Notes

{"date":"2020-12-17","notice":"2020-11-19","source":"https://investors.generalmills.com/press-releases/press-release-details/2020/General-Mills-to-Webcast-Fiscal-2021-Second-Quarter-Earnings-Results-on-December-17-2020/","entry":"2020-12-10","exit":"2020-12-15","entry_price":47.63,"exit_price":47.32,"atr":0.845714285714285,"indicators_valid":true,"trend":false,"momentum":true,"mom20":0.006982649174777977,"atrpct":0.017755916139287946,"barrier_exit":"2020-12-15","barrier_price":47.32,"barrier_reason":"time","ambiguous":false,"split":"train","year":2020,"SPY_gross":0.011485746425505372,"XLP_gross":-0.004826754007929646} https://investors.generalmills.com/press-releases/press-release-details/2020/General-Mills-to-Webcast-Fiscal-2021-Second-Quarter-Earnings-Results-on-December-17-2020/ ; Alpaca IEX daily bars

{"five_session":{"symbol":"AA","entry":"2026-01-13","exit":"2026-01-20","r":-0.04479680851353851,"rv":0.5145546383494882,"adr_pct":0.032254810676598376,"benchmark":0.03433229046599706},"ADR_sensitivity":{"symbol":"AA","entry":"2026-01-13","exit":"2026-01-16","entry_price":64.44,"exit_price":62.3615,"stop":62.3615,"target":68.597,"reason":"stop","ambiguous":0,"net_return":-0.03611806106985482}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"five_session":{"symbol":"AA","entry":"2026-01-06","exit":"2026-01-12","r":0.059586416822732025,"rv":0.5134250178237032,"adr_pct":0.029628724963361,"benchmark":0.0730271957200177},"ADR_sensitivity":{"symbol":"AA","entry":"2026-01-06","exit":"2026-01-08","entry_price":61.41,"exit_price":59.25,"stop":59.5905,"target":65.04899999999999,"reason":"stop","ambiguous":0,"net_return":-0.03902502377549533}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"five_session":{"symbol":"AA","entry":"2025-12-29","exit":"2026-01-05","r":0.16553720519886483,"rv":0.4293221779410229,"adr_pct":0.03002106069308824,"benchmark":0.0569849437773966},"ADR_sensitivity":{"symbol":"AA","entry":"2025-12-29","exit":"2026-01-02","entry_price":52.23,"exit_price":55.36599999999999,"stop":50.662,"target":55.36599999999999,"reason":"target","ambiguous":0,"net_return":0.055810420534037064}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"five_session":{"symbol":"AA","entry":"2025-12-19","exit":"2025-12-26","r":0.11040179948817297,"rv":0.46185722654332495,"adr_pct":0.03467258830820077,"benchmark":0.058060713233127004},"ADR_sensitivity":{"symbol":"AA","entry":"2025-12-19","exit":"2025-12-22","entry_price":48.41,"exit_price":51.766999999999996,"stop":46.7315,"target":51.766999999999996,"reason":"target","ambiguous":0,"net_return":0.06507633785629507}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"five_session":{"symbol":"AA","entry":"2025-12-09","exit":"2025-12-15","r":0.03821560427460291,"rv":0.5637127782050478,"adr_pct":0.03793182865039152,"benchmark":0.03572531658601874},"ADR_sensitivity":{"symbol":"AA","entry":"2025-12-09","exit":"2025-12-11","entry_price":43.42,"exit_price":46.714,"stop":41.773,"target":46.714,"reason":"target","ambiguous":0,"net_return":0.0715687966876668}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"five_session":{"symbol":"AA","entry":"2025-11-28","exit":"2025-12-04","r":0.039457204179728755,"rv":0.6075177138375516,"adr_pct":0.03926102502979738,"benchmark":0.049363389689000226},"ADR_sensitivity":{"symbol":"AA","entry":"2025-11-28","exit":"2025-12-04","entry_price":41.95,"exit_price":43.78,"stop":40.303000000000004,"target":45.244,"reason":"timeout","ambiguous":0,"net_return":0.039457204179728755}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"five_session":{"symbol":"AA","entry":"2025-10-24","exit":"2025-10-30","r":-0.048601065402231525,"rv":0.7223332369860384,"adr_pct":0.042312729177579875,"benchmark":-0.024840312278211374},"ADR_sensitivity":{"symbol":"AA","entry":"2025-10-24","exit":"2025-10-30","entry_price":38.18,"exit_price":36.5645,"stop":36.5645,"target":41.411,"reason":"stop","ambiguous":0,"net_return":-0.046135828239645904}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"five_session":{"symbol":"AA","entry":"2025-10-17","exit":"2025-10-23","r":0.0931661108480708,"rv":0.45733721421343204,"adr_pct":0.03567098374207771,"benchmark":-0.050207188975619155},"ADR_sensitivity":{"symbol":"AA","entry":"2025-10-17","exit":"2025-10-20","entry_price":36.29,"exit_price":38.879,"stop":34.9955,"target":38.879,"reason":"target","ambiguous":0,"net_return":0.0670651575109753}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"five_session":{"symbol":"AA","entry":"2025-10-08","exit":"2025-10-14","r":-0.023807589529515893,"rv":0.40412245256595214,"adr_pct":0.03328267477203649,"benchmark":0.08389027431421447},"ADR_sensitivity":{"symbol":"AA","entry":"2025-10-08","exit":"2025-10-10","entry_price":36.19,"exit_price":34.985499999999995,"stop":34.985499999999995,"target":38.599,"reason":"stop","ambiguous":0,"net_return":-0.03714182191950599}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"five_session":{"symbol":"AA","entry":"2025-09-30","exit":"2025-10-06","r":0.005908067414934104,"rv":0.3628239309575212,"adr_pct":0.03393072289156626,"benchmark":0.06303569491157646},"ADR_sensitivity":{"symbol":"AA","entry":"2025-09-30","exit":"2025-09-30","entry_price":33.2,"exit_price":32.0735,"stop":32.0735,"target":35.453,"reason":"stop","ambiguous":0,"net_return":-0.037787283023176466}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"five_session":{"symbol":"AA","entry":"2025-09-12","exit":"2025-09-18","r":0.006551036456996062,"rv":0.4208526374179676,"adr_pct":0.03320361145703612,"benchmark":0.03751753155680215},"ADR_sensitivity":{"symbol":"AA","entry":"2025-09-12","exit":"2025-09-18","entry_price":32.12,"exit_price":32.46,"stop":31.053499999999996,"target":34.253,"reason":"timeout","ambiguous":0,"net_return":0.006551036456996062}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"five_session":{"symbol":"AA","entry":"2025-08-26","exit":"2025-09-02","r":-0.02464289530811503,"rv":0.5034461192384626,"adr_pct":0.03231259968102074,"benchmark":0.010447761194029681},"ADR_sensitivity":{"symbol":"AA","entry":"2025-08-26","exit":"2025-09-02","entry_price":31.35,"exit_price":30.337,"stop":30.337,"target":33.376000000000005,"reason":"stop","ambiguous":0,"net_return":-0.03617561937987912}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"five_session":{"symbol":"AA","entry":"2025-07-23","exit":"2025-07-29","r":-0.05989838697770444,"rv":0.523151923008605,"adr_pct":0.034760112888052676,"benchmark":-0.04097311139564641},"ADR_sensitivity":{"symbol":"AA","entry":"2025-07-23","exit":"2025-07-25","entry_price":31.89,"exit_price":30.7815,"stop":30.7815,"target":34.107,"reason":"stop","ambiguous":0,"net_return":-0.03861336208485733}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"five_session":{"symbol":"AA","entry":"2025-07-11","exit":"2025-07-17","r":-0.06390711087501999,"rv":0.46077174159125645,"adr_pct":0.031872574385511006,"benchmark":0.04013986013986015},"ADR_sensitivity":{"symbol":"AA","entry":"2025-07-11","exit":"2025-07-14","entry_price":30.92,"exit_price":29.9345,"stop":29.9345,"target":32.891000000000005,"reason":"stop","ambiguous":0,"net_return":-0.035737350670622337}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"five_session":{"symbol":"AA","entry":"2025-06-27","exit":"2025-07-03","r":0.038491741059315965,"rv":0.3655344822680659,"adr_pct":0.032312119160460416,"benchmark":0.049766952337994},"ADR_sensitivity":{"symbol":"AA","entry":"2025-06-27","exit":"2025-06-27","entry_price":29.54,"exit_price":28.5855,"stop":28.5855,"target":31.449,"reason":"stop","ambiguous":0,"net_return":-0.036175140777562564}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"five_session":{"symbol":"AA","entry":"2025-05-14","exit":"2025-05-20","r":-0.00012879341273064338,"rv":0.572718869645689,"adr_pct":0.032916078984485196,"benchmark":0.004912756225647907},"ADR_sensitivity":{"symbol":"AA","entry":"2025-05-14","exit":"2025-05-20","entry_price":28.36,"exit_price":28.47,"stop":27.4265,"target":30.227,"reason":"timeout","ambiguous":0,"net_return":-0.00012879341273064338}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

ComputedSep7 06:11UTC;10k shared six-hourblock paths from2160consecutive joint hourly returns;seed90608. Hourly endpoint first-passage at1ADRstop,1.5ADRtarget; gaps can overshoot; neither closesat72h. Demeaning removes eachcoin samplelogdrift; costbaseline25bpfees+5bpslip eachside,stressdouble. p99notional bounds simulated1stpercentile loss only, not worstcase nor proposedsize. {"symbol":"SOL/USD","demeaned":true,"cost_multiple":2,"paths":10000,"source_hours":2160,"source_start":"2026-06-09 06:00:00+00:00","source_end":"2026-09-07 05:00:00+00:00","mean_hourly_log_bp":2.075689724537866,"stop_pct":5.871372778798519,"target_pct":8.807059168197778,"stop_first_prob":0.1892,"target_first_prob":0.08,"neither_prob":0.7308,"net_mean_pct":-1.152078661999633,"net_p01_pct":-8.906891132063913,"net_median_pct":-1.3539577836945649,"net_p99_pct":8.952765164680386,"p99_risk_notional":95.54287656402597,"allocation":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:11UTC;10k shared six-hourblock paths from2160consecutive joint hourly returns;seed90608. Hourly endpoint first-passage at1ADRstop,1.5ADRtarget; gaps can overshoot; neither closesat72h. Demeaning removes eachcoin samplelogdrift; costbaseline25bpfees+5bpslip eachside,stressdouble. p99notional bounds simulated1stpercentile loss only, not worstcase nor proposedsize. {"symbol":"SOL/USD","demeaned":true,"cost_multiple":1,"paths":10000,"source_hours":2160,"source_start":"2026-06-09 06:00:00+00:00","source_end":"2026-09-07 05:00:00+00:00","mean_hourly_log_bp":2.075689724537866,"stop_pct":5.871372778798519,"target_pct":8.807059168197778,"stop_first_prob":0.1892,"target_first_prob":0.08,"neither_prob":0.7308,"net_mean_pct":-0.5553363992559928,"net_p01_pct":-8.356964465216468,"net_median_pct":-0.758434259820201,"net_p99_pct":9.610510099894867,"p99_risk_notional":101.83003691615637,"allocation":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:11UTC;10k shared six-hourblock paths from2160consecutive joint hourly returns;seed90608. Hourly endpoint first-passage at1ADRstop,1.5ADRtarget; gaps can overshoot; neither closesat72h. Demeaning removes eachcoin samplelogdrift; costbaseline25bpfees+5bpslip eachside,stressdouble. p99notional bounds simulated1stpercentile loss only, not worstcase nor proposedsize. {"symbol":"ETH/USD","demeaned":true,"cost_multiple":2,"paths":10000,"source_hours":2160,"source_start":"2026-06-09 06:00:00+00:00","source_end":"2026-09-07 05:00:00+00:00","mean_hourly_log_bp":1.8272866192170993,"stop_pct":3.8646679211068973,"target_pct":5.7970018816603455,"stop_first_prob":0.3114,"target_first_prob":0.1648,"neither_prob":0.5238,"net_mean_pct":-1.1829677390620907,"net_p01_pct":-7.954529822935223,"net_median_pct":-1.6156128243652534,"net_p99_pct":7.530262171367297,"p99_risk_notional":106.98181023174347,"allocation":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:11UTC;10k shared six-hourblock paths from2160consecutive joint hourly returns;seed90608. Hourly endpoint first-passage at1ADRstop,1.5ADRtarget; gaps can overshoot; neither closesat72h. Demeaning removes eachcoin samplelogdrift; costbaseline25bpfees+5bpslip eachside,stressdouble. p99notional bounds simulated1stpercentile loss only, not worstcase nor proposedsize. {"symbol":"ETH/USD","demeaned":true,"cost_multiple":1,"paths":10000,"source_hours":2160,"source_start":"2026-06-09 06:00:00+00:00","source_end":"2026-09-07 05:00:00+00:00","mean_hourly_log_bp":1.8272866192170993,"stop_pct":3.8646679211068973,"target_pct":5.7970018816603455,"stop_first_prob":0.3114,"target_first_prob":0.1648,"neither_prob":0.5238,"net_mean_pct":-0.5864119528522089,"net_p01_pct":-7.398853776284272,"net_median_pct":-1.021668904987516,"net_p99_pct":8.179419493979506,"p99_risk_notional":115.01646413498521,"allocation":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:11UTC;10k shared six-hourblock paths from2160consecutive joint hourly returns;seed90608. Hourly endpoint first-passage at1ADRstop,1.5ADRtarget; gaps can overshoot; neither closesat72h. Demeaning removes eachcoin samplelogdrift; costbaseline25bpfees+5bpslip eachside,stressdouble. p99notional bounds simulated1stpercentile loss only, not worstcase nor proposedsize. {"symbol":"BTC/USD","demeaned":true,"cost_multiple":2,"paths":10000,"source_hours":2160,"source_start":"2026-06-09 06:00:00+00:00","source_end":"2026-09-07 05:00:00+00:00","mean_hourly_log_bp":1.0681467363337618,"stop_pct":3.149245494209274,"target_pct":4.723868241313911,"stop_first_prob":0.2832,"target_first_prob":0.1414,"neither_prob":0.5754,"net_mean_pct":-1.1926541567997435,"net_p01_pct":-6.788246629774662,"net_median_pct":-1.4353435556160754,"net_p99_pct":5.630083501845954,"p99_risk_notional":125.36226899408469,"allocation":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:11UTC;10k shared six-hourblock paths from2160consecutive joint hourly returns;seed90608. Hourly endpoint first-passage at1ADRstop,1.5ADRtarget; gaps can overshoot; neither closesat72h. Demeaning removes eachcoin samplelogdrift; costbaseline25bpfees+5bpslip eachside,stressdouble. p99notional bounds simulated1stpercentile loss only, not worstcase nor proposedsize. {"symbol":"BTC/USD","demeaned":true,"cost_multiple":1,"paths":10000,"source_hours":2160,"source_start":"2026-06-09 06:00:00+00:00","source_end":"2026-09-07 05:00:00+00:00","mean_hourly_log_bp":1.0681467363337618,"stop_pct":3.149245494209274,"target_pct":4.723868241313911,"stop_first_prob":0.2832,"target_first_prob":0.1414,"neither_prob":0.5754,"net_mean_pct":-0.5961568472352013,"net_p01_pct":-6.2255297626161425,"net_median_pct":-0.840311355474499,"net_p99_pct":6.2677694965483655,"p99_risk_notional":136.69358792726902,"allocation":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:11UTC;10k shared six-hourblock paths from2160consecutive joint hourly returns;seed90608. Hourly endpoint first-passage at1ADRstop,1.5ADRtarget; gaps can overshoot; neither closesat72h. Demeaning removes eachcoin samplelogdrift; costbaseline25bpfees+5bpslip eachside,stressdouble. p99notional bounds simulated1stpercentile loss only, not worstcase nor proposedsize. {"symbol":"SOL/USD","demeaned":false,"cost_multiple":2,"paths":10000,"source_hours":2160,"source_start":"2026-06-09 06:00:00+00:00","source_end":"2026-09-07 05:00:00+00:00","mean_hourly_log_bp":2.075689724537866,"stop_pct":5.871372778798519,"target_pct":8.807059168197778,"stop_first_prob":0.1257,"target_first_prob":0.1257,"neither_prob":0.7486,"net_mean_pct":0.2115373368434619,"net_p01_pct":-8.595003632655459,"net_median_pct":0.18479996520159858,"net_p99_pct":9.269756621949957,"p99_risk_notional":99.00984762435563,"allocation":0} https://runway.adityaperswal.workers.dev/data/crypto-bars

ComputedSep7 06:11UTC;10k shared six-hourblock paths from2160consecutive joint hourly returns;seed90608. Hourly endpoint first-passage at1ADRstop,1.5ADRtarget; gaps can overshoot; neither closesat72h. Demeaning removes eachcoin samplelogdrift; costbaseline25bpfees+5bpslip eachside,stressdouble. p99notional bounds simulated1stpercentile loss only, not worstcase nor proposedsize. {"symbol":"SOL/USD","demeaned":false,"cost_multiple":1,"paths":10000,"source_hours":2160,"source_start":"2026-06-09 06:00:00+00:00","source_end":"2026-09-07 05:00:00+00:00","mean_hourly_log_bp":2.075689724537866,"stop_pct":5.871372778798519,"target_pct":8.807059168197778,"stop_first_prob":0.1257,"target_first_prob":0.1257,"neither_prob":0.7486,"net_mean_pct":0.816511712975512,"net_p01_pct":-8.04319410929875,"net_median_pct":0.7896129285346998,"net_p99_pct":9.929415226131082,"p99_risk_notional":105.8024944364042,"allocation":0} https://runway.adityaperswal.workers.dev/data/crypto-bars