Notes

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Hour","period":"train","threshold":40,"trend_filter":true,"slip_bp":5,"return_pct":2.786101604035153,"drawdown_pct":10.727686551586546,"n":14,"win_pct":50,"avg_win_pct":1.406936525576867,"avg_loss_pct":0.9942890507116035,"expectancy_pct":0.206323737432632,"ci_low_pct":-0.51797482286074,"ci_high_pct":0.967936076177634,"quarter_kelly":0.03666187736295276,"held_missing":0},{"symbol":"BTC","tf":"1Hour","period":"train","threshold":40,"trend_filter":true,"slip_bp":15,"return_pct":-0.05199356314582815,"drawdown_pct":11.496955013267218,"n":14,"win_pct":50,"avg_win_pct":1.2043251119807392,"avg_loss_pct":1.1921028072140012,"expectancy_pct":0.006111152383368982,"ci_low_pct":-0.7152337298001888,"ci_high_pct":0.739634504827604,"quarter_kelly":0.0012685844384075634,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Hour","period":"train","threshold":35,"trend_filter":false,"slip_bp":5,"return_pct":39.06582230372257,"drawdown_pct":12.443040544023576,"n":16,"win_pct":87.5,"avg_win_pct":3.136386247408286,"avg_loss_pct":4.796343479899018,"expectancy_pct":2.1447950314948736,"ci_low_pct":0.2578825194509135,"ci_high_pct":3.636704728003411,"quarter_kelly":0.17096069029023434,"held_missing":0},{"symbol":"BTC","tf":"1Hour","period":"train","threshold":35,"trend_filter":false,"slip_bp":15,"return_pct":34.686159574284375,"drawdown_pct":12.792569237078977,"n":16,"win_pct":81.25,"avg_win_pct":3.1577515536641494,"avg_loss_pct":3.3331400710774415,"expectancy_pct":1.940709374025101,"ci_low_pct":0.11083369520995938,"ci_high_pct":3.467227421579454,"quarter_kelly":0.15364645864659354,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Hour","period":"train","threshold":35,"trend_filter":true,"slip_bp":5,"return_pct":8.255357105529441,"drawdown_pct":6.943843243244996,"n":3,"win_pct":100,"avg_win_pct":2.6889468108983716,"avg_loss_pct":0,"expectancy_pct":2.6889468108983716,"ci_low_pct":0.7246315734788501,"ci_high_pct":3.878669519069569,"quarter_kelly":0,"held_missing":0},{"symbol":"BTC","tf":"1Hour","period":"train","threshold":35,"trend_filter":true,"slip_bp":15,"return_pct":7.6077689685185845,"drawdown_pct":6.943843243245018,"n":3,"win_pct":100,"avg_win_pct":2.4837739362715388,"avg_loss_pct":0,"expectancy_pct":2.4837739362715388,"ci_low_pct":0.5233834075616745,"ci_high_pct":3.6711195743137215,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Day","period":"oos","threshold":15,"trend_filter":false,"slip_bp":5,"return_pct":-10.291138469361115,"drawdown_pct":24.926609926476218,"n":25,"win_pct":60,"avg_win_pct":2.1050647948552705,"avg_loss_pct":4.045090921009696,"expectancy_pct":-0.3549974914907161,"ci_low_pct":-1.9674115717919267,"ci_high_pct":1.0479476486343855,"quarter_kelly":0,"held_missing":0},{"symbol":"BTC","tf":"1Day","period":"oos","threshold":15,"trend_filter":false,"slip_bp":15,"return_pct":-14.66629589584528,"drawdown_pct":25.524801737505243,"n":25,"win_pct":56.00000000000001,"avg_win_pct":2.04685085493625,"avg_loss_pct":3.864375076197889,"expectancy_pct":-0.554088554762771,"ci_low_pct":-2.156160538967114,"ci_high_pct":0.8713396878648968,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Day","period":"oos","threshold":15,"trend_filter":true,"slip_bp":5,"return_pct":3.9053212651505333,"drawdown_pct":1.8565435856762402,"n":5,"win_pct":60,"avg_win_pct":1.8900784580889018,"avg_loss_pct":0.8861828885485923,"expectancy_pct":0.7795739194339041,"ci_low_pct":-0.5004348375249484,"ci_high_pct":1.9890058389645562,"quarter_kelly":0.10311396282222958,"held_missing":0},{"symbol":"BTC","tf":"1Day","period":"oos","threshold":15,"trend_filter":true,"slip_bp":15,"return_pct":2.8714449297738724,"drawdown_pct":2.052634554604227,"n":5,"win