Notes

{"cor":{"BTC/USD":{"BTC/USD":1,"ETH/USD":0.8843548511005044,"SOL/USD":0.7980414233489344,"LTC/USD":0.7189754119490077},"ETH/USD":{"BTC/USD":0.8843548511005044,"ETH/USD":1,"SOL/USD":0.7930241625976706,"LTC/USD":0.7068580889612495},"SOL/USD":{"BTC/USD":0.7980414233489344,"ETH/USD":0.7930241625976706,"SOL/USD":1,"LTC/USD":0.6301764120742674},"LTC/USD":{"BTC/USD":0.7189754119490077,"ETH/USD":0.7068580889612495,"SOL/USD":0.6301764120742674,"LTC/USD":1}},"beta":{"ETH/USD":1.2764788375527865,"SOL/USD":1.1552027109475247,"LTC/USD":0.8462700883238702},"oi":{"BTC":-0.6549390208937966,"ETH":-0.4531157984827394,"SOL":-0.760386413186287}} Daily log returns,OLS withintercept,90observations throughSep7;descriptive notcausal/predictive. CoinOI comparisonSep7 21:15–Sep8 00:03UTC,oneOKXvenue. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://www.okx.com/api/v5/public/open-interest

{"symbol":"LTC/USD","stop_scenario":52.33054812185,"target_scenario":60.9549537563,"stop_pct":5.207469707464946,"target_pct":10.414939414929892,"paths":10000,"source_days":90,"horizon_days":7,"target_first_pct":12.55,"stop_first_pct":15.329999999999998,"timeout_pct":72.11999999999999,"mean_payoff_pct":1.3411769396404059,"p05_payoff_pct":-7.008435916570882,"max_notional_risk_only":144.05321434397717,"approved_notional":0} Seed20260908,10000paths,circular3dayblocks from90dailylogreturns throughSep7. Startlastclose; stop1ADR,target2ADR. Actual simulated daily crossingprice includingovershoot,fees25bp/side+10bpslippage/side; no15minuteobservations. Positive recentdrift retained,nonstationary. Risk-onlysize isnominalstop-pluscost ceiling, notgapbound; approvedsize0. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"SOL/USD","stop_scenario":97.02618166225,"target_scenario":117.3761366755,"stop_pct":6.534390723151542,"target_pct":13.068781446303085,"paths":10000,"source_days":90,"horizon_days":7,"target_first_pct":15.6,"stop_first_pct":10.71,"timeout_pct":73.69,"mean_payoff_pct":2.908394069413321,"p05_payoff_pct":-7.999463923433183,"max_notional_risk_only":117.63119142523729,"approved_notional":0} Seed20260908,10000paths,circular3dayblocks from90dailylogreturns throughSep7. Startlastclose; stop1ADR,target2ADR. Actual simulated daily crossingprice includingovershoot,fees25bp/side+10bpslippage/side; no15minuteobservations. Positive recentdrift retained,nonstationary. Risk-onlysize isnominalstop-pluscost ceiling, notgapbound; approvedsize0. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"ETH/USD","stop_scenario":2368.030594264575,"target_scenario":2735.32331147085,"stop_pct":4.915992707995086,"target_pct":9.831985415990172,"paths":10000,"source_days":90,"horizon_days":7,"target_first_pct":17.87,"stop_first_pct":13.69,"timeout_pct":68.44,"mean_payoff_pct":2.3667810849949915,"p05_payoff_pct":-6.711475507381093,"max_notional_risk_only":151.52975515593295,"approved_notional":0} Seed20260908,10000paths,circular3dayblocks from90dailylogreturns throughSep7. Startlastclose; stop1ADR,target2ADR. Actual simulated daily crossingprice includingovershoot,fees25bp/side+10bpslippage/side; no15minuteobservations. Positive recentdrift retained,nonstationary. Risk-onlysize isnominalstop-pluscost ceiling, notgapbound; approvedsize0. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"BTC/USD","stop_scenario":76167.39969123865,"target_scenario":84955.6156175227,"stop_pct":3.7035697064645654,"target_pct":7.407139412929131,"paths":10000,"source_days":90,"horizon_days":7,"target_first_pct":14.23,"stop_first_pct":17.9,"timeout_pct":67.86999999999999,"mean_payoff_pct":0.893454154460043,"p05_payoff_pct":-5.5133520647623016,"max_notional_risk_only":193.2500350228867,"approved_notional":0} Seed20260908,10000paths,circular3dayblocks from90dailylogreturns throughSep7. Startlastclose; stop1ADR,target2ADR. Actual simulated daily crossingprice includingovershoot,fees25bp/side+10bpslippage/side; no15minuteobservations. Positive recentdrift retained,nonstationary. Risk-onlysize isnominalstop-pluscost ceiling, notgapbound; approvedsize0. https://runway.adityaperswal.workers.dev/data/crypto-bars

