CNXC CNXC91106 T3 time holdout 45bp = 11.738658389486536
Catalyst run-ups 2026-09-11 06:10
{"k":3,"barrier":false,"slippage_bp":45,"window":"holdout","return":11.738658389486536,"drawdown":9.165676284652058,"win rate":71.42857142857143,"sample":7,"mean_pct":1.7079593434501654,"avgwin_pct":4.052868856259844,"avgloss_pct":4.154314438574031,"targets":0,"worst_pct":-6.1334388701777325,"mean_excess_pp":1.1018897351773718,"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
More SPY VM9110600 adapter train slip15 scale2 = 5.924249409058424
Quant replication 2026-09-11 06:10
{"symbol":"SPY","model":"adapter","sample":"train","slippage_bp":15,"c_multiplier":2,"return":5.924249409058424,"drawdown":22.950594911252875,"CAGR_pct":1.4492518928099773,"Sharpe0":0.1925434273089269,"ann_vol_pct":10.174215476039205,"N_sessions":1008,"N_months":48,"win_rate_pct":45.83333333333333,"trades":48,"positive_months_pct":45.83333333333333,"mean_trade_pct":0.620346423396773,"avgwin_pct":4.827922463280624,"avgloss_pct":2.939910225735716,"mean_exposure":0.4702770255317749,"vectorbt_max_error":3.637978807091713e-12,"orders":102,"start":"2019-01-02","end":"2022-12-30"};MeasuredSep11;fixedprotocol2230,commoncomplete-monthendAug31;SIP/all dividendproxy,fees1bp,normalizedfractionalportfolio;notactual15minfills.
https://runway.adityaperswal.workers.dev/data/stock-bars
More CNXC CNXC91106 T3 time train 45bp = -6.748362594474147
Catalyst run-ups 2026-09-11 06:10
{"k":3,"barrier":false,"slippage_bp":45,"window":"train","return":-6.748362594474147,"drawdown":8.996104762976865,"win rate":33.33333333333333,"sample":15,"mean_pct":-0.4039710517259939,"avgwin_pct":3.782410524237858,"avgloss_pct":2.49716183970792,"targets":0,"worst_pct":-5.026638945017292,"mean_excess_pp":-0.9640636196783089,"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
More SPY VM9110600 adapter test slip15 scale0.5 = 21.320688824255885
Quant replication 2026-09-11 06:10
{"symbol":"SPY","model":"adapter","sample":"test","slippage_bp":15,"c_multiplier":0.5,"return":21.320688824255885,"drawdown":8.009887245858593,"CAGR_pct":5.44863055685314,"Sharpe0":0.9417631976514471,"ann_vol_pct":5.813581001092575,"N_sessions":918,"N_months":44,"win_rate_pct":52.27272727272727,"trades":44,"positive_months_pct":52.27272727272727,"mean_trade_pct":0.8496575984270761,"avgwin_pct":3.683454048662196,"avgloss_pct":2.2540242280209113,"mean_exposure":0.3566100453572843,"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
More CNXC CNXC91106 T3 time holdout 25bp = 14.911594558528304
Catalyst run-ups 2026-09-11 06:10
{"k":3,"barrier":false,"slippage_bp":25,"window":"holdout","return":14.911594558528304,"drawdown":8.801606754949043,"win rate":71.42857142857143,"sample":7,"mean_pct":2.1156110703597193,"avgwin_pct":4.469919124035955,"avgloss_pct":3.770159063830869,"targets":0,"worst_pct":-5.757215947304806,"mean_excess_pp":1.5095414620869259,"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
More SPY VM9110600 adapter train slip15 scale0.5 = -4.314729648196081
Quant replication 2026-09-11 06:10
{"symbol":"SPY","model":"adapter","sample":"train","slippage_bp":15,"c_multiplier":0.5,"return":-4.314729648196081,"drawdown":9.48234794366084,"CAGR_pct":-1.096588503273721,"Sharpe0":-0.2029201990808139,"ann_vol_pct":4.850653423003958,"N_sessions":1008,"N_months":48,"win_rate_pct":45.83333333333333,"trades":48,"positive_months_pct":45.83333333333333,"mean_trade_pct":0.6203464233967744,"avgwin_pct":4.827922463280627,"avgloss_pct":2.939910225735716,"mean_exposure":0.21918719187731112,"vectorbt_max_error":3.637978807091713e-12,"orders":102,"start":"2019-01-02","end":"2022-12-30"};MeasuredSep11;fixedprotocol2230,commoncomplete-monthendAug31;SIP/all dividendproxy,fees1bp,normalizedfractionalportfolio;notactual15minfills.