_pct":60,"avg_win_pct":1.6865017252230239,"avg_loss_pct":1.0842126415408286,"expectancy_pct":0.578215978517483,"ci_low_pct":-0.7465362843378684,"ci_high_pct":1.7852314488459347,"quarter_kelly":0.08571233131128568,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Day","period":"oos","threshold":10,"trend_filter":false,"slip_bp":5,"return_pct":-12.516648831622918,"drawdown_pct":23.741701221592603,"n":18,"win_pct":55.55555555555556,"avg_win_pct":2.3657876149927204,"avg_loss_pct":4.404687729832475,"expectancy_pct":-0.643312538262922,"ci_low_pct":-2.76942164455264,"ci_high_pct":1.2042196405632861,"quarter_kelly":0,"held_missing":0},{"symbol":"BTC","tf":"1Day","period":"oos","threshold":10,"trend_filter":false,"slip_bp":15,"return_pct":-15.610037745262929,"drawdown_pct":24.273570184308223,"n":18,"win_pct":50,"avg_win_pct":2.4130789460200255,"avg_loss_pct":4.096734040147747,"expectancy_pct":-0.8418275470638611,"ci_low_pct":-2.9399697240760783,"ci_high_pct":0.9854779908158069,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Day","period":"oos","threshold":10,"trend_filter":true,"slip_bp":5,"return_pct":0.18177174799714635,"drawdown_pct":1.8565435856762624,"n":3,"win_pct":66.66666666666666,"avg_win_pct":0.7451625511902433,"avg_loss_pct":1.290625790259734,"expectancy_pct":0.06656643737358425,"ci_low_pct":-1.290625790259734,"ci_high_pct":1.3954415537106202,"quarter_kelly":0.02233285786680303,"held_missing":0},{"symbol":"BTC","tf":"1Day","period":"oos","threshold":10,"trend_filter":true,"slip_bp":15,"return_pct":-0.4175198590269105,"drawdown_pct":2.05263455460426,"n":3,"win_pct":33.33333333333333,"avg_win_pct":1.192853107108445,"avg_loss_pct":0.796476921706802,"expectancy_pct":-0.13336691210171964,"ci_low_pct":-1.4878474649208377,"ci_high_pct":1.192853107108445,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Day","period":"oos","threshold":5,"trend_filter":false,"slip_bp":5,"return_pct":2.276187992933444,"drawdown_pct":12.304052595164716,"n":10,"win_pct":50,"avg_win_pct":4.390853632732139,"avg_loss_pct":3.6321738197211015,"expectancy_pct":0.37933990650551813,"ci_low_pct":-3.1749644050030326,"ci_high_pct":3.754368069448429,"quarter_kelly":0.021598300594540668,"held_missing":0},{"symbol":"BTC","tf":"1Day","period":"oos","threshold":5,"trend_filter":false,"slip_bp":15,"return_pct":0.25098160943782943,"drawdown_pct":12.828653471479202,"n":10,"win_pct":50,"avg_win_pct":4.1822803423270924,"avg_loss_pct":3.8247170732355986,"expectancy_pct":0.17878163454574672,"ci_low_pct":-3.1639455702453287,"ci_high_pct":3.583008047776836,"quarter_kelly":0.010686851425069088,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Day","period":"oos","threshold":5,"trend_filter":true,"slip_bp":5,"return_pct":-0.5146554212911099,"drawdown_pct":0.5876460932601191,"n":1,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":0.5146554212911041,"expectancy_pct":-0.5146554212911041,"ci_low_pct":-0.5146554212911041,"ci_high_pct":-0.5146554212911041,"quarter_kelly":0,"held_missing":0},{"symbol":"BTC","tf":"1Day","period":"oos","threshold":5,"trend_filter":true,"slip_bp":15,"return_pct":-0.7134274874614022,"drawdown_pct":0.7134274874614044,"n":1,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":0.7134274874614082,"expectancy_pct":-0.7134274874614082,"ci_low_pct":-0.7134274874614082,"ci_high_pct":-0.7134274874614082,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Day","period":"train","threshold":15,"trend_filter":false,"slip_bp":5,"return_pct":-14.747298882779148,"drawdown_pct":23.556906559178316,"n":28,"win_pct":57.14285714285714,"avg_win_pct":1.8097800900280563,"avg_loss_pct":3.6178589693835423,"expectancy_pct":-0.5163509354340572,"ci_low_pct":-1.7019578954465517,"ci_high_pct":0.5778458