Notes

[{"k":3,"barrier":false,"slippage_bp":25,"entry_date":"2024-01-19","exit_date":"2024-01-23","entry":88.49,"exit":95.85,"adr":1.8945,"reason":"time","net":0.07669364735180784,"stock_bull":false,"market_bull":true,"mom20":0.0275165447579242,"ma_distance":-0.005528586839266381,"rv20":0.23262538875935898,"benchmark":0.015097920800621223,"mfe_R":3.932435998944314,"mae_R":-0.17418844022169347},{"k":3,"barrier":false,"slippage_bp":45,"entry_date":"2024-01-19","exit_date":"2024-01-23","entry":88.49,"exit":95.85,"adr":1.8945,"reason":"time","net":0.07239542086033546,"stock_bull":false,"market_bull":true,"mom20":0.0275165447579242,"ma_distance":-0.005528586839266381,"rv20":0.23262538875935898,"benchmark":0.015097920800621223,"mfe_R":3.932435998944314,"mae_R":-0.17418844022169347},{"k":3,"barrier":true,"slippage_bp":25,"entry_date":"2024-01-19","exit_date":"2024-01-23","entry":88.49,"exit":94.17349999999999,"adr":1.8945,"reason":"target","net":0.05786133749489264,"stock_bull":false,"market_bull":true,"mom20":0.0275165447579242,"ma_distance":-0.005528586839266381,"rv20":0.23262538875935898,"benchmark":0.015097920800621223,"mfe_R":3.932435998944314,"mae_R":-0.17418844022169347},{"k":3,"barrier":true,"slippage_bp":45,"entry_date":"2024-01-19","exit_date":"2024-01-23","entry":88.49,"exit":94.17349999999999,"adr":1.8945,"reason":"target","net":0.05363829072916859,"stock_bull":false,"market_bull":true,"mom20":0.0275165447579242,"ma_distance":-0.005528586839266381,"rv20":0.23262538875935898,"benchmark":0.015097920800621223,"mfe_R":3.932435998944314,"mae_R":-0.17418844022169347}]; computed2026-09-11;netdecimalreturns,fees5bp;RVannualdecimal;notfundtrades. https://ir.concentrix.com/news-releases/news-release-details/concentrix-schedules-release-fourth-quarter-and-full-year-2/ ; https://runway.adityaperswal.workers.dev/data/stock-bars

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