Notes

Fetched Sep10~04:04 UTC; completedNov2021–Sep9 2026. Fields[UTC,open,high,low,close,volume,VWAP,trades]. Inputs not independent strategy trials. [["2022-09-16T04:00:00Z",365.61,367.62,363.68,366.96,105150204,365.75,671817],["2022-09-19T04:00:00Z",363.82,369.81,363.75,369.81,74700086,367.45,495872],["2022-09-20T04:00:00Z",366.49,367.5,362.81,365.56,78403121,365.35,559052],["2022-09-21T04:00:00Z",367.49,370.53,359.18,359.19,106950971,365.11,815176],["2022-09-22T04:00:00Z",358.42,360.05,355.43,356.17,90697405,357.17,634131],["2022-09-23T04:00:00Z",352.71,352.74,345.77,350.2,123734270,349.23,842891],["2022-09-26T04:00:00Z",348.74,352.35,345.52,346.74,93929206,348.29,638379],["2022-09-27T04:00:00Z",350.27,352.53,343.46,345.85,108682037,347.05,778818],["2022-09-28T04:00:00Z",346.81,354.34,345.11,352.66,113902548,350.6,711999],["2022-09-29T04:00:00Z",349.12,349.4,342.35,345.29,115299507,344.9,794135],["2022-09-30T04:00:00Z",344.35,348.26,339.82,339.95,156959533,343.23,850229],["2022-10-03T04:00:00Z",343.66,350.77,341.88,348.93,92907273,347.56,622496],["2022-10-04T04:00:00Z",354.44,359.77,348.89,359.74,107566221,358.24,688743],["2022-10-05T04:00:00Z",355.38,361.16,353.06,358.9,89081904,357.12,583909],["2022-10-06T04:00:00Z",357.5,360.45,354.7,355.2,84084215,356.82,585050],["2022-10-07T04:00:00Z",351.17,355.29,343.53,345.29,110845119,346.65,667068],["2022-10-10T04:00:00Z",346.41,346.64,340.42,342.66,77136053,343.37,597681],["2022-10-11T04:00:00Z",340.96,345.52,338.55,340.49,93767440,341.46,694971],["2022-10-12T04:00:00Z",340.89,342.46,339.11,339.36,78063648,340.78,552832],["2022-10-13T04:00:00Z",332.36,349.78,331.32,348.32,151012977,343.14,1116018],["2022-10-14T04:00:00Z",350.77,352.4,339.74,340.38,126393363,343.37,821613],["2022-10-17T04:00:00Z",346.45,350.23,340.05,349.13,96144971,348.91,613081]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all

Runcontext equity/cash850.99,supplycash278.67,noopen/queuedpositions; query_tradesfundsupplytwo closedFROid6/STNGid3 bothoperatorliquidation. Noobservedlosers, noarrivalquoteforexecutionslippage;100%N2notedge. Caps25%equity212.7475,loss1%8.5099. AtSSL14.58referencewhole-shareaffordability14shares204.12,notapprovedsize/quote. FrozenN7p.428571,w.429894,l.058732quarterKellypoint1.49196 isunstable/abovevenuecap; approved0becauseuncertainmean,negative training,unvalidatedvenueexits. https://runway.adityaperswal.workers.dev

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"train","mode":"swing","lookback":60,"threshold":2,"cost_bp_side":6,"sample":327,"win_rate":47.09480122324159,"avg_win_pct":0.7343180414451267,"avg_loss_pct":0.9406512971323767,"mean_trade_pct":-0.1518278165790571,"return_pct":-3.9049073757491115,"drawdown_pct":-4.78559410583509,"annual_pct":-1.3224310717029675,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.073394495412844} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Fetched Sep10~04:04 UTC; completedNov2021–Sep9 2026. Fields[UTC,open,high,low,close,volume,VWAP,trades]. Inputs not independent strategy trials. [["2022-08-16T04:00:00Z",405.43,409.23,404.63,407.3,60027042,406.95,411678],["2022-08-17T04:00:00Z",403.71,407.11,402.41,404.41,64678140,404.52,453976],["2022-08-18T04:00:00Z",404.61,406.27,403.32,405.59,49133661,404.88,332726],["2022-08-19T04:00:00Z",402.83,403.09,399.26,400.14,69269902,400.74,437150],["2022-08-22T04:00:00Z",395.31,395.48,390.9,391.8,79484165,392.72,485003],["2022-08-23T04:00:00Z",391.38,393.77,390.31,390.86,49771778,391.6,390372],["2022-08-24T04:00:00Z",390.63,393.47,389.95,392.11,50531686,391.88,335700],["2022-08-25T04:00:00Z",393.59,397.69,392.5,397.64,51062473,395.29,339152],["2022