Stats

1. Across nine selected symbols, momentum20 and SMA20 distance correlate0.5921. They share price inputs and are not two independent confirmations. 2. Seventy completed daily returns yield HITI/HAIN0.1290,HITI/PLAY-0.0343,HITI/TLX0.1465; remaining pair correlations range-0.0413 to0.0962. 3. This short selected sample misses rare joint gaps and current CPI exposure. Conclusion: low ordinary correlation cannot justify filling the fund with unvalidated earnings/FDA positions. No new regime filter selected. Countercase: diverse business drivers may diversify normal returns; require longer event-conditioned covariance and standalone positive net edges before sizing a basket. Source https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all ; vector observations25085–25099.

Premises:1 Atentry-1, momentum20anddistancefromSMA20correlate.927172 in15trainingevents; two transforms are not independent evidence. 2 StandardizedtrainingOLS ofnetT5barrierreturn onmom20,MA distance,RV20,SPY>SMA200 yieldsR2.225275; coefficients perSD inpp .757688,-2.177770,-1.470071,-.928910,intercept-.480636. HoldoutRMSE3.184008pp versusconstant4.400283pp; improvedpredictionoflossesdoesnotcreatepositivecapitalexpectancy. N15/fourfeaturesisoverfit-prone;nosignificanceclaim. 3 Stock-upsubsettrain-2.476747%N4/test-12.291584%N4;bothuptrain-3.778566%N1/test-7.479860%N3. PostWebhelpcalendar2024training+8.058693%N4 butsameholdout-26.578284%N7. Conclusionnofilteradopted; fullsubsetmatrixsavedobservations,notselectedaftertest. Source https://runway.adityaperswal.workers.dev/data/stock-bars

Premises1 completedSep9ADSclose12.34>SMA20 11.70775>SMA50 11.2341;5sessionreturn13.73272%,20session2.83333%; RV20annual52.73489%.2 Last60dailyreturncorrSPY.210142,beta.841656 viaOLSslope; weaklinearassociationnotindependencefrommacro/binaryrisk.3 Fixed3/5/10momentumdiagnosticsallnegativetrain; default5positiveholdoutCIcross0. Conclusioncombinedtrend/momentum/volatilitydoesnotestablishPDUFArunupedge,nopromotedfilter. Counterexampleuptrendcanreflectanticipation;cannotseparatefromnewswithoutnotice-awareeventcohort. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLX,SPY&timeframe=1Day&feed=sip&adjustment=all ; non-overlappingeventcohortabsent, no multiple-variantwinnerselection.

Premises1 use onlypreentryindicators;greenexitstresspayoffsfromDARDEN06audit1832, source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DRI&timeframe=15Min&feed=sip&adjustment=all withSIPdaily.2 Positive20daymomentumtrainingN7mean-.56733%,testN4+1.53465%; trendSMA50positive trainN8-.18623%,testN3+1.43563%. Combinedtrend+momentumtrainN7-.56733%,testN3+1.43563%,latterCI[-.35844,3.07784]%.3 SPYabove200SMAtrainN7-.68158%,testN5+1.80542%; SPYbelowtrainN5+1.57002%,testN1-4.45028%. FavorabletestCIabove0inselectedN4/5groupsdoesnotestablishstablefilter:trainingdirectionreversesandmultiplecomparisonsunadjusted.4 ATR/cuttrainingmedian1.702676%:highvoltrainN6+.80897%,testN5+.98705%,testCI[-1.77498,2.75288]%;lowvoltestN1-.35844%notadistribution.5 CurrentSep9close209.42below20SMA219.0445and50SMA209.453,20day-4.33074%;notentrywindowSep17. Conclusionnoadoptedindicatorcombination,noholdoutrefit. ValiditysigninstabilityandsmallNblockcalibration; soundnessaffectedbyselectedevents/interdependence/currentvsfuturefundamentalregimes. Countercasetrueconditionaledgemayexist; requireprespecifiedprospectiveevents,notreweightingthese18.

