Runway

Notes

32996 observations, newest first
ETH/USD C91204 results cells 45-48 = 4
Crypto majors2026-09-12 04:09
Sep12 frozen experiment. Train2024-25,holdoutJan1-Sep11 2026; d=-1 immediatebreakout else ATRpullbackdepth; fees25bpcredited eachside; return/DD/mean/win percent. Open marked notclosed; not pristineprospectiveOOS. [{"s":"ETH","tf":"1Day","d":1,"train":true,"slipbp":10,"return":6.66376555369077,"DD":13.71663627894577,"win":50,"N":4,"open":0,"mean":2.4671765001385957,"targets":1,"stops":2,"missing":0,"entryexit":0,"recon":0},{"s":"ETH","tf":"1Day","d":1,"train":true,"slipbp":30,"return":16.41555276240574,"DD":29.4987512294249,"win":50,"N":6,"open":0,"mean":3.6827219952184462,"targets":1,"stops":3,"missing":0,"entryexit":0,"recon":0},{"s":"ETH","tf":"1Day","d":1,"train":false,"slipbp":10,"return":2.090775938242717,"DD":5.176639016379648,"win":100,"N":1,"open":0,"mean":2.090775938242717,"targets":0,"stops":0,"missing":0,"entryexit":0,"recon":-2.220446049250313e-16},{"s":"ETH","tf":"1Day","d":1,"train":false,"slipbp":30,"return":1.683226710297947,"DD":5.176639016379648,"win":100,"N":1,"open":0,"mean":1.683226710297947,"targets":0,"stops":0,"missing":0,"entryexit":0,"recon":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results.json
ETH/USD C91204 results cells 41-44 = 4
Crypto majors2026-09-12 04:09
Sep12 frozen experiment. Train2024-25,holdoutJan1-Sep11 2026; d=-1 immediatebreakout else ATRpullbackdepth; fees25bpcredited eachside; return/DD/mean/win percent. Open marked notclosed; not pristineprospectiveOOS. [{"s":"ETH","tf":"1Day","d":0.5,"train":true,"slipbp":10,"return":-23.68857142509103,"DD":34.213756214161194,"win":37.5,"N":8,"open":1,"mean":-2.1521207772281796,"targets":0,"stops":5,"missing":0,"entryexit":0,"recon":0},{"s":"ETH","tf":"1Day","d":0.5,"train":true,"slipbp":30,"return":-25.42440140968496,"DD":35.0882231565198,"win":37.5,"N":8,"open":1,"mean":-2.4191004843917105,"targets":0,"stops":5,"missing":0,"entryexit":1,"recon":0},{"s":"ETH","tf":"1Day","d":0.5,"train":false,"slipbp":10,"return":-0.2560795367949842,"DD":19.870208871574757,"win":66.66666666666666,"N":3,"open":0,"mean":0.03620787654811848,"targets":0,"stops":1,"missing":0,"entryexit":0,"recon":-1.1102230246251565e-16},{"s":"ETH","tf":"1Day","d":0.5,"train":false,"slipbp":30,"return":-1.2362885405404311,"DD":20.020377619446094,"win":66.66666666666666,"N":3,"open":0,"mean":-0.29720252039413164,"targets":0,"stops":1,"missing":0,"entryexit":0,"recon":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results.json
ETH/USD C91204 results cells 37-40 = 4
Crypto majors2026-09-12 04:09
Sep12 frozen experiment. Train2024-25,holdoutJan1-Sep11 2026; d=-1 immediatebreakout else ATRpullbackdepth; fees25bpcredited eachside; return/DD/mean/win percent. Open marked notclosed; not