Stats

Frozen20/10 note1291 testedfirst1312–1322; laterdiagnostictrainingONLY gridlook10/20/40hold5/10/20,27cells,nochoice/holdoutretune. Source https://runway.adityaperswal.workers.dev/data/stock-bars . [{"s":"SEI","look":10,"hold":5,"return":51.35163106260799,"drawdown":73.47378617986054,"N":82,"win_pct":40.243902439024396},{"s":"SEI","look":10,"hold":10,"return":189.77339228761699,"drawdown":46.93015222864215,"N":58,"win_pct":46.55172413793103},{"s":"SEI","look":10,"hold":20,"return":119.01189491382853,"drawdown":52.71601778275554,"N":41,"win_pct":48.78048780487805},{"s":"SEI","look":20,"hold":5,"return":17.94714060852937,"drawdown":57.50914229345035,"N":61,"win_pct":44.26229508196721},{"s":"SEI","look":20,"hold":10,"return":52.03202796755446,"drawdown":52.80577534581349,"N":45,"win_pct":48.888888888888886},{"s":"SEI","look":20,"hold":20,"return":95.04982213313222,"drawdown":56.51247964458535,"N":32,"win_pct":56.25},{"s":"SEI","look":40,"hold":5,"return":-23.215854298403766,"drawdown":47.86173162632337,"N":47,"win_pct":42.5531914893617},{"s":"SEI","look":40,"hold":10,"return":-19.03328042069902,"drawdown":55.622523287771386,"N":35,"win_pct":48.57142857142857},{"s":"SEI","look":40,"hold":20,"return":15.397766180355573,"drawdown":58.41968027001221,"N":24,"win_pct":58.333333333333336},{"s":"LEU","look":10,"hold":5,"return":-37.60441205548489,"drawdown":77.05803585428671,"N":83,"win_pct":51.80722891566265},{"s":"LEU","look":10,"hold":10,"return":216.09626969153015,"drawdown":67.92788640177663,"N":55,"win_pct":63.63636363636363},{"s":"LEU","look":10,"hold":20,"return":547.8358143937962,"drawdown":71.44519403306847,"N":39,"win_pct":51.28205128205128},{"s":"LEU","look":20,"hold":5,"return":32.24568595990913,"drawdown":60.49694403642274,"N":63,"win_pct":55.55555555555556},{"s":"LEU","look":20,"hold":10,"return":349.81182082880935,"drawdown":67.20478319041732,"N":44,"win_pct":54.54545454545454},{"s":"LEU","look":20,"hold":20,"return":18.550980398633982,"drawdown":75.6162536499343,"N":32,"win_pct":40.625},{"s":"LEU","look":40,"hold":5,"return":36.8401810905007,"drawdown":46.68171106773982,"N":46,"win_pct":56.52173913043478},{"s":"LEU","look":40,"hold":10,"return":234.12522306274317,"drawdown":59.13777919618095,"N":31,"win_pct":64.51612903225806},{"s":"LEU","look":40,"hold":20,"return":364.10234599882943,"drawdown":60.893489771551344,"N":22,"win_pct":50},{"s":"HUT","look":10,"hold":5,"return":282.8692520570356,"drawdown":62.36298354225494,"N":77,"win_pct":50.649350649350644},{"s":"HUT","look":10,"hold":10,"return":731.3908784542745,"drawdown":53.38696655538464,"N":54,"win_pct":59.25925925925925},{"s":"HUT","look":10,"hold":20,"return":385.764787149301,"drawdown":69.92153201800379,"N":37,"win_pct":48.64864864864865},{"s":"HUT","look":20,"hold":5,"return":75.25603253794665,"drawdown":66.87599381894499,"N":56,"win_pct":50},{"s":"HUT","look":20,"hold":10,"return":211.8674394903619,"drawdown":58.877540933995284,"N":39,"win_pct":56.41025641025641},{"s":"HUT","look":20,"hold":20,"return":146.7075590564175,"drawdown":86.09410456856942,"N":27,"win_pct":55.55555555555556},{"s":"HUT","look":40,"hold":5,"return":196.62754744846927,"drawdown":50.205153633243896,"N":41,"win_pct":60.97560975609756},{"s":"HUT","look":40,"hold":10,"return":166.3333412710702,"drawdown":55.51852483101024,"N":28,"win_pct":64.28571428571429},{"s":"HUT","look":40,"hold":20,"return":405.9673094898032,"drawdown":79.97077212242903,"N":18,"win_pct":61.111111111111114}]. Positive development performance plentiful withlargeDD; it is insufficient evidence followingSEI/LEUholdoutlosses andHUTuncertainty. No sweepwinner adopted. Future independentrule mustbepreregisteredprospectively andcovervenueexits.

1. USdirectory13156; compatible12612,returned12574,validpairs12291;freshnonETF>=2USD/IEXvolume>=100k3297,positive1112,median-.808625%,p10-3.832307%,p902.646877%. https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqtraded.txt and https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex . RawcorporateactionoutlierTANHexcluded;specialformats544andmissingbarsnotzero.2. Chosentickersnotrandom; matched171dailylogreturns2026againstSPY OLS {"N":171,"correlation":{"SEI":{"SEI":1,"LEU":0.4534580752106448,"HUT":0.5170706155170518,"SPY":0.44460872155712183},"LEU":{"SEI":0.4534580752106448,"LEU":1,"HUT":0.5617033585086139,"SPY":0.49933353717584955},"HUT":{"SEI":0.5170706155170518,"LEU":0.5617033585086139,"HUT":1,"SPY":0.5163345284131221},"SPY":{"SEI":0.44460872155712183,"LEU":0.49933353717584955,"HUT":0.5163345284131221,"SPY":1}},"ols":{"SEI":{"intercept_daily_bps":0.8379954930556607,"beta":2.6328984447688817,"r2":0.19767691528465836,"RV_pct":79.18369309443283},"LEU":{"intercept_daily_bps":-39.521985731763706,"beta":3.3476188946487597,"r2":0.24933398134854579,"RV_pct":89.64475763843447},"HUT":{"intercept_daily_bps":16.621200772015694,"beta":4.018255674294209,"r2":0.2666013452316012,"RV_pct":104.06052708098987}}}.3. Paircorrelations.453–.562: differentbottlenecks donotguaranteeportfoliodiversification. Soundness:current-survivorselection,priceonlyOLS,noHACorcausalidentification. HUTpositiveinterceptnotstatisticalalpha. HoldoutCIsseparately1312–1322allfail; noedge transferfrombroadmovements. USscreenalllistingattemptnotcompleteinstrumentcoverage; global19nonUSnames+Brent+BTC/ETH and10venuecryptopairsaretargetedwatchlists,notglobalcensus.