CollectedSep8 00:05–00:06UTC: Item2.02 dates match issuer calls. Wholeeventday excluded; historicaladvance notices not verified. [{"date":"2022-12-15","url":"https://www.sec.gov/Archives/edgar/data/866729/000086672922000027/schl-20221215.htm"},{"date":"2022-09-22","url":"https://www.sec.gov/Archives/edgar/data/866729/000086672922000020/schl-20220922.htm"},{"date":"2022-07-21","url":"https://www.sec.gov/Archives/edgar/data/866729/000086672922000014/schl-20220721.htm"},{"date":"2022-03-17","url":"https://www.sec.gov/Archives/edgar/data/866729/000086672922000007/schl-20220317.htm"},{"date":"2021-12-16","url":"https://www.sec.gov/Archives/edgar/data/866729/000086672921000022/schl-20211216.htm"},{"date":"2021-09-23","url":"https://www.sec.gov/Archives/edgar/data/866729/000156459021048711/schl-8k_20210923.htm"},{"date":"2021-07-22","url":"https://www.sec.gov/Archives/edgar/data/866729/000156459021037590/schl-8k_20210722.htm"}] https://investor.scholastic.com/financial-information/quarterly-results

CollectedSep8 00:05–00:06UTC: Item2.02 dates match issuer calls. Wholeeventday excluded; historicaladvance notices not verified. [{"date":"2024-09-26","url":"https://www.sec.gov/Archives/edgar/data/866729/000086672924000022/schl-20240926.htm"},{"date":"2024-07-18","url":"https://www.sec.gov/Archives/edgar/data/866729/000086672924000014/schl-20240718.htm"},{"date":"2024-03-21","url":"https://www.sec.gov/Archives/edgar/data/866729/000086672924000006/schl-20240321.htm"},{"date":"2023-12-14","url":"https://www.sec.gov/Archives/edgar/data/866729/000086672923000041/schl-20231214.htm"},{"date":"2023-09-21","url":"https://www.sec.gov/Archives/edgar/data/866729/000086672923000025/schl-20230921.htm"},{"date":"2023-07-20","url":"https://www.sec.gov/Archives/edgar/data/866729/000086672923000016/schl-20230720.htm"},{"date":"2023-03-23","url":"https://www.sec.gov/Archives/edgar/data/866729/000086672923000006/schl-20230323.htm"}] https://investor.scholastic.com/financial-information/quarterly-results

CollectedSep8 00:05–00:06UTC: Item2.02 dates match issuer calls. Wholeeventday excluded; historicaladvance notices not verified. [{"date":"2026-07-23","url":"https://www.sec.gov/Archives/edgar/data/866729/000086672926000015/schl-20260723.htm"},{"date":"2026-03-19","url":"https://www.sec.gov/Archives/edgar/data/866729/000086672926000007/schl-20260319.htm"},{"date":"2025-12-18","url":"https://www.sec.gov/Archives/edgar/data/866729/000086672925000037/schl-20251218.htm"},{"date":"2025-09-18","url":"https://www.sec.gov/Archives/edgar/data/866729/000086672925000028/schl-20250918.htm"},{"date":"2025-07-24","url":"https://www.sec.gov/Archives/edgar/data/866729/000086672925000015/schl-20250724.htm"},{"date":"2025-03-20","url":"https://www.sec.gov/Archives/edgar/data/866729/000086672925000008/schl-20250320.htm"},{"date":"2024-12-19","url":"https://www.sec.gov/Archives/edgar/data/866729/000086672924000031/schl-20241219.htm"}] https://investor.scholastic.com/financial-information/quarterly-results

