TEN R91302 fixed-path test L20_train_0.0006 = 1.3026208587684494
Supply chain2026-09-13 02:15
{"return":1.3026208587684494,"drawdown":70.98574826903923,"win_rate":30.303030303030305,"sample":33,"avg_win":22.502761348602046,"avg_loss":-8.286347191291226,"mean":1.0436856995855246,"halfKelly":0.023190169495584168,"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
TEN R91302 fixed-path test L10_holdout_0.0016 = 97.84912234417202
Supply chain2026-09-13 02:15
{"return":97.84912234417202,"drawdown":21.802783163150274,"win_rate":56.25,"sample":16,"avg_win":14.1861320559027,"avg_loss":-6.914346685263439,"mean":4.954672606642515,"halfKelly":0.17463085029512773,"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
TEN R91302 fixed-path test L10_holdout_0.0006 = 104.28268931142159
Supply chain2026-09-13 02:15
{"return":104.28268931142159,"drawdown":21.489367542916526,"win_rate":56.25,"sample":16,"avg_win":14.414733140556212,"avg_loss":-6.727988841887048,"mean":5.164792273237286,"halfKelly":0.17914977068517535,"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
TEN R91302 fixed-path test L10_train_0.0016 = 38.54228455472415
Supply chain2026-09-13 02:15
{"return":38.54228455472415,"drawdown":73.36013076978145,"win_rate":39.39393939393939,"sample":33,"avg_win":18.337134519056235,"avg_loss":-8.582253450143835,"mean":2.022353931662253,"halfKelly":0.05514367388101424,"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
TEN R91302 fixed-path test L10_train_0.0006 = 47.99458040019732
Supply chain2026-09-13 02:15
{"return":47.99458040019732,"drawdown":72.87627092501229,"win_rate":39.39393939393939,"sample":33,"avg_win":18.574045926937195,"avg_loss":-8.399234762658686,"mean":2.2266030847578744,"halfKelly":0.05993855871565171,"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
KMT R91302 fixed-path test L40_holdout_0.0016 = 56.38657789794288
Supply chain2026-09-13 02:15
{"return":56.38657789794288,"drawdown":21.201745236295356,"win_rate":55.55555555555556,"sample":9,"avg_win":14.72253814118069,"avg_loss":-5.78665553552245,"mean":5.607340951534852,"halfKelly":0.19043390812656313,"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
KMT R91302 fixed-path test L40_holdout_0.0006 = 59.22702672491533
Supply chain2026-09-13 02:15
{"return":59.22702672491533,"drawdown":20.96491623299238,"win_rate":55.55555555555556,"sample":9,"avg_win":14.952213112922784,"avg_loss":-5.598040050037131,"mean":5.818767262718378,"halfKelly":0.19457879642209547,"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
KMT R91302 fixed-path test L40_train_0.0016 = -53.9050410757507
Supply chain2026-09-13 02:15
{"return":-53.9050410757507,"drawdown":59.596671259407664,"win_rate":21.73913043478261,"sample":23,"avg_win":8.725017764933215,"avg_loss":-6.377112971740195,"mean":-3.094041072463368,"halfKelly":0,"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
KMT R91302 fixed-path test L40_train_0.0006 = -51.73514563110548
Supply chain2026-09-13 02:15
{"return":-51.73514563110548,"drawdown":57.94777831128919,"win_rate":21.73913043478261,"sample":23,"avg_win":8.942685677336696,"avg_loss":-6.18967958436023,"mean":-2.9000349622522035,"halfKelly":0,"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
