Notes

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",42,3.80426864,[-2.38153159,10.3049686],33.33333333,32.92887047,10.75803228,0.5,101.99,-15.34361523,48.86801838],["holdout",13,3.41248169,[-5.22055387,12.44286303],38.46153846,25.33071584,10.28641465,0.5,101.99,-11.98068658,27.8039458],["forward2026",5,-5.49377278,[-14.04255779,8.98471312],20,23.18306881,12.66298318,0,0,-14.90892983,23.18306881]]} 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","n","min_gap_pct","p01_gap_pct","p001_gap_pct","below10","below20","below30","min_close_pct","max_close_pct"],"rows":[["train",2011,-14.4379845,-5.77356253,-12.53516962,6,0,0,-20.37037037,21.1409396],["holdout",502,-7.84946237,-5.25324033,-7.70035433,0,0,0,-14.99490835,21.30406714],["forward2026",178,-8.99253163,-8.36311178,-8.94248707,0,0,0,-10.85144631,11.79859185]]} 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":["date","n","close","prior20","sma50","sma200","atr20","atrpct","rv20","volume20","signal","rule_stop","rule_target","shares_cap"],"rows":[["2026-09-17",2692,40.75,47.95,45.3155,50.11945,2.175605,5.33890798,0.44464254,1570131.4,false,36.39879,53.80363,2]]} 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":["tail_replacement_probability","equity_weight","npaths","ntrades","mean_terminal_pct","p05_terminal_pct","p95_drawdown_pct","prob_loss10pct"],"rows":[[0,0.11999953,20000,20,8.19440572,-6.85528474,11.20700063,1.9],[0,0.02999988,20000,20,1.99079343,-1.71123831,2.90464533,0],[0.01,0.11999953,20000,20,7.2541789,-8.02767907,12.12620312,2.705],[0.01,0.02999988,20000,20,1.76835234,-2.01861219,3.15440486,0],[0.05,0.11999953,20000,20,3.9100826,-11.49047706,15.08602542,7.18],[0.05,0.02999988,20000,20,0.96327046,-2.93831468,3.96551652,0]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AA&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",20000,60,42.85013,59.32961,66.88,28.675,4.445,1.5349001,-9.06274506,-10.23417925,-13.01650258,18.96745,[{"dollars":25.4975,"p01_account_loss_pct":0.39049355,"prob_account_loss_gt3pct":0},{"dollars":101.99,"p01_account_loss_pct":1.56197418,"prob_account_loss_gt3pct":0},{"dollars":93.94,"p01_account_loss_pct":1.43868864,"prob_account_loss_gt3pct":0}]],["pre2024",10,"2ATR6ATR",20000,60,42.85013,59.32961,67.98,27.18,4.84,1.08104702,-9.06274506,-10.04646779,-12.43563526,18.9537,[{"dollars":25.4975,"p01_account_loss_pct":0.37306759,"prob_account_loss_gt3pct":0},{"dollars":101.99,"p01_account_loss_pct":1.49227038,"prob_account_loss_gt3pct":0},{"dollars":93.94,"p01_account_loss_pct":1.37448651,"prob_account_loss_gt3pct":0}]],["last252",5,"2ATR6ATR",20000,60,42.85013,59.32961,62.985,34.075,2.94,3.212234,-9.06274506,-10.02705357,-12.26480696,17.39455,[{"dollars":25.4975,"p01_account_loss_pct":0.36794277,"prob_account_loss_gt3pct":0},{"dollars":101.99,"p01_account_loss_pct":1.47177106,"prob_account_loss_gt3pct":0},{"dollars":93.94,"p01_account_loss_pct":1.35560519,"prob_account_loss_gt3pct":0}]],["last252",10,"2ATR6ATR",20000,60,42.85013,59.32961,60.07,36.845,3.085,4.19993769,-9.06274506,-10.07199002,-11.59860065,17.4971,[{"dollars":25.4975,"p01_account_loss_pct":0.34795665,"prob_account_loss_gt3pct":0},{"dollars":101.99,"p01_account_loss_pct":1.39182662,"prob_account_loss_gt3pct":0},{"dollars":93.94,"p01_account_loss_pct":1.28197071,"prob_account_loss_gt3pct":0}]]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AA&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,-12.