SFIX R91306 mc row4 = 7
Convex events2026-09-13 06:09
{"phase":"all","block":1,"sample":7,"paths":20000,"opportunities":20,"cash_percentiles":[88.06816788504017,145.410063993077,202.75196010111372],"loss_probability_pct":10.63,"median_dd_pct":14.330343068413065,"cash_below_ticket_pct":0.075,"mean_tickets":19.99815,"p95_loss_streak":6} Descriptive trade-mark replay,not executable validation. vectorbt return/DD onecontract per event,$1000initial; normalized reinvest permits fractionalcontracts unavailable live. MC25USDconstant all-in exposure scales empirical costed returns, NOT quoted20premium+5cost; block3 circularbootstrap. Known-calendar holdout is not independent discovery. Near-zero floating returns may affect lossstreak; do not use streak figure.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306
SFIX R91306 mc row3 = 1
Convex events2026-09-13 06:09
{"phase":"holdout_known_calendar","block":3,"sample":1,"paths":20000,"opportunities":20,"cash_percentiles":[272.05464052287596,272.05464052287596,272.05464052287596],"loss_probability_pct":0,"median_dd_pct":0,"cash_below_ticket_pct":0,"mean_tickets":20,"p95_loss_streak":0} Descriptive trade-mark replay,not executable validation. vectorbt return/DD onecontract per event,$1000initial; normalized reinvest permits fractionalcontracts unavailable live. MC25USDconstant all-in exposure scales empirical costed returns, NOT quoted20premium+5cost; block3 circularbootstrap. Known-calendar holdout is not independent discovery. Near-zero floating returns may affect lossstreak; do not use streak figure.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306
SFIX R91306 mc row2 = 1
Convex events2026-09-13 06:09
{"phase":"holdout_known_calendar","block":1,"sample":1,"paths":20000,"opportunities":20,"cash_percentiles":[272.05464052287596,272.05464052287596,272.05464052287596],"loss_probability_pct":0,"median_dd_pct":0,"cash_below_ticket_pct":0,"mean_tickets":20,"p95_loss_streak":0} Descriptive trade-mark replay,not executable validation. vectorbt return/DD onecontract per event,$1000initial; normalized reinvest permits fractionalcontracts unavailable live. MC25USDconstant all-in exposure scales empirical costed returns, NOT quoted20premium+5cost; block3 circularbootstrap. Known-calendar holdout is not independent discovery. Near-zero floating returns may affect lossstreak; do not use streak figure.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306
SFIX R91306 mc row1 = 6
Convex events2026-09-13 06:09
{"phase":"train","block":3,"sample":6,"paths":20000,"opportunities":20,"cash_percentiles":[85.3604181184669,123.58341463414632,165.36041811846695],"loss_probability_pct":18.56,"median_dd_pct":15.595722767273468,"cash_below_ticket_pct":0,"mean_tickets":20,"p95_loss_streak":4} Descriptive trade-mark replay,not executable validation. vectorbt return/DD onecontract per event,$1000initial; normalized reinvest permits fractionalcontracts unavailable live. MC25USDconstant all-in exposure scales empirical costed returns, NOT quoted20premium+5cost; block3 circularbootstrap. Known-calendar holdout is not independent discovery. Near-zero floating returns may affect lossstreak; do not use streak figure.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306
SFIX R91306 mc row0 = 6
Convex events2026-09-13 06:09
{"phase":"train","block":1,"sample":6,"paths":20000,"opportunities":20,"cash_percentiles":[66.44055749128917,123.58341463414632,185.01198606271785],"loss_probability_pct":26.790000000000003,"median_dd_pct":19.58480219349784,"cash_below_ticket_pct":0.305,"mean_tickets":19.98885,"p95_loss_streak":7} Descriptive trade-mark replay,not executable validation. vectorbt return/DD onecontract per event,$1000initial; normalized reinvest permits fractionalcontracts unavailable live. MC25USDconstant all-in exposure scales empirical costed returns, NOT quoted20premium+5cost; block3 circularbootstrap. Known-calendar holdout is not independent discovery. Near-zero floating returns may affect lossstreak; do not use streak figure.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306
SFIX R91306 regimes row4 = 4
Convex events2026-09-13 06:09
