Notes

ComputedSep9 06UTC, original2022–Sep8 2026 SIPadjustedOHLC; holdout2026 N9. {"ci_pct":[-0.15619409475090745,2.4420381181021766],"nonpositive_bootstrap_mean_pct":4.415}. MC20000 paths20trades, seed2026090906 baseline/2026090907 nestedbootstrap, 5/10/25% exposures hypothetical; historicaltouches are dailyOHLC bounds, NOT15minvenuefillodds. Regression daily2026 N171 descriptive, not causal or tradedalpha. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all

Retrieved Sep9 2026; issuer SEC primary statement of actual release on 2022-12-02. Historical actual-date calendar; advance notice not fully verified. SEC reportDate=2022-12-02 filingDate=2022-12-02. All returns decimal unless stated: {"symbol":"CBRL","date":"2022-12-02","url":"https://www.sec.gov/Archives/edgar/data/1067294/000110465922123902/tm2231723d1_8k.htm","evidence":"On December 2, 2022, Cracker Barrel Old Country Store, Inc. (the “Company”) issued a press release (the “Press Release”) announcing the Company’s fiscal 2023 first quarter results of operations and projected outlook of certain items for fiscal year 2023. A copy of the Press Release is furnished herewith as Exhibit 99","preannounced":false,"entry_date":"2022-11-25","exit_date":"2022-12-01","entry":100.46,"exit":98.13,"split":"train","trend":true,"momentum":true,"market_trend":true,"prior_mom20":0.08481901674770409,"prior_vol":0.3577785794742948,"adr":3.0110000000000015,"atr":3.0066319310389673,"spy_return":0.013805726238724114,"mae":-0.040513637268564495,"mfe":0.012144136969938435,"net_0.001":-0.027092734779930794,"net_0.003":-0.03097660774649713,"exit_1.5":{"reason":"stop","ambiguous":false,"net":-0.033844491099250695},"exit_2.0":{"reason":"stop","ambiguous":false,"net":-0.033844491099250695}}. Prices https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CBRL&timeframe=1Day&feed=sip&adjustment=all . Fees10bps/slip10bps eachside; stress30bps slippage. Daily ADR exit diagnostics assume continuous touch and gap-open fill; not venue15min fills. https://www.sec.gov/Archives/edgar/data/1067294/000110465922123902/tm2231723d1_8k.htm

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Hour","period":"oos","threshold":45,"trend_filter":false,"slip_bp":5,"return_pct":-45.173015333345404,"drawdown_pct":50.29659522179628,"n":50,"win_pct":57.99999999999999,"avg_win_pct":1.267411518766508,"avg_loss_pct":4.379816864001093,"expectancy_pct":-1.1044244019958853,"ci_low_pct":-2.3203487533265426,"ci_high_pct":-0.032770970380893584,"quarter_kelly":0,"held_missing":0},{"symbol":"SOL","tf":"1Hour","period":"oos","threshold":45,"trend_filter":false,"slip_bp":15,"return_pct":-50.390498129897864,"drawdown_pct":53.610443307805944,"n":50,"win_pct":52,"avg_win_pct":1.2038189980522604,"avg_loss_pct":4.016674972226401,"expectancy_pct":-1.3020181076814967,"ci_low_pct":-2.4739367282464757,"ci_high_pct":-0.25262539556041486,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

