Notes

A news scan found the headline 'ATI R92102 breakout L20 train slip15bp'. This refers to a trading strategy for the stock symbol ATI. The strategy had the following results: it made a return of -45.17107736711418 percent, with a drawdown of 68.77896158779224 percent, and a win rate of 25.581395348837212 percent, over 43 trades, with 8 targets, an average win of 21.9847138694419 percent, and an average loss of -8.186867201765526 percent. The strategy was tested from September 18, 2016, to 2026, with a 2 ATR stop, a 3R target, and a 5 basis point fee per trade. ATR means Average True Range, which is a measure of price movement. The strategy used a long-only approach, with entry-day exits and gap stops. The results are based on a chronological sample, not a prospective one, meaning the data was selected after the fact, rather than being a random sample. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following batch of measurements. On September 18, 2026, a Systematic Investment Plan, or SIP, adjustment was completed, which means a regular investment of a fixed amount of money was made. The fields measured were symbol, close, prior 252 high, volume divided by prior 20 mean, dollar volume, distance percentage, and bars, which refers to the number of trading days. The selection criteria were a price greater than or equal to 2, a dollar volume greater than or equal to 2 million, and greater than or equal to 253 bars. The following list of stocks met these criteria: MRAL, MSBI, MSFL, MTG, MRTN, MSLC, MNSO, MNTS, MSA, MSTU, MULL, MOH, MSFD, MSM, and MTD, with their respective measurements: [[MRAL,50.34,366.3,1.16002,9588108.78,-86.257166,272], [MSBI,33.54,34.76,3.366402,14605596.72,-3.509781,272], [MSFL,24.46,36.105,0.44196,2769923.78,-32.253151,272], [MTG,29.69,31.71,2.897804,154964371.97,-6.37023,272], [MRTN,13.5,18.34,2.804868,22005648.0,-26.390403,272], [MSLC,59.99,61.6764,0.907014,3460643.13,-2.734271,272], [MNSO,8.6,24.95,0.991602,8958164.2,-65.531062,272], [MNTS,4.18,34.45,1.584736,3894819.5,-87.866473,272], [MSA,179.66,207.14,3.206896,123853651.48,-13.26639,272], [MSTU,40.65,585.1,1.124802,342056457.45,-93.05247,272], [MULL,23.44,43.53,0.930794,94414726.08,-46.152079,272], [MOH,200.79,244.89,1.45701,172736825.94,-18.008085,272], [MSFD,10.4364,15.19,0.601654,7806458.51,-31.294273,272], [MSM,122.21,130.46,3.216591,228445808.69,-6.323777,272], [MTD,1392.32,1525.17,2.676725,758379996.16,-8.710504,272]]. https://runway.adityaperswal.workers.dev/data/stock-bars

This is a US discovery census report for the period from August 1, 2026, to September 18, 2026. The report includes daily data for various stocks, with columns representing the stock symbol, date, closing price, one-day percentage change, 20-day percentage change, 20-day mean dollar volume, relative volume, and prior 20-day close breakout. A breakout is when a stock's price moves above a certain level, in this case, the prior 20-day close, which is indicated by a 1 or 0. The data is rounded and nonfinite values are displayed as NA, meaning not available. The stocks listed include PROV, PSWD, QBUF, QLDY, QMOM, QQQG, PRHI, PSL, PSQL, PTACU, PTORU, PTRN, QMCO, PRSO, PQJL, PWP, QDTY, PRHIZ, PRN, PTLE, PXLW, PRFX, QADRU, PRME, PUI, PRAX, PWRD, QB, QNXT, and QQUP, with their respective data points. For example, on September 18, 2026, PROV had a closing price of 18.61, a one-day percentage change of 0, a 20-day percentage change of 3.96648, a 20-day mean dollar volume of 359668, a relative volume of 0.692466, and a prior 20-day close breakout of 0. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the full census measurements batch 198 for Sep 18, 2026, which completed a SIP adjustment for all fields. The fields included symbol, close price, prior 252-day high, volume divided by prior 20-day mean, dollar volume, distance percentage, and number of bars. The selection criteria were a price greater than or equal to 2, a dollar volume greater than or equal to 2 million, and greater than or equal to 253 bars. The results were as follows: [[ https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'ATI R92102 breakout L10 recent slip45bp'. This refers to a trading signal for the stock symbol ATI, which had a breakout, meaning its price broke through a certain level. The signal was based on a 10-day window, with a 45 basis point slippage, which is a measure of the difference between the expected and actual price of a trade. The results of this strategy were: a return of 59.81%, a drawdown of 18.58%, and a win rate of 75%. The average win was 21.13% and the average loss was -9.93%. A fixed note before results was 4039. The strategy was tested from September 18, 2016, to 2026, with a next open, 2 ATR stop, and a 3R target over 60 sessions, and a 5 basis point fee per side. The strategy used Vectorbt, a long-only approach, with entry-day exits and gap stops. The sample used was a chronological selected-name diagnostic, which is not a pristine prospective sample, meaning it was based on past data and may not be representative of future results. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following batch of measurements. On September 18, 2026, a Systematic Investment Plan, or SIP, adjustment was completed for all items. The fields measured were symbol, close price, prior 252-day high, volume compared to the prior 20-day mean, dollar volume, distance percentage, and number of bars, which is a term for a unit of time in trading. The selected items had a price of at least 2 dollars, a dollar volume of at least 2 million, and at least 253 bars. The measurements were as follows: [[ https://runway.adityaperswal.workers.dev/data/stock-bars

The R92102 US discovery census is a collection of data from the SIP, which includes all daily data from August 1 to September 18, 2026. The data includes columns for symbol, date, close price, one-day percentage change, 20-day percentage change, 20-day mean dollar volume, relative volume, and prior 20-day close breakout, which is a measure of whether the stock has broken out of its previous 20-day closing price range, indicated by 1 for yes and 0 for no. The price action is not a bottleneck claim, meaning that the price movement is not limited by any external factors. The display is rounded, and nonfinite values are displayed as NA, which stands for Not Available. The data includes the following stocks: PRCH, QBIG, QETAU, QQQX, PPCB, PRCT, PTH, PUBM, QADR, QAT, QGRD, PTNQ, PTOR, PUL, PUR, PRE, PRTH, PSEC, PSNYW, PSNY, QMLS, QQQM, POWW, PTEN, PXS, QCOM, QH, PPI, and PQOC, with their respective data points, such as close price, percentage changes, and volume data, for example, PRCH closed at 15.9 on September 18, 2026, with a one-day percentage change of -0.500626 and a 20-day percentage change of -6.90867. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following information. On September 18, 2026, a completed SIP adjustment was made, which means a Standard Investment Procedure was followed to adjust the investments. The fields considered were symbol, close, prior 252 high, volume divided by prior 20 mean, dollar volume, distance percentage, and bars, which refers to the number of trading days. The selected criteria were a price greater than or equal to 2, a dollar volume greater than or equal to 2 million, and greater than or equal to 253 bars. The following list of stocks met these criteria: MQQQ, MLAB, MNPR, MOO, MPT, MPWR, MITT, MFIC, MQY, MFSI, MHK, MKTX, MOVE, MKC, and MMM, with their respective measurements: [[MQQQ, 229.5704, 253.87, 5.067794, 43773565.59, -9.571671, 272], [MLAB, 126.54, 132.7, 0.986476, 17296246.44, -4.64205, 272], [MNPR, 96.47, 124.82, 2.661524, 36926111.31, -22.712706, 272], [MOO, 84.64, 89.2975, 0.605325, 26446191.2, -5.215712, 272], [MPT, 3.4, 6.087, 2.207645, 70710146.8, -44.143256, 272], [MPWR, 1217.8, 1711.48, 2.35456, 1738811374.0, -28.84521, 272], [MITT, 6.31, 8.699, 3.267501, 5732925.26, -27.462927, 272], [MFIC, 9.02, 11.52, 1.910462, 8234231.72, -21.701389, 272], [MQY, 10.35, 11.51, 1.100328, 7558739.55, -10.078193, 272], [MFSI, 32.82, 33.97, 0.711239, 4579374.6, -3.38534, 272], [MHK, 126.09, 140.3, 1.94906, 229431598.74, -10.128297, 272], [MKTX, 163.42, 193.95, 2.227059, 328175795.08, -15.74117, 272], [MOVE, 11.01, 26.7197, 1.892478, 11230321.11, -58.794448, 272], [MKC, 48.72, 71.11, 3.758425, 488486695.2, -31.486429, 272], [MMM, 165.89, 184.09, 1.653363, 756488591.98, -9.886469, 272]]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'ATI R92102 breakout L10 recent slip15bp'. The symbol is ATI. The recent window had a slippage of 15 basis points, which is a measure of the difference between expected and actual trade prices. The return was 63.69%, the drawdown was 18.58%, and the win rate was 75% over 4 trades. There were 3 targets, with an average win of 21.86% and an average loss of -9.39%. The results are based on a backtest from September 18, 2016, to 2026. The strategy used a 2ATR stop, a net 3R target, and a 60-session limit. There was a 5 basis point fee per trade. The Vectorbt system used a long-only approach, with entry-day exits and gap stops. The results are from a chronological diagnostic, not a prospective sample, meaning they are based on past data, not a pristine or perfect sample. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'MTW R92102 Independent breakout episode 2026-08-07'. On 2026-08-07, at 04:00:00Z, the entry price was 18.7. The exit date was 2026-09-04, at 04:00:00Z, with an exit price of 21.41. The return, or profit, was 0.14491978609625678, the maximum adverse excursion, or biggest loss, was -0.018711229946523966, and the maximum favorable excursion, or biggest gain, was 0.14973262032085577. The signal to buy was given when the closing price was higher than the highest price in the prior 252 days, and the volume was more than 1.5 times the average volume in the prior 20 days. The trade was closed at the close of the 20th session, with a 21 session separation. The results are based on an adjusted stock proxy, not option profit and loss, and the financing history is not fully classified. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A data scan found the following batch of measurements. On September 18, 2026, a Systematic Investment Plan, or SIP, adjustment was completed, which means a regular review and possible change to the investment strategy. The fields considered were symbol, close, prior 252 high, volume divided by prior 20 mean, dollar volume, distance percentage, and bars, which refers to the number of trading days. The selected criteria were a price of at least 2 dollars, a dollar volume of at least 2 million, and at least 253 bars. The following list of stocks met these criteria: MGV, MINO, MLYS, MSDL, MPC, MPLX, MPTI, MIDD, MLR, MOMO, MSCI, MKL, MOAT, MRSH, and MRX, with their respective measurements: [[MGV, 164.43, 169.84, 0.545376, 25000759.35, -3.185351, 272], [MINO, 43.59, 45.41, 1.39652, 13004771.37, -4.007928, 272], [MLYS, 28.02, 47.65, 3.255987, 105978280.74, -41.196222, 272], [MSDL, 14.63, 16.34, 0.832192, 4910003.56, -10.465116, 272], [MPC, 424.89, 423.83, 3.964957, 4190194223.37, 0.2501, 272], [MPLX, 59.44, 60.39, 2.147563, 147756605.84, -1.573108, 272], [MPTI, 73.47, 104.85, 0.772971, 5066564.67, -29.928469, 272], [MIDD, 112.28, 148.545, 2.620375, 159462975.28, -24.413477, 272], [MLR, 53.89, 59.48, 2.447435, 12745200.56, -9.398117, 272], [MOMO, 4.88, 7.499, 1.944474, 7881805.12, -34.924657, 272], [MSCI, 552.87, 642.47, 1.761344, 465499953.9, -13.946176, 272], [MKL, 1776.33, 2207.59, 2.730497, 297945607.23, -19.53533, 272], [MOAT, 107.57, 115.58, 2.158763, 102948685.23, -6.930265, 272], [MRSH, 175.01, 204.56, 3.162318, 1255144768.46, -14.445639, 272], [MRX, 74.39, 79.1099, 0.93926, 53547409.8, -5.966257, 272]]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'R92102 US discovery census'. This data is about the US stock market from August 1, 2026, to September 18, 2026. The data includes the symbol, date, close price, 1-day percentage change, 20-day percentage change, 20-day mean dollar volume, relative volume, and prior 20 close breakout. A breakout is when a stock's price moves above a certain level, in this case, the prior 20 close. The data is rounded and nonfinite values are displayed as NA. The stocks listed include PTC, QABA, QBTS, PPH, PSHG, PSIG, PTAC, PTCT, PYPG, QBTZ, QCLN, QEW, PQJA, PRAA, PROP, PRQR, PSMT, PZZA, QQA, QQQS, PRLD, PSCF, PSC, QCMD, PTN, PSCD, PROF, and PPTA. The data shows the price action of these stocks on September 18, 2026. https://runway.adityaperswal.workers.dev/data/stock-bars

On 2026-02-04, an independent breakout episode occurred for MTW R92102. The entry price was 14.35. The exit date was 2026-03-05, with an exit price of 13.94. This resulted in a return of -0.02857142857142858 and a maximum adverse excursion of -0.13588850174216027, which is the biggest loss at any point, and a maximum favorable excursion of 0.0843205574912893, which is the biggest gain at any point. The signal to close was when the price closed higher than the prior 252-day high, and the volume was more than 1.5 times the prior 20-day average, a type of trading trigger. The next open price was held until the 20th session close, with a 21-session separation, which is a period of time used to measure performance. The stock proxy was adjusted, meaning the performance was measured based on the stock itself, not on options profit and loss, which is a type of financial derivative. The financing history was not exhaustively classified, meaning not all financing details were thoroughly categorized. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A data scan found the following information: On September 18, 2026, a Systematic Investment Plan adjustment was completed, which means a regular review and change of investment choices. The fields considered were symbol, close, prior 252 high, volume compared to the prior 20 mean, dollar volume, distance percentage, and bars, which refers to the number of trading days. The selection criteria were a price of at least 2 dollars, a dollar volume of at least 2 million, and at least 253 bars. The following list of stocks met these criteria: MFIN, MGC, MGY, MHO, MLM, MLPA, MGNR, MG, MINT, MGA, MGK, MHD, MIAX, MKC.V, and MFSB, with their respective prices and measurements as follows: [[MFIN,11.98,12.26,3.158664,2386248.28,-2.28385,272], [MGC,281.72,285.55,2.082458,39405866.72,-1.341271,272], [MGY,25.18,32.33,1.934534,180944235.4,-22.115682,272], [MHO,138.84,163.66,2.260798,60699043.08,-15.165587,272], [MLM,490.64,707.94,1.610676,563819937.28,-30.694692,272], [MLPA,56.49,58.0,1.426049,12990779.34,-2.603448,272], [MGNR,52.59,56.45,0.231987,5289449.61,-6.83791,272], [MG,20.75,20.4,9.398945,53120975.25,1.715686,272], [MINT,100.66,100.65,2.147636,308324398.48,0.009935,272], [MGA,63.15,73.22,0.989143,77248237.5,-13.753073,272], [MGK,90.89,92.29,0.774428,78293191.34,-1.516957,272], [MHD,10.76,11.89,1.194523,5778797.88,-9.503785,272], [MIAX,38.79,57.14,5.164509,267595685.46,-32.114106,272], [MKC.V,49.32,70.84,14.28192,8991183.96,-30.378317,272], [MFSB,24.28,24.91,0.749183,2805796.8,-2.529105,272]]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'ATI R92102 breakout L10 holdout slip45bp'. The results for the symbol ATI show a return of 195.74, a drawdown of 26.44, and a win rate of 50 out of 20 trades. The average win was 20.44 and the average loss was -7.32. A reconstruction error of 6.661338147750939e-16 was noted. This was before results note 4039. The strategy used was SIP, with all data from September 18, 2016, to 2026. The next open trade will use a 2 ATR stop, a net 3R target, and will last for 60 sessions, with a 5 basis point fee per side. The Vectorbt system was used for long-only trades, with entry-day exits and gap stops. This is a chronological selected-name diagnostic, not a pristine prospective sample. https://runway.adityaperswal.workers.dev/data/stock-bars

On 2023-02-28, at 05:00:00Z, the fund entered a trade at $18.9. The trade ended on 2023-03-28, at 04:00:00Z, with an exit price of $16.24. This resulted in a return of -0.1407, or a loss of 14.07 percent, with a maximum adverse excursion, which is the biggest loss from the highest point, of -0.1603, and a maximum favorable excursion, which is the biggest gain from the lowest point, of 0.0688. The signal to enter the trade was given when the stock's closing price was higher than its highest price in the prior 252 days, and its volume was more than 1.5 times its average volume in the prior 20 days. The trade was held from the next opening price to the close of the 20th session, with a 21-session separation, meaning there was a gap of 21 sessions between trades. The results are based on an adjusted stock proxy, not option profit and loss, and the financing history is not fully classified. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A data scan found the following batch of measurements. On September 18, 2026, a Systematic Investment Plan, or SIP, adjustment was completed for all items. The fields measured were symbol, close price, prior 252-day high, volume compared to the prior 20-day mean, dollar volume, distance percentage, and number of bars. The selection criteria were a price of at least 2 dollars, a dollar volume of at least 2 million, and at least 253 bars. The following list shows the selected items: ["METU", "MLN", "MGEE", "MGNI", "MIRM", "MKSI", "MGM", "MGPI", "MH", "MIR", "MLPX", "MGRC", "MLCO", "MGNX", "MGTX"]. The measurements for each item were as follows: ["METU", 26.4, 48.32, 0.809043, 136960665.6, -45.364238, 272], ["MLN", 16.695, 17.68, 0.845678, 6191040.24, -5.571267, 272], ["MGEE", 74.08, 85.82, 3.045876, 32229911.52, -13.679795, 272], ["MGNI", 25.15, 26.84, 1.621065, 90042180.9, -6.296572, 272], ["MIRM", 91.83, 130.0, 3.295903, 165090963.87, -29.361538, 272], ["MKSI", 252.08, 447.2, 1.75053, 562476943.44, -43.631485, 272], ["MGM", 37.81, 51.59, 3.906611, 296680399.72, -26.710603, 272], ["MGPI", 14.13, 27.66, 1.811959, 5473439.19, -48.915401, 272], ["MH", 12.86, 18.0, 1.137765, 7414150.08, -28.555556, 272], ["MIR", 15.76, 30.277, 2.166395, 118205862.72, -47.947287, 272], ["MLPX", 74.07, 77.55, 1.115318, 25211428.11, -4.487427, 272], ["MGRC", 110.89, 125.32, 1.863474, 26635112.66, -11.514523, 272], ["MLCO", 4.64, 9.9, 1.279003, 10223219.2, -53.131313, 272], ["MGNX", 4.14, 5.08, 2.098065, 3614563.62, -18.503937, 272], ["MGTX", 13.25, 15.35, 1.268533, 12442624.5, -13.680782, 272]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'R92102 US discovery census'. This is a list of stock prices for various companies, including their symbols, dates, closing prices, and percentage changes. The data is from August 1 to September 18, 2026. A 'SIP' is a type of data feed that provides real-time stock prices. The columns in the list show the symbol of the company, the date, the closing price, the percentage change over one day and twenty days, the average dollar volume over twenty days, the relative volume, and whether the stock price broke out of its prior twenty-day range. The list includes companies such as QCMU, QFIN, and QNME, with their respective prices and percentage changes. For example, QNME's stock price increased by 92.2521% on September 18, 2026, and its relative volume was 382.985. The list also includes other companies such as PPHC, PPLI, and PTF, with their respective prices and percentage changes. https://runway.adityaperswal.workers.dev/data/stock-bars

On 2021-05-04, an independent breakout episode occurred for MTW R92102. The entry price was 24.97. The exit date was 2021-06-02, with an exit price of 26.66. The return, or r, was 0.06768121746095312, which is a measure of profit. The maximum adverse excursion, or mae, was -0.09891870244293144, meaning the biggest loss during the trade. The maximum favorable excursion, or mfe, was 0.13436123348017626, which is the biggest gain during the trade. The signal to close was when the price closed higher than the prior 252-day high, and the volume was more than 1.5 times the prior 20-day average. The trade lasted from the next open to the 20th session close, with a 21-session separation, which is a period of time used to measure the trade's performance. The stock proxy was adjusted, and the profit and loss, or PnL, was not based on options. The financing history was not fully classified. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the headline 'R92102 full census measurements batch 192'. The data includes a list of stocks with their symbol, close price, prior 252 high price, volume/prior 20 mean, dollar volume, distance percentage, and number of bars. The list is: ['MDT', 'MFG', 'MKDW', 'MMI', 'MBB', 'MDST', 'MITK', 'MDB', 'MD', 'MLKN', 'MDY', 'MLI', 'MLTX', 'MCHB', 'MESO']. Each stock has the following information: close price, prior 252 high price, volume/prior 20 mean, dollar volume, distance percentage, and number of bars. For example, 'MDT' has a close price of 92.13, a prior 252 high price of 104.19, a volume/prior 20 mean of 1.836134, a dollar volume of 1423104102.48, a distance percentage of -11.575007, and 272 bars. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'ATI R92102 breakout L10 holdout slip15bp'. This refers to a trading strategy for the stock symbol ATI. The strategy had a 10-day holdout period, meaning it did not use the first 10 days of data to make predictions, and a 15 basis point slippage, which is a measure of the difference between expected and actual trade prices. The results showed a return of 233.45%, a maximum drawdown of 25.10%, and a win rate of 50% over 20 trades. The average win was 21.17% and the average loss was -6.76%. The strategy used a 2ATR stop, which is a type of stop-loss order that uses the average true range of a stock's price to determine the stop price, and a 3R target, which is a type of profit target that is three times the risk. The strategy also used a 5 basis point fee per trade. The results were generated using the Vectorbt trading platform, which is a long-only strategy, meaning it only buys stocks and does not short sell. The strategy used entry-day exits, meaning it closed trades on the same day they were opened, and gap stops, which are stop-loss orders that are triggered when a stock's price gaps below a certain level. The results are based on a chronological sample of data from September 18, 2016 to 2026, and are not a pristine prospective sample, meaning they are based on past data and may not be representative of future results. https://runway.adityaperswal.workers.dev/data/stock-bars

