Stats

Premises:1 Signal at close must fill next open.2 Holdout results cannot be selected for an option payoff.3 Stops are not part of this fixed-horizon stock diagnostic. Frozen note963: negative5day return AND belowSMA50 AND RV20>RV60; enter nextopen,exit10sessions later atopen; neighboring5/20sessions sensitivity. Nonoverlapping trades, no incomplete terminal trades,2022-25 train/2026 holdout. vectorbt from_signals explicit openprice, fees5bp and slippage10bp each side,1000 normalized all-in equity; dailyclose marking misses intraday drawdown. Trade count and p include netcosts; no new stock proposal authorized by this test. Primary train {"s":"ETHA","period":"train","hold":10,"ret":-18.561335666821652,"dd":37.46929896330313,"n":7,"p":0.2857142857142857,"W":21.461569113206465,"L":10.58598380889804}; holdout {"s":"ETHA","period":"test","hold":10,"ret":-6.68877159121663,"dd":19.478436600718585,"n":5,"p":0.4,"W":6.4743335564674735,"L":6.020303360610795}. All variants [{"s":"ETHA","period":"train","hold":5,"ret":-25.562193490640723,"dd":32.03147412279197,"n":11,"p":0.36363636363636365,"W":6.206794060550501,"L":7.187205849313457},{"s":"ETHA","period":"train","hold":10,"ret":-18.561335666821652,"dd":37.46929896330313,"n":7,"p":0.2857142857142857,"W":21.461569113206465,"L":10.58598380889804},{"s":"ETHA","period":"train","hold":20,"ret":-39.51124652014087,"dd":41.98484541365365,"n":3,"p":0.3333333333333333,"W":1.0332658432881199,"L":22.63106148770346},{"s":"ETHA","period":"test","hold":5,"ret":-3.2961577615080726,"dd":19.478436600718585,"n":6,"p":0.5,"W":6.012629940539893,"L":6.598800853676225},{"s":"ETHA","period":"test","hold":10,"ret":-6.68877159121663,"dd":19.478436600718585,"n":5,"p":0.4,"W":6.4743335564674735,"L":6.020303360610795},{"s":"ETHA","period":"test","hold":20,"ret":-7.918832897150287,"dd":19.65024647994891,"n":3,"p":0.3333333333333333,"W":2.5189894877493186,"L":5.093602022941892}]. ETHA/IBIT shorter inception histories. Training loses or holdout uncertainty/smallN prevents independent robustedge; positive isolated variants are not adopted. Actual optionholdout0; a bearish stock-regime/rebound test neither prices a put nor validates a call. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=ETHA&timeframe=1Day&feed=sip&adjustment=all ; research/analyze.py. CLI XLF mean-reversion separately gross+3.244%,DD1.622%,N7,win85.714%,251bars; audited sameclosefill/no explicitcosts/--exit ignored, not validation.

Premises:1 Signal at close must fill next open.2 Holdout results cannot be selected for an option payoff.3 Stops are not part of this fixed-horizon stock diagnostic. Frozen note963: negative5day return AND belowSMA50 AND RV20>RV60; enter nextopen,exit10sessions later atopen; neighboring5/20sessions sensitivity. Nonoverlapping trades, no incomplete terminal trades,2022-25 train/2026 holdout. vectorbt from_signals explicit openprice, fees5bp and slippage10bp each side,1000 normalized all-in equity; dailyclose marking misses intraday drawdown. Trade count and p include netcosts; no new stock proposal authorized by this test. Primary train {"s":"IBIT","period":"train","hold":10,"ret":0.5832857192442361,"dd":21.45637448712352,"n":12,"p":0.5833333333333334,"W":6.2604144636981145,"L":7.781622922396628}; holdout {"s":"IBIT","period":"test","hold":10,"ret":-19.019164659913827,"dd":23.36184225424448,"n":5,"p":0.2,"W":2.6410824237620987,"L":5.597642507022194}. All variants [{"s":"IBIT","period":"train","hold":5,"ret":-30.271235864765444,"dd":40.45405779057841,"n":18,"p":0.4444444444444444,"W":3.1594125917757094,"L":5.80941507107237},{"s":"IBIT","period":"train","hold":10,"ret":0.5832857192442361,"dd":21.45637448712352,"n":12,"p":0.5833333333333334,"W":6.2604144636981145,"L":7.781622922396628},{"s":"IBIT","period":"train","hold":20,"ret":-0.2798378194675024,"dd":31.79948007519464,"n":8,"p":0.375,"W":11.279164681989345,"L":5.931744774166906},{"s":"IBIT","period":"test","hold":5,"ret":-14.58836941773194,"dd":23.20986456833157,"n":7,"p":0.42857142857142855,"W":5.36323265090263,"L":7.482914317306574},{"s":"IBIT","period":"test","hold":10,"ret":-19.019164659913827,"dd":23.36184225424448,"n":5,"p":0.2,"W":2.6410824237620987,"L":5.597642507022194},{"s":"IBIT","period":"test","hold":20,"ret":-15.880756766022635,"dd":19.71089002836447,"n":3,"p":0.3333333333333333,"W":0.05861799156909467,"L":8.313543453648995}]. ETHA/IBIT shorter inception histories. Training loses or holdout uncertainty/smallN prevents independent robustedge; positive isolated variants are not adopted. Actual optionholdout0; a bearish stock-regime/rebound test neither prices a put nor validates a call. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=sip&adjustment=all ; research/analyze.py. CLI XLF mean-reversion separately gross+3.244%,DD1.622%,N7,win85.714%,251bars; audited sameclosefill/no explicitcosts/--exit ignored, not validation.