{"group":"RSI_ge50","sample":4,"return":-2.4,"drawdown":2.6433915211969694,"win_rate":0,"mean_ticket_return_pct":-14.634146341463413,"normalized_reinvest_return_pct":-51.1219512195122,"normalized_drawdown_pct":51.1219512195122,"close_4x_hits":0,"close_half_hits":0,"normal_affordable":1} Descriptive trade-mark replay,not executable validation. vectorbt return/DD onecontract per event,$1000initial; normalized reinvest permits fractionalcontracts unavailable live. MC25USDconstant all-in exposure scales empirical costed returns, NOT quoted20premium+5cost; block3 circularbootstrap. Known-calendar holdout is not independent discovery. Near-zero floating returns may affect lossstreak; do not use streak figure.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306
SFIX R91306 regimes row3 = 2
Convex events2026-09-13 06:09
{"group":"RSI_lt50","sample":2,"return":1.5,"drawdown":0.296589223924848,"win_rate":100,"mean_ticket_return_pct":42.85714285714286,"normalized_reinvest_return_pct":100.08163265306122,"normalized_drawdown_pct":0,"close_4x_hits":0,"close_half_hits":0,"normal_affordable":2} Descriptive trade-mark replay,not executable validation. vectorbt return/DD onecontract per event,$1000initial; normalized reinvest permits fractionalcontracts unavailable live. MC25USDconstant all-in exposure scales empirical costed returns, NOT quoted20premium+5cost; block3 circularbootstrap. Known-calendar holdout is not independent discovery. Near-zero floating returns may affect lossstreak; do not use streak figure.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306
SFIX R91306 regimes row2 = 2
Convex events2026-09-13 06:09
{"group":"below50","sample":2,"return":1.5,"drawdown":0.296589223924848,"win_rate":100,"mean_ticket_return_pct":42.85714285714286,"normalized_reinvest_return_pct":100.08163265306122,"normalized_drawdown_pct":0,"close_4x_hits":0,"close_half_hits":0,"normal_affordable":2} Descriptive trade-mark replay,not executable validation. vectorbt return/DD onecontract per event,$1000initial; normalized reinvest permits fractionalcontracts unavailable live. MC25USDconstant all-in exposure scales empirical costed returns, NOT quoted20premium+5cost; block3 circularbootstrap. Known-calendar holdout is not independent discovery. Near-zero floating returns may affect lossstreak; do not use streak figure.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306
SFIX R91306 regimes row1 = 4
Convex events2026-09-13 06:09
{"group":"above50","sample":4,"return":-2.4,"drawdown":2.6433915211969694,"win_rate":0,"mean_ticket_return_pct":-14.634146341463413,"normalized_reinvest_return_pct":-51.1219512195122,"normalized_drawdown_pct":51.1219512195122,"close_4x_hits":0,"close_half_hits":0,"normal_affordable":1} Descriptive trade-mark replay,not executable validation. vectorbt return/DD onecontract per event,$1000initial; normalized reinvest permits fractionalcontracts unavailable live. MC25USDconstant all-in exposure scales empirical costed returns, NOT quoted20premium+5cost; block3 circularbootstrap. Known-calendar holdout is not independent discovery. Near-zero floating returns may affect lossstreak; do not use streak figure.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306
SFIX R91306 regimes row0 = 6
Convex events2026-09-13 06:09
{"group":"all","sample":6,"return":-0.8999999999999999,"drawdown":2.8613714849531235,"win_rate":33.33333333333333,"mean_ticket_return_pct":4.529616724738678,"normalized_reinvest_return_pct":-2.2040019910403164,"normalized_drawdown_pct":51.1219512195122,"close_4x_hits":0,"close_half_hits":0,"normal_affordable":3} Descriptive trade-mark replay,not executable validation. vectorbt return/DD onecontract per event,$1000initial; normalized reinvest permits fractionalcontracts unavailable live. MC25USDconstant all-in exposure scales empirical costed returns, NOT quoted20premium+5cost; block3 circularbootstrap. Known-calendar holdout is not independent discovery. Near-zero floating returns may affect lossstreak; do not use streak figure.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306
SFIX R91306 grid row17 = 6
Convex events2026-09-13 06:09
{"lag":5,"phase":"train_common","cost":0.1,"sample":6,"return":-4.3,"drawdown":4.985044865403776,"win_rate":0,"mean_ticket_return_pct":-21.175947114162224,"normalized_reinvest_return_pct":-87.24007561436673,"normalized_drawdown_pct":87.24007561436673,"close_4x_hits":0,"close_half_hits":0,"normal_affordable":4} Descriptive trade-mark replay,not executable validation. vectorbt return/DD onecontract per event,$1000initial; normalized reinvest permits fractionalcontracts unavailable live. MC25USDconstant all-in exposure scales empirical costed returns, NOT quoted20premium+5cost; block3 circularbootstrap. Known-calendar holdout is not independent discovery. Near-zero floating returns may affect lossstreak; do not use streak figure.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306
SFIX R91306 grid row16 = 6
Convex events2026-09-13 06:09
{"lag":5,"phase":"train_common","cost":0.05,"sample":6,"return":-1.3,"drawdown":2.486325211337659,"win_rate":50,"mean_ticket_return_pct":-5.645198718054145,"normalized_reinvest_return_pct":-52.86987615940042,"normalized_drawdown_pct":63.41463414634146,"close_4x_hits":0,"close_half_hits":0,"normal_affordable":4} Descriptive trade-mark replay,not executable validation. vectorbt return/DD onecontract per event,$1000initial; normalized reinvest permits fractionalcontracts unavailable live. MC25USDconstant all-in exposure scales empirical costed returns, NOT quoted20premium+5cost; block3 circularbootstrap. Known-calendar holdout is not independent discovery. Near-zero floating returns may affect lossstreak; do not use streak figure.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306
SFIX R91306 grid row15 = 1
Convex events2026-09-13 06:09
{"lag":5,"phase":"holdout_known_calendar","cost":0.1,"sample":1,"return":1.6,"drawdown":1.0000000000000009,"win_rate":100,"mean_ticket_return_pct":19.047619047619047,"normalized_reinvest_return_pct":19.047619047619047,"normalized_drawdown_pct":0,"close_4x_hits":0,"close_half_hits":0,"normal_affordable":0} Descriptive trade-mark replay,not executable validation. vectorbt return/DD onecontract per event,$1000initial; normalized reinvest permits fractionalcontracts unavailable live. MC25USDconstant all-in exposure scales empirical costed returns, NOT quoted20premium+5cost; block3 circularbootstrap. Known-calendar holdout is not independent discovery. Near-zero floating returns may affect lossstreak; do not use streak figure.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306
SFIX R91306 grid row14 = 1
Convex events2026-09-13 06:09
{"lag":5,"phase":"holdout_known_calendar","cost":0.05,"sample":1,"return":2.1,"drawdown":0.9975062344139696,"win_rate":100,"mean_ticket_return_pct":25.766871165644172,"normalized_reinvest_return_pct":25.76687116564418,"normalized_drawdown_pct":0,"close_4x_hits":0,"close_half_hits":0,"normal_affordable":0} Descriptive trade-mark replay,not executable validation. vectorbt return/DD onecontract per event,$1000initial; normalized reinvest permits fractionalcontracts unavailable live. MC25USDconstant all-in exposure scales empirical costed returns, NOT quoted20premium+5cost; block3 circularbootstrap. Known-calendar holdout is not independent discovery. Near-zero floating returns may affect lossstreak; do not use streak figure.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306
SFIX R91306 grid row13 = 7
Convex events2026-09-13 06:09
{"lag":5,"phase":"train","cost":0.1,"sample":7,"return":-5.5,"drawdown":6.181455633100685,"win_rate":0,"mean_ticket_return_pct":-23.04877099581251,"normalized_reinvest_return_pct":-91.61490683229813,"normalized_drawdown_pct":91.61490683229813,"close_4x_hits":0,"close_half_hits":0,"normal_affordable":4} Descriptive trade-mark replay,not executable validation. vectorbt return/DD onecontract per event,$1000initial; normalized reinvest permits fractionalcontracts unavailable live. MC25USDconstant all-in exposure scales empirical costed returns, NOT quoted20premium+5cost; block3 circularbootstrap. Known-calendar holdout is not independent discovery. Near-zero floating returns may affect lossstreak; do not use streak figure.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306
SFIX R91306 grid row12 = 7
Convex events2026-09-13 06:09
