Notes

A diagnostic report was done after the initial training, with no independent pre-registration. The report is based on a strategy that uses 5 fixed investments, which are SPY, EFA, IEF, DBC, and VNQ. The strategy uses a 10-month Simple Moving Average, which is a way to smooth out price changes over time. It buys or sells at the first open of the next month. The strategy keeps 0% of its money in cash and charges a fee of 1 basis point, or 0.01%, for each buy or sell. The strategy does not use stop-loss or target prices, and it is not being used with real money, but rather being watched. The results are from December 29, 2016, to December 30, 2022, with a slippage of 15 basis points, which means the actual price paid was 0.15% different from the expected price. The return was 27.35%, the drawdown, or largest loss, was 8.48%, and the win rate, or percentage of successful trades, was 32.26%. The sample size was 31, and the Compound Annual Growth Rate, which is a measure of how much the investment grew per year, was 4.11%. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://mebfaber.com/wp-content/uploads/2016/05/SSRN-id962461.pdf

A news scan found the headline 'QTR9110000 monthly control 2016-12-29 slip5'. The report covers the period from 2016-12-29 to 2022-12-30. It shows a return of 28.95146864689686 percent, a drawdown of 8.381289888468368 percent, and a win rate of 32.25806451612903 percent. The sample size is 31. The Compound Annual Growth Rate, which is a measure of investment return over time, is 4.328840840980841 percent. The diagnostic report is based on a strategy that uses a 10-month Simple Moving Average, which is a way to smooth out price data over time, and buys on the first open of the next month. The strategy uses 5 fixed investments: SPY, EFA, IEF, DBC, and VNQ, with no stops or targets, and a fee of 1 basis point per side, which is a unit of measurement for interest rates and fees. The strategy also holds 0 percent cash and does not use stops or targets. This is a diagnostic report after initial training, with no independent pre-registration, and is not a live watch. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://mebfaber.com/wp-content/uploads/2016/05/SSRN-id962461.pdf

A trading simulation started on 2023-01-03 and ended on 2026-09-10 with a lookback period of 250 days. The simulation had a slippage of 15 basis points, which is a measure of the difference between expected and actual trade prices. The total return was 5.220641935686943 percent, with a maximum drawdown of 3.6670592450715356 percent. The compound annual growth rate, or CAGR, was 1.3960448344977117 percent. The win rate was 25 percent, based on 160 samples. The average trade return was 0.2730515462335438 percent, with an average win of 5.437400946569726 percent and an average loss of 1.448398253878517 percent. There were 27 target hits and 15 stop hits. The returns for each symbol were: SPY 26.38377201205344 percent, IWM 5.354821332148041 percent, EFA 28.51371131393328 percent, EEM 17.639756103504478 percent, TLT -27.905545909065754 percent, IEF -13.115800110816622 percent, GLD 7.4620880456991445 percent, DBC 2.371501098360529 percent, and VNQ 0.28147353536602804 percent. The average daily return in basis points was 0.56589091892428. The simulation used a predefined set of rules, including a 2 ATR stop and a 6 ATR target, with a 126 cap and a daily proxy. The results were recorded from 2352 to 2363. A news scan found the headline 'Preregistered primary200; others sensitivity notselected. SIP/all snapshotSep11;9equal sleeves,fee1bp/side,2ATRstop6ATRtarget126cap,dailyproxy. RawJSON/CSV retained; allresults recorded2352–63' which is a raw data output. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

A trading simulation started on 2023-01-03 and ended on 2026-09-10 with a lookback period of 250 days. The simulation had a slippage of 5 basis points, which is a measure of the difference between the expected price of a trade and the actual price. The return was 8.7875 percent, the drawdown was 3.2247 percent, and the compound annual growth rate, or CAGR, was 2.3211 percent. The win rate was 31.25 percent, with 160 samples. The mean trade percentage was 0.4738 percent, the mean win percentage was 4.5375 percent, and the mean loss percentage was 1.3733 percent. There were 27 target hits and 15 stop hits. The return per symbol was as follows: SPY had a return of 29.4537 percent, IWM had a return of 7.0541 percent, EFA had a return of 30.8479 percent, EEM had a return of 21.2224 percent, TLT had a return of -22.9868 percent, IEF had a return of -8.2951 percent, GLD had a return of 8.7594 percent, DBC had a return of 6.3365 percent, and VNQ had a return of 6.6957 percent. The mean daily basis points were 0.9264. The simulation used a preregistered primary 200, but did not select sensitivity for others. A snapshot was taken on September 11, with 9 equal sleeves, a fee of 1 basis point per side, a 2 ATR stop, a 6 ATR target, and a 126 cap, using daily proxy. The raw JSON and CSV data were retained, and all results were recorded from 2352 to 63. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

