Notes

MeasuredSep11~06:09UTC.Seed91106.Historical2024–25training/REUSED2026Jan1–Sep11holdout.Pathsource365days;movingblocks1/24/72h,20dayhorizon,10kpaths each. Static/trail sharepaths;no channel/breakout conditioning. Tradebootstrap20kIID,HACregression7lags:beta=[intercept,trend>SMA50,highRV,cross] pp;RV20annualsqrt365,trainingmedian. {"symbol":"BTC","kind":"unconditional_paths","block_hours":1,"paths":10000,"blocks_available":8757,"trailing":false,"horizon_hours":480,"risk_pct":5.9137499154,"target_up_pct":20.5535946945,"net_stop_pct":6.5706388947,"stop_pct":60.14,"target_pct":4.08,"timeout_pct":35.78,"mean_net":-1.7933383413,"p05_net":-7.5813274889,"p95_net":16.1416176424,"worst_net":-10.7975429344,"p_loss":69.24} https://runway.adityaperswal.workers.dev/data/crypto-bars

[{"event":"2025-09-25","BE":true,"slippage_bp":45,"entry":54.18,"daily_entry_difference":0,"exit":52.27,"exitAt":"2025-09-24 09:45:00-04:00","reason":"stop","BE_at":null,"net_pct":-4.48523133644938,"bars_all":142,"bars_RTH":130,"weekday_expected_RTH":130,"daily_net_pct":-3.9785628508407944,"weekday_excess_vs_sessions":0,"expected_RTH_from_five_daily_sessions":130,"missing_RTH":0},{"event":"2026-01-13","BE":true,"slippage_bp":45,"entry":40.92,"daily_entry_difference":-0.07000000000000028,"exit":39.22,"exitAt":"2026-01-12 13:15:00-05:00","reason":"stop","BE_at":null,"net_pct":-5.108132655253228,"bars_all":148,"bars_RTH":130,"weekday_expected_RTH":130,"daily_net_pct":-3.578560981327328,"weekday_excess_vs_sessions":0,"expected_RTH_from_five_daily_sessions":130,"missing_RTH":0},{"event":"2026-03-24","BE":true,"slippage_bp":45,"entry":31.25,"daily_entry_difference":-0.03999999999999915,"exit":29.32,"exitAt":"2026-03-19 09:30:00-04:00","reason":"stop","BE_at":null,"net_pct":-7.10957004922127,"bars_all":155,"bars_RTH":130,"weekday_expected_RTH":130,"daily_net_pct":-6.983554867698272,"weekday_excess_vs_sessions":0,"expected_RTH_from_five_daily_sessions":130,"missing_RTH":0},{"event":"2026-06-29","BE":true,"slippage_bp":45,"entry":24.36,"daily_entry_difference":0.05000000000000071,"exit":22.8,"exitAt":"2026-06-25 11:30:00-04:00","reason":"stop","BE_at":null,"net_pct":-7.335242872474157,"bars_all":153,"bars_RTH":130,"weekday_expected_RTH":130,"daily_net_pct":-6.844039373621347,"weekday_excess_vs_sessions":0,"expected_RTH_from_five_daily_sessions":130,"missing_RTH":0}]; computed2026-09-11. Simulation:20kpaths/10trades,circular2eventblocks,seed91106,trainN15only,fraction of fund rebalanced (0.54945isone-share-sized fraction today,NOTfixed1sharefuture),gapshock1/5%pertradeand-30%returnASSUMED. Minute bars RTH snapshot proxy, no overnight/limitfill guarantee. Subsets exploratory, no retune. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&feed=sip&adjustment=all

[{"event":"2026-06-29","BE":true,"slippage_bp":25,"entry":24.36,"daily_entry_difference":0.05000000000000071,"exit":22.8,"exitAt":"2026-06-25 11:30:00-04:00","reason":"stop","BE_at":null,"net_pct":-6.963836853608607,"bars_all":153,"bars_RTH":130,"weekday_expected_RTH":130,"daily_net_pct":-6.844039373621347,"weekday_excess_vs_sessions":0,"expected_RTH_from_five_daily_sessions":130,"missing_RTH":0},{"event":"2025-01-15","BE":true,"slippage_bp":45,"entry":43.31,"daily_entry_difference":0,"exit":43.51,"exitAt":"2025-01-14 15:45:00-05:00","reason":"time","BE_at":null,"net_pct":-0.5378304182107274,"bars_all":140,"bars_RTH":130,"weekday_expected_RTH":156,"daily_net_pct":-0.07032625150895644,"weekday_excess_vs_sessions":26,"expected_RTH_from_five_daily_sessions":130,"missing_RTH":0},{"event":"2025-03-26","BE":true,"slippage_bp":45,"entry":43.54,"daily_entry_difference":0,"exit":41.43,"exitAt":"2025-03-21 10:15:00-04:00","reason":"stop","BE_at":null,"net_pct":-5.792921182934096,"bars_all":145,"bars_RTH":130,"weekday_expected_RTH":130,"daily_net_pct":-5.200731497519085,"weekday_excess_vs_sessions":0,"expected_RTH_from_five_daily_sessions":130,"missing_RTH":0},{"event":"2025-06-26","BE":true,"slippage_bp":45,"entry":52.55,"daily_entry_difference":0,"exit":51.03,"exitAt":"2025-06-18 10:45:00-04:00","reason":"stop","BE_at":null,"net_pct":-3.8587251327375616,"bars_all":143,"bars_RTH":130,"weekday_expected_RTH":156,"daily_net_pct":-3.392047678275678,"weekday_excess_vs_sessions":26,"expected_RTH_from_five_daily_sessions":130,"missing_RTH":0}]; computed2026-09-11. Simulation:20kpaths/10trades,circular2eventblocks,seed91106,trainN15only,fraction of fund rebalanced (0.54945isone-share-sized fraction today,NOTfixed1sharefuture),gapshock1/5%pertradeand-30%returnASSUMED. Minute bars RTH snapshot proxy, no overnight/limitfill guarantee. Subsets exploratory, no retune. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&feed=sip&adjustment=all

