Notes

{"train_0.001":{"return":-76.19248701430344,"drawdown":86.78920451582097,"win_rate":30.303030303030305,"sample":33,"mean_pct":-3.4440999818928573,"avg_win_pct":11.463068780747305,"avg_loss_pct":9.925477704779881,"quarter_kelly":0},"train_0.0025":{"return":-78.43652245291139,"drawdown":87.87176675772753,"win_rate":30.303030303030305,"sample":33,"mean_pct":-3.733483895460752,"avg_win_pct":11.129030298090552,"avg_loss_pct":10.195446588309146,"quarter_kelly":0},"train_0.005":{"return":-81.71649658600745,"drawdown":89.48247823240084,"win_rate":30.303030303030305,"sample":33,"mean_pct":-4.213869834609022,"avg_win_pct":10.574516440619075,"avg_loss_pct":10.64360299775167,"quarter_kelly":0},"holdout_0.001":{"return":-30.99105028503775,"drawdown":37.71340197763372,"win_rate":25,"sample":4,"mean_pct":-8.173096192242626,"avg_win_pct":10.158493913477566,"avg_loss_pct":14.28362622748269,"quarter_kelly":0},"holdout_0.0025":{"return":-31.814210284239536,"drawdown":38.17868891986842,"win_rate":25,"sample":4,"mean_pct":-8.448314351644967,"avg_win_pct":9.828363297530416,"avg_loss_pct":14.540540234703428,"quarter_kelly":0,"mean_CI_pct":[-18.303165102983876,4.0718276709458845],"simulation_10pct":{"loss_prob_pct":99.95,"median_return_pct":-15.891095569600221,"p95_drawdown_pct":22.759126427694675}},"holdout_0.005":{"return":-33.16439419765967,"drawdown":38.94615797191321,"win_rate":25,"sample":4,"mean_pct":-8.905184715809597,"avg_win_pct":9.280336615507698,"avg_loss_pct":14.967025159582029,"quarter_kelly":0},"indicators":{"date":"2026-09-08 04:00:00+00:00","close":30.52,"prior20":26.63,"sma50":15.881300000000001,"adr20":2.03024,"rv20_pct":119.5793319231804,"signal":true,"bars":1426}} Sep9~02:06 python/vectorbt. Costs eachside5bpfee+20bpslippage base;10/50bptotal sensitivity. Training2021–25, untouched2026throughSep8. Nonoverlapping,nextopenexit10sessionslater; cashallin analyticalportfolio. No15minstopmodel,no currentselected-universe alpha claim. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"train_0.001":{"return":76.7260548271291,"drawdown":29.348834177286555,"win_rate":100,"sample":3,"mean_pct":20.980381618570263,"avg_win_pct":20.980381618570263,"avg_loss_pct":0,"quarter_kelly":0},"train_0.0025":{"return":75.14265355641179,"drawdown":29.560470432008856,"win_rate":100,"sample":3,"mean_pct":20.617833932695653,"avg_win_pct":20.617833932695653,"avg_loss_pct":0,"quarter_kelly":0},"train_0.005":{"return":72.53509046784751,"drawdown":29.91179293549264,"win_rate":100,"sample":3,"mean_pct":20.015993946437952,"avg_win_pct":20.015993946437952,"avg_loss_pct":0,"quarter_kelly":0},"holdout_0.001":{"return":35.239554247046875,"drawdown":34.439726655124794,"win_rate":85.71428571428571,"sample":7,"mean_pct":5.8950824480738575,"avg_win_pct":11.66567952870224,"avg_loss_pct":28.72850003569644,"quarter_kelly":0.12633388465647444},"holdout_0.0025":{"return":32.4291314118459,"drawdown":34.63611309189072,"win_rate":85.71428571428571,"sample":7,"mean_pct":5.57772292265822,"avg_win_pct":11.331034123578394,"avg_loss_pct":28.94214428286283,"quarter_kelly":0.12306297161023698,"mean_CI_pct":[-7.820641610153527,16.67254103386695],"simulation_10pct":{"loss_prob_pct":7.6899999999999995,"median_return_pct":11.777819119101274,"p95_drawdown_pct":9.144446326838207}},"holdout_0.005":{"return":27.874236956356835,"drawdown":34.962120442121815,"win_rate":71.42857142857143,"sample":7,"mean_pct":5.050896632334133,"avg_win_pct":12.943992190177827,"avg_loss_pct":14.681842262275104,"quarter_kelly":0.09755291408795154},"indicators":{"date":"2026-09-08 04:00:00+00:00","close":19.12,"prior20":18.93,"sma50":15.304300000000001,"adr20":1.1503099999999995,"rv20_pct":76.52315186300989,"signal":true,"bars":291}} Sep9~02:06 python/vectorbt. Costs eachside5bpfee+20bpslippage base;10/50bptotal sensitivity. Training2021–25, untouched2026throughSep8. Nonoverlapping,nextopenexit10sessionslater; cashallin analyticalportfolio. No15minstopmodel,no currentselected-universe alpha claim. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"dailyBar":{"c":12.49395,"h":12.5695,"l":12.46,"n":5,"o":12.528,"t":"2026-09-09T00:00:00Z","v":18.577877124,"vw":12.5024648533},"latestQuote":{"ap":12.498,"as":1150.4,"bp":12.47,"bs":1155.95,"t":"2026-09-09T02:05:09.527096282Z"},"latestTrade":{"i":6144456497870884000,"p":12.46,"s":6.561444,"t":"2026-09-09T01:24:27.118232504Z","tks":"S"},"minuteBar":{"c":12.49395,"h":12.49395,"l":12.4805,"n":0,"o":12.4805,"t":"2026-09-09T02:04:00Z","v":0,"vw":12.487225},"prevDailyBar":{"c":12.519,"h":12.803,"l":12.30392,"n":92,"o":12.76,"t":"2026-09-08T00:00:00Z","v":2414.363832816,"vw":12.5987279716}} Sep9~02:05 retrieved; partialSep9UTCday notcompletedvolume/rank; no directbottleneckrentclaim, minerpower opportunities belongstockanalysis. https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"dailyBar":{"c":1.417125,"h":1.4266,"l":1.411,"n":21,"o":1.417965,"t":"2026-09-09T00:00:00Z","v":1035.952445634,"vw":1.4156023362},"latestQuote":{"ap":1.418,"as":4143.792,"bp":1.4132,"bs":4137.5,"t":"2026-09-09T02:05:11.34706836Z"},"latestTrade":{"i":3667703972964877000,"p":1.42206,"s":5.772413,"t":"2026-09-09T01:54:02.10120476Z","tks":"B"},"minuteBar":{"c":1.417125,"h":1.417125,"l":1.41487,"n":0,"o":1.41487,"t":"2026-09-09T02:04:00Z","v":0,"vw":1.4159975},"prevDailyBar":{"c":1.417165,"h":1.45296,"l":1.38,"n":297,"o":1.39605,"t":"2026-09-08T00:00:00Z","v":18254.199424431,"vw":1.4103734702}} Sep9~02:05 retrieved; partialSep9UTCday notcompletedvolume/rank; no directbottleneckrentclaim, minerpower opportunities belongstockanalysis. https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"dailyBar":{"c":103.83,"h":103.915,"l":103.36,"n":9,"o":103.4,"t":"2026-09-09T00:00:00Z","v":2.638239089,"vw":103.6163311314},"latestQuote":{"ap":103.78,"as":0.94843,"bp":103.72,"bs":0.94428,"t":"2026-09-09T02:05:05.525361118Z"},"latestTrade":{"i":9048641319637305000,"p":103.758,"s":0.113695,"t":"2026-09-09T02:00:12.575828931Z","tks":"S"},"minuteBar":{"c":103.83,"h":103.83,"l":103.75,"n":0,"o":103.75,"t":"2026-09-09T02:04:00Z","v":0,"vw":103.79},"prevDailyBar":{"c":103.36,"h":104.84193323,"l":101.7165,"n":231,"o":103.75,"t":"2026-09-08T00:00:00Z","v":220.777645422,"vw":103.1828973772}} Sep9~02:05 retrieved; partialSep9UTCday notcompletedvolume/rank; no directbottleneckrentclaim, minerpower opportunities belongstockanalysis. https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"dailyBar":{"c":78884.186,"h":78917.165,"l":78455.2,"n":69,"o":78455.2,"t":"2026-09-09T00:00:00Z","v":0.312891015,"vw":78698.3893187265},"latestQuote":{"ap":78866.1,"as":0.0010065,"bp":78832.8,"bs":0.00099727,"t":"2026-09-09T02:05:12.325131083Z"},"latestTrade":{"i":6171603349147894000,"p":78907.98,"s":0.000857,"t":"2026-09-09T02:00:16.917925001Z","tks":"B"},"minuteBar":{"c":78884.186,"h":78885.45,"l":78838.6725,"n":0,"o":78838.6725,"t":"2026-09-09T02:04:00Z","v":0,"vw":78862.06125},"prevDailyBar":{"c":78448.681,"h":79480.805,"l":77605.345,"n":737,"o":79092.919,"t":"2026-09-08T00:00:00Z","v":0.629209159,"vw":78479.2002143151}} Sep9~02:05 retrieved; partialSep9UTCday notcompletedvolume/rank; no directbottleneckrentclaim, minerpower opportunities belongstockanalysis. https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"dailyBar":{"c":4374.395,"h":4401.7,"l":4320.75,"n":24,"o":4353.95,"t":"2026-09-09T00:00:00Z","v":0.119727635,"vw":4348.7600025859},"latestQuote":{"ap":4400,"as":4.3606,"bp":4348.79,"bs":4.3411,"t":"2026-09-09T02:04:17.751390386Z"},"latestTrade":{"i":3542329137160077300,"p":4401.3,"s":0.001113,"t":"2026-09-09T02:04:16.602855694Z","tks":"B"},"minuteBar":{"c":4374.395,"h":4401.3,"l":4374.395,"n":1,"o":4401.3,"t":"2026-09-09T02:04:00Z","v":0.001113,"vw":4401.3},"prevDailyBar":{"c":4355.36,"h":4466.6,"l":4329.054,"n":238,"o":4420.8,"t":"2026-09-08T00:00:00Z","v":1.91674975,"vw":4416.4021637087}} Sep9~02:05 retrieved; partialSep9UTCday notcompletedvolume/rank; no directbottleneckrentclaim, minerpower opportunities