Notes

{"symbol":"PLAY","source_days":71,"paths":50000,"stop_pct":16.706,"target_pct":1.3780000000000001,"both_pct":0,"net_mean_pct":-0.9050241798716863,"net_p05_pct":-6.978170262773475,"net_p95_pct":6.324788627879352,"loss_pct":62.028000000000006,"quarter_fund_mean_pnl":-0.11118222049723665,"full_fund_50pct_gap_loss":24.57,"full_fund_50pct_gap_account_pct":2.8872254668092454} Seed91108; resample71whole daily H/L/C ratios toO at Sep10referenceentry;1ADRstop/3ADRtarget, stopfirstifboth, closeelse,30bp/side. Noentrygap/overnight/15min/limit/earlyFDAmodel; noeventconditionededge. 50%gap separatelyASSUMEDstress notprobability. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"HAIN","source_days":71,"paths":50000,"stop_pct":1.3679999999999999,"target_pct":0,"both_pct":0,"net_mean_pct":-0.9210080619138379,"net_p05_pct":-9.586123800728942,"net_p95_pct":8.918054659550778,"loss_pct":62.146,"quarter_fund_mean_pnl":-0.11314584040611499,"full_fund_50pct_gap_loss":24.57,"full_fund_50pct_gap_account_pct":2.8872254668092454} Seed91108; resample71whole daily H/L/C ratios toO at Sep10referenceentry;1ADRstop/3ADRtarget, stopfirstifboth, closeelse,30bp/side. Noentrygap/overnight/15min/limit/earlyFDAmodel; noeventconditionededge. 50%gap separatelyASSUMEDstress notprobability. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"ZUMZ","date":"2026-09-10","bars":71,"close":16.71,"sma20":18.02175,"sma50":18.561700000000002,"mom20_pct":-11.211477151965987,"sma20_distance_pct":-7.278704898247945,"adr20":0.61575,"rv20_pct":40.62535637917025,"low20":16.37,"high20":19.315,"dollarvol20":3590950.00225,"max_whole_shares":2,"worst_gap_pct":-35.73253833049404,"diagnostic_stop":16.094250000000002,"diagnostic_target":18.55725,"target_vs_high20_pct":-3.9231167486409646} RetrievedSep11 ~08UTC; June1-Sep10,71actualdailybars each, no pagination. Adjusted SIP prices, not current executablequotes. Diagnostic ADRlevels not orders/validatedthesisinvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"TLX","date":"2026-09-10","bars":71,"close":11.9,"sma20":11.70425,"sma50":11.2415,"mom20_pct":-0.5847953216374324,"sma20_distance_pct":1.672469402140253,"adr20":0.24420999999999998,"rv20_pct":55.22480676112145,"low20":10.8,"high20":12.48,"dollarvol20":2220756.686,"max_whole_shares":4,"worst_gap_pct":-8.695652173913048,"diagnostic_stop":11.65579,"diagnostic_target":12.63263,"target_vs_high20_pct":1.222996794871789} RetrievedSep11 ~08UTC; June1-Sep10,71actualdailybars each, no pagination. Adjusted SIP prices, not current executablequotes. Diagnostic ADRlevels not orders/validatedthesisinvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"SPY","date":"2026-09-10","bars":71,"close":757.83,"sma20":767.5585000000001,"sma50":758.2458,"mom20_pct":-1.8977591942937688,"sma20_distance_pct":-1.2674603955268648,"adr20":4.364559999999995,"rv20_pct":8.532307950376879,"low20":756.64,"high20":779.37,"dollarvol20":28341302182.2235,"max_whole_shares":0,"worst_gap_pct":-1.4212979755235833,"diagnostic_stop":753.4654400000001,"diagnostic_target":770.92368,"target_vs_high20_pct":-1.0837368643904721} RetrievedSep11 ~08UTC; June1-Sep10,71actualdailybars each, no pagination. Adjusted SIP prices, not current executablequotes. Diagnostic ADRlevels not orders/validatedthesisinvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"HITI","date":"2026-09-10","bars":71,"close":2.56,"sma20":2.4905,"sma50":2.3204,"mom20_pct":9.871244635193133,"sma20_distance_pct":2.790604296326049,"adr20":0.07846999999999996,"rv20_pct":35.763989934628256,"low20":2.31,"high20":2.7,"dollarvol20":1257470.0465,"max_whole_shares":19,"worst_gap_pct":-1.304347826086949,"diagnostic_stop":2.4815300000000002,"diagnostic_target":2.79541,"target_vs_high20_pct":3.5337037037036945} RetrievedSep11 ~08UTC; June1-Sep10,71actualdailybars each, no pagination. Adjusted SIP prices, not current executablequotes. Diagnostic ADRlevels not orders/validatedthesisinvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"PLAY","date":"2026-09-10","bars":71,"close":8.17,"sma20":9.462499999999999,"sma50":10.0246,"mom20_pct":-21.21504339440694,"sma20_distance_pct":-13.659180977542917,"adr20":0.5243799999999998,"rv20_pct":69.80237704694696,"low20":7.94,"high20":11.1,"dollarvol20":14337633.527499998,"max_whole_shares":6,"worst_gap_pct":-15.422077922077925,"diagnostic_stop":7.64562,"diagnostic_target":9.74314,"target_vs_high20_pct":-12.223963963963957} RetrievedSep11 ~08UTC; June1-Sep10,71actualdailybars each, no pagination. Adjusted SIP prices, not current executablequotes. Diagnostic ADRlevels not orders/validatedthesisinvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"ORCL","date":"2026-09-10","bars":71,"close":152.94,"sma20":149.675,"sma50":140.46439999999998,"mom20_pct":-0.2218162839248472,"sma20_distance_pct":2.1813930182061014,"adr20":5.854495,"rv20_pct":49.02878881468928,"low20":137.43,"high20":170.7,"dollarvol20":3621428842.8145,"max_whole_shares":0,"worst_gap_pct":-10.72497008376545,"diagnostic_stop":147.085505,"diagnostic_target":170.503485,"target_vs_high20_pct":-0.11512302284708564} RetrievedSep11 ~08UTC; June1-Sep10,71actualdailybars each, no pagination. Adjusted SIP prices, not current executablequotes. Diagnostic ADRlevels not orders/validatedthesisinvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Supersedes25076 andnote2301. I initially compared one-daySep9->10return with frozen3-sessionSep4->10EAR, and excludedSep10fromADR. Full2312 explicitly t-2Sep4 dueSep7holiday; currentSep4AVAV144.65/SPY770.19 unchanged. CorrectEAR3.274346pp; trailing20Aug13–Sep10ADR8.759085. No evidence of vendor revision from this comparison. Preserve229paperprotocolwithoutcontaminationflag. Theone-dayreturn5.048997pp is descriptive only and not frozenEAR. query_research(fund=quant,kind=analyses,symbol=AVAV), analyses2312/2343 ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"HAIN","date":"2026-09-10","bars":71,"close":0.6395,"sma20":0.6925,"sma50":0.608946,"mom20_pct":9.148318825738189,"sma20_distance_pct":-7.653429602888096,"adr20":0.07634250000000001,"rv20_pct":141.62458488753603,"low20":0.5102,"high20":0.9068,"dollarvol20":474144.40169,"max_whole_shares":76,"worst_gap_pct":-5.678173929447272,"diagnostic_stop":0.5631575,"diagnostic_target":0.8685275,"target_vs_high20_pct":-4.220610939567715} RetrievedSep11 ~08UTC; June1-Sep10,71actualdailybars each, no pagination. Adjusted SIP prices, not current executablequotes. Diagnostic ADRlevels not orders/validatedthesisinvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"CPRT","date":"2026-09-10","bars":71,"close":30.75,"sma20":32.57475,"sma50":30.252999999999997,"mom20_pct":6.071058985857203,"sma20_distance_pct":-5.601731402389898,"adr20":1.1358449999999995,"rv20_pct":47.48277486310206,"low20":28.85,"high20":34.625,"dollarvol20":330057228.93825,"max_whole_shares":1,"worst_gap_pct":-1.9736842105263053,"diagnostic_stop":29.614155,"diagnostic_target":34.157534999999996,"target_vs_high20_pct":-1.3500794223826884} RetrievedSep11 ~08UTC; June1-Sep10,71actualdailybars each, no pagination. Adjusted SIP prices, not current executablequotes. Diagnostic ADRlevels not orders/validatedthesisinvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"ADBE","date":"2026-09-10","bars":71,"close":248.83,"sma20":272.394,"sma50":251.7832,"mom20_pct":-3.833816425120773,"sma20_distance_pct":-8.65070449422527,"adr20":9.151629999999994,"rv20_pct":48.954955816297826,"low20":247.19,"high20":294.53,"dollarvol20":1268578302.5955002,"max_whole_shares":0,"worst_gap_pct":-7.4954296160877565,"diagnostic_stop":239.67837000000003,"diagnostic_target":276.28489,"target_vs_high20_pct":-6.194652497198916} RetrievedSep11 ~08UTC; June1-Sep10,71actualdailybars each, no pagination. Adjusted SIP prices, not current executablequotes. Diagnostic ADRlevels not orders/validatedthesisinvalidation. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Sep11 08UTC querySep25-Oct16limit100 returnednexttokenMTAw; incompletecatalog,notcensus. SelectedSep25C62.45Sep10/P52.39Sep10 atSep10S56.95 need+9.657594/-9.376646% beforecosts; no N8same-kind study thisrun (untested). Before08ETcall optionsclosed, so no pre-eventticketcanbeentered. Historicalmarknotentryafternews. option_contracts ; https://www.thekrogerco.com/ir-feed-item/kroger-announces-second-quarter-conference-call-with-investors/