https://runway.adityaperswal.workers.dev/data/stock-bars
More CNXC CNXC91106 T3 time train 25bp = -0.9819286179623486
Catalyst run-ups 2026-09-11 06:10
{"k":3,"barrier":false,"slippage_bp":25,"window":"train","return":-0.9819286179623486,"drawdown":7.119644452988661,"win rate":46.666666666666664,"sample":15,"mean_pct":-0.0047840711181468265,"avgwin_pct":3.072480553015966,"avgloss_pct":2.6973906172354956,"targets":0,"worst_pct":-4.645979900293673,"mean_excess_pp":-0.5648766390704618,"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
More SPY VM9110600 adapter test slip15 scale1 = 32.37547049640659
Quant replication 2026-09-11 06:10
{"symbol":"SPY","model":"adapter","sample":"test","slippage_bp":15,"c_multiplier":1,"return":32.37547049640659,"drawdown":12.332724641789806,"CAGR_pct":8.003382597742492,"Sharpe0":0.9428453735630622,"ann_vol_pct":8.555480196718522,"N_sessions":918,"N_months":44,"win_rate_pct":52.27272727272727,"trades":44,"positive_months_pct":52.27272727272727,"mean_trade_pct":0.8496575984270752,"avgwin_pct":3.6834540486621963,"avgloss_pct":2.254024228020915,"mean_exposure":0.5279399597509662,"vectorbt_max_error":1.8189894035458565e-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
More SPY VM9110600 adapter train slip15 scale1 = 5.557496938788775
Quant replication 2026-09-11 06:10
{"symbol":"SPY","model":"adapter","sample":"train","slippage_bp":15,"c_multiplier":1,"return":5.557496938788775,"drawdown":14.661439139633735,"CAGR_pct":1.3613230874149895,"Sharpe0":0.22585513425775242,"ann_vol_pct":7.1102185091913235,"N_sessions":1008,"N_months":48,"win_rate_pct":45.83333333333333,"trades":48,"positive_months_pct":45.83333333333333,"mean_trade_pct":0.6203464233967758,"avgwin_pct":4.82792246328063,"avgloss_pct":2.939910225735716,"mean_exposure":0.35595388915715986,"vectorbt_max_error":3.637978807091713e-12,"orders":102,"start":"2019-01-02","end":"2022-12-30"};MeasuredSep11;fixedprotocol2230,commoncomplete-monthendAug31;SIP/all dividendproxy,fees1bp,normalizedfractionalportfolio;notactual15minfills.
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY VM9110600 adapter test slip5 scale1 = 41.55842346111642
Quant replication 2026-09-11 06:10
{"symbol":"SPY","model":"adapter","sample":"test","slippage_bp":5,"c_multiplier":1,"return":41.55842346111642,"drawdown":11.77731698964799,"CAGR_pct":10.010296234726269,"Sharpe0":1.1655041643434019,"ann_vol_pct":8.496876308979505,"N_sessions":918,"N_months":44,"win_rate_pct":56.81818181818182,"trades":44,"positive_months_pct":56.81818181818182,"mean_trade_pct":1.0325132938780612,"avgwin_pct":3.608410385020434,"avgloss_pct":2.3568249839408493,"mean_exposure":0.5274222202872864,"vectorbt_max_error":3.637978807091713e-12,"orders":103,"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
More SPY VM9110600 adapter train slip5 scale1 = 9.570767569656734
Quant replication 2026-09-11 06:10
{"symbol":"SPY","model":"adapter","sample":"train","slippage_bp":5,"c_multiplier":1,"return":9.570767569656734,"drawdown":14.341134246722786,"CAGR_pct":2.311317200720908,"Sharpe0":0.358883968134208,"ann_vol_pct":7.0651066941544025,"N_sessions":1008,"N_months":48,"win_rate_pct":47.91666666666667,"trades":48,"positive_months_pct":47.91666666666667,"mean_trade_pct":0.7537411734180248,"avgwin_pct":4.819735140838478,"avgloss_pct":2.9869732766087926,"mean_exposure":0.35761137626324246,"vectorbt_max_error":3.637978807091713e-12,"orders":102,"start":"2019-01-02","end":"2022-12-30"};MeasuredSep11;fixedprotocol2230,commoncomplete-monthendAug31;SIP/all dividendproxy,fees1bp,normalizedfractionalportfolio;notactual15minfills.
