Notes

{"n": 6120, "sd_hour_pct": 0.4677107934069283, "weekend_sd_pct": 0.3296208283857245, "p1_hour_pct": -1.3237516737268007, "correlation_BTC": 1.0} 2026completedhours/days, nofillmissing; simulationnumpyseed91302,10kcontiguous2hweekendblocks,noorder/fees/stops; levels Sep12closeproxy+10bp not executablequote,net3R assumesquarteratgross2R andresidualtarget25bpfees/10bpsells;MFEoverlappingunconditionalnotwinprobability. https://runway.adityaperswal.workers.dev/data/crypto-bars

[{"file":"ten_stats.py","bytes":1504,"sha256":"e15cec7f499eff7fa55edfa3b1071cef0ce7d26a545eee24390443ec310505fb"},{"file":"ten_stats.json","bytes":1206,"sha256":"e6e60744fb67c2d8e796f2fba4712a5e1371ff4aae3131ad3669baa93a2e5cb5"},{"file":"tnp_audit.json","bytes":130147,"sha256":"37bacb9d4c02e773227b491b9f0ec89fd73bf2924da51df36ab5329c3f2d8a31"},{"file":"kmt_full.txt","bytes":329887,"sha256":"771cbfcdd40af249097b535927c606499b862f2199222c3da150b0310a5905aa"},{"file":"ten_full.txt","bytes":807206,"sha256":"8a33263cff26b81e4c33cdf6eaf35f71aee5b7e8456950c3c0f6d6738a6d925b"},{"file":"collector.sh","bytes":2538,"sha256":"5bcbafa3e017bacecacd0dadb559676a2160b51d0572c416e81bca4b7ca59b4d"}]; localartifactvintage identifiers, no claim files persist beyondworkspace. https://runway.adityaperswal.workers.dev/data/stock-bars

[{"file":"trades.json","bytes":40516,"sha256":"415c1b1e00f484918221c765a1dc7ac3b2bce6f1d3ab444a2e13e295b08c5e6e"},{"file":"ten_test.py","bytes":2891,"sha256":"51b3b6cac179214cfb42bb44fef1a12c1adfcae4ebdbbbcfb064c188f142631e"},{"file":"ten_test.json","bytes":4225,"sha256":"b8944639a86f75ab85beec701aa8bc1cf7fe179b109c1526604472abc09a5b19"},{"file":"ten_trades.json","bytes":45493,"sha256":"cbabd1624f5d53947475f5934f89e0deae25b26625e6bb19584c624697bc8751"},{"file":"stats.py","bytes":1825,"sha256":"cea665cb28c9da477a5c232ac85d65c3c186a98c68174ef2f3fc89357eba7295"},{"file":"stats.json","bytes":1673,"sha256":"6970027416a8d5c576a647027d7cef9ffeb77d52e2b8b01a3574333c68d493fa"}]; localartifactvintage identifiers, no claim files persist beyondworkspace. https://runway.adityaperswal.workers.dev/data/stock-bars

[{"file":"supply_screen.csv","bytes":13773,"sha256":"9c32e9426c3193da09785e9607d2bcae8779024d8e73aebb95275d9f3fb9bb04"},{"file":"global.json","bytes":4985,"sha256":"0a207a605c2bb84ee1ac656ed844e1e3d4d1399bdabf31cfe9aa5e4f0b5e282b"},{"file":"crypto.json","bytes":149422,"sha256":"fa32892ab6c1b0c6150feb77c020b965b1628dda87d3050785ce671c9fbd31e9"},{"file":"daily.json","bytes":1232592,"sha256":"510bb6b95b9c290760328e416d04fe2924d45f071b8babfae378c9bbf7dc317f"},{"file":"test.py","bytes":2897,"sha256":"d20596c24359cca66d1312960f30742c80a05a3c37e7969b66866ea11982add0"},{"file":"test_results.json","bytes":4299,"sha256":"30dd9ebe4b0f568f0e2da2281f796f806a40156927c47e623e66d33fb6522cf1"}]; localartifactvintage identifiers, no claim files persist beyondworkspace. https://runway.adityaperswal.workers.dev/data/stock-bars

