Stats

Premises:1 refreshed completed signals3459;2 eligibility uses annualreturn rank and SMA200 only;3 short volatility is descriptive, not entrygate. EEM/QQQ/IWM annual28.3116/22.8690/20.1319%; SMA distance5.23557/7.21291/3.29168 ATR. RV20 annualized19.32396/13.25958/11.57069% versus RV60 24.84014/20.26231/12.95534%. All three recent RV values below60day; IWM nearest SMA in ATR units. Counterexample: low realized volatility can precede a large overnight shock; positiveannualreturn does not prevent near-term loss. No new volatility filter, reduced gap envelope or extra risk budget. First-order joint equity shock reduces marks; second-order fractional exits wait untilRTH; third-order losses shrink subsequent sizing and stop requiresrerank. No current holding to ratchet. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Premises:1 completed signals3298 use fixed annual ranks plus SMA200 filter;2 current distance aboveSMA EEM7.880031%,QQQ8.420543%,IWM4.436092%;3 twenty-session returns EEM+1.210104%,QQQ+.117305%,IWM-5.150699%, currentATR/price1.424675/1.160406/1.158077%. Conclusion IWM has weakest short-horizon path while remaining rank3 at annual+21.006444%; this is not broken eligibility or a new RSI/short-momentum veto. Annual/200day filters overlap trend information; combining them does not imply independent confirmation. Last60 EEM/QQQcorr.832760 indicates shared risk despite different geography. Flat initial allocation remains EEM/QQQ/IWM; after entry review actualR/horizon and profit-onlyratchet max(existing,SMA200,high20-2ATR), never loosen. No calibrated causal attribution to macro headlines. Counterexample short fall can become persistent trend reversal; stop and scheduled review implement response instead of ad hoc rule change. Source https://runway.adityaperswal.workers.dev/data/stock-bars .

Premises:1 refreshedsignals3148;2 frozen conservative g QQQ.1083658430862592/IWM.1254295532646048/EFA.13045475424896646 from3115;3 loss N*[2ATR/E+(1-2ATR/E)*2g+.005] strictly below.03*equity. Algebraic equality thresholds and reference exits [{"symbol":"IWM","size":93.5,"stop":282.74895,"target":325.93680479074,"RR":6.032649919922496,"stress":25.411794034436106,"buffer":0.11790596556389232,"min_equity":847.0598011478702,"entry_floor":267.6924050716828,"entry_drop_pct":7.3376007921067465,"atr_ceiling":3.3136687871755846,"atr_increase_pct":7.91863890297555,"extra_cost_bp":12.610263696672952,"normal_loss":1.987566807435353,"target_gain":11.990294741715493},{"symbol":"QQQ","size":104.34,"stop":699.14315,"target":830.4731316245595,"RR":7.3453792610693736,"stress":24.93454579612259,"buffer":0.59515420387741,"min_equity":831.1515265374196,"entry_floor":537.1751223695812,"entry_drop_pct":24.85800101141713,"atr_ceiling":10.471407609472207,"atr_increase_pct":33.08136773842556,"extra_cost_bp":57.03988919660813,"normal_loss":2.296865108829453,"target_gain":16.871345335869712},{"symbol":"EFA","size":91.5,"stop":104.93826,"target":116.97551184268325,"RR":5.832592688298649,"stress":25.447316122674685,"buffer":0.08238387732531294,"min_equity":848.2438707558229,"entry_floor":99.36846827080154,"entry_drop_pct":6.8711637574493505,"atr_ceiling":0.9458617067927328,"atr_increase_pct":7.378126941856822,"extra_cost_bp":9.003702439924766,"normal_loss":1.5107704779756304,"target_gain":8.811708843538117}]. IWM/EFA cost headroom only12.6103/9.0037bp above assumed50bp, equity floors847.0598/848.2439. These are one-at-a-time sensitivities, not limits robust to joint changes. 108 deterministic entry/ATR/equity scenarios include71 breaches; not odds. Preserve353 amounts as conditional only: recompute each trade after actual state and costs, redistribute roughlyequally within fresh fund/position/risk caps. Round notionals down to cents below calculated ceiling, never equate rounded loss with strictly-under pass. Stop actualE-2ATR, target actualE*(1+P90), horizon1–3months, profit-onlyratchet max(existing,SMA200,high20-2ATR). P90 magnitudes16.169585/12.823845/9.630283%, not hit probabilities. Counterexample joint larger gap or halt invalidates scenario. Source https://runway.adityaperswal.workers.dev/data/stock-bars

Premises:1 signals3109;2 observations27196–98 show old EFA09:45 stress26.8240 and IWM first15low26.2136 exceed3%equity25.5297;3 take each asset's maximum doubled adverse return across09:30open/09:45open/first15low then add initial2ATR risk and50bp. Results {"lots":[{"symbol":"QQQ","size":104.34,"stop":699.14315,"target":830.4731316245595,"p90_pct":16.16958533244174,"normal_loss":2.296865108829453,"target_gain":16.871345335869712,"stress_rate":0.23897398692852778,"stress_loss":24.93454579612259,"risk_max_notional":106.83045601794059,"RR":7.3453792610693736},{"symbol":"IWM","size":93.5,"stop":282.74895,"target":325.93680479074,"p90_pct":12.823844643545982,"normal_loss":1.987566807435353,"target_gain":11.990294741715493,"stress_rate":0.27178389341642895,"stress_loss":25.411794034436106,"risk_max_notional":93.93382249066259,"RR":6.032649919922496},{"symbol":"EFA","size":91.5,"stop":104.93826,"target":116.97551184268325,"p90_pct":9.630282889112697,"normal_loss":1.5107704779756304,"target_gain":8.811708843538117,"stress_rate":0.27811274451010587,"stress_loss":25.447316122674685,"risk_max_notional":91.79622474680342,"RR":5.832592688298649}],"envelope_joint":75.79365595323338,"envelope_equity_pct":8.906527215740887,"target_gain":37.67334892112332,"normal_loss":5.7952023942404365,"cap":289.34000000000003,"note":"Sum of per-asset worst execution proxies: conservative envelope, not a single synchronous executable print; each uses maximum of opening gap,09:45 open,and first15-minute low across41crisis sessions. All double adverse move plus50bp after initial2ATR stop."}. Size changes solely reconcile execution risk and roughly equal full allocation, not higher QQQ conviction. At fills refresh r and stress; narrow buffers mean do not blindly reuse dollars after equity/price change. Initial stop E-2ATR, target E*(1+P90), horizon1–3months. Ratchet only once profitable to max(existing,SMA200,high20-2ATR); already-crossed ratchet requires RTH exit review, never above-market initial stop. P90 is not90%hit odds. Sum of worst proxies is a conservative envelope, not one synchronized fill. Source https://runway.adityaperswal.workers.dev/data/stock-bars.

Premises:1 signal3048 and risk3049;2 nofill tonight;3 initialstopE-2ATR,targetE*(1+P90),1–3months. QQQ referenceE714.88 stop699.14315 target830.47313 P90 16.169585%; IWM288.89/282.74895/325.93680 P9012.823845%; EFA106.70/104.93826/116.97551 P909.630283%. RR7.3454/6.0326/5.8326 beforecosts. Actualentry recalculation mandatory. Profitable ratchet max(existing,SMA200,high20-2ATR) onlyafterprofit; current raw thresholds718.84315/299.03895/107.12826 exceed closes, so cannot beinitialstops. Alreadycrossed threshold afterprofit=>RTHexitreview, never invalidstop. P90 not90%hitodds. Source https://runway.adityaperswal.workers.dev/data/stock-bars .

Premises:1 no holdings;2 unchanged Sep11 prices/ATR in3000;3 initial stopE-2ATR, targetE*(1+fiveyear60gainP90),1–3months. Reference QQQ E714.88 stop699.14315 target830.47313 P90+16.169585% RR7.3454; IWM288.89/282.74895/325.93680 P90+12.823845% RR6.0326; EFA106.70/104.93826/116.97551 P90+9.630283% RR5.8326. SMA distances8.4373/5.7565/5.9863% do not protect initial2ATR losses. Profit-ratchet max(existing,SMA200,high20-2ATR) current references718.84315/299.03895/107.12826 exceed closes: never set these as initial above-price stops. Once actually profitable recalc; price already through threshold means RTHexitreview, not invalid adjustment. Targets are historical return percentiles, not90%hit odds. Recompute actual-entry exits before placement and check fills; do not widen for shortfall. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No exit moved.

Premises:1 signal2903 ranks only aboveSMA assets, not positive-return assets indiscriminately;2 QQQ/IWM/EFA are8.437308/5.756536/5.986341%aboveSMA;3 latest252 split-price logreturn annualvol19.623772/18.822658/15.876152%;4 own book has no profitable existing lot. Counterexamples: GLD+18.943507%12m is belowSMA415.9345 versus398.77 and excluded; BTC/ETH negative12m yet aboveSMA remain eligible but rank6/7. No extra positive12m filter introduced. Current hypothetical profitable-ratchet levels max(SMA200,high20-2ATR20) are718.84315/299.03895/107.12826, ABOVE lastcloses714.88/288.89/106.70. They are not valid initial stops: initial stops remainE-2ATR. Tool adjust_exits explicitly requires stop below current price. Future once-profitable review must recompute indicators and actual price: raise only without loosening; if price is already through the computed protective threshold, treat as a triggered-exit situation in regular session, not a rejected above-market stop submission or arbitrary lowered threshold. No action now because no lot exists. A static-barrier simulation omits this important lifecycle and cannot supply live exit odds. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all (signals) and adjustment=split (volatility); venue adjust_exits tool contract readSep12 06UTC. Rate/total:19.62% annualizedQQQvol is a dispersion estimate, not19.62% expectedreturn; no probability inferred.