[{"event":"2025-06-26","BE":true,"slippage_bp":25,"entry":52.55,"daily_entry_difference":0,"exit":51.03,"exitAt":"2025-06-18 10:45:00-04:00","reason":"stop","BE_at":null,"net_pct":-3.4733850179626713,"bars_all":143,"bars_RTH":130,"weekday_expected_RTH":156,"daily_net_pct":-3.392047678275678,"weekday_excess_vs_sessions":26,"expected_RTH_from_five_daily_sessions":130,"missing_RTH":0},{"event":"2025-09-25","BE":true,"slippage_bp":25,"entry":54.18,"daily_entry_difference":0,"exit":52.27,"exitAt":"2025-09-24 09:45:00-04:00","reason":"stop","BE_at":null,"net_pct":-4.102402296889385,"bars_all":142,"bars_RTH":130,"weekday_expected_RTH":130,"daily_net_pct":-3.9785628508407944,"weekday_excess_vs_sessions":0,"expected_RTH_from_five_daily_sessions":130,"missing_RTH":0},{"event":"2026-01-13","BE":true,"slippage_bp":25,"entry":40.92,"daily_entry_difference":-0.07000000000000028,"exit":39.22,"exitAt":"2026-01-12 13:15:00-05:00","reason":"stop","BE_at":null,"net_pct":-4.727800242308689,"bars_all":148,"bars_RTH":130,"weekday_expected_RTH":130,"daily_net_pct":-3.578560981327328,"weekday_excess_vs_sessions":0,"expected_RTH_from_five_daily_sessions":130,"missing_RTH":0},{"event":"2026-03-24","BE":true,"slippage_bp":25,"entry":31.25,"daily_entry_difference":-0.03999999999999915,"exit":29.32,"exitAt":"2026-03-19 09:30:00-04:00","reason":"stop","BE_at":null,"net_pct":-6.7372595198659795,"bars_all":155,"bars_RTH":130,"weekday_expected_RTH":130,"daily_net_pct":-6.983554867698272,"weekday_excess_vs_sessions":0,"expected_RTH_from_five_daily_sessions":130,"missing_RTH":0}]; computed2026-09-11. Simulation:20kpaths/10trades,circular2eventblocks,seed91106,trainN15only,fraction of fund rebalanced (0.54945isone-share-sized fraction today,NOTfixed1sharefuture),gapshock1/5%pertradeand-30%returnASSUMED. Minute bars RTH snapshot proxy, no overnight/limitfill guarantee. Subsets exploratory, no retune. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&feed=sip&adjustment=all

