Notes

{"symbol":"TLX","drug":"Gozellix","year":2025,"rule":"T20_T6","slippage":0.003,"fee":0.001,"entry":"2025-02-24","exit":"2025-03-14","entry_open":19.5,"exit_close":17.3,"net_return_pct":-11.98896509579842,"event_dd_pct":19.971333014811286,"news_exposure":"after_exit","news":"2025-03-20","target":"2025-03-24","spy_return_pct":-6.5133646470449165} Primary goal/firstnews paired in observations17167–17188 corrected note1347; equal standalone event cash basis, nominal-target exits may cross early news. vectorbt result independently matched closed-form price/cost calculation. Not realized trade or calibrated execution. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"TLX","drug":"Gozellix","year":2025,"rule":"T20_T6","slippage":0.001,"fee":0.001,"entry":"2025-02-24","exit":"2025-03-14","entry_open":19.5,"exit_close":17.3,"net_return_pct":-11.636214396530963,"event_dd_pct":19.971333014811275,"news_exposure":"after_exit","news":"2025-03-20","target":"2025-03-24","spy_return_pct":-6.5133646470449165} Primary goal/firstnews paired in observations17167–17188 corrected note1347; equal standalone event cash basis, nominal-target exits may cross early news. vectorbt result independently matched closed-form price/cost calculation. Not realized trade or calibrated execution. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Frozen notes1343/1348. Columns window,lagdays,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,missing,heldgap,zeroSignal,zeroHeld. Fees25bp/leg; Mondayprior7dsupplygrowth>0 enters next specifiedopen; inverseexits; terminal liquidated. [["development",1,0.001,-26.792178,55.39254,10,50,8.486535,12.959495,-2.23648,0,6,true,3,697],["development",1,0.003,-29.66271,55.39254,10,50,8.052455,13.307961,-2.627753,0,6,true,3,697],["development",2,0.001,-22.778699,55.39254,11,45.454545,8.486535,10.065994,-1.633027,0,6,true,3,691],["development",2,0.003,-26.102784,55.39254,11,45.454545,8.052455,10.426011,-2.026708,0,6,true,3,691],["holdout",1,0.001,-23.899929,31.145837,8,25,4.617505,5.783338,-3.183127,0,1,true,0,62],["holdout",1,0.003,-26.296591,33.047021,8,25,4.198871,6.160451,-3.570621,0,1,true,0,62],["holdout",2,0.001,-26.10808,33.143737,9,22.222222,4.617505,5.372703,-3.152657,0,1,true,0,65],["holdout",2,0.003,-28.720888,35.249278,9,22.222222,4.198871,5.751456,-3.540272,0,1,true,0,65]] https://stablecoins.llama.fi/stablecoin/2 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

Frozen notes1343/1348. Columns window,lagdays,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,missing,heldgap,zeroSignal,zeroHeld. Fees25bp/leg; Mondayprior7dsupplygrowth>0 enters next specifiedopen; inverseexits; terminal liquidated. [["development",1,0.001,-27.609495,48.331422,10,50,8.601872,13.378311,-2.38822,0,0,false,0,0],["development",1,0.003,-30.447979,49.148435,10,50,8.167332,13.725105,-2.778887,0,0,false,0,0],["development",2,0.001,-24.489094,48.331422,11,45.454545,8.601872,10.578439,-1.860116,0,0,false,0,0],["development",2,0.003,-27.739554,49.148435,11,45.454545,8.167332,10.93641,-2.252891,0,0,false,0,0],["holdout",1,0.001,-25.91903,31.419279,8,25,4.854544,6.220241,-3.451545,0,0,false,0,0],["holdout",1,0.003,-28.252103,33.312912,8,25,4.434964,6.59561,-3.837967,0,0,false,0,0],["holdout",2,0.001,-27.633892,33.006818,9,22.222222,4.854544,5.663154,-3.325888,0,0,false,0,0],["holdout",2,0.003,-30.192747,35.116671,9,22.222222,4.434964,6.040748,-3.712812,0,0,false,0,0]] https://stablecoins.llama.fi/stablecoin/2 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

