Notes

{"symbol":"STNG","managed":false,"trainingN":26,"p":0.46153846153846156,"avgwin_pct":18.695275670181577,"avgloss_pct":7.111644211680803,"b":2.628826065212146,"halfKelly_risk_fraction":0.12835440279960536,"full_notional":170.2,"quarter_probe":42.55,"whole_probe":0,"paths":20000,"horizon_trades":20,"p_loss_pct":7.9750000000000005,"PnL_p05_p50_p95":[-24.786981285387174,163.76969425476997,422.41850963759765],"DD95_pct":11.978763908195509,"stress_loss_pct":22.765,"stressDD95_pct":18.885457090204376}. NumPy seed91206. Sizing20000IID20tradepaths from2021-24closednettrades; fixedfractionnotional/equity, 5%chance replaceoutcome with min(actual,-30%) subjective stress. Dividendpaths20000,40sessions,5dayOHLCblocks2021-24,Sep14referenceentry49.21,Sep18index4deduct3.41fromeconomicprices, receivableincludedonlyifheldbeforeex, fees1bp/slip5. Hypotheticalscenarios notforecast; paymentcashnotreinvested; no15minfills. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"FRO","managed":true,"trainingN":33,"p":0.42424242424242425,"avgwin_pct":12.283176512051064,"avgloss_pct":6.258099367749241,"b":1.962764697433811,"halfKelly_risk_fraction":0.06545116641722587,"full_notional":170.2,"quarter_probe":42.55,"whole_probe":0,"paths":20000,"horizon_trades":20,"p_loss_pct":26.745,"PnL_p05_p50_p95":[-71.88293008453277,49.89493209284236,207.0919733738716],"DD95_pct":12.329005576601963,"stress_loss_pct":51.7,"stressDD95_pct":20.32430772878295}. NumPy seed91206. Sizing20000IID20tradepaths from2021-24closednettrades; fixedfractionnotional/equity, 5%chance replaceoutcome with min(actual,-30%) subjective stress. Dividendpaths20000,40sessions,5dayOHLCblocks2021-24,Sep14referenceentry49.21,Sep18index4deduct3.41fromeconomicprices, receivableincludedonlyifheldbeforeex, fees1bp/slip5. Hypotheticalscenarios notforecast; paymentcashnotreinvested; no15minfills. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"FRO","managed":false,"trainingN":33,"p":0.3333333333333333,"avgwin_pct":18.105222844836412,"avgloss_pct":6.2434623786051535,"b":2.8998689744457598,"halfKelly_risk_fraction":0.05171894445206486,"full_notional":170.2,"quarter_probe":42.55,"whole_probe":0,"paths":20000,"horizon_trades":20,"p_loss_pct":26.179999999999996,"PnL_p05_p50_p95":[-78.14833766701629,59.12407243575383,239.95985895330065],"DD95_pct":13.729728767468854,"stress_loss_pct":48.75,"stressDD95_pct":21.24437065082492}. NumPy seed91206. Sizing20000IID20tradepaths from2021-24closednettrades; fixedfractionnotional/equity, 5%chance replaceoutcome with min(actual,-30%) subjective stress. Dividendpaths20000,40sessions,5dayOHLCblocks2021-24,Sep14referenceentry49.21,Sep18index4deduct3.41fromeconomicprices, receivableincludedonlyifheldbeforeex, fees1bp/slip5. Hypotheticalscenarios notforecast; paymentcashnotreinvested; no15minfills. https://runway.adityaperswal.workers.dev/data/stock-bars

Account850.99,fund102.12cash,0owntrades/positions/orders. Normal3%premium25.5297,conviction5%42.5495,absolute6%51.0594. Three21callpremiums63 plusassumed15cost=78worstloss,76.3807286%fund/9.1657951%account. Three16putpremiums48+15=63,61.6921269%fund. Fullpremium3RnetprofittargetC.84/P.64beforecost,.89/.69including.05roundtripreserve; mappedintrinsic0/10reacheseither. Costedput4/10reviewceiling.059010989atfixedS2.53;callnone>=0 with.05cost. No liveoptiontargetstopodds;premiumisrisk,notunvalidatedstockATRstop. 2026-09-12 run account context ; NumPy/vectorbt on https://runway.adityaperswal.workers.dev/data/stock-bars

