Notes

{"train":{"mean_ci_year_pct":[-0.23738015612961408,1.3003162714775653],"percentiles_pct":[-0.9484512033678172,-0.8856072363870361,0.27534285887376164,3.5865652067143277,4.251309446377194],"SPY_excess_mean_pct":0.3143127368376998,"XLP_excess_mean_pct":0.3834648958337431,"mom_correlation":-0.051904769543822234,"years":4,"regression_n":12},"regression_coefficients":[-0.10556969554305344,-0.026009901010462855,6.674885615145365],"holdout":{"mean_ci_year_pct":[-1.408227944062962,0.9250349948341091],"percentiles_pct":[-7.583937607892388,-5.146350350783288,0.16923594863228475,3.731858584001978,4.767481719766464],"SPY_excess_mean_pct":-0.22126921386769308,"XLP_excess_mean_pct":-0.09977679350965829,"mom_correlation":0.41999888365009064,"years":3,"regression_n":10},"holdout_r2":-2.7325714056329544} Year-cluster bootstrap20000,seed9070601. One calendar training event lacks finiteATR; regression12train/10test. Filters require all defined indicators,12regression differs10fullydefinedfiltertrain. Noncausal, selectedissuer;3holdoutyearclusters insufficient robust uncertainty. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/results.json ; research/intraday_results.json

[{"sample":4,"return_pct":2.2411712943976925,"drawdown_event_pct":2.750454211247244,"win_pct":75,"avg_win_pct":1.6887160660263782,"avg_loss_pct":2.750454211247244,"mean_pct":0.5789234967079726,"quarter_kelly_risk_unit":0.08570468244407194,"quarter_kelly_notional_unconstrained":3.11601924124407,"mode":"barrier","split":"holdout","filter":"neither","slippage":0.001,"return_vectorbt_pct":2.241171294397674,"drawdown_mtm_pct":2.750454211247244},{"sample":4,"return_pct":1.021605306007256,"drawdown_event_pct":3.0417666082989347,"win_pct":50,"avg_win_pct":2.174530821580911,"avg_loss_pct":1.6192550187872634,"mean_pct":0.27763790139682387,"quarter_kelly_risk_unit":0.03191928790356001,"quarter_kelly_notional_unconstrained":1.9712329147181444,"mode":"barrier","split":"holdout","filter":"neither","slippage":0.0025,"return_vectorbt_pct":1.021605306007217,"drawdown_mtm_pct":3.0417666082989347}] Rates/returns/drawdowns in percent; Kelly notional is unconstrained binary approximation, risk-unit fraction distinct. No adoption. Fees5bp,slip10/25bp eachside. Protocol note594. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/analyze.py

[{"sample":5,"return_pct":1.9509058700274418,"drawdown_event_pct":3.6373116910192627,"win_pct":40,"avg_win_pct":2.8624774516886164,"avg_loss_pct":1.2246388080273416,"mean_pct":0.41020769585904165,"quarter_kelly_risk_unit":0.035826281846958685,"quarter_kelly_notional_unconstrained":2.9254570092113905,"mode":"barrier","split":"holdout","filter":"both","slippage":0.001,"return_vectorbt_pct":1.950905870027469,"drawdown_mtm_pct":4.650457514697148},{"sample":5,"return_pct":0.43304972978135403,"drawdown_event_pct":4.500687672060366,"win_pct":40,"avg_win_pct":2.554351438038993,"avg_loss_pct":1.5205218068125617,"mean_pct":0.10942749112806016,"quarter_kelly_risk_unit":0.010709909519348387,"quarter_kelly_notional_unconstrained":0.7043575088080685,"mode":"barrier","split":"holdout","filter":"both","slippage":0.0025,"return_vectorbt_pct":0.43304972978131673,"drawdown_mtm_pct":5.078318706498742}] Rates/returns/drawdowns in percent; Kelly notional is unconstrained binary approximation, risk-unit fraction distinct. No adoption. Fees5bp,slip10/25bp eachside. Protocol note594. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/analyze.py

[{"sample":6,"return_pct":0.7518133039193575,"drawdown_event_pct":4.77067860144963,"win_pct":33.33333333333333,"avg_win_pct":2.8624774516886164,"avg_loss_pct":1.212515867115288,"mean_pct":0.14581523915268013,"quarter_kelly_risk_unit":0.012735055700321893,"quarter_kelly_notional_unconstrained":1.0503001276692592,"mode":"barrier","split":"holdout","filter":"momentum","slippage":0.001,"return_vectorbt_pct":0.7518133039193771,"drawdown_mtm_pct":5.771908340467091},{"sample":6,"return_pct":-1.0455008223130613,"drawdown_event_pct":5.906604960712015,"win_pct":33.33333333333333,"avg_win_pct":2.554351438038993,"avg_loss_pct":1.5084351803423712,"mean_pct":-0.15417297421524978,"quarter_kelly_risk_unit":-0.015089248479998749,"quarter_kelly_notional_unconstrained":-1.0003246196216349,"mode":"barrier","split":"holdout","filter":"momentum","slippage":0.0025,"return_vectorbt_pct":-1.0455008223130733,"drawdown_mtm_pct":6.4757322537308815}] Rates/returns/drawdowns in percent; Kelly notional is unconstrained binary approximation, risk-unit fraction distinct. No adoption. Fees5bp,slip10/25bp eachside. Protocol note594. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/analyze.py

[{"sample":5,"return_pct":1.9509058700274418,"drawdown_event_pct":3.6373116910192627,"win_pct":40,"avg_win_pct":2.8624774516886164,"avg_loss_pct":1.2246388080273416,"mean_pct":0.41020769585904165,"quarter_kelly_risk_unit":0.035826281846958685,"quarter_kelly_notional_unconstrained":2.9254570092113905,"mode":"barrier","split":"holdout","filter":"trend","slippage":0.001,"return_vectorbt_pct":1.950905870027469,"drawdown_mtm_pct":4.650457514697148},{"sample":5,"return_pct":0.43304972978135403,"drawdown_event_pct":4.500687672060366,"win_pct":40,"avg_win_pct":2.554351438038993,"avg_loss_pct":1.5205218068125617,"mean_pct":0.10942749112806016,"quarter_kelly_risk_unit":0.010709909519348387,"quarter_kelly_notional_unconstrained":0.7043575088080685,"mode":"barrier","split":"holdout","filter":"trend","slippage":0.0025,"return_vectorbt_pct":0.43304972978131673,"drawdown_mtm_pct":5.078318706498742}] Rates/returns/drawdowns in percent; Kelly notional is unconstrained binary approximation, risk-unit fraction distinct. No adoption. Fees5bp,slip10/25bp eachside. Protocol note594. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/analyze.py

[{"sample":10,"return_pct":3.009834022271951,"drawdown_event_pct":4.897724125751102,"win_pct":50,"avg_win_pct":2.1582206202912735,"avg_loss_pct":1.5201035359416792,"mean_pct":0.3190585421747971,"quarter_kelly_risk_unit":0.03695851795398668,"quarter_kelly_notional_unconstrained":2.4313158334370604,"mode":"barrier","split":"holdout","filter":"all","slippage":0.001,"return_vectorbt_pct":3.0098340222719173,"drawdown_mtm_pct":5.771908340467102},{"sample":10,"return_pct":-0.03457640818090857,"drawdown_event_pct":6.874054246090077,"win_pct":40,"avg_win_pct":2.3644411298099524,"avg_loss_pct":1.5453751264906688,"mean_pct":0.01855137602957968,"quarter_kelly_risk_unit":0.001961496925815917,"quarter_kelly_notional_unconstrained":0.1269269119317462,"mode":"barrier","split":"holdout","filter":"all","slippage":0.0025,"return_vectorbt_pct":-0.03457640818095342,"drawdown_mtm_pct":7.1527121686938315}] Rates/returns/drawdowns in percent; Kelly notional is unconstrained binary approximation, risk-unit fraction distinct. No adoption. Fees5bp,slip10/25bp eachside. Protocol note594. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/analyze.py

[{"sample":4,"return_pct":2.9761936150034973,"drawdown_event_pct":0.38204986202644564,"win_pct":75,"avg_win_pct":1.1135466350491452,"avg_loss_pct":0.38204986202644564,"mean_pct":0.7396475107802475,"quarter_kelly_risk_unit":0.16605669836800413,"quarter_kelly_notional_unconstrained":43.46466649332532,"mode":"barrier","split":"train","filter":"neither","slippage":0.001,"return_vectorbt_pct":2.976193615003467,"drawdown_mtm_pct":1.0312330122894675},{"sample":4,"return_pct":1.7478600409960077,"drawdown_event_pct":0.6804568479789053,"win_pct":50,"avg_win_pct":1.2285060309494944,"avg_loss_pct":0.3527451021497485,"mean_pct":0.43788046439987294,"quarter_kelly_risk_unit":0.0891083261637392,"quarter_kelly_notional_unconstrained":25.26139289268165,"mode":"barrier","split":"train","filter":"neither","slippage":0.0025,"return_vectorbt_pct":1.7478600409959455,"drawdown_mtm_pct":1.3276953608855613}] Rates/returns/drawdowns in percent; Kelly notional is unconstrained binary approximation, risk-unit fraction distinct. No adoption. Fees5bp,slip10/25bp eachside. Protocol note594. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/analyze.py

[{"sample":4,"return_pct":-3.234324856460724,"drawdown_event_pct":5.6909671178765775,"win_pct":25,"avg_win_pct":2.604885434978854,"avg_loss_pct":1.9340604454165928,"mean_pct":-0.7993239753177311,"quarter_kelly_risk_unit":-0.0767139280469181,"quarter_kelly_notional_unconstrained":-3.966470036069326,"mode":"barrier","split":"train","filter":"both","slippage":0.001,"return_vectorbt_pct":-3.234324856460731,"drawdown_mtm_pct":5.891576708754032},{"sample":4,"return_pct":-4.388577343542311,"drawdown_event_pct":6.535943064630578,"win_pct":25,"avg_win_pct":2.2975310418775985,"avg_loss_pct":2.227818361600846,"mean_pct":-1.0964810107312344,"quarter_kelly_risk_unit":-0.11931079392894334,"quarter_kelly_notional_unconstrained":-5.355499172886342,"mode":"barrier","split":"train","filter":"both","slippage":0.0025,"return_vectorbt_pct":-4.388577343542337,"drawdown_mtm_pct":6.594997154748617}] Rates/returns/drawdowns in percent; Kelly notional is unconstrained binary approximation, risk-unit fraction distinct. No adoption. Fees5bp,slip10/25bp eachside. Protocol note594. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/analyze.py

[{"sample":6,"return_pct":-1.3719136693115086,"drawdown_event_pct":5.690967117876589,"win_pct":33.33333333333333,"avg_win_pct":2.752754304614935,"avg_loss_pct":1.687658134904399,"mean_pct":-0.207520655064621,"quarter_kelly_risk_unit":-0.01884663795790975,"quarter_kelly_notional_unconstrained":-1.116733156325962,"mode":"barrier","split":"train","filter":"momentum","slippage":0.001,"return_vectorbt_pct":-1.3719136693115246,"drawdown_mtm_pct":5.891576708754009},{"sample":6,"return_pct":-3.131342576766405,"drawdown_event_pct":6.535943064630567,"win_pct":33.33333333333333,"avg_win_pct":2.4449569682123418,"avg_loss_pct":1.982154152713006,"mean_pct":-0.50645044573789,"quarter_kelly_risk_unit":-0.05178521057041212,"quarter_kelly_notional_unconstrained":-2.6125723117716593,"mode":"barrier","split":"train","filter":"momentum","slippage":0.0025,"return_vectorbt_pct":-3.1313425767664707,"drawdown_mtm_pct":6.594997154748594}] Rates/returns/drawdowns in percent; Kelly notional is unconstrained binary approximation, risk-unit fraction distinct. No adoption. Fees5bp,slip10/25bp eachside. Protocol note594. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/analyze.py

[{"sample":4,"return_pct":-3.234324856460724,"drawdown_event_pct":5.6909671178765775,"win_pct":25,"avg_win_pct":2.604885434978854,"avg_loss_pct":1.9340604454165928,"mean_pct":-0.7993239753177311,"quarter_kelly_risk_unit":-0.0767139280469181,"quarter_kelly_notional_unconstrained":-3.966470036069326,"mode":"barrier","split":"train","filter":"trend","slippage":0.001,"return_vectorbt_pct":-3.234324856460731,"drawdown_mtm_pct":5.891576708754032},{"sample":4,"return_pct":-4.388577343542311,"drawdown_event_pct":6.535943064630578,"win_pct":25,"avg_win_pct":2.2975310418775985,"avg_loss_pct":2.227818361600846,"mean_pct":-1.0964810107312344,"quarter_kelly_risk_unit":-0.11931079392894334,"quarter_kelly_notional_unconstrained":-5.355499172886342,"mode":"barrier","split":"train","filter":"trend","slippage":0.0025,"return_vectorbt_pct":-4.388577343542337,"drawdown_mtm_pct":6.594997154748617}] Rates/returns/drawdowns in percent; Kelly notional is unconstrained binary approximation, risk-unit fraction distinct. No adoption. Fees5bp,slip10/25bp eachside. Protocol note594. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/analyze.py

[{"sample":12,"return_pct":2.2226617121898107,"drawdown_event_pct":4.349099228957876,"win_pct":50,"avg_win_pct":1.8754675253674653,"avg_loss_pct":1.474828189166618,"mean_pct":0.2003196681004238,"quarter_kelly_risk_unit":0.0267026308628264,"quarter_kelly_notional_unconstrained":1.8105587524683315,"mode":"barrier","split":"train","filter":"all","slippage":0.001,"return_vectorbt_pct":2.222661712189719,"drawdown_mtm_pct":4.55256317598749},{"sample":12,"return_pct":-1.3919131425197295,"drawdown_event_pct":5.773160210235306,"win_pct":41.66666666666667,"avg_win_pct":1.8893644080460126,"avg_loss_pct":1.5206862584203023,"mean_pct":-0.09983181405933776,"quarter_kelly_risk_unit":-0.013209708729850597,"quarter_kelly_notional_unconstrained":-0.8686675937726243,"mode":"barrier","split":"train","filter":"all","slippage":0.0025,"return_vectorbt_pct":-1.3919131425198685,"drawdown_mtm_pct":5.83269625511652}] Rates/returns/drawdowns in percent; Kelly notional is unconstrained binary approximation, risk-unit fraction distinct. No adoption. Fees5bp,slip10/25bp eachside. Protocol note594. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/analyze.py

[{"sample":4,"return_pct":-2.9088780108426526,"drawdown_event_pct":7.583937607892388,"win_pct":75,"avg_win_pct":1.6646037385198653,"avg_loss_pct":7.583937607892388,"mean_pct":-0.647531598083198,"quarter_kelly_risk_unit":-0.09725011170811304,"quarter_kelly_notional_unconstrained":-1.2823168746392066,"mode":"calendar","split":"holdout","filter":"neither","slippage":0.001,"return_vectorbt_pct":-2.908878010842699,"drawdown_mtm_pct":7.583937607892411},{"sample":4,"return_pct":-4.067012533888126,"drawdown_event_pct":7.860771236709585,"win_pct":50,"avg_win_pct":2.1384706735509296,"avg_loss_pct":4.028757332992594,"mean_pct":-0.9451433297208323,"quarter_kelly_risk_unit":-0.11049290287336772,"quarter_kelly_notional_unconstrained":-2.742605070017773,"mode":"calendar","split":"holdout","filter":"neither","slippage":0.0025,"return_vectorbt_pct":-4.067012533888146,"drawdown_mtm_pct":7.860771236709551}] Rates/returns/drawdowns in percent; Kelly notional is unconstrained binary approximation, risk-unit fraction distinct. No adoption. Fees5bp,slip10/25bp eachside. Protocol note594. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/analyze.py

[{"sample":5,"return_pct":4.812912070575703,"drawdown_event_pct":2.3556663838838032,"win_pct":60,"avg_win_pct":2.40639046069923,"avg_loss_pct":1.1799218939431644,"mean_pct":0.971865518842272,"quarter_kelly_risk_unit":0.1009671471353692,"quarter_kelly_notional_unconstrained":8.557104301026953,"mode":"calendar","split":"holdout","filter":"both","slippage":0.001,"return_vectorbt_pct":4.81291207057572,"drawdown_mtm_pct":3.502189359155905},{"sample":5,"return_pct":3.2524460717132664,"drawdown_event_pct":3.002773645597212,"win_pct":40,"avg_win_pct":3.1818967003393483,"avg_loss_pct":1.0055930333642493,"mean_pct":0.6694028601171897,"quarter_kelly_risk_unit":0.05259464111812604,"quarter_kelly_notional_unconstrained":5.23021136514527,"mode":"calendar","split":"holdout","filter":"both","slippage":0.0025,"return_vectorbt_pct":3.2524460717132797,"drawdown_mtm_pct":3.791249922884221}] Rates/returns/drawdowns in percent; Kelly notional is unconstrained binary approximation, risk-unit fraction distinct. No adoption. Fees5bp,slip10/25bp eachside. Protocol note594. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/analyze.py

{"five_session":{"symbol":"CENX","entry":"2026-08-10","exit":"2026-08-14","r":-0.10322811331457704,"rv":0.6015757190031064,"adr_pct":0.04228367700905762,"benchmark":0.011746415615823125},"ADR_sensitivity":{"symbol":"CENX","entry":"2026-08-10","exit":"2026-08-12","entry_price":51.89,"exit_price":49.6959,"stop":49.6959,"target":56.2782,"reason":"stop","ambiguous":0,"net_return":-0.046106892047728776}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

[{"sample":6,"return_pct":3.580158103129949,"drawdown_event_pct":3.504107327713424,"win_pct":50,"avg_win_pct":2.40639046069923,"avg_loss_pct":1.178663610755152,"mean_pct":0.6138634249720387,"quarter_kelly_risk_unit":0.06377429546426011,"quarter_kelly_notional_unconstrained":5.410729141234868,"mode":"calendar","split":"holdout","filter":"momentum","slippage":0.001,"return_vectorbt_pct":3.580158103129932,"drawdown_mtm_pct":4.990914110748069},{"sample":6,"return_pct":1.7323890630376093,"drawdown_event_pct":4.43074285457562,"win_pct":33.33333333333333,"avg_win_pct":3.1818967003393483,"avg_loss_pct":1.1222386002561369,"mean_pct":0.3124731666090249,"quarter_kelly_risk_unit":0.024550857243079226,"quarter_kelly_notional_unconstrained":2.187668222914075,"mode":"calendar","split":"holdout","filter":"momentum","slippage":0.0025,"return_vectorbt_pct":1.732389063037587,"drawdown_mtm_pct":5.275515178317136}] Rates/returns/drawdowns in percent; Kelly notional is unconstrained binary approximation, risk-unit fraction distinct. No adoption. Fees5bp,slip10/25bp eachside. Protocol note594. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/analyze.py

{"five_session":{"symbol":"CENX","entry":"2026-06-03","exit":"2026-06-09","r":-0.10269417911472623,"rv":0.6754685639817055,"adr_pct":0.05963866291968645,"benchmark":-0.1168455507345666},"ADR_sensitivity":{"symbol":"CENX","entry":"2026-06-03","exit":"2026-06-05","entry_price":67.61,"exit_price":63.57783,"stop":63.57783,"target":75.67434,"reason":"stop","ambiguous":0,"net_return":-0.06339259664661978}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

[{"sample":5,"return_pct":4.812912070575703,"drawdown_event_pct":2.3556663838838032,"win_pct":60,"avg_win_pct":2.40639046069923,"avg_loss_pct":1.1799218939431644,"mean_pct":0.971865518842272,"quarter_kelly_risk_unit":0.1009671471353692,"quarter_kelly_notional_unconstrained":8.557104301026953,"mode":"calendar","split":"holdout","filter":"trend","slippage":0.001,"return_vectorbt_pct":4.81291207057572,"drawdown_mtm_pct":3.502189359155905},{"sample":5,"return_pct":3.2524460717132664,"drawdown_event_pct":3.002773645597212,"win_pct":40,"avg_win_pct":3.1818967003393483,"avg_loss_pct":1.0055930333642493,"mean_pct":0.6694028601171897,"quarter_kelly_risk_unit":0.05259464111812604,"quarter_kelly_notional_unconstrained":5.23021136514527,"mode":"calendar","split":"holdout","filter":"trend","slippage":0.0025,"return_vectorbt_pct":3.2524460717132797,"drawdown_mtm_pct":3.791249922884221}] Rates/returns/drawdowns in percent; Kelly notional is unconstrained binary approximation, risk-unit fraction distinct. No adoption. Fees5bp,slip10/25bp eachside. Protocol note594. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/analyze.py

{"five_session":{"symbol":"CENX","entry":"2026-05-26","exit":"2026-06-01","r":-0.03902671325330154,"rv":0.6107999992355758,"adr_pct":0.05154913949275363,"benchmark":0.06827140820263367},"ADR_sensitivity":{"symbol":"CENX","entry":"2026-05-26","exit":"2026-05-27","entry_price":66.24,"exit_price":62.29,"stop":62.825385,"target":73.06922999999999,"reason":"stop","ambiguous":0,"net_return":-0.06338560426456197}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

[{"sample":10,"return_pct":0.5671376604719613,"drawdown_event_pct":8.528861931071363,"win_pct":60,"avg_win_pct":2.035497099609547,"avg_loss_pct":2.779982110039461,"mean_pct":0.10930541574994401,"quarter_kelly_risk_unit":0.013424904384647746,"quarter_kelly_notional_unconstrained":0.48291333732565533,"mode":"calendar","split":"holdout","filter":"all","slippage":0.001,"return_vectorbt_pct":0.5671376604718432,"drawdown_mtm_pct":9.34100291359734},{"sample":10,"return_pct":-2.4050799511800003,"drawdown_event_pct":10.218924888494174,"win_pct":40,"avg_win_pct":2.660183686945139,"avg_loss_pct":2.0910781778349556,"mean_pct":-0.19057343192291798,"quarter_kelly_risk_unit":-0.017909800069273188,"quarter_kelly_notional_unconstrained":-0.8564863934363514,"mode":"calendar","split":"holdout","filter":"all","slippage":0.0025,"return_vectorbt_pct":-2.4050799511800136,"drawdown_mtm_pct":10.958271038012468}] Rates/returns/drawdowns in percent; Kelly notional is unconstrained binary approximation, risk-unit fraction distinct. No adoption. Fees5bp,slip10/25bp eachside. Protocol note594. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/analyze.py

{"five_session":{"symbol":"CENX","entry":"2026-04-10","exit":"2026-04-16","r":-0.020268604291927228,"rv":0.8024018256247524,"adr_pct":0.05661581709145427,"benchmark":0.02150916784203094},"ADR_sensitivity":{"symbol":"CENX","entry":"2026-04-10","exit":"2026-04-16","entry_price":66.7,"exit_price":65.61,"stop":62.923725000000005,"target":74.25255,"reason":"timeout","ambiguous":0,"net_return":-0.020268604291927228}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

[{"sample":4,"return_pct":2.9761936150034973,"drawdown_event_pct":0.38204986202644564,"win_pct":75,"avg_win_pct":1.1135466350491452,"avg_loss_pct":0.38204986202644564,"mean_pct":0.7396475107802475,"quarter_kelly_risk_unit":0.16605669836800413,"quarter_kelly_notional_unconstrained":43.46466649332532,"mode":"calendar","split":"train","filter":"neither","slippage":0.001,"return_vectorbt_pct":2.976193615003467,"drawdown_mtm_pct":1.0312330122894675},{"sample":4,"return_pct":1.7478600409960077,"drawdown_event_pct":0.6804568479789053,"win_pct":50,"avg_win_pct":1.2285060309494944,"avg_loss_pct":0.3527451021497485,"mean_pct":0.43788046439987294,"quarter_kelly_risk_unit":0.0891083261637392,"quarter_kelly_notional_unconstrained":25.26139289268165,"mode":"calendar","split":"train","filter":"neither","slippage":0.0025,"return_vectorbt_pct":1.7478600409959455,"drawdown_mtm_pct":1.3276953608855613}] Rates/returns/drawdowns in percent; Kelly notional is unconstrained binary approximation, risk-unit fraction distinct. No adoption. Fees5bp,slip10/25bp eachside. Protocol note594. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/analyze.py

{"five_session":{"symbol":"CENX","entry":"2026-04-01","exit":"2026-04-08","r":0.0926592567208937,"rv":0.7982749972751203,"adr_pct":0.06470378116111762,"benchmark":0.03310835461510386},"ADR_sensitivity":{"symbol":"CENX","entry":"2026-04-01","exit":"2026-04-07","entry_price":59.77,"exit_price":67.50469000000001,"stop":55.902655,"target":67.50469000000001,"reason":"target","ambiguous":0,"net_return":0.12489895379860227}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

[{"sample":4,"return_pct":1.027423910288805,"drawdown_event_pct":2.051491827060692,"win_pct":25,"avg_win_pct":3.14340238027242,"avg_loss_pct":0.6883609918112394,"mean_pct":0.2695798512096753,"quarter_kelly_risk_unit":0.021440132267310334,"quarter_kelly_notional_unconstrained":3.1146640385441247,"mode":"calendar","split":"train","filter":"both","slippage":0.001,"return_vectorbt_pct":1.027423910288789,"drawdown_mtm_pct":4.259939859672556},{"sample":4,"return_pct":-0.17766410401919286,"drawdown_event_pct":2.9290761993871595,"win_pct":25,"avg_win_pct":2.8344348520051854,"avg_loss_pct":0.9858504184194575,"mean_pct":-0.030779100813296822,"quarter_kelly_risk_unit":-0.0027147475969964974,"quarter_kelly_notional_unconstrained":-0.27537114619770087,"mode":"calendar","split":"train","filter":"both","slippage":0.0025,"return_vectorbt_pct":-0.17766410401921462,"drawdown_mtm_pct":4.3673177678208}] Rates/returns/drawdowns in percent; Kelly notional is unconstrained binary approximation, risk-unit fraction distinct. No adoption. Fees5bp,slip10/25bp eachside. Protocol note594. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/analyze.py

{"five_session":{"symbol":"CENX","entry":"2026-03-10","exit":"2026-03-16","r":0.022373445732323027,"rv":0.5649485853909657,"adr_pct":0.06806862202545656,"benchmark":-0.017628205128205066},"ADR_sensitivity":{"symbol":"CENX","entry":"2026-03-10","exit":"2026-03-16","entry_price":54.21,"exit_price":55.645,"stop":50.52,"target":61.59,"reason":"timeout","ambiguous":0,"net_return":0.022373445732323027}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

[{"sample":6,"return_pct":4.32348063929251,"drawdown_event_pct":2.051491827060692,"win_pct":33.33333333333333,"avg_win_pct":3.697355913324807,"avg_loss_pct":0.7533835447003839,"mean_pct":0.7301962746413464,"quarter_kelly_risk_unit":0.0493728688662221,"quarter_kelly_notional_unconstrained":6.553483841468477,"mode":"calendar","split":"train","filter":"momentum","slippage":0.001,"return_vectorbt_pct":4.3234806392925265,"drawdown_mtm_pct":4.259939859672568},{"sample":6,"return_pct":2.4624514498214234,"drawdown_event_pct":2.9290761993871484,"win_pct":33.33333333333333,"avg_win_pct":3.3867290093735014,"avg_loss_pct":1.050678195326965,"mean_pct":0.42845753957319044,"quarter_kelly_risk_unit":0.0316276810446999,"quarter_kelly_notional_unconstrained":3.0102158001725305,"mode":"calendar","split":"train","filter":"momentum","slippage":0.0025,"return_vectorbt_pct":2.4624514498213728,"drawdown_mtm_pct":4.367317767820767}] Rates/returns/drawdowns in percent; Kelly notional is unconstrained binary approximation, risk-unit fraction distinct. No adoption. Fees5bp,slip10/25bp eachside. Protocol note594. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/analyze.py