Notes

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",432,45.55,43.15,35.784,55.52105,2.263305,4.96883644,0.8066348,345649.2,true,41.02339,59.12983,2]]} 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",16,178,119.94165093,110.18064838,11.13297472,83.33333333,6,13.60049563,15.04822445,1,126.32034632,5,0],["forward2026",40,"sma50",6,178,72.75130733,66.63906512,13.70336316,66.66666667,6,9.45491801,13.88459768,1,126.32034632,4,1],["forward2026",40,"sma50",16,178,70.52024289,64.65134436,13.87578414,66.66666667,6,9.2362267,13.65705586,1,126.32034632,4,1],["forward2026",20,"none",6,178,122.81933857,112.71801264,10.95506262,83.33333333,6,13.82792422,15.2785514,1,126.32034632,5,0],["forward2026",20,"sma200",6,178,122.81933857,112.71801264,10.95506262,83.33333333,6,13.82792422,15.2785514,1,126.32034632,5,0],["forward2026",20,"spy200",6,178,133.39090191,122.81032312,8.78712871,100,5,17.44883292,16.60514218,1,126.32034632,5,0]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=BWLP&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",6,421,-25.22730662,-27.73376273,35.41227601,11.11111111,9,-3.18465532,-6.14303461,1,13.77303589,1,1],["holdout",10,"sma50",16,421,-26.63450454,-29.02291918,36.24641948,11.11111111,9,-3.37809272,-6.33056115,1,13.77303589,1,1],["holdout",20,"sma50",6,421,-16.88972991,-20.66820365,32.2132565,14.28571429,7,-2.90572498,-6.14303461,1,13.77303589,1,1],["holdout",20,"sma50",16,421,-18.12700009,-21.77111163,32.95475833,14.28571429,7,-3.09971968,-6.33056115,1,13.77303589,1,1],["holdout",40,"sma50",6,421,-3.20398712,-3.20398712,20.2858631,25,4,-0.27996077,-5.92009646,0,13.77303589,1,0],["holdout",40,"sma50",16,421,-3.97526683,-3.97526683,20.60408313,25,4,-0.47920176,-6.10806843,0,13.77303589,1,0],["holdout",20,"none",6,421,-33.14231979,-36.18189588,46.15207122,10,10,-4.12638094,-6.07039238,1,13.77303589,1,2],["holdout",20,"sma200",6,421,9.94420251,4.94576751,20.46906283,33.33333333,3,2.21687429,-5.53568253,1,13.77303589,1,0],["holdout",20,"spy200",6,421,-33.14231979,-36.18189588,46.15207122,10,10,-4.12638094,-6.07039238,1,13.77303589,1,2],["forward2026",10,"sma50",6,178,105.94321555,93.69017116,18.4030458,62.5,8,9.37419758,13.32390662,1,126.32034632,5,2],["forward2026",10,"sma50",16,178,102.47197051,90.61578576,18.72878206,62.5,8,9.15566755,13.09748505,1,126.32034632,5,2],["forward2026",20,"sma50",6,178,122.81933857,112.71801264,10.95506262,83.33333333,6,13.82792422,15.2785514,1,126.32034632,5,0]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=BWLP&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",true,2,6.3241865,50],["holdout","own200",false,5,-6.59768957,0],["holdout","spy200",true,7,-2.90572498,14.28571429],["forward2026","own200",true,6,13.82792422,83.33333333],["forward2026","spy200",true,5,11.60869402,80],["forward2026","spy200",false,1,24.92407519,100]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=BWLP&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",7,-2.90572498,[-7.08372339,4.35912412],14.28571429,18.18405554,6.4206884,0,0,-8.71837268,18.18405554],["forward2026",6,13.82792422,[5.55962868,20.34814955],83.33333333,17.66339012,5.34940528,0.5,101.99,-5.34940528,24.92407519]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=BWLP&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",420,-13.29887218,-5.34961551,-11.35093085,1,0,0,-15.24906015,18.52713178],["forward2026",178,-10.47865459,-4.6025945,-9.51349459,1,0,0,-10.47865459,5.49295775]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=BWLP&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",599,26.14,25.84,22.0448,17.21485,0