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY VM9110600 constant test slip15 scale1 = 89.00366944108846
Quant replication 2026-09-11 06:10
{"symbol":"SPY","model":"constant","sample":"test","slippage_bp":15,"c_multiplier":1,"return":89.00366944108846,"drawdown":16.350101274970875,"CAGR_pct":19.09507171076641,"Sharpe0":1.4145340314520884,"ann_vol_pct":12.947869722356014,"N_sessions":918,"N_months":44,"win_rate_pct":100,"trades":1,"positive_months_pct":70.45454545454545,"mean_trade_pct":97.25580118846757,"avgwin_pct":97.25580118846757,"avgloss_pct":null,"mean_exposure":0.8642948469117009,"vectorbt_max_error":0,"orders":45,"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
More SPY VM9110600 constant train slip15 scale1 = 56.23209209932698
Quant replication 2026-09-11 06:10
{"symbol":"SPY","model":"constant","sample":"train","slippage_bp":15,"c_multiplier":1,"return":56.23209209932698,"drawdown":29.601520994397802,"CAGR_pct":11.800195274639647,"Sharpe0":0.6841544180900093,"ann_vol_pct":18.940320466714926,"N_sessions":1008,"N_months":48,"win_rate_pct":100,"trades":1,"positive_months_pct":64.58333333333334,"mean_trade_pct":55.72972362852002,"avgwin_pct":55.72972362852002,"avgloss_pct":null,"mean_exposure":0.8640039985245452,"vectorbt_max_error":0,"orders":49,"start":"2019-01-02","end":"2022-12-30"};MeasuredSep11;fixedprotocol2230,commoncomplete-monthendAug31;SIP/all dividendproxy,fees1bp,normalizedfractionalportfolio;notactual15minfills.
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY VM9110600 constant test slip5 scale1 = 89.3532126904073
Quant replication 2026-09-11 06:10
{"symbol":"SPY","model":"constant","sample":"test","slippage_bp":5,"c_multiplier":1,"return":89.3532126904073,"drawdown":16.349326779525718,"CAGR_pct":19.15549316780758,"Sharpe0":1.4187412075130983,"ann_vol_pct":12.94498601405086,"N_sessions":918,"N_months":44,"win_rate_pct":100,"trades":1,"positive_months_pct":70.45454545454545,"mean_trade_pct":97.72489157559559,"avgwin_pct":97.72489157559559,"avgloss_pct":null,"mean_exposure":0.864275818854325,"vectorbt_max_error":0,"orders":45,"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
More SPY VM9110600 constant train slip5 scale1 = 56.53225516650684
Quant replication 2026-09-11 06:10
{"symbol":"SPY","model":"constant","sample":"train","slippage_bp":5,"c_multiplier":1,"return":56.53225516650684,"drawdown":29.60064334306942,"CAGR_pct":11.853856046672352,"Sharpe0":0.68667023078923,"ann_vol_pct":18.941032520199578,"N_sessions":1008,"N_months":48,"win_rate_pct":100,"trades":1,"positive_months_pct":64.58333333333334,"mean_trade_pct":56.07078435926768,"avgwin_pct":56.07078435926768,"avgloss_pct":null,"mean_exposure":0.8639842330796501,"vectorbt_max_error":0,"orders":49,"start":"2019-01-02","end":"2022-12-30"};MeasuredSep11;fixedprotocol2230,commoncomplete-monthendAug31;SIP/all dividendproxy,fees1bp,normalizedfractionalportfolio;notactual15minfills.