{"s":"SOL","hour_observed":17911,"hour_missing":7,"coherent_days":743,"incomplete_days":4,"raw_daily_mismatch_gt001pct":324,"max_daily_difference_pct":11.284794851166534} FetchedSep12~06:05UTC, start2024-01-01 but SOL beginslater;completedhours beforeSep12 06UTC,completedUTCdays beforeSep12. Strictcomplete24h reconstruction;partial/missing days NA, no synthetic highs/lows. Maxabs OHLC relative discrepancy raw daily/coherent hourly%; timing/source construction may differ. Missing SMA must not be interpreted as downtrend. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"s":"ETH","hour_observed":23642,"hour_missing":4,"coherent_days":982,"incomplete_days":3,"raw_daily_mismatch_gt001pct":531,"max_daily_difference_pct":7.906757799659836} FetchedSep12~06:05UTC, start2024-01-01 but SOL beginslater;completedhours beforeSep12 06UTC,completedUTCdays beforeSep12. Strictcomplete24h reconstruction;partial/missing days NA, no synthetic highs/lows. Maxabs OHLC relative discrepancy raw daily/coherent hourly%; timing/source construction may differ. Missing SMA must not be interpreted as downtrend. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"s":"BTC","hour_observed":23642,"hour_missing":4,"coherent_days":982,"incomplete_days":3,"raw_daily_mismatch_gt001pct":490,"max_daily_difference_pct":6.206399800071449} FetchedSep12~06:05UTC, start2024-01-01 but SOL beginslater;completedhours beforeSep12 06UTC,completedUTCdays beforeSep12. Strictcomplete24h reconstruction;partial/missing days NA, no synthetic highs/lows. Maxabs OHLC relative discrepancy raw daily/coherent hourly%; timing/source construction may differ. Missing SMA must not be interpreted as downtrend. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"days":20,"N":2000,"check_minutes":60,"equal153_book_mean_usd":-0.4355214103329372,"equal153_book_p01_usd":-15.606362577161617,"equal153_book_worst_usd":-17.91774773382727,"equal153_loss_gt3pct_equity_pct":0,"eth38_probe_p01_usd":-4.010872819415561,"eth38_probe_worst_usd":-4.8549150877120635} Joint BTC/ETH/SOL equal51.06USD totals153.18;ETH probe38.295USD. 850.99account,3%25.5297. Sample max loss not guaranteed bound; no actual order. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"observed":"2026-09-12T06:08UTC","period":"2026-03-01 to2026-09-12T05:45UTC","seed":912062,"N":2000,"mean_pct":-0.18214117512441813,"p01_pct":-13.589481502791989,"median_pct":-2.957214694945592,"p99_pct":35.48030954480611,"worst_pct":-14.698435034054757,"stop_pct":36.9,"target_pct":1.4000000000000001,"partial_pct":12.25,"timeout_pct":61.7,"levels":{"spot":101.6,"entry":101.70159999999998,"stop":90.34763786584999,"target":142.81606373724796,"loss_pct":11.69601276193476,"net_RR":3}} Unconditional joint24h block resampling;15min open proxy, not executable quotes or independent event odds; partial25% atgross2R, residualtarget solves net3R inclusive partial, creditedfees25bp/slip10bp eachside. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"observed":"2026-09-12T06:08UTC","period":"2026-03-01 to2026-09-12T05:45UTC","seed":912062,"N":2000,"mean_pct":-0.37556511524834546,"p01_pct":-10.473620105537435,"median_pct":-8.43162959436497,"p99_pct":26.27289292945092,"worst_pct":-12.677673554542535,"stop_pct":51.849999999999994,"target_pct":3.25,"partial_pct":22.400000000000002,"timeout_pct":44.9,"levels":{"spot":2511.935,"entry":2514.4469349999995,"stop":2316.4705938336992,"target":3255.163454993345,"loss_pct":8.425276984939146,"net_RR":3}} Unconditional joint24h block resampling;15min open proxy, not executable quotes or independent event odds; partial25% atgross2R, residualtarget solves net3R inclusive partial, creditedfees25bp/slip10bp eachside. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"observed":"2026-09-12T06:08UTC","period":"2026-03-01 to2026-09-12T05:45UTC","seed":912062,"N":2000,"mean_pct":-0.2952537768676145,"p01_pct":-8.114934524118384,"median_pct":-4.372549434343775,"p99_pct":21.092101168356326,"worst_pct":-10.585629680917963,"stop_pct":48.3,"target_pct":2.15,"partial_pct":20,"timeout_pct":49.55,"levels":{"spot":77199.993,"entry":77277.19299299999,"stop":72402.91052802539,"target":96007.90805130261,"loss_pct":6.868631794633517,"net_RR":3}} Unconditional joint24h block resampling;15min open proxy, not executable quotes or independent event odds; partial25% atgross2R, residualtarget solves net3R inclusive partial, creditedfees25bp/slip10bp eachside. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"days":20,"N":2000,"check_minutes":30,"equal153_book_mean_usd":-0.44255418722161005,"equal153_book_p01_usd":-15.284208262038357,"equal153_book_worst_usd":-18.136457905960725,"equal153_loss_gt3pct_equity_pct":0,"eth38_probe_p01_usd":-3.893115917673435,"eth38_probe_worst_usd":-4.8549150877120635} Joint BTC/ETH/SOL equal51.06USD totals153.18;ETH probe38.295USD. 850.99account,3%25.5297. Sample max loss not guaranteed bound; no actual order. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"observed":"2026-09-12T06:08UTC","period":"2026-03-01 to2026-09-12T05:45UTC","seed":912062,"N":2000,"mean_pct":-0.1668757774239329,"p01_pct":-13.307649685435441,"median_pct":-3.023889330187907,"p99_pct":35.479527354717014,"worst_pct":-15.248115598510626,"stop_pct":37.4,"target_pct":1.4000000000000001,"partial_pct":12.9,"timeout_pct":61.199999999999996,"levels":{"spot":101.6,"entry":101.70159999999998,"stop":90.34763786584999,"target":142.81606373724796,"loss_pct":11.69601276193476,"net_RR":3}} Unconditional joint24h block resampling;15min open proxy, not executable quotes or independent event odds; partial25% atgross2R, residualtarget solves net3R inclusive partial, creditedfees25bp/slip10bp eachside. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"observed":"2026-09-12T06:08UTC","period":"2026-03-01 to2026-09-12T05:45UTC","seed":912062,"N":2000,"mean_pct":-0.40139882574315955,"p01_pct":-10.166120688532274,"median_pct":-8.43416470879131,"p99_pct":26.090357535961893,"worst_pct":-12.677673554542535,"stop_pct":52.75,"target_pct":3.25,"partial_pct":22.55,"timeout_pct":44,"levels":{"spot":2511.935,"entry":2514.4469349999995,"stop":2316.4705938336992,"target":3255.163454993345,"loss_pct":8.425276984939146,"net_RR":3}} Unconditional joint24h block resampling;15min open proxy, not executable quotes or independent event odds; partial25% atgross2R, residualtarget solves net3R inclusive partial, creditedfees25bp/slip10bp eachside. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"observed":"2026-09-12T06:08UTC","period":"2026-03-01 to2026-09-12T05:45UTC","seed":912062,"N":2000,"mean_pct":-0.29845901849685186,"p01_pct":-7.904379679574805,"median_pct":-4.449000837445344,"p99_pct":20.971401240313174,"worst_pct":-10.585629680917963,"stop_pct":49.15,"target_pct":2.1999999999999997,"partial_pct":20.25,"timeout_pct":48.65,"levels":{"spot":77199.993,"entry":77277.19299299999,"stop":72402.91052802539,"target":96007.90805130261,"loss_pct":6.868631794633517,"net_RR":3}} Unconditional joint24h block resampling;15min open proxy, not executable quotes or independent event odds; partial25% atgross2R, residualtarget solves net3R inclusive partial, creditedfees25bp/slip10bp eachside. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"days":20,"N":2000,"check_minutes":15,"equal153_book_mean_usd":-0.44647397258031923,"equal153_book_p01_usd":-14.906163237223137,"equal153_book_worst_usd":-16.577630198695562,"equal153_loss_gt3pct_equity_pct":0,"eth38_probe_p01_usd":-3.7997144063944006,"eth38_probe_worst_usd":-4.333578518548284} Joint BTC/ETH/SOL equal51.06USD totals153.18;ETH probe38.295USD. 850.99account,3%25.5297. Sample max loss not guaranteed bound; no actual order. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"observed":"2026-09-12T06:08UTC","period":"2026-03-01 to2026-09-12T05:45UTC","seed":912062,"N":2000,"mean_pct":-0.16909634097732354,"p01_pct":-12.88788039586729,"median_pct":-3.14137067939933,"p99_pct":35.47024744195121,"worst_pct":-14.750358565333055,"stop_pct":38.05,"target_pct":1.55,"partial_pct":13.3,"timeout_pct":60.4,"levels":{"spot":101.6,"entry":101.70159999999998,"stop":90.34763786584999,"target":142.81606373724796,"loss_pct":11.69601276193476,"net_RR":3}} Unconditional joint24h block resampling;15min open proxy, not executable quotes or independent event odds; partial25% atgross2R, residualtarget solves net3R inclusive partial, creditedfees25bp/slip10bp eachside. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"observed":"2026-09-12T06:08UTC","period":"2026-03-01 to2026-09-12T05:45UTC","seed":912062,"N":2000,"mean_pct":-0.39056090663326687,"p01_pct":-9.92222067213579,"median_pct":-8.43428875150688,"p99_pct":25.988584233553482,"worst_pct":-11.316303743434608,"stop_pct":53.349999999999994,"target_pct":3.35,"partial_pct":22.75,"timeout_pct":43.3,"levels":{"spot":2511.935,"entry":2514.4469349999995,"stop":2316.4705938336992,"target":3255.163454993345,"loss_pct":8.425276984939146,"net_RR":3}} Unconditional joint24h block resampling;15min open proxy, not executable quotes or independent event odds; partial25% atgross2R, residualtarget solves net3R inclusive partial, creditedfees25bp/slip10bp eachside. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"observed":"2026-09-12T06:08UTC","period":"2026-03-01 to2026-09-12T05:45UTC","seed":912062,"N":2000,"mean_pct":-0.31475319614248276,"p01_pct":-7.87959382561957,"median_pct":-4.663118106764702,"p99_pct":20.9429155299572,"worst_pct":-9.510854521917867,"stop_pct":49.8,"target_pct":2.25,"partial_pct":20.75,"timeout_pct":47.949999999999996,"levels":{"spot":77199.993,"entry":77277.19299299999,"stop":72402.91052802539,"target":96007.90805130261,"loss_pct":6.868631794633517,"net_RR":3}} Unconditional joint24h block resampling;15min open proxy, not executable quotes or independent event odds; partial25% atgross2R, residualtarget solves net3R inclusive partial, creditedfees25bp/slip10bp eachside. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"days":2,"N":10000,"check_minutes":60,"equal153_book_mean_usd":-1.0034534640431996,"equal153_book_p01_usd":-13.141359538169064,"equal153_book_worst_usd":-15.386760056021362,"equal153_loss_gt3pct_equity_pct":0,"eth38_probe_p01_usd":-3.5413090387536954,"eth38_probe_worst_usd":-4.909542364124808} Joint BTC/ETH/SOL equal51.06USD totals153.18;ETH probe38.295USD. 850.99account,3%25.5297. Sample max loss not guaranteed bound; no actual order. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"observed":"2026-09-12T06:08UTC","period":"2026-03-01 to2026-09-12T05:45UTC","seed":912062,"N":10000,"mean_pct":-0.6358723068242293,"p01_pct":-10.17186428210241,"median_pct":-0.8631129647997116,"p99_pct":10.880308395261764,"worst_pct":-13.778091843676332,"stop_pct":0.53,"target_pct":0,"partial_pct":0.01,"timeout_pct":99.47,"levels":{"spot":101.6,"entry":101.70159999999998,"stop":90.34763786584999,"target":142.81606373724796,"loss_pct":11.69601276193476,"net_RR":3}} Unconditional joint24h block resampling;15min open proxy, not executable quotes or independent event odds; partial25% atgross2R, residualtarget solves net3R inclusive partial, creditedfees25bp/slip10bp eachside. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"observed":"2026-09-12T06:08UTC","period":"2026-03-01 to2026-09-12T05:45UTC","seed":912062,"N":10000,"mean_pct":-0.6685416822295969,"p01_pct":-9.247444937338281,"median_pct":-0.8846844220764816,"p99_pct":10.328843711671752,"worst_pct":-12.820322141597618,"stop_pct":3.3000000000000003,"target_pct":0,"partial_pct":0.29,"timeout_pct":96.7,"levels":{"spot":2511.935,"entry":2514.4469349999995,"stop":2316.4705938336992,"target":3255.163454993345,"loss_pct":8.425276984939146,"net_RR":3}} Unconditional joint24h block resampling;15min open proxy, not executable quotes or independent event odds; partial25% atgross2R, residualtarget solves net3R inclusive partial, creditedfees25bp/slip10bp eachside. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"observed":"2026-09-12T06:08UTC","period":"2026-03-01 to2026-09-12T05:45UTC","seed":912062,"N":10000,"mean_pct":-0.6608297713128002,"p01_pct":-7.331635341362268,"median_pct":-0.7983386166079465,"p99_pct":7.62442287578101,"worst_pct":-9.362250421532503,"stop_pct":3.01,"target_pct":0,"partial_pct":0.13999999999999999,"timeout_pct":96.99,"levels":{"spot":77199.993,"entry":77277.19299299999,"stop":72402.91052802539,"target":96007.90805130261,"loss_pct":6.868631794633517,"net_RR":3}} Unconditional joint24h block resampling;15min open proxy, not executable quotes or independent event odds; partial25% atgross2R, residualtarget solves net3R inclusive partial, creditedfees25bp/slip10bp eachside. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"days":2,"N":10000,"check_minutes":30,"equal153_book_mean_usd":-1.0095110959620432,"equal153_book_p01_usd":-13.068192218838883,"equal153_book_worst_usd":-15.532567004781146,"equal153_loss_gt3pct_equity_pct":0,"eth38_probe_p01_usd":-3.4723138068917767,"eth38_probe_worst_usd":-4.909542364124808} Joint BTC/ETH/SOL equal51.06USD totals153.18;ETH probe38.295USD. 850.99account,3%25.5297. Sample max loss not guaranteed bound; no actual order. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"observed":"2026-09-12T06:08UTC","period":"2026-03-01 to2026-09-12T05:45UTC","seed":912062,"N":10000,"mean_pct":-0.6378676342230096,"p01_pct":-10.29068047028065,"median_pct":-0.8631129647997116,"p99_pct":10.880308395261764,"worst_pct":-13.778091843676332,"stop_pct":0.64,"target_pct":0,"partial_pct":0.01,"timeout_pct":99.36,"levels":{"spot":101.6,"entry":101.70159999999998,"stop":90.34763786584999,"target":142.81606373724796,"loss_pct":11.69601276193476,"net_RR":3}} Unconditional joint24h block resampling;15min open proxy, not executable quotes or independent event odds; partial25% atgross2R, residualtarget solves net3R inclusive partial, creditedfees25bp/slip10bp eachside. https://runway.adityaperswal.workers.dev/data/crypto-bars