Notes

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":"BTC","source":"native_full","signal":"calendar","execution":"hourly","part":"train","trail":true,"slip_bp":10,"return":30.436743650913677,"drawdown":28.290707816151006,"win rate":40,"sample":20,"mean":1.8080451934113033,"avg_win":11.977845709055327,"avg_loss":4.9718218170180455,"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":"BTC","source":"native_full","signal":"calendar","execution":"hourly","part":"train","trail":false,"slip_bp":20,"return":27.032913083221153,"drawdown":29.14607882770095,"win rate":40,"sample":20,"mean":1.6769319817143087,"avg_win":11.93486298365856,"avg_loss":5.161688686248525,"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":"BTC","source":"native_full","signal":"calendar","execution":"hourly","part":"train","trail":false,"slip_bp":10,"return":32.2172369543699,"drawdown":28.290707816151006,"win rate":40,"sample":20,"mean":1.8804898106223138,"avg_win":12.158957252082853,"avg_loss":4.9718218170180455,"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":"BTC","source":"native_full","signal":"daily","execution":"hourly","part":"holdout","trail":true,"slip_bp":20,"return":-9.056693572757357,"drawdown":22.196454463949344,"win rate":33.33333333333333,"sample":6,"mean":-1.3800798992842847,"avg_win":6.650451499194132,"avg_loss":5.395345598523493,"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":"BTC","source":"native_full","signal":"daily","execution":"hourly","part":"holdout","trail":true,"slip_bp":10,"return":-7.958797129970929,"drawdown":21.571528269666196,"win rate":33.33333333333333,"sample":6,"mean":-1.182642226534756,"avg_win":6.863966344067074,"avg_loss":5.205946511835672,"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":"BTC","source":"native_full","signal":"daily","execution":"hourly","part":"holdout","trail":false,"slip_bp":20,"return":-4.659969859758295,"drawdown":22.196454463949344,"win rate":33.33333333333333,"sample":6,"mean":-0.5039881566617055,"avg_win":9.27872672706187,"avg_loss":5.395345598523493,"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":"BTC","source":"native_full","signal":"daily","execution":"hourly","part":"holdout","trail":false,"slip_bp":10,"return":-3.50899477364941,"drawdown":21.571528269666196,"win rate":33.33333333333333,"sample":6,"mean":-0.304796542978116,"avg_win":9.497503394736995,"avg_loss":5.205946511835672,"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":"BTC","source":"native_full","signal":"daily","execution":"hourly","part":"train","trail":true,"slip_bp":20,"return":-10.617104453000636,"drawdown":37.48489683304448,"win rate":42.10526315789473,"sample":19,"mean":-0.14481763864971792,"avg_win":9.352611565215522,"avg_loss":7.052038877824438,"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":"BTC","source":"native_full","signal":"daily","execution":"hourly","part":"train","trail":true,"slip_bp":10,"return":-7.155186477953457,"drawdown":35.258024662257334,"win rate":42.10526315789473,"sample":19,"mean":0.05509303656956396,"avg_win":9.571536150780696,"avg_loss":6.865956501038532,"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":"BTC","source":"native_full","signal":"daily","execution":"hourly","part":"train","trail":false,"slip_bp":20,"return":-3.915337184423495,"drawdown":34.202245295059775,"win