Notes

{"lookback":5,"target":2,"slippage":0.0015,"managed":true,"period":"test","return_pct":-30.60838635285108,"drawdown_pct":34.291101018683925,"sample":219,"win_probability":0.547945205479452,"avg_win_pct":1.3581621844578406,"avg_loss_pct":1.9731766003059112,"expectancy_pct":-0.14778548536686914,"quarter_kelly":0,"vectorbt_final":6939.161364714867,"reasons":{"stop":111,"time":43,"breakeven":38,"target":22,"target_gap":5},"years":{"2021":-5.1554814620838885,"2022":-4.253855505472382,"2023":-5.28169377896509,"2024":-12.922522067412046,"2025":-7.352503039406888}}. Full-capital normalized research portfolio, not account projection. vectorbt verifies entire event equity against independent cash ledger. DailyOHLC continuous-touch/adversecollision cannot identify15minfills; fractional half exits andadjustedprices are research approximations. Historicalwindow reused acrosspastfundresearch, chronologicalholdout for this frozenrule only. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

{"lookback":5,"target":2,"slippage":0.0005,"managed":true,"period":"test","return_pct":7.529636064255052,"drawdown_pct":17.695451458476306,"sample":219,"win_probability":0.5525114155251142,"avg_win_pct":1.5489653847268852,"avg_loss_pct":1.7960280711602061,"expectancy_pct":0.05211899807421413,"quarter_kelly":0.008411904905706452,"vectorbt_final":10752.96360642542,"reasons":{"stop":111,"time":43,"breakeven":38,"target":22,"target_gap":5},"years":{"2021":3.569097556488754,"2022":4.553662485482968,"2023":3.2246191431342774,"2024":-4.912419336412777,"2025":1.1699758614958533}}. Full-capital normalized research portfolio, not account projection. vectorbt verifies entire event equity against independent cash ledger. DailyOHLC continuous-touch/adversecollision cannot identify15minfills; fractional half exits andadjustedprices are research approximations. Historicalwindow reused acrosspastfundresearch, chronologicalholdout for this frozenrule only. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

{"lookback":5,"target":1.5,"slippage":0.0015,"managed":true,"period":"test","return_pct":-27.412784072288467,"drawdown_pct":31.848898955562444,"sample":219,"win_probability":0.547945205479452,"avg_win_pct":1.3956566398879215,"avg_loss_pct":1.97317660030591,"expectancy_pct":-0.12724057828189275,"quarter_kelly":0,"vectorbt_final":7258.721592771103,"reasons":{"stop":104,"target":41,"breakeven":38,"time":29,"target_gap":7},"years":{"2021":-9.575724080843905,"2022":1.4530726723529508,"2023":-3.3536905856611954,"2024":-13.306595788986852,"2025":-5.5637869206533015}}. Full-capital normalized research portfolio, not account projection. vectorbt verifies entire event equity against independent cash ledger. DailyOHLC continuous-touch/adversecollision cannot identify15minfills; fractional half exits andadjustedprices are research approximations. Historicalwindow reused acrosspastfundresearch, chronologicalholdout for this frozenrule only. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

{"lookback":3,"target":2,"slippage":0.0015,"managed":true,"period":"test","return_pct":-48.60108706823413,"drawdown_pct":49.078208060053704,"sample":225,"win_probability":0.52,"avg_win_pct":1.350008917560452,"avg_loss_pct":2.035598201882041,"expectancy_pct":-0.2750824997719447,"quarter_kelly":0,"vectorbt_final":5139.891293176538,"reasons":{"stop":123,"time":39,"breakeven":35,"target":24,"target_gap":4},"years":{"2021":-19.77584279508666,"2022":-16.816823077388243,"2023":4.845641283599722,"2024":-18.778632296479834,"2025":-9.553328538558715}}. Full-capital normalized research portfolio, not account projection. vectorbt verifies entire event equity against independent cash ledger. DailyOHLC continuous-touch/adversecollision cannot identify15minfills; fractional half exits andadjustedprices are research approximations. Historicalwindow reused acrosspastfundresearch, chronologicalholdout for this frozenrule only. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