A trading fund manager's notes show a lookback period of 250 days starting on 2016-12-29 and ending on 2022-12-30, with a slippage of 15 basis points, which is a measure of the difference between expected and actual trade prices. The return was -8.396648247768102 percent and the drawdown, or largest loss, was 8.774797665036505 percent. The compound annual growth rate, or CAGR, was -1.4510743445195984 percent. The win rate, or percentage of successful trades, was 18.134715025906736 percent out of 193 samples. The mean trade percentage, or average trade return, was -0.37972109962140077 percent, with a mean win percentage of 4.978314520429699 percent and a mean loss percentage of 1.5666277243162645 percent. There were 2 terminal forced trades, 22 target hits, and 34 stop hits. The return per symbol was: SPY 3.4078171497209597 percent, IWM -5.579949231820303 percent, EFA -22.07376939450205 percent, EEM -17.321886586017243 percent, TLT -22.131031210091756 percent, IEF -6.905174309487084 percent, GLD -9.300987020688344 percent, DBC 1.167379643909805 percent, VNQ 3.167766729063204 percent. The mean daily basis points, a measure of daily return, was -0.5685135120246038. The primary strategy tested was primary200, but others were not selected for sensitivity testing. A snapshot was taken on September 11, with 9 equal sleeves, a fee of 1 basis point per side, a 2 ATR stop, and a 6 ATR target, with a 126 cap, using daily proxy data. The raw JSON and CSV data were retained, and all results were recorded from 2352 to 63. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

A trading fund manager's report shows the performance of a trend-following strategy from 2016-12-29 to 2022-12-30. The strategy had a 250-day lookback period, meaning it considered 250 days of past data, and a 5 basis point slippage, which is a small cost of buying or selling. The return was -4.416%, and the drawdown, or largest loss, was 6.219%. The compound annual growth rate, or CAGR, was -0.749%. The strategy won 22.279% of the time, out of 193 samples. The average trade lost 0.180% and the average win was 4.239%, while the average loss was 1.447%. The strategy had 2 terminal forced trades, 22 target hits, and 34 stop hits. The return for each symbol was: SPY 6.557%, IWM -2.119%, EFA -17.089%, EEM -13.603%, TLT -18.953%, IEF -3.493%, GLD -5.031%, DBC 4.876%, and VNQ 9.110%. The mean daily basis point return was -0.287%. This was a preregistered primary strategy, and the results were recorded with a daily proxy and 1 basis point fee per side. A news scan found the headline was not available, but the raw JSON and CSV data were retained, showing all results from 2352 to 63. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

A trading simulation started on 2023-01-03 and ended on 2026-09-10 with a lookback period of 150 days. The simulation had a slippage of 15 basis points, which is a measure of the difference between expected and actual trade prices. The total return was 17.17%, the maximum drawdown, or largest loss, was 5.71%, and the compound annual growth rate, or CAGR, was 4.41%. The win rate, or percentage of successful trades, was 28.42%. There were 183 trades in the sample, with a mean trade percentage of 0.75%, a mean win percentage of 5.73%, and a mean loss percentage of 1.23%. The simulation had 2 terminal forced trades, 32 target hits, and 16 stop hits. The return per symbol was: SPY 38.50%, IWM 35.87%, EFA 47.20%, EEM 51.00%, TLT -20.11%, IEF -5.58%, GLD -4.15%, DBC 7.72%, and VNQ 4.05%. The mean daily basis points, a measure of daily return, was 1.74. This was a preregistered primary simulation, and others were not selected for sensitivity testing. A snapshot was taken on September 11, with 9 equal sleeves, a fee of 1 basis point per side, a 2 ATR stop, and a 6 ATR target, with a daily proxy and a 126 cap. The raw JSON and CSV data were retained, and all results were recorded from 2352 to 63. A news scan found the headline was not available, this is a raw script output. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

A trading simulation started on 2023-01-03 and ended on 2026-09-10 with a lookback period of 150 days. The simulation had a slippage of 5 basis points, which is a measure of the difference between expected and actual trade prices. The total return was 21.82%, the maximum drawdown, or largest loss from a peak, was 4.65%, and the compound annual growth rate, or CAGR, was 5.52%. The win rate, or percentage of successful trades, was 34.43%. There were 183 trades in the sample, with a mean trade percentage of 0.95%, a mean win percentage of 4.93%, and a mean loss percentage of 1.13%. The simulation had 2 terminal forced trades, 32 target hits, and 16 stop hits. The return per symbol was: SPY 41.01%, IWM 39.44%, EFA 51.69%, EEM 58.11%, TLT -14.66%, IEF -0.54%, GLD -2.61%, DBC 11.90%, and VNQ 12.04%. The mean daily basis points, a measure of daily return, was 2.17. This was a preregistered primary simulation, and others were not selected for sensitivity testing. A snapshot was taken on September 11, with 9 equal sleeves, a fee of 1 basis point per side, a 2 ATR stop, a 6 ATR target, and a 126 cap, using daily proxy data. The raw JSON and CSV data were retained, and all results were recorded from 2352 to 63. A news scan found the headline, but it is not provided as the source is a raw JSON output. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

A trading fund manager's notes show a trend analysis from December 29, 2016, to December 30, 2022, with a 150-day lookback period and 15 basis points of slippage. The return was -9.39%, with a drawdown of 11.50% and a compound annual growth rate of -1.63%. The win rate was 19.75% out of 243 samples. The average trade loss was -0.31%, with an average win of 5.35% and an average loss of -1.71%. There were 3 terminal forced trades, 33 target hits, and 37 stop hits. Returns per symbol were: SPY -14.59%, IWM -18.04%, EFA 0.97%, EEM 2.14%, TLT -5.23%, IEF -5.57%, GLD -5.94%, DBC -19.15%, and VNQ -19.11%. The average daily return was -0.63 basis points. A preregistered primary strategy, labeled primary200, was used, but sensitivity analysis for other strategies was not selected. A snapshot from September 11 showed 9 equal sleeves, a fee of 1 basis point per side, a 2 ATR stop, and a 6 ATR target with a 126 cap, using daily proxy data. The raw JSON and CSV data were retained, and all results were recorded from 2352 to 63. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

A trading fund manager's report shows results from December 29, 2016, to December 30, 2022, using a 150-day lookback period, with a 5 basis point slippage, which is a small cost when buying or selling. The return was -4.42%, and the drawdown, or largest loss, was 9.93%. The compound annual growth rate, or CAGR, a measure of how much the investment grew per year, was -0.75%. The win rate, or percentage of successful trades, was 21.40%. There were 243 trades in the sample. The average trade lost 0.11%, the average winning trade gained 5.14%, and the average losing trade lost 1.55%. The strategy was stopped 3 times, and 33 target prices were hit, while 37 stop-loss prices were hit. Returns for specific stocks were: SPY -10.75%, IWM -11.39%, EFA 4.88%, EEM 5.89%, TLT -0.57%, IEF -0.93%, GLD 1.49%, DBC -14.67%, and VNQ -13.77%. The average daily return was -0.28 basis points. This was a preregistered primary test, and sensitivity tests for other parameters were not selected. The test used a snapshot from September 11, with 9 equal parts, a 1 basis point fee per side, a 2 ATR stop, and a 6 ATR target, with a 126 cap, and daily proxy. The raw JSON and CSV data were retained, and all results were recorded from 2352 to 63. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

A trading strategy called QTR9110000 trend200 was tested from 2023-01-03 to 2026-09-10 with a lookback period of 200 days, a slippage of 15 basis points, which is a measure of the difference between expected and actual trade prices. The strategy had a return of 6.007583585127518 percent, a maximum drawdown of 6.072893587733386 percent, and a compound annual growth rate, or CAGR, of 1.6020809137860192 percent. The strategy was profitable 24.691358024691358 percent of the time, with 162 samples, or trades, and an average trade return of 0.2562178279009104 percent. The average winning trade was 5.416108585141148 percent, and the average losing trade was 1.4355496334893314 percent. The strategy had 27 target hits and 22 stop hits. The return for each symbol was: SPY 31.272070484275673 percent, IWM 31.205680328045627 percent, EFA 26.51437548689872 percent, EEM 14.862385099747444 percent, TLT -38.72252456967193 percent, IEF -11.934389193601714 percent, GLD 1.6505574515651489 percent, DBC -6.386220804456178 percent, VNQ 5.606317983344633 percent. The average daily return was 0.6502705381069532 basis points. This was a preregistered primary strategy, and the results were recorded from 2352 to 63. A snapshot was taken on September 11, with 9 equal sleeves, a fee of 1 basis point per side, a 2 ATR stop, and a 6 ATR target, with a 126 cap, and daily proxy. The raw JSON and CSV data were retained. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

