Notes

Methods note3577; Sep18 calculation on completed Sep17 bars. Percent units explicitly named; simulations conditional, Kelly diagnostic. {"columns":["split","lookback","filter","cost_bps_side","bars","return_pct","closed_return_pct","drawdown_pct","win_rate_pct","n","mean_trade_pct","median_trade_pct","open","buyhold_pct","targets","gaps"],"rows":[["holdout",20,"sma50",16,502,22.8379531,22.1125717,6.83703204,45.45454545,11,1.97154383,-1.72027899,1,47.99422547,3,1],["holdout",40,"sma50",6,502,22.47859282,22.76944126,6.19431339,50,10,2.1634343,1.76167571,1,47.99422547,3,1],["holdout",40,"sma50",16,502,19.93347805,20.33844084,6.5687871,50,10,1.95931141,1.55835552,1,47.99422547,3,1],["holdout",20,"none",6,502,25.69584463,24.8288204,6.46363346,45.45454545,11,2.17569121,-1.52352264,1,47.99422547,3,1],["holdout",20,"sma200",6,502,20.18347716,19.35447611,6.46363346,45.45454545,11,1.72172687,-1.52352264,1,47.99422547,3,1],["holdout",20,"spy200",6,502,20.18347716,19.35447611,6.46363346,45.45454545,11,1.72172687,-1.52352264,1,47.99422547,3,1],["forward2026",10,"sma50",6,178,3.51300383,1.89359206,12.22067818,25,4,0.55467437,-1.77224215,1,11.80992416,0,0],["forward2026",10,"sma50",16,178,2.58566811,1.08169436,12.57109455,25,4,0.35376578,-1.96850155,1,11.80992416,0,0],["forward2026",20,"sma50",6,178,0.530918,0.33206418,8.45082113,20,5,0.16402143,-1.77245247,1,11.80992416,1,0],["forward2026",20,"sma50",16,178,-0.56876397,-0.66625761,8.81628683,20,5,-0.03610664,-1.96871146,1,11.80992416,1,0],["forward2026",40,"sma50",6,178,2.87894414,2.67544585,3.97169183,25,4,0.75884167,-1.77224215,1,11.80992416,1,0],["forward2026",40,"sma50",16,178,1.95728874,1.85731827,4.35503828,25,4,0.55752515,-1.96850155,1,11.80992416,1,0],["forward2026",20,"none",6,178,0.530918,0.33206418,8.45082113,20,5,0.16402143,-1.77245247,1,11.80992416,1,0]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all

Methods note3577; Sep18 calculation on completed Sep17 bars. Percent units explicitly named; simulations conditional, Kelly diagnostic. {"columns":["split","lookback","filter","cost_bps_side","bars","return_pct","closed_return_pct","drawdown_pct","win_rate_pct","n","mean_trade_pct","median_trade_pct","open","buyhold_pct","targets","gaps"],"rows":[["train",10,"sma50",6,2012,96.18495024,94.35342128,16.18231928,47.82608696,46,1.5780304,-1.32403425,1,170.35775128,12,6],["train",10,"sma50",16,2012,78.76261227,77.27073872,17.51273193,47.82608696,46,1.37507714,-1.52118917,1,170.35775128,12,6],["train",20,"sma50",6,2012,110.50268006,108.0477882,15.86989316,50,42,1.88199594,0.17322112,1,170.35775128,12,5],["train",20,"sma50",16,2012,93.34947308,91.28562182,16.03798541,50,42,1.67843536,-0.02692532,1,170.35775128,12,5],["train",40,"sma50",6,2012,76.27706242,66.3570351,19.42558745,48.71794872,39,1.41025295,-0.99898759,1,170.35775128,13,5],["train",40,"sma50",16,2012,62.88719239,53.87432657,20.22731712,48.71794872,39,1.20763491,-1.19679196,1,170.35775128,13,5],["train",20,"none",6,2012,104.86165647,102.47255048,14.17152379,47.72727273,44,1.74373856,-1.32403425,1,170.35775128,12,7],["train",20,"sma200",6,2012,54.23935054,52.4406042,17.24302375,42.5,40,1.17270857,-1.4254916,1,170.35775128,13,5],["train",20,"spy200",6,2012,54.23935054,52.4406042,17.24302375,42.5,40,1.17270857,-1.4254916,1,170.35775128,13,5],["holdout",10,"sma50",6,502,26.96537097,26.08958981,8.28664777,41.66666667,12,2.08485733,-1.58261903,1,47.99422547,3,0],["holdout",10,"sma50",16,502,23.83070527,23.09946148,8.92630911,41.66666667,12,1.88089143,-1.7792573,1,47.99422547,3,0],["holdout",20,"sma50",6,502,25.69584463,24.8288204,6.46363346,45.45454545,11,2.17569121,-1.52352264,1,47.99422547,3,1]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all

Methods note3577; Sep18 calculation on completed Sep17 bars. Percent units explicitly named; simulations conditional, Kelly diagnostic. {"columns":["split","n","min_gap_pct","p01_gap_pct","p001_gap_pct","below10","below20","below30","min_close_pct","max_close_pct"],"rows":[["train",2011,-10.74205235,-2.05302832,-7.053206,1,0,0,-10.78275736,8.67665112],["holdout",502,-3.98836806,-2.15883425,-3.71258617,0,0,0,-5.8550538,10.50045049],["forward2026",178,-1.64897288,-1.43319874,-1.6173419,0,0,0,-2.58074794,2.90558056]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all

Methods note3577; Sep18 calculation on completed Sep17 bars. Percent units explicitly named; simulations conditional, Kelly diagnostic. {"columns":["date","n","close","prior20","sma50","sma200","atr20","atrpct","rv20","volume20","signal","rule_stop","rule_target","shares_cap"],"rows":[["2026-09-17",2692,760.71,771.25,757.6496,712.02955,6.1515,0.80865244,0.09641883,39938519.75,false,748.407,797.619,0]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all

Methods note3577; Sep18 calculation on completed Sep17 bars. Percent units explicitly named; simulations conditional, Kelly diagnostic. {"columns":["tail_replacement_probability","equity_weight","npaths","ntrades","mean_terminal_pct","p05_terminal_pct","p95_drawdown_pct","prob_loss10pct"],"rows":[[0,0.11999953,20000,20,2.28469686,-7.80018633,9.99462179,1.715],[0,0.02999988,20000,20,0.56712926,-1.98385193,2.58855234,0],[0.01,0.11999953,20000,20,1.58753707,-8.66422778,10.98713776,3.005],[0.01,0.02999988,20000,20,0.39457736,-2.20747236,2.84803269,0],[0.05,0.11999953,20000,20,-1.41841179,-12.75396854,14.57534501,11.255],[0.05,0.02999988,20000,20,-0.35706154,-3.3020212,3.81912185,0]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=MU&timeframe=1Day&feed=sip&adjustment=all

Methods note3577; Sep18 calculation on completed Sep17 bars. Percent units explicitly named; simulations conditional, Kelly diagnostic. {"columns":["split","lookback","filter","cost_bps_side","bars","return_pct","closed_return_pct","drawdown_pct","win_rate_pct","n","mean_trade_pct","median_trade_pct","open","buyhold_pct","targets","gaps"],"rows":[["forward2026",20,"none",6,178,57.99755862,54.79304613,36.91631322,50,6,9.5941149,9.15069743,1,231.40086791,3,1],["forward2026",20,"sma200",6,178,57.99755862,54.79304613,36.91631322,50,6,9.5941149,9.15069743,1,231.40086791,3,1],["forward2026",20,"spy200",6,178,57.99755862,54.79304613,36.91631322,50,6,9.5941149,9.15069743,1,231.40086791,3,1]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=MU&timeframe=1Day&feed=sip&adjustment=all

