Notes

{"symbol":"KALU","lookback":10,"period":"holdout","slippage":0.002,"return_pct":30.17643965313313,"drawdown_pct":36.06665430309496,"n":18,"win_pct":44.44444444444444,"mean_pct":2.0997300851567013,"avg_win_pct":13.678655136966377,"avg_loss_pct":7.163409956291041,"half_kelly":0.07675206605224694,"targets":4,"stops":9,"time_exits":5,"ambiguous":0}; Frozen2178. vectorbt longonly; two accounting points per day permit entry/exit same day, original open/close marks except exit price. Fees10bp/side plus listed slippage. Daily touch/gap model not venue15min; zero ambiguous bars. No parameter selected from holdout. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"KALU","lookback":10,"period":"holdout","slippage":0.001,"return_pct":34.94817857747001,"drawdown_pct":35.488558983838594,"n":18,"win_pct":44.44444444444444,"mean_pct":2.3041343584088207,"avg_win_pct":13.906240487761815,"avg_loss_pct":6.977550545073575,"half_kelly":0.08284533697071375,"targets":4,"stops":9,"time_exits":5,"ambiguous":0}; Frozen2178. vectorbt longonly; two accounting points per day permit entry/exit same day, original open/close marks except exit price. Fees10bp/side plus listed slippage. Daily touch/gap model not venue15min; zero ambiguous bars. No parameter selected from holdout. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"KALU","lookback":10,"period":"train","slippage":0.002,"return_pct":-44.71129600291954,"drawdown_pct":65.70973491391605,"n":41,"win_pct":36.58536585365854,"mean_pct":-0.9250168300265742,"avg_win_pct":10.739166639974234,"avg_loss_pct":7.654353447334733,"half_kelly":0,"targets":4,"stops":25,"time_exits":12,"ambiguous":0}; Frozen2178. vectorbt longonly; two accounting points per day permit entry/exit same day, original open/close marks except exit price. Fees10bp/side plus listed slippage. Daily touch/gap model not venue15min; zero ambiguous bars. No parameter selected from holdout. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"KALU","lookback":10,"period":"train","slippage":0.001,"return_pct":-39.986543545818364,"drawdown_pct":64.38448238712951,"n":41,"win_pct":36.58536585365854,"mean_pct":-0.7266681182774423,"avg_win_pct":10.960867117132304,"avg_loss_pct":7.46947690793691,"half_kelly":0,"targets":4,"stops":25,"time_exits":12,"ambiguous":0}; Frozen2178. vectorbt longonly; two accounting points per day permit entry/exit same day, original open/close marks except exit price. Fees10bp/side plus listed slippage. Daily touch/gap model not venue15min; zero ambiguous bars. No parameter selected from holdout. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"KALU","lookback":20,"period":"holdout","slippage":0.002,"return_pct":42.817883455928765,"drawdown_pct":29.44829666622012,"n":17,"win_pct":47.05882352941176,"mean_pct":2.7340449902618436,"avg_win_pct":13.591500351319658,"avg_loss_pct":6.917026441789548,"half_kelly":0.10057921934999556,"targets":4,"stops":8,"time_exits":5,"ambiguous":0,"block_mean_CI_pct":[-2.377090450820088,7.303861340842961]}; Frozen2178. vectorbt longonly; two accounting points per day permit entry/exit same day, original open/close marks except exit price. Fees10bp/side plus listed slippage. Daily touch/gap model not venue15min; zero ambiguous bars. No parameter selected from holdout. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"KALU","lookback":20,"period":"holdout","slippage":0.001,"return_pct":47.757195511096015,"drawdown_pct":28.952594454141124,"n":17,"win_pct":47.05882352941176,"mean_pct":2.9397191657662316,"avg_win_pct":13.818911217710431,"avg_loss_pct":6.7306737692952785,"half_kelly":0.10636580261108641,"targets":4,"stops":8,"time_exits":5,"ambiguous":0,"block_mean_CI_pct":[-2.181648799186779,7.518684316145904]}; Frozen2178. vectorbt longonly; two accounting points per day permit entry/exit same day, original open/close marks except exit price. Fees10bp/side plus listed slippage. Daily touch/gap model not venue15min; zero ambiguous bars. No parameter selected from holdout. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"KALU","lookback":20,"period":"train","slippage":0.002,"return_pct":-19.21595748584149,"drawdown_pct":56.038622236494206,"n":31,"win_pct":41.935483870967744,"mean_pct":-0.16209404521847706,"avg_win_pct":10.49694501915852,"avg_loss_pct":7.860288925046308,"half_kelly":0,"targets":2,"stops":18,"time_exits":11,"ambiguous":0,"block_mean_CI_pct":[-3.8958771357204967,3.5261677426824396]}; Frozen2178. vectorbt longonly; two accounting points per day permit entry/exit same day, original open/close marks except exit price. Fees10bp/side plus listed slippage. Daily touch/gap model not venue15min; zero ambiguous bars. No parameter selected from holdout. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"KALU","lookback":20,"period":"train","slippage":0.001,"return_pct":-14.048808275721857,"drawdown_pct":55.15054140326862,"n":31,"win_pct":41.935483870967744,"mean_pct":0.037782042531024046,"avg_win_pct":10.718160567175962,"avg_loss_pct":7.675824669712543,"half_kelly":0.0017625245625975394,"targets":2,"stops":18,"time_exits":11,"ambiguous":0,"block_mean_CI_pct":[-3.7034761041582973,3.7334277526978497]}; Frozen2178. vectorbt longonly; two accounting points per day permit entry/exit same day, original open/close marks except exit price. Fees10bp/side plus listed slippage. Daily touch/gap model not venue15min; zero ambiguous bars. No parameter selected from holdout. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"CSTM","lookback":40,"period":"holdout","slippage":0.002,"return_pct":1.3907931228781125,"drawdown_pct":34.39219810138846,"n":15,"win_pct":40,"mean_pct":0.5622711955959284,"avg_win_pct":11.714382668000082,"avg_loss_pct":6.872469786006841,"half_kelly":0.023999181669720954,"targets":2,"stops":7,"time_exits":6,"ambiguous":0}; Frozen2178. vectorbt longonly; two accounting points per day permit entry/exit same day, original open/close marks except exit price. Fees10bp/side plus listed slippage. Daily touch/gap model not venue15min; zero ambiguous bars. No parameter selected from holdout. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"CSTM","lookback":40,"period":"holdout","slippage":0.001,"return_pct":4.478609788134727,"drawdown_pct":33.334028015510995,"n":15,"win_pct":40,"mean_pct":0.7635974669109894,"avg_win_pct":11.93803553350733,"avg_loss_pct":6.686027910819904,"half_kelly":0.03198170522979876,"targets":2,"stops":7,"time_exits":6,"ambiguous":0}; Frozen2178. vectorbt longonly; two accounting points per day permit entry/exit same day, original open/close marks except exit price. Fees10bp/side plus listed slippage. Daily touch/gap model not venue15min; zero ambiguous bars. No parameter selected from holdout. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"CSTM","lookback":40,"period":"train","slippage":0.002,"return_pct":2.252059708996494,"drawdown_pct":35.630192479805636,"n":22,"win_pct":40.909090909090914,"mean_pct":0.5875995058088154,"avg_win_pct":10.793045625785329,"avg_loss_pct":6.477709346482617,"half_kelly":0.02722120920183088,"targets":3,"stops":10,"time_exits":9,"ambiguous":0}; Frozen2178. vectorbt longonly; two accounting points per day permit entry/exit same day, original open/close marks except exit price. Fees10bp/side plus listed slippage. Daily touch/gap model not venue15min; zero ambiguous bars. No parameter selected from holdout. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"CSTM","lookback":40,"period":"train","slippage":0.001,"return_pct":6.851609117028383,"drawdown_pct":35.37219700077182,"n":22,"win_pct":40.909090909090914,"mean_pct":0.7889764845531505,"avg_win_pct":11.014853968996809,"avg_loss_pct":6.2904771585232275,"half_kelly":0.035814205380019615,"targets":3,"stops":10,"time_exits":9,"ambiguous":0}; Frozen2178. vectorbt longonly; two accounting points per day permit entry/exit same day, original open/close marks except exit price. Fees10bp/side plus listed slippage. Daily touch/gap model not venue15min; zero ambiguous bars. No parameter selected from holdout. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"CSTM","lookback":10,"period":"holdout","slippage":0.002,"return_pct":109.03323670691782,"drawdown_pct":19.998601589767706,"n":16,"win_pct":62.5,"mean_pct":5.15661179420674,"avg_win_pct":11.370880019976715,"avg_loss_pct":5.200501915409885,"half_kelly":0.22674638133317052,"targets":3,"stops":3,"time_exits":10,"ambiguous":0}; Frozen2178. vectorbt longonly; two accounting points per day permit entry/exit same day, original open/close marks except exit price. Fees10bp/side plus listed slippage. Daily touch/gap model not venue15min; zero ambiguous bars. No parameter selected from holdout. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"CSTM","lookback":10,"period":"holdout","slippage":0.001,"return_pct":115.83049220586699,"drawdown_pct":19.6779543810628,"n":16,"win_pct":62.5,"mean_pct":5.367135963012308,"avg_win_pct":11.593845191118161,"avg_loss_pct":5.010712750497448,"half_kelly":0.23146487962095508,"targets":3,"stops":3,"time_exits":10,"ambiguous":0}; Frozen2178. vectorbt longonly; two accounting points per day permit entry/exit same day, original open/close marks except exit price. Fees10bp/side plus listed slippage. Daily touch/gap model not venue15min; zero ambiguous bars. No parameter selected from holdout. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"CSTM","lookback":10,"period":"train","slippage":0.002,"return_pct":-64.48649261621753,"drawdown_pct":68.66634683952684,"n":43,"win_pct":34.883720930232556,"mean_pct":-2.057732479190083,"avg_win_pct":7.659884670978498,"avg_loss_pct":7.263598809637537,"half_kelly":0,"targets":1,"stops":24,"time_exits":18,"ambiguous":0}; Frozen2178. vectorbt longonly; two accounting points per day permit entry/exit same day, original open/close marks except exit price. Fees10bp/side plus listed slippage. Daily touch/gap model not venue15min; zero ambiguous bars. No parameter selected from holdout. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"CSTM","lookback":10,"period":"train","slippage":0.001,"return_pct":-61.29714714645047,"drawdown_pct":66.69543938093223,"n":43,"win_pct":34.883720930232556,"mean_pct":-1.861651470978222,"avg_win_pct":7.875420407128093,"avg_loss_pct":7.077939977106605,"half_kelly":0,"targets":1,"stops":24,"time_exits":18,"ambiguous":0}; Frozen2178. vectorbt longonly; two accounting points per day permit entry/exit same day, original open/close marks except exit price. Fees10bp/side plus listed slippage. Daily touch/gap model not venue15min; zero ambiguous bars. No parameter selected from holdout. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"CSTM","lookback":20,"period":"holdout","slippage":0.002,"return_pct":27.889096029296635,"drawdown_pct":19.94679403354033,"n":15,"win_pct":46.666666666666664,"mean_pct":2.1162182531996745,"avg_win_pct":11.767464607178923,"avg_loss_pct":6.328622306532168,"half_kelly":0.08991819069966198,"targets":2,"stops":5,"time_exits":8,"ambiguous":0,"block_mean_CI_pct":[-2.692580486873163,7.417179296151888]}; Frozen2178. vectorbt longonly; two accounting points per day permit entry/exit same day, original open/close marks except exit price. Fees10bp/side plus listed slippage. Daily touch/gap model not venue15min; zero ambiguous bars. No parameter selected from holdout. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"CSTM","lookback":20,"period":"holdout","slippage":0.001,"return_pct":31.783908071503248,"drawdown_pct":19.56254607203325,"n":15,"win_pct":46.666666666666664,"mean_pct":2.320655535863315,"avg_win_pct":11.991223743047435,"avg_loss_pct":6.14109164542279,"half_kelly":0.09676475002014875,"targets":2,"stops":5,"time_exits":8,"ambiguous":0,"block_mean_CI_pct":[-2.497770448188134,7.632229134682402]}; Frozen2178. vectorbt longonly; two accounting points per day permit entry/exit same day, original open/close marks except exit price. Fees10bp/side plus listed slippage. Daily touch/gap model not venue15min; zero ambiguous bars. No parameter selected from holdout. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"CSTM","lookback":20,"period":"train","slippage":0.002,"return_pct":-42.18650544451989,"drawdown_pct":48.266373275999406,"n":30,"win_pct":40,"mean_pct":-1.3722286173511689,"avg_win_pct":8.278822088129175,"avg_loss_pct":7.806262421004731,"half_kelly":0,"targets":2,"stops":15,"time_exits":13,"ambiguous":0,"block_mean_CI_pct":[-5.556153132602278,2.8047947889460585]}; Frozen2178. vectorbt longonly; two accounting points per day permit entry/exit same day, original open/close marks except exit price. Fees10bp/side plus listed slippage. Daily touch/gap model not venue15min; zero ambiguous bars. No parameter selected from holdout. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

