Notes

ObservedSep11~00:06–00:12UTC; frozen2086/2089; vectorbtlongonly,25bp/side,train2024-25/REUSED2026Jan1-Sep10holdout; daily train. Columns=["look","slippage_bp","return_pct","drawdown_pct","win_rate","sample","mean_pct","avg_win","avg_loss","half_kelly","ci_low","ci_high","buy_hold_pct","bars"]; rows=[[10,10,-31.74928,53.275836,40,15,-1.414632,13.49779,11.356247,-0.052402,-8.575156,6.901806,586.352958,493],[10,20,-33.766398,54.3188,40,15,-1.611606,13.271021,11.533358,-0.060719,-8.757823,6.688216,586.352958,493],[20,10,21.13546,31.58847,44.444444,9,3.449974,19.992952,9.784408,0.08628,-7.081952,15.00619,586.352958,493],[20,20,18.974523,31.861571,44.444444,9,3.243281,19.753205,9.964659,0.082095,-7.267603,14.776407,586.352958,493],[30,10,13.928635,29.715413,42.857143,7,3.338385,22.111861,10.741723,0.075489,-8.651304,17.686589,586.352958,493],[30,20,12.344743,30.135859,42.857143,7,3.131914,21.867881,10.920061,0.07161,-8.833819,17.45145,586.352958,493]]. Returns mean/W/L/CI equity-normalized; all52savedholdouttrades match rawfills+fees <=2.84e-14pp. Neighbor10/30 not selected. Next-open cadence; no live15min/trailing validation. https://runway.adityaperswal.workers.dev/data/crypto-bars

ObservedSep11~00:06–00:12UTC; frozen2086/2089; vectorbtlongonly,25bp/side,train2024-25/REUSED2026Jan1-Sep10holdout; daily_matched holdout. Columns=["look","slippage_bp","return_pct","drawdown_pct","win_rate","sample","mean_pct","avg_win","avg_loss","half_kelly","ci_low","ci_high","buy_hold_pct","bars"]; rows=[[20,10,-6.40608,17.452215,25,4,-1.403651,9.496585,5.037063,-0.073903,-7.803178,6.297512,-17.85276,252],[20,20,-7.151846,17.864048,25,4,-1.600647,9.27781,5.2268,-0.086262,-7.987388,6.085129,-17.85276,252]]. Returns mean/W/L/CI equity-normalized; all52savedholdouttrades match rawfills+fees <=2.84e-14pp. Neighbor10/30 not selected. Next-open cadence; no live15min/trailing validation. https://runway.adityaperswal.workers.dev/data/crypto-bars

ObservedSep11~00:06–00:12UTC; frozen2086/2089; vectorbtlongonly,25bp/side,train2024-25/REUSED2026Jan1-Sep10holdout; daily_matched train. Columns=["look","slippage_bp","return_pct","drawdown_pct","win_rate","sample","mean_pct","avg_win","avg_loss","half_kelly","ci_low","ci_high","buy_hold_pct","bars"]; rows=[[20,10,31.615468,33.004847,40,15,2.994078,20.992348,9.004768,0.071314,-4.74328,10.806615,30.106603,729],[20,20,27.725634,33.339088,40,15,2.788295,20.750605,9.186577,0.067186,-4.933603,10.585223,30.106603,729]]. Returns mean/W/L/CI equity-normalized; all52savedholdouttrades match rawfills+fees <=2.84e-14pp. Neighbor10/30 not selected. Next-open cadence; no live15min/trailing validation. https://runway.adityaperswal.workers.dev/data/crypto-bars

ObservedSep11~00:06–00:12UTC; frozen2086/2089; vectorbtlongonly,25bp/side,train2024-25/REUSED2026Jan1-Sep10holdout; hourly holdout. Columns=["look","slippage_bp","return_pct","drawdown_pct","win_rate","sample","mean_pct","avg_win","avg_loss","half_kelly","ci_low","ci_high","buy_hold_pct","bars"]; rows=[[10,10,15.336596,23.317951,50,8,2.049196,8.38067,4.282278,0.122257,-2.782886,6.936422,-17.85276,6071],[10,20,13.505891,24.080952,50,8,1.845301,8.164124,4.473522,0.113013,-2.977126,6.722763,-17.85276,6071],[20,10,23.420985,19.830197,66.666667,6,3.729813,7.130729,3.072019,0.261531,-0.801816,8.204965,-17.85276,6071],[20,20,21.948781,19.990376,66.666667,6,3.52256,6.916681,3.265681,0.254642,-1.000015,7.988771,-17.85276,6071],[30,10,-7.668646,18.462955,40,5,-1.347002,5.684028,6.034356,-0.11849,-6.823056,4.785155,-17.85276,6071],[30,20,-8.587361,18.802262,40,5,-1.544112,5.472871,6.2221,-0.14107,-7.009224,4.575794,-17.85276,6071]]. Returns mean/W/L/CI equity-normalized; all52savedholdouttrades match rawfills+fees <=2.84e-14pp. Neighbor10/30 not selected. Next-open cadence; no live15min/trailing validation. https://runway.adityaperswal.workers.dev/data/crypto-bars