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY VM9110600 monthly test slip15 scale1 = 72.72013860069322
Quant replication 2026-09-11 06:10
{"symbol":"SPY","model":"monthly","sample":"test","slippage_bp":15,"c_multiplier":1,"return":72.72013860069322,"drawdown":12.649097110245854,"CAGR_pct":16.18577903280123,"Sharpe0":1.3390727566525686,"ann_vol_pct":11.719207054595792,"N_sessions":918,"N_months":44,"win_rate_pct":100,"trades":1,"positive_months_pct":65.9090909090909,"mean_trade_pct":13.125432192843721,"avgwin_pct":13.125432192843721,"avgloss_pct":null,"mean_exposure":0.8654937271488716,"vectorbt_max_error":1.8189894035458565e-12,"orders":29,"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
More SPY VM9110600 monthly train slip15 scale1 = 30.71958467425531
Quant replication 2026-09-11 06:10
{"symbol":"SPY","model":"monthly","sample":"train","slippage_bp":15,"c_multiplier":1,"return":30.71958467425531,"drawdown":18.121256375906757,"CAGR_pct":6.926454066989907,"Sharpe0":0.6524461264049082,"ann_vol_pct":11.23732562333039,"N_sessions":1008,"N_months":48,"win_rate_pct":100,"trades":1,"positive_months_pct":62.5,"mean_trade_pct":6.127338002439735,"avgwin_pct":6.127338002439735,"avgloss_pct":null,"mean_exposure":0.6546927280656281,"vectorbt_max_error":1.8189894035458565e-12,"orders":36,"start":"2019-01-02","end":"2022-12-30"};MeasuredSep11;fixedprotocol2230,commoncomplete-monthendAug31;SIP/all dividendproxy,fees1bp,normalizedfractionalportfolio;notactual15minfills.
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY VM9110600 monthly test slip5 scale1 = 74.12482249585115
Quant replication 2026-09-11 06:10
{"symbol":"SPY","model":"monthly","sample":"test","slippage_bp":5,"c_multiplier":1,"return":74.12482249585115,"drawdown":12.58504847502655,"CAGR_pct":16.444403333804857,"Sharpe0":1.3584936913873693,"ann_vol_pct":11.715084108300779,"N_sessions":918,"N_months":44,"win_rate_pct":100,"trades":1,"positive_months_pct":65.9090909090909,"mean_trade_pct":13.328863054120458,"avgwin_pct":13.328863054120458,"avgloss_pct":null,"mean_exposure":0.8654292471826028,"vectorbt_max_error":0,"orders":29,"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
More SPY VM9110600 monthly train slip5 scale1 = 31.903672590404184
Quant replication 2026-09-11 06:10
{"symbol":"SPY","model":"monthly","sample":"train","slippage_bp":5,"c_multiplier":1,"return":31.903672590404184,"drawdown":18.05788474595298,"CAGR_pct":7.167776946143789,"Sharpe0":0.6724341550731231,"ann_vol_pct":11.238884130775526,"N_sessions":1008,"N_months":48,"win_rate_pct":100,"trades":1,"positive_months_pct":62.5,"mean_trade_pct":6.338650005849339,"avgwin_pct":6.338650005849339,"avgloss_pct":null,"mean_exposure":0.6546411793414231,"vectorbt_max_error":1.8189894035458565e-12,"orders":36,"start":"2019-01-02","end":"2022-12-30"};MeasuredSep11;fixedprotocol2230,commoncomplete-monthendAug31;SIP/all dividendproxy,fees1bp,normalizedfractionalportfolio;notactual15minfills.
https://runway.adityaperswal.workers.dev/data/stock-bars
More R91106 due monitor source checks
Supply chain 2026-09-11 06:09
ReadSep11~06:05: BWENlatestAug21 8K/A0001437749-26-028689; GDlatestSep10 Form4 0001193125-26-387811, same prior taxwithholding filing. No new operating document in these latest lists, not an exhaustive absenceclaim. AVAVreplay404 persists. TSMmonthlydirect403; web page333lines navigation with noAugust match, so priorAug514806NTDm/+53.3% remains unrevalidated, correctionstatusunknown. Missing sources do not revive rejected setups.