Sep8 command node /app/agent/dist/backtest.js --symbols SCHL --strategy sma-cross --fast10 --slow50 --days1700 (actual spaced flags in archive). Gross,no independent split,1166bars,16trades,return-16.54625%,DD65.46458%,win18.75%,avgtrade.190698%,buyhold-15.84158%; not event strategy; no adoption. https://runway.adityaperswal.workers.dev/data/stock-bars

Pythonnumpyseed90800; IID 1004training dailyOHLC vectors2021–24,5sessions fromSep4close35.7;1ATR/1.5ATR,fee5bp/slip10bp eachside,stopfirstties,gapstop atopen. Generic not event-probabilityforecast; sampling destroys clustering; finite0riskbreaches is not zero tail hazard. {"paths":100000,"training_bars":1004,"sessions":5,"mean_pct":-0.15168127254890446,"win_pct":47.848,"stop_pct":42.67,"target_pct":34.503,"time_pct":22.827,"p05_pct":-3.4183000255039064,"p95_pct":3.5798502182109893,"one_share_risk_breach_pct":0,"hypothetical_stop":34.77392857142858,"hypothetical_target":37.089107142857145,"thirty_pct_gap_USD":10.71,"allocation":0} https://runway.adityaperswal.workers.dev/data/stock-bars

1425dailybars eachSCHL/SPY Jan2021–Sep4 2026,adjustmentall,IEX; no Sep7USsession. Latest quote stale for execution; IEXvolume not consolidated. Computed: {"last_date":"2026-09-04","close":35.7,"sma20":39.87275,"sma50":42.5125,"sma200":37.220625,"atr14":0.9260714285714288,"adr20":0.9482499999999998,"rsi14":25.13757014004274,"support20":35.47,"resistance20":43.03,"volume20_iex":14067.8,"return20_pct":-14.53196073737132,"corr60":0.09708069600120833,"fund_max_shares":1}; modelstop34.77392857,target37.08910714 are hypothetical1ATR/1.5ATR; support35.47 only .23 belowclose may be noise, no adopted exits. No current position. https://runway.adityaperswal.workers.dev/data/stock-bars

ComputedSep8 00:09UTC; IEX adjustedall daily2021–Sep4 2026,22SEC/issuerdates. fees5bp eachside; slip10/25bp. train2021–24,test2025–26; corrected vectorbtlongonly reconciles compounded returns. Daily barriers conservative stop-first tie, no15min/exthours exact fill. Full measured summaries: [{"window":10,"slip":0.001,"barrier":true,"split":"train","n":16,"return_pct":-4.641336395399321,"dd_pct":12.586054145459402,"win_pct":43.75,"mean_pct":-0.25925106222003047,"W_pct":2.8168403716526242,"L_pct":2.6517666218987617,"quarterKelly":0,"ci95_mean_pct":[-1.6081160152709983,1.099460132557163]},{"window":10,"slip":0.001,"barrier":true,"split":"test","n":6,"return_pct":0.30206838464486907,"dd_pct":9.381693216694343,"win_pct":50,"mean_pct":0.12872951918311465,"W_pct":4.045646751347539,"L_pct":3.7881877129813093,"quarterKelly":0.007954817059858052,"ci95_mean_pct":[-2.770870552501176,3.13976112303021]},{"window":10,"slip":0.0025,"barrier":true,"split":"train","n":16,"return_pct":-9.11045000672442,"dd_pct":14.390193217908154,"win_pct":43.75,"mean_pct":-0.5580258937231984,"W_pct":2.508851064525078,"L_pct":2.9433746390274136,"quarterKelly":0,"ci95_mean_pct":[-1.9028503026298642,0.7966152623526129]},{"window":10,"slip":0.0025,"barrier":true,"split":"test","n":6,"return_pct":-1.487222730684806,"dd_pct":10.462617891943093,"win_pct":50,"mean_pct":-0.17120751366774822,"W_pct":3.7339765372391107,"L_pct":4.076391564574608,"quarterKelly":0,"ci95_mean_pct":[-3.062121792112353,2.8308045022007953]}] https://runway.adityaperswal.workers.dev/data/stock-bars