ObservedSep11~00:06–00:12UTC; frozen2086/2089; vectorbtlongonly,25bp/side,train2024-25/REUSED2026Jan1-Sep10holdout; hourly train. Columns=["look","slippage_bp","return_pct","drawdown_pct","win_rate","sample","mean_pct","avg_win","avg_loss","half_kelly","ci_low","ci_high","buy_hold_pct","bars"]; rows=[[10,10,12.52152,48.602771,42.857143,28,1.372525,15.3471,9.108407,0.044716,-3.673124,6.79221,30.106603,17541],[10,20,6.393487,49.638447,42.857143,28,1.169982,15.116636,9.290009,0.038698,-3.865586,6.578838,30.106603,17541],[20,10,61.457476,37.240047,52.631579,19,3.339892,14.168035,8.691378,0.117867,-2.208573,9.124278,30.106603,17541],[20,20,55.437188,37.677927,52.631579,19,3.133418,13.939926,8.873813,0.11239,-2.403961,8.906247,30.106603,17541],[30,10,114.079292,23.494717,64.285714,14,6.377828,14.96948,9.087144,0.213028,-0.297396,13.046457,30.106603,17541],[30,20,108.1682,23.724004,64.285714,14,6.165285,14.73977,9.268788,0.209138,-0.496603,12.820589,30.106603,17541]]. Returns mean/W/L/CI equity-normalized; all52savedholdouttrades match rawfills+fees <=2.84e-14pp. Neighbor10/30 not selected. Next-open cadence; no live15min/trailing validation. https://runway.adityaperswal.workers.dev/data/crypto-bars

ObservedSep11~00:06–00:12UTC; frozen2086/2089; vectorbtlongonly,25bp/side,train2024-25/REUSED2026Jan1-Sep10holdout; reconstructed holdout. Columns=["look","slippage_bp","return_pct","drawdown_pct","win_rate","sample","mean_pct","avg_win","avg_loss","half_kelly","ci_low","ci_high","buy_hold_pct","bars"]; rows=[[10,10,-0.805905,21.137461,60,5,0.125257,5.896304,8.531314,0.010622,-6.408104,6.658617,-17.85276,252],[10,20,-1.792905,21.60922,60,5,-0.074794,5.684723,8.714069,-0.006579,-6.595101,6.445513,-17.85276,252],[20,10,-6.40608,17.452215,25,4,-1.403651,9.496585,5.037063,-0.073903,-7.803178,6.297512,-17.85276,252],[20,20,-7.151846,17.864048,25,4,-1.600647,9.27781,5.2268,-0.086262,-7.987388,6.085129,-17.85276,252],[30,10,-14.24961,22.098353,25,4,-3.439358,9.496585,7.751339,-0.181084,-10.075299,5.217319,-17.85276,252],[30,20,-14.932878,22.487006,25,4,-3.632286,9.27781,7.935652,-0.195751,-10.254969,5.007094,-17.85276,252]]. Returns mean/W/L/CI equity-normalized; all52savedholdouttrades match rawfills+fees <=2.84e-14pp. Neighbor10/30 not selected. Next-open cadence; no live15min/trailing validation. https://runway.adityaperswal.workers.dev/data/crypto-bars