[{"event":"2026-03-24","BE":false,"slippage_bp":45,"entry":31.25,"daily_entry_difference":-0.03999999999999915,"exit":29.32,"exitAt":"2026-03-19 09:30:00-04:00","reason":"stop","BE_at":null,"net_pct":-7.10957004922127,"bars_all":155,"bars_RTH":130,"weekday_expected_RTH":130,"daily_net_pct":-6.983554867698272,"weekday_excess_vs_sessions":0,"expected_RTH_from_five_daily_sessions":130,"missing_RTH":0},{"event":"2026-06-29","BE":false,"slippage_bp":45,"entry":24.36,"daily_entry_difference":0.05000000000000071,"exit":22.8,"exitAt":"2026-06-25 11:30:00-04:00","reason":"stop","BE_at":null,"net_pct":-7.335242872474157,"bars_all":153,"bars_RTH":130,"weekday_expected_RTH":130,"daily_net_pct":-6.844039373621347,"weekday_excess_vs_sessions":0,"expected_RTH_from_five_daily_sessions":130,"missing_RTH":0},{"event":"2025-01-15","BE":true,"slippage_bp":25,"entry":43.31,"daily_entry_difference":0,"exit":43.51,"exitAt":"2025-01-14 15:45:00-05:00","reason":"time","BE_at":null,"net_pct":-0.13917995413769146,"bars_all":140,"bars_RTH":130,"weekday_expected_RTH":156,"daily_net_pct":-0.07032625150895644,"weekday_excess_vs_sessions":26,"expected_RTH_from_five_daily_sessions":130,"missing_RTH":0},{"event":"2025-03-26","BE":true,"slippage_bp":25,"entry":43.54,"daily_entry_difference":0,"exit":41.43,"exitAt":"2025-03-21 10:15:00-04:00","reason":"stop","BE_at":null,"net_pct":-5.415333444326564,"bars_all":145,"bars_RTH":130,"weekday_expected_RTH":130,"daily_net_pct":-5.200731497519085,"weekday_excess_vs_sessions":0,"expected_RTH_from_five_daily_sessions":130,"missing_RTH":0}]; computed2026-09-11. Simulation:20kpaths/10trades,circular2eventblocks,seed91106,trainN15only,fraction of fund rebalanced (0.54945isone-share-sized fraction today,NOTfixed1sharefuture),gapshock1/5%pertradeand-30%returnASSUMED. Minute bars RTH snapshot proxy, no overnight/limitfill guarantee. Subsets exploratory, no retune. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&feed=sip&adjustment=all

[{"event":"2025-03-26","BE":false,"slippage_bp":45,"entry":43.54,"daily_entry_difference":0,"exit":41.43,"exitAt":"2025-03-21 10:15:00-04:00","reason":"stop","BE_at":null,"net_pct":-5.792921182934096,"bars_all":145,"bars_RTH":130,"weekday_expected_RTH":130,"daily_net_pct":-5.200731497519085,"weekday_excess_vs_sessions":0,"expected_RTH_from_five_daily_sessions":130,"missing_RTH":0},{"event":"2025-06-26","BE":false,"slippage_bp":45,"entry":52.55,"daily_entry_difference":0,"exit":51.03,"exitAt":"2025-06-18 10:45:00-04:00","reason":"stop","BE_at":null,"net_pct":-3.8587251327375616,"bars_all":143,"bars_RTH":130,"weekday_expected_RTH":156,"daily_net_pct":-3.392047678275678,"weekday_excess_vs_sessions":26,"expected_RTH_from_five_daily_sessions":130,"missing_RTH":0},{"event":"2025-09-25","BE":false,"slippage_bp":45,"entry":54.18,"daily_entry_difference":0,"exit":52.27,"exitAt":"2025-09-24 09:45:00-04:00","reason":"stop","BE_at":null,"net_pct":-4.48523133644938,"bars_all":142,"bars_RTH":130,"weekday_expected_RTH":130,"daily_net_pct":-3.9785628508407944,"weekday_excess_vs_sessions":0,"expected_RTH_from_five_daily_sessions":130,"missing_RTH":0},{"event":"2026-01-13","BE":false,"slippage_bp":45,"entry":40.92,"daily_entry_difference":-0.07000000000000028,"exit":39.22,"exitAt":"2026-01-12 13:15:00-05:00","reason":"stop","BE_at":null,"net_pct":-5.108132655253228,"bars_all":148,"bars_RTH":130,"weekday_expected_RTH":130,"daily_net_pct":-3.578560981327328,"weekday_excess_vs_sessions":0,"expected_RTH_from_five_daily_sessions":130,"missing_RTH":0}]; computed2026-09-11. Simulation:20kpaths/10trades,circular2eventblocks,seed91106,trainN15only,fraction of fund rebalanced (0.54945isone-share-sized fraction today,NOTfixed1sharefuture),gapshock1/5%pertradeand-30%returnASSUMED. Minute bars RTH snapshot proxy, no overnight/limitfill guarantee. Subsets exploratory, no retune. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&feed=sip&adjustment=all

