Notes

A news scan found the headline 'LOVE Final-session leave-one-out concentration check'. This is a result from a test. The best event was on 2025-04-10. The best entry was on 2025-04-09. The best net percentage gain was 20.82783239712491 percent. The best SPY gross percentage gain was 9.80126189448589 percent. Without the best event, there were 9 events. The mean percentage gain without the best event was -0.5249274819336397 percent. The total percentage gain without the best event was -4.930802056409012 percent. The range of mean percentage gains when leaving one event out was between -0.5249274819336397 percent and 2.0928531046405707 percent. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all

On September 9, a fixed note, number 1432, was used with a time-only rule for a simulation. The simulation looked at data from 2024 to June 2026, with 10 events. The method used, called Ordinary Least Squares, or OLS, describes what happened, but does not explain why. It also assumes that the future will be like the past, using something called IID bootstrap and simulations, which means the data is independent and identically distributed. The simulation created 50,000 different paths, but this did not change the 10 events. The results showed a mean terminal value of 57.64, with a median of 55.23, and 5th and 95th percentiles of 42.45 and 81.23. There was a 26.78% chance of loss. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all

A final-session empirical simulation was done on September 9, using a fixed note 1432 with a time-only rule, and a holdout period from 2024 to June 2026 with 10 events. This simulation is descriptive, not causal, and assumes the empirical distribution will not change. It uses a method called Ordinary Least Squares, or OLS, and a statistical technique called IID bootstrap. The simulation ran 50,000 paths and did not change the 10 events. The results showed a fraction of 0.25, with 50,000 paths, 10 events, a mean terminal value of 51.18, and a range of possible outcomes, with a 5th percentile of 47.39, a median of 50.79, and a 95th percentile of 56.34. The probability of loss was 0.25418, or 25.42%. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all

A final-session empirical simulation was measured on September 9, using a fixed note 1432 with a time-only rule, and a holdout period from 2024 to June 2026 with 10 events. The simulation used ordinary least squares, which describes but does not explain cause and effect, and independent and identically distributed bootstrap and simulations, which assume the underlying distribution of data does not change. The simulation ran 50,000 paths, which did not change the 10 events. The results showed a fraction of 0, 50,000 paths, 10 events, a mean terminal value of 49.14, and a median and percentiles of 49.14, with a loss probability of 0. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all

On September 9, a fixed rule called note1432 was chosen based on time. This rule will be used from 2024 to June 2026 for the N10 market. A statistical method called OLS was used to describe the market, but it does not show cause and effect. Another method called IID bootstrap and simulations was used, assuming the market distribution will not change. This method was run 50,000 times and did not change the N10 market. The results showed a market trend flag set to true, with 7 observations, and a mean percentage change of -0.21910036779007525. A gate called market_trend was also set to true. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all

On September 9, a fixed rule was chosen based on time only, to be used from 2024 to June 2026, with 10 observations. This rule is used to describe, not predict, and assumes that the market will behave similarly in the future. It used 50,000 simulated paths and did not change the 10 observations. The market trend gate was set to false, with 3 observations, and a mean percentage of 5.8790625447508935. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all

On September 9, a fixed rule called note 1432 was used to make a decision based on time only, which will be applied from 2024 to June 2026 for a group of 10 items, called N10. This decision is based on a type of analysis called ordinary least squares, which describes what happened, but does not explain why it happened. The analysis also used a method called IID bootstrap and simulations, which assumes that the pattern of the data will stay the same. This was tested with 50,000 different paths, but it did not change the group of 10 items. The result of this analysis is a set of instructions, which includes a gate called momentum, a flag set to true, a number called N set to 5, and a mean percentage change of 0.019224021983845763, which is a measure of the average change in the data. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all

On September 9, a fixed rule called note 1432 was used to make a decision based on time only, which will be applied from 2024 to June 2026. This decision is based on a statistical method called ordinary least squares, which describes what happened but does not explain why. The method assumes that the future will be similar to the past and uses a technique called bootstrap to test this idea. Simulations were run 50,000 times, but this did not change the decision for the group of 10 items, called N10. A gate is a rule that controls a decision, and in this case, the gate is called momentum, which means the rate of change in price or value. The flag for momentum is set to false, meaning the momentum rule is not being used. The number of items, N, is 5, and the average percentage change, mean_pct, is 3.2014729899605854. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all

On September 9, a fixed rule called note 1432 was used to make a decision based on time only, from June 2024 to June 2026, for a set of 10 items, called N10. This analysis, called ordinary least squares or OLS, describes what happened, but does not explain why. It also assumes that the future will be like the past, using a method called independent and identically distributed, or IID, bootstrap and simulations. Even when trying 50,000 different paths, the results did not change for N10. The outcome was that the trend was true, with a gate set to trend, a flag set to true, a number, N, of 6, and a mean percentage of 0.026658239770240472. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all

