Notes

The primary5_15_train model had a return of -40.6359105787121 percent from January 4, 2016, to December 31, 2020. The biggest loss, or drawdown, was 52.985613481997795 percent. The compound annual growth rate, which is a measure of how much an investment grows each year, was -9.911618421892365 percent. The model was correct, or had a win rate, 40.45454545454545 percent of the time. There were 220 samples, or trades, with an average gain or loss of -0.20994121671280933 percent per trade. The average gain was 1.9087882677582033 percent and the average loss was 1.6493833855518942 percent. The reasons for trades stopping were: stop losses, which happened 102 times, time limits, which happened 101 times, gap stops, which happened 11 times, and targets, which happened 6 times. There were 22 partial trades and 32 same-day trades. The model was reconciled with 462 orders over 59 months. The market had a beta, which is a measure of volatility, of 0.43599035648745643, an alpha, which is a measure of performance, of -15.841534710085352 percent per year, and a correlation, which is a measure of how much the model follows the market, of 0.45587077714008295. This is a daily proxy report, and all 20 cells were reconciled. The model was trained from 2016 to 2020 and tested from 2021 to September 10. The history was inspected and no globally untouched claim was found. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

A daily proxy report for REV9110400 frozen cell primary5_5_test shows the following results: the model used was primary5, the period was test, and the slippage basis points were 5. The first trade was on 2021-01-04 05:00:00+00:00 and the last trade was on 2026-09-10 04:00:00+00:00. The return was 34.955623206025166, the drawdown was 25.949258144945087, and the compound annual growth rate, or CAGR, which is a measure of investment return, was 5.432591073583426. The win rate, or percentage of winning trades, was 46.666666666666664. There were 255 samples, or trades, with a mean trade percentage of 0.14989690199317193. The average win percentage was 2.381974369255385 and the average loss percentage was 1.803170881861264. The mean confidence interval 95 percentage, which is a measure of statistical accuracy, was between -0.14919233063956544 and 0.4504968275114483. The half Kelly, a betting strategy, was 0.03146484360367624. The reasons for trades included gap target, which is a price gap, stop, time, gap stop, and target. There were 36 partials, 27 same day trades, and 546 vbt orders, or trades. The market had a beta, which measures volatility, of 0.4537984863487275, an alpha annual percentage, which measures investment return, of -0.05169088881697973, and a correlation, which measures relationship between variables, of 0.4321791844578191. This is a daily proxy report, all 20 cells were reconciled, and the training period was 2016-2020, with testing from 2021 to September 10. The history was inspected and no globally untouched claim was found. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

The primary5_5_train model had a return of -0.6857246839560127 from 2016-01-04 05:00:00+00:00 to 2020-12-31 05:00:00+00:00. The drawdown was 29.118889716683437 and the compound annual growth rate, or CAGR, was -0.13763182310864153. The win rate was 46.36363636363636 percent out of 220 samples. The mean trade percentage was 0.024365250431874562 and the average win percentage was 1.9143884043753185, while the average loss percentage was 1.6093835775531367. The 95 percent confidence interval, or CI95, was between -0.21038356390757 and 0.27862159953439963 percent. The half Kelly criterion, a measure of bet size, was 0.006363716572924227. There were 12 gap stops, 114 time stops, 88 stops, and 6 target stops. The model had 26 partials and 25 same day trades. The vbt orders, or vector-based trades, were 466 and the trade months were 59. The market had a beta of 0.4711988795120574, which measures volatility, an alpha of -6.095127100155749 percent per year, and a correlation, or corr, of 0.49140026318119573. This is a daily proxy report, with all 20 cells reconciled, and the training period was from 2016 to 2020, with testing from 2021 to September 10. The history was inspected and no globally untouched claim was found. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

An audit of SOL/USD trading data from January 1, 2024, to September 11, 2026, was observed on September 11, 2024, at 04 UTC. The data for SOL started on August 26, 2024. The audit included full days, removed duplicates, and excluded partial days on September 11. The results showed the following statistics: the symbol is SOL, there were 746 daily observations, 17881 hourly observations, 742 full days, and 4 partial days. The audit found mismatches in open, high, low, and close prices, as well as volume, with the largest daily open differences occurring in November and December 2025. A news scan found the data: {"s":"SOL","daily":746,"hourly":17881,"full_days":742,"partial_days":4,"hour_zero_v":3101,"max_hour_gap":3,"o_mismatch_n":11,"o_max_abs":13.046000000000006,"o_median_rel_bp":0,"h_mismatch_n":7,"h_max_abs":8.960177664500009,"h_median_rel_bp":0,"l_mismatch_n":20,"l_max_abs":14.027000000000001,"l_median_rel_bp":0,"c_mismatch_n":319,"c_max_abs":0.25,"c_median_rel_bp":0,"v_mismatch_n":13,"v_max_abs":2077.5672703439996,"v_median_rel_bp":0,"daily_signal_disagreements":1}. The daily signal disagreements compare the original full-day data to the aggregated full-day data, including coverage gating, and are not solely based on price effects. https://runway.adityaperswal.workers.dev/data/crypto-bars

An audit of ETH/USD bar construction was observed on September 11, 2024, at 04 UTC, covering the period from January 1, 2024, to September 11, 2026. The SOL, or a type of cryptocurrency, begins on August 26, 2024. The audit used full pagination, removed duplicates, and included year boundaries, but excluded partial days on September 11. The results showed the following statistics: the symbol is ETH, with 984 daily observations, 23,612 hourly observations, 981 full days, and 3 partial days. The maximum gap in hours was 3, and the maximum absolute mismatch in open, high, low, and close prices, as well as volume, were recorded. The largest daily open differences were found in November and December 2025, and require further investigation into the original feed attribution, with no corrections presumed. A daily signal disagreement was initially found, comparing native full-day versus aggregate full-day input, which includes coverage gating and is not a pure price effect. https://runway.adityaperswal.workers.dev/data/crypto-bars

An audit of BTC/USD bar construction was observed on September 11, 2024, at 04 UTC, covering the period from January 1, 2024, to September 11, 2026. The SOL begins on August 26, 2024. The audit used full pagination, removed duplicates, and included year boundaries, but excluded partial days on September 11. The results showed the following statistics: for BTC, there were 984 daily observations, 23612 hourly observations, 981 full days, and 3 partial days. The hour zero volume was 729, and the maximum hour gap was 3. There were 12 open mismatches with a maximum absolute value of 5354.31, 6 high mismatches with a maximum absolute value of 2037.42, 18 low mismatches with a maximum absolute value of 3434.77, 559 close mismatches with a maximum absolute value of 95.15, and 19 volume mismatches with a maximum absolute value of 7.98. The median relative basis point for open, high, and low mismatches was 0, while for close mismatches it was 0.85 and for volume mismatches it was 0. The daily signal disagreements, which compare native full-day input versus aggregate full-day input, including coverage gating, totaled 8. The largest daily open differences were found in November and December 2025, requiring original feed attribution, with no retrospective correction presumed. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the data line: Calculated valuation of CENX, with market capitalization proxy of 4391.3425662 million dollars, and other financial metrics including free cash flow and EBITDA growth rates. The data includes Sebree power and premium breakeven calculations, and valuations are based on June share count and September 10 price. This is a calculated scenario, not an observed future outcome, and was derived using quantify.py with source relationships in analysis 2487 and observations 24090-96 and 24138-44. https://centuryaluminum.com/insights/century-aluminum-company-reports-second-quarter-2026-results/

A news scan found the following data: three calculated scenarios for CENX R91104 were found, which are as follows: the first scenario has a premium change per ton of 500, US capacity of 450,000 tons per year, Sebree power change of 10 megawatt-hours, annual US gross premium of 225 million dollars, annual Sebree cost of 33.726 million dollars, annual amount before other offsets of 191.274 million dollars, and quarter amount before other offsets of 47.8185 million dollars. The second scenario has a premium change per ton of 500, US capacity of 450,000 tons per year, Sebree power change of 25 megawatt-hours, annual US gross premium of 225 million dollars, annual Sebree cost of 84.315 million dollars, annual amount before other offsets of 140.685 million dollars, and quarter amount before other offsets of 35.17125 million dollars. The third scenario has a premium change per ton of 500, US capacity of 450,000 tons per year, Sebree power change of 50 megawatt-hours, annual US gross premium of 225 million dollars, annual Sebree cost of 168.63 million dollars, annual amount before other offsets of 56.37 million dollars, and quarter amount before other offsets of 14.0925 million dollars. These scenarios were calculated in quantify.py and are derived, not observed future outcomes. The full source relationships can be found in analysis2487 and observations24090–96/24138–44, with assumptions including constant cell speed and equal-cell cast output as approximations, and valuations using June share count and September 10 price. https://www.sec.gov/Archives/edgar/data/949157/000162828026013788/cenx-20251231.htm

