Notes

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"ETH/USD","timeframe":"1Hour","window":24,"vol_filter":false,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 13:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-93.97743331878617,"drawdown_pct":94.18788128305742,"n":481,"win_pct":15.176715176715177,"avg_win_pct":3.6007712560996206,"avg_loss_pct":1.2907609486331166,"quarter_kelly":0,"buyhold_pct":-7.090384444641751},"test":{"return_pct":-81.89028034254775,"drawdown_pct":85.08353487030223,"n":319,"win_pct":13.793103448275861,"avg_win_pct":2.9254984740164303,"avg_loss_pct":1.062788978518943,"quarter_kelly":0,"buyhold_pct":-20.250014360388313},"stress":{"return_pct":-97.3290736898029,"drawdown_pct":97.56714516278969,"n":319,"win_pct":9.717868338557993,"avg_win_pct":3.417045999876894,"avg_loss_pct":1.5995970310709158,"quarter_kelly":0,"buyhold_pct":-20.250014360388313}} 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":-8.184214931345902,"rv60":-8.217897662610872,"ew94":-8.246177436992308,"ew97":-8.244464967832904,"har":-8.247652804982023},"selected":"har","har_coef":[-2.3884576542745806,-0.0066887375103665825,0.24581321071558845,0.522556277726844],"smearing":1.3637100530539317,"holdout_n":83,"holdout_qlike_difference":-0.11559210573076222,"difference_ci95":[-0.2120218213761281,-0.02833282732191301],"realized_forecast_ratio":1.056381549395508,"forecast_vol":0.10465446515674141,"rv20":0.07932472286110316,"rv60":0.1250687404523659,"close":770.18,"atr14":5.476428571428561,"sma20":769.0065,"sma50":756.8224999999999,"regimes":[{"trend_up":false,"vol_rising":false,"n":5,"realized_forecast_ratio":1.7337683140531768,"mean_qlike_difference":-0.41758296624124397},{"trend_up":false,"vol_rising":true,"n":18,"realized_forecast_ratio":1.485417641028003,"mean_qlike_difference":-0.16410074407117595},{"trend_up":true,"vol_rising":false,"n":40,"realized_forecast_ratio":0.7705732586896122,"mean_qlike_difference":-0.11282640166718061},{"trend_up":true,"vol_rising":true,"n":20,"realized_forecast_ratio":0.5570057252555826,"mean_qlike_difference":-0.0019680242239326516}]} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"BTC/USD","timeframe":"1Hour","window":168,"vol_filter":true,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 13:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-67.22851233836953,"drawdown_pct":70.12404416263539,"n":198,"win_pct":24.242424242424242,"avg_win_pct":1.111314576386961,"avg_loss_pct":1.089329679796609,"quarter_kelly":0,"buyhold_pct":-5.796148198613182},"test":{"return_pct":-53.27668394673195,"drawdown_pct":53.32436421303937,"n":123,"win_pct":26.01626016260163,"avg_win_pct":1.0630043406605738,"avg_loss_pct":1.1972114295204213,"quarter_kelly":0,"buyhold_pct":-12.502556532743581},"stress":{"return_pct":-77.66322836856008,"drawdown_pct":77.66322836856014,"n":123,"win_pct":17.073170731707318,"avg_win_pct":0.8827516746820154,"avg_loss_pct":1.638757128624584,"quarter_kelly":0,"buyhold_pct":-12.502556532743581},"selected":true} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IWM","date":"2026-08-10 04:00:00+00:00","y":0.000018060612073979292,"pred":0.00014741364459025974,"base":0.00008836604274150512,"lossdiff":0.4298872592880656,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-08-17 04:00:00+00:00","y":0.00009310795271842438,"pred":0.00011501798086756623,"base":0.00008814561466462103,"lossdiff":0.01930906328789561,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-08-24 04:00:00+00:00","y":0.00005073643364904321,"pred":0.0001441638279976226,"base":0.0000936037465943518,"lossdiff":0.24178166747544694,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=iex&adjustment=all

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"BTC/USD","timeframe":"1Hour","window":168,"vol_filter":false,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 13:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-75.85737529239577,"drawdown_pct":79.17588256763557,"n":188,"win_pct":9.042553191489363,"avg_win_pct":3.2967167390424477,"avg_loss_pct":1.1428988548475782,"quarter_kelly":0,"buyhold_pct":-5.796148198613182},"test":{"return_pct":-36.66030810897163,"drawdown_pct":49.31876318758861,"n":96,"win_pct":14.583333333333334,"avg_win_pct":3.1150645239867303,"avg_loss_pct":1.0538611263969024,"quarter_kelly":0,"buyhold_pct":-12.502556532743581},"stress":{"return_pct":-64.39432196105496,"drawdown_pct":70.64247003663651,"n":96,"win_pct":11.458333333333332,"avg_win_pct":3.2325751782219534,"avg_loss_pct":1.5991701659560555,"quarter_kelly":0,"buyhold_pct":-12.502556532743581}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IWM","date":"2026-06-11 04:00:00+00:00","y":0.00012901897421288308,"pred":0.0002451574344743885,"base":0.000241756701082071,"lossdiff":0.0065658289443630835,"trend":true,"rising":true},{"symbol":"IWM","date":"2026-06-18 04:00:00+00:00","y":0.000053148030902753094,"pred":0.00020575358330368103,"base":0.00020473897502530465,"lossdiff":0.003663298386397784,"trend":true,"rising":true},{"symbol":"IWM","date":"2026-06-26 04:00:00+00:00","y":0.000023382198544129963,"pred":0.00017578636531983025,"base":0.00019015461784745361,"lossdiff":-0.06851737366932475,"trend":true,"rising":true},{"symbol":"IWM","date":"2026-07-06 04:00:00+00:00","y":0.00008202539187578813,"pred":0.00015532699427542183,"base":0.00016860751790321403,"lossdiff":-0.04044624214983017,"trend":true,"rising":true},{"symbol":"IWM","date":"2026-07-13 04:00:00+00:00","y":0.00001894232438151564,"pred":0.0001531428240473718,"base":0.00007189364888388861,"lossdiff":0.6163966057691184,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-07-20 04:00:00+00:00","y":0.00007127542499950126,"pred":0.00010045218491460527,"base":0.000044374486426046746,"lossdiff":-0.07966239117255292,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-07-27 04:00:00+00:00","y":0.00015164242481985817,"pred":0.00011114351040829484,"base":0.000048906334950233784,"lossdiff":-0.9153710999129645,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-08-03 04:00:00+00:00","y":0.00011160399676514522,"pred":0.0001423476611391114,"base":0.00008097139151916584,"lossdiff":-0.03011334775831287,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=iex&adjustment=all

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"BTC/USD","timeframe":"1Hour","window":72,"vol_filter":true,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 13:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-72.46529654087036,"drawdown_pct":74.23707733189975,"n":238,"win_pct":21.84873949579832,"avg_win_pct":1.290304579269205,"avg_loss_pct":1.0442281878342636,"quarter_kelly":0,"buyhold_pct":-5.796148198613182},"test":{"return_pct":-72.45130428538275,"drawdown_pct":72.47941721184124,"n":188,"win_pct":19.680851063829788,"avg_win_pct":0.8960599377252859,"avg_loss_pct":1.0660828626483716,"quarter_kelly":0,"buyhold_pct":-12.502556532743581},"stress":{"return_pct":-91.08316222893264,"drawdown_pct":91.08316222893264,"n":188,"win_pct":9.574468085106384,"avg_win_pct":0.9497327028698426,"avg_loss_pct":1.5146920522826326,"quarter_kelly":0,"buyhold_pct":-12.502556532743581}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IWM","date":"2026-04-15 04:00:00+00:00","y":0.0001285184694760566,"pred":0.00020961126993845335,"base":0.00023965653554595384,"lossdiff":-0.05708547401840036,"trend":true,"rising":true},{"symbol":"IWM","date":"2026-04-22 04:00:00+00:00","y":0.00004185293020997947,"pred":0.00020999016749248374,"base":0.00021040956038345573,"lossdiff":-0.00159794374624056,"trend":true,"rising":true},{"symbol":"IWM","date":"2026-04-29 04:00:00+00:00","y":0.00020071675251453818,"pred":0.00016382450963821362,"base":0.00011213130664629032,"lossdiff":-0.18569638396643828,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-05-06 04:00:00+00:00","y":0.00008186735222588426,"pred":0.00018810729487684795,"base":0.0001145895137911697,"lossdiff":0.21643229958670673,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-05-13 04:00:00+00:00","y":0.00027708987843994844,"pred":0.00017033586886089076,"base":0.00011323887610661468,"lossdiff":-0.4119509022637846,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-05-20 04:00:00+00:00","y":0.00011148545961415729,"pred":0.00019405611070491522,"base":0.00015038172834758764,"lossdiff":0.08812181569709665,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-05-28 04:00:00+00:00","y":0.0001095705983210884,"pred":0.00018685897346341828,"base":0.0001677898606986321,"lossdiff":0.04100029953742812,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-06-04 04:00:00+00:00","y":0.0004688808679530898,"pred":0.00017798776661818926,"base":0.00014500332215026964,"lossdiff":-0.3942856751634194,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=iex&adjustment=all

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"BTC/USD","timeframe":"1Hour","window":72,"vol_filter":false,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 13:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-82.93119494000251,"drawdown_pct":84.09741967177811,"n":252,"win_pct":9.126984126984127,"avg_win_pct":3.468936492417143,"avg_loss_pct":1.1037742877099777,"quarter_kelly":0,"buyhold_pct":-5.796148198613182},"test":{"return_pct":-66.38400085124225,"drawdown_pct":69.69371507625827,"n":176,"win_pct":13.068181818181818,"avg_win_pct":2.630630667392452,"avg_loss_pct":1.0856835433193035,"quarter_kelly":0,"buyhold_pct":-12.502556532743581},"stress":{"return_pct":-88.30701390988229,"drawdown_pct":88.65455810881882,"n":176,"win_pct":9.659090909090908,"avg_win_pct":2.84430637194478,"avg_loss_pct":1.6314457046418225,"quarter_kelly":0,"buyhold_pct":-12.502556532743581}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IWM","date":"2026-02-17 05:00:00+00:00","y":0.00007665435136720413,"pred":0.00020904245407285266,"base":0.00017591844575833064,"lossdiff":0.10347159688727459,"trend":true,"rising":true},{"symbol":"IWM","date":"2026-02-24 05:00:00+00:00","y":0.00014598448304817746,"pred":0.00016965926059475935,"base":0.00014845166179979988,"lossdiff":0.010608998382558354,"trend":true,"rising":true},{"symbol":"IWM","date":"2026-03-03 05:00:00+00:00","y":0.00022553310856564864,"pred":0.0001895687718248081,"base":0.00016808421165277174,"lossdiff":-0.03178307115077583,"trend":false,"rising":true},{"symbol":"IWM","date":"2026-03-10 04:00:00+00:00","y":0.00012383683859638322,"pred":0.00023076712227001656,"base":0.0001426000569372642,"lossdiff":0.14957568846723568,"trend":false,"rising":true},{"symbol":"IWM","date":"2026-03-17 04:00:00+00:00","y":0.0002455063701260491,"pred":0.00017835838874177894,"base":0.00014300219539435338,"lossdiff":-0.11938860016278241,"trend":false,"rising":true},{"symbol":"IWM","date":"2026-03-24 04:00:00+00:00","y":0.00043496594515864096,"pred":0.00022025108945770663,"base":0.00018521520008406463,"lossdiff":-0.2003216606088234,"trend":false,"rising":true},{"symbol":"IWM","date":"2026-03-31 04:00:00+00:00","y":0.00019088392393502068,"pred":0.0002519877165797337,"base":0.0002574605656116806,"lossdiff":-0.00538374386934759,"trend":false,"rising":true},{"symbol":"IWM","date":"2026-04-08 04:00:00+00:00","y":0.00008726990296410435,"pred":0.00021896044414052495,"base":0.00024879826945402355,"lossdiff":-0.07995233098655063,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=iex&adjustment=all

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"BTC/USD","timeframe":"1Hour","window":24,"vol_filter":true,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 13:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-88.85939935974068,"drawdown_pct":89.49325422734002,"n":385,"win_pct":16.103896103896105,"avg_win_pct":1.2020159133682884,"avg_loss_pct":0.9045906599452407,"quarter_kelly":0,"buyhold_pct":-5.796148198613182},"test":{"return_pct":-79.20785172319736,"drawdown_pct":79.20785172319731,"n":248,"win_pct":16.532258064516128,"avg_win_pct":0.9281056243927857,"avg_loss_pct":0.9376303500748127,"quarter_kelly":0,"buyhold_pct":-12.502556532743581},"stress":{"return_pct":-95.30472257463721,"drawdown_pct":95.3047225746372,"n":248,"win_pct":8.46774193548387,"avg_win_pct":0.9215200944298171,"avg_loss_pct":1.427050748116887,"quarter_kelly":0,"buyhold_pct":-12.502556532743581}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IWM","date":"2025-12-17 05:00:00+00:00","y":0.000055138714535817314,"pred":0.00018728696310715476,"base":0.0001671666971395038,"lossdiff":0.07821545206143199,"trend":true,"rising":true},{"symbol":"IWM","date":"2025-12-24 05:00:00+00:00","y":0.000059089528782848796,"pred":0.00015313668973998833,"base":0.00008546270040259393,"lossdiff":0.27770500649983987,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-01-02 05:00:00+00:00","y":0.00012081793596628422,"pred":0.0001284735104903037,"base":0.00007089877619396804,"lossdiff":-0.16920974305389613,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-01-09 05:00:00+00:00","y":0.00002975342097687375,"pred":0.00014929916089564287,"base":0.00008686762658832736,"lossdiff":0.39833942785540444,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-01-16 05:00:00+00:00","y":0.00018652148720132728,"pred":0.00011815330615596141,"base":0.00006619990006545607,"lossdiff":-0.6596057511285709,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-01-26 05:00:00+00:00","y":0.00006745428363628999,"pred":0.00016618138157326967,"base":0.00009904559323183355,"lossdiff":0.24236440282299476,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-02-02 05:00:00+00:00","y":0.00032746972742767874,"pred":0.0001433932488630763,"base":0.00010113678194519383,"lossdiff":-0.6050546721432246,"trend":true,"rising":false},{"symbol":"IWM","date":"2026-02-09 05:00:00+00:00","y":0.0001222282847680264,"pred":0.0002087363036445089,"base":0.00015279972981054247,"lossdiff":0.09758203471509841,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=iex&adjustment=all

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"BTC/USD","timeframe":"1Hour","window":24,"vol_filter":false,"train_start":"2025-01-08 00:00:00+00:00","test_start":"2026-01-04 13:00:00+00:00","end":"2026-09-07 05:00:00+00:00","train":{"return_pct":-95.67919554324037,"drawdown_pct":95.9491730398304,"n":498,"win_pct":12.650602409638553,"avg_win_pct":1.8453324548304153,"avg_loss_pct":0.9809065705999351,"quarter_kelly":0,"buyhold_pct":-5.796148198613182},"test":{"return_pct":-82.87011466814401,"drawdown_pct":84.59338496257158,"n":310,"win_pct":14.193548387096774,"avg_win_pct":2.06736093721163,"avg_loss_pct":0.990274179062364,"quarter_kelly":0,"buyhold_pct":-12.502556532743581},"stress":{"return_pct":-97.33340645251532,"drawdown_pct":97.3361720510767,"n":310,"win_pct":9.35483870967742,"avg_win_pct":2.3826052808159477,"avg_loss_pct":1.5206871016609853,"quarter_kelly":0,"buyhold_pct":-12.502556532743581}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IWM","date":"2025-10-21 04:00:00+00:00","y":0.0001095268800539739,"pred":0.00020244776011577923,"base":0.00017199842833579376,"lossdiff":0.0672195837049081,"trend":true,"rising":true},{"symbol":"IWM","date":"2025-10-28 04:00:00+00:00","y":0.0000965409980880049,"pred":0.00019057834936838782,"base":0.00018661461106296893,"lossdiff":0.010258170574367398,"trend":true,"rising":true},{"symbol":"IWM","date":"2025-11-04 05:00:00+00:00","y":0.00013388311319737167,"pred":0.0001868020896652977,"base":0.00019929689186957492,"lossdiff":-0.019812141811370587,"trend":false,"rising":true},{"symbol":"IWM","date":"2025-11-11 05:00:00+00:00","y":0.00024592562443827146,"pred":0.00020472493018462335,"base":0.00013408504041453488,"lossdiff":-0.20965979938634227,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-11-18 05:00:00+00:00","y":0.00038195470148345677,"pred":0.00020825048784129543,"base":0.00014646915394440555,"lossdiff":-0.4217097098388116,"trend":false,"rising":true},{"symbol":"IWM","date":"2025-11-25 05:00:00+00:00","y":0.00011734522561735235,"pred":0.00022929744808492607,"base":0.00021457610930177622,"lossdiff":0.031245457037394786,"trend":true,"rising":true},{"symbol":"IWM","date":"2025-12-03 05:00:00+00:00","y":0.00005694253438884697,"pred":0.0002017392200743742,"base":0.00021977716618411307,"lossdiff":-0.06247228275330663,"trend":true,"rising":true},{"symbol":"IWM","date":"2025-12-10 05:00:00+00:00","y":0.00011242432706835891,"pred":0.00017477170141783977,"base":0.00020054202148198194,"lossdiff":-0.054881687499431564,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=iex&adjustment=all

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"SOL/USD","timeframe":"1Day","window":100,"vol_filter":true,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":-14.152136702871122,"drawdown_pct":30.700941590224463,"n":7,"win_pct":42.857142857142854,"avg_win_pct":5.341287020373827,"avg_loss_pct":7.323961241691427,"quarter_kelly":0,"buyhold_pct":-10.40127824079402},"test":{"return_pct":-0.29631808085809097,"drawdown_pct":16.829969667120437,"n":4,"win_pct":25,"avg_win_pct":10.182380700007416,"avg_loss_pct":3.2682788934196747,"quarter_kelly":0.002317385484738095,"buyhold_pct":-22.646310432569972},"stress":{"return_pct":-2.660748750309431,"drawdown_pct":18.069024000076052,"n":4,"win_pct":25,"avg_win_pct":9.545507203487432,"avg_loss_pct":3.8580312133932226,"quarter_kelly":0,"buyhold_pct":-22.646310432569972}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IWM","date":"2025-08-25 04:00:00+00:00","y":0.00003348511365744359,"pred":0.00022795032842638842,"base":0.00021047222453875804,"lossdiff":0.0675754223562599,"trend":true,"rising":true},{"symbol":"IWM","date":"2025-09-02 04:00:00+00:00","y":0.000043829030224182223,"pred":0.00016890679775930366,"base":0.00016540034191515107,"lossdiff":0.015477156371945355,"trend":true,"rising":true},{"symbol":"IWM","date":"2025-09-09 04:00:00+00:00","y":0.00009112200755262659,"pred":0.0001628819211767055,"base":0.00017414499122008989,"lossdiff":-0.03068040483412915,"trend":true,"rising":true},{"symbol":"IWM","date":"2025-09-16 04:00:00+00:00","y":0.00013876307877534,"pred":0.00016747534257758616,"base":0.00012467065924225823,"lossdiff":0.010681681440011914,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-09-23 04:00:00+00:00","y":0.000051062149145273165,"pred":0.00019094031512993377,"base":0.00007679980755239814,"lossdiff":0.5133100204646013,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-09-30 04:00:00+00:00","y":0.00004581187486158104,"pred":0.00013245909186857424,"base":0.00008119406642435554,"lossdiff":0.2710615841359978,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-10-07 04:00:00+00:00","y":0.0003947305190175318,"pred":0.00012214294389145425,"base":0.00008168977758370524,"lossdiff":-1.1980947821846648,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-10-14 04:00:00+00:00","y":0.0001963891703187888,"pred":0.00020771258053723976,"base":0.00015759190544993156,"lossdiff":-0.024556500136951875,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=iex&adjustment=all

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"SOL/USD","timeframe":"1Day","window":100,"vol_filter":false,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":-2.8206493373769446,"drawdown_pct":30.01271330521986,"n":6,"win_pct":33.33333333333333,"avg_win_pct":6.460802495383756,"avg_loss_pct":3.7498712634648093,"quarter_kelly":0,"buyhold_pct":-10.40127824079402},"test":{"return_pct":19.923388475275296,"drawdown_pct":17.248302940622818,"n":4,"win_pct":25,"avg_win_pct":33.24932822590178,"avg_loss_pct":3.432597022140734,"quarter_kelly":0.04314285878864754,"buyhold_pct":-22.646310432569972},"stress":{"return_pct":17.079456012225236,"drawdown_pct":18.48112500874598,"n":4,"win_pct":25,"avg_win_pct":32.531645182518666,"avg_loss_pct":4.021773692756741,"quarter_kelly":0.039320029753764016,"buyhold_pct":-22.646310432569972}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IWM","date":"2025-06-27 04:00:00+00:00","y":0.00011400741780289597,"pred":0.00017365440081385176,"base":0.00009783283390167843,"lossdiff":0.06499711213696635,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-07-07 04:00:00+00:00","y":0.00008202055582447476,"pred":0.00015321566671149824,"base":0.00011137354297362284,"lossdiff":0.11783858427895488,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-07-14 04:00:00+00:00","y":0.00013802669807574144,"pred":0.00015176735378076708,"base":0.00011353801811377022,"lossdiff":-0.01601363369509201,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-07-21 04:00:00+00:00","y":0.00009901716001478947,"pred":0.00016813450081275768,"base":0.00011715352680122473,"lossdiff":0.1050039033624941,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-07-28 04:00:00+00:00","y":0.00021377264415187134,"pred":0.00016839019082970217,"base":0.00010826795792947547,"lossdiff":-0.26329516823054266,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-08-04 04:00:00+00:00","y":0.000008850433004426856,"pred":0.00018289597254859366,"base":0.0001332092645167193,"lossdiff":0.2989466847533766,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-08-11 04:00:00+00:00","y":0.0002890193354639533,"pred":0.00012851451289347358,"base":0.00011491673381170734,"lossdiff":-0.15427489259201188,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-08-18 04:00:00+00:00","y":0.00033024648553478037,"pred":0.00020642636212862025,"base":0.00015266489315876028,"lossdiff":-0.2616861591169286,"trend":true,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=iex&adjustment=all

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"SOL/USD","timeframe":"1Day","window":50,"vol_filter":true,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":-9.724226444103223,"drawdown_pct":30.85749644312614,"n":4,"win_pct":75,"avg_win_pct":4.17028742552645,"avg_loss_pct":20.15482586675412,"quarter_kelly":0,"buyhold_pct":-10.40127824079402},"test":{"return_pct":-36.27948245875854,"drawdown_pct":47.213972831243666,"n":13,"win_pct":7.6923076923076925,"avg_win_pct":10.182380700007405,"avg_loss_pct":4.436668604188146,"quarter_kelly":0,"buyhold_pct":-22.646310432569972},"stress":{"return_pct":-41.06084435072625,"drawdown_pct":50.7339145052392,"n":13,"win_pct":7.6923076923076925,"avg_win_pct":9.545507203487444,"avg_loss_pct":5.0223277495888095,"quarter_kelly":0,"buyhold_pct":-22.646310432569972}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IWM","date":"2025-04-30 04:00:00+00:00","y":0.00014994369513535586,"pred":0.0003394207135502071,"base":0.0009173445531326522,"lossdiff":-0.7159332866259023,"trend":false,"rising":true},{"symbol":"IWM","date":"2025-05-07 04:00:00+00:00","y":0.00033225574737791113,"pred":0.0003158170538601442,"base":0.0005780324449296901,"lossdiff":-0.12722024856468472,"trend":false,"rising":true},{"symbol":"IWM","date":"2025-05-14 04:00:00+00:00","y":0.00018718371001045955,"pred":0.00023540668144384082,"base":0.00021954049210486012,"lossdiff":0.01231237805033114,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-05-21 04:00:00+00:00","y":0.0001497416542887333,"pred":0.00021249130212232605,"base":0.00019293514157025607,"lossdiff":0.025118116956947212,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-05-29 04:00:00+00:00","y":0.00005984458151511834,"pred":0.00021151767677727895,"base":0.000204781201703115,"lossdiff":0.02305923545083921,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-06-05 04:00:00+00:00","y":0.00007336265526388529,"pred":0.00019298827155053808,"base":0.00018225642329805562,"lossdiff":0.034830900704779566,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-06-12 04:00:00+00:00","y":0.00012356466332592338,"pred":0.00015513386560525445,"base":0.00011753315026954918,"lossdiff":0.022753898526509886,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-06-20 04:00:00+00:00","y":0.00013455943550178657,"pred":0.00018172984628083173,"base":0.00010162838859841511,"lossdiff":-0.002398992536784661,"trend":true,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=iex&adjustment=all

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"SOL/USD","timeframe":"1Day","window":50,"vol_filter":false,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":0.4416485911265408,"drawdown_pct":34.296865299079414,"n":4,"win_pct":50,"avg_win_pct":9.362793638304339,"avg_loss_pct":7.822609053705021,"quarter_kelly":0.020562567168764603,"buyhold_pct":-10.40127824079402},"test":{"return_pct":-22.644633377880748,"drawdown_pct":46.991259464847765,"n":13,"win_pct":7.6923076923076925,"avg_win_pct":33.249328225901785,"avg_loss_pct":4.399960212022376,"quarter_kelly":0,"buyhold_pct":-22.646310432569972},"stress":{"return_pct":-28.449106040344724,"drawdown_pct":50.526052380768164,"n":13,"win_pct":7.6923076923076925,"avg_win_pct":32.53164518251867,"avg_loss_pct":4.985747956516338,"quarter_kelly":0,"buyhold_pct":-22.646310432569972},"selected":true} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IWM","date":"2025-03-04 05:00:00+00:00","y":0.0002100652967226324,"pred":0.0001999366617641352,"base":0.00015291331184582078,"lossdiff":-0.054965478142229074,"trend":false,"rising":true},{"symbol":"IWM","date":"2025-03-11 04:00:00+00:00","y":0.0002098771817890019,"pred":0.00022842684268792787,"base":0.00018097787977168297,"lossdiff":-0.00804911848396106,"trend":false,"rising":true},{"symbol":"IWM","date":"2025-03-18 04:00:00+00:00","y":0.00018883666557293745,"pred":0.00021920525164411853,"base":0.0002200543500646644,"lossdiff":-0.000542029987011361,"trend":false,"rising":true},{"symbol":"IWM","date":"2025-03-25 04:00:00+00:00","y":0.00011553459803536389,"pred":0.00021798522453748606,"base":0.00021568048299132288,"lossdiff":0.004965566337459926,"trend":false,"rising":true},{"symbol":"IWM","date":"2025-04-01 04:00:00+00:00","y":0.001507192127947204,"pred":0.0002544036392782862,"base":0.0001810784355299839,"lossdiff":-2.0590169528534483,"trend":false,"rising":true},{"symbol":"IWM","date":"2025-04-08 04:00:00+00:00","y":0.001766223558677231,"pred":0.0003882040127826758,"base":0.0005053601433361268,"lossdiff":0.7910100445499344,"trend":false,"rising":true},{"symbol":"IWM","date":"2025-04-15 04:00:00+00:00","y":0.0002936051121488761,"pred":0.0005351485751651249,"base":0.0008944467375581841,"lossdiff":-0.29327202058207025,"trend":false,"rising":true},{"symbol":"IWM","date":"2025-04-23 04:00:00+00:00","y":0.00010235741375729745,"pred":0.0003900774379527449,"base":0.0009206388492021686,"lossdiff":-0.7075006017293868,"trend":false,"rising":true}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=iex&adjustment=all

ComputedSep7 06:08UTC, diagnostic only; historical data inconsistencies and clock gaps. All metrics percent except Kellyfraction andn. {"symbol":"SOL/USD","timeframe":"1Day","window":20,"vol_filter":true,"train_start":"2025-06-18 00:00:00+00:00","test_start":"2026-01-04 00:00:00+00:00","end":"2026-09-06 00:00:00+00:00","train":{"return_pct":-2.5046726840043085,"drawdown_pct":29.832623456978645,"n":7,"win_pct":42.857142857142854,"avg_win_pct":7.992491507836998,"avg_loss_pct":6.110695365079306,"quarter_kelly":0,"buyhold_pct":-10.40127824079402},"test":{"return_pct":-22.177725014345842,"drawdown_pct":37.8015160133777,"n":12,"win_pct":16.666666666666664,"avg_win_pct":6.454644076231918,"avg_loss_pct":3.6485007011870496,"quarter_kelly":0,"buyhold_pct":-22.646310432569972},"stress":{"return_pct":-27.584032615497232,"drawdown_pct":41.77412650438844,"n":12,"win_pct":16.666666666666664,"avg_win_pct":5.830829815532116,"avg_loss_pct":4.236921004778331,"quarter_kelly":0,"buyhold_pct":-22.646310432569972}} https://runway.adityaperswal.workers.dev/data/crypto-bars

Measured Sep7 2026; source period ends Sep4. Methods/units in analyses555–564 and research_vol scripts. [{"symbol":"IWM","date":"2025-01-02 05:00:00+00:00","y":0.0001624443479316823,"pred":0.00018883846099354798,"base":0.0001744391490470505,"lossdiff":0.00830722027752362,"trend":false,"rising":false},{"symbol":"IWM","date":"2025-01-10 05:00:00+00:00","y":0.00010667448399894806,"pred":0.00019949521366783557,"base":0.00020426153793339958,"lossdiff":-0.011133549427272627,"trend":false,"rising":true},{"symbol":"IWM","date":"2025-01-17 05:00:00+00:00","y":0.0001085560528623632,"pred":0.0002031248916602116,"base":0.00021012713995015867,"lossdiff":-0.01608248056525241,"trend":false,"rising":true},{"symbol":"IWM","date":"2025-01-27 05:00:00+00:00","y":0.00006681512182210908,"pred":0.0001618691939804545,"base":0.00011334431315087855,"lossdiff":0.17964259136637928,"trend":false,"rising":false},{"symbol":"IWM","date":"2025-02-03 05:00:00+00:00","y":0.00009780702501918366,"pred":0.00014231426689466934,"base":0.00011112250165377566,"lossdiff":0.054492410656687085,"trend":false,"rising":false},{"symbol":"IWM","date":"2025-02-10 05:00:00+00:00","y":0.00005357130061707604,"pred":0.0001608537610744017,"base":0.00009496317092565098,"lossdiff":0.29592287517778004,"trend":false,"rising":false},{"symbol":"IWM","date":"2025-02-18 05:00:00+00:00","y":0.00020633213386630358,"pred":0.00012716732738805124,"base":0.000081687375080183,"lossdiff":-0.46074640435537795,"trend":true,"rising":false},{"symbol":"IWM","date":"2025-02-25 05:00:00+00:00","y":0.0002539427878807198,"pred":0.0001734533077026495,"base":0.0001061313953311681,"lossdiff":-0.43744897953365314,"trend":false,"rising":false}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=iex&adjustment=all