Retrieved Sep9 2026; issuer SEC primary statement of actual release on 2022-11-02. Historical actual-date calendar; advance notice not fully verified. SEC reportDate=2022-11-02 filingDate=2022-11-02. All returns decimal unless stated: {"symbol":"EAT","date":"2022-11-02","url":"https://www.sec.gov/Archives/edgar/data/703351/000070335122000046/eat-20221102.htm","evidence":"On November 2, 2022, Brinker International, Inc. (the “Company”) issued a Press Release announcing its first quarter of fiscal 2023 results. A copy of the Press Release is attached hereto as Exhibit 99.1. SECTION 9 – FINANCIAL STATEMENTS AND EXHIBITS Item 9.01. Financial Statements and Exhibits. (d) Exhibi","preannounced":false,"entry_date":"2022-10-26","exit_date":"2022-11-01","entry":31.14,"exit":32.47,"split":"train","trend":true,"momentum":true,"market_trend":false,"prior_mom20":0.19768339768339782,"prior_vol":0.5609332357415814,"adr":1.5029299999999999,"atr":1.6005495420530287,"spy_return":0.007598909721648672,"mae":-0.0019267822736031004,"mfe":0.10147719974309566,"net_0.001":0.03854782822347036,"net_0.003":0.034401916296694424,"exit_1.5":{"reason":"target","ambiguous":false,"net":0.06811445648557846},"exit_2.0":{"reason":"target","ambiguous":false,"net":0.09214994597544401}}. Prices https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EAT&timeframe=1Day&feed=sip&adjustment=all . Fees10bps/slip10bps eachside; stress30bps slippage. Daily ADR exit diagnostics assume continuous touch and gap-open fill; not venue15min fills. https://www.sec.gov/Archives/edgar/data/703351/000070335122000046/eat-20221102.htm

ComputedSep9 06UTC, original2022–Sep8 2026 SIPadjustedOHLC; holdout2026 N9. {"counts":{"target_first":4,"stop_first":4,"ambiguous":0,"neither":1},"MFE_pct":[4.685855322855814,8.294709376180176,1.4101094983447693,6.8012752391073406,3.736817251692126,4.692340486002555,2.3009916178162504,0.6035357581584355,12.981881614823077]}. MC20000 paths20trades, seed2026090906 baseline/2026090907 nestedbootstrap, 5/10/25% exposures hypothetical; historicaltouches are dailyOHLC bounds, NOT15minvenuefillodds. Regression daily2026 N171 descriptive, not causal or tradedalpha. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Hour","period":"oos","threshold":45,"trend_filter":true,"slip_bp":5,"return_pct":-5.096593367289486,"drawdown_pct":9.5786819415418,"n":4,"win_pct":75,"avg_win_pct":0.6443650551301656,"avg_loss_pct":6.903621126950023,"expectancy_pct":-1.2426314903898814,"ci_low_pct":-5.08005475856802,"ci_high_pct":1.0893025741920197,"quarter_kelly":0,"held_missing":0},{"symbol":"SOL","tf":"1Hour","period":"oos","threshold":45,"trend_filter":true,"slip_bp":15,"return_pct":-5.852792609535584,"drawdown_pct":9.93964519702365,"n":4,"win_pct":50,"avg_win_pct":0.6974154640736173,"avg_loss_pct":3.577313579733292,"expectancy_pct":-1.4399490578298377,"ci_low_pct":-5.269705140906335,"ci_high_pct":0.887325794340901,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep9 06UTC, original2022–Sep8 2026 SIPadjustedOHLC; holdout2026 N9. {"iid_mc":{"0.05":{"loss_probability_pct":32.23,"median_return_pct":0.4263468601591325,"p95_drawdown_pct":1.529674853858261},"0.1":{"loss_probability_pct":32.745000000000005,"median_return_pct":0.8355712749116062,"p95_drawdown_pct":3.0514255549864746},"0.25":{"loss_probability_pct":33.23,"median_return_pct":1.9973364057668808,"p95_drawdown_pct":7.373785088017075}},"hierarchical":{"loss_probability_pct":39.505,"p95_drawdown_pct":4.710430496330695},"raw_quarter_kelly":0.032114460898347005,"hypothetical":{"stop_1ADR":349.29744500000004,"target_1p5ADR":376.4788325,"quarter_kelly_raw_usd":27.32908507988432,"approved_usd":0}}. MC20000 paths20trades, seed2026090906 baseline/2026090907 nestedbootstrap, 5/10/25% exposures hypothetical; historicaltouches are dailyOHLC bounds, NOT15minvenuefillodds. Regression daily2026 N171 descriptive, not causal or tradedalpha. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all

ComputedSep9 06UTC, original2022–Sep8 2026 SIPadjustedOHLC; holdout2026 N9. {"regimes":{"above_SPY200":{"sample":9,"mean_pct":0.4226539445956733}},"OLS":{"sample":171,"daily_alpha_pct":0.1179413135865879,"market_beta":2.0673477285826802,"r_squared":0.3398358653773208},"correlations":{"WCC":1,"HUBB":0.5153584779443469,"SPY":0.5829544282165809}}. MC20000 paths20trades, seed2026090906 baseline/2026090907 nestedbootstrap, 5/10/25% exposures hypothetical; historicaltouches are dailyOHLC bounds, NOT15minvenuefillodds. Regression daily2026 N171 descriptive, not causal or tradedalpha. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all

Retrieved Sep9 2026; issuer SEC primary statement of actual release on 2022-10-27. Historical actual-date calendar; advance notice not fully verified. SEC reportDate=2022-10-27 filingDate=2022-10-27. All returns decimal unless stated: {"symbol":"TXRH","date":"2022-10-27","url":"https://www.sec.gov/Archives/edgar/data/1289460/000110465922112001/tm2229016d1_8k.htm","evidence":"On October 27, 2022, Texas Roadhouse, Inc. (the \"Company\") issued a press release announcing its financial results for the quarter ended September 27, 2022. Attached to this Current Report on Form 8-K as Exhibit 99.1 is a copy of the press release. ITEM 9.01. FINANCIAL STATEMENTS AND EXHIBITS (d) EXH","preannounced":false,"entry_date":"2022-10-20","exit_date":"2022-10-26","entry":89.04,"exit":90.91,"split":"train","trend":true,"momentum":true,"market_trend":false,"prior_mom20":0.07212055974165765,"prior_vol":0.3767101964521218,"adr":2.7,"atr":2.74976018717894,"spy_return":0.037998172890259196,"mae":-0.024707996406109656,"mfe":0.0535714285714286,"net_0.001":0.016925945536082176,"net_0.003":0.012866348768682423,"exit_1.5":{"reason":"target","ambiguous":false,"net":0.04131158585363415},"exit_2.0":{"reason":"time","ambiguous":false,"net":0.016925945536082176}}. Prices https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TXRH&timeframe=1Day&feed=sip&adjustment=all . Fees10bps/slip10bps eachside; stress30bps slippage. Daily ADR exit diagnostics assume continuous touch and gap-open fill; not venue15min fills. https://www.sec.gov/Archives/edgar/data/1289460/000110465922112001/tm2229016d1_8k.htm

ComputedSep9 06UTC, original2022–Sep8 2026 SIPadjustedOHLC; holdout2026 N9. {"close":360.17,"date":"2026-09-08 04:00:00+00:00","SMA50":341.4328,"prior20":372.96,"ADR20":10.872555000000006,"RV20_pct":42.94572982683698,"signal":false,"bars":1174,"invalid":0,"duplicates":0}. MC20000 paths20trades, seed2026090906 baseline/2026090907 nestedbootstrap, 5/10/25% exposures hypothetical; historicaltouches are dailyOHLC bounds, NOT15minvenuefillodds. Regression daily2026 N171 descriptive, not causal or tradedalpha. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Hour","period":"oos","threshold":40,"trend_filter":false,"slip_bp":5,"return_pct":-11.107275625464126,"drawdown_pct":39.73411688693154,"n":28,"win_pct":71.42857142857143,"avg_win_pct":2.9463212622143815,"avg_loss_pct":8.248172599929546,"expectancy_pct":-0.25210555554102665,"ci_low_pct":-2.4866388812283526,"ci_high_pct":1.7300948383206567,"quarter_kelly":0,"held_missing":0},{"symbol":"SOL","tf":"1Hour","period":"oos","threshold":40,"trend_filter":false,"slip_bp":15,"return_pct":-15.948455307092802,"drawdown_pct":40.27401722884327,"n":28,"win_pct":71.42857142857143,"avg_win_pct":2.7406341525342914,"avg_loss_pct":8.431493071748239,"expectancy_pct":-0.45140219726071773,"ci_low_pct":-2.6961401299484553,"ci_high_pct":1.4928152521462905,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep9 06UTC, original2022–Sep8 2026 SIPadjustedOHLC; holdout2026 N9. {"ci_pct":[-2.1918036650942527,3.061479355934164],"nonpositive_bootstrap_mean_pct":37.614999999999995}. MC20000 paths20trades, seed2026090906 baseline/2026090907 nestedbootstrap, 5/10/25% exposures hypothetical; historicaltouches are dailyOHLC bounds, NOT15minvenuefillodds. Regression daily2026 N171 descriptive, not causal or tradedalpha. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all

Retrieved Sep9 2026; issuer SEC primary statement of actual release on 2022-09-27. Historical actual-date calendar; advance notice not fully verified. SEC reportDate=2022-09-27 filingDate=2022-09-27. All returns decimal unless stated: {"symbol":"CBRL","date":"2022-09-27","url":"https://www.sec.gov/Archives/edgar/data/1067294/000110465922103154/tm2226671d1_8k.htm","evidence":"On September 27, 2022, Cracker Barrel Old Country Store, Inc. (the “Company”) issued a press release (the “Press Release”) announcing the Company’s fiscal 2022 full year and fourth quarter results of operations and projected outlook of certain items for fiscal year 2023. A copy of the Press Release is furnished herewit","preannounced":false,"entry_date":"2022-09-20","exit_date":"2022-09-26","entry":92.47,"exit":83.4,"split":"train","trend":true,"momentum":true,"market_trend":false,"prior_mom20":0.00010733068584323213,"prior_vol":0.40426975941958315,"adr":2.9604999999999997,"atr":3.0076831920454046,"spy_return":-0.05388960135337939,"mae":-0.10230344976749206,"mfe":0.01481561587541913,"net_0.001":-0.10168631771890602,"net_0.003":-0.10527241101970874,"exit_1.5":{"reason":"stop","ambiguous":false,"net":-0.035879993475544825},"exit_2.0":{"reason":"stop","ambiguous":false,"net":-0.035879993475544825}}. Prices https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CBRL&timeframe=1Day&feed=sip&adjustment=all . Fees10bps/slip10bps eachside; stress30bps slippage. Daily ADR exit diagnostics assume continuous touch and gap-open fill; not venue15min fills. https://www.sec.gov/Archives/edgar/data/1067294/000110465922103154/tm2226671d1_8k.htm

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Hour","period":"oos","threshold":40,"trend_filter":true,"slip_bp":5,"return_pct":2.0571309885728795,"drawdown_pct":5.428983945916399,"n":3,"win_pct":66.66666666666666,"avg_win_pct":2.928592480689437,"avg_loss_pct":3.6656875267508515,"expectancy_pct":0.7304991448760073,"ci_low_pct":-3.6656875267508515,"ci_high_pct":3.415400829960636,"quarter_kelly":0.062359234828059454,"held_missing":0},{"symbol":"SOL","tf":"1Hour","period":"oos","threshold":40,"trend_filter":true,"slip_bp":15,"return_pct":1.446620903042998,"drawdown_pct":5.617937166518905,"n":3,"win_pct":66.66666666666666,"avg_win_pct":2.722940793176786,"avg_loss_pct":3.8581638197615598,"expectancy_pct":0.5292392555306706,"ci_low_pct":-3.8581638197615598,"ci_high_pct":3.2087764976647315,"quarter_kelly":0.048590778842570834,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

Retrieved Sep9 2026; issuer SEC primary statement of actual release on 2022-08-24. Historical actual-date calendar; advance notice not fully verified. SEC reportDate=2022-08-24 filingDate=2022-08-24. All returns decimal unless stated: {"symbol":"EAT","date":"2022-08-24","url":"https://www.sec.gov/Archives/edgar/data/703351/000070335122000032/eat-20220824.htm","evidence":"On August 24, 2022, Brinker International, Inc. (the “Company”) issued a Press Release announcing its fourth quarter of fiscal 2022 results and provided a fiscal 2023 financial outlook. A copy of the Press Release is attached hereto as Exhibit 99.1. SECTION 9 – FINANCIAL STATEMENTS AND EXHIBITS Item 9.01.","preannounced":false,"entry_date":"2022-08-17","exit_date":"2022-08-23","entry":32.26,"exit":30.34,"split":"train","trend":true,"momentum":true,"market_trend":true,"prior_mom20":0.3436744560838034,"prior_vol":0.5973680109925111,"adr":1.3557499999999996,"atr":1.4764830221722396,"spy_return":-0.03182977880161497,"mae":-0.08431494110353377,"mfe":0.03502789832610054,"net_0.001":-0.06327085070040783,"net_0.003":-0.06701029961811744,"exit_1.5":{"reason":"stop_gap","ambiguous":false,"net":-0.046289933359775826},"exit_2.0":{"reason":"stop_gap","ambiguous":false,"net":-0.046289933359775826}}. Prices https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EAT&timeframe=1Day&feed=sip&adjustment=all . Fees10bps/slip10bps eachside; stress30bps slippage. Daily ADR exit diagnostics assume continuous touch and gap-open fill; not venue15min fills. https://www.sec.gov/Archives/edgar/data/703351/000070335122000032/eat-20220824.htm

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Hour","period":"oos","threshold":35,"trend_filter":false,"slip_bp":5,"return_pct":-19.041675703252523,"drawdown_pct":29.36354891646499,"n":9,"win_pct":55.55555555555556,"avg_win_pct":4.338273249035734,"avg_loss_pct":9.90333569434891,"expectancy_pct":-1.991330725801885,"ci_low_pct":-7.300174576049963,"ci_high_pct":2.921461867254645,"quarter_kelly":0,"held_missing":0},{"symbol":"SOL","tf":"1Hour","period":"oos","threshold":35,"trend_filter":false,"slip_bp":15,"return_pct":-20.48589018123576,"drawdown_pct":29.820101459217874,"n":9,"win_pct":55.55555555555556,"avg_win_pct":4.129805014421102,"avg_loss_pct":10.083349144520138,"expectancy_pct":-2.1871523895527822,"ci_low_pct":-7.506056497962884,"ci_high_pct":2.6660748414700364,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

Retrieved Sep9 2026; issuer SEC primary statement of actual release on 2022-07-28. Historical actual-date calendar; advance notice not fully verified. SEC reportDate=2022-07-28 filingDate=2022-07-28. All returns decimal unless stated: {"symbol":"TXRH","date":"2022-07-28","url":"https://www.sec.gov/Archives/edgar/data/1289460/000110465922083654/tm2221975d1_8k.htm","evidence":"On July 28, 2022, Texas Roadhouse, Inc. issued a press release announcing its financial results for the quarter ended June 28, 2022. Attached to this Current Report on Form 8-K as Exhibit 99.1 is a copy of the press release. ITEM 9.01. FINANCIAL STATEMENTS AND EXHIBITS (d) EXHIBITS","preannounced":false,"entry_date":"2022-07-21","exit_date":"2022-07-27","entry":78.03,"exit":79.17,"split":"train","trend":true,"momentum":true,"market_trend":true,"prior_mom20":0.18997121648235105,"prior_vol":0.33962647851203026,"adr":2.5259999999999962,"atr":2.671200290687886,"spy_return":0.017451353015176307,"mae":-0.038318595412020984,"mfe":0.019095219787261142,"net_0.001":0.010559431131938357,"net_0.003":0.006525249667794553,"exit_1.5":{"reason":"stop","ambiguous":false,"net":-0.03623494646727454},"exit_2.0":{"reason":"stop","ambiguous":false,"net":-0.03623494646727454}}. Prices https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TXRH&timeframe=1Day&feed=sip&adjustment=all . Fees10bps/slip10bps eachside; stress30bps slippage. Daily ADR exit diagnostics assume continuous touch and gap-open fill; not venue15min fills. https://www.sec.gov/Archives/edgar/data/1289460/000110465922083654/tm2221975d1_8k.htm