A trading simulation started on 2023-01-03 and ended on 2026-09-10 with a lookback period of 200 days. The simulation had a slippage of 5 basis points, which means a small cost of 0.05% when buying or selling. The total return was 9.44%, the maximum drawdown, or largest loss, was 5.24%, and the compound annual growth rate, a measure of return over time, was 2.49%. The win rate, or percentage of successful trades, was 28.40%. There were 162 trades in the sample. The average trade return was 0.46%, the average win was 4.91%, and the average loss was 1.31%. The simulation had 27 target hits and 22 stop hits. The return for each symbol was: SPY 33.39%, IWM 33.06%, EFA 27.79%, EEM 18.83%, TLT -33.09%, IEF -7.05%, GLD 2.88%, DBC -2.57%, and VNQ 11.69%. The average daily return in basis points, a unit of measurement for returns, was 0.99. This was a preregistered primary simulation, and other sensitivity tests were not selected. A snapshot was taken on September 11, with 9 equal parts of the portfolio, a fee of 1 basis point per side, a stop loss of 2 average true ranges, a target of 6 average true ranges, and a daily proxy. The raw data in JSON and CSV formats was retained, and all results were recorded from 2352 to 2363. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

A trading fund manager's report shows results from December 29, 2016, to December 30, 2022. The report has a lookback period of 200 days and a slippage of 15 basis points. The return was -6.95% and the drawdown was 9.45%. The compound annual growth rate, or CAGR, which is a measure of how much an investment grows each year, was -1.19%. The win rate, which is the percentage of winning trades, was 26.75%. There were 228 samples, or trades, with a mean trade percentage of -0.24%. The mean win percentage was 3.59% and the mean loss percentage was -1.63%. There were 2 terminal forced trades, 27 target hits, and 35 stop hits. The return per symbol was: SPY 0.05%, IWM -13.34%, EFA -14.27%, EEM -6.14%, TLT -4.90%, IEF -6.50%, GLD 0.71%, DBC -14.74%, and VNQ -3.40%. The mean daily basis points, which is a measure of daily return, was -0.46. A news scan found the headline was not available, but the report also mentions a preregistered primary200 and sensitivity not selected. The report includes a snapshot from September 11 with 9 equal sleeves, a fee of 1 basis point per side, a 2 ATR stop, and a 6 ATR target with a 126 cap, using daily proxy. The raw JSON and CSV data are retained, and all results are recorded from 2352 to 63. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

A trading fund manager's notes show the performance of a trend-following strategy, called trend200, from December 29, 2016, to December 30, 2022. The strategy had a 200-day lookback period, meaning it considered the last 200 days of price movements, and a 5 basis point slippage, which is the difference between the expected and actual price of a trade. The return was -2.13%, and the maximum drawdown, or largest loss from peak to trough, was 6.41%. The compound annual growth rate, or CAGR, was -0.36%. The strategy was successful 29.82% of the time, out of 228 samples. The average trade resulted in a loss of -0.04%, with an average win of 3.42% and an average loss of 1.51%. There were 2 terminal forced trades, 27 target hits, and 35 stop hits. The strategy performed differently for each symbol, with returns ranging from -9.83% for DBC to 8.01% for GLD. The average daily return was -0.13%. The notes also mention that the primary strategy, called primary200, was preregistered, and that sensitivity analysis was not performed for other strategies. A snapshot from September 11 shows the strategy's performance with 9 equal sleeves, a fee of 1 basis point per side, a 2 ATR stop, and a 6 ATR target, with a daily proxy and a 126 cap. The raw JSON and CSV data were retained, and all results were recorded from 2352 to 63. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json

