Stats

Numpy seed92104,20000paths pertraining/holdout/recentwindow,20historicalmanagedtrades perpath (60000total),5bpfees+15bpslip eachside alreadyintradeoutcomes;capstake=min(currentSupplybook,120USD,.25account),accountstarts999.26 withother879.26fixed. PercentageEURoutcomesmappedtoUSDstakes assumesunchangedFX andfractionalexecution solelyforresearch. HeldoutN19:3targets,15stops,1timeexit,win15.7895%,avgwin23.6532%,avgloss7.3580%;binaryR halfKelly0. Bootstrapmeantrade95%CI[-7.25678,+3.11475]%,notestablishedpositiveexpectancy. Capped20tradebookPnLP5/median/P95=-87.0796/-56.3922/+42.7614USD;lossfrequency86.31%;accountDDP959.75253%conditional,notbound. TrainingN32halfKelly0;recentN4(+67.36%historicalreturn)has3targets/1gapstop,meanCI[-5.08534,+29.43783]%;recentresamplingwouldlookhighlyfavorable butfouroutcomes cannot supplyliveprobabilities. This diagnosesregimedependence,notanindefinitemodelvetooraforecastthatcurrenttradehas86%lossodds. Actualsize0duefailedentry/defensiblevalueandimplementationgaps. Source https://query1.finance.yahoo.com/v8/finance/chart/ELG.DE ; prereg4076/backtest3861; /tmp/supply92104/sim.py. Neitherbootstrapnorhistoricalgapcoversunseentailevents;venue15minuteexitsnotmodeled.

Premises:10000paths/name,60sessions,five-dayjointOHLCblocks2024on,seed92102,SIP/all completedSep18. E=currentclose,S=E−2trueATR20,T=[4E(1.002)−3S(.998)]/.998. Entrydaygapsstopopen,bothhitstopfirst,targetcapped,20bpsidecost,timeexitmark. SEI E69.66/S61.646/Thurdle94.81879,target42.11%,stop54.42%,profit45.12%,mean8.8836%,P05−11.8577%. ATI mean7.0767%,target37.84%,P05−9.8496%; UMCmean4.2257% despite negative conditionalholdout;PXSmean3.8352% versus only11.91%target. LFUSmean2.7736%,VSH2.4670%. All60k paths repeat recent regimes and are unconditional: not currententryprobabilities, notvalidated15minuteexecution, P05notlossbound. Strong bullish countercase preserved, but cannot turn algebraic3R into fairvalue. Noorders. Source https://runway.adityaperswal.workers.dev/data/stock-bars .

Premises: joint open/high/low/close relative to previousclose, SIP/all https://runway.adityaperswal.workers.dev/data/stock-bars,2024on history, seed92008, five-dayblocks,10000paths pername,60sessions. AtSep18LPG58.15 trueATR1.918885 gives hypotheticalstop54.31223/target69.66331;BWLP25.66 ATR.8495 gives23.961/30.757. Gapsstopatopen,stopfirstifboth,targetcapped,20bpsidefriction,markremainingattimeexit. LPGtarget30.55%,stop65.86%,mean1.3275%,profit33.51%,P05-8.4741%;BWLPtarget39.18%,stop57.61%,mean3.3743%,profit41.86%,P05-9.6904%. One-shareP05loss4.928/2.487USD is notmaxloss. Strongbullcountercase: positive unconditionaldrift andtailpayoff. Limitation: bootstrap repeatsregime,notconditionalentryforecast,blocksremoveobservedlongerdependence; dailychecksarenotvenue15minfills. Gross3Rhurdle beforecosts doesnotmeetnet3R; neitherlevelisdefendedfairvalue. Actualsize0 because entry/value remainunestablished, notbecausesimulationfailscertainty. Do notconvertmodelprofitfrequencyintoKellyprobability.

Premises: 1. Daily OHLC source https://runway.adityaperswal.workers.dev/data/stock-bars . N20000 paths per symbol/history/policy cell,2symbols*2windows*2policies=160000; seed92006,60sessions,5dayblocks sampledjointly as overnight/high/low/close ratios. Histories2017onward or2025onward. Fixedcurrentprice,2trueATRstop/net3Rtargethurdle,20bp/side; openbelowstopfillsopen, gapabovetargetonlytarget, intradaybothstopfirst. Comparator trims25%at+2R andmovesstopentrynextday; no withinbar timingclaimed. 2. CSTMlong/recentfixed target28.59/36.80%,stop67.66/58.675%,mean.3757/1.0729USD/share. Recentquarter/BE increasesprofitfrequency40.81->46.915% butreducesmean1.0729->.8588 andtarget36.80->33.415%. 3. CENXlong/recentfixedtarget28.565/32.76%,mean.9747/1.9622;recentquarter/BE profit38.56->44.32%,mean1.9622->1.6064. FourCSTM102.20USDlot recentP1loss10.2827; threeCENX117.03lotP1loss18.2100. Fund120/account1000capsaffordable; thesequantilesNOTmaximumloss. 4. Simulationunconditionalpastreturnspositivelydriftedanddoesnotconditiononentrysignal,shortageorcurrentvaluation. FractionaltrimsexitonlyRTHinvenue; dailyperfectbarriersarenot15minutechecks. Pricescouldgapbeyondhistory. Conclusion: noorderfrommodeledodds; showwinningfrequencycanriseasfat-tailpayofffalls. Preferfutureexplicitmanagementtest; donot equate resampledtargetfrequencywithposteriorwinprobability oruseittooverrulefalsecurrententry.

Premises: 1. Empirical daily feed-price returns https://runway.adityaperswal.workers.dev/data/stock-bars . Fixed currenthypothetical2ATR/net3Rbarriers fromtechnicalanalysis; 60session paths,5sessionmovingblocks, seed92004,20000percell, history2017onward or2025onward. 2. CE longhistory stop57.52%/target17.20%/timeout25.28%, mean netPnl.1505USD/share; recent69.85/24.55/5.60%, mean-.2645. EMN long61.65/20.93/17.42%,mean.2290;recent70.215/19.28/10.505%,mean-.8359. 3. Fullcloseovershoot allowed and20bp/sidecost; no intradayextrema or15minuteexecution, event probabilities, conditionalbreakoutorfundamentaldriftmodel. Positivehistoricalbootstrapmeans nottradeedge. 4. CE2shareP1pnl-21.85long/-18.93recent; EMN2share-21.25/-28.54but2EMNexceeds120cap, so diagnostic notproposedsize. Gaps outsidehistory canbe worse; models are notlosslimits. Conclusion: odds change withregime; useconditionaltradehalfKelly0from3639, notunconditionalpathodds, for currentallocation0. Preservepositivecounterevidence, don'ttreatallcash asproofCEhasnoupside. Scriptsstats.py/stats.json containreproducibleassumptions.

Premises:1.Joint daily OHLC/previousclose ratios from https://runway.adityaperswal.workers.dev/data/stock-bars ; NumPy seed92002,5day blocks,20000paths per stock/window, all operating history and last252,60sessions. 2.Fixed research brackets E/S/T:CE45.41/42.027/56.2870;IMOS61.30/56.99918/75.1852;BTDR12.97/11.11183/18.75245;AMTX2.16/1.90454/2.96101. Targets solve NET3R at5bp fee+15bp slippage per side; they are hurdles NOT valuations. Stops first if both crossed; opening gaps worse; target capped; terminalclose. 3.All/recent mean return% CE .682/.107,IMOS1.156/4.594,BTDR4.464/2.013,AMTX.208/.303. Target probability% CE18.835/24.115,IMOS23.395/41.35,BTDR32.685/28.455,AMTX25.695/26.195. Stop%61.945–73.9 across cells. Conclusion: hypothetical tails can pay frequent losses but unconditional resampling cannot calibrate conditional breakout profitability, operating change or fairvalue. Actual rule holdouts3590etc are separate. HalfKelly capital-grid results (.03–.5) constrained0..1, not unconstrained optimum or authorization. IMOS one-share50%gap costs30.834 incl friction, above normal30 account-risk budget; fractional/quarterprobe only if evidence qualifies, which it does not.160000total paths, not60000; observation metric typo clarified.

1.NumPyseed92000, jointdailyOHLC/priorclose block5bootstrap;20000paths each allhistory/last252 forFRO/POWL https://runway.adityaperswal.workers.dev/data/stock-bars .2.Research brackets FRO51.42/48.201/61.901369,POWL183.96/167.95506/234.924079;20bp/side,stopfirst,openinggap worse,positivegap targetcapped,60sessionclose liquidation.3.Mean netreturns FROall1.4021%,last2526.8140%;target30.39/49.70%;POWLall2.9545%,last2524.6020%;target28.885/37.03%. Stop probabilities FRO67.98/47.905%,POWL61.68/61.13%;positive expectancy can coexist with frequent losses. HalfKelly portfolio-weight maximization over0..1 grid=.5 inall4, uppergrid constrained and NOT optimal unconstrained size estimate. This unconditional historical resampling ignores currententryabsence,changingvaluation,warshutdown,newgaps,15minvenuechecks and ex-dividend accounting; no liveodds inferred. Severe50%FROgap costsabout25.86 one share,51.73two>30 normalaccountbudget. POWL one share>120capital, fractional60USD50%loss already30beforecost; simulationlossquantilesnotriskbounds. No order.

1.Source https://runway.adityaperswal.workers.dev/data/stock-bars jointdailyOHLC/priorclose resampledNumPyseed91908;all2692/last252/2026last179rows,blocks5/10,20000each,60sessions.2.FixedE51.42/S48.201/T61.901368;baseline5bpfee15bpslip;stopfirst/adversegap,targetcapped,timeoutexit,no15minmanagement/dividendcashseparation/newshock. All5/10means1.352/1.477%,target30.215/30.415%;252means7.049/6.608%,target50.63/48.67%;2026means9.458/9.554%,target60.42/60.575%.3.Expectedlogweightgrid0..1halfKelly.49–.5;cap120andgapstressbindlongbeforethat. One-shareP99model-loss4.29–5.85 isnotbound:assumed50%gap25.864.4.Resamplingstrongrecentdriftinflatesoddsversusactualconditionalentryholdout;simulationdoesnotvalidate61.90fundamentalvalue. Validmodelcalculation,limitedsoundnessasliveforecast;noorders.

Premises:1.NumPyseed91906,20000pathsfor3pools(all432,last252,2026179)*2blocklengths5/10,60sessions,jointOHLC/priorclose https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all .2.Frozen45.87/41.2664/61.710237;5bpfee50bpslip,adversegapstop,cappedtarget,samebarstopfirst,timeoutexit. Allhistory5/10mean+2.8986/+3.2096%,target33.415/34.405%;last252mean-1.7638/-2.9310%,target23.855/22.105%;2026mean+1.1850/-.1533%,target29.510/27.145%. Medianall-11.0204%.3.Expectedlogstockweightgrid0..1thenhalf:all.337/.361,last2520/0,2026.139/0;cap120bindspositivemodelsbutnotapproval. NaturalexittradehalfKelly2025.5/20260also unstable.4.TwoshareP99loss31.64–36.24dollars;quantilesnotbounds/unconditionalresamplingnotliveentryodds. No15minexits,+2Rratchet,newshocks/newsconditioning. Conclusion:don'tselectfavorablewindowtosize;one-shareprobeaffordableifvalue/edgeimprove,actual0.

NumPy seed91904,20,000 paths/model,60sessions,five-day blocks of jointOHLC/priorclose ratios. Two source pools:2016–23 training2011returns and latest252sessions. E14.82/S12.672/T21.919686,55bp each side; gap stops at worse open, target capped, same-bar stop first, timeouts marked at60. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Training/recent modeled target rates14.305/34.13%,stop56.01/65.075%,mean netreturn+.2761/+5.5309%,median both-15.4293%. Mean wins26.8199/45.7187%,mean losses14.7034/15.8906%,profit rates36.075/34.77%. Binary half-Kelly risk-stake approximations.5148%/6.0489% of bankroll; not direct position notional and not validated live edge. Sampling recent AI regime nearly triples target frequency but also raises stop frequency; don't select the pool to justify an order. Daily path model misses monitoring delays, future jumps and conditional fundamental information; simulated maximum loss is not a bound. Four shares59.28 imply planned netstoprisk9.197 and assumed50%gap loss29.64 plus costs, below3%account only approximately; use3 shares if reserving explicit friction under30. Quarter-probe of a feasible4-share ceiling would be1share14.82, stoprisk2.30 and50%gap7.41. All actual sizes0 because current entry/defended payoff remain unqualified, not because an arbitrary tail threshold vetoes risk. If qualified later, recompute half-Kelly with appropriate evidence and current cap; don't transfer these unconditional odds.

For each symbol, numpy seed91902 sampled its costed training trades into20000 IID paths of20 trades, investing12% ofaccount pertrade. Everyresult saved as observation. GLW terminalP5/median/P95=-5.67/+0.54/+8.10%,44.95% paths lose,95thpercentilemaxDD6.93%; OCC median-7.54%,83.74%pathslose; FEAM alltrainingtradeslose so empiricalpathsalllose, not100%forecastcertainty. BTDRtinytraining sample produces implausiblytight optimisticpaths despite negativeholdout; rejectthat distribution as adequate livecalibration. FCELpositivearithmeticmean can coexist with negativecompoundedfullinvestmentreturn andnegativeholdout: skew andvolatilitydragmatter. These paths counttrades, not20days or30dayfundingrunway. Separately stressgap=2*observedworstnegativegap(noassignedprobability), apply stoplossplusresidualgapand50bpcushion. GLW lossfraction.376921=>30USDnormalriskbudget/that=79.59USDnotionalceiling; quarterprobe19.90, beforetrainingKelly/concentration/fractionalexitconstraints. A wholeGLWshare150.13 exceeds120fundcap. OCCceiling48.59,quarter12.15 belowone14.82share; actualzero becauseentryandhistoricaledgefail. Otherceilingsrecordedarenotrecommendedpositions. TraininghalfKelly(GLW.015738ofriskbank)canconstrainriskbelow3%account; neverincreaseallocationfromholdoutoptimism. Current account1000/fund120,cash120. No probabilisticlefttailbound claimed; gapslargerthanstresspossible. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . Modeldoesnotvalidate15minuteoff-hoursfillpolicyor+2Rquarter/trail exits. No order from thissimulation.

1. numpy seed91900,20000 paths x20 trades sampled IID from36 frozen NVT2018–24 costed trades. At12%account notional eachtrade, terminal P5/median/P95 returns -1.594/+7.302/+17.559%,terminal loss9.2%,P95maxdrawdown5.576%. These conditional model outputs are not current stock target odds, elapsed20trade duration or loss bounds. Different regimes and clustered losses can invalidate them. 2. Measured worst daily openinggap since2018 -16.0305%; separate deliberately doubled32.061% stress, with2ATR stop8.5541% and50bp allowance, gives38.3726% notional loss scenario. Normal3% account stress budget25.4976=>notional66.4474 belowfund101.99; quarter probe16.6118 if a later entry qualifies. A jump greater than stress can lose more. Fractional RTH-only exits would apply because whole share157.88 exceedsfundcap; marketclosed so no fractionalorder now. 3. Point-estimate halfKelly(average payoff) .11196 ofriskbank training would be constrained by normal3%equityrisk andfund12%notionalcap; do not use it literally as position risk. Current signal false and nettarget not approved ->actualsize0. Source https://runway.adityperswal.workers.dev/data/stock-bars (URL typo correction: https://runway.adityaperswal.workers.dev/data/stock-bars ). This supersedes no prior stress probability, and imposes no assumed5% disaster veto.

1. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; closed pre2024 returns from costed strategy3310-20, not two live wins. NumPy seed918061,20000 paths of20 sequential trades. Portfolio rebalances each trade to12% account (101.99/849.92) or3% quarter-fund probe. Sample actual trade outcomes with replacement; separately REPLACE an outcome with assumed-30% loss atq0/1/5%. No claim that q is measured; empirical ordinary gaps/losses already remain in base. IID trades omit regime persistence and simultaneous holdings, so this is a shape/sizing sensitivity, not ruin forecast. 2. TEN fullfund mean terminal account return-3.93925% withq0;5thpercentile-14.32465%,P95drawdown15.30252%,P(loss>10%)20.74%. q5 raises P95DD19.07636%,mean-7.17269%. Quarterfundq0mean-.99976%,P95DD4.04490%;q5mean-1.84081%,P95DD5.11282%. Negative baseline exists independently of assumed disaster. 3. LPG fullfundq0mean+3.57059%,P05-8.64104%,P95DD11.41406%;q1mean+2.75026%,q5mean-.24270% andP95DD15.38273%. Quarterfundq0mean+.88198%,P95DD2.96819%. Thus arbitrary q5 alone can reverse an otherwise positive empirical mean, but LPG's separate actual2024-25 holdout is negative anyway. 4. Full AA/CENX/MU matrices saved in observations; no favorable simulation overrides their inactive current signal. HalfKelly numerical estimates in3330-35 are capped research diagnostics; preserve 3% normal account-risk rule and gap stress separately from expected value. Conclusion: scale exposure to drawdown shape and retain uncertainty, not assumed odds as permanent cash veto.