[{"file":"screen.py","bytes":2146,"sha256":"44c3b9a3e631b79314ff6aa1955203b5aca7581186b59b8061a44c602141ce29"},{"file":"repair.py","bytes":979,"sha256":"a7a7a9fb8ee252b2dcd0d4fa137ec7aff28033da307802f66071306fd818cded"},{"file":"shortlist.py","bytes":1456,"sha256":"6b30f425cd2f04017977035acc798b4d35514d5a7002eda3dabd1fa148336133"},{"file":"listings.csv","bytes":944543,"sha256":"8b91d5e32e5765125a3ef005c55ea68b8e0cccf3e6af5abe77e99786fe156c5e"},{"file":"snapshots.json","bytes":8282818,"sha256":"26e93112dead8faf34f57a16c419ee1cd461de691f2452804c19f946898294d4"},{"file":"screen.csv","bytes":1313534,"sha256":"8af120e9386bac198c49e44118232b82ebe9743b7e4aab69be7662721a91db26"}]; localartifactvintage identifiers, no claim files persist beyondworkspace. https://runway.adityaperswal.workers.dev/data/stock-bars

{"tail_assumed_stock_move_pct":-50,"payout_per_share":1.3050000000000002,"prob_for_3x_gross_premium":0.11494252873563217,"prob_for_3x_allin":0.22988505747126434,"target4x_premium_hurdle_pct":35.047361299052774,"scenarios":[{"assumed_tail_prob":0.05,"gross_expected_payout_x":1.3050000000000002,"mean_cash":54.48015000000002,"median_cash":2.1200000000000045,"loss_probability_pct":78.335,"median_dd_pct":97.92401096748922},{"assumed_tail_prob":0.1,"gross_expected_payout_x":2.6100000000000003,"mean_cash":151.91740000000004,"median_cash":163.12000000000006,"loss_probability_pct":48.445,"median_dd_pct":78.33920877399137},{"assumed_tail_prob":0.15,"gross_expected_payout_x":3.915,"mean_cash":274.0515250000001,"median_cash":293.6200000000001,"loss_probability_pct":26.529999999999998,"median_dd_pct":49.35346954890928}]} AssumedprobabilitiesNOTestimated;intrinsic-onlyscenarioexcludesoptionremainingtime,quotesandexecution. Noorderlevelsadopted. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/study.py and fundamental.json NumPyseed91302

IEX discovery,Sep11;131names acrossallparts,not consolidated liquidity or factor validation. Symbol,close,change,dollar_volume,date UEC,10.425,-5.313351498637598,5672169.525,2026-09-11T04:00:00Z XE,14.935,-5.6836122513419625,2995109.705,2026-09-11T04:00:00Z LAR,5.89,-8.112324492979727,1388691.19,2026-09-11T04:00:00Z LEU,152.24,-8.24493731918996,4307478.5600000005,2026-09-11T04:00:00Z SMR,8.605,-15.67858892699656,25027771.575000003,2026-09-11T04:00:00Z https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex

IEX discovery,Sep11;131names acrossallparts,not consolidated liquidity or factor validation. Symbol,close,change,dollar_volume,date GPOR,174.19,-1.7263751763046509,2207684.06,2026-09-11T04:00:00Z NFG,80.9,-1.7488462472674215,1798973.3,2026-09-11T04:00:00Z EXE,94.8,-2.0863457963230747,12624895.2,2026-09-11T04:00:00Z AQN,5.31,-2.1198156682027736,4268390.399999999,2026-09-11T04:00:00Z BTU,28.21,-2.757669769045157,3308017.44,2026-09-11T04:00:00Z VIST,76.32,-3.2454361054766734,2213661.6,2026-09-11T04:00:00Z LAC,2.915,-3.316749585406309,1506848.035,2026-09-11T04:00:00Z UROY,4.35,-3.333333333333344,1260717.0,2026-09-11T04:00:00Z NXE,9.84,-3.62389813907934,3106871.76,2026-09-11T04:00:00Z HCC,97.76,-3.7889971459502014,3336939.8400000003,2026-09-11T04:00:00Z CRML,6.43,-4.457652303120363,2270876.67,2026-09-11T04:00:00Z UUUU,12.96,-4.8458149779735615,3805341.12,2026-09-11T04:00:00Z https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex

IEX discovery,Sep11;131names acrossallparts,not consolidated liquidity or factor validation. Symbol,close,change,dollar_volume,date HE,10.375,-1.0019083969465714,1300879.75,2026-09-11T04:00:00Z ATO,163.08,-1.0106528270964144,10368137.16,2026-09-11T04:00:00Z CRS,443.37,-1.0401089212775827,8111454.15,2026-09-11T04:00:00Z EOSE,3.94,-1.129234629861986,2106406.74,2026-09-11T04:00:00Z HL,19.78,-1.1988011988011915,16970112.540000003,2026-09-11T04:00:00Z VET,13.23,-1.2318029115341522,1211180.04,2026-09-11T04:00:00Z DTE,132.59,-1.3614045528939078,8915086.42,2026-09-11T04:00:00Z ENPH,36.33,-1.3843648208469173,4759629.63,2026-09-11T04:00:00Z CWEN,31.15,-1.4240506329114,1277181.15,2026-09-11T04:00:00Z SVM,11.92,-1.650165016501648,1312618.48,2026-09-11T04:00:00Z TRP,60.87,-1.6719166464744473,21979487.43,2026-09-11T04:00:00Z PCG,13.78,-1.7118402282453649,17009494.58,2026-09-11T04:00:00Z https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex

IEX discovery,Sep11;131names acrossallparts,not consolidated liquidity or factor validation. Symbol,close,change,dollar_volume,date ES,68.55,-0.6521739130434856,2981582.25,2026-09-11T04:00:00Z IMO,129.95,-0.6726286020026118,4570731.35,2026-09-11T04:00:00Z CVE,33.105,-0.6899655017249207,19798908.72,2026-09-11T04:00:00Z PLUG,2.095,-0.7109004739336289,2482926.9600000004,2026-09-11T04:00:00Z CMS,67.16,-0.7829812379967493,10131959.08,2026-09-11T04:00:00Z SWX,86.12,-0.8234007024817025,2120446.64,2026-09-11T04:00:00Z NESR,33.55,-0.8276677505172914,1270706.25,2026-09-11T04:00:00Z D,64.52,-0.8452435838327887,31017860.96,2026-09-11T04:00:00Z FRVO,15.59,-0.8585055643879125,7261089.27,2026-09-11T04:00:00Z MUR,38.51,-0.8751608751608853,1789636.72,2026-09-11T04:00:00Z ET,21.54,-0.9199632014719406,13959018.54,2026-09-11T04:00:00Z OGS,77.44,-0.9592019439826016,1481504.64,2026-09-11T04:00:00Z https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex

IEX discovery,Sep11;131names acrossallparts,not consolidated liquidity or factor validation. Symbol,close,change,dollar_volume,date PTEN,12.86,-0.3487020534676421,10632210.76,2026-09-11T04:00:00Z CEG,284.76,-0.3900306077831206,18428243.4,2026-09-11T04:00:00Z ODFL,179.785,-0.4154319107098292,13501314.145,2026-09-11T04:00:00Z EMN,68.07,-0.4242246928028215,4344703.89,2026-09-11T04:00:00Z KALU,157.38,-0.4365154678307115,1159575.84,2026-09-11T04:00:00Z HBM,26.515,-0.5065666041275674,6586750.24,2026-09-11T04:00:00Z CENX,44.1,-0.5188360027069683,2740991.4,2026-09-11T04:00:00Z FSM,11.98,-0.5809128630705374,1980605.48,2026-09-11T04:00:00Z BTE,5.02,-0.5940594059405946,4466494.8,2026-09-11T04:00:00Z https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex

IEX discovery,Sep11;131names acrossallparts,not consolidated liquidity or factor validation. Symbol,close,change,dollar_volume,date WEC,105.35,0.0,10460412.2,2026-09-11T04:00:00Z OGE,46.54,-0.0644191539617811,3287539.06,2026-09-11T04:00:00Z AEP,123.38,-0.0728922005345467,15519970.2,2026-09-11T04:00:00Z CNP,39.1,-0.0766675185279841,10967628.2,2026-09-11T04:00:00Z GE,323.65,-0.1542495758136697,40152989.95,2026-09-11T04:00:00Z SU,68.805,-0.1668601276842651,13383122.94,2026-09-11T04:00:00Z NEE,82.315,-0.1758428328886729,61574501.025,2026-09-11T04:00:00Z FANG,204.935,-0.2118128256317852,11061776.495,2026-09-11T04:00:00Z SM,38.095,-0.2487562189054659,5831582.6,2026-09-11T04:00:00Z SCCO,193.58,-0.2935874323976239,8273996.36,2026-09-11T04:00:00Z VNOM,44.7,-0.3233359348868259,1755860.7000000002,2026-09-11T04:00:00Z TXNM,57.67,-0.3456022118541457,4641512.28,2026-09-11T04:00:00Z https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex

IEX discovery,Sep11;131names acrossallparts,not consolidated liquidity or factor validation. Symbol,close,change,dollar_volume,date TE,4.61,0.5452562704471253,2560467.76,2026-09-11T04:00:00Z OXY,61.455,0.4823413996075887,33660132.6,2026-09-11T04:00:00Z DVN,50.24,0.4498650404878512,39178759.68,2026-09-11T04:00:00Z B,43.665,0.448585231193932,26466622.785,2026-09-11T04:00:00Z TLN,312.62,0.3015913757700161,5743142.0200000005,2026-09-11T04:00:00Z SSRM,36.255,0.2072968490879123,2672573.58,2026-09-11T04:00:00Z CHRD,151.985,0.1647609318878418,7791814.995000001,2026-09-11T04:00:00Z MGY,27.74,0.1444043321299659,9214229.36,2026-09-11T04:00:00Z LNG,278.335,0.140315530050894,24080709.195,2026-09-11T04:00:00Z XEL,75.49,0.1193633952254469,32798819.71,2026-09-11T04:00:00Z DUK,119.46,0.0502512562813972,14126025.54,2026-09-11T04:00:00Z LNT,67.27,0.0446162998215315,11972310.98,2026-09-11T04:00:00Z https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex

IEX discovery,Sep11;131names acrossallparts,not consolidated liquidity or factor validation. Symbol,close,change,dollar_volume,date NOG,26.59,1.0642341315089343,2939790.4,2026-09-11T04:00:00Z LBRT,20.98,1.059730250481694,3347296.06,2026-09-11T04:00:00Z GXO,45.82,0.8917758449851432,3477967.1,2026-09-11T04:00:00Z TALO,17.705,0.8831908831908653,1262189.45,2026-09-11T04:00:00Z CMC,67.195,0.8782465095330982,6853554.024999999,2026-09-11T04:00:00Z MPC,395.96,0.850695328816653,47956695.4,2026-09-11T04:00:00Z FELE,97.905,0.8498145859085371,1114060.995,2026-09-11T04:00:00Z ARIS,19.545,0.773395204949745,1663240.41,2026-09-11T04:00:00Z LECO,252.99,0.7526881720430145,8789884.56,2026-09-11T04:00:00Z HWM,229.59,0.70399368379499,29506218.03,2026-09-11T04:00:00Z MLI,60.54,0.631648936170226,5967791.04,2026-09-11T04:00:00Z BVN,34.07,0.5756457564575657,2881947.23,2026-09-11T04:00:00Z https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex

IEX discovery,Sep11;131names acrossallparts,not consolidated liquidity or factor validation. Symbol,close,change,dollar_volume,date VLO,390.53,1.3389729351013235,52590331.92,2026-09-11T04:00:00Z CDE,20.59,1.2788981800295307,17914308.91,2026-09-11T04:00:00Z FLY,21.155,1.19588615163837,1312900.455,2026-09-11T04:00:00Z STLD,239.85,1.1598481653310788,11747853.0,2026-09-11T04:00:00Z TSM,433.19,1.1440846155642117,138655888.39,2026-09-11T04:00:00Z MWA,23.955,1.1399620012666256,1714842.63,2026-09-11T04:00:00Z TKR,119.46,1.1344395529969464,11703615.66,2026-09-11T04:00:00Z AUGO,87.02,1.1096264451286864,3808604.34,2026-09-11T04:00:00Z KMT,29.43,1.064560439560425,1703908.71,2026-09-11T04:00:00Z https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex

IEX discovery,Sep11;131names acrossallparts,not consolidated liquidity or factor validation. Symbol,close,change,dollar_volume,date WPM,154.13,2.1269546779751014,8024932.58,2026-09-11T04:00:00Z MTRN,256.78,2.083167687047771,1905307.6,2026-09-11T04:00:00Z KGS,63.84,2.078669651423093,3459744.96,2026-09-11T04:00:00Z AESI,14.14,1.9099099099099128,1740563.3,2026-09-11T04:00:00Z FCEL,15.88,1.7622556872797237,3772341.64,2026-09-11T04:00:00Z NRG,113.53,1.692941597993558,7924961.65,2026-09-11T04:00:00Z PBF,78.37,1.686778253535759,10460514.12,2026-09-11T04:00:00Z CRGY,14.66,1.664355062413314,5595985.88,2026-09-11T04:00:00Z TSEM,211.25,1.5966911941518669,23715558.75,2026-09-11T04:00:00Z IE,10.47,1.5518913676042745,2084650.29,2026-09-11T04:00:00Z TGB,8.13,1.4981273408239737,1815989.97,2026-09-11T04:00:00Z ERO,35.49,1.4579759862778818,1959473.88,2026-09-11T04:00:00Z https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex

IEX discovery,Sep11;131names acrossallparts,not consolidated liquidity or factor validation. Symbol,close,change,dollar_volume,date MPWR,1233.98,4.005191915445949,48942114.76,2026-09-11T04:00:00Z FDXF,128.12,3.305918400258024,9506504.0,2026-09-11T04:00:00Z CXT,52.02,3.132434575733556,1014650.1,2026-09-11T04:00:00Z HONA,158.26,2.953421805880807,23047403.8,2026-09-11T04:00:00Z TFPM,33.83,2.7642770352369173,1286757.88,2026-09-11T04:00:00Z KOS,3.02,2.5466893039049365,2475466.82,2026-09-11T04:00:00Z EMR,152.17,2.5266136639267023,14464823.69,2026-09-11T04:00:00Z HMY,20.64,2.3048327137546565,4271076.48,2026-09-11T04:00:00Z FLNC,9.915,2.216494845360817,2912590.74,2026-09-11T04:00:00Z FLS,74.45,2.1962937542896466,4251392.8,2026-09-11T04:00:00Z CVI,49.61,2.16227347611202,3145224.39,2026-09-11T04:00:00Z CR,201.99,2.1441213653603075,3017326.62,2026-09-11T04:00:00Z https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex

IEX discovery,Sep11;131names acrossallparts,not consolidated liquidity or factor validation. Symbol,close,change,dollar_volume,date FPS,31.83,9.044193216855078,22681835.19,2026-09-11T04:00:00Z ON,76.15,8.529893821705969,46179492.2,2026-09-11T04:00:00Z TEN,47.915,7.120500782472616,1366487.885,2026-09-11T04:00:00Z BE,275.68,6.65841296862304,132441909.92,2026-09-11T04:00:00Z BDC,122.23,6.347065732805501,1728087.74,2026-09-11T04:00:00Z MWH,25.98,6.040816326530618,3122250.42,2026-09-11T04:00:00Z SEI,67.44,5.243445692883886,15588621.12,2026-09-11T04:00:00Z POWI,52.31,5.18801528252566,1854127.95,2026-09-11T04:00:00Z AEIS,287.34,5.0449660013160535,4827599.34,2026-09-11T04:00:00Z LSCC,119.895,5.005254860746189,12944823.36,2026-09-11T04:00:00Z NVT,162.38,4.639773166645189,13626280.08,2026-09-11T04:00:00Z NVTS,11.62,4.308797127468567,3124606.38,2026-09-11T04:00:00Z https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex

{"return":77.69432695013954,"drawdown":15.768918093920526,"win_rate":58.333333333333336,"sample":12,"avg_win":14.008302536554782,"avg_loss":-6.515665576485915,"mean":5.456649156121157,"halfKelly":0.19476482399926714,"open_unscored":false}; L20 primary,L10/L40 sensitivity only. vectorbt longonly validated against compounded trade returns; fee1bp+slip5/15bp. Train2020–24;holdout2025–Sep11. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"return":82.0105833714006,"drawdown":15.600287172713845,"win_rate":58.333333333333336,"sample":12,"avg_win":14.236547605812424,"avg_loss":-6.328509571964594,"mean":5.667773781738666,"halfKelly":0.19905717097537953,"open_unscored":false}; L20 primary,L10/L40 sensitivity only. vectorbt longonly validated against compounded trade returns; fee1bp+slip5/15bp. Train2020–24;holdout2025–Sep11. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"return":-11.439899649744675,"drawdown":61.27256995648025,"win_rate":37.03703703703704,"sample":27,"avg_win":17.14160185687643,"avg_loss":-9.2742806164469,"mean":0.509379558858038,"halfKelly":0.014857991776704854,"open_unscored":false}; L20 primary,L10/L40 sensitivity only. vectorbt longonly validated against compounded trade returns; fee1bp+slip5/15bp. Train2020–24;holdout2025–Sep11. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"return":-6.526172246770273,"drawdown":60.88335239003815,"win_rate":37.03703703703704,"sample":27,"avg_win":17.376119803674232,"avg_loss":-9.092647370065485,"mean":0.7105997313195949,"halfKelly":0.020447595301723687,"open_unscored":false}; L20 primary,L10/L40 sensitivity only. vectorbt longonly validated against compounded trade returns; fee1bp+slip5/15bp. Train2020–24;holdout2025–Sep11. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"return":74.69777261463175,"drawdown":16.484660343117596,"win_rate":58.333333333333336,"sample":12,"avg_win":13.567357152932358,"avg_loss":-6.304869167230512,"mean":5.287262852864496,"halfKelly":0.19485235013960484,"open_unscored":false}; L20 primary,L10/L40 sensitivity only. vectorbt longonly validated against compounded trade returns; fee1bp+slip5/15bp. Train2020–24;holdout2025–Sep11. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"return":78.94124169870375,"drawdown":16.14992960670011,"win_rate":58.333333333333336,"sample":12,"avg_win":13.794719447800905,"avg_loss":-6.117291147470303,"mean":5.498048366437901,"halfKelly":0.19928090553934308,"open_unscored":false}; L20 primary,L10/L40 sensitivity only. vectorbt longonly validated against compounded trade returns; fee1bp+slip5/15bp. Train2020–24;holdout2025–Sep11. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"return":-5.167496761008962,"drawdown":71.44628269553202,"win_rate":30.303030303030305,"sample":33,"avg_win":22.258000351930935,"avg_loss":-8.46959142858583,"mean":0.8418000200556157,"halfKelly":0.018910054963283934,"open_unscored":false}; L20 primary,L10/L40 sensitivity only. vectorbt longonly validated against compounded trade returns; fee1bp+slip5/15bp. Train2020–24;holdout2025–Sep11. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all