Notes

{"fast":20,"slow":50,"split":"train","slippage":0.001,"return":48.85840335019309,"drawdown":47.78618252249183,"win_rate":50,"sample":10,"avg_win_pct":20.681236476129037,"avg_loss_pct":-8.040060969739633,"event_filter":false}; fees5bp eachside,next-open fills,cross signal priorclose; resetflatJan2025,forced finalclose; noeventfilter. Alltradevectors archived with code. https://runway.adityaperswal.workers.dev/data/stock-bars

{"fast":10,"slow":50,"split":"holdout","slippage":0.0025,"return":184.42747538510707,"drawdown":12.80468991052146,"win_rate":100,"sample":3,"avg_win_pct":51.959844997389226,"avg_loss_pct":null,"event_filter":false}; fees5bp eachside,next-open fills,cross signal priorclose; resetflatJan2025,forced finalclose; noeventfilter. Alltradevectors archived with code. https://runway.adityaperswal.workers.dev/data/stock-bars

{"fast":10,"slow":50,"split":"holdout","slippage":0.001,"return":186.99888500691037,"drawdown":12.804689910521427,"win_rate":100,"sample":3,"avg_win_pct":52.41656074779637,"avg_loss_pct":null,"event_filter":false}; fees5bp eachside,next-open fills,cross signal priorclose; resetflatJan2025,forced finalclose; noeventfilter. Alltradevectors archived with code. https://runway.adityaperswal.workers.dev/data/stock-bars

{"fast":10,"slow":50,"split":"train","slippage":0.0025,"return":6.49227862686339,"drawdown":53.21021052625498,"win_rate":27.27272727272727,"sample":11,"avg_win_pct":34.470982032756915,"avg_loss_pct":-8.440408158549713,"event_filter":false}; fees5bp eachside,next-open fills,cross signal priorclose; resetflatJan2025,forced finalclose; noeventfilter. Alltradevectors archived with code. https://runway.adityaperswal.workers.dev/data/stock-bars

{"fast":10,"slow":50,"split":"train","slippage":0.001,"return":10.065163804365076,"drawdown":52.07366792763386,"win_rate":27.27272727272727,"sample":11,"avg_win_pct":34.87515224459848,"avg_loss_pct":-8.16516583142886,"event_filter":false}; fees5bp eachside,next-open fills,cross signal priorclose; resetflatJan2025,forced finalclose; noeventfilter. Alltradevectors archived with code. https://runway.adityaperswal.workers.dev/data/stock-bars

{"fast":5,"slow":50,"split":"holdout","slippage":0.0025,"return":102.60947665540306,"drawdown":12.80468991052144,"win_rate":50,"sample":8,"avg_win_pct":26.39394464157644,"avg_loss_pct":-2.275479583871984,"event_filter":false}; fees5bp eachside,next-open fills,cross signal priorclose; resetflatJan2025,forced finalclose; noeventfilter. Alltradevectors archived with code. https://runway.adityaperswal.workers.dev/data/stock-bars

{"fast":5,"slow":50,"split":"holdout","slippage":0.001,"return":107.5309414384923,"drawdown":12.804689910521416,"win_rate":50,"sample":8,"avg_win_pct":26.773847279214223,"avg_loss_pct":-1.9817146407966244,"event_filter":false}; fees5bp eachside,next-open fills,cross signal priorclose; resetflatJan2025,forced finalclose; noeventfilter. Alltradevectors archived with code. https://runway.adityaperswal.workers.dev/data/stock-bars

{"fast":5,"slow":50,"split":"train","slippage":0.0025,"return":-36.89354665017363,"drawdown":59.72865710409123,"win_rate":17.647058823529413,"sample":17,"avg_win_pct":32.55357917251535,"avg_loss_pct":-8.33398570631834,"event_filter":false}; fees5bp eachside,next-open fills,cross signal priorclose; resetflatJan2025,forced finalclose; noeventfilter. Alltradevectors archived with code. https://runway.adityaperswal.workers.dev/data/stock-bars

{"fast":5,"slow":50,"split":"train","slippage":0.001,"return":-33.59162341883803,"drawdown":58.064074156841095,"win_rate":17.647058823529413,"sample":17,"avg_win_pct":32.951988520077606,"avg_loss_pct":-8.058423631419764,"event_filter":false}; fees5bp eachside,next-open fills,cross signal priorclose; resetflatJan2025,forced finalclose; noeventfilter. Alltradevectors archived with code. https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7. All-adjusted IEX daily bars2022-01-01 through2026-09-04; source is partial venue, not NBBO. [{"o":36.05,"h":36.7,"l":35.7,"c":35.79,"v":285790},{"o":35.79,"h":35.79,"l":34.56,"c":35.25,"v":357445},{"o":35.31,"h":36.5,"l":35.31,"c":36.14,"v":298932},{"o":36.45,"h":36.495,"l":35.79,"c":36.29,"v":309437},{"o":35.985,"h":36.49,"l":35.985,"c":36.19,"v":416520},{"o":36.16,"h":37,"l":35.66,"c":36.23,"v":495078},{"o":36,"h":37.46,"l":35.9,"c":37.39,"v":411490},{"o":37.915,"h":37.92,"l":36.755,"c":37.41,"v":450140},{"o":37.05,"h":37.5,"l":36.685,"c":36.825,"v":148210},{"o":37.11,"h":37.115,"l":36.23,"c":36.3,"v":301588},{"o":36.16,"h":36.56,"l":35.705,"c":36.36,"v":474554},{"o":36.82,"h":37.275,"l":36.31,"c":36.49,"v":278054},{"o":36.43,"h":36.925,"l":36.37,"c":36.76,"v":329753},{"o":36.845,"h":37.79,"l":36.54,"c":37.57,"v":325209},{"o":37.045,"h":37.045,"l":34.69,"c":34.71,"v":367106},{"o":34.83,"h":35.33,"l":34.015,"c":34.6,"v":464855},{"o":34.63,"h":34.94,"l":34.265,"c":34.505,"v":380868},{"o":34.55,"h":34.98,"l":33.43,"c":34.195,"v":381567},{"o":33.835,"h":34.41,"l":33.695,"c":34.405,"v":223161},{"o":34.18,"h":35.14,"l":34.12,"c":34.945,"v":308698}] https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7. All-adjusted IEX daily bars2022-01-01 through2026-09-04; source is partial venue, not NBBO. {"marketcap_stale_sharecount_usdm":25241.577759174997,"cash_per_stale_share":5.31906352174034,"cash_marketcap_pct":15.221243444671167,"quarterly_burn_pct_cash":7.040557697623321,"annualized_burn_usdm":1082.016,"static_cash_quarters":14.203420282140005,"cash_decline_quarter_pct":-10.479228805035056,"cfo_burn_growth_pct":32.35151651556147,"hypothetical_stop":33.7875,"hypothetical_target":36.68125,"support_RR":1.1460396039603957,"one_share_gap20_loss":6.989000000000001,"one_share_gap30_loss":10.4835,"fullfund_gap20_loss":9.828000000000001,"fund_gap20_notional_limit":42.549499999999995,"shares_affordable":1} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7. All-adjusted IEX daily bars2022-01-01 through2026-09-04; source is partial venue, not NBBO. {"n":420,"correlation":0.3902083971864555,"daily_alpha_pct":0.2189359574824113,"beta":0.9182525331040446,"R2":0.15226259323482216,"daily_mean_pct":0.2873941561470709,"daily_std_pct":2.462710923071691,"min_pct":-7.612456747404838,"max_pct":22.25112319697329} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7. All-adjusted IEX daily bars2022-01-01 through2026-09-04; source is partial venue, not NBBO. {"n":752,"correlation":0.3235481320645487,"daily_alpha_pct":0.04913680336813414,"beta":1.0984286641213996,"R2":0.10468339376245828,"daily_mean_pct":0.09205034536191495,"daily_std_pct":3.7338486933286776,"min_pct":-12.939698492462314,"max_pct":22.28163992869876} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7. All-adjusted IEX daily bars2022-01-01 through2026-09-04; source is partial venue, not NBBO. {"bars":1173,"first":"2022-01-03 00:00:00","last":"2026-09-04 00:00:00","close":34.945,"sma10":35.454,"sma20":35.91775,"sma50":35.2768,"atr14":1.1575,"adr14":1.1199999999999999,"low20":33.43,"high20":37.92,"vol20_pct":35.02594834205775,"volume20":350422.75,"return20_pct":-3.7725457799807183} https://runway.adityaperswal.workers.dev/data/stock-bars

Calculated in Python from exact fills. SNOW-5.392364%,DELL+7.939941%,GTLB-5.130499%; winrate33.333%,averagewin7.939941%,averageloss5.261432%,mean-0.860974%; realizedPnL-1.046053USD. Wilson95wininterval6.149–79.234%; rawquarterKelly0. All3market entries/all3operatorliquidations,0strategy stop/targetexits. No submitted referencequotes in records, so market slippage cannotbeestimated. These are censored multiday theses,not valid intended4–6week outcome labels or an intraday edge. query_trades fund=quant retrieved 2026-09-07

August31 issuer unaudited preliminary quarter endedAugust1 2026, retrieved/calculatedSep7. Sales780–800m vs972.2m; operating150–170m vs66.4m; net290–310m vs168.6m. Midpoint sales790m down18.741%; operatingmargin20.253% vs6.830%. eBay238m netgain less75m digital loss=163m,54.333% of midpoint netincome300m; these components are not tax-normalized core EPS. Cash/securities5050–5070m vs8694m,midpointdown41.799%; conversion into eBayequity partlyexplains. eBay43.4mshares worth4947m implies113.986/share atAug1, notcurrentquote. CompleteSeptember8results mustaddincrementalinformation. https://investor.gamestop.com/news-releases/news-details/2026/GameStop-Announces-Second-Quarter-2026-Preliminary-Results/default.aspx

Author-hosted 2021 JFE142pp377–403, authors Baltussen/Da/Lammers/Martens with Robeco affiliations, retrieved September7. Sample17equity+16bond+21commodity+8currency futures,1974–May2020. Prior-close-to-final-halfhour predictor is stronger than overnight-plus-firsthalfhour in their sample; authors explicitly exclude transaction costs from main strategy and warn it may be unexploitable for many investors. Short-gamma hedging provides mechanism, not proof of current dealer positioning. This is an independent broader futures dataset, not a second vote for identical ETF returns. https://academicweb.nd.edu/~zda/intramom.pdf

Ledger rereadSep7 08UTC: only1closedcrypto trade,operatorliquidation; entry81614.8 exit81548.7 qty.001681857 =price-only-.08099021256%/-$.1111707477,47.9278minutes; feeactivities notprovided. Zero wins, no averagewinidentified, no stop/targethit calibration, no execution referencequote for slippage. Python recomputed frozen backtests596/597/598 expectancy_pct BTC-.6328916631 ETH-.7069389899 SOL-.5733609909. UnclippedquarterKelly-.1596417245/-.0423085532/-.0275617278, clipped0 each. Correct precision ETH08:02bidUSD19.9999978507,ask83.3750736; earlieranalysis655figure19.9999958537 was immaterialmanualroundingerror. query_trades fund=crypto trade=10