{"lag":5,"phase":"train","cost":0.05,"sample":7,"return":-2,"drawdown":3.182496270512214,"win_rate":42.857142857142854,"mean_ticket_return_pct":-7.9156648352552,"normalized_reinvest_return_pct":-63.020979755837246,"normalized_drawdown_pct":70.92673520583371,"close_4x_hits":0,"close_half_hits":0,"normal_affordable":4} Descriptive trade-mark replay,not executable validation. vectorbt return/DD onecontract per event,$1000initial; normalized reinvest permits fractionalcontracts unavailable live. MC25USDconstant all-in exposure scales empirical costed returns, NOT quoted20premium+5cost; block3 circularbootstrap. Known-calendar holdout is not independent discovery. Near-zero floating returns may affect lossstreak; do not use streak figure.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306
SFIX R91306 grid row11 = 6
Convex events2026-09-13 06:09
{"lag":3,"phase":"train_common","cost":0.1,"sample":6,"return":-3.9,"drawdown":5.153617443012903,"win_rate":16.666666666666664,"mean_ticket_return_pct":-15.218253968253967,"normalized_reinvest_return_pct":-76.18214285714285,"normalized_drawdown_pct":81.67857142857142,"close_4x_hits":0,"close_half_hits":0,"normal_affordable":3} Descriptive trade-mark replay,not executable validation. vectorbt return/DD onecontract per event,$1000initial; normalized reinvest permits fractionalcontracts unavailable live. MC25USDconstant all-in exposure scales empirical costed returns, NOT quoted20premium+5cost; block3 circularbootstrap. Known-calendar holdout is not independent discovery. Near-zero floating returns may affect lossstreak; do not use streak figure.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306
SFIX R91306 grid row10 = 6
Convex events2026-09-13 06:09
{"lag":3,"phase":"train_common","cost":0.05,"sample":6,"return":-0.8999999999999999,"drawdown":2.8613714849531235,"win_rate":33.33333333333333,"mean_ticket_return_pct":4.529616724738678,"normalized_reinvest_return_pct":-2.2040019910403164,"normalized_drawdown_pct":51.1219512195122,"close_4x_hits":0,"close_half_hits":0,"normal_affordable":3} Descriptive trade-mark replay,not executable validation. vectorbt return/DD onecontract per event,$1000initial; normalized reinvest permits fractionalcontracts unavailable live. MC25USDconstant all-in exposure scales empirical costed returns, NOT quoted20premium+5cost; block3 circularbootstrap. Known-calendar holdout is not independent discovery. Near-zero floating returns may affect lossstreak; do not use streak figure.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306
SFIX R91306 grid row9 = 1
Convex events2026-09-13 06:09
{"lag":3,"phase":"holdout_known_calendar","cost":0.1,"sample":1,"return":2.1,"drawdown":0,"win_rate":100,"mean_ticket_return_pct":26.58227848101266,"normalized_reinvest_return_pct":26.582278481012665,"normalized_drawdown_pct":0,"close_4x_hits":0,"close_half_hits":0,"normal_affordable":0} Descriptive trade-mark replay,not executable validation. vectorbt return/DD onecontract per event,$1000initial; normalized reinvest permits fractionalcontracts unavailable live. MC25USDconstant all-in exposure scales empirical costed returns, NOT quoted20premium+5cost; block3 circularbootstrap. Known-calendar holdout is not independent discovery. Near-zero floating returns may affect lossstreak; do not use streak figure.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306
SFIX R91306 grid row8 = 1
Convex events2026-09-13 06:09
{"lag":3,"phase":"holdout_known_calendar","cost":0.05,"sample":1,"return":2.6,"drawdown":0,"win_rate":100,"mean_ticket_return_pct":33.98692810457517,"normalized_reinvest_return_pct":33.98692810457518,"normalized_drawdown_pct":0,"close_4x_hits":0,"close_half_hits":0,"normal_affordable":0} Descriptive trade-mark replay,not executable validation. vectorbt return/DD onecontract per event,$1000initial; normalized reinvest permits fractionalcontracts unavailable live. MC25USDconstant all-in exposure scales empirical costed returns, NOT quoted20premium+5cost; block3 circularbootstrap. Known-calendar holdout is not independent discovery. Near-zero floating returns may affect lossstreak; do not use streak figure.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306
SFIX R91306 grid row7 = 6
Convex events2026-09-13 06:09