pristineprospectiveOOS. [{"s":"ETH","tf":"1Day","d":0.25,"train":true,"slipbp":10,"return":-13.682997033565847,"DD":30.76627877648086,"win":44.44444444444444,"N":9,"open":1,"mean":-0.44918077907448234,"targets":0,"stops":5,"missing":0,"entryexit":0,"recon":0},{"s":"ETH","tf":"1Day","d":0.25,"train":true,"slipbp":30,"return":-15.9831622441457,"DD":31.80913399017061,"win":44.44444444444444,"N":9,"open":1,"mean":-0.7366955323271905,"targets":0,"stops":5,"missing":0,"entryexit":1,"recon":0},{"s":"ETH","tf":"1Day","d":0.25,"train":false,"slipbp":10,"return":-0.2560795367949842,"DD":19.870208871574757,"win":66.66666666666666,"N":3,"open":0,"mean":0.03620787654811848,"targets":0,"stops":1,"missing":0,"entryexit":0,"recon":-1.1102230246251565e-16},{"s":"ETH","tf":"1Day","d":0.25,"train":false,"slipbp":30,"return":-1.2362885405404311,"DD":20.020377619446094,"win":66.66666666666666,"N":3,"open":0,"mean":-0.29720252039413164,"targets":0,"stops":1,"missing":0,"entryexit":0,"recon":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results.json
ETH/USD C91204 results cells 33-36 = 4
Crypto majors2026-09-12 04:09
Sep12 frozen experiment. Train2024-25,holdoutJan1-Sep11 2026; d=-1 immediatebreakout else ATRpullbackdepth; fees25bpcredited eachside; return/DD/mean/win percent. Open marked notclosed; not pristineprospectiveOOS. [{"s":"ETH","tf":"1Day","d":-1,"train":true,"slipbp":10,"return":32.186764964409335,"DD":25.558226270705674,"win":43.75,"N":16,"open":0,"mean":2.868349097868408,"targets":3,"stops":9,"missing":0,"entryexit":0,"recon":0},{"s":"ETH","tf":"1Day","d":-1,"train":true,"slipbp":30,"return":-4.813479252150743,"DD":43.110968779352454,"win":31.25,"N":16,"open":0,"mean":0.6761887850770969,"targets":2,"stops":9,"missing":0,"entryexit":0,"recon":0},{"s":"ETH","tf":"1Day","d":-1,"train":false,"slipbp":10,"return":-12.6312810661671,"DD":24.349665862173207,"win":20,"N":5,"open":0,"mean":-2.4065309969774384,"targets":0,"stops":2,"missing":0,"entryexit":0,"recon":0},{"s":"ETH","tf":"1Day","d":-1,"train":false,"slipbp":30,"return":-13.985067114735394,"DD":24.622749134139088,"win":20,"N":5,"open":0,"mean":-2.7170025245474716,"targets":0,"stops":2,"missing":0,"entryexit":0,"recon":-1.1102230246251565e-16}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results.json
BTC/USD C91204 results cells 29-32 = 4
Crypto majors2026-09-12 04:09
Sep12 frozen experiment. Train2024-25,holdoutJan1-Sep11 2026; d=-1 immediatebreakout else ATRpullbackdepth; fees25bpcredited eachside; return/DD/mean/win percent. Open marked notclosed; not pristineprospectiveOOS. [{"s":"BTC","tf":"1Hour","d":1,"train":true,"slipbp":10,"return":19.758755387344216,"DD":20.71605798412265,"win":50,"N":6,"open":0,"mean":3.600540494328003,"targets":1,"stops":2,"missing":3,"entryexit":0,"recon":-2.220446049250313e-16},{"s":"BTC","tf":"1Hour","d":1,"train":true,"slipbp":30,"return":18.398317636637795,"DD":21.352271005150993,"win":50,"N":6,"open":0,"mean":3.420130969837123,"targets":1,"stops":2,"missing":3,"entryexit":0,"recon":-2.220446049250313e-16},{"s":"BTC","tf":"1Hour","d":1,"train":false,"slipbp":10,"return":3.5895172935296538,"DD":8.75596176977782,"win":50,"N":2,"open":0,"mean":2.095590060189961,"targets":0,"stops":1,"missing":1,"entryexit":0,"recon":0},{"s":"BTC","tf":"1Hour","d":1,"train":false,"slipbp":30,"return":2.981083765220194,"DD":8.746361999812047,"win":50,"N":2,"open":0,"mean":1.7869270210402577,"targets":0,"stops":1,"missing":1,"entryexit":0,"recon":-2.220446049250313e-16}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results.json
