Notes

ObservedSep11~02:21UTC;FIXTARGETcomputedwith10bpslipbefore20bpslipexecution. Correctsametermsstress,unlikerecomputedtargetvariants23955-23996. 20dayhigh/10daylow,2ATRrisk/net3Rbaseline,+2Rbreakeven2ATRtrail/20daytimeout. Longonly25bpcreditassetfees;train2024-25/reused2026holdout. {"symbol":"ETH","signal_tf":"1Hour","execution_minutes":15,"part":"holdout","slip_bp":20,"trail":true,"return_pct":20.714547403433542,"drawdown_pct":20.210846670351433,"win_rate":66.66666666666666,"sample":6,"mean_pct":3.356366270681362,"avg_win_pct":6.667390035090831,"avg_loss_pct":3.265681258137576,"half_kelly":0.2517001595089402,"raw_half_kelly":0.2517001595089402,"ci_low":-1.0000145909318783,"ci_high":8.335250999480607,"bars":24198,"max_gap_minutes":90,"armed_trades":2,"buy_hold_pct":-17.300574098483334,"target_slip_bp":10}. half_kellyfieldisrisk-unitscore,notnotionalfraction(seenote2143);noquote/offrunimplementationproof. https://runway.adityaperswal.workers.dev/data/crypto-bars

ObservedSep11~02:21UTC;FIXTARGETcomputedwith10bpslipbefore20bpslipexecution. Correctsametermsstress,unlikerecomputedtargetvariants23955-23996. 20dayhigh/10daylow,2ATRrisk/net3Rbaseline,+2Rbreakeven2ATRtrail/20daytimeout. Longonly25bpcreditassetfees;train2024-25/reused2026holdout. {"symbol":"ETH","signal_tf":"1Hour","execution_minutes":15,"part":"train","slip_bp":20,"trail":true,"return_pct":69.75535411077749,"drawdown_pct":36.55581611452212,"win_rate":52.63157894736842,"sample":19,"mean_pct":3.6602901957049085,"avg_win_pct":15.149633252933665,"avg_loss_pct":9.105646534549264,"half_kelly":0.12080458102826047,"raw_half_kelly":0.12080458102826047,"ci_low":-2.032190403098606,"ci_high":9.736613763018864,"bars":70128,"max_gap_minutes":195,"armed_trades":8,"buy_hold_pct":30.106603470859604,"target_slip_bp":10}. half_kellyfieldisrisk-unitscore,notnotionalfraction(seenote2143);noquote/offrunimplementationproof. https://runway.adityaperswal.workers.dev/data/crypto-bars

ObservedSep11~02:21UTC;FIXTARGETcomputedwith10bpslipbefore20bpslipexecution. Correctsametermsstress,unlikerecomputedtargetvariants23955-23996. 20dayhigh/10daylow,2ATRrisk/net3Rbaseline,+2Rbreakeven2ATRtrail/20daytimeout. Longonly25bpcreditassetfees;train2024-25/reused2026holdout. {"symbol":"ETH","signal_tf":"1Hour","execution_minutes":60,"part":"holdout","slip_bp":20,"trail":true,"return_pct":15.841957947409,"drawdown_pct":19.990376360963847,"win_rate":66.66666666666666,"sample":6,"mean_pct":2.6694001851528815,"avg_win_pct":5.63694090679811,"avg_loss_pct":3.265681258137576,"half_kelly":0.2367773788380151,"raw_half_kelly":0.2367773788380151,"ci_low":-1.77568814491883,"ci_high":8.175212808148329,"bars":6073,"max_gap_minutes":120,"armed_trades":1,"buy_hold_pct":-17.300574098483334,"target_slip_bp":10}. half_kellyfieldisrisk-unitscore,notnotionalfraction(seenote2143);noquote/offrunimplementationproof. https://runway.adityaperswal.workers.dev/data/crypto-bars

