Notes

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":[5.562764743322759,79.10872264213896,166.2785372492539],"loss_probability":0.037,"drawdown_p95_pct":4.891007379081821,"pnl24_quantiles":[-4.10683789264287,0,9.127273974790864],"prob24_gain349":0,"prob24_loss":0.1154} 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":36,"mean_pct":0.8832169957051066,"win_pct":75},{"bucket":"lowvol","n":3,"mean_pct":1.5976732495580774,"win_pct":100},{"bucket":"rsi_below10","n":17,"mean_pct":0.7722748437966446,"win_pct":82.35294117647058},{"bucket":"rsi_atleast10","n":22,"mean_pct":1.0663708749779595,"win_pct":72.72727272727273}],"years":[{"year":2021,"n":13,"return_pct":22.683189920175373,"mean_pct":1.6099064431898464},{"year":2023,"n":4,"return_pct":-4.030898459777821,"mean_pct":-0.9933144325661836},{"year":2024,"n":13,"return_pct":15.458725868173362,"mean_pct":1.1557749817238627},{"year":2025,"n":9,"return_pct":4.227049706082409,"mean_pct":0.5120256444938421}]} 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":39,"mean_pct":0.938175169078412,"mean_CI_pct":[-0.09885163869442207,1.7478028491062114],"positive_bootstrap_fraction":0.9649,"vol_threshold":0.14820833126341326,"OLS_coef":{"const":-0.027945157016191047,"vol":0.15954792713208443,"rsi":0.0004541033596416333},"OLS_HAC_t":{"const":-1.4669082834600051,"vol":2.6027996357713996,"rsi":0.7084183302138445},"OLS_R2":0.0849000959774392} 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":19,"stop_count":38,"rsi_count":7,"timeout_count":0,"target_rate_pct":29.6875,"target_Wilson95_pct":[19.904999589075246,41.77043259412798],"same_day":25,"stop_overshoot_median_R":0.06612972028954989,"stop_overshoot_max_R":0.3255039944573781,"extended_exits":19} 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":[-27.188449459662195,4.217455099297069,35.06814881640274],"loss_probability":0.41515,"drawdown_p95_pct":4.190242805633414,"pnl24_quantiles":[-3.9099597215647415,0,3.3143230441114278],"prob24_gain349":0,"prob24_loss":0.2182} 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":46,"mean_pct":0.06185953900423144,"win_pct":43.47826086956522},{"bucket":"lowvol","n":18,"mean_pct":-0.05486745054051951,"win_pct":44.44444444444444},{"bucket":"rsi_below10","n":47,"mean_pct":-0.07869386256480128,"win_pct":38.297872340425535},{"bucket":"rsi_atleast10","n":17,"mean_pct":0.32685507205946795,"win_pct":58.82352941176471}],"years":[{"year":2021,"n":15,"return_pct":7.262710281863605,"mean_pct":0.4777750360511587},{"year":2022,"n":3,"return_pct":-0.06198788848454928,"mean_pct":-0.012261608218814649},{"year":2023,"n":17,"return_pct":-1.303376610611362,"mean_pct":-0.07196503447617876},{"year":2024,"n":16,"return_pct":-4.481270912477897,"mean_pct":-0.2820495673535317},{"year":2025,"n":13,"return_pct":0.38988529277994566,"mean_pct":0.03571404862353121}]} 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":64,"mean_pct":0.029030073194770238,"mean_CI_pct":[-0.22751670112616584,0.33006730884484237],"positive_bootstrap_fraction":0.58935,"vol_threshold":0.10217575960353975,"OLS_coef":{"const":-0.00955034148525853,"vol":0.07713374308200673,"rsi":0.00006445459927564845},"OLS_HAC_t":{"const":-1.9249138772225047,"vol":1.7054176801694563,"rsi":0.4184869909562666},"OLS_R2":0.03985414435590717} 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":0,"stop_count":0,"rsi_count":39,"timeout_count":0,"target_rate_pct":0,"target_Wilson95_pct":[0,8.966985360023902],"same_day":0,"stop_overshoot_median_R":null,"stop_overshoot_max_R":null,"extended_exits":0} https://runway.adityaperswal.workers.dev/data/stock-bars

Sep7 execution: --symbols GIS --strategy momentum --lookback 20 --days 1825;1252bars,60closedtrades,grossreturn-1.75518512%,DD27.71003931%,win35%,avgtrade-.0854844%,buyhold-35.53384978%. Codeaudit: sameclose signal/fill,no costs,noOOS;diagnosticnotadopted. Fulltradeoutputarchived. https://runway.adityaperswal.workers.dev/data/stock-bars ; /app/agent/dist/backtest.js ; research/cli.json