Start state: $49.14 fund cash, $850.99 equity, no open/pending/closing positions. Goal: repeatable gains before a documented event; binding constraint is independent positive net payoff. 1 Date gate passes for September17 financials, first release minute unresolved; September14 conference and undated closing/other clinical news overlap. 2 Fundamental evidence improves: conditional combined runwayQ1 2028, with payment receipt and trial-cost sharing still unverified. 3 Price context is weak: close1.95 below20/50SMA,20day-9.30%, median turnover56.6k. 4 Frozen calendar test1997 fails training and six-event holdout; all18 historical entries fail the adopted1mturnover screen. 5 QuarterKelly0 is binding before49.14fundcap,212.7475positioncap or8.5099equityriskcap. Conclusion no proposal. Positive fundamental news alone cannot make all necessary gates true; the strongest counterexample is a new financing regime, which has no independently measured payoff cohort yet. Do not lower liquidity or cost assumptions to rescue it. Sources https://www.innate-pharma.com/media/all-press-releases/innate-pharma-releases-its-2026-financial-calendar ; https://www.sec.gov/Archives/edgar/data/1598599/000162828026057935/exhibit993.htm ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IPHA&timeframe=1Day&feed=sip&adjustment=all .

Premises1 primary event still pending, exact tested entry window, independent positive costed expectancy, executable risk and capital constraints must all pass. 2 LOVE final-session diagnostics: trendpositiveN6 mean.026658%, momentumpositiveN5 mean.019224%, markettrendpositiveN7 mean-.219100%; opposite groups positive but selected tiny samples, not an optimized filter. Current SPY765.96>SMA50 757.5966 whileLOVE belowSMA50 and20momentumnegative. This combination is not an independently validated conditional edge. All6fixedgroup figures observations18337–18342. 3 TLX/CPRT stronger tape cannot repair FDA first-news risk or a failed/missed earnings window. 4 Time-only LOVE meanCI crosseszero and fixed mandatory exits deteriorate; therefore no PROPOSE even though whole shares affordable. Strongcounterexample future independent event cohort could establish positive expectancy; do not infer all run-ups fail. No new parameter search. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all and daily panels18292–18299; primary upcoming source https://investor.lovesac.com/news-events/press-releases/detail/166/the-lovesac-company-announces-second-quarter-conference .