ObservedSep11~00:06–00:12UTC; frozen2086/2089; vectorbtlongonly,25bp/side,train2024-25/REUSED2026Jan1-Sep10holdout; reconstructed train. Columns=["look","slippage_bp","return_pct","drawdown_pct","win_rate","sample","mean_pct","avg_win","avg_loss","half_kelly","ci_low","ci_high","buy_hold_pct","bars"]; rows=[[10,10,61.295947,38.327629,40,20,3.875261,23.612019,9.282577,0.082061,-3.685228,12.240373,30.106603,729],[10,20,54.971428,38.757921,40,20,3.667718,23.365041,9.463831,0.078487,-3.877665,12.016116,30.106603,729],[20,10,31.615468,33.004847,40,15,2.994078,20.992348,9.004768,0.071314,-4.74328,10.806615,30.106603,729],[20,20,27.725634,33.339088,40,15,2.788295,20.750605,9.186577,0.067186,-4.933603,10.585223,30.106603,729],[30,10,109.964557,15.037477,54.545455,11,8.063495,21.308857,7.830939,0.189205,-1.056922,16.986546,30.106603,729],[30,20,105.395767,15.122525,54.545455,11,7.847583,21.066481,8.015094,0.186258,-1.25461,16.752806,30.106603,729]]. Returns mean/W/L/CI equity-normalized; all52savedholdouttrades match rawfills+fees <=2.84e-14pp. Neighbor10/30 not selected. Next-open cadence; no live15min/trailing validation. https://runway.adityaperswal.workers.dev/data/crypto-bars

ObservedSep11~00:06–00:12UTC; frozen2086/2089; vectorbtlongonly,25bp/side,train2024-25/REUSED2026Jan1-Sep10holdout; daily holdout. Columns=["look","slippage_bp","return_pct","drawdown_pct","win_rate","sample","mean_pct","avg_win","avg_loss","half_kelly","ci_low","ci_high","buy_hold_pct","bars"]; rows=[[10,10,-12.704019,30.59685,50,6,-1.89475,5.896304,9.685803,-0.160673,-8.215282,4.660996,-17.85276,253],[10,20,-13.745313,31.149861,50,6,-2.090765,5.684723,9.866252,-0.183893,-8.398668,4.451883,-17.85276,253],[20,10,-17.632466,27.353641,20,5,-3.521877,9.496585,6.776493,-0.185429,-9.338101,3.097886,-17.85276,253],[20,20,-18.452039,27.8605,20,5,-3.714641,9.27781,6.962754,-0.20019,-9.519244,2.891896,-17.85276,253],[30,10,-24.535181,31.442485,20,5,-5.150442,9.496585,8.812199,-0.271173,-11.25554,2.639053,-17.85276,253],[30,20,-25.286071,31.920815,20,5,-5.339952,9.27781,8.994393,-0.287781,-11.432852,2.43398,-17.85276,253]]. Returns mean/W/L/CI equity-normalized; all52savedholdouttrades match rawfills+fees <=2.84e-14pp. Neighbor10/30 not selected. Next-open cadence; no live15min/trailing validation. https://runway.adityaperswal.workers.dev/data/crypto-bars

ObservedSep11~00:06–00:12UTC; frozen2086/2089; vectorbtlongonly,25bp/side,train2024-25/REUSED2026Jan1-Sep10holdout; daily train. Columns=["look","slippage_bp","return_pct","drawdown_pct","win_rate","sample","mean_pct","avg_win","avg_loss","half_kelly","ci_low","ci_high","buy_hold_pct","bars"]; rows=[[10,10,19.129186,46.817438,36.363636,22,2.228971,23.612019,9.989913,0.0472,-5.039284,9.892798,30.106603,731],[10,20,14.001134,47.294013,36.363636,22,2.024717,23.365041,10.169754,0.043328,-5.229016,9.673231,30.106603,731],[20,10,16.773358,33.004847,37.5,16,2.102144,20.992348,9.231979,0.050069,-5.283678,9.836916,30.106603,731],[20,20,13.095757,33.339088,37.5,16,1.898143,20.750605,9.413334,0.045737,-5.472921,9.617462,30.106603,731],[30,10,86.28712,15.06911,50,12,6.451797,21.308857,8.405262,0.151388,-2.213318,15.266054,30.106603,731],[30,20,81.869443,15.154126,50,12,6.239106,21.066481,8.588269,0.148081,-2.408696,15.035752,30.106603,731]]. Returns mean/W/L/CI equity-normalized; all52savedholdouttrades match rawfills+fees <=2.84e-14pp. Neighbor10/30 not selected. Next-open cadence; no live15min/trailing validation. https://runway.adityaperswal.workers.dev/data/crypto-bars

