Notes

[{"k":5,"barrier":false,"slippage_bp":25,"entry_date":"2021-09-20","exit_date":"2021-09-24","entry":146.89,"exit":151.66,"adr":3.927499999999996,"reason":"time","net":0.02629697627823524,"stock_bull":false,"market_bull":true,"mom20":0.028093737152254272,"ma_distance":-0.021868450302977016,"rv20":0.2333919950965777,"benchmark":0.02077355112451862,"mfe_R":1.387651177593895,"mae_R":-0.8300445576066184},{"k":5,"barrier":false,"slippage_bp":45,"entry_date":"2021-09-20","exit_date":"2021-09-24","entry":146.89,"exit":151.66,"adr":3.927499999999996,"reason":"time","net":0.022199936361257055,"stock_bull":false,"market_bull":true,"mom20":0.028093737152254272,"ma_distance":-0.021868450302977016,"rv20":0.2333919950965777,"benchmark":0.02077355112451862,"mfe_R":1.387651177593895,"mae_R":-0.8300445576066184},{"k":5,"barrier":true,"slippage_bp":25,"entry_date":"2021-09-20","exit_date":"2021-09-24","entry":146.89,"exit":151.66,"adr":3.927499999999996,"reason":"time","net":0.02629697627823524,"stock_bull":false,"market_bull":true,"mom20":0.028093737152254272,"ma_distance":-0.021868450302977016,"rv20":0.2333919950965777,"benchmark":0.02077355112451862,"mfe_R":1.387651177593895,"mae_R":-0.8300445576066184},{"k":5,"barrier":true,"slippage_bp":45,"entry_date":"2021-09-20","exit_date":"2021-09-24","entry":146.89,"exit":151.66,"adr":3.927499999999996,"reason":"time","net":0.022199936361257055,"stock_bull":false,"market_bull":true,"mom20":0.028093737152254272,"ma_distance":-0.021868450302977016,"rv20":0.2333919950965777,"benchmark":0.02077355112451862,"mfe_R":1.387651177593895,"mae_R":-0.8300445576066184}]; computed2026-09-11;netdecimalreturns,fees5bp;RVannualdecimal;notfundtrades. https://ir.concentrix.com/news/news-details/2021/Concentrix-Schedules-Release-of-Fiscal-Third-Quarter-2021-Financial-Results-and-Webcast-of-Investor-Conference-Call-09-07-2021/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"k":3,"barrier":false,"slippage_bp":25,"entry_date":"2021-09-22","exit_date":"2021-09-24","entry":146.44,"exit":151.66,"adr":4.230999999999997,"reason":"time","net":0.029450715962236806,"stock_bull":false,"market_bull":true,"mom20":-0.01030718112158413,"ma_distance":-0.0481904532100339,"rv20":0.24030411201977556,"benchmark":0.01802705280923611,"mfe_R":1.394469392578589,"mae_R":-0.47270148900969067},{"k":3,"barrier":false,"slippage_bp":45,"entry_date":"2021-09-22","exit_date":"2021-09-24","entry":146.44,"exit":151.66,"adr":4.230999999999997,"reason":"time","net":0.025341086124726964,"stock_bull":false,"market_bull":true,"mom20":-0.01030718112158413,"ma_distance":-0.0481904532100339,"rv20":0.24030411201977556,"benchmark":0.01802705280923611,"mfe_R":1.394469392578589,"mae_R":-0.47270148900969067},{"k":3,"barrier":true,"slippage_bp":25,"entry_date":"2021-09-22","exit_date":"2021-09-24","entry":146.44,"exit":151.66,"adr":4.230999999999997,"reason":"time","net":0.029450715962236806,"stock_bull":false,"market_bull":true,"mom20":-0.01030718112158413,"ma_distance":-0.0481904532100339,"rv20":0.24030411201977556,"benchmark":0.01802705280923611,"mfe_R":1.394469392578589,"mae_R":-0.47270148900969067},{"k":3,"barrier":true,"slippage_bp":45,"entry_date":"2021-09-22","exit_date":"2021-09-24","entry":146.44,"exit":151.66,"adr":4.230999999999997,"reason":"time","net":0.025341086124726964,"stock_bull":false,"market_bull":true,"mom20":-0.01030718112158413,"ma_distance":-0.0481904532100339,"rv20":0.24030411201977556,"benchmark":0.01802705280923611,"mfe_R":1.394469392578589,"mae_R":-0.47270148900969067}]; computed2026-09-11;netdecimalreturns,fees5bp;RVannualdecimal;notfundtrades. https://ir.concentrix.com/news/news-details/2021/Concentrix-Schedules-Release-of-Fiscal-Third-Quarter-2021-Financial