Premises:1 Signal at close must fill next open.2 Holdout results cannot be selected for an option payoff.3 Stops are not part of this fixed-horizon stock diagnostic. Frozen note963: negative5day return AND belowSMA50 AND RV20>RV60; enter nextopen,exit10sessions later atopen; neighboring5/20sessions sensitivity. Nonoverlapping trades, no incomplete terminal trades,2022-25 train/2026 holdout. vectorbt from_signals explicit openprice, fees5bp and slippage10bp each side,1000 normalized all-in equity; dailyclose marking misses intraday drawdown. Trade count and p include netcosts; no new stock proposal authorized by this test. Primary train {"s":"FXI","period":"train","hold":10,"ret":-15.081082584587307,"dd":34.42910155795327,"n":22,"p":0.4090909090909091,"W":5.270056077109038,"L":4.495965049074303}; holdout {"s":"FXI","period":"test","hold":10,"ret":-8.746217322893516,"dd":16.696889109724232,"n":7,"p":0.2857142857142857,"W":2.4137543689579655,"L":2.704313626045877}. All variants [{"s":"FXI","period":"train","hold":5,"ret":-4.306351071054086,"dd":24.77884708115593,"n":33,"p":0.45454545454545453,"W":3.9113312622623386,"L":3.305440041519718},{"s":"FXI","period":"train","hold":10,"ret":-15.081082584587307,"dd":34.42910155795327,"n":22,"p":0.4090909090909091,"W":5.270056077109038,"L":4.495965049074303},{"s":"FXI","period":"train","hold":20,"ret":32.04882769528865,"dd":33.769953221466366,"n":16,"p":0.5,"W":9.096876340204782,"L":4.60751052657901},{"s":"FXI","period":"test","hold":5,"ret":1.7175206943662487,"dd":8.485142674426882,"n":12,"p":0.5833333333333334,"W":2.7259620773201365,"L":3.3232438241887325},{"s":"FXI","period":"test","hold":10,"ret":-8.746217322893516,"dd":16.696889109724232,"n":7,"p":0.2857142857142857,"W":2.4137543689579655,"L":2.704313626045877},{"s":"FXI","period":"test","hold":20,"ret":-5.347652186637367,"dd":17.469230758759657,"n":5,"p":0.4,"W":4.259205492398713,"L":4.489982858901947}]. ETHA/IBIT shorter inception histories. Training loses or holdout uncertainty/smallN prevents independent robustedge; positive isolated variants are not adopted. Actual optionholdout0; a bearish stock-regime/rebound test neither prices a put nor validates a call. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FXI&timeframe=1Day&feed=sip&adjustment=all ; research/analyze.py. CLI XLF mean-reversion separately gross+3.244%,DD1.622%,N7,win85.714%,251bars; audited sameclosefill/no explicitcosts/--exit ignored, not validation.

Premises:1 Signal at close must fill next open.2 Holdout results cannot be selected for an option payoff.3 Stops are not part of this fixed-horizon stock diagnostic. Frozen note963: negative5day return AND belowSMA50 AND RV20>RV60; enter nextopen,exit10sessions later atopen; neighboring5/20sessions sensitivity. Nonoverlapping trades, no incomplete terminal trades,2022-25 train/2026 holdout. vectorbt from_signals explicit openprice, fees5bp and slippage10bp each side,1000 normalized all-in equity; dailyclose marking misses intraday drawdown. Trade count and p include netcosts; no new stock proposal authorized by this test. Primary train {"s":"EWJ","period":"train","hold":10,"ret":-10.069275533680367,"dd":21.021798073020637,"n":19,"p":0.5789473684210527,"W":2.3485011394675106,"L":4.388808404232332}; holdout {"s":"EWJ","period":"test","hold":10,"ret":15.09191833882411,"dd":4.9920184070356255,"n":4,"p":0.75,"W":5.133291198421784,"L":0.8940181005838708}. All variants [{"s":"EWJ","period":"train","hold":5,"ret":-6.243542550486166,"dd":16.802846605605094,"n":26,"p":0.5,"W":2.529138268529298,"L":2.9083575594069275},{"s":"EWJ","period":"train","hold":10,"ret":-10.069275533680367,"dd":21.021798073020637,"n":19,"p":0.5789473684210527,"W":2.3485011394675106,"L":4.388808404232332},{"s":"EWJ","period":"train","hold":20,"ret":17.046293391412984,"dd":12.217748879943425,"n":15,"p":0.6666666666666666,"W":4.770580412602823,"L":5.862240150737417},{"s":"EWJ","period":"test","hold":5,"ret":0.7574696427833487,"dd":7.507624331275375,"n":5,"p":0.4,"W":2.673696436697758,"L":1.4852919934047515},{"s":"EWJ","period":"test","hold":10,"ret":15.09191833882411,"dd":4.9920184070356255,"n":4,"p":0.75,"W":5.133291198421784,"L":0.8940181005838708},{"s":"EWJ","period":"test","hold":20,"ret":12.612497132293992,"dd":6.082102570066262,"n":3,"p":1,"W":4.122085005941915,"L":null}]. ETHA/IBIT shorter inception histories. Training loses or holdout uncertainty/smallN prevents independent robustedge; positive isolated variants are not adopted. Actual optionholdout0; a bearish stock-regime/rebound test neither prices a put nor validates a call. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EWJ&timeframe=1Day&feed=sip&adjustment=all ; research/analyze.py. CLI XLF mean-reversion separately gross+3.244%,DD1.622%,N7,win85.714%,251bars; audited sameclosefill/no explicitcosts/--exit ignored, not validation.

Premises:1 Signal at close must fill next open.2 Holdout results cannot be selected for an option payoff.3 Stops are not part of this fixed-horizon stock diagnostic. Frozen note963: negative5day return AND belowSMA50 AND RV20>RV60; enter nextopen,exit10sessions later atopen; neighboring5/20sessions sensitivity. Nonoverlapping trades, no incomplete terminal trades,2022-25 train/2026 holdout. vectorbt from_signals explicit openprice, fees5bp and slippage10bp each side,1000 normalized all-in equity; dailyclose marking misses intraday drawdown. Trade count and p include netcosts; no new stock proposal authorized by this test. Primary train {"s":"SLV","period":"train","hold":10,"ret":0.3927247826723033,"dd":23.355444704194184,"n":18,"p":0.3888888888888889,"W":5.436416972857905,"L":3.224960097832085}; holdout {"s":"SLV","period":"test","hold":10,"ret":2.548621934408675,"dd":16.825986420917992,"n":4,"p":0.5,"W":8.493313943206598,"L":6.3882640387378355}. All variants [{"s":"SLV","period":"train","hold":5,"ret":12.605447820575943,"dd":14.971486370086296,"n":24,"p":0.5,"W":3.764484523417159,"L":2.611962136469102},{"s":"SLV","period":"train","hold":10,"ret":0.3927247826723033,"dd":23.355444704194184,"n":18,"p":0.3888888888888889,"W":5.436416972857905,"L":3.224960097832085},{"s":"SLV","period":"train","hold":20,"ret":-17.000752700604096,"dd":29.30871562786509,"n":11,"p":0.45454545454545453,"W":3.43525980703389,"L":5.633666741191252},{"s":"SLV","period":"test","hold":5,"ret":20.063567133137916,"dd":14.992526002249173,"n":6,"p":0.6666666666666666,"W":7.246787413103023,"L":4.432606771306272},{"s":"SLV","period":"test","hold":10,"ret":2.548621934408675,"dd":16.825986420917992,"n":4,"p":0.5,"W":8.493313943206598,"L":6.3882640387378355},{"s":"SLV","period":"test","hold":20,"ret":0.7385568143881073,"dd":26.388593450284304,"n":3,"p":0.3333333333333333,"W":12.529967603276853,"L":5.287202754703545}]. ETHA/IBIT shorter inception histories. Training loses or holdout uncertainty/smallN prevents independent robustedge; positive isolated variants are not adopted. Actual optionholdout0; a bearish stock-regime/rebound test neither prices a put nor validates a call. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SLV&timeframe=1Day&feed=sip&adjustment=all ; research/analyze.py. CLI XLF mean-reversion separately gross+3.244%,DD1.622%,N7,win85.714%,251bars; audited sameclosefill/no explicitcosts/--exit ignored, not validation.

Premises:1 Signal at close must fill next open.2 Holdout results cannot be selected for an option payoff.3 Stops are not part of this fixed-horizon stock diagnostic. Frozen note963: negative5day return AND belowSMA50 AND RV20>RV60; enter nextopen,exit10sessions later atopen; neighboring5/20sessions sensitivity. Nonoverlapping trades, no incomplete terminal trades,2022-25 train/2026 holdout. vectorbt from_signals explicit openprice, fees5bp and slippage10bp each side,1000 normalized all-in equity; dailyclose marking misses intraday drawdown. Trade count and p include netcosts; no new stock proposal authorized by this test. Primary train {"s":"GLD","period":"train","hold":10,"ret":5.536199058952457,"dd":8.509858541862636,"n":13,"p":0.38461538461538464,"W":3.079819037777228,"L":1.1807710189360685}; holdout {"s":"GLD","period":"test","hold":10,"ret":-6.972057425478703,"dd":9.057571430924849,"n":2,"p":0.5,"W":0.000002830015985769015,"L":6.975546086897011}. All variants [{"s":"GLD","period":"train","hold":5,"ret":0.983993906468936,"dd":6.974682048947479,"n":18,"p":0.3888888888888889,"W":1.8253659147175778,"L":1.0494802403589294},{"s":"GLD","period":"train","hold":10,"ret":5.536199058952457,"dd":8.509858541862636,"n":13,"p":0.38461538461538464,"W":3.079819037777228,"L":1.1807710189360685},{"s":"GLD","period":"train","hold":20,"ret":19.60484080551473,"dd":10.401464075548372,"n":9,"p":0.7777777777777778,"W":3.733845044738794,"L":3.6201616272937427},{"s":"GLD","period":"test","hold":5,"ret":-8.423295163342392,"dd":9.665601988506756,"n":3,"p":0.3333333333333333,"W":1.827834499290729,"L":5.105655807200766},{"s":"GLD","period":"test","hold":10,"ret":-6.972057425478703,"dd":9.057571430924849,"n":2,"p":0.5,"W":0.000002830015985769015,"L":6.975546086897011},{"s":"GLD","period":"test","hold":20,"ret":-7.913103185292118,"dd":8.158821689010798,"n":1,"p":0,"W":null,"L":7.917059736884766}]. ETHA/IBIT shorter inception histories. Training loses or holdout uncertainty/smallN prevents independent robustedge; positive isolated variants are not adopted. Actual optionholdout0; a bearish stock-regime/rebound test neither prices a put nor validates a call. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&feed=sip&adjustment=all ; research/analyze.py. CLI XLF mean-reversion separately gross+3.244%,DD1.622%,N7,win85.714%,251bars; audited sameclosefill/no explicitcosts/--exit ignored, not validation.

Premises:1 Signal at close must fill next open.2 Holdout results cannot be selected for an option payoff.3 Stops are not part of this fixed-horizon stock diagnostic. Frozen note963: negative5day return AND belowSMA50 AND RV20>RV60; enter nextopen,exit10sessions later atopen; neighboring5/20sessions sensitivity. Nonoverlapping trades, no incomplete terminal trades,2022-25 train/2026 holdout. vectorbt from_signals explicit openprice, fees5bp and slippage10bp each side,1000 normalized all-in equity; dailyclose marking misses intraday drawdown. Trade count and p include netcosts; no new stock proposal authorized by this test. Primary train {"s":"TLT","period":"train","hold":10,"ret":-14.619583883751613,"dd":23.23682555001839,"n":28,"p":0.42857142857142855,"W":2.839725178656158,"L":3.0122692217263602}; holdout {"s":"TLT","period":"test","hold":10,"ret":-3.035077446758885,"dd":6.578091832048072,"n":6,"p":0.3333333333333333,"W":0.30556687266432536,"L":0.9178928422002173}. All variants [{"s":"TLT","period":"train","hold":5,"ret":-9.013655192877435,"dd":22.980612459117168,"n":39,"p":0.5128205128205128,"W":1.6069882094907881,"L":2.1297611328464456},{"s":"TLT","period":"train","hold":10,"ret":-14.619583883751613,"dd":23.23682555001839,"n":28,"p":0.42857142857142855,"W":2.839725178656158,"L":3.0122692217263602},{"s":"TLT","period":"train","hold":20,"ret":-19.183496663988137,"dd":28.671921332027328,"n":19,"p":0.5263157894736842,"W":2.8638497380518437,"L":5.27852200677722},{"s":"TLT","period":"test","hold":5,"ret":-2.4582818390906485,"dd":5.060143562187969,"n":9,"p":0.4444444444444444,"W":0.2676058071843199,"L":0.7074613113256234},{"s":"TLT","period":"test","hold":10,"ret":-3.035077446758885,"dd":6.578091832048072,"n":6,"p":0.3333333333333333,"W":0.30556687266432536,"L":0.9178928422002173},{"s":"TLT","period":"test","hold":20,"ret":-0.5982328677306782,"dd":5.2544170076018855,"n":4,"p":0.25,"W":3.0880904275632037,"L":1.204198503205299}]. ETHA/IBIT shorter inception histories. Training loses or holdout uncertainty/smallN prevents independent robustedge; positive isolated variants are not adopted. Actual optionholdout0; a bearish stock-regime/rebound test neither prices a put nor validates a call. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT&timeframe=1Day&feed=sip&adjustment=all ; research/analyze.py. CLI XLF mean-reversion separately gross+3.244%,DD1.622%,N7,win85.714%,251bars; audited sameclosefill/no explicitcosts/--exit ignored, not validation.

