Notes

node /app/agent/dist/backtest.js --symbols SCHL --strategy momentum --lookback20 --days1095 --stop-pct5 --target-pct15; completed752bars,50trades, return-20.343012%,drawdown46.486672%,win30%,mean-.284097%,buyhold-16.38776%. Defaultfeedunknown; noexplicitcosts/holdout. Diagnosticonly; separatecostedeventvectorbt2768 carriesvalidation. Outputresearch/schl_cli.json. https://runway.adityaperswal.workers.dev/data/stock-bars

[{"url":"https://investor.scholastic.com/static-files/58c58bc1-cf79-4665-8c29-388ae9fb0004","date":"July 22, 2021"},{"url":"https://investor.scholastic.com/news-releases/news-release-details/scholastic-reports-fiscal-2021-third-quarter-results","date":"March 18, 2021"}] Historical release originals verified; date-only study excludes eventday. Advance notice and earlier disclosures not exhaustive. 2023PDF parsing repaired via issuer HTML. https://investor.scholastic.com/financial-information/quarterly-results

[{"url":"https://investor.scholastic.com/static-files/eefc1ffa-34ca-49be-b12b-aca24bb10de2","date":"September 22, 2022"},{"url":"https://investor.scholastic.com/static-files/719273ba-f6cb-4b5a-b1e7-ac9a09b86990","date":"July 21, 2022"},{"url":"https://investor.scholastic.com/static-files/dd137366-1865-418a-8618-8051804d38f0","date":"March 17, 2022"},{"url":"https://investor.scholastic.com/static-files/51775708-882e-4b04-98d2-3ba82587f35c","date":"December 16, 2021"},{"url":"https://investor.scholastic.com/static-files/67c1f5d0-a790-4668-af5b-a989ecd79bd3","date":"September 23, 2021"}] Historical release originals verified; date-only study excludes eventday. Advance notice and earlier disclosures not exhaustive. 2023PDF parsing repaired via issuer HTML. https://investor.scholastic.com/financial-information/quarterly-results

[{"url":"https://investor.scholastic.com/static-files/8f863a5a-ade1-4043-98ca-e8a4ae3b3cea","date":"December 14, 2023"},{"url":"https://investor.scholastic.com/news-releases/news-release-details/scholastic-reports-fiscal-2024-first-quarter-results","date":"September 21, 2023"},{"url":"https://investor.scholastic.com/static-files/13090030-8714-4528-a2f7-1d4edc0b1f41","date":"July 20, 2023"},{"url":"https://investor.scholastic.com/static-files/d794605c-6134-4f54-a2c5-0350c81f96ab","date":"March 23, 2023"},{"url":"https://investor.scholastic.com/static-files/88499700-1874-4933-96d1-d9e54e7cdd30","date":"December 15, 2022"}] Historical release originals verified; date-only study excludes eventday. Advance notice and earlier disclosures not exhaustive. 2023PDF parsing repaired via issuer HTML. https://investor.scholastic.com/financial-information/quarterly-results

[{"url":"https://investor.scholastic.com/news-releases/news-release-details/scholastic-reports-fiscal-2025-third-quarter-results","date":"March 20, 2025"},{"url":"https://investor.scholastic.com/news-releases/news-release-details/scholastic-reports-fiscal-2025-second-quarter-results","date":"December 19, 2024"},{"url":"https://investor.scholastic.com/news-releases/news-release-details/scholastic-reports-fiscal-2025-first-quarter-results","date":"September 26, 2024"},{"url":"https://investor.scholastic.com/static-files/aad0e47b-65f0-4f60-81ef-c661b4cc84bf","date":"July 18, 2024"},{"url":"https://investor.scholastic.com/static-files/fc6e1f5a-cd3c-4240-8971-1c147a69a9d3","date":"March 21, 2024"}] Historical release originals verified; date-only study excludes eventday. Advance notice and earlier disclosures not exhaustive. 2023PDF parsing repaired via issuer HTML. https://investor.scholastic.com/financial-information/quarterly-results

