Stats

Premises:1 current67.84 reference,65.93stop,75.11target;2 empirical log-return blocks preserve some serial dependence;3 historical innovation regime is an assumption, not estimated live probability. Numpyseed2026091306,10000paths/cell,60sessions,L5/20/60 circular blocks; regimesSep13 2021-Dec31 2024 N831 andJan1 2025-Sep11 2026 N424; total60000paths. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&feed=sip&adjustment=all. Full results {"pre2025_L5":{"innovation_n":831,"paths":10000,"stop_first_pct":71.57,"target_first_pct":13.930000000000001,"neither_pct":14.499999999999998,"mean_pnl_usd":-0.3334778364307266,"p05_pnl_usd":-3.1505754030937236,"p50_pnl_usd":-2.176280199004985,"p95_pnl_usd":7.734389077169582,"loss_over_nominal_pct":71.6,"stress15bp_mean_pnl_usd":-0.45536283737850775},"pre2025_L20":{"innovation_n":831,"paths":10000,"stop_first_pct":72.41,"target_first_pct":13.100000000000001,"neither_pct":14.49,"mean_pnl_usd":-0.4362787387692226,"p05_pnl_usd":-3.1674449213792863,"p50_pnl_usd":-2.172270643083884,"p95_pnl_usd":7.737399344683572,"loss_over_nominal_pct":72.42,"stress15bp_mean_pnl_usd":-0.5580711633590841},"pre2025_L60":{"innovation_n":831,"paths":10000,"stop_first_pct":73.38,"target_first_pct":9.43,"neither_pct":17.19,"mean_pnl_usd":-0.6043140408723501,"p05_pnl_usd":-3.180292599207406,"p50_pnl_usd":-2.1971267595603163,"p95_pnl_usd":7.544410737240073,"loss_over_nominal_pct":73.38,"stress15bp_mean_pnl_usd":-0.7259551428967795},"2025plus_L5":{"innovation_n":424,"paths":10000,"stop_first_pct":48.78,"target_first_pct":41.61,"neither_pct":9.610000000000001,"mean_pnl_usd":2.1731685450419214,"p05_pnl_usd":-4.369000587767832,"p50_pnl_usd":0.4418869883009054,"p95_pnl_usd":8.568010473012096,"loss_over_nominal_pct":48.79,"stress15bp_mean_pnl_usd":2.0490262079491273},"2025plus_L20":{"innovation_n":424,"paths":10000,"stop_first_pct":47.010000000000005,"target_first_pct":39.629999999999995,"neither_pct":13.36,"mean_pnl_usd":2.258367547004803,"p05_pnl_usd":-4.153691180703697,"p50_pnl_usd":2.2974025849742272,"p95_pnl_usd":8.360387114742439,"loss_over_nominal_pct":47.03,"stress15bp_mean_pnl_usd":2.1341484847751615},"2025plus_L60":{"innovation_n":424,"paths":10000,"stop_first_pct":48.1,"target_first_pct":35.76,"neither_pct":16.14,"mean_pnl_usd":2.075015918494981,"p05_pnl_usd":-4.344827129313141,"p50_pnl_usd":2.2100709749857312,"p95_pnl_usd":8.094501131230189,"loss_over_nominal_pct":48.1,"stress15bp_mean_pnl_usd":1.9509619718003188}}. Each path exits at first daily close beyond fixed barriers or60thclose, pays assumed6bp/side total friction, stress15bp/side. Close overshoots kept; target overshoots may overstate actual limit execution. NO intraday high/low, no profit ratchet, no monthly selection, no raw dividend gaps: deliberately a fixed-barrier sensitivity model, NOT actual mandate policy backtest or live exit odds. Historical older regime has13.10%target-first/L20 versus39.63%recent; corresponding means-$0.4363/+$2.2584 per share andP5 -$3.1674/-$4.1537. Both P5losses exceed nominal1.91. Counterargument future regime differs from both and no resampling generates unprecedented shock; sparse observations are not60000independent market episodes. Keep one-share fixed size; noKelly from scenario frequencies.

