Notes

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"XLE","date":"2025-04-30 04:00:00+00:00","y":0.00011465209518205786,"pred":0.0006494115883108495,"base":0.0014640976533879775,"lossdiff":-0.7146890821958101,"trend":false,"rising":true},{"symbol":"XLE","date":"2025-05-07 04:00:00+00:00","y":0.00023107318000013816,"pred":0.0005736383782019331,"base":0.0006974286247742425,"lossdiff":-0.12390230743548258,"trend":false,"rising":true},{"symbol":"XLE","date":"2025-05-14 04:00:00+00:00","y":0.0001234124503918281,"pred":0.0005250538967699301,"base":0.00023386317944467058,"lossdiff":0.516099691551676,"trend":true,"rising":false},{"symbol":"XLE","date":"2025-05-21 04:00:00+00:00","y":0.00006291053817060225,"pred":0.00046896567107519965,"base":0.00016743422557009212,"lossdiff":0.7883535594054214,"trend":false,"rising":false},{"symbol":"XLE","date":"2025-05-29 04:00:00+00:00","y":0.00014702993123031632,"pred":0.0004117782131075593,"base":0.0001330120659361566,"lossdiff":0.38171809615656205,"trend":false,"rising":false},{"symbol":"XLE","date":"2025-06-05 04:00:00+00:00","y":0.00017213658229292311,"pred":0.0003744205788098981,"base":0.0001411065249482212,"lossdiff":0.2157006584299923,"trend":false,"rising":false},{"symbol":"XLE","date":"2025-06-12 04:00:00+00:00","y":0.00010898230342444332,"pred":0.0003454555893739249,"base":0.00012637237552141743,"lossdiff":0.4587150792450787,"trend":true,"rising":false},{"symbol":"XLE","date":"2025-06-20 04:00:00+00:00","y":0.0002136157734384788,"pred":0.0003117507728157054,"base":0.00012276483877957125,"lossdiff":-0.12289364293891047,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"XLE","date":"2025-03-04 05:00:00+00:00","y":0.00012929795666394758,"pred":0.00018282225725183026,"base":0.0002274126789215152,"lossdiff":-0.0795796966532194,"trend":false,"rising":true},{"symbol":"XLE","date":"2025-03-11 04:00:00+00:00","y":0.00022598110011402164,"pred":0.00017503607315324263,"base":0.00019805810118779483,"lossdiff":0.026502224301252042,"trend":false,"rising":true},{"symbol":"XLE","date":"2025-03-18 04:00:00+00:00","y":0.00009659932090256032,"pred":0.00018236423356590492,"base":0.000209437964074656,"lossdiff":-0.0699473895613707,"trend":true,"rising":true},{"symbol":"XLE","date":"2025-03-25 04:00:00+00:00","y":0.00005766342174162293,"pred":0.00016995303810739965,"base":0.0001943272037676739,"lossdiff":-0.0914645335526636,"trend":true,"rising":true},{"symbol":"XLE","date":"2025-04-01 04:00:00+00:00","y":0.003181328209636998,"pred":0.00015414542170924097,"base":0.00012738544985553812,"lossdiff":-4.144865826983207,"trend":true,"rising":false},{"symbol":"XLE","date":"2025-04-08 04:00:00+00:00","y":0.002085334961318426,"pred":0.000576963508016934,"base":0.0008903930130988008,"lossdiff":0.8384045980817505,"trend":false,"rising":true},{"symbol":"XLE","date":"2025-04-15 04:00:00+00:00","y":0.000389128265890142,"pred":0.0007770145634445115,"base":0.0013552314783999017,"lossdiff":-0.3425997464109001,"trend":false,"rising":true},{"symbol":"XLE","date":"2025-04-23 04:00:00+00:00","y":0.00020059917670634425,"pred":0.0007222166281784802,"base":0.0014283637146467972,"lossdiff":-0.5446446657092405,"trend":false,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"XLE","date":"2025-01-02 05:00:00+00:00","y":0.000046600122089018285,"pred":0.00014148791827156676,"base":0.00016378842701596794,"lossdiff":-0.10151771090283646,"trend":false,"rising":true},{"symbol":"XLE","date":"2025-01-10 05:00:00+00:00","y":0.00018032467943379646,"pred":0.00012793578660348336,"base":0.00013024987556185217,"lossdiff":0.007115563820575765,"trend":false,"rising":true},{"symbol":"XLE","date":"2025-01-17 05:00:00+00:00","y":0.00011335214367552164,"pred":0.0001345835193833359,"base":0.00014301572539449282,"lossdiff":-0.011110932201292556,"trend":true,"rising":true},{"symbol":"XLE","date":"2025-01-27 05:00:00+00:00","y":0.00018298237153610897,"pred":0.0001314909148901046,"base":0.00010087387771087442,"lossdiff":-0.15730799269939943,"trend":true,"rising":false},{"symbol":"XLE","date":"2025-02-03 05:00:00+00:00","y":0.0002467162675988292,"pred":0.00013929146683866006,"base":0.00013081482918361135,"lossdiff":-0.051987232039723,"trend":false,"rising":false},{"symbol":"XLE","date":"2025-02-10 05:00:00+00:00","y":0.00018046164856657683,"pred":0.00015452485606462862,"base":0.00018084386556106407,"lossdiff":0.01268312157492435,"trend":true,"rising":true},{"symbol":"XLE","date":"2025-02-18 05:00:00+00:00","y":0.0001570423621304888,"pred":0.00015791514488234192,"base":0.00018087810784425917,"lossdiff":-0.009514498737699384,"trend":true,"rising":true},{"symbol":"XLE","date":"2025-02-25 05:00:00+00:00","y":0.00032543043739016606,"pred":0.00015802023028419377,"base":0.00019180066245800094,"lossdiff":0.16897732420666145,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"selected":"20/100/calm=True","training_sweep":[["10/50/calm=False",-0.12429809657048373],["10/50/calm=True",-0.14728112441730098],["20/50/calm=False",-0.12762799759514237],["20/50/calm=True",-0.15892892284571553],["20/100/calm=False",-0.12144517592741104],["20/100/calm=True",-0.08785387713249711]],"holdout":{"0.0005":{"return":-13.589548017360157,"drawdown":-23.38525707549124,"win_rate":35.714285714285715,"closed_trades":14,"open_trades":0,"avg_win_pct":2.52410959505145,"avg_loss_pct":-2.825700183252224},"0.001":{"return":-15.97548309444459,"drawdown":-24.827139852440517,"win_rate":35.714285714285715,"closed_trades":14,"open_trades":0,"avg_win_pct":2.320325271584788,"avg_loss_pct":-3.021463799732673}},"buyhold":54.908123791102504} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"n":83,"mean_difference":-0.03712872369049648,"pointwise95":[-0.15885849229784063,0.05937563402558534],"bonferroni_family95":[-0.21704303230509472,0.09071709443397746],"variance_ratio95":[0.6773126147075337,1.5464872994318233],"current_trend_up":true,"current_vol_rising":true} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"bars":1173,"first":"2022-01-03 05:00:00+00:00","last":"2026-09-04 04:00:00+00:00","duplicates":0,"train_n":686,"train_qlike":{"rv20":-7.338233866260725,"rv60":-7.3750243180032085,"ew94":-7.37167852806619,"ew97":-7.386892382137445,"har":-7.365497236149757},"selected":"ew97","har_coef":[-2.2757867899198394,0.012475106648975054,0.07894203104675387,0.6605935260353477],"smearing":1.346525706230829,"holdout_n":83,"holdout_qlike_difference":-0.03712872369049648,"difference_ci95":[-0.15841238830656734,0.059611516465604114],"realized_forecast_ratio":1.0294016228189455,"forecast_vol":0.21928646195801912,"rv20":0.22567623537876141,"rv60":0.22449852916513596,"close":64.07,"atr14":1.1217857142857162,"sma20":62.86725,"sma50":59.20259999999999,"regimes":[{"trend_up":false,"vol_rising":false,"n":12,"realized_forecast_ratio":0.6511927252306757,"mean_qlike_difference":0.1738729190541599},{"trend_up":false,"vol_rising":true,"n":18,"realized_forecast_ratio":0.9081794525866533,"mean_qlike_difference":-0.05870879727885265},{"trend_up":true,"vol_rising":false,"n":23,"realized_forecast_ratio":1.461317819142905,"mean_qlike_difference":-0.1848728273584703},{"trend_up":true,"vol_rising":true,"n":30,"realized_forecast_ratio":0.9689952501051753,"mean_qlike_difference":0.004689142843434594}]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"TLT","date":"2026-08-10 04:00:00+00:00","y":0.000029912874897264635,"pred":0.00003442362729665807,"base":0.0000332189529808701,"lossdiff":0.0041099102651127595,"trend":false,"rising":false},{"symbol":"TLT","date":"2026-08-17 04:00:00+00:00","y":0.000081984553802024,"pred":0.00003393172971063359,"base":0.00003721862432833331,"lossdiff":0.1209201810735765,"trend":false,"rising":true},{"symbol":"TLT","date":"2026-08-24 04:00:00+00:00","y":0.000030187609046065826,"pred":0.0000405375125264486,"base":0.00005444444642143749,"lossdiff":-0.10473602695087791,"trend":false,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"TLT","date":"2026-06-11 04:00:00+00:00","y":0.000012235470626656734,"pred":0.000034883788578558414,"base":0.00003824063848783804,"lossdiff":-0.06108699021002728,"trend":true,"rising":true},{"symbol":"TLT","date":"2026-06-18 04:00:00+00:00","y":0.000048339502274035635,"pred":0.00003171778172150235,"base":0.000022244519584117047,"lossdiff":-0.29426482627448003,"trend":true,"rising":false},{"symbol":"TLT","date":"2026-06-26 04:00:00+00:00","y":0.00003583081609554753,"pred":0.00003396433463529335,"base":0.000029390193240971667,"lossdiff":-0.019537805567837907,"trend":true,"rising":true},{"symbol":"TLT","date":"2026-07-06 04:00:00+00:00","y":0.000032525373433393133,"pred":0.00003410997215934546,"base":0.0000371511261917003,"lossdiff":-0.007348113129294731,"trend":true,"rising":true},{"symbol":"TLT","date":"2026-07-13 04:00:00+00:00","y":0.000013914189507411782,"pred":0.00003374552362368093,"base":0.00003223279060740826,"lossdiff":0.02651237822790975,"trend":false,"rising":false},{"symbol":"TLT","date":"2026-07-20 04:00:00+00:00","y":0.000013081265429607236,"pred":0.0000310393267844888,"base":0.00003265247032759702,"lossdiff":-0.029844850024963065,"trend":false,"rising":true},{"symbol":"TLT","date":"2026-07-27 04:00:00+00:00","y":0.0000713366747414935,"pred":0.000028547142769799434,"base":0.000023837911116489918,"lossdiff":-0.31338506344853556,"trend":false,"rising":false},{"symbol":"TLT","date":"2026-08-03 04:00:00+00:00","y":0.000034543682244967854,"pred":0.00003437180600778225,"base":0.000032714375777976416,"lossdiff":-0.0014949823699446085,"trend":false,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"TLT","date":"2026-04-15 04:00:00+00:00","y":0.000030828554727103984,"pred":0.00003769209979201598,"base":0.00004726333157987492,"lossdiff":-0.06065144942379774,"trend":false,"rising":true},{"symbol":"TLT","date":"2026-04-22 04:00:00+00:00","y":0.00001810913954065661,"pred":0.00003662516167423319,"base":0.000030971180087239885,"lossdiff":0.07741431643339602,"trend":false,"rising":false},{"symbol":"TLT","date":"2026-04-29 04:00:00+00:00","y":0.000031136014737114416,"pred":0.00003410309890209535,"base":0.000017962379615989405,"lossdiff":-0.17929609410653846,"trend":false,"rising":false},{"symbol":"TLT","date":"2026-05-06 04:00:00+00:00","y":0.00002626870070990187,"pred":0.00003380099200641472,"base":0.000023419474095906532,"lossdiff":0.022419362143679678,"trend":false,"rising":false},{"symbol":"TLT","date":"2026-05-13 04:00:00+00:00","y":0.00007621994624154069,"pred":0.00003271801151565241,"base":0.000026585602428694217,"lossdiff":-0.32980532536171747,"trend":false,"rising":false},{"symbol":"TLT","date":"2026-05-20 04:00:00+00:00","y":0.000019756807646617162,"pred":0.00003889361210993044,"base":0.0000379334503073034,"lossdiff":0.012139087783777924,"trend":false,"rising":false},{"symbol":"TLT","date":"2026-05-28 04:00:00+00:00","y":0.000004787084292632995,"pred":0.000036190207464489724,"base":0.00003834536733379353,"lossdiff":-0.050410739253386794,"trend":true,"rising":false},{"symbol":"TLT","date":"2026-06-04 04:00:00+00:00","y":0.00005219871577056129,"pred":0.0000317735153684212,"base":0.00003175813472267318,"lossdiff":-0.000311447001813292,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"TLT","date":"2026-02-17 05:00:00+00:00","y":0.00000771175262249301,"pred":0.00003302873222150539,"base":0.00004211743712880944,"lossdiff":-0.19269898369361194,"trend":true,"rising":true},{"symbol":"TLT","date":"2026-02-24 05:00:00+00:00","y":0.00002926335267184442,"pred":0.000029440961111939905,"base":0.00003047752592354504,"lossdiff":-0.0007970015490865734,"trend":true,"rising":true},{"symbol":"TLT","date":"2026-03-03 05:00:00+00:00","y":0.00004403841198416827,"pred":0.00002948319512338673,"base":0.00003383528401043509,"lossdiff":0.05444179080328304,"trend":true,"rising":true},{"symbol":"TLT","date":"2026-03-10 04:00:00+00:00","y":0.0000529289118288477,"pred":0.00003176160354789524,"base":0.000038740331730443684,"lossdiff":0.10157193019979971,"trend":true,"rising":true},{"symbol":"TLT","date":"2026-03-17 04:00:00+00:00","y":0.00009599716069764413,"pred":0.00003452815026760207,"base":0.00003348560727683835,"lossdiff":-0.055901493498388355,"trend":false,"rising":true},{"symbol":"TLT","date":"2026-03-24 04:00:00+00:00","y":0.00007014434142565851,"pred":0.00004317155108006262,"base":0.000055556959295626125,"lossdiff":0.10998829686189815,"trend":false,"rising":true},{"symbol":"TLT","date":"2026-03-31 04:00:00+00:00","y":0.000009307636817445904,"pred":0.00004692679306704848,"base":0.00006577720648407965,"lossdiff":-0.2808432785751993,"trend":false,"rising":true},{"symbol":"TLT","date":"2026-04-08 04:00:00+00:00","y":0.000013604187378751125,"pred":0.000041601590377954474,"base":0.00005709451269239905,"lossdiff":-0.22783324827076434,"trend":false,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"TLT","date":"2025-12-17 05:00:00+00:00","y":0.000015377213739777137,"pred":0.00002951096584556397,"base":0.000023178826304446925,"lossdiff":0.09917409450898518,"trend":false,"rising":false},{"symbol":"TLT","date":"2025-12-24 05:00:00+00:00","y":0.000018592453613652582,"pred":0.000027530656436314176,"base":0.000023826992991890877,"lossdiff":0.039506903593835574,"trend":false,"rising":false},{"symbol":"TLT","date":"2026-01-02 05:00:00+00:00","y":0.000025056319785521077,"pred":0.00002629607818913996,"base":0.000018394650041547774,"lossdiff":-0.051938754765689765,"trend":false,"rising":false},{"symbol":"TLT","date":"2026-01-09 05:00:00+00:00","y":0.000016969944575021508,"pred":0.00002618485612182829,"base":0.000020968469627811126,"lossdiff":0.06093604572304301,"trend":false,"rising":false},{"symbol":"TLT","date":"2026-01-16 05:00:00+00:00","y":0.000054271397443550614,"pred":0.000024925592046960505,"base":0.000018998982928493078,"lossdiff":-0.4076962856606201,"trend":false,"rising":false},{"symbol":"TLT","date":"2026-01-26 05:00:00+00:00","y":0.000015832320324284215,"pred":0.00002877771445603859,"base":0.000028722528854436447,"lossdiff":0.00086245176518851,"trend":true,"rising":true},{"symbol":"TLT","date":"2026-02-02 05:00:00+00:00","y":0.00002441822110413391,"pred":0.000026921317048005283,"base":0.000028032495532094354,"lossdiff":-0.0044925792216119476,"trend":false,"rising":true},{"symbol":"TLT","date":"2026-02-09 05:00:00+00:00","y":0.000073947809643269,"pred":0.000026551573920358737,"base":0.00002787297086174756,"lossdiff":0.08346538163372585,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"TLT","date":"2025-10-21 04:00:00+00:00","y":0.000013477550796646897,"pred":0.00004066773652642956,"base":0.000027932264826883184,"lossdiff":0.22455072031185885,"trend":true,"rising":false},{"symbol":"TLT","date":"2025-10-28 04:00:00+00:00","y":0.000032642322856081574,"pred":0.000036809943805762106,"base":0.000026904791246379996,"lossdiff":-0.01300949377946381,"trend":true,"rising":false},{"symbol":"TLT","date":"2025-11-04 05:00:00+00:00","y":0.0000459347106761309,"pred":0.000036024312614935694,"base":0.00002976394551964767,"lossdiff":-0.077301129558494,"trend":true,"rising":false},{"symbol":"TLT","date":"2025-11-11 05:00:00+00:00","y":0.00002142121230477793,"pred":0.000037176551542189766,"base":0.000028397825437796774,"lossdiff":0.0912420983871094,"trend":true,"rising":false},{"symbol":"TLT","date":"2025-11-18 05:00:00+00:00","y":0.000012784546990001335,"pred":0.00003489401481104881,"base":0.000028368949158409326,"lossdiff":0.12274952061996558,"trend":false,"rising":false},{"symbol":"TLT","date":"2025-11-25 05:00:00+00:00","y":0.00004032182541502499,"pred":0.0000317926182333021,"base":0.000028195698206747935,"lossdiff":-0.04172906740359039,"trend":true,"rising":false},{"symbol":"TLT","date":"2025-12-03 05:00:00+00:00","y":0.00001476104144046766,"pred":0.00003295269537601604,"base":0.000030115573846483788,"lossdiff":0.0478305791249074,"trend":false,"rising":true},{"symbol":"TLT","date":"2025-12-10 05:00:00+00:00","y":0.000024847891372293716,"pred":0.000030340359520537846,"base":0.00002232215653756798,"lossdiff":0.012721394751979531,"trend":false,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"TLT","date":"2025-08-25 04:00:00+00:00","y":0.000030824238920423466,"pred":0.000050879135466961635,"base":0.000046407699211001217,"lossdiff":0.03361486888890752,"trend":true,"rising":false},{"symbol":"TLT","date":"2025-09-02 04:00:00+00:00","y":0.0001200637222291997,"pred":0.00004817818671863165,"base":0.00002812962347022044,"lossdiff":-1.238071165066767,"trend":false,"rising":false},{"symbol":"TLT","date":"2025-09-09 04:00:00+00:00","y":0.000020158979942009915,"pred":0.00005827185402564287,"base":0.000054775616368177793,"lossdiff":0.03979282382861449,"trend":true,"rising":true},{"symbol":"TLT","date":"2025-09-16 04:00:00+00:00","y":0.00003707971096667525,"pred":0.00005280787305651423,"base":0.00004914684466533697,"lossdiff":0.01954241347420904,"trend":true,"rising":true},{"symbol":"TLT","date":"2025-09-23 04:00:00+00:00","y":0.000017587445118659643,"pred":0.00005058619117878868,"base":0.00005203166301457708,"lossdiff":-0.0185152328527991,"trend":true,"rising":true},{"symbol":"TLT","date":"2025-09-30 04:00:00+00:00","y":0.000021205705763010897,"pred":0.000045965109531442094,"base":0.00004872246456413613,"lossdiff":-0.03214873041540223,"trend":true,"rising":true},{"symbol":"TLT","date":"2025-10-07 04:00:00+00:00","y":0.00005139919100353446,"pred":0.00004255106019259882,"base":0.000024007960447588928,"lossdiff":-0.36066204646946964,"trend":true,"rising":false},{"symbol":"TLT","date":"2025-10-14 04:00:00+00:00","y":0.00002153671742232773,"pred":0.0000438131324486786,"base":0.000031818013212970065,"lossdiff":0.13458766320641224,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"TLT","date":"2025-06-27 04:00:00+00:00","y":0.00005802382980179578,"pred":0.00007220749625588844,"base":0.000057536075232051755,"lossdiff":0.022225071485356906,"trend":true,"rising":false},{"symbol":"TLT","date":"2025-07-07 04:00:00+00:00","y":0.00006147771600728045,"pred":0.00007021917621002749,"base":0.000054837540445457155,"lossdiff":0.0016700797149731272,"trend":false,"rising":false},{"symbol":"TLT","date":"2025-07-14 04:00:00+00:00","y":0.000026696198392568375,"pred":0.00006906238531648384,"base":0.00005339472203573026,"lossdiff":0.14387203333814647,"trend":false,"rising":false},{"symbol":"TLT","date":"2025-07-21 04:00:00+00:00","y":0.000028497874220349173,"pred":0.00006312485574564884,"base":0.000042992593557181335,"lossdiff":0.17268381578698566,"trend":true,"rising":false},{"symbol":"TLT","date":"2025-07-28 04:00:00+00:00","y":0.00010393654188354657,"pred":0.000058238231576390415,"base":0.000043673904605498446,"lossdiff":-0.3073615390557034,"trend":true,"rising":false},{"symbol":"TLT","date":"2025-08-04 04:00:00+00:00","y":0.000013479750637370276,"pred":0.00006436688085011324,"base":0.00005515208262593614,"lossdiff":0.11951477156674173,"trend":true,"rising":false},{"symbol":"TLT","date":"2025-08-11 04:00:00+00:00","y":0.00004267406675337325,"pred":0.00005714964781090421,"base":0.00004315259128345859,"lossdiff":0.03872731716944777,"trend":true,"rising":false},{"symbol":"TLT","date":"2025-08-18 04:00:00+00:00","y":0.000025540437569714775,"pred":0.00005504792447111327,"base":0.000047147058373659816,"lossdiff":0.07718127259096619,"trend":false,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"TLT","date":"2025-04-30 04:00:00+00:00","y":0.00004126318678015581,"pred":0.00010361066629207663,"base":0.00016197232554092736,"lossdiff":-0.3032874528270675,"trend":false,"rising":true},{"symbol":"TLT","date":"2025-05-07 04:00:00+00:00","y":0.0000546804389326775,"pred":0.00009469310335297792,"base":0.00009911038877600097,"lossdiff":-0.01985656976745176,"trend":false,"rising":false},{"symbol":"TLT","date":"2025-05-14 04:00:00+00:00","y":0.0000903240302577594,"pred":0.00008891575860990132,"base":0.00006836581047036977,"lossdiff":-0.04253234483465107,"trend":false,"rising":false},{"symbol":"TLT","date":"2025-05-21 04:00:00+00:00","y":0.00006971955329093415,"pred":0.00008955517557305897,"base":0.00006298146235009073,"lossdiff":0.023538664173525348,"trend":false,"rising":false},{"symbol":"TLT","date":"2025-05-29 04:00:00+00:00","y":0.00006881796894817413,"pred":0.00008686188376040909,"base":0.00006399680231538171,"lossdiff":0.02242060152934755,"trend":false,"rising":false},{"symbol":"TLT","date":"2025-06-05 04:00:00+00:00","y":0.00006724898964618803,"pred":0.00008445024383386631,"base":0.0000708854978573863,"lossdiff":0.022712746505243686,"trend":false,"rising":false},{"symbol":"TLT","date":"2025-06-12 04:00:00+00:00","y":0.00006830471230676407,"pred":0.00008200051112909884,"base":0.00007402763553576392,"lossdiff":0.012574037582503195,"trend":true,"rising":false},{"symbol":"TLT","date":"2025-06-20 04:00:00+00:00","y":0.00002577263002708075,"pred":0.00007981904843247915,"base":0.0000685228060480151,"lossdiff":0.09936621629426412,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"TLT","date":"2025-03-04 05:00:00+00:00","y":0.000051603725635348426,"pred":0.00007643554117205161,"base":0.0000926726532357337,"lossdiff":-0.07433703636120192,"trend":true,"rising":true},{"symbol":"TLT","date":"2025-03-11 04:00:00+00:00","y":0.000033836009832054895,"pred":0.00007299380707934012,"base":0.00008899976305825401,"lossdiff":-0.1148936936042535,"trend":true,"rising":true},{"symbol":"TLT","date":"2025-03-18 04:00:00+00:00","y":0.00003503153713660513,"pred":0.00006735555740060837,"base":0.00006431576540010835,"lossdiff":0.02159891309403683,"trend":true,"rising":false},{"symbol":"TLT","date":"2025-03-25 04:00:00+00:00","y":0.00008127601824711737,"pred":0.00006284100249489308,"base":0.000049911875939423056,"lossdiff":-0.10468190523868692,"trend":true,"rising":false},{"symbol":"TLT","date":"2025-04-01 04:00:00+00:00","y":0.00029271093383986135,"pred":0.00006556652964486142,"base":0.000050436822712781456,"lossdiff":-1.0768379850602434,"trend":true,"rising":false},{"symbol":"TLT","date":"2025-04-08 04:00:00+00:00","y":0.00017765875215520227,"pred":0.00009905973185851312,"base":0.00011071362476390968,"lossdiff":0.07755760108602683,"trend":false,"rising":true},{"symbol":"TLT","date":"2025-04-15 04:00:00+00:00","y":0.00011186142273887555,"pred":0.00010951489842621051,"base":0.00014666931034469652,"lossdiff":-0.03337110530703136,"trend":false,"rising":true},{"symbol":"TLT","date":"2025-04-23 04:00:00+00:00","y":0.00006565819342977022,"pred":0.0001099115886223195,"base":0.00016587678174526414,"lossdiff":-0.2100212296670385,"trend":false,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"TLT","date":"2025-01-02 05:00:00+00:00","y":0.00003867144768978942,"pred":0.00007379002113601865,"base":0.0000603455507356796,"lossdiff":0.08437705228953085,"trend":false,"rising":false},{"symbol":"TLT","date":"2025-01-10 05:00:00+00:00","y":0.00006139015783227815,"pred":0.00006887119787007023,"base":0.00005880752985835462,"lossdiff":0.0054278989560945234,"trend":false,"rising":false},{"symbol":"TLT","date":"2025-01-17 05:00:00+00:00","y":0.0000678435389418319,"pred":0.00006781738981958887,"base":0.000057526286294064245,"lossdiff":-0.014386256975450706,"trend":false,"rising":false},{"symbol":"TLT","date":"2025-01-27 05:00:00+00:00","y":0.000025348528742430253,"pred":0.0000679492293812706,"base":0.000050473706865181144,"lossdiff":0.1681467221279611,"trend":false,"rising":false},{"symbol":"TLT","date":"2025-02-03 05:00:00+00:00","y":0.00006629528634526721,"pred":0.00006207179392413054,"base":0.00004831341830158243,"lossdiff":-0.053567602349785304,"trend":false,"rising":false},{"symbol":"TLT","date":"2025-02-10 05:00:00+00:00","y":0.0001325720004646375,"pred":0.00006246914438748048,"base":0.00005521937796545188,"lossdiff":-0.1552653465817908,"trend":true,"rising":false},{"symbol":"TLT","date":"2025-02-18 05:00:00+00:00","y":0.00009264709497934631,"pred":0.00007240432776117216,"base":0.00007301483862354172,"lossdiff":0.0023025406564300965,"trend":false,"rising":true},{"symbol":"TLT","date":"2025-02-25 05:00:00+00:00","y":0.00007917623115368379,"pred":0.00007576633066280288,"base":0.00007921572763292033,"lossdiff":0.0009832264725027073,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"selected":"10/50/calm=True","training_sweep":[["10/50/calm=False",0.040769539563653416],["10/50/calm=True",0.060535923033938524],["20/50/calm=False",-0.09232864472401343],["20/50/calm=True",-0.04411474452727052],["20/100/calm=False",-0.12312683030144145],["20/100/calm=True",-0.03627580543643471]],"holdout":{"0.0005":{"return":-5.966110831841542,"drawdown":-8.185524840189718,"win_rate":30.76923076923077,"closed_trades":13,"open_trades":0,"avg_win_pct":1.1972838355167497,"avg_loss_pct":-1.1997958809542595},"0.001":{"return":-8.37948356066183,"drawdown":-9.73311178352725,"win_rate":30.76923076923077,"closed_trades":13,"open_trades":0,"avg_win_pct":0.9954887567298139,"avg_loss_pct":-1.3979971358810759}},"buyhold":1.1067388096409392} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT&timeframe=1Day&feed=iex&adjustment=all

Sep7 06:02 required CLI command node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy sma-cross --fast1 --slow50 --days1095. CLI includes livepartialSep7, nofees/holdout; gross result cannot justifytrade. {"symbol":"SOL/USD","bars":743,"returnPct":21.727497755225045,"buyAndHoldPct":-33.12972972972973,"maxDrawdownPct":56.30237630807192,"winRate":18.181818181818183,"avgTradePct":-0.008369120736610862,"n":22} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"n":83,"mean_difference":-0.051918523801244204,"pointwise95":[-0.09570918902167133,-0.013054631915376199],"bonferroni_family95":[-0.1140479736440009,-0.0014009326130757995],"variance_ratio95":[0.7904130424966812,1.1315809564238934],"current_trend_up":false,"current_vol_rising":true} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT&timeframe=1Day&feed=iex&adjustment=all

Sep7 06:02 required CLI command node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy sma-cross --fast1 --slow50 --days1095. CLI includes livepartialSep7, nofees/holdout; gross result cannot justifytrade. {"symbol":"ETH/USD","bars":1096,"returnPct":290.2175951781191,"buyAndHoldPct":53.01521235568429,"maxDrawdownPct":36.81329078139201,"winRate":33.33333333333333,"avgTradePct":6.453516280896274,"n":21} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. {"bars":1173,"first":"2022-01-03 05:00:00+00:00","last":"2026-09-04 04:00:00+00:00","duplicates":0,"train_n":686,"train_qlike":{"rv20":-7.980074202030015,"rv60":-8.006195316602557,"ew94":-8.002435082436412,"ew97":-8.016288224222688,"har":-8.0161951705517},"selected":"ew97","har_coef":[-3.9258512314784935,-0.0015610627005320232,0.006769510891530717,0.5821922648535185],"smearing":1.2747584396961087,"holdout_n":83,"holdout_qlike_difference":-0.051918523801244204,"difference_ci95":[-0.09409589753914717,-0.014155245309306246],"realized_forecast_ratio":0.9412267761296543,"forecast_vol":0.094090585784625,"rv20":0.10074074941409826,"rv60":0.09628648915332011,"close":82.22,"atr14":0.6435714285714269,"sma20":82.114,"sma50":82.9294,"regimes":[{"trend_up":false,"vol_rising":false,"n":30,"realized_forecast_ratio":0.868886981301556,"mean_qlike_difference":-0.05416667864765593},{"trend_up":false,"vol_rising":true,"n":15,"realized_forecast_ratio":1.0111127561288873,"mean_qlike_difference":-0.06349223433092674},{"trend_up":true,"vol_rising":false,"n":22,"realized_forecast_ratio":1.0784974675513257,"mean_qlike_difference":-0.06868863781379538},{"trend_up":true,"vol_rising":true,"n":16,"realized_forecast_ratio":0.7903461634074291,"mean_qlike_difference":-0.01379397307538699}]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT&timeframe=1Day&feed=iex&adjustment=all

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"SPY","date":"2026-08-10 04:00:00+00:00","y":0.000018119926011031676,"pred":0.00009123505340190547,"base":0.00007515921979763311,"lossdiff":0.15135024783321782,"trend":true,"rising":false},{"symbol":"SPY","date":"2026-08-17 04:00:00+00:00","y":0.000029348083528960943,"pred":0.00006188047709610107,"base":0.00007166412608355657,"lossdiff":-0.08203773372366818,"trend":true,"rising":false},{"symbol":"SPY","date":"2026-08-24 04:00:00+00:00","y":0.000014347834211945683,"pred":0.00006558613889601788,"base":0.00006759030415303153,"lossdiff":-0.023613472727467055,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all