14531608,-12.14531608,27.99662872,25,4,-2.59943922,-7.68590258,0,-12.76002972,0,0],["forward2026",20,"sma200",6,178,-4.7618966,-4.7618966,21.94537373,33.33333333,3,-0.88172236,-7.61921536,0,-12.76002972,0,0],["forward2026",20,"spy200",6,178,-13.14868649,-13.14868649,26.22099215,25,4,-2.85226181,-7.68590258,0,-12.76002972,0,1]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AA&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",16,502,45.46456136,29.13517532,45.47496011,36.36363636,11,3.45787253,-7.22356209,1,62.42703533,4,2],["holdout",40,"sma50",6,502,50.19095601,33.19786873,38.44717156,36.36363636,11,3.70628348,-6.9962665,1,62.42703533,4,1],["holdout",40,"sma50",16,502,46.77612983,30.29951131,39.05963309,36.36363636,11,3.49907796,-7.18208829,1,62.42703533,4,1],["holdout",20,"none",6,502,75.08584367,55.27606882,36.21828559,45.45454545,11,5.13035136,-6.69583903,1,62.42703533,4,1],["holdout",20,"sma200",6,502,66.92818967,63.39524337,33.91211041,44.44444444,9,6.89982438,-6.69583903,1,62.42703533,4,1],["holdout",20,"spy200",6,502,75.08584367,55.27606882,36.21828559,45.45454545,11,5.13035136,-6.69583903,1,62.42703533,4,1],["forward2026",10,"sma50",6,178,-19.81076523,-19.81076523,34.27902775,20,5,-3.82430015,-7.6339355,0,-12.76002972,0,0],["forward2026",10,"sma50",16,178,-20.60866231,-20.60866231,34.7375339,20,5,-4.01645954,-7.81848322,0,-12.76002972,0,0],["forward2026",20,"sma50",6,178,-4.7618966,-4.7618966,21.94537373,33.33333333,3,-0.88172236,-7.61921536,0,-12.76002972,0,0],["forward2026",20,"sma50",16,178,-5.33161497,-5.33161497,22.17926479,33.33333333,3,-1.07976102,-7.80379249,0,-12.76002972,0,0],["forward2026",40,"sma50",6,178,-5.2427414,-5.2427414,22.33946138,33.33333333,3,-1.03719521,-8.08563393,0,-12.76002972,0,0],["forward2026",40,"sma50",16,178,-5.80958334,-5.80958334,22.57217156,33.33333333,3,-1.23492324,-8.26927916,0,-12.76002972,0,0]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AA&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",6,1802,84.30098848,62.34475811,55.51218292,30.6122449,49,2.30077144,-7.08945764,1,57.791587,14,8],["train",10,"sma50",16,1802,66.92942543,47.18968134,56.3058005,30.6122449,49,2.09637414,-7.27509323,1,57.791587,14,8],["train",20,"sma50",6,1802,132.3927227,104.70720566,59.6777944,35.13513514,37,3.28988655,-7.07875723,1,57.791587,12,5],["train",20,"sma50",16,1802,115.60103284,90.10577218,60.63400791,35.13513514,37,3.083513,-7.2644142,1,57.791587,12,5],["train",40,"sma50",6,1802,111.8433434,86.6059245,39.74780078,37.93103448,29,3.54346644,-7.07875723,1,57.791587,10,3],["train",40,"sma50",16,1802,99.70634077,76.09065978,40.34732083,37.93103448,29,3.33658623,-7.2644142,1,57.791587,10,3],["train",20,"none",6,1802,175.68620245,142.84302661,62.99423512,33.33333333,39,3.98251207,-7.35370743,1,57.791587,13,4],["train",20,"sma200",6,1802,156.21884976,141.38322381,42.81172102,40.90909091,22,5.54154968,-6.59842104,1,57.791587,9,1],["train",20,"spy200",6,1802,83.01527237,61.21221252,58.11415591,32.43243243,37,2.60301005,-7.35370743,1,57.791587,12,4],["holdout",10,"sma50",6,502,63.34903038,59.89183508,36.09256285,45.45454545,11,5.54404095,-6.69583903,1,62.42703533,4,1],["holdout",10,"sma50",16,502,59.63503481,56.41262261,36.6017833,45.45454545,11,5.33316358,-6.88226106,1,62.42703533,4,1],["holdout",20,"sma50",6,502,48.84887319,32.00763347,44.81671736,36.36363636,11,3.66499556,-7.03782334,1,62.42703533,4,2]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