KMT R91302 fixed-path test L20_holdout_0.0016 = 7.732824382221935
Supply chain2026-09-13 02:15
{"return":7.732824382221935,"drawdown":40.32369344630683,"win_rate":35.714285714285715,"sample":14,"avg_win":15.958954866167549,"avg_loss":-7.085577725227061,"mean":1.1446124859852993,"halfKelly":0.03586113550618031,"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
KMT R91302 fixed-path test L20_holdout_0.0006 = 10.791975025903213
Supply chain2026-09-13 02:15
{"return":10.791975025903213,"drawdown":39.66356932750502,"win_rate":35.714285714285715,"sample":14,"avg_win":16.191105149047054,"avg_loss":-6.8995626870649085,"mean":1.3471043972607915,"halfKelly":0.04160013738593002,"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
KMT R91302 fixed-path test L20_train_0.0016 = -51.64469530821837
Supply chain2026-09-13 02:15
{"return":-51.64469530821837,"drawdown":56.41077659344903,"win_rate":25.925925925925924,"sample":27,"avg_win":9.355067766451452,"avg_loss":-6.478699831821802,"mean":-2.3736489730102175,"halfKelly":0,"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
KMT R91302 fixed-path test L20_train_0.0006 = -48.961717479563404
Supply chain2026-09-13 02:15
{"return":-48.961717479563404,"drawdown":54.17590683707394,"win_rate":25.925925925925924,"sample":27,"avg_win":9.573997041431458,"avg_loss":-6.291469821734537,"mean":-2.1782006349877983,"halfKelly":0,"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
KMT R91302 fixed-path test L10_holdout_0.0016 = 49.069474354009
Supply chain2026-09-13 02:15
{"return":49.069474354009,"drawdown":32.36129154983986,"win_rate":46.15384615384615,"sample":13,"avg_win":16.968954052644282,"avg_loss":-7.36760791337125,"mean":3.864651455558997,"halfKelly":0.1138741799750694,"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
KMT R91302 fixed-path test L10_holdout_0.0006 = 52.99611000632773
Supply chain2026-09-13 02:15
{"return":52.99611000632773,"drawdown":31.81801106925799,"win_rate":46.15384615384615,"sample":13,"avg_win":17.203126357860217,"avg_loss":-7.182157500752968,"mean":4.072588895530041,"halfKelly":0.11836769697588281,"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
KMT R91302 fixed-path test L10_train_0.0016 = -57.093062346064784
Supply chain2026-09-13 02:15
{"return":-57.093062346064784,"drawdown":63.45516257237546,"win_rate":27.27272727272727,"sample":33,"avg_win":8.546548535678257,"avg_loss":-6.317281845920748,"mean":-2.2635099236664744,"halfKelly":0,"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
KMT R91302 fixed-path test L10_train_0.0006 = -54.16565956913089
Supply chain2026-09-13 02:15
{"return":-54.16565956913089,"drawdown":61.581466609570754,"win_rate":27.27272727272727,"sample":33,"avg_win":8.763859151984121,"avg_loss":-6.129728676392008,"mean":-2.067841086834882,"halfKelly":0,"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
LUXE LUXE option bars confirm sparse single-session last trades = 1
Convex events2026-09-13 02:15
Sep1–11dailybars query retrievedSep13,no pagination: Oct16C5Sep8O/H/L/C2.45,1trade4contracts;P5Sep11O/H/L/C.05,1trade20contracts;P7.5Sep11O/H1.05,L/C.69,3trades4contracts. Lasttradeclosesnotexecutableasks; currentbuy/sellspreadand15minuteoptionexitoddsunknown. NoSep11C5trade; nocatalogimaginaryliquidity.