Frozen notes1343/1348. Columns window,lagdays,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,missing,heldgap,zeroSignal,zeroHeld. Fees25bp/leg; Mondayprior7dsupplygrowth>0 enters next specifiedopen; inverseexits; terminal liquidated. [["development",1,0.001,-27.497167,54.073143,10,40,19.900021,14.789921,-0.913944,0,1,true,1,421],["development",1,0.003,-30.340056,54.256484,10,40,19.420379,15.13108,-1.310496,0,1,true,1,421],["development",2,0.001,-24.44036,54.073143,11,36.363636,19.900021,12.195899,-0.524655,0,1,true,1,418],["development",2,0.003,-27.692917,54.256484,11,36.363636,19.420379,12.547413,-0.922762,0,1,true,1,418],["holdout",1,0.001,-25.364358,28.633704,8,37.5,1.571641,6.479747,-3.460477,0,1,true,0,15],["holdout",1,0.003,-27.714899,30.727946,8,25,1.808979,5.732144,-3.846863,0,1,true,0,15],["holdout",2,0.001,-32.498527,35.455368,9,33.333333,1.571641,6.996883,-4.140708,0,1,true,0,16],["holdout",2,0.003,-34.88537,37.599531,9,22.222222,1.808979,6.33391,-4.524379,0,1,true,0,16]] https://stablecoins.llama.fi/stablecoin/2 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

Frozen notes1343/1348. Columns window,lagdays,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,missing,heldgap,zeroSignal,zeroHeld. Fees25bp/leg; Mondayprior7dsupplygrowth>0 enters next specifiedopen; inverseexits; terminal liquidated. [["development",1,0.001,-26.587926,50.507721,10,30,26.259339,12.368147,-0.779901,0,0,false,0,0],["development",1,0.003,-29.466467,50.705295,10,30,25.754311,12.718974,-1.176989,0,0,false,0,0],["development",2,0.001,-24.019262,50.507721,11,27.272727,26.259339,10.475421,-0.45685,0,0,false,0,0],["development",2,0.003,-27.289946,50.705295,11,27.272727,25.754311,10.833804,-0.855227,0,0,false,0,0],["holdout",1,0.001,-26.656436,29.275533,8,37.5,1.94195,6.961452,-3.622676,0,0,false,0,0],["holdout",1,0.003,-28.966285,31.365491,8,25,2.348813,6.127491,-4.008415,0,0,false,0,0],["holdout",2,0.001,-33.059866,35.450297,9,33.333333,1.94195,7.25997,-4.192663,0,0,false,0,0],["holdout",2,0.003,-35.42686,37.607856,9,22.222222,2.348813,6.554681,-4.576127,0,0,false,0,0]] https://stablecoins.llama.fi/stablecoin/2 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

Frozen notes1343/1348. Columns window,lagdays,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,missing,heldgap,zeroSignal,zeroHeld. Fees25bp/leg; Mondayprior7dsupplygrowth>0 enters next specifiedopen; inverseexits; terminal liquidated. [["development",1,0.001,-10.205953,27.079677,10,50,4.944403,6.667439,-0.861518,0,1,false,1,147],["development",1,0.003,-13.726843,27.079677,10,50,4.524464,7.041023,-1.25828,0,1,false,1,147],["development",2,0.001,-4.79562,27.079677,11,54.545455,4.258339,5.754154,-0.292794,0,1,false,1,147],["development",2,0.003,-8.893809,27.079677,11,54.545455,3.841139,6.131384,-0.691826,0,1,false,1,147],["holdout",1,0.001,-19.452131,21.423288,8,37.5,1.362891,5.002954,-2.615762,0,1,true,0,1],["holdout",1,0.003,-21.988869,23.592928,8,25,1.62798,4.550021,-3.005521,0,1,true,0,1],["holdout",2,0.001,-25.289303,27.117614,9,33.333333,1.362891,5.379954,-3.132339,0,1,true,0,1],["holdout",2,0.003,-27.931063,29.412939,9,22.222222,1.62798,4.990897,-3.520036,0,1,true,0,1]] https://stablecoins.llama.fi/stablecoin/2 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