[{"event":"2026-01-13","BE":false,"slippage_bp":25,"entry":40.92,"daily_entry_difference":-0.07000000000000028,"exit":39.22,"exitAt":"2026-01-12 13:15:00-05:00","reason":"stop","BE_at":null,"net_pct":-4.727800242308689,"bars_all":148,"bars_RTH":130,"weekday_expected_RTH":130,"daily_net_pct":-3.578560981327328,"weekday_excess_vs_sessions":0,"expected_RTH_from_five_daily_sessions":130,"missing_RTH":0},{"event":"2026-03-24","BE":false,"slippage_bp":25,"entry":31.25,"daily_entry_difference":-0.03999999999999915,"exit":29.32,"exitAt":"2026-03-19 09:30:00-04:00","reason":"stop","BE_at":null,"net_pct":-6.7372595198659795,"bars_all":155,"bars_RTH":130,"weekday_expected_RTH":130,"daily_net_pct":-6.983554867698272,"weekday_excess_vs_sessions":0,"expected_RTH_from_five_daily_sessions":130,"missing_RTH":0},{"event":"2026-06-29","BE":false,"slippage_bp":25,"entry":24.36,"daily_entry_difference":0.05000000000000071,"exit":22.8,"exitAt":"2026-06-25 11:30:00-04:00","reason":"stop","BE_at":null,"net_pct":-6.963836853608607,"bars_all":153,"bars_RTH":130,"weekday_expected_RTH":130,"daily_net_pct":-6.844039373621347,"weekday_excess_vs_sessions":0,"expected_RTH_from_five_daily_sessions":130,"missing_RTH":0},{"event":"2025-01-15","BE":false,"slippage_bp":45,"entry":43.31,"daily_entry_difference":0,"exit":43.51,"exitAt":"2025-01-14 15:45:00-05:00","reason":"time","BE_at":null,"net_pct":-0.5378304182107274,"bars_all":140,"bars_RTH":130,"weekday_expected_RTH":156,"daily_net_pct":-0.07032625150895644,"weekday_excess_vs_sessions":26,"expected_RTH_from_five_daily_sessions":130,"missing_RTH":0}]; computed2026-09-11. Simulation:20kpaths/10trades,circular2eventblocks,seed91106,trainN15only,fraction of fund rebalanced (0.54945isone-share-sized fraction today,NOTfixed1sharefuture),gapshock1/5%pertradeand-30%returnASSUMED. Minute bars RTH snapshot proxy, no overnight/limitfill guarantee. Subsets exploratory, no retune. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&feed=sip&adjustment=all

[{"event":"2025-01-15","BE":false,"slippage_bp":25,"entry":43.31,"daily_entry_difference":0,"exit":43.51,"exitAt":"2025-01-14 15:45:00-05:00","reason":"time","BE_at":null,"net_pct":-0.13917995413769146,"bars_all":140,"bars_RTH":130,"weekday_expected_RTH":156,"daily_net_pct":-0.07032625150895644,"weekday_excess_vs_sessions":26,"expected_RTH_from_five_daily_sessions":130,"missing_RTH":0},{"event":"2025-03-26","BE":false,"slippage_bp":25,"entry":43.54,"daily_entry_difference":0,"exit":41.43,"exitAt":"2025-03-21 10:15:00-04:00","reason":"stop","BE_at":null,"net_pct":-5.415333444326564,"bars_all":145,"bars_RTH":130,"weekday_expected_RTH":130,"daily_net_pct":-5.200731497519085,"weekday_excess_vs_sessions":0,"expected_RTH_from_five_daily_sessions":130,"missing_RTH":0},{"event":"2025-06-26","BE":false,"slippage_bp":25,"entry":52.55,"daily_entry_difference":0,"exit":51.03,"exitAt":"2025-06-18 10:45:00-04:00","reason":"stop","BE_at":null,"net_pct":-3.4733850179626713,"bars_all":143,"bars_RTH":130,"weekday_expected_RTH":156,"daily_net_pct":-3.392047678275678,"weekday_excess_vs_sessions":26,"expected_RTH_from_five_daily_sessions":130,"missing_RTH":0},{"event":"2025-09-25","BE":false,"slippage_bp":25,"entry":54.18,"daily_entry_difference":0,"exit":52.27,"exitAt":"2025-09-24 09:45:00-04:00","reason":"stop","BE_at":null,"net_pct":-4.102402296889385,"bars_all":142,"bars_RTH":130,"weekday_expected_RTH":130,"daily_net_pct":-3.9785628508407944,"weekday_excess_vs_sessions":0,"expected_RTH_from_five_daily_sessions":130,"missing_RTH":0}]; computed2026-09-11. Simulation:20kpaths/10trades,circular2eventblocks,seed91106,trainN15only,fraction of fund rebalanced (0.54945isone-share-sized fraction today,NOTfixed1sharefuture),gapshock1/5%pertradeand-30%returnASSUMED. Minute bars RTH snapshot proxy, no overnight/limitfill guarantee. Subsets exploratory, no retune. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&feed=sip&adjustment=all

[{"fraction":0.5494505494505495,"assumed_gap_probability":0.05,"gap_return":-0.3,"median_pct":-8.243819593859797,"p_loss":0.8098,"p_dd20":0.2871,"p5_pct":-31.804881693416263,"mean_pct":-10.313187895806946},{"fraction":1,"assumed_gap_probability":0,"gap_return":-0.3,"median_pct":-5.44435873243137,"p_loss":0.6938,"p_dd20":0.10435,"p5_pct":-20.60249367590513,"mean_pct":-4.741991450280178},{"fraction":1,"assumed_gap_probability":0.01,"gap_return":-0.3,"median_pct":-6.926521592359109,"p_loss":0.72395,"p_dd20":0.19155,"p5_pct":-33.294896276596965,"mean_pct":-7.558949768271352},{"fraction":1,"assumed_gap_probability":0.05,"gap_return":-0.3,"median_pct":-14.872146693414546,"p_loss":0.81545,"p_dd20":0.46585,"p5_pct":-53.020321311503615,"mean_pct":-17.98382412954314}]; computed2026-09-11. Simulation:20kpaths/10trades,circular2eventblocks,seed91106,trainN15only,fraction of fund rebalanced (0.54945isone-share-sized fraction today,NOTfixed1sharefuture),gapshock1/5%pertradeand-30%returnASSUMED. Minute bars RTH snapshot proxy, no overnight/limitfill guarantee. Subsets exploratory, no retune. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&feed=sip&adjustment=all