https://runway.adityaperswal.workers.dev/data/option-bars
LUXE Cash quality, valuation proxies and illustrative tail sensitivity = -124.572
Convex events2026-09-13 02:15
May19issuer nine months endedMarch31,2026,EURm:OCF-117.888,capex6.684,FCF-124.572,leases29.930,interest8.586 ->afterleases/interest-163.088. Cash311.096+fixedincome125=436.096 vs603.593June2025,change-167.497;monthlyFCFburn13.8413;constantall-inburn24.0659months liquidity isscenario notforecast. Inventory997.732 vs1019.539 -2.138908%; receivablesreleased50.394,APuse68.126. Q3highlightAdjEBITDA5.7/.9% versusreconciliation5.0/.8%,scopebridgeunresolved. Historicalweightedshares140.3m*S7.39=1036.817USDmproxy; assuming1:1listingandFX1.1601Sep11 21:29:58Z ->893.730713EURm,proxyP/B.718958,EVexleases457.634713;notcurrentsharesorvalidatedADSratio/target. All9P5intrinsic0. Assumed50%stockcollapsepay1.305/share requires11.494253%probabilityfor3x.05grosspremium,22.988506%for3x.10allin; noempiricalevidenceforthoseodds.
https://investors.luxexperience.com/news/news-details/2026/Q3-FY26-Results-LuxExperience-Group-Reports-Positive-Adjusted-EBITDA-Profitability-for-the-Second-Consecutive-Quarter-Confirming-Full-Fiscal-Year-2026-Guidance-as-Transformation-Plan-Is-Fully-on-Track/default.aspx ; https://query1.finance.yahoo.com/v8/finance/chart/EURUSD=X
TEN R91302 statistical simulation figures
Supply chain2026-09-13 02:14
{
"train": {
"N": 33,
"mean_pct": 1.0436856995855246,
"CI": [
-3.7875767927933,
6.372081599846659
],
"reason_counts": {
"stop": 22,
"target": 8,
"time": 3
}
},
"holdout": {
"N": 12,
"mean_pct": 5.498048366437901,
"CI": [
-0.4617989846649958,
11.424234378561643
],
"reason_counts": {
"stop": 5,
"target": 4,
"time": 3
}
},
"regression": {
"N": 424,
"intercept_daily_bp": 25.146044220743143,
"SPYbeta": 0.6778964644111045,
"XLIbeta": -0.05446026843847833,
"R2": 0.06816219221171582,
"correlation": {
"TEN": 1.0,
"SPY": 0.26070520542490133,
"XLI": 0.20705488052912935,
"CNQ": 0.276530692206185,
"FRO": 0.8358263792617809
}
},
"simulation_base": {
"P05_P50_P95_pct": [
-2.1080440848412576,
0.4490151912626583,
3.382597570333122
],
"loss_odds_pct": 39.365,
"DD95_pct": 2.6586010935436812
},
"simulation_stress": {
"P05_P50_P95_pct": [
-3.0788472343082507,
-0.3175792325975535,
2.744868578307249
],
"loss_odds_pct": 57.055,
"DD95_pct": 3.5617302959961203
}
}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
KMT R91302 statistical simulation and valuation figures
Supply chain2026-09-13 02:14
{
"train": {
"N": 27,
"mean_pct": -2.1782006349877983,
"CI": [
-4.870121679167602,
0.8161108537860513
],
"reason_counts": {
"stop": 16,
"time": 5,
"gapstop": 4,
"target": 2
}
},
"holdout": {
"N": 14,
"mean_pct": 1.3471043972607915,
"CI": [
-4.281004123096658,
7.4645045698564685
],
"reason_counts": {
"stop": 8,
"target": 4,
"gapstop": 1,
"gaptarget": 1
}
},
"regression": {
"N": 424,
"intercept_daily_bp": 0.5073730646266879,
"SPYbeta": -0.271257738002908,
"XLIbeta": 1.4806004204938026,
"R2": 0.3248132231387918,
"correlation": {
"KMT": 1.0,
"SPY": 0.4318130348854581,
"XLI": 0.566503213823559,
"CNQ": 0.1269831358916937,
"FRO": 0.1043379168797563
}
},
"simulation_base": {
"P05_P50_P95_pct": [
-2.391917124109355,
-1.132946067541496,
0.39023271283972416
],
"loss_odds_pct": 89.325,
"DD95_pct": 2.51107675500192
},
