Stats

Start state245.69quantcash, no holdings/pending orders; goal repeatable net executable payoff; binding constraint validated rule economics, not available capital. Premises:1.The published bounce rule waits forRSI recovery; our venue adaptation adds range exits and permits re-entry.2.Matched39SPYholdout entries return31.3672% under dailyRSI exits versus1.2266% under swing exits; aggregate swing64trades returns1.4519%,cost stress-10.7372%. First order: stops crystallize sampled declines and targets end profitable exposure. Second order: early exits leave the account flat during later recovery and allow repeated entries/costs while the original lot would still be open. Third order: importing the parent82.05%win rate would mis-size the actual43.75%win-rate payoff; recovery pressure would amplify an unvalidated exposure. This is an implementation explanation, not causal proof of universal reversal failure. Strongest counterargument: gross swing15.31% and cheaper2bp12.39% remain positive; training loss, wide mean interval, missing real fills and current no-signal state still veto. Intermediaries benefit from turnover and ETF managers earn fees regardless of our alpha. Facts end at recorded history; future liquidity compensation remains uncertain. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; original https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. CompletedSep4 closes SPY770.19,IWM296.01,EFA108.35,EEM68.70,TLT82.21. RSI2 sequences (oldest to latest): SPY52.00/85.10/56.24,IWM56.84/68.73/77.39,EFA48.58/82.31/84.74,EEM65.60/82.61/96.38,TLT24.46/52.49/74.53. None meets three declining readings starting below65;TLT also below SMA20086.247. 2. Position cap212.7475 permits0/0/1/3/2whole shares; quant cash245.69 and nominal account risk cap8.5099. SPY illustrates1ATR stop764.95314,target778.04529,notorders; ATR5.23686 andADR4.40956. 3.Four other instruments' levels/liquidity/nominalrisk are recorded. EEM/TLT also fail1.5ATR<=2ADR target gate. Conclusion size0, no queued entry; latest prices are Friday references, not executable Monday quotes. Affordability or trend cannot replace a signal and validated exits. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; technical.json and final feasibility observations. Flat book has no held-R/target/horizon progress to review.

1. All255 predeclared metric rows are recorded, covering five ETFs, three chronological splits, next-open/swing/same-close diagnostics, fixed55/65/75 startingRSI thresholds,0/2/10/20bp one-way costs and next-bar-open swing fills. No best variant selected. 2.MainSPYholdout gross15.3055%,2bp12.3911%,10bp1.45192%,20bp-10.7372%; next-bar-open at10bp1.39429%. At20bp allfive swing holdouts negative: SPY-10.7372,IWM-20.3785,EFA-19.5656,EEM-9.55046,TLT-13.2295%. 3.SPY5yearbasecompound1.45192% is about0.28871%annualized on continuously reinvested strategy capital, before fixed overhead; it is not account return. SPY passive sameperiod94.2563% at10bp endpoints has different exposure and risk. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; study.py/results.json/diagnostics.py. Cash arithmetic/vectorbt agree within1e-6wealth units with nonnegativecash/assets. Threshold and cheap-cost alternatives are sensitivity checks, not authorized strategies. Conclusion reject main adaptation; affordable EFA/EEM/TLT cannot rescue it, and currentSPY/IWM whole-share caps are0.

1. SPY swing holdout p43.75%,averagewin1.197682%,loss0.879921% implies raw quarter-Kelly0.605964% of equity,about$5.16; training Kelly0 and negative cost stress veto allocation. Other four holdout Kelly values0. Actual size0. 2.20,000 circular three-month-block paths over60months, hypothetical25%account allocation per trade from850.99: SPY terminalPnL5th/median/95th[-27.1884,4.2175,35.0681]USD,41.515%loss paths,95thpercentile monthly/realized maxDD4.19024%. Open-trade excursions and fixed overhead excluded. 3.Separate24-calendar-day realized-cashflow windows producePnL[-3.90996,0,3.31432],21.82%loss windows,zero simulated349.01gains; inactivity drives median0. These are conditional historical resampling frequencies, not future probabilities or a fresh-entry forecast. 4.Historical exits:19targets,38stops,7RSI,0timeout; target frequency29.6875%,Wilson95%[19.9050,41.7704], distinct from43.75%winning trades.19extended-session exits and25same-day exits expose fractional/PDT incompatibility. Sampled stop overshoot median0.06613R,max0.32550R; no hard gap-loss bound. Conclusion cash; no wider targets or risk increase to address shutdown pressure. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; stats.py and recorded simulation figures.

1. SPY training median20-day annualized realized volatility10.2176% defines a fixed descriptive high/low threshold. All entries already satisfy the200-day trend condition and decliningRSI2. 2. Swing holdout high-vol46 trades mean0.06186%,low-vol18 mean-0.05487%; RSI<10 group47 mean-0.07869%,RSI>=10 group17 mean0.32686%. Stronger oversold does not monotonically improve this sample. 3. OLS net trade return on lagged signal volatility andRSI: volatility coefficient0.077134,HAC3t1.7054; RSI coefficient0.00006445,t0.4185;R2=0.03985. NumPy sandwich covariance substitutes for unavailable statsmodels, same frozen regression; associations are descriptive, not causal. Other ETF buckets and annual breakdowns are recorded in full. Conclusion reject new indicator score or optimized threshold on this inspected sample. Counterargument: positive high-RSI bucket; selecting it now creates another fitted hypothesis requiring fresh validation. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; stats.py, seed90706.

1. Frozen main swing rule has holdout samples SPY64,IWM72,EFA35,EEM23,TLT27 in2021–25; earlier market history was inspected under other rules. 2. NumPy20,000 circular three-calendar-month blocks retain inactive months. Mean-trade95% intervals (%): SPY[-0.22752,0.33007],IWM[-0.53203,0.28883],EFA[-0.73200,-0.09902],EEM[-0.66541,0.20921],TLT[-0.68025,-0.04489]. SPY mean0.02903%; positive resample fraction0.58935 is not posterior probability of edge. 3. SPY daily baseline mean0.71629%, interval[0.16584,1.17769], but training loses17.56%; a positive later baseline does not validate changed exits. Matched39 SPY entries: baseline31.3672% versus swing1.2266%; aggregate swing includes25 additional entries. Conclusion reject deployment, not every possible reversal rule. Validity follows frozen train/holdout/cost gates; soundness limited by clustered small sample, assumed stationary blocks, selected historical period and quote/poll omissions. No post-result bucket or threshold becomes a new strategy. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; statistics.py/diagnostics.py and all255 recorded metric rows.

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. recent: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N5, mean0.113634%, worst-0.737589%, median1.0104 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. holdout: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N27, mean-0.320426%, worst-1.689505%, median2.1667 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. train: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N31, mean0.096934%, worst-1.426733%, median2.0729 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. recent: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N4, mean0.782386%, worst-0.953983%, median0.8802 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. holdout: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N23, mean-0.229751%, worst-2.038371%, median1.2292 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. train: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N24, mean-0.225024%, worst-1.825486%, median0.9948 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. recent: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N6, mean-0.783671%, worst-1.579315%, median0.8958 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. holdout: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N35, mean-0.415034%, worst-2.522052%, median1.2292 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. train: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N34, mean-0.099752%, worst-1.743545%, median1.3594 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. recent: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N7, mean0.628881%, worst-1.416834%, median2.0313 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. holdout: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N72, mean-0.096238%, worst-4.188273%, median1.1563 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. train: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N59, mean-0.215674%, worst-2.023682%, median1.7813 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. recent: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N13, mean0.150231%, worst-1.506870%, median1.1771 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. holdout: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N64, mean0.029030%, worst-1.868121%, median1.0260 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. train: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N62, mean-0.257764%, worst-2.403976%, median1.0104 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

Premises:1.query_tradesreturns3closedquantpositions,alloperatorliquidations.2.Recomputedwin1/3,avgwin7.93994%,avgloss5.26143%,mean-0.860974%,PnL-1.046053USD;quarterKellymax(0,[p-(1-p)/(win/loss)]/4)=0.3.PositionswerePEADthesesandoperatorcensored,notR2exits. Conclusion do notborrowtheirpayoffsforreversal sizing;actualallocation0pendingindependenttest. Noquoteatdecisionorfullfillpath,soobservedentrypricescannotidentifystrategyexecutionalphaorslippage. Strongcounterexample:DELLwon7.94%;onewinnerdoesnotestablishpositivepooledmeanornewruletransfer. Source query_trades fund=quant IDs1,7,9 retrievedSep7 2026;observationownrecordaudit.

Premises:1.Protocol596/598 frozen before prices; RSI2 declines3days startingbelow65,close>SMA200; followingopenentry/followingopenexit afterRSI>75,nooverlap.2.recent chronological sample;2016–20train,2021–25holdout,2026recent; no fittedparameters,butmarketperiodpreviouslyinspected.3.Explicitcashlongonlyvectorbt5bpfee+5bpslip eachway reconcilesindependentwealth;dailyclosemarkedDD,adjustedpricesapproximatecashdistributions. N3,mean-0.4372989750850283%,worst-2.205882735475273%. Conclusion baseline only,notstop/target/trailvalidation; profitableholdoutdoesnotrepairnegativeearlierperiodorjustifyentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; original https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 . No sampleorparameterselectedforprofit; allfiveETFsretained.

Premises:1.Protocol596/598 frozen before prices; RSI2 declines3days startingbelow65,close>SMA200; followingopenentry/followingopenexit afterRSI>75,nooverlap.2.holdout chronological sample;2016–20train,2021–25holdout,2026recent; no fittedparameters,butmarketperiodpreviouslyinspected.3.Explicitcashlongonlyvectorbt5bpfee+5bpslip eachway reconcilesindependentwealth;dailyclosemarkedDD,adjustedpricesapproximatecashdistributions. N20,mean-0.44454334934041495%,worst-5.272528748719929%. Conclusion baseline only,notstop/target/trailvalidation; profitableholdoutdoesnotrepairnegativeearlierperiodorjustifyentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; original https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 . No sampleorparameterselectedforprofit; allfiveETFsretained.

Premises:1.Protocol596/598 frozen before prices; RSI2 declines3days startingbelow65,close>SMA200; followingopenentry/followingopenexit afterRSI>75,nooverlap.2.train chronological sample;2016–20train,2021–25holdout,2026recent; no fittedparameters,butmarketperiodpreviouslyinspected.3.Explicitcashlongonlyvectorbt5bpfee+5bpslip eachway reconcilesindependentwealth;dailyclosemarkedDD,adjustedpricesapproximatecashdistributions. N31,mean0.2645556325254861%,worst-2.30449711384908%. Conclusion baseline only,notstop/target/trailvalidation; profitableholdoutdoesnotrepairnegativeearlierperiodorjustifyentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; original https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 . No sampleorparameterselectedforprofit; allfiveETFsretained.