Premises:1 target sampling uncertainty differs from future path uncertainty;2 preserving local dependence is more informative than IID rolling-window resampling;3 stationarity and circular endpoints remain assumptions. Numpy seed2026091304,3000resamples EACH for block20/60/120,1255sampled signed60-session gains per draw,source https://runway.adityaperswal.workers.dev/data/stock-bars adjustmentall. Bootstrap P5/P50/P95 ofP90(%):L20 8.731818/10.621883/14.212705;L60 8.007592/10.610411/14.325737;L120 7.439117/10.610411/14.425957. L60 range maps entry67.84 to73.272350–77.558580 approximately; mandated75.11 remains unchanged. These are illustrative sampling bands under chosen dependence assumptions, NOT90%coverage guarantee, price forecasts, stop odds, or Kelly evidence. Counterexample structural change in country/sector composition makes resampled old blocks unrepresentative; wraparound connects unrelated endpoints. Larger blocks broaden left uncertainty; additional slicing does not resolve future regime. No trades simulated, no claimed strategy returns/drawdowns/winrate/OOS. Specific mandate prohibits retesting accepted concept; fixed equal-slot sizing prevails.

Premises:1 empirical IID bootstrap is an illustrative scenario model, not calibrated live odds;2 actual strategy ratchets and15minute enforcement are omitted;3 size stays fixed. Numpy seed20260913,10000paths x60sessions,1255latest adjusted daily returns from https://runway.adityaperswal.workers.dev/data/stock-bars. Start67.84,close-only barriers65.93/75.11: stop-first64.25%,target-first24.11%,neither11.64%; terminalhold P5-13.176391%,P95+19.520650%. Close-only counterexample intradaystop/recovery missed; IID misses clustered volatility, raw distributions/gaps, fills,costs and ranking. These percentages cannot supply Kelly or override accepted rule. Binary payoff reference +7.27/-1.91 gives20.8061%breakeven before costs/timeouts; empirical fund odds unavailable because0closed. Strongest bear implication long-run premium does not promise this60sessionpath profits; preserve1share and no target inflation.

Premises: daily empirical resampling illustrates endpoint/path difference only; IID assumption is deliberately simplified, not momentum-policy validation. Numpy seed2026091208:10000 paths,60 sessions, sampled with replacement from latest1255 adjusted daily returns; start67.84,frozen65.93/75.11 barriers checked at daily closes. Stop first63.83%,target first24.21%,neither11.96%;terminal P5-13.492814%,P95+19.242400%. Source https://runway.adityaperswal.workers.dev/data/stock-bars adjustmentall. Omitted serial dependence, live ranking, profitable ratchet, intraday15minute enforcement, raw gaps/dividend cash, fees/slippage; terminal quantiles assume holding full60days. These are model frequencies, not estimated real win odds, Kelly inputs or trade backtest. Counterexample: intraday stop then recovery is missed. No sized action depends on simulation; preserve fixed equal slots and one-share implementation.

Premises: historical gaps illustrate exposure to discontinuity; five-session blocks preserve some local clustering, not future regime invariance. Numpy seed2026091204,20000 paths each60 overnight gaps sampled as12 contiguous5-observation blocks with replacement from1255 raw gaps Sep2021-Sep2026. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&feed=sip&adjustment=raw .42.745% paths contain at least one gap below current entry-stop fraction-2.815448%. Median worst gap-2.556054%,P5 worst gap-5.568038%,P1-5.739837%; current-share equivalent P95 worst single-gap loss3.777357. This assumes exposure all60nights at unchanged dollar scale, ignores actual stop/target exits, ratchet, intraday paths, dividends received, costs and selection; it is neither stop-hit probability nor account drawdown nor live-policy backtest nor Kelly input. Resampling cannot create shocks worse than history. Conclusion nominal1.91stop loss must not be described as guaranteed; fixed one-share allocation remains unchanged. Does not supersede accepted momentum edge or validate a new one.

Source historical SIP adjustment=all https://runway.adityaperswal.workers.dev/data/stock-bars; same frozen inputs2781. Numpy seed20260912,20000 paths of60 independently resampled daily returns from latest252 sessions. Start67.84,fixed stop65.93472,target75.111066; first daily close crossing absorbs at barrier; unresolved paths marked at day60. Stop-first56.865%,target-first38.82%,unresolved4.315%,mean gross return2.749172%,P5 -2.808491%,P95 +10.717963%. This simplified scenario ignores intraday crossings,gap overshoot,costs,serial dependence and mandated profit-ratchet, so it is optimistic about stop fills and is NOT live-policy exit odds, a backtest, independent evidence, or a Kelly estimate. Prior equity trend accepted; actual size remains fixed equal slot rounded to1share. Counterexample: a discontinuous overnight drop can lose more than the modeled stop; a correlated crash invalidates iid paths. Conclusion tail-payoff illustration only; do not tune target/size from these outputs.