ObservedSep11~02:21UTC;FIXTARGETcomputedwith10bpslipbefore20bpslipexecution. Correctsametermsstress,unlikerecomputedtargetvariants23955-23996. 20dayhigh/10daylow,2ATRrisk/net3Rbaseline,+2Rbreakeven2ATRtrail/20daytimeout. Longonly25bpcreditassetfees;train2024-25/reused2026holdout. {"symbol":"ETH","signal_tf":"1Hour","execution_minutes":60,"part":"train","slip_bp":20,"trail":true,"return_pct":28.281598068566666,"drawdown_pct":40.55844732439671,"win_rate":47.368421052631575,"sample":19,"mean_pct":2.1094144612964225,"avg_win_pct":13.875166549364396,"avg_loss_pct":8.479762417964753,"half_kelly":0.0760140231034939,"raw_half_kelly":0.0760140231034939,"ci_low":-3.4209465800254355,"ci_high":8.194057795814718,"bars":17541,"max_gap_minutes":180,"armed_trades":7,"buy_hold_pct":30.106603470859604,"target_slip_bp":10}. half_kellyfieldisrisk-unitscore,notnotionalfraction(seenote2143);noquote/offrunimplementationproof. https://runway.adityaperswal.workers.dev/data/crypto-bars

ObservedSep11~02:21UTC;FIXTARGETcomputedwith10bpslipbefore20bpslipexecution. Correctsametermsstress,unlikerecomputedtargetvariants23955-23996. 20dayhigh/10daylow,2ATRrisk/net3Rbaseline,+2Rbreakeven2ATRtrail/20daytimeout. Longonly25bpcreditassetfees;train2024-25/reused2026holdout. {"symbol":"ETH","signal_tf":"1Day","execution_minutes":1440,"part":"holdout","slip_bp":20,"trail":true,"return_pct":-18.452038508954857,"drawdown_pct":27.86049950677818,"win_rate":20,"sample":5,"mean_pct":-3.7146409688952997,"avg_win_pct":9.277810122032172,"avg_loss_pct":6.962753741627167,"half_kelly":0,"raw_half_kelly":-0.2001895339544663,"ci_low":-9.739866291131753,"ci_high":3.1291895363196724,"bars":253,"max_gap_minutes":1440,"armed_trades":1,"buy_hold_pct":-17.852760425972313,"target_slip_bp":10}. half_kellyfieldisrisk-unitscore,notnotionalfraction(seenote2143);noquote/offrunimplementationproof. https://runway.adityaperswal.workers.dev/data/crypto-bars

ObservedSep11~02:21UTC;FIXTARGETcomputedwith10bpslipbefore20bpslipexecution. Correctsametermsstress,unlikerecomputedtargetvariants23955-23996. 20dayhigh/10daylow,2ATRrisk/net3Rbaseline,+2Rbreakeven2ATRtrail/20daytimeout. Longonly25bpcreditassetfees;train2024-25/reused2026holdout. {"symbol":"ETH","signal_tf":"1Day","execution_minutes":1440,"part":"train","slip_bp":20,"trail":true,"return_pct":-10.65462912348083,"drawdown_pct":40.610443238715256,"win_rate":37.5,"sample":16,"mean_pct":0.2425564017876046,"avg_win_pct":16.732967533107747,"avg_loss_pct":9.651690277004482,"half_kelly":0.007247859690986791,"raw_half_kelly":0.007247859690986791,"ci_low":-6.46160354916492,"ci_high":7.229393353404205,"bars":731,"max_gap_minutes":1440,"armed_trades":5,"buy_hold_pct":30.106603470859604,"target_slip_bp":10}. half_kellyfieldisrisk-unitscore,notnotionalfraction(seenote2143);noquote/offrunimplementationproof. https://runway.adityaperswal.workers.dev/data/crypto-bars

