Notes

A news scan found the headline 'TLX Sep8 completed-session technical and affordability panel'. Retrieved on September 9 at 08 UTC, the data for the symbol TLX includes the following information: the mean of the high-low range over 20 sessions, also known as the Average Daily Range or ADR, is 0.21820500000000004, and the Average True Range or ATR over 14 sessions, which is a measure of volatility, is 0.42557142857142843. The Simple Moving Average or SMA over 20 sessions is 11.690749999999998, and over 50 sessions is 11.213300000000002. The return over 20 sessions is 1.6115351993214677 percent. The volume over 20 sessions is 151755.4. The whole capacity, which is the floor price of 49.14 divided by the close price, ignoring fees and not reflecting current allocation or quote, is 4. The data is for the date 2026-09-08T04:00:00Z, with a close price of 11.98. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLX&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'SPY Sep8 completed-session technical and affordability panel'. Retrieved on September 9 at 08 UTC, the data shows the mean of the high and low prices over 20 sessions, also known as the Average Daily Range or ADR, is 4.4660599999999935. The Average True Range, or ATR, over 14 sessions, which is a measure of price volatility, is 5.453021428571414. The Simple Moving Average, or SMA, over 20 sessions is 768.6995, and over 50 sessions is 757.5965999999999. The return over 20 sessions is -0.9145828751794816 percent. The volume over 20 sessions is 36652038.7. The whole capacity, which is the floor price of 49.14 divided by the close price, ignoring fees, is 0. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'M Sep8 completed-session technical and affordability panel'. Retrieved on September 9 at 08 UTC, the data for symbol M includes the following information: the mean of the high-low range over 20 sessions, also known as the Average Daily Range or ADR, is 0.6633350000000002, and the Average True Range, or ATR, over 14 sessions is 0.7050000000000003, which is a simple mean true range, not using the Wilder method. The Simple Moving Average, or SMA, over 20 sessions is 22.910000000000004, and the SMA over 50 sessions is 23.622799999999998. The return over 20 sessions is -9.839357429718875 percent. The volume over 20 sessions is 5306161. The whole capacity, which ignores fees and is not an allocation or current quote, is calculated as 49.14 divided by the close price, resulting in 2. The close price on September 8 was 22.45. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=M&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline is not available, but a data line was retrieved on September 9 at 08 UTC. The mean of the high and low prices over 20 sessions is called the Average Daily Range, or ADR. The Average True Range, or ATR, is a measure of price volatility, and in this case, it is calculated as a simple mean over 14 sessions, not using the Wilder method. The Simple Moving Average, or SMA, is a calculation of the average price over a certain number of sessions. The return over 20 sessions is also calculated. The whole capacity is calculated as 49.14 divided by the close price, ignoring fees, and is not an allocation or current quote. The data for the symbol MCFT includes 89 bars, with a date of 2026-09-08, a close price of 23.53, an ADR20 of 0.877, an ATR14 of 0.936, an SMA20 of 24.41, an SMA50 of 24.46, a return over 20 sessions of -2.28 percent, a volume over 20 sessions of 175229.55, and a whole capacity of 2. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=MCFT&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'LOVE Sep8 completed-session technical and affordability panel'. Retrieved on September 9 at 08 UTC, the data for the symbol LOVE includes the following information: the mean of the high and low prices over 20 sessions, also known as the Average Daily Range or ADR, is 0.6550650000000001, the Average True Range or ATR over 14 sessions, which is a measure of volatility, is 0.6930357142857143, the Simple Moving Average or SMA over 20 sessions is 16.47025, and the SMA over 50 sessions is 16.936600000000002. The return over 20 sessions is -7.1098265895953805 percent. The whole capacity, which is the floor of 49.14 divided by the close price and ignores fees, is 3. The data also includes the close price of 16.07, the volume over 20 sessions of 163962.5, and the number of bars of 89, with the date being 2026-09-08T04:00:00Z. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'LOVE Final-session holdout targetADR2 slip0.002'. This is a report from an automated trading fund manager. The report is from September 9 and is based on a 15-minute mark-to-market vector, which is a way of valuing assets, with a 10 basis point fee per trade, meaning 0.1 percent of the trade value is paid as a fee. The report uses 16 training sessions and 10 holdout sessions, which are sets of data used to test the system. The system omitted the 3 earliest training sessions but kept the warning flags from those sessions. The report is based on the average performance of the issuer, which is the company issuing the assets, over a previously seen period, and is used for diagnostic purposes, not for independent validation. The results show a return of 0.2803567657078343 percent, a drawdown of 12.985803427389008 percent, a win rate of 20 percent, an average win of 12.245880459191616 percent, an average loss of 2.753812985732003 percent, and a mean return of 0.2461257032527209 percent. The 95 percent confidence interval is between -3.340832577364086 and 5.031224389415034 percent. The quarter Kelly criterion, which is a measure of the optimal bet size, is 0.005024663274986928. The reasons for the trades are: 2 stops, 1 target, and 7 time-based trades. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all