[{"fraction":0.25,"assumed_gap_probability":0.01,"gap_return":-0.3,"median_pct":-1.6272410733217724,"p_loss":0.70815,"p_dd20":0.0001,"p5_pct":-8.726235385624229,"mean_pct":-1.9266759868654253},{"fraction":0.25,"assumed_gap_probability":0.05,"gap_return":-0.3,"median_pct":-3.694263608370485,"p_loss":0.8049,"p_dd20":0.0122,"p5_pct":-15.2885925534679,"mean_pct":-4.795638623149325},{"fraction":0.5494505494505495,"assumed_gap_probability":0,"gap_return":-0.3,"median_pct":-2.8701736395694954,"p_loss":0.6841,"p_dd20":0,"p5_pct":-11.755580558383516,"mean_pct":-2.6157219349045824},{"fraction":0.5494505494505495,"assumed_gap_probability":0.01,"gap_return":-0.3,"median_pct":-3.6863449441035643,"p_loss":0.71625,"p_dd20":0.0609,"p5_pct":-18.69585163298294,"mean_pct":-4.205361710246476}]; computed2026-09-11. Simulation:20kpaths/10trades,circular2eventblocks,seed91106,trainN15only,fraction of fund rebalanced (0.54945isone-share-sized fraction today,NOTfixed1sharefuture),gapshock1/5%pertradeand-30%returnASSUMED. Minute bars RTH snapshot proxy, no overnight/limitfill guarantee. Subsets exploratory, no retune. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&feed=sip&adjustment=all

[{"fraction":0,"assumed_gap_probability":0,"gap_return":-0.3,"median_pct":0,"p_loss":0,"p_dd20":0,"p5_pct":0,"mean_pct":0},{"fraction":0,"assumed_gap_probability":0.01,"gap_return":-0.3,"median_pct":0,"p_loss":0,"p_dd20":0,"p5_pct":0,"mean_pct":0},{"fraction":0,"assumed_gap_probability":0.05,"gap_return":-0.3,"median_pct":0,"p_loss":0,"p_dd20":0,"p5_pct":0,"mean_pct":0},{"fraction":0.25,"assumed_gap_probability":0,"gap_return":-0.3,"median_pct":-1.2674549071149732,"p_loss":0.67785,"p_dd20":0,"p5_pct":-5.483365714790834,"mean_pct":-1.1931573400440427}]; computed2026-09-11. Simulation:20kpaths/10trades,circular2eventblocks,seed91106,trainN15only,fraction of fund rebalanced (0.54945isone-share-sized fraction today,NOTfixed1sharefuture),gapshock1/5%pertradeand-30%returnASSUMED. Minute bars RTH snapshot proxy, no overnight/limitfill guarantee. Subsets exploratory, no retune. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&feed=sip&adjustment=all

[{"subset":"ex_webhelp_overlap","window":"train","return":-4.866383262420877,"drawdown":13.547220169438102,"win rate":50,"sample":14,"mean_pct":-0.2872928442103454,"avgwin_pct":3.0930941426139076,"avgloss_pct":3.667679831034598,"targets":1,"worst_pct":-5.074661691100624,"mean_excess_pp":-0.9629721693811664,"ambiguous":0},{"subset":"ex_webhelp_overlap","window":"holdout","return":-26.57828415023204,"drawdown":27.90600877346402,"win rate":0,"sample":7,"mean_pct":-4.29254621439878,"avgwin_pct":0,"avgloss_pct":4.29254621439878,"targets":0,"worst_pct":-6.983554867698272,"mean_excess_pp":-4.03538364253143,"ambiguous":0}]; computed2026-09-11. Simulation:20kpaths/10trades,circular2eventblocks,seed91106,trainN15only,fraction of fund rebalanced (0.54945isone-share-sized fraction today,NOTfixed1sharefuture),gapshock1/5%pertradeand-30%returnASSUMED. Minute bars RTH snapshot proxy, no overnight/limitfill guarantee. Subsets exploratory, no retune. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&feed=sip&adjustment=all

[{"subset":"both_up","window":"train","return":-3.778565632545124,"drawdown":3.778565632545128,"win rate":0,"sample":1,"mean_pct":-3.778565632545128,"avgwin_pct":0,"avgloss_pct":3.778565632545128,"targets":0,"worst_pct":-3.778565632545128,"mean_excess_pp":-6.01715878843867,"ambiguous":0},{"subset":"both_up","window":"holdout","return":-7.479860271176257,"drawdown":9.152952029399053,"win rate":0,"sample":3,"mean_pct":-2.542483361225693,"avgwin_pct":0,"avgloss_pct":2.542483361225693,"targets":0,"worst_pct":-3.9785628508407944,"mean_excess_pp":-2.095028006831179,"ambiguous":0},{"subset":"post_webhelp","window":"train","return":8.058692938003205,"drawdown":5.653697474038477,"win rate":75,"sample":4,"mean_pct":2.002492604393577,"avgwin_pct":3.179002928432243,"avgloss_pct":1.527038367722422,"targets":1,"worst_pct":-1.527038367722422,"mean_excess_pp":0.5525622879772124,"ambiguous":0},{"subset":"post_webhelp","window":"holdout","return":-26.57828415023204,"drawdown":27.90600877346402,"win rate":0,"sample":7,"mean_pct":-4.29254621439878,"avgwin_pct":0,"avgloss_pct":4.29254621439878,"targets":0,"worst_pct":-6.983554867698272,"mean_excess_pp":-4.03538364253143,"ambiguous":0}]; computed2026-09-11. Simulation:20kpaths/10trades,circular2eventblocks,seed91106,trainN15only,fraction of fund rebalanced (0.54945isone-share-sized fraction today,NOTfixed1sharefuture),gapshock1/5%pertradeand-30%returnASSUMED. Minute bars RTH snapshot proxy, no overnight/limitfill guarantee. Subsets exploratory, no retune. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&feed=sip&adjustment=all

[{"subset":"market_up","window":"train","return":-8.550517336843969,"drawdown":17.7857651475575,"win rate":40,"sample":10,"mean_pct":-0.8272009822618664,"avgwin_pct":3.0416766032800635,"avgloss_pct":3.4064527059564864,"targets":1,"worst_pct":-4.523321069797714,"mean_excess_pp":-1.3956115708156858,"ambiguous":0},{"subset":"market_up","window":"holdout","return":-22.550335029382104,"drawdown":23.950899236475365,"win rate":0,"sample":6,"mean_pct":-4.141182000545395,"avgwin_pct":0,"avgloss_pct":4.141182000545395,"targets":0,"worst_pct":-6.983554867698272,"mean_excess_pp":-3.4158552331433256,"ambiguous":0},{"subset":"market_down","window":"train","return":0.7127514066027288,"drawdown":7.15102257989032,"win rate":60,"sample":5,"mean_pct":0.21249407493141081,"avgwin_pct":3.161650861725699,"avgloss_pct":4.211241105260022,"targets":0,"worst_pct":-5.074661691100624,"mean_excess_pp":0.27418658361083814,"ambiguous":0},{"subset":"market_down","window":"holdout","return":-5.200731497519082,"drawdown":6.187446397008822,"win rate":0,"sample":1,"mean_pct":-5.200731497519085,"avgwin_pct":0,"avgloss_pct":5.200731497519085,"targets":0,"worst_pct":-5.200731497519085,"mean_excess_pp":-7.752554098860054,"ambiguous":0}]; computed2026-09-11. Simulation:20kpaths/10trades,circular2eventblocks,seed91106,trainN15only,fraction of fund rebalanced (0.54945isone-share-sized fraction today,NOTfixed1sharefuture),gapshock1/5%pertradeand-30%returnASSUMED. Minute bars RTH snapshot proxy, no overnight/limitfill guarantee. Subsets exploratory, no retune. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&feed=sip&adjustment=all

[{"subset":"stock_up","window":"train","return":-2.4767471191366712,"drawdown":8.406733611769967,"win rate":50,"sample":4,"mean_pct":-0.5446336566430732,"avgwin_pct":3.3373463485367294,"avgloss_pct":4.426613661822875,"targets":0,"worst_pct":-5.074661691100624,"mean_excess_pp":-0.8187460263021529,"ambiguous":0},{"subset":"stock_up","window":"holdout","return":-12.291584319601897,"drawdown":13.877663067772406,"win rate":0,"sample":4,"mean_pct":-3.2070453952990405,"avgwin_pct":0,"avgloss_pct":3.2070453952990405,"targets":0,"worst_pct":-5.200731497519085,"mean_excess_pp":-3.509409529838398,"ambiguous":0},{"subset":"stock_down","window":"train","return":-5.559661499722843,"drawdown":15.096948141248257,"win rate":45.45454545454545,"sample":11,"mean_pct":-0.45736407467175616,"avgwin_pct":2.9953932602447786,"avgloss_pct":3.3346618537688686,"targets":1,"worst_pct":-4.523321069797714,"mean_excess_pp":-0.8463816986267324,"ambiguous":0},{"subset":"stock_down","window":"holdout","return":-16.28885862297369,"drawdown":16.28885862297369,"win rate":0,"sample":3,"mean_pct":-5.739880639865099,"avgwin_pct":0,"avgloss_pct":5.739880639865099,"targets":0,"worst_pct":-6.983554867698272,"mean_excess_pp":-4.736682459455474,"ambiguous":0}]; computed2026-09-11. Simulation:20kpaths/10trades,circular2eventblocks,seed91106,trainN15only,fraction of fund rebalanced (0.54945isone-share-sized fraction today,NOTfixed1sharefuture),gapshock1/5%pertradeand-30%returnASSUMED. Minute bars RTH snapshot proxy, no overnight/limitfill guarantee. Subsets exploratory, no retune. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&feed=sip&adjustment=all