Methods note3577; Sep18 calculation on completed Sep17 bars. Percent units explicitly named; simulations conditional, Kelly diagnostic. {"columns":["split","lookback","filter","cost_bps_side","bars","return_pct","closed_return_pct","drawdown_pct","win_rate_pct","n","mean_trade_pct","median_trade_pct","open","buyhold_pct","targets","gaps"],"rows":[["holdout",20,"sma50",16,502,27.88996325,24.3359671,57.0436877,41.17647059,17,2.4267241,-6.86448469,1,242.35477676,6,4],["holdout",40,"sma50",6,502,32.17301668,28.37168914,50.02482692,37.5,16,2.59510497,-6.51845071,1,242.35477676,6,3],["holdout",40,"sma50",16,502,27.88261349,24.32882157,50.52208873,37.5,16,2.39011959,-6.70522717,1,242.35477676,6,3],["holdout",20,"none",6,502,16.1706743,12.82957795,56.72818289,33.33333333,18,1.96898523,-7.00864141,1,242.35477676,6,4],["holdout",20,"sma200",6,502,42.27391133,38.18207965,41.45476914,37.5,16,3.01469228,-6.51845071,1,242.35477676,6,2],["holdout",20,"spy200",6,502,1.78551834,-1.14185748,56.65697667,33.33333333,18,0.98564593,-6.75799652,1,242.35477676,6,4],["forward2026",10,"sma50",6,178,19.35478932,22.12037471,39.59542132,37.5,8,4.56604928,-9.66249186,1,231.40086791,3,1],["forward2026",10,"sma50",16,178,17.34302253,20.181995,39.71610988,37.5,8,4.35712595,-9.84298651,1,231.40086791,3,1],["forward2026",20,"sma50",6,178,57.99755862,54.79304613,36.91631322,50,6,9.5941149,9.15069743,1,231.40086791,3,1],["forward2026",20,"sma50",16,178,55.95703725,52.94662824,37.04235465,50,6,9.37514548,8.93261396,1,231.40086791,3,1],["forward2026",40,"sma50",6,178,35.15915471,35.15915471,41.77810382,42.85714286,7,6.41153246,-9.00312475,0,231.40086791,3,2],["forward2026",40,"sma50",16,178,33.28010852,33.28010852,41.95256601,42.85714286,7,6.19892185,-9.18493683,0,231.40086791,3,2]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=MU&timeframe=1Day&feed=sip&adjustment=all

Methods note3577; Sep18 calculation on completed Sep17 bars. Percent units explicitly named; simulations conditional, Kelly diagnostic. {"columns":["split","lookback","filter","cost_bps_side","bars","return_pct","closed_return_pct","drawdown_pct","win_rate_pct","n","mean_trade_pct","median_trade_pct","open","buyhold_pct","targets","gaps"],"rows":[["train",10,"sma50",6,2012,196.05535654,168.37695357,48.681761,41.50943396,53,2.65096297,-5.62613713,1,527.50185322,16,6],["train",10,"sma50",16,2012,166.01357366,141.3848193,49.95459295,41.50943396,53,2.44586598,-5.81469644,1,527.50185322,16,6],["train",20,"sma50",6,2012,14.81978875,15.82516827,69.06290429,33.33333333,51,0.95667842,-5.93113222,1,527.50185322,14,7],["train",20,"sma50",16,2012,3.58212054,4.59353822,70.21645883,33.33333333,51,0.75496662,-6.11908215,1,527.50185322,14,7],["train",40,"sma50",6,2012,14.21165098,15.21170556,62.64462439,31.81818182,44,1.00516537,-6.13649685,1,527.50185322,13,4],["train",40,"sma50",16,2012,4.48611776,5.50636243,63.85719884,31.81818182,44,0.8033567,-6.32403646,1,527.50185322,13,4],["train",20,"none",6,2012,-20.97950544,-20.28758998,70.41930491,31.48148148,54,0.26794477,-6.04612194,1,527.50185322,14,7],["train",20,"sma200",6,2012,-28.86846646,-28.24562794,61.30888728,27.90697674,43,-0.11322274,-5.94469808,1,527.50185322,11,6],["train",20,"spy200",6,2012,4.68747129,5.6041307,54.99690811,31.81818182,44,0.75065362,-5.77863468,1,527.50185322,12,6],["holdout",10,"sma50",6,502,51.24061444,29.57996928,63.625012,41.17647059,17,2.61835167,-6.94063629,1,242.35477676,6,2],["holdout",10,"sma50",16,502,46.03889696,25.24830126,64.20238116,41.17647059,17,2.41331984,-7.12656923,1,242.35477676,6,2],["holdout",20,"sma50",6,502,32.44523908,28.63608236,56.52510613,41.17647059,17,2.63178276,-6.67802706,1,242.35477676,6,4]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=MU&timeframe=1Day&feed=sip&adjustment=all