Premises1 indicators use only completedbar beforeentry: close>SMA50,20sessionreturn>0,SPYclose>SMA50, and stocktrend+momentum conjunction. All8train and8holdoutgroups recorded; unoptimized diagnostics, not separateindependenttests. 2 Holdoutgroups [{"N":11,"mean_pct":-2.922112663937392,"win_rate_pct":36.36363636363637,"avg_win_pct":2.829187284003626,"avg_loss_pct":6.208569777046545,"ci95_pct":[-6.438238271016298,0.35340030803703804],"quarterKelly":0,"split":"holdout","gate":"trend","flag":false},{"N":9,"mean_pct":-1.0936816874894673,"win_rate_pct":22.22222222222222,"avg_win_pct":0.6817739598587891,"avg_loss_pct":1.600954729588969,"ci95_pct":[-1.9009855593843938,-0.22550810477068367],"quarterKelly":0,"split":"holdout","gate":"trend","flag":true},{"N":10,"mean_pct":-2.2683090093165483,"win_rate_pct":40,"avg_win_pct":1.8949385108860906,"avg_loss_pct":5.043807356118307,"ci95_pct":[-5.251360306601313,0.39183858125622867],"quarterKelly":0,"split":"holdout","gate":"momentum","flag":false},{"N":10,"mean_pct":-1.9303284397551035,"win_rate_pct":20,"avg_win_pct":2.5502715060938597,"avg_loss_pct":3.050478426217344,"ci95_pct":[-4.921165789426624,0.4389641264631844],"quarterKelly":0,"split":"holdout","gate":"momentum","flag":true},{"N":5,"mean_pct":-1.2102136458877721,"win_rate_pct":60,"avg_win_pct":2.653899258268007,"avg_loss_pct":7.006383002121441,"ci95_pct":[-6.974044960067697,3.1836292103838466],"quarterKelly":0,"split":"holdout","gate":"market_trend","flag":false},{"N":15,"mean_pct":-2.395687084085177,"win_rate_pct":20,"avg_win_pct":1.57286642697602,"avg_loss_pct":3.3878254618504764,"ci95_pct":[-4.548472239078068,-0.6338772480641847],"quarterKelly":0,"split":"holdout","gate":"market_trend","flag":true},{"N":12,"mean_pct":-2.565411740106878,"win_rate_pct":41.66666666666667,"avg_win_pct":2.5350095116086546,"avg_loss_pct":6.208569777046545,"ci95_pct":[-5.8877158650114945,0.48208258579078334],"quarterKelly":0,"split":"holdout","gate":"both","flag":false},{"N":8,"mean_pct":-1.4001792011792469,"win_rate_pct":12.5,"avg_win_pct":0.005249497688808447,"avg_loss_pct":1.600954729588969,"ci95_pct":[-2.0952133076758988,-0.6845639310967544],"quarterKelly":0,"split":"holdout","gate":"both","flag":true}]. Allnegativecostedmean, even SPYweakgroup60%winrate loses1.2102%/event dueaveragewin2.6539vsaverage loss7.0064%; illustrates winratealonefails. Conjunction positivegroupN8mean-1.40018%,p12.5%; no choosingoppositegroupafterseeingdata. 3 CurrentSep8SPYabove50SMA while20momentumnegative; EATsame, TXRH/CBRLbelow50SMA andnegative20momentum. Mixedregime doesnotoverturn measurededge. Source https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all; 56datedeventobservations and groupobservationrecords. All gates require confirmedpendingevent, independentcostededge and actualexecution; none qualify. Strongest counterargument is differentunexaminedregime may work, requires newpreregisteredfuturetest not moreholdoutfiltersearch.

Start state: Catalyst cash49.14, equity850.99, no open/pending lots in supplied context and queried own ledger. Goal: costed run-up gains with exits before actual catalyst news. Binding constraint: credible actual-window payoff and gap-aware execution, not cash availability. Gate1 requires a still-pending primary documented catalyst and the complete issuer pipeline; three of ten historical dates were already resolved before entry. Gate2 requires the actual intended window: early T20/T6 lost1.8556% holdout, late T10/T2 gained3.6779% while crossing both early approvals. Gate3 requires credible independent odds: N2 and contaminated payoffs fail even though empirical late quarterKelly=.0917363. Gate4 tests tape/affordability: TLX and SRRK above20/50SMA, but SRRK57.42 exceeds fund49.14; TLX11.98 affordable yet no qualifying event edge. Gate5 risk: maxvenueposition212.7475, fund49.14, 1%equity8.5099; historical45.86%shock caps scenario notional18.5562, not a loss guarantee. Whole-share afterhours eligibility does not remove gap risk (RARE43.53% first-postbar decline). All gates must pass; zero do. Strongest counterargument: late-window positive returns merit a prospective separately defined risk-bearing study; they cannot be renamed safe pre-event returns. Prior DRI positive-but-uncertain earnings paper study remains separately frozen. Sources1481–82,1488,1495–96 and https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all ; dated source pairs in17167–88.

Premises1 primary date required: DRI Sep24BMO https://investor.darden.com/news/news-details/2026/Darden-Restaurants-to-Release-Fiscal-2027-First-Quarter-Results-on-September-24-2026/default.aspx ; PPIH Sep9BMO https://investors.permapipe.com/news/news-details/2026/Perma-Pipe-to-Report-Second-Quarter-2026-Results-and-Host-Investor-Conference-Call-on-Wednesday-September-9-2026/default.aspx ; WLTH Sep9AMC https://ir.wealthfront.com/node/7786/pdf ; MRK Sep21 goal https://www.merck.com/wp-content/uploads/sites/124/2026/08/MRK-06.30.2026-10Q-FINAL.pdf . 2 DRI fixed T5 entry startsSep17, so early purchase changes the tested window. Its close below20SMA/above50SMA is not a trained combined filter. 3 PPIH and WLTH pass affordability/positive prior-close screening but lack a remaining tested multi-session window; IEX price/volume are partial and closing quotes stale. 4 DRI holdout uncertainty crosses zero, training advance notices incomplete; MRK has no actual-window payoff sample. 5 Whole-share and fund/venue/risk limits apply only after edge qualification. Conclusion zero combined qualified candidates; a date or positive tape alone cannot substitute for all gates. Strongest counterexample: affordable one-session rallies occur; require a separate preregistered net rule, not inherited five-session odds.

Premises1 fixedT1barrier10bpfee+10bpslip study1158 useslaggedprice>SMA50,mom20>0,SPY>SMA200; nooptimizedthresholds.2 TrainingjointtrueN9mean-1.18342%,p11.111%;holdoutjointtrueN3mean-.509099%,p66.667%,W.852104%,L3.23150%,CI[-3.23150,.906283]%.3 Allobservedtrend/momentum/SPYfilterstateshavenegativemean;holdoutSPYfalseN0notmeasuredzero. Conclusionnegativeexpectancyacrosssmallcells; winrate66.7%cannotjustifyentry. Correlations/filtersnotindependentcorroborationusingthesame22events. CurrentAVOtrendandmomentumbothnegative. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVO,SPY ;allcellsobservations15318–15339.

Premises1 combinepriorclose>SMA50 AND20sessionmomentum>0, keepfixedT5barrierreturns. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SFIX,SPY&timeframe=1Day&feed=sip&adjustment=all .2 LOVEjointtrue trainingN5mean1.582%CI[-5.236,8.102]%, holdoutN0: zero rows mean UNAVAILABLE, not0% expectedreturn; JSONzero placeholdersnotobservedperformance. JointfalseholdoutN7samebaselineuncertainty.3 SFIXjointtrue trainN6mean.548%CI[-4.575,6.023]%,holdoutN4mean4.691%CI[-2.112,9.068]%; no independentfilteredge.4 BothcurrentjointfalsewhileSPYabove200; markettrendcannotoverrideissuertrend/date/netedge failures. Indicatorcorrelation/dayautocorr descriptiveLOVEcorrSPY.409/autocorr.0251,SFIX.386/- .0340; no causalallocation. Conclusion no optimizedfilter adopted; allfourfactorstwo-statecellsrecorded.

Premises1 exactSep28datepassedissuerverification https://www.egetis.com/mfn_news/egetis-therapeutics-to-participate-in-upcoming-investor-conferences-in-september/ ; firstdecisionminuteunconfirmed.2 Price>SMA50and20rowmomentumpositive (obs12356) passdescriptivejointtrend; freshnessfailsSep7OHLCmissing.3 Ruleoutofsample56tradesnegativeand18/18variantsnegative (analysis931).4 RangebasedcostedRR1.17<1.5 (932).5 CLI0foreignbars,venue/FXfeesunverified.6 Earlybinarynotboundedbystop (933). Conclusion overallentryFALSE; no weightedscorecancompensateforanecessarygatefailure. StrongcounterargumentcurrentpreFDAregimediffersfromhistoricaltrend; true,whichrequiresnewindependentvalidation ratherthangenericbacktesttransfer. Facts endatdateddisclosures/pricedata; FDAoutcome/USsales/runupdemandremainassumptions.

ResearchYahoocharts https://query1.finance.yahoo.com/v8/finance/chart/EGTX.ST , /ABVX,/4431.T,/0513.HK,/BTC-USD,/ETH-USD,/SOL-USD (fullURLsobs10133–45). ExcludedongoingSep8bars. EGTXlastvalidSep4SEK7.70aboveSMA50 6.751,20row+8.757%;SmaregiSep7JPY3485above3169.76,+8.906%;ABVXSep4USD114.79below125.153,-12.327%. 0513.HKSep7HKD.13above.1148,+8.333%,butdateunverified. CryptoSep7barabsent,latestcompleteavailableSep6,raw20rowreturnsBTC24.562/ETH31.500/SOL40.166% andSMA50 allbelowclose; stalehistorynotcurrenttape. Premises: trendaloneisdescriptive; exactdate/venueandneteventpayoffgatesfailindependently; conclusionnosignaladoption. Ratesare20observedrows,notassumed20calendardays; foreignFXanddifferentholidaysprecludenaiveranking. Countercasemomentumcouldcontinuethroughcalendar,requiresseparatecostedactualwindowtest; cannotborrowunrelatedcryptofundedge. No positive payoff probability assigned.

Source Sep4IEX https://runway.adityaperswal.workers.dev/data/stock-bars ; SMA10/20/50=35.454/35.91775/35.2768. Close34.945 isbelowallthree,20sessionreturn-3.77255%,yetSMA10still>SMA50. A laggingpositivecrossoverstate isnotfreshentrysignal andrecentpriceweakness doesnotprovefailure. FrozenSMA10/50genericbacktestlastentryMay13,notSep7; thereisno mandate-compatiblepre-eventsessionleft. Premises indicatorsmixdifferentlookbacks; conclusionnooptimisticpick-oneinterpretation. Counterargumentlongtrendmayresume; acceptpossibilitywithoutconvertingitintoPHocussuccessprobability. No newsubgroup search orfitonnowseenholdout; allocation0.

Frozen pre-entryclose>SMA50 andpositive20sessionreturn evaluatedwithcalendarT-5/T-2rule,fees5bp/slip10or25bpside. Undefined anyrequiredindicator excludesallfilteredsubgroups,includingneither;3train rowsineligible. Baseline13train/10test. At10bpslip trend/both identical:train4,+1.027424%,win25%;holdout5,+4.812912%,win60%,MTMDD3.502189%. Positive momentum train6,+4.323481%,win33.333%;holdout6,+3.580158%,win50%. Neithertrain4,+2.976194%,win75%;holdout4,-2.908878%,win75%,avgwin1.664604/avgloss7.583938%. High winfrequency concealslosstail. Filters are fixeddiagnostics,notpickedfromOOS;N4–6 cannotvalidatecurrentcombinedsignal. 40mode/split/filter/costoutputs recorded8493–8520 incl complete sweep; no extra optimization. Sep4 close38.28>SMA5037.6946 and20dmom+3.7961%,butbelowSMA2039.5215,so latest regimeisnotuniformlybullish. Counterargumenttrendfiltercouldhaveedge; needsnewindependentevents andcostuncertainty. Source https://runway.adityaperswal.workers.dev/data/stock-bars andissuerdates8020–8043; research/analyze.py .

Indicators use only priorclose at entry. Trend=close>SMA20>SMA50; highvol=ATR14/close above training-onlymedian3.0091043%. Training: trendfalse/lowvolN6 mean-.23825%,trendfalse/highvolN6 +5.82893%,trendtrue/lowvolN1 +1.85433%,trendtrue/highvolN0. Holdout all6highvol; trendfalseN3 mean-18.01258%,win0%;trendtrueN3 mean-3.94076%,win33.3333%. Thus currenttrendtrue/highvol regime has no training support; do not fit interactions or infer probabilities from emptycells. ATR/returncorr+.718389train versus-.034644holdout is descriptive and tiny-sample. SPYaboveSMA50 holdoutN5 mean-11.04040%,belowN1-10.65804%; broaderuptrend doesnotrescue. Correlated price indicators are not independent confirmations. Knownpreannounced2022windowN1+6.55701% excluded from cleantraining leavesN12+30.80863%,but currentfuturepreannouncementstatus not exhaustively proven. These diagnostics inspect holdout and cannot become newly validated filters. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=HAIN,SPY,XLP&timeframe=1Day&feed=iex&adjustment=all .