Notes

32996 observations, newest first

XLE 08UTC completed Sep18 full signal and risk metrics = 0.1970521568219219

Sector rotation2026-09-20 08:03

Measured2026-09-20; primary venue SIP/all with conditional issuer split repair; returns decimals; target sample last5years. {"symbol":"XLE","date":"2026-09-18","bars":1332,"close":64.31,"r21":0.011481597986788383,"r63":0.20453268402322533,"r126":0.09837745516652441,"r252":0.47381689011114947,"avg":0.1970521568219219,"sma200":55.314825,"atr20":1.2647249999999997,"p90":0.20627946697730823,"windows":1255,"gap":-0.0579273396952954,"stress_gap":0.1158546793905908,"risk":0.15563000797425539,"split_ratio":0.49789356984478933,"high20":66.17,"rank":2,"size":86.66,"stop":61.780550000000005,"target":77.5758325213107,"stress":13.486896491048972,"stop_loss":3.4085233556212087,"target_gain":17.87617860825353} https://runway.adityaperswal.workers.dev/data/stock-bars

XLK 08UTC completed Sep18 full signal and risk metrics = 0.2003611920730362

Sector rotation2026-09-20 08:03

Measured2026-09-20; primary venue SIP/all with conditional issuer split repair; returns decimals; target sample last5years. {"symbol":"XLK","date":"2026-09-18","bars":1332,"close":189.6,"r21":0.032454802875190536,"r63":-0.008420061712253624,"r126":0.3730175972192047,"r252":0.40439242991000324,"avg":0.2003611920730362,"sma200":162.235625,"atr20":3.1444999999999963,"p90":0.18362192237650138,"windows":1255,"gap":-0.06259270246217741,"stress_gap":0.12518540492435482,"risk":0.15920285739498102,"split_ratio":0.5036561810154525,"high20":189.81,"rank":1,"size":86.66,"stop":183.311,"target":224.41471648258465,"stress":13.796519621849056,"stop_loss":2.8744975738396588,"target_gain":15.912675793147608} https://runway.adityaperswal.workers.dev/data/stock-bars

SFIX Q3 cash allocation and September23 earnings date = 6.5

Convex liquid2026-09-20 06:16

IssuerJun10,2026 Q3endedMay2: revenue340.3m,+4.7%YoY;clients2.309m,+.9%QoQ,-1.9%YoY;FCF6.5m,buybacks15.1m,cash/investments229.4m,nodebt. IssuerSep2 confirmsSep23AMC17ETcall https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2026-Financial-Results-and-Conference-Call/default.aspx . Primarymanagementclaims, notindependentexpectations. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Third-Quarter-of-Fiscal-2026-Financial-Results/default.aspx

HALO Financing explanation excludes HALO breakout from this mandate = 1300

Convex liquid2026-09-20 06:16

IssuerSep17,2026 $1.3bn convertible2033 withcappedcallhedges; financingflow confoundsbreakoutvolume. Excludedunderconvex-liq mandate; doesnotclaimclinicalcatalyst orforecaststockdirection. https://www.sec.gov/Archives/edgar/data/1159036/000115903626000126/ex-991xhaloxpricingpressre.htm

KALU R92006 mandated CLI RSI diagnostic = 64.80387605281646

Supply chain2026-09-20 06:13

{"symbol":"KALU","bars":1375,"returnPct":64.80387605281646,"buyAndHoldPct":35.89183283255941,"maxDrawdownPct":23.135230420011744,"winRate":72.09302325581395,"avgTradePct":1.3086354870343437,"sample":43}; CLI --strategy rsi --days2000 defaultRSI14/30/70, no fees/slippage, sameclose execution, IEX andnoexplicitadjustment, noheldapartwindow. Not comparabletoSIP/RSI2/nextopen costedmodel andnottradevalidation. Sourcecodeaudited engine/bars.js. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex

CSTM R92006 mandated CLI RSI diagnostic = 77.12033220168584

Supply chain2026-09-20 06:13

{"symbol":"CSTM","bars":1372,"returnPct":77.12033220168584,"buyAndHoldPct":73.73256209595101,"maxDrawdownPct":25.21823472356935,"winRate":68.29268292682927,"avgTradePct":1.5274477407547615,"sample":41}; CLI --strategy rsi --days2000 defaultRSI14/30/70, no fees/slippage, sameclose execution, IEX andnoexplicitadjustment, noheldapartwindow. Not comparabletoSIP/RSI2/nextopen costedmodel andnottradevalidation. Sourcecodeaudited engine/bars.js. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex

CENX R92006 mandated CLI RSI diagnostic = -37.26664061837659

Supply chain2026-09-20 06:13

{"symbol":"CENX","bars":1375,"returnPct":-37.26664061837659,"buyAndHoldPct":126.00637127135825,"maxDrawdownPct":63.73420657949548,"winRate":62.857142857142854,"avgTradePct":-0.8042348342885773,"sample":35}; CLI --strategy rsi --days2000 defaultRSI14/30/70, no fees/slippage, sameclose execution, IEX andnoexplicitadjustment, noheldapartwindow. Not comparabletoSIP/RSI2/nextopen costedmodel andnottradevalidation. Sourcecodeaudited engine/bars.js. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex

AA R92006 mandated CLI RSI diagnostic = 7.770770983978892

Supply chain2026-09-20 06:13

{"symbol":"AA","bars":1373,"returnPct":7.770770983978892,"buyAndHoldPct":34.71927162367221,"maxDrawdownPct":31.55825010044823,"winRate":66.66666666666666,"avgTradePct":0.5041038314435492,"sample":33}; CLI --strategy rsi --days2000 defaultRSI14/30/70, no fees/slippage, sameclose execution, IEX andnoexplicitadjustment, noheldapartwindow. Not comparabletoSIP/RSI2/nextopen costedmodel andnottradevalidation. Sourcecodeaudited engine/bars.js. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex

SFIX R92006 training-only indicator correlations and conditional moves = 0.22625812397165812

Convex liquid2026-09-20 06:12

{"train_n":8,"corr_abs_move_rsi":0.22625812397165812,"corr_abs_move_rv20":0.27716023490693226,"corr_rsi_above50":0.9129324502799223,"groups":[{"above50":false,"n":3,"median_abs":0.21036585365853655},{"above50":true,"n":5,"median_abs":0.16489361702127658}]} Small selected samples; exploratory correlations, not independent confirmations or causal effects. https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 training-only indicator correlations and conditional moves = -0.602751507468519

Convex liquid2026-09-20 06:12

{"train_n":9,"corr_abs_move_rsi":-0.602751507468519,"corr_abs_move_rv20":0.1697676240171824,"corr_rsi_above50":0.6818555050161711,"groups":[{"above50":false,"n":5,"median_abs":0.1937084344980472},{"above50":true,"n":4,"median_abs":0.02324894514767939}]} Small selected samples; exploratory correlations, not independent confirmations or causal effects. https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 simulation assumptions and signed terminal counterfactual = 50000

Convex liquid2026-09-20 06:12

{"assumptions":{"paths":50000,"seed":92006,"normal_sigma":0.261624053795222,"calibrated_total_variance":0.01990933599906272,"event_variance":0.01465859606843569,"initial_mid":0.405,"entry_ask":0.48,"halfspread":0.075,"daily_non_event_sample":247,"sample_daily_mean":0.0007411294664850282,"rate_assumption":0.04},"terminal":{"payout_multiple_mean":3.2241962118365612,"profit_count":4,"n":11,"zero_intrinsic_count":7,"holdout_mean_pnl_dollars":-50,"gross_p80_downside_payoff":2.7141827956989246},"octoberTiming":{"move":0.02571196094385675,"median_abs":0.10017371163867983,"P80_abs":0.2010752688172044}} https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 event-conditioned repricing 2026-07-24 = -26.809986769299226

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"date":"2026-07-24","exit":"stop","pnl":-26.809986769299226} https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 event-conditioned repricing 2026-04-01 = -30.710450439409637

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"date":"2026-04-01","exit":"stop","pnl":-30.710450439409637} https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 event-conditioned repricing 2025-12-19 = -10.555877154105158

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"date":"2025-12-19","exit":"time","pnl":-10.555877154105158} https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 event-conditioned repricing 2025-09-30 = -26.17982322472921

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"date":"2025-09-30","exit":"stop","pnl":-26.17982322472921} https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 event-conditioned repricing 2025-07-23 = -28.308055699700034

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"date":"2025-07-23","exit":"stop","pnl":-28.308055699700034} https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 event-conditioned repricing 2025-04-03 = -26.340508782374155

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"date":"2025-04-03","exit":"stop","pnl":-26.340508782374155} https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 event-conditioned repricing 2024-12-19 = -26.033092373476556

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"date":"2024-12-19","exit":"stop","pnl":-26.033092373476556} https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 event-conditioned repricing 2024-10-01 = -26.649646496382466

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"date":"2024-10-01","exit":"stop","pnl":-26.649646496382466} https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 event-conditioned repricing 2024-07-24 = -17.59418647845317

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"date":"2024-07-24","exit":"time","pnl":-17.59418647845317} https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 event-conditioned repricing 2024-04-04 = -33.584811177345955

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"date":"2024-04-04","exit":"stop","pnl":-33.584811177345955} https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 event-conditioned repricing 2024-01-04 = -29.946759134958683

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"date":"2024-01-04","exit":"stop","pnl":-29.946759134958683} https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 conditional simulation constant_iv = -24.766189840104435

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"mode":"constant_iv","variance_multiplier":1.25,"stop_pct":86.196,"target_pct":1.986,"timeexit_pct":11.818,"win_pct":7.188,"mean_pnl_dollars":-24.766189840104435,"p05_pnl_dollars":-40.180673815637434,"p95_pnl_dollars":15.88958022702653,"halfkelly_fraction":0,"integer_contracts":0} https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 conditional simulation constant_iv = -28.378614103163596

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"mode":"constant_iv","variance_multiplier":1,"stop_pct":93.716,"target_pct":1.022,"timeexit_pct":5.2620000000000005,"win_pct":3.6380000000000003,"mean_pnl_dollars":-28.378614103163596,"p05_pnl_dollars":-39.7660484191291,"p95_pnl_dollars":-14.851244189121878,"halfkelly_fraction":0,"integer_contracts":0} https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 conditional simulation constant_iv = -37.01638858246114

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"mode":"constant_iv","variance_multiplier":0.75,"stop_pct":99.066,"target_pct":0.244,"timeexit_pct":0.69,"win_pct":0.63,"mean_pnl_dollars":-37.01638858246114,"p05_pnl_dollars":-46.50750254823326,"p95_pnl_dollars":-27.378797708475382,"halfkelly_fraction":0,"integer_contracts":0} https://runway.adityaperswal.workers.dev/data/stock-bars