Notes

The SPY QIM90708 audits were completed on September 7, 2026. The source of the data is the SIP adjusted 30-minute and daily history from 2016 to September 4, 2026. The future outcomes are unknown. The statistics were calculated using 20,000 circular 20-session block draws for the mean confidence interval. The calculations also used 24-calendar-day historical windows with a hypothetical 25% account allocation, excluding fixed costs and intrabar extremes, and did not include forward probabilities. The data for the symbol SPY includes 84,331 intraday bars, with the first bar on December 31, 2015, at 19:00:00-05:00 and the last bar on September 4, 2026, at 19:30:00-04:00. There were 2,662 valid sessions, with certain dates excluded, including December 31, 2015, and others. The close absolute discrepancy in basis points had a 50th percentile of 0.7945967978972845, a 99th percentile of 8.095459861107704, and a maximum of 279.4016506189823. The open absolute discrepancy in basis points had a 50th percentile of 0, a 99th percentile of 1.3406136668798951, and a maximum of 6.006779079246183. The boundary absolute discrepancy in basis points had a 50th percentile of 0.1453467298007105, a 99th percentile of 0.8534958022119896, and a maximum of 3.078225403057022. https://runway.adityaperswal.workers.dev/data/stock-bars

A product page from the issuer, accessed on September 7, describes Tyvaso and TyvasoDPI as inhaled treprostinil therapy for pulmonary arterial hypertension and pulmonary hypertension associated with interstitial lung disease. This information supports the mapping of the incumbent therapy in analysis 673, but it does not provide any information about the magnitude of the competitive effect, causal return, or United Therapeutics order. https://www.unither.com/research-and-medicine/tyvaso

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The calculation used data from 2016 to 2020 for training, 2021 to 2025 for holdout, and 2026 to September 4 for recent data. The calculation was for a long-only strategy from 15:30 open to bar close. The results are based on full-capital compounding, not account return. DD refers to drawdown, which omits intrabar excursions. The costs were frozen, and there was no selection. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows of data are: [0,-0.39493307876,0.99758138648,52.702702703,74,0.061261800226,0.086922816284,-0.0053016204359,0,-0.58487221643,5.4569682106e-12], [1,-1.8582329414,2.035215861,41.891891892,74,0.054192317343,0.082605937322,-0.025298560368,0,-2.7421723225,3.6379788071e-12], [2,-3.3000354462,3.3465155935,32.432432432,74,0.046938108713,0.089561714271,-0.045291501412,0,-4.8526592039,0], [5,-7.4995939297,7.4995939297,10.810810811,74,0.032684980313,0.12196528815,-0.10524634021,0,-10.913289285,2.1827872843e-11], [10,-14.097492141,14.097492141,1.3513513514,74,0.028136356549,0.20828607542,-0.20509117769,0,-20.168669556,5.638867151e-11], [20,-25.915010767,25.915010767,0,74,0,0.40448165471,-0.40448165471,0,-35.89465946,1.000444172e-11]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The calculation used data from 2016 to 2020 for training, 2021 to 2025 for holdout, and 2026 to September 4 for recent data. The calculation was for a long-only strategy, meaning it only considered buying, from 15:30 open to bar close. The results were compounded, meaning they were calculated based on the full capital, not just the return on the account. The drawdown, or decrease in value, omits intrabar excursions, which are short-term price movements within a single bar or period. The costs were frozen, meaning they were not changed, and there was no selection, meaning all data was used. The columns in the data include 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 in the data are as follows: [0,-0.61259093586,1.6612559469,49.411764706,170,0.063897103189,0.081841728727,-0.0035711148774,0,-0.90673293977,1.4551915228e-11], [1,-3.9349624816,4.3126284133,41.176470588,170,0.054378484462,0.078131220612,-0.023568400876,0,-5.7772652391,2.0008883439e-11], [2,-7.1462721612,7.3349177771,31.176470588,170,0.048593311667,0.085307115079,-0.043561687917,0,-10.408406071,2.1827872843e-11], [5,-16.150340057,16.150340057,10,170,0.039485107155,0.11940675001,-0.10351756429,0,-22.980280004,4.0017766878e-11], [10,-29.258993776,29.258993776,1.1764705882,170,0.042934642822,0.20629625793,-0.20336412968,0,-40.136830105,6.3664629124e-11], [20,-49.648661154,49.648661154,0,170,0,0.40275805735,-0.40275805735,0,-63.836108011,4.5474735089e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line