Executed Sep9~02:04 node /app/agent/dist/backtest.js --symbols SEI,LEU,HUT --strategy breakout --lookback20 --days730 --stop-pct3 --target-pct6. Source https://runway.adityaperswal.workers.dev/data/stock-bars . {"symbol":"HUT","bars":501,"returnPct":-38.56733748720281,"buyAndHoldPct":899.1967871485942,"maxDrawdownPct":48.14590311242905,"winRate":23.214285714285715,"avgTradePct":-0.7967609738521054,"sample":56} SamecloseIEX diagnostic withoutcostedholdout; notvalidatedstrategy. Independentlycoded next-open20/10 tests1312–1322 define differentexits, notreplicationclaim.

Executed Sep9~02:04 node /app/agent/dist/backtest.js --symbols SEI,LEU,HUT --strategy breakout --lookback20 --days730 --stop-pct3 --target-pct6. Source https://runway.adityaperswal.workers.dev/data/stock-bars . {"symbol":"LEU","bars":501,"returnPct":16.716933579342452,"buyAndHoldPct":418.0726256983241,"maxDrawdownPct":26.542718936233946,"winRate":39.58333333333333,"avgTradePct":0.40018503753653617,"sample":48} SamecloseIEX diagnostic withoutcostedholdout; notvalidatedstrategy. Independentlycoded next-open20/10 tests1312–1322 define differentexits, notreplicationclaim.

Executed Sep9~02:04 node /app/agent/dist/backtest.js --symbols SEI,LEU,HUT --strategy breakout --lookback20 --days730 --stop-pct3 --target-pct6. Source https://runway.adityaperswal.workers.dev/data/stock-bars . {"symbol":"SEI","bars":501,"returnPct":-16.316623579462195,"buyAndHoldPct":465.4288240495137,"maxDrawdownPct":24.67796041608561,"winRate":30,"avgTradePct":-0.37902855640591604,"sample":40} SamecloseIEX diagnostic withoutcostedholdout; notvalidatedstrategy. Independentlycoded next-open20/10 tests1312–1322 define differentexits, notreplicationclaim.

Premises:1. Discovery-selected current survivor, historicalSIP adjusted bars 2021–Sep8 2026; source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LIN&timeframe=1Day&feed=sip&adjustment=all .2. Preregistered note1291: close>prior20closehigh; nextopen entry, nonoverlapping exit10sessionslater; trainingbefore2026 and chronological2026holdoutflatstart. vectorbt fees5bp/slippage20bp eachside;10/50bp totalsensitivity.3. Results {"train_0.001":{"return":5.722425254470108,"drawdown":21.77005290801691,"win_rate":56.60377358490566,"sample":53,"mean_pct":0.16437884914274023,"avg_win_pct":2.4983524427052943,"avg_loss_pct":2.87993453376494,"quarter_kelly":0.0164487250010196},"train_0.0025":{"return":-9.819181289428853,"drawdown":23.835139303822572,"win_rate":52.83018867924528,"sample":53,"mean_pct":-0.1358142978773179,"avg_win_pct":2.3557712368284682,"avg_loss_pct":2.9263900967477987,"quarter_kelly":0},"train_0.005":{"return":-30.81294252266692,"drawdown":37.823631093277235,"win_rate":45.28301886792453,"sample":53,"mean_pct":-0.6341438873804667,"avg_win_pct":2.1902435266179165,"avg_loss_pct":2.9715679541377487,"quarter_kelly":0},"holdout_0.001":{"return":-4.056846414245119,"drawdown":14.825985800730956,"win_rate":37.5,"sample":8,"mean_pct":-0.47975533708180185,"avg_win_pct":2.881075376035382,"avg_loss_pct":2.496253764952112,"quarter_kelly":0},"holdout_0.0025":{"return":-6.332074139181859,"drawdown":16.09406387091562,"win_rate":37.5,"sample":8,"mean_pct":-0.7780189738790091,"avg_win_pct":2.572744338133081,"avg_loss_pct":2.7884769610862636,"quarter_kelly":0,"mean_CI_pct":[-2.5345697267176184,1.1407107111169228],"simulation_10pct":{"loss_prob_pct":89.88000000000001,"median_return_pct":-1.5781891925965519,"p95_drawdown_pct":3.682667123729987}},"holdout_0.005":{"return":-10.004885943988047,"drawdown":18.165731490499592,"win_rate":37.5,"sample":8,"mean_pct":-1.2731455187862442,"avg_win_pct":2.060905606722362,"avg_loss_pct":3.2735761940914077,"quarter_kelly":0},"indicators":{"date":"2026-09-08 04:00:00+00:00","close":468.38,"prior20":490.84,"sma50":498.93839999999994,"adr20":7.181999999999993,"rv20_pct":16.090984326678377,"signal":false,"bars":1426}}. Conclusion: noentry. Negative returns or meanCI containingzero fail; no parameterchosenfromholdout. Smallselectedsamples, regimechange/currentlistingbias and missing15minute/overnightstop execution limit soundness; positive pointKelly is not deployment approval. No stop/target proposed for rejected rule.

Premises:1. Discovery-selected current survivor, historicalSIP adjusted bars 2021–Sep8 2026; source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OESX&timeframe=1Day&feed=sip&adjustment=all .2. Preregistered note1291: close>prior20closehigh; nextopen entry, nonoverlapping exit10sessionslater; trainingbefore2026 and chronological2026holdoutflatstart. vectorbt fees5bp/slippage20bp eachside;10/50bp totalsensitivity.3. Results {"train_0.001":{"return":-76.19248701430344,"drawdown":86.78920451582097,"win_rate":30.303030303030305,"sample":33,"mean_pct":-3.4440999818928573,"avg_win_pct":11.463068780747305,"avg_loss_pct":9.925477704779881,"quarter_kelly":0},"train_0.0025":{"return":-78.43652245291139,"drawdown":87.87176675772753,"win_rate":30.303030303030305,"sample":33,"mean_pct":-3.733483895460752,"avg_win_pct":11.129030298090552,"avg_loss_pct":10.195446588309146,"quarter_kelly":0},"train_0.005":{"return":-81.71649658600745,"drawdown":89.48247823240084,"win_rate":30.303030303030305,"sample":33,"mean_pct":-4.213869834609022,"avg_win_pct":10.574516440619075,"avg_loss_pct":10.64360299775167,"quarter_kelly":0},"holdout_0.001":{"return":-30.99105028503775,"drawdown":37.71340197763372,"win_rate":25,"sample":4,"mean_pct":-8.173096192242626,"avg_win_pct":10.158493913477566,"avg_loss_pct":14.28362622748269,"quarter_kelly":0},"holdout_0.0025":{"return":-31.814210284239536,"drawdown":38.17868891986842,"win_rate":25,"sample":4,"mean_pct":-8.448314351644967,"avg_win_pct":9.828363297530416,"avg_loss_pct":14.540540234703428,"quarter_kelly":0,"mean_CI_pct":[-18.303165102983876,4.0718276709458845],"simulation_10pct":{"loss_prob_pct":99.95,"median_return_pct":-15.891095569600221,"p95_drawdown_pct":22.759126427694675}},"holdout_0.005":{"return":-33.16439419765967,"drawdown":38.94615797191321,"win_rate":25,"sample":4,"mean_pct":-8.905184715809597,"avg_win_pct":9.280336615507698,"avg_loss_pct":14.967025159582029,"quarter_kelly":0},"indicators":{"date":"2026-09-08 04:00:00+00:00","close":30.52,"prior20":26.63,"sma50":15.881300000000001,"adr20":2.03024,"rv20_pct":119.5793319231804,"signal":true,"bars":1426}}. Conclusion: noentry. Negative returns or meanCI containingzero fail; no parameterchosenfromholdout. Smallselectedsamples, regimechange/currentlistingbias and missing15minute/overnightstop execution limit soundness; positive pointKelly is not deployment approval. No stop/target proposed for rejected rule.