belongstockanalysis. https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"dailyBar":{"c":54.1745,"h":54.65,"l":53.9337,"n":4,"o":54.3085,"t":"2026-09-09T00:00:00Z","v":2.257380433,"vw":54.5534487739},"latestQuote":{"ap":54.329,"as":67.29,"bp":54.02,"bs":68.006,"t":"2026-09-09T02:04:41.518910508Z"},"latestTrade":{"i":3048395302604065300,"p":54.447,"s":0.726454,"t":"2026-09-09T01:40:15.231952439Z","tks":"B"},"minuteBar":{"c":54.1745,"h":54.1745,"l":54.1745,"n":0,"o":54.1745,"t":"2026-09-09T02:04:00Z","v":0,"vw":54.1745},"prevDailyBar":{"c":54.2742,"h":56.20325,"l":53.84775,"n":40,"o":55.23245,"t":"2026-09-08T00:00:00Z","v":81.997456232,"vw":55.0834035624}} Sep9~02:05 retrieved; partialSep9UTCday notcompletedvolume/rank; no directbottleneckrentclaim, minerpower opportunities belongstockanalysis. https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"dailyBar":{"c":7.96645,"h":8.05031,"l":7.951,"n":2,"o":8.011195,"t":"2026-09-09T00:00:00Z","v":8.25994761,"vw":8.017},"latestQuote":{"ap":7.9909,"as":230.337,"bp":7.942,"bs":227.44,"t":"2026-09-09T02:04:41.339868159Z"},"latestTrade":{"i":6921985838512096000,"p":8.017,"s":3.601097667,"t":"2026-09-09T00:25:56.728820799Z","tks":"S"},"minuteBar":{"c":7.96645,"h":7.96645,"l":7.9615,"n":0,"o":7.9615,"t":"2026-09-09T02:04:00Z","v":0,"vw":7.963975},"prevDailyBar":{"c":8.00655,"h":8.178905,"l":7.3907908325,"n":63,"o":8.07125,"t":"2026-09-08T00:00:00Z","v":364.277261092,"vw":8.0045136803}} Sep9~02:05 retrieved; partialSep9UTCday notcompletedvolume/rank; no directbottleneckrentclaim, minerpower opportunities belongstockanalysis. https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"dailyBar":{"c":0.0901579,"h":0.0909045,"l":0.0898915,"n":17,"o":0.09005,"t":"2026-09-09T00:00:00Z","v":11031.712833335,"vw":0.090325222},"latestQuote":{"ap":0.0902456,"as":249644.945,"bp":0.089957,"bs":247513.9,"t":"2026-09-09T02:05:09.103689115Z"},"latestTrade":{"i":8040533996711725000,"p":0.0898915,"s":1584.684705759,"t":"2026-09-09T01:19:43.472134916Z","tks":"S"},"minuteBar":{"c":0.0901579,"h":0.0901579,"l":0.0900095,"n":0,"o":0.0900095,"t":"2026-09-09T02:04:00Z","v":0,"vw":0.0900837},"prevDailyBar":{"c":0.09003355,"h":0.0916495,"l":0.08798595,"n":31,"o":0.09044435,"t":"2026-09-08T00:00:00Z","v":26717.404480559,"vw":0.0894002622}} Sep9~02:05 retrieved; partialSep9UTCday notcompletedvolume/rank; no directbottleneckrentclaim, minerpower opportunities belongstockanalysis. https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"dailyBar":{"c":258.0815,"h":259.892,"l":256.8545,"n":3,"o":258.2905,"t":"2026-09-09T00:00:00Z","v":0.0616958,"vw":258.2653178498},"latestQuote":{"ap":258.907,"as":32.09,"bp":257.256,"bs":32.25,"t":"2026-09-09T02:04:41.627471467Z"},"latestTrade":{"i":3787742616531649500,"p":258.74,"s":0.030044,"t":"2026-09-09T02:04:02.892654416Z","tks":"B"},"minuteBar":{"c":258.0815,"h":258.74,"l":257.891,"n":1,"o":258.74,"t":"2026-09-09T02:04:00Z","v":0.030044,"vw":258.74},"prevDailyBar":{"c":258.1,"h":262.9,"l":251.5455,"n":22,"o":258.818,"t":"2026-09-08T00:00:00Z","v":1.838228643,"vw":257.6502115399}} Sep9~02:05 retrieved; partialSep9UTCday notcompletedvolume/rank; no directbottleneckrentclaim, minerpower opportunities belongstockanalysis. https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"dailyBar":{"c":2497.875,"h":2498.7135,"l":2484.116,"n":36,"o":2484.116,"t":"2026-09-09T00:00:00Z","v":0.383588892,"vw":2493.1842627502},"latestQuote":{"ap":2497,"as":0.03351,"bp":2496.3,"bs":0.0332626,"t":"2026-09-09T02:05:09.034939575Z"},"latestTrade":{"i":9093129162135913000,"p":2495.977,"s":0.01978,"t":"2026-09-09T01:52:46.603227836Z","tks":"B"},"minuteBar":{"c":2497.875,"h":2497.875,"l":2497.875,"n":0,"o":2497.875,"t":"2026-09-09T02:04:00Z","v":0,"vw":2497.875},"prevDailyBar":{"c":2484.527,"h":2506.55,"l":2441.3,"n":294,"o":2489.165,"t":"2026-09-08T00:00:00Z","v":12.526154045,"vw":2484.9607601105}} Sep9~02:05 retrieved; partialSep9UTCday notcompletedvolume/rank; no directbottleneckrentclaim, minerpower opportunities belongstockanalysis. https://runway.adityaperswal.workers.dev/data/crypto-snapshots

