Notes

32996 observations, newest first

LW R92006 conditional simulation eventvar_fixed = -5.571399785749153

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"mode":"eventvar_fixed","variance_multiplier":1.25,"stop_pct":55.04,"target_pct":5.654,"timeexit_pct":39.306000000000004,"win_pct":29.128,"mean_pnl_dollars":-5.571399785749153,"p05_pnl_dollars":-36.696341229468814,"p95_pnl_dollars":96.32764719813575,"halfkelly_fraction":0,"integer_contracts":0} https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 conditional simulation eventvar_fixed = -16.76167310673635

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"mode":"eventvar_fixed","variance_multiplier":1,"stop_pct":75.412,"target_pct":3.2359999999999998,"timeexit_pct":21.352,"win_pct":15.878,"mean_pnl_dollars":-16.76167310673635,"p05_pnl_dollars":-37.40945471750424,"p95_pnl_dollars":59.199370804746025,"halfkelly_fraction":0,"integer_contracts":0} https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 conditional simulation eventvar_fixed = -28.996475697193265

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"mode":"eventvar_fixed","variance_multiplier":0.75,"stop_pct":93.116,"target_pct":1.172,"timeexit_pct":5.712,"win_pct":4.67,"mean_pnl_dollars":-28.996475697193265,"p05_pnl_dollars":-41.62098193865818,"p95_pnl_dollars":-4.011819548366767,"halfkelly_fraction":0,"integer_contracts":0} https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 CLI breakout diagnostic LW

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"symbol":"LW","bars":1098,"returnPct":-1.9839710648174247,"buyAndHoldPct":-29.18500531188345,"maxDrawdownPct":2.9359196468515996,"winRate":25,"avgTradePct":-0.49263590626799914,"sample":4} https://runway.adityaperswal.workers.dev/data/stock-bars

BB R92006 CLI breakout diagnostic BB

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"symbol":"BB","bars":685,"returnPct":114.16058974983989,"buyAndHoldPct":121.16182572614105,"maxDrawdownPct":30.97472963582667,"winRate":34.21052631578947,"avgTradePct":2.4591384047831113,"sample":38} https://runway.adityaperswal.workers.dev/data/stock-bars

SFIX R92006 CLI breakout diagnostic SFIX

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"symbol":"SFIX","bars":685,"returnPct":-7.135720552634672,"buyAndHoldPct":-25.13227513227513,"maxDrawdownPct":38.65602608564814,"winRate":38.095238095238095,"avgTradePct":0.10461387705796789,"sample":42} https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 costed pre-event directional proxy 2026-07-24 = -7.8268464939372615

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"date":"2026-07-24","return":-7.8268464939372615,"drawdown":8.619019546580265,"win rate":0,"sample":1} https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 costed pre-event directional proxy 2026-04-01 = -4.781137694134531

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"date":"2026-04-01","return":-4.781137694134531,"drawdown":5.603931473751922,"win rate":0,"sample":1} https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 costed pre-event directional proxy 2025-12-19 = 2.6212671888461614

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"date":"2025-12-19","return":2.6212671888461614,"drawdown":2.4613709546644102,"win rate":100,"sample":1} https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 costed pre-event directional proxy 2025-09-30 = 1.9494851091457803

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"date":"2025-09-30","return":1.9494851091457803,"drawdown":4.73410075059938,"win rate":100,"sample":1} https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 costed pre-event directional proxy 2025-07-23 = 3.8165847955563095

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"date":"2025-07-23","return":3.8165847955563095,"drawdown":2.1380654644645114,"win rate":100,"sample":1} https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 costed pre-event directional proxy 2025-04-03 = -3.598659709724586

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"date":"2025-04-03","return":-3.598659709724586,"drawdown":2.8806171637117517,"win rate":0,"sample":1} https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 costed pre-event directional proxy 2024-12-19 = 0.7204561933102013

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"date":"2024-12-19","return":0.7204561933102013,"drawdown":9.699569074599413,"win rate":100,"sample":1} https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 costed pre-event directional proxy 2024-10-01 = -0.3328179157169188

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"date":"2024-10-01","return":-0.3328179157169188,"drawdown":3.166590209099951,"win rate":0,"sample":1} https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 costed pre-event directional proxy 2024-07-24 = 1.5170090354279069

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"date":"2024-07-24","return":1.5170090354279069,"drawdown":3.011863280888072,"win rate":100,"sample":1} https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 costed pre-event directional proxy 2024-04-04 = 1.5630041910876569

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"date":"2024-04-04","return":1.5630041910876569,"drawdown":3.7642461941448824,"win rate":100,"sample":1} https://runway.adityaperswal.workers.dev/data/stock-bars

LW R92006 costed pre-event directional proxy 2024-01-04 = -0.5613791183197804

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"date":"2024-01-04","return":-0.5613791183197804,"drawdown":4.470523854969299,"win rate":0,"sample":1} https://runway.adityaperswal.workers.dev/data/stock-bars

BB R92006 costed breakout diagnostic BB = 60.93871631309159

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"symbol":"BB","lookback":252,"part":"holdout","slippage":0.0015,"return":60.93871631309159,"drawdown":30.790059859484764,"win rate":100,"sample":1} https://runway.adityaperswal.workers.dev/data/stock-bars

BB R92006 costed breakout diagnostic BB = 61.26091618724187

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"symbol":"BB","lookback":252,"part":"holdout","slippage":0.0005,"return":61.26091618724187,"drawdown":30.720745948477735,"win rate":100,"sample":1} https://runway.adityaperswal.workers.dev/data/stock-bars

BB R92006 costed breakout diagnostic BB = -29.240172212180504

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"symbol":"BB","lookback":252,"part":"train","slippage":0.0015,"return":-29.240172212180504,"drawdown":30.177781931630975,"win rate":0,"sample":1} https://runway.adityaperswal.workers.dev/data/stock-bars

BB R92006 costed breakout diagnostic BB = -29.09851078893555

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"symbol":"BB","lookback":252,"part":"train","slippage":0.0005,"return":-29.09851078893555,"drawdown":30.107854822899505,"win rate":0,"sample":1} https://runway.adityaperswal.workers.dev/data/stock-bars

BB R92006 costed breakout diagnostic BB = 89.13738028247944

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"symbol":"BB","lookback":63,"part":"holdout","slippage":0.0015,"return":89.13738028247944,"drawdown":30.790059859484753,"win rate":100,"sample":1} https://runway.adityaperswal.workers.dev/data/stock-bars

BB R92006 costed breakout diagnostic BB = 89.516033980733

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"symbol":"BB","lookback":63,"part":"holdout","slippage":0.0005,"return":89.516033980733,"drawdown":30.720745948477724,"win rate":100,"sample":1} https://runway.adityaperswal.workers.dev/data/stock-bars

BB R92006 costed breakout diagnostic BB = -40.646082049532694

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"symbol":"BB","lookback":63,"part":"train","slippage":0.0015,"return":-40.646082049532694,"drawdown":51.56644079843913,"win rate":14.285714285714285,"sample":7} https://runway.adityaperswal.workers.dev/data/stock-bars

BB R92006 costed breakout diagnostic BB = -39.80928236157554

Convex liquid2026-09-20 06:12

Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"symbol":"BB","lookback":63,"part":"train","slippage":0.0005,"return":-39.80928236157554,"drawdown":51.3236176325635,"win rate":14.285714285714285,"sample":7} https://runway.adityaperswal.workers.dev/data/stock-bars