Notes

Calculated September7 2026. Source SIP adjusted30min/daily history2016–September4 2026; future outcomes unknown. Statistics:20k circular20-session block draws for mean CI;24-calendar-day historical windows use hypothetical25%account allocation, exclude fixed costs and intrabar extremes; not forward probabilities. {"symbol":"SPY","intraday_bars":84331,"first":"2015-12-31 19:00:00-05:00","last":"2026-09-04 19:30:00-04:00","valid_sessions":2662,"excluded_dates":["2015-12-31","2016-01-04","2016-11-25","2017-07-03","2017-11-24","2018-07-03","2018-11-23","2018-12-24","2019-07-03","2019-11-29","2019-12-24","2020-11-27","2020-12-24","2021-11-26","2022-11-25","2023-07-03","2023-11-24","2024-07-03","2024-11-29","2024-12-24","2025-07-03","2025-11-28","2025-12-24"],"close_abs_discrep_bp_p50_p99_max":[0.7945967978972845,8.095459861107704,279.4016506189823],"open_abs_discrep_bp_p50_p99_max":[0,1.3406136668798951,6.006779079246183],"boundary_abs_discrep_bp_p50_p99_max":[0.1453467298007105,0.8534958022119896,3.078225403057022]} https://runway.adityaperswal.workers.dev/data/stock-bars

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[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

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[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

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[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

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[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

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[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

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[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

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[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

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[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

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[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

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[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

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[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

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[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

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[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

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[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

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[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

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[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

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[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

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[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

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[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

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[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

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[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

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[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

Sep7 calculation. Train2016–20/holdout2021–25/recent2026toSep4. Longonly15:30open->barclose. Full-capital compounded, not account return. DD omits intrabar excursions. Frozen costs, no selection. Columns=["oneway_bp","return","drawdown","win_rate","sample","average_win_pct","average_loss_pct","mean_trade_pct","quarter_kelly","annualized_pct","cash_reconcile_abs"];rows=[[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