On September 9, a fixed rule called note1432 was used to make a decision based on time only, from June 2024 to June 2026, for a group of 10 items, called N10. This analysis, called ordinary least squares or OLS, describes what happened, but does not explain why. It assumes that the future will be like the past, using a method called independent and identically distributed, or IID, bootstrap and simulations. The analysis was run 50,000 times, and the results did not change the group of 10 items. The result was a gate, which is a kind of decision point, named trend, with a flag, which is a kind of signal, set to false, with 4 items, and a mean percentage of 3.985883905275178. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all

On September 9, a fixed note, number 1432, was used with a time-only rule for the period from 2024 to June 2026, with 10 observations. This analysis, called ordinary least squares or OLS, describes what happened but does not explain why. It assumes that the data is independent and identically distributed, or IID for short, which means each data point is independent of the others and follows the same distribution. Bootstrap and simulation methods were used, which involve re-sampling the data many times to estimate how reliable the results are, assuming the underlying distribution of the data does not change. 50,000 paths or simulations were run, but this did not change the number of observations, which remained at 10. The results included the following statistics: the mean excess performance percentage was 0.6405224668048382, the correlation coefficient was 0.9149135689918911, the alpha percentage, which measures the performance of the investment compared to a benchmark, was -0.43716900158795097, and the beta, which measures the volatility of the investment, was 2.1112214199961237. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all