"simulation_stress": {
"P05_P50_P95_pct": [
-3.5120390894811235,
-1.7731841249630897,
-0.05453174309613879
],
"loss_odds_pct": 95.44500000000001,
"DD95_pct": 3.6482105207467503
},
"valuation": {
"inventory_growth_pct": 105.94087734585322,
"price_timing_fraction_Q4_OP_pct": 83.20071843160044,
"FY27_FOCFpershare_range": [
0.8300000000000001,
1.03
],
"implied_FOCFyield_range_pct": [
2.8192934782608696,
3.498641304347826
],
"netdebt_m": 621.6589999999999,
"reference_stop": 27.50806,
"reference_target": 35.235820000000004
}
}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
LINK/USD C91302 Donchian HIGH hourly L30 slip0.003 holdout = -13.473590770613782
Crypto majors2026-09-13 02:14
{"symbol":"LINK","tf":"hourly","lookback":30,"slip":0.003,"period":"holdout","return_pct":-13.473590770613782,"drawdown_pct":24.852853906838956,"win_rate_pct":25,"n":4,"open_n":1,"mean_trade_pct":0.49116192562680894,"avgwin_pct":21.808152666400485,"avgloss_pct":-6.614501654631083,"halfKelly":0.17024669493026612,"returns_pct":[-11.016833305593204,-2.335329648172775,-6.49134201012727,21.808152666400485]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LINK/USD C91302 Donchian HIGH hourly L30 slip0.003 train = 24.80392478839083
Crypto majors2026-09-13 02:14
{"symbol":"LINK","tf":"hourly","lookback":30,"slip":0.003,"period":"train","return_pct":24.80392478839083,"drawdown_pct":51.29491734512901,"win_rate_pct":50,"n":8,"open_n":0,"mean_trade_pct":4.745820273734946,"avgwin_pct":20.081163229016134,"avgloss_pct":-10.589522681546242,"halfKelly":1.1158762657357189,"returns_pct":[9.255416520007577,-5.656511506872757,-14.849988980005918,56.42451709256889,-16.32526229265998,-5.526327946646306,3.3270199047558764,11.317699398732184]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LINK/USD C91302 Donchian HIGH hourly L30 slip0.001 holdout = -11.902359164035289
Crypto majors2026-09-13 02:14
{"symbol":"LINK","tf":"hourly","lookback":30,"slip":0.001,"period":"holdout","return_pct":-11.902359164035289,"drawdown_pct":24.551662035147416,"win_rate_pct":25,"n":4,"open_n":1,"mean_trade_pct":0.8949378427569897,"avgwin_pct":22.29736768100599,"avgloss_pct":-6.2392054366593435,"halfKelly":0.32164736354468637,"returns_pct":[-10.659181756497071,-1.942882388638933,-6.115552164842026,22.29736768100599]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees
LINK/USD C91302 Donchian HIGH hourly L30 slip0.001 train = 28.86225494379488
Crypto majors2026-09-13 02:14
{"symbol":"LINK","tf":"hourly","lookback":30,"slip":0.001,"period":"train","return_pct":28.86225494379488,"drawdown_pct":50.706932954819536,"win_rate_pct":50,"n":8,"open_n":0,"mean_trade_pct":5.166648980996198,"avgwin_pct":20.563456421462337,"avgloss_pct":-10.230158459469942,"halfKelly":1.2280059902622733,"returns_pct":[9.694319815654444,-5.277375637488213,-14.50770082648879,57.0524754678305,-15.98888707600599,-5.146670297896779,3.742162020297992,11.764868382066423]} Entry priorHIGH L days,exitpriorLOW10days,next exactOPEN;25bptaker creditedcoinbuy equivalent .0025/.9975; nofillmissingindicatorbars, daily24hoursonly. 2024-25training/reset2026knownholdout. HYPE2026only=no training or valid OOS. No3R/15minmanagement; sensitivity notselected. Return includesopenmark; winrateclosedonly.
https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees