Notes

{"symbol":"EFA","model":"monthly","sample":"train","slippage_bp":15,"c_multiplier":1,"return":8.063182173909889,"drawdown":22.094108846007956,"CAGR_pct":1.95756104727558,"Sharpe0":0.21560953254573556,"ann_vol_pct":12.815764476908923,"N_sessions":1008,"N_months":48,"win_rate_pct":100,"trades":1,"positive_months_pct":56.25,"mean_trade_pct":1.7723338517105387,"avgwin_pct":1.7723338517105387,"avgloss_pct":null,"mean_exposure":0.7445128994087046,"vectorbt_max_error":1.8189894035458565e-12,"orders":33,"start":"2019-01-02","end":"2022-12-30"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"EFA","model":"monthly","sample":"test","slippage_bp":5,"c_multiplier":1,"return":59.000753911733874,"drawdown":11.583296443854207,"CAGR_pct":13.575864288398343,"Sharpe0":1.0441370083272512,"ann_vol_pct":13.004284398579566,"N_sessions":918,"N_months":44,"win_rate_pct":100,"trades":1,"positive_months_pct":70.45454545454545,"mean_trade_pct":14.671609045245285,"avgwin_pct":14.671609045245285,"avgloss_pct":null,"mean_exposure":0.8905312933681172,"vectorbt_max_error":0,"orders":20,"start":"2023-01-03","end":"2026-08-31"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"EFA","model":"monthly","sample":"train","slippage_bp":5,"c_multiplier":1,"return":8.995053923013941,"drawdown":22.046958036847585,"CAGR_pct":2.1766589397795855,"Sharpe0":0.23236422630244985,"ann_vol_pct":12.815222996397239,"N_sessions":1008,"N_months":48,"win_rate_pct":100,"trades":1,"positive_months_pct":56.25,"mean_trade_pct":1.9703005522136579,"avgwin_pct":1.9703005522136579,"avgloss_pct":null,"mean_exposure":0.7444395716374993,"vectorbt_max_error":1.8189894035458565e-12,"orders":33,"start":"2019-01-02","end":"2022-12-30"};Sep11measurement;frozen2230,SIP/all,fee1bp,fractionalnormalized,dailyproxy. https://runway.adityaperswal.workers.dev/data/stock-bars

{"k":10,"barrier":true,"slippage_bp":45,"window":"holdout","return":-21.749548645550874,"drawdown":21.749548645550874,"win rate":0,"sample":4,"mean_pct":-5.937554483891483,"avgwin_pct":0,"avgloss_pct":5.937554483891483,"targets":0,"worst_pct":-7.60404180814268,"mean_excess_pp":-5.7935469993265984,"ambiguous":0}; measured2026-09-11; chronological training2021-24/holdout2025-Jun2026. All figures from saved study.py and issuer calendar observations24553-24575; no live fills. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all

{"k":10,"barrier":true,"slippage_bp":45,"window":"train","return":-26.577258377148993,"drawdown":29.903225595850635,"win rate":16.666666666666664,"sample":12,"mean_pct":-2.4850474227438366,"avgwin_pct":4.141284060615391,"avgloss_pct":3.8103137194156824,"targets":1,"worst_pct":-5.148612904379791,"mean_excess_pp":-3.476904973402537,"ambiguous":0}; measured2026-09-11; chronological training2021-24/holdout2025-Jun2026. All figures from saved study.py and issuer calendar observations24553-24575; no live fills. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all

{"k":10,"barrier":true,"slippage_bp":25,"window":"holdout","return":-20.48745572402374,"drawdown":20.48745572402374,"win rate":0,"sample":4,"mean_pct":-5.560546444407638,"avgwin_pct":0,"avgloss_pct":5.560546444407638,"targets":0,"worst_pct":-7.2337131518653175,"mean_excess_pp":-5.416538959842754,"ambiguous":0}; measured2026-09-11; chronological training2021-24/holdout2025-Jun2026. All figures from saved study.py and issuer calendar observations24553-24575; no live fills. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all

{"k":10,"barrier":true,"slippage_bp":25,"window":"train","return":-22.966967527250382,"drawdown":26.602904961153772,"win rate":16.666666666666664,"sample":12,"mean_pct":-2.0942015236202027,"avgwin_pct":4.558688701942703,"avgloss_pct":3.4247795687327844,"targets":1,"worst_pct":-4.768442738751699,"mean_excess_pp":-3.0860590742789036,"ambiguous":0}; measured2026-09-11; chronological training2021-24/holdout2025-Jun2026. All figures from saved study.py and issuer calendar observations24553-24575; no live fills. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all

{"k":10,"barrier":false,"slippage_bp":45,"window":"holdout","return":-13.701270513486724,"drawdown":23.697068729815474,"win rate":0,"sample":4,"mean_pct":-3.6002779963763443,"avgwin_pct":0,"avgloss_pct":3.6002779963763443,"targets":0,"worst_pct":-6.075139155606379,"mean_excess_pp":-3.45627051181146,"ambiguous":0}; measured2026-09-11; chronological training2021-24/holdout2025-Jun2026. All figures from saved study.py and issuer calendar observations24553-24575; no live fills. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all

{"k":10,"barrier":false,"slippage_bp":45,"window":"train","return":-30.120896257409303,"drawdown":33.4368627987072,"win rate":25,"sample":12,"mean_pct":-2.796058980144094,"avgwin_pct":5.252746671129205,"avgloss_pct":5.478994197235194,"targets":0,"worst_pct":-9.677200581896518,"mean_excess_pp":-3.787916530802795,"ambiguous":0}; measured2026-09-11; chronological training2021-24/holdout2025-Jun2026. All figures from saved study.py and issuer calendar observations24553-24575; no live fills. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all

{"k":10,"barrier":false,"slippage_bp":25,"window":"holdout","return":-12.309367799362352,"drawdown":23.08418931866121,"win rate":0,"sample":4,"mean_pct":-3.213902009658562,"avgwin_pct":0,"avgloss_pct":3.213902009658562,"targets":0,"worst_pct":-5.698682563908742,"mean_excess_pp":-3.0698945250936776,"ambiguous":0}; measured2026-09-11; chronological training2021-24/holdout2025-Jun2026. All figures from saved study.py and issuer calendar observations24553-24575; no live fills. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all

{"k":10,"barrier":false,"slippage_bp":25,"window":"train","return":-26.6848506499476,"drawdown":30.72460991087731,"win rate":25,"sample":12,"mean_pct":-2.4064596343805023,"avgwin_pct":5.674606122635558,"avgloss_pct":5.100148220052522,"targets":0,"worst_pct":-9.31518127288886,"mean_excess_pp":-3.3983171850392035,"ambiguous":0}; measured2026-09-11; chronological training2021-24/holdout2025-Jun2026. All figures from saved study.py and issuer calendar observations24553-24575; no live fills. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all

{"k":5,"barrier":true,"slippage_bp":45,"window":"holdout","return":-28.60560279207863,"drawdown":29.75680929032616,"win rate":0,"sample":7,"mean_pct":-4.674616187881418,"avgwin_pct":0,"avgloss_pct":4.674616187881418,"targets":0,"worst_pct":-7.354882171052923,"mean_excess_pp":-4.417453616014068,"ambiguous":0}; measured2026-09-11; chronological training2021-24/holdout2025-Jun2026. All figures from saved study.py and issuer calendar observations24553-24575; no live fills. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all

{"k":5,"barrier":true,"slippage_bp":45,"window":"train","return":-13.262336939331709,"drawdown":19.584702990166058,"win rate":40,"sample":15,"mean_pct":-0.8779233141254972,"avgwin_pct":3.1691093838779514,"avgloss_pct":3.5759451127944626,"targets":1,"worst_pct":-5.45360941205616,"mean_excess_pp":-1.236299536934901,"ambiguous":0}; measured2026-09-11; chronological training2021-24/holdout2025-Jun2026. All figures from saved study.py and issuer calendar observations24553-24575; no live fills. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all

{"k":5,"barrier":true,"slippage_bp":25,"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}; measured2026-09-11; chronological training2021-24/holdout2025-Jun2026. All figures from saved study.py and issuer calendar observations24553-24575; no live fills. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all

{"k":5,"barrier":true,"slippage_bp":25,"window":"train","return":-7.89870986283142,"drawdown":16.302850334144082,"win rate":46.666666666666664,"sample":15,"mean_pct":-0.48063596319744073,"avgwin_pct":3.0930941426139076,"avgloss_pct":3.60764980578237,"targets":1,"worst_pct":-5.074661691100624,"mean_excess_pp":-0.8390121860068444,"ambiguous":0}; measured2026-09-11; chronological training2021-24/holdout2025-Jun2026. All figures from saved study.py and issuer calendar observations24553-24575; no live fills. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all

Equity850.99,fund178.71: normal3%premium25.5297,conviction5%42.5495,absolute6%51.0594;normalquarter6.382425. Hypotheticalone.15call=$15premium(1.76265%account),plus.05/shareassumedroundtripreserve=$20(2.35020%account). Threeall-in20ticketsconsume60=33.5739466%fund and7.0506116%account;premiumonly45=5.2879587%account. Onequarter-normalprobe cannotbuyone15contract. Threepositionshypotheticaldistinctsymbols, notpermittedthreeBB lots. Notorders. User account snapshot2026-09-11T06:00:23Z; NumPy arithmetic in06UTC Convex strategy2557

{"k":5,"barrier":false,"slippage_bp":45,"window":"holdout","return":-13.608645920347334,"drawdown":23.051258806676568,"win rate":28.57142857142857,"sample":7,"mean_pct":-2.039758227308289,"avgwin_pct":0.7933238109091634,"avgloss_pct":3.1729910425952705,"targets":0,"worst_pct":-6.018939527496803,"mean_excess_pp":-1.782595655440939,"ambiguous":0}; measured2026-09-11; chronological training2021-24/holdout2025-Jun2026. All figures from saved study.py and issuer calendar observations24553-24575; no live fills. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all

{"k":5,"barrier":false,"slippage_bp":45,"window":"train","return":-6.552599102525565,"drawdown":16.031986245351604,"win rate":46.666666666666664,"sample":15,"mean_pct":-0.3337928654252864,"avgwin_pct":3.665254565104771,"avgloss_pct":3.832959367139087,"targets":0,"worst_pct":-10.766420428312095,"mean_excess_pp":-0.6921690882346901,"ambiguous":0}; measured2026-09-11; chronological training2021-24/holdout2025-Jun2026. All figures from saved study.py and issuer calendar observations24553-24575; no live fills. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all

{"k":5,"barrier":false,"slippage_bp":25,"window":"holdout","return":-11.155472989844291,"drawdown":21.182125618482484,"win rate":28.57142857142857,"sample":7,"mean_pct":-1.6471275818318105,"avgwin_pct":1.1973096226165936,"avgloss_pct":2.784902463611172,"targets":0,"worst_pct":-5.642257684249563,"mean_excess_pp":-1.3899650099644603,"ambiguous":0}; measured2026-09-11; chronological training2021-24/holdout2025-Jun2026. All figures from saved study.py and issuer calendar observations24553-24575; no live fills. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all

{"k":5,"barrier":false,"slippage_bp":25,"window":"train","return":-0.7740596307889064,"drawdown":12.295339873653177,"win rate":53.333333333333336,"sample":15,"mean_pct":0.06567539364907986,"avgwin_pct":3.5901516022843527,"avgloss_pct":3.962297416219803,"targets":0,"worst_pct":-10.408766779123447,"mean_excess_pp":-0.2927008291603239,"ambiguous":0}; measured2026-09-11; chronological training2021-24/holdout2025-Jun2026. All figures from saved study.py and issuer calendar observations24553-24575; no live fills. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all

{"k":3,"barrier":true,"slippage_bp":45,"window":"holdout","return":1.9563917689521624,"drawdown":8.99688017411544,"win rate":57.14285714285714,"sample":7,"mean_pct":0.4300987547569072,"avgwin_pct":4.642815465827288,"avgloss_pct":5.1868568600036005,"targets":0,"worst_pct":-7.159054341493776,"mean_excess_pp":-0.17597085351588643,"ambiguous":0}; measured2026-09-11; chronological training2021-24/holdout2025-Jun2026. All figures from saved study.py and issuer calendar observations24553-24575; no live fills. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all

{"k":3,"barrier":true,"slippage_bp":45,"window":"train","return":-7.615885525483863,"drawdown":8.837486362627045,"win rate":33.33333333333333,"sample":15,"mean_pct":-0.47594182436939103,"avgwin_pct":3.4072679216145207,"avgloss_pct":2.4175466973613466,"targets":1,"worst_pct":-5.026638945017292,"mean_excess_pp":-1.036034392321706,"ambiguous":0}; measured2026-09-11; chronological training2021-24/holdout2025-Jun2026. All figures from saved study.py and issuer calendar observations24553-24575; no live fills. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all

{"k":3,"barrier":true,"slippage_bp":25,"window":"holdout","return":4.8515502375733925,"drawdown":7.898250316306732,"win rate":57.14285714285714,"sample":7,"mean_pct":0.8326287382051514,"avgwin_pct":5.062230275727009,"avgloss_pct":4.806839978490659,"targets":0,"worst_pct":-6.786942148210995,"mean_excess_pp":0.22655912993235772,"ambiguous":0}; measured2026-09-11; chronological training2021-24/holdout2025-Jun2026. All figures from saved study.py and issuer calendar observations24553-24575; no live fills. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all

{"symbol":"SPY","model":"adapter","sample":"test","slippage_bp":15,"c_multiplier":2,"return":37.115872086747295,"drawdown":14.068000496405809,"CAGR_pct":9.051570880178428,"Sharpe0":0.9194196141792076,"ann_vol_pct":9.96680947636265,"N_sessions":918,"N_months":44,"win_rate_pct":52.27272727272727,"trades":44,"positive_months_pct":52.27272727272727,"mean_trade_pct":0.849657598427076,"avgwin_pct":3.683454048662196,"avgloss_pct":2.254024228020912,"mean_exposure":0.5997678488416627,"vectorbt_max_error":3.637978807091713e-12,"orders":102,"start":"2023-01-03","end":"2026-08-31"};MeasuredSep11;fixedprotocol2230,commoncomplete-monthendAug31;SIP/all dividendproxy,fees1bp,normalizedfractionalportfolio;notactual15minfills. https://runway.adityaperswal.workers.dev/data/stock-bars

{"k":3,"barrier":true,"slippage_bp":25,"window":"train","return":-1.903096866566102,"drawdown":6.957755410960087,"win rate":46.666666666666664,"sample":15,"mean_pct":-0.07704330702385187,"avgwin_pct":2.8034475550600346,"avgloss_pct":2.5974728113472527,"targets":1,"worst_pct":-4.645979900293673,"mean_excess_pp":-0.6371358749761669,"ambiguous":0}; measured2026-09-11; chronological training2021-24/holdout2025-Jun2026. All figures from saved study.py and issuer calendar observations24553-24575; no live fills. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all