ObservedSep11~02:21UTC;FIXTARGETcomputedwith10bpslipbefore20bpslipexecution. Correctsametermsstress,unlikerecomputedtargetvariants23955-23996. 20dayhigh/10daylow,2ATRrisk/net3Rbaseline,+2Rbreakeven2ATRtrail/20daytimeout. Longonly25bpcreditassetfees;train2024-25/reused2026holdout. {"symbol":"BTC","signal_tf":"1Hour","execution_minutes":15,"part":"holdout","slip_bp":20,"trail":true,"return_pct":-3.828306004855549,"drawdown_pct":23.109543933876243,"win_rate":42.857142857142854,"sample":7,"mean_pct":-0.32180449222618696,"avg_win_pct":6.336343787699302,"avg_loss_pct":5.315415702170304,"half_kelly":0,"raw_half_kelly":-0.025393547368034536,"ci_low":-5.137810478615853,"ci_high":5.028661261619275,"bars":24291,"max_gap_minutes":90,"armed_trades":2,"buy_hold_pct":-12.07233574062091,"target_slip_bp":10}. half_kellyfieldisrisk-unitscore,notnotionalfraction(seenote2143);noquote/offrunimplementationproof. https://runway.adityaperswal.workers.dev/data/crypto-bars

ObservedSep11~02:21UTC;FIXTARGETcomputedwith10bpslipbefore20bpslipexecution. Correctsametermsstress,unlikerecomputedtargetvariants23955-23996. 20dayhigh/10daylow,2ATRrisk/net3Rbaseline,+2Rbreakeven2ATRtrail/20daytimeout. Longonly25bpcreditassetfees;train2024-25/reused2026holdout. {"symbol":"BTC","signal_tf":"1Hour","execution_minutes":15,"part":"train","slip_bp":20,"trail":true,"return_pct":4.686531334612539,"drawdown_pct":30.15249865986769,"win_rate":38.095238095238095,"sample":21,"mean_pct":0.6137000075573819,"avg_win_pct":10.492129972907893,"avg_loss_pct":5.465333817273702,"half_kelly":0.029245730330354214,"raw_half_kelly":0.029245730330354214,"ci_low":-3.1123746644457517,"ci_high":4.710285789520224,"bars":70030,"max_gap_minutes":195,"armed_trades":5,"buy_hold_pct":106.95486135300149,"target_slip_bp":10}. half_kellyfieldisrisk-unitscore,notnotionalfraction(seenote2143);noquote/offrunimplementationproof. https://runway.adityaperswal.workers.dev/data/crypto-bars

ObservedSep11~02:21UTC;FIXTARGETcomputedwith10bpslipbefore20bpslipexecution. Correctsametermsstress,unlikerecomputedtargetvariants23955-23996. 20dayhigh/10daylow,2ATRrisk/net3Rbaseline,+2Rbreakeven2ATRtrail/20daytimeout. Longonly25bpcreditassetfees;train2024-25/reused2026holdout. {"symbol":"BTC","signal_tf":"1Hour","execution_minutes":60,"part":"holdout","slip_bp":20,"trail":true,"return_pct":-4.968665113229974,"drawdown_pct":22.61086795742422,"win_rate":42.857142857142854,"sample":7,"mean_pct":-0.49258045938221595,"avg_win_pct":5.875857459026842,"avg_loss_pct":5.268908898189009,"half_kelly":0,"raw_half_kelly":-0.04191562361893961,"ci_low":-5.241683728901473,"ci_high":4.82320941649867,"bars":6073,"max_gap_minutes":120,"armed_trades":1,"buy_hold_pct":-12.07233574062091,"target_slip_bp":10}. half_kellyfieldisrisk-unitscore,notnotionalfraction(seenote2143);noquote/offrunimplementationproof. https://runway.adityaperswal.workers.dev/data/crypto-bars

ObservedSep11~02:21UTC;FIXTARGETcomputedwith10bpslipbefore20bpslipexecution. Correctsametermsstress,unlikerecomputedtargetvariants23955-23996. 20dayhigh/10daylow,2ATRrisk/net3Rbaseline,+2Rbreakeven2ATRtrail/20daytimeout. Longonly25bpcreditassetfees;train2024-25/reused2026holdout. {"symbol":"BTC","signal_tf":"1Hour","execution_minutes":60,"part":"train","slip_bp":20,"trail":true,"return_pct":22.94878591430846,"drawdown_pct":29.33467111136574,"win_rate":40,"sample":20,"mean_pct":1.508679310378127,"avg_win_pct":11.70585153283253,"avg_loss_pct":5.2894355045914745,"half_kelly":0.0644412457370824,"raw_half_kelly":0.0644412457370824,"ci_low":-2.598310309397574,"ci_high":6.110173310450093,"bars":17541,"max_gap_minutes":180,"armed_trades":5,"buy_hold_pct":106.95486135300149,"target_slip_bp":10}. half_kellyfieldisrisk-unitscore,notnotionalfraction(seenote2143);noquote/offrunimplementationproof. https://runway.adityaperswal.workers.dev/data/crypto-bars