-08-26T04:00:00Z",397.53,398.07,384.13,384.18,105714602,389.05,669022],["2022-08-29T04:00:00Z",381.23,384.68,380.29,381.64,66499372,382.45,490122],["2022-08-30T04:00:00Z",382.8,383.04,375.36,377.45,87190352,377.93,610728],["2022-08-31T04:00:00Z",379.08,380.32,374.45,374.58,77635142,376.73,504194],["2022-09-01T04:00:00Z",372.41,376.1,369.71,375.76,80204169,372.4,597633],["2022-09-02T04:00:00Z",379.41,380.62,369.98,371.79,101452968,374.94,641089],["2022-09-06T04:00:00Z",372.64,373.58,368.17,370.39,77511258,370.74,559131],["2022-09-07T04:00:00Z",370.08,377.81,369.86,377.04,73982489,374.8,489059],["2022-09-08T04:00:00Z",374.78,379.96,373.58,379.51,82038578,377.47,553640],["2022-09-09T04:00:00Z",381.75,386.27,381.48,385.41,79609462,384.6,483476],["2022-09-12T04:00:00Z",387.47,390.27,387.17,389.55,70935353,388.93,491339],["2022-09-13T04:00:00Z",380.88,382.09,371.49,372.61,127102562,376.15,794564],["2022-09-14T04:00:00Z",373.91,375.55,370.73,374.03,85900310,373.3,542479],["2022-09-15T04:00:00Z",372.48,375.32,368.51,369.78,89118469,371.42,609227]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"2026","mode":"partner","lookback":120,"threshold":2.5,"cost_bp_side":16,"sample":36,"win_rate":55.55555555555556,"avg_win_pct":2.4432307376448184,"avg_loss_pct":3.09650930395529,"mean_trade_pct":-0.01887594751078556,"return_pct":-0.06733158788386762,"drawdown_pct":-2.2493833084077375,"annual_pct":-0.09863315674882855,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":7.666666666666667} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Fetched Sep10~04:04 UTC; completedNov2021–Sep9 2026. Fields[UTC,open,high,low,close,volume,VWAP,trades]. Inputs not independent strategy trials. [["2022-07-15T04:00:00Z",362.61,365.17,360.7,365.05,80721517,363.79,489042],["2022-07-18T04:00:00Z",368.13,368.81,360.82,362.04,64573224,365.26,492283],["2022-07-19T04:00:00Z",365.95,372.39,365.3,371.82,80462808,369.83,536190],["2022-07-20T04:00:00Z",372.01,375.6,370.65,374.19,72028992,373.72,529992],["2022-07-21T04:00:00Z",373.61,378.05,371.22,378,65044042,375.32,524204],["2022-07-22T04:00:00Z",378.13,379.32,372.28,374.5,73212677,375.28,527753],["2022-07-25T04:00:00Z",375.12,375.8,372.71,374.95,54460198,374.38,440041],["2022-07-26T04:00:00Z",373.31,373.52,369.62,370.51,54110744,371.2,438458],["2022-07-27T04:00:00Z",373.8,381.88,373.51,380.13,84389399,377.91,597553],["2022-07-28T04:00:00Z",380.94,385.59,377.4,384.87,75478050,382.56,570082],["2022-07-29T04:00:00Z",386.33,391.5,385.57,390.51,88654585,389.43,544908],["2022-08-01T04:00:00Z",387.82,391.86,387.11,389.36,71138117,389.63,518953],["2022-08-02T04:00:00Z",387.79,391.47,385.61,386.79,64549577,388.37,505802],["2022-08-03T04:00:00Z",388.91,394.01,388.63,392.85,69189866,391.95,465615],["2022-08-04T04:00:00Z",392.77,393.45,390.94,392.58,46473255,392.45,365314],["2022-08-05T04:00:00Z",388.31,392.56,388.25,391.92,57663233,390.75,454803],["2022-08-08T04:00:00Z",393.6,395.85,390.36,391.46,54800278,392.94,422677],["2022-08-09T04:00:00Z",390.73,391.23,388.84,389.91,45025319,389.84,367153],["2022-08-10T04:00:00Z",396.95,398.24,395,398.1,70131594,397.19,476084],["2022-08-11T04:00:00Z",400.94,402.8,397.36,398.1,60543614,399.79,444588],["2022-08-12T04:00:00Z",400.03,404.94,399.08,404.84,62922310,402.58,396399],["2022-08-15T04:00:00Z",402.62,407.03,402.57,406.5,54947334,405.41,375076]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"2026","mode":"partner","lookback":120,"threshold":2.5,"cost_bp_side":6,"sample":36,"win_rate":61.111111111111114,"avg_win_pct":2.4130203278479314,"avg_loss_pct":3.3257235096204005,"mean_trade_pct":0.18128661327691348,"return_pct":0.53024381436102,"drawdown_pct":-2.206907447828388,"annual_pct":0.7778259169769486,"quarter_kelly":0.018782126613764938,"reconciliation_error":2.2737367544323206e-13,"mean_holding":7.666666666666667} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Fetched