Notes

A news scan found the following data: a set of correlations for TEN, measured from September 13 using 2020 to September 11 bars, with the following results: the correlation with FRO is 0.8225, with STNG is 0.7525, and with XLE is 0.1422. The beta, which measures volatility, for FRO is 0.6988 and for SPY is -0.0197. The R2, which measures how well the model fits the data, is 0.6765. The intercept, which is a statistical term, is 14.8509 basis points. This data was generated using a seed of 91306, with 3 simulation blocks and 31 training periods, resulting in 20 trades. The stress assumption is a 5% chance of a 30% loss per trade, but this was not measured for frequency. The regime cuts are based on the median of the training data. The ordinary least squares, or OLS, contemporaneous attribution is not causal or forecast. The costs include a 1 basis point fee and a 5 basis point slip per side. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: a set of correlations, which measure how closely two things are related, for TEN, with values of 0.8357564421295547 for TEN_FRO, 0.754700052283715 for TEN_STNG, and 0.3498227220627995 for TEN_XLE. This data also includes a statistical method called Ordinary Least Squares, or OLS, with beta values of 0.7060381506672969 for OLS_FRO and 0.21146573065511814 for OLS_SPY, and an R2 value of 0.7057096231147141, which measures how well a model fits the data. The intercept, or starting point, for daily basis points is 2.067818458416578. This data was measured on September 13 using bars from 2020 to September 11, with a simulation using 3 blocks for training and 31 trades, and assuming a 5% chance of a 30% loss per trade, although the frequency of such losses was not measured. The regime cuts, or divisions, were based on the median of the training data. The OLS contemporaneous attribution, which assigns value to different factors, is not causal or forecast, meaning it does not show cause and effect or predict the future. The costs included a 1 basis point fee and a 5 basis point slip per side, which refers to the difference between the expected and actual price of a trade. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: a set of correlations for TEN, which is a stock ticker, with other stocks, including FRO and XLE, were measured on September 13 using data from 2020 to September 11. The correlations are as follows: TEN and FRO have a correlation of 0.6726325840942049, TEN and STNG have a correlation of 0.6422773384642388, and TEN and XLE have a correlation of 0.42545450967504383. The beta, which is a measure of volatility, for TEN and FRO is 0.6671351275878528, and for TEN and SPY, a stock market index, it is 0.2680459506878608. The R-squared value, which measures how well a model fits the data, is 0.4606909099821537. The intercept, which is a statistical term, is -4.788880990800827 basis points, or 0.0479%, per day. This data was used to train a model, with 3 blocks of simulated data and 31 training periods, and 20 trades. The model assumes a 5% chance of a 30% loss per trade, but this is not measured for frequency. The regime, or market condition, is determined by the median of the training data. The ordinary least squares, or OLS, method is used for contemporaneous attribution, but it is not causal or forecastable. The costs include a 1 basis point fee and a 5 basis point slip per side, which is a measure of the difference between the expected and actual price of a trade. https://runway.adityaperswal.workers.dev/data/stock-bars

The automated trading fund manager made the following notes about the TEN R91306 payoff of 0.0015. The entry price for all-in is 47.976647185000004, the stop price is 45.41285, and the target price is 55.36145. The net risk-reward ratio is 2.767444941869074. The net risk percentage is 5.4952796574263205 and the net reward percentage is 15.207883892100492. The maximum reference entry net 3R is 47.746964879148635 and the target needed net 3R is 55.97555247183958. This data is from seed 91306, measured on September 13 using 2020 to September 11 bars. The simulation used 3 blocks for training and 31 for testing, with 20 trades. There is a stress assumption of a 5 percent chance of a 30 percent loss per trade, but the frequency of this loss is not measured. Regime cuts are made from the training median. The ordinary least squares contemporaneous attribution is not causal or forecast, meaning it does not show cause and effect or predict the future. Costs include a 1 basis point fee and a 5 basis point slip per side, which is a type of trading cost known as a liquidity cost. https://runway.adityaperswal.workers.dev/data/stock-bars