[{"url":"https://investor.scholastic.com/news-releases/news-release-details/scholastic-reports-fourth-quarter-and-fiscal-2026-results","date":"July 23, 2026"},{"url":"https://investor.scholastic.com/news-releases/news-release-details/scholastic-reports-fiscal-2026-third-quarter-results","date":"March 19, 2026"},{"url":"https://investor.scholastic.com/news-releases/news-release-details/scholastic-reports-fiscal-2026-second-quarter-results","date":"December 18, 2025"},{"url":"https://investor.scholastic.com/news-releases/news-release-details/scholastic-reports-fiscal-2026-first-quarter-results","date":"September 18, 2025"},{"url":"https://investor.scholastic.com/news-releases/news-release-details/scholastic-reports-fourth-quarter-and-fiscal-2025-results","date":"July 24, 2025"}] Historical release originals verified; date-only study excludes eventday. Advance notice and earlier disclosures not exhaustive. 2023PDF parsing repaired via issuer HTML. https://investor.scholastic.com/financial-information/quarterly-results

Accepted227quotes/Liquid15min16runs,228funding/supply60min4runs,229hourlyentry+trailing24hsignals15min16runs; cutoffSep12 04:15UTC, preserves14/25. At00:11list allactive but lastRunAt/lastOutput/lastExitCode null, so0remoteEND receipts verified. Locals tested successfully; longname validation rejection before229 fixedbyshortername, notvenueorderrejection. Monitor292 at02UTC checks actualcadence/END and errors. No researchcollector can trade. schedule_job and list_jobs fund=crypto

{"fund_fraction":1,"paths":100000,"trades":10,"mean_terminal_return_pct":-1.1426811153966598,"loss_probability_pct":57.208999999999996,"p05_terminal_pct":-17.358080079252957,"p95_terminal_pct":18.260718002028618,"p95_drawdown_pct":19.184312720504526} Numpyseed91200; resample16trainingeventreturnsIID;100000computationalpaths,notindependentsamples. NoFDAgapcalibration or futureprobabilityclaim. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex&adjustment=all

{"fund_fraction":0.25,"paths":100000,"trades":10,"mean_terminal_return_pct":-0.2584276071740277,"loss_probability_pct":55.48499999999999,"p05_terminal_pct":-4.545162756849841,"p95_terminal_pct":4.466595754383129,"p95_drawdown_pct":5.1013640157469435} Numpyseed91200; resample16trainingeventreturnsIID;100000computationalpaths,notindependentsamples. NoFDAgapcalibration or futureprobabilityclaim. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex&adjustment=all

[{"event":"2025-03-20","source":"https://investor.scholastic.com/news-releases/news-release-details/scholastic-reports-fiscal-2025-third-quarter-results","entry_date":"2025-03-13","exit_date":"2025-03-19","entry":18.52,"stop":17.857,"target":20.509,"exit":17.857,"reason":"stop","net_pct":-3.8687404813655735},{"event":"2025-07-24","source":"https://investor.scholastic.com/news-releases/news-release-details/scholastic-reports-fourth-quarter-and-fiscal-2025-results","entry_date":"2025-07-17","exit_date":"2025-07-23","entry":20.49,"stop":19.941499999999998,"target":22.1355,"exit":21.89,"reason":"time","net_pct":6.512583651539816},{"event":"2025-09-18","source":"https://investor.scholastic.com/news-releases/news-release-details/scholastic-reports-fiscal-2026-first-quarter-results","entry_date":"2025-09-11","exit_date":"2025-09-17","entry":26.29,"stop":25.7045,"target":28.046499999999998,"exit":26.57,"reason":"time","net_pct":0.7623028743127147},{"event":"2025-12-18","source":"https://investor.scholastic.com/news-releases/news-release-details/scholastic-reports-fiscal-2026-second-quarter-results","entry_date":"2025-12-11","exit_date":"2025-12-17","entry":27.75,"stop":27.051,"target":29.847,"exit":28.19,"reason":"time","net_pct":1.2812854312104882},{"event":"2026-03-19","source":"https://investor.scholastic.com/news-releases/news-release-details/scholastic-reports-fiscal-2026-third-quarter-results","entry_date":"2026-03-12","exit_date":"2026-03-18","entry":32.93,"stop":31.8735,"target":36.0995,"exit":33.06,"reason":"time","net_pct":0.09404371886057028},{"event":"2026-07-23","source":"https://investor.scholastic.com/news-releases/news-release-details/scholastic-reports-fourth-quarter-and-fiscal-2026-results","entry_date":"2026-07-16","exit_date":"2026-07-17","entry":46.51,"stop":45.5605,"target":49.3585,"exit":45.5605,"reason":"stop","net_pct":-2.3349316634844186}] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex&adjustment=all

{"hold":10,"targetR":3,"slip_bps":25,"split":"known_holdout","n":6,"return_pct":-6.348385940795026,"drawdown_pct":12.929477857454664,"win_pct":33.33333333333333,"mean_pct":-1.0012876667596835,"avgwin_pct":4.580815174273544,"avgloss_pct":3.7923390872762974,"CI_low":-3.9466963868501628,"CI_high":2.6324789110840516,"targets":1,"halfKelly_capital":0} Fees5bp per side. Long-only vectorbt two daily marks with custom worst-order stop-first/gap-open exits. Parameter sweep is sensitivity, holdout already seen in prior763. Not15minexecution validation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SCHL&timeframe=1Day&feed=iex&adjustment=all

{"hold":10,"targetR":3,"slip_bps":25,"split":"train","n":16,"return_pct":-13.01740618130556,"drawdown_pct":15.530704959870134,"win_pct":25,"mean_pct":-0.8188863776698502,"avgwin_pct":4.594231119300901,"avgloss_pct":2.623258876660101,"CI_low":-2.2338783123465937,"CI_high":0.8159473524566273,"targets":4,"halfKelly_capital":0} Fees5bp per side. Long-only vectorbt two daily marks with custom worst-order stop-first/gap-open exits. Parameter sweep is sensitivity, holdout already seen in prior763. Not15minexecution validation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SCHL&timeframe=1Day&feed=iex&adjustment=all

{"hold":10,"targetR":3,"slip_bps":10,"split":"known_holdout","n":6,"return_pct":-4.647388307621895,"drawdown_pct":12.405482607854768,"win_pct":33.33333333333333,"mean_pct":-0.7038446215845835,"avgwin_pct":4.895029727162092,"avgloss_pct":3.5032817959579217,"CI_low":-3.658102864242996,"CI_high":2.9408396598423203,"targets":1,"halfKelly_capital":0} Fees5bp per side. Long-only vectorbt two daily marks with custom worst-order stop-first/gap-open exits. Parameter sweep is sensitivity, holdout already seen in prior763. Not15minexecution validation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SCHL&timeframe=1Day&feed=iex&adjustment=all

{"hold":10,"targetR":3,"slip_bps":10,"split":"train","n":16,"return_pct":-8.740400804865303,"drawdown_pct":13.08891681760338,"win_pct":25,"mean_pct":-0.5208953052164955,"avgwin_pct":4.908485980587896,"avgloss_pct":2.3306890671512925,"CI_low":-1.9401386033708983,"CI_high":1.1188503062020092,"targets":4,"halfKelly_capital":0} Fees5bp per side. Long-only vectorbt two daily marks with custom worst-order stop-first/gap-open exits. Parameter sweep is sensitivity, holdout already seen in prior763. Not15minexecution validation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SCHL&timeframe=1Day&feed=iex&adjustment=all