for Sep 7 calculation of TLT QIM90708 fixed cost grid recent rod, which is a type of investment analysis. The calculation used training data from 2016 to 2020, holdout data from 2021 to 2025, and recent data from 2026 to Sep 4. The analysis was done on a long-only basis from 15:30 open to bar close, with full-capital compounding, not account return. The drawdown, or decrease in value, omits intrabar excursions, which are short-term price movements within a trading period. The costs were frozen, and there was no selection, meaning no assets were added or removed. The columns in the data table are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows of data are as follows: [0,-0.34924894843,0.74613277332,50.617283951,81,0.061213616365,0.084007073969,-0.0042775585674,0,-0.51727387221,9.0949470177e-12], [1,-1.9505852715,1.9698818185,39.50617284,81,0.055273145045,0.076224318531,-0.024274703291,0,-2.8778072621,7.2759576142e-12], [2,-3.5261889512,3.5261889512,32.098765432,81,0.044873219048,0.086407263113,-0.044267849086,0,-5.1823297548,0], [5,-8.1027061876,8.1027061876,9.8765432099,81,0.036285584585,0.11962153602,-0.10422330189,0,-11.772965328,3.092281986e-11], [10,-15.252896386,15.252896386,1.2345679012,81,0.028136356549,0.20697173088,-0.2040691619,0,-21.755164609,3.6379788071e-11], [20,-27.927577932,27.927577932,0,81,0,0.4034616809,-0.4034616809,0,-38.459129855,1.000444172e-11]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line for Sep 7 calculation of TLT QIM90708 fixed cost grid. The calculation used data from 2016 to 2020 for training, 2021 to 2025 for holdout, and 2026 to Sep 4 for recent data. The strategy was long-only from 15:30 open to bar close. The results were calculated using full-capital compounded, not account return. The drawdown, or peak-to-trough decline, omits intrabar excursions, which are short-term price movements within a single bar. The costs were frozen, and there was no selection. The columns in the data include 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 as follows: [0,-1.1325549746,1.4819879553,43.902439024,41,0.046247207201,0.098464985047,-0.027728048081,0,-1.6742515028,3.6379788071e-12],[1,-1.9399531678,2.1729231069,24.390243902,41,0.054346240697,0.080645259264,-0.047720503176,0,-2.8621953659,1.6370904632e-11],[2,-2.7407577704,2.8941715695,19.512195122,41,0.045504542762,0.095154657987,-0.06770896028,0,-4.0357868334,1.8189894035e-11],[5,-5.1041463422,5.1041463422,7.3170731707,41,0.01849969662,0.13918851442,-0.12765035264,0,-7.4721704827,1.6370904632e-11],[10,-8.9161958925,8.9161958925,0,41,0,0.2274727973,-0.2274727973,0,-12.928207504,2.0008883439e-11],[20,-16.087049398,16.087049398,0,41,0,0.42681855578,-0.42681855578,0,-22.89408722,9.0949470177e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the calculation results for Sep 7. The results are based on a training period from 2016 to 2020, a holdout period from 2021 to 2025, and a recent period from 2026 to Sep 4. The strategy is long-only, meaning it only buys assets, and it does so from 15:30 open to bar close. The results are based on full-capital compounding, not account return, which means the returns are calculated based on the entire capital, not just the amount invested. DD refers to drawdown, which omits intrabar excursions, meaning it does not include price movements within a single bar. The costs are frozen, and there is no selection, meaning the strategy does not choose which assets to buy or sell. The columns in the results table are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows in the table are: [0, -0.61438384716, 1.054684756, 49.411764706, 85, 0.059125072814, 0.08147318783, -0.0072085656398, 0, -0.90938278989, 5.4569682106e-12], [1, -2.2896591372, 2.4658640489, 37.647058824, 85, 0.054072585658, 0.076278458487, -0.027205124221, 0, -3.3752657275, 3.6379788071e-12], [2, -3.9366954667, 3.9828695948, 29.411764706, 85, 0.046274697645, 0.086144509671, -0.04719768399, 0, -5.7797848583, 7.2759576142e-12], [5, -8.7130908325, 8.7130908325, 9.4117647059, 85, 0.032684980313, 0.12167983238, -0.10715137942, 0, -12.64024092, 2.546585165e-11], [10, -16.151853564, 16.151853564, 1.1764705882, 85, 0.028136356549, 0.20979348745, -0.20699431281, 0, -22.982340799, 5.638867151e-11], [20, -29.26027593, 29.26027593, 0, 85, 0, 0.40638098736, -0.40638098736, 0, -40.138438447, 7.2759576142e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line for Sep 7 calculation. The data is based on a train period from 2016 to 2020, a holdout period from 2021 to 2025, and recent data from 2026 to Sep 4. The strategy is long-only, meaning it only buys, from 15:30 open to bar close. The return is compounded, meaning it is calculated on the full capital, not just the account return. The drawdown, or peak to trough decline, omits intrabar excursions, which are short-term price movements within a bar. The costs are frozen, meaning they do not change, and there is no selection, meaning all data is used. 