Frozen notes1343/1348. Columns window,lagdays,slip,return%,DD%,closedN,win%,avgwin%,avgloss%,expectancy%,rawquarterKelly,missing,heldgap,zeroSignal,zeroHeld. Fees25bp/leg; Mondayprior7dsupplygrowth>0 enters next specifiedopen; inverseexits; terminal liquidated. [["development",1,0.001,-9.383031,21.142276,10,40,6.320091,5.49989,-0.771897,0,0,false,0,0],["development",1,0.003,-12.936188,23.319675,10,40,5.89466,5.878135,-1.169017,0,0,false,0,0],["development",2,0.001,-4.689702,20.706438,11,45.454545,5.264558,4.891423,-0.275068,0,0,false,0,0],["development",2,0.003,-8.79245,20.706438,11,45.454545,4.843341,5.272097,-0.674171,0,0,false,0,0],["holdout",1,0.001,-19.366466,20.904367,8,37.5,1.824156,5.23523,-2.58796,0,0,false,0,0],["holdout",1,0.003,-21.905902,23.241699,8,37.5,1.416673,5.614531,-2.97783,0,0,false,0,0],["holdout",2,0.001,-24.759763,26.194799,9,33.333333,1.824156,5.480254,-3.045451,0,0,false,0,0],["holdout",2,0.003,-27.420247,28.661721,9,33.333333,1.416673,5.858577,-3.433494,0,0,false,0,0]] https://stablecoins.llama.fi/stablecoin/2 ; https://runway.adityaperswal.workers.dev/data/crypto-bars

{"lookback":40,"hold":20,"return_pct":-26.641487433706722,"drawdown_pct":31.341153566635406,"win_rate_pct":29.411764705882355,"avg_win_pct":7.992894749780925,"avg_loss_pct":5.531170426731582,"sample":17,"mean_pct":-1.55350419834555,"quarter_Kelly":0}. 2022–25 only;9correlatedvariants,fee10bps+slip10bpsperside; baseline20/10remainedfixed,notselectedbyholdout. Fulltradevectorslocaldistributors_results.json. https://runway.adityaperswal.workers.dev/data/stock-bars

{"lookback":40,"hold":10,"return_pct":-15.90832655761591,"drawdown_pct":22.917039943337326,"win_rate_pct":40,"avg_win_pct":4.300591269337202,"avg_loss_pct":4.117713681379697,"sample":20,"mean_pct":-0.7503917010929376,"quarter_Kelly":0}. 2022–25 only;9correlatedvariants,fee10bps+slip10bpsperside; baseline20/10remainedfixed,notselectedbyholdout. Fulltradevectorslocaldistributors_results.json. https://runway.adityaperswal.workers.dev/data/stock-bars

{"lookback":40,"hold":5,"return_pct":-11.75449386122178,"drawdown_pct":18.70927757466876,"win_rate_pct":53.57142857142857,"avg_win_pct":2.1604583643163666,"avg_loss_pct":3.3274033821603046,"sample":28,"mean_pct":-0.3874774465478021,"quarter_Kelly":0}. 2022–25 only;9correlatedvariants,fee10bps+slip10bpsperside; baseline20/10remainedfixed,notselectedbyholdout. Fulltradevectorslocaldistributors_results.json. https://runway.adityaperswal.workers.dev/data/stock-bars

{"lookback":20,"hold":20,"return_pct":-21.791169010157667,"drawdown_pct":44.17412119283325,"win_rate_pct":41.66666666666667,"avg_win_pct":5.9586308985861525,"avg_loss_pct":5.5349541536452795,"sample":24,"mean_pct":-0.7459603818821836,"quarter_Kelly":0}. 2022–25 only;9correlatedvariants,fee10bps+slip10bpsperside; baseline20/10remainedfixed,notselectedbyholdout. Fulltradevectorslocaldistributors_results.json. https://runway.adityaperswal.workers.dev/data/stock-bars