Sep10~04:04 UTC; completedNov2021–Sep9 2026. Fields[UTC,open,high,low,close,volume,VWAP,trades]. Inputs not independent strategy trials. [["2022-06-13T04:00:00Z",358.5,360.35,352.32,353.92,173443346,355.97,1138052],["2022-06-14T04:00:00Z",355.67,356.7,349.76,352.86,105591082,353.16,826157],["2022-06-15T04:00:00Z",356.15,362.32,351.21,357.89,128798622,357.08,1079876],["2022-06-16T04:00:00Z",349.69,350.09,343.62,346.04,138951395,346.45,911471],["2022-06-17T04:00:00Z",346.46,350.13,343.29,346.79,111452712,347.28,824882],["2022-06-21T04:00:00Z",352.5,356.9,352.43,355.52,79074527,355.43,581114],["2022-06-22T04:00:00Z",351.3,358.98,350.88,354.87,91634199,355.94,607597],["2022-06-23T04:00:00Z",357.01,359.08,353.45,358.35,80303462,356.51,632100],["2022-06-24T04:00:00Z",361.52,369.76,361.49,369.75,98013848,366.85,629863],["2022-06-27T04:00:00Z",370.67,370.96,367.24,368.33,67337838,368.77,555371],["2022-06-28T04:00:00Z",369.89,372.67,360.69,360.81,88649297,364.86,643734],["2022-06-29T04:00:00Z",361.36,362.34,358.69,360.51,65793757,360.54,522702],["2022-06-30T04:00:00Z",356.63,360.82,353.14,357.59,114444484,357.21,805234],["2022-07-01T04:00:00Z",356.93,361.8,354.31,361.37,76230298,358.4,604443],["2022-07-05T04:00:00Z",356.29,362.07,353.46,362.05,81666726,357.4,649492],["2022-07-06T04:00:00Z",362.19,365.76,359.81,363.27,71417341,362.56,619252],["2022-07-07T04:00:00Z",365.04,369.51,363.29,368.71,66586715,367.71,470174],["2022-07-08T04:00:00Z",367.08,370.28,365.56,368.41,73126115,368.39,512460],["2022-07-11T04:00:00Z",365.74,366.7,363.51,364.2,60196162,364.67,475891],["2022-07-12T04:00:00Z",363.65,366.03,359.23,360.98,63304211,362.74,514049],["2022-07-13T04:00:00Z",355.55,362.01,355.13,359.08,85453239,359.16,677549],["2022-07-14T04:00:00Z",354.13,359.29,351.7,358.21,91022894,355.41,642064]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"2026","mode":"long","lookback":120,"threshold":2.5,"cost_bp_side":16,"sample":36,"win_rate":58.333333333333336,"avg_win_pct":2.4198569172980964,"avg_loss_pct":2.980950125176942,"mean_trade_pct":0.16952064960016364,"return_pct":0.498610762455054,"drawdown_pct":-1.8171440312573783,"annual_pct":0.7313690782648319,"quarter_kelly":0.017513499288776435,"reconciliation_error":2.2737367544323206e-13,"mean_holding":7.666666666666667} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Fetched Sep10~04:04 UTC; completedNov2021–Sep9 2026. Fields[UTC,open,high,low,close,volume,VWAP,trades]. Inputs not independent strategy trials. [["2022-05-11T04:00:00Z",375.7,381.33,369.93,370.68,144045270,375.13,1530008],["2022-05-12T04:00:00Z",367.49,373.55,363.5,370.29,126713465,367.94,1485294],["2022-05-13T04:00:00Z",374.41,380.52,373.38,379.14,104349084,377.77,857305],["2022-05-16T04:00:00Z",377.5,381.27,375.25,377.6,80100945,378.06,734542],["2022-05-17T04:00:00Z",383.68,385.61,379.96,385.37,83226741,383.24,743976],["2022-05-18T04:00:00Z",380.82,381.1,368.6,369.84,117836734,372.92,967500],["2022-05-19T04:00:00Z",366.78,371.99,365.35,367.57,99939615,368.42,937788],["2022-05-20T04:00:00Z",371.15,374.72,359.15,367.73,131446436,364.54,1097334],["2022-05-23T04:00:00Z",370.75,375.38,368.44,374.61,76648121,372.94,714915],["2022-05-24T04:00:00Z",370.5,372.94,365.21,371.75,92541551,369.08,804229],["2022-05-25T04:00:00Z",370.26,377,369.86,375.04,92887420,373.73,768577],["2022-05-26T04:00:00Z",376.26,384.16,376.06,382.53,83804711,381.96,606439],["2022-05-27T04