Notes

A fresh operational audit was done on September 7 at 12:33 UTC. This audit found that quant IDs 46, 59, 47, 48, 60, and 42 were armed, but none are due now or before 13:50 UTC. There are currently 8 active jobs out of a total of 15, with 35 jobs in the system and 11 remaining. Job 31 was cancelled. Job 35 last ran at 09:15 UTC and will run again at 13:15 UTC. The first matching issuer link for INBX, TYRA, and IRD still uses the existing notice, with 3 matching links for each. Just because there is partial coverage does not mean there is no news. The primary listings for these companies can be found at https://inhibrx.investorroom.com/news-releases, https://tyrabio.investorroom.com/news-releases, and https://ir.opusgtx.com/press-releases. Job 8 had false positives for earnings due to broad words, but this was just for discovery and no duplicate job is required. list_monitors fund=quant; list_jobs fund=quant; query_research notes699

A news scan found the headline 'QTA9071230 September 7 exchange holiday verified'. Retrieved on September 7 at 12:32 UTC from the exchange's primary calendar, it was verified that Monday, September 7, 2026, is Labor Day and there will be no core session. According to the user's clock, the next core session will open on September 8 at 13:30 UTC. There is no current-session intraday signal. The publication date is unspecified, but it covers the 2026 calendar. https://www.nyse.com/trade/hours-calendars

A query was made on September 7 at 12:32 UTC. It found three closed trades with IDs 9, 7, and 1, and no open, pending, or closing trades. All trades were exited on September 4 by the operator, not because of strategy stops or targets. The outcomes were calculated using the exact prices and quantities at which the trades were filled. The results are as follows: the trade for SNOW had a return of -5.392364480519829 percent and a profit and loss of -2.426024762767998, it lasted for 20.979384166666666 hours and was exited due to operator liquidation, the trade for DELL had a return of 7.939941307427634 percent and a profit and loss of 6.509957861609997, it lasted for 43.23018305555556 hours and was also exited due to operator liquidation, and the trade for GTLB had a return of -5.130499047026326 percent and a profit and loss of -5.129985995653997, it lasted for 47.238574166666666 hours and was exited due to operator liquidation. The overall statistics are: three trades were made, the percentage of winning trades was 33.33333333333333 percent, the average return for winning trades was 7.939941307427634 percent, the average return for losing trades was -5.261431763773078 percent, the mean return was -0.8609740733728405 percent, and the total profit and loss was -1.0460528968119984. The quarter Kelly criterion is 0, the capital is 212.7475, and the risk is 8.5099. The slippage is unknown because there are no quotes from when the trades arrived. The sample size is too small and was truncated by discretionary liquidation, so it is not possible to estimate the intended 4-6 week post-earnings announcement drift edge. The equity is 850.99 and the quantitative cash is 245.69, based on the supplied context, but these values have not been independently revalued. query_trades fund=quant; user account context 2026-09-07T12:30:57.599Z

On September 7, a final check was done at 08:16 UTC. This check, which was completed at 08:15:27.428Z, included four RSS checks and one SEC check, and it finished at 08:15:35.884556Z. The check took 1696 units of time and found no errors. The next check will be done at 12:15:27.428Z, before the next fund run at 12:30 UTC. This resolves the first saved output that was pending in notes 657 and 680, and observation 9004. The collector checks are done at regular intervals, but not exactly at 10:30, which is when the return on investment review is executed. runway:list_jobs?fund=catalyst