1. Model: 20000 paths,60sessions, aligned historical open/previous-close, high/open, low/open,close/open ratios, contiguous5day blocks;10day sensitivity also saved. Seed918061, baseline history pre2024 versus recent252; fees1bp/slip15bp per side. Stops include opening gaps, openingtarget first, intraday ambiguity stop first. Fixed levels asofSep17; no live entry signal conditioning, no15min/profit ratchet. Source https://runway.adityaperswal.workers.dev/data/stock-bars . 2. pre2024/2ATR6ATR: stop first 67.480%, target first 30.295%, timeout 2.225%, mean net 2.2449%, median -10.9632%, P01 -14.7113%. last252/2ATR6ATR: stop first 60.875%, target first 34.025%, timeout 5.100%, mean net 4.3584%, median -10.9632%, P01 -15.8823%. 3. Half Kelly from numerical max mean log(1+f*r) gridf0..1 thenhalf, using closedtrade distributions: train N42, win33.33%, average win32.929%, average loss10.758%, constrained halfKelly stockweight0.5000, cap-adjusted researchsize$101.99. holdout N13, win38.46%, average win25.331%, average loss10.286%, constrained halfKelly stockweight0.5000, cap-adjusted researchsize$101.99. forward2026 N5, win20.00%, average win23.183%, average loss12.663%, constrained halfKelly stockweight0.0000, cap-adjusted researchsize$0.00. This is a diagnostic, not approved sizing; small/all-win histories cannot calibrate omitted losses. 4. Recent-window drift and selected survivor bias can create attractive resampled odds without an executable edge. Simulated tail quantiles are not loss bounds. LevelsE-2ATR/E+6ATR are hypothetical geometry and not fundamental valuation; TEN frozenvalue45.41/55.36 remains separate. Decision: do not use favorable bootstrap odds to override failed holdout, absent current signal or undetermined cash capture. A fullfund101.99 exposure is12% account849.92; quarterfund25.4975 is3% account, stockloss can exceedstop on gap.

1. Model: 20000 paths,60sessions, aligned historical open/previous-close, high/open, low/open,close/open ratios, contiguous5day blocks;10day sensitivity also saved. Seed918061, baseline history pre2024 versus recent252; fees1bp/slip15bp per side. Stops include opening gaps, openingtarget first, intraday ambiguity stop first. Fixed levels asofSep17; no live entry signal conditioning, no15min/profit ratchet. Source https://runway.adityaperswal.workers.dev/data/stock-bars . 2. pre2024/2ATR6ATR: stop first 66.880%, target first 28.675%, timeout 4.445%, mean net 1.5349%, median -9.0627%, P01 -13.0165%. last252/2ATR6ATR: stop first 62.985%, target first 34.075%, timeout 2.940%, mean net 3.2122%, median -9.0627%, P01 -12.2648%. 3. Half Kelly from numerical max mean log(1+f*r) gridf0..1 thenhalf, using closedtrade distributions: train N37, win35.14%, average win25.898%, average loss8.956%, constrained halfKelly stockweight0.5000, cap-adjusted researchsize$101.99. holdout N11, win36.36%, average win24.131%, average loss8.030%, constrained halfKelly stockweight0.5000, cap-adjusted researchsize$101.99. forward2026 N3, win33.33%, average win16.426%, average loss9.536%, constrained halfKelly stockweight0.0000, cap-adjusted researchsize$0.00. This is a diagnostic, not approved sizing; small/all-win histories cannot calibrate omitted losses. 4. Recent-window drift and selected survivor bias can create attractive resampled odds without an executable edge. Simulated tail quantiles are not loss bounds. LevelsE-2ATR/E+6ATR are hypothetical geometry and not fundamental valuation; TEN frozenvalue45.41/55.36 remains separate. Decision: do not use favorable bootstrap odds to override failed holdout, absent current signal or undetermined cash capture. A fullfund101.99 exposure is12% account849.92; quarterfund25.4975 is3% account, stockloss can exceedstop on gap.

1. Model: 20000 paths,60sessions, aligned historical open/previous-close, high/open, low/open,close/open ratios, contiguous5day blocks;10day sensitivity also saved. Seed918061, baseline history pre2024 versus recent252; fees1bp/slip15bp per side. Stops include opening gaps, openingtarget first, intraday ambiguity stop first. Fixed levels asofSep17; no live entry signal conditioning, no15min/profit ratchet. Source https://runway.adityaperswal.workers.dev/data/stock-bars . 2. last252/2ATR6ATR: stop first 50.490%, target first 43.405%, timeout 6.105%, mean net 14.6300%, median -18.1134%, P01 -23.2380%. 3. Half Kelly from numerical max mean log(1+f*r) gridf0..1 thenhalf, using closedtrade distributions: holdout N3, win66.67%, average win30.566%, average loss10.059%, constrained halfKelly stockweight0.5000, cap-adjusted researchsize$101.99. forward2026 N6, win33.33%, average win36.180%, average loss15.903%, constrained halfKelly stockweight0.1245, cap-adjusted researchsize$101.99. This is a diagnostic, not approved sizing; small/all-win histories cannot calibrate omitted losses. 4. Recent-window drift and selected survivor bias can create attractive resampled odds without an executable edge. Simulated tail quantiles are not loss bounds. LevelsE-2ATR/E+6ATR are hypothetical geometry and not fundamental valuation; TEN frozenvalue45.41/55.36 remains separate. Decision: do not use favorable bootstrap odds to override failed holdout, absent current signal or undetermined cash capture. A fullfund101.99 exposure is12% account849.92; quarterfund25.4975 is3% account, stockloss can exceedstop on gap.

1. Model: 20000 paths,60sessions, aligned historical open/previous-close, high/open, low/open,close/open ratios, contiguous5day blocks;10day sensitivity also saved. Seed918061, baseline history pre2024 versus recent252; fees1bp/slip15bp per side. Stops include opening gaps, openingtarget first, intraday ambiguity stop first. Fixed levels asofSep17; no live entry signal conditioning, no15min/profit ratchet. Source https://runway.adityaperswal.workers.dev/data/stock-bars . 2. last252/2ATR6ATR: stop first 73.045%, target first 26.720%, timeout 0.235%, mean net -0.8900%, median -10.2254%, P01 -34.4840%. 3. Half Kelly from numerical max mean log(1+f*r) gridf0..1 thenhalf, using closedtrade distributions: holdout N4, win100.00%, average win34.836%, average loss0.000%, constrained halfKelly stockweight0.5000, cap-adjusted researchsize$101.99. forward2026 N4, win25.00%, average win34.790%, average loss14.427%, constrained halfKelly stockweight0.0000, cap-adjusted researchsize$0.00. This is a diagnostic, not approved sizing; small/all-win histories cannot calibrate omitted losses. 4. Recent-window drift and selected survivor bias can create attractive resampled odds without an executable edge. Simulated tail quantiles are not loss bounds. LevelsE-2ATR/E+6ATR are hypothetical geometry and not fundamental valuation; TEN frozenvalue45.41/55.36 remains separate. Decision: do not use favorable bootstrap odds to override failed holdout, absent current signal or undetermined cash capture. A fullfund101.99 exposure is12% account849.92; quarterfund25.4975 is3% account, stockloss can exceedstop on gap.

1. Model: 20000 paths,60sessions, aligned historical open/previous-close, high/open, low/open,close/open ratios, contiguous5day blocks;10day sensitivity also saved. Seed918061, baseline history pre2024 versus recent252; fees1bp/slip15bp per side. Stops include opening gaps, openingtarget first, intraday ambiguity stop first. Fixed levels asofSep17; no live entry signal conditioning, no15min/profit ratchet. Source https://runway.adityaperswal.workers.dev/data/stock-bars . 2. pre2024/2ATR6ATR: stop first 66.770%, target first 31.210%, timeout 2.020%, mean net 1.4969%, median -7.0079%, P01 -9.6989%. last252/2ATR6ATR: stop first 50.780%, target first 46.420%, timeout 2.800%, mean net 5.7770%, median -7.0079%, P01 -8.3937%. 3. Half Kelly from numerical max mean log(1+f*r) gridf0..1 thenhalf, using closedtrade distributions: train N49, win30.61%, average win22.921%, average loss7.997%, constrained halfKelly stockweight0.3845, cap-adjusted researchsize$101.99. holdout N10, win20.00%, average win19.976%, average loss7.913%, constrained halfKelly stockweight0.0000, cap-adjusted researchsize$0.00. forward2026 N7, win57.14%, average win21.282%, average loss6.479%, constrained halfKelly stockweight0.5000, cap-adjusted researchsize$101.99. This is a diagnostic, not approved sizing; small/all-win histories cannot calibrate omitted losses. 4. Recent-window drift and selected survivor bias can create attractive resampled odds without an executable edge. Simulated tail quantiles are not loss bounds. LevelsE-2ATR/E+6ATR are hypothetical geometry and not fundamental valuation; TEN frozenvalue45.41/55.36 remains separate. Decision: do not use favorable bootstrap odds to override failed holdout, absent current signal or undetermined cash capture. A fullfund101.99 exposure is12% account849.92; quarterfund25.4975 is3% account, stockloss can exceedstop on gap.

1. Model: 20000 paths,60sessions, aligned historical open/previous-close, high/open, low/open,close/open ratios, contiguous5day blocks;10day sensitivity also saved. Seed918061, baseline history pre2024 versus recent252; fees1bp/slip15bp per side. Stops include opening gaps, openingtarget first, intraday ambiguity stop first. Fixed levels asofSep17; no live entry signal conditioning, no15min/profit ratchet. Source https://runway.adityaperswal.workers.dev/data/stock-bars . 2. pre2024/2ATR6ATR: stop first 72.725%, target first 26.645%, timeout 0.630%, mean net 0.0919%, median -6.2328%, P01 -7.8202%. pre2024/frozen_value: stop first 25.070%, target first 74.735%, timeout 0.195%, mean net -0.2460%, median 4.4937%, P01 -14.5717%. last252/2ATR6ATR: stop first 42.310%, target first 54.870%, timeout 2.820%, mean net 7.1037%, median 17.4205%, P01 -6.5804%. last252/frozen_value: stop first 6.900%, target first 92.640%, timeout 0.460%, mean net 3.1583%, median 4.4937%, P01 -14.2872%. 3. Half Kelly from numerical max mean log(1+f*r) gridf0..1 thenhalf, using closedtrade distributions: train N46, win19.57%, average win24.725%, average loss8.099%, constrained halfKelly stockweight0.0000, cap-adjusted researchsize$0.00. holdout N8, win37.50%, average win15.583%, average loss5.965%, constrained halfKelly stockweight0.5000, cap-adjusted researchsize$101.99. forward2026 N5, win80.00%, average win19.207%, average loss8.288%, constrained halfKelly stockweight0.5000, cap-adjusted researchsize$101.99. This is a diagnostic, not approved sizing; small/all-win histories cannot calibrate omitted losses. 4. Recent-window drift and selected survivor bias can create attractive resampled odds without an executable edge. Simulated tail quantiles are not loss bounds. LevelsE-2ATR/E+6ATR are hypothetical geometry and not fundamental valuation; TEN frozenvalue45.41/55.36 remains separate. Decision: do not use favorable bootstrap odds to override failed holdout, absent current signal or undetermined cash capture. A fullfund101.99 exposure is12% account849.92; quarterfund25.4975 is3% account, stockloss can exceedstop on gap.

No newMonteCarlo or resampledprobability. Pythonchecks frozen3243 mean=(1-q)*1.4467783586%-q*30%;q5%=>-.1255605593%,breakevenq4.600720437%. q is an assumed pertrade crisis replacement probability,not empirical estimate. Prior3219 20k blockpaths remain separate modeled distribution,not eighteen-dayforecast. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Negativeexpectedscenario giveszero long halfKelly; no calibratedbinaryKelly odds inferred from2operatorwins. Independentcost/tail evidence couldchangeassumptions, but freshdata403 and unverifiedincidentprovide none. A qualifying47.74pricealone cannot replace sizingvalidation; <=21.27 conditionalprobe only afterjointgatespass.

Reused frozen3214/3219 execution study, no rerun or optimization. Python/NumPy recomputed mean(q)=(1-q)*1.4467783586%-q*30%, where q is ASSUMED catastrophic per-trade replacement probability. q0/2.5/5/7.5/10% -> mean1.446778/.660609/-.125561/-.911730/-1.697899%; breakeven4.6007204%, derivative-.3144678pp mean per1ppq. Prior20k3tradeblock20tradepath study3219 (seed9130801) remains distribution evidence: median-.246048%,loss54.94%,DD953.187738% at2.5%account allocation. Thisrun sensitivity is analytical, not newMonteCarlo or empirical frequency measurement. https://runway.adityaperswal.workers.dev/data/stock-bars . Fresh authorized SIP split daily history request403; gap frequency not independently remeasured. Criticism:5%was a conservative scenario and may overstate risk; historical everyday gap rates alone would not identify current war-conditional probability anyway. Evidence supporting lowercost/tailrisk can change decision; uncertainty is not permission to call5% fact. Long halfKelly under retainednegative-mean scenario0, actual0; no month-end recovery forecast.

Gate3214 training22basewin8/22=.363636,avgwin16.127688%/avgloss6.623160%,b2.435044=>halfKellyrisk5.115039%;15bpsliphalfKelly3.975979%. Fullmin(fund170.20,venue212.7475,Kellyriskbudget,3%equity/30%gap)=85.099;quarter21.27475,fullstockloss2.5%equity,30%gap6.382425USD. Circular3tradeblock20kpaths20trades,seed91308,2.5%account/trade:base5bpslipmedian+.595059%,loss37.67%,DD95 1.996791%;plusassumed5%chance/trade -30%return:median-.185092%,loss53.685%,DD95 3.117590%. Joint15bpslip+samegap (seed9130801) arithmeticexpectedtrade-.125561%,accountmean-.040421%,median-.246048%,P05/P95 -2.835394/3.520304%,loss54.94%,DD95 3.187738%. Breakevengapfrequency4.600720%;5%isassumption,notmeasuredwarprobability. Thus historicalKellypositive but scenarioexpectedKelly<=0; actualallocation0 underretainedscenario, not fundingshortfall. Largeupsidepaths do not make negativeexpectedvaluepositive. New verifiedcost/gaprisk evidence can changeassumptions; do not optimize awaystressorroundup. Horizonless20trades NOT18dayforecast. Source https://runway.adityaperswal.workers.dev/data/stock-bars .

Train31 costed closed returns: winp13/31=.41935484,avgwin18.364665%,avgloss9.624578%,b1.90810092 =>halfKelly risk .05752479. Rough historical sizing, not calibrated future odds.2ADR/47.9=5.19238%risk. Fund170.20,venue212.7475 and assumed30%gap at3%account850.99 cap full85.099; quarter21.27475=.444149share,stoploss1.104666USD pre-cost,gap30loss6.382425USD,totalstockloss21.27475=2.5%account. 20k circular3tradeblock paths of20trades,seed91306,2.5%account allocated eachtrade: baseP05/median/P95[-1.445696,1.027504,3.653712]%,loss25.385%,DD95 2.292229%; add independent assumed5%chance/trade of-30%return ->[-2.516428,.219166,3.056590]%,loss44.84%,DD95 3.222898%.10%allocation stress median.693025%,DD95 12.535072%;20%allocation .952922%,DD95 23.511632%. These horizonless20trade paths are not18day/month forecasts; assumption is not measured war frequency, and30%isnot hard gap bound. Full book improves median little but greatly increases drawdown. No round-up toone47.9share; actualsize0 while closed and current netRR<3. Source https://runway.adityaperswal.workers.dev/data/stock-bars.

Managedpapertraining29: winp12/29=.413793,avgwin14.8067%,avgloss9.31325%,b1.58985=>halfKellyrisk.02253746. This is roughsizingreference, notapprovedprobability becausepolicycadencemismatch. Stop2ADR/47.9=5.19238% permitslargernotionalbutassumed30%gap cappedto3%account850.99=>full85.099USD,quarter21.27475USD=.444149share. Whole47.90wouldroundriskup; onlyfractionalRTHcanexpressquarter. 20,000 seeded20tradepaths at2.5%accountallocation usingtrainingreturns:baseP05/P50/P95=-2.05483/+.25728/+3.02878%,loss43.335%,DD95 2.57789%. Assumedindependent5%chancepertradeof-30%gap yields-3.05614/-.49512/+2.40193%,loss61.555%,DD95 3.51279%. Gapassumptionisnotwarfrequency, norhardlimit; totalstocklosscanexceedstop. Futurepathsnotcalibratedto1–3monthcalendar. Reference45.41285stop/55.36145target gross3R, valuebridgebook~56.998 butcostsreducenetRRandmustberecomputedatexecutableentry. Currentzero; cashdecisiondoesnotrequirecertaintybutactualpolicyandleft-tailfitremainunresolved. https://runway.adityaperswal.workers.dev/data/stock-bars . Fund170.20cash/account850.99; do notallocateusingfundingshortfall.

Trainingonly p10/33,win22.5028%,loss8.28635%,b2.71564 =>halfKellyrisk.02319017. Mappingto2ADRstop5.19238% permitsnotionalabovefundcap, but assumed30%gap at3%equityrisk limitsfull85.099USD; quarter21.27475USD below47.90whole share. No rounding. Reference stop45.41285,target55.36145 gross3R; notvalueproof. Conditional20,000IID20trade paths seeded91302 at2.5%accountweight: baseP05/P50/P95=-2.1080/+.4490/+3.3826%,loss39.365%,DD95=2.6586%. Assumed5%trades30%gapstress gives-3.0788/-.3176/+2.7449%,loss57.055%,DD95=3.5617%. Probabilities aremodeloutputs, notobservedwarfrequency. FractionalRTH expression could fitamountbutcannottradeclosedandneedsrawexit/valueaudit. Actualsize0; noautomaticMondaybuy. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Counterargumentpositivebase doesnotestablishcostedvenueexitpolicy; prioritizeaudit ratherthanraisingsize.