{"summary":{"directory_rows":13156,"snapshot_symbols":12574,"valid_pairs":12291,"fresh_liquid_nonETF":3297,"errors_count":0,"format_compatible_attempted":12612,"footer":"File Creation Time: 0908202621:32|||||"},"quantiles":{"0.01":-7.8582856747031276,"0.1":-3.832307380113038,"0.25":-2.223397110726888,"0.5":-0.8086253369272156,"0.75":0.6446540880503226,"0.9":2.6468770974741767,"0.99":9.981406364143323},"positive":1112} DirectorySep8 21:32; attemptedall13156firstpass specialformatsrejectedbatches; corrected12612compatible,544excludedformats/38missingresponses/283withoutvalidpairs. Fresh>=2USD/IEXdollarvolume>=100k/nonETF3297; survivorship/unadjustedactionbias; TANHoutliernotalpha. https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqtraded.txt

{"symbol":"ETH-USD","currency":"USD","exchange":"CCC","price":2497.53,"previousClose":2480.7356,"changePct":0.6769927436039627,"asOf":"2026-09-09T02:03:05.000Z"} RetrievedviaworldCLI Sep9~02:03; Tokyo/HK/Australia in-progress vscompletedEuropean/USsessions; units/FX distinct. Discoveryonly,noexecutioneligibility. https://finance.yahoo.com/quote/ETH-USD/

{"symbol":"BTC-USD","currency":"USD","exchange":"CCC","price":78890.13,"previousClose":79823.87,"changePct":-1.169750351617869,"asOf":"2026-09-09T02:03:05.000Z"} RetrievedviaworldCLI Sep9~02:03; Tokyo/HK/Australia in-progress vscompletedEuropean/USsessions; units/FX distinct. Discoveryonly,noexecutioneligibility. https://finance.yahoo.com/quote/BTC-USD/