261841645,"quarter_kelly":0,"held_missing":0},{"symbol":"BTC","tf":"1Day","period":"train","threshold":15,"trend_filter":false,"slip_bp":15,"return_pct":-19.390239543633356,"drawdown_pct":25.38114515647504,"n":28,"win_pct":57.14285714285714,"avg_win_pct":1.6063637935822155,"avg_loss_pct":3.8104308240190377,"expectancy_pct":-0.7151196139611784,"ci_low_pct":-1.9357155889324513,"ci_high_pct":0.4168846827632257,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Day","period":"train","threshold":15,"trend_filter":true,"slip_bp":5,"return_pct":4.434369627568685,"drawdown_pct":8.72739147112016,"n":11,"win_pct":63.63636363636363,"avg_win_pct":1.8471088266153572,"avg_loss_pct":2.083719350044305,"expectancy_pct":0.4177167623754801,"ci_low_pct":-0.9062152530347592,"ci_high_pct":1.616673022244336,"quarter_kelly":0.05653656627542954,"held_missing":0},{"symbol":"BTC","tf":"1Day","period":"train","threshold":15,"trend_filter":true,"slip_bp":15,"return_pct":2.161899857035621,"drawdown_pct":9.273388085954814,"n":11,"win_pct":63.63636363636363,"avg_win_pct":1.6436179472233508,"avg_loss_pct":2.279356421001072,"expectancy_pct":0.2170818133235608,"ci_low_pct":-1.0772217088944789,"ci_high_pct":1.373046103225269,"quarter_kelly":0.03301889798816815,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Day","period":"train","threshold":10,"trend_filter":false,"slip_bp":5,"return_pct":-8.80507698072482,"drawdown_pct":18.043280002921634,"n":22,"win_pct":59.09090909090909,"avg_win_pct":1.9011993577156137,"avg_loss_pct":3.632084984249604,"expectancy_pct":-0.3624169639974301,"ci_low_pct":-1.7152657711608719,"ci_high_pct":0.9601041351422077,"quarter_kelly":0,"held_missing":0},{"symbol":"BTC","tf":"1Day","period":"train","threshold":10,"trend_filter":false,"slip_bp":15,"return_pct":-12.730661675099398,"drawdown_pct":19.67845100256994,"n":22,"win_pct":59.09090909090909,"avg_win_pct":1.6976004052534153,"avg_loss_pct":3.8246284152576817,"expectancy_pct":-0.5614932031374883,"ci_low_pct":-2.0138301679887385,"ci_high_pct":0.7623317786355339,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Day","period":"train","threshold":10,"trend_filter":true,"slip_bp":5,"return_pct":2.3869241956420666,"drawdown_pct":5.805439987240268,"n":7,"win_pct":57.14285714285714,"avg_win_pct":2.1574328551086954,"avg_loss_pct":2.0259997905519413,"expectancy_pct":0.36453314982556506,"ci_low_pct":-1.4334568355266242,"ci_high_pct":2.005894771901951,"quarter_kelly":0.042241540560853205,"held_missing":0},{"symbol":"BTC","tf":"1Day","period":"train","threshold":10,"trend_filter":true,"slip_bp":15,"return_pct":0.9634929826685692,"drawdown_pct":6.275331547749019,"n":7,"win_pct":57.14285714285714,"avg_win_pct":1.9533219472231682,"avg_loss_pct":2.2217521853903124,"expectancy_pct":0.16400446181739092,"ci_low_pct":-1.6283418503556406,"ci_high_pct":1.7868578736155585,"quarter_kelly":0.020990454498622024,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Day","period":"train","threshold":5,"trend_filter":false,"slip_bp":5,"return_pct":-1.289588256851772,"drawdown_pct":10.823942337715554,"n":16,"win_pct":62.5,"avg_win_pct":1.8124892185722836,"avg_loss_pct":3.1228129464619974,"expectancy_pct":-0.038249093315571824,"ci_low_pct":-1.5549441360269205,"ci_high_pct":1.2865641221137456,"quarter_kelly":0,"held_missing":0},{"symbol":"BTC","tf":"1Day","period":"train","threshold":5,"trend_filter":false,"slip_bp":15,"return_pct":-4.398319821209711,"drawdown_pct":11.090980999303145,"n":16,"win_pct":62.5,"avg_win_pct":1.6090675092781324,"avg_loss_pct":3.3163739047814853,"expectancy_pct":-0.2379730209942244,"ci_low_pct":-1.7438515255552092,"ci_high_pct":1.0593331288266328,"quarter_kelly":0,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

MeasuredSep9 with vectorbt; notes1384 preregistered; fees creditedasset25bp/leg; slippage paired5/15bp perleg. Cash-basis returns. N1bootstrap is degenerate, not credible confidence interval. [{"symbol":"BTC","tf":"1Day","period":"train","threshold":5,"trend_filter":true,"slip_bp":5,"return_pct":6.97489095382079,"drawdown_pct":3.3275212572129287,"n":5,"win_pct":80,"avg_win_pct":2.191317381315936,"avg_loss_pct":1.8998451530467038,"expectancy_pct":1.3730848744434077,"ci_low_pct":-0.333111736255986,"ci_high_pct":2.6561364780266903,"quarter_kelly":0.15665061644548717,"held_missing":0},{"symbol":"BTC","tf":"1Day","period":"train","threshold":5,"trend_filter":true,"slip_bp":15,"return_pct":5.910471856800541,"drawdown_pct":3.5206732076120795,"n":5,"win_pct":80,"avg_win_pct":1.987138772028622,"avg_loss_pct":2.095849605291713,"expectancy_pct":1.1705410965645549,"ci_low_pct":-0.5322465273434934,"ci_high_pct":2.4510291585596042,"quarter_kelly":0.14726463911848214,"held_missing":0}] https://runway.adityaperswal.workers.dev/data/crypto-bars

Direct~06:03UTC Sep9both200PDFs. Hexagon1465627bytesSHA4b465a1d2d8b78ada0ee20f6e6d0399cd93628dc7fdd27b72afdccbcea38d425; corporate2342296bytesSHAd68a840041399e3e7557665760b1c203d3061d1c82754b25f00851e7971ff3fd. Matchactual05:45job119note1380and04UTCbaseline. Actual05:45job84note1379containsall3INBX/TYRA/IRDlistings; no newmatchedclinicalrelease. Metadatahashunchangedonlyfortwodocuments,notclaimnonewnewsanywhere. Previouslyreadgrade>=3relatedevents15/31vs4/34/discontinuation11/31vs5/34remainunchangedsourcefacts. https://inhibrx.com/hexagon-slides/ ; https://inhibrx.com/investor-deck/

DirectissuerreadSep9:Sep8close380.53USD,NAV380.19,assets20,320,888,609USD,shares53,450,000,volume214,217,premium.09%; Sep4median30daybidask.02%,avgvolume195,881,holdings101,PE32.28,PB6.90; annualexpense.20%. ObjectiveS&P100mega-captracker. Datedissuermeasurementsnotfreshquote; valuationscannotforecastoneweekflow. 380.53>212.7475accountpositioncap,soOEFwholelotunaffordable. Brokerfeesseparatefromfundexpensealreadyembeddedinprices. https://www.blackrock.com/us/individual/products/239723/ishares-sp-100-etf

CboeMay2 2025 analysisestimatesnetmarketmakergammahedgingatbest0.2%SPXdailyliquidity, citingbalancedcustomeractivity. Primaryexchangeanalysis,methodnotindependentlyreplicatedhere andcommerciallyinterested. Different2025SPX0DTEpopulationfrom2013paperstockmonthlyoptions; notacontradiction. NoactualcurrentOEFconstituentdealerinventoryobserved. https://www.cboe.com/insights/posts/0-dt-es-decoded-positioning-trends-and-market-impact

CboeJanuary22 2026 reportfor2025:SPX0DTE2.3millioncontractsdaily,59%SPXvolume; totalUSoptions61million/day. Exchangeprimaryvolumeaggregator benefitsfromtradinggrowth. This establishesstructuraldifferencefrom1988–2010,notmonthlypremiumdecayorcertainhedgedirection; SPX indexoptionsarenotS&P100individualstockoptions. https://www.cboe.com/insights/posts/the-state-of-the-options-industry-2025

Stivers/Sun November2013 JournalofBankingFinance,1988–2010 S&P100 sample: publisherindexedintroduction reports third-Friday-week annualizedSharpe1.29 versus .06otherweeks. Authorssuggest dealer-call-delta reductions and decliningIV aspartialmechanisms, notcausalproof. Closestsource authors'publisherabstract/introduction; originalSSRNPDF403 andpublisherfullpage403 so fulltables/endpointsnotverified. Index/individualstocks differfromOEF; noimportedwinrate. MeasuredSep9 2026. Onepaperlineage; SSRN/reproductionsnotindependentcorroboration. https://www.sciencedirect.com/science/article/pii/S0378426613003051

Preregister1385, untouched chronological2026 toSep8; fixed20closehigh/SMA50 nextopen hold5sessions exitopen, nooverlap. SMA50 omitted for descriptive ablation; no retune. Costs fee0.1% plus slippage0.1% eachside. SIPadjustmentall daily; vectorbt manualcompounding verified. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. {"return_pct":7.3594412063739405,"drawdown_pct":6.444767464595802,"sample":9,"win_rate_pct":55.55555555555556,"avg_win_pct":1.9044055710644336,"avg_loss_pct":0.5660111983929988,"mean_pct":0.8064425624166859,"manual_return_pct":7.3594412063738845}. Baseline trade dates/returns [["2026-01-05","2026-01-12"],["2026-01-14","2026-01-22"],["2026-01-30","2026-02-06"],["2026-02-10","2026-02-18"],["2026-02-20","2026-02-27"],["2026-04-09","2026-04-16"],["2026-04-21","2026-04-28"],["2026-06-17","2026-06-25"],["2026-08-05","2026-08-12"]] [-0.0009072605700398695,0.008819856212863186,0.00006152074017973241,0.030373035942439675,-0.016980343310967982,-0.003362906146165745,-0.001389937908546357,0.04130353571598655,0.04078685622110889]. Baseline95%bootstrapmeanCI [-0.15619409475090745,2.4420381181021766]%; N9, selectedsurvivingstocks, no eventcausalidentification and no15minrouting. Trainingfrozenrule deeplynegative; noapproval despite positivepointestimate. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all