{"lookback":20,"hold":10,"return_pct":-12.432149251989376,"drawdown_pct":34.72148454626669,"win_rate_pct":45.45454545454545,"avg_win_pct":4.174643338898468,"avg_loss_pct":3.999957315917777,"sample":33,"mean_pct":-0.284229745546757,"quarter_Kelly":0}. 2022–25 only;9correlatedvariants,fee10bps+slip10bpsperside; baseline20/10remainedfixed,notselectedbyholdout. Fulltradevectorslocaldistributors_results.json. https://runway.adityaperswal.workers.dev/data/stock-bars

{"lookback":20,"hold":5,"return_pct":-7.375662785718904,"drawdown_pct":20.42229777243616,"win_rate_pct":56.81818181818182,"avg_win_pct":2.4288687344333324,"avg_loss_pct":3.4464970563847395,"sample":44,"mean_pct":-0.10822103887447108,"quarter_Kelly":0}. 2022–25 only;9correlatedvariants,fee10bps+slip10bpsperside; baseline20/10remainedfixed,notselectedbyholdout. Fulltradevectorslocaldistributors_results.json. https://runway.adityaperswal.workers.dev/data/stock-bars

{"lookback":10,"hold":20,"return_pct":-5.188465269371554,"drawdown_pct":36.85076356695909,"win_rate_pct":45.16129032258064,"avg_win_pct":6.2719794650724285,"avg_loss_pct":5.034684937908549,"sample":31,"mean_pct":0.07155059892156904,"quarter_Kelly":0.0028519943073802567}. 2022–25 only;9correlatedvariants,fee10bps+slip10bpsperside; baseline20/10remainedfixed,notselectedbyholdout. Fulltradevectorslocaldistributors_results.json. https://runway.adityaperswal.workers.dev/data/stock-bars

{"lookback":10,"hold":10,"return_pct":-30.317463956351787,"drawdown_pct":48.19066423191016,"win_rate_pct":45.09803921568628,"avg_win_pct":4.245228611401689,"avg_loss_pct":4.51172806400936,"sample":51,"mean_pct":-0.5625123084318275,"quarter_Kelly":0}. 2022–25 only;9correlatedvariants,fee10bps+slip10bpsperside; baseline20/10remainedfixed,notselectedbyholdout. Fulltradevectorslocaldistributors_results.json. https://runway.adityaperswal.workers.dev/data/stock-bars

{"lookback":10,"hold":5,"return_pct":-8.954063612187165,"drawdown_pct":27.89129971036093,"win_rate_pct":55.55555555555556,"avg_win_pct":2.316930952947609,"avg_loss_pct":3.098705762851648,"sample":63,"mean_pct":-0.09001869851872758,"quarter_Kelly":0}. 2022–25 only;9correlatedvariants,fee10bps+slip10bpsperside; baseline20/10remainedfixed,notselectedbyholdout. Fulltradevectorslocaldistributors_results.json. https://runway.adityaperswal.workers.dev/data/stock-bars