A news scan found the headline 'LOVE Final-session holdout targetADR2 slip0.001'. Measured on September 9, a frozen note number 1432 was used for a 15-minute mark-to-market vectorbt long-only strategy with a 10 basis point fee per side. All returns were independently reconciled. The strategy was trained on 16 sets of data and tested on 10 holdout sets from primary notice and release pairs. The three earliest training windows with missing data were omitted, but flags were retained. The selected issuer and previously seen period means were used for chronological diagnostic purposes, not for fresh independent validation. The results included a target ADR of 2, slippage of 0.001, 10 sets of data, a return percentage of 2.3061591250364, a drawdown percentage of 12.286896323116503, a win rate percentage of 30, an average win percentage of 8.323881359724876, an average loss percentage of 2.9290647978934232, a mean percentage of 0.4468190493920665, a 95 percent confidence interval percentage of -3.1256886538172233 to 5.171962495796518, and a quarter Kelly percentage of 0.013419792704939364. The reasons for the results included 2 stops, 1 target, and 7 time-related reasons. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all

A news scan found the headline 'LOVE Final-session holdout targetADR1.5 slip0.002'. Measured on September 9, a frozen note 1432 was recorded. A full 15-minute mark-to-market vectorbt longonly test was conducted with a 10 basis point fee per side, and all returns were independently reconciled. The test used 16 training sessions and 10 holdout sessions from primary notice and release pairs. The three earliest training windows with missing data were omitted, but flags were retained. The selected issuer and previously seen period means were used for chronological diagnostic purposes, not for fresh independent validation. The results included a target adr of 1.5, slippage of 0.002, and the following metrics: return percentage of -2.3413519079054312, drawdown percentage of 12.985803427389008, win rate percentage of 20, average win percentage of 10.702374313089402, average loss percentage of 2.753812985732003, and mean percentage of -0.06257552596772187. A 95 percent confidence interval was calculated as -3.31928278994167 to 4.05845454942973 percent. The quarter Kelly was 0. The reasons for the results included 2 stops, 2 targets, and 6 time-related events. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all

A news scan found the headline 'LOVE Final-session holdout targetADR1.5 slip0.001'. Measured on September 9, a frozen note 1432 was used for a 15-minute mark-to-market vectorbt long-only test with a 10 basis point fee per side. All returns were independently reconciled. The test used 16 training and 10 holdout periods from primary notice and release pairs. The three earliest training windows with missing data were omitted, but flags were retained. The selected issuer and previously seen period means were used for chronological diagnostic purposes, not for fresh independent validation. The results included a return percentage of -0.36851170176196435, a drawdown percentage of 12.286896323116503, and a win rate percentage of 30. The average win percentage was 7.29281718993607 and the average loss percentage was 2.9290647978934232. The mean percentage was 0.13749979845542493, with a 95 percent confidence interval of -3.0902695737676433 to 4.251440175675346. The quarter Kelly criterion was 0.004713535074112762. The reasons for the results included two stops, two targets, and six time-related events. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all