ComputedSep8 00:09UTC; IEX adjustedall daily2021–Sep4 2026,22SEC/issuerdates. fees5bp eachside; slip10/25bp. train2021–24,test2025–26; corrected vectorbtlongonly reconciles compounded returns. Daily barriers conservative stop-first tie, no15min/exthours exact fill. Full measured summaries: [{"window":10,"slip":0.001,"barrier":false,"split":"train","n":16,"return_pct":-19.553486943769414,"dd_pct":27.465394311455626,"win_pct":37.5,"mean_pct":-1.2054238097871552,"W_pct":4.608535888909212,"L_pct":4.6937996290049755,"quarterKelly":0,"ci95_mean_pct":[-3.785129235641908,1.417773853769345]},{"window":10,"slip":0.001,"barrier":false,"split":"test","n":6,"return_pct":2.8673656656272613,"dd_pct":14.219418551125052,"win_pct":66.66666666666666,"mean_pct":0.5947875379017882,"W_pct":3.644975112359078,"L_pct":5.505587611012791,"quarterKelly":0.04079503422979708,"ci95_mean_pct":[-3.4949923749706158,4.510855150916004]},{"window":10,"slip":0.0025,"barrier":false,"split":"train","n":16,"return_pct":-23.32372231508269,"dd_pct":29.18550652690195,"win_pct":37.5,"mean_pct":-1.5013643673728108,"W_pct":4.295179532386384,"L_pct":4.979290707228327,"quarterKelly":0,"ci95_mean_pct":[-4.073342248947552,1.1139754702873017]},{"window":10,"slip":0.0025,"barrier":false,"split":"test","n":6,"return_pct":1.0323121477174624,"dd_pct":14.476375502437044,"win_pct":50,"mean_pct":0.2934544216296908,"W_pct":4.468158375503006,"L_pct":3.8812495322436247,"quarterKelly":0.016419204343705404,"ci95_mean_pct":[-3.784074497367418,4.197791398432588]}] https://runway.adityaperswal.workers.dev/data/stock-bars

ComputedSep8 00:09UTC; IEX adjustedall daily2021–Sep4 2026,22SEC/issuerdates. fees5bp eachside; slip10/25bp. train2021–24,test2025–26; corrected vectorbtlongonly reconciles compounded returns. Daily barriers conservative stop-first tie, no15min/exthours exact fill. Full measured summaries: [{"window":3,"slip":0.001,"barrier":true,"split":"train","n":16,"return_pct":-2.640978500526245,"dd_pct":10.095930332844294,"win_pct":50,"mean_pct":-0.1317903898317485,"W_pct":2.302206767326825,"L_pct":2.5657875469903226,"quarterKelly":0,"ci95_mean_pct":[-1.4176031065396508,1.1633868041354638]},{"window":3,"slip":0.001,"barrier":true,"split":"test","n":6,"return_pct":-8.585783848783208,"dd_pct":9.154454911793541,"win_pct":16.666666666666664,"mean_pct":-1.45538403095856,"W_pct":3.387677195176275,"L_pct":2.423996276185527,"quarterKelly":0,"ci95_mean_pct":[-3.2201711778765705,0.7235475588967477]},{"window":3,"slip":0.0025,"barrier":true,"split":"train","n":16,"return_pct":-7.20384160830561,"dd_pct":12.096421830246417,"win_pct":50,"mean_pct":-0.43094703159122016,"W_pct":1.9957590524778328,"L_pct":2.8576531156602734,"quarterKelly":0,"ci95_mean_pct":[-1.712908078025232,0.8603504406773371]},{"window":3,"slip":0.0025,"barrier":true,"split":"test","n":6,"return_pct":-10.216524345050402,"dd_pct":10.506973236661866,"win_pct":16.666666666666664,"mean_pct":-1.7505758291478934,"W_pct":3.077977938228038,"L_pct":2.7162865826230798,"quarterKelly":0,"ci95_mean_pct":[-3.510076531076526,0.42182874015113486]}] https://runway.adityaperswal.workers.dev/data/stock-bars