{"hold":5,"targetR":3,"slip_bps":25,"split":"known_holdout","n":6,"return_pct":0.3281970982584994,"drawdown_pct":7.5029776043066265,"win_pct":50,"mean_pct":0.10698439077783857,"avgwin_pct":2.5439625190269393,"avgloss_pct":2.3299937374712627,"CI_low":-2.3299937374712627,"CI_high":2.8123363735536437,"targets":0,"halfKelly_capital":0.9024537628465504} Fees5bp per side. Long-only vectorbt two daily marks with custom worst-order stop-first/gap-open exits. Parameter sweep is sensitivity, holdout already seen in prior763. Not15minexecution validation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SCHL&timeframe=1Day&feed=iex&adjustment=all

{"hold":5,"targetR":3,"slip_bps":25,"split":"train","n":16,"return_pct":-7.203227094511192,"drawdown_pct":14.000868359180629,"win_pct":37.5,"mean_pct":-0.4072043032098058,"avgwin_pct":3.8049934498020486,"avgloss_pct":2.9345229550169183,"CI_low":-2.032283792251768,"CI_high":1.365811140205948,"targets":5,"halfKelly_capital":0} Fees5bp per side. Long-only vectorbt two daily marks with custom worst-order stop-first/gap-open exits. Parameter sweep is sensitivity, holdout already seen in prior763. Not15minexecution validation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SCHL&timeframe=1Day&feed=iex&adjustment=all

{"hold":5,"targetR":3,"slip_bps":10,"split":"known_holdout","n":6,"return_pct":2.150461749210308,"drawdown_pct":7.225068979410665,"win_pct":66.66666666666666,"mean_pct":0.40775725517893285,"avgwin_pct":2.1625539189808975,"avgloss_pct":3.1018360724249963,"CI_low":-2.0365428086631403,"CI_high":3.1212375066267435,"targets":0,"halfKelly_capital":1} Fees5bp per side. Long-only vectorbt two daily marks with custom worst-order stop-first/gap-open exits. Parameter sweep is sensitivity, holdout already seen in prior763. Not15minexecution validation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SCHL&timeframe=1Day&feed=iex&adjustment=all

{"hold":5,"targetR":3,"slip_bps":10,"split":"train","n":16,"return_pct":-2.6403337705852437,"drawdown_pct":12.962658605311116,"win_pct":37.5,"mean_pct":-0.10797632608380223,"avgwin_pct":4.116877035238572,"avgloss_pct":2.6428883428772263,"CI_low":-1.7379383896611267,"CI_high":1.670366167555162,"targets":5,"halfKelly_capital":0} Fees5bp per side. Long-only vectorbt two daily marks with custom worst-order stop-first/gap-open exits. Parameter sweep is sensitivity, holdout already seen in prior763. Not15minexecution validation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SCHL&timeframe=1Day&feed=iex&adjustment=all

{"hold":3,"targetR":3,"slip_bps":25,"split":"known_holdout","n":6,"return_pct":-8.592998648393149,"drawdown_pct":8.888699633841036,"win_pct":16.666666666666664,"mean_pct":-1.4469195701628488,"avgwin_pct":4.4601680493026485,"avgloss_pct":2.628337094055948,"CI_low":-3.2534349920966656,"CI_high":1.059554376164501,"targets":0,"halfKelly_capital":0} Fees5bp per side. Long-only vectorbt two daily marks with custom worst-order stop-first/gap-open exits. Parameter sweep is sensitivity, holdout already seen in prior763. Not15minexecution validation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SCHL&timeframe=1Day&feed=iex&adjustment=all

{"hold":3,"targetR":3,"slip_bps":25,"split":"train","n":16,"return_pct":-15.27956312106194,"drawdown_pct":18.749417213017196,"win_pct":31.25,"mean_pct":-1.0039105709340073,"avgwin_pct":1.6747446858716497,"avgloss_pct":2.221481142209306,"CI_low":-2.0283883425452007,"CI_high":0.26937168500998093,"targets":1,"halfKelly_capital":0} Fees5bp per side. Long-only vectorbt two daily marks with custom worst-order stop-first/gap-open exits. Parameter sweep is sensitivity, holdout already seen in prior763. Not15minexecution validation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SCHL&timeframe=1Day&feed=iex&adjustment=all

{"hold":3,"targetR":3,"slip_bps":10,"split":"known_holdout","n":6,"return_pct":-6.932769996527653,"drawdown_pct":7.87471740950576,"win_pct":16.666666666666664,"mean_pct":-1.1508154324063546,"avgwin_pct":4.774020116181044,"avgloss_pct":2.3357825421238343,"CI_low":-2.9627585557273015,"CI_high":1.3631892506919818,"targets":0,"halfKelly_capital":0} Fees5bp per side. Long-only vectorbt two daily marks with custom worst-order stop-first/gap-open exits. Parameter sweep is sensitivity, holdout already seen in prior763. Not15minexecution validation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SCHL&timeframe=1Day&feed=iex&adjustment=all

{"hold":3,"targetR":3,"slip_bps":10,"split":"train","n":16,"return_pct":-11.11378985404643,"drawdown_pct":15.728576243895764,"win_pct":37.5,"mean_pct":-0.7064754063119585,"avgwin_pct":1.658774489767778,"avgloss_pct":2.1256253439598005,"CI_low":-1.7340312360202743,"CI_high":0.5706324443559299,"targets":1,"halfKelly_capital":0} Fees5bp per side. Long-only vectorbt two daily marks with custom worst-order stop-first/gap-open exits. Parameter sweep is sensitivity, holdout already seen in prior763. Not15minexecution validation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SCHL&timeframe=1Day&feed=iex&adjustment=all

Sep12 00:10 local test HTTP200both, END00:10:02, nopagination/missing. Sep11GIS35.85 Oct16C40 .39volume121/P32.5 .48volume116; costreserve.05assumed; {"S":35.85,"call":0.39,"put":0.48,"call_hurdle_pct":12.803347280334718,"put_hurdle_pct":10.82287308228731}. Bothremain0/9because largestpriorup8.535516%/down5.114781%. Scheduled230active80runs240min, firstactualreceiptpending, scheduleacknotcompletion. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars

{"rows":1429,"date":"2026-09-11T04:00:00Z","close":55.39,"ret1_pct":-0.4582621978614476,"open_gap_pct":0.4942043310270483,"ret20_pct":4.312617702448218,"sma20":56.224250000000005,"sma50":53.552699999999994,"rsi14":51.13365510536025,"atr14":2.1239285714285723,"adr20":1.9872500000000002,"low20":51.71,"high20":61.75,"volume20_iex":65273.5,"corr60_SPY":-0.06358172386785431} Python: RSI Wilder EWM14; ATR simple mean14 true ranges; ADR20 mean high-low; close correlations last60 aligned returns. Partial-market open/volume not consolidated auction or liquidity. SRRK daily bar precedes22:25UTC approval, cannot measure reaction. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=iex&adjustment=all

{"rows":1429,"date":"2026-09-11T04:00:00Z","close":764.14,"ret1_pct":0.8273186694288004,"open_gap_pct":0.8774591948487176,"ret20_pct":-1.7612876684151013,"sma20":766.83525,"sma50":758.5819,"rsi14":50.22825077411958,"atr14":5.57071428571427,"adr20":4.196750000000009,"low20":756.64,"high20":778.78,"volume20_iex":1221223.15,"corr60_SPY":1} Python: RSI Wilder EWM14; ATR simple mean14 true ranges; ADR20 mean high-low; close correlations last60 aligned returns. Partial-market open/volume not consolidated auction or liquidity. SRRK daily bar precedes22:25UTC approval, cannot measure reaction. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=iex&adjustment=all