{"return_pct":-5.3337237620999804,"drawdown_pct":13.038577502186953,"win_rate_pct":28.57142857142857,"avg_win_pct":2.768922374957536,"avg_loss_pct":2.1388967060732864,"sample":7,"mean_pct":-0.7366626829216228,"quarter_Kelly":0,"returns":[-0.003270522485016153,0.03521992914271023,0.020158518356440485,-0.031042024857537855,-0.06144054297913838,-0.005044987976761597,-0.006146757005210338]}. Rule1346: prior20closehigh -> nextopen10sessions; train2022–25,holdout2026throughSep8; fees10bpsperside,slippage30bpsperside. No15minvenueexitmodel; exploratorypriceedge notheliumcausaltest. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"return_pct":-2.645598244297762,"drawdown_pct":11.28183254814774,"win_rate_pct":42.857142857142854,"avg_win_pct":2.145096112192302,"avg_loss_pct":2.201042448558124,"sample":7,"mean_pct":-0.3384116368079417,"quarter_Kelly":0,"returns":[0.0007284052773516221,0.039373127716023505,0.024251350372393926,-0.02715440605650954,-0.05767476229233934,-0.0010531723219116148,-0.0021593572715644786]}. Rule1346: prior20closehigh -> nextopen10sessions; train2022–25,holdout2026throughSep8; fees10bpsperside,slippage10bpsperside. No15minvenueexitmodel; exploratorypriceedge notheliumcausaltest. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"lookback":40,"hold":20,"return_pct":-3.251482795766096,"drawdown_pct":25.52943551982135,"win_rate_pct":66.66666666666666,"avg_win_pct":2.9616269437458063,"avg_loss_pct":5.889807921806323,"sample":21,"mean_pct":0.011148655228429323,"quarter_Kelly":0.000941092129443627}. 2022–25 only;9correlatedvariants,fee10bps+slip10bpsperside; baseline20/10remainedfixed,notselectedbyholdout. Fulltradevectorslocaldistributors_results.json. https://runway.adityaperswal.workers.dev/data/stock-bars

{"lookback":40,"hold":10,"return_pct":-20.220479273479086,"drawdown_pct":23.079559623208034,"win_rate_pct":38.70967741935484,"avg_win_pct":3.223911540552905,"avg_loss_pct":3.094754031539854,"sample":31,"mean_pct":-0.6488189713749147,"quarter_Kelly":0}. 2022–25 only;9correlatedvariants,fee10bps+slip10bpsperside; baseline20/10remainedfixed,notselectedbyholdout. Fulltradevectorslocaldistributors_results.json. https://runway.adityaperswal.workers.dev/data/stock-bars

{"lookback":40,"hold":5,"return_pct":-24.8045615311039,"drawdown_pct":26.35194725586044,"win_rate_pct":47.5,"avg_win_pct":1.6330023678314198,"avg_loss_pct":2.7396028960037437,"sample":40,"mean_pct":-0.6626153956820408,"quarter_Kelly":0}. 2022–25 only;9correlatedvariants,fee10bps+slip10bpsperside; baseline20/10remainedfixed,notselectedbyholdout. Fulltradevectorslocaldistributors_results.json. https://runway.adityaperswal.workers.dev/data/stock-bars

{"lookback":20,"hold":20,"return_pct":8.389243229303593,"drawdown_pct":23.896852489390476,"win_rate_pct":53.84615384615385,"avg_win_pct":3.6622047255392145,"avg_loss_pct":3.3403941365876424,"sample":26,"mean_pct":0.43023601994220384,"quarter_Kelly":0.029370014252743354}. 2022–25 only;9correlatedvariants,fee10bps+slip10bpsperside; baseline20/10remainedfixed,notselectedbyholdout. Fulltradevectorslocaldistributors_results.json. https://runway.adityaperswal.workers.dev/data/stock-bars

{"lookback":20,"hold":10,"return_pct":-12.662756189904432,"drawdown_pct":22.52394542725973,"win_rate_pct":48.717948717948715,"avg_win_pct":2.553488553158216,"avg_loss_pct":2.978894876056644,"sample":39,"mean_pct":-0.2836311541314559,"quarter_Kelly":0}. 2022–25 only;9correlatedvariants,fee10bps+slip10bpsperside; baseline20/10remainedfixed,notselectedbyholdout. Fulltradevectorslocaldistributors_results.json. https://runway.adityaperswal.workers.dev/data/stock-bars

{"lookback":20,"hold":5,"return_pct":-18.02368435876111,"drawdown_pct":24.980144386774196,"win_rate_pct":40.74074074074074,"avg_win_pct":1.872858924095059,"avg_loss_pct":1.845033160628845,"sample":54,"mean_pct":-0.33033638537095816,"quarter_Kelly":0}. 2022–25 only;9correlatedvariants,fee10bps+slip10bpsperside; baseline20/10remainedfixed,notselectedbyholdout. Fulltradevectorslocaldistributors_results.json. https://runway.adityaperswal.workers.dev/data/stock-bars