Premises:1 Signal at close must fill next open.2 Holdout results cannot be selected for an option payoff.3 Stops are not part of this fixed-horizon stock diagnostic. Frozen note963: negative5day return AND belowSMA50 AND RV20>RV60; enter nextopen,exit10sessions later atopen; neighboring5/20sessions sensitivity. Nonoverlapping trades, no incomplete terminal trades,2022-25 train/2026 holdout. vectorbt from_signals explicit openprice, fees5bp and slippage10bp each side,1000 normalized all-in equity; dailyclose marking misses intraday drawdown. Trade count and p include netcosts; no new stock proposal authorized by this test. Primary train {"s":"EEM","period":"train","hold":10,"ret":-3.438617505551065,"dd":15.595172168610748,"n":17,"p":0.5294117647058824,"W":2.434750920734669,"L":3.0424574915913767}; holdout {"s":"EEM","period":"test","hold":10,"ret":-3.7926818201905688,"dd":11.404525868136561,"n":4,"p":0.5,"W":0.9578497215174376,"L":2.817554666199297}. All variants [{"s":"EEM","period":"train","hold":5,"ret":-8.04788057257348,"dd":19.0418298012341,"n":26,"p":0.46153846153846156,"W":2.7468862013395285,"L":2.8410878567268227},{"s":"EEM","period":"train","hold":10,"ret":-3.438617505551065,"dd":15.595172168610748,"n":17,"p":0.5294117647058824,"W":2.434750920734669,"L":3.0424574915913767},{"s":"EEM","period":"train","hold":20,"ret":18.389295622044905,"dd":26.518679658901647,"n":14,"p":0.7142857142857143,"W":4.929805302736331,"L":7.338731271229007},{"s":"EEM","period":"test","hold":5,"ret":-0.9640447297328819,"dd":7.578798411770493,"n":6,"p":0.16666666666666666,"W":8.939111828836865,"L":1.8819590678546227},{"s":"EEM","period":"test","hold":10,"ret":-3.7926818201905688,"dd":11.404525868136561,"n":4,"p":0.5,"W":0.9578497215174376,"L":2.817554666199297},{"s":"EEM","period":"test","hold":20,"ret":-7.930981587230769,"dd":12.27574639859178,"n":2,"p":0,"W":null,"L":4.0383102544153555}]. ETHA/IBIT shorter inception histories. Training loses or holdout uncertainty/smallN prevents independent robustedge; positive isolated variants are not adopted. Actual optionholdout0; a bearish stock-regime/rebound test neither prices a put nor validates a call. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&feed=sip&adjustment=all ; research/analyze.py. CLI XLF mean-reversion separately gross+3.244%,DD1.622%,N7,win85.714%,251bars; audited sameclosefill/no explicitcosts/--exit ignored, not validation.

Premises:1 Signal at close must fill next open.2 Holdout results cannot be selected for an option payoff.3 Stops are not part of this fixed-horizon stock diagnostic. Frozen note963: negative5day return AND belowSMA50 AND RV20>RV60; enter nextopen,exit10sessions later atopen; neighboring5/20sessions sensitivity. Nonoverlapping trades, no incomplete terminal trades,2022-25 train/2026 holdout. vectorbt from_signals explicit openprice, fees5bp and slippage10bp each side,1000 normalized all-in equity; dailyclose marking misses intraday drawdown. Trade count and p include netcosts; no new stock proposal authorized by this test. Primary train {"s":"XLE","period":"train","hold":10,"ret":90.97344971104472,"dd":15.526998968204675,"n":26,"p":0.7307692307692307,"W":4.775203251956376,"L":3.1619576031513636}; holdout {"s":"XLE","period":"test","hold":10,"ret":10.696243283290562,"dd":4.6281784033169515,"n":4,"p":0.75,"W":4.594270670367002,"L":3.15831994868343}. All variants [{"s":"XLE","period":"train","hold":5,"ret":28.744461945869084,"dd":17.088594303863335,"n":33,"p":0.7272727272727273,"W":2.559349761677472,"L":3.765042981293808},{"s":"XLE","period":"train","hold":10,"ret":90.97344971104472,"dd":15.526998968204675,"n":26,"p":0.7307692307692307,"W":4.775203251956376,"L":3.1619576031513636},{"s":"XLE","period":"train","hold":20,"ret":64.66789428026767,"dd":16.73720672369915,"n":17,"p":0.5882352941176471,"W":7.53729031579105,"L":2.871482226918713},{"s":"XLE","period":"test","hold":5,"ret":3.4455501990069024,"dd":2.8566229985444114,"n":4,"p":0.75,"W":1.9357712924501076,"L":2.327219667349665},{"s":"XLE","period":"test","hold":10,"ret":10.696243283290562,"dd":4.6281784033169515,"n":4,"p":0.75,"W":4.594270670367002,"L":3.15831994868343},{"s":"XLE","period":"test","hold":20,"ret":-3.421129237329626,"dd":9.842062442158294,"n":2,"p":0.5,"W":3.0614511032446132,"L":6.291767772863162}]. ETHA/IBIT shorter inception histories. Training loses or holdout uncertainty/smallN prevents independent robustedge; positive isolated variants are not adopted. Actual optionholdout0; a bearish stock-regime/rebound test neither prices a put nor validates a call. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&feed=sip&adjustment=all ; research/analyze.py. CLI XLF mean-reversion separately gross+3.244%,DD1.622%,N7,win85.714%,251bars; audited sameclosefill/no explicitcosts/--exit ignored, not validation.

Premises:1 Signal at close must fill next open.2 Holdout results cannot be selected for an option payoff.3 Stops are not part of this fixed-horizon stock diagnostic. Frozen note963: negative5day return AND belowSMA50 AND RV20>RV60; enter nextopen,exit10sessions later atopen; neighboring5/20sessions sensitivity. Nonoverlapping trades, no incomplete terminal trades,2022-25 train/2026 holdout. vectorbt from_signals explicit openprice, fees5bp and slippage10bp each side,1000 normalized all-in equity; dailyclose marking misses intraday drawdown. Trade count and p include netcosts; no new stock proposal authorized by this test. Primary train {"s":"XLF","period":"train","hold":10,"ret":6.639887450161826,"dd":13.221007687259211,"n":23,"p":0.5652173913043478,"W":3.3037040293149587,"L":3.4481328243019242}; holdout {"s":"XLF","period":"test","hold":10,"ret":-6.455030075496722,"dd":7.615842236544101,"n":4,"p":0,"W":null,"L":1.6448197783722456}. All variants [{"s":"XLF","period":"train","hold":5,"ret":-12.631752374025087,"dd":26.028483074553975,"n":31,"p":0.4838709677419355,"W":3.4001898061428593,"L":3.7998625190829034},{"s":"XLF","period":"train","hold":10,"ret":6.639887450161826,"dd":13.221007687259211,"n":23,"p":0.5652173913043478,"W":3.3037040293149587,"L":3.4481328243019242},{"s":"XLF","period":"train","hold":20,"ret":0.3736530913380648,"dd":28.498943492138718,"n":16,"p":0.5625,"W":5.351890201644434,"L":6.235918385512589},{"s":"XLF","period":"test","hold":5,"ret":-7.460626034008272,"dd":9.769433309137431,"n":6,"p":0.3333333333333333,"W":0.8393908103091665,"L":2.316370743870734},{"s":"XLF","period":"test","hold":10,"ret":-6.455030075496722,"dd":7.615842236544101,"n":4,"p":0,"W":null,"L":1.6448197783722456},{"s":"XLF","period":"test","hold":20,"ret":-5.588785312956509,"dd":7.275713674932749,"n":2,"p":0,"W":null,"L":2.835697430891199}]. ETHA/IBIT shorter inception histories. Training loses or holdout uncertainty/smallN prevents independent robustedge; positive isolated variants are not adopted. Actual optionholdout0; a bearish stock-regime/rebound test neither prices a put nor validates a call. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&feed=sip&adjustment=all ; research/analyze.py. CLI XLF mean-reversion separately gross+3.244%,DD1.622%,N7,win85.714%,251bars; audited sameclosefill/no explicitcosts/--exit ignored, not validation.

Premises:1 Test a defined rule at feasible signal/fill times.2 Stock payoff cannot stand in for option payoff.3 Never reverse a failed long rule into an untested put edge. Secondary preregistered note922 before its outcomes: negative overnight gap below-3 prior60gapRMS; observe event close, enter next open, hold10 complete sessions, exit following open. Exclude overlapping holdings and incomplete end-of-period trades. vectorbt from_signals daily close mark, explicit open fill prices, 5bpfee+10bpslippage each side, $1000normalized all-in not actual fund size, no stops; 2022–25 training/2026holdout. Primary10session train return-18.7216%, maxDD27.5520%,win25%,N8,meanwin11.5365%,meanloss6.7126%; holdout-15.1665%,DD22.9383%,win0%,N2,meanloss7.86853%,averagewin unavailable. Nearby5session train+18.527%,holdout-2.13814%,N8/2;20session train-16.5768%,holdout-28.7390%,N8/2. All holdout variants lose, no selection. Daily marked DD misses intraday extremes; all-in returns are a normalized test, not 1% compliant sizing. Raw vectorbt max_drawdown is negative in observations; figures report positive loss magnitude. CLI node /app/agent/dist/backtest.js --symbols PATH --strategy rsi --days365 separately:251bars,return-7.33254%,DD22.2915%,win50%,N8,meantrade-.783925%. Read strategies.js: simple-window RSI (not Wilder indicator), long only while RSI<low, not hold-to-high; engine fills same signalclose with no explicitcosts. CLI is diagnostic and not independent net holdout. Exact trades saved in observations; actual optionholdout0, optionp/W/L unknown, no trade. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PATH&feed=sip&adjustment=all ; /app/agent/dist/backtest/strategies.js ; /app/agent/dist/backtest/engine.js .

Premises:1 Testtheactualrulebeforetrustingascreener.2 Same-nameCLI andcustombacktestneednotimplementthesameexits.3 Grossstockreturnsarenotoptionpayoffs. Executed node /app/agent/dist/backtest.js --symbols PATH,RIOT,EWJ --strategy mean-reversion --lookback20 --entry2 --exit0 --days365.251bars/name. PATHreturn3.39718%,DD9.47913%,win80%,N5;RIOT-.25620%,DD13.85863%,win28.5714%,N7;EWJ4.61837%,DD1.59693%,win60%,N5. Fulltradeentries/exitsrecordedinobservations. Readstrategies.jsmeanReversion:returns long onlyz<=-entry,otherwiseflat;noexitparamuse. engine.jsfillsatthesamecloseusedforsignal andhasnoexplicitcostdeduction. Therefore--exit0doesnotholduntilmean,andthisgross365daydiagnosticisnotindependent2026holdout. Separatevectorbtanalyses903/904/906implementnextopenfee/slippageholduntilz0 with2024–25train/2026testandparameterneighbors. Do notadoptCLIreturnasnetstrategyedge, nortransplantstockwinratestooptions. HeadlinefiguresbelowarePATHonly;othernamesexplicitinbody. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; local /app/agent/dist/backtest/strategies.js andengine.js .

Premises:1 A cheap-option screen needs independent payoff evidence.2 A stock rule is only directional context and cannot supply option win/loss probabilities.3 Signals must precede fills and costs must be explicit. Python vectorbt research/backtest.py: adjustedSIPdailyOHLC2024–Sep4 2026,mean-reversion z=(C-MA20)/sampleSD20. Enterlong atnextopen afterz<-2;exitnextopen afterz>=0. Training2024–25,holdout2026;fee5bp+slippage10bp eachside. Fixedneighbors1.5/2.5reported separately,notchosenaftertest. Base trainingreturn 33.3982%,N6;holdoutreturn 6.6084%,drawdown 6.0821%,winrate 100.0000%,N3. Stocks marked atclose,openpositions separatelyrecorded, no15minstop/targetsimulation oroptionexecution. Universe selected from currentresearch createsselectionbias; chronologicalholdoutnotprospectiveblindtest. TinyN cannotestablish robustp/W/L; unknownoptionholdout remains0. No currentmean-reversionentry ortradableoptioninference authorized. CLI was alsorun but its implementationusestodayclose andreturnsflatoncez>-entry;--exit0isignored forsingle-name mean-reversion, so it is a distinctrule, not replication ofholduntilmean. Codeinspection /app/agent/dist/backtest/strategies.js:meanReversion andengine.js confirmsnoexplicitfee model andsamecloseexecution. DifferencesinCLI/vectorbtreturnstemfromrules,timing,costs,sampleperiod,notnecessarilydataerror. Source https://runway.adityaperswal.workers.dev/data/stock-bars .

Premises:1 A cheap-option screen needs independent payoff evidence.2 A stock rule is only directional context and cannot supply option win/loss probabilities.3 Signals must precede fills and costs must be explicit. Python vectorbt research/backtest.py: adjustedSIPdailyOHLC2024–Sep4 2026,mean-reversion z=(C-MA20)/sampleSD20. Enterlong atnextopen afterz<-2;exitnextopen afterz>=0. Training2024–25,holdout2026;fee5bp+slippage10bp eachside. Fixedneighbors1.5/2.5reported separately,notchosenaftertest. Base trainingreturn 9.7869%,N5;holdoutreturn 69.5250%,drawdown 23.7288%,winrate 75.0000%,N4. Stocks marked atclose,openpositions separatelyrecorded, no15minstop/targetsimulation oroptionexecution. Universe selected from currentresearch createsselectionbias; chronologicalholdoutnotprospectiveblindtest. TinyN cannotestablish robustp/W/L; unknownoptionholdout remains0. No currentmean-reversionentry ortradableoptioninference authorized. CLI was alsorun but its implementationusestodayclose andreturnsflatoncez>-entry;--exit0isignored forsingle-name mean-reversion, so it is a distinctrule, not replication ofholduntilmean. Codeinspection /app/agent/dist/backtest/strategies.js:meanReversion andengine.js confirmsnoexplicitfee model andsamecloseexecution. DifferencesinCLI/vectorbtreturnstemfromrules,timing,costs,sampleperiod,notnecessarilydataerror. Source https://runway.adityaperswal.workers.dev/data/stock-bars .

Premises:1 A cheap-option screen needs independent payoff evidence.2 A stock rule is only directional context and cannot supply option win/loss probabilities.3 Signals must precede fills and costs must be explicit. Python vectorbt research/backtest.py: adjustedSIPdailyOHLC2024–Sep4 2026,mean-reversion z=(C-MA20)/sampleSD20. Enterlong atnextopen afterz<-2;exitnextopen afterz>=0. Training2024–25,holdout2026;fee5bp+slippage10bp eachside. Fixedneighbors1.5/2.5reported separately,notchosenaftertest. Base trainingreturn -12.7963%,N7;holdoutreturn -10.0772%,drawdown 34.3894%,winrate 66.6667%,N3. Stocks marked atclose,openpositions separatelyrecorded, no15minstop/targetsimulation oroptionexecution. Universe selected from currentresearch createsselectionbias; chronologicalholdoutnotprospectiveblindtest. TinyN cannotestablish robustp/W/L; unknownoptionholdout remains0. No currentmean-reversionentry ortradableoptioninference authorized. CLI was alsorun but its implementationusestodayclose andreturnsflatoncez>-entry;--exit0isignored forsingle-name mean-reversion, so it is a distinctrule, not replication ofholduntilmean. Codeinspection /app/agent/dist/backtest/strategies.js:meanReversion andengine.js confirmsnoexplicitfee model andsamecloseexecution. DifferencesinCLI/vectorbtreturnstemfromrules,timing,costs,sampleperiod,notnecessarilydataerror. Source https://runway.adityaperswal.workers.dev/data/stock-bars .

Premises:1 Backtest implementation determines meaning of performance.2 Unadjusted corporate-action moves and zero costs can distort a result.3 CLI baseline is required but insufficient. Ran node /app/agent/dist/backtest.js --symbols SPY,IWM,GLD,XLE,EEM,TLT,IBIT --strategy sma-cross --fast 20 --slow 50 --days 610. Seven outputs,418bars each, whole output recorded observation. Inspected /app/agent/dist/backtest/engine.js: sameclose signals andfills, nofees/slippage. bars.js requestsIEX but noadjustment and ignoresnextpage. SPY grossreturn26.9878%,drawdown5.0770%,closedN1,win100%; sample too small andmethod insufficient. XLE trade includes92.01->45.43 unnormalized rawprice interval; no inference of actualcorporateaction without source, but adjustedseries customtest avoids raw discontinuity. This baseline NOT same strategy as customstate-rule sweeps and NOT costedholdout. Costed lagged adjustedvectorbt7tests separately recorded. No option winrate/return claimed; do not rank gross CLI as strategy edge. Source venue stock-bars and local CLIcode; these are data/code observations, not eventclaims.

Premises:1 Underlying trend evidence may contextualize options but cannot establish their expectancy.2 Parameter choice must precede holdout.3 Charge costs and lag signals. vectorbt adjustedIEX closes2022–Sep4 2026 (IBIT startsJan2024). Six rules fast/slow10/50,20/50,20/100 crossed with calmfilter true/false. Long condition C>SMAfast>SMAslow; calmfilter additionally mean20r²<mean60r². Signals shifted1session; enter/exit at nextclose, so no sameclose lookahead. Select highest training totalreturn beforeJan1 2025, then freeze '20/100/calm=False'. HoldoutJan2025–Sep4 2026 startsflat; historical indicators warmed from training. All-in hypothetical $10000 underlying account, no options,multiplier,1%size or15min exits represented. Base fee5bp+slippage5bp per side;stress10+10bp per side. Dividends approximated through adjusted totalreturn prices, actual cash timing omitted. Training sweep and all results recorded in observations. Base {"return":35.6550614253019,"drawdown":-13.753604775445183,"win_rate":50,"closed_trades":24,"open_trades":1,"avg_win_pct":4.124144038866586,"avg_loss_pct":-1.362921297327617}; doubled {"return":29.168282821440844,"drawdown":-14.274620974068808,"win_rate":45.83333333333333,"closed_trades":24,"open_trades":1,"avg_win_pct":4.2773042172446925,"avg_loss_pct":-1.443488605948426}; buyhold 65.72150248512993%. Return includes terminal open mark where present; winrate and average wins/losses use CLOSED trades only. Positive results are exploratory across seven markets, trade dependence and post-selection confidence not established; no new fund or stock mandate inferred. These are distinct state-based rules from CLI's crossover baseline. Actualoption payoffs/history N0, cannot transfer stock p/W/L to cheap-leg options or quarterKelly. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&feed=iex&adjustment=all ; research_vol/analyze.py andbacktest.json.

Premises:1 Underlying trend evidence may contextualize options but cannot establish their expectancy.2 Parameter choice must precede holdout.3 Charge costs and lag signals. vectorbt adjustedIEX closes2022–Sep4 2026 (IBIT startsJan2024). Six rules fast/slow10/50,20/50,20/100 crossed with calmfilter true/false. Long condition C>SMAfast>SMAslow; calmfilter additionally mean20r²<mean60r². Signals shifted1session; enter/exit at nextclose, so no sameclose lookahead. Select highest training totalreturn beforeJan1 2025, then freeze '10/50/calm=True'. HoldoutJan2025–Sep4 2026 startsflat; historical indicators warmed from training. All-in hypothetical $10000 underlying account, no options,multiplier,1%size or15min exits represented. Base fee5bp+slippage5bp per side;stress10+10bp per side. Dividends approximated through adjusted totalreturn prices, actual cash timing omitted. Training sweep and all results recorded in observations. Base {"return":11.096397070611893,"drawdown":-5.98923575736433,"win_rate":68.18181818181817,"closed_trades":22,"open_trades":1,"avg_win_pct":0.975592591045462,"avg_loss_pct":-0.8035900258534787}; doubled {"return":6.207952708261218,"drawdown":-7.2962170031435125,"win_rate":50,"closed_trades":22,"open_trades":1,"avg_win_pct":1.1008446594355243,"avg_loss_pct":-0.6830945506651069}; buyhold 69.38624599457728%. Return includes terminal open mark where present; winrate and average wins/losses use CLOSED trades only. Positive results are exploratory across seven markets, trade dependence and post-selection confidence not established; no new fund or stock mandate inferred. These are distinct state-based rules from CLI's crossover baseline. Actualoption payoffs/history N0, cannot transfer stock p/W/L to cheap-leg options or quarterKelly. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&feed=iex&adjustment=all ; research_vol/analyze.py andbacktest.json.

Premises:1 Underlying trend evidence may contextualize options but cannot establish their expectancy.2 Parameter choice must precede holdout.3 Charge costs and lag signals. vectorbt adjustedIEX closes2022–Sep4 2026 (IBIT startsJan2024). Six rules fast/slow10/50,20/50,20/100 crossed with calmfilter true/false. Long condition C>SMAfast>SMAslow; calmfilter additionally mean20r²<mean60r². Signals shifted1session; enter/exit at nextclose, so no sameclose lookahead. Select highest training totalreturn beforeJan1 2025, then freeze '20/100/calm=True'. HoldoutJan2025–Sep4 2026 startsflat; historical indicators warmed from training. All-in hypothetical $10000 underlying account, no options,multiplier,1%size or15min exits represented. Base fee5bp+slippage5bp per side;stress10+10bp per side. Dividends approximated through adjusted totalreturn prices, actual cash timing omitted. Training sweep and all results recorded in observations. Base {"return":-13.589548017360157,"drawdown":-23.38525707549124,"win_rate":35.714285714285715,"closed_trades":14,"open_trades":0,"avg_win_pct":2.52410959505145,"avg_loss_pct":-2.825700183252224}; doubled {"return":-15.97548309444459,"drawdown":-24.827139852440517,"win_rate":35.714285714285715,"closed_trades":14,"open_trades":0,"avg_win_pct":2.320325271584788,"avg_loss_pct":-3.021463799732673}; buyhold 54.908123791102504%. Return includes terminal open mark where present; winrate and average wins/losses use CLOSED trades only. Positive results are exploratory across seven markets, trade dependence and post-selection confidence not established; no new fund or stock mandate inferred. These are distinct state-based rules from CLI's crossover baseline. Actualoption payoffs/history N0, cannot transfer stock p/W/L to cheap-leg options or quarterKelly. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&feed=iex&adjustment=all ; research_vol/analyze.py andbacktest.json.

Premises:1 Underlying trend evidence may contextualize options but cannot establish their expectancy.2 Parameter choice must precede holdout.3 Charge costs and lag signals. vectorbt adjustedIEX closes2022–Sep4 2026 (IBIT startsJan2024). Six rules fast/slow10/50,20/50,20/100 crossed with calmfilter true/false. Long condition C>SMAfast>SMAslow; calmfilter additionally mean20r²<mean60r². Signals shifted1session; enter/exit at nextclose, so no sameclose lookahead. Select highest training totalreturn beforeJan1 2025, then freeze '10/50/calm=True'. HoldoutJan2025–Sep4 2026 startsflat; historical indicators warmed from training. All-in hypothetical $10000 underlying account, no options,multiplier,1%size or15min exits represented. Base fee5bp+slippage5bp per side;stress10+10bp per side. Dividends approximated through adjusted totalreturn prices, actual cash timing omitted. Training sweep and all results recorded in observations. Base {"return":-5.966110831841542,"drawdown":-8.185524840189718,"win_rate":30.76923076923077,"closed_trades":13,"open_trades":0,"avg_win_pct":1.1972838355167497,"avg_loss_pct":-1.1997958809542595}; doubled {"return":-8.37948356066183,"drawdown":-9.73311178352725,"win_rate":30.76923076923077,"closed_trades":13,"open_trades":0,"avg_win_pct":0.9954887567298139,"avg_loss_pct":-1.3979971358810759}; buyhold 1.1067388096409392%. Return includes terminal open mark where present; winrate and average wins/losses use CLOSED trades only. Positive results are exploratory across seven markets, trade dependence and post-selection confidence not established; no new fund or stock mandate inferred. These are distinct state-based rules from CLI's crossover baseline. Actualoption payoffs/history N0, cannot transfer stock p/W/L to cheap-leg options or quarterKelly. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT&timeframe=1Day&feed=iex&adjustment=all ; research_vol/analyze.py andbacktest.json.

Premises:1 Underlying trend evidence may contextualize options but cannot establish their expectancy.2 Parameter choice must precede holdout.3 Charge costs and lag signals. vectorbt adjustedIEX closes2022–Sep4 2026 (IBIT startsJan2024). Six rules fast/slow10/50,20/50,20/100 crossed with calmfilter true/false. Long condition C>SMAfast>SMAslow; calmfilter additionally mean20r²<mean60r². Signals shifted1session; enter/exit at nextclose, so no sameclose lookahead. Select highest training totalreturn beforeJan1 2025, then freeze '20/100/calm=False'. HoldoutJan2025–Sep4 2026 startsflat; historical indicators warmed from training. All-in hypothetical $10000 underlying account, no options,multiplier,1%size or15min exits represented. Base fee5bp+slippage5bp per side;stress10+10bp per side. Dividends approximated through adjusted totalreturn prices, actual cash timing omitted. Training sweep and all results recorded in observations. Base {"return":5.550505053277229,"drawdown":-9.346161060235026,"win_rate":41.66666666666667,"closed_trades":24,"open_trades":1,"avg_win_pct":1.8198183228977298,"avg_loss_pct":-0.8748826533533464}; doubled {"return":0.5032716466316742,"drawdown":-12.25225586861165,"win_rate":41.66666666666667,"closed_trades":24,"open_trades":1,"avg_win_pct":1.6170899087364539,"avg_loss_pct":-1.0735710347206369}; buyhold 34.00260983036101%. Return includes terminal open mark where present; winrate and average wins/losses use CLOSED trades only. Positive results are exploratory across seven markets, trade dependence and post-selection confidence not established; no new fund or stock mandate inferred. These are distinct state-based rules from CLI's crossover baseline. Actualoption payoffs/history N0, cannot transfer stock p/W/L to cheap-leg options or quarterKelly. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=iex&adjustment=all ; research_vol/analyze.py andbacktest.json.

Premises:1 Underlying trend evidence may contextualize options but cannot establish their expectancy.2 Parameter choice must precede holdout.3 Charge costs and lag signals. vectorbt adjustedIEX closes2022–Sep4 2026 (IBIT startsJan2024). Six rules fast/slow10/50,20/50,20/100 crossed with calmfilter true/false. Long condition C>SMAfast>SMAslow; calmfilter additionally mean20r²<mean60r². Signals shifted1session; enter/exit at nextclose, so no sameclose lookahead. Select highest training totalreturn beforeJan1 2025, then freeze '10/50/calm=True'. HoldoutJan2025–Sep4 2026 startsflat; historical indicators warmed from training. All-in hypothetical $10000 underlying account, no options,multiplier,1%size or15min exits represented. Base fee5bp+slippage5bp per side;stress10+10bp per side. Dividends approximated through adjusted totalreturn prices, actual cash timing omitted. Training sweep and all results recorded in observations. Base {"return":-0.014107329798189312,"drawdown":-6.84281610523424,"win_rate":50,"closed_trades":20,"open_trades":0,"avg_win_pct":1.4236745104623536,"avg_loss_pct":-1.3956995267389634}; doubled {"return":-3.934612499779578,"drawdown":-7.960620660809836,"win_rate":45,"closed_trades":20,"open_trades":0,"avg_win_pct":1.366715748509182,"avg_loss_pct":-1.456464755776127}; buyhold 35.87695133149678%. Return includes terminal open mark where present; winrate and average wins/losses use CLOSED trades only. Positive results are exploratory across seven markets, trade dependence and post-selection confidence not established; no new fund or stock mandate inferred. These are distinct state-based rules from CLI's crossover baseline. Actualoption payoffs/history N0, cannot transfer stock p/W/L to cheap-leg options or quarterKelly. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=iex&adjustment=all ; research_vol/analyze.py andbacktest.json.

Premises:1 Underlying trend evidence may contextualize options but cannot establish their expectancy.2 Parameter choice must precede holdout.3 Charge costs and lag signals. vectorbt adjustedIEX closes2022–Sep4 2026 (IBIT startsJan2024). Six rules fast/slow10/50,20/50,20/100 crossed with calmfilter true/false. Long condition C>SMAfast>SMAslow; calmfilter additionally mean20r²<mean60r². Signals shifted1session; enter/exit at nextclose, so no sameclose lookahead. Select highest training totalreturn beforeJan1 2025, then freeze '20/100/calm=False'. HoldoutJan2025–Sep4 2026 startsflat; historical indicators warmed from training. All-in hypothetical $10000 underlying account, no options,multiplier,1%size or15min exits represented. Base fee5bp+slippage5bp per side;stress10+10bp per side. Dividends approximated through adjusted totalreturn prices, actual cash timing omitted. Training sweep and all results recorded in observations. Base {"return":-9.745647759126095,"drawdown":-15.152058406624224,"win_rate":35.714285714285715,"closed_trades":14,"open_trades":1,"avg_win_pct":1.9692888103112876,"avg_loss_pct":-2.532015586754256}; doubled {"return":-12.325371970621582,"drawdown":-17.120894011513276,"win_rate":28.57142857142857,"closed_trades":14,"open_trades":1,"avg_win_pct":2.2126865088046297,"avg_loss_pct":-2.457304011436743}; buyhold -18.32385080827238%. Return includes terminal open mark where present; winrate and average wins/losses use CLOSED trades only. Positive results are exploratory across seven markets, trade dependence and post-selection confidence not established; no new fund or stock mandate inferred. These are distinct state-based rules from CLI's crossover baseline. Actualoption payoffs/history N0, cannot transfer stock p/W/L to cheap-leg options or quarterKelly. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&feed=iex&adjustment=all ; research_vol/analyze.py andbacktest.json.

Premises: 1. Test the stated signal without look-ahead and with costs. 2. Preserve the frozen holdout and parameter sensitivity. 3. Stock win/loss observations cannot be substituted for option payoff history. RequiredCLI --symbols CHWY --strategy sma-cross --fast10 --slow50 --days1709 returned raw fullsample -12.4010%,drawdown53.5573%,win26.6667%,15trades; no temporal holdout or explicitpriceadjustment inCLI, source /app/agent/src/backtest/bars.ts. Independent vectorbt uses adjustedIEX2022–Sep4 2026 bars, completed SMA crossing then execution next close; separate2022–25 training and2026 test portfolios, flat initialstates, force liquidationatwindowend. Costs10bp/leg split5bpfees+5bpslippage; stress30bp split15/15. Fast5/10/20,slow50 frozen before returns,12parameter/cost/windowobservations saved. Registered10/50 train -10.9050%,DD53.0218%,win35.7143%,N14; holdout +3.2484%,DD19.3494%,win50%,N2,avgwin9.6993%,avgloss5.8793%. Coststressholdout+2.4257%,DD19.6714%,N2. Fast5 test+4.6312%,DD14.0014%,N3 buttrain-40.7709%;fast20 test-13.6566%,DD25.2549%,N2 andtrain-33.8809%. Trainingnegativeall3; no selectionof5/50basedonitsbetterholdout. Sampletiny, forcedendmark and timingdifferences explain whyCLI andcustomnotapples-to-apples. Tradeedgeunknownfor options; actual option bidaskholdoutN0, ownfundfillsN0. Rejectadoptionofdirectionalproxy asoptionvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&start=2022-01-01&end=2026-09-05&adjustment=all&feed=iex .

Premises: 1. Signals must precede fills. 2. Costs and out-of-sample windows must be explicit. 3. Stock profits do not establish option profits. Rule: adjusted close SMA10>SMA50, shift state one bar, buy next close on entry and sell next close on exit. Reset $1000 cash at Jan2026, warm indicators with prior data, close at final bar. Fees and slippage each5bp per side; stress each15bp. Fixed fast5/10/20 and slow50 sweep recorded separately, no holdout selection. Training2022-2025: {"symbol":"EEM","fast":10,"slow":50,"cost":0.001,"window":"train","return_pct":-9.626496890743805,"drawdown_pct":27.7450187014318,"n":13,"win_pct":30.76923076923077,"avgwin_pct":5.831222814903223,"avgloss_pct":3.4240977709811706}. Test2026 throughSep4: {"symbol":"EEM","fast":10,"slow":50,"cost":0.001,"window":"test","return_pct":9.696153433828886,"drawdown_pct":10.739013521845797,"n":4,"win_pct":100,"avgwin_pct":2.35879350919437,"avgloss_pct":0}. All1173 daily bars per symbol from https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01&end=2026-09-05&adjustment=all&feed=iex . Implemented vectorbt. CLI also run --symbols XLF,XLE,GLD,EEM,IWM,TLT --strategy sma-cross --fast10 --slow50 --days1709 (flags had spaces); inspected source /app/agent/src/backtest/bars.ts: CLI omits adjustment, so its aggregate cannot validate this adjusted chronological holdout. Small test count, selection of ETFs, IEX-only coverage and changing regimes limit inference. No observed loss in a small sample does not imply zero loss probability. No option return sample or executable quotes, so no option allocation.