.8365,3.20007651,0.33308779,505487.35,true,24.467,31.159,3]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=BWLP&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":[[0,0.11999953,20000,20,3.57058835,-8.64104101,11.41405973,3.155],[0,0.02999988,20000,20,0.88197683,-2.20071571,2.9681861,0],[0.01,0.11999953,20000,20,2.75025592,-9.62294399,12.26271041,4.36],[0.01,0.02999988,20000,20,0.68102337,-2.45808694,3.19355647,0],[0.05,0.11999953,20000,20,-0.24269729,-13.14664014,15.38272677,11.615],[0.05,0.02999988,20000,20,-0.06038226,-3.40933736,4.04640533,0]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&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",20000,60,54.39751,70.04747,66.77,31.21,2.02,1.49686172,-7.00786132,-7.25855625,-9.6988643,15.53665,[{"dollars":25.4975,"p01_account_loss_pct":0.29096479,"prob_account_loss_gt3pct":0},{"dollars":101.99,"p01_account_loss_pct":1.16385915,"prob_account_loss_gt3pct":0.015},{"dollars":58.31,"p01_account_loss_pct":0.66540472,"prob_account_loss_gt3pct":0}]],["pre2024",10,"2ATR6ATR",20000,60,54.39751,70.04747,65.72,32.345,1.935,1.81902085,-7.00786132,-7.19108146,-8.84607471,15.51465,[{"dollars":25.4975,"p01_account_loss_pct":0.2653812,"prob_account_loss_gt3pct":0},{"dollars":101.99,"p01_account_loss_pct":1.0615248,"prob_account_loss_gt3pct":0.005},{"dollars":58.31,"p01_account_loss_pct":0.60689785,"prob_account_loss_gt3pct":0}]],["last252",5,"2ATR6ATR",20000,60,54.39751,70.04747,50.78,46.42,2.8,5.77697924,-7.00786132,-7.00786132,-8.39371315,18.64875,[{"dollars":25.4975,"p01_account_loss_pct":0.25181041,"prob_account_loss_gt3pct":0},{"dollars":101.99,"p01_account_loss_pct":1.00724163,"prob_account_loss_gt3pct":0},{"dollars":58.31,"p01_account_loss_pct":0.57586292,"prob_account_loss_gt3pct":0}]],["last252",10,"2ATR6ATR",20000,60,54.39751,70.04747,50.01,47.86,2.13,6.08463634,-7.00786132,-7.00786132,-7.95668342,17.93735,[{"dollars":25.4975,"p01_account_loss_pct":0.23869957,"prob_account_loss_gt3pct":0},{"dollars":101.99,"p01_account_loss_pct":0.95479827,"prob_account_loss_gt3pct":0},{"dollars":58.31,"p01_account_loss_pct":0.54587986,"prob_account_loss_gt3pct":0}]]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&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",6,178,90.89538353,76.56380112,11.99430225,57.14285714,7,9.38416228,15.06747656,1,153.96341463,4,0],["forward2026",20,"sma200",6,178,90.89538353,76.56380112,11.99430225,57.14285714,7,9.38416228,15.06747656,1,153.96341463,4,0],["forward2026",20,"spy200",6,178,90.89538353,76.56380112,11.99430225,57.14285714,7,9.38416228,15.06747656,1,153.96341463,4,0]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&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,-27.1315263,-27.1315263,41.02970449,20,10,-2.53014895,-7.10644674,0,-32.72135031,2,2],["holdout",40,"sma50",6,502,-8.16694744,-8.16694744,25.35786882,28.57142857,7,-0.45747539,-6.79139849,0,-32.72135031,2,3],["holdout",40,"sma50",16,502,-9.44365376,-9.44365376,25.65584133,28.57142857,7,-0.6563617,-6.9776296,0,-32.72135031,2,3],["holdout",20,"none",6,502,-33.42241124,-33.42241124,47.96070592,16.66666667,12,-2.79527242,-6.86948531,0,-32.72135031,2,2],["holdout",20,"sma200",6,502,-0.74619833,-0.74619833,28.51371671,28.57142857,7,0.69601103,-6.50848358,0,-32.72135031,2,1],["holdout",20,"spy200",6,502,-32.74759667,-32.74759667,47.43324803,16.66666667,12,-2.7171849,-6.67522207,0,-32.72135031,2,2],["forward2026",10,"sma50",6,178,103.8922622,78.43843243,19.09233131,57.14285714,7,9.76708769,15.06747656,1,153.96341463,4,0],["forward2026",10,"sma50",16,178,100.85689948,75.95769736,19.49577992