[{"event":"2023-06-28","k":10,"ann":"2023-06-14","entry":"2023-06-13"},{"event":"2023-09-27","k":10,"ann":"2023-09-15","entry":"2023-09-13"},{"event":"2024-06-26","k":10,"ann":"2024-06-11","entry":"2024-06-11"},{"event":"2025-01-15","k":10,"ann":"2025-01-02","entry":"2024-12-30"},{"event":"2025-06-26","k":10,"ann":"2025-06-11","entry":"2025-06-11"},{"event":"2025-09-25","k":10,"ann":"2025-09-11","entry":"2025-09-11"}]; computed2026-09-11 from saved study.py/intraday_study.py. Pricebars throughSep10; financials May31reportedJun29 and valuation atSep10priceusingMay shares; forwardscenarios are assumptions, not measured probabilities. Ledger is catalyst's3closedtrades, notCNXCperformance. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&feed=sip&adjustment=all

[{"symbol":"MIRM","return_pct":-0.4393212687920589,"R":-0.06982703395259335,"pnl":-0.2855148925559953,"stop_slippage_pct":null},{"symbol":"IONS","return_pct":-2.8424202127659504,"R":-0.4110576923076911,"pnl":-1.8472888958399931,"stop_slippage_pct":null},{"symbol":"RARE","return_pct":-45.860061919504645,"R":-6.440347826086957,"pnl":-29.804454238440957,"stop_slippage_pct":-41.70933333333333}]; computed2026-09-11 from saved study.py/intraday_study.py. Pricebars throughSep10; financials May31reportedJun29 and valuation atSep10priceusingMay shares; forwardscenarios are assumptions, not measured probabilities. Ledger is catalyst's3closedtrades, notCNXCperformance. runway:query_trades?fund=catalyst

{"H1_CFO_m":174.671,"H1_capex_m":102.076,"H1_FCF_m":72.595,"H1_prior_FCF_m":131.534,"H1_FCF_yoy_pct":-44.80894673620508,"Q2_FCF_m":209.717,"Q2_adjusted_FCF_m":242.324,"Q2_factoring_adjustment_m":32.607,"H1_adjusted_FCF_m":97.711,"FY_adjusted_FCF_midpoint_m":640,"required_H2_adjusted_FCF_m":542.289,"required_quarterly_H2_m":271.1445,"H2_H1_required_ratio":5.549927848451044,"H1_interest_coverage":1.4922833371689994,"Q2_interest_coverage":1.4017245938243676,"cash_m":255.566,"net_debt_carrying_m":4329.308,"marketcap_using_May_shares_m":1643.301,"simplified_EV_m":5972.6089999999995,"EV_annualized_H1_adjEBITDA":4.293406282168509,"price_adjEPS_guide_mid":2.4534302589731944,"H1_GAAP_op_m":213.98,"H1_interest_m":143.391,"H1_adjEBITDA_m":695.556}; computed2026-09-11 from saved study.py/intraday_study.py. Pricebars throughSep10; financials May31reportedJun29 and valuation atSep10priceusingMay shares; forwardscenarios are assumptions, not measured probabilities. Ledger is catalyst's3closedtrades, notCNXCperformance. https://ir.concentrix.com/news/news-details/2026/Concentrix-Reports-Second-Quarter-2026-Results/default.aspx

{"symbol":"TLT","model":"constant","sample":"test","slippage_bp":15,"c_multiplier":1,"return":-6.074126769098475,"drawdown":20.392947490245728,"CAGR_pct":-1.7054854955885768,"Sharpe0":-0.07057406336361718,"ann_vol_pct":12.791546305935785,"N_sessions":918,"N_months":44,"win_rate_pct":0,"trades":1,"positive_months_pct":54.54545454545454,"mean_trade_pct":-6.334978970680792,"avgwin_pct":null,"avgloss_pct":6.334978970680792,"mean_exposure":0.8983189139766774,"vectorbt_max_error":0,"orders":45,"start":"2023-01-03","end":"2026-08-31"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars

{"train_n":15,"target_rate":0.06666666666666667,"stop_rate":0.4666666666666667,"time_rate":0.4666666666666667,"training_halfKelly_capital":0,"training_p":0.4666666666666667,"training_W_pct":3.0930941426139076,"training_L_pct":3.60764980578237}; computed2026-09-11 from saved study.py/intraday_study.py. Pricebars throughSep10; financials May31reportedJun29 and valuation atSep10priceusingMay shares; forwardscenarios are assumptions, not measured probabilities. Ledger is catalyst's3closedtrades, notCNXCperformance. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&feed=sip&adjustment=all

{"n":15,"features":["mom20","ma_distance","rv20","market_bull","net_return"],"correlation":[[0.9999999999999999,0.9271716646849587,-0.29693501506025033,-0.4834448426633822,-0.10292997137921477],[0.9271716646849587,0.9999999999999998,-0.33155711389743975,-0.46402204766974414,-0.15247433933287752],[-0.2969350150602504,-0.3315571138974398,1,0.13974864599502496,-0.3019860987021929],[-0.48344484266338217,-0.4640220476697441,0.13974864599502496,0.9999999999999999,-0.13420984644874093],[-0.10292997137921477,-0.15247433933287752,-0.3019860987021929,-0.13420984644874093,1]],"beta_per_training_SD_pp":[-0.48063596319744073,0.7576878659943951,-2.1777704276769727,-1.4700714125434704,-0.9289096628277276],"train_R2":0.2252750526462337,"holdout_RMSE_pp":3.184007569082693,"constant_RMSE_pp":4.4002834853301716}; computed2026-09-11 from saved study.py/intraday_study.py. Pricebars throughSep10; financials May31reportedJun29 and valuation atSep10priceusingMay shares; forwardscenarios are assumptions, not measured probabilities. Ledger is catalyst's3closedtrades, notCNXCperformance. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&feed=sip&adjustment=all

[{"window":"train","n":15,"mean_pct":-0.48063596319744073,"block2_CI95_pct":[-2.2152594036925675,1.2931710935481127],"median_pct":-1.527038367722422},{"window":"holdout","n":7,"mean_pct":-4.29254621439878,"block2_CI95_pct":[-5.773291973189492,-3.0385240044122908],"median_pct":-3.9785628508407944}]; computed2026-09-11 from saved study.py/intraday_study.py. Pricebars throughSep10; financials May31reportedJun29 and valuation atSep10priceusingMay shares; forwardscenarios are assumptions, not measured probabilities. Ledger is catalyst's3closedtrades, notCNXCperformance. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&feed=sip&adjustment=all

{"symbol":"TLT","model":"constant","sample":"train","slippage_bp":15,"c_multiplier":1,"return":-10.454630108866258,"drawdown":40.62901185018851,"CAGR_pct":-2.722862225194078,"Sharpe0":-0.09775357043570017,"ann_vol_pct":15.6837727494406,"N_sessions":1008,"N_months":48,"win_rate_pct":0,"trades":1,"positive_months_pct":45.83333333333333,"mean_trade_pct":-10.621922231295008,"avgwin_pct":null,"avgloss_pct":10.621922231295008,"mean_exposure":0.8982587185197496,"vectorbt_max_error":0,"orders":49,"start":"2019-01-02","end":"2022-12-30"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars

{"bars":1451,"last_date":"2026-09-10","close":27,"sma20":27.652500000000003,"sma50":25.5096,"sma200":29.800749999999997,"adr20":1.8721450000000004,"atr14":2.054135714285715,"rsi14":47.607387380231145,"mom20_pct":10.159118727050176,"rv20_pct":72.36702080826714,"dollar_volume20":35515338.057500005,"worst_gap_pct":-21.483034693099512,"SPY_close":757.83,"SPY_sma200":711.4916499999999,"hyp_stop":25.127855,"hyp_target":32.616435,"max_whole_shares":1,"one_share_total_loss_account_pct":3.1727752382519183,"net_RR":2.680556998986382}; computed2026-09-11 from saved study.py/intraday_study.py. Pricebars throughSep10; financials May31reportedJun29 and valuation atSep10priceusingMay shares; forwardscenarios are assumptions, not measured probabilities. Ledger is catalyst's3closedtrades, notCNXCperformance. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&feed=sip&adjustment=all

{"symbol":"TLT","model":"constant","sample":"test","slippage_bp":5,"c_multiplier":1,"return":-5.89794101997626,"drawdown":20.39163041743831,"CAGR_pct":-1.6549056631737336,"Sharpe0":-0.06659578561831772,"ann_vol_pct":12.788704673241961,"N_sessions":918,"N_months":44,"win_rate_pct":0,"trades":1,"positive_months_pct":54.54545454545454,"mean_trade_pct":-6.156738701721885,"avgwin_pct":null,"avgloss_pct":6.156738701721885,"mean_exposure":0.8982993818235112,"vectorbt_max_error":0,"orders":45,"start":"2023-01-03","end":"2026-08-31"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars