Notes

{"symbol":"CENX","window":"recent","completed_n":3,"win_pct":33.33333333333333,"avgwin_pct":32.1582262423195,"avgloss_pct":-11.839482101473497,"halfKelly_risk_fraction":0.04394553136253715,"halfKelly_wealth_fraction":0.3711778183022706,"mean_trade_pct":2.826420679790835,"mean_CI95_pct":[-12.608248758301443,32.1582262423195],"win_posterior_CI95":[0.06758598648854294,0.8058795503167565]}; observed2026-09-20. Regression daily simple returns OLS withintercept vsSPY, no causality/significance claim. Odds completedfixedpullbacktrades excludeswindowend; IID20kmeansbootstrap notfuturebound; beta(1,1)winposterior. Simulationseed92006,20kpaths/cell,60sessions,5dayOHLCblocks,20bp/side,overnightgapstopslip,stopfirstintradayambiguity; 2Rquarter thenBE nextday comparator. Unconditional modelnotvalidatedliveodds; fractionaltrimswouldexitRTH, fifteenminutevenuepathnotobserved. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"CENX","window":"holdout","completed_n":13,"win_pct":46.15384615384615,"avgwin_pct":32.982641172316434,"avgloss_pct":-13.849114493077295,"halfKelly_risk_fraction":0.11772165132717705,"halfKelly_wealth_fraction":0.8500301689759452,"mean_trade_pct":7.765541967873656,"mean_CI95_pct":[-5.0361062196457365,20.929036737006733],"win_posterior_CI95":[0.23036054144806234,0.7113905999616925]}; observed2026-09-20. Regression daily simple returns OLS withintercept vsSPY, no causality/significance claim. Odds completedfixedpullbacktrades excludeswindowend; IID20kmeansbootstrap notfuturebound; beta(1,1)winposterior. Simulationseed92006,20kpaths/cell,60sessions,5dayOHLCblocks,20bp/side,overnightgapstopslip,stopfirstintradayambiguity; 2Rquarter thenBE nextday comparator. Unconditional modelnotvalidatedliveodds; fractionaltrimswouldexitRTH, fifteenminutevenuepathnotobserved. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"CENX","window":"train","completed_n":23,"win_pct":34.78260869565217,"avgwin_pct":39.972051334649464,"avgloss_pct":-12.760928581633864,"halfKelly_risk_fraction":0.06981099655706169,"halfKelly_wealth_fraction":0.5470683117648428,"mean_trade_pct":5.580977476203816,"mean_CI95_pct":[-4.469828977960596,16.326791666807914],"win_posterior_CI95":[0.18799292819600225,0.5532196156596481]}; observed2026-09-20. Regression daily simple returns OLS withintercept vsSPY, no causality/significance claim. Odds completedfixedpullbacktrades excludeswindowend; IID20kmeansbootstrap notfuturebound; beta(1,1)winposterior. Simulationseed92006,20kpaths/cell,60sessions,5dayOHLCblocks,20bp/side,overnightgapstopslip,stopfirstintradayambiguity; 2Rquarter thenBE nextday comparator. Unconditional modelnotvalidatedliveodds; fractionaltrimswouldexitRTH, fifteenminutevenuepathnotobserved. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"CSTM","window":"recent","completed_n":3,"win_pct":33.33333333333333,"avgwin_pct":27.57618939760411,"avgloss_pct":-10.667827616379071,"halfKelly_risk_fraction":0.037716923555967924,"halfKelly_wealth_fraction":0.3535576774605774,"mean_trade_pct":2.080178054948656,"mean_CI95_pct":[-11.81418663567536,27.57618939760411],"win_posterior_CI95":[0.06758598648854294,0.8058795503167565]}; observed2026-09-20. Regression daily simple returns OLS withintercept vsSPY, no causality/significance claim. Odds completedfixedpullbacktrades excludeswindowend; IID20kmeansbootstrap notfuturebound; beta(1,1)winposterior. Simulationseed92006,20kpaths/cell,60sessions,5dayOHLCblocks,20bp/side,overnightgapstopslip,stopfirstintradayambiguity; 2Rquarter thenBE nextday comparator. Unconditional modelnotvalidatedliveodds; fractionaltrimswouldexitRTH, fifteenminutevenuepathnotobserved. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"CSTM","window":"holdout","completed_n":12,"win_pct":50,"avgwin_pct":17.07177913558807,"avgloss_pct":-6.135652684977179,"halfKelly_risk_fraction":0.16014919071635142,"halfKelly_wealth_fraction":2.6101410711930977,"mean_trade_pct":5.468063225305444,"mean_CI95_pct":[-1.3389738302119356,12.549542382496934],"win_posterior_CI95":[0.25134548227030357,0.7486545177296964]}; observed2026-09-20. Regression daily simple returns OLS withintercept vsSPY, no causality/significance claim. Odds completedfixedpullbacktrades excludeswindowend; IID20kmeansbootstrap notfuturebound; beta(1,1)winposterior. Simulationseed92006,20kpaths/cell,60sessions,5dayOHLCblocks,20bp/side,overnightgapstopslip,stopfirstintradayambiguity; 2Rquarter thenBE nextday comparator. Unconditional modelnotvalidatedliveodds; fractionaltrimswouldexitRTH, fifteenminutevenuepathnotobserved. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"CSTM","window":"train","completed_n":25,"win_pct":44,"avgwin_pct":24.43542896190695,"avgloss_pct":-9.392352016938183,"halfKelly_risk_fraction":0.11237518322913631,"halfKelly_wealth_fraction":1.196454125936493,"mean_trade_pct":5.491871613753677,"mean_CI95_pct":[-1.432925431265106,12.776681962959607],"win_posterior_CI95":[0.26587121742295106,0.6308196190760333]}; observed2026-09-20. Regression daily simple returns OLS withintercept vsSPY, no causality/significance claim. Odds completedfixedpullbacktrades excludeswindowend; IID20kmeansbootstrap notfuturebound; beta(1,1)winposterior. Simulationseed92006,20kpaths/cell,60sessions,5dayOHLCblocks,20bp/side,overnightgapstopslip,stopfirstintradayambiguity; 2Rquarter thenBE nextday comparator. Unconditional modelnotvalidatedliveodds; fractionaltrimswouldexitRTH, fifteenminutevenuepathnotobserved. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"KALU","window":"recent","n":179,"beta":1.8635143961286649,"daily_alpha_bp":8.480713393216787,"R2":0.21332833569582976,"annualvol_pct":53.47871685719249,"corr_SPY":0.46187480521871865,"corr_CENX":0.495652226196039,"corr_CSTM":0.7194618088899383}; observed2026-09-20. Regression daily simple returns OLS withintercept vsSPY, no causality/significance claim. Odds completedfixedpullbacktrades excludeswindowend; IID20kmeansbootstrap notfuturebound; beta(1,1)winposterior. Simulationseed92006,20kpaths/cell,60sessions,5dayOHLCblocks,20bp/side,overnightgapstopslip,stopfirstintradayambiguity; 2Rquarter thenBE nextday comparator. Unconditional modelnotvalidatedliveodds; fractionaltrimswouldexitRTH, fifteenminutevenuepathnotobserved. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"CSTM","window":"recent","n":179,"beta":2.0005050789047734,"daily_alpha_bp":7.715513302668041,"R2":0.29609449619565265,"annualvol_pct":48.73006490356926,"corr_SPY":0.5441456571504106,"corr_CENX":0.4925465152844641,"corr_CSTM":1}; observed2026-09-20. Regression daily simple returns OLS withintercept vsSPY, no causality/significance claim. Odds completedfixedpullbacktrades excludeswindowend; IID20kmeansbootstrap notfuturebound; beta(1,1)winposterior. Simulationseed92006,20kpaths/cell,60sessions,5dayOHLCblocks,20bp/side,overnightgapstopslip,stopfirstintradayambiguity; 2Rquarter thenBE nextday comparator. Unconditional modelnotvalidatedliveodds; fractionaltrimswouldexitRTH, fifteenminutevenuepathnotobserved. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"CENX","window":"recent","n":179,"beta":1.3462209332032837,"daily_alpha_bp":-1.5379394846961336,"R2":0.0776861054498279,"annualvol_pct":64.0202201570696,"corr_SPY":0.278722272970475,"corr_CENX":1,"corr_CSTM":0.4925465152844641}; observed2026-09-20. Regression daily simple returns OLS withintercept vsSPY, no causality/significance claim. Odds completedfixedpullbacktrades excludeswindowend; IID20kmeansbootstrap notfuturebound; beta(1,1)winposterior. Simulationseed92006,20kpaths/cell,60sessions,5dayOHLCblocks,20bp/side,overnightgapstopslip,stopfirstintradayambiguity; 2Rquarter thenBE nextday comparator. Unconditional modelnotvalidatedliveodds; fractionaltrimswouldexitRTH, fifteenminutevenuepathnotobserved. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"AA","window":"recent","n":179,"beta":1.4306977661516758,"daily_alpha_bp":-13.388980549228696,"R2":0.1130509685479022,"annualvol_pct":56.400538979370566,"corr_SPY":0.3362305288755054,"corr_CENX":0.7470973802908486,"corr_CSTM":0.5379550808206766}; observed2026-09-20. Regression daily simple returns OLS withintercept vsSPY, no causality/significance claim. Odds completedfixedpullbacktrades excludeswindowend; IID20kmeansbootstrap notfuturebound; beta(1,1)winposterior. Simulationseed92006,20kpaths/cell,60sessions,5dayOHLCblocks,20bp/side,overnightgapstopslip,stopfirstintradayambiguity; 2Rquarter thenBE nextday comparator. Unconditional modelnotvalidatedliveodds; fractionaltrimswouldexitRTH, fifteenminutevenuepathnotobserved. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"KALU","window":"holdout","n":752,"beta":1.4541668981471485,"daily_alpha_bp":-1.9672055944958475,"R2":0.2789004262822097,"annualvol_pct":42.24873859725233,"corr_SPY":0.5281102406526594,"corr_CENX":0.5469791495192647,"corr_CSTM":0.5902673738727382}; observed2026-09-20. Regression daily simple returns OLS withintercept vsSPY, no causality/significance claim. Odds completedfixedpullbacktrades excludeswindowend; IID20kmeansbootstrap notfuturebound; beta(1,1)winposterior. Simulationseed92006,20kpaths/cell,60sessions,5dayOHLCblocks,20bp/side,overnightgapstopslip,stopfirstintradayambiguity; 2Rquarter thenBE nextday comparator. Unconditional modelnotvalidatedliveodds; fractionaltrimswouldexitRTH, fifteenminutevenuepathnotobserved. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"CSTM","window":"holdout","n":752,"beta":1.4879838602991726,"daily_alpha_bp":-2.664532267414671,"R2":0.26071871798811475,"annualvol_pct":44.71324570776111,"corr_SPY":0.5106062259590212,"corr_CENX":0.44184383230426455,"corr_CSTM":1}; observed2026-09-20. Regression daily simple returns OLS withintercept vsSPY, no causality/significance claim. Odds completedfixedpullbacktrades excludeswindowend; IID20kmeansbootstrap notfuturebound; beta(1,1)winposterior. Simulationseed92006,20kpaths/cell,60sessions,5dayOHLCblocks,20bp/side,overnightgapstopslip,stopfirstintradayambiguity; 2Rquarter thenBE nextday comparator. Unconditional modelnotvalidatedliveodds; fractionaltrimswouldexitRTH, fifteenminutevenuepathnotobserved. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"CENX","window":"holdout","n":752,"beta":1.9449971480133164,"daily_alpha_bp":12.22080611757163,"R2":0.21157942368347982,"annualvol_pct":64.87932689075099,"corr_SPY":0.459977633894823,"corr_CENX":1,"corr_CSTM":0.44184383230426455}; observed2026-09-20. Regression daily simple returns OLS withintercept vsSPY, no causality/significance claim. Odds completedfixedpullbacktrades excludeswindowend; IID20kmeansbootstrap notfuturebound; beta(1,1)winposterior. Simulationseed92006,20kpaths/cell,60sessions,5dayOHLCblocks,20bp/side,overnightgapstopslip,stopfirstintradayambiguity; 2Rquarter thenBE nextday comparator. Unconditional modelnotvalidatedliveodds; fractionaltrimswouldexitRTH, fifteenminutevenuepathnotobserved. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"AA","window":"holdout","n":752,"beta":1.7622626166456723,"daily_alpha_bp":-7.569566581814659,"R2":0.2789221419357464,"annualvol_pct":51.198025730364805,"corr_SPY":0.5281308000256627,"corr_CENX":0.7059397590132473,"corr_CSTM":0.521208050040407}; observed2026-09-20. Regression daily simple returns OLS withintercept vsSPY, no causality/significance claim. Odds completedfixedpullbacktrades excludeswindowend; IID20kmeansbootstrap notfuturebound; beta(1,1)winposterior. Simulationseed92006,20kpaths/cell,60sessions,5dayOHLCblocks,20bp/side,overnightgapstopslip,stopfirstintradayambiguity; 2Rquarter thenBE nextday comparator. Unconditional modelnotvalidatedliveodds; fractionaltrimswouldexitRTH, fifteenminutevenuepathnotobserved. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"KALU","window":"train","n":1510,"beta":1.2957423019892846,"daily_alpha_bp":-1.9424985465826743,"R2":0.3548759617664846,"annualvol_pct":42.322892596563086,"corr_SPY":0.595714664723376,"corr_CENX":0.5707916034227682,"corr_CSTM":0.6270135988111323}; observed2026-09-20. Regression daily simple returns OLS withintercept vsSPY, no causality/significance claim. Odds completedfixedpullbacktrades excludeswindowend; IID20kmeansbootstrap notfuturebound; beta(1,1)winposterior. Simulationseed92006,20kpaths/cell,60sessions,5dayOHLCblocks,20bp/side,overnightgapstopslip,stopfirstintradayambiguity; 2Rquarter thenBE nextday comparator. Unconditional modelnotvalidatedliveodds; fractionaltrimswouldexitRTH, fifteenminutevenuepathnotobserved. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"CSTM","window":"train","n":1510,"beta":1.8492098339924232,"daily_alpha_bp":2.783829002157026,"R2":0.3454530387700835,"annualvol_pct":61.21906352557394,"corr_SPY":0.5877525319129492,"corr_CENX":0.4620720787084983,"corr_CSTM":1}; observed2026-09-20. Regression daily simple returns OLS withintercept vsSPY, no causality/significance claim. Odds completedfixedpullbacktrades excludeswindowend; IID20kmeansbootstrap notfuturebound; beta(1,1)winposterior. Simulationseed92006,20kpaths/cell,60sessions,5dayOHLCblocks,20bp/side,overnightgapstopslip,stopfirstintradayambiguity; 2Rquarter thenBE nextday comparator. Unconditional modelnotvalidatedliveodds; fractionaltrimswouldexitRTH, fifteenminutevenuepathnotobserved. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"CENX","window":"train","n":1510,"beta":1.685130698114533,"daily_alpha_bp":2.2885123003556225,"R2":0.1950540413197278,"annualvol_pct":74.24224739464982,"corr_SPY":0.4416492288227482,"corr_CENX":1,"corr_CSTM":0.4620720787084983}; observed2026-09-20. Regression daily simple returns OLS withintercept vsSPY, no causality/significance claim. Odds completedfixedpullbacktrades excludeswindowend; IID20kmeansbootstrap notfuturebound; beta(1,1)winposterior. Simulationseed92006,20kpaths/cell,60sessions,5dayOHLCblocks,20bp/side,overnightgapstopslip,stopfirstintradayambiguity; 2Rquarter thenBE nextday comparator. Unconditional modelnotvalidatedliveodds; fractionaltrimswouldexitRTH, fifteenminutevenuepathnotobserved. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"symbol":"AA","window":"train","n":1510,"beta":1.5522705157465984,"daily_alpha_bp":2.146255889049165,"R2":0.27401869452578553,"annualvol_pct":57.69953433282855,"corr_SPY":0.52346794985537,"corr_CENX":0.6955629803219635,"corr_CSTM":0.5609131758781982}; observed2026-09-20. Regression daily simple returns OLS withintercept vsSPY, no causality/significance claim. Odds completedfixedpullbacktrades excludeswindowend; IID20kmeansbootstrap notfuturebound; beta(1,1)winposterior. Simulationseed92006,20kpaths/cell,60sessions,5dayOHLCblocks,20bp/side,overnightgapstopslip,stopfirstintradayambiguity; 2Rquarter thenBE nextday comparator. Unconditional modelnotvalidatedliveodds; fractionaltrimswouldexitRTH, fifteenminutevenuepathnotobserved. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

{"c":150.13,"o":155.77,"hi20":167.8,"sma50":163.7078,"sma200":148.19899999999998,"atr":6.30004,"rsi2":27.01449808905609,"breakout":false,"pullback":false,"stop":137.52992,"target_hurdle":190.33713378757517,"mean_volume20":221180.45,"worst_gap":-0.12241247124968058,"bars":2693,"first":"2016-01-04"}; measuredSep20. ATR=20-daymean max(H-L,abs(H-prevC),abs(L-prevC)); distinctfromcollectorADR. Hypotheticalstop2ATR,net3Rtargethurdle20bp/side; NOTvaluation/exits/orders. Worstgapnotfuturebound. AApreNov1 2016excluded. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=KALU&timeframe=1Day&feed=sip&adjustment=all