BTC/USD C91204 results cells 25-28 = 4
Crypto majors2026-09-12 04:09
Sep12 frozen experiment. Train2024-25,holdoutJan1-Sep11 2026; d=-1 immediatebreakout else ATRpullbackdepth; fees25bpcredited eachside; return/DD/mean/win percent. Open marked notclosed; not pristineprospectiveOOS. [{"s":"BTC","tf":"1Hour","d":0.5,"train":true,"slipbp":10,"return":-17.092346434853635,"DD":31.952780168634444,"win":41.17647058823529,"N":17,"open":0,"mean":-0.6848427321102964,"targets":1,"stops":8,"missing":3,"entryexit":0,"recon":0},{"s":"BTC","tf":"1Hour","d":0.5,"train":true,"slipbp":30,"return":-20.531185021949426,"DD":32.18797818580333,"win":41.17647058823529,"N":17,"open":0,"mean":-0.9292018929952919,"targets":1,"stops":8,"missing":3,"entryexit":0,"recon":-1.1102230246251565e-16},{"s":"BTC","tf":"1Hour","d":0.5,"train":false,"slipbp":10,"return":1.302885890119554,"DD":9.540324449885318,"win":66.66666666666666,"N":3,"open":1,"mean":1.1439406849313736,"targets":0,"stops":1,"missing":1,"entryexit":0,"recon":0},{"s":"BTC","tf":"1Hour","d":0.5,"train":false,"slipbp":30,"return":0.10613080735990543,"DD":9.912252832513568,"win":66.66666666666666,"N":3,"open":1,"mean":0.8061081876898987,"targets":0,"stops":1,"missing":1,"entryexit":0,"recon":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results.json
BTC/USD C91204 results cells 21-24 = 4
Crypto majors2026-09-12 04:09
Sep12 frozen experiment. Train2024-25,holdoutJan1-Sep11 2026; d=-1 immediatebreakout else ATRpullbackdepth; fees25bpcredited eachside; return/DD/mean/win percent. Open marked notclosed; not pristineprospectiveOOS. [{"s":"BTC","tf":"1Hour","d":0.25,"train":true,"slipbp":10,"return":-26.711721943595045,"DD":34.64174868129714,"win":35.294117647058826,"N":17,"open":0,"mean":-1.4102467478242195,"targets":1,"stops":9,"missing":3,"entryexit":0,"recon":0},{"s":"BTC","tf":"1Hour","d":0.25,"train":true,"slipbp":30,"return":-29.59299855587161,"DD":37.020475272082166,"win":35.294117647058826,"N":17,"open":0,"mean":-1.6400741454010042,"targets":1,"stops":9,"missing":3,"entryexit":0,"recon":0},{"s":"BTC","tf":"1Hour","d":0.25,"train":false,"slipbp":10,"return":-1.945755441955288,"DD":10.626447602905742,"win":33.33333333333333,"N":3,"open":1,"mean":0.28125152317705815,"targets":0,"stops":1,"missing":1,"entryexit":0,"recon":0},{"s":"BTC","tf":"1Hour","d":0.25,"train":false,"slipbp":30,"return":-3.1042102151150663,"DD":11.504638350105179,"win":33.33333333333333,"N":3,"open":1,"mean":-0.05313709484419856,"targets":0,"stops":1,"missing":1,"entryexit":0,"recon":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results.json
BTC/USD C91204 results cells 17-20 = 4
Crypto majors2026-09-12 04:09
Sep12 frozen experiment. Train2024-25,holdoutJan1-Sep11 2026; d=-1 immediatebreakout else ATRpullbackdepth; fees25bpcredited eachside; return/DD/mean/win percent. Open marked notclosed; not pristineprospectiveOOS. [{"s":"BTC","tf":"1Hour","d":-1,"train":true,"slipbp":10,"return":-55.00102646384883,"DD":55.54518118705916,"win":25,"N":24,"open":0,"mean":-2.82008996360581,"targets":2,"stops":17,"missing":3,"entryexit":0,"recon":-5.551115123125783e-17},{"s":"BTC","tf":"1Hour","d":-1,"train":true,"slipbp":30,"return":-56.818599254851485,"DD":57.25554157464396,"win":25,"N":24,"open":0,"mean":-2.9788461481517587,"targets":2,"stops":17,"missing":3,"entryexit":0,"recon":0},{"s":"BTC","tf":"1Hour","d":-1,"train":false,"slipbp":10,"return":5.772356415511526,"DD":14.746844019014837,"win":50,"N":6,"open":0,"mean":1.1155628134529492,"targets":1,"stops":1,"missing":1,"entryexit":0,"recon":-2.220446049250313e-16},{"s":"BTC","tf":"1Hour","d":-1,"train":false,"slipbp":30,"return":4.406458723565176,"DD":15.585826085129806,"win":50,"N":6,"open":0,"mean":0.912104920277218,"targets":1,"stops":1,"missing":1,"entryexit":0,"recon":-2.220446049250313e-16}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results.json
BTC/USD C91204 results cells 13-16 = 4
Crypto majors2026-09-12 04:09
Sep12 frozen experiment. Train2024-25,holdoutJan1-Sep11 2026; d=-1 immediatebreakout else ATRpullbackdepth; fees25bpcredited eachside; return/DD/mean/win percent. Open marked notclosed; not pristineprospectiveOOS. [{"s":"BTC","tf":"1Day","d":1,"train":true,"slipbp":10,"return":-11.650904804174534,"DD":13.116749878670774,"win":0,"N":2,"open":0,"mean":-6.003788527160814,"targets":0,"stops":2,"missing":0,"entryexit":0,"recon":-1.1102230246251565e-16},{"s":"BTC","tf":"1Day","d":1,"train":true,"slipbp":30,"return":-11.984104837031605,"DD":13.271483400636065,"win":0,"N":2,"open":0,"mean":-6.181213213948899,"targets":0,"stops":2,"missing":0,"entryexit":0,"recon":0},{"s":"BTC","tf":"1Day","d":1,"train":false,"slipbp":10,"return":0.9484471663183003,"DD":7.485945722691223,"win":100,"N":1,"open":0,"mean":0.9484471663183003,"targets":0,"stops":0,"missing":0,"entryexit":0,"recon":-2.220446049250313e-16},{"s":"BTC","tf":"1Day","d":1,"train":false,"slipbp":30,"return":0.5454581467251307,"DD":7.485945722691245,"win":100,"N":1,"open":0,"mean":0.5454581467251307,"targets":0,"stops":0,"missing":0,"entryexit":0,"recon":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results.json
BTC/USD C91204 results cells 9-12 = 4
Crypto majors2026-09-12 04:09
Sep12 frozen experiment. Train2024-25,holdoutJan1-Sep11 2026; d=-1 immediatebreakout else ATRpullbackdepth; fees25bpcredited eachside; return/DD/mean/win percent. Open marked notclosed; not pristineprospectiveOOS. [{"s":"BTC","tf":"1Day","d":0.5,"train":true,"slipbp":10,"return":-17.012274977348362,"DD":26.243268350855764,"win":20,"N":5,"open":0,"mean":-3.1765279176051875,"targets":1,"stops":4,"missing":0,"entryexit":0,"recon":-1.1102230246251565e-16},{"s":"BTC","tf":"1Day","d":0.5,"train":true,"slipbp":30,"return":-11.208074289062587,"DD":26.35997209451294,"win":25,"N":4,"open":0,"mean":-2.3067119793810127,"targets":1,"stops":3,"missing":0,"entryexit":0,"recon":0},{"s":"BTC","tf":"1Day","d":0.5,"train":false,"slipbp":10,"return":6.846405475014472,"DD":7.772299771053159,"win":66.66666666666666,"N":3,"open":0,"mean":2.325622972777101,"targets":0,"stops":0,"missing":0,"entryexit":0,"recon":-2.220446049250313e-16},{"s":"BTC","tf":"1Day","d":0.5,"train":false,"slipbp":30,"return":5.571905381068043,"DD":7.9562034604428895,"win":33.33333333333333,"N":3,"open":0,"mean":1.9171362289134963,"targets":0,"stops":0,"missing":0,"entryexit":0,"recon":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results.json
BTC/USD C91204 results cells 5-8 = 4
Crypto majors2026-09-12 04:09
Sep12 frozen experiment. Train2024-25,holdoutJan1-Sep11 2026; d=-1 immediatebreakout else ATRpullbackdepth; fees25bpcredited eachside; return/DD/mean/win percent. Open marked notclosed; not pristineprospectiveOOS. [{"s":"BTC","tf":"1Day","d":0.25,"train":true,"slipbp":10,"return":-30.591041436760502,"DD":36.47165802126271,"win":12.5,"N":8,"open":0,"mean":-4.1491155432801765,"targets":1,"stops":7,"missing":0,"entryexit":0,"recon":0},{"s":"BTC","tf":"1Day","d":0.25,"train":true,"slipbp":30,"return":-26.15732617303911,"DD":32.27854782377374,"win":14.285714285714285,"N":7,"open":0,"mean":-3.8674579243320926,"targets":1,"stops":6,"missing":0,"entryexit":0,"recon":0},{"s":"BTC","tf":"1Day","d":0.25,"train":false,"slipbp":10,"return":9.40739781418447,"DD":7.772299771053159,"win":100,"N":3,"open":0,"mean":3.1106474421579877,"targets":0,"stops":0,"missing":0,"entryexit":0,"recon":0},{"s":"BTC","tf":"1Day","d":0.25,"train":false,"slipbp":30,"return":8.102349336674198,"DD":7.9562034604428895,"win":66.66666666666666,"N":3,"open":0,"mean":2.699026858694546,"targets":0,"stops":0,"missing":0,"entryexit":0,"recon":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results.json
BTC/USD C91204 results cells 1-4 = 4
Crypto majors2026-09-12 04:09
Sep12 frozen experiment. Train2024-25,holdoutJan1-Sep11 2026; d=-1 immediatebreakout else ATRpullbackdepth; fees25bpcredited eachside; return/DD/mean/win percent. Open marked notclosed; not pristineprospectiveOOS. [{"s":"BTC","tf":"1Day","d":-1,"train":true,"slipbp":10,"return":-18.780899587112955,"DD":28.541572839176144,"win":36.84210526315789,"N":19,"open":0,"mean":-0.6554924577834633,"targets":2,"stops":10,"missing":0,"entryexit":2,"recon":0},{"s":"BTC","tf":"1Day","d":-1,"train":true,"slipbp":30,"return":-21.811291787780142,"DD":31.076728400489905,"win":31.57894736842105,"N":19,"open":0,"mean":-0.8423487376448678,"targets":2,"stops":10,"missing":0,"entryexit":2,"recon":0},{"s":"BTC","tf":"1Day","d":-1,"train":false,"slipbp":10,"return":-6.733496353514679,"DD":23.19901299800766,"win":33.33333333333333,"N":6,"open":0,"mean":-0.8241897543704765,"targets":1,"stops":2,"missing":0,"entryexit":0,"recon":0},{"s":"BTC","tf":"1Day","d":-1,"train":false,"slipbp":30,"return":-7.74076939077144,"DD":24.088398026661785,"win":33.33333333333333,"N":6,"open":0,"mean":-0.9869356321689967,"targets":1,"stops":2,"missing":0,"entryexit":0,"recon":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars ; C91204 research/results.json
NOK Partner evidence does not establish paid Nokia revenue = 1100
Convex events2026-09-12 04:09