A calculation for EGA R91104 was made using a computer program called quantify.py. The results include the following information: the average number of cells per day is 5.5, there are 947 cells remaining, and the constant rate of cells will last for 172.18 days, ending on February 21, 2027. The restart fraction, which is a measure of how much the process needs to be restarted, is 0.25. Other calculations include the total missing cast proxy, which is 1,200,633.91, and the daily missing cast proxy, which is 3,289.41. The first half, or H1, of the year showed a decline in cast of 29.15 percent, a decline in sales of 31.61 percent, an increase in EBITDA, which is a measure of a company's overall financial health, of 10.85 percent, and a decline in operating cash flow, or OCF, of 56.87 percent. The cash EBITDA percentage for H1 is 32.93 percent, which is lower than the prior cash EBITDA percentage of 84.65 percent. This calculation is based on a derived scenario and does not predict the future. It uses approximations, including constant cell speed and equal-cell cast output, and is based on the number of shares in June and the price in September 10. https://media.ega.ae/egas-al-taweelah-smelter-restoration-reaches-25-completion-milestone/

A news scan found the following correlation matrix for aluminum chain return: {"CSTM":{"CSTM":1,"KALU":0.6548568887046872,"SPY":0.5642652476729697,"AA":0.5697548883275182,"CENX":0.44841818446695786},"KALU":{"CSTM":0.6548568887046872,"KALU":1,"SPY":0.49348848979664267,"AA":0.5981865775940295,"CENX":0.5139591613267673},"SPY":{"CSTM":0.5642652476729697,"KALU":0.49348848979664267,"SPY":1,"AA":0.5114980742637169,"CENX":0.4318788291021344},"AA":{"CSTM":0.5697548883275182,"KALU":0.5981865775940295,"SPY":0.5114980742637169,"AA":1,"CENX":0.6734326235370292},"CENX":{"CSTM":0.44841818446695786,"KALU":0.5139591613267673,"SPY":0.4318788291021344,"AA":0.6734326235370292,"CENX":1}}. This data covers the period from January 2025 to September 10, 2026, and shows the daily log return pairwise correlations. The data indicates that similar exposures do not make independent bets. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the following data line: a descriptive regime Ordinary Least Squares, or OLS, post analysis for the stock symbol KALU. The analysis has a period of post, a symbol of KALU, and the following results: 114 observations, a beta of 1.8415900782031736, a daily intercept percentage of 0.00005044157653531171, a naive standard error percentage of 0.307606594652364, and a correlation with SPY of 0.4313017343123177. The return percentage is 39.527919675885165. This analysis is based on a daily log return OLS versus SPY with intercept, and it covers two time periods: before January 2025 to March 27, 2026, and after March 30 to September 10, 2026. The naive standard error is not HAC, and the selected dates do not identify a causal outage effect. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the following data line: a descriptive regime Ordinary Least Squares, or OLS, post analysis for the symbol CSTM, also known as a statistical method to measure the relationship between variables, from March 30, 2026, to September 10, 2026, showed the following results: the number of observations was 114, the beta, which measures volatility, was 1.96883718031124, the daily intercept percentage, which is a measure of the expected return, was -0.2191140061847001, the naive standard error percentage, a simple measure of the amount of variation, was 0.23989618574138563, and the correlation with SPY, which measures how closely the two move together, was 0.5481217747741938, resulting in a return percentage of 11.210954214805302. This analysis used daily log returns, which are a way to measure the change in price, and compared them to the SPY, a common benchmark, with an intercept, which allows for a non-zero starting point. The analysis covered two periods: before January 2025 to March 27, 2026, and after March 30 to September 10, 2026. The naive standard error was used, which does not account for heteroskedasticity, or varying volatility, and the selected dates do not identify a causal outage effect, which would be a change in the relationship between the variables caused by an external event. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the following data line: a post about CENX R91104 descriptive regime OLS. The data includes the symbol CENX, with 114 data points, a beta of 1.3605359267741461, a daily intercept percentage of -0.31465124018953033, a naive standard error percentage of 0.3566180531592852, and a correlation with SPY of 0.2914156182779094, with a return percentage of -10.654582074521642. This data is from an ordinary least squares, or OLS, analysis of daily log returns for CENX compared to SPY, with the data split into two periods: before January 2025 to March 27, 2026, and after March 30 to September 10, 2026. The naive standard error, which is a simple measure of variability, does not use a method called HAC, and the selected dates do not show a causal outage effect. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the headline is not available, but a data line was found with information about the stock symbol AA. The data shows that from January 2025 to March 27, 2026, and then from March 30 to September 10, 2026, the daily log return of AA was analyzed using a statistical method called Ordinary Least Squares, or OLS, which is a way to measure the relationship between variables. The results include a beta of 1.4443900120404538, which measures the stock's volatility compared to the overall market, a daily intercept percentage of -0.3926844995431232, and a naive standard error percentage of 0.31907611651154594. The correlation with the SPY stock, which represents the overall market, is 0.33993973809022987. The return percentage for this period was -17.01030927835055. The naive standard error is not adjusted for Heteroskedasticity and Autocorrelation, or HAC, which are types of statistical biases. The selected dates do not identify a causal outage effect, which means the results do not show a clear cause-and-effect relationship between the variables. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the following data line: a descriptive regime for KALU, symbol KALU, with the following details: the period is pre, the number of observations is 309, the beta is 1.2686928813307001, the daily intercept percentage is 0.13476904928576422, the naive standard error percentage is 0.1310381674248496, the correlation with SPY is 0.5373014724498033, and the return percentage is 70.6855081178593. This data is from a daily log return ordinary least squares analysis versus SPY with intercept, covering the pre period from January 2025 to March 27, 2026, and the post period from March 30 to September 10, 2026. The naive standard error is not heteroskedasticity and autocorrelation consistent, and the selected dates do not identify a causal outage effect. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the following data line: a descriptive regime for CSTM R91104 has the following details. The period is pre, the symbol is CSTM, and the number of observations is 309. The beta, which is a measure of volatility, is 1.5839975825116857. The daily intercept percentage is 0.2183268627519021, and the naive standard error percentage, which is a simple measure of error, is 0.14825484582847193. The correlation with SPY, which is a stock market index, is 0.5751269762775941. The return percentage is 127.55598831548194. This data is from a daily log return ordinary least squares analysis, which is a statistical method, versus SPY with an intercept, for the pre period from January 2025 to March 27, 2026, and the post period from March 30 to September 10, 2026. The naive standard error is not heteroskedasticity and autocorrelation consistent, which is a statistical method, and the selected dates do not identify a causal outage effect. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the following data line: a daily log return Ordinary Least Squares, or OLS, analysis versus the SPY stock with an intercept was performed on the CENX stock. The analysis was done for two periods: before January 2025 to March 27, 2026, and after March 30 to September 10, 2026. The results showed a beta of 1.7836278015601468, a daily intercept percentage of 0.27064107894636746, a naive standard error percentage of 0.21979844314978855, and a correlation with SPY of 0.4710199545360905. The return percentage was 172.5027442371021. Note that the naive standard error is not HAC, or Heteroskedasticity and Autocorrelation Consistent, and the selected dates do not identify a causal outage effect. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the following data line: a daily log return Ordinary Least Squares, or OLS, analysis was done for the symbol AA, which is a stock ticker, versus SPY, which is another stock ticker, with an intercept, meaning a starting point. The analysis was done for two periods: before January 2025 to March 27, 2026, and after March 30 to September 10, 2026. The results showed a beta of 1.6885079840032762, a daily intercept percentage of 0.09471344108371367, a naive standard error percentage of 0.16017633528144282, and a correlation with SPY of 0.5699510209273085. The return percentage was 56.83104284559421. Note that the naive standard error is not HAC, which stands for Heteroskedasticity and Autocorrelation Consistent, and the selected dates do not identify a causal outage effect. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A daily technical snapshot for CENX was completed on September 10, 2026, at 04:00:00 UTC. The closing price was 44.36. The prior 20-day high was 48.17 and the 50-day simple moving average, which is the average price over 50 days, was 45.6681. The average daily range over 20 days was 2.333405 and the realized volatility over 20 days was 42.92765569457421. The return over 20 days was -7.90948723271746 percent. The signal, which is a trigger to buy or sell, is false. The volume was 2,293,537. This data was collected on September 11 at 04:00 UTC and covers daily data from January 2020 to September 10, 2026. The signal to buy is when the closing price is higher than the prior 20-day high and the 50-day simple moving average. There is no current executable quote, meaning there is no current price to buy or sell, and the daily adjustment does not include cash dividend execution, which is when a company pays a portion of its profit to its shareholders. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A daily technical snapshot for the stock symbol AA was completed on September 10, 2026, at 04:00:00 UTC. The stock closed at 48.3. The prior 20-day high was 51.85 and the 50-day simple moving average, which is the average stock price over 50 days, was 48.51. The average daily range over 20 days was 1.97 and the realized volatility over 20 days was 45.88. The return over 20 days was -5.70. The signal, which is a trigger to buy or sell, is false, meaning no action is taken. The volume, which is the number of shares traded, was 3,863,221. This data was collected on September 11 at 04:00 UTC. The data is based on daily prices from January 2020 to September 10, 2026, and includes adjustments for splits and dividends. The signal to buy is when the stock's closing price is higher than the prior 20-day high and the 50-day simple moving average. There is no current executable quote, and the daily adjustment does not include cash dividend execution. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the headline 'SPY R91104 completed daily technical snapshot'. The SPY fund had the following numbers on September 10, 2026, at 04:00:00 UTC: it closed at 757.83, its price 20 days before was 777.88, and its 50-day simple moving average, which is the average price over 50 days, was 758.2458. The average daily range, which is the difference between the high and low prices, over 20 days was 4.364559999999995, and the realized volatility, which is a measure of how much the price changed, over 20 days was 8.532307950376643. The return, which is the percentage change in price, over 20 days was -1.8977591942937688. The signal, which means a decision to buy or sell, is false, meaning no action is taken. The volume, which is the number of shares traded, was 42761756. This data was collected on September 11 at 04:00:00 UTC and covers the period from January 2020 to September 10, 2026. The signal to buy or sell is based on the close price being higher than the prior 20-day high price and the 50-day simple moving average. There is no current executable quote, which means there is no current price to buy or sell at, and the daily adjustment is not related to cash dividend execution. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A daily technical snapshot for KALU was completed on September 10, 2026, at 04:00:00 UTC. The closing price was 158.42. The prior 20-day high was 189.49. The simple moving average over 50 days, which is a calculation to find the average price over a period, was 166.195. The average daily range over 20 days was 7.1416, and the realized volatility over 20 days, which measures how much the price changed, was 60.7847. The return over 20 days was -16.3966 percent. The signal, which is a trigger to buy or sell, is false. The volume, which is the number of shares traded, was 223,352. This data was collected on September 11 at 04:00 UTC. The data is from January 2020 to September 10, 2026, and includes daily Systematic Investment Plan adjustments. The signal to buy is when the closing price is higher than the prior 20-day high and the 50-day simple moving average. There is no current executable quote, and the daily adjustment does not include cash dividend execution. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A daily technical snapshot for the symbol CSTM was completed on September 10, 2026, at 04:00:00 UTC. The closing price was 25.99. The prior 20-day high was 29.92 and the 50-day simple moving average, which is the average price over 50 days, was 28.40. The average daily range over 20 days was 0.9782, and the realized volatility over 20 days, which measures price fluctuations, was 39.99. The return over 20 days was -11.90%. The signal, which is a trigger to buy or sell, is false. The volume, which is the number of shares traded, was 1,375,618. This data was collected on September 11 at 04:00 UTC and covers daily data from January 2020 to September 10, 2026. The signal to buy is when the closing price is higher than the prior 20-day high and the 50-day simple moving average, but there is no current executable quote, and the daily adjustment does not include cash dividend execution. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

On September 11 at 04 UTC, a retrieval of 925 SIP adjustments for all daily bars of BB and SPY was made, covering dates from 2023-01-01 through 2026-09-10, with a 03:30 UTC delayed cutoff. The full calculations are fixed in the local study.py file. The technical metrics include: RSI14, which is a measure of stock price momentum, at 38.047221298437734, ATR14, which is a measure of stock price volatility, at 0.3976763658697475, SMA20, which is a 20-day moving average, at 8.0955, SMA50, which is a 50-day moving average, at 8.968, RV20_pct, which is a 20-day return percentage, at 55.21286121050115, RV60_pct, which is a 60-day return percentage, at 76.30777249095904, low20, which is the lowest price in the last 20 days, at 7.47, high20, which is the highest price in the last 20 days, at 9.08, and return20_pct, which is the return percentage over the last 20 days, at -14.02508551881414. The subgroups include train, holdout, and post_cylance, with their respective metrics. The overall mean is 4.178883532453439, the root mean square is 12.264750181808548, and the median confidence interval is between 5.353200326635955 and 12.807976116712666. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about SOL/USD C91104 completed-hour entry and daily range. On September 11, 2026, at 04UTC, a fully paginated 18 panels were collected. The hour from 03UTC was completed at 04UTC, and the daily data is only available through September 10. The data shows that the symbol SOL had an hour close of 99.29365, a rolling 480 high of 110.5357, and a calendar 20 high of 110.5357. The signal for rolling and calendar is false. The daily close was 98.6025, and the daily prior 20 high was 110.5357. The average true range for 14 days is 4.975069381535714. The risk distance is 10.020921542386072 percent of 2 ATR, and the distance to the calendar high is 11.322023110239176 percent. No partial daily bar or 04UTC hour was used. The risk distances are descriptive and not orders, and the target must include cost-aware 3R and measured-horizon plausibility, where 3R refers to a risk-reward ratio and ATR stands for Average True Range, a measure of market volatility. https://runway.adityaperswal.workers.dev/data/crypto-bars