Methods note3577; Sep18 calculation on completed Sep17 bars. Percent units explicitly named; simulations conditional, Kelly diagnostic. {"columns":["split","regime","above","n","mean_pct","win_pct"],"rows":[["train","own200",true,37,0.03465003,29.72972973],["train","own200",false,14,3.39346771,42.85714286],["train","spy200",true,40,1.53822191,35],["train","spy200",false,11,-1.15802521,27.27272727],["holdout","own200",true,14,3.55736058,42.85714286],["holdout","own200",false,3,-1.68758041,33.33333333],["holdout","spy200",true,16,1.16030744,37.5],["holdout","spy200",false,1,26.17538792,100],["forward2026","own200",true,6,9.5941149,50],["forward2026","spy200",true,6,9.5941149,50]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=MU&timeframe=1Day&feed=sip&adjustment=all

Methods note3577; Sep18 calculation on completed Sep17 bars. Percent units explicitly named; simulations conditional, Kelly diagnostic. {"columns":["split","n","mean_pct","mean_CI95_pct","win_pct","avgwin_pct","avgloss_pct","halfKelly_stock_fraction","halfKelly_dollars","min_trade_pct","max_trade_pct"],"rows":[["train",51,0.95667842,[-2.22276035,4.36924824],33.33333333,17.33147956,7.23072216,0.36,101.99,-11.02537784,27.5896377],["holdout",17,2.63178276,[-4.53502445,10.13577977],41.17647059,20.44880425,9.84013228,0.5,101.99,-18.03046755,26.65037946],["forward2026",6,9.5941149,[-5.58388995,25.46180527],50,30.4548317,11.2666019,0.5,101.99,-14.02093522,35.72163904]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=MU&timeframe=1Day&feed=sip&adjustment=all

Methods note3577; Sep18 calculation on completed Sep17 bars. Percent units explicitly named; simulations conditional, Kelly diagnostic. {"columns":["split","n","min_gap_pct","p01_gap_pct","p001_gap_pct","below10","below20","below30","min_close_pct","max_close_pct"],"rows":[["train",2011,-13.12022901,-4.15369576,-9.86261066,2,0,0,-19.82347328,13.33542516],["holdout",502,-13.31140563,-5.34860128,-10.68294983,1,0,0,-16.18457967,18.81597063],["forward2026",178,-10.84553208,-7.37915122,-10.33506093,1,0,0,-13.25199578,19.29203068]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=MU&timeframe=1Day&feed=sip&adjustment=all

Methods note3577; Sep18 calculation on completed Sep17 bars. Percent units explicitly named; simulations conditional, Kelly diagnostic. {"columns":["date","n","close","prior20","sma50","sma200","atr20","atrpct","rv20","volume20","signal","rule_stop","rule_target","shares_cap"],"rows":[["2026-09-17",2692,977.5,1027.77,926.7737,636.139475,43.934385,4.49456624,0.52217015,24361739.45,false,889.63123,1241.10631,0]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=MU&timeframe=1Day&feed=sip&adjustment=all

Methods note3577; Sep18 calculation on completed Sep17 bars. Percent units explicitly named; simulations conditional, Kelly diagnostic. {"columns":["split","lookback","filter","cost_bps_side","bars","return_pct","closed_return_pct","drawdown_pct","win_rate_pct","n","mean_trade_pct","median_trade_pct","open","buyhold_pct","targets","gaps"],"rows":[["forward2026",20,"none",6,178,-29.24660765,-29.24660765,32.36556249,16.66666667,6,-4.44704726,-11.75175051,0,75.25773196,1,0],["forward2026",20,"sma200",6,178,-29.24660765,-29.24660765,32.36556249,16.66666667,6,-4.44704726,-11.75175051,0,75.25773196,1,0],["forward2026",20,"spy200",6,178,-29.24660765,-29.24660765,32.36556249,16.66666667,6,-4.44704726,-11.75175051,0,75.25773196,1,0]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FTK&timeframe=1Day&feed=sip&adjustment=all

Methods note3577; Sep18 calculation on completed Sep17 bars. Percent units explicitly named; simulations conditional, Kelly diagnostic. {"columns":["split","lookback","filter","cost_bps_side","bars","return_pct","closed_return_pct","drawdown_pct","win_rate_pct","n","mean_trade_pct","median_trade_pct","open","buyhold_pct","targets","gaps"],"rows":[["holdout",20,"sma50",16,502,-30.14119558,-33.48123926,46.78412289,26.31578947,19,-0.77378345,-9.83945601,1,336.20253165,5,0],["holdout",40,"sma50",6,502,-9.73291182,-9.73291182,44.18311815,28.57142857,14,0.73719208,-9.39473803,0,336.20253165,4,0],["holdout",40,"sma50",16,502,-12.22533621,-12.22533621,45.0690826,28.57142857,14,0.53591882,-9.57576766,0,336.20253165,4,0],["holdout",20,"none",6,502,-33.31401105,-36.56576068,45.5153499,25,20,-0.9560452,-9.53268366,1,336.20253165,5,0],["holdout",20,"sma200",6,502,-8.26879504,-12.74180228,45.5153499,29.41176471,17,0.64549698,-9.40641303,1,336.20253165,5,0],["holdout",20,"spy200",6,502,-18.64677012,-22.61372538,33.53173081,27.77777778,18,-0.06656468,-9.39473803,1,336.20253165,5,0],["forward2026",10,"sma50",6,178,2.25196706,-7.65052317,46.28449176,28.57142857,7,0.84422054,-11.14538092,1,75.25773196,2,1],["forward2026",10,"sma50",16,178,0.72973269,-8.93440907,46.71250196,28.57142857,7,0.64273344,-11.32291276,1,75.25773196,2,1],["forward2026",20,"sma50",6,178,-29.24660765,-29.24660765,32.36556249,16.66666667,6,-4.44704726,-11.75175051,0,75.25773196,1,0],["forward2026",20,"sma50",16,178,-30.09057534,-30.09057534,32.70295832,16.66666667,6,-4.63796239,-11.92807082,0,75.25773196,1,0],["forward2026",40,"sma50",6,178,-19.26988281,-19.26988281,32.36556249,20,5,-2.86483269,-11.14538092,0,75.25773196,1,0],["forward2026",40,"sma50",16,178,-20.07316176,-20.07316176,32.70295832,20,5,-3.05890909,-11.32291276,0,75.25773196,1,0]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FTK&timeframe=1Day&feed=sip&adjustment=all

Methods note3577; Sep18 calculation on completed Sep17 bars. Percent units explicitly named; simulations conditional, Kelly diagnostic. {"columns":["split","lookback","filter","cost_bps_side","bars","return_pct","closed_return_pct","drawdown_pct","win_rate_pct","n","mean_trade_pct","median_trade_pct","open","buyhold_pct","targets","gaps"],"rows":[["train",10,"sma50",6,2012,-85.89460983,-85.89460983,94.0902281,20,40,-3.08487779,-10.77746754,0,-94.12997904,5,3],["train",10,"sma50",16,2012,-86.97908489,-86.97908489,94.51725354,20,40,-3.27851454,-10.95573447,0,-94.12997904,5,3],["train",20,"sma50",6,2012,-89.07551536,-89.07551536,94.36012625,16.66666667,36,-4.41555168,-10.97119124,0,-94.12997904,4,2],["train",20,"sma50",16,2012,-89.83443032,-89.83443032,94.69388136,16.66666667,36,-4.60652975,-11.14907111,0,-94.12997904,4,2],["train",40,"sma50",6,2012,-37.44981719,-37.44981719,72.44211449,25,20,0.10323743,-10.09170915,0,-94.12997904,3,1],["train",40,"sma50",16,2012,-39.90244755,-39.90244755,72.85242554,25,20,-0.09676919,-10.27134623,0,-94.12997904,3,1],["train",20,"none",6,2012,-86.74382012,-86.74382012,94.42631163,17.07317073,41,-3.05199135,-10.94157993,0,-94.12997904,6,3],["train",20,"sma200",6,2012,-81.40286423,-81.40286423,81.63355595,10,20,-6.73155928,-11.78848896,0,-94.12997904,2,1],["train",20,"spy200",6,2012,-90.93776344,-90.93776344,91.67975666,9.67741935,31,-6.2100418,-10.61335515,0,-94.12997904,3,3],["holdout",10,"sma50",6,502,-20.33895654,-25.19489213,45.83549864,27.77777778,18,-0.22523146,-9.93135267,1,336.20253165,5,1],["holdout",10,"sma50",16,502,-23.23247981,-27.83998161,47.06701325,27.77777778,18,-0.42458179,-10.11131015,1,336.20253165,5,1],["holdout",20,"sma50",6,502,-27.36294671,-30.9048828,45.54602668,26.31578947,19,-0.57513221,-9.65895429,1,336.20253165,5,0]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FTK&timeframe=1Day&feed=sip&adjustment=all

