Notes

Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"IWM","split":"recent","passive_return_pct":19.79666325072218,"matched_n":5,"matched_swing_return_pct":4.855939508340779,"matched_baseline_return_pct":6.497396228912011,"raw_swing_return_pct":4.182650930388565,"max_adjustment_trade_bp":17.947921447225568} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"IWM","split":"holdout","passive_return_pct":32.24335670947838,"matched_n":39,"matched_swing_return_pct":-10.746257060260344,"matched_baseline_return_pct":41.68494105935559,"raw_swing_return_pct":-8.32824295237582,"max_adjustment_trade_bp":29.235899986528313} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"IWM","split":"train","passive_return_pct":89.71939603583492,"matched_n":39,"matched_swing_return_pct":-9.752677398986787,"matched_baseline_return_pct":-27.015366173098432,"raw_swing_return_pct":-13.186332741486295,"max_adjustment_trade_bp":37.39951756640991} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"SPY","split":"recent","passive_return_pct":12.697186309725828,"matched_n":11,"matched_swing_return_pct":4.16965202393853,"matched_baseline_return_pct":10.032606705177738,"raw_swing_return_pct":1.875938341565342,"max_adjustment_trade_bp":0.119402533653723} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"SPY","split":"holdout","passive_return_pct":94.25626181400348,"matched_n":39,"matched_swing_return_pct":1.2266158828550644,"matched_baseline_return_pct":31.367173180182274,"raw_swing_return_pct":1.158178393342757,"max_adjustment_trade_bp":29.85818112919425} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"SPY","split":"train","passive_return_pct":103.22045968890264,"matched_n":39,"matched_swing_return_pct":-12.177725995210553,"matched_baseline_return_pct":-17.56445495899167,"raw_swing_return_pct":-15.048043740775974,"max_adjustment_trade_bp":0.4311343878482532} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"TLT","common_dates":2684,"daily_open_difference_median_bp":0,"daily_open_difference_max_bp":9.173750840926198,"regular_days_less26":19,"intraday_non_daily_dates":1,"duplicate_timestamps":0,"invalid_ohlc":0} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"EEM","common_dates":2684,"daily_open_difference_median_bp":0,"daily_open_difference_max_bp":16.98513800424628,"regular_days_less26":22,"intraday_non_daily_dates":0,"duplicate_timestamps":0,"invalid_ohlc":0} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"EFA","common_dates":2684,"daily_open_difference_median_bp":0,"daily_open_difference_max_bp":5.347593582887278,"regular_days_less26":22,"intraday_non_daily_dates":0,"duplicate_timestamps":0,"invalid_ohlc":0} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"IWM","common_dates":2684,"daily_open_difference_median_bp":0,"daily_open_difference_max_bp":290.00184128153194,"regular_days_less26":17,"intraday_non_daily_dates":3,"duplicate_timestamps":0,"invalid_ohlc":0} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"SPY","common_dates":2684,"daily_open_difference_median_bp":0,"daily_open_difference_max_bp":6.053497786691064,"regular_days_less26":2,"intraday_non_daily_dates":2,"duplicate_timestamps":0,"invalid_ohlc":0} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"TLT","daily":2684,"intraday":136447,"first":"2016-01-01 00:30:00+00:00","last":"2026-09-04 23:45:00+00:00","duplicates":0,"bad_ohlc":0,"daily_first":"2016-01-04 05:00:00+00:00","daily_last":"2026-09-04 04:00:00+00:00"} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"EEM","daily":2684,"intraday":117059,"first":"2016-01-04 10:15:00+00:00","last":"2026-09-04 22:00:00+00:00","duplicates":0,"bad_ohlc":0,"daily_first":"2016-01-04 05:00:00+00:00","daily_last":"2026-09-04 04:00:00+00:00"} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"EFA","daily":2684,"intraday":91365,"first":"2016-01-04 12:15:00+00:00","last":"2026-09-04 20:00:00+00:00","duplicates":0,"bad_ohlc":0,"daily_first":"2016-01-04 05:00:00+00:00","daily_last":"2026-09-04 04:00:00+00:00"} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"IWM","daily":2684,"intraday":158037,"first":"2016-01-01 00:00:00+00:00","last":"2026-09-04 23:45:00+00:00","duplicates":0,"bad_ohlc":0,"daily_first":"2016-01-04 05:00:00+00:00","daily_last":"2026-09-04 04:00:00+00:00"} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"SPY","daily":2684,"intraday":168155,"first":"2016-01-01 00:00:00+00:00","last":"2026-09-04 23:45:00+00:00","duplicates":0,"bad_ohlc":0,"daily_first":"2016-01-04 05:00:00+00:00","daily_last":"2026-09-04 04:00:00+00:00"} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"TLT","date":"2026-09-04","close":82.21,"sma200":86.24699999999999,"rsi2":74.53248162232107,"rsi_previous2":[24.463945460056728,52.48685801026979,74.53248162232107],"atr20":0.6618999999999999,"adr20":0.45421499999999854,"volume_usd":2161076035.08,"whole_shares":2} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"EEM","date":"2026-09-04","close":68.7,"sma200":61.741350000000004,"rsi2":96.37740330168566,"rsi_previous2":[65.59675884587323,82.60753326219867,96.37740330168566],"atr20":0.923889999999998,"adr20":0.6696399999999997,"volume_usd":1085458828.825,"whole_shares":3} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"EFA","date":"2026-09-04","close":108.35,"sma200":101.58840000000001,"rsi2":84.74398164854108,"rsi_previous2":[48.57834270704789,82.30751219182838,84.74398164854108],"atr20":0.7828699999999976,"adr20":0.6326199999999986,"volume_usd":901668846.0150001,"whole_shares":1} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"IWM","date":"2026-09-04","close":296.01,"sma200":272.68075,"rsi2":77.39173678179415,"rsi_previous2":[56.83507751005228,68.73167668780741,77.39173678179415],"atr20":2.863024999999996,"adr20":2.468524999999994,"volume_usd":4605141206.155001,"whole_shares":0} https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7 2026. Daily2016–Sep4 2026, all SIP15min histories fetched with pagination and bounded429 retries. Figures are observations/diagnostics, not orders or an independent future edge. Rawbarriers with dailyadjustment-ratio wealth; currentlevels from completedSep4bars. {"symbol":"SPY","date":"2026-09-04","close":770.19,"sma200":712.1529,"rsi2":56.24216820150644,"rsi_previous2":[52.00126399600207,85.09673780322036,56.24216820150644],"atr20":5.236859999999979,"adr20":4.4095599999999875,"volume_usd":28041884838.015,"whole_shares":0} https://runway.adityaperswal.workers.dev/data/stock-bars

Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"target_count":4,"stop_count":19,"rsi_count":4,"timeout_count":0,"target_rate_pct":14.814814814814813,"target_Wilson95_pct":[5.91583185964489,32.479063346829484],"same_day":1,"stop_overshoot_median_R":0.048566921876206606,"stop_overshoot_max_R":0.28112018879816886,"extended_exits":14} https://runway.adityaperswal.workers.dev/data/stock-bars

Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"paths":20000,"months":60,"seed":90706,"hypothetical_fraction":0.25,"pnl_quantiles":[-31.919693577164235,-18.039899362937774,-4.829342673858521],"loss_probability":0.98835,"drawdown_p95_pct":3.806682016425009,"pnl24_quantiles":[-2.9261737407583097,0,0.6287515243146461],"prob24_gain349":0,"prob24_loss":0.1677} https://runway.adityaperswal.workers.dev/data/stock-bars

Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"regimes":[{"bucket":"highvol","n":19,"mean_pct":-0.25251580592499157,"win_pct":31.57894736842105},{"bucket":"lowvol","n":8,"mean_pct":-0.4817110977561545,"win_pct":12.5},{"bucket":"rsi_below10","n":18,"mean_pct":-0.17136311491726058,"win_pct":33.33333333333333},{"bucket":"rsi_atleast10","n":9,"mean_pct":-0.6185503362348206,"win_pct":11.11111111111111}],"years":[{"year":2021,"n":8,"return_pct":-0.6383019221426145,"mean_pct":-0.07362835752213748},{"year":2023,"n":1,"return_pct":-1.6895048805489976,"mean_pct":-1.6895048805489976},{"year":2024,"n":12,"return_pct":-4.165617100486285,"mean_pct":-0.3497820924987275},{"year":2025,"n":6,"return_pct":-2.167396970825286,"mean_pct":-0.3625953739855414}]} https://runway.adityaperswal.workers.dev/data/stock-bars

Calculated Sep7 2026;2021–25 chronological holdout, main65/10bp. NumPy 20k circular3-calendar-month blocks, inactive months retained; HAC3 regression via sandwich covariance. Simulation: hypothetical25%account allocation,850.99start; resampled frequencies not calibrated forecasts; monthly/realized marks omit open-trade excursions and fixed overhead. 24day simulation resamples realized cashflows, not a fresh-entry forecast. Actual size0. {"n":27,"mean_pct":-0.3204255220231139,"mean_CI_pct":[-0.6802492155792228,-0.04489018787184716],"positive_bootstrap_fraction":0.0119,"vol_threshold":0.10678764595727254,"OLS_coef":{"const":-0.002905808923779012,"vol":0.010704314315550982,"rsi":-0.0001679076261232662},"OLS_HAC_t":{"const":-0.6708983560365577,"vol":0.3190225987962934,"rsi":-0.7828769843486875},"OLS_R2":0.028207637178750078} https://runway.adityaperswal.workers.dev/data/stock-bars