Notes

Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":13,"mean_pct":0.5335748625076164,"win_rate_pct":38.46153846153847,"avg_win_pct":5.933289715032233,"avg_loss_pct":2.841246920320269,"ci95_pct":[-2.1061289006931188,3.6627469054376443],"quarterKelly":0.02248225217941839,"split":"train","gate":"momentum","flag":false}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":25,"mean_pct":-0.0367205289402639,"win_rate_pct":48,"avg_win_pct":3.6986330852966356,"avg_loss_pct":3.4847392497743255,"ci95_pct":[-1.7670724091158612,1.663780003831214],"quarterKelly":0,"split":"train","gate":"trend","flag":true}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":11,"mean_pct":0.8767667470330642,"win_rate_pct":36.36363636363637,"avg_win_pct":7.24424216023512,"avg_loss_pct":2.7617906319395393,"ci95_pct":[-2.2331945672742735,4.492937747976866],"quarterKelly":0.03025736604464254,"split":"train","gate":"trend","flag":false}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":20,"mean_pct":-2.4901409775983185,"win_rate_pct":25,"avg_win_pct":2.125686890835903,"avg_loss_pct":4.028750267076393,"ci95_pct":[-4.543175890678291,-0.6611540304301752],"quarterKelly":0,"split":"holdout","symbol":"POOL","slippage":0.003,"return_pct":-15.373154960236201,"drawdown_pct":16.938369729343826}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":6,"mean_pct":-4.5957511163217335,"win_rate_pct":16.666666666666664,"avg_win_pct":0.34993102493099393,"avg_loss_pct":5.584887544572279,"ci95_pct":[-8.223529604021431,-1.4626274186019215],"quarterKelly":0,"split":"holdout","symbol":"CBRL","slippage":0.003,"return_pct":-25.046306499542613,"drawdown_pct":27.398433909460064}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":7,"mean_pct":-3.241732693564673,"win_rate_pct":14.285714285714285,"avg_win_pct":4.675750168502879,"avg_loss_pct":4.561313170575931,"ci95_pct":[-7.302606461600682,0.4368704597632912],"quarterKelly":0,"split":"holdout","symbol":"EAT","slippage":0.003,"return_pct":-21.437359592742766,"drawdown_pct":24.549350709270456}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":7,"mean_pct":0.06625942870239131,"win_rate_pct":42.857142857142854,"avg_win_pct":1.867584420248547,"avg_loss_pct":1.2847343149572255,"ci95_pct":[-1.1530233436869097,1.330667910699804],"quarterKelly":0.008869669823757309,"split":"holdout","symbol":"TXRH","slippage":0.003,"return_pct":0.36420121157676455,"drawdown_pct":6.515264597939874}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":20,"mean_pct":-2.099318724535826,"win_rate_pct":30,"avg_win_pct":2.1133828426220136,"avg_loss_pct":3.904762253317757,"ci95_pct":[-4.141386145550506,-0.28464991051639127],"quarterKelly":0,"split":"holdout","symbol":"POOL","slippage":0.001,"return_pct":-13.072678466139498,"drawdown_pct":15.139313620991569}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":6,"mean_pct":-4.213368207821296,"win_rate_pct":16.666666666666664,"avg_win_pct":0.7521363663295366,"avg_loss_pct":5.2064691226514626,"ci95_pct":[-7.851833425619937,-1.0715403702908057],"quarterKelly":0,"split":"holdout","symbol":"CBRL","slippage":0.001,"return_pct":-23.225649472763678,"drawdown_pct":25.78379011269729}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":7,"mean_pct":-2.853922841204651,"win_rate_pct":14.285714285714285,"avg_win_pct":5.095293514498911,"avg_loss_pct":4.178792233821912,"ci95_pct":[-7.002105747579204,0.7948186668668811],"quarterKelly":0,"split":"holdout","symbol":"EAT","slippage":0.001,"return_pct":-19.20650984542679,"drawdown_pct":23.127435607155057}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":7,"mean_pct":0.46732780637768834,"win_rate_pct":57.14285714285714,"avg_win_pct":1.7082167937259085,"avg_loss_pct":1.1871908434199385,"ci95_pct":[-0.7568418856011084,1.7303476287174941],"quarterKelly":0.06839410080941302,"split":"holdout","symbol":"TXRH","slippage":0.001,"return_pct":3.214123919771983,"drawdown_pct":5.764383942993245}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":36,"mean_pct":-0.15776987875749843,"win_rate_pct":41.66666666666667,"avg_win_pct":4.447781076443462,"avg_loss_pct":3.44744913247247,"ci95_pct":[-1.710629810539074,1.4409465054457666],"quarterKelly":0,"split":"train","symbol":"POOL","slippage":0.003,"return_pct":-1.8235526995639573,"drawdown_pct":13.160227536903779}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":12,"mean_pct":-1.0673503119942316,"win_rate_pct":33.33333333333333,"avg_win_pct":5.834815004447169,"avg_loss_pct":4.518432970214932,"ci95_pct":[-4.108944420155498,2.379197879828552],"quarterKelly":0,"split":"train","symbol":"CBRL","slippage":0.003,"return_pct":-13.837822489261175,"drawdown_pct":32.364989706635996}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":12,"mean_pct":1.8372068702100324,"win_rate_pct":66.66666666666666,"avg_win_pct":4.846212975555056,"avg_loss_pct":4.180805340480015,"ci95_pct":[-1.0797073448856707,4.618942686027505],"quarterKelly":0.09477538850836457,"split":"train","symbol":"EAT","slippage":0.003,"return_pct":22.548752416197004,"drawdown_pct":10.727163461538458}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":12,"mean_pct":-1.2431661944882961,"win_rate_pct":25,"avg_win_pct":1.5359174414742696,"avg_loss_pct":2.169527406475818,"ci95_pct":[-2.4285212948287853,-0.014422970894425506],"quarterKelly":0,"split":"train","symbol":"TXRH","slippage":0.003,"return_pct":-14.1815880256277,"drawdown_pct":14.727906049719241}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":36,"mean_pct":0.24240058316269747,"win_rate_pct":44.44444444444444,"avg_win_pct":4.585035354031257,"avg_loss_pct":3.23170723353215,"ci95_pct":[-1.3093630427484408,1.8474011182634162],"quarterKelly":0.013216941879716018,"split":"train","symbol":"POOL","slippage":0.001,"return_pct":3.0038689765490734,"drawdown_pct":9.96419202369424}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":12,"mean_pct":-0.6708254739916865,"win_rate_pct":33.33333333333333,"avg_win_pct":6.2590039148525065,"avg_loss_pct":4.135740168413784,"ci95_pct":[-3.8062104646307464,2.7953941256903616],"quarterKelly":0,"split":"train","symbol":"CBRL","slippage":0.001,"return_pct":-9.601152953811598,"drawdown_pct":29.604740372141613}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":12,"mean_pct":2.2453732549595236,"win_rate_pct":66.66666666666666,"avg_win_pct":5.266439541268395,"avg_loss_pct":3.7967593176582186,"ci95_pct":[-0.7001050162157513,4.996190472732897],"quarterKelly":0.1065887701436869,"split":"train","symbol":"EAT","slippage":0.001,"return_pct":28.57458162535749,"drawdown_pct":10.727163461538458}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Computed2026Sep9 from56primary datedevents train2022–24N36 holdout2025–Sep8 2026N20, preregistration1386. {"N":12,"mean_pct":-0.8473460314797445,"win_rate_pct":33.33333333333333,"avg_win_pct":1.5482584187357318,"avg_loss_pct":2.0451482565874826,"ci95_pct":[-2.066485672928843,0.37919552196426304],"quarterKelly":0,"split":"train","symbol":"TXRH","slippage":0.001,"return_pct":-9.961821741898657,"drawdown_pct":11.463239693602512}. Assumedfees10bps/slippage10bps eachside unless30bps stress. Vectorbt longonly three independentlycompounded equal initialcash sleeves, idlecash included; eventreturns reconcile closedform. MonteCarlo empiricalIID scenarios not forecasts; groups diagnostic not selected. All measurement units explicit in keys. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Required CLI: node /app/agent/dist/backtest.js --symbols WCC,HUBB --strategy breakout --lookback 20 --days 730 --stop-pct 3 --target-pct 4.5 . {"symbol":"HUBB","bars":501,"returnPct":-10.145466768734279,"buyAndHoldPct":22.815309665579676,"maxDrawdownPct":19.79928237068317,"winRate":34.21052631578947,"avgTradePct":-0.259323123205802,"sample":38}. Source https://runway.adityaperswal.workers.dev/data/stock-bars . CLI sameclose/IEX differing exits and no explicitly modeledcosts; not validation of nextopen5sessionSIP costedholdout. Recorddiagnostic separately; qualification remains rejected. https://runway.adityaperswal.workers.dev/data/stock-bars

Required CLI: node /app/agent/dist/backtest.js --symbols WCC,HUBB --strategy breakout --lookback 20 --days 730 --stop-pct 3 --target-pct 4.5 . {"symbol":"WCC","bars":501,"returnPct":-17.518801021683185,"buyAndHoldPct":135.55177824267784,"maxDrawdownPct":21.152091605518407,"winRate":31.818181818181817,"avgTradePct":-0.4154947736679606,"sample":44}. Source https://runway.adityaperswal.workers.dev/data/stock-bars . CLI sameclose/IEX differing exits and no explicitly modeledcosts; not validation of nextopen5sessionSIP costedholdout. Recorddiagnostic separately; qualification remains rejected. https://runway.adityaperswal.workers.dev/data/stock-bars

{"quality":{"symbol":"SOL","tf":"1Hour","rows":17705,"expected":17712,"missing":7,"duplicates":0,"first":"2024-09-01 00:00:00+00:00","last":"2026-09-08 23:00:00+00:00"},"indicators":{"symbol":"SOL","tf":"1Hour","close":103.36,"rsi":48.782794630372535,"ma":79.21537454256917,"atr":1.0108180461696434,"signal":false,"oos_trend_fraction":0.1591965471447543,"oos_oversold_n":469,"oos_joint_n":29}} https://runway.adityaperswal.workers.dev/data/crypto-bars

{"quality":{"symbol":"SOL","tf":"1Day","rows":738,"expected":738,"missing":0,"duplicates":0,"first":"2024-09-01 00:00:00+00:00","last":"2026-09-08 00:00:00+00:00"},"indicators":{"symbol":"SOL","tf":"1Day","close":103.36,"rsi":36.247688683999236,"ma":79.36240555855,"atr":5.621799998928571,"signal":false,"oos_trend_fraction":0.1553784860557769,"oos_oversold_n":36,"oos_joint_n":1}} https://runway.adityaperswal.workers.dev/data/crypto-bars

{"quality":{"symbol":"ETH","tf":"1Hour","rows":17710,"expected":17712,"missing":2,"duplicates":0,"first":"2024-09-01 00:00:00+00:00","last":"2026-09-08 23:00:00+00:00"},"indicators":{"symbol":"ETH","tf":"1Hour","close":2484.527,"rsi":50.321450037776216,"ma":1925.2415936981963,"atr":15.554786948959832,"signal":false,"oos_trend_fraction":0.24684594953519257,"oos_oversold_n":440,"oos_joint_n":24}} https://runway.adityaperswal.workers.dev/data/crypto-bars

{"quality":{"symbol":"ETH","tf":"1Day","rows":738,"expected":738,"missing":0,"duplicates":0,"first":"2024-09-01 00:00:00+00:00","last":"2026-09-08 00:00:00+00:00"},"indicators":{"symbol":"ETH","tf":"1Day","close":2484.527,"rsi":40.99200932651989,"ma":1929.8675250000001,"atr":88.76049369021429,"signal":false,"oos_trend_fraction":0.250996015936255,"oos_oversold_n":30,"oos_joint_n":1}} https://runway.adityaperswal.workers.dev/data/crypto-bars