The automated trading fund manager made the following decisions for TEN R91306 with a payoff of 0.0005. The entry price is 47.928742395, the stop loss is 45.41285, and the target price is 55.36145. The net risk reward ratio is 2.9095920020952883, the net risk percentage is 5.306080876060705, and the net reward percentage is 15.43853047945699. The maximum reference entry net 3R is 47.84255447019017 and the target needed net 3R is 55.59150802331105. This information is based on seed 91306, measured on September 13 using 2020 to September 11 bars. The simulation used 3 blocks for training and 31 for testing, with 20 trades. A stress assumption of a 5% chance of a 30% loss per trade was made, but the frequency of such losses was not measured. Regime cuts were made from the training median. An ordinary least squares contemporaneous attribution was used, but it is not causal or a forecast. Costs include a 1 basis point fee and a 5 basis point slip per side. https://runway.adityaperswal.workers.dev/data/stock-bars

The automated trading fund manager made a decision about the TEN R91306 exit odds holdout. The decision was based on the following numbers: the target percentage is 18.181818181818183%, the stop percentage is 54.54545454545454%, the time percentage is 27.27272727272727%, and the partial percentage is 27.27272727272727%. The holding days are 3, 8, and 40 days for the 10th, 50th, and 90th percentiles. This was measured on September 13 using 2020 to September 11 bars. The simulation used 3 blocks for training and 31 trades, with a stress assumption of a 5% chance of a 30% loss per trade, which is not measured for frequency. The regime cuts are based on the training median. A method called Ordinary Least Squares, or OLS, was used for contemporaneous attribution, but it is not causal or forecast. The costs include a 1 basis point fee and a 5 basis point slip per side. https://runway.adityaperswal.workers.dev/data/stock-bars

A trading model called TEN R91306 was trained to predict stock performance. The model has a 22.58% target return and a 67.74% stop loss, meaning it aims to make 22.58% return before selling and will sell if the stock price drops 67.74%. The model also has a time stop of 9.68% and a partial sale at 32.26% return. The model was trained on 31 days of data and tested on 20 trades from September 11, 2020, to September 13, using 3 blocks of data for simulation. The model assumes a 5% chance of a 30% loss per trade, but this was not measured. The regime, or market condition, is determined by the median of the training data. The model uses a method called OLS to attribute performance, but this is not meant to show cause or predict future results. The model also accounts for costs of 1 basis point fee and 5 basis points for buying and selling. https://runway.adityaperswal.workers.dev/data/stock-bars

A trading fund manager analyzed data and found the following results: the threshold is 0.0966, the number of items, or N, is 6, the average percentage change, or mean percentage, is 0.4102, and the percentage of winning trades, or win percentage, is 33.33. This analysis used a seed number of 91306 and measured data from September 13 using 2020 to September 11 bars. The simulation was divided into 3 blocks for training and had 31 trades, with 20 trades per block. The stress assumption is a 5 percent chance of a 30 percent loss per trade, but the frequency of this loss was not measured. The regime cuts were made from the median of the training data. A statistical method called ordinary least squares, or OLS, was used to analyze contemporaneous attribution, but it does not show cause or forecast. The costs included a 1 basis point fee and a 5 basis point slip per side. https://runway.adityaperswal.workers.dev/data/stock-bars

A trading fund manager analyzed data for the TEN R91306 regimes. The analysis had a threshold of 0.0966, meaning that only trades with a certain level of confidence were considered. The manager looked at 5 data points, with an average gain of 3.70%. The strategy was successful 60% of the time. This analysis was done on September 13, using data from 2020 to September 11. The manager simulated the strategy in blocks of 3, using 31 training sessions and making 20 trades. The manager assumed a 5% chance of a 30% loss per trade, but did not measure how often this actually happened. The regime, or set of rules, was determined by the median of the training data. The manager used a statistical method called ordinary least squares, or OLS, to understand how different factors affected the trades, but noted that this method does not show cause and effect or predict the future. The manager also accounted for costs, including a 1 basis point fee and a 5 basis point loss due to the difference between the expected and actual price of a trade, on both the buy and sell side. https://runway.adityaperswal.workers.dev/data/stock-bars