RetrievedSep12;2025SeriesBrelease$1.1bncustomerfinancing includesNokiainvestment/partnership,notnew2026Nokiareceipt. SeparatepartneroriginbutquotedNokiaCEOisstillNokiaorigin; financingrelationshipcreatesincentive/promotionalbias. Eventpagequotes'21 October 2026',Berlin partnernetworking,notpromisedresults/orderrelease; hour19:45–23:00timezoneunstated. Noextraeventtrade; defaultOct21earningspositionexitcanoverlapothernews. https://www.nscale.com/press-releases/nscale-series-b ; https://www.nscale.com/events/gtc-berlin-nscale-vast-nokia-networking
NOK Infinera structural regime division = 6
Convex events2026-09-12 04:09
IssuerFeb28 2025confirmedclose. Last6earningsApr2025-Jul2026postacquisition medianabs6.574035%,pre5median5.864627%;bothsmallandpost6<8. No statistical evidencehere thatnewstructureproduces>=17.52%putor21.29%calltypicalearningsmoves. Regimecanchangefuturereturns; showuncertaintywithoutclaimstationarity. https://www.nokia.com/newsroom/nokia-completes-acquisition-of-infinera-to-create-innovation-powerhouse-in-optical-networks-with-the-scale-to-power-the-data-center-revolution/
NOK First-news window and cash/option price thresholds = -8.6266094421
Convex events2026-09-12 04:09
July22 2025issuer19:00EEST=16UTC actualpreliminaryQ2/guidance. Jul21close->Jul22close-6.094421%;throughJul24-8.626609%,notintradayisolated. ReplaceJuly24residualin11events=>medianabs7.165690%;excludeitN10median6.515158%. CurrentP9.5.27/C13.45coverage0inallsensitivities. AtS11.13 fifthsortedreturn thresholds requireK11callpremium<=.47937677 orput<=.26178620 after.05cost for5/11; normalriskmax.255297 tighter. K11.5callceiling-.020623,K10put-.738214 cannotqualifyevenfree. Noordertriggerwithoutfreshspot/revalidation. https://www.nokia.com/newsroom/inside-information-nokia-lowers-2025-operating-profit-guidance-due-to-currency/ ; https://runway.adityaperswal.workers.dev/data/stock-bars
NOK Bootstrap uncertainty and intrinsic-only repeated-loss scenario = 100000
Convex events2026-09-12 04:09
Seed91204,100000 resamples of11signedreturns. {"N":100000,"median_CI":[3.969327920613441,8.474903474903472],"mean_CI":[-3.974174129654647,4.4592469196437765],"normal":{"mean_terminal":48.66999999999998,"p5":48.66999999999999,"loss_probability":1,"zero_intrinsic":1,"halfKelly":0},"stress":{"mean_terminal":33.67,"p5":33.67,"loss_probability":1,"zero_intrinsic":1,"halfKelly":0}} P9.5.27 has0intrinsic inall11mappedmoves;3sequential32dollarallin tickets on144.67book =>48.67remaining. Degenerate empirical distribution NOT100%forecastofoptionloss; residualtimevalue/IVandnewtailsmissing. $27premium above25.5297normalcap; scenarioNOTapprovedsize. https://runway.adityaperswal.workers.dev/data/stock-bars ; numpy
NOK Raw adjustment audit maximum deviation = 0.015659106
Convex events2026-09-12 04:09
Sep12measured;11event raw-vs-allclose-return differences max.015659106pp. [{"date":"2024-01-25","adjusted":11.444478812248684,"raw":11.436950146627556,"diff":-0.0075286656211286385},{"date":"2024-04-18","adjusted":3.588290840415476,"raw":3.603603603603611,"diff":0.015312763188135126},{"date":"2024-07-18","adjusted":-7.165689930740548,"raw":-7.179487179487176,"diff":-0.013797248746628021},{"date":"2024-10-17","adjusted":-2.687673772011112,"raw":-2.6905829596412634,"diff":-0.0029091876301512443},{"date":"2025-01-30","adjusted":5.864626796476591,"raw":5.8558558558558405,"diff":-0.008770940620750345},{"date":"2025-04-24","adjusted":-8.474903474903472,"raw":-8.474576271186429,"diff":0.0003272037170436448},{"date":"2025-07-24","adjusted":-3.969327920613441,"raw":-3.9823008849557473,"diff":-0.012972964342306437},{"date":"2025-10-23","adjusted":11.16380882889456,"raw":11.171171171171167,"diff":0.007362342276607592},{"date":"2026-01-29","adjusted":-7.782216304187017,"raw":-7.771260997067452,"diff":0.010955307119564495},{"date":"2026-04-23","adjusted":4.763847801693344,"raw":4.766734279918872,"diff":0.0028864782255277888},{"date":"2026-07-23","adjusted":-5.36585365853659,"raw":-5.3501945525291745,"diff":0.015659106007415602}] https://runway.adityaperswal.workers.dev/data/stock-bars
NOK T5 stress and CLI diagnostic controls = -3.8972721117
Convex events2026-09-12 04:09
T5stress fees1bp/slip15bp/side: [{"window":"train","slippage":0.0005,"ret":-14.811927558595084,"dd":15.253073252486837,"N":8,"win":12.5},{"window":"train","slippage":0.0015,"ret":-16.164092020722524,"dd":16.514875458265877,"N":8,"win":12.5},{"window":"holdout","slippage":0.0005,"ret":-3.3189218019127567,"dd":13.314272799137228,"N":3,"win":33.33333333333333},{"window":"holdout","slippage":0.0015,"ret":-3.8972721116666778,"dd":13.487471185051836,"N":3,"win":33.33333333333333}] CLI --symbols NOK --strategy momentum --lookback20 --days1000:685bars,return144.635118%,DD28.965370%,win42.424242%,N33,buyhold244.204019%; noholdout/optiondata, diagnosticnottradeedge. https://runway.adityaperswal.workers.dev/data/stock-bars ; node /app/agent/dist/backtest.js
NOK Fixed pre-event vectorbt control and sensitivity sweep = -14.8119275586
Convex events2026-09-12 04:09
MeasuredSep12; buyT-3/5/10 open,sellT-1close,fees1bp/slip5bp per side. Train2024-25N8;heldout2026N3; resultsnotoptions. [{"lookback":3,"window":"train","ret":-6.9605407547051525,"dd":7.943705625093667,"N":8,"win":37.5},{"lookback":3,"window":"holdout","ret":-5.0631406905948095,"dd":8.687234715835523,"N":3,"win":66.66666666666666},{"lookback":5,"window":"train","ret":-14.811927558595084,"dd":15.253073252486837,"N":8,"win":12.5},{"lookback":5,"window":"holdout","ret":-3.3189218019127567,"dd":13.314272799137228,"N":3,"win":33.33333333333333},{"lookback":10,"window":"train","ret":-3.8546827894113678,"dd":13.023497498232285,"N":8,"win":37.5},{"lookback":10,"window":"holdout","ret":-10.06500277682709,"dd":24.64848410385051,"N":3,"win":66.66666666666666}] https://runway.adityaperswal.workers.dev/data/stock-bars ; vectorbt
NOK Indicators and joint regime table = 60.974431994953626
Convex events2026-09-12 04:09