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 in the data are: [0, 24.512040459, 1.6147045276, 63.405088063, 511, 0.12694355832, 0.11058940179, 0.04304842737, 0.078811759482, 4.537400154, 7.2759576142e-12], [1, 12.415566701, 2.5461482209, 57.142857143, 511, 0.11951748716, 0.10559240662, 0.023041818395, 0.04819758795, 2.3971252528, 0], [2, 1.4942778529, 6.0769970074, 49.510763209, 511, 0.11641020519, 0.1081346724, 0.0030392102421, 0.0065269411671, 0.30066984173, 9.0949470177e-12], [5, -25.305802549, 25.571844959, 29.354207436, 511, 0.11547592645, 0.12858750391, -0.056944618285, 0, -5.7346595829, 1.1732481653e-10], [10, -55.191299123, 55.191299123, 11.350293542, 511, 0.13563240983, 0.19428424175, -0.15683773335, 0, -14.997366723, 1.2551026884e-10], [20, -83.874502089, 83.874502089, 2.5440313112, 511, 0.18857607994, 0.37054893635, -0.35632462087, 0, -30.88170448, 6.3664629124e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: Sep 7 calculation. The training period is from 2016 to 2020, the holdout period is from 2021 to 2025, and the recent period is from 2026 to Sep 4. The strategy is long-only from 15:30 open to bar close. The return is full-capital compounded, not account return. The drawdown, or peak-to-trough decline, omits intrabar excursions. The costs are frozen, and there is no selection. The columns 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 are: [0, 34.23019411, 3.4843121532, 56.86746988, 1245, 0.12292644888, 0.11507209802, 0.023783894693, 0.041227201581, 6.1397637095, 1.4551915228e-11], [1, 4.64317113, 7.0400357584, 51.807228916, 1245, 0.11377823799, 0.11446574399, 0.0037811382399, 0.0083081314731, 0.9228891152, 9.0949470177e-11], [2, -18.422279554, 20.805320812, 44.257028112, 1245, 0.11162624695, 0.11771901539, -0.016217618162, 0, -4.0375709459, 1.2914824765e-10], [5, -61.349637012, 61.481090426, 25.62248996, 1245, 0.11110090247, 0.14071016035, -0.076189896058, 0, -17.50342759, 1.1596057448e-10], [10, -88.870981402, 88.870981402, 9.3975903614, 1245, 0.13191758971, 0.20800865111, -0.17606377546, 0, -35.879975542, 7.7079675975e-11], [20, -99.07729478, 99.07729478, 2.1686746988, 1245, 0.15324634434, 0.38723349891, -0.3755122493, 0, -61.264502984, 1.2789769244e-13]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The data is divided into three periods: Train2016–20, which is the period used to train the model from 2016 to 2020, holdout2021–25, which is the period held out for testing from 2021 to 2025, and recent2026toSep4, which is the recent period from 2026 to September 4. The strategy is long-only, meaning it only buys assets, and it buys at 15:30 open and sells at bar close. The return is full-capital compounded, not account return, meaning the return is calculated based on the total capital invested. DD refers to drawdown, which is a measure of the decline in value from a peak, and it omits intrabar excursions, meaning it does not include fluctuations within a single bar. The costs are frozen, meaning they are fixed, and there is no selection, meaning no assets are selected or deselected. The columns in the data are: oneway_bp, which is a measure of the one-way bet performance, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows in the data are: [0, 32.180491773, 1.4030266761, 62.975206612, 605, 0.12958353007, 0.10432363981, 0.046256163302, 0.082919263892, 5.8096900524, 6.0026650317e-11], [1, 17.116404494, 3.4811266412, 58.512396694, 605, 0.1185273687, 0.10389679781, 0.026248912845, 0.055364666262, 3.2497217933, 3.8198777474e-11], [2, 3.7691115343, 7.7973620701, 50.41322314, 605, 0.11596575162, 0.10530309308, 0.0062456633373, 0.01346445664, 0.75168960241, 3.2741809264e-11], [5, -27.819614652, 28.272942068, 29.752066116, 605, 0.11536311368, 0.12536026822, -0.053740088485, 0, -6.3855951371, 1.2187229004e-10], [10, -60.584140934, 60.584140934, 11.73553719, 605, 0.12820937751, 0.19111028413, -0.15363640648, 0, -17.175292175, 1.4642864699e-10], [20, -88.246306356, 88.246306356, 1.9834710744, 605, 0.20979942186, 0.36452117313, -0.35312969026, 0, -35.167266978, 9.0949470177e-13]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line. This is a calculation from September 7. The data used for training is from 2016 to 2020, the holdout period is from 2021 to 2025, and the recent period is from 2026 to September 4. The strategy is long-only, meaning it only buys, from 15:30 open to bar close. The returns are compounded, meaning they are added to the initial investment, and are not just account returns. The drawdown, or decrease in value, omits intrabar excursions, which are short-term price movements within a trading period. The costs are frozen, meaning they do not change, and there is no selection, meaning all trades are included. 