:00:00Z",384.98,392.03,384.79,391.92,87207078,389.41,601624],["2022-05-31T04:00:00Z",390.31,393.05,386.98,389.72,97389986,390.17,713846],["2022-06-01T04:00:00Z",391.84,392.85,384.06,386.57,87995482,387.56,697750],["2022-06-02T04:00:00Z",386.41,393.98,384.16,393.88,81695452,390.04,616253],["2022-06-03T04:00:00Z",389.22,390.77,386.49,387.47,72004446,388.18,576320],["2022-06-06T04:00:00Z",391.47,393.19,387.48,388.65,58402477,389.95,473555],["2022-06-07T04:00:00Z",385.16,392.83,384.7,392.37,59483946,389.75,481783],["2022-06-08T04:00:00Z",390.67,392.45,387.32,388.11,65642329,389.46,505050],["2022-06-09T04:00:00Z",386.33,388.6,378.88,378.88,88177354,383.82,580043],["2022-06-10T04:00:00Z",372.69,373.53,367.84,367.89,135486175,369.62,910961]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"2026","mode":"long","lookback":120,"threshold":2.5,"cost_bp_side":6,"sample":36,"win_rate":63.888888888888886,"avg_win_pct":2.405776228806232,"avg_loss_pct":3.2315907342508825,"mean_trade_pct":0.37006038103560723,"return_pct":1.0989810447871395,"drawdown_pct":-1.7732419035313973,"annual_pct":1.6142421242009375,"quarter_kelly":0.0384554033542881,"reconciliation_error":2.2737367544323206e-13,"mean_holding":7.666666666666667} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Fetched Sep10~04:04 UTC; completedNov2021–Sep9 2026. Fields[UTC,open,high,low,close,volume,VWAP,trades]. Inputs not independent strategy trials. [["2022-04-08T04:00:00Z",422.79,425.3,420.88,422.41,79354344,423.06,574193],["2022-04-11T04:00:00Z",419.15,419.99,414.69,415.19,92393812,416.99,781088],["2022-04-12T04:00:00Z",418.18,420.7,412.11,413.66,85677975,416.09,696837],["2022-04-13T04:00:00Z",413.41,419.15,413.23,418.39,75731466,416.75,567448],["2022-04-14T04:00:00Z",418.62,419.73,413.08,413.18,100061421,415.57,705567],["2022-04-18T04:00:00Z",412.26,415.03,411.13,413.35,67080101,413.17,575889],["2022-04-19T04:00:00Z",413.25,420.74,413.08,420.03,79209141,418.44,599076],["2022-04-20T04:00:00Z",421.8,422.41,418.55,419.72,66224261,420.58,595915],["2022-04-21T04:00:00Z",423.33,424.72,412.53,413.44,86898329,417.77,722881],["2022-04-22T04:00:00Z",412.35,413.46,401.53,402.09,134318097,405.7,970518],["2022-04-25T04:00:00Z",399.86,404.6,395.3,404.43,121150668,399.89,1146072],["2022-04-26T04:00:00Z",401.9,402.09,392.69,392.71,104173893,396.58,1007660],["2022-04-27T04:00:00Z",393.79,399.15,391.68,393.82,122342063,395.57,1010493],["2022-04-28T04:00:00Z",398.56,405.49,394.13,403.77,107789356,400.75,807524],["2022-04-29T04:00:00Z",399.78,401.93,388.1,388.84,148702518,393.35,1146290],["2022-05-02T04:00:00Z",388.91,392.54,382.26,391.18,160312749,387.86,1466167],["2022-05-03T04:00:00Z",391.68,395.38,390.13,392.98,102021088,392.78,854787],["2022-05-04T04:00:00Z",393.64,405.51,390.46,404.95,146219632,397.59,1465495],["2022-05-05T04:00:00Z",400.69,401.11,386.43,390.55,175971084,391.65,1586339],["2022-05-06T04:00:00Z",387.99,391.49,382.93,388.22,153284691,387.18,1529625],["2022-05-09T04:00:00Z",382.33,383.57,374.22,375.79,155879661,378.68,1422455],["2022-05-10T04:00:00Z",381.76,383.26,372.63,376.66,135027626,377.39,1467440]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"holdout","mode":"partner","lookback":120,"threshold":2.5,"cost_bp_side":16,"sample":281,"win_rate":50.88967971530249,"avg_win_pct":2.796939163016966,"avg_loss_pct":3.327498216472828,"mean_trade_pct":-0.21079164968620737,"return_pct":-6.780768181300911,"drawdown_pct":-15.61003407704965,"annual_pct":-1.1665159125063163,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":7.1886120996441285} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Fetched Sep10~04:04 UTC; completedNov2021–Sep9 