Preregister1385, untouched chronological2026 toSep8; fixed20closehigh/SMA50 nextopen hold5sessions exitopen, nooverlap. Costs fee0.1% plus slippage0.3% eachside. SIPadjustmentall daily; vectorbt manualcompounding verified. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. {"return_pct":6.228313576915425,"drawdown_pct":5.456371345681776,"sample":9,"win_rate_pct":44.44444444444444,"avg_win_pct":2.620775153876742,"avg_loss_pct":0.848978621779648,"mean_pct":0.6931341674009699,"manual_return_pct":6.22831357691549}. Baseline trade dates/returns [["2026-01-05","2026-01-12"],["2026-01-14","2026-01-22"],["2026-01-30","2026-02-06"],["2026-02-10","2026-02-18"],["2026-02-20","2026-02-27"],["2026-04-09","2026-04-16"],["2026-04-21","2026-04-28"],["2026-06-17","2026-06-25"],["2026-08-05","2026-08-12"]] [-0.0009072605700398695,0.008819856212863186,0.00006152074017973241,0.030373035942439675,-0.016980343310967982,-0.003362906146165745,-0.001389937908546357,0.04130353571598655,0.04078685622110889]. Baseline95%bootstrapmeanCI [-0.15619409475090745,2.4420381181021766]%; N9, selectedsurvivingstocks, no eventcausalidentification and no15minrouting. Trainingfrozenrule deeplynegative; noapproval despite positivepointestimate. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all

Preregister1385, untouched chronological2026 toSep8; fixed20closehigh/SMA50 nextopen hold5sessions exitopen, nooverlap. Costs fee0.1% plus slippage0.1% eachside. SIPadjustmentall daily; vectorbt manualcompounding verified. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. {"return_pct":10.12221951154137,"drawdown_pct":5.456371345681776,"sample":9,"win_rate_pct":55.55555555555556,"avg_win_pct":2.4268960966515607,"avg_loss_pct":0.5660111983929988,"mean_pct":1.0967150766317566,"manual_return_pct":10.122219511541353}. Baseline trade dates/returns [["2026-01-05","2026-01-12"],["2026-01-14","2026-01-22"],["2026-01-30","2026-02-06"],["2026-02-10","2026-02-18"],["2026-02-20","2026-02-27"],["2026-04-09","2026-04-16"],["2026-04-21","2026-04-28"],["2026-06-17","2026-06-25"],["2026-08-05","2026-08-12"]] [-0.0009072605700398695,0.008819856212863186,0.00006152074017973241,0.030373035942439675,-0.016980343310967982,-0.003362906146165745,-0.001389937908546357,0.04130353571598655,0.04078685622110889]. Baseline95%bootstrapmeanCI [-0.15619409475090745,2.4420381181021766]%; N9, selectedsurvivingstocks, no eventcausalidentification and no15minrouting. Trainingfrozenrule deeplynegative; noapproval despite positivepointestimate. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all

Preregister1385 training-only 2022–25, lookback40, hold10; close>prior rollinghigh AND SMA50, nextopen enter, exitopen h sessions later; nooverlap, no crossyear trades. SIP adjustmentall; vectorbt fee0.1% slippage0.1% eachside. Allcash betweenpositions, compounded fullnotional pername, NOT accountallocation. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. Exact metrics {"lookback":40,"hold":10,"return_pct":-12.464642386201467,"drawdown_pct":26.43425113097684,"sample":36,"win_rate_pct":58.333333333333336,"avg_win_pct":3.402503830801059,"avg_loss_pct":5.338139378189855,"mean_pct":-0.2394308396118221,"manual_return_pct":-12.464642386201541}. Manual compounded cash matched. Frozen20/5 unchanged despite ranking; this is training sensitivity, NOT holdout evidence. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all