Agency calendar checkedSep11: Z1 FinancialAccounts Sep11 noonET; commercialpaper13ET and H15rates16:15ET Sep11/14; H8banks Sep11 16:15ET; H10FX Sep14 16:15ET. FOMCSep15-16, decisionSep16 14ET outside next2sessions. Calendar timestampJune24 2025; scheduled information not actual release confirmation. https://www.federalreserve.gov/newsevents/2026-september.htm

220quotes/Liquid15min19runs,221funding/supply60min5runs,222frozenentry15min19runs;allcutoffSep11 12:31UTC. At08:06 allactive butlastRunAt/output/exit null: accepted not executed. Local counterparts exit0 andEND at08:02. Two too_many_jobs422 rejected attempts resolved by cancelling expired215/217;216done;14/25retained.27512:30monitor requires actualreceipts/cadence. No order automation. schedule_job and list_jobs fund=crypto

Sep11~08:05 new Jul1–Sep10 SIP/all batch: AVAVSep9close140.8 Sep10close147.065; SPYSep9close762.4 Sep10close757.83. RecomputedEAR5.048997pp versus frozen2293.274346pp based144.65/770.19. Prior20ADR current8.204085 vs frozen8.759085. This is material vintage/query contradiction; preserveoriginal229, investigate single/batch/window dependence; no silentlyremappedprospectivepaperentry. https://runway.adityaperswal.workers.dev/data/stock-bars