{"lag":3,"phase":"train","cost":0.1,"sample":6,"return":-3.9,"drawdown":5.153617443012903,"win_rate":16.666666666666664,"mean_ticket_return_pct":-15.218253968253967,"normalized_reinvest_return_pct":-76.18214285714285,"normalized_drawdown_pct":81.67857142857142,"close_4x_hits":0,"close_half_hits":0,"normal_affordable":3} Descriptive trade-mark replay,not executable validation. vectorbt return/DD onecontract per event,$1000initial; normalized reinvest permits fractionalcontracts unavailable live. MC25USDconstant all-in exposure scales empirical costed returns, NOT quoted20premium+5cost; block3 circularbootstrap. Known-calendar holdout is not independent discovery. Near-zero floating returns may affect lossstreak; do not use streak figure.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306
SFIX R91306 grid row6 = 6
Convex events2026-09-13 06:09
{"lag":3,"phase":"train","cost":0.05,"sample":6,"return":-0.8999999999999999,"drawdown":2.8613714849531235,"win_rate":33.33333333333333,"mean_ticket_return_pct":4.529616724738678,"normalized_reinvest_return_pct":-2.2040019910403164,"normalized_drawdown_pct":51.1219512195122,"close_4x_hits":0,"close_half_hits":0,"normal_affordable":3} Descriptive trade-mark replay,not executable validation. vectorbt return/DD onecontract per event,$1000initial; normalized reinvest permits fractionalcontracts unavailable live. MC25USDconstant all-in exposure scales empirical costed returns, NOT quoted20premium+5cost; block3 circularbootstrap. Known-calendar holdout is not independent discovery. Near-zero floating returns may affect lossstreak; do not use streak figure.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306
SFIX R91306 grid row5 = 6
Convex events2026-09-13 06:09
{"lag":2,"phase":"train_common","cost":0.1,"sample":6,"return":-5.3,"drawdown":4.82412060301507,"win_rate":0,"mean_ticket_return_pct":-27.77540296515629,"normalized_reinvest_return_pct":-91.30862022228246,"normalized_drawdown_pct":91.30862022228246,"close_4x_hits":0,"close_half_hits":0,"normal_affordable":2} Descriptive trade-mark replay,not executable validation. vectorbt return/DD onecontract per event,$1000initial; normalized reinvest permits fractionalcontracts unavailable live. MC25USDconstant all-in exposure scales empirical costed returns, NOT quoted20premium+5cost; block3 circularbootstrap. Known-calendar holdout is not independent discovery. Near-zero floating returns may affect lossstreak; do not use streak figure.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306
SFIX R91306 grid row4 = 6
Convex events2026-09-13 06:09
{"lag":2,"phase":"train_common","cost":0.05,"sample":6,"return":-2.3,"drawdown":2.05513784461151,"win_rate":16.666666666666664,"mean_ticket_return_pct":-14.277006088546418,"normalized_reinvest_return_pct":-69.00924904889678,"normalized_drawdown_pct":69.00924904889678,"close_4x_hits":0,"close_half_hits":0,"normal_affordable":2} Descriptive trade-mark replay,not executable validation. vectorbt return/DD onecontract per event,$1000initial; normalized reinvest permits fractionalcontracts unavailable live. MC25USDconstant all-in exposure scales empirical costed returns, NOT quoted20premium+5cost; block3 circularbootstrap. Known-calendar holdout is not independent discovery. Near-zero floating returns may affect lossstreak; do not use streak figure.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306
SFIX R91306 grid row3 = 2
Convex events2026-09-13 06:09
{"lag":2,"phase":"holdout_known_calendar","cost":0.1,"sample":2,"return":0.5999999999999985,"drawdown":1.3725490196078494,"win_rate":50,"mean_ticket_return_pct":6.9,"normalized_reinvest_return_pct":11.00000000000001,"normalized_drawdown_pct":11.199999999999989,"close_4x_hits":0,"close_half_hits":0,"normal_affordable":0} Descriptive trade-mark replay,not executable validation. vectorbt return/DD onecontract per event,$1000initial; normalized reinvest permits fractionalcontracts unavailable live. MC25USDconstant all-in exposure scales empirical costed returns, NOT quoted20premium+5cost; block3 circularbootstrap. Known-calendar holdout is not independent discovery. Near-zero floating returns may affect lossstreak; do not use streak figure.
https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py R91306