A backtest was performed with the following results: the fund had a return of -3.997024599531062 percent and a drawdown of 6.0269945892936665 percent during the training phase with a lag of 2, and a return of -1.973521635520217 percent and a drawdown of 4.115226417384676 percent during the holdout phase with the same lag. The win rate was 33.33333333333333 percent during training and 50 percent during holdout, with 6 samples during training and 2 samples during holdout. Similar results were obtained with lags of 3 and 5. An intrinsic-only stress test was also performed, which is a test that excludes the value of time, with 10,000 paths and 20 tickets, and a premium fraction of 0.03, resulting in a median return of -28.123510180377163 percent and a 5th percentile return of -45.62056570732529, with profit odds of 0.0938. The mean intrinsic payout multiple was 0.6049471526367255 and the maximum intrinsic payout multiple was 4.839577221093804. The test used a Vectorbt short, which is a type of trading strategy, and assumed costs of 10 basis points in fees and 10 basis points in slippage for each side of the trade. The test was run with a NumPy seed of 911, which is a random number generator setting, and used 6 training and 2 holdout samples. Local vectorbt/NumPy; https://runway.adityaperswal.workers.dev/data/stock-bars; issuer event observations23066–73

A news scan found the headline 'SOL/USD C91100 10000-path circular block bootstrap risk scenario'. This refers to a risk assessment for the SOL/USD currency pair. The assessment uses 10,000 paths, a 20-day horizon, and 3-day blocks. It is based on 253 daily close returns and has a closing price of 98.6025. The average true range over 14 days is 4.975069381535714. The stop loss percentage is 10.091162762679872 and the target percentage is 30.27348828803964. The stop loss percentage for the first day is 42.68 and the target percentage for the first day is 4.109999999999999. The percentage of scenarios where neither the stop loss nor the target is reached is 53.21. The terminal percentage at the 5th percentile is -24.072090275644573, at the 50th percentile is -1.2337437517659422, and at the 95th percentile is 25.23982856754894. The account loss at the 5th percentile, assuming a notional value of 212 and holding for 20 days without stops, is -6.018022568911143. This scenario does not account for fees, intraday price movements, or 15-minute execution times. It is an unconditional scenario and does not consider the probability of a breakout or validated exit. The account loss figure assumes the position is held for 20 days without stops and does not account for the possibility of a gap-through-stop Value at Risk. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data line for an ETH/USD risk scenario: the scenario has 10000 paths, a horizon of 20 days, and a block size of 3 days. The history returns are 253, the close price is 2436.8075, and the average true range over 14 days is 88.01349369021425. The stop percentage is 7.2236722589055 and the target percentage is 21.671016776716478. The stop first percentage is 51.910000000000004 and the target first percentage is 10.290000000000001. The neither percentage is 37.8. The terminal percentage at the 5th percentile is -22.93858058282542, at the 50th percentile is -1.3666433427452385, and at the 95th percentile is 25.579516845056595. The account loss at the 5th percentile, assuming a notional value of 212, is -5.734645145706355. This scenario uses a numpy seed of 911 and 253 daily close returns, with 3-day circular blocks and a 20-day horizon. It includes first daily close threshold comparisons, but excludes fees, intraday hits, and live 15-minute execution. The scenario is unconditional and does not account for breakout-conditioned odds or validated exit probability. The account loss figure assumes the position is held for 20 days without stops and does not account for gap-through-stop value at risk. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'BTC/USD C91100 10000-path circular block bootstrap risk scenario'. This is a description of a risk scenario for the Bitcoin to US Dollar exchange rate. The scenario uses 10000 paths, a horizon of 20 days, and blocks of 3 days. It is based on 253 days of history, with a closing price of 76535.875. The average true range over 14 days is 2283.57. The stop loss percentage is 5.97 and the target percentage is 17.90. The first stop loss percentage is 47.50 and the first target percentage is 7.27. The percentage of times neither the stop nor the target is reached is 45.23. The terminal percentage at the 5th percentile is -17.15, at the 50th percentile is -0.99, and at the 95th percentile is 18.08. The account loss at the 5th percentile, assuming a notional value of 212 and holding for 20 days without stops, is -4.29. This scenario excludes fees, intraday hits, and live 15-minute execution, and is unconditional, meaning it is not based on breakout-conditioned odds or validated exit probability. It also assumes that the position is held for 20 days without stops, and does not account for gap-through-stop Value at Risk. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the final audited results for LPG N911 as of 2026-09-10 04:00:00+00:00, with a close price of 54.41. The prior 20-day average was 55.2 and the 50-day simple moving average, which is a calculation to find the average price of a stock over a period, was 45.5232. The average daily range, which is the difference between the high and low prices, over 20 days was 1.6903, and the realized volatility, which is a measure of how much the price of a stock changes, over 20 days was 36.0464. The signal, which is an indicator to buy or sell, was false. The simulation results showed different scenarios with various parameters, including the probability of loss, median return, and drawdown, which is the decrease in value from a peak. The audit results included information on trades, exit reasons, and hypothetical stop and target prices. The base mean percentage return was 3.1465 and the one-share equity percentage return was 6.3937. The hypothetical stop price was 51.02945 and the hypothetical target price was 64.55165. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data: the LPG N911 audited LPG 40 lookback sweep resulted in the following statistics for different training and holdout sets with various parameters, such as 0.002 and 0.005, which refer to the risk management settings. The results are as follows: for 40_train_0.002, the return was 35.41308918032699, the drawdown was 34.46040681428914, the win rate was 43.47826086956522, the sample size was 23, the mean percentage change was 1.8474491962704767, the average win percentage was 12.457092377850358, the average loss percentage was 6.313814789560201, the half Kelly criterion, a betting strategy, was 0.07415250446225233, and the mean confidence interval was between -2.2336421657925714 and 6.265553720701358. For 40_train_0.005, the return was 17.95795321012563, the drawdown was 36.77789718299185, the win rate was 43.47826086956522, the sample size was 23, the mean percentage change was 1.2381861974593074, the average win percentage was 11.784361289537316, the average loss percentage was 6.874256181062237, the half Kelly criterion was 0.052535142424673636, and the mean confidence interval was between -2.8184916129508 and 5.629861119255484. For 40_holdout_0.002, the return was 45.740373422395045, the drawdown was 18.098671685819955, the win rate was 58.333333333333336, the sample size was 12, the mean percentage change was 3.7091516734554317, the average win percentage was 11.376833168871604, the average loss percentage was 7.025602420127211, the half Kelly criterion was 0.16301336313887949, and the mean confidence interval was between -2.1276906311228663 and 9.624300745540019. For 40_holdout_0.005, the return was 35.61579329814571, the drawdown was 20.04092850430521, the win rate was 50, the sample size was 12, the mean percentage change was 3.0887517591584572, the average win percentage was 12.552290872382974, the average loss percentage was 6.374787354066058, the half Kelly criterion was 0.12303538017726312, and the mean confidence interval was between -2.7131738923849507 and 8.968515738238617. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=1Day&feed=sip&adjustment=all

A news scan found the data line: LPG N911 audited LPG 20 lookback sweep with the following results. The results are for four different scenarios: 20_train_0.002, 20_train_0.005, 20_holdout_0.002, and 20_holdout_0.005. For 20_train_0.002, the return was 48.98218086253797, the drawdown was 31.115229826980396, the win rate was 50, the sample size was 28, the mean percentage was 1.9445669994768977, the average win percentage was 10.802684841082453, the average loss percentage was 6.913550842128656, the half Kelly was 0.09000387533670048, and the mean confidence interval was between -1.7719483382544146 and 5.897158410084646. For 20_train_0.005, the return was 25.94238282900291, the drawdown was 33.94851160410507, the win rate was 50, the sample size was 28, the mean percentage was 1.3347230309459528, the average win percentage was 10.139850606397669, the average loss percentage was 7.4704045445057625, the half Kelly was 0.06581571478498013, and the mean confidence interval was between -2.3595596902823157 and 5.263669591192631. For 20_holdout_0.002, the return was 47.449725642820454, the drawdown was 23.338751184893624, the win rate was 53.333333333333336, the sample size was 15, the mean percentage was 3.1464916759042922, the average win percentage was 12.073742388540126, the average loss percentage was 7.05608056710809, the half Kelly was 0.13030308145761024, and the mean confidence interval was between -2.03238332127213 and 8.47262017320489. For 20_holdout_0.005, the return was 34.758744854335895, the drawdown was 26.49188530632448, the win rate was 46.666666666666664, the sample size was 15, the mean percentage was 2.529457657563713, the average win percentage was 13.080890197868406, the average loss percentage was 6.703045815202893, the half Kelly was 0.09668522628436635, and the mean confidence interval was between -2.6184367216772775 and 7.8237246497807025. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'LPG N911 audited LPG 10 lookback sweep'. The results are as follows: there are four sets of data, each representing a different test of the LPG system. The first test, 10_train_0.002, had a return of 84.55523844841954, a drawdown of 33.07113324979668, and a win rate of 50, based on 32 samples. The average win percentage was 11.856249719555434 and the average loss percentage was 6.9267704190080215. The half Kelly criterion, a measure of optimal bet size, was 0.10394263399363207. The mean confidence interval, a measure of the range of possible outcomes, was between -1.0474643049770571 and 6.188136132381562. The second test, 10_train_0.005, had a return of 52.31432572453944, a drawdown of 35.62989732728781, and a win rate of 50, based on 32 samples. The average win percentage was 11.187112940208358 and the average loss percentage was 7.483545040376069. The half Kelly criterion was 0.08276415728585895. The mean confidence interval was between -1.6394096027069722 and 5.5529066517344186. The third test, 10_holdout_0.002, had a return of 61.820645632941904, a drawdown of 27.277803341230435, and a win rate of 58.82352941176471, based on 17 samples. The average win percentage was 10.900188338225798 and the average loss percentage was 7.2943698496142435. The half Kelly criterion was 0.15634185995657995. The mean confidence interval was between -1.5190204936264435 and 8.521028031618954. The fourth test, 10_holdout_0.005, had a return of 46.12863130691691, a drawdown of 28.575108967951113, and a win rate of 52.94117647058824, based on 17 samples. The average win percentage was 11.411944811523842 and the average loss percentage was 6.910301648057741. The half Kelly criterion was 0.12222768465671097. The mean confidence interval was between -2.1081448887233365 and 7.871842926892385. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data: a list of events with their timestamps and durations. The events occurred on September 10 and 11, 2026, with the following details: a list of 8 events with IDs from 2062 to 2084, all marked as ended, with time gaps between them ranging from 14.99965 to 30.02543 minutes, on a 15-minute schedule. Eight quote notes were present, all with numeric END values. The maximum time gap between arrivals was 30.02543 minutes. Jobs 193 and 194 were cancelled and exhausted, respectively. Replacements, jobs 197 and 198, were tested with 15-minute and 60-minute runs, respectively, and queued with a 02:01 cutoff, but receipts have not yet been proven. 14 out of 25 daily records were preserved. No snapshots were claimed to validate 15-minute exits. query_research fund=crypto kind=notes ; list_jobs fund=crypto

A news scan found the scheduling quote for June 24, 2026, after market close. The primary issuer, MillerKnoll, was retrieved on September 11. The daily bars were adjusted using a Standard Interface Protocol, or SIP, which is a system that helps computers talk to each other. The data was received with no errors, indicated by HTTP200, and did not require pagination. The data for June 24, 2026, included a quote from https://news.millerknoll.com/2026-05-27-MillerKnoll-Schedules-Fourth-Quarter-and-Full-Fiscal-Year-2026-Conference-Call-and-Webcast, which said the earnings would be announced on June 24, 2026, after market close. The stock prices were: preclose at $17.1, open at $18.09, and close at $19.16. The percentage changes were: gap percentage at 5.79%, close percentage at 12.05%, low percentage at 2.75%, and high percentage at 21.7%. The index, or idx, was 620. The announcement dates were confirmed from the originals, and the next session was mapped to after market close, or AMC. Eight scheduling originals were selected without any filters, but the timing source from September 2024 was missing from the archive sample. There were no executable options for profit and loss, or optionPnL. https://news.millerknoll.com/2026-05-27-MillerKnoll-Schedules-Fourth-Quarter-and-Full-Fiscal-Year-2026-Conference-Call-and-Webcast

A news scan found the scheduling quote for March 25, 2026, after market close. The primary issuer, MillerKnoll, was retrieved on September 11. The daily bars showed no pagination with an HTTP200 response. The quote for March 25, 2026, was after market close, with a preclose price of 18.99 dollars. The next date is March 26, 2026, with an open price of 14.08 dollars and a close price of 14.74 dollars. The gap percentage was -25.86 percent, the close percentage was -22.38 percent, the low percentage was -26.43 percent, and the high percentage was -19.17 percent. The index is 558. The announcement dates were confirmed from the originals, with the next session mapped to after market close. Eight scheduling originals were selected without a return filter, but the 2024 September timing source was absent from the archive sample. There was no executable option profit and loss. https://news.millerknoll.com/2026-02-25-MillerKnoll-Schedules-Third-Quarter-Fiscal-Year-2026-Conference-Call-and-Webcast