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Hour","period":"oos","threshold":35,"trend_filter":true,"slip_bp":5,"return_pct":0,"drawdown_pct":0,"n":0,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":0,"expectancy_pct":null,"ci_low_pct":null,"ci_high_pct":null,"quarter_kelly":0,"held_missing":0},{"symbol":"SOL","tf":"1Hour","period":"oos","threshold":35,"trend_filter":true,"slip_bp":15,"return_pct":0,"drawdown_pct":0,"n":0,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":0,"expectancy_pct":null,"ci_low_pct":null,"ci_high_pct":null,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

Retrieved Sep9 2026; issuer SEC primary statement of actual release on 2022-06-07. Historical actual-date calendar; advance notice not fully verified. SEC reportDate=2022-06-07 filingDate=2022-06-07. All returns decimal unless stated: {"symbol":"CBRL","date":"2022-06-07","url":"https://www.sec.gov/Archives/edgar/data/1067294/000110465922068790/tm2217797d1_8k.htm","evidence":"On June 7, 2022, Cracker Barrel Old Country Store, Inc. (the “Company”) issued a press release (the “Press Release”) announcing the Company’s fiscal 2022 third quarter results of operations and projected outlook of certain items for the remainder of fiscal 2022. A copy of the Press Release is furnished herewith a","preannounced":false,"entry_date":"2022-05-31","exit_date":"2022-06-06","entry":87.77,"exit":85.63,"split":"train","trend":false,"momentum":false,"market_trend":false,"prior_mom20":-0.05167238421955411,"prior_vol":0.548160711201934,"adr":4.023,"atr":3.952739957605058,"spy_return":-0.004253029643104256,"mae":-0.06118263643613986,"mfe":0.0013672097527630545,"net_0.001":-0.028276586375659107,"net_0.003":-0.03215573337360167,"exit_1.5":{"reason":"stop","ambiguous":false,"net":-0.049644742253910135},"exit_2.0":{"reason":"stop","ambiguous":false,"net":-0.049644742253910135}}. Prices https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CBRL&timeframe=1Day&feed=sip&adjustment=all . Fees10bps/slip10bps eachside; stress30bps slippage. Daily ADR exit diagnostics assume continuous touch and gap-open fill; not venue15min fills. https://www.sec.gov/Archives/edgar/data/1067294/000110465922068790/tm2217797d1_8k.htm

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Hour","period":"train","threshold":45,"trend_filter":false,"slip_bp":5,"return_pct":-35.01045396701939,"drawdown_pct":46.08896379060624,"n":82,"win_pct":67.07317073170732,"avg_win_pct":2.7239750895759784,"avg_loss_pct":6.67771122474231,"expectancy_pct":-0.3717021114800433,"ci_low_pct":-1.6075415067218966,"ci_high_pct":0.7778671353800362,"quarter_kelly":0,"held_missing":6},{"symbol":"SOL","tf":"1Hour","period":"train","threshold":45,"trend_filter":false,"slip_bp":15,"return_pct":-44.840651098883825,"drawdown_pct":53.17753152326955,"n":82,"win_pct":65.85365853658537,"avg_win_pct":2.567195694060644,"avg_loss_pct":6.622531106644236,"expectancy_pct":-0.5707597988629738,"ci_low_pct":-1.812135274919207,"ci_high_pct":0.5651115523055664,"quarter_kelly":0,"held_missing":6}] https://runway.adityaperswal.workers.dev/data/crypto-bars