A news scan found the headline 'LOVE Final-session holdout targetADR0 slip0.002'. This is a report from an automated trading fund manager. Measured on September 9, the report is based on a 15-minute mark-to-market vectorbt longonly strategy with a 10 basis point fee per side. The returns were independently reconciled. The data was split into 16 training and 10 holdout periods from primary notice and release pairs. The three earliest training windows with missing data were omitted, but the flags were retained. The selected issuer and previously seen period means are used for chronological diagnostic purposes, not for fresh independent validation. The results include a target adr of 0, slippage of 0.002, and other metrics such as return percentage, drawdown percentage, win rate percentage, average win percentage, average loss percentage, mean percentage, and a 95% confidence interval percentage range. The quarter Kelly criterion is also reported as 0.02606171461187839. The reasons for the results include stop, target, and time, with values of 0, 0, and 10 respectively. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all

A news scan found the headline 'LOVE Final-session holdout targetADR0 slip0.001'. This is a raw script output showing the results of a trading simulation. The simulation was measured on September 9 and used a 15-minute mark-to-market vector, which is a way of valuing assets, with a 10 basis point fee per side, meaning 0.1% of the trade value. The returns were independently checked for accuracy. The simulation used 16 training sessions and 10 holdout sessions, which are sets of data used to test the model, from primary notice and release pairs. The three earliest training sessions were not used, but their flags, or markers, were kept. The issuer and previously seen period means were used for chronological diagnostic purposes, not for fresh independent validation. The results showed a return percentage of 14.87%, a drawdown percentage of 11.27%, and a win rate percentage of 30%. The average win percentage was 9.16% and the average loss percentage was 1.63%. The mean percentage was 1.61%. The quarter Kelly, a measure of the optimal bet size, was 0.044. The reasons for the results were: 0 stops, 0 targets, and 10 time-related events. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all

A news scan found the headline 'LOVE Final-session train targetADR2 slip0.002'. This is a raw script output showing results of a trading simulation. Measured on September 9, the simulation used a 15-minute mark-to-market vector, with a 10 basis point fee per side, and all returns were independently reconciled. The simulation used 16 training sessions and 10 holdout sessions from primary notice and release pairs. The three earliest training windows were omitted, but flags were retained. The selected issuer and previously seen period means were used for chronological diagnostic purposes, not for fresh independent validation. The results included a return percentage of 6.9655, a drawdown percentage of 22.4189, a win rate percentage of 56.25, an average win percentage of 4.1642, an average loss percentage of 4.1328, and a mean percentage of 0.5343. A confidence interval of 95 percent was calculated as between -1.8051 and 2.7710 percent. The quarter Kelly criterion was 0.0321. The reasons for the results included 2 stops, 1 target, and 13 time-related events. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all

A news scan found the headline 'LOVE Final-session train targetADR2 slip0.001'. Measured on September 9, a frozen note 1432 was used for a 15-minute mark-to-market vector, which is a way to value assets, with a 10 basis point fee per side, meaning 0.1 percent of the trade value was paid as a fee for each buy and sell; all returns were checked separately to ensure accuracy. The data was split into 16 for training and 10 for testing from primary notice and release pairs. The three earliest training windows that were missing were left out, but their flags, which are like labels, were kept. The selected issuer and previously seen period means were used for a chronological diagnostic, which looks at data in the order it happened, and not for a fresh independent validation. The results included a return percentage of 10.443719161271826 percent, a drawdown percentage of 21.482355151958 percent, a win rate percentage of 56.25 percent, an average win percentage of 4.37274555375812 percent, an average loss percentage of 3.940852985201261 percent, and a mean percentage of 0.7355461929633912 percent. A confidence interval, which is a range of values, of 95 percent was between -1.6421119844491836 percent and 3.031855044829371 percent. The quarter Kelly, a formula to determine the optimal bet size, was 0.042052880960065916. The reasons for the trades were: 2 stops, 1 target, and 13 time-related reasons. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all