Premises:1. Discovery-selected current survivor, historicalSIP adjusted bars 2021–Sep8 2026; source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=ALM&timeframe=1Day&feed=sip&adjustment=all .2. Preregistered note1291: close>prior20closehigh; nextopen entry, nonoverlapping exit10sessionslater; trainingbefore2026 and chronological2026holdoutflatstart. vectorbt fees5bp/slippage20bp eachside;10/50bp totalsensitivity.3. Results {"train_0.001":{"return":76.7260548271291,"drawdown":29.348834177286555,"win_rate":100,"sample":3,"mean_pct":20.980381618570263,"avg_win_pct":20.980381618570263,"avg_loss_pct":0,"quarter_kelly":0},"train_0.0025":{"return":75.14265355641179,"drawdown":29.560470432008856,"win_rate":100,"sample":3,"mean_pct":20.617833932695653,"avg_win_pct":20.617833932695653,"avg_loss_pct":0,"quarter_kelly":0},"train_0.005":{"return":72.53509046784751,"drawdown":29.91179293549264,"win_rate":100,"sample":3,"mean_pct":20.015993946437952,"avg_win_pct":20.015993946437952,"avg_loss_pct":0,"quarter_kelly":0},"holdout_0.001":{"return":35.239554247046875,"drawdown":34.439726655124794,"win_rate":85.71428571428571,"sample":7,"mean_pct":5.8950824480738575,"avg_win_pct":11.66567952870224,"avg_loss_pct":28.72850003569644,"quarter_kelly":0.12633388465647444},"holdout_0.0025":{"return":32.4291314118459,"drawdown":34.63611309189072,"win_rate":85.71428571428571,"sample":7,"mean_pct":5.57772292265822,"avg_win_pct":11.331034123578394,"avg_loss_pct":28.94214428286283,"quarter_kelly":0.12306297161023698,"mean_CI_pct":[-7.820641610153527,16.67254103386695],"simulation_10pct":{"loss_prob_pct":7.6899999999999995,"median_return_pct":11.777819119101274,"p95_drawdown_pct":9.144446326838207}},"holdout_0.005":{"return":27.874236956356835,"drawdown":34.962120442121815,"win_rate":71.42857142857143,"sample":7,"mean_pct":5.050896632334133,"avg_win_pct":12.943992190177827,"avg_loss_pct":14.681842262275104,"quarter_kelly":0.09755291408795154},"indicators":{"date":"2026-09-08 04:00:00+00:00","close":19.12,"prior20":18.93,"sma50":15.304300000000001,"adr20":1.1503099999999995,"rv20_pct":76.52315186300989,"signal":true,"bars":291}}. Conclusion: noentry. Negative returns or meanCI containingzero fail; no parameterchosenfromholdout. Smallselectedsamples, regimechange/currentlistingbias and missing15minute/overnightstop execution limit soundness; positive pointKelly is not deployment approval. No stop/target proposed for rejected rule.

Premises:1. Discovery-selected current survivor, historicalSIP adjusted bars 2021–Sep8 2026; source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPTH&timeframe=1Day&feed=sip&adjustment=all .2. Preregistered note1291: close>prior20closehigh; nextopen entry, nonoverlapping exit10sessionslater; trainingbefore2026 and chronological2026holdoutflatstart. vectorbt fees5bp/slippage20bp eachside;10/50bp totalsensitivity.3. Results {"train_0.001":{"return":-31.454951349258227,"drawdown":61.43920665342036,"win_rate":38.46153846153847,"sample":39,"mean_pct":0.5349103310515125,"avg_win_pct":16.784855313243664,"avg_loss_pct":9.621305282818586,"quarter_kelly":0.007967157313376619},"train_0.0025":{"return":-39.02335214063501,"drawdown":62.297067389696416,"win_rate":38.46153846153847,"sample":39,"mean_pct":0.2336072533717927,"avg_win_pct":16.43487536724298,"avg_loss_pct":9.892185317797699,"quarter_kelly":0.0035535294328639527},"train_0.005":{"return":-49.82640924844644,"drawdown":63.68446580567895,"win_rate":38.46153846153847,"sample":39,"mean_pct":-0.26656485417515713,"avg_win_pct":15.85389820451913,"avg_loss_pct":10.341854265859087,"quarter_kelly":0},"holdout_0.001":{"return":-44.42923998582731,"drawdown":54.316897428154206,"win_rate":33.33333333333333,"sample":6,"mean_pct":-7.709402620543127,"avg_win_pct":12.404939300151904,"avg_loss_pct":17.766573580890643,"quarter_kelly":0},"holdout_0.0025":{"return":-45.420566694801174,"drawdown":54.997031399694166,"win_rate":33.33333333333333,"sample":6,"mean_pct":-7.986009778551652,"avg_win_pct":12.06807943518903,"avg_loss_pct":18.013054385421995,"quarter_kelly":0,"mean_CI_pct":[-21.50211356225826,5.631391117639223],"simulation_10pct":{"loss_prob_pct":98.25500000000001,"median_return_pct":-15.116956688301775,"p95_drawdown_pct":25.945350977385438}},"holdout_0.005":{"return":-47.03365033690577,"drawdown":56.10817081527709,"win_rate":33.33333333333333,"sample":6,"mean_pct":-8.44518592188584,"avg_win_pct":11.508881998827066,"avg_loss_pct":18.422219882242295,"quarter_kelly":0},"indicators":{"date":"2026-09-08 04:00:00+00:00","close":10.75,"prior20":15.17,"sma50":12.2453,"adr20":0.9643849999999998,"rv20_pct":129.479007298265,"signal":false,"bars":1426}}. Conclusion: noentry. Negative returns or meanCI containingzero fail; no parameterchosenfromholdout. Smallselectedsamples, regimechange/currentlistingbias and missing15minute/overnightstop execution limit soundness; positive pointKelly is not deployment approval. No stop/target proposed for rejected rule.

Premises:1. Discovery-selected current survivor, historicalSIP adjusted bars 2021–Sep8 2026; source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=VIAV&timeframe=1Day&feed=sip&adjustment=all .2. Preregistered note1291: close>prior20closehigh; nextopen entry, nonoverlapping exit10sessionslater; trainingbefore2026 and chronological2026holdoutflatstart. vectorbt fees5bp/slippage20bp eachside;10/50bp totalsensitivity.3. Results {"train_0.001":{"return":-21.56101728254379,"drawdown":43.87644573960039,"win_rate":54.54545454545454,"sample":44,"mean_pct":-0.16338566048108685,"avg_win_pct":5.3177586207645335,"avg_loss_pct":6.740758797975833,"quarter_kelly":0},"train_0.0025":{"return":-31.260719711185136,"drawdown":47.566238926226866,"win_rate":45.45454545454545,"sample":44,"mean_pct":-0.46259698572311697,"avg_win_pct":6.029546801778999,"avg_loss_pct":5.872716808641546,"quarter_kelly":0},"train_0.005":{"return":-44.8355699210074,"drawdown":55.98419651480479,"win_rate":43.18181818181818,"sample":44,"mean_pct":-0.9592967217520433,"avg_win_pct":5.794793606303288,"avg_loss_pct":6.092405371074095,"quarter_kelly":0},"holdout_0.001":{"return":39.57439740577789,"drawdown":31.49954356238619,"win_rate":75,"sample":8,"mean_pct":4.984103996245468,"avg_win_pct":10.364397053462714,"avg_loss_pct":11.156775175406267,"quarter_kelly":0.12022175459257166},"holdout_0.0025":{"return":36.26448391220976,"drawdown":31.909316470071737,"win_rate":75,"sample":8,"mean_pct":4.669473315646929,"avg_win_pct":10.033649652656107,"avg_loss_pct":11.423055695380603,"quarter_kelly":0.11634533488048455,"mean_CI_pct":[-3.88169061719373,13.346001752620099],"simulation_10pct":{"loss_prob_pct":4.8950000000000005,"median_return_pct":9.553491656612467,"p95_drawdown_pct":5.258288352847296}},"holdout_0.005":{"return":30.921419031791288,"drawdown":32.58683756305105,"win_rate":75,"sample":8,"mean_pct":4.1471769892178445,"avg_win_pct":9.484599089346048,"avg_loss_pct":11.865089311166766,"quarter_kelly":0.10931344989258232},"indicators":{"date":"2026-09-08 04:00:00+00:00","close":38.75,"prior20":46.26,"sma50":39.6344,"adr20":2.082655,"rv20_pct":86.60690860630868,"signal":false,"bars":1426}}. Conclusion: noentry. Negative returns or meanCI containingzero fail; no parameterchosenfromholdout. Smallselectedsamples, regimechange/currentlistingbias and missing15minute/overnightstop execution limit soundness; positive pointKelly is not deployment approval. No stop/target proposed for rejected rule.

Premises:1. Discovery-selected current survivor, historicalSIP adjusted bars 2021–Sep8 2026; source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FCX&timeframe=1Day&feed=sip&adjustment=all .2. Preregistered note1291: close>prior20closehigh; nextopen entry, nonoverlapping exit10sessionslater; trainingbefore2026 and chronological2026holdoutflatstart. vectorbt fees5bp/slippage20bp eachside;10/50bp totalsensitivity.3. Results {"train_0.001":{"return":-16.445877910652634,"drawdown":55.37675849852162,"win_rate":47.61904761904761,"sample":42,"mean_pct":-0.08868312093106874,"avg_win_pct":6.964391199136838,"avg_loss_pct":6.500568866447347,"quarter_kelly":0},"train_0.0025":{"return":-26.33746169870869,"drawdown":57.975418192935116,"win_rate":47.61904761904761,"sample":42,"mean_pct":-0.38811821835724813,"avg_win_pct":6.643828548952035,"avg_loss_pct":6.780797097729324,"quarter_kelly":0},"train_0.005":{"return":-40.290445910765285,"drawdown":63.87768145526771,"win_rate":47.61904761904761,"sample":42,"mean_pct":-0.8851894228949473,"avg_win_pct":6.1116849758478935,"avg_loss_pct":7.245984330842983,"quarter_kelly":0},"holdout_0.001":{"return":27.88240266538614,"drawdown":23.47485665424227,"win_rate":57.14285714285714,"sample":7,"mean_pct":3.7644820311937166,"avg_win_pct":8.680323046964064,"avg_loss_pct":2.7899726565000806,"quarter_kelly":0.10841998652660573},"holdout_0.0025":{"return":25.22486932262869,"drawdown":23.704088465794026,"win_rate":57.14285714285714,"sample":7,"mean_pct":3.453504740059517,"avg_win_pct":8.354620306231494,"avg_loss_pct":3.081316014836455,"quarter_kelly":0.10334116373558103,"mean_CI_pct":[-1.0654847420670386,8.014549649964218],"simulation_10pct":{"loss_prob_pct":0.625,"median_return_pct":7.1200978688248036,"p95_drawdown_pct":1.9089307390169896}},"holdout_0.005":{"return":20.917765161436925,"drawdown":24.08462011911663,"win_rate":57.14285714285714,"sample":7,"mean_pct":2.9372731492519346,"avg_win_pct":7.81394402930618,"avg_loss_pct":3.5649546908203926,"quarter_kelly":0.09397537076781257},"indicators":{"date":"2026-09-08 04:00:00+00:00","close":76.62,"prior20":79.91,"sma50":66.6862,"adr20":2.5929449999999994,"rv20_pct":49.534685303164736,"signal":false,"bars":1426}}. Conclusion: noentry. Negative returns or meanCI containingzero fail; no parameterchosenfromholdout. Smallselectedsamples, regimechange/currentlistingbias and missing15minute/overnightstop execution limit soundness; positive pointKelly is not deployment approval. No stop/target proposed for rejected rule.

Premises:1. Discovery-selected current survivor, historicalSIP adjusted bars 2021–Sep8 2026; source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CW&timeframe=1Day&feed=sip&adjustment=all .2. Preregistered note1291: close>prior20closehigh; nextopen entry, nonoverlapping exit10sessionslater; trainingbefore2026 and chronological2026holdoutflatstart. vectorbt fees5bp/slippage20bp eachside;10/50bp totalsensitivity.3. Results {"train_0.001":{"return":11.814422279962582,"drawdown":33.71005319104688,"win_rate":53.2258064516129,"sample":62,"mean_pct":0.31077788867362705,"avg_win_pct":4.074915678410706,"avg_loss_pct":3.972551320337532,"quarter_kelly":0.019066522671877487},"train_0.0025":{"return":-7.163467861158115,"drawdown":39.87117308003187,"win_rate":51.61290322580645,"sample":62,"mean_pct":0.010146201906057702,"avg_win_pct":3.8840574746317587,"avg_loss_pct":4.122025822334689,"quarter_kelly":0.0006530671837586544},"train_0.005":{"return":-31.909562027207983,"drawdown":53.40531170681755,"win_rate":48.38709677419355,"sample":62,"mean_pct":-0.48891137667521456,"avg_win_pct":3.596258230393941,"avg_loss_pct":4.318757883302548,"quarter_kelly":0},"holdout_0.001":{"return":-6.227856050585906,"drawdown":23.116629287319046,"win_rate":28.57142857142857,"sample":7,"mean_pct":-0.6631289031578886,"avg_win_pct":8.936198844913063,"avg_loss_pct":4.502860002386269,"quarter_kelly":0},"holdout_0.0025":{"return":-8.176541670916832,"drawdown":24.033717804618416,"win_rate":28.57142857142857,"sample":7,"mean_pct":-0.9608432426535177,"avg_win_pct":8.609729625737865,"avg_loss_pct":4.7890723900100705,"quarter_kelly":0,"mean_CI_pct":[-5.911125084825934,4.652425519969074],"simulation_10pct":{"loss_prob_pct":73.175,"median_return_pct":-2.0257410752974936,"p95_drawdown_pct":7.496950081247128}},"holdout_0.005":{"return":-11.334805693099824,"drawdown":25.537967482008796,"win_rate":28.57142857142857,"sample":7,"mean_pct":-1.455057937635053,"avg_win_pct":8.067780971706375,"avg_loss_pct":5.264193501371624,"quarter_kelly":0},"indicators":{"date":"2026-09-08 04:00:00+00:00","close":572.71,"prior20":723.71,"sma50":695.3408000000001,"adr20":20.22819499999998,"rv20_pct":33.56009577541112,"signal":false,"bars":1426}}. Conclusion: noentry. Negative returns or meanCI containingzero fail; no parameterchosenfromholdout. Smallselectedsamples, regimechange/currentlistingbias and missing15minute/overnightstop execution limit soundness; positive pointKelly is not deployment approval. No stop/target proposed for rejected rule.

Premises:1. Discovery-selected current survivor, historicalSIP adjusted bars 2021–Sep8 2026; source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=HUT&timeframe=1Day&feed=sip&adjustment=all .2. Preregistered note1291: close>prior20closehigh; nextopen entry, nonoverlapping exit10sessionslater; trainingbefore2026 and chronological2026holdoutflatstart. vectorbt fees5bp/slippage20bp eachside;10/50bp totalsensitivity.3. Results {"train_0.001":{"return":250.57631999962408,"drawdown":58.38978917899495,"win_rate":56.41025641025641,"sample":39,"mean_pct":5.273273213269366,"avg_win_pct":19.976450535805423,"avg_loss_pct":13.754368027659647,"quarter_kelly":0.06599362088647391},"train_0.0025":{"return":211.8674394903619,"drawdown":58.877540933995284,"win_rate":56.41025641025641,"sample":39,"mean_pct":4.95777632346736,"avg_win_pct":19.61691013525842,"avg_loss_pct":14.012867432968118,"quarter_kelly":0.06318243150021513},"train_0.005":{"return":156.61478331530026,"drawdown":60.391415272302375,"win_rate":56.41025641025641,"sample":39,"mean_pct":4.43404206389064,"avg_win_pct":19.02006233245891,"avg_loss_pct":14.441984166021232,"quarter_kelly":0.058281118988812095},"holdout_0.001":{"return":13.960849569477576,"drawdown":33.46508943958474,"win_rate":50,"sample":6,"mean_pct":2.962134875173877,"avg_win_pct":13.741400606858273,"avg_loss_pct":7.817130856510519,"quarter_kelly":0.05389070153619363},"holdout_0.0025":{"return":11.927902135849436,"drawdown":33.863104360664444,"win_rate":50,"sample":6,"mean_pct":2.6535610227531126,"avg_win_pct":13.400537359046142,"avg_loss_pct":8.093415313539918,"quarter_kelly":0.04950475028827489,"mean_CI_pct":[-7.2235240702677785,12.923859894099369],"simulation_10pct":{"loss_prob_pct":18.22,"median_return_pct":5.212542830517853,"p95_drawdown_pct":7.222683514757317}},"holdout_0.005":{"return":8.619896590595308,"drawdown":34.521184724920495,"win_rate":50,"sample":6,"mean_pct":2.141319211989967,"avg_win_pct":12.834694187591019,"avg_loss_pct":8.552055763611085,"quarter_kelly":0.04170958771382846},"indicators":{"date":"2026-09-08 04:00:00+00:00","close":99.49,"prior20":93.545,"sma50":95.3354,"adr20":6.958114999999999,"rv20_pct":92.3879717583264,"signal":true,"bars":1314}}. Conclusion: noentry. Negative returns or meanCI containingzero fail; no parameterchosenfromholdout. Smallselectedsamples, regimechange/currentlistingbias and missing15minute/overnightstop execution limit soundness; positive pointKelly is not deployment approval. No stop/target proposed for rejected rule.

Premises:1. Discovery-selected current survivor, historicalSIP adjusted bars 2021–Sep8 2026; source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CCJ&timeframe=1Day&feed=sip&adjustment=all .2. Preregistered note1291: close>prior20closehigh; nextopen entry, nonoverlapping exit10sessionslater; trainingbefore2026 and chronological2026holdoutflatstart. vectorbt fees5bp/slippage20bp eachside;10/50bp totalsensitivity.3. Results {"train_0.001":{"return":-33.307262638390185,"drawdown":67.9031860851333,"win_rate":55.55555555555556,"sample":54,"mean_pct":-0.18671862382214618,"avg_win_pct":7.3076337339484345,"avg_loss_pct":9.55465907103537,"quarter_kelly":0},"train_0.0025":{"return":-43.28176418376884,"drawdown":71.23214972811525,"win_rate":55.55555555555556,"sample":54,"mean_pct":-0.4858600549454386,"avg_win_pct":6.9860428974105435,"avg_loss_pct":9.825738745390417,"quarter_kelly":0},"train_0.005":{"return":-56.70259139231176,"drawdown":76.03092264705454,"win_rate":53.70370370370371,"sample":54,"mean_pct":-0.9824437646498247,"avg_win_pct":6.681053792910312,"avg_loss_pct":9.872100931419581,"quarter_kelly":0},"holdout_0.001":{"return":12.093525044737508,"drawdown":17.302537288388407,"win_rate":75,"sample":4,"mean_pct":3.3349105069454694,"avg_win_pct":8.176939404239715,"avg_loss_pct":11.191176184937266,"quarter_kelly":0.1019608420118758},"holdout_0.0025":{"return":10.756438965794514,"drawdown":17.426645536579933,"win_rate":75,"sample":4,"mean_pct":3.025220001492291,"avg_win_pct":7.852744554107323,"avg_loss_pct":11.457353656352804,"quarter_kelly":0.09631091335799184,"mean_CI_pct":[-7.202859249901504,11.753246088587064],"simulation_10pct":{"loss_prob_pct":8.14,"median_return_pct":6.135368204327096,"p95_drawdown_pct":5.0739722846210755}},"holdout_0.005":{"return":8.56329046927207,"drawdown":17.633492616899094,"win_rate":75,"sample":4,"mean_pct":2.5111245133458047,"avg_win_pct":7.31457142061233,"avg_loss_pct":11.89921620845377,"quarter_kelly":0.08582609865116297},"indicators":{"date":"2026-09-08 04:00:00+00:00","close":101.97,"prior20":107.36,"sma50":95.34400000000001,"adr20":3.3202950000000016,"rv20_pct":45.53784787770914,"signal":false,"bars":1426}}. Conclusion: noentry. Negative returns or meanCI containingzero fail; no parameterchosenfromholdout. Smallselectedsamples, regimechange/currentlistingbias and missing15minute/overnightstop execution limit soundness; positive pointKelly is not deployment approval. No stop/target proposed for rejected rule.

Premises:1. Discovery-selected current survivor, historicalSIP adjusted bars 2021–Sep8 2026; source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LEU&timeframe=1Day&feed=sip&adjustment=all .2. Preregistered note1291: close>prior20closehigh; nextopen entry, nonoverlapping exit10sessionslater; trainingbefore2026 and chronological2026holdoutflatstart. vectorbt fees5bp/slippage20bp eachside;10/50bp totalsensitivity.3. Results {"train_0.001":{"return":413.2841294214087,"drawdown":66.40817553796059,"win_rate":54.54545454545454,"sample":44,"mean_pct":5.712899341099109,"avg_win_pct":20.620798116803478,"avg_loss_pct":12.176579189746132,"quarter_kelly":0.06926137519919488},"train_0.0025":{"return":349.81182082880935,"drawdown":67.20478319041732,"win_rate":54.54545454545454,"sample":44,"mean_pct":5.396085546953225,"avg_win_pct":20.259327566807503,"avg_loss_pct":12.439804876871907,"quarter_kelly":0.06658766843518128},"train_0.005":{"return":260.9815615548831,"drawdown":68.490716003944,"win_rate":54.54545454545454,"sample":44,"mean_pct":4.8701651868355205,"avg_win_pct":19.659275658277622,"avg_loss_pct":12.876767378894998,"quarter_kelly":0.06193215446349516},"holdout_0.001":{"return":-32.423013830553174,"drawdown":54.000132136926396,"win_rate":66.66666666666666,"sample":6,"mean_pct":-4.626856730199897,"avg_win_pct":5.755134519522756,"avg_loss_pct":25.390839229645213,"quarter_kelly":0},"holdout_0.0025":{"return":-33.62851959086031,"drawdown":54.412274247485456,"win_rate":66.66666666666666,"sample":6,"mean_pct":-4.912697684418936,"avg_win_pct":5.438194209488922,"avg_loss_pct":25.614481472234658,"quarter_kelly":0,"mean_CI_pct":[-19.696465312109986,6.762376414351441],"simulation_10pct":{"loss_prob_pct":91.28500000000001,"median_return_pct":-9.434593577956523,"p95_drawdown_pct":21.608648064232128}},"holdout_0.005":{"return":-35.590114698518754,"drawdown":55.09099452806837,"win_rate":50,"sample":6,"mean_pct":-5.387202205235474,"avg_win_pct":6.637061684112068,"avg_loss_pct":17.411466094583016,"quarter_kelly":0},"indicators":{"date":"2026-09-08 04:00:00+00:00","close":185.53,"prior20":194.78,"sma50":174.6098,"adr20":11.498944999999999,"rv20_pct":73.69051248978045,"signal":false,"bars":1426}}. Conclusion: noentry. Negative returns or meanCI containingzero fail; no parameterchosenfromholdout. Smallselectedsamples, regimechange/currentlistingbias and missing15minute/overnightstop execution limit soundness; positive pointKelly is not deployment approval. No stop/target proposed for rejected rule.

Premises:1. Discovery-selected current survivor, historicalSIP adjusted bars 2021–Sep8 2026; source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SEI&timeframe=1Day&feed=sip&adjustment=all .2. Preregistered note1291: close>prior20closehigh; nextopen entry, nonoverlapping exit10sessionslater; trainingbefore2026 and chronological2026holdoutflatstart. vectorbt fees5bp/slippage20bp eachside;10/50bp totalsensitivity.3. Results {"train_0.001":{"return":74.0062895174762,"drawdown":52.37910946077318,"win_rate":53.333333333333336,"sample":45,"mean_pct":2.2802546796256284,"avg_win_pct":12.236772734708309,"avg_loss_pct":9.098623097611723,"quarter_kelly":0.04658611238970563},"train_0.0025":{"return":52.03202796755446,"drawdown":52.80577534581349,"win_rate":48.888888888888886,"sample":45,"mean_pct":1.9737234059659536,"avg_win_pct":12.997989638261204,"avg_loss_pct":8.571226903186025,"quarter_kelly":0.037962089924969106},"train_0.005":{"return":21.399737358037147,"drawdown":53.71208535275753,"win_rate":48.888888888888886,"sample":45,"mean_pct":1.4648723369490573,"avg_win_pct":12.434154204136313,"avg_loss_pct":9.027484231664841,"quarter_kelly":0.029452593093580823},"holdout_0.001":{"return":-47.99657328093197,"drawdown":51.758321281427925,"win_rate":16.666666666666664,"sample":6,"mean_pct":-9.990720903786334,"avg_win_pct":2.5423932290093583,"avg_loss_pct":12.497343730345472,"quarter_kelly":0},"holdout_0.0025":{"return":-48.924262336320574,"drawdown":52.40529800144329,"win_rate":16.666666666666664,"sample":6,"mean_pct":-10.260494350678083,"avg_win_pct":2.2350767167741834,"avg_loss_pct":12.75960856416854,"quarter_kelly":0,"mean_CI_pct":[-16.36653797846015,-4.078723822907814],"simulation_10pct":{"loss_prob_pct":100,"median_return_pct":-18.6671473399388,"p95_drawdown_pct":23.237395494266554}},"holdout_0.005":{"return":-50.43379499256859,"drawdown":53.46461094822992,"win_rate":16.666666666666664,"sample":6,"mean_pct":-10.70832632946553,"avg_win_pct":1.7249221282702814,"avg_loss_pct":13.19497602101269,"quarter_kelly":0},"indicators":{"date":"2026-09-08 04:00:00+00:00","close":63.96,"prior20":65.97,"sma50":59.6146,"adr20":3.30903,"rv20_pct":84.7908143164434,"signal":false,"bars":1426}}. Conclusion: noentry. Negative returns or meanCI containingzero fail; no parameterchosenfromholdout. Smallselectedsamples, regimechange/currentlistingbias and missing15minute/overnightstop execution limit soundness; positive pointKelly is not deployment approval. No stop/target proposed for rejected rule.

Premise1. list_jobs fund=supply at00:16 showed job110 first00:15run exit0 but saved output truncated duringACP; Canada and footer absent. Source https://runway.adityaperswal.workers.dev . This corrects1307 operationalhandoff, not financialverdict. Premise2. Revised same13panel script removes redundantURLs/counts while retaining exactsourceURLs, hashes, GDamendments and expliciterrors; localtest00:16:42 produced1887chars with all13panels and ENDfooter. Premise3. Cancelled110; schedule_job accepted111 at00:17:09, hourly24runs/60secondtimeout. Existing12/18/36/73 retained, activecap5. First111scheduledoutput pending; do not call itverifieduntilnextrecordcontainsfooter. CENTCOMdirect403 andBombardierchallenge remainmanualbrowsergaps. Relevantprimarypages https://www.centcom.mil/MEDIA/PUBLIC-RELEASES/ ; https://ir.aspisotopes.com/news-events/press-releases/rss ; https://pancanal.com/en/maritime-services/advisory-to-shipping/ . Validity testedcompactoutputwarrantsdeployment; soundness latestlink/hash ispartialcoverage, changedhash not event. No tradeautomation ororder.

Numbered premises:1. Empty supply ledger verified twice; two operator-liquidation winners do not estimate future losses or slippage. Fundcash278.67/account850.99,positioncap212.7475/risk8.5099. https://runway.adityaperswal.workers.dev .2. New frozenASPI1302 costed nextopen holdout-47.661537%,DD61.028130%,N24,p20.833333%,avgwin16.456597/loss7.115503%,mean-2.204649%,quarterKelly0; CI[-5.888270,1.969444]%. Closing4.22belowprior20high4.32/SMA504.3458. Statistical1303/simulation1304/indicators1305/technical1306 recorded. https://runway.adityaperswal.workers.dev/data/stock-bars .3. Prior retrieved1260/456 holdouts unchanged: BWEN-41.566941%N12,p25%,win8.465371/loss8.003927%; GD-7.443408%N7,p14.285714%,win2.291178/loss1.650532%; MATX-1.161712%N13,p46.153846%,win3.488118/loss3.056249%; floorquarterKelly0 each. FRO+20.242565%N41,p41.463415%,win5.462704/loss2.963577%,pointquarterKelly2.426669% butmeanCI[-.874362,1.958541]%cross0 andactual15minexecution unqualified. No new FRO/GD/BWEN/MATX refit.4. Newprimaryresearch1294/1298/1299 changes source state, not eligibility: CENTCOMSep8fivecarrierclaim nowfound, ASPI fullannualsupplier/fundingrisks parsed, WHactualannex isnotaircraftban, ACP34to32bookingdateSep15 notSep1. https://www.centcom.mil/MEDIA/PUBLIC-RELEASES/Article/4593050/us-destroys-5-irgc-tankers-after-iran-targets-another-american-warship/ ; https://ir.aspisotopes.com/news-events/capital-markets-day ; https://www.whitehouse.gov/wp-content/uploads/2026/09/ANNEX-I-AUTO.pdf ; https://pancanal.com/wp-content/uploads/2026/08/ADV-29-2026-Additional-Measures-to-Address-Reduced-Precipitation-in-the-Canal-Watershed.pdf . Strongcountercase acceptedexports,profitableAtlanticfixtures oractualETNmarginbenefit couldimprovefundamentals; not currentlycalibratedstockedge.5. Conclusionvalid noPROPOSE/EXIT/ADJUST/FUND; size0, no inventedstop/target. Soundnesslimits:selectedsmallhistoricalholdouts,15min/overnightfills,currentheliumacceptance/netbacks,originalCMDaudio,IMO/cargo,CBPproductmapping andlaterACP amendments.6. Due96/97done;100ASPI/101FRO02UTCreviews,102tariff/103ACPSept14 armed. Tested13paneljob110accepted hourly24runs replaces79, keeps12/18/36/73;CENTCOM403manualfallback andBombardierchallenge explicit. Finalphasebegan13min, completionwithin18min versus42allowance/hard45; originalaudio threadclosedwithgap, not carriedpastreserve.

AtSep9 00:10:12UTC IEXquotes remainSep8~20UTC, ageabout250min. ASPIbid3.64/ask0;ETNbid397.38/ask0;FRO39.62/52.97 spread2883.681bps;STNG67.45/93.94 spread3282.731bps, latterboth100shares. Source https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex . LiveSIP403; source https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=sip . HistoricalASPI dailySIP queryfirstfailed whenendincludedrestricted15minwindow, succeeded23:40 cutoff: separate entitlement/time scope, not blanketSIPunavailability. Counterexample venue could route a validatedwhole-sharelimit elsewhere, but no freshobservedlimitprice or qualifiededge here. ETNIEXlast422.155 exceeds212.7475whole-sharecap; fractional regularsessionpossible butdoesnotrepairfundamental/strategyqualification. Emptybookmeansnostop,target,trailor+1Raction toadjust; no inventedexits. CurrentASPIclose diagnostic4.22/ADR.22269 doesnotjustifyentry. Correctedportfolioaccounting uses totalcapitalincludingentryfees; no proposedtrade fromoptimisticCLIorOHLCtouches.

Sep8 completed SIPclose4.22, +.47619%day, range4.18–4.41; prior20closehigh4.32, SMA20 4.0445,SMA50 4.3458,ADR20 .22269,annualized20dayRV59.2213%. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=ASPI&timeframe=1Day&feed=sip&adjustment=all . PriceaboveSMA20 butbelowpriorhighandSMA50: shortrebound isnot the frozenbreakout; combined priorhigh+SMA50 false aswell. No extrapolated postCMDmomentum entry. Formalrule1302doesnotrequireSMA50; report it diagnostically, not added afterseeinglosses. ADR is5.277%ofclose and2ADR10.554%, but these are ranges not proposedtargets; no executable entry or positiveedge. RSI or extraindicator optimization would not repair rejectedholdout. Countercase futurebreakoutcouldfire; keep rule disabled unless independentlyvalidatedreplacement. Price feed ishistoricalSIP, separate fromlivequote403.

Use recorded1302 costed24trade ledger, not unconditional bullish stock paths. Numpy RNGseed2026090900 after20000meanbootstrapdraws; circularblocks of3 consecutive trades, seven blockstarts/path trimmedto20trades,20000paths. Initialcash included in peak. At10%equity exposure/path:lossprobability88.865%,median-4.502515%,95thpercentileDD10.590189%. At25%:loss89.61%,median-11.144542%,p95DD24.447057%. These are empiricalconditionalstresses assuming repeated independentblockstarts and unchangedpayoff distribution, NOT forecastprobability of future stock losses or15minuteexitodds. p=.208333,avgwin16.456597%,avgloss7.115503% -> p-(1-p)/(win/loss)negative; floor quarterKelly0. No use of2operatorwins or fundingneed349.01. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Smallhistory/unseenfat tails/pricegaps can worsen outcomes. Since baseedge fails, do not invent a trade stop/target, and no expensive15minoptimization undertaken to rescue it. Counterexample different independentlytestedrulemaywork; it requires preregistration and newholdout.

Premise1. Frozen costed ledger1302 supplies24 natural closed trades, not optimistically selected wins:5wins19losses,mean-2.204649%,median-6.842921%,10th/90thpercentiles-8.908747/+16.735762%. Premise2. Numpy20000 IIDbootstrapmeans seed2026090900 give95%meaninterval[-5.888270,+1.969444]%; upperpositive is a counterexample to claiming everypossibleedge disproven, not evidence for an entry. Premise3. Matched daily2025–Sep8returnsASPI/SPY N421 Pearsoncorr.393117,OLSslopewithintercept2.443695 computed covariance/variance. Descriptive beta exposes market-risk confounding; does not estimate event alpha or customer acceptance. Observational sample excludes prelisting dates and intraday/overnight executable prices; selected historical holdout not untouched prospective. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Our own supply ledger has onlytwo operator-liquidation winners and no observed loss distribution; cannot replace these strategy-conditioned samples. Conclusion valid zero allocation to frozen rule, not certainty truefuturemeannegative. Soundness limited smallsample/dependence/nonstationarity/assumedcosts. No retuning.

Preregistered note1255 before price retrieval. Same generic20prior-close breakout family, nextopen entry, fixed signal20sessionmean(high-low) stop1ADR/target2ADR, five completed sessions then nextopen exit. Long only, no overlap or re-entry on an exit day; adverse gaps atopen, same-day dualtouch stopfirst. 5bpfees+10bpslippage eachside; vectorbt explicit orders on open/touch/close marks, manual capital returns reconcile exactly after correcting vectorbt trade Return denominator (excludes entryfee). 958 valid SIP all-adjusted bars Nov10 2022–Sep8 2026, no missing ASPI dates versusSPY after listing. First SIPend atcurrent15minwindow403, corrected to23:40UTC succeeds without changing dailywindow. Train through2024 -51.7294%,46trades; historical2025–Sep8holdout -47.6615%,DD61.0281%,24trades,5wins,19losses. Averagewin16.4566%,loss7.1155%,mean-2.20465%,quarterKelly0. Doublecost return-51.2974%. Four trainingonly stop1/1.25,target1.5/2 variants all negative(-58.5062,-51.7294,-28.5074,-16.9329); default retained, no holdout retuning. CLI required baseline separately executed:501IEXbars,35trades,return-28.2872%,DD46.2699%,p22.8571%,buyhold89.0135%; CLI lacks nextopen/cost/15mincontrols per prior53audit, not eligibility. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Limits: historical viewed data not pristine prospective, cost assumptions not empirical spreads, OHLCtouches not actual15min/overnight fills, drawdown marked at sampledprices not all intradaylows, all-adjustedcorporateactions not rawcashdividend model. No trade and no further tuning; richer narrative cannot fix failed rule.

Premises:1. Sep8 signed US modification applies50% additional Section338 duty to selected Canadian products fromSep15; civil aircraft/parts meetingGeneralNote6 excepted. Selected steel/aluminum additions and switchgear8537.10.9120/Portlandcement/refinedlead removals mean mixed incidence, not universal shortage. https://www.whitehouse.gov/wp-content/uploads/2026/09/ANNEX-I-AUTO.pdf ; https://www.whitehouse.gov/wp-content/uploads/2026/09/ANNEX-II-AUTO.pdf . Separate Sep29 import-ban annex has only8711.50.00 motorcycles>800cc, not Bombardier aircraft: https://www.whitehouse.gov/wp-content/uploads/2026/09/ANNEX-I-MOTOR-VEHICLES.pdf . Strongcountercase a separate future aircraft instrument could appear. ETN2025 annual acknowledges single-source inputs and costly qualification, not actual tariff exposure: https://www.eaton.com/content/dam/eaton/company/investor-relations/annual-report/eaton-2025-annual-report.pdf .2. ACP Aug20 original A29 schedules34 slots forSep4 bookingdates and32 forSep15; this is 2/day or5.882% lower, 32 fewer opportunities Sep15–30 if unchanged, not measured lost transits/tonnes. https://pancanal.com/wp-content/uploads/2026/08/ADV-29-2026-Additional-Measures-to-Address-Reduced-Precipitation-in-the-Canal-Watershed.pdf . Sep4 operator retains48ft and postpones47.5ft Oct1cut: https://pancanal.com/en/panama-canal-postpones-neopanamax-draft-adjustment/ . Secondary32alreadySep1 confuses allocation date/transit date; operatorPRSep3 vsPDFSep4 discrepancy preserved, original preferred pendinglateramendment.3. Hapag says15%volume growth/3years requires25%capacity: annualized4.769%vs7.722%,8.696%morecapacity perunitvolume. Not a regression or independent rentestimate. https://www.hapag-lloyd.com/de/company/press/press-statements.html . Congestion and lower spot rates can both be true by route/season/cost; four correlatedFBXlanes are not four independent samples. Strongbull terminals may capture accessvalue while liners pay costs, but assetmix/valuation/venue and stockedge unmeasured. Conclusion valid watch specific suppliers/importers/terminals, no blanket GD/ETN/carrier purchase. No separate fund case justified.

Start: no open or queued supply lots, cash278.67. Goal: repeatable net return; binding constraint remains paid incremental business plus a qualified stock payoff. 1. New Sep8 CENTCOM participant statement names five inoperable carriers, replacing prior source gap: https://www.centcom.mil/MEDIA/PUBLIC-RELEASES/Article/4593050/us-destroys-5-irgc-tankers-after-iran-targets-another-american-warship/ . FRO strongest bear: cargo destruction/export loss outweighs removed shadow tonnage; 86% VLCC Q3 coverage asofAug28 limits immediate repricing, ballast lowers achieved TCE, orderbook eventually adds supply. First order fewer vessels; second order fewer cargoes/higher insurance and offhire; third order alternative supply, demand destruction and newbuilds normalize rents. Countercase Atlantic replacement cargo and longer voyages can dominate. No IMO/cargo/paid poststrike fixtures verified. https://ml-eu.globenewswire.com/Resource/Download/59431810-8e9c-4a39-b3d0-cc2dd63da402 . 2. STNG strongest bear: refined-product cargo is not crude cargo and locked three-year rates are below exceptional spot; first order refinery feed loss, second lower product exports despite longer routes, third alternative refinery supply/normalization. Prior observation9288 Sep3 issuer LR2spot64900 vs40188/42500 charters, not a new Sep8 event: https://www.scorpiotankers.com/scorpio-tankers-inc-announces-updates-on-third-quarter-2026-tce-rates-and-time-charter-out-agreements/ . 3. ASPI: first scarce helium raises potential price; second LNG customers/single-source plant components constrain sellable output; third project-equity needs and minority claims can dilute parent benefit. Original deck/annual filing in1294; no accepted cash. https://ir.aspisotopes.com/news-events/capital-markets-day . 4. MATX: first congestion supports expedited premium; second empty boxes/fuel/port cost eats it; third weather recovery and postpeak demand reduce rates. Four FBX lanes fell1–3% lastweek despite congestion. https://www.freightos.com/freight-resources/mediterranean-ocean-rates-pull-even-with-asia-eu-possibly-from-red-sea-transit-bump-september-8-2026-update/ . 5. GD: first political threat may divert inquiries; second scarce GD delivery slots/inputs prevent nearterm shipments; third negotiations reverse diversion. Newly signed annex is not aircraftban, and exempts qualifying civil aircraft. ETN first selected Canadian switchgear duty relief lowers imported cost; second customers/competition may capture savings; third supplier qualification and capital capacity still bind. https://www.whitehouse.gov/wp-content/uploads/2026/09/ANNEX-I-AUTO.pdf . Facts end at source claims; chains are conditional inferences. New military primary evidence raises physical-disruption confidence from unverified to participant-confirmed; paid fixture and stock-edge estimates unchanged. No price exits to reset while flat.