{"symbol":"CSTM","lookback":20,"period":"train","slippage":0.001,"return_pct":-38.61151000307898,"drawdown_pct":47.11561891853783,"n":30,"win_pct":40,"mean_pct":-1.1747752262880142,"avg_win_pct":8.495596940707726,"avg_loss_pct":7.621690004285176,"half_kelly":0,"targets":2,"stops":15,"time_exits":13,"ambiguous":0,"block_mean_CI_pct":[-5.367075983564136,3.0106106059726225]}; Frozen2178. vectorbt longonly; two accounting points per day permit entry/exit same day, original open/close marks except exit price. Fees10bp/side plus listed slippage. Daily touch/gap model not venue15min; zero ambiguous bars. No parameter selected from holdout. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Computed September11 in vectorbt. Buy stock T-[3,5,10] open, sell T-1 close, relative to release calendar session; fees5bp/side, slippage10 or30bp/side, fully invested $100 compounded proxy. First8 train, last4 holdout. Select best base training totalreturn (5 sessions); all training rules negative. Not option P&L; stops/3R targets not validated. Rows [window,slippage,return%,drawdown%,win%,N]: [[3,0.001,3.107442404179352,-4.6541576533864255,75,4],[3,0.003,1.470843935628281,-5.413884724140116,75,4],[5,0.001,2.2324772812124394,-9.402095746497674,50,4],[5,0.003,0.6097669137227655,-9.763765109793187,50,4],[10,0.001,23.279221169314027,-9.795479009687813,75,4],[10,0.003,21.322441136123274,-9.795479009687824,75,4]] https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/

Computed September11 in vectorbt. Buy stock T-[3,5,10] open, sell T-1 close, relative to release calendar session; fees5bp/side, slippage10 or30bp/side, fully invested $100 compounded proxy. First8 train, last4 holdout. Select best base training totalreturn (5 sessions); all training rules negative. Not option P&L; stops/3R targets not validated. Rows [window,slippage,return%,drawdown%,win%,N]: [[3,0.001,-10.363907698897975,-13.327768093525428,25,8],[3,0.003,-13.186866652680065,-14.69704119604025,25,8],[5,0.001,-2.7366395057719046,-19.33542394660733,50,8],[5,0.003,-5.799808228698694,-19.818285153981886,50,8],[10,0.001,-20.695155120182164,-25.79668182153567,50,8],[10,0.003,-23.192746393792746,-27.205143232179875,50,8]] https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/

Coverage attribution control: valid native dailybars retained even if hourlyday incomplete. Same frozen20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,+2RBE/entry2ATRtrail ifenabled. Train2024-25,REUSED2026Jan1-Sep11 00UTCholdout. {"symbol":"SOL","source":"native_full","signal":"calendar","execution":"hourly","part":"holdout","trail":true,"slip_bp":20,"return":-11.384479446147576,"drawdown":35.6796683685633,"win rate":28.57142857142857,"sample":7,"mean":-1.194037321088778,"avg_win":13.522730106693082,"avg_loss":7.080744292201521,"zero_volume_entries":0,"zero_volume_exits":0}. Rawwealthreturns match vectorbt at1e-10; nofictitiousmissinghourfills. https://runway.adityaperswal.workers.dev/data/crypto-bars

Coverage attribution control: valid native dailybars retained even if hourlyday incomplete. Same frozen20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,+2RBE/entry2ATRtrail ifenabled. Train2024-25,REUSED2026Jan1-Sep11 00UTCholdout. {"symbol":"SOL","source":"native_full","signal":"calendar","execution":"hourly","part":"holdout","trail":true,"slip_bp":10,"return":-10.13513423271254,"drawdown":35.03323677286272,"win rate":28.57142857142857,"sample":7,"mean":-0.9962271899795769,"avg_win":13.7500032946408,"avg_loss":6.894719383827727,"zero_volume_entries":0,"zero_volume_exits":0}. Rawwealthreturns match vectorbt at1e-10; nofictitiousmissinghourfills. https://runway.adityaperswal.workers.dev/data/crypto-bars

Coverage attribution control: valid native dailybars retained even if hourlyday incomplete. Same frozen20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,+2RBE/entry2ATRtrail ifenabled. Train2024-25,REUSED2026Jan1-Sep11 00UTCholdout. {"symbol":"SOL","source":"native_full","signal":"calendar","execution":"hourly","part":"holdout","trail":false,"slip_bp":20,"return":-14.644645306834192,"drawdown":35.6796683685633,"win rate":28.57142857142857,"sample":7,"mean":-1.763450950589423,"avg_win":11.529782403440825,"avg_loss":7.080744292201521,"zero_volume_entries":0,"zero_volume_exits":0}. Rawwealthreturns match vectorbt at1e-10; nofictitiousmissinghourfills. https://runway.adityaperswal.workers.dev/data/crypto-bars