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 in the data are: [0, 11.504656349, 0.91940149566, 61.216730038, 263, 0.12102575534, 0.091069813147, 0.041538342868, 0.080082455027, 2.2286344843, 3.6379788071e-12], [1, 5.7910953519, 1.0778036978, 53.231939163, 263, 0.11735307694, 0.087532563699, 0.02153203588, 0.045870198809, 1.1460055419, 7.2759576142e-12], [2, 0.37030039116, 2.8913132994, 45.247148289, 263, 0.11612484655, 0.093170401672, 0.0015297296533, 0.0032932867055, 0.074841928119, 5.638867151e-11], [5, -14.281699389, 14.929100403, 26.615969582, 263, 0.11900239646, 0.12281532452, -0.058453193458, 0, -3.071064786, 6.7302607931e-11], [10, -34.104753481, 34.274631053, 10.646387833, 263, 0.14419161927, 0.1943916933, -0.1583448007, 0, -8.0960196075, 1.009539119e-10], [20, -61.058286587, 61.058286587, 1.9011406844, 263, 0.35509994143, 0.37164512319, -0.3578286771, 0, -17.377932269, 4.5474735089e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The data is based on a train period from 2016 to 2020, a holdout period from 2021 to 2025, and a recent period from 2026 to September 4. The strategy is long-only, meaning it only buys assets, and it does so at 15:30 open to bar close. The results are based on full-capital compounded returns, not account returns. DD refers to drawdown, which omits intrabar excursions, meaning it does not include price movements within a single bar. The costs are frozen, and there is no selection, meaning no assets are chosen or rejected. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows of data are: [0, 26.780247004, 1.7223149731, 62.587412587, 572, 0.12629513145, 0.10810854635, 0.04162266588, 0.076405658225, 4.9200854948, 1.4551915228e-11], [1, 13.075444802, 2.4753637821, 56.818181818, 572, 0.11788908319, 0.10505831739, 0.021616342029, 0.045840423568, 2.5185038022, 1.6370904632e-11], [2, 0.85211625642, 6.257533545, 49.475524476, 572, 0.11389246299, 0.10833338475, 0.0016140189428, 0.0035428572279, 0.17189340879, 4.7293724492e-11], [5, -28.445797658, 28.692425218, 29.020979021, 572, 0.11346924471, 0.12862792297, -0.058368954726, 0, -6.5505494574, 1.0550138541e-10], [10, -59.615132264, 59.615132264, 11.363636364, 572, 0.12679415957, 0.19480613408, -0.15826064617, 0, -16.767131487, 1.4279066818e-10], [20, -87.135719896, 87.135719896, 2.2727272727, 572, 0.18857607994, 0.3704498249, -0.3577446907, 0, -33.971559725, 2.2737367544e-13]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The calculation is based on a training period from 2016 to 2020, a holdout period from 2021 to 2025, and a recent period from 2026 to September 4. The calculation is for a long-only strategy, meaning it only considers buying, from 15:30 open to bar close. The results are based on full-capital compounding, not account return. DD refers to drawdown, which omits intrabar excursions, meaning it does not include price movements within a single bar. The costs are frozen, and there is no selection. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows in the data are: [0,-2.3732760744,8.2621576552,54.074074074,540,0.081066758932,0.11692324896,-0.004232347519,0,-0.48537511627,1.8189894035e-11], [1,-12.367558463,13.702746699,47.777777778,540,0.070135378379,0.11056332736,-0.024229501284,0,-2.638894479,3.4560798667e-11], [2,-21.338702183,21.606541501,37.407407407,540,0.067381668507,0.11092109865,-0.044222656118,0,-4.745811198,3.7289282773e-11], [5,-43.108197887,43.108197887,14.259259259,540,0.075321958982,0.13403020367,-0.10417813603,0,-10.796921857,9.4587448984e-11], [10,-66.846404355,66.846404355,4.2592592593,540,0.063847421355,0.21594095344,-0.20402404118,0,-20.040003662,9.0949470177e-11], [20,-88.741194353,88.741194353,0.37037037037,540,0.068392212195,0.40517058663,-0.40341665034,0,-35.752153791,1.3642420527e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: this is a calculation from September 7. The data was trained from 2016 to 2020, held out from 2021 to 2025, and is recent from 2026 to September 4. The calculation is for a long-only position from 15:30 open to bar close. The results are based on full-capital compounding, not account return. The drawdown, or peak-to-trough decline, omits intrabar excursions, which are short-term price movements within a bar. The costs are frozen, and there is no selection, meaning no assets were added or removed. 