A news scan found the headline 'LOVE Final-session train targetADR1.5 slip0.002'. Measured on September 9, a frozen note was made at 1432. The system used a 15-minute mark-to-market vectorbt longonly strategy with a 10 basis point fee per side. All returns were independently reconciled. The system was trained on 16 sessions and held out 10 sessions from primary notice and release pairs. The three earliest training windows with missing data were omitted, but flags were retained. The selected issuer and previously seen period means were used for chronological diagnostic purposes, not for fresh independent validation. The results included a target adr of 1.5, slippage of 0.002, 16 training sessions, a return percentage of 4.180234298168917, a drawdown percentage of 22.418938337385995, a win rate percentage of 56.25, an average win percentage of 3.84844031711959, an average loss percentage of 4.132779736333236, and a mean percentage of 0.3566565437339783. A 95 percent confidence interval was calculated as -1.8654992683978422 to 2.4556569091744693 percent. The quarter Kelly criterion was 0.023168901837155295. The reasons for the results were: 2 stops, 1 target, and 13 time-related events. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all

A news scan found the headline 'LOVE Final-session train targetADR1.5 slip0.001'. This is a report from an automated trading fund manager. Measured on September 9, the report is based on a 15-minute mark-to-market vector, which is a way to value assets, and a 10 basis point fee per trade, where a basis point is a unit of measurement for interest rates and fees. The report used 16 training sessions and 10 holdout sessions from primary notice and release pairs. The three earliest training windows were omitted, but flags were retained. The report selected issuer and previously seen period means for chronological diagnostic, which is a method to analyze data over time, but this is not a fresh independent validation. The results include a target adr of 1.5, slippage of 0.001, 16 training sessions, a return percentage of 7.5679, a drawdown percentage of 21.4824, a win rate percentage of 56.25, an average win percentage of 4.0563, an average loss percentage of 3.9409, a mean percentage of 0.5576, a 95 percent confidence interval percentage of -1.6636 to 2.6508, and a quarter Kelly of 0.0344. The reasons for the results include 2 stops, 1 target, and 13 time-related reasons. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all

A news scan found the headline 'LOVE Final-session train targetADR0 slip0.002'. Measured on September 9, a frozen note 1432 was used for a 15-minute mark-to-market vectorbt longonly test with a 10 basis point fee per side. All returns were independently reconciled. The test used 16 training sessions and 10 holdout sessions from primary notice and release pairs. The three earliest training windows with missing data were omitted, but flags were retained. The selected issuer and previously seen period means were used for chronological diagnostic purposes, not for fresh independent validation. The results included a return percentage of 5.336989552169236, a drawdown percentage of 20.76687143656383, a win rate percentage of 56.25, an average win percentage of 3.8966491515970056, an average loss percentage of 4.0423514485426395, a mean percentage of 0.423336389035911, and a 95 percent confidence interval percentage of -1.7669576422156403 to 2.5410179238070936. The quarter Kelly criterion was 0.027160283911011746. The reasons for the results included 0 stops, 0 targets, and 16 time-related events. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all

A news scan found the headline 'LOVE Final-session train targetADR0 slip0.001'. This is a report from a trading fund manager. Measured on September 9, the report is based on a 15-minute mark-to-market vector, which is a way to value assets, and it used a long-only strategy, meaning it only bought assets, with a 10 basis point fee for each buy and sell, which is a cost of 0.1 percent of the trade value. The report used 16 training sessions and 10 holdout sessions from primary notice and release pairs. The three earliest training windows were omitted, but the flags, or markers, were kept. The report selected the issuer and previously seen period means for chronological diagnostic, which is a way to analyze data in the order it happened, not for fresh independent validation, which would be a new and separate check. The results included a return percentage of 8.762293789696574 percent, a drawdown percentage of 19.810343975466495 percent, a win rate percentage of 56.25 percent, an average win percentage of 4.104650867619672 percent, an average loss percentage of 3.850243659435034 percent, a mean percentage of 0.6243845120332374 percent, a 95 percent confidence interval percentage of -1.5994939439987501 to 2.7289158422846262 percent, and a quarter Kelly percentage of 0.0380290877452462 percent. The reasons for the trades were stop, target, and time, with 0 stops, 0 targets, and 16 time-based trades. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all

A news scan found the headline about IRD QIR90908. On September 2, an issuer notice scheduled September 9 at 8:00 ET for OPGx BEST1 cohort 1 phase 1/2 topline results, with the full clinical data set to be presented at future conferences. The original announcement was retrieved on September 9 at approximately 08:00 UTC. This is an open-label, single-eye subretinal gene therapy trial. The call time is not the first news or FDA approval. A job, number 84, had actual coverage at 08:00 UTC with the same 3 listing links, but only partial coverage. https://ir.opusgtx.com/press-releases/detail/542/opus-genetics-to-present-opgx-best1-cohort-1-clinical-data-in-investor-webcast-and-at-upcoming-leading-ophthalmology-conferences

On September 4, the issuer announced that on September 9 at 8:00 ET, it will release the initial results of the SURF302 Phase 2 trial for oral dabogratinib for IR-NMIBC via a webcast, with slides available on the investor website. The original information was retrieved on September 9 at approximately 08 UTC, which is not the actual time of the first news or FDA decision. Job 84 actual output at 08 UTC showed the same 3 listing links with partial coverage. https://tyrabio.investorroom.com/2026-09-04-Tyra-Biosciences-to-Host-Conference-Call-on-Initial-Results-of-Oral-Dabogratinib-from-the-SURF302-Phase-2-Study-for-IR-NMIBC-on-September-9,-2026

A news scan found the issuer report filed with CNMV on September 9, which was retrieved at 08 UTC. The report covers the period from February 1 to July 31. The company, Inditex, reported sales of 19,755 million euros in 2026 and 18,357 million euros in 2025. Earnings before interest and taxes, or EBIT, were 3,843 million euros in 2026 and 3,572 million euros in 2025. Net earnings were 2,980 million euros in 2026 and 2,791 million euros in 2025. Inventory was 3,789 million euros in 2026 and 3,466 million euros in 2025. The company's reported cash flow from operations, or CFO, was 4,554 million euros in 2026 and 3,347 million euros in 2025. Fixed leases were 949 million euros in 2026 and 913 million euros in 2025. After lease CFO was 3,605 million euros in 2026 and 2,434 million euros in 2025. Capital expenditures, or capex, were 1,307 million euros in 2026 and 1,269 million euros in 2025. Free cash flow, or FCF, was 2,299 million euros in 2026 and 1,165 million euros in 2025. Working capital outflow was 470 million euros in 2026 and 1,253 million euros in 2025. Gross margin, or GM, was 58.7 percent in 2026 versus 58.3 percent in 2025. Constant currency sales from August 1 to September 7 were up 9 percent. Calculated sales were up 7.6156 percent, inventory was up 9.3191 percent, and FCF was up 97.3391 percent. About 69.0476 percent of the FCF improvement is attributable to reduced working capital drain. The cash bridge rounds to 1 million euros. This report is from a single issuer and may have promotional bias, and the first public minute is unverified. https://www.cnmv.es/webservices/verdocumento/ver?t=%7Bfd6314ae-a7a5-44fe-9edb-5cafcb617c95%7D

The issuer of the EEM fund reported information on September 9, 2008, at 08:00 UTC. On September 8, the fund's net asset value was 68.78 and its closing price was 68.83. The fund has assets of 31.970734399 billion US dollars and 464.85 million shares. The daily trading volume is 18,051,058 shares. Over the last 30 days, the difference between the prices at which investors buy and sell, known as the bid-ask spread, was 0.01 percent. As of September 4, the fund held 1186 different investments, with a price-to-earnings ratio of 19.57 and a price-to-book ratio, which compares the market value of a company to its book value, of 2.70. The fund's investments are divided among different regions, with 41.88 percent in information technology, 27.80 percent in Taiwan, 20.50 percent in Korea, and 20.32 percent in China. The annual expense, which is the cost of running the fund, is 0.72 percent. This information is a summary from a specific date and does not reflect current market prices. The price provider confirmed the closing price of 68.83. The fund is designed to track its benchmark over the long term, not to try to beat it in the short term. https://www.ishares.com/us/products/239637/ishares-msci-emerging-markets-etf

A closed trade for BTC had an entry price of 81614.8 and an exit price of 81548.7, resulting in a raw price change of -0.809902%. The notional value was 137.2644226836 and the trade was opened on September 3 at 19:42:24.677 and closed at 20:30:20.345 due to operator liquidation. There are currently no open or queued trades. The available crypto cash is 235.86 and the equity is 850.99. Since there was only one forced exit, it is not possible to estimate the win rate, average win or loss, or the effectiveness of the order type and stop or target. There are no current holdings to assess progress or horizon. As a result, a positive Kelly criterion, which is a measure of the potential return of a trade, cannot be justified. query_trades fund=crypto trade10 ; user account ledger Sep9 08UTC

A news scan found the data line for Sep 9 08UTC retrieval. The extension data is as follows: the columns are threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly, which is a measure of investment size. The rows of data are: for a threshold of 0.3 and a green rule with 0 cost, the return percentage is -6.0995, the drawdown percentage is 7.6318, the sample size is 45, the win probability is 0.4222, the average win percentage is 0.4093, the average loss percentage is 0.5378, the mean percentage is -0.1379, and the quarter Kelly is 0. For a threshold of 0.3 and a green rule with 6 cost, the return percentage is -11.0356, the drawdown percentage is 11.9201, the sample size is 45, the win probability is 0.3333, the average win percentage is 0.3791, the average loss percentage is 0.5761, the mean percentage is -0.2577, and the quarter Kelly is 0. For a threshold of 0.3 and a green rule with 16 cost, the return percentage is -18.6927, the drawdown percentage is 18.8545, the sample size is 45, the win probability is 0.2222, the average win percentage is 0.3026, the average loss percentage is 0.6740, the mean percentage is -0.4570, and the quarter Kelly is 0. For a buy and hold rule with 6 cost, the return percentage is 12.1679, the drawdown percentage is 9.0837, the sample size is 1, the win probability is 1, the average win percentage is 12.1692, the average loss percentage is 0, the mean percentage is 12.1692, and the quarter Kelly is 0.25. For a buy and hold rule with 16 cost, the return percentage is 11.9438, the drawdown percentage is 9.0837, the sample size is 1, the win probability is 1, the average win percentage is 11.9450, the average loss percentage is 0, the mean percentage is 11.9450, and the quarter Kelly is 0.25. Costs are per side of the trade. The trade profit and loss is calculated by dividing by the entry value, and for costs greater than 0, the win, loss, and mean are divided by 1.0001 for the cash denominator. The drawdown is calculated using synthetic open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