Retrieved Sep9 2026; issuer SEC primary statement of actual release on 2022-05-05. Historical actual-date calendar; advance notice not fully verified. SEC reportDate=2022-05-05 filingDate=2022-05-05. All returns decimal unless stated: {"symbol":"TXRH","date":"2022-05-05","url":"https://www.sec.gov/Archives/edgar/data/1289460/000110465922056438/tm2214549d1_8k.htm","evidence":"On May 5, 2022, Texas Roadhouse, Inc. issued a press release announcing its financial results for the quarter ended March 29, 2022. Attached to this Current Report on Form 8-K as Exhibit 99.1 is a copy of the press release. ITEM 9.01. FINANCIAL STATEMENTS AND EXHIBITS (d) EXHIBIT","preannounced":false,"entry_date":"2022-04-28","exit_date":"2022-05-04","entry":77.24,"exit":75.33,"split":"train","trend":false,"momentum":false,"market_trend":false,"prior_mom20":-0.03585961342828081,"prior_vol":0.3948498057746368,"adr":2.6869999999999985,"atr":3.002016391338553,"spy_return":0.016032717784022488,"mae":-0.05748316934230968,"mfe":0.020973588814086064,"net_0.001":-0.028621417177061126,"net_0.003":-0.032499187600816715,"exit_1.5":{"reason":"stop","ambiguous":false,"net":-0.03864081394930885},"exit_2.0":{"reason":"stop","ambiguous":false,"net":-0.03864081394930885}}. Prices https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TXRH&timeframe=1Day&feed=sip&adjustment=all . Fees10bps/slip10bps eachside; stress30bps slippage. Daily ADR exit diagnostics assume continuous touch and gap-open fill; not venue15min fills. https://www.sec.gov/Archives/edgar/data/1289460/000110465922056438/tm2214549d1_8k.htm

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Hour","period":"train","threshold":45,"trend_filter":true,"slip_bp":5,"return_pct":-36.33159540664127,"drawdown_pct":39.07131399036366,"n":30,"win_pct":56.666666666666664,"avg_win_pct":2.377404590084613,"avg_loss_pct":6.208661000751563,"expectancy_pct":-1.3432238326110635,"ci_low_pct":-3.375766465288211,"ci_high_pct":0.4663305494893964,"quarter_kelly":0,"held_missing":6},{"symbol":"SOL","tf":"1Hour","period":"train","threshold":45,"trend_filter":true,"slip_bp":15,"return_pct":-40.039358541529715,"drawdown_pct":42.56206149613008,"n":30,"win_pct":56.666666666666664,"avg_win_pct":2.1728541779038055,"avg_loss_pct":6.396056423873511,"expectancy_pct":-1.5403404161996987,"ci_low_pct":-3.527133490018173,"ci_high_pct":0.2931096898574557,"quarter_kelly":0,"held_missing":6}] https://runway.adityaperswal.workers.dev/data/crypto-bars