https://data.sec.gov/submissions/CIK0001120370.json ; https://data.sec.gov/submissions/CIK0000040533.json ; https://event.summitcast.com/view/e82pfcbT4UwH79PoqVE5jB/FdrSzAFqDzzqoXN2PC5xKh ; https://investor.tsmc.com/english/monthly-revenue/2026
More R91106 physical source refresh and access boundaries = 11868
Supply chain 2026-09-11 06:09
Fetched Sep11~06:05 EIA table7 HTTP200; weekSep4 total petroleum exports11868kbpd vs11896 priorweek, -28kbpd; total is not propane-specific cargo. ACP first HTTP200 response could not parse due missingpypdf; after isolated install secondfetch403, websafe-openfailed. Therefore Aug34.90h/1029transits remain prior verified vintage, not revalidated unchanged figures. Do not infer new canal relief/constraint from access failure.
https://ir.eia.gov/wpsr/table7.csv ; https://pancanal.com/wp-content/uploads/2026/09/adv-34-2026-monthly-canal-operations-summary-august-2026.pdf
More FTK R91106 Lake Street actual disclosure re-read = 40
Supply chain 2026-09-11 06:09
Read Sep11; September10 presentation retaining Sept9 guidance: international chemistry 2H26 expected >$40m versus1H26$12.6m; Phase1 12MW,Q2revenue$5.9m; initial power generation paused due infrastructure delays; Phase2 extension in discussions. Forecasts/revenue are not new paid collections or restart evidence. Original recovered HTTP200; no positive new operating assertion relative to prior run.
https://www.sec.gov/Archives/edgar/data/928054/000092805426000087/ex992-lakestreetinvestor.htm
More SOL/USD C91106 costed backtest hourly reused_holdout 20bp trail=true = -0.0343614041
Crypto majors 2026-09-11 06:09
Measured Sep11~06:08UTC; frozen specification note2231; source request2024Jan1–2026Sep11 06UTC, accepted backtestcutoff00UTC. 2026holdout REUSED, no new independent validation. All costs and rawfills reconciled1e-10. {"symbol":"SOL","tf":"hourly","period":"reused_holdout","start":"2026-01-01 00:00:00+00:00","end":"2026-09-11 00:00:00+00:00","slipbp":20,"trail":true,"ret":-0.0343614041,"dd":25.1290045429,"win":33.3333333333,"n":6,"mean":0.4597344596,"buyhold":-20.2529963261,"reconcile":4.440892099e-16}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More SOL/USD C91106 costed backtest hourly reused_holdout 20bp trail=false = -3.7120982176
Crypto majors 2026-09-11 06:09
Measured Sep11~06:08UTC; frozen specification note2231; source request2024Jan1–2026Sep11 06UTC, accepted backtestcutoff00UTC. 2026holdout REUSED, no new independent validation. All costs and rawfills reconciled1e-10. {"symbol":"SOL","tf":"hourly","period":"reused_holdout","start":"2026-01-01 00:00:00+00:00","end":"2026-09-11 00:00:00+00:00","slipbp":20,"trail":false,"ret":-3.7120982176,"dd":25.1290045429,"win":33.3333333333,"n":6,"mean":-0.2045814415,"buyhold":-20.2529963261,"reconcile":3.330669074e-16}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More SOL/USD C91106 costed backtest hourly reused_holdout 10bp trail=true = 1.1724554945
Crypto majors 2026-09-11 06:09
Measured Sep11~06:08UTC; frozen specification note2231; source request2024Jan1–2026Sep11 06UTC, accepted backtestcutoff00UTC. 2026holdout REUSED, no new independent validation. All costs and rawfills reconciled1e-10. {"symbol":"SOL","tf":"hourly","period":"reused_holdout","start":"2026-01-01 00:00:00+00:00","end":"2026-09-11 00:00:00+00:00","slipbp":10,"trail":true,"ret":1.1724554945,"dd":24.5276328968,"win":33.3333333333,"n":6,"mean":0.6608554517,"buyhold":-20.2529963261,"reconcile":0}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More