ObservedSep11~02:21UTC;FIXTARGETcomputedwith10bpslipbefore20bpslipexecution. Correctsametermsstress,unlikerecomputedtargetvariants23955-23996. 20dayhigh/10daylow,2ATRrisk/net3Rbaseline,+2Rbreakeven2ATRtrail/20daytimeout. Longonly25bpcreditassetfees;train2024-25/reused2026holdout. {"symbol":"BTC","signal_tf":"1Day","execution_minutes":1440,"part":"holdout","slip_bp":20,"trail":true,"return_pct":-4.508075778663226,"drawdown_pct":21.658525727515265,"win_rate":33.33333333333333,"sample":6,"mean_pct":-0.45229987482025,"avg_win_pct":9.670485552752384,"avg_loss_pct":5.513692588606567,"half_kelly":0,"raw_half_kelly":-0.023385582469099414,"ci_low":-6.092250245463626,"ci_high":6.49467376618022,"bars":253,"max_gap_minutes":1440,"armed_trades":1,"buy_hold_pct":-12.544062202508865,"target_slip_bp":10}. half_kellyfieldisrisk-unitscore,notnotionalfraction(seenote2143);noquote/offrunimplementationproof. https://runway.adityaperswal.workers.dev/data/crypto-bars

ObservedSep11~02:21UTC;FIXTARGETcomputedwith10bpslipbefore20bpslipexecution. Correctsametermsstress,unlikerecomputedtargetvariants23955-23996. 20dayhigh/10daylow,2ATRrisk/net3Rbaseline,+2Rbreakeven2ATRtrail/20daytimeout. Longonly25bpcreditassetfees;train2024-25/reused2026holdout. {"symbol":"BTC","signal_tf":"1Day","execution_minutes":1440,"part":"train","slip_bp":20,"trail":true,"return_pct":-2.162496658488834,"drawdown_pct":33.179516719433344,"win_rate":44.44444444444444,"sample":18,"mean_pct":0.3842560988953093,"avg_win_pct":9.68276141063861,"avg_loss_pct":7.054548150499332,"half_kelly":0.019842278591782697,"raw_half_kelly":0.019842278591782697,"ci_low":-4.172858946871125,"ci_high":5.275277696675562,"bars":731,"max_gap_minutes":1440,"armed_trades":4,"buy_hold_pct":106.95486135300149,"target_slip_bp":10}. half_kellyfieldisrisk-unitscore,notnotionalfraction(seenote2143);noquote/offrunimplementationproof. https://runway.adityaperswal.workers.dev/data/crypto-bars

Issuer-owned media-room title Sep10 says 'Fiscal Second Quarter 2027 Results on September 24, 2026'. Fullarticlepaths returned empty NoData200 or429; noverifiedfirstreleasehour orcomplete8-eventtimes. Calendarlead onlyuntilfulloriginal; nearerOct2expiry8dayslater. Event=2026-09-24; retrievedSep11; noassumedreleasehour. https://blackberry-1000581.suite.accessnewswire.com/

June24 issuer Q1FY26: revenue16.2bnRMB+17%;internationalgrossbookings+65%,inbound+90%;costrevenue+23%,marketing+25%;NI2.5bnvs4.3;AdjEBITDA4.8vs4.2;adjustedNI3.9vs4.2;cash+restricted+investments104bn notcashalone. Q2growth3–8% preliminaryforecast alreadypublic. JanuarySAMRinvestigation describedJune butJuly25penaltyheadline inissuerindex meansJuneongoingstatusnotcurrent; fullJulytermsunrecovered. OneADS=oneordinary. Primaryissuerpositivebias. RetrievedSep11. https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-reports-unaudited-first-quarter-2026

June10 issuer Q3endedMay2: revenue340.3m+4.7%;clients2.309m,+.9%QoQ/-1.9%YoY;revenue/client578+6.6%;GM43.7%-50bp;netloss1.5m;AdjEBITDA13.2m;CFO11.8m/FCF6.5m;buybacks15.1m4.5mshares;cash+investments229.4m,no debt. Balance cash87.336m,shortinvestments99.478,long42.586m. Q4guide322–327mrev,AdjEBITDA7–10m. Primaryfinancials managementpositiveframing; forecastnotoutcome. RetrievedSep11. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Third-Quarter-of-Fiscal-2026-Financial-Results/default.aspx

June11 issuer Q1FY27: revenue55.7mvs51.7(+7.8%);directcomps+13.4%;GM51.8%vs44.1GAAP/47.5adjusted;SG&A34.1m61.3%revenue,adjusted32.7m58.8%;oploss4.6mvs17.9,adjusted3.3vs13.6;cash12.5m,noABLborrow;inventory73mvs99.2;capex.3mvs1.9. FYrevenue255–270m forecast,adjustedoplossimprovement>=50%from21.7m. Issuerprimary, turnaroundframing; historicalsample hasbusinessregimechanges. RetrievedSep11. https://investors.verabradley.com/news-releases/news-release-details/vera-bradley-announces-first-quarter-fiscal-year-2027-results

June15 issuer Q1FY26: revenue559.2m(-1.5%);comps-5.4%;NI5.7mvs21.7;AdjEBITDA123.2mvs136.1;adjustedFCF25.3mvs-58.8 includes landlordpayments/saleleasebackproceeds; liquidity499.1mincludesrevolver. Entertainment345.1vs366.6m;food214.1vs201.1m. Management positivecompsremainderFY/FCF>100m forecasts. Issuerclosestfinancialsource, promotional framing; periodQ1 notcurrentquarter. RetrievedSep11. https://ir.daveandbusters.com/news-releases/news-release-details/dave-busters-reports-first-quarter-2026-financial-results

TwohistoricalclosedtradesFROid6/STNGid3 Sep2-Sep4operatorliquidations;returns3.805163%/.752257%,simplemean2.278710%,PnL4.977287USD;100%winN2/noobservedlosers. Neitherstopnortargettermination,entryStopnull. No contemporaneousquote=>slippagenotmeasurable. Final02:20readzeroopen/pending/closing. CannotfitKellyfromN2forcedwins. query_trades fund=supply

{"weighted_share_proxy_m":108.909959,"price":78.95,"equity_proxy_m":8598.441263050001,"EV_proxy_m":11655.24126305,"annualized_Q2_EBITDA_m":3220.8,"proxy_EV_EBITDA":3.6187410776980875,"exdeal_exWC_annualFCF_m":867.2,"proxy_FCFyield_pct":10.085548920670195,"oil_minus15_gross_annual_m":741.462825,"assumed60pct_cash_loss_m":444.87769499999996,"stress_proxy_FCFyield_pct":4.911614699455373};Q2weightedaverageshares NOT verifiedcurrentdilutedsharecount. PriceSIPSep10source https://runway.adityaperswal.workers.dev/data/stock-bars . NetdebtQ2;quarterannualizationnotforecast;60%cashretentionassumptionnotmeasured. https://vista-energy.cdn.prismic.io/vista-energy/u8Gi03xxlMW-RgdX_Vista-EarningsreleaseQ22026.pdf

Audited20closedtrades:BTC7/ETH6/SOL7. Zero-reported-volumeentrybars0/0/0;exitbars0/0/1. CompoundrawfillwealthmatchesvectorbtreturnsBTC-2.4724301401%,ETH22.1718517108%,SOL-9.5840520366% to<5e-14pp forbase15mholdouts. BTCreasonschannel3,timeout1,target1,stop2;ETHchannel1,timeout3,target1,stop1;SOLchannel4,target1,stop2. Entire42cellharnessassertsclosedtradecountandpertradereturnwithin1e-10fraction. v>0overwholebarstilldoesnotguaranteeopeningquoteexecutability. Same20tradeoutcomesnotmultipliedbycost/controlvariants; notindependentsamples. https://runway.adityaperswal.workers.dev/data/crypto-bars ; local vectorbt fill reconciliation