A calculation was made on September 7. The results are shown in a table with the following columns: year, one-way basis point, return, drawdown, win rate, sample, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The table has the following rows: for 2021, the values are 10, -15.587730588, 15.587730588, 6.4220183486, 109, 0.16244076611, 0.17703782358, -0.15523644626, 0, -15.64470054, and 5.8207660913e-11; for 2022, the values are 10, -15.438469105, 15.438469105, 20, 115, 0.16200330565, 0.22231128119, -0.14544836382, 0, -15.551834533, and 5.4569682106e-11; for 2023, the values are 10, -13.384539497, 13.608402101, 16.666666667, 114, 0.1013994718, 0.17128125866, -0.12583447025, 0, -13.585047968, and 6.3664629124e-11; for 2024, the values are 10, -18.48637468, 18.690292245, 8.6206896552, 116, 0.080825857786, 0.20019838878, -0.17597216062, 0, -18.686867283, and 6.4574123826e-11; for 2025, the values are 10, -19.866405479, 19.866405479, 5.0847457627, 118, 0.10726840618, 0.2032452261, -0.18745639734, 0, -20.224864272, and 6.3664629124e-11. The worst close discrepancies are as follows: on March 20, 2020, at 00:00:00, the close discrepancy basis point was -28.30044362857609, the entry was 127.95, the exit was 130.37, and the official close was 130.74; on March 12, 2020, at 00:00:00, the close discrepancy basis point was 25.54970579126792, the entry was 128.24, the exit was 129.49, and the official close was 129.16; on March 18, 2020, at 00:00:00, the close discrepancy basis point was 18.585790318492723, the entry was 120.43, the exit was 118.59, and the official close was 118.37. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the auction execution was not authorized. The system used the official daily close instead of the final 30-minute bar close, and kept the entries and splits. This calculation was done on September 7. The results are shown in a table with columns including one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of the table show the following data: for a value of 0, the results are -0.082168067051 for return, 0.89344926448 for drawdown, 52.702702703 for win rate, 74 for sample size, 0.069169755846 for average win percentage, 0.081653582247 for average loss percentage, -0.0010621799784 for mean trade percentage, 0 for quarter Kelly, -0.12177793492 for annualized percentage, and 0 for cash reconcile absolute. For a value of 2, the results are -2.9963926047 for return, 3.0428867929 for drawdown, 33.783783784 for win rate, 74 for sample size, 0.053203242843 for average win percentage, 0.089144062123 for average loss percentage, -0.041053756391 for mean trade percentage, 0 for quarter Kelly, -4.4094450734 for annualized percentage, and 5.4569682106e-12 for cash reconcile absolute. For a value of 10, the results are -13.827753866 for return, 13.827753866 for drawdown, 1.3513513514 for win rate, 74 for sample size, 0.028136356549 for average win percentage, 0.20399714688 for average loss percentage, -0.20086020764 for mean trade percentage, 0 for quarter Kelly, -19.796800269 for annualized percentage, and 3.2741809264e-11 for cash reconcile absolute. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the auction execution was not authorized. The system uses the official daily close instead of the final 30-minute bar close and keeps entries and splits. This calculation was done on September 7. The results are shown in a table with columns including one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconciliation absolute value. The rows of the table show the following values: for a value of 0, the results are 0.1056966107 for return, 0.62181180173 for drawdown, 51.851851852 for win rate, 81 for sample size, 0.069054074456 for average win percentage, 0.075435142283 for average loss percentage, 0.0013477884283 for mean trade percentage, 0 for quarter Kelly, 0.15671961452 for annualized percentage, and 1.8189894035e-12 for cash reconciliation absolute value. For a value of 2, the results are -3.0857473946 for return, 3.0857473946 for drawdown, 34.567901235 for win rate, 81 for sample size, 0.050858466284 for average win percentage, 0.085929470756 for average loss percentage, -0.038644751779 for mean trade percentage, 0 for quarter Kelly, -4.5399419287 for annualized percentage, and 1.8189894035e-12 for cash reconciliation absolute value. For a value of 10, the results are -14.865991942 for return, 14.865991942 for drawdown, 1.2345679012 for win rate, 81 for sample size, 0.028136356549 for average win percentage, 0.20128744699 for average loss percentage, -0.19845505436 for mean trade percentage, 0 for quarter Kelly, -21.225057408 for annualized percentage, and 3.092281986e-11 for cash reconciliation absolute value. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the auction execution was not authorized. The system used the official daily close instead of the final 30-minute bar close, and kept the entries and splits. This calculation was done on September 7. The results are shown in a table with the following columns: one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of the table show the following values: for a value of 0, the results are -0.2077948202 for return, 0.85733775041 for drawdown, 50.588235294 for win rate, 85 for sample size, 0.066568557128 for average win percentage, 0.080701698434 for average loss percentage, -0.0024025480467 for mean trade percentage, 0 for quarter Kelly, -0.30787083995 for annualized percentage, and 3.6379788071e-12 for cash reconcile absolute. For a value of 2, the results are -3.5436980992 for return, 3.5899299618 for drawdown, 30.588235294 for win rate, 85 for sample size, 0.053226237724 for average win percentage, 0.084531138923 for average loss percentage, -0.042393588419 for mean trade percentage, 0 for quarter Kelly, -5.207837817 for annualized percentage, and 1.0913936421e-11 for cash reconcile absolute. For a value of 10, the results are -15.808828712 for return, 15.808828712 for drawdown, 1.1764705882 for win rate, 85 for sample size, 0.028136356549 for average win percentage, 0.20493997211 for average loss percentage, -0.20219789765 for mean trade percentage, 0 for quarter Kelly, -22.514818811 for annualized percentage, and 4.3655745685e-11 for cash reconcile absolute. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that an auction execution was not authorized. This uses the official daily close instead of the final 30-minute bar close, and keeps entries and splits, based on a September 7 calculation. The columns of data are: one-way break-even point, return, drawdown, win rate, sample, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of data are: [0, 22.461874694, 1.905473981, 60.665362035, 511, 0.13187035322, 0.11044952859, 0.039796863365, 0.069300460831, 4.1866876752, 5.4569682106e-12], [2, -0.17688658255, 6.4205356689, 49.706457926, 511, 0.11568506771, 0.1147543015, -0.00021105339703, 0, -0.035828832409, 7.0940586738e-11], [10, -55.92910138, 55.92910138, 11.154598826, 511, 0.12399410456, 0.1957488439, -0.16008280073, 0, -15.28254202, 1.2096279534e-10]. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the system was not authorized to execute an auction. Instead, it used the official daily close, rather than the final 30-minute bar close, and kept the entries and splits. This calculation was done on September 7. The results are shown in a table with columns including one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of the table show the following values: for a value of 0, the results are 31.112909786, 1.490415844, 61.652892562, 605, 0.13257150055, 0.1055741837, 0.044914077593, 0.077787305303, 5.6361523336, and 3.092281986e-11; for a value of 2, the results are 2.9309997011, 7.8690625493, 51.239669421, 605, 0.11446911418, 0.11023198716, 0.004904114355, 0.010710562386, 0.58644747416, and 7.0940586738e-11; for a value of 10, the results are -60.902490946, 60.902490946, 12.066115702, 605, 0.1162591856, 0.19219414666, -0.1549758107, 0, -17.311132388, and 1.3278622646e-10. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that an auction execution was not authorized. This uses the official daily close instead of the final 30-minute bar close, and keeps entries and splits, based on a September 7 calculation. The columns in the data are: one-way break-even point, return, drawdown, win rate, sample, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of data are: [0, 24.427545871, 2.0420279598, 60.314685315, 572, 0.13014474055, 0.10884430493, 0.038345781727, 0.067811395291, 4.5230373912, 1.0913936421e-11], [2, -1.0194283557, 6.5360048326, 49.825174825, 572, 0.11253150686, 0.11505884583, -0.0016615547187, 0, -0.20718615566, 7.0940586738e-11], [10, -60.364567025, 60.364567025, 11.188811189, 572, 0.11669597951, 0.19658319887, -0.1615309831, 0, -17.082108857, 1.4415491023e-10]. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the auction execution was not authorized. The system used the official daily close instead of the final 30-minute bar close and kept the entries and splits. This calculation was done on September 7. The results are shown in a table with the following columns: one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of the table show the following values: for a one-way break-even point of 0, the return was -0.39039400618, the drawdown was 8.4017872026, the win rate was 55, the sample size was 540, the average win percentage was 0.084508891321, the average loss percentage was 0.12080100192, the mean trade percentage was -0.00049827718534, the quarter Kelly was 0, the annualized percentage was -0.079206415981, and the cash