{"c":25.55,"o":26.18,"hi20":27.48,"sma50":27.917600000000004,"sma200":27.0669,"atr":0.9215,"rsi2":26.879374468928688,"breakout":false,"pullback":false,"stop":23.707,"target_hurdle":31.48861923847695,"mean_volume20":1431171.35,"worst_gap":-0.19624916275954452,"bars":2693,"first":"2016-01-04"}; measuredSep20. ATR=20-daymean max(H-L,abs(H-prevC),abs(L-prevC)); distinctfromcollectorADR. Hypotheticalstop2ATR,net3Rtargethurdle20bp/side; NOTvaluation/exits/orders. Worstgapnotfuturebound. AApreNov1 2016excluded. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CSTM&timeframe=1Day&feed=sip&adjustment=all

{"c":39.01,"o":41.23,"hi20":47.95,"sma50":45.19349999999999,"sma200":50.16675,"atr":2.203795,"rsi2":18.669047995918106,"breakout":false,"pullback":false,"stop":34.60241,"target_hurdle":52.85818082164329,"mean_volume20":1668312.85,"worst_gap":-0.14437984496124034,"bars":2693,"first":"2016-01-04"}; measuredSep20. ATR=20-daymean max(H-L,abs(H-prevC),abs(L-prevC)); distinctfromcollectorADR. Hypotheticalstop2ATR,net3Rtargethurdle20bp/side; NOTvaluation/exits/orders. Worstgapnotfuturebound. AApreNov1 2016excluded. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CENX&timeframe=1Day&feed=sip&adjustment=all

{"c":44.43,"o":46.955,"hi20":51.85,"sma50":48.262,"sma200":57.89435,"atr":2.0826050000000005,"rsi2":11.492774733045195,"breakout":false,"pullback":false,"stop":40.26479,"target_hurdle":57.63793460921843,"mean_volume20":3896191.25,"worst_gap":-0.13246514075243365,"bars":2483,"first":"2016-11-01"}; measuredSep20. ATR=20-daymean max(H-L,abs(H-prevC),abs(L-prevC)); distinctfromcollectorADR. Hypotheticalstop2ATR,net3Rtargethurdle20bp/side; NOTvaluation/exits/orders. Worstgapnotfuturebound. AApreNov1 2016excluded. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AA&timeframe=1Day&feed=sip&adjustment=all

[{"rsi":5,"bp_side":20,"return":-15.990558326272957,"DD":48.603547672546085,"win":25,"N":4,"closed":3,"mean":-3.021868514728257,"halfKelly_risk":0,"avgwin":24.723935203941295,"avgloss":-12.270469754284774,"targets":1,"buyhold":-17.477711738484402},{"rsi":5,"bp_side":50,"return":-17.982801801467517,"DD":49.21662525551591,"win":25,"N":4,"closed":3,"mean":-3.6020008226093134,"halfKelly_risk":0,"avgwin":23.97782488742257,"avgloss":-12.795276059286609,"targets":1,"buyhold":-17.477711738484402},{"rsi":10,"bp_side":20,"return":-24.544041554378406,"DD":48.60354767254614,"win":20,"N":5,"closed":4,"mean":-4.453809553957693,"halfKelly_risk":0,"avgwin":24.723935203941295,"avgloss":-11.74824574343244,"targets":1,"buyhold":-17.477711738484402},{"rsi":10,"bp_side":50,"return":-26.774123565665775,"DD":49.216625255515886,"win":20,"N":5,"closed":4,"mean":-5.025375855800949,"halfKelly_risk":0,"avgwin":23.97782488742257,"avgloss":-12.27617604160683,"targets":1,"buyhold":-17.477711738484402},{"rsi":15,"bp_side":20,"return":-24.544041554378406,"DD":48.60354767254614,"win":20,"N":5,"closed":4,"mean":-4.453809553957693,"halfKelly_risk":0,"avgwin":24.723935203941295,"avgloss":-11.74824574343244,"targets":1,"buyhold":-17.477711738484402},{"rsi":15,"bp_side":50,"return":-26.774123565665775,"DD":49.216625255515886,"win":20,"N":5,"closed":4,"mean":-5.025375855800949,"halfKelly_risk":0,"avgwin":23.97782488742257,"avgloss":-12.27617604160683,"targets":1,"buyhold":-17.477711738484402}]; observedSep20;train2016-22/holdout2023-25/recent2026-Sep18. Nextopen,2trueATR/6ATR,60sessions,stopfirst ambiguousbar,gapstopatopen,windowendmarks. vectorbtlongonly,5bpfees+15/45bpslip eachside; reconciled1e-9. AAstartsNov1 2016separation. Holdout historical, not pristine prospective. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

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