{"lookback":3,"target":2,"slippage":0.0005,"managed":true,"period":"test","return_pct":-19.3904192309455,"drawdown_pct":29.423330614453903,"sample":225,"win_probability":0.52,"avg_win_pct":1.552911990645975,"avg_loss_pct":1.8394731261162218,"expectancy_pct":-0.07543286539987953,"quarter_kelly":0,"vectorbt_final":8060.95807690537,"reasons":{"stop":123,"time":39,"breakeven":35,"target":24,"target_gap":4},"years":{"2021":-12.571197649678457,"2022":-9.164950188317588,"2023":14.719415636254652,"2024":-10.951740773413865,"2025":-0.6389174619807036}}. Full-capital normalized research portfolio, not account projection. vectorbt verifies entire event equity against independent cash ledger. DailyOHLC continuous-touch/adversecollision cannot identify15minfills; fractional half exits andadjustedprices are research approximations. Historicalwindow reused acrosspastfundresearch, chronologicalholdout for this frozenrule only. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

{"lookback":3,"target":1.5,"slippage":0.0015,"managed":true,"period":"test","return_pct":-45.81957007087239,"drawdown_pct":46.322511066906955,"sample":225,"win_probability":0.52,"avg_win_pct":1.3941282054574626,"avg_loss_pct":2.035598201882043,"expectancy_pct":-0.25214047006550006,"quarter_kelly":0,"vectorbt_final":5418.042992912734,"reasons":{"stop":114,"target":39,"breakeven":35,"time":26,"target_gap":11},"years":{"2021":-21.661419014315452,"2022":-14.01779110571465,"2023":6.137142136057849,"2024":-18.073610246089235,"2025":-7.494630644957379}}. Full-capital normalized research portfolio, not account projection. vectorbt verifies entire event equity against independent cash ledger. DailyOHLC continuous-touch/adversecollision cannot identify15minfills; fractional half exits andadjustedprices are research approximations. Historicalwindow reused acrosspastfundresearch, chronologicalholdout for this frozenrule only. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

{"lookback":3,"target":1.5,"slippage":0.0005,"managed":true,"period":"test","return_pct":-15.028130103216576,"drawdown_pct":30.598907618493044,"sample":225,"win_probability":0.52,"avg_win_pct":1.597119605511995,"avg_loss_pct":1.8394731261162252,"expectancy_pct":-0.05244490566955085,"quarter_kelly":0,"vectorbt_final":8497.18698967831,"reasons":{"stop":114,"target":39,"breakeven":35,"time":26,"target_gap":11},"years":{"2021":-14.626110737345076,"2022":-6.108440230685142,"2023":16.132542794177795,"2024":-10.178779321536025,"2025":1.622685403241042}}. Full-capital normalized research portfolio, not account projection. vectorbt verifies entire event equity against independent cash ledger. DailyOHLC continuous-touch/adversecollision cannot identify15minfills; fractional half exits andadjustedprices are research approximations. Historicalwindow reused acrosspastfundresearch, chronologicalholdout for this frozenrule only. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

{"lookback":5,"target":1.5,"slippage":0.0005,"managed":true,"period":"forward","return_pct":10.789248971576026,"drawdown_pct":6.61970945675473,"sample":35,"win_probability":0.6857142857142857,"avg_win_pct":1.3326076064494985,"avg_loss_pct":1.9265552735026028,"expectancy_pct":0.30829927275026664,"quarter_kelly":0.05783759436351946,"vectorbt_final":11078.92489715759,"reasons":{"stop":14,"breakeven":9,"target":8,"time":3,"target_gap":1},"years":{"2026":10.789248971576026}}. Full-capital normalized research portfolio, not account projection. vectorbt verifies entire event equity against independent cash ledger. DailyOHLC continuous-touch/adversecollision cannot identify15minfills; fractional half exits andadjustedprices are research approximations. Historicalwindow reused acrosspastfundresearch, chronologicalholdout for this frozenrule only. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

{"lookback":5,"target":1.5,"slippage":0.0005,"managed":false,"period":"forward","return_pct":39.96983495286042,"drawdown_pct":8.674158139412992,"sample":35,"win_probability":0.6857142857142857,"avg_win_pct":2.19947912344991,"avg_loss_pct":1.6359066382048224,"expectancy_pct":0.9940721697869942,"quarter_kelly":0.11298949819398373,"vectorbt_final":13996.983495286033,"reasons":{"time":35},"years":{"2026":39.96983495286044}}. Full-capital normalized research portfolio, not account projection. vectorbt verifies entire event equity against independent cash ledger. DailyOHLC continuous-touch/adversecollision cannot identify15minfills; fractional half exits andadjustedprices are research approximations. Historicalwindow reused acrosspastfundresearch, chronologicalholdout for this frozenrule only. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