reconcile absolute was 1.8189894035e-12. For a one-way break-even point of 2, the return was -19.741024103, the drawdown was 20.195316654, the win rate was 38.888888889, the sample size was 540, the average win percentage was 0.070021682316, the average loss percentage was 0.11081574548, the mean trade percentage was -0.040490079114, the quarter Kelly was 0, the annualized percentage was -4.3570314572, and the cash reconcile absolute was 6.3664629124e-11. For a one-way break-even point of 10, the return was -66.173026538, the drawdown was 66.173026538, the win rate was 4.8148148148, the sample size was 540, the average win percentage was 0.064738183397, the average loss percentage was 0.21370390232, the mean trade percentage was -0.20029743153, the quarter Kelly was 0, the annualized percentage was -19.71364713, and the cash reconcile absolute was 1.0641088011e-10. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the system was not authorized to execute an auction. Instead, it used the official daily close, rather than the final 30-minute bar close, and kept the entries and splits. This calculation was done on September 7. The results are shown in a table with the following columns: one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of the table show the following values: for a value of 0, the results are 10.622551687, 2.890333896, 55.386949924, 659, 0.092158012067, 0.092365342361, 0.015442909628, 0.026683831751, 2.0660988425, and 2.9103830457e-11. For a value of 2, the results are -15.010818616, 17.097397518, 39.908952959, 659, 0.079373984326, 0.09357898778, -0.024555267501, 0, -3.2410764865, and 2.7284841053e-11. For a value of 10, the results are -70.389652984, 70.389652984, 5.31107739, 659, 0.11964228178, 0.20144108112, -0.18438809523, 0, -21.849984491, and 9.8680175142e-11. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the auction execution was not authorized. The system used the official daily close instead of the final 30-minute bar close, and kept the entries and splits. This calculation was done on September 7. The results are shown in a table with the following columns: one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of the table are: row 0 with values 0, 4.6854687902, 8.154481388, 54.853620955, 649, 0.095458014426, 0.11651381411, 0.0073005944419, 0, 0.93189684677, 9.0949470177e-12, row 2 with values 2, -19.249809732, 20.672214001, 39.599383667, 649, 0.08320489525, 0.10867927531, -0.032694326412, 0, -4.2387399831, 8.5492501967e-11, and row 10 with values 10, -71.412767243, 71.412767243, 5.3929121726, 649, 0.13932801527, 0.21143022594, -0.19251414206, 0, -22.404683414, 8.6856744019e-11. https://runway.adityaperswal.workers.dev/data/stock-bars

A calculation was done on September 7. The results are shown in a table with the following columns: year, one-way basis point, return, drawdown, win rate, sample, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The table has the following rows: for 2021, the values are 10, -23.606719239, 23.606719239, 5.2631578947, 133, 0.0828400057, 0.21800036801, -0.20216666413, 0, -23.688630809, and 4.0017766878e-11. For 2022, the values are 10, -19.360201088, 19.360201088, 14.754098361, 122, 0.18153912769, 0.23788388593, -0.17600180195, 0, -19.498896882, and 4.7293724492e-11. For 2023, the values are 10, -22.178283347, 22.178283347, 1.6393442623, 122, 0.19634482969, 0.21190574837, -0.20521311594, 0, -22.492385957, and 4.8203219194e-11. For 2024, the values are 10, -20.61581621, 20.61581621, 2.3076923077, 130, 0.12650260431, 0.18456337417, -0.17738492852, 0, -20.836322746, and 1.8189894035e-11. For 2025, the values are 10, -22.288030268, 22.288030268, 3.7878787879, 132, 0.15707383689, 0.20446454706, -0.19076991131, 0, -22.683698102, and 6.2755134422e-11. The worst close discrepancies are as follows: on March 16, 2020, at 00:00:00, the close discrepancy basis point was 211.7093570308426, the entry was 39.19, the exit was 39.07, and the official close was 38.26. On March 9, 2022, at 00:00:00, the close discrepancy basis point was 24.521824423737737, the entry was 61.37, the exit was 61.32, and the official close was 61.17. On March 31, 2020, at 00:00:00, the close discrepancy basis point was 15.909090909091985, the entry was 43.51, the exit was 44.07, and the official close was 44. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the auction execution was not authorized. The system used the official daily close instead of the final 30-minute bar close, and kept the entries and splits. This calculation was done on September 7. The results are shown in a table with the following columns: one-way basis point, return, drawdown, win rate, sample, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of the table are: row 0 with values 0, 3.0090134143, 0.63497818799, 53.947368421, 76, 0.12487566197, 0.067113885311, 0.039108655403, 0.072991451085, 4.4926231235, 1.2732925825e-11, row 2 with values 2, -0.075340885657, 0.97094349482, 42.105263158, 76, 0.11339624608, 0.084022791376, -0.00089898613074, 0, -0.11166148772, 1.2732925825e-11, and row 10 with values 10, -11.516465787, 11.516465787, 9.2105263158, 76, 0.16594517906, 0.19391461465, -0.16076963365, 0, -16.587447222, 2.546585165e-11. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the auction execution was not authorized. The system used the official daily close instead of the final 30-minute bar close, and kept the entries and splits. This calculation was done on September 7. The columns in the data are: one-way break-even point, return, drawdown, win rate, sample, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of data are: [0, 1.6033443881, 1.1199449119, 51.724137931, 87, 0.1107199688, 0.088998927948, 0.018395854412, 0.032297583341, 2.3858875189, 1.8189894035e-11], [2, -1.8716366502, 2.2443273558, 39.08045977, 87, 0.09974201471, 0.09944779846, -0.021603503658, 0, -2.7618617454, 0], [10, -14.623026157, 14.623026157, 5.7471264368, 87, 0.20647403402, 0.20509440924, -0.18144105043, 0, -20.891569241, 4.5474735089e-11]. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the auction execution was not authorized. The system used the official daily close instead of the final 30-minute bar close, and kept the entries and splits. This calculation was done on September 7. The results are shown in a table with the following columns: one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of the table show the following values: for a value of 0, the results are 2.7016305655 for return, 0.63497818799 for drawdown, 51.648351648 for win rate, 91 for sample size, 0.11538398638 for average win percentage, 0.07048970274 for average loss percentage, 0.029384054431 for mean trade percentage, 0.055274121306 for quarter Kelly, 4.0307434737 for annualized percentage, and 0 for cash reconcile absolute. For a value of 2, the results are -0.96948909001 for return, 1.3124592534 for drawdown, 38.461538462 for win rate, 91 for sample size, 0.10729603588 for average win percentage, 0.084317031744 for average loss percentage, -0.010619698041 for mean trade percentage, 0 for quarter Kelly, -1.4337591057 for annualized percentage, and 1.8189894035e-12 for cash reconcile absolute. For a value of 10, the results are -14.387784396 for return, 14.387784396 for drawdown, 7.6923076923 for win rate, 91 for sample size, 0.16594517906 for average win percentage, 0.19850980351 for average loss percentage, -0.17047480485 for mean trade percentage, 0 for quarter Kelly, -20.568246376 for annualized percentage, and 3.4560798667e-11 for cash reconcile absolute. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'EFA QIM90708 official-close diagnostic holdout pdt'. This appears to be a data output. Post-result endpoint audit found that auction execution was not authorized. The system uses the official daily close instead of the final 30-minute bar close, and keeps entries and splits. The calculation was done on September 7. The columns in the data are: one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of data are: [0, 1.5048451733, 3.7751738871, 50.743494424, 538, 0.10001210655, 0.11102210863, 0.0028739328773, 0, 0.30278352694, 1.0913936421e-11], [2, -18.148507983, 18.222839274, 35.501858736, 538, 0.09258689163, 0.1085136467, -0.037119217666, 0, -3.9724727806, 5.4569682106e-11], [10, -65.391253353, 65.391253353, 5.3903345725, 538, 0.13761836411, 0.21599278306, -0.19693195914, 0, -19.327265369, 7.9126039054e-11]. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the system was not authorized to execute an auction. Instead, it used the official daily close instead of the final 30-minute bar close, which is a type of price data, and kept the entries and splits. This calculation was done on September 7. The system looked at several columns of data, including one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of data showed the following results: for a value of 0, the return was 3.2116666453, the drawdown was 3.5754437776, the win rate was 52.388289676, the sample size was 649, the average win percentage was 0.10109934642, the average loss percentage was 0.11448572233, the mean trade percentage was 0.0049825289826, the quarter Kelly was 0, the annualized percentage was 0.64190289311, and the cash reconcile absolute was 1.4551915228e-11. For a value of 2, the return was -20.386641854, the drawdown was 20.632579555, the win rate was 37.596302003, the sample size was 649, the average win percentage was 0.091595267013, the average loss percentage was 0.11128811315, the mean trade percentage was -0.03501146483, the quarter Kelly was 0, the annualized percentage was -4.5098445051, and the cash reconcile absolute was 2.0008883439e-11. For a value of 10, the return was -71.81522926, the drawdown was 71.81522926, the win rate was 5.8551617874, the sample size was 649, the average win percentage was 0.1253741815, the average loss percentage was 0.21474192428, the mean trade percentage was -0.19482757602, the quarter Kelly was 0, the annualized percentage was -22.611285075, and the cash reconcile absolute was 1.1459633242e-10. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the system was not authorized to execute an auction. Instead, it used the official daily close, rather than the final 30-minute bar close, and kept the entries and splits. This calculation was done on September 7. The results are shown in a table with columns including one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of the table show the following results: at 0, the return was 2.2412265892, the drawdown was 4.237384967, the win rate was 51.017214397, the sample size was 639, the average win percentage was 0.10216955439, the average loss percentage was 0.11281005337, the mean trade percentage was 0.0035751331067, the quarter Kelly was 0, the annualized percentage was 0.44964483282, and the cash reconcile absolute was 4.7293724492e-11. At 2, the return was -20.819109601, the drawdown was 21.027434844, the win rate was 35.837245696, the sample size was 639, the average win percentage was 0.095011989636, the average loss percentage was 0.10982692185, the mean trade percentage was -0.03641829786, the quarter Kelly was 0, the annualized percentage was -4.6150650221, and the cash reconcile absolute was 7.5488060247e-11. At 10, the return was -71.516217757, the drawdown was 71.516217757, the win rate was 5.6338028169, the sample size was 639, the average win percentage was 0.13974340843, the average loss percentage was 0.2162904028, the mean trade percentage was -0.19623215991, the quarter Kelly was 0, the annualized percentage was -22.445802396, and the cash reconcile absolute was 9.3677954283e-11. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the system was not authorized to execute an auction. Instead, it used the official daily close, rather than the final 30-minute bar close, and kept the entries and splits from the September 7 calculation. The results are shown in a table with columns including one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute value. The rows of the table are: row 0 with values 0, 1.9957248483, 4.6447450379, 48.201438849, 556, 0.12964980191, 0.13222470457, 0.0037529584205, 0, 0.40013278209, 1.4551915228e-11, row 2 with values 2, -18.342726376, 18.721044514, 37.410071942, 556, 0.11960973985, 0.12939243726, -0.036240543662, 0, -4.0123224144, 6.0936145019e-11, and row 10 with values 10, -66.453558021, 66.453558021, 6.1151079137, 556, 0.22615344389, 0.22355483654, -0.1960546899, 0, -19.80629772, 1.1868905858e-10. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the auction execution was not authorized. The system used the official daily close instead of the final 30-minute bar close, and kept the entries and splits. This calculation was done on September 7. The results are shown in a table with the following columns: one way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of the table show the following values: for a value of 0, the results are 0, 5.4653315844, 2.7448408401, 48.865355522, 661, 0.12764269348, 0.1229676377, 0.0082375301393, 0, 1.081139318, and 2.3646862246e-11. For a value of 2, the results are 2, -19.037807418, 19.917764608, 37.670196672, 661, 0.11780755679, 0.12215039947, -0.031757765414, 0, -4.1780023994, and 3.6379788071e-12. For a value of 10, the results are 10, -71.882780615, 71.882780615, 6.2027231467, 661, 0.22417244456, 0.21907232423, -0.19157907836, 0, -22.616997051, and 1.018634066e-10. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the system was not authorized to execute an auction. Instead, it used the official daily close instead of the final 30-minute bar close, and kept the entries and splits. This calculation was done on September 7. The results are shown in a table with columns including one-way break-even point, return, drawdown, win rate, sample, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of the table show the following results: for a value of 0, the return was 1.2041434945, the drawdown was 3.9636431463, the win rate was 47.747747748, the sample was 666, the average win percentage was 0.12844083858, the average loss percentage was 0.1308487567, the mean trade percentage was 0.0019937870042, the quarter Kelly was 0, the annualized percentage was 0.24217870139, and the cash reconcile absolute was 1.2732925825e-11. For a value of 2, the return was -22.464205151, the drawdown was 22.579271431, the win rate was 36.786786787, the sample was 666, the average win percentage was 0.1189723095, the average loss percentage was 0.12934811762, the mean trade percentage was -0.037999011551, the quarter Kelly was 0, the annualized percentage was -5.0117119844, and the cash reconcile absolute was 1.0641088011e-10. For a value of 10, the return was -73.287287154, the drawdown was 73.287287154, the win rate was 6.3063063063, the sample was 666, the average win percentage was 0.21418628812, the average loss percentage was 0.2255408892, the mean trade percentage was -0.19781034649, the quarter Kelly was 0, the annualized percentage was -23.414191081, and the cash reconcile absolute was 9.231371223e-11. https://runway.adityaperswal.workers.dev/data/stock-bars

A calculation was done on September 7. The results are shown in a table with the following columns: year, one-way basis point, return, drawdown, win rate, sample, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The table has the following rows: for 2021, the one-way basis point is 10, the return is -23.127012157, the drawdown is 23.127012157, the win rate is 4.8780487805, the sample is 123, the average win percentage is 0.15249978838, the average loss percentage is 0.2322729296, the mean trade percentage is -0.21350352872, the quarter Kelly is 0, the annualized percentage is -23.207522946, and the cash reconcile absolute is 4.3655745685e-11. For 2022, the one-way basis point is 10, the return is -19.473817685, the drawdown is 19.473817685, the win rate is 13.513513514, the sample is 111, the average win percentage is 0.13492792729, the average loss percentage is 0.24624747668, the mean trade percentage is -0.19473728695, the quarter Kelly is 0, the annualized percentage is -19.61322479, and the cash reconcile absolute is 5.638867151e-11. For 2023, the one-way basis point is 10, the return is -21.161068333, the drawdown is 21.161068333, the win rate is 3.5398230088, the sample is 113, the average win percentage is 0.040749350949, the average loss percentage is 0.21929469502, the mean trade percentage is -0.21008959605, the quarter Kelly is 0, the annualized percentage is -21.46282808, and the cash reconcile absolute is 5.4569682106e-11. For 2024, the one-way basis point is 10, the return is -22.183982874, the drawdown is 22.183982874, the win rate is 3.8461538462, the sample is 130, the average win percentage is 0.052852360231, the average loss percentage is 0.20251020235, the mean trade percentage is -0.19268856533, the quarter Kelly is 0, the annualized percentage is -22.418785011, and the cash reconcile absolute is 4.5474735089e-11. For 2025, the one-way basis point is 10, the return is -24.605138537, the drawdown is 24.605138537, the win rate is 3.0303030303, the sample is 132, the average win percentage is 0.04632918285, the average loss percentage is 0.22176295324, the mean trade percentage is -0.21363894912, the quarter Kelly is 0, the annualized percentage is -25.034958291, and the cash reconcile absolute is 4.2746250983e-11. The worst close discrepancies are as follows: on 2020-03-16 00:00:00, the close discrepancy basis point is -118.36441893830596, the entry is 27.96, the exit is 27.55, and the official close is 27.88. On 2020-03-23 00:00:00, the close discrepancy basis point is -22.497187851518994, the entry is 26.52, the exit is 26.61, and the official close is 26.67. On 2018-02-05 00:00:00, the close discrepancy basis point is 15.302218821728886, the entry is 39.97, the exit is 39.27, and the official close is 39.21. https://runway.adityaperswal.workers.dev/data/stock-bars