1. Seed91108, numpy50000 resamples per name of71 complete daily H/L/C ratios to each day's open; translate to Sep10 reference price. Diagnostic1ADR stop/3ADR target, stop first if both, otherwise close; assumed30bp each side. 2. Mean net HITI-0.7844%,HAIN-0.9210%,PLAY-0.9050%,TLX-0.6544%; target frequencies0/0/1.378/0%. 3. This is unconditional range analysis, not a catalyst backtest, holdout or executable 15-minute model. Entry/overnight gaps omitted, so TLX result cannot estimate FDA loss odds. A separate ASSUMED50% gap on full49.14 costs24.57,2.8872% account equity; full loss5.7745%. Conclusion: model does not defend inventing a last-day3R trade. Approved allocation0; no Kelly odds inferred from this uncalibrated simulation. More Monte Carlo paths do not enlarge71 empirical observations. Source https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all ; recorded vectors25095–25098 and pre91108/study.py.
paths_per_symbol50000
empirical_days71
HITI_mean_pct-0.78
HAIN_mean_pct-0.92
PLAY_mean_pct-0.91
TLX_mean_pct-0.65
PLAY_target_pct1.38
assumed_full_fund_gap_loss24.57
account_gap_risk_pct2.89
allocation0
CNXC91106 block Monte Carlo sizes the rejected edge at zero
Re-read recorded NumPy simulation1942, not rerun or refit. Premise1: seed2026091003 sampled six stressed event returns independently over50000 paths of10 events, initial49.14, descriptive raw quarter-Kelly .063805896. Premise2: mean49.352116, p05/median/p95=48.845875/49.352178/49.856086 and loss probability24.838%. Premise3: today's .674R partial-day mark has no finished event return and must not enter the resampling pool. Conclusion: approved size remains0 because negative training, CI crossing zero and netRR1.08023 fail independently. Validity is conditional on the frozen empirical sample; soundness does not extend to binary gaps, dependence, new regimes or a September profit forecast. Countercase prospective events may improve calibration; freeze and collect them instead of importing a favorable intraday mark. Source runway:query_research?fund=catalyst&analysisKind=simulation&symbol=EPM (1942); https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EPM&feed=sip&adjustment=all .
paths50000
events10
initial49.14
raw_fraction0.06
mean49.35
p0548.85
median49.35
p9549.86
loss_probability_pct24.84
approved_allocation0
TLX generic-return bootstrap cannot size the FDA deadline
Reuse1791/1682 without refit: NumPy seed2026090908 50000 bootstrap ten-event paths from selected time-only sample, hypothetical25% of49.14, mean51.17792,p05/50/95=47.38995/50.79397/56.33595,loss25.418%. Premise1 actual required-exit stress holdout loses. Premise2 no new independent sample changed distributions. Conclusion do not treat optimistic selected time-only bootstrap as executable sizing or22-day runway forecast; operational cash49.14 before external costs. Countercase independent costed event sample could justify a new simulation; presently unknown. Source https://runway.adityaperswal.workers.dev/data/stock-bars and journal1791. No rerun claimed.
paths_reused50000
loss_probability_pct25.42
hypothetical_mean51.18
allocation0
Preserve frozen simulation; one new paper outcome does not identify path odds
Reuse1734/1720/1682 NumPyseed2026090908 bootstrap50000paths of10selectedtimeonlyeventreturns, with1685capitalKellyunitcorrection. Hypothetical25%capital meanterminal51.17792 from49.14,5/50/95%=47.38995/50.79397/56.33595,lossprob25.418%. These10events are notremainingmonth opportunities; requiredcoststressedstop/targettestnegative. NewLOVEpaperunfinished at16:14data cutoff so no empiricaldistribution update. Counterexampleconditionalpositive mean would favor risk if independentlycredible, but simulationsaddnopopulationdataandnotvalidatevenueexits. Adoptedallocation0 gives49.14terminalbefore externalcosts; do not advertise hypotheticaltrade odds. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; reused analyses1734/1682/1685.
