Notes

Sep10fetch:1427dailybarseachDRI/SPY,2682raw15min,2340RTH(18events*5days*26);342nonRTHexcluded,0missinggrid,0entryopenmismatch. All90RTHdailyhigh/lowwithinadjusteddailybounds;maxclosegap.110100527%,RTHvolume40.946–88.824%ofdailytotal,notfullauctionvolume. All18earningsrelease datesreverifiedSECwithdeclaredUA;5initialstringmissesresolvedHTMLentitydecoding,notdatechanges. DefaultUA403doesnotnegatevaliddeclaredUAcontent. Prior6holdoutnotices1299retained;1newtrainingnoticeMay22->Jun20 2024verifiedweb https://investor.darden.com/news/news-details/2024/Darden-Restaurants-to-Host-Fiscal-2024-Fourth-Quarter-Conference-Call-on-June-20/default.aspx ; remaining11advancevintagesunverified. Bartradesnotquotes, gridlatency/gapassumptionsremain. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DRI,SPY&timeframe=1Day&feed=sip&adjustment=all ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DRI&timeframe=15Min&feed=sip&adjustment=all

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,1.28963112,12.20807173,7,0,57.14285714,0.27709301,3.88840198,-4.53798561,-3.0490895,3.29095163,0.01781535],[90,20,-0.11854676,12.73324742,7,0,57.14285714,0.07673878,3.68083233,-4.72871928,-3.242798,3.08457569,0.00521205],[60,10,-4.28182092,9.77536532,8,0,50,-0.4439442,3.91382495,-4.80171335,-3.59960064,2.59667547,0],[60,20,-5.80112846,11.11877157,8,0,50,-0.6428578,3.70620451,-4.9919201,-3.79220922,2.3916867,0],[120,10,13.28570153,7.96794455,9,0,66.66666667,1.49783419,4.51574408,-4.53798561,-1.59179941,4.29299129,0.08292289],[120,20,11.2647969,8.15182515,9,0,66.66666667,1.29504091,4.306921,-4.72871928,-1.78841959,4.08461326,0.07517208]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,-0.70725608,3.67429578,0,1,null,null,null,null,null,null,null],[90,20,-0.80635064,3.67429578,0,1,null,null,null,null,null,null,null],[60,10,-0.70725608,3.67429578,0,1,null,null,null,null,null,null,null],[60,20,-0.80635064,3.67429578,0,1,null,null,null,null,null,null,null],[120,10,0,0,0,0,null,null,null,null,null,null,null],[120,20,0,0,0,0,null,null,null,null,null,null,null]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

ComputedSep10~06:11UTC. Note1830 frozenrule,2025train/2026Jan1-Sep9REUSEDholdout;200daytrend+monthlyentry,90baseline60/120neighbors,range1stop1.5target,28daytime,nextobservedopen. vbt received-asset25bpfees/side,slip10/20bp. Return/DDportfolio%;tradecashreturns corrected*.9975fromvbtentry-valuebasis,verifiederror<3.2e-16. Null=unavailable,Nclosed;openmarksnotrealizedandexcludeunpaidexitcost. Reconstructed/matcheddailyrequires24hours;longrollingwindowsinvalidaftermissingday. Columns=["look","slippage_bp","return_pct","drawdown_pct","n","open_trades","win_rate_pct","mean_pct","avg_win_pct","avg_loss_pct","ci_low_pct","ci_high_pct","quarter_kelly"] Rows=[[90,10,11.03720656,10.68791195,7,0,57.14285714,1.64796455,6.02541526,-4.1886364,-2.37364103,5.47374569,0.06837556],[90,20,9.49351313,11.22218132,7,0,57.14285714,1.44487131,5.81357585,-4.38006808,-2.56869908,5.26300851,0.0621335],[60,10,6.32755215,8.6988336,8,0,50,0.97712684,7.10963953,-5.15538585,-3.60174404,5.38700258,0.03435923],[60,20,4.63984504,9.33584758,8,0,50,0.77537394,6.89563383,-5.34488595,-3.79434833,5.17643871,0.02811105],[120,10,34.32460102,6.12766232,9,0,66.66666667,3.5024492,7.34799201,-4.1886364,-0.45916079,7.19988158,0.11916348],[120,20,31.92838326,6.31521981,9,0,66.66666667,3.29565069,7.13351008,-4.38006808,-0.65804398,6.98569557,0.11549891]]. No selection;no15min/+1Rvalidation;approved0. https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/test_matched.py C91006 ; https://docs.alpaca.markets/us/docs/crypto-fees

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