{"lookback":5,"target":1.5,"slippage":0.0005,"managed":true,"period":"test","return_pct":12.481559390065588,"drawdown_pct":19.178826632538858,"sample":219,"win_probability":0.5525114155251142,"avg_win_pct":1.5862244122917777,"avg_loss_pct":1.7960280711602088,"expectancy_pct":0.07270503613518095,"quarter_kelly":0.01145881937823301,"vectorbt_final":11248.155939006509,"reasons":{"stop":104,"target":41,"breakeven":38,"time":29,"target_gap":7},"years":{"2021":-1.2577553398408714,"2022":10.785560863044473,"2023":5.325769419946624,"2024":-5.33182331833888,"2025":3.123232803065701}}. Full-capital normalized research portfolio, not account projection. vectorbt verifies entire event equity against independent cash ledger. DailyOHLC continuous-touch/adversecollision cannot identify15minfills; fractional half exits andadjustedprices are research approximations. Historicalwindow reused acrosspastfundresearch, chronologicalholdout for this frozenrule only. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

{"lookback":5,"target":1.5,"slippage":0.0005,"managed":false,"period":"test","return_pct":5.506276925102349,"drawdown_pct":32.154492518126965,"sample":219,"win_probability":0.547945205479452,"avg_win_pct":2.3086207067727176,"avg_loss_pct":2.6229487299582943,"expectancy_pct":0.07928109838746565,"quarter_kelly":0.00858533172587439,"vectorbt_final":10550.627692510181,"reasons":{"time":219},"years":{"2021":17.555219237760223,"2022":-17.779409986678264,"2023":12.300994549576117,"2024":2.5599976586681006,"2025":-5.224913683076449}}. Full-capital normalized research portfolio, not account projection. vectorbt verifies entire event equity against independent cash ledger. DailyOHLC continuous-touch/adversecollision cannot identify15minfills; fractional half exits andadjustedprices are research approximations. Historicalwindow reused acrosspastfundresearch, chronologicalholdout for this frozenrule only. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

{"lookback":5,"target":1.5,"slippage":0.0005,"managed":true,"period":"train","return_pct":-6.786169144108467,"drawdown_pct":28.87913447217002,"sample":219,"win_probability":0.5296803652968036,"avg_win_pct":1.2918659205613918,"avg_loss_pct":1.4892365755847583,"expectancy_pct":-0.01614118949821297,"quarter_kelly":0,"vectorbt_final":9321.38308558911,"reasons":{"stop":103,"target":38,"time":37,"breakeven":37,"target_gap":4},"years":{"2016":-6.488625913214707,"2017":-11.238119385883005,"2018":-4.014194298051255,"2019":-0.5454962826797471,"2020":17.640795784197994}}. Full-capital normalized research portfolio, not account projection. vectorbt verifies entire event equity against independent cash ledger. DailyOHLC continuous-touch/adversecollision cannot identify15minfills; fractional half exits andadjustedprices are research approximations. Historicalwindow reused acrosspastfundresearch, chronologicalholdout for this frozenrule only. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

{"lookback":5,"target":1.5,"slippage":0.0005,"managed":false,"period":"train","return_pct":-6.604557936590094,"drawdown_pct":55.07340632394777,"sample":219,"win_probability":0.54337899543379,"avg_win_pct":1.9476171220379839,"avg_loss_pct":2.2486592099630833,"expectancy_pct":0.031509207882245496,"quarter_kelly":0.004044584472700979,"vectorbt_final":9339.544206340903,"reasons":{"time":219},"years":{"2016":7.380320007257146,"2017":-5.6854951288370925,"2018":6.974500634784531,"2019":21.73115524058902,"2020":-29.182516886926045}}. Full-capital normalized research portfolio, not account projection. vectorbt verifies entire event equity against independent cash ledger. DailyOHLC continuous-touch/adversecollision cannot identify15minfills; fractional half exits andadjustedprices are research approximations. Historicalwindow reused acrosspastfundresearch, chronologicalholdout for this frozenrule only. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