2026. Fields[UTC,open,high,low,close,volume,VWAP,trades]. Inputs not independent strategy trials. [["2022-03-09T05:00:00Z",400,404.11,397.82,402.14,117271076,401.5,1133573],["2022-03-10T05:00:00Z",397.54,401.22,395.58,400.32,95329689,398.59,917460],["2022-03-11T05:00:00Z",402.81,403.42,394.72,395.23,95687775,398.93,835159],["2022-03-14T04:00:00Z",396,399.45,391.21,392.34,95874528,394.37,897067],["2022-03-15T04:00:00Z",394.95,401.6,393.68,400.97,108235310,398.35,949207],["2022-03-16T04:00:00Z",404.47,409.92,399.68,409.86,144954949,406.03,1405239],["2022-03-17T04:00:00Z",407.95,414.99,407.58,414.99,104062578,411.86,812426],["2022-03-18T04:00:00Z",413.38,419.86,412.65,419.54,106542902,416.77,812972],["2022-03-21T04:00:00Z",419.37,421.37,415.91,419.41,88839174,418.78,937038],["2022-03-22T04:00:00Z",420.8,425.26,420.8,424.32,76931148,423.61,637080],["2022-03-23T04:00:00Z",421.79,423.28,418.77,418.86,81316132,420.88,641640],["2022-03-24T04:00:00Z",420.88,425.18,419.76,425.17,64917269,422.8,538729],["2022-03-25T04:00:00Z",425.8,427.52,423.23,427.25,77990305,425.56,661137],["2022-03-28T04:00:00Z",426.65,430.29,424.76,430.22,71058111,427.75,624231],["2022-03-29T04:00:00Z",434.17,436.1,431.48,435.59,91635758,434.14,738526],["2022-03-30T04:00:00Z",434.47,435.27,430.81,433,82462768,433.14,659201],["2022-03-31T04:00:00Z",432.15,432.98,425.8,426.26,121830006,429.69,755688],["2022-04-01T04:00:00Z",427.83,427.97,423.9,427.46,90526299,426.25,624358],["2022-04-04T04:00:00Z",427.66,431.23,426.84,431.13,61390954,429.75,504727],["2022-04-05T04:00:00Z",429.63,432.1,424.54,425.68,75760010,427.81,646033],["2022-04-06T04:00:00Z",421.77,423.7,418.55,421.42,107084639,420.96,903941],["2022-04-07T04:00:00Z",420.55,425.36,418.6,423.55,78235837,421.93,632865]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"holdout","mode":"partner","lookback":120,"threshold":2.5,"cost_bp_side":6,"sample":281,"win_rate":54.804270462633454,"avg_win_pct":2.795009722869588,"avg_loss_pct":3.413592409233579,"mean_trade_pct":-0.011013304806932253,"return_pct":-2.390585881067786,"drawdown_pct":-15.234665787566204,"annual_pct":-0.4035240132358009,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":7.1886120996441285} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Fetched Sep10~04:04 UTC; completedNov2021–Sep9 2026. Fields[UTC,open,high,low,close,volume,VWAP,trades]. Inputs not independent strategy trials. [["2022-02-04T05:00:00Z",419.96,426.01,417.59,422.17,120819408,422.08,1161095],["2022-02-07T05:00:00Z",422.93,424.32,419.49,420.82,86449092,422.06,759938],["2022-02-08T05:00:00Z",420.32,425.2,418.9,424.28,83185793,422.7,685664],["2022-02-09T05:00:00Z",428.3,430.81,428.1,430.49,95013879,429.53,670720],["2022-02-10T05:00:00Z",424.65,430.65,420.76,422.75,142919007,425.71,1217136],["2022-02-11T05:00:00Z",422.84,424.9,412.99,414.42,156004637,417.73,1464448],["2022-02-14T05:00:00Z",413.91,415.49,409.6,413.06,125379755,412.86,1148025],["2022-02-15T05:00:00Z",417.49,419.89,416.98,419.72,91232544,418.77,751045],["2022-02-16T05:00:00Z",417.68,421.56,415.81,420.19,84978171,418.48,784463],["2022-02-17T05:00:00Z",417.01,420.16,410.62,411.22,102416116,413.51,850972],["2022-02-18T05:00:00Z",411.47,412.72,406.29,408.56,132619100,409.24,1134344],["2022-02-22T05:00:00Z",406.35,409.75,400.68,404.17,126971668,405.04,1213515],["2022-02-23T05:00:00Z",407.08,407.64,396.44,397.11,132864067,400.76,1166042],["2022-02-24T05:00:00Z",386.72,403.41,386.36,402.68,220033458,394.8,2316988],["2022-02-25T05:00:00Z",404.21,411.95,402.56,411.87,123640399,409.2,1140051],["2022-02-28T05:00:00Z",406.49,412.29,405.23,410.81,149221337,408.63,1305978],["2022-03-01T05:00:00Z",409.32,411.32,401.86,404.56,139991559,405.66,1422070],["2022-03-02T05:00:00Z",406.81,413.72,406.05,412,120234911,410.88,1252759],["2022-03-03T05:00:00Z",414.43,415.03,408.15,409.95,105501865,411.07,1039162],["2022-03-04T05:00:00Z",406.22,407.75,402.58,406.62,113974262,405.12,1083494],["2022-03-07T05:00:00Z",406.03,406.74,394.56,394.63,138047941,398.67,1448623],["2022-03-08T05:00:00Z",394.81,401.95,390.58,391.64,167638902,395.08,1950904]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"holdout","mode":"long","lookback":120,"threshold":2.5,"cost_bp_side":16,"sample":281,"win_rate":51.60142348754449,"avg_win_pct":2.705433738537236,"avg_loss_pct":3.424933485630354,"mean_trade_pct":-0.2615767329460105,"return_pct":-8.087302084276416,"drawdown_pct":-15.980610479627089,"annual_pct":-1.3993613744012978,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":7.1886120996441285} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Fetched Sep10~04:04 UTC; completedNov2021–Sep9 2026. Fields[UTC,open,high,low,close,volume,VWAP,trades]. Inputs not independent strategy trials. [["2022-01-04T05:00:00Z",450.89,451.6,447.46,449.31,72231283,449.66,565659],["2022-01-05T05:00:00Z",448.95,449.72,440.59,440.69,104678064,445.2,788715],["2022-01-06T05:00:00Z",440.23,442.98,437.91,440.27,87839262,440.81,806493],["2022-01-07T05:00:00Z",440.28,441.46,437.18,438.53,86364246,439.28,624528],["2022-01-10T05:00:00Z",435.34,438.2,429.6,437.99,120649890,433.55,963298],["2022-01-11T05:00:00Z",437.72,442.07,434.73,441.96,75431095,438.92,626798],["2022-01-12T05:00:00Z",443.71,445.22,441.21,443.17,68702010,443.19,632062],["2022-01-13T05:00:00Z",444.27,444.92,436.04,437.06,93589296,439.99,724353],["2022-01-14T05:00:00Z",433.92,437.59,432.71,437.24,97790736,435.47,855403],["2022-01-18T05:00:00Z",432.56,432.76,428.39,429.5,111733633,430.22,911800],["2022-01-19T05:00:00Z",431.04,432.44,424.77,425.04,111279125,428.7,880792],["2022-01-20T05:00:00Z",426.92,431.62,418.22,420.34,125194304,425.99,986095],["2022-01-21T05:00:00Z",419.22,421.57,412.06,412.08,204630712,416.22,1882909],["2022-01-24T05:00:00Z",406.49,414.34,395.88,413.83,254361526,404.54,3263023],["2022-01-25T05:00:00Z",407.45,413.72,401.89,408.78,170145104,407.52,1832304],["2022-01-26T05:00:00Z",414.66,417.79,403.5,407.76,188214247,411.34,2620803],["2022-01-27T05:00:00Z",412.35,415.48,404.06,405.74,151882702,408.96,1837416],["2022-01-28T05:00:00Z",407.1,415.87,402.52,415.82,166791322,409.46,1758368],["2022-01-31T05:00:00Z",415.15,423.66,413.81,423.31,155582114,420.2,1132224],["2022-02-01T05:00:00Z",424.03,426.81,420.51,426.17,125134995,424.03,1094853],["2022-02-02T05:00:00Z",428.57,431.03,426.26,430.31,119044971,429.04,998606],["2022-02-03T05:00:00Z",424.29,426.19,419.36,420.19,120198289,422.86,1106480]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"holdout","mode":"long","lookback":120,"threshold":2.5,"cost_bp_side":6,"sample":281,"win_rate":54.092526690391466,"avg_win_pct":2.7807216877482563,"avg_loss_pct":3.4113458402520473,"mean_trade_pct":-0.06190005998142037,"return_pct":-3.7616785273474562,"drawdown_pct":-15.607507779298569,"annual_pct":-0.6386893187705467,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":7.1886120996441285} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Fetched Sep10~04:04 UTC; completedNov2021–Sep9 2026. Fields[UTC,open,high,low,close,volume,VWAP,trades]. Inputs not independent strategy