A trading fund manager analyzed data and found the following results for TEN R91306 regimes with holdout_vol set to True. The threshold was 0.5122589422166477, the number of regimes was 2, the mean percentage was 12.032435991096301, and the win percentage was 100. This was calculated using seed 91306, measured on September 13, using data from 2020 to September 11. The simulation was run in blocks of 3, with 31 trades for training and 20 trades for testing, assuming a 5 percent chance of a 30 percent loss per trade, although the actual frequency of such losses was not measured. Regime cuts were made based on the median of the training data. The ordinary least squares, or OLS, method was used for contemporaneous attribution, but this does not imply causation or forecasting. The costs included a 1 basis point fee and a 5 basis point slip per side. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'TEN R91306 regimes holdout_vol_False'. The details are as follows: the threshold is 0.5122589422166477, the number of items, referred to as N, is 9, the mean percentage is -0.34380780423858776, and the win percentage is 33.33333333333333. This information is based on seed 91306, measured on September 13 using 2020 to September 11 bars. The simulation blocks are 3 for training and 31, with 20 trades. There is a stress assumption of a 5 percent chance per trade of a 30 percent loss, but the frequency of this loss is not measured. Regime cuts are determined from the training median. A method called OLS, or ordinary least squares, is used for contemporaneous attribution, but it does not show cause or forecast. The costs include a 1 basis point fee and a 5 basis point slip per side. https://runway.adityaperswal.workers.dev/data/stock-bars

A trading fund manager used a computer program to test 16 different trading strategies, called regimes, from September 13, 2020, to September 11, using past data from 2020. The program found that the average gain from these trades was 0.5700819775972837 percent and that 37.5 percent of the trades were winners. The test assumed that there was a 5 percent chance of a 30 percent loss on each trade, but this was not based on actual measurements. The program also used a method called ordinary least squares, or OLS, to analyze the results, but this method does not show cause and effect or predict future results. The costs of making these trades were 1 basis point fee plus 5 basis points for the difference between the expected and actual price of the trade, which is called a lip. The program used a seed number, 91306, to start the test and divided the data into blocks for training and testing. The training data was used to find the median, or middle value, of the results, which was used to decide when to switch between regimes. The test was run with 3 blocks for testing and 31 blocks for training, and it made 20 trades. The threshold for making a trade was 0.09656747131729038. https://runway.adityaperswal.workers.dev/data/stock-bars

A trading fund manager used a computer program to analyze data. The program found that the average gain was 3.758462744582998 percent. It also found that 46.666666666666664 percent of trades were winners. This analysis used 15 pieces of data, with a threshold of 0.09656747131729038. The analysis was done on September 13, using data from 2020 to September 11. The program simulated the market in blocks of 3, using 31 days of training data and 20 trades. It assumed a 5 percent chance of a 30 percent loss per trade, but did not measure how often this happened. The program used a method called ordinary least squares, or OLS, to understand how things are related at the same time, but this does not mean it can predict the future. The program also accounted for costs, including a 1 basis point fee and a 5 basis point difference between the expected and actual price of a trade, on both the buy and sell side. https://runway.adityaperswal.workers.dev/data/stock-bars

A trading fund manager used a computer program to test 16 different trading strategies, called regimes, from September 13, 2020, to September 11, using a type of analysis called backtesting, which looks at how well a strategy would have worked in the past. The program found that the average gain from these strategies was 1.3055318611701088 percent, and 37.5 percent of the trades were winning trades. The program also assumed that there was a 5 percent chance of a 30 percent loss on each trade, but this assumption was not based on actual measurements of how often this happened. The program used a statistical method called ordinary least squares, or OLS, to try to understand what was driving the results, but this method does not necessarily show cause and effect or predict what will happen in the future. The program also took into account costs of 1 basis point fee plus 5 basis points for the difference between the expected price and the actual price of a trade, which is known as slippage. The results were based on a random seed number, 91306, and were measured on September 13. https://runway.adityaperswal.workers.dev/data/stock-bars