A news scan found the following data line: a symbol, which is a stock's abbreviation, for SPY, which had 2685 data points, starting from 2016-01-04 and ending at 2026-09-08, with a closing price of 765.96. The term ibs refers to a statistical calculation, in this case 0.1798245614035174. The next adr, which stands for average daily range, is 4.4660599999999935. The median dollar volume over 20 days, which is a measure of the average amount of money exchanged, was 28041884838.015. A review of three pages of data for eight symbols, including SPY, found that all 2685 dates were identical and valid, with no duplicates or invalid open, high, low, and close prices, and no zero range bars, which are days where the price does not change. The prices for September 8 were adjusted, but not based on live quotes. The next signal will be given when the ibs is less than or equal to 0.2, but the current indicators do not meet the failed rule. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data line: a symbol QQQ has a complete history from 2016-01-04 to 2026-09-08 with 2685 data points. The last close price was 718.36. The internal bar strength, or IBS, which measures the position of the close within the range of a bar, was 0.441735275490817. The next average daily range, or ADR, which is a measure of price movement, was 6.6839249999999995. The median dollar volume over 20 days was 22250530287.935. A review of three pages of data confirmed that all 8 symbols had identical 2685 dates with no duplicates or invalid open, high, low, and close, or OHLC, data and no zero range bars. The prices for September 8 were adjusted and are not live quotes. The next signal will be when the IBS is less than or equal to 0.2, but the indicators do not qualify because they failed a rule. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A review of the IWM symbol, which represents the iShares Russell 2000 ETF, a type of investment fund, found a complete history from 2016-01-04 to 2026-09-08, with 2685 data points. The last recorded close price was 294.67. The internal bar strength, or IBS, a measure of price movement, was 0.22282608695653147. The next average daily range, or ADR, a measure of price volatility, was 2.4450249999999953. The median dollar volume over 20 days was 4605141206.155001. A check of all data found no errors, with all 8 symbols identical over 2685 dates and no invalid high, low, open, or close prices. The prices were adjusted for the period ending September 8, and were not live quotes. The next signal will be given when the IBS is less than or equal to 0.2, but current indicators do not meet the required conditions due to a failed rule. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A news scan found the data line for FXI, which is a stock symbol. The data includes the following information: the symbol is FXI, the number of data points is 2685, the first date is 2016-01-04, and the last date is 2026-09-08. The close price is 35, and the IBS, which stands for Internal Bar Strength, is 0.3333333333333333. The next ADR, which stands for Average Daily Range, is 0.2605499999999992, and the median dollar volume for the last 20 days is 538764784.8900001. A review of three pages of data for FXI found that all 8 symbols had identical 2685 dates, with no duplicates or invalid Open, High, Low, Close data, and no bars with a range of zero. The prices for September 8 were adjusted and are not live quotes. The next signal will be given when the IBS is less than or equal to 0.2, but the indicators do not qualify because they failed a rule. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data line: a symbol, which is a stock's unique identifier, named EWZ has a complete history and latest signal audit. The symbol EWZ has 2685 data points, starting from 2016-01-04 and ending on 2026-09-08. The closing price is 38.61. The IBS, which stands for Internal Bar Strength, a measure of a stock's price movement, is 0.19672131147540584. The next ADR, which stands for Average Daily Range, a measure of a stock's daily price movement, is 0.7093800000000001. The median dollar volume over 20 days is 899538025.365. A data scan found that all 8 symbols have identical 2685 dates, with no duplicates or invalid OHLC, which stands for Open, High, Low, Close, a set of stock prices, and no zero range bars. The prices were adjusted and completed on September 8, but are not live quotes. The next signal will be triggered when the IBS is less than or equal to 0.2, but the indicators do not qualify due to a failed rule. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data line: a symbol, which is a unique identifier for a stock or fund, in this case EWJ, has a complete history from 2016-01-04 to 2026-09-08, with 2685 data points. The last recorded close price was 97.96. The internal bar strength, or IBS, which measures the position of a close within a bar, is 0.08857509627726409. The next average daily range, or ADR, which is a measure of price movement, is 0.8478049999999996. The median dollar volume over 20 days is 265913648.385. A review of three pages of data confirmed that all 8 symbols had identical 2685 dates, with no duplicates or invalid open, high, low, or close prices, and no bars with a zero range. The prices for September 8 were adjusted, but not based on live quotes. The next signal will be given when the internal bar strength is less than or equal to 0.2, but the indicators do not currently qualify due to a failed rule. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A review of the EFA symbol, which is a stock market ticker, found a complete history from 2016-01-04 to 2026-09-08, with 2685 data points. The last price recorded was 107.76. The internal bar strength, or ibs, was 0.07857142857143799, which is a measure of price movement. The next average daily range, or adr, was 0.6506199999999985, which is a measure of price volatility. The median dollar volume over 20 days was 956286560.2350001. A check of the data found that all 8 symbols, which are sets of market data, had identical dates, with no duplicates or invalid open, high, low, close, or ohlc, data. The prices for September 8 were adjusted, but not based on live quotes. The next signal will be given when the internal bar strength is less than or equal to 0.2, but the current indicators do not meet the required conditions, so the rule has failed. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A news scan found the data line for the symbol EEM, which is a stock market symbol, with the following information: it has 2685 data points, starting from 2016-01-04 and ending on 2026-09-08, with a closing price of 68.83. The term ibs, which stands for internal bar strength, is 0.27160493827160276, and the next average daily range, or the average price movement, is 0.67089. The median dollar volume over 20 days is 1085458828.825. A review of three pages of data for EEM found that all 8 symbols had identical 2685 dates, with no duplicates or invalid open, high, low, and close prices, and no zero range bars. The prices for September 8 were adjusted and are not live quotes. The next signal will be given when the internal bar strength is less than or equal to 0.2, but the indicators do not currently meet the failed rule. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data about the SPY stock: it had different returns based on certain conditions. For the lowIBS group, the stock had a 0.11636916308790969 percent return, with 0.05057787603130494 percent of that happening overnight and 0.06579128705660443 percent happening during the day, based on 242 observations. For the other group, the return was 0.038224177665727756 percent, with 0.024446780845098298 percent overnight and 0.0137773968206294 percent during the day, based on 1013 observations. The lowIBS_bull group had a 0.11480313771735527 percent return, with 0.08819758447156577 percent overnight and 0.026605553245789164 percent during the day, based on 192 observations. The lowIBS_bear group had a 0.12238270051083865 percent return, with -0.09388180437929664 percent overnight and 0.21626450489013507 percent during the day, based on 50 observations. The returns are based on historical closing auction prices from 2021 to 2025, with a signal to consider the IBS, or Internal Bar Strength, which is a measure of a stock's internal strength, being less than or equal to 0.2 the previous day, and a trend lag of 200 days. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data about the QQQ fund: it had different returns based on its group. The lowIBS group had a return of 0.15682458743929295 percent, with 0.052912979273466214 percent of that happening overnight and 0.10391160816582797 percent happening during the day, over 245 days. The other group had a return of 0.031636003155055506 percent, with 0.03223455954076796 percent overnight and -0.0005985563857126272 percent during the day, over 1010 days. The lowIBS_bull group had a return of 0.1498501924312822 percent, with 0.08204367952721621 percent overnight and 0.0678065129040675 percent during the day, over 180 days. The lowIBS_bear group had a return of 0.17613829669224582 percent, with -0.027756652198456803 percent overnight and 0.20389494889070311 percent during the day, over 65 days. This data is based on historical closing auction returns from 2021 to 2025, with a signal to consider the IBS, or Internal Bar Strength, which is a measure of a stock's strength, of 0.2 or less from the previous day, and a trend lag of 200 days. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data about the stock IWM: it had different returns based on certain conditions. For the group called lowIBS, the stock had a total return of 0.10541837695778168 percent over 263 days, with 0.0317043933015222 percent of that coming from overnight changes and 0.07371398365625849 percent coming from intraday changes, which refers to price changes during trading hours. For the group called other, the total return was 0.0010049926451116166 percent over 992 days, with 0.05452696298931203 percent from overnight changes and -0.05352197034420093 percent from intraday changes. The group lowIBS_bull had a return of 0.021267115506565418 percent over 160 days, with 0.031828823772842664 percent from overnight and -0.010561708266278334 percent from intraday. The group lowIBS_bear had a return of 0.23613878309559339 percent over 103 days, with 0.03151110324898557 percent from overnight and 0.20462767984660693 percent from intraday. The data also mentioned that the next session from 2021 to 2025 would use a signal called IBS, which stands for Internal Bar Strength, and that it would be based on the previous day's value being less than or equal to 0.2. Additionally, it mentioned a trend lag of 200 days, which refers to a delay in the trend. The data is descriptive and based on historical closing auction returns, and is not executable, meaning it cannot be used directly for trading. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data on FXI return decomposition and trend regimes. The data shows different groups of returns for FXI, which is a stock market symbol, meaning a unique code for a stock. The groups are: lowIBS with 286 observations, a close-close log percentage return of 0.08746447836876808, an overnight log percentage return of 0.07983777086061337, and an intraday log percentage return of 0.0076267075081537785; other with 969 observations, a close-close log percentage return of -0.034558976120584346, an overnight log percentage return of -0.040485847391006684, and an intraday log percentage return of 0.00592687127042227; lowIBS_bull with 116 observations, a close-close log percentage return of 0.34126015783841585, an overnight log percentage return of 0.2971576450355105, and an intraday log percentage return of 0.044102512802903705; and lowIBS_bear with 170 observations, a close-close log percentage return of -0.08571374997522686, an overnight log percentage return of -0.06845108445872815, and an intraday log percentage return of -0.01726266551649909. The data also mentions that the next session is from 2021 to 2025, with a signal IBS, which stands for Internal Bar Strength, of less than or equal to 0.2 the previous day, and a trend lag of 200 days. This data is descriptive and gross, meaning it is not executable, and is based on historical closing auction returns. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data about the EWZ fund: it had different returns based on its trend regime. The returns were broken down into four groups. The first group, called lowIBS, had 244 days with a total return of 0.08975692827810144 percent, which came from a 0.06021381896927362 percent return overnight, which is the return from the close of one day to the open of the next day, and a 0.02954310930882812 percent return during the day. The second group, called other, had 1011 days with a total return of 0.0022171289305890625 percent, which came from a -0.006901520815528194 percent return overnight and a 0.009118649746117733 percent return during the day. The third group, called lowIBS_bull, had 134 days with a total return of 0.04242813548704818 percent, which came from a 0.09465175165658107 percent return overnight and a -0.052223616169533096 percent return during the day. The fourth group, called lowIBS_bear, had 110 days with a total return of 0.14741200313265723 percent, which came from a 0.018262155513826372 percent return overnight and a 0.1291498476188318 percent return during the day. The signal to buy or sell was based on the IBS, or Internal Bar Strength, which is a measure of a stock's trend, being less than or equal to 0.2 the previous day, and the trend over the last 200 days. The returns are based on historical data from 2021 to 2025 and are not meant to be used to make actual trades. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data: the EWJ symbol, which is a stock ticker, had different return rates. The return rates are broken down into four groups. The first group, called lowIBS, had 239 occurrences, with a close to close log percentage return of 0.12808783072320126, an overnight log percentage return of 0.04395049085830875, and an intraday log percentage return of 0.08413733986489288. The second group, called other, had 1016 occurrences, with a close to close log percentage return of -0.0007063573107324185, an overnight log percentage return of -0.027145903288891944, and an intraday log percentage return of 0.02643954597815891. The third group, called lowIBS_bull, had 155 occurrences, with a close to close log percentage return of 0.16463332618864815, an overnight log percentage return of 0.10059640737536156, and an intraday log percentage return of 0.06403691881328755. The fourth group, called lowIBS_bear, had 84 occurrences, with a close to close log percentage return of 0.060652690281007594, an overnight log percentage return of -0.06057471223863386, and an intraday log percentage return of 0.12122740251964084. The data also mentioned that the next session would be from 2021 to 2025, with a signal IBS, which stands for Internal Bar Strength, of less than or equal to 0.2 from the previous day, and a trend lag of 200 days. This data is descriptive and not executable, and it is based on historical closing auction returns. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all