paths_reused50000
events10
hypothetical_mean_terminal51.18
hypothetical_loss_pct25.42
p0547.39
p5050.79
p9556.34
allocation0
cash49.14
Opening-run simulation review: no new information in repeated empirical paths
Premises1 NumPy seed2026090908 resamples10 empirical time-only holdout returns IID over10 sequential hypothetical events,50000 paths; unchanged costed distribution assumed, not a forecast of opportunities before month-end. 2 Results [{"fraction":0,"paths":50000,"events":10,"mean_terminal":49.14,"p5_median_p95":[49.14,49.14,49.14],"loss_probability":0},{"fraction":0.25,"paths":50000,"events":10,"mean_terminal":51.177919701116004,"p5_median_p95":[47.38994636127795,50.79396702919319,56.33595342800429],"loss_probability":0.25418},{"fraction":1,"paths":50000,"events":10,"mean_terminal":57.638766717979294,"p5_median_p95":[42.44925210219919,55.22701728414464,81.23420027623253],"loss_probability":0.26782}]. Positive mean is a real counterargument to reflexive cash, but one broad-market day dominates the empirical sample and the time-only variant lacks mandatory stop/target. Paths do not enlarge N10 or measure unseen jumps. 3 Binary quarterKelly=p-(1-p)/(W/L), divided4 gives.0439428 before uncertainty; as fraction of49.14 it is~2.16USD, less than one16.07USD share. Mandatory1.5ADR version pointfraction.0047135, cost-stress0. Adopted size0 due uncertain edge, not capital shortage. No monthly shortfall inserted into probabilities. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all ; primary dated pairs and samples1676–78/18186–18233.
sample10
paths50000
events10
initial_cash49.14
quarter_mean_terminal51.18
quarter_loss_pct25.42
full_mean_terminal57.64
full_loss_pct26.78
point_quarterKelly0.04
allocation0
Restaurant sizing Monte Carlo: positive allocations erode the cash book
Premises: actual closed RARE trade lost45.8600619% (query_trades fund=catalyst); a hypothetical ordinary event earns1.5% net. The 1.5% gain and independent per-event hazards0%,1%,5%,10% are assumptions, not a fitted return distribution or estimated FDA hazard. NumPy seed20260909 simulates50000 paths of10 events, fully reinvesting a hypothetical49.14. At5% assumed hazard, expected arithmetic return/event=-0.8680031%; terminal p5/median/p95=$16.2255/$57.0290/$57.0290, terminal loss frequency40.296%, p95 maximum drawdown69.8027%. Across10events expected number of shocks0.5; median profit hides severe left-tail damage. At1% hazard loss frequency9.472%; at10%64.868%. Break-even arithmetic hazard=.015/(.015+.458600619)=3.16723%; this threshold is sensitivity, not measured likelihood. Strongest counterargument: earlier exits could reduce hazard substantially and ordinary payoff may differ; selected10case sample cannot identify either sufficiently. Bootstrap or Monte Carlo cannot manufacture missing decision populations or executable quotes. Account riskbudget8.5099 divided by historical shock fraction yields notional18.5562, a scenario cap only, never a hard bound on future gaps. Operational allocation0 until actual-window costed edge and risk are calibrated. Source runway:query_trades?fund=catalyst and https://ir.ultragenyx.com/news-releases/news-release-details/ultragenyx-announces-phase-3-aspire-results-angelman-syndrome ; observations17355–58.
paths50000
events_per_path10
assumed_hazard0.05
assumed_ordinary_return_pct1.5
shock_pct-45.86
expected_return_pct-0.87
terminal_p516.23
terminal_median57.03
terminal_loss_pct40.3
drawdown_p95_pct69.8
break_even_hazard_pct3.17
allocation0
Darden event bootstrap: positive median is not a tail-risk bound
Source costed cash-return observations16251–56 from original DRI SEC releases and https://runway.adityperswal.workers.dev/data/stock-bars (URL spelling correction: https://runway.adityaperswal.workers.dev/data/stock-bars ). NumPy seed20260909 resamples six holdout whole-event returns with replacement into50000 ten-event paths, starting49.14 and hypothetically fully reinvesting at each event. Terminal p5/p50/p95=47.6642/53.8006/61.1115USD, terminal-loss frequency11.128%, p95 maximum drawdown7.4522%. Separate mean bootstrap CI[-0.8285,2.9660]% includes zero. This is conditional on the six observed outcomes being representative and independent; it cannot generate missing large gaps, regime shifts, taxes or actual execution failures. No actual capital allocated. Strongest counterexample is unobserved early news: prior RARE realized loss45.86% and6.44 listed-stop R, which this earnings bootstrap never samples. Do not interpret11.128% as calibrated live-loss probability or7.45% as worst loss. Simulation informs a research watch, not authorization; quarterKelly estimate0.073922 is overridden by evidence gates to0.