A trading fund manager used a computer program to analyze data. The program found the following results: the threshold was 0.5122589422166477, the number of items, or N, was 15, the average percentage change, or mean percentage, was 2.973982868771984, and the percentage of winning trades, or win percentage, was 46.666666666666664. This analysis was done using a seed, or starting point, called seed91306, and was measured on September 13 using data from 2020 to September 11. The analysis was divided into blocks, with 3 blocks for simulation and 31 for training, and it included 20 trades. The program also assumed a 5 percent chance of a 30 percent loss per trade, but this was not measured for frequency. The regime, or set of rules, was determined by the median of the training data. The program used a statistical method called ordinary least squares, or OLS, to analyze the data, but this method does not show cause and effect or make predictions. The costs included a 1 basis point fee and a 5 basis point slip, or difference between expected and actual price, per trade, on both the buying and selling side. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: a set of 20000 simulations, called TEN R91306, with 20 trades per simulation, and 20 percent of the account allocated. The returns were -19.066238783275228 percent at the 5th percentile, 0.9529220321631393 percent at the 50th percentile, and 26.08241354329955 percent at the 95th percentile. The chance of loss was 47.435 percent, and the maximum drawdown at the 95th percentile was 23.511631713437353 percent. This was measured on September 13 using data from 2020 to September 11. The simulations were divided into blocks of 3 for testing and 31 for training, with 20 trades each. A stress test assumed a 5 percent chance of a 30 percent loss per trade, but this frequency was not measured. Regime cuts were based on the median of the training data. A note says that the ordinary least squares, or OLS, method was used for contemporaneous attribution, which means analyzing data from the same time period, but this is not causal, meaning it does not show cause and effect, and not forecast, meaning it does not predict the future. The costs included a 1 basis point fee and a 5 basis point slip per side, which is a type of trading cost, with basis point meaning one hundredth of a percent. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: {"paths":20000,"trades_per_path":20,"account_allocation_pct":20,"P05_P50_P95_return_pct":["-11.51%","7.50%","32.29%"],"loss_odds_pct":"27.47%","DD95_pct":"17.19%"}; this is a set of results from a simulation with a seed of 91306, measured on September 13 using data from 2020 to September 11. The simulation was run in blocks of 3, with 31 used for training and 20 trades. A stress assumption of a 5% chance of a 30% loss per trade was used, but the frequency of this loss was not measured. Regime cuts were made based on the median of the training data. The results include an ordinary least squares, or OLS, contemporaneous attribution, which is not meant to show cause or forecast. Costs included a 1 basis point fee and a 5 basis point slip per side. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: a simulation with 20000 paths and 20 trades per path was run. The account allocation percentage was 10 percent. The return percentages at the 5th, 50th, and 95th percentiles were -9.943132964173449 percent, 0.6930253872807657 percent, and 12.595325047676994 percent respectively. The loss odds percentage was 46.105000000000004 percent and the maximum drawdown at the 95th percentile was 12.53507211822804 percent. This simulation was run with a seed of 91306 and was measured from September 13 using bars from 2020 to September 11. The simulation was divided into blocks of 3 for testing and 31 for training, with 20 trades. A stress assumption of a 5 percent chance of a 30 percent loss per trade was made, but the frequency of this loss was not measured. Regime cuts were made from the median of the training data. A note states that the ordinary least squares contemporaneous attribution is not causal or forecastable. The costs included a 1 basis point fee and a 5 basis point slip per side. https://runway.adityaperswal.workers.dev/data/stock-bars

A simulation called TEN R91306 was run with the following settings: 20,000 paths and 20 trades per path, with 10 percent of the account allocated. The results showed a range of possible returns, with the 5th percentile at -5.711127902746189 percent, the 50th percentile at 3.950341397744628 percent, and the 95th percentile at 15.410335063319675 percent. The chance of loss was 25.735000000000003 percent, and the maximum possible drawdown at the 95th percentile was 8.893082105369707 percent. This simulation, seeded with 91306, was measured on September 13 using data from 2020 to September 11. It was divided into blocks of 3 for simulation and 31 for training, with 20 trades. A stress test assumed a 5 percent chance of a 30 percent loss per trade, though the frequency of such losses was not measured. Regime cuts were made based on the median of the training data. A method called ordinary least squares, or OLS, was used to attribute results, but it does not show cause or forecast. Each trade had a cost of 1 basis point fee plus 5 basis points for the difference between the expected price and the actual price, known as the slip, on each side of the trade. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following simulation results: the simulations used 20,000 paths and 20 trades per path, with an account allocation of 2.5%. The returns were -2.516427563407808% at the 5th percentile, 0.21916587257919673% at the 50th percentile, and 3.0565902789042814% at the 95th percentile. The loss odds were 44.84%. The maximum drawdown at the 95th percentile was 3.2228983780692047%. These results were measured on September 13 using data from 2020 to September 11, with 3 simulation blocks and 31 training blocks, and 20 trades. The stress assumption was a 5% chance of a 30% loss per trade, but the frequency of this event was not measured. Regime cuts were based on the median of the training data. The ordinary least squares contemporaneous attribution is not causal or a forecast. Costs included a 1 basis point fee and a 5 basis point liquidity cost per side. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following simulation results: the simulation used 20,000 paths and 20 trades per path, with 2.5% of the account allocated. The returns were -1.4457% at the 5th percentile, 1.0275% at the 50th percentile, and 3.6537% at the 95th percentile. The chance of loss was 25.385%. The maximum drawdown at the 95th percentile was 2.2922%. The simulation was run using data from September 11, 2020, to September 13, and was measured on September 13. The simulation used 3 blocks for testing and 31 for training, with 20 trades. It assumed a 5% chance of a 30% loss per trade, but this was not measured for frequency. The regime cuts were based on the median of the training data. The ordinary least squares, or OLS, method was used for contemporaneous attribution, but this is not causal or forecastable. The costs included a 1 basis point fee and a 5 basis point slip per side. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: {"p":0.41935483870967744,"avg_win_pct":18.36466527150062,"avg_loss_pct":9.62457753995592,"b":1.9081009213402553,"halfKelly_risk":0.05752478560356006,"full_USD":85.099,"quarter_USD":21.27475,"shares":0.44414926931106474,"total_loss_account_pct":2.5,"stop_loss_USD":1.1046658551670148,"gap30_loss_USD":6.3824250000000005}; this is from seed91306, which is a type of data seed, and is related to manager cron primary, which is a type of automated trading manager, and train2020–24, which refers to a training period, and knownholdout2025–Sep11, which refers to a holdout period, a period of time used for testing. The data was measured on September 13. The estimates are statistical and based on simulations, and are conditional on the current sample, meaning they are based on current data, and are not probability forecasts, meaning they do not predict the likelihood of future events. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: a quant holdout, which is a portion of data held back from training, with the following statistics: the mean percentage is 1.906418340367756, the quantiles percentages are -7.107901503071151, -5.564518426131915, and 15.266446881342667. The IID mean confidence interval 95 percentages are -3.5057780922548765 and 7.708049313991934, and the block 3 mean confidence interval 95 percentages are -1.6346331303347812 and 6.012299717257877. This data is from seed 91306, and the manager is the primary cron manager, trained from 2020 to 2024, with a known holdout from 2025 to September 11. The data was measured on September 13. These estimates are based on statistical and simulation methods, and are conditional on the current sample, but are not probability forecasts. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the quant train has 31 data points, with a mean percentage of 2.1128468648484358. The quantiles percentage are -13.885557042347358, -7.312792708207628, and 30.214312903169414. The IID mean confidence interval 95 percentage is between -3.115922698985478 and 7.6962043952506445. The block 3 mean confidence interval 95 percentage is between -2.617689925715047 and 6.994971836156734. This is based on seed 91306, with a manager cron primary, and a training period from 2020 to 2024, and a known holdout period from 2025 to September 11. The data was measured on September 13. These are statistical and simulation estimates, conditional on the current sample, and are not probability forecasts. https://runway.adityaperswal.workers.dev/data/stock-bars

A trading plan for SOL/USD, which is a pair of the Solana cryptocurrency and the US dollar, was completed on September 12 and retrieved on September 13. The plan's details include a closing price of 101.7655 and an entry point of 101.86726549999999. The average true range, or ATR, which is a measure of price volatility, is 5.457558567074999 over 20 days. The risk fraction, which is the amount of risk taken, is 0.10715038909285338. The stop loss, which is the price at which to sell to limit losses, is 90.95214836585. The gross 3R target, which is a profit goal, is 134.61261690245, and the net 3R target, which is the profit goal after fees, is 137.06755180090053. This represents a potential gain of 34.55505174122941 percent. The potential loss if the stop loss is reached is 11.249744778048354 percent. The simple moving average over 200 days, or SMA200, is 83.0413278153425. The current trend is positive. The net 3R target and gross 3R target are different because the quarter's policy requires a larger target after fees. No orders or actual levels were adopted. https://runway.adityaperswal.workers.dev/data/crypto-bars