On 2021-03-11, an independent breakout episode occurred for MTW R92102. The entry price was 19.67. The exit date was 2021-04-09, with an exit price of 20.64, resulting in a return of 0.0493, a maximum adverse excursion of -0.0239, and a maximum favorable excursion of 0.2125. This was triggered by a signal where the close price was higher than the prior 252-day high and the volume was more than 1.5 times the prior 20-day average. The trade lasted from the next open to the 20th session close, with a 21-session separation. The stock proxy was adjusted, and the profit and loss calculation did not include options. The financing history was not fully classified. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

This is a US discovery census report for the period of August 1, 2026, to September 18, 2026. The report includes daily data for various stocks, with columns representing the stock symbol, date, closing price, one-day percentage change, 20-day percentage change, 20-day mean dollar volume, relative volume, and prior 20-day close breakout, which is a measure of whether the stock's price has broken out of its previous 20-day range, indicated by 1 for yes and 0 for no. The data is rounded and nonfinite values are displayed as NA, meaning not available. The stocks listed include QLYS, QNST, QQEW, PRMR, PROK, PRPL, PTIR, PULM, PYXS, QADRW, QALT, PPIH, PURR, QETAR, QOWZ, QQQA, QQQH, PRTA, PSCI, PTGX, PYZ, QNTM, QQQ, PRVA, PSCH, PSQLW, PVLA, and PWCM, with their respective prices and percentage changes on September 18, 2026. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'MTW R92102 Independent breakout episode 2017-10-05'. On 2017-10-05, the trading fund manager made an entry at a price of 38.12. The manager exited on 2017-11-02 at a price of 39.8. This trade resulted in a return of 0.044071353620146914, with a maximum adverse excursion of -0.07660020986358851 and a maximum favorable excursion of 0.08447009443861497. The signal to enter the trade was given when the close price was higher than the prior 252-day high and the volume was more than 1.5 times the prior 20-day average, which is a type of trading trigger called a breakout, where a stock's price moves above a certain level, in this case, the prior 252-day high. The trade was closed at the 20th session close after the next open, with a 21-session separation, meaning there was a gap of 21 trading sessions between the entry and exit points. The results were adjusted for stock proxy, which means using a stock as a representative of the overall market, and did not include option profit and loss, which refers to the gain or loss from trading options, and financing history was not exhaustively classified, meaning not all financing transactions were accounted for. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the headline 'ATI R92102 breakout L10 train slip45bp'. This refers to a trading strategy for the stock symbol ATI. The strategy had a 10-day training window with 45 basis points of slippage, meaning the price moved 0.45% against the trade before it was executed. The return was -53.57% and the drawdown, which is the largest drop in value, was 79.66%. The strategy had a 24.44% win rate, with 45 trades, 9 targets, and an average win of 24.22% and average loss of -8.73%. The results are based on data from September 18, 2016, to 2026. The strategy used a 2ATR stop, which is a type of stop-loss order that uses twice the average true range, and a 3R target, which is a type of profit target that is three times the risk. The strategy also used a 5 basis point fee per trade and was run for 60 sessions. The Vectorbt trading system was used with long-only positions, meaning only buying stocks, and exit strategies were used on the same day as entry. Gap stops, which are stop-loss orders that are triggered when a stock gaps below a certain price, were also used. The results are based on a chronological sample, not a prospective sample, meaning the data was selected after the fact, not before. https://runway.adityaperswal.workers.dev/data/stock-bars