-Results-and-Webcast-of-Investor-Conference-Call-09-07-2021/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"k":10,"barrier":false,"slippage_bp":25,"entry_date":"2021-06-09","exit_date":"2021-06-22","entry":136.66,"exit":139.45,"adr":4.883500000000002,"reason":"time","net":0.0143114564016531,"stock_bull":true,"market_bull":false,"mom20":-0.01838420107719929,"ma_distance":0.007135936458114722,"rv20":0.3259350156901075,"benchmark":0.003094797189315379,"mfe_R":1.8367973789290457,"mae_R":-0.8825637350261084},{"k":10,"barrier":false,"slippage_bp":45,"entry_date":"2021-06-09","exit_date":"2021-06-22","entry":136.66,"exit":139.45,"adr":4.883500000000002,"reason":"time","net":0.010262263408611583,"stock_bull":true,"market_bull":false,"mom20":-0.01838420107719929,"ma_distance":0.007135936458114722,"rv20":0.3259350156901075,"benchmark":0.003094797189315379,"mfe_R":1.8367973789290457,"mae_R":-0.8825637350261084},{"k":10,"barrier":true,"slippage_bp":25,"entry_date":"2021-06-09","exit_date":"2021-06-22","entry":136.66,"exit":139.45,"adr":4.883500000000002,"reason":"time","net":0.0143114564016531,"stock_bull":true,"market_bull":false,"mom20":-0.01838420107719929,"ma_distance":0.007135936458114722,"rv20":0.3259350156901075,"benchmark":0.003094797189315379,"mfe_R":1.8367973789290457,"mae_R":-0.8825637350261084},{"k":10,"barrier":true,"slippage_bp":45,"entry_date":"2021-06-09","exit_date":"2021-06-22","entry":136.66,"exit":139.45,"adr":4.883500000000002,"reason":"time","net":0.010262263408611583,"stock_bull":true,"market_bull":false,"mom20":-0.01838420107719929,"ma_distance":0.007135936458114722,"rv20":0.3259350156901075,"benchmark":0.003094797189315379,"mfe_R":1.8367973789290457,"mae_R":-0.8825637350261084}]; computed2026-09-11;netdecimalreturns,fees5bp;RVannualdecimal;notfundtrades. https://ir.concentrix.com/news-releases/news-release-details/concentrix-schedules-release-fiscal-second-quarter-2021/ ; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"k":5,"barrier":false,"slippage_bp":25,"entry_date":"2021-06-16","exit_date":"2021-06-22","entry":135.74,"exit":139.45,"adr":4.264999999999999,"reason":"time","net":0.021186117812361127,"stock_bull":true,"market_bull":false,"mom20":0.0021361225692400065,"ma_distance":0.006164188542078897,"rv20":0.25851887138847585,"benchmark":-0.00032864799271914436,"mfe_R":2.318874560375144,"mae_R":-0.5416178194607275},{"k":5,"barrier":false,"slippage_bp":45,"entry_date":"2021-06-16","exit_date":"2021-06-22","entry":135.74,"exit":139.45,"adr":4.264999999999999,"reason":"time","net":0.01710948075306362,"stock_bull":true,"market_bull":false,"mom20":0.0021361225692400065,"ma_distance":0.006164188542078897,"rv20":0.25851887138847585,"benchmark":-0.00032864799271914436,"mfe_R":2.318874560375144,"mae_R":-0.5416178194607275},{"k":5,"barrier":true,"slippage_bp":25,"entry_date":"2021-06-16","exit_date":"2021-06-22","entry":135.74,"exit":139.45,"adr":4.264999999999999,"reason":"time","net":0.021186117812361127,"stock_bull":true,"market_bull":false,"mom20":0.0021361225692400065,"ma_distance":0.006164188542078897,"rv20":0.25851887138847585,"benchmark":-0.00032864799271914436,"mfe_R":2.318874560375144,"mae_R":-0.5416178194607275},{"k":5,"barrier":true,"slippage_bp":45,"entry_date":"2021-06-16","exit_date":"2021-06-22","entry":135.74,"exit":139.45,"adr":4.264999999999999,"reason":"time","net":0.01710948075306362,"stock_bull":true,"market_bull":false,"mom20":0.0021361225692400065,"ma_distance":0.006164188542078897,"rv20":0.25851887138847585,"benchmark":-0.00032864799271914436,"mfe_R":2.318874560375144,"mae_R":-0.5416178194607275}]; computed2026-09-11;netdecimalreturns,fees5bp;RVannualdecimal;notfundtrades. https://ir.concentrix.com/news-releases/news-release-details/concentrix-schedules-release-fiscal-second-quarter-2021/ ; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"k":3,"barrier":false,"slippage_bp":25,"entry_date":"2021-06-18","exit_date":"2021-06-22","entry":138.22,"exit":139.45,"adr":4.355500000000001,"reason":"time","net":0.0028635771368101803,"stock_bull":true,"market_bull":false,"mom20":0.04543065254937306,"ma_distance":0.026045428415606864,"rv20":0.25780622301869655,"benchmark":0.01444330425859408,"mfe_R":1.701297210423601,"mae_R":-0.3627597290781798},{"k":3,"barrier":false,"slippage_bp":45,"entry_date":"2021-06-18","exit_date":"2021-06-22","entry":138.22,"exit":139.45,"adr":4.355500000000001,"reason":"time","net":-0.001139915226299748,"stock_bull":true,"market_bull":false,"mom20":0.04543065254937306,"ma_distance":0.026045428415606864,"rv20":0.25780622301869655,"benchmark":0.01444330425859408,"mfe_R":1.701297210423601,"mae_R":-0.3627597290781798},{"k":3,"barrier":true,"slippage_bp":25,"entry_date":"2021-06-18","exit_date":"2021-06-22","entry":138.22,"exit":139.45,"adr":4.355500000000001,"reason":"time","net":0.0028635771368101803,"stock_bull":true,"market_bull":false,"mom20":0.04543065254937306,"ma_distance":0.026045428415606864,"rv20":0.25780622301869655,"benchmark":0.01444330425859408,"mfe_R":1.701297210423601,"mae_R":-0.3627597290781798},{"k":3,"barrier":true,"slippage_bp":45,"entry_date":"2021-06-18","exit_date":"2021-06-22","entry":138.22,"exit":139.45,"adr":4.355500000000001,"reason":"time","net":-0.001139915226299748,"stock_bull":true,"market_bull":false,"mom20":0.04543065254937306,"ma_distance":0.026045428415606864,"rv20":0.25780622301869655,"benchmark":0.01444330425859408,"mfe_R":1.701297210423601,"mae_R":-0.3627597290781798}]; computed2026-09-11;netdecimalreturns,fees5bp;RVannualdecimal;notfundtrades. https://ir.concentrix.com/news-releases/news-release-details/concentrix-schedules-release-fiscal-second-quarter-2021/ ; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"k":10,"barrier":false,"slippage_bp":25,"entry_date":"2021-03-10","exit_date":"2021-03-23","entry":121.66,"exit":115.43,"adr":4.996499999999998,"reason":"time","net":-0.056884001430407505,"stock_bull":true,"market_bull":false,"mom20":0.21226747109100041,"ma_distance":0.1372994797439755,"rv20":0.3790102061618079,"benchmark":0.003123099883920233,"mfe_R":1.8532973081156798,"mae_R":-1.4890423296307416},{"k":10,"barrier":false,"slippage_bp":45,"entry_date":"2021-03-10","exit_date":"2021-03-23","entry":121.66,"exit":115.43,"adr":4.996499999999998,"reason":"time","net":-0.06064897782787526,"stock_bull":true,"market_bull":false,"mom20":0.21226747109100041,"ma_distance":0.1372994797439755,"rv20":0.3790102061618079,"benchmark":0.003123099883920233,"mfe_R":1.8532973081156798,"mae_R":-1.4890423296307416},{"k":10,"barrier":true,"slippage_bp":25,"entry_date":"2021-03-10","exit_date":"2021-03-22","entry":121.66,"exit":116.6635,"adr":4.996499999999998,"reason":"stop","net":-0.04680574114940972,"stock_bull":true,"market_bull":false,"mom20":0.21226747109100041,"ma_distance":0.1372994797439755,"rv20":0.3790102061618079,"benchmark":0.003123099883920233,"mfe_R":1.8532973081156798,"mae_R":-1.4890423296307416},{"k":10,"barrier":true,"slippage_bp":45,"entry_date":"2021-03-10","exit_date":"2021-03-22","entry":121.66,"exit":116.6635,"adr":4.996499999999998,"reason":"stop","net":-0.05061095057456777,"stock_bull":true,"market_bull":false,"mom20":0.21226747109100041,"ma_distance":0.1372994797439755,"rv20":0.3790102061618079,"benchmark":0.003123099883920233,"mfe_R":1.8532973081156798,"mae_R":-1.4890423296307416}]; computed2026-09-11;netdecimalreturns,fees5bp;RVannualdecimal;notfundtrades. https://ir.concentrix.com/news/news-details/2021/Concentrix-Schedules-Release-of-Fiscal-First-Quarter-2021-Financial-Results-and-Webcast-of-Investor-Conference-Call-03-04-2021/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"k":5,"barrier":false,"slippage_bp":25,"entry_date":"2021-03-17","exit_date":"2021-03-23","entry":128.07,"exit":115.43,"adr":5.767499999999998,"reason":"time","net":-0.10408766779123446,"stock_bull":true,"market_bull":false,"mom20":0.2859007832898173,"ma_distance":0.13754980389369864,"rv20":0.39274992535830444,"benchmark":-0.009199606901070134,"mfe_R":0.45426961421759954,"mae_R":-2.401387082791504},{"k":5,"barrier":false,"slippage_bp":45,"entry_date":"2021-03-17","exit_date":"2021-03-23","entry":128.07,"exit":115.43,"adr":5.767499999999998,"reason":"time","net":-0.10766420428312096,"stock_bull":true,"market_bull":false,"mom20":0.2859007832898173,"ma_distance":0.13754980389369864,"rv20":0.39274992535830444,"benchmark":-0.009199606901070134,"mfe_R":0.45426961421759954,"mae_R":-2.401387082791504},{"k":5,"barrier":true,"slippage_bp":25,"entry_date":"2021-03-17","exit_date":"2021-03-17","entry":128.07,"exit":122.3025,"adr":5.767499999999998,"reason":"stop","net":-0.05074661691100624,"stock_bull":true,"market_bull":false,"mom20":0.2859007832898173,"ma_distance":0.13754980389369864,"rv20":0.39274992535830444,"benchmark":-0.009199606901070134,"mfe_R":0.45426961421759954,"mae_R":-2.401387082791504},{"k":5,"barrier":true,"slippage_bp":45,"entry_date":"2021-03-17","exit_date":"2021-03-17","entry":128.07,"exit":122.3025,"adr":5.767499999999998,"reason":"stop","net":-0.054536094120561596,"stock_bull":true,"market_bull":false,"mom20":0.2859007832898173,"ma_distance":0.13754980389369864,"rv20":0.39274992535830444,"benchmark":-0.009199606901070134,"mfe_R":0.45426961421759954,"mae_R":-2.401387082791504}]; computed2026-09-11;netdecimalreturns,fees5bp;RVannualdecimal;notfundtrades. https://ir.concentrix.com/news/news-details/2021/Concentrix-Schedules-Release-of-Fiscal-First-Quarter-2021-Financial-Results-and-Webcast-of-Investor-Conference-Call-03-04-2021/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"k":3,"barrier":false,"slippage_bp":25,"entry_date":"2021-03-19","exit_date":"2021-03-23","entry":120.33,"exit":115.43,"adr":6.279999999999999,"reason":"time","net":-0.04645979900293673,"stock_bull":true,"market_bull":false,"mom20":0.18935376153997252,"ma_distance":0.055558461028886175,"rv20":0.4400483694577791,"benchmark":-0.0006608111456813948,"mfe_R":0.38853503184713345,"mae_R":-0.9729299363057325},{"k":3,"barrier":false,"slippage_bp":45,"entry_date":"2021-03-19","exit_date":"2021-03-23","entry":120.33,"exit":115.43,"adr":6.279999999999999,"reason":"time","net":-0.05026638945017292,"stock_bull":true,"market_bull":false,"mom20":0.18935376153997252,"ma_distance":0.055558461028886175,"rv20":0.4400483694577791,"benchmark":-0.0006608111456813948,"mfe_R":0.38853503184713345,"mae_R":-0.9729299363057325},{"k":3,"barrier":true,"slippage_bp":25,"entry_date":"2021-03-19","exit_date":"2021-03-23","entry":120.33,"exit":115.43,"adr":6.279999999999999,"reason":"time","net":-0.04645979900293673,"stock_bull":true,"market_bull":false,"mom20":0.18935376153997252,"ma_distance":0.055558461028886175,"rv20":0.4400483694577791,"benchmark":-0.0006608111456813948,"mfe_R":0.38853503184713345,"mae_R":-0.9729299363057325},{"k":3,"barrier":true,"slippage_bp":45,"entry_date":"2021-03-19","exit_date":"2021-03-23","entry":120.33,"exit":115.43,"adr":6.279999999999999,"reason":"time","net":-0.05026638945017292,"stock_bull":true,"market_bull":false,"mom20":0.18935376153997252,"ma_distance":0.055558461028886175,"rv20":0.4400483694577791,"benchmark":-0.0006608111456813948,"mfe_R":0.38853503184713345,"mae_R":-0.9729299363057325}]; computed2026-09-11;netdecimalreturns,fees5bp;RVannualdecimal;notfundtrades. https://ir.concentrix.com/news/news-details/2021/Concentrix-Schedules-Release-of-Fiscal-First-Quarter-2021-Financial-Results-and-Webcast-of-Investor-Conference-Call-03-04-2021/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep10 close54.41,prior20high55.20,SMA50 45.5232,ADR20 1.690275,20dayannualvol.3578195092 =>signalfalse. 