ComputedSep8 00:09UTC; IEX adjustedall daily2021–Sep4 2026,22SEC/issuerdates. fees5bp eachside; slip10/25bp. train2021–24,test2025–26; corrected vectorbtlongonly reconciles compounded returns. Daily barriers conservative stop-first tie, no15min/exthours exact fill. Full measured summaries: [{"window":3,"slip":0.001,"barrier":false,"split":"train","n":16,"return_pct":-5.325865249062204,"dd_pct":13.211680389034552,"win_pct":50,"mean_pct":-0.3029376808097124,"W_pct":1.782601110448892,"L_pct":2.3884764720683167,"quarterKelly":0,"ci95_mean_pct":[-1.6341503028880537,1.0970115325877394]},{"window":3,"slip":0.001,"barrier":false,"split":"test","n":6,"return_pct":-4.3714419874834505,"dd_pct":6.538039006130902,"win_pct":16.666666666666664,"mean_pct":-0.7114731852238709,"W_pct":4.774020116181044,"L_pct":1.8085718455048538,"quarterKelly":0,"ci95_mean_pct":[-2.1616936949213534,1.5560852331308848]},{"window":3,"slip":0.0025,"barrier":false,"split":"train","n":16,"return_pct":-9.762897483597584,"dd_pct":15.736534528898838,"win_pct":43.75,"mean_pct":-0.6015816484257829,"W_pct":1.724268195784795,"L_pct":2.410575971700677,"quarterKelly":0,"ci95_mean_pct":[-1.928806604168229,0.7941739971992174]},{"window":3,"slip":0.0025,"barrier":false,"split":"test","n":6,"return_pct":-6.077362233987401,"dd_pct":7.514015870866952,"win_pct":16.666666666666664,"mean_pct":-1.008893378928131,"W_pct":4.4601680493026485,"L_pct":2.102705664574287,"quarterKelly":0,"ci95_mean_pct":[-2.4547697324703686,1.2518725359455232]}] https://runway.adityaperswal.workers.dev/data/stock-bars

ComputedSep8 00:09UTC; IEX adjustedall daily2021–Sep4 2026,22SEC/issuerdates. fees5bp eachside; slip10/25bp. train2021–24,test2025–26; corrected vectorbtlongonly reconciles compounded returns. Daily barriers conservative stop-first tie, no15min/exthours exact fill. Full measured summaries: [{"window":5,"slip":0.001,"barrier":true,"split":"train","n":16,"return_pct":-10.691264018754211,"dd_pct":12.31231009832776,"win_pct":37.5,"mean_pct":-0.6680321508180584,"W_pct":2.6454169219563046,"L_pct":2.656101594482676,"quarterKelly":0,"ci95_mean_pct":[-1.9309107986475647,0.6767044281789142]},{"window":5,"slip":0.001,"barrier":true,"split":"test","n":6,"return_pct":3.013774705652011,"dd_pct":7.74758157101938,"win_pct":66.66666666666666,"mean_pct":0.547997397864471,"W_pct":2.5942813712165282,"L_pct":3.544570548839643,"quarterKelly":0.05280820769332166,"ci95_mean_pct":[-2.108946074455524,3.103753963560152]},{"window":5,"slip":0.0025,"barrier":true,"split":"train","n":16,"return_pct":-14.876839534356934,"dd_pct":16.296671193687327,"win_pct":37.5,"mean_pct":-0.9655824727584985,"W_pct":2.337941116209545,"L_pct":2.9476966261393245,"quarterKelly":0,"ci95_mean_pct":[-2.2246781496435046,0.375125928697351]},{"window":5,"slip":0.0025,"barrier":true,"split":"test","n":6,"return_pct":1.1761093932025943,"dd_pct":8.02392500201835,"win_pct":66.66666666666666,"mean_pct":0.2468044421221005,"W_pct":2.2869587427390146,"L_pct":3.833504159111728,"quarterKelly":0.026979546844219715,"ci95_mean_pct":[-2.4021801182515694,2.794905202688863]}] https://runway.adityaperswal.workers.dev/data/stock-bars