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":[19.800209499273574,61.0779131414468,105.23209250813873],"loss_probability":0.00625,"drawdown_p95_pct":2.5831573238695915,"pnl24_quantiles":[-4.2780354071142375,0,5.7037578320230296],"prob24_gain349":0,"prob24_loss":0.07915} https://runway.adityaperswal.workers.dev/data/stock-bars

[{"date":"2026-07-01","mode":"calendar","split":"holdout","slippage":0.001,"return_pct":4.767481719766464},{"date":"2026-07-01","mode":"calendar","split":"holdout","slippage":0.0025,"return_pct":4.453649238747492},{"date":"2026-07-01","mode":"barrier","split":"holdout","slippage":0.001,"return_pct":3.742359589436073},{"date":"2026-07-01","mode":"barrier","split":"holdout","slippage":0.0025,"return_pct":3.4315978763331367}] Fees5bp/slip10or25bpside; frozenT-5/T-2; barrier1ATR/1.5ATR. No barrier row when ATR undefined. Scheduledwindow,not proven news-free. https://investors.generalmills.com/press-releases/press-release-details/2026/General-Mills-to-Webcast-Fiscal-2026-Fourth-Quarter-and-Full-Year-Earnings-Results-on-July-1-2026/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"date":"2026-03-18","mode":"calendar","split":"holdout","slippage":0.001,"return_pct":-7.583937607892388},{"date":"2026-03-18","mode":"calendar","split":"holdout","slippage":0.0025,"return_pct":-7.860771236709585},{"date":"2026-03-18","mode":"barrier","split":"holdout","slippage":0.001,"return_pct":-2.750454211247244},{"date":"2026-03-18","mode":"barrier","split":"holdout","slippage":0.0025,"return_pct":-3.0417666082989236}] Fees5bp/slip10or25bpside; frozenT-5/T-2; barrier1ATR/1.5ATR. No barrier row when ATR undefined. Scheduledwindow,not proven news-free. https://investors.generalmills.com/press-releases/press-release-details/2026/General-Mills-to-Webcast-Fiscal-2026-Third-Quarter-Earnings-Results-on-March-18-2026/default.aspx ; 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":28,"mean_pct":0.8741107698227129,"win_pct":85.71428571428571},{"bucket":"lowvol","n":11,"mean_pct":0.31457141524330323,"win_pct":72.72727272727273},{"bucket":"rsi_below10","n":26,"mean_pct":0.36989771795591675,"win_pct":73.07692307692307},{"bucket":"rsi_atleast10","n":13,"mean_pct":1.409080496604497,"win_pct":100}],"years":[{"year":2021,"n":10,"return_pct":17.130967468882517,"mean_pct":1.603195992397921},{"year":2022,"n":2,"return_pct":-1.2860123271263735,"mean_pct":-0.6176670389030636},{"year":2023,"n":10,"return_pct":4.789888340601833,"mean_pct":0.4774076939314964},{"year":2024,"n":9,"return_pct":8.368279885901341,"mean_pct":0.9024964371736265},{"year":2025,"n":8,"return_pct":0.0494880178639745,"mean_pct":0.030277050332701283}]} https://runway.adityaperswal.workers.dev/data/stock-bars

[{"date":"2025-12-17","mode":"calendar","split":"holdout","slippage":0.001,"return_pct":2.4660969736231664},{"date":"2025-12-17","mode":"calendar","split":"holdout","slippage":0.0025,"return_pct":2.1591583233310896},{"date":"2025-12-17","mode":"barrier","split":"holdout","slippage":0.001,"return_pct":2.585277768994154},{"date":"2025-12-17","mode":"barrier","split":"holdout","slippage":0.0025,"return_pct":2.277982110935106}] Fees5bp/slip10or25bpside; frozenT-5/T-2; barrier1ATR/1.5ATR. No barrier row when ATR undefined. Scheduledwindow,not proven news-free. https://investors.generalmills.com/press-releases/press-release-details/2025/General-Mills-to-Webcast-Fiscal-2026-Second-Quarter-Earnings-Results-on-Dec--17-2025/default.aspx ; 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":39,"mean_pct":0.7162919775054435,"mean_CI_pct":[0.16584328749394397,1.1776912236161474],"positive_bootstrap_fraction":0.99415,"vol_threshold":0.10217575960353975,"OLS_coef":{"const":-0.016195954256851518,"vol":0.14438832570238386,"rsi":0.0005977643607909255},"OLS_HAC_t":{"const":-2.4711337124452366,"vol":3.031428285606073,"rsi":2.230489036463535},"OLS_R2":0.11959881550254181} https://runway.adityaperswal.workers.dev/data/stock-bars

[{"date":"2025-09-17","mode":"calendar","split":"holdout","slippage":0.001,"return_pct":-2.1670770365388337},{"date":"2025-09-17","mode":"calendar","split":"holdout","slippage":0.0025,"return_pct":-2.4601369482114666},{"date":"2025-09-17","mode":"barrier","split":"holdout","slippage":0.001,"return_pct":-1.9260569753180579},{"date":"2025-09-17","mode":"barrier","split":"holdout","slippage":0.0025,"return_pct":-2.2198388660107704}] Fees5bp/slip10or25bpside; frozenT-5/T-2; barrier1ATR/1.5ATR. No barrier row when ATR undefined. Scheduledwindow,not proven news-free. https://investors.generalmills.com/press-releases/press-release-details/2025/General-Mills-to-Webcast-Fiscal-2026-First-Quarter-Earnings-Results-on-Sept--17-2025/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"date":"2025-06-25","mode":"calendar","split":"holdout","slippage":0.001,"return_pct":0.1031168805520899},{"date":"2025-06-25","mode":"calendar","split":"holdout","slippage":0.0025,"return_pct":-0.19674342927560318},{"date":"2025-06-25","mode":"barrier","split":"holdout","slippage":0.001,"return_pct":0.1031168805520899},{"date":"2025-06-25","mode":"barrier","split":"holdout","slippage":0.0025,"return_pct":-0.19674342927560318}] Fees5bp/slip10or25bpside; frozenT-5/T-2; barrier1ATR/1.5ATR. No barrier row when ATR undefined. Scheduledwindow,not proven news-free. https://investors.generalmills.com/press-releases/press-release-details/2025/General-Mills-to-Webcast-Fiscal-2025-Fourth-Quarter-and-Full-Year-Earnings-Results-on-June-25-2025/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"date":"2025-03-19","mode":"calendar","split":"holdout","slippage":0.001,"return_pct":-0.1927667513474951},{"date":"2025-03-19","mode":"calendar","split":"holdout","slippage":0.0025,"return_pct":-0.49174073754911785},{"date":"2025-03-19","mode":"barrier","split":"holdout","slippage":0.001,"return_pct":-0.1927667513474951},{"date":"2025-03-19","mode":"barrier","split":"holdout","slippage":0.0025,"return_pct":-0.49174073754911785}] Fees5bp/slip10or25bpside; frozenT-5/T-2; barrier1ATR/1.5ATR. No barrier row when ATR undefined. Scheduledwindow,not proven news-free. https://s29.q4cdn.com/993087495/files/doc_downloads/2025/02/F25-Q3-Earnings-Webcast-Announcement-Press-Release.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"date":"2024-12-18","mode":"calendar","split":"holdout","slippage":0.001,"return_pct":-1.1761470443791278},{"date":"2024-12-18","mode":"calendar","split":"holdout","slippage":0.0025,"return_pct":-1.4721753009317995},{"date":"2024-12-18","mode":"barrier","split":"holdout","slippage":0.001,"return_pct":-1.1761470443791278},{"date":"2024-12-18","mode":"barrier","split":"holdout","slippage":0.0025,"return_pct":-1.4721753009317995}] Fees5bp/slip10or25bpside; frozenT-5/T-2; barrier1ATR/1.5ATR. No barrier row when ATR undefined. Scheduledwindow,not proven news-free. https://investors.generalmills.com/press-releases/press-release-details/2024/General-Mills-to-Webcast-Fiscal-2025-Second-Quarter-Earnings-Results-on-December-18-2024/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"date":"2024-09-18","mode":"calendar","split":"holdout","slippage":0.001,"return_pct":0.2353550167124796},{"date":"2024-09-18","mode":"calendar","split":"holdout","slippage":0.0025,"return_pct":-0.06490141433216357},{"date":"2024-09-18","mode":"barrier","split":"holdout","slippage":0.001,"return_pct":-1.5550926974164714},{"date":"2024-09-18","mode":"barrier","split":"holdout","slippage":0.0025,"return_pct":-1.8499858168777972}] Fees5bp/slip10or25bpside; frozenT-5/T-2; barrier1ATR/1.5ATR. No barrier row when ATR undefined. Scheduledwindow,not proven news-free. https://investors.generalmills.com/press-releases/press-release-details/2024/General-Mills-to-Webcast-Fiscal-2025-First-Quarter-Earnings-Results-on-September-18-2024/ ; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"date":"2024-06-26","mode":"calendar","split":"holdout","slippage":0.001,"return_pct":2.4245973613843397},{"date":"2024-06-26","mode":"calendar","split":"holdout","slippage":0.0025,"return_pct":2.1177830237707695},{"date":"2024-06-26","mode":"barrier","split":"holdout","slippage":0.001,"return_pct":2.3777535485328904},{"date":"2024-06-26","mode":"barrier","split":"holdout","slippage":0.0025,"return_pct":2.071079532226716}] Fees5bp/slip10or25bpside; frozenT-5/T-2; barrier1ATR/1.5ATR. No barrier row when ATR undefined. Scheduledwindow,not proven news-free. https://investors.generalmills.com/press-releases/press-release-details/2024/General-Mills-to-Webcast-Fiscal-2024-Fourth-Quarter-and-Full-Year-Earnings-Results-on-June-26-2024/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"date":"2024-03-20","mode":"calendar","split":"holdout","slippage":0.001,"return_pct":2.216334645618745},{"date":"2024-03-20","mode":"calendar","split":"holdout","slippage":0.0025,"return_pct":1.9101441619312043},{"date":"2024-03-20","mode":"barrier","split":"holdout","slippage":0.001,"return_pct":1.98259531394116},{"date":"2024-03-20","mode":"barrier","split":"holdout","slippage":0.0025,"return_pct":1.6771049997448495}] Fees5bp/slip10or25bpside; frozenT-5/T-2; barrier1ATR/1.5ATR. No barrier row when ATR undefined. Scheduledwindow,not proven news-free. https://investors.generalmills.com/press-releases/press-release-details/2024/General-Mills-to-Webcast-Fiscal-2024-Third-Quarter-Earnings-Results-on-March-20-2024/ ; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"date":"2023-12-20","mode":"calendar","split":"train","slippage":0.001,"return_pct":-0.8437112583998485},{"date":"2023-12-20","mode":"calendar","split":"train","slippage":0.0025,"return_pct":-1.1407353310758372},{"date":"2023-12-20","mode":"barrier","split":"train","slippage":0.001,"return_pct":-2.1190879786228023},{"date":"2023-12-20","mode":"barrier","split":"train","slippage":0.0025,"return_pct":-2.4122916422007257}] Fees5bp/slip10or25bpside; frozenT-5/T-2; barrier1ATR/1.5ATR. No barrier row when ATR undefined. Scheduledwindow,not proven news-free. https://investors.generalmills.com/press-releases/press-release-details/2023/General-Mills-to-Webcast-Fiscal-2024-Second-Quarter-Earnings-Results-on-Dec.-20-2023/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"date":"2023-09-20","mode":"calendar","split":"train","slippage":0.001,"return_pct":0.27534285887376164},{"date":"2023-09-20","mode":"calendar","split":"train","slippage":0.0025,"return_pct":-0.025033356320591782},{"date":"2023-09-20","mode":"barrier","split":"train","slippage":0.001,"return_pct":0.27534285887376164},{"date":"2023-09-20","mode":"barrier","split":"train","slippage":0.0025,"return_pct":-0.025033356320591782}] Fees5bp/slip10or25bpside; frozenT-5/T-2; barrier1ATR/1.5ATR. No barrier row when ATR undefined. Scheduledwindow,not proven news-free. https://investors.generalmills.com/press-releases/press-release-details/2023/General-Mills-to-Webcast-Fiscal-2024-First-Quarter-Earnings-Results-on-Sept.-20-2023/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"date":"2023-06-28","mode":"calendar","split":"train","slippage":0.001,"return_pct":1.144347582391858},{"date":"2023-06-28","mode":"calendar","split":"train","slippage":0.0025,"return_pct":0.8413682511931642},{"date":"2023-06-28","mode":"barrier","split":"train","slippage":0.001,"return_pct":1.144347582391858},{"date":"2023-06-28","mode":"barrier","split":"train","slippage":0.0025,"return_pct":0.8413682511931642}] Fees5bp/slip10or25bpside; frozenT-5/T-2; barrier1ATR/1.5ATR. No barrier row when ATR undefined. Scheduledwindow,not proven news-free. https://investors.generalmills.com/press-releases/press-release-details/2023/General-Mills-to-Webcast-Fiscal-2023-Fourth-Quarter-and-Full-Year-Earnings-Results-on-June-28-2023/ ; https://runway.adityaperswal.workers.dev/data/stock-bars