Methods note3577; Sep18 calculation on completed Sep17 bars. Percent units explicitly named; simulations conditional, Kelly diagnostic. {"columns":["split","regime","above","n","mean_pct","win_pct"],"rows":[["train","own200",true,17,-10.07103807,5.88235294],["train","own200",false,19,0.64462035,26.31578947],["train","spy200",true,25,-8.80015061,8],["train","spy200",false,11,5.54944587,36.36363636],["holdout","own200",true,16,-1.14821429,25],["holdout","own200",false,3,2.48130551,33.33333333],["holdout","spy200",true,17,-2.0694173,23.52941176],["holdout","spy200",false,2,12.12629106,50],["forward2026","own200",true,6,-4.44704726,16.66666667],["forward2026","spy200",true,6,-4.44704726,16.66666667]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FTK&timeframe=1Day&feed=sip&adjustment=all

Methods note3577; Sep18 calculation on completed Sep17 bars. Percent units explicitly named; simulations conditional, Kelly diagnostic. {"columns":["split","n","mean_pct","mean_CI95_pct","win_pct","avgwin_pct","avgloss_pct","halfKelly_stock_fraction","halfKelly_dollars","min_trade_pct","max_trade_pct"],"rows":[["train",36,-4.41555168,[-9.99677025,2.25404988],16.66666667,35.72056973,12.44277597,0,0,-26.01476151,63.56802362],["holdout",19,-0.57513221,[-7.43690406,7.59424185],26.31578947,28.11839973,10.82282219,0,0,-13.97988777,35.09912094],["forward2026",6,-4.44704726,[-12.29545919,10.11828516],16.66666667,31.73505331,11.68346737,0,0,-12.59844923,31.73505331]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FTK&timeframe=1Day&feed=sip&adjustment=all

Methods note3577; Sep18 calculation on completed Sep17 bars. Percent units explicitly named; simulations conditional, Kelly diagnostic. {"columns":["split","n","min_gap_pct","p01_gap_pct","p001_gap_pct","below10","below20","below30","min_close_pct","max_close_pct"],"rows":[["train",2011,-24.05063291,-7.17318328,-19.20868925,7,2,0,-34.93939394,95.74468085],["holdout",502,-7.27272727,-3.88074866,-6.44235256,0,0,0,-12.42532855,42.15686275],["forward2026",178,-13.53383459,-4.12465588,-12.55560565,1,0,0,-20.01116383,27.86246012]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FTK&timeframe=1Day&feed=sip&adjustment=all

Methods note3577; Sep18 calculation on completed Sep17 bars. Percent units explicitly named; simulations conditional, Kelly diagnostic. {"columns":["date","n","close","prior20","sma50","sma200","atr20","atrpct","rv20","volume20","signal","rule_stop","rule_target","shares_cap"],"rows":[["2026-09-17",2692,30.6,28.13,27.2462,20.4251,1.560535,5.09978758,0.69965088,487763.05,true,27.47893,39.96321,3]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FTK&timeframe=1Day&feed=sip&adjustment=all

Methods note3577; Sep18 calculation on completed Sep17 bars. Percent units explicitly named; simulations conditional, Kelly diagnostic. {"columns":["tail_replacement_probability","equity_weight","npaths","ntrades","mean_terminal_pct","p05_terminal_pct","p95_drawdown_pct","prob_loss10pct"],"rows":[[0,0.11999953,20000,20,9.53228833,-9.18643148,13.73119367,4.025],[0,0.02999988,20000,20,2.30630253,-2.30739031,3.59637644,0],[0.01,0.11999953,20000,20,8.60974408,-10.01674517,14.55839185,5.025],[0.01,0.02999988,20000,20,2.08876692,-2.52979786,3.82502003,0],[0.05,0.11999953,20000,20,5.15053992,-13.01855242,17.11179449,9.62],[0.05,0.02999988,20000,20,1.2639107,-3.33714929,4.53665136,0]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CENX&timeframe=1Day&feed=sip&adjustment=all

Methods note3577; Sep18 calculation on completed Sep17 bars. Percent units explicitly named; simulations conditional, Kelly diagnostic. {"columns":["period","block","levels","paths","horizon","stop","target","stop_first_pct","target_first_pct","timeout_pct","mean_pct","median_pct","p05_pct","p01_pct","mean_sessions","sizing"],"rows":[["pre2024",5,"2ATR6ATR",20000,60,36.39879,53.80363,67.48,30.295,2.225,2.24486318,-10.9631903,-11.64909551,-14.71134553,15.98515,[{"dollars":25.4975,"p01_account_loss_pct":0.44133863,"prob_account_loss_gt3pct":0},{"dollars":101.99,"p01_account_loss_pct":1.76535454,"prob_account_loss_gt3pct":0},{"dollars":81.5,"p01_account_loss_pct":1.4106912,"prob_account_loss_gt3pct":0}]],["pre2024",10,"2ATR6ATR",20000,60,36.39879,53.80363,67.895,29.585,2.52,1.94871909,-10.9631903,-11.87664949,-15.73117126,16.3036,[{"dollars":25.4975,"p01_account_loss_pct":0.47193329,"prob_account_loss_gt3pct":0},{"dollars":101.99,"p01_account_loss_pct":1.88773315,"prob_account_loss_gt3pct":0},{"dollars":81.5,"p01_account_loss_pct":1.50848369,"prob_account_loss_gt3pct":0}]],["last252",5,"2ATR6ATR",20000,60,36.39879,53.80363,60.875,34.025,5.1,4.35837225,-10.9631903,-12.53015955,-15.88225283,20.0235,[{"dollars":25.4975,"p01_account_loss_pct":0.47646572,"prob_account_loss_gt3pct":0},{"dollars":101.99,"p01_account_loss_pct":1.90586287,"prob_account_loss_gt3pct":0},{"dollars":81.5,"p01_account_loss_pct":1.52297111,"prob_account_loss_gt3pct":0}]],["last252",10,"2ATR6ATR",20000,60,36.39879,53.80363,59.465,35.38,5.155,5.04103053,-10.9631903,-12.02052732,-14.95260274,20.6658,[{"dollars":25.4975,"p01_account_loss_pct":0.44857632,"prob_account_loss_gt3pct":0},{"dollars":101.99,"p01_account_loss_pct":1.79430529,"prob_account_loss_gt3pct":0},{"dollars":81.5,"p01_account_loss_pct":1.43382568,"prob_account_loss_gt3pct":0}]]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CENX&timeframe=1Day&feed=sip&adjustment=all

Methods note3577; Sep18 calculation on completed Sep17 bars. Percent units explicitly named; simulations conditional, Kelly diagnostic. {"columns":["split","lookback","filter","cost_bps_side","bars","return_pct","closed_return_pct","drawdown_pct","win_rate_pct","n","mean_trade_pct","median_trade_pct","open","buyhold_pct","targets","gaps"],"rows":[["forward2026",20,"none",6,178,-27.82796407,-27.82796407,45.34467518,20,5,-5.34662591,-11.65765443,0,1.97697698,1,1],["forward2026",20,"sma200",6,178,-28.41135252,-28.41135252,45.78647074,20,5,-5.49377278,-11.65765443,0,1.97697698,1,1],["forward2026",20,"spy200",6,178,-34.17209853,-34.17209853,50.14903916,16.66666667,6,-5.93602373,-11.23174179,0,1.97697698,1,0]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CENX&timeframe=1Day&feed=sip&adjustment=all

Methods note3577; Sep18 calculation on completed Sep17 bars. Percent units explicitly named; simulations conditional, Kelly diagnostic. {"columns":["split","lookback","filter","cost_bps_side","bars","return_pct","closed_return_pct","drawdown_pct","win_rate_pct","n","mean_trade_pct","median_trade_pct","open","buyhold_pct","targets","gaps"],"rows":[["holdout",20,"sma50",16,502,51.20150056,26.28017787,51.92307979,38.46153846,13,3.20586319,-9.51903531,1,229.52060555,5,0],["holdout",40,"sma50",6,502,67.39281714,45.69092246,40.66108191,41.66666667,12,4.56673841,-8.89543607,1,229.52060555,5,0],["holdout",40,"sma50",16,502,63.2600326,42.23596194,41.01604983,41.66666667,12,4.3578137,-9.07746331,1,229.52060555,5,0],["holdout",20,"none",6,502,24.72939205,4.06723807,61.14733861,33.33333333,15,1.59703151,-9.3378921,1,229.52060555,5,0],["holdout",20,"sma200",6,502,39.23432663,16.16934532,56.62911478,35.71428571,14,2.45522252,-9.31831554,1,229.52060555,5,0],["holdout",20,"spy200",6,502,24.72939205,4.06723807,61.14733861,33.33333333,15,1.59703151,-9.3378921,1,229.52060555,5,0],["forward2026",10,"sma50",6,178,-6.7405399,-6.7405399,34.79397751,33.33333333,6,0.16423725,-10.68718273,0,1.97697698,1,0],["forward2026",10,"sma50",16,178,-7.85296672,-7.85296672,35.24889109,33.33333333,6,-0.03589125,-10.86563005,0,1.97697698,1,0],["forward2026",20,"sma50",6,178,-28.41135252,-28.41135252,45.78647074,20,5,-5.49377278,-11.65765443,0,1.97697698,1,1],["forward2026",20,"sma50",16,178,-29.12367223,-29.12367223,46.16469455,20,5,-5.68259655,-11.83416275,0,1.97697698,1,1],["forward2026",40,"sma50",6,178,-20.7066465,-20.7066465,39.95175645,25,4,-4.43803822,-13.01314594,0,1.97697698,1,1],["forward2026",40,"sma50",16,178,-21.33846338,-21.33846338,40.25130838,25,4,-4.62897136,-13.18694597,0,1.97697698,1,1]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CENX&timeframe=1Day&feed=sip&adjustment=all

Methods note3577; Sep18 calculation on completed Sep17 bars. Percent units explicitly named; simulations conditional, Kelly diagnostic. {"columns":["split","lookback","filter","cost_bps_side","bars","return_pct","closed_return_pct","drawdown_pct","win_rate_pct","n","mean_trade_pct","median_trade_pct","open","buyhold_pct","targets","gaps"],"rows":[["train",10,"sma50",6,2012,91.60207924,102.45573162,76.28140188,34.04255319,47,3.48748158,-9.09810879,1,182.98368298,14,2],["train",10,"sma50",16,2012,74.23790135,84.29194384,76.79751355,34.04255319,47,3.28071323,-9.27973109,1,182.98368298,14,2],["train",20,"sma50",6,2012,106.47729036,118.17357644,69.9238033,33.33333333,42,3.80426864,-9.44242227,1,182.98368298,13,2],["train",20,"sma50",16,2012,89.65209983,100.59558718,70.7542571,33.33333333,42,3.59686735,-9.62335662,1,182.98368298,13,2],["train",40,"sma50",6,2012,9.15700332,15.34040265,63.28696994,30.55555556,36,2.17478844,-9.39219992,1,182.98368298,11,2],["train",40,"sma50",16,2012,1.47253433,7.32779983,64.86732227,30.55555556,36,1.97064286,-9.57323462,1,182.98368298,11,2],["train",20,"none",6,2012,189.3351195,205.7250398,76.40139525,33.33333333,45,4.9001494,-9.62955406,1,182.98368298,15,2],["train",20,"sma200",6,2012,43.96797754,38.95194566,52.41400843,30.3030303,33,2.64733575,-9.1683468,1,182.98368298,10,1],["train",20,"spy200",6,2012,84.8196556,95.28910511,72.04060606,32.43243243,37,3.63452899,-9.09810879,1,182.98368298,12,1],["holdout",10,"sma50",6,502,89.45243595,44.47279863,53.48367894,40,15,4.19928884,-8.87386299,1,229.52060555,6,2],["holdout",10,"sma50",16,502,83.66968642,40.20297759,53.94652457,40,15,3.9910983,-9.05593333,1,229.52060555,6,2],["holdout",20,"sma50",6,502,55.33940261,29.60652118,51.14766142,38.46153846,13,3.41248169,-9.3378921,1,229.52060555,5,0]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CENX&timeframe=1Day&feed=sip&adjustment=all

Methods note3577; Sep18 calculation on completed Sep17 bars. Percent units explicitly named; simulations conditional, Kelly diagnostic. {"columns":["split","regime","above","n","mean_pct","win_pct"],"rows":[["train","own200",true,26,3.74570402,34.61538462],["train","own200",false,16,3.89943614,31.25],["train","spy200",true,33,3.45805072,33.33333333],["train","spy200",false,9,5.07373434,33.33333333],["holdout","own200",true,12,4.56499205,41.66666667],["holdout","own200",false,1,-10.41764264,0],["holdout","spy200",true,13,3.41248169,38.46153846],["forward2026","own200",true,5,-5.49377278,20],["forward2026","spy200",true,4,-3.13998352,25],["forward2026","spy200",false,1,-14.90892983,0]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CENX&timeframe=1Day&feed=sip&adjustment=all