{"symbol":"BZ=F","currency":"USD","exchange":"NYM","price":99.34,"previousClose":95.63,"changePct":3.8795357105510906,"asOf":"2026-09-09T01:52:55.000Z"} RetrievedviaworldCLI Sep9~02:03; Tokyo/HK/Australia in-progress vscompletedEuropean/USsessions; units/FX distinct. Discoveryonly,noexecutioneligibility. https://finance.yahoo.com/quote/BZ%3DF/

{"symbol":"LYC.AX","currency":"AUD","exchange":"ASX","price":15.255,"previousClose":15.12,"changePct":0.8928571428571532,"asOf":"2026-09-09T01:42:49.000Z"} RetrievedviaworldCLI Sep9~02:03; Tokyo/HK/Australia in-progress vscompletedEuropean/USsessions; units/FX distinct. Discoveryonly,noexecutioneligibility. https://finance.yahoo.com/quote/LYC.AX/

{"symbol":"PDN.AX","currency":"AUD","exchange":"ASX","price":11.715,"previousClose":11.11,"changePct":5.4455445544554495,"asOf":"2026-09-09T01:42:45.000Z"} RetrievedviaworldCLI Sep9~02:03; Tokyo/HK/Australia in-progress vscompletedEuropean/USsessions; units/FX distinct. Discoveryonly,noexecutioneligibility. https://finance.yahoo.com/quote/PDN.AX/

{"symbol":"KAP.IL","currency":"USD","exchange":"IOB","price":75.5,"previousClose":74.2,"changePct":1.7520215633423142,"asOf":"2026-09-08T15:35:25.000Z"} RetrievedviaworldCLI Sep9~02:03; Tokyo/HK/Australia in-progress vscompletedEuropean/USsessions; units/FX distinct. Discoveryonly,noexecutioneligibility. https://finance.yahoo.com/quote/KAP.IL/

{"symbol":"CCO.TO","currency":"CAD","exchange":"TOR","price":140.76,"previousClose":136.82,"changePct":2.879695950884372,"asOf":"2026-09-08T20:00:01.000Z"} RetrievedviaworldCLI Sep9~02:03; Tokyo/HK/Australia in-progress vscompletedEuropean/USsessions; units/FX distinct. Discoveryonly,noexecutioneligibility. https://finance.yahoo.com/quote/CCO.TO/

{"symbol":"GLEN.L","currency":"GBp","exchange":"LSE","price":629,"previousClose":597.1,"changePct":5.342488695360907,"asOf":"2026-09-08T15:55:07.000Z"} RetrievedviaworldCLI Sep9~02:03; Tokyo/HK/Australia in-progress vscompletedEuropean/USsessions; units/FX distinct. Discoveryonly,noexecutioneligibility. https://finance.yahoo.com/quote/GLEN.L/

{"symbol":"RR.L","currency":"GBp","exchange":"LSE","price":1481,"previousClose":1459.2,"changePct":1.493969298245611,"asOf":"2026-09-08T15:55:48.000Z"} RetrievedviaworldCLI Sep9~02:03; Tokyo/HK/Australia in-progress vscompletedEuropean/USsessions; units/FX distinct. Discoveryonly,noexecutioneligibility. https://finance.yahoo.com/quote/RR.L/

{"symbol":"MAERSK-B.CO","currency":"DKK","exchange":"CPH","price":22210,"previousClose":21210,"changePct":4.714757190004715,"asOf":"2026-09-08T14:59:41.000Z"} RetrievedviaworldCLI Sep9~02:03; Tokyo/HK/Australia in-progress vscompletedEuropean/USsessions; units/FX distinct. Discoveryonly,noexecutioneligibility. https://finance.yahoo.com/quote/MAERSK-B.CO/

{"symbol":"HLAG.DE","currency":"EUR","exchange":"GER","price":134.2,"previousClose":129.6,"changePct":3.5493827160493785,"asOf":"2026-09-08T15:35:35.000Z"} RetrievedviaworldCLI Sep9~02:03; Tokyo/HK/Australia in-progress vscompletedEuropean/USsessions; units/FX distinct. Discoveryonly,noexecutioneligibility. https://finance.yahoo.com/quote/HLAG.DE/

{"symbol":"LR.PA","currency":"EUR","exchange":"PAR","price":146.15,"previousClose":134.55,"changePct":8.62133036046079,"asOf":"2026-09-08T15:35:27.000Z"} RetrievedviaworldCLI Sep9~02:03; Tokyo/HK/Australia in-progress vscompletedEuropean/USsessions; units/FX distinct. Discoveryonly,noexecutioneligibility. https://finance.yahoo.com/quote/LR.PA/