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 in the data are: [0, 4.8792121903, 9.6685913241, 53.295819936, 1244, 0.087914777301, 0.10158310051, 0.0039842199233, 0, 0.96970877965, 3.092281986e-11], [1, -18.221912587, 21.636316276, 46.864951768, 1244, 0.078295251104, 0.099195560016, -0.016014576991, 0, -3.9930524902, 4.638422979e-11], [2, -36.234689097, 36.293336535, 37.781350482, 1244, 0.07520086933, 0.10354014295, -0.036009374646, 0, -8.7118891473, 3.9108272176e-11], [5, -69.770771061, 69.770771061, 15.594855305, 1244, 0.084918353782, 0.12939101739, -0.095969781049, 0, -21.521825559, 1.1277734302e-10], [10, -91.287061363, 91.287061363, 4.0996784566, 1244, 0.10905121159, 0.2088571094, -0.19582389045, 0, -39.003254104, 6.0936145019e-11], [20, -99.276165375, 99.276165375, 0.40192926045, 1244, 0.45198177457, 0.39865182888, -0.39523288353, 0, -63.151304314, 3.4106051316e-13]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line: Sep7 calculation. This refers to a calculation made on September 7. The calculation is based on data from 2016 to 2020 for training, 2021 to 2025 for holdout, and 2026 to September 4 for recent data. The strategy is long-only, meaning it only buys assets, and it does so at 15:30 when the market opens and holds until the bar close. The return is compounded, meaning it is calculated based on the full capital, not just the account return. The drawdown, or DD, omits intrabar excursions, which are short-term price movements within a trading period. The costs are frozen, meaning they do not change, and there is no selection, meaning all assets are included. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows of data are: [0,6.9086149966,2.7652478562,54.172989378,659,0.087287870498,0.091082647624,0.01024525069,0.015884206419,1.362466853,1.4551915228e-11], [1,-6.2928584073,9.7498449633,47.192716237,659,0.078337261655,0.088480748443,-0.0097547983056,0,-1.3080050918,4.7293724492e-11], [2,-17.864164829,19.083756577,38.239757208,659,0.07487338043,0.094530468213,-0.029750847791,0,-3.9081214174,5.8207660913e-11], [5,-44.688856932,44.688856932,14.112291351,659,0.099205794644,0.12075676554,-0.089715008184,0,-11.304629637,1.0641088011e-10], [10,-71.383762707,71.383762707,4.5523520486,659,0.11912673601,0.20429884008,-0.18957536924,0,-22.388741742,9.0039975476e-11], [20,-92.340294585,92.340294585,0.45523520486,659,0.55325696194,0.39330593442,-0.38899684688,0,-40.574585532,9.0949470177e-13]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the calculation results for Sep 7. The training data covers the period from 2016 to 2020, the holdout period is from 2021 to 2025, and the recent data is from 2026 to Sep 4. The strategy is long-only, from 15:30 open to bar close. The results are based on full-capital compounding, not account return. The drawdown calculation omits intrabar excursions. The costs are frozen, and there is no selection. The columns in the results table 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 in the table are: [0, 0.036328016437, 2.3890398853, 50.165016502, 303, 0.078764428699, 0.089512730195, 0.00022112226524, 0, 0.0073579858726, 1.8189894035e-11], [1, -5.8458436538, 7.0274365278, 43.234323432, 303, 0.069064050883, 0.087440686416, -0.019776922105, 0, -1.2128160845, 3.6379788071e-11], [2, -11.382141564, 11.580525929, 33.99339934, 303, 0.065551934789, 0.094012261975, -0.039770967366, 0, -2.4181030086, 3.8198777474e-11], [5, -26.113258989, 26.113258989, 12.211221122, 303, 0.076831921003, 0.12428835969, -0.09972911749, 0, -5.9464462637, 8.0035533756e-11], [10, -45.427322267, 45.427322267, 3.300330033, 303, 0.049019578202, 0.20806407857, -0.19957946944, 0, -11.545799422, 9.0039975476e-11], [20, -70.229052669, 70.229052669, 0.3300330033, 303, 0.066869659484, 0.40052351058, -0.39898095886, 0, -21.764305375, 1.045918907e-11]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The data is based on a train period from 2016 to 2020, a holdout period from 2021 to 2025, and recent data from 2026 to September 4. The strategy is long-only, meaning it only buys, from 15:30 open to bar close. The return is compounded, meaning it is calculated on the full capital, not just the account return. DD refers to drawdown, which omits intrabar excursions, meaning it does not include price movements within a single bar. The costs are frozen, and there is no selection, meaning no assets are chosen or rejected. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows of data are: [0, 2.4051317568, 7.6588941669, 53.929121726, 649, 0.092322384354, 0.1111486093, 0.0038906120677, 0, 0.48260722405, 4.5474735089e-11], [1, -10.060535617, 13.209323081, 47.919876733, 649, 0.082305924448, 0.10666077609, -0.016108166127, 0, -2.1250386541, 2.7284841053e-11], [2, -21.00877066, 21.753920775, 38.366718028, 649, 0.080782278418, 0.10886399668, -0.036102945066, 0, -4.6650129624, 5.0022208598e-11], [5, -46.486347266, 46.486347266, 15.100154083, 649, 0.10577877566, 0.13196261106, -0.096063295344, 0, -11.896241484, 9.9134922493e-11], [10, -72.035475688, 72.035475688, 4.7765793529, 649, 0.14572168316, 0.21305454239, -0.19591731128, 0, -22.750092265, 9.731593309e-11], [20, -92.363526134, 92.363526134, 0.77041602465, 649, 0.45198177457, 0.40190459513, -0.3953261177, 0, -40.611140322, 1.9326762413e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'EFA QIM90708 fixed cost grid recent pdt'. This is a data line. Sep 7 calculation. The training period is from 2016 to 2020, the holdout period is from 2021 to 2025, and the recent period is from 2026 to Sep 4. The strategy is long-only, meaning it only buys, from 15:30 open to bar close. The return is full-capital compounded, not account return. DD, or drawdown, omits intrabar excursions, which are price movements within a single bar. The costs are frozen, and there is no selection, meaning no assets are chosen or rejected. The columns in the grid are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows are: [0, 3.4142585908, 0.73214378844, 55.263157895, 76, 0.13084986284, 0.066560884268, 0.044286130826, 0.081265902166, 5.1025692316, 5.4569682106e-12], [1, 1.8542479748, 0.91066521229, 50, 76, 0.12305410739, 0.074495558723, 0.024279274336, 0.049326419999, 2.7609028748, 1.2732925825e-11], [2, 0.31777020989, 1.0888655875, 43.421052632, 76, 0.12044075118, 0.084872952711, 0.0042764187165, 0.0088766025505, 0.47140841229, 1.8189894035e-12], [5, -4.1539893005, 4.1786253798, 25, 76, 0.12416917276, 0.11566726014, -0.055708151913, 0, -6.0955386032, 1.6370904632e-11], [10, -11.168364934, 11.168364934, 7.8947368421, 76, 0.21032391586, 0.18696762443, -0.15560250283, 0, -16.100550058, 3.8198777474e-11], [20, -23.694673285, 23.694673285, 5.2631578947, 76, 0.075447550432, 0.37901071438, -0.35509185834, 0, -33.026214687, 1.3642420527e-11]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The calculation used data from 2016 to 2020 for training, 2021 to 2025 for holdout, and 2026 to September 4 for recent data. The calculation was for a long-only strategy, meaning the fund only bought assets, from 15:30 open to bar close. The results are based on full-capital compounded returns, not account return, which means the returns are calculated based on the entire capital, not just the amount invested. DD refers to drawdown, which omits intrabar excursions, meaning it does not include price fluctuations within a single trading period. The costs are frozen, and there is no selection, meaning the costs are fixed and not subject to change. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows in the data are: [0, 2.9930234281, 1.4393052517, 52.941176471, 170, 0.11990095266, 0.1015546534, 0.017478690748, 0.032707308529, 4.4685798359, 0], [1, -0.44987838074, 2.7053429709, 48.235294118, 170, 0.11015335475, 0.10751649891, -0.0025228047905, 0, -0.66615441448, 2.546585165e-11], [2, -3.7776891787, 4.5227671716, 40, 170, 0.1111522719, 0.11163534881, -0.02252030053, 0, -5.5485114106, 2.546585165e-11], [5, -13.108410087, 13.172227798, 24.117647059, 170, 0.10662542233, 0.14259486796, -0.08248879795, 0, -18.802346455, 1.4551915228e-11], [10, -26.692624549, 26.692624549, 7.6470588235, 170, 0.14667674949, 0.20960116316, -0.1823563816, 0, -36.889553358, 5.2750692703e-11], [20, -47.821996063, 47.821996063, 2.9411764706, 170, 0.071458559065, 0.39552715679, -0.3817922828, 0, -61.874398236, 1.0913936421e-11]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The calculation used data from 2016 to 2020 for training, 2021 to 2025 as a holdout period, and recent data from 2026 to September 4. The strategy was long-only, meaning it only bought assets, and it did so from 15:30 open to bar close. The return was compounded, meaning it was calculated based on the full capital, not just the account return. The drawdown, or peak-to-trough decline, omits intrabar excursions, which are short-term price movements within a single bar or period. The costs were frozen, meaning they were not changed, and there was no selection, meaning all assets were included. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows of data are as follows: [0, 1.9780667632, 1.0887986508, 52.873563218, 87, 0.11735490499, 0.087914913382, 0.022639586297, 0.043923502402, 2.9461341078, 1.8189894035e-12], [1, 0.21899669084, 1.3960889521, 48.275862069, 87, 0.10713532907, 0.094894660346, 0.0026370586824, 0.0061535692877, 0.32480178357, 1.6370904632e-11], [2, -1.5097303211, 1.9642300239, 40.229885057, 87, 0.10708401686, 0.10112285359, -0.017361468927, 0, -2.2297831886, 7.2759576142e-12], [5, -6.5190421106, 6.5430702812, 20.689655172, 87, 0.11917625108, 0.12859635945, -0.077333060718, 0, -9.5098347946, 1.8189894035e-11], [10, -14.308148112, 14.308148112, 6.8965517241, 87, 0.19036929534, 0.20443358219, -0.17720579753, 0, -20.458694852, 4.7293724492e-11], [20, -27.993410013, 27.993410013, 4.5977011494, 87, 0.075447550432, 0.39843991925, -0.3766519896, 0, -38.542438105, 5.4569682106e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line. This is a calculation from September 7. The data was split into three parts: training from 2016 to 2020, holdout from 2021 to 2025, and recent data from 2026 to September 4. The strategy was long-only, meaning it only bought assets, from 15:30 open to bar close. The returns were compounded, meaning they were added to the initial investment, and were not based on the account return, which is the return of the entire account. The drawdown, or decline in value, does not include intrabar excursions, which are short-term price movements within a single bar or period. The costs were frozen, meaning they did not change, and there was no selection, meaning all assets were included. 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 are: [0, 1.6318092152, 0.81978530993, 48.979591837, 49, 0.13415930401, 0.069357997034, 0.033154884991, 0.05650734878, 2.4284102948, 3.6379788071e-12], [1, 0.64068194004, 0.95854045935, 44.897959184, 49, 0.12458866428, 0.077651412681, 0.013150254527, 0.026387341502, 0.95118261755, 9.0949470177e-12], [2, -0.34077973155, 1.3726126149, 34.693877551, 49, 0.13854641521, 0.084092420582, -0.0068503755113, 0, -0.50474041517, 9.0949470177e-12], [5, -3.2281091869, 3.2281091869, 16.326530612, 49, 0.18939512178, 0.11682308062, -0.066828272067, 0, -4.7477321874, 1.0913936421e-11], [10, -7.855632341, 7.855632341, 8.1632653061, 49, 0.22839479212, 0.20183206847, -0.16671150842, 0, -11.421114367, 2.0008883439e-11], [20, -16.457414851, 16.457414851, 6.1224489796, 49, 0.096347256064, 0.39634340229, -0.36617866811, 0, -23.398026119, 5.4569682106e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'EFA QIM90708 fixed cost grid recent r1'. This is a calculation from September 7. The calculation used data from 2016 to 2020 for training, 2021 to 2025 for holdout, and 2026 to September 4 for recent data. The calculation looked at long-only positions from 15:30 open to bar close. The results are based on full-capital compounding, not account return. The drawdown, or decrease in value, omits intrabar excursions, which are short-term price movements within a trading period. The costs are frozen, meaning they do not change, and there is no selection, meaning all data is used. 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 results for different values, with the numbers representing the following: 0, 3.1163022616, 0.74176463126, 53.846153846, 91, 0.11906089179, 0.068905683108, 0.033821498609, 0.067837321528, 4.6539941876, 5.4569682106e-12 for the first row, and similar numbers for the other rows. The specific numbers are: [0, 3.1163022616, 0.74176463126, 53.846153846, 91, 0.11906089179, 0.068905683108, 0.033821498609, 0.067837321528, 4.6539941876, 5.4569682106e-12], [1, 1.2565605433, 0.94008271797, 47.252747253, 91, 0.11361802268, 0.075588585526, 0.013816734835, 0.030401723489, 1.8682988988, 2.1827872843e-11], [2, -0.56964003503, 1.1393010134, 39.56043956, 91, 0.11419942701, 0.084980472083, -0.0061840284852, 0, -0.84324635962, 1.2732925825e-11], [5, -5.8529899312, 5.8771893026, 21.978021978, 91, 0.11941948526, 0.11843889092, -0.066162324729, 0, -8.5524581452, 5.4569682106e-12], [10, -14.04211352, 14.04211352, 6.5934065934, 91, 0.21032391586, 0.19261353088, -0.1660462267, 0, -20.092368808, 5.638867151e-11], [20, -28.345398218, 28.345398218, 4.3956043956, 91, 0.075447550432, 0.3857888428, -0.36551471562, 0, -38.987243527, 6.3664629124e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The data is divided into three periods: training from 2016 to 2020, holdout from 2021 to 2025, and recent data from 2026 to September 4. The strategy is long-only, meaning it only buys assets, and it does so at 15:30 open to bar close. The returns are compounded, meaning they are calculated on the full capital, not just the account return. The drawdown, or decrease in value, omits intrabar excursions, which are short-term price movements within a single bar or period. The costs are frozen, meaning they do not change, and there is no selection, meaning all assets are included. 