Stats

Premises:1 freeze P90 from rolling60session gains endingSep13 2021-Dec31 2024;2 evaluate only gains whose starting observation isJan1 2025 or later, removing60cross-boundary endpoints;3 this is retrospective chronological holdout, already-known history, not prospectively unseen validation and not a strategy backtest. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&feed=sip&adjustment=all. Frozen threshold7.302853636% from831 overlapping windows, training exceedance9.987966306%. Holdout364windows throughSep11 2026 exceeds threshold54.120879121%, ownP9015.986842505%,lag1corr.936329809. Nonoverlapping60offset exceedance ranges33.3333–66.6667%, each6–7samples; offsets overlap one another. These quantify regime instability, not independently sampled Bernoulli trials. Current mandated fiveyearP9010.717963% remains unchanged. Counterexample to stationary10%exceedance is this holdout; does not refute momentum or authorize new target. Collection misses intraday path and changing historical composition; causality unknown.

Question: how stable is mandated EEM five-year60-session P90? Premises:1 adjusted closes proxy total returns;2 1255rolling endpoint gains are dependent;3 retrospective regime slices describe this history,not a new signal. Primary https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&feed=sip&adjustment=all ; retrievedSep13,2020warmup; endpoints2021-09-13 through2026-09-11. P9010.717963%; annual P90/N:2021partial .820874/78,2022 1.174449/251,2023 10.297989/250,2024 7.781806/252,2025 13.460032/250,2026YTD17.878753/174. Lag1corr.973267,lag20.581266. 60 nonoverlapping start offsets have20–21observations EACH; P90range7.540264–14.458627%,median10.234661%; offsets share underlying history,not60independent replications. Forward cohortsN1195: aboveSMA at entryN753 P9011.063357%,median4.20832%,negative23.24037%; belowN442 P908.577169%,median-1.78699%,negative57.91855%. HighvolN597 P9014.52937%,negative48.40871%; lowN598 P9010.29421%,negative23.74582%. Vol median computed fullsample: descriptive, not deployable cutoff. Fixed presentP90 threshold reached on a subsequent close within60sessions23.682008%,terminal exceed10.543933%; retrospective fullsample threshold has lookahead and no stops/costs/ratchet, explicitly NOT backtest or live odds. Counterexample2022 shows pooled upside need not characterize next regime. Conclusion retain measured75.11target, reject90%hit-probability interpretation or precision claims; no policy modification.

Premises:1 adjusted daily correlations quantify recent co-movement, not diversification in future crisis;2 raw opening gaps approximate one execution hazard;3 overlapping target windows are not trades. Source https://runway.adityaperswal.workers.dev/data/stock-bars SIP adjustment all/raw. Last252 daily return correlations EEM/QQQ .830609,EEM/IWM .692751,QQQ/IWM .737515. Raw1255 EEM overnight gaps min-5.739837%,P1-2.730322%; one67.84share worst-gap scale3.893906 (.457574%account), vs1.91nominal stop. Five-year1255 signed60-session returns P90+10.717963%,median+2.401325%,P10-8.174912%. Thus75.11target is defensible historical magnitude, not90%hit odds. Counterexample overnight shock can exceed sample worst, and intraday15minute exits differ from opening gaps. Keep1share, no fresh strategy validation or additional gate.

Premises:1 target uses signed rolling60-session total returns;2 endpoint window covers last5years;3 overlapping observations are not independent trades. SIP adjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars June1 2021 warmup throughSep11 2026 yields1255 endpoint returns sinceSep12 2021. P90+10.717963%, median+2.401325%,P10-8.174912%,negative38.247012%,range-20.291480 to+26.007905%. Target67.84*(1+.107179635)=75.111066 rounds75.11. Initial July warmup missed10 endpoint returns, giving10.744101%; corrected before final signal recording, agrees2837. P90 is target magnitude, not90% chance of gain or target hit. No fresh strategy backtest/edge gate; empirical fund trade odds unavailable, zero closed lots.

Premises:1 accepted momentum signal stays fixed;2 daily raw open/prior close measures an observable opening gap;3 prior20mean true range is known before opening;4 historical gap frequency is not stopped-trade loss probability. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&feed=sip&adjustment=raw ; adjustment=all comparison, collectedSep12 04UTC, endpointsSep13 2021-Sep11 2026 N1255. Raw gaps P1 -2.730322%,P5 -1.652163%,median+.034083%,minimum-5.739837% Mar3 2026.11/1255(.876494%) open below prior close-2prior raw ATR; last252 2/.793651%; Mondays3/234(1.282051%), too few events to infer a Monday effect. Fully adjusted9/1255. Preferred mandate alignment: prior adjusted close>SMA200, prior adjusted ATR scaled by prior raw/adjusted close, actual raw next open:6/812(.738916%); fully adjusted counterparts4/812(.492611%). Two additional price breaches Dec20 2023/Dec17 2024 match issuer ex-distributions. Raw-SMA sensitivity6/762 is not mandated regime. SMA warmup unavailable initially; true-regime samples omit those days. Conditional sample does not require top3 rank, entry, profit-ratchet or remaining holding duration. Worst raw gap implies3.893906 on67.84 share/.457574% account; worst recorded open overshoot beyond prior2rawATR2.865361% prior price. Counterexample to hard loss cap is observed; no probability forecast or reason to cancel valid long. Observations25923-25941/25966 preserve full distributions. No strategy was backtested/revalidated.

Source https://runway.adityaperswal.workers.dev/data/stock-bars SIP adjustment=all, June2021-Sep11 2026. Premises: selected signals2781 are accepted; correlation describes concentration, not a new selection gate. Last252 aligned daily-return correlations EEM/QQQ .830609,EEM/IWM .692751,QQQ/IWM .737515. Thus three regions/styles would not be three independent bets. EEM rolling60-session returns with endpoint in five-year window N1255: P10 -8.174912%,median2.401325%,P90 10.717963%,positive61.593625%. Windows overlap, positivity is not stopped-trade win rate. Chosen P90 yields7.271066 dollars from67.84; two ATR risk1.90528, ratio3.816272 before rounding/costs. Gap10% on1share would lose6.784 dollars or.797189% account equity, versus nominal stop.223890% equity. Conclusion keep fixed equal slots and hard caps; no discretionary leverage or extra correlated position. Trend has0completed trades, so empirical fund expectancy/slippage are unavailable.