ComputedSep8 00:09UTC; IEX adjustedall daily2021–Sep4 2026,22SEC/issuerdates. fees5bp eachside; slip10/25bp. train2021–24,test2025–26; corrected vectorbtlongonly reconciles compounded returns. Daily barriers conservative stop-first tie, no15min/exthours exact fill. Full measured summaries: [{"window":5,"slip":0.001,"barrier":false,"split":"train","n":16,"return_pct":-13.861886495471824,"dd_pct":17.712562995379677,"win_pct":50,"mean_pct":-0.821596796226478,"W_pct":3.2056710295638,"L_pct":4.848864622016756,"quarterKelly":0,"ci95_mean_pct":[-3.060085509142228,1.4347372817133748]},{"window":5,"slip":0.001,"barrier":false,"split":"test","n":6,"return_pct":6.3867975920692865,"dd_pct":4.794163626889025,"win_pct":66.66666666666666,"mean_pct":1.0696771937131235,"W_pct":2.1625539189808975,"L_pct":1.1160762568224236,"quarterKelly":0.12365902005083976,"ci95_mean_pct":[-0.6013264056860683,3.414690211108884]},{"window":5,"slip":0.0025,"barrier":false,"split":"train","n":16,"return_pct":-17.89886647154576,"dd_pct":20.144532077651412,"win_pct":50,"mean_pct":-1.1186871130882987,"W_pct":2.8965169746723114,"L_pct":5.133891200848908,"quarterKelly":0,"ci95_mean_pct":[-3.3504704012388933,1.130888084041747]},{"window":5,"slip":0.0025,"barrier":false,"split":"test","n":6,"return_pct":4.488960839691742,"dd_pct":4.897500633648988,"win_pct":50,"mean_pct":0.7669215387253292,"W_pct":2.5439625190269393,"L_pct":1.0101194415762813,"quarterKelly":0.0753668276349719,"ci95_mean_pct":[-0.89907654563444,3.104910036287349]}] https://runway.adityaperswal.workers.dev/data/stock-bars

{"rule":"swing","split":"recent","cost":10,"shift":0,"return":-0.02196787096556685,"drawdown":6.566134149215753,"sample":8,"win rate":62.5,"average win":1.0242849535126863,"average loss":1.6822908991793246,"mean":0.0093190087531822,"quarter Kelly":0.0022745156807252587,"symbol":"EEM","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08

{"rule":"swing","split":"later","cost":10,"shift":0,"return":14.86480792612741,"drawdown":11.317119082532756,"sample":59,"win rate":59.32203389830508,"average win":1.439082137770031,"average loss":1.4869057998416308,"mean":0.24884975636867707,"quarter Kelly":0.04323063809865102,"symbol":"EEM","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08

{"rule":"swing","split":"train","cost":10,"shift":0,"return":-2.2210541897998204,"drawdown":19.755008296670383,"sample":58,"win rate":55.172413793103445,"average win":1.3927032831329331,"average loss":1.7656216210899394,"mean":-0.023097536001458054,"quarter Kelly":0,"symbol":"EEM","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08

{"rule":"delay","split":"recent","cost":10,"shift":0,"return":-3.7988526826441382,"drawdown":9.231996406285703,"sample":8,"win rate":37.5,"average win":3.2701673323015803,"average loss":2.6297311848169014,"mean":-0.4172692408974707,"quarter Kelly":0,"symbol":"EEM","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08

{"rule":"delay","split":"later","cost":10,"shift":0,"return":13.892357821160473,"drawdown":12.888243223311768,"sample":59,"win rate":55.932203389830505,"average win":1.9400099582652006,"average loss":1.8933527658051237,"mean":0.2507314696918373,"quarter Kelly":0.032310590549242194,"symbol":"EEM","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08

{"rule":"delay","split":"train","cost":10,"shift":0,"return":21.677318094111776,"drawdown":20.76691401828148,"sample":58,"win rate":53.44827586206896,"average win":2.424111706410314,"average loss":1.9613436231719759,"mean":0.38260663919097226,"quarter Kelly":0.039458437309139685,"symbol":"EEM","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08

{"rule":"parent","split":"recent","cost":10,"shift":0,"return":4.051330287785726,"drawdown":10.336312629100453,"sample":8,"win rate":75,"average win":2.2272441902469837,"average loss":4.466171139718966,"mean":0.553890357755496,"quarter Kelly":0.06217216327030514,"symbol":"EEM","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08