AA&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,19,7.71717392,47.36842105],["train","own200",false,18,-1.38336122,22.22222222],["train","spy200",true,33,3.82778821,36.36363636],["train","spy200",false,4,-1.14780212,25],["holdout","own200",true,6,8.68023553,50],["holdout","own200",false,5,-2.35329242,20],["holdout","spy200",true,11,3.66499556,36.36363636],["forward2026","own200",true,3,-0.88172236,33.33333333],["forward2026","spy200",true,2,4.40334061,50],["forward2026","spy200",false,1,-11.4518483,0]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AA&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",37,3.28988655,[-2.00322852,9.12885625],35.13513514,25.89761231,8.9559649,0.5,101.99,-14.35345181,40.03054562],["holdout",11,3.66499556,[-5.17301152,12.88280925],36.36363636,24.13076807,8.0297316,0.5,101.99,-9.5786241,26.83130766],["forward2026",3,-0.88172236,[-11.4518483,16.42589659],33.33333333,16.42589659,9.53553183,0,0,-11.4518483,16.42589659]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AA&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",1801,-13.24651408,-5.39021852,-12.04425573,4,0,0,-21.05162524,28.2108389],["holdout",502,-6.44948996,-4.70822703,-5.86236677,0,0,0,-11.38532412,14.56834532],["forward2026",178,-7.61117446,-6.42767366,-7.46427783,0,0,0,-9.47834509,8.65777778]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AA&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",2482,46.97,51.85,48.346,57.8794,2.059935,4.38563977,0.40473797,3627137.25,false,42.85013,59.32961,2]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AA&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":[["last252",5,"2ATR6ATR",20000,60,11.60766,21.69702,50.49,43.405,6.105,14.63000731,-18.11341239,-19.7320444,-23.23799989,22.55105,[{"dollars":25.4975,"p01_account_loss_pct":0.69713726,"prob_account_loss_gt3pct":0},{"dollars":101.99,"p01_account_loss_pct":2.78854905,"prob_account_loss_gt3pct":0.355},{"dollars":98.91,"p01_account_loss_pct":2.70433755,"prob_account_loss_gt3pct":0.12}]],["last252",10,"2ATR6ATR",20000,60,11.60766,21.69702,51.82,42.86,5.32,13.98798011,-18.11341239,-19.58416788,-23.23799989,21.4061,[{"dollars":25.4975,"p01_account_loss_pct":0.69713726,"prob_account_loss_gt3pct":0},{"dollars":101.99,"p01_account_loss_pct":2.78854905,"prob_account_loss_gt3pct":0.215},{"dollars":98.91,"p01_account_loss_pct":2.70433755,"prob_account_loss_gt3pct":0.09}]]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=ALM&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,"sma50",16,178,-8.58735446,-8.58735446,51.04614685,33.33333333,6,1.2553326,-14.16438257,0,60.93394077,2,1],["forward2026",40,"sma50",6,178,-4.98736678,-4.98736678,49.473138,33.33333333,6,1.8339348,-13.26165544,0,60.93394077,2,1],["forward2026",40,"sma50",16,178,-6.12070598,-6.12070598,49.72519232,33.33333333,6,1.63047025,-13.43495896,0,60.93394077,2,1],["forward2026",20,"none",6,178,-6.3143824,-6.3143824,50.17883295,33.33333333,6,1.63603893,-13.45856099,0,60.93394077,2,1],["forward2026",20,"sma200",6,178,-14.44223712,-14.44223712,27.46509156,0,1,-14.44223712,-14.44223712,0,60.93394077,0,0],["forward2026",20,"spy200",6,178,-6.3143824,-6.3143824,50.17883295,33.33333333,6,1.63603893,-13.45856099,0,60.93394077,2,1]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=ALM&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",10,"sma50",6,120,84.67399582,53.32315064,17.36793391,66.66666667