AsSep11;926dailybars2023-Sep11/no pagination forNOK/SPY. {"spot":11.13,"SMA20":10.340499999999999,"SMA50":10.33708,"SMA200":9.659325,"ATR20":0.4182949999999999,"RSI14":60.974431994953626,"RV20":42.14530278741359,"RV60":63.49799818597,"return20":5.397727272727271,"high20":11.17,"low20":9.54,"beta60":2.7177005376913175} Jointpre-eventclose: [{"date":"2024-01-25","RSI":49.93884968740334,"above200":false,"joint":false},{"date":"2024-04-18","RSI":35.982325341345685,"above200":false,"joint":false},{"date":"2024-07-18","RSI":54.5919005420172,"above200":true,"joint":true},{"date":"2024-10-17","RSI":62.77188717928697,"above200":true,"joint":true},{"date":"2025-01-30","RSI":46.12355195417226,"above200":true,"joint":false},{"date":"2025-04-24","RSI":59.36257268110365,"above200":true,"joint":true},{"date":"2025-07-24","RSI":23.25214373260306,"above200":false,"joint":false},{"date":"2025-10-23","RSI":70.23843170622878,"above200":true,"joint":false},{"date":"2026-01-29","RSI":59.05753420001894,"above200":true,"joint":true},{"date":"2026-04-23","RSI":59.54297071347361,"above200":true,"joint":true},{"date":"2026-07-23","RSI":34.85757456237589,"above200":true,"joint":false}] https://runway.adityaperswal.workers.dev/data/stock-bars
FTK R91204 facility and IP boundary = 3
Supply chain2026-09-12 04:09
2025annualfiledMar16'26:3USmanufacturingfacilities; ownedCTMarlowOK/RacelandLA; leasedwarehouse/salesDubai. 144grantedpatents113CT/31DA,4pendingDA; differslaterpromotionalover130 bydate/rounding. No tonnagecapacity/utilization/qualifiedalternateleadtime disclosed in reviewedfacilitytable; no fabricatedphysicalthroughputceiling. MarketpriceSIP27.33/20dayvolume700525.6 gives amplevolume forfund170.20 butdoesnotresolveedge. https://www.sec.gov/Archives/edgar/data/928054/000092805426000020/ftk-20251231.htm
FTK R91204 quarterly cash timing refutes H1 averaging excuse = -6.601
Supply chain2026-09-12 04:09
Q1'26 10QfiledMay7: OCF.021m,cashcapex1.002m,NI4.664m; H1Aug6filing OCF-6.580m/capex1.239m/NI14.617m. DerivedQ2OCF-6.601m,capex.237m,FCF-6.838m,NI9.953m; Q1FCF-.981m. Q1relatedsales74.1% fallsQ2to56.5%,realdiversificationcounterexample. ThisdoesnotidentifySaudiinvoiceaging orprovepermanentcashfailure. Q2/H1source https://www.sec.gov/Archives/edgar/data/928054/000092805426000080/ftk-20260630.htm . https://www.sec.gov/Archives/edgar/data/928054/000092805426000047/ftk-20260331.htm
EFA Issuer index exposure
Core trend fractional2026-09-12 04:08
Read Sept12 2026; current issuer page says large/mid-cap developed-market equities outside US and Canada. Primary issuer product description, commercially interested. Foreign equity exposure does not imply independence from global equity shocks. https://www.ishares.com/us/products/239623/ishares-msci-eafe-etf?qt=EFA
IWM Issuer index exposure
Core trend fractional2026-09-12 04:08
Read Sept12 2026; issuer summary prospectus states index of small-capitalization US equities. Primary legal product description, issuer commercial interest; no claim about current holdings weights or cheap valuation. https://www.ishares.com/us/literature/summary-prospectus/sp-ishares-russell-2000-etf-3-31.pdf
QQQ Issuer index exposure = 100
Core trend fractional2026-09-12 04:08
Read Sept12 2026; current undated issuer product description: QQQ tracks Nasdaq100, 100 largest nonfinancial Nasdaq-listed companies. Issuer is primary for mandate/structure and commercially interested in adoption. Descriptive exposure, not a valuation estimate. https://www.invesco.com/qqq-etf/en/about.html
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