550153153385} numpyseed91902;20000IIDresamples. CIestimatesmean,notfuturetradebounds;chronologicalregime/clusteringcaninvalidate. HalfKellyaveragepayoffapproximation,notnotionalpermission. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"OCC","period":"train","n":46,"mean_pct":-2.996345515577651,"mean_ci95":[-6.775329160946324,1.1850289994991061],"avgwin_pct":19.99288093748876,"avgloss_pct":-10.221530972255664,"halfKelly_riskbank":0} numpyseed91902;20000IIDresamples. CIestimatesmean,notfuturetradebounds;chronologicalregime/clusteringcaninvalidate. HalfKellyaveragepayoffapproximation,notnotionalpermission. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"GLW","period":"holdout","n":16,"mean_pct":4.556873998416445,"mean_ci95":[0.09015016796399877,9.33522711903153],"avgwin_pct":11.999359864272217,"avgloss_pct":-5.012036400540977,"halfKelly_riskbank":0.18987987900856357} numpyseed91902;20000IIDresamples. CIestimatesmean,notfuturetradebounds;chronologicalregime/clusteringcaninvalidate. HalfKellyaveragepayoffapproximation,notnotionalpermission. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"GLW","period":"train","n":39,"mean_pct":0.321682063692746,"mean_ci95":[-2.0036746476864984,2.869515758639974],"avgwin_pct":10.219912817224792,"avgloss_pct":-4.627433313073277,"halfKelly_riskbank":0.01573800429836239} numpyseed91902;20000IIDresamples. CIestimatesmean,notfuturetradebounds;chronologicalregime/clusteringcaninvalidate. HalfKellyaveragepayoffapproximation,notnotionalpermission. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

[["train",15,2,59.54808,55.43691,35.84906,53,1.61104,15],["holdout",15,2,34.85749,64.49051,42.10526,19,2.6644,6],["2026",15,2,35.54875,39.70405,50,8,5.68191,3],["train",15,3,179.05838,71.18756,45,40,3.98989,8],["holdout",15,3,67.48855,61.1479,42.85714,14,5.96781,5],["2026",15,3,29.40762,42.97701,50,6,8.01646,2],["train",20,2,7.79398,68.71832,32.69231,52,0.78806,14],["holdout",20,2,27.19958,56.99211,44.44444,18,2.41684,6],["2026",20,2,62.03509,37.02976,57.14286,7,8.88533,3],["train",20,3,161.65775,67.95488,44.73684,38,3.8646,8],["holdout",20,3,143.31139,43.72527,50,12,9.80986,5],["2026",20,3,33.73961,40.44789,50,6,8.49641,2],["train",30,2,-18.83908,71.34966,30,50,0.2264,13],["holdout",30,2,19.83823,47.59677,38.88889,18,1.95157,6],["2026",30,2,62.03509,37.02976,57.14286,7,8.88533,3],["train",30,3,108.80216,63.05151,45.45455,33,3.39978,7],["holdout",30,3,84.76532,31.4317,50,12,7.07195,4],["2026",30,3,33.73961,40.44789,50,6,8.49641,2],["train_stress",20,2,-2.85336,69.88473,32.69231,52,0.58669,14],["holdout_stress",20,2,22.70183,57.50512,44.44444,18,2.21221,6]] Columns period,L,ATRstop,return%,DD%,win%,N,mean%,targets. Longonly; train2016–23(availablehistory;BTDRApr2023+), holdout2024–25,2026knownperiod. Fees5bp/side,slippageGLW/MU10,OCC/FEAM50,BTDR/FCEL25;stressdouble. No bestcellselection. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

[["train",15,2,-63.69825,83.439,26.92308,52,1.24997,13],["holdout",15,2,-64.73378,74.79888,21.42857,14,-5.05113,3],["2026",15,2,-18.12025,68.94339,37.5,8,1.3939,3],["train",15,3,-79.19559,87.77094,33.33333,39,2.5429,9],["holdout",15,3,-79.97518,84.64541,18.18182,11,-9.51993,2],["2026",15,3,-68.53214,75.20762,25,8,-6.61837,2],["train",20,2,-42.28042,77.89029,29.78723,47,2.24426,13],["holdout",20,2,-68.89689,79.35643,21.42857,14,-5.83843,3],["2026",20,2,32.65252,58.19846,50,6,8.96886,3],["train",20,3,-91.34787,93.60258,31.57895,38,0.07231,8],["holdout",20,3,-75.25852,83.8337,20,10,-8.7134,2],["2026",20,3,-29.55192,58.53666,33.33333,6,2.10933,2],["train",30,2,-36.5516,82.03218,29.26829,41,2.01251,11],["holdout",30,2,-51.61079,69.50902,27.27273,11,-3.62341,3],["2026",30,2,-12.64003,58.19846,33.33333,6,1.32795,2],["train",30,3,-81.00932,85.95821,34.375,32,1.04397,7],["holdout",30,3,-63.81713,71.90249,25,8,-6.36821,2],["2026",30,3,-13.74365,58.53666,40,5,6.16075,2],["train_stress",20,2,-54.36874,78.75724,29.78723,47,1.73431,13],["holdout_stress",20,2,-70.99968,80.06646,21.42857,14,-6.30807,3]] Columns period,L,ATRstop,return%,DD%,win%,N,mean%,targets. Longonly; train2016–23(availablehistory;BTDRApr2023+), holdout2024–25,2026knownperiod. Fees5bp/side,slippageGLW/MU10,OCC/FEAM50,BTDR/FCEL25;stressdouble. No bestcellselection. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

[["train",15,2,-82.0271,83.26539,0,9,-17.33524,0],["holdout",15,2,-38.01082,67.63793,27.27273,11,0.92825,3],["2026",15,2,-44.60157,56.996,20,5,-9.47914,0],["train",15,3,-90.31242,90.97987,0,8,-25.2116,0],["holdout",15,3,-75.99638,87.48324,25,8,-12.63086,1],["2026",15,3,-48.79864,60.25405,25,4,-12.69419,0],["train",20,2,-73.61744,73.61744,0,7,-17.3055,0],["holdout",20,2,-48.09268,63.37094,22.22222,9,-2.24983,2],["2026",20,2,-44.60157,56.996,20,5,-9.47914,0],["train",20,3,-82.46566,82.46566,0,6,-25.07813,0],["holdout",20,3,-83.12681,87.3141,12.5,8,-16.24686,1],["2026",20,3,-48.79864,60.25405,25,4,-12.69419,0],["train",30,2,-41.29101,41.29101,0,3,-16.22401,0],["holdout",30,2,-71.06419,76.85482,12.5,8,-12.51814,1],["2026",30,2,-31.7976,54.4067,25,4,-7.16081,0],["train",30,3,-58.70689,58.70689,0,3,-25.29412,0],["holdout",30,3,-80.79973,85.24227,12.5,8,-15.21289,1],["2026",30,3,-29.24581,52.70083,33.33333,3,-7.7317,0],["train_stress",20,2,-75.40116,75.40116,0,7,-18.12837,0],["holdout_stress",20,2,-52.56053,64.98149,22.22222,9,-3.22251,2]] Columns period,L,ATRstop,return%,DD%,win%,N,mean%,targets. Longonly; train2016–23(availablehistory;BTDRApr2023+), holdout2024–25,2026knownperiod. Fees5bp/side,slippageGLW/MU10,OCC/FEAM50,BTDR/FCEL25;stressdouble. No bestcellselection. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

[["train",15,2,33.19847,45.47515,40,5,10.93614,2],["holdout",15,2,-50.17578,69.89916,26.66667,15,-1.29166,3],["2026",15,2,6.11088,39.67612,40,5,3.64459,1],["train",15,3,69.40782,35.85434,33.33333,3,26.30076,1],["holdout",15,3,162.42142,49.50024,55.55556,9,20.63804,4],["2026",15,3,21.55788,33.85926,50,4,10.67352,1],["train",20,2,31.38516,46.21743,40,5,10.70836,2],["holdout",20,2,-42.25684,69.89916,28.57143,14,-0.40434,3],["2026",20,2,6.11088,39.67612,40,5,3.64459,1],["train",20,3,69.40782,35.85434,33.33333,3,26.30076,1],["holdout",20,3,162.42142,49.50024,55.55556,9,20.63804,4],["2026",20,3,21.55788,33.85926,50,4,10.67352,1],["train",30,2,34.32702,45.01317,40,5,11.0779,2],["holdout",30,2,-7.5897,63.04803,36.36364,11,2.35654,3],["2026",30,2,-0.03058,43.16753,40,5,2.37124,1],["train",30,3,69.40782,35.85434,33.33333,3,26.30076,1],["holdout",30,3,161.5274,51.47578,62.5,8,21.45329,4],["2026",30,3,14.52238,37.68734,50,4,9.08183,1],["train_stress",20,2,28.1412,46.75258,40,5,10.15619,2],["holdout_stress",20,2,-46.16069,71.07944,28.57143,14,-0.90108,3]] Columns period,L,ATRstop,return%,DD%,win%,N,mean%,targets. Longonly; train2016–23(availablehistory;BTDRApr2023+), holdout2024–25,2026knownperiod. Fees5bp/side,slippageGLW/MU10,OCC/FEAM50,BTDR/FCEL25;stressdouble. No bestcellselection. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

[["train",15,2,-72.74729,82.65606,27.08333,48,-1.66879,9],["holdout",15,2,42.93596,48.80173,35.71429,14,6.92045,5],["2026",15,2,-31.7389,59.03663,22.22222,9,0.15457,2],["train",15,3,-67.97399,71.17968,25.71429,35,-1.26715,6],["holdout",15,3,2.53159,57.5976,33.33333,9,4.96666,2],["2026",15,3,123.38259,53.35277,50,4,32.15517,2],["train",20,2,-83.82053,84.27339,23.91304,46,-2.99635,8],["holdout",20,2,19.15507,51.3588,35.71429,14,5.33912,5],["2026",20,2,-31.7389,59.03663,22.22222,9,0.15457,2],["train",20,3,-65.98286,69.05826,24.24242,33,-1.4999,6],["holdout",20,3,-16.62235,57.5976,33.33333,9,3.6503,2],["2026",20,3,123.38259,53.35277,50,4,32.15517,2],["train",30,2,-83.78979,84.24351,23.07692,39,-3.72952,6],["holdout",30,2,19.15507,51.3588,35.71429,14,5.33912,5],["2026",30,2,-30.89073,59.03663,25,8,0.32731,2],["train",30,3,-77.22688,78.59159,22.58065,31,-3.22131,5],["holdout",30,3,-16.62235,57.5976,33.33333,9,3.6503,2],["2026",30,3,126.15817,53.35277,66.66667,3,43.28265,2],["train_stress",20,2,-89.78644,90.02217,21.73913,46,-3.9616,8],["holdout_stress",20,2,3.5876,52.79645,35.71429,14,4.29091,5]] Columns period,L,ATRstop,return%,DD%,win%,N,mean%,targets. Longonly; train2016–23(availablehistory;BTDRApr2023+), holdout2024–25,2026knownperiod. Fees5bp/side,slippageGLW/MU10,OCC/FEAM50,BTDR/FCEL25;stressdouble. No bestcellselection. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

[["train",15,2,1.27501,40.48018,33.33333,42,0.33822,9],["holdout",15,2,77.00653,16.63804,52.94118,17,3.88594,8],["2026",15,2,8.97773,41.93689,33.33333,9,2.58291,3],["train",15,3,-25.80889,51.11173,35.13514,37,-0.34556,3],["holdout",15,3,160.66331,19.04945,81.81818,11,9.99673,5],["2026",15,3,90.69616,32.39091,60,5,17.34912,3],["train",20,2,1.43854,43.77626,33.33333,39,0.32168,9],["holdout",20,2,91.07355,18.72589,56.25,16,4.55687,8],["2026",20,2,18.48657,35.45292,37.5,8,3.77633,3],["train",20,3,-14.22198,46.47991,37.14286,35,0.00226,3],["holdout",20,3,210.05354,17.91866,90,10,12.76181,6],["2026",20,3,109.36024,24.43762,75,4,23.9151,3],["train",30,2,26.23562,33.84677,36.11111,36,0.94164,8],["holdout",30,2,71.85922,18.72589,56.25,16,3.78091,8],["2026",30,2,-34.67617,39.20586,14.28571,7,-5.09587,1],["train",30,3,6.30584,41.29175,38.70968,31,0.67373,3],["holdout",30,3,171.86039,14.65122,90,10,11.05637,6],["2026",30,3,29.15279,30.39114,50,4,10.79416,2],["train_stress",20,2,-6.17298,44.66868,33.33333,39,0.12124,9],["holdout_stress",20,2,85.05598,18.88828,56.25,16,4.34797,8]] Columns period,L,ATRstop,return%,DD%,win%,N,mean%,targets. Longonly; train2016–23(availablehistory;BTDRApr2023+), holdout2024–25,2026knownperiod. Fees5bp/side,slippageGLW/MU10,OCC/FEAM50,BTDR/FCEL25;stressdouble. No bestcellselection. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"FIL-USD","source":"https://query1.finance.yahoo.com/v8/finance/chart/FIL-USD","asof":1789783784,"currency":"USD","last_bar_epoch":1789603200,"basis":"Yahoo adjusted close; exclude Sep19 UTC","n":364,"close":0.8400030136108398,"ret21":19.31216568383578,"ret63":9.273232705908407,"sma200":0.8416724014282226,"above200":false,"prior20":0.952547013759613,"breakout":false} Purposivepanel, nativecurrency; adjustedcloses diagnostic, noFX/venueeligibility assumed. Crypto excludes unfinishedSep19UTC; screen not tradingrule validation. https://query1.finance.yahoo.com/v8/finance/chart/FIL-USD

{"symbol":"LINK-USD","source":"https://query1.finance.yahoo.com/v8/finance/chart/LINK-USD","asof":1789783802,"currency":"USD","last_bar_epoch":1789603200,"basis":"Yahoo adjusted close; exclude Sep19 UTC","n":364,"close":11.390055656433105,"ret21":-4.64708326796619,"ret63":36.70332626161983,"sma200":9.172092561721803,"above200":true,"prior20":13.223810195922852,"breakout":false} Purposivepanel, nativecurrency; adjustedcloses diagnostic, noFX/venueeligibility assumed. Crypto excludes unfinishedSep19UTC; screen not tradingrule validation. https://query1.finance.yahoo.com/v8/finance/chart/LINK-USD

{"symbol":"SOL-USD","source":"https://query1.finance.yahoo.com/v8/finance/chart/SOL-USD","asof":1789783815,"currency":"USD","last_bar_epoch":1789603200,"basis":"Yahoo adjusted close; exclude Sep19 UTC","n":364,"close":101.6033935546875,"ret21":-6.963623319957057,"ret63":34.98170696108514,"sma200":83.41287990570068,"above200":true,"prior20":106.4476318359375,"breakout":false} Purposivepanel, nativecurrency; adjustedcloses diagnostic, noFX/venueeligibility assumed. Crypto excludes unfinishedSep19UTC; screen not tradingrule validation. https://query1.finance.yahoo.com/v8/finance/chart/SOL-USD