On September 9 at 08 UTC, a retrieval was made. An extension was found with the following data: the columns included threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly. The rows of data were as follows: for a threshold of 0.3 and an open rule with a cost of 0 basis points, the return percentage was -1.8708196382185065, the drawdown percentage was 3.983555062954791, the sample size was 45, the win probability was 0.4222222222222222, the average win percentage was 0.5817768018107353, the average loss percentage was 0.4935484430533905, the mean percentage was -0.039522228555204014, and the quarter Kelly was 0. For the same threshold and open rule with a cost of 6 basis points, the return percentage was -7.029264291971435, the drawdown percentage was 8.42070816774605, the sample size was 45, the win probability was 0.3333333333333333, the average win percentage was 0.5973946984332088, the average loss percentage was 0.5378255609020179, the mean percentage was -0.15941880779027562, and the quarter Kelly was 0. For the same threshold and open rule with a cost of 16 basis points, the return percentage was -15.03115360329823, the drawdown percentage was 15.63057393250321, the sample size was 45, the win probability was 0.2222222222222222, the average win percentage was 0.6292911814648651, the average loss percentage was 0.6412668464067849, the mean percentage was -0.35892061799086267, and the quarter Kelly was 0. For a managed rule with a cost of 0 basis points, the return percentage was -2.849442447062097, the drawdown percentage was 5.067541917259522, the sample size was 45, the win probability was 0.4222222222222222, the average win percentage was 0.590040994383938, the average loss percentage was 0.5378015632203427, the mean percentage was -0.06160137223186855, and the quarter Kelly was 0. For a managed rule with a cost of 6 basis points, the return percentage was -7.956442957720082, the drawdown percentage was 9.474959752934476, the sample size was 45, the win probability was 0.3333333333333333, the average win percentage was 0.6078511671952596, the average loss percentage was 0.576136100072273, the mean percentage was -0.18147367764976216, and the quarter Kelly was 0. For a managed rule with a cost of 16 basis points, the return percentage was -15.878531017624562, the drawdown percentage was 16.601826269068788, the sample size was 45, the win probability was 0.2222222222222222, the average win percentage was 0.6449445465162469, the average loss percentage was 0.6740388417602942, the mean percentage was -0.38093142214328507, and the quarter Kelly was 0. The costs are per side. The trade profit and loss is calculated by dividing the trade value by the entry value, and for costs greater than 0, the win, loss, and mean percentages are divided by 1.0001 for the cash denominator. The drawdown is synthetic and based on open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

On September 9, at 08 UTC, a retrieval was made. An extension was found with the following data: the columns included threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly. The rows of data were as follows: for a threshold of 0.2 and a managed rule with a cost of 0 basis points, the return percentage was -2.8127822630146513, the drawdown percentage was 4.539460205776324, the sample size was 27, the win probability was 0.4444444444444444, the average win percentage was 0.4387832974922793, the average loss percentage was 0.5373393390380443, the mean percentage was -0.10350705613567822, and the quarter Kelly was 0. For the same threshold and rule with a cost of 6 basis points, the return percentage was -5.9111831960747505, the drawdown percentage was 6.7143934511167735, the sample size was 27, the win probability was 0.3333333333333333, the average win percentage was 0.4417790325045511, the average loss percentage was 0.555889451900461, the mean percentage was -0.22333329043212366, and the quarter Kelly was 0. For the same threshold and rule with a cost of 16 basis points, the return percentage was -10.857239312054503, the drawdown percentage was 11.263990974846694, the sample size was 27, the win probability was 0.18518518518518517, the average win percentage was 0.4973977525708313, the average loss percentage was 0.6318222065102466, the mean percentage was -0.42270739927301, and the quarter Kelly was 0. For a threshold of 0.2 and a green rule with a cost of 0 basis points, the return percentage was -4.404783637420382, the drawdown percentage was 5.47732811349616, the sample size was 27, the win probability was 0.4444444444444444, the average win percentage was 0.3001383832120574, the average loss percentage was 0.5373393390380452, the mean percentage was -0.16512701803799965, and the quarter Kelly was 0. For the same threshold and rule with a cost of 6 basis points, the return percentage was -7.452430380178965, the drawdown percentage was 7.630893366400815, the sample size was 27, the win probability was 0.3333333333333333, the average win percentage was 0.2571223818113699, the average loss percentage was 0.5558894519004596, the mean percentage was -0.28488550732984974, and the quarter Kelly was 0. For the same threshold and rule with a cost of 16 basis points, the return percentage was -12.317466292906955, the drawdown percentage was 12.317466292906953, the sample size was 27, the win probability was 0.18518518518518517, the average win percentage was 0.16567988166333622, the average loss percentage was 0.6318222065102489, the mean percentage was -0.4841366346262517, and the quarter Kelly was 0. Costs are per side. The trade profit and loss is calculated by dividing the trade value by the entry value, using vbt trade P&L and entry value. To account for costs greater than 0, divide the win, loss, and mean by 1.0001 for the cash denominator. Drawdown is calculated using synthetic open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all