Retrieved Sep9 2026; issuer SEC primary statement of actual release on 2022-05-04. Historical actual-date calendar; advance notice not fully verified. SEC reportDate=2022-05-04 filingDate=2022-05-04. All returns decimal unless stated: {"symbol":"EAT","date":"2022-05-04","url":"https://www.sec.gov/Archives/edgar/data/703351/000070335122000018/eat-20220504.htm","evidence":"On May 4, 2022, Brinker International, Inc. (the “Company”) issued a Press Release announcing its third quarter of fiscal 2022 results and an updated fiscal 2022 outlook. A copy of the Press Release is attached hereto as Exhibit 99.1. SECTION 9 – FINANCIAL STATEMENTS AND EXHIBITS Item 9.01. Financial ","preannounced":false,"entry_date":"2022-04-27","exit_date":"2022-05-03","entry":39.36,"exit":39.46,"split":"train","trend":true,"momentum":true,"market_trend":false,"prior_mom20":0.08955223880597019,"prior_vol":0.5262240497132814,"adr":1.7927649999999988,"atr":1.9134762811859398,"spy_return":-0.00205693389877859,"mae":-0.08968495934959353,"mfe":0.024644308943089444,"net_0.001":-0.0014615038843857064,"net_0.003":-0.005447697440317034,"exit_1.5":{"reason":"stop","ambiguous":false,"net":-0.04935807551642479},"exit_2.0":{"reason":"stop","ambiguous":false,"net":-0.04935807551642479}}. Prices https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EAT&timeframe=1Day&feed=sip&adjustment=all . Fees10bps/slip10bps eachside; stress30bps slippage. Daily ADR exit diagnostics assume continuous touch and gap-open fill; not venue15min fills. https://www.sec.gov/Archives/edgar/data/703351/000070335122000018/eat-20220504.htm

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"SOL","tf":"1Hour","period":"train","threshold":40,"trend_filter":false,"slip_bp":5,"return_pct":-14.018631066259301,"drawdown_pct":37.846427341017055,"n":29,"win_pct":55.172413793103445,"avg_win_pct":4.29238778213332,"avg_loss_pct":6.0247106939673785,"expectancy_pct":-0.33251843129113157,"ci_low_pct":-2.5814474661593945,"ci_high_pct":1.8463618736454117,"quarter_kelly":0,"held_missing":6},{"symbol":"SOL","tf":"1Hour","period":"train","threshold":40,"trend_filter":false,"slip_bp":15,"return_pct":-18.86369082320394,"drawdown_pct":40.40282013436087,"n":29,"win_pct":55.172413793103445,"avg_win_pct":4.084011226841914,"avg_loss_pct":6.212473650445192,"expectancy_pct":-0.5316544078040297,"ci_low_pct":-2.722487029812827,"ci_high_pct":1.615272335464155,"quarter_kelly":0,"held_missing":6}] https://runway.adityaperswal.workers.dev/data/crypto-bars

Retrieved Sep9 2026; issuer SEC primary statement of actual release on 2022-02-22. Historical actual-date calendar; advance notice not fully verified. SEC reportDate=2022-02-17 filingDate=2022-02-22. All returns decimal unless stated: {"symbol":"TXRH","date":"2022-02-22","url":"https://www.sec.gov/Archives/edgar/data/1289460/000110465922025617/tm227292d1_8k.htm","evidence":"On February 22, 2022, Texas Roadhouse, Inc. (the “Company”) issued a press release announcing its financial results for the quarter and year ended December 28, 2021. Attached to this Current Report on Form 8-K as Exhibit 99.1 is a copy of the press release. ITEM 8.01. OTHER EVENTS. On February 17, 202","preannounced":false,"entry_date":"2022-02-14","exit_date":"2022-02-18","entry":83.37,"exit":82.14,"split":"train","trend":true,"momentum":true,"market_trend":false,"prior_mom20":0.03471876555500253,"prior_vol":0.3833331979335488,"adr":3.037000000000004,"atr":2.8205723958830284,"spy_return":-0.012925515208620286,"mae":-0.0423413697972892,"mfe":0.02998680580544555,"net_0.001":-0.01868662425773515,"net_0.003":-0.022604054652206496,"exit_1.5":{"reason":"stop","ambiguous":false,"net":-0.040274562776925205},"exit_2.0":{"reason":"stop","ambiguous":false,"net":-0.040274562776925205}}. Prices https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TXRH&timeframe=1Day&feed=sip&adjustment=all . Fees10bps/slip10bps eachside; stress30bps slippage. Daily ADR exit diagnostics assume continuous touch and gap-open fill; not venue15min fills. https://www.sec.gov/Archives/edgar/data/1289460/000110465922025617/tm227292d1_8k.htm