Frozen note1689, same EAR>0 event entries as daily test1851. Actual first09:30 SIP15min open; prior20dailyADR stop1/target1.5, half at+1ADR. Check returned bar close, execute at next observed bar open, activate breakeven after half. Stop/target full exit takes priority if both profit levels surpassed at a sampled check. Provider extended-hours bars retained, no synthetic missing bars; exact venue quote sampling and20:00–04:00 overnight coverage unavailable. Fees1bp plus slippage5bp each side. Vectorbt and cash ledger reconciled per event; stitched event equity includes flat gaps. Nine2021–25events, one2026event separately, no parameter selection. All expected regular15min slots present after July3 2023early close correction; this does not prove complete extended execution. The positive holdout is too imprecise: CI includes zero; marked risk exceeds daily-model risk. No live adoption from N9, no average-trade arithmetic mistaken for monthly opportunity. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV&timeframe=15Min&feed=sip&adjustment=all ; https://investor.avinc.com/financial-information/quarterly-results .
Frozen note1689, same EAR>0 event entries as daily test1851. Actual first09:30 SIP15min open; prior20dailyADR stop1/target1.5, half at+1ADR. Check returned bar close, execute at next observed bar open, activate breakeven after half. Stop/target full exit takes priority if both profit levels surpassed at a sampled check. Provider extended-hours bars retained, no synthetic missing bars; exact venue quote sampling and20:00–04:00 overnight coverage unavailable. Fees1bp plus slippage5bp each side. Vectorbt and cash ledger reconciled per event; stitched event equity includes flat gaps. Nine2021–25events, one2026event separately, no parameter selection. All expected regular15min slots present after July3 2023early close correction; this does not prove complete extended execution. The positive holdout is too imprecise: CI includes zero; marked risk exceeds daily-model risk. No live adoption from N9, no average-trade arithmetic mistaken for monthly opportunity. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AVAV&timeframe=15Min&feed=sip&adjustment=all ; https://investor.avinc.com/financial-information/quarterly-results .
Frozen notes1683/1684/1688. Issuer-visible earnings dates; three-session AVAV return minus SPY, complete through t+1; enter t+2 open only if EAR>0.05. Five-session horizon; stop1 prior20-session mean H-L, target1.5ADR; sell half at1ADR, remaining stop breakeven from next session. Daily OHLC stop-first ambiguity, adverse opening gaps at open, target improvement capped. Train2016–20; chronological test2021–25; 2026 extension separate; entries and exits within partition. Fees1bp plus slippage15bp EACH side. Vectorbt long-only,1000USD initial cash, fractional shares, no fixed business costs. Cash ledger reconciled, max error 2.2737367544323206e-13. Drawdown uses open/close marks, not full intraday risk. This selected single-name SPY proxy is not the paper's cross-sectional size/value-adjusted long-short replication. Signal family has only9test events, uncertainty crosses zero; positive estimates are research, not approval. Full metrics observation18739. Source https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars .
Frozen notes1683/1684/1688. Issuer-visible earnings dates; three-session AVAV return minus SPY, complete through t+1; enter t+2 open only if EAR>0.05. Five-session horizon; stop1 prior20-session mean H-L, target1.5ADR; sell half at1ADR, remaining stop breakeven from next session. Daily OHLC stop-first ambiguity, adverse opening gaps at open, target improvement capped. Train2016–20; chronological test2021–25; 2026 extension separate; entries and exits within partition. Fees1bp plus slippage5bp EACH side. Vectorbt long-only,1000USD initial cash, fractional shares, no fixed business costs. Cash ledger reconciled, max error 0. Drawdown uses open/close marks, not full intraday risk. This selected single-name SPY proxy is not the paper's cross-sectional size/value-adjusted long-short replication. Signal family has only9test events, uncertainty crosses zero; positive estimates are research, not approval. Full metrics observation18738. Source https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars .
Frozen notes1683/1684/1688. Issuer-visible earnings dates; three-session AVAV return minus SPY, complete through t+1; enter t+2 open only if EAR>0.05. 20-session close exit, no stops. Daily OHLC stop-first ambiguity, adverse opening gaps at open, target improvement capped. Train2016–20; chronological test2021–25; 2026 extension separate; entries and exits within partition. Fees1bp plus slippage15bp EACH side. Vectorbt long-only,1000USD initial cash, fractional shares, no fixed business costs. Cash ledger reconciled, max error 2.2737367544323206e-13. Drawdown uses open/close marks, not full intraday risk. This selected single-name SPY proxy is not the paper's cross-sectional size/value-adjusted long-short replication. Signal family has only9test events, uncertainty crosses zero; positive estimates are research, not approval. Full metrics observation18737. Source https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars .
Frozen notes1683/1684/1688. Issuer-visible earnings dates; three-session AVAV return minus SPY, complete through t+1; enter t+2 open only if EAR>0.05. 20-session close exit, no stops. Daily OHLC stop-first ambiguity, adverse opening gaps at open, target improvement capped. Train2016–20; chronological test2021–25; 2026 extension separate; entries and exits within partition. Fees1bp plus slippage5bp EACH side. Vectorbt long-only,1000USD initial cash, fractional shares, no fixed business costs. Cash ledger reconciled, max error 2.2737367544323206e-13. Drawdown uses open/close marks, not full intraday risk. This selected single-name SPY proxy is not the paper's cross-sectional size/value-adjusted long-short replication. Signal family has only9test events, uncertainty crosses zero; positive estimates are research, not approval. Full metrics observation18736. Source https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars .
Frozen notes1683/1684/1688. Issuer-visible earnings dates; three-session AVAV return minus SPY, complete through t+1; enter t+2 open only if EAR>0.02. Five-session horizon; stop1 prior20-session mean H-L, target1.5ADR; sell half at1ADR, remaining stop breakeven from next session. Daily OHLC stop-first ambiguity, adverse opening gaps at open, target improvement capped. Train2016–20; chronological test2021–25; 2026 extension separate; entries and exits within partition. Fees1bp plus slippage15bp EACH side. Vectorbt long-only,1000USD initial cash, fractional shares, no fixed business costs. Cash ledger reconciled, max error 9.094947017729282e-13. Drawdown uses open/close marks, not full intraday risk. This selected single-name SPY proxy is not the paper's cross-sectional size/value-adjusted long-short replication. Signal family has only9test events, uncertainty crosses zero; positive estimates are research, not approval. Full metrics observation18735. Source https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars .
Frozen notes1683/1684/1688. Issuer-visible earnings dates; three-session AVAV return minus SPY, complete through t+1; enter t+2 open only if EAR>0.02. Five-session horizon; stop1 prior20-session mean H-L, target1.5ADR; sell half at1ADR, remaining stop breakeven from next session. Daily OHLC stop-first ambiguity, adverse opening gaps at open, target improvement capped. Train2016–20; chronological test2021–25; 2026 extension separate; entries and exits within partition. Fees1bp plus slippage5bp EACH side. Vectorbt long-only,1000USD initial cash, fractional shares, no fixed business costs. Cash ledger reconciled, max error 4.547473508864641e-13. Drawdown uses open/close marks, not full intraday risk. This selected single-name SPY proxy is not the paper's cross-sectional size/value-adjusted long-short replication. Signal family has only9test events, uncertainty crosses zero; positive estimates are research, not approval. Full metrics observation18734. Source https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars .
Frozen notes1683/1684/1688. Issuer-visible earnings dates; three-session AVAV return minus SPY, complete through t+1; enter t+2 open only if EAR>0.02. 20-session close exit, no stops. Daily OHLC stop-first ambiguity, adverse opening gaps at open, target improvement capped. Train2016–20; chronological test2021–25; 2026 extension separate; entries and exits within partition. Fees1bp plus slippage15bp EACH side. Vectorbt long-only,1000USD initial cash, fractional shares, no fixed business costs. Cash ledger reconciled, max error 2.2737367544323206e-13. Drawdown uses open/close marks, not full intraday risk. This selected single-name SPY proxy is not the paper's cross-sectional size/value-adjusted long-short replication. Signal family has only9test events, uncertainty crosses zero; positive estimates are research, not approval. Full metrics observation18733. Source https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars .
Frozen notes1683/1684/1688. Issuer-visible earnings dates; three-session AVAV return minus SPY, complete through t+1; enter t+2 open only if EAR>0.02. 20-session close exit, no stops. Daily OHLC stop-first ambiguity, adverse opening gaps at open, target improvement capped. Train2016–20; chronological test2021–25; 2026 extension separate; entries and exits within partition. Fees1bp plus slippage5bp EACH side. Vectorbt long-only,1000USD initial cash, fractional shares, no fixed business costs. Cash ledger reconciled, max error 2.2737367544323206e-13. Drawdown uses open/close marks, not full intraday risk. This selected single-name SPY proxy is not the paper's cross-sectional size/value-adjusted long-short replication. Signal family has only9test events, uncertainty crosses zero; positive estimates are research, not approval. Full metrics observation18732. Source https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars .
Frozen notes1683/1684/1688. Issuer-visible earnings dates; three-session AVAV return minus SPY, complete through t+1; enter t+2 open only if EAR>0. Five-session horizon; stop1 prior20-session mean H-L, target1.5ADR; sell half at1ADR, remaining stop breakeven from next session. Daily OHLC stop-first ambiguity, adverse opening gaps at open, target improvement capped. Train2016–20; chronological test2021–25; 2026 extension separate; entries and exits within partition. Fees1bp plus slippage15bp EACH side. Vectorbt long-only,1000USD initial cash, fractional shares, no fixed business costs. Cash ledger reconciled, max error 2.2737367544323206e-13. Drawdown uses open/close marks, not full intraday risk. This selected single-name SPY proxy is not the paper's cross-sectional size/value-adjusted long-short replication. Signal family has only9test events, uncertainty crosses zero; positive estimates are research, not approval. Full metrics observation18731. Source https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars .
Frozen notes1683/1684/1688. Issuer-visible earnings dates; three-session AVAV return minus SPY, complete through t+1; enter t+2 open only if EAR>0. Five-session horizon; stop1 prior20-session mean H-L, target1.5ADR; sell half at1ADR, remaining stop breakeven from next session. Daily OHLC stop-first ambiguity, adverse opening gaps at open, target improvement capped. Train2016–20; chronological test2021–25; 2026 extension separate; entries and exits within partition. Fees1bp plus slippage5bp EACH side. Vectorbt long-only,1000USD initial cash, fractional shares, no fixed business costs. Cash ledger reconciled, max error 0. Drawdown uses open/close marks, not full intraday risk. This selected single-name SPY proxy is not the paper's cross-sectional size/value-adjusted long-short replication. Signal family has only9test events, uncertainty crosses zero; positive estimates are research, not approval. Full metrics observation18730. Source https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars .
Frozen notes1683/1684/1688. Issuer-visible earnings dates; three-session AVAV return minus SPY, complete through t+1; enter t+2 open only if EAR>0. Five-session horizon; stop1 prior20-session mean H-L, target1.5ADR; sell half at1ADR, remaining stop breakeven from next session. Daily OHLC stop-first ambiguity, adverse opening gaps at open, target improvement capped. Train2016–20; chronological test2021–25; 2026 extension separate; entries and exits within partition. Fees0bp plus slippage0bp EACH side. Vectorbt long-only,1000USD initial cash, fractional shares, no fixed business costs. Cash ledger reconciled, max error 0. Drawdown uses open/close marks, not full intraday risk. This selected single-name SPY proxy is not the paper's cross-sectional size/value-adjusted long-short replication. Signal family has only9test events, uncertainty crosses zero; positive estimates are research, not approval. Full metrics observation18729. Source https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars .
Frozen notes1683/1684/1688. Issuer-visible earnings dates; three-session AVAV return minus SPY, complete through t+1; enter t+2 open only if EAR>0. Five-session horizon; stop1 prior20-session mean H-L, target1.5ADR. Daily OHLC stop-first ambiguity, adverse opening gaps at open, target improvement capped. Train2016–20; chronological test2021–25; 2026 extension separate; entries and exits within partition. Fees1bp plus slippage15bp EACH side. Vectorbt long-only,1000USD initial cash, fractional shares, no fixed business costs. Cash ledger reconciled, max error 0. Drawdown uses open/close marks, not full intraday risk. This selected single-name SPY proxy is not the paper's cross-sectional size/value-adjusted long-short replication. Signal family has only9test events, uncertainty crosses zero; positive estimates are research, not approval. Full metrics observation18728. Source https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars .
Frozen notes1683/1684/1688. Issuer-visible earnings dates; three-session AVAV return minus SPY, complete through t+1; enter t+2 open only if EAR>0. Five-session horizon; stop1 prior20-session mean H-L, target1.5ADR. Daily OHLC stop-first ambiguity, adverse opening gaps at open, target improvement capped. Train2016–20; chronological test2021–25; 2026 extension separate; entries and exits within partition. Fees1bp plus slippage5bp EACH side. Vectorbt long-only,1000USD initial cash, fractional shares, no fixed business costs. Cash ledger reconciled, max error 0. Drawdown uses open/close marks, not full intraday risk. This selected single-name SPY proxy is not the paper's cross-sectional size/value-adjusted long-short replication. Signal family has only9test events, uncertainty crosses zero; positive estimates are research, not approval. Full metrics observation18727. Source https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars .
Frozen notes1683/1684/1688. Issuer-visible earnings dates; three-session AVAV return minus SPY, complete through t+1; enter t+2 open only if EAR>0. Five-session horizon; stop1 prior20-session mean H-L, target1.5ADR. Daily OHLC stop-first ambiguity, adverse opening gaps at open, target improvement capped. Train2016–20; chronological test2021–25; 2026 extension separate; entries and exits within partition. Fees0bp plus slippage0bp EACH side. Vectorbt long-only,1000USD initial cash, fractional shares, no fixed business costs. Cash ledger reconciled, max error 0. Drawdown uses open/close marks, not full intraday risk. This selected single-name SPY proxy is not the paper's cross-sectional size/value-adjusted long-short replication. Signal family has only9test events, uncertainty crosses zero; positive estimates are research, not approval. Full metrics observation18726. Source https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars .
Frozen notes1683/1684/1688. Issuer-visible earnings dates; three-session AVAV return minus SPY, complete through t+1; enter t+2 open only if EAR>0. Five-session close exit, no stops. Daily OHLC stop-first ambiguity, adverse opening gaps at open, target improvement capped. Train2016–20; chronological test2021–25; 2026 extension separate; entries and exits within partition. Fees1bp plus slippage15bp EACH side. Vectorbt long-only,1000USD initial cash, fractional shares, no fixed business costs. Cash ledger reconciled, max error 1.1368683772161603e-13. Drawdown uses open/close marks, not full intraday risk. This selected single-name SPY proxy is not the paper's cross-sectional size/value-adjusted long-short replication. Signal family has only9test events, uncertainty crosses zero; positive estimates are research, not approval. Full metrics observation18725. Source https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars .
Frozen notes1683/1684/1688. Issuer-visible earnings dates; three-session AVAV return minus SPY, complete through t+1; enter t+2 open only if EAR>0. Five-session close exit, no stops. Daily OHLC stop-first ambiguity, adverse opening gaps at open, target improvement capped. Train2016–20; chronological test2021–25; 2026 extension separate; entries and exits within partition. Fees1bp plus slippage5bp EACH side. Vectorbt long-only,1000USD initial cash, fractional shares, no fixed business costs. Cash ledger reconciled, max error 2.2737367544323206e-13. Drawdown uses open/close marks, not full intraday risk. This selected single-name SPY proxy is not the paper's cross-sectional size/value-adjusted long-short replication. Signal family has only9test events, uncertainty crosses zero; positive estimates are research, not approval. Full metrics observation18724. Source https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars .
Frozen notes1683/1684/1688. Issuer-visible earnings dates; three-session AVAV return minus SPY, complete through t+1; enter t+2 open only if EAR>0. Five-session close exit, no stops. Daily OHLC stop-first ambiguity, adverse opening gaps at open, target improvement capped. Train2016–20; chronological test2021–25; 2026 extension separate; entries and exits within partition. Fees0bp plus slippage0bp EACH side. Vectorbt long-only,1000USD initial cash, fractional shares, no fixed business costs. Cash ledger reconciled, max error 0. Drawdown uses open/close marks, not full intraday risk. This selected single-name SPY proxy is not the paper's cross-sectional size/value-adjusted long-short replication. Signal family has only9test events, uncertainty crosses zero; positive estimates are research, not approval. Full metrics observation18723. Source https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars .
Frozen notes1683/1684/1688. Issuer-visible earnings dates; three-session AVAV return minus SPY, complete through t+1; enter t+2 open only if EAR>0. 20-session close exit, no stops. Daily OHLC stop-first ambiguity, adverse opening gaps at open, target improvement capped. Train2016–20; chronological test2021–25; 2026 extension separate; entries and exits within partition. Fees1bp plus slippage15bp EACH side. Vectorbt long-only,1000USD initial cash, fractional shares, no fixed business costs. Cash ledger reconciled, max error 0. Drawdown uses open/close marks, not full intraday risk. This selected single-name SPY proxy is not the paper's cross-sectional size/value-adjusted long-short replication. Signal family has only9test events, uncertainty crosses zero; positive estimates are research, not approval. Full metrics observation18722. Source https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars .
Frozen notes1683/1684/1688. Issuer-visible earnings dates; three-session AVAV return minus SPY, complete through t+1; enter t+2 open only if EAR>0. 20-session close exit, no stops. Daily OHLC stop-first ambiguity, adverse opening gaps at open, target improvement capped. Train2016–20; chronological test2021–25; 2026 extension separate; entries and exits within partition. Fees1bp plus slippage5bp EACH side. Vectorbt long-only,1000USD initial cash, fractional shares, no fixed business costs. Cash ledger reconciled, max error 2.2737367544323206e-13. Drawdown uses open/close marks, not full intraday risk. This selected single-name SPY proxy is not the paper's cross-sectional size/value-adjusted long-short replication. Signal family has only9test events, uncertainty crosses zero; positive estimates are research, not approval. Full metrics observation18721. Source https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars .
Frozen notes1683/1684/1688. Issuer-visible earnings dates; three-session AVAV return minus SPY, complete through t+1; enter t+2 open only if EAR>0. 20-session close exit, no stops. Daily OHLC stop-first ambiguity, adverse opening gaps at open, target improvement capped. Train2016–20; chronological test2021–25; 2026 extension separate; entries and exits within partition. Fees0bp plus slippage0bp EACH side. Vectorbt long-only,1000USD initial cash, fractional shares, no fixed business costs. Cash ledger reconciled, max error 0. Drawdown uses open/close marks, not full intraday risk. This selected single-name SPY proxy is not the paper's cross-sectional size/value-adjusted long-short replication. Signal family has only9test events, uncertainty crosses zero; positive estimates are research, not approval. Full metrics observation18720. Source https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars .
Frozen notes1683/1684/1688. Issuer-visible earnings dates; three-session AVAV return minus SPY, complete through t+1; enter t+2 open only if EAR>0. Five-session horizon; stop1 prior20-session mean H-L, target1.5ADR; sell half at1ADR, remaining stop breakeven from next session. Daily OHLC stop-first ambiguity, adverse opening gaps at open, target improvement capped. Train2016–20; chronological test2021–25; 2026 extension separate; entries and exits within partition. Fees1bp plus slippage15bp EACH side. Vectorbt long-only,1000USD initial cash, fractional shares, no fixed business costs. Cash ledger reconciled, max error 9.094947017729282e-13. Drawdown uses open/close marks, not full intraday risk. This selected single-name SPY proxy is not the paper's cross-sectional size/value-adjusted long-short replication. Signal family has only9test events, uncertainty crosses zero; positive estimates are research, not approval. Full metrics observation18719. Source https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars .
Frozen notes1683/1684/1688. Issuer-visible earnings dates; three-session AVAV return minus SPY, complete through t+1; enter t+2 open only if EAR>0. Five-session horizon; stop1 prior20-session mean H-L, target1.5ADR; sell half at1ADR, remaining stop breakeven from next session. Daily OHLC stop-first ambiguity, adverse opening gaps at open, target improvement capped. Train2016–20; chronological test2021–25; 2026 extension separate; entries and exits within partition. Fees1bp plus slippage5bp EACH side. Vectorbt long-only,1000USD initial cash, fractional shares, no fixed business costs. Cash ledger reconciled, max error 0. Drawdown uses open/close marks, not full intraday risk. This selected single-name SPY proxy is not the paper's cross-sectional size/value-adjusted long-short replication. Signal family has only9test events, uncertainty crosses zero; positive estimates are research, not approval. Full metrics observation18718. Source https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars .
Frozen notes1683/1684/1688. Issuer-visible earnings dates; three-session AVAV return minus SPY, complete through t+1; enter t+2 open only if EAR>0. Five-session horizon; stop1 prior20-session mean H-L, target1.5ADR; sell half at1ADR, remaining stop breakeven from next session. Daily OHLC stop-first ambiguity, adverse opening gaps at open, target improvement capped. Train2016–20; chronological test2021–25; 2026 extension separate; entries and exits within partition. Fees0bp plus slippage0bp EACH side. Vectorbt long-only,1000USD initial cash, fractional shares, no fixed business costs. Cash ledger reconciled, max error 2.2737367544323206e-13. Drawdown uses open/close marks, not full intraday risk. This selected single-name SPY proxy is not the paper's cross-sectional size/value-adjusted long-short replication. Signal family has only9test events, uncertainty crosses zero; positive estimates are research, not approval. Full metrics observation18717. Source https://investor.avinc.com/financial-information/quarterly-results ; https://runway.adityaperswal.workers.dev/data/stock-bars .