trials. [["2021-12-02T05:00:00Z",422.59,430.41,422.2,428.85,130439224,427.63,1022781],["2021-12-03T05:00:00Z",430.51,431.56,420.9,425.11,138882255,424.29,1231283],["2021-12-06T05:00:00Z",427.65,432.02,425.25,430.15,100786239,429.47,765881],["2021-12-07T05:00:00Z",435.42,439.61,430.02,439.05,98181214,438.36,640755],["2021-12-08T05:00:00Z",439.44,440.66,437.69,440.21,73600326,439.39,507907],["2021-12-09T05:00:00Z",438.92,440.31,437.04,437.24,62433012,438.54,489130],["2021-12-10T05:00:00Z",439.94,441.5,437.39,441.35,78394925,439.87,510608],["2021-12-13T05:00:00Z",440.84,441.18,437.16,437.46,89029534,438.65,615396],["2021-12-14T05:00:00Z",434.18,436.67,431.52,434.43,98550028,433.69,627260],["2021-12-15T05:00:00Z",434.49,441.47,431.98,441.22,119062600,436.47,882928],["2021-12-16T05:00:00Z",443.07,443.35,435.78,437.33,118519493,439.31,820652],["2021-12-17T05:00:00Z",434.26,437.26,430.98,432.68,137700311,434.03,887402],["2021-12-20T05:00:00Z",427.61,428.47,424.47,428.08,108827152,426.66,807681],["2021-12-21T05:00:00Z",431.49,435.82,429.33,435.68,72205719,433.4,619588],["2021-12-22T05:00:00Z",435.43,440.15,435.23,440.04,60487971,438.36,454698],["2021-12-23T05:00:00Z",441.03,444.27,440.93,442.78,57599846,443.15,381391],["2021-12-27T05:00:00Z",444.15,449.09,444.1,449.04,58274737,447.47,380201],["2021-12-28T05:00:00Z",449.47,450.5,447.91,448.67,48323486,449.04,372335],["2021-12-29T05:00:00Z",448.78,450.26,447.78,449.25,55502324,449.14,345719],["2021-12-30T05:00:00Z",449.67,450.68,447.55,448.01,56438446,449.34,353570],["2021-12-31T05:00:00Z",447.52,448.66,446.6,446.88,67217721,447.55,435087],["2022-01-03T05:00:00Z",448.14,449.6,445.83,449.46,74528525,448.3,535425]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"train","mode":"partner","lookback":120,"threshold":2.5,"cost_bp_side":16,"sample":127,"win_rate":40.94488188976378,"avg_win_pct":1.8545502374774374,"avg_loss_pct":2.208863951746147,"mean_trade_pct":-0.5451038112766479,"return_pct":-5.713462480878784,"drawdown_pct":-7.6054744249348545,"annual_pct":-1.947055880273496,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":7.677165354330708} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Fetched Sep10~04:04 UTC; completedNov2021–Sep9 2026. Fields[UTC,open,high,low,close,volume,VWAP,trades]. Inputs not independent strategy trials. [["2021-11-01T04:00:00Z",431.56,431.94,429.6,431.32,49942295,430.77,408114],["2021-11-02T04:00:00Z",431.49,433.37,431.36,433.06,50229956,432.69,342321],["2021-11-03T04:00:00Z",432.5,436.11,432.06,435.71,54199665,434.06,427385],["2021-11-04T04:00:00Z",436.31,437.85,435.96,437.76,53760607,437.02,386860],["2021-11-05T04:00:00Z",439.98,441.27,437.77,439.28,67432045,439.78,493081],["2021-11-08T05:00:00Z",440.38,440.87,438.97,439.66,51269918,439.83,354647],["2021-11-09T05:00:00Z",440.02,440.26,436.8,438.2,52049013,438.02,461992],["2021-11-10T05:00:00Z",436.52,438.2,433.2,434.68,70491976,435.65,556478],["2021-11-11T05:00:00Z",436.17,436.24,434.8,434.82,36116860,435.4,282342],["2021-11-12T05:00:00Z",436.08,438.65,435.14,438.1,54909239,437.36,343636],["2021-11-15T05:00:00Z",439.38,439.54,437.12,438.25,48365823,438.2,372701],["2021-11-16T05:00:00Z",437.99,441.11,437.91,439.98,50288743,439.97,328013],["2021-11-17T05:00:00Z",439.72,439.9,438.3,438.92,48931843,439.06,327917],["2021-11-18T05:00:00Z",439.95,440.67,437.23,440.41,51864988,439.55,368771],["2021-11-19T05:00:00Z",440.29,441.54,439.25,439.62,58037857,440.14,354319],["2021-11-22T05:00:00Z",441.49,443.98,438.17,438.38,73773729,441.42,542131],["2021-11-23T05:00:00Z",438.05,439.81,435.46,438.96,74152789,437.7,563878],["2021-11-24T05:00:00Z",436.97,440.26,436.15,440.13,63324418,438.79,436749],["2021-11-26T05:00:00Z",433.48,434.94,429.19,430.32,114062469,431.44,785692],["2021-11-29T05:00:00Z",435.1,437.43,432.91,435.6,88266156,435.51,571700],["2021-11-30T05:00:00Z",433.16,435.06,426.88,427.12,151509808,429.6,1145811],["2021-12-01T05:00:00Z",432.82,435.66,422.18,422.38,134806870,429.46,1039073]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all

Fetched Sep10~04:04 UTC; completedNov2021–Sep9 2026. Fields[UTC,open,high,low,close,volume,VWAP,trades]. Inputs not independent strategy trials. [["2026-08-24T04:00:00Z",2.21,2.28,2.18,2.205,58946,2.206492,583],["2026-08-25T04:00:00Z",2.2201,2.28,2.21,2.27,27973,2.245841,430],["2026-08-26T04:00:00Z",2.22,2.25,2.16,2.16,20475,2.210799,350],["2026-08-27T04:00:00Z",2.22,2.26,2.22,2.23,6059,2.242248,59],["2026-08-28T04:00:00Z",2.26,2.2895,2.22,2.22,11801,2.25226,201],["2026-08-31T04:00:00Z",2.21,2.2899,2.17,2.17,9965,2.205399,176],["2026-09-01T04:00:00Z",2.1401,2.1401,2.11,2.12,16667,2.127445,214],["2026-09-02T04:00:00Z",2.23,2.23,2.12,2.17,17407,2.164695,219],["2026-09-03T04:00:00Z",2.14,2.2,2.09,2.11,10895,2.114641,108],["2026-09-04T04:00:00Z",2.1,2.15,2.0258,2.08,8984,2.086233,302],["2026-09-08T04:00:00Z",2.04,2.06,2,2.05,27551,2.028548,292],["2026-09-09T04:00:00Z",2.01,2.04,1.95,1.95,24042,1.999919,157]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IPHA&timeframe=1Day&feed=sip&adjustment=all

Finalcorrectedexit/holdingmetadata. Percentunitswhereindicated;costedvectorbtcustomreconcile;allallocation0. {"era":"train","mode":"partner","lookback":120,"threshold":2.5,"cost_bp_side":6,"sample":127,"win_rate":48.031496062992126,"avg_win_pct":1.7674807835845545,"avg_loss_pct":2.299358520973801,"mean_trade_pct":-0.34599476051663797,"return_pct":-3.699079642984404,"drawdown_pct":-6.779797348999761,"annual_pct":-1.2518414407467482,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":7.677165354330708} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Fetched Sep10~04:04 UTC; completedNov2021–Sep9 2026. Fields[UTC,open,high,low,close,volume,VWAP,trades]. Inputs not independent strategy trials. [["2026-07-17T04:00:00Z",1.72,1.76,1.72,1.75,10432,1.738637,130],["2026-07-20T04:00:00Z",1.7152,1.73,1.7152,1.73,2729,1.723422,116],["2026-07-21T04:00:00Z",1.76,1.77,1.74,1.765,2534,1.760073,172],["2026-07-22T04:00:00Z",1.775,1.775,1.775,1.775,1919,1.775,143],["2026-07-23T04:00:00Z",1.79,1.86,1.74,1.76,4372,1.754928,316],["2026-07-24T04:00:00Z",1.8086,1.8086,1.78,1.78,2543,1.795211,116],["2026-07-27T04:00:00Z",1.84,1.84,1.772,1.772,2521,1.802665,63],["2026-07-28T04:00:00Z",1.78,1.9099,1.6803,1.6803,5182,1.810403,47],["2026-07-29T04:00:00Z",1.84,1.84,1.82,1.82,1005,1.83332,35],["2026-07-30T04:00:00Z",1.75,1.77,1.74,1.745,23409,1.750368,196],["2026-07-31T04:00:00Z",1.76,1.76,1.72,1.75,9291,1.747256,94],["2026-08-03T04:00:00Z",1.75,1.77,1.69,1.72,47281,1.731203,160],["2026-08-04T04:00:00Z",1.76,1.8101,1.7501,1.785,2338,1.777161,30],["2026-08-05T04:00:00Z",1.7148,1.8023,1.7148,1.77,1842,1.752279,93],["2026-08-06T04:00:00Z",1.775,1.785,1.6,1.785,3335,1.675567,44],["2026-08-07T04:00:00Z",1.73,1.73,1.72,1.73,5017,1.727855,84],["2026-08-10T04:00:00Z",2.11,2.48,2.07,2.22,6805160,2.21288,50373],["2026-08-11T04:00:00Z",2.32,2.34,2.15,2.15,446076,2.246783,3459],["2026-08-12T04:00:00Z",2.5,2.64,2.4409,2.47,385318,2.545223,3028],["2026-08-13T04:00:00Z",2.61,2.71,2.48,2.535,198750,2.583065,1578],["2026-08-14T04:00:00Z",2.18,2.24,2.1216,2.18,105798,2.168365,951],["2026-08-17T04:00:00Z",2.15,2.3,2.12,2.26,217234,2.199094,1421],["2026-08-18T04:00:00Z",2.13,2.13,2.04,2.07,46498,2.088624,396],["2026-08-19T04:00:00Z",2.11,2.13,2.09,2.12,27074,2.117601,390],["2026-08-20T04:00:00Z",2.14,2.16,2.05,2.09,52549,2.106592,403],["2026-08-21T04:00:00Z",2.24,2.3,2.2,2.26,44362,2.256115,623]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IPHA&timeframe=1Day&feed=sip&adjustment=all