RetrievedSep9~00:03UTC;{"bars":2685,"first":"2016-01-04T05:00:00Z","last":"2026-09-08T04:00:00Z","close":765.96,"volume20_mean":36653038.8,"dollar_volume20_proxy":28171092998.4365,"range20":4.4660599999999935}. Eachsymbol2685alignedsessions, no duplicate timestamps, validpositiveOHLC/volume checks; providerstartsJan2016 despiteNov2015request,2016warmup omitted. Pagination exhausted; exactcommoncalendar only, not independentNYSEholidayaudit. AdjustedOHLC research coordinates; dollarvolume close*volume proxy not actualVWAP or NBBO; no executablequote inferred. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&start=2015-11-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all

RetrievedSep9~00:03UTC;{"bars":2685,"first":"2016-01-04T05:00:00Z","last":"2026-09-08T04:00:00Z","close":113.99,"volume20_mean":5169099.55,"dollar_volume20_proxy":603716106.3119999,"range20":1.1907949999999992}. Eachsymbol2685alignedsessions, no duplicate timestamps, validpositiveOHLC/volume checks; providerstartsJan2016 despiteNov2015request,2016warmup omitted. Pagination exhausted; exactcommoncalendar only, not independentNYSEholidayaudit. AdjustedOHLC research coordinates; dollarvolume close*volume proxy not actualVWAP or NBBO; no executablequote inferred. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLY&timeframe=1Day&start=2015-11-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all

RetrievedSep9~00:03UTC;{"bars":2685,"first":"2016-01-04T05:00:00Z","last":"2026-09-08T04:00:00Z","close":167.13,"volume20_mean":7595354,"dollar_volume20_proxy":1302317749.668,"range20":2.16387}. Eachsymbol2685alignedsessions, no duplicate timestamps, validpositiveOHLC/volume checks; providerstartsJan2016 despiteNov2015request,2016warmup omitted. Pagination exhausted; exactcommoncalendar only, not independentNYSEholidayaudit. AdjustedOHLC research coordinates; dollarvolume close*volume proxy not actualVWAP or NBBO; no executablequote inferred. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLV&timeframe=1Day&start=2015-11-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all

RetrievedSep9~00:03UTC;{"bars":2685,"first":"2016-01-04T05:00:00Z","last":"2026-09-08T04:00:00Z","close":43.45,"volume20_mean":19816146.35,"dollar_volume20_proxy":857359848.8210001,"range20":0.5507849999999994}. Eachsymbol2685alignedsessions, no duplicate timestamps, validpositiveOHLC/volume checks; providerstartsJan2016 despiteNov2015request,2016warmup omitted. Pagination exhausted; exactcommoncalendar only, not independentNYSEholidayaudit. AdjustedOHLC research coordinates; dollarvolume close*volume proxy not actualVWAP or NBBO; no executablequote inferred. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLU&timeframe=1Day&start=2015-11-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all

RetrievedSep9~00:03UTC;{"bars":2685,"first":"2016-01-04T05:00:00Z","last":"2026-09-08T04:00:00Z","close":84.02,"volume20_mean":9174830.3,"dollar_volume20_proxy":784310950.0645001,"range20":0.8247499999999988}. Eachsymbol2685alignedsessions, no duplicate timestamps, validpositiveOHLC/volume checks; providerstartsJan2016 despiteNov2015request,2016warmup omitted. Pagination exhausted; exactcommoncalendar only, not independentNYSEholidayaudit. AdjustedOHLC research coordinates; dollarvolume close*volume proxy not actualVWAP or NBBO; no executablequote inferred. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLP&timeframe=1Day&start=2015-11-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all

RetrievedSep9~00:03UTC;{"bars":2685,"first":"2016-01-04T05:00:00Z","last":"2026-09-08T04:00:00Z","close":187.87,"volume20_mean":6080595.05,"dollar_volume20_proxy":1129317908.1855,"range20":2.5049599999999996}. Eachsymbol2685alignedsessions, no duplicate timestamps, validpositiveOHLC/volume checks; providerstartsJan2016 despiteNov2015request,2016warmup omitted. Pagination exhausted; exactcommoncalendar only, not independentNYSEholidayaudit. AdjustedOHLC research coordinates; dollarvolume close*volume proxy not actualVWAP or NBBO; no executablequote inferred. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLK&timeframe=1Day&start=2015-11-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all

RetrievedSep9~00:03UTC;{"bars":2685,"first":"2016-01-04T05:00:00Z","last":"2026-09-08T04:00:00Z","close":174.42,"volume20_mean":6447629.05,"dollar_volume20_proxy":1152533015.8105004,"range20":2.0967449999999985}. Eachsymbol2685alignedsessions, no duplicate timestamps, validpositiveOHLC/volume checks; providerstartsJan2016 despiteNov2015request,2016warmup omitted. Pagination exhausted; exactcommoncalendar only, not independentNYSEholidayaudit. AdjustedOHLC research coordinates; dollarvolume close*volume proxy not actualVWAP or NBBO; no executablequote inferred. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLI&timeframe=1Day&start=2015-11-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all

RetrievedSep9~00:03UTC;{"bars":2685,"first":"2016-01-04T05:00:00Z","last":"2026-09-08T04:00:00Z","close":57.3,"volume20_mean":28268068.15,"dollar_volume20_proxy":1633924599.48,"range20":0.5395800000000002}. Eachsymbol2685alignedsessions, no duplicate timestamps, validpositiveOHLC/volume checks; providerstartsJan2016 despiteNov2015request,2016warmup omitted. Pagination exhausted; exactcommoncalendar only, not independentNYSEholidayaudit. AdjustedOHLC research coordinates; dollarvolume close*volume proxy not actualVWAP or NBBO; no executablequote inferred. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2015-11-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all

RetrievedSep9~00:03UTC;{"bars":2685,"first":"2016-01-04T05:00:00Z","last":"2026-09-08T04:00:00Z","close":64.77,"volume20_mean":25412172.9,"dollar_volume20_proxy":1605863283.7175002,"range20":0.9754749999999998}. Eachsymbol2685alignedsessions, no duplicate timestamps, validpositiveOHLC/volume checks; providerstartsJan2016 despiteNov2015request,2016warmup omitted. Pagination exhausted; exactcommoncalendar only, not independentNYSEholidayaudit. AdjustedOHLC research coordinates; dollarvolume close*volume proxy not actualVWAP or NBBO; no executablequote inferred. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&start=2015-11-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all

RetrievedSep9~00:03UTC;{"bars":2685,"first":"2016-01-04T05:00:00Z","last":"2026-09-08T04:00:00Z","close":51.94,"volume20_mean":10803172.05,"dollar_volume20_proxy":569978277.7635,"range20":0.7049999999999994}. Eachsymbol2685alignedsessions, no duplicate timestamps, validpositiveOHLC/volume checks; providerstartsJan2016 despiteNov2015request,2016warmup omitted. Pagination exhausted; exactcommoncalendar only, not independentNYSEholidayaudit. AdjustedOHLC research coordinates; dollarvolume close*volume proxy not actualVWAP or NBBO; no executablequote inferred. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLB&timeframe=1Day&start=2015-11-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all

Indexed issuerannualriskpassage readSep9~00:04:34UTC. Eaton uses single-source relationships for availability/performance/quality/capacity/price; delays mostmaterialforhigher-volumeprofitableproducts and alternativesneedqualification. Not currentoutage or Canadiancontentmeasure. NewSep8WHannex removes50%Section338duty forCanadian8537.10.9120switchgear<=1000V, not allswitchgear; no ETNshipment/productclassificationverified. Candidate for exposuremapping only, no numericalstockedge and notrade. https://www.eaton.com/content/dam/eaton/company/investor-relations/annual-report/eaton-2025-annual-report.pdf

PythonSep9~00:07:45 using70Mcf/day. Utilization50/75/100% × assumedprice300/450/600USD perMcf givesannualgrossUSDm[3.8325,5.74875,7.665;5.74875,8.623125,11.4975;7.665,11.4975,15.33], dailygross10500–42000. Prices exceptsourcefirstofftake>600 are stresses, not observedquotes;allvolume600notcontracted. To reconcile27mcombinedannualcapability with15.33mhelium requires11.67mLNG=12.789USD/GJ at2500GJ/day365days. Not disclosedLNGprice;fulluptime,acceptance,nohaulage/cost/minoritydeduction. 90%Si28Julyuptime mustnotbe assignedtohelium. https://d1io3yog0oux5.cloudfront.net/_d49d821e7370e11028653a55dfc12e65/aspisotopes/db/2388/21533/file/Capital+Market+day+deck_08September2026_vF+%281%29.pdf