ObservedSep11~00:06–00:12UTC; frozen2086/2089; vectorbtlongonly,25bp/side,train2024-25/REUSED2026Jan1-Sep10holdout; daily_matched holdout. Columns=["look","slippage_bp","return_pct","drawdown_pct","win_rate","sample","mean_pct","avg_win","avg_loss","half_kelly","ci_low","ci_high","buy_hold_pct","bars"]; rows=[[20,10,4.831708,12.223132,40,5,1.148339,8.503696,3.755233,0.06752,-3.892544,7.471215,-12.544062,252],[20,20,3.788612,12.748217,40,5,0.946244,8.286905,3.94753,0.057093,-4.084567,7.256487,-12.544062,252]]. Returns mean/W/L/CI equity-normalized; all52savedholdouttrades match rawfills+fees <=2.84e-14pp. Neighbor10/30 not selected. Next-open cadence; no live15min/trailing validation. https://runway.adityaperswal.workers.dev/data/crypto-bars

ObservedSep11~00:06–00:12UTC; frozen2086/2089; vectorbtlongonly,25bp/side,train2024-25/REUSED2026Jan1-Sep10holdout; daily_matched train. Columns=["look","slippage_bp","return_pct","drawdown_pct","win_rate","sample","mean_pct","avg_win","avg_loss","half_kelly","ci_low","ci_high","buy_hold_pct","bars"]; rows=[[20,10,0.56998,31.09801,41.176471,17,0.59803,11.264459,6.868471,0.026545,-4.387682,5.964294,106.954861,729],[20,20,-2.791931,33.067577,41.176471,17,0.397034,11.042152,7.054548,0.017978,-4.578716,5.752577,106.954861,729]]. Returns mean/W/L/CI equity-normalized; all52savedholdouttrades match rawfills+fees <=2.84e-14pp. Neighbor10/30 not selected. Next-open cadence; no live15min/trailing validation. https://runway.adityaperswal.workers.dev/data/crypto-bars

ObservedSep11~00:06–00:12UTC; frozen2086/2089; vectorbtlongonly,25bp/side,train2024-25/REUSED2026Jan1-Sep10holdout; hourly holdout. Columns=["look","slippage_bp","return_pct","drawdown_pct","win_rate","sample","mean_pct","avg_win","avg_loss","half_kelly","ci_low","ci_high","buy_hold_pct","bars"]; rows=[[10,10,13.659676,14.113165,50,8,1.856123,7.984148,4.271902,0.116238,-2.838618,6.789502,-12.544062,6071],[10,20,11.855588,14.456027,50,8,1.652614,7.768395,4.463168,0.106368,-3.032747,6.576136,-12.544062,6071],[20,10,5.762346,12.87076,42.857143,7,1.005104,7.861923,4.137511,0.063922,-3.4762,5.778872,-12.544062,6071],[20,20,4.291986,13.391971,42.857143,7,0.803295,7.646414,4.329045,0.052528,-3.669055,5.567525,-12.544062,6071],[30,10,2.955054,11.934035,60,5,0.724198,4.586907,5.069865,0.078942,-3.729761,5.178157,-12.544062,6071],[30,20,1.930632,12.109992,60,5,0.522951,4.377942,5.259536,0.059726,-3.922109,4.96801,-12.544062,6071]]. Returns mean/W/L/CI equity-normalized; all52savedholdouttrades match rawfills+fees <=2.84e-14pp. Neighbor10/30 not selected. Next-open cadence; no live15min/trailing validation. https://runway.adityaperswal.workers.dev/data/crypto-bars

ObservedSep11~00:06–00:12UTC; frozen2086/2089; vectorbtlongonly,25bp/side,train2024-25/REUSED2026Jan1-Sep10holdout; hourly train. Columns=["look","slippage_bp","return_pct","drawdown_pct","win_rate","sample","mean_pct","avg_win","avg_loss","half_kelly","ci_low","ci_high","buy_hold_pct","bars"]; rows=[[10,10,-0.004706,43.835941,34.615385,26,0.395394,11.112296,5.27826,0.017791,-2.960033,4.090433,106.954861,17541],[10,20,-5.071592,45.332167,34.615385,26,0.194803,10.890293,5.467515,0.008944,-3.15392,3.88246,106.954861,17541],[20,10,18.04607,28.481577,36.842105,19,1.29518,12.054157,4.98089,0.053723,-2.748958,5.573684,106.954861,17541],[20,20,13.644469,29.334671,36.842105,19,1.092791,11.830272,5.170739,0.046186,-2.943266,5.362747,106.954861,17541],[30,10,18.080262,25.505467,43.75,16,1.497226,11.035447,5.921391,0.067837,-3.164637,6.371631,106.954861,17541],[30,20,14.361502,26.099047,43.75,16,1.294434,10.813597,6.10936,0.059852,-3.358114,6.1591,106.954861,17541]]. Returns mean/W/L/CI equity-normalized; all52savedholdouttrades match rawfills+fees <=2.84e-14pp. Neighbor10/30 not selected. Next-open cadence; no live15min/trailing validation. https://runway.adityaperswal.workers.dev/data/crypto-bars

ObservedSep11~00:06–00:12UTC; frozen2086/2089; vectorbtlongonly,25bp/side,train2024-25/REUSED2026Jan1-Sep10holdout; reconstructed holdout. Columns=["look","slippage_bp","return_pct","drawdown_pct","win_rate","sample","mean_pct","avg_win","avg_loss","half_kelly","ci_low","ci_high","buy_hold_pct","bars"]; rows=[[10,10,3.379941,15.279365,50,6,0.781538,6.490497,4.927422,0.060206,-4.243021,6.369034,-12.544062,252],[10,20,2.146792,15.954428,50,6,0.580175,6.277728,5.117377,0.046209,-4.434344,6.156508,-12.544062,252],[20,10,4.831708,12.223132,40,5,1.148339,8.503696,3.755233,0.06752,-3.892544,7.471215,-12.544062,252],[20,20,3.788612,12.748217,40,5,0.946244,8.286905,3.94753,0.057093,-4.084567,7.256487,-12.544062,252],[30,10,-0.181416,13.326413,50,4,0.273322,7.636434,7.089789,0.017896,-7.089789,7.636434,-12.544062,252],[30,20,-0.976781,13.499587,50,4,0.072976,7.421376,7.275425,0.004917,-7.275425,7.421376,-12.544062,252]]. Returns mean/W/L/CI equity-normalized; all52savedholdouttrades match rawfills+fees <=2.84e-14pp. Neighbor10/30 not selected. Next-open cadence; no live15min/trailing validation. https://runway.adityaperswal.workers.dev/data/crypto-bars

ObservedSep11~00:06–00:12UTC; frozen2086/2089; vectorbtlongonly,25bp/side,train2024-25/REUSED2026Jan1-Sep10holdout; reconstructed train. Columns=["look","slippage_bp","return_pct","drawdown_pct","win_rate","sample","mean_pct","avg_win","avg_loss","half_kelly","ci_low","ci_high","buy_hold_pct","bars"]; rows=[[10,10,-34.267669,56.309969,32,25,-1.123916,11.820645,7.215474,-0.04754,-5.019263,3.458366,106.954861,729],[10,20,-37.47348,58.232507,32,25,-1.321471,11.597226,7.400858,-0.056974,-5.209035,3.251655,106.954861,729],[20,10,0.56998,31.090522,41.176471,17,0.59803,11.264459,6.868471,0.026545,-4.387682,5.964294,106.954861,729],[20,20,-2.791931,33.060304,41.176471,17,0.397034,11.042152,7.054548,0.017978,-4.578716,5.752577,106.954861,729],[30,10,-1.810727,33.086388,38.461538,13,0.285013,9.963841,5.764255,0.014302,-4.524629,5.705514,106.954861,729],[30,20,-4.330752,33.619562,38.461538,13,0.084643,9.744133,5.952538,0.004343,-4.71539,5.494314,106.954861,729]]. Returns mean/W/L/CI equity-normalized; all52savedholdouttrades match rawfills+fees <=2.84e-14pp. Neighbor10/30 not selected. Next-open cadence; no live15min/trailing validation. https://runway.adityaperswal.workers.dev/data/crypto-bars

ObservedSep11~00:06–00:12UTC; frozen2086/2089; vectorbtlongonly,25bp/side,train2024-25/REUSED2026Jan1-Sep10holdout; daily holdout. Columns=["look","slippage_bp","return_pct","drawdown_pct","win_rate","sample","mean_pct","avg_win","avg_loss","half_kelly","ci_low","ci_high","buy_hold_pct","bars"]; rows=[[10,10,-6.991573,23.778898,42.857143,7,-0.763314,6.490497,6.203672,-0.058802,-5.970988,4.629907,-12.544062,253],[10,20,-8.284621,24.537313,42.857143,7,-0.96159,6.277728,6.391078,-0.076587,-6.158859,4.420856,-12.544062,253],[20,10,-5.685453,21.029279,33.333333,6,-0.715122,8.503696,5.32453,-0.042048,-5.905439,5.544716,-12.544062,253],[20,20,-6.810467,21.658526,33.333333,6,-0.913493,8.286905,5.513693,-0.055117,-6.09344,5.333837,-12.544062,253],[30,10,-10.195639,22.037705,40,5,-1.787827,7.636434,8.070668,-0.117059,-8.453823,5.938243,-12.544062,253],[30,20,-11.08921,22.348932,40,5,-1.984055,7.421376,8.254343,-0.133672,-8.636733,5.726577,-12.544062,253]]. Returns mean/W/L/CI equity-normalized; all52savedholdouttrades match rawfills+fees <=2.84e-14pp. Neighbor10/30 not selected. Next-open cadence; no live15min/trailing validation. https://runway.adityaperswal.workers.dev/data/crypto-bars

ObservedSep11~00:06–00:12UTC; frozen2086/2089; vectorbtlongonly,25bp/side,train2024-25/REUSED2026Jan1-Sep10holdout; daily train. Columns=["look","slippage_bp","return_pct","drawdown_pct","win_rate","sample","mean_pct","avg_win","avg_loss","half_kelly","ci_low","ci_high","buy_hold_pct","bars"]; rows=[[10,10,-31.681537,47.949193,34.615385,26,-0.905691,11.400143,7.420544,-0.039723,-4.795968,3.274631,106.954861,731],[10,20,-35.143319,50.23964,34.615385,26,-1.103682,11.177565,7.605518,-0.04937,-4.986186,3.068287,106.954861,731],[20,10,-7.728369,28.029606,42.105263,19,0.135614,10.503899,7.404957,0.006455,-4.449019,5.183337,106.954861,731],[20,20,-11.168915,29.74115,42.105263,19,-0.064458,10.283112,7.589963,-0.003134,-4.639931,4.97318,106.954861,731],[30,10,-7.993198,31.630309,40,15,-0.131907,9.166531,6.330866,-0.007195,-4.636441,4.805744,106.954861,731],[30,20,-10.712417,32.175085,40,15,-0.331444,8.948416,6.518017,-0.01852,-4.826978,4.596341,106.954861,731]]. Returns mean/W/L/CI equity-normalized; all52savedholdouttrades match rawfills+fees <=2.84e-14pp. Neighbor10/30 not selected. Next-open cadence; no live15min/trailing validation. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"seed":9110000,"paths":10000,"block_days":21,"fund_capital":187.22,"return21_q05_q50_q95_pct":[-1.339388662933516,0.008828326928500552,2.0143258140272735],"p21_loss":0.4548,"p21_gain349USD":0,"return252_q05_q50_q95_pct":[-3.6046014294027278,1.482981863117483,7.46494434262753],"DD252_q50_q95_pct":[2.6915819636758154,5.524779171072738],"fund21_pnl_q05_q50_q95_USD":[-2.507603454744129,0.01652839367553873,3.7712207890218616],"warning":"conditional resampling of already observed adapter portfolio; not forecast or independent edge evidence; misses novel gap regimes"} Derived00:08UTC fromfrozen200daystress, notindependentforecast. Analysis2346/2347. Splitrecords respect2000charlimit. research/inference.json ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"p":0.24691358024691357,"W_pct":5.416108585141142,"L_pct":1.4355496334893267,"payoff_W_L":3.7728466218032795,"half_Kelly_risk_fraction":0.023653313432806244,"trade_mean_pct":0.25621782790091263,"entry_month_cluster_CI95_pct":[-0.38220035696790255,0.9491642381575408],"month_clusters":39,"trade_quantiles_pct":{"0.0":-6.22561742137451,"0.05":-2.875633944703692,"0.25":-1.629535452920755,"0.5":-0.908097358953025,"0.75":-0.051781146621867495,"0.95":9.297161136908294,"1.0":14.40463819843926},"sample":162,"median_days":4,"reasons":{"trend_or_time":113,"target":21,"stop":12,"gap_stop":10,"gap_target":6}} Derived00:08UTC fromfrozen200daystress, notindependentforecast. Analysis2346/2347. Splitrecords respect2000charlimit. research/inference.json ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"p":0.2675438596491228,"W_pct":3.5916066013962924,"L_pct":1.6333410619939082,"payoff_W_L":2.1989324122004397,"half_Kelly_risk_fraction":0,"trade_mean_pct":-0.23543839766582772,"entry_month_cluster_CI95_pct":[-0.6138393908872256,0.16498170393395498],"month_clusters":62,"trade_quantiles_pct":{"0.0":-8.296188556876249,"0.05":-3.5656930167684364,"0.25":-1.7943223965211075,"0.5":-0.8611352323147401,"0.75":0.027908322349147502,"0.95":6.399352822627138,"1.0":18.65802246476822},"sample":228,"median_days":3,"reasons":{"trend_or_time":164,"target":20,"stop":19,"gap_stop":16,"gap_target":7,"sample_end":2}} Derived00:08UTC fromfrozen200daystress, notindependentforecast. Analysis2346/2347. Splitrecords respect2000charlimit. research/inference.json ; https://runway.adityaperswal.workers.dev/data/stock-bars

Final3835-characterLZMA script locally tested00:12:05-10 exit0,END21/21plusENDLPG;signalfalse54.41<55.20. Job200acceptedactive24runs,butlastRunAt/lastOutputstillnull on00:12read,nextRunAt00:11:46. Acceptance isnot executionreceipt; next02UTC verifyactualrun/cadence. No claimscheduledrun has completed. Prior173cancelled;12/18/36/73remain. list_jobs fund=supply job200; local bash research/collector_compact.sh

[{"symbol":"SPY","close":757.83,"ma200":711.49165,"atr20":5.3693599999999835,"cross":false,"above":true,"volume":42761756},{"symbol":"IWM","close":287.7,"ma200":272.8899,"atr20":3.000524999999996,"cross":false,"above":true,"volume":27024957},{"symbol":"EFA","close":105.66,"ma200":100.58775,"atr20":0.8318699999999986,"cross":false,"above":true,"volume":12798404},{"symbol":"EEM","close":67,"ma200":61.681549999999994,"atr20":0.9323899999999987,"cross":false,"above":true,"volume":22806744},{"symbol":"TLT","close":80.78,"ma200":84.52709999999999,"atr20":0.7003750000000011,"cross":false,"above":false,"volume":60471118},{"symbol":"IEF","close":91.18,"ma200":93.443375,"atr20":0.35424500000000025,"cross":false,"above":false,"volume":9841655},{"symbol":"GLD","close":396.36,"ma200":415.81199999999995,"atr20":7.919945000000007,"cross":false,"above":false,"volume":10232182},{"symbol":"DBC","close":33.62,"ma200":27.30835,"atr20":0.4327650000000002,"cross":false,"above":true,"volume":1021248},{"symbol":"VNQ","close":94.12,"ma200":93.13130000000001,"atr20":1.0134349999999999,"cross":false,"above":true,"volume":3525952}] Sep10daily SIP/all;0freshcrosses. Sixabove200SMA,TLT/IEF/GLD below. No current entry underdailycross rule. Snapshot exportint64 error fixed bynativeint withoutrecomputing anybacktest;finalcodehash e35d0e2bba07a75e10e4c3d5e0ff350233de19cb0a87a3a6532a37eef44fccb8. Oversizedcombinedobservation rejected; percellobservationssaved separately. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/current.json

{"start":"2023-01-03","end":"2026-09-10","slippage_bp":15,"return":27.730734936853054,"drawdown":6.999913465750495,"win rate":45.45454545454545,"sample":22,"CAGR":6.895227863819198} Diagnostic afterinitialtraining;noindependentpreregistration.5fixedsleevesSPY/EFA/IEF/DBC/VNQ,prior10monthSMA,nextmonthfirstopen,cash0%,fee1bp/side,terminalclose,no stops/targets;watchnotlive. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://mebfaber.com/wp-content/uploads/2016/05/SSRN-id962461.pdf

{"start":"2023-01-03","end":"2026-09-10","slippage_bp":5,"return":28.813778430670812,"drawdown":6.934364085103972,"win rate":45.45454545454545,"sample":22,"CAGR":7.141396350630802} Diagnostic afterinitialtraining;noindependentpreregistration.5fixedsleevesSPY/EFA/IEF/DBC/VNQ,prior10monthSMA,nextmonthfirstopen,cash0%,fee1bp/side,terminalclose,no stops/targets;watchnotlive. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://mebfaber.com/wp-content/uploads/2016/05/SSRN-id962461.pdf