,3,17.02461883,29.85553667,1,75.49800797,2,0],["holdout",10,"sma50",16,120,83.38597382,52.40596505,17.61537652,66.66666667,3,16.79080323,29.59608486,1,75.49800797,2,0],["holdout",20,"sma50",6,120,84.67399582,53.32315064,17.36793391,66.66666667,3,17.02461883,29.85553667,1,75.49800797,2,0],["holdout",20,"sma50",16,120,83.38597382,52.40596505,17.61537652,66.66666667,3,16.79080323,29.59608486,1,75.49800797,2,0],["holdout",40,"sma50",6,120,59.19421102,53.32315064,10.32503281,66.66666667,3,17.02461883,29.85553667,1,75.49800797,2,0],["holdout",40,"sma50",16,120,58.0838996,52.40596505,10.59356546,66.66666667,3,16.79080323,29.59608486,1,75.49800797,2,0],["holdout",20,"none",6,120,91.44348154,58.94342692,17.36793391,66.66666667,3,18.62867179,29.85553667,1,75.49800797,2,0],["holdout",20,"sma200",6,120,0,0,0,null,0,null,null,0,75.49800797,0,0],["holdout",20,"spy200",6,120,91.44348154,58.94342692,17.36793391,66.66666667,3,18.62867179,29.85553667,1,75.49800797,2,0],["forward2026",10,"sma50",6,178,1.07487225,1.07487225,46.24929392,33.33333333,6,2.74356566,-10.69282363,0,60.93394077,2,1],["forward2026",10,"sma50",16,178,-0.13077915,-0.13077915,46.51743046,33.33333333,6,2.53828365,-10.87125968,0,60.93394077,2,1],["forward2026",20,"sma50",6,178,-7.48379339,-7.48379339,50.80071517,33.33333333,6,1.45804614,-13.99253937,0,60.93394077,2,1]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=ALM&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":[["holdout","own200",false,3,17.02461883,66.66666667],["holdout","spy200",true,3,17.02461883,66.66666667],["forward2026","own200",true,1,-15.51019388,0],["forward2026","own200",false,5,4.85169414,40],["forward2026","spy200",true,6,1.45804614,33.33333333]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=ALM&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":[["holdout",3,17.02461883,[-10.05909858,31.2774184],66.66666667,30.56647754,10.05909858,0.5,101.99,-10.05909858,31.2774184],["forward2026",6,1.45804614,[-16.4636408,20.9267719],33.33333333,36.18036961,15.9031156,0.1245,101.99,-19.00350414,40.59248545]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=ALM&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":[["holdout",119,-13.41772152,-9.80164428,-12.99917774,1,0,0,-13.24786325,15.27777778],["forward2026",178,-14.07156673,-12.65677348,-13.95570637,3,0,0,-21.13152805,17.97356828]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=ALM&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",298,14.13,19.12,15.2245,15.3384,1.26117,8.92547771,0.80188837,6404230.45,false,11.60766,21.69702,7]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=ALM&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":[["last252",5,"2ATR6ATR",20000,60,41.02339,59.12983,73.045,26.72,0.235,-0.8900247,-10.22541191,-23.07726015,-34.48402394,10.6661,[{"dollars":25.4975,"p01_account_loss_pct":1.03451666,"prob_account_loss_gt3pct":0},{"dollars":101.99,"p01_account_loss_pct":4.13806664,"prob_account_loss_gt3pct":4.7},{"dollars":91.1,"p01_account_loss_pct":3.69622386,"prob_account_loss_gt3pct":4.095}]],["last252",10,"2ATR6ATR",20000,60,41.02339,59.12983,74.57,25.19,0.24,-1.82886788,-10.22541191,-30.22118816,-38.81617366,10.4411,[{"dollars":25.4975,"p01_account_loss_pct":1.16448064,"prob_account_loss_gt3pct":0},{"dollars":101.99,"p01_account_loss_pct":4.65792257,"prob_account_loss_gt3pct":6.17},{"dollars":91.1,"p01_account_loss_pct":4.16057208,"prob_account_loss_gt3pct":5.805}]]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX&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,"sma50",16,178,-11.04964436,-16.22744471,43.02163866,25,4,-2.31824695,-13.96049988,1,-23.05743243,1,0],["forward2026",40,"sma50",6,178,6.47561044,0.17753751,31.93187073,33.33333333,3,2.40449377,-13.20046257,1,-23.05743243,1,0],["forward2026",40,"sma50",16,178,5.73298868,-0.42172877,32.27129458,33.33333333,3,2.19988924,-13.37388835,1,-23.05743243,1,0],["forward2026",20,"none",6,178,-1.14546318,-24.47368038,55.23346668,33.33333333,3,-4.71524705,-14.37603443,1,-23.05743243,1,1],["forward2026",20,"sma200",6,178,-2.5142101,-2.5142101,27.67578783,33.33333333,3,1.62706584,-14.37603443,0,-23.05743243,1,0],["forward2026",20,"spy200",6,178,-9.04744654,-30.51091185,55.23346668,33.33333333,3,-6.45891438,-14.37603443,1,-23.05743243,1,1]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX&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",10,"sma50",6,254,220.19093798,220.19093798,28.94803335,100,4,34.83563014,37.54451008,0,70.56716418,3,0],["holdout",10,"sma50",16,254,217.63962657,217.63962657,28.94803335,100,4,34.56622808,37.26969567,0,70.56716418,3,0],["holdout",20,"sma50",6,254,220.19093798,220.19093798,28.94803335,100,4,34.83563014,37.54451008,0,70.56716418,3,0],["holdout",20,"sma50",16,254,217.63962657,217.63962657,28.94803335,100,4,34.56622808,37.26969567,0,70.56716418,3,0],["holdout",40,"sma50",6,254,87.26180836,87.26180836,39.70284358,60,5,16.48686385,33.93079526,0,70.56716418,3,0],["holdout",40,"sma50",16,254,85.39852022,85.39852022,39.88352429,60,5,16.25412269,33.66320106,0,70.56716418,3,0],["holdout",20,"none",6,254,44.44694861,44.44694861,49.08328594,42.85714286,7,9.69193001,-12.97865308,0,70.56716418,3,0],["holdout",20,"sma200",6,254,-12.97865308,-12.97865308,17.51516162,0,1,-12.97865308,-12.97865308,0,70.56716418,0,0],["holdout",20,"spy200",6,254,25.11162406,25.11162406,49.08328594,42.85714286,7,6.59402792,-12.97865308,0,70.56716418,3,0],["forward2026",10,"sma50",6,178,-5.54834453,-15.55457565,39.61858995,25,4,-2.12268774,-13.7882485,1,-23.05743243,1,0],["forward2026",10,"sma50",16,178,-6.3945029,-16.22744471,40.03972442,25,4,-2.31824695,-13.96049988,1,-23.05743243,1,0],["forward2026",20,"sma50",6,178,-10.24556672,-15.55457565,42.62144784,25,4,-2.12268774,-13.7882485,1,-23.05743243,1,0]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX&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":[["holdout","own200",false,4,34.83563014,100],["holdout","spy200",true,3,28.10869167,100],["holdout","spy200",false,1,55.01644555,100],["forward2026","own200",true,2,10.20697194,50],["forward2026","own200",false,2,-14.45234742,0],["forward2026","spy200",true,4,-2.12268774,25]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX&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":[["holdout",4,34.83563014,[17.09691476,49.86546556],100,34.83563014,0,0.5,101.99,9.23705483,55.01644555],["forward2026",4,-2.12268774,[-15.07828984,22.49847513],25,34.78997832,14.42690975,0,0,-15.70423226,34.78997832]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX&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":[["holdout",253,-29.99753816,-11.56645803,-26.54048412,4,1,0,-25.79069767,22.09338765],["forward2026",178,-34.18734988,-8.29938242,-30.92071373,2,1,1,-39.15132106,23.62204724]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX&timeframe=1Day&feed=sip&adjustment=all