rate":42.10526315789473,"sample":19,"mean":0.31192841360140333,"avg_win":10.437383439311935,"avg_loss":7.052038877824438,"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":"BTC","source":"native_full","signal":"daily","execution":"hourly","part":"train","trail":false,"slip_bp":10,"return":-0.1938508833595587,"drawdown":33.27459617240363,"win rate":42.10526315789473,"sample":19,"mean":0.5127534971623438,"avg_win":10.658479744688549,"avg_loss":6.865956501038532,"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":"BTC","source":"native_full","signal":"daily","execution":"daily","part":"holdout","trail":true,"slip_bp":20,"return":-4.508075778663201,"drawdown":21.658525727515222,"win rate":33.33333333333333,"sample":6,"mean":-0.4522998748202482,"avg_win":9.670485552752394,"avg_loss":5.5136925886065695,"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":"BTC","source":"native_full","signal":"daily","execution":"daily","part":"holdout","trail":true,"slip_bp":10,"return":-3.3552669790259615,"drawdown":21.029278833503795,"win rate":33.33333333333333,"sample":6,"mean":-0.2530047808857627,"avg_win":9.890046523951035,"avg_loss":5.324530433304162,"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":"BTC","source":"native_full","signal":"daily","execution":"daily","part":"holdout","trail":false,"slip_bp":20,"return":-4.508075778663201,"drawdown":21.658525727515222,"win rate":33.33333333333333,"sample":6,"mean":-0.4522998748202482,"avg_win":9.670485552752394,"avg_loss":5.5136925886065695,"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":"BTC","source":"native_full","signal":"daily","execution":"daily","part":"holdout","trail":false,"slip_bp":10,"return":-3.3552669790259615,"drawdown":21.029278833503795,"win rate":33.33333333333333,"sample":6,"mean":-0.2530047808857627,"avg_win":9.890046523951035,"avg_loss":5.324530433304162,"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":"BTC","source":"native_full","signal":"daily","execution":"daily","part":"train","trail":true,"slip_bp":20,"return":-2.1624966584887995,"drawdown":33.17951671943325,"win rate":44.44444444444444,"sample":18,"mean":0.3842560988953081,"avg_win":9.68276141063861,"avg_loss":7.0545481504993335,"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":"BTC","source":"native_full","signal":"daily","execution":"daily","part":"train","trail":true,"slip_bp":10,"return":1.42382836467696,"drawdown":32.37283864953383,"win rate":44.44444444444444,"sample":18,"mean":0.5852259829168994,"avg_win":9.902346958178532,"avg_loss":6.868470797292406,"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":"BTC","source":"native_full","signal":"daily","execution":"daily","part":"train","trail":false,"slip_bp":20,"return":5.858542477266182,"drawdown":28.74572541604271,"win rate":44.44444444444444,"sample":18,"mean":0.8887091712490778,"avg_win":10.817780823434592,"avg_loss":7.0545481504993335,"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":"BTC","source":"native_full","signal":"daily","execution":"daily","part":"train","trail":false,"slip_bp":10,"return":9.738886178156525,"drawdown":28.029606371699067,"win rate":44.44444444444444,"sample":18,"mean":1.0906889733532938,"avg_win":11.03963868666042,"avg_loss":6.868470797292406,"zero_volume_entries":0,"zero_volume_exits":0}. Rawwealthreturns match vectorbt at1e-10; nofictitiousmissinghourfills. https://runway.adityaperswal.workers.dev/data/crypto-bars