14sessions<26RTHbars:2021-04-19:1,2021-10-25:1,2021-11-26:15,2022-01-24:5,2022-03-08:1,2022-11-25:15,2023-07-03:15,2023-11-24:16,2024-07-03:17,2024-11-29:15,2024-12-24:15,2025-07-03:18,2025-11-28:16,2025-12-24:15. Some dates are expected shortened sessions, but no exchangecalendar reconciliation performed; extreme1/5bar days are unknown coverage, not continuous15min proof. All modeled entries have09:30bar. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split

[{"k":3,"barrier":false,"slippage_bp":25,"entry_date":"2021-03-19","exit_date":"2021-03-23","entry":120.33,"exit":115.43,"adr":6.279999999999999,"reason":"time","net":-0.04645979900293673,"stock_bull":true,"market_bull":false,"mom20":0.18935376153997252,"ma_distance":0.055558461028886175,"rv20":0.4400483694577791,"benchmark":-0.0006608111456813948,"mfe_R":0.38853503184713345,"mae_R":-0.9729299363057325},{"k":3,"barrier":false,"slippage_bp":45,"entry_date":"2021-03-19","exit_date":"2021-03-23","entry":120.33,"exit":115.43,"adr":6.279999999999999,"reason":"time","net":-0.05026638945017292,"stock_bull":true,"market_bull":false,"mom20":0.18935376153997252,"ma_distance":0.055558461028886175,"rv20":0.4400483694577791,"benchmark":-0.0006608111456813948,"mfe_R":0.38853503184713345,"mae_R":-0.9729299363057325},{"k":3,"barrier":true,"slippage_bp":25,"entry_date":"2021-03-19","exit_date":"2021-03-23","entry":120.33,"exit":115.43,"adr":6.279999999999999,"reason":"time","net":-0.04645979900293673,"stock_bull":true,"market_bull":false,"mom20":0.18935376153997252,"ma_distance":0.055558461028886175,"rv20":0.4400483694577791,"benchmark":-0.0006608111456813948,"mfe_R":0.38853503184713345,"mae_R":-0.9729299363057325}] https://ir.concentrix.com/news/news-details/2021/Concentrix-Schedules-Release-of-Fiscal-First-Quarter-2021-Financial-Results-and-Webcast-of-Investor-Conference-Call-03-04-2021/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

node /app/agent/dist/backtest.js --symbols LPG --strategy breakout --lookback 20 --days 2000 --stop-pct 8 --target-pct 24. 1372bars,102trades,return74.13259941%,DD13.36461095%,win38.23529412%,buyhold306.80882903%,meantrade0.62576532%. DifferentIEX/fullsample/ownsignalexit; not independent validation or sizing. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&feed=iex

2025–Sep10 2026:12 completed trades, compounded21.73642708%,win58.333333%,mean2.02234159%; stress13.30909177%,win50%,mean1.41426211%. Aug18trade unfinished17sessions:Sep10netmark+11.51107868% base/+10.84400675%stress excluded. Including mark produces35.74960299/25.59633734%; marked-curve DD26.04481869/29.07742228%. Training31complete base10.25087765%,stress-8.32795666%. Does not establish settlement-aware reinvestable cash or actual venue fills. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=15Min&feed=sip&adjustment=split

{"bars.json":"917e6880861699d5205ae818148c224449dbaee28552b9a1808e18ba05915173","test_vm.py":"b3521cfb6f39fc41907760ac216645d9d270f5cea9e11916c84447834c1c8f98","results.json":"def99176a73ecb72fe541d3637a849dca67f5a5cc6811d95e5e0566e85935426","inference.py":"3c190dbbae2043376e4be7ce5b1eda08012c67092622d32b08e6095821a002b5"};MeasuredSep11,frozenprimary empiricalinference notforecast. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.py

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