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 in the data are: [0, 5.2214107487, 3.3230768522, 53.531598513, 538, 0.10288284125, 0.11442293147, 0.0095608753594, 0.0046274050679, 1.0355213967, 3.6379788071e-12], [1, -5.5125705713, 6.6452008303, 47.955390335, 538, 0.093173967047, 0.10591101887, -0.010439036774, 0, -1.1411698032, 1.2732925825e-11], [2, -15.151543287, 15.562866217, 41.449814126, 538, 0.086088560023, 0.1129261958, -0.030434949426, 0, -3.2709667679, 2.7284841053e-11], [5, -38.559649559, 38.559649559, 17.843866171, 538, 0.10206581439, 0.13220094684, -0.090398699481, 0, -9.3889867967, 6.7302607931e-11], [10, -64.1240658, 64.1240658, 5.0185873606, 538, 0.16030181913, 0.20878112728, -0.19025837718, 0, -18.737930101, 9.1404217528e-11], [20, -87.767870122, 87.767870122, 1.8587360595, 538, 0.085609428085, 0.39868015529, -0.38967849017, 0, -34.6415677, 5.6843418861e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The data is based on a train period from 2016 to 2020, a holdout period from 2021 to 2025, and recent data from 2026 to September 4. The strategy is long-only, meaning it only buys, and it does so at 15:30 open to bar close. The returns are compounded, meaning they are calculated on the full capital, not just the account return. The drawdown, or peak-to-trough decline, omits intrabar excursions, which are short-term price movements within a bar. The costs are frozen, meaning they do not change, and there is no selection, meaning all data is included. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows of data are: [0, 8.4892344361, 2.4008363299, 50.843373494, 1245, 0.1170017593, 0.12221477697, 0.0066751515103, 0, 1.662924313, 9.0949470177e-12], [1, -15.423965523, 16.235753967, 46.425702811, 1245, 0.10674863494, 0.1173752916, -0.013324183537, 0, -3.3339091874, 5.8207660913e-11], [2, -34.066217389, 34.375804986, 40.321285141, 1245, 0.10134583744, 0.12430472654, -0.033319519216, 0, -8.0851433914, 1.0641088011e-10], [5, -68.761512124, 68.761512124, 20.642570281, 1245, 0.11142505897, 0.14653011768, -0.093281539049, 0, -20.983027436, 1.1050360627e-10], [10, -91.005163066, 91.005163066, 7.4698795181, 1245, 0.13876601599, 0.21993269705, -0.19313833535, 0, -38.584476113, 5.6843418861e-11], [20, -99.254239454, 99.254239454, 1.7670682731, 1245, 0.13044407383, 0.40196064912, -0.39255269418, 0, -62.898316675, 3.2684965845e-13]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: this is a Sep 7 calculation for EFA QIM90708. The data is divided into training from 2016 to 2020, holdout from 2021 to 2025, and recent data from 2026 to Sep 4. The strategy is long-only from 15:30 open to bar close. The results are based on full-capital compounded returns, not account returns. The drawdown, or DD, does not include intrabar excursions, which means it does not account for price fluctuations within a single bar. The costs are frozen, and there is no selection, meaning that the costs and selection criteria are fixed. 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 in the data are: [0, 7.6701547742, 2.4171539497, 54.391371341, 649, 0.10420856796, 0.11544196044, 0.011499794356, 0.0096656498372, 1.5070965466, 2.546585165e-11], [1, -5.4364182313, 8.6717622901, 49.306625578, 649, 0.093461294252, 0.10767307673, -0.0085005055228, 0, -1.1250478991, 6.0026650317e-11], [2, -16.94754215, 17.350516717, 41.910631741, 649, 0.08807487726, 0.11260157455, -0.028496805842, 0, -3.6889391553, 1.4551915228e-11], [5, -43.735014314, 43.735014314, 19.568567026, 649, 0.09746705576, 0.13369726311, -0.088461718434, 0, -10.988564113, 1.0732037481e-10], [10, -70.597717037, 70.597717037, 5.8551617874, 649, 0.13818082528, 0.20862964636, -0.18832333215, 0, -21.945993352, 1.0322764865e-10], [20, -91.970907033, 91.970907033, 1.2326656394, 649, 0.090535031997, 0.39371651378, -0.38774731136, 0, -39.98028354, 2.3874235922e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars