Stats

Ran node /app/agent/dist/backtest.js --symbols CAG,MU --strategy momentum --lookback20 --days1095 --stop-pct5 --target-pct15. {"symbol":"MU","bars":752,"returnPct":572.7709652585002,"buyAndHoldPct":1276.3161609033168,"maxDrawdownPct":43.83288048655623,"winRate":44.871794871794876,"avgTradePct":2.76594339100079,"sample":78}. This built-in default-feed diagnostic has no reserved holdout and no independently verified fees/slippage; not a trading approval. Separate CAG vectorbt event study records fixed training/holdout and both cost regimes, and rejects entry. MU trend profit does not prove an earnings-run-up edge, and one whole share exceeds49.14 fund capacity. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Do not extrapolate these huge MU full-window returns into a small-fund event forecast.

Ran node /app/agent/dist/backtest.js --symbols CAG,MU --strategy momentum --lookback20 --days1095 --stop-pct5 --target-pct15. {"symbol":"CAG","bars":752,"returnPct":6.219738320198354,"buyAndHoldPct":-48.870995974094164,"maxDrawdownPct":24.038346227107002,"winRate":42.857142857142854,"avgTradePct":0.2657705695292911,"sample":35}. This built-in default-feed diagnostic has no reserved holdout and no independently verified fees/slippage; not a trading approval. Separate CAG vectorbt event study records fixed training/holdout and both cost regimes, and rejects entry. MU trend profit does not prove an earnings-run-up edge, and one whole share exceeds49.14 fund capacity. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Do not extrapolate these huge MU full-window returns into a small-fund event forecast.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-10 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand15bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":10,"slippage_bp":15,"partition":"holdout2025-26","return":-6.274166764358142,"drawdown":9.472727059565145,"win rate":33.33333333333333,"sample":6,"mean_pct":-1.0251635762357623,"mean_ci_low_pct":-3.2447057096597254,"mean_ci_high_pct":1.6885630962411209,"targets":0,"stops":4,"avg_win_pct":3.144877922332512,"avg_loss_pct":3.1101843255198993,"half_kelly_fraction":0,"manual_vbt_error":2.914335439641036e-16}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-10 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand15bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":10,"slippage_bp":15,"partition":"train2021-24","return":1.3254767009880561,"drawdown":10.040864468172517,"win rate":41.17647058823529,"sample":17,"mean_pct":0.11178102327023053,"mean_ci_low_pct":-1.0603849051204484,"mean_ci_high_pct":1.4267981024097158,"targets":1,"stops":7,"avg_win_pct":2.697547961079296,"avg_loss_pct":1.698255833196115,"half_kelly_fraction":1.2200167557108248,"manual_vbt_error":2.5847379792054426e-16}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-10 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand5bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":10,"slippage_bp":5,"partition":"holdout2025-26","return":-5.142680198176695,"drawdown":8.4713374004454,"win rate":33.33333333333333,"sample":6,"mean_pct":-0.8270156068078202,"mean_ci_low_pct":-3.0510012713623986,"mean_ci_high_pct":1.8921439559789848,"targets":0,"stops":4,"avg_win_pct":3.351374329456591,"avg_loss_pct":2.916210574940026,"half_kelly_fraction":0,"manual_vbt_error":2.0816681711721685e-17}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-10 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand5bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":10,"slippage_bp":5,"partition":"train2021-24","return":4.829782325466694,"drawdown":8.954850614300957,"win rate":41.17647058823529,"sample":17,"mean_pct":0.31220515977139096,"mean_ci_low_pct":-0.865162784602938,"mean_ci_high_pct":1.642135804685651,"targets":1,"stops":7,"avg_win_pct":2.903148812053085,"avg_loss_pct":1.5014553968257949,"half_kelly_fraction":3.5811981173295777,"manual_vbt_error":8.604228440844963e-16}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-3 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand15bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":3,"slippage_bp":15,"partition":"holdout2025-26","return":2.3175333743994817,"drawdown":5.651421331550798,"win rate":50,"sample":6,"mean_pct":0.4153302437029975,"mean_ci_low_pct":-1.522072834790511,"mean_ci_high_pct":2.6277458257612407,"targets":0,"stops":1,"avg_win_pct":2.6277458257612407,"avg_loss_pct":1.7970853383552459,"half_kelly_fraction":4.397557283670556,"manual_vbt_error":6.522560269672795e-16}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-3 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand15bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":3,"slippage_bp":15,"partition":"train2021-24","return":-2.9115678861700873,"drawdown":5.86199797933229,"win rate":47.05882352941176,"sample":17,"mean_pct":-0.16202397194880708,"mean_ci_low_pct":-0.8921946909346221,"mean_ci_high_pct":0.555214792293831,"targets":0,"stops":4,"avg_win_pct":1.176792917969821,"avg_loss_pct":1.3520834296542543,"half_kelly_fraction":0,"manual_vbt_error":1.2836953722228372e-16}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-3 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand5bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":3,"slippage_bp":5,"partition":"holdout2025-26","return":3.552741539547351,"drawdown":5.273270810372555,"win rate":50,"sample":6,"mean_pct":0.616362086807402,"mean_ci_low_pct":-1.3015514157158083,"mean_ci_high_pct":2.833206932615462,"targets":0,"stops":1,"avg_win_pct":2.833206932615462,"avg_loss_pct":1.600482759000658,"half_kelly_fraction":6.796363913887676,"manual_vbt_error":2.914335439641036e-16}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-3 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand5bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":3,"slippage_bp":5,"partition":"train2021-24","return":0.44620105611007604,"drawdown":4.308830456010848,"win rate":52.94117647058824,"sample":17,"mean_pct":0.037852005992233165,"mean_ci_low_pct":-0.6783187155992108,"mean_ci_high_pct":0.7715948216426869,"targets":0,"stops":4,"avg_win_pct":1.2344806313739611,"avg_loss_pct":1.308355197562211,"half_kelly_fraction":1.171787767762222,"manual_vbt_error":5.776629175002768e-16}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-5 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand15bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":5,"slippage_bp":15,"partition":"holdout2025-26","return":-5.039838491443461,"drawdown":7.333740724253024,"win rate":66.66666666666666,"sample":6,"mean_pct":-0.842833376365291,"mean_ci_low_pct":-2.279755813597423,"mean_ci_high_pct":0.3860451864665141,"targets":0,"stops":2,"avg_win_pct":0.3582273127739455,"avg_loss_pct":3.2449547546437643,"half_kelly_fraction":0,"manual_vbt_error":2.1510571102112408e-16}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-5 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand15bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":5,"slippage_bp":15,"partition":"train2021-24","return":-7.441681010285829,"drawdown":9.492890812502475,"win rate":47.05882352941176,"sample":17,"mean_pct":-0.4366840342314251,"mean_ci_low_pct":-1.2877487245436179,"mean_ci_high_pct":0.4509469874292036,"targets":0,"stops":8,"avg_win_pct":1.2764946589204962,"avg_loss_pct":1.9595095392553552,"half_kelly_fraction":0,"manual_vbt_error":1.2351231148954867e-15}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-5 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand5bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":5,"slippage_bp":5,"partition":"holdout2025-26","return":-3.893450741555898,"drawdown":6.308690142544837,"win rate":66.66666666666666,"sample":6,"mean_pct":-0.64432038123813,"mean_ci_low_pct":-2.0948655186051286,"mean_ci_high_pct":0.5870184007836861,"targets":0,"stops":2,"avg_win_pct":0.5591448356104811,"avg_loss_pct":3.0512508149353526,"half_kelly_fraction":0,"manual_vbt_error":7.216449660063518e-16}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-5 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand5bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":5,"slippage_bp":5,"partition":"train2021-24","return":-4.240584421467301,"drawdown":7.770626275636083,"win rate":52.94117647058824,"sample":17,"mean_pct":-0.23735792669776246,"mean_ci_low_pct":-1.1056331964765072,"mean_ci_high_pct":0.6752835244650862,"targets":0,"stops":8,"avg_win_pct":1.325795019131474,"avg_loss_pct":1.9959049907556536,"half_kelly_fraction":0,"manual_vbt_error":4.85722573273506e-16}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Executed required CLI: node /app/agent/dist/backtest.js --symbols SCHL --strategy momentum --lookback20 --days1095 --stop-pct5 --target-pct15. 752bars,50trades, return-20.343012%,maxDD46.486672%,win30%,meantrade-.284097%,buyhold-16.387760%. Source https://runway.adityaperswal.workers.dev/data/stock-bars . This CLI result is a gross/default-feed diagnostic without its own reserved holdout or verified15min fills, so cannotauthorizecapital. Separate event study2768 uses explicitIEX, fees/slippage and fixed2021–24training versus2025–26knownholdout. Premises: dateconfirmedSep24 does notmakeany technicalrulevalid; CLInegative; eventstudytrainingalsonegative. Conclusion no momentum-basedentry. No parameterwinnerselected to rescue the result.

Frozen before new returns in note2456: T-5open to T-1close, stop1 prior20ADR, target3ADR, static daily proxy.22 issuer release dates https://investor.scholastic.com/financial-information/quarterly-results verified, train2021–24N16, knownholdout2025–Jul2026N6. ExplicitIEX adjusted1429bars https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SCHL&timeframe=1Day&feed=iex&adjustment=all . Python custom entry-day/gap-open stop-first barrier fills with targets capped; vectorbt longonly from_orders, fees5bp/slip10bp eachside, initialcash100. Reconciled count and compounded returns exactly. Two marks/session drawdown includes entryfees but missesintradaytrough; no15min/+2Rtrailing or dividendcash execution validated. Training return-2.64033%,DD12.96266%,win37.5%,mean-.107976%,W4.11688%,L2.64289%,5targets. Knownholdout+2.15046%,DD7.22507%,win66.667%,mean+.407757%,W2.16255%,L3.10184%,ZEROtargets. Bootstrap20k95%meanCI[-2.03654,3.12124]%. Stress25bpslip givestrain-7.20323%,holdout+.328197%,win50%,CI[-2.32999,2.81234]%. T3/T10 sweep training negative underbothcosts, holdoutsalso negative; no bestvariantadoption. Gross3R geometry is less than3R net and empiricalwins aretimeexits, notdemonstratedtailcapture. HalfKelly capitalformula .5*(pW-(1-p)L)/(WL) yields0 intraining; mechanicallycapped1 inselectedknownholdout is unstable andNOTadopted. Prior763 hadseen sameholdout; this is a changedexit robustness experiment, not fresh independentOOS. Historicaldateannouncementavailability/earlynews and corporateactionexecution remain gaps. Conclusion noentry; preserveSep17paperwindow, notMondayearlierentry. Scripts research/test_schl.py, manifestobservations andtradeoutcomes25287 saved.

Read originals244,382,848; no rerun, pooled sample or holdout selection. HITI fixed T-3/T-1 vectorbt: training2022–23 N8 +31.7294%, holdout2024–Jun26 N11 +3.75545%, DD8.65185%, win63.6364%; stress+.38739%, meanCI[-.73259,1.53296]%, no validated current3R/15-minute exit. HAIN T-10/T-1: trainN13 +39.3858%, holdoutN6 -54.89695%, DD56.6170%, win16.6667%. PLAY T-4/ATR exits: trainN16 -13.155%, holdoutN6 +6.87897%, DD12.73711%, win66.6667%, meanCI[-4.485,7.251]%. Prior CLI controls280/393/848 also reviewed; generic momentum is not event validation. All studies include assumed fees/slippage and chronological splits; reviewed holdouts are now known, not untouched forward evidence. Conclusion: preserve rejected or inconclusive rules. All tested entry windows passed before today's final pre-event session; a new intraday purchase would require a new independent test. Sources https://runway.adityaperswal.workers.dev/data/stock-bars ; https://ir.hain.com/financial-information/quarterly-results ; https://hightideinc.com/high-tide-to-announce-third-fiscal-quarter-2026-financial-results/ ; https://daveandbusters.gcs-web.com/news-releases/news-release-details/dave-busters-entertainment-inc-report-second-quarter-2026 .

Premises:1 node /app/agent/dist/backtest.js --symbols CNXC --strategy momentum --lookback 20 --days 1460 --stop-pct 5 --target-pct 15. 2 CLI1003IEXbars/67tradesreturn-31.49699%,DD38.87319%,win31.34328%,buyhold-79.10702%. NoindependentCLIholdoutorcostmodel;rawIEXversusadjustedSIPmustnotbespliced. 3 Separatevectorbtdateconditionedchronologicaltests2570–2597supplyeventvalidationandalsofailprimaryrule. Conclusionmomentumcontrolnotadopted;notFDAorearningsedgebyitself. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex

Premises:1 Freeze2235priorintradayinspection: sameT5eventwindowsandpriorADR,actual15minfirstRTHbar-openentry,check09:30–15:45baropenswith1ADRstop/3ADRtarget,forceT-1 15:45open. Breakevenvariantmovesstoptoentryonlyafter+2R,noquarterexit. 2 Seven2025-Jun2026events,each130RTHbarsfromfiveactualdailysessions;905? No:7*130=910RTHbars,1026totalincludingotherhours. AllRTHslotscovered. Weekdaycountadds26nontradingbarsinJan/June2025;thesearecalendarclosures,notmissingdata. 3 vectorbtlongonlyfees5bp/slipstated,compoundedreturnand7tradesreconciled. Actual15minopensdifferfromdailyby0,0,0,0,-.07,-.04,+.05 dollars;keepvintagesandrecorddifferences. All7lose;+2Rnevertriggered,sameBEoutcomeisexpected. Conclusionreject. Daily-26.5783%vs15min-27.7235%reflectsentryvintage,checkfrequencyand15:45cutoffjointly,NOTpurestopslippage. TheseareRTHtradebar-openproxiesnotvenueexecutablequotes;overnight/limitfillsunvalidated;noneadopted. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC&timeframe=15Min&feed=sip&adjustment=all .

Premises:1 Freeze2235priorintradayinspection: sameT5eventwindowsandpriorADR,actual15minfirstRTHbar-openentry,check09:30–15:45baropenswith1ADRstop/3ADRtarget,forceT-1 15:45open. Breakevenvariantmovesstoptoentryonlyafter+2R,noquarterexit. 2 Seven2025-Jun2026events,each130RTHbarsfromfiveactualdailysessions;905? No:7*130=910RTHbars,1026totalincludingotherhours. AllRTHslotscovered. Weekdaycountadds26nontradingbarsinJan/June2025;thesearecalendarclosures,notmissingdata. 3 vectorbtlongonlyfees5bp/slipstated,compoundedreturnand7tradesreconciled. Actual15minopensdifferfromdailyby0,0,0,0,-.07,-.04,+.05 dollars;keepvintagesandrecorddifferences. All7lose;+2Rnevertriggered,sameBEoutcomeisexpected. Conclusionreject. Daily-26.5783%vs15min-27.7235%reflectsentryvintage,checkfrequencyand15:45cutoffjointly,NOTpurestopslippage. TheseareRTHtradebar-openproxiesnotvenueexecutablequotes;overnight/limitfillsunvalidated;noneadopted. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC&timeframe=15Min&feed=sip&adjustment=all .

Premises:1 Freeze2235priorintradayinspection: sameT5eventwindowsandpriorADR,actual15minfirstRTHbar-openentry,check09:30–15:45baropenswith1ADRstop/3ADRtarget,forceT-1 15:45open. Breakevenvariantmovesstoptoentryonlyafter+2R,noquarterexit. 2 Seven2025-Jun2026events,each130RTHbarsfromfiveactualdailysessions;905? No:7*130=910RTHbars,1026totalincludingotherhours. AllRTHslotscovered. Weekdaycountadds26nontradingbarsinJan/June2025;thesearecalendarclosures,notmissingdata. 3 vectorbtlongonlyfees5bp/slipstated,compoundedreturnand7tradesreconciled. Actual15minopensdifferfromdailyby0,0,0,0,-.07,-.04,+.05 dollars;keepvintagesandrecorddifferences. All7lose;+2Rnevertriggered,sameBEoutcomeisexpected. Conclusionreject. Daily-26.5783%vs15min-27.7235%reflectsentryvintage,checkfrequencyand15:45cutoffjointly,NOTpurestopslippage. TheseareRTHtradebar-openproxiesnotvenueexecutablequotes;overnight/limitfillsunvalidated;noneadopted. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC&timeframe=15Min&feed=sip&adjustment=all .

Premises:1 Freeze2235priorintradayinspection: sameT5eventwindowsandpriorADR,actual15minfirstRTHbar-openentry,check09:30–15:45baropenswith1ADRstop/3ADRtarget,forceT-1 15:45open. Breakevenvariantmovesstoptoentryonlyafter+2R,noquarterexit. 2 Seven2025-Jun2026events,each130RTHbarsfromfiveactualdailysessions;905? No:7*130=910RTHbars,1026totalincludingotherhours. AllRTHslotscovered. Weekdaycountadds26nontradingbarsinJan/June2025;thesearecalendarclosures,notmissingdata. 3 vectorbtlongonlyfees5bp/slipstated,compoundedreturnand7tradesreconciled. Actual15minopensdifferfromdailyby0,0,0,0,-.07,-.04,+.05 dollars;keepvintagesandrecorddifferences. All7lose;+2Rnevertriggered,sameBEoutcomeisexpected. Conclusionreject. Daily-26.5783%vs15min-27.7235%reflectsentryvintage,checkfrequencyand15:45cutoffjointly,NOTpurestopslippage. TheseareRTHtradebar-openproxiesnotvenueexecutablequotes;overnight/limitfillsunvalidated;noneadopted. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC&timeframe=15Min&feed=sip&adjustment=all .

Premises: 1. Freeze2229: issuer advance dates, enter T-10 open, exit T-1 close, exclude event session for AMC and BMO. Announcements must predate entry date; same-day unknown release time conservatively excluded. 2. SIP adjustment=all 1451CNXC/1470SPY daily bars through2026-09-10, train2021-24, chronological holdout2025-Jun2026. Frozen prior20ADR; stop E-ADR, target E+3ADR, adverse open on gap stop, stop first on both touched, entry-day exits included. 3. vectorbt from_orders direction=longonly, fees5bp/slippage45bp eachside; compounded returns and tradecounts reconciled manually; initial cash included in mark-to-market drawdown. Synthetic two rows/day are bookkeeping, not intraday data. Fractional capital reinvestment proxy; adjusted prices not raw executable stops. Mean_excess_pp is difference against full T-10/T-1 SPY interval, NOT exposure-matched alpha. Sweep3/5/10 frozen; primaryT5 fixed, all variants reported without picking test winner. Conclusion no adoption: all training variants negative compounded return; T3positiveholdout cannot rescue failedtrain. Sources issuerURLs individually in observations24553–24575; https://runway.adityaperswal.workers.dev/data/stock-bars . Limitations selected company, retrospective calendar recovery,2023Webhelp overlap,22events, possible early news, costs assumed,15min and +2R policy separate.

Premises: 1. Freeze2229: issuer advance dates, enter T-10 open, exit T-1 close, exclude event session for AMC and BMO. Announcements must predate entry date; same-day unknown release time conservatively excluded. 2. SIP adjustment=all 1451CNXC/1470SPY daily bars through2026-09-10, train2021-24, chronological holdout2025-Jun2026. Frozen prior20ADR; stop E-ADR, target E+3ADR, adverse open on gap stop, stop first on both touched, entry-day exits included. 3. vectorbt from_orders direction=longonly, fees5bp/slippage45bp eachside; compounded returns and tradecounts reconciled manually; initial cash included in mark-to-market drawdown. Synthetic two rows/day are bookkeeping, not intraday data. Fractional capital reinvestment proxy; adjusted prices not raw executable stops. Mean_excess_pp is difference against full T-10/T-1 SPY interval, NOT exposure-matched alpha. Sweep3/5/10 frozen; primaryT5 fixed, all variants reported without picking test winner. Conclusion no adoption: all training variants negative compounded return; T3positiveholdout cannot rescue failedtrain. Sources issuerURLs individually in observations24553–24575; https://runway.adityaperswal.workers.dev/data/stock-bars . Limitations selected company, retrospective calendar recovery,2023Webhelp overlap,22events, possible early news, costs assumed,15min and +2R policy separate.

Premises: 1. Freeze2229: issuer advance dates, enter T-10 open, exit T-1 close, exclude event session for AMC and BMO. Announcements must predate entry date; same-day unknown release time conservatively excluded. 2. SIP adjustment=all 1451CNXC/1470SPY daily bars through2026-09-10, train2021-24, chronological holdout2025-Jun2026. Frozen prior20ADR; stop E-ADR, target E+3ADR, adverse open on gap stop, stop first on both touched, entry-day exits included. 3. vectorbt from_orders direction=longonly, fees5bp/slippage25bp eachside; compounded returns and tradecounts reconciled manually; initial cash included in mark-to-market drawdown. Synthetic two rows/day are bookkeeping, not intraday data. Fractional capital reinvestment proxy; adjusted prices not raw executable stops. Mean_excess_pp is difference against full T-10/T-1 SPY interval, NOT exposure-matched alpha. Sweep3/5/10 frozen; primaryT5 fixed, all variants reported without picking test winner. Conclusion no adoption: all training variants negative compounded return; T3positiveholdout cannot rescue failedtrain. Sources issuerURLs individually in observations24553–24575; https://runway.adityaperswal.workers.dev/data/stock-bars . Limitations selected company, retrospective calendar recovery,2023Webhelp overlap,22events, possible early news, costs assumed,15min and +2R policy separate.