,57.14285714,7,9.54777266,14.83757134,1,153.96341463,4,0],["forward2026",20,"sma50",6,178,90.89538353,76.56380112,11.99430225,57.14285714,7,9.38416228,15.06747656,1,153.96341463,4,0],["forward2026",20,"sma50",16,178,88.05350653,74.10912805,12.4331454,57.14285714,7,9.16561234,14.83757134,1,153.96341463,4,0],["forward2026",40,"sma50",6,178,90.448738,79.74559976,10.23989184,66.66666667,6,11.05710682,17.43304912,1,153.96341463,4,0],["forward2026",40,"sma50",16,178,87.98911316,77.60154033,10.50867945,66.66666667,6,10.83521433,17.19841748,1,153.96341463,4,0]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&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",6,2012,231.09045544,252.59197272,69.23302822,40,50,3.63332769,-6.68811754,1,573.95706764,16,4],["train",10,"sma50",16,2012,199.28386608,219.03837566,70.08255547,38,50,3.42626793,-6.874555,1,573.95706764,16,4],["train",20,"sma50",6,2012,19.91430155,27.70171851,78.36385779,30.6122449,49,1.46796658,-6.8470239,1,573.95706764,13,4],["train",20,"sma50",16,2012,8.61160118,15.7806108,79.04525459,30.6122449,49,1.26523322,-7.03314387,1,573.95706764,13,4],["train",40,"sma50",6,2012,18.813261,26.52917471,58.51713691,30,40,1.51012096,-6.72483711,1,573.95706764,11,3],["train",40,"sma50",16,2012,9.56893971,16.80113935,59.25714916,30,40,1.30730338,-6.91120121,1,573.95706764,11,3],["train",20,"none",6,2012,32.11338556,40.69302958,72.56893835,31.25,48,1.69963686,-6.69357249,1,573.95706764,13,3],["train",20,"sma200",6,2012,29.03271796,37.41229874,70.02123404,30.95238095,42,1.74398539,-6.79780758,1,573.95706764,12,4],["train",20,"spy200",6,2012,58.70390274,69.01037534,65.57444884,32.5,40,2.30811071,-6.61702257,1,573.95706764,11,0],["holdout",10,"sma50",6,502,-15.40047639,-15.40047639,43.80916866,20,10,-0.7718447,-6.62634919,0,-32.72135031,2,1],["holdout",10,"sma50",16,502,-17.07566099,-17.07566099,44.36827738,20,10,-0.9701029,-6.81291007,0,-32.72135031,2,1],["holdout",20,"sma50",6,502,-25.65948388,-25.65948388,40.43704252,20,10,-2.33501397,-6.92047352,0,-32.72135031,2,2]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&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,38,1.19860734,28.94736842],["train","own200",false,11,2.3984803,36.36363636],["train","spy200",true,38,1.01753344,28.94736842],["train","spy200",false,11,3.02400833,36.36363636],["holdout","own200",true,6,-3.75677909,16.66666667],["holdout","own200",false,4,-0.20236628,25],["holdout","spy200",true,8,-1.0339292,25],["holdout","spy200",false,2,-7.53935305,0],["forward2026","own200",true,7,9.38416228,57.14285714],["forward2026","spy200",true,7,9.38416228,57.14285714]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&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",49,1.46796658,[-2.45093178,5.6493674],30.6122449,22.92096059,7.99658961,0.3845,101.99,-13.24156639,32.350518],["holdout",10,-2.33501397,[-8.25146133,5.78663251],20,19.97618952,7.91281484,0,0,-11.02653217,21.0134558],["forward2026",7,9.38416228,[-1.85206565,19.38586369],57.14285714,21.28185386,6.47942649,0.5,101.99,-7.11844519,25.87295816]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&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,-22.27513228,-3.73434732,-8.92869342,2,1,0,-24.77434679,20.80536913],["holdout",502,-10.12514221,-4.06876486,-10.0324908,1,0,0,-13.8225256,12.89308176],["forward2026",178,-5.48817465,-3.73549045,-5.17890595,0,0,0,-8.61127956,12.75670452]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&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",2692,58.31,57.86,47.5036,36.2537,1.956245,3.35490482,0.34295177,568688.85,true,54.39751,70.04747,1]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&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,-10.6772242,-17.59264327,25.8586376,14.28571429,7,-2.23814958,-5.93009833,1,76.90293999,1,0],["forward2026",20,"sma200",6,178,-10.6772242,-17.59264327,25.8586376,14.28571429,7,-2.23814958,-5.93009833,1,76.90293999,1,0],["forward2026",20,"spy200",6,178,-10.6772242,-17.59264327,25.8586376,14.28571429,7,-2.23814958,-5.93009833,1,76.90293999,1,0]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=STNG&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",16,502,5.121106,5.121106,27.08659826,33.33333333,9,1.1746132,-6.02178231,0,-14.33716344,1,2],["holdout",40,"sma50",6,502,-17.26082477,-17.26082477,36.27785897,22.22222222,9,-1.63154011,-6.02080908,0,-14.33716344,1,2],["holdout",40,"sma50",16,502,-18.73680782,-18.73680782,36.78560297,22.22222222,9,-1.82808064,-6.20857983,0,-14.33716344,1,2],["holdout",20,"none",6,502,-0.77760835,-0.77760835,31.99895439,30,10,0.50993372,-5.92722334,0,-14.33716344,1,3],["holdout",20,"sma200",6,502,-4.61001292,-4.61001292,23.7716835,28.57142857,7,-0.17207846,-5.83363759,0,-14.33716344,1,2],["holdout",20,"spy200",6,502,-21.5495229,-21.5495229,39.57279473,20,10,-1.98704882,-5.92722334,0,-14.33716344,1,2],["forward2026",10,"sma50",6,178,8.7173268,-2.86961625,20.74706418,33.33333333,6,0.06981829,-5.91456631,1,76.90293999,1,0],["forward2026",10,"sma50",16,178,7.31325429,-4.0282166,21.06344308,33.33333333,6,-0.13012156,-6.10254934,1,76.90293999,1,0],["forward2026",20,"sma50",6,178,-5.79039394,-13.08415413,25.8586376,16.66666667,6,-1.74664302,-6.22471244,1,76.90293999,1,0],["forward2026",20,"sma50",16,178,-7.0071008,-14.12091241,26.52284336,16.66666667,6,-1.94295358,-6.41207579,1,76.90293999,1,0],["forward2026",40,"sma50",6,178,7.9814221,-0.37855976,20.05982268,25,4,0.67368856,-6.38143446,1,76.90293999,1,0],["forward2026",40,"sma50",16,178,7.01405543,-1.17235274,20.61737117,25,4,0.47254218,-6.56848468,1,76.90293999,1,0]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=STNG&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,-54.5017201,-58.09834572,87.41195504,25.49019608,51,-0.31847233,-8.93912588,1,-3.61363247,13,1],["train",10,"sma50",16,2012,-58.95473799,-62.1615721,88.15686369,25.49019608,51,-0.51763637,-9.12106583,1,-3.61363247,13,1],["train",20,"sma50",6,2012,-34.85390672,-40.00368619,77.55814382,28.57142857,42,-0.08033963,-8.77290135,1,-3.61363247,9,1],["train",20,"sma50",16,2012,-40.16245871,-44.83751885,78.37329801,28.57142857,42,-0.27997946,-8.95517341,1,-3.61363247,9,1],["train",40,"sma50",6,2012,-39.49553662,-39.7819429,73.81959226,29.03225806,31,-0.64170852,-8.18763655,1,-3.61363247,5,0],["train",40,"sma50",16,2012,-43.18967605,-43.40208246,74.92146532,29.03225806,31,-0.84022673,-8.37107798,1,-3.61363247,5,0],["train",20,"none",6,2012,-54.65246714,-58.23717624,83.79344667,27.27272727,44,-0.80035247,-8.93134353,1,-3.61363247,9,1],["train",20,"sma200",6,2012,3.60106099,3.11065097,45.88698669,33.33333333,27,1.18002375,-8.2166313,1,-3.61363247,6,1],["train",20,"spy200",6,2012,-13.84525058,-20.65575812,56.52123091,27.27272727,33,0.46496117,-8.96998271,1,-3.61363247,8,1],["holdout",10,"sma50",6,502,7.30918808,7.30918808,29.39000359,33.33333333,12,1.19009403,-5.57418445,0,-14.33716344,2,2],["holdout",10,"sma50",16,502,4.76442412,4.76442412,30.09258555,33.33333333,12,0.98791587,-5.76284756,0,-14.33716344,2,2],["holdout",20,"sma50",6,502,7.03042025,7.03042025,26.6478023,33.33333333,9,1.37716513,-5.83363759,0,-14.33716344,1,2]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=STNG&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,20,1.69618872,35],["train","own200",false,22,-1.6953654,22.72727273],["train","spy200",true,30,1.45974976,30],["train","spy200",false,12,-3.93056309,25],["holdout","own200",true,7,-0.17207846,28.57142857],["holdout","own200",false,2,6.79951773,50],["holdout","spy200",true,8,-1.00465779,25],["holdout","spy200",false,1,20.4317485,100],["forward2026","own200",true,6,-1.74664302,16.66666667],["forward2026","spy200",true,6,-1.74664302,16.66666667]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=STNG&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",42,-0.08033963,[-4.59924627,4.78847572],28.57142857,23.93251371,9.68548096,0,0,-17.03598023,37.2643616],["holdout",9,1.37716513,[-5.99263103,9.46450355],33.33333333,16.62114664,6.24482562,0.5,101.99,-6.9121708,23.24288961],["forward2026",6,-1.74664302,[-7.33325834,8.37469849],16.66666667,23.17679547,6.73133072,0,0,-8.44435981,23.17679547]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=STNG&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,-10.86956522,-4.00250437,-8.56329759,2,0,0,-22.31121281,18.41948901],["holdout",502,-6.62010325,-3.37043443,-6.09799768,0,0,0,-9.42492013,10.98000656],["forward2026",178,-2.98858902,-2.27911718,-2.96071359,0,0,0,-7.98232288,9.39236754]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=STNG&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",2692,87.85,85.73,78.8874,71.41215,2.284605,2.60057484,0.25487675,810719.15,true,83.28079,101.55763,1]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=STNG&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",6,178,85.9214998,65.43208533,31.14996874,66.66666667,6,9.55467192,13.05090201,1,174.28262047,3,0],["forward2026",20,"sma200",6,178,85.9214998,65.43208533,31.14996874,66.66666667,6,9.55467192,13.05090201,1,174.28262047,3,0],["forward2026",20,"spy200",6,178,103.11169729,80.72784307,24.7841335,80,5,13.15829046,17.94215912,1,174.28262047,3,0]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FRO&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,-12.70193921,-12.70193921,42.08811656,36.36363636,11,-0.68369587,-6.06439528,0,22.81835811,1,1],["holdout",40,"sma50",6,502,-14.89097941,-14.89097941,41.08553595,33.33333333,9,-1.27054734,-5.80922619,0,22.81835811,1,1],["holdout",40,"sma50",16,502,-16.4092381,-16.4092381,41.6717453,33.33333333,9,-1.46780913,-5.99741968,0,22.81835811,1,1],["holdout",20,"none",6,502,17.50338408,17.50338408,23.26410971,45.45454545,11,2.18636367,-5.61462914,0,22.81835811,2,1],["holdout",20,"sma200",6,502,-7.34614893,-7.34614893,30.18175634,37.5,8,-0.49319504,-5.74548251,0,22.81835811,1,1],["holdout",20,"spy200",6,502,2.32868988,2.32868988,23.26410971,40,10,0.86245483,-5.74548251,0,22.81835811,2,1],["forward2026",10,"sma50",6,178,92.32682365,82.37566979,24.47476339,66.66666667,6,11.43597713,18.69482985,1,174.28262047,3,1],["forward2026",10,"sma50",16,178,89.84294353,80.20023809,24.62566308,66.66666667,6,11.21332766,18.45767716,1,174.28262047,3,1],["forward2026",20,"sma50",6,178,85.9214998,65.43208533,31.14996874,66.66666667,6,9.55467192,13.05090201,1,174.28262047,3,0],["forward2026",20,"sma50",16,178,83.52034374,63.45876179,31.4248191,66.66666667,6,9.33578131,12.82502591,1,174.28262047,3,0],["forward2026",40,"sma50",6,178,21.90000551,2.95246669,27.62930219,33.33333333,6,1.14792398,-6.7912406,1,174.28262047,2,1],["forward2026",40,"sma50",16,178,20.32568013,1.72441879,28.2059587,33.33333333,6,0.94583007,-6.97747202,1,174.28262047,2,1]]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FRO&timeframe=1Day&feed=sip&adjustment=all