Sep11~04:04UTC exactcommand node /app/agent/dist/backtest.js --symbols BB --strategy momentum --lookback20 --days1000 (actual flags spaced --lookback 20).684bars,N27,return261.006614%,drawdown36.128232%,win40.740741%,buyhold82.409639%,avgtrade7.940180%. CLI isunsplitdiagnostic, no heldoutmodelselection, doesnotvalidateearnings/options; separatevectorbtchronologicalholdoutrequiredandrun. No allocationfromCLI. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://investors.blackberry.com/

AtS7.54, fifthlargestof12signedearningsmoves8.899297% givesC8maxall-inhurdlecost.211007/sharefor5/12>=40%. All-incost.20giveshurdle8.753316%,coverage5/12,medianmargin1.234189pp,meanintrinsic1.496055x,max6.682215x; rawintrinsiclogutilityhalfKelly8.095%beforecosts/nonstationaritynotrecommendedsize. .20totalcostallows.15optionpriceif.05executionreserve; one20ticket2.3502%equity within3%normalcap25.5297. Current.40fails; recomputefromfreshS,actualexpiryandnewdata; hypotheticalthresholdnotpendingorder. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://investors.blackberry.com/

NumPy20kpaths seed91104; sample12eventintrinsicfloorsiid, zeroresidualvalue, max20sequentialwholecontracttickets, fund178.71/account850.99, otherbooks672.28fixed, fee1.30roundtripassumed,5%equitypremiumgate andcash funding beforeeachtrade. Stoppingearlymeansrisk/fundingconstraintnotruin. Notactualexpectedoptionreturn. {"call":{"half_Kelly":0,"mean_gross_intrinsic_x":0.7480273795172869,"MC_paths":20000,"max_tickets":20,"cost_per_roundtrip_assumed":1.3,"final_fund_cash_quantiles":[90.69235294117651,106.63569571738041,166.20975485338488],"prob_cannot_complete20_pct":93.815,"mean_completed_tickets":5.38375,"median_fund_drawdown_pct":-46.22013317665492},"put":{"half_Kelly":0,"mean_gross_intrinsic_x":0.26008724572951625,"MC_paths":20000,"max_tickets":20,"cost_per_roundtrip_assumed":1.3,"final_fund_cash_quantiles":[1.9684908127900627,16.69771333289729,30.754279840026964],"prob_cannot_complete20_pct":100,"mean_completed_tickets":6.4761,"median_fund_drawdown_pct":-90.65653106547072}} https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://investors.blackberry.com/

BS Europeanapprox scenarios, S'=7.54*(1+eachhistoricalfirstpostclosereturn),K8Cpremium.40/K7P.32,8calendardaysremaining365basis,rate0/dividend0assumptions,posteventIV30/50/80/120%assumednotobserved. Counterfactualstaticspotbeforeeventomits13daypreeventpath. NotactualAmericanoptionbacktest nor proofvalue. Netcoveragehere subtracts.05per-shareassumedspread/fees; differsfrommandatestrikedistance+premiumgate. [{"type":"C","assumed_IV":0.3,"mean_gross_x":0.7998640547686704,"coverage_after_005cost":25,"gross4x_pct":0,"holdout_mean_x":0.9716775570135455},{"type":"C","assumed_IV":0.5,"mean_gross_x":0.9035852859964661,"coverage_after_005cost":33.33333333333333,"gross4x_pct":0,"holdout_mean_x":1.0900090869446428},{"type":"C","assumed_IV":0.8,"mean_gross_x":1.1211416373969834,"coverage_after_005cost":50,"gross4x_pct":0,"holdout_mean_x":1.314759003093901},{"type":"C","assumed_IV":1.2,"mean_gross_x":1.484087056727807,"coverage_after_005cost":50,"gross4x_pct":0,"holdout_mean_x":1.681068209278052},{"type":"P","assumed_IV":0.3,"mean_gross_x":0.2877733319723913,"coverage_after_005cost":16.666666666666664,"gross4x_pct":0,"holdout_mean_x":0.3477931169500091},{"type":"P","assumed_IV":0.5,"mean_gross_x":0.36275561287401714,"coverage_after_005cost":16.666666666666664,"gross4x_pct":0,"holdout_mean_x":0.38727530529287557},{"type":"P","assumed_IV":0.8,"mean_gross_x":0.5480097349824371,"coverage_after_005cost":25,"gross4x_pct":0,"holdout_mean_x":0.5210178473624284},{"type":"P","assumed_IV":1.2,"mean_gross_x":0.8955732630971822,"coverage_after_005cost":25,"gross4x_pct":0,"holdout_mean_x":0.8241807468257963}] https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://investors.blackberry.com/

ComputedSep11on925adjustedSIPdailybars andfixed12eventdates. OLSintercept+60dailylogreturnSPY, beta/correlationdescriptivenotforecast. iidbootstrap20k seed91104; meanCIpercent. {"beta60":2.2671093549558825,"correlation60":0.35121190089955073,"mean_event_CI_pct":[-2.3122311432118745,10.767171592273582],"call_open_coverage":1,"put_open_coverage":1,"q2_only_closing_moves":[-1.0504201680672232,-0.7874015748031482,8.899297423887598]} https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://investors.blackberry.com/

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"SOL","source":"aggregate","signal":"rolling","execution":"hourly","part":"holdout","trail":true,"slip_bp":20,"return":-0.03436140410403299,"drawdown":25.12900454292285,"win rate":33.33333333333333,"sample":6,"mean":0.4597344595963189,"avg_win":13.522730106693082,"avg_loss":6.071763363952062,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars