Stats

New experiment, not the frozen ETH dynamic trail policy. Fixed prior15/20/30day HIGH entries, half-lookback LOW exits, next exact open, prior completed daily ATR14, 2ATR stop/net3R target,20day timeout;25bp creditedasset fees eachside and10/20bp slippage.2024–25 training and2026Jan1–Sep11 holdout time split. Currenttop10universe introduces survivorship; previous market outcomes already examined. Intrabar exits idealized, stop first on dual touch, gaps at open, NO entry-bar exit; not validated live15minute execution. Missing hours reindexed and require complete lookback, potentially removing trades; not a full-coverage control. Raw/vectorbt initcash1 reconciliation passed. Premises: static policy differs materially from frozen +2Rmanagement; small samples and known holdout cannot establish a new live edge.20day baseline daily {"s":"HYPE","tf":"daily","L":20,"slip":0.001,"start":"2026-01-01T00:00:00Z","return_pct":85.28913479863844,"drawdown_pct":15.223222040416918,"N":5,"win_rate":80,"mean_trade":14.213729736284577,"avg_win":19.068014466344863,"avg_loss":-5.203409183956564,"targets":2,"reconcile":0,"missing":0}. Training20day [{"s":"HYPE","tf":"daily","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","N":0,"error":"no period data"},{"s":"HYPE","tf":"hourly","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","N":0,"error":"no period data"}]. Stress20day [{"s":"HYPE","tf":"daily","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":84.84535274024194,"drawdown_pct":15.477298636129866,"N":5,"win_rate":80,"mean_trade":14.186286878232806,"avg_win":19.081061932851185,"avg_loss":-5.392813340240698,"targets":2,"reconcile":0,"missing":0},{"s":"HYPE","tf":"hourly","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":82.2414235764857,"drawdown_pct":24.01841961782707,"N":6,"win_rate":66.66666666666666,"mean_trade":11.745243021305297,"avg_win":21.431820566094608,"avg_loss":-7.627912068273318,"targets":2,"reconcile":0,"missing":1}]. All holdout cells [tf,L,slip,return%,N] [["daily",15,0.001,68.87835060346777,6],["daily",15,0.002,68.32044991642907,6],["daily",20,0.001,85.28913479863844,5],["daily",20,0.002,84.84535274024194,5],["daily",30,0.001,68.44212963502474,2],["daily",30,0.002,68.3778485943259,2],["hourly",15,0.001,49.05728616645233,8],["hourly",15,0.002,48.13972220693052,8],["hourly",20,0.001,82.83710743002011,6],["hourly",20,0.002,82.2414235764857,6],["hourly",30,0.001,52.9106429473986,3],["hourly",30,0.002,68.59725854737397,2]]. Trade-mean bootstrap10000 IID resamples95%CI, dependence unresolved: [{"s":"HYPE","tf":"daily","CI":[0.9062190529239755,27.521240419645178],"N":5},{"s":"HYPE","tf":"hourly","CI":[-1.2410098607120965,24.850042306092828],"N":6}]. Conclusion research only; no2024–25training history, so2026 is not independent validation. All192cells recorded as observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

New experiment, not the frozen ETH dynamic trail policy. Fixed prior15/20/30day HIGH entries, half-lookback LOW exits, next exact open, prior completed daily ATR14, 2ATR stop/net3R target,20day timeout;25bp creditedasset fees eachside and10/20bp slippage.2024–25 training and2026Jan1–Sep11 holdout time split. Currenttop10universe introduces survivorship; previous market outcomes already examined. Intrabar exits idealized, stop first on dual touch, gaps at open, NO entry-bar exit; not validated live15minute execution. Missing hours reindexed and require complete lookback, potentially removing trades; not a full-coverage control. Raw/vectorbt initcash1 reconciliation passed. Premises: static policy differs materially from frozen +2Rmanagement; small samples and known holdout cannot establish a new live edge.20day baseline daily {"s":"SOL","tf":"daily","L":20,"slip":0.001,"start":"2026-01-01T00:00:00Z","return_pct":-18.394927279326456,"drawdown_pct":31.659785505366443,"N":6,"win_rate":16.666666666666664,"mean_trade":-1.7096610884777375,"avg_win":20.672488549005806,"avg_loss":-6.186091015974447,"targets":1,"reconcile":0,"missing":0}. Training20day [{"s":"SOL","tf":"daily","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":29.966674212409593,"drawdown_pct":29.654463999660287,"N":9,"win_rate":44.44444444444444,"mean_trade":4.101556184426732,"avg_win":19.743439158208925,"avg_loss":-8.411950194599022,"targets":1,"reconcile":0,"missing":0},{"s":"SOL","tf":"hourly","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":-20.85462535092042,"drawdown_pct":50.045225951200464,"N":13,"win_rate":30.76923076923077,"mean_trade":-0.7217444211735732,"avg_win":19.293119046021157,"avg_loss":-9.617239295482342,"targets":1,"reconcile":0,"missing":6}]. Stress20day [{"s":"SOL","tf":"daily","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":-18.84844789142649,"drawdown_pct":32.05058061712207,"N":6,"win_rate":16.666666666666664,"mean_trade":-1.7728453750494533,"avg_win":20.933276339314276,"avg_loss":-6.3140697179222,"targets":1,"reconcile":0,"missing":0},{"s":"SOL","tf":"hourly","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":-16.96382898584431,"drawdown_pct":25.461106154978495,"N":6,"win_rate":16.666666666666664,"mean_trade":-2.2303189908922953,"avg_win":18.245489501950264,"avg_loss":-6.325480689460808,"targets":1,"reconcile":0,"missing":1}]. All holdout cells [tf,L,slip,return%,N] [["daily",15,0.001,-17.29519269133618,6],["daily",15,0.002,-17.84360497719948,6],["daily",20,0.001,-18.394927279326456,6],["daily",20,0.002,-18.84844789142649,6],["daily",30,0.001,-15.632071188542817,4],["daily",30,0.002,-15.763516212926943,4],["hourly",15,0.001,-7.226997682498915,7],["hourly",15,0.002,-8.081801108257668,7],["hourly",20,0.001,-16.537376183167584,6],["hourly",20,0.002,-16.96382898584431,6],["hourly",30,0.001,-14.367252814858766,5],["hourly",30,0.002,-14.585627124235367,5]]. Trade-mean bootstrap10000 IID resamples95%CI, dependence unresolved: [{"s":"SOL","tf":"daily","CI":[-8.455149556945267,7.782663043015464],"N":6},{"s":"SOL","tf":"hourly","CI":[-7.538590613842413,6.228390519277288],"N":6}]. Conclusion research only; no new deployment based on this comparator. All192cells recorded as observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

New experiment, not the frozen ETH dynamic trail policy. Fixed prior15/20/30day HIGH entries, half-lookback LOW exits, next exact open, prior completed daily ATR14, 2ATR stop/net3R target,20day timeout;25bp creditedasset fees eachside and10/20bp slippage.2024–25 training and2026Jan1–Sep11 holdout time split. Currenttop10universe introduces survivorship; previous market outcomes already examined. Intrabar exits idealized, stop first on dual touch, gaps at open, NO entry-bar exit; not validated live15minute execution. Missing hours reindexed and require complete lookback, potentially removing trades; not a full-coverage control. Raw/vectorbt initcash1 reconciliation passed. Premises: static policy differs materially from frozen +2Rmanagement; small samples and known holdout cannot establish a new live edge.20day baseline daily {"s":"XRP","tf":"daily","L":20,"slip":0.001,"start":"2026-01-01T00:00:00Z","return_pct":-19.88096487236731,"drawdown_pct":34.130640078604756,"N":6,"win_rate":16.666666666666664,"mean_trade":-3.1544855205498044,"avg_win":19.369310855269873,"avg_loss":-7.65924479571374,"targets":1,"reconcile":0,"missing":0}. Training20day [{"s":"XRP","tf":"daily","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":118.38094795165661,"drawdown_pct":32.66396617676753,"N":14,"win_rate":50,"mean_trade":7.495023822929993,"avg_win":24.946283474216553,"avg_loss":-9.956235828356572,"targets":4,"reconcile":0,"missing":0},{"s":"XRP","tf":"hourly","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":145.31384269004968,"drawdown_pct":42.596715226438405,"N":16,"win_rate":43.75,"mean_trade":7.817786876228699,"avg_win":30.377504332407145,"avg_loss":-9.728660034132314,"targets":6,"reconcile":0,"missing":36}]. Stress20day [{"s":"XRP","tf":"daily","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":-20.07472081846764,"drawdown_pct":34.30946678243147,"N":6,"win_rate":16.666666666666664,"mean_trade":-3.181748566946321,"avg_win":19.632702402416523,"avg_loss":-7.744638760818889,"targets":1,"reconcile":0,"missing":0},{"s":"XRP","tf":"hourly","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":-14.175795692288663,"drawdown_pct":29.357966780649704,"N":6,"win_rate":16.666666666666664,"mean_trade":-2.230287621742655,"avg_win":15.17780614661679,"avg_loss":-5.711906375414544,"targets":1,"reconcile":0,"missing":1}]. All holdout cells [tf,L,slip,return%,N] [["daily",15,0.001,-19.766495147742567,6],["daily",15,0.002,-19.960649591558443,6],["daily",20,0.001,-19.88096487236731,6],["daily",20,0.002,-20.07472081846764,6],["daily",30,0.001,15.226240259390256,2],["daily",30,0.002,15.353091442568424,2],["hourly",15,0.001,-5.783898518634856,8],["hourly",15,0.002,-6.085507756396325,8],["hourly",20,0.001,-13.79162779301205,6],["hourly",20,0.002,-14.175795692288663,6],["hourly",30,0.001,-11.297086898045139,5],["hourly",30,0.002,-11.428858099075168,5]]. Trade-mean bootstrap10000 IID resamples95%CI, dependence unresolved: [{"s":"XRP","tf":"daily","CI":[-8.238508918473498,5.978585151593413],"N":6},{"s":"XRP","tf":"hourly","CI":[-5.959030394372955,4.744965222330583],"N":6}]. Conclusion research only; no new deployment based on this comparator. All192cells recorded as observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

New experiment, not the frozen ETH dynamic trail policy. Fixed prior15/20/30day HIGH entries, half-lookback LOW exits, next exact open, prior completed daily ATR14, 2ATR stop/net3R target,20day timeout;25bp creditedasset fees eachside and10/20bp slippage.2024–25 training and2026Jan1–Sep11 holdout time split. Currenttop10universe introduces survivorship; previous market outcomes already examined. Intrabar exits idealized, stop first on dual touch, gaps at open, NO entry-bar exit; not validated live15minute execution. Missing hours reindexed and require complete lookback, potentially removing trades; not a full-coverage control. Raw/vectorbt initcash1 reconciliation passed. Premises: static policy differs materially from frozen +2Rmanagement; small samples and known holdout cannot establish a new live edge.20day baseline daily {"s":"LTC","tf":"daily","L":20,"slip":0.001,"start":"2026-01-01T00:00:00Z","return_pct":0.06944554721801666,"drawdown_pct":13.1394448010398,"N":3,"win_rate":33.33333333333333,"mean_trade":0.5224062910845724,"avg_win":15.007878957765918,"avg_loss":-6.7203300422561005,"targets":1,"reconcile":0,"missing":0}. Training20day [{"s":"LTC","tf":"daily","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":-28.990451727423896,"drawdown_pct":46.43023098987995,"N":16,"win_rate":37.5,"mean_trade":-0.53058692144453,"avg_win":21.128179633097623,"avg_loss":-13.525846854169824,"targets":3,"reconcile":0,"missing":0},{"s":"LTC","tf":"hourly","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":-57.911572116229735,"drawdown_pct":67.93922022878127,"N":20,"win_rate":20,"mean_trade":-3.2467232390138907,"avg_win":25.185906615904475,"avg_loss":-10.354880702743483,"targets":3,"reconcile":0,"missing":3}]. Stress20day [{"s":"LTC","tf":"daily","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":0.11860763659721218,"drawdown_pct":13.215285984363245,"N":3,"win_rate":33.33333333333333,"mean_trade":0.5549282475477924,"avg_win":15.279984671968938,"avg_loss":-6.8075999646627805,"targets":1,"reconcile":0,"missing":0},{"s":"LTC","tf":"hourly","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":-18.647679160477047,"drawdown_pct":20.354148546152285,"N":6,"win_rate":16.666666666666664,"mean_trade":-3.119785029990059,"avg_win":13.164558759049028,"avg_loss":-6.376653787797877,"targets":1,"reconcile":0,"missing":1}]. All holdout cells [tf,L,slip,return%,N] [["daily",15,0.001,-0.380617627682045,3],["daily",15,0.002,-0.33119756821587965,3],["daily",20,0.001,0.06944554721801666,3],["daily",20,0.002,0.11860763659721218,3],["daily",30,0.001,-12.585696723749606,2],["daily",30,0.002,-12.749613401183147,2],["hourly",15,0.001,-15.512003050748502,6],["hourly",15,0.002,-15.879508888440775,6],["hourly",20,0.001,-18.37869487336834,6],["hourly",20,0.002,-18.647679160477047,6],["hourly",30,0.001,-1.8723314927011625,3],["hourly",30,0.002,-1.2898086323353986,3]]. Trade-mean bootstrap10000 IID resamples95%CI, dependence unresolved: [{"s":"LTC","tf":"daily","CI":[-6.765557974248415,15.007878957765918],"N":3},{"s":"LTC","tf":"hourly","CI":[-7.156483695952036,3.460764775260361],"N":6}]. Conclusion research only; no new deployment based on this comparator. All192cells recorded as observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

New experiment, not the frozen ETH dynamic trail policy. Fixed prior15/20/30day HIGH entries, half-lookback LOW exits, next exact open, prior completed daily ATR14, 2ATR stop/net3R target,20day timeout;25bp creditedasset fees eachside and10/20bp slippage.2024–25 training and2026Jan1–Sep11 holdout time split. Currenttop10universe introduces survivorship; previous market outcomes already examined. Intrabar exits idealized, stop first on dual touch, gaps at open, NO entry-bar exit; not validated live15minute execution. Missing hours reindexed and require complete lookback, potentially removing trades; not a full-coverage control. Raw/vectorbt initcash1 reconciliation passed. Premises: static policy differs materially from frozen +2Rmanagement; small samples and known holdout cannot establish a new live edge.20day baseline daily {"s":"ETH","tf":"daily","L":20,"slip":0.001,"start":"2026-01-01T00:00:00Z","return_pct":-18.706110570684498,"drawdown_pct":27.007363205505662,"N":6,"win_rate":16.666666666666664,"mean_trade":-3.1991486600912866,"avg_win":9.496584954658527,"avg_loss":-5.738295383041249,"targets":0,"reconcile":0,"missing":0}. Training20day [{"s":"ETH","tf":"daily","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":42.244090728417326,"drawdown_pct":23.80525646898789,"N":16,"win_rate":37.5,"mean_trade":3.217285005825593,"avg_win":21.25171625322884,"avg_loss":-7.6033737426163555,"targets":3,"reconcile":0,"missing":0},{"s":"ETH","tf":"hourly","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":83.73109085236139,"drawdown_pct":36.18299863860754,"N":19,"win_rate":52.63157894736842,"mean_trade":4.069010298351772,"avg_win":14.98991319566166,"avg_loss":-8.065326254214773,"targets":4,"reconcile":0,"missing":3}]. Stress20day [{"s":"ETH","tf":"daily","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":-19.41600462356944,"drawdown_pct":27.42748379155582,"N":6,"win_rate":16.666666666666664,"mean_trade":-3.3430056324495716,"avg_win":9.277810122032148,"avg_loss":-5.867168783345915,"targets":0,"reconcile":0,"missing":0},{"s":"ETH","tf":"hourly","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":9.876001632725394,"drawdown_pct":21.080429688894988,"N":6,"win_rate":66.66666666666666,"mean_trade":2.583755033662187,"avg_win":5.832419177789533,"avg_loss":-3.913573254592506,"targets":1,"reconcile":0,"missing":1}]. All holdout cells [tf,L,slip,return%,N] [["daily",15,0.001,-2.207151611069269,5],["daily",15,0.002,-2.9704889668802026,5],["daily",20,0.001,-18.706110570684498,6],["daily",20,0.002,-19.41600462356944,6],["daily",30,0.001,-17.61488178328694,5],["daily",30,0.002,-18.25723707322836,5],["hourly",15,0.001,14.971521976041945,6],["hourly",15,0.002,13.991585557223551,6],["hourly",20,0.001,10.70348983492,6],["hourly",20,0.002,9.876001632725394,6],["hourly",30,0.001,-6.428268218046673,5],["hourly",30,0.002,-6.838020611576933,5]]. Trade-mean bootstrap10000 IID resamples95%CI, dependence unresolved: [{"s":"ETH","tf":"daily","CI":[-7.3294329885800575,2.3270968043383395],"N":6},{"s":"ETH","tf":"hourly","CI":[-1.8655382607508892,7.528884270251302],"N":6}]. Conclusion research only; no new deployment based on this comparator. All192cells recorded as observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

New experiment, not the frozen ETH dynamic trail policy. Fixed prior15/20/30day HIGH entries, half-lookback LOW exits, next exact open, prior completed daily ATR14, 2ATR stop/net3R target,20day timeout;25bp creditedasset fees eachside and10/20bp slippage.2024–25 training and2026Jan1–Sep11 holdout time split. Currenttop10universe introduces survivorship; previous market outcomes already examined. Intrabar exits idealized, stop first on dual touch, gaps at open, NO entry-bar exit; not validated live15minute execution. Missing hours reindexed and require complete lookback, potentially removing trades; not a full-coverage control. Raw/vectorbt initcash1 reconciliation passed. Premises: static policy differs materially from frozen +2Rmanagement; small samples and known holdout cannot establish a new live edge.20day baseline daily {"s":"BTC","tf":"daily","L":20,"slip":0.001,"start":"2026-01-01T00:00:00Z","return_pct":-7.941181507690375,"drawdown_pct":21.6534070191543,"N":7,"win_rate":28.57142857142857,"mean_trade":-0.9263410177646298,"avg_win":9.302962969717433,"avg_loss":-5.018062612757455,"targets":1,"reconcile":0,"missing":0}. Training20day [{"s":"BTC","tf":"daily","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":-11.72620491624141,"drawdown_pct":26.075747066001743,"N":19,"win_rate":36.84210526315789,"mean_trade":-0.2929936107315517,"avg_win":9.008669445901495,"avg_loss":-5.718963727100829,"targets":2,"reconcile":0,"missing":0},{"s":"BTC","tf":"hourly","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":-35.872370589750915,"drawdown_pct":37.856136296089204,"N":24,"win_rate":29.166666666666668,"mean_trade":-1.3445821983833026,"avg_win":12.329260117977737,"avg_loss":-6.974987858061377,"targets":3,"reconcile":0,"missing":3}]. Stress20day [{"s":"BTC","tf":"daily","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":-5.6134519380969135,"drawdown_pct":22.110717581747373,"N":6,"win_rate":33.33333333333333,"mean_trade":-0.6633770588404142,"avg_win":9.3355210676069,"avg_loss":-5.662826122064072,"targets":1,"reconcile":0,"missing":0},{"s":"BTC","tf":"hourly","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":6.786462837538942,"drawdown_pct":13.391971279693093,"N":6,"win_rate":50,"mean_trade":1.2493789348036521,"avg_win":5.975839607069777,"avg_loss":-3.477081737462473,"targets":1,"reconcile":0,"missing":1}]. All holdout cells [tf,L,slip,return%,N] [["daily",15,0.001,-7.941181507690375,7],["daily",15,0.002,-5.6134519380969135,6],["daily",20,0.001,-7.941181507690375,7],["daily",20,0.002,-5.6134519380969135,6],["daily",30,0.001,-8.036293768268632,6],["daily",30,0.002,-5.422848838375982,5],["hourly",15,0.001,9.562786027837022,6],["hourly",15,0.002,6.592387779433984,6],["hourly",20,0.001,9.762269354061882,6],["hourly",20,0.002,6.786462837538942,6],["hourly",30,0.001,4.183583831323312,5],["hourly",30,0.002,-5.832384513976329,5]]. Trade-mean bootstrap10000 IID resamples95%CI, dependence unresolved: [{"s":"BTC","tf":"daily","CI":[-5.645666726860393,4.92767582722805],"N":7},{"s":"BTC","tf":"hourly","CI":[-2.3770118873103745,6.427078973939314],"N":6}]. Conclusion research only; no new deployment based on this comparator. All192cells recorded as observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-10 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand15bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":10,"slippage_bp":15,"partition":"holdout2025-26","return":-6.274166764358142,"drawdown":9.472727059565145,"win rate":33.33333333333333,"sample":6,"mean_pct":-1.0251635762357623,"mean_ci_low_pct":-3.2447057096597254,"mean_ci_high_pct":1.6885630962411209,"targets":0,"stops":4,"avg_win_pct":3.144877922332512,"avg_loss_pct":3.1101843255198993,"half_kelly_fraction":0,"manual_vbt_error":2.914335439641036e-16}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-10 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand15bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":10,"slippage_bp":15,"partition":"train2021-24","return":1.3254767009880561,"drawdown":10.040864468172517,"win rate":41.17647058823529,"sample":17,"mean_pct":0.11178102327023053,"mean_ci_low_pct":-1.0603849051204484,"mean_ci_high_pct":1.4267981024097158,"targets":1,"stops":7,"avg_win_pct":2.697547961079296,"avg_loss_pct":1.698255833196115,"half_kelly_fraction":1.2200167557108248,"manual_vbt_error":2.5847379792054426e-16}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-10 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand5bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":10,"slippage_bp":5,"partition":"holdout2025-26","return":-5.142680198176695,"drawdown":8.4713374004454,"win rate":33.33333333333333,"sample":6,"mean_pct":-0.8270156068078202,"mean_ci_low_pct":-3.0510012713623986,"mean_ci_high_pct":1.8921439559789848,"targets":0,"stops":4,"avg_win_pct":3.351374329456591,"avg_loss_pct":2.916210574940026,"half_kelly_fraction":0,"manual_vbt_error":2.0816681711721685e-17}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-10 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand5bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":10,"slippage_bp":5,"partition":"train2021-24","return":4.829782325466694,"drawdown":8.954850614300957,"win rate":41.17647058823529,"sample":17,"mean_pct":0.31220515977139096,"mean_ci_low_pct":-0.865162784602938,"mean_ci_high_pct":1.642135804685651,"targets":1,"stops":7,"avg_win_pct":2.903148812053085,"avg_loss_pct":1.5014553968257949,"half_kelly_fraction":3.5811981173295777,"manual_vbt_error":8.604228440844963e-16}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-3 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand15bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":3,"slippage_bp":15,"partition":"holdout2025-26","return":2.3175333743994817,"drawdown":5.651421331550798,"win rate":50,"sample":6,"mean_pct":0.4153302437029975,"mean_ci_low_pct":-1.522072834790511,"mean_ci_high_pct":2.6277458257612407,"targets":0,"stops":1,"avg_win_pct":2.6277458257612407,"avg_loss_pct":1.7970853383552459,"half_kelly_fraction":4.397557283670556,"manual_vbt_error":6.522560269672795e-16}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-3 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand15bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":3,"slippage_bp":15,"partition":"train2021-24","return":-2.9115678861700873,"drawdown":5.86199797933229,"win rate":47.05882352941176,"sample":17,"mean_pct":-0.16202397194880708,"mean_ci_low_pct":-0.8921946909346221,"mean_ci_high_pct":0.555214792293831,"targets":0,"stops":4,"avg_win_pct":1.176792917969821,"avg_loss_pct":1.3520834296542543,"half_kelly_fraction":0,"manual_vbt_error":1.2836953722228372e-16}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-3 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand5bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":3,"slippage_bp":5,"partition":"holdout2025-26","return":3.552741539547351,"drawdown":5.273270810372555,"win rate":50,"sample":6,"mean_pct":0.616362086807402,"mean_ci_low_pct":-1.3015514157158083,"mean_ci_high_pct":2.833206932615462,"targets":0,"stops":1,"avg_win_pct":2.833206932615462,"avg_loss_pct":1.600482759000658,"half_kelly_fraction":6.796363913887676,"manual_vbt_error":2.914335439641036e-16}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-3 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand5bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":3,"slippage_bp":5,"partition":"train2021-24","return":0.44620105611007604,"drawdown":4.308830456010848,"win rate":52.94117647058824,"sample":17,"mean_pct":0.037852005992233165,"mean_ci_low_pct":-0.6783187155992108,"mean_ci_high_pct":0.7715948216426869,"targets":0,"stops":4,"avg_win_pct":1.2344806313739611,"avg_loss_pct":1.308355197562211,"half_kelly_fraction":1.171787767762222,"manual_vbt_error":5.776629175002768e-16}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-5 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand15bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":5,"slippage_bp":15,"partition":"holdout2025-26","return":-5.039838491443461,"drawdown":7.333740724253024,"win rate":66.66666666666666,"sample":6,"mean_pct":-0.842833376365291,"mean_ci_low_pct":-2.279755813597423,"mean_ci_high_pct":0.3860451864665141,"targets":0,"stops":2,"avg_win_pct":0.3582273127739455,"avg_loss_pct":3.2449547546437643,"half_kelly_fraction":0,"manual_vbt_error":2.1510571102112408e-16}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-5 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand15bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":5,"slippage_bp":15,"partition":"train2021-24","return":-7.441681010285829,"drawdown":9.492890812502475,"win rate":47.05882352941176,"sample":17,"mean_pct":-0.4366840342314251,"mean_ci_low_pct":-1.2877487245436179,"mean_ci_high_pct":0.4509469874292036,"targets":0,"stops":8,"avg_win_pct":1.2764946589204962,"avg_loss_pct":1.9595095392553552,"half_kelly_fraction":0,"manual_vbt_error":1.2351231148954867e-15}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-5 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand5bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":5,"slippage_bp":5,"partition":"holdout2025-26","return":-3.893450741555898,"drawdown":6.308690142544837,"win rate":66.66666666666666,"sample":6,"mean_pct":-0.64432038123813,"mean_ci_low_pct":-2.0948655186051286,"mean_ci_high_pct":0.5870184007836861,"targets":0,"stops":2,"avg_win_pct":0.5591448356104811,"avg_loss_pct":3.0512508149353526,"half_kelly_fraction":0,"manual_vbt_error":7.216449660063518e-16}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-5 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand5bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":5,"slippage_bp":5,"partition":"train2021-24","return":-4.240584421467301,"drawdown":7.770626275636083,"win rate":52.94117647058824,"sample":17,"mean_pct":-0.23735792669776246,"mean_ci_low_pct":-1.1056331964765072,"mean_ci_high_pct":0.6752835244650862,"targets":0,"stops":8,"avg_win_pct":1.325795019131474,"avg_loss_pct":1.9959049907556536,"half_kelly_fraction":0,"manual_vbt_error":4.85722573273506e-16}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Edge test: CAG nine issuer-dated morning earnings Jul2024–Jul2026 median absolute2.064410%; Sep11S14.60, Oct9C15.5 catalog.35Sep10/currenttrade.20Sep11 requires+8.904110%/+7.876712% incl assumed.05cost,0/9 both. P14.5 catalog.44 requires-4.041096%,2/9; current.60 requires-5.136986%,1/9 and60premium>51.0594absolute cap. LW eight issuer-dated morning events Jul2024–Jul2026 median13.153864%; S47.85,Oct16C57.5 catalog.35/current.38 requires+21.003135/+21.065831%,0/8. P40 catalog.50/current.55 requires-17.554859/-17.659352%,3/8(37.5%) and55premium>cap. Mean mapped intrinsic LW P40 1.498726USD/share =2.724957x currentpremium,2.497877x assumedallincost; NOT actual optionexpectancy. No40%pass or documented3xexpectedpayoff. LW omittedOct1 2024 due releasehour ambiguity; addingOct2reaction yields3/9 andmedian10.017371%,alsofails. Dates: CAG Aug31issuer 'Wednesday, September 30, 2026' morning before09:30ETQ&A https://www.conagrabrands.com/news-room/news-conagra-brands-to-release-fiscal-2027-first-quarter-earnings-on-september-30-2026-prn-122962 ; LW Sep8issuer 'October 6, 2026' approximately08ETrelease/09ETcall https://investors.lambweston.com/news-events/news-releases . Expiries9/10daysafter; default exitsSep29/Oct5RTH. Historical originals recorded25518+ and25563+; sources option_contracts plus https://runway.adityaperswal.workers.dev/data/stock-bars and /data/option-bars. Closes not executableasks. 1. RequiredCLI node /app/agent/dist/backtest.js --symbols CAG --strategy rsi --days1000:685bars,N27,return-1.73228%,DD14.21016%,win51.85185%,buyhold-50.4999%; diagnosticstockrule, noeventedge orholdout. 2. SeparatevectorbtSIPall-adjusted2023–Sep11:laggedcloseRSI14/WilderEWM entriesexecutednextopen,exitthreshold;fees5bp/slip10bp eachside,9grid25/30/35x45/50/55. Trainthrough2025all9negative,best25/45-8.9501%N5;2026heldout+2.5160%N1/DD4.9546/win100%. Holdoutdisplayedfortransparencynotselection; no trainedwinner andnoadoption. Othergridobservations25585+. CLI andvectorbtdata/strategydefinitionsdifferent,donotsplice. Optionreturn/DD/winrateunavailable; thesearestockcontrols, notoptionPnL.

Executed required CLI: node /app/agent/dist/backtest.js --symbols SCHL --strategy momentum --lookback20 --days1095 --stop-pct5 --target-pct15. 752bars,50trades, return-20.343012%,maxDD46.486672%,win30%,meantrade-.284097%,buyhold-16.387760%. Source https://runway.adityaperswal.workers.dev/data/stock-bars . This CLI result is a gross/default-feed diagnostic without its own reserved holdout or verified15min fills, so cannotauthorizecapital. Separate event study2768 uses explicitIEX, fees/slippage and fixed2021–24training versus2025–26knownholdout. Premises: dateconfirmedSep24 does notmakeany technicalrulevalid; CLInegative; eventstudytrainingalsonegative. Conclusion no momentum-basedentry. No parameterwinnerselected to rescue the result.

Frozen before new returns in note2456: T-5open to T-1close, stop1 prior20ADR, target3ADR, static daily proxy.22 issuer release dates https://investor.scholastic.com/financial-information/quarterly-results verified, train2021–24N16, knownholdout2025–Jul2026N6. ExplicitIEX adjusted1429bars https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SCHL&timeframe=1Day&feed=iex&adjustment=all . Python custom entry-day/gap-open stop-first barrier fills with targets capped; vectorbt longonly from_orders, fees5bp/slip10bp eachside, initialcash100. Reconciled count and compounded returns exactly. Two marks/session drawdown includes entryfees but missesintradaytrough; no15min/+2Rtrailing or dividendcash execution validated. Training return-2.64033%,DD12.96266%,win37.5%,mean-.107976%,W4.11688%,L2.64289%,5targets. Knownholdout+2.15046%,DD7.22507%,win66.667%,mean+.407757%,W2.16255%,L3.10184%,ZEROtargets. Bootstrap20k95%meanCI[-2.03654,3.12124]%. Stress25bpslip givestrain-7.20323%,holdout+.328197%,win50%,CI[-2.32999,2.81234]%. T3/T10 sweep training negative underbothcosts, holdoutsalso negative; no bestvariantadoption. Gross3R geometry is less than3R net and empiricalwins aretimeexits, notdemonstratedtailcapture. HalfKelly capitalformula .5*(pW-(1-p)L)/(WL) yields0 intraining; mechanicallycapped1 inselectedknownholdout is unstable andNOTadopted. Prior763 hadseen sameholdout; this is a changedexit robustness experiment, not fresh independentOOS. Historicaldateannouncementavailability/earlynews and corporateactionexecution remain gaps. Conclusion noentry; preserveSep17paperwindow, notMondayearlierentry. Scripts research/test_schl.py, manifestobservations andtradeoutcomes25287 saved.

NEW limited path replay, reconstructed after observations, not prospectiveOOS or full-policy validation. Frozen signal Sep11 13UTCclose2628.4075>2565.9 known14UTC; rawnextopen2629.65,entryafter10bpslip2632.27965. ATR14 from completedSep10days88.0134936902; initialstop2456.25266262,target3223.79684108 solves net3R with25bpcreditedfees eachside/10bpexitslip. Replay40completed15minbars to23:45. Peak2664.8535,low2506.24: +2R and initialstop/target not touched; no dynamictransition needed in this interval. vectorbt Portfolio.from_orders init_cash1, effectiveentryprice=fill/.9975,qty1/effectiveprice,fee0 becauseencodedinprice,rawwealth equality0error. Mark−4.653905788%,hypotheticalliquidation−4.987378753%,closeDD4.079390856%,N1open/N0closed,winrateundefined. At23:45−.6602036R,20dayhorizonOct1 14UTC notelapsed. No observedstopbreak and no reason to tighten a hypothetical red trade. Prior29.4825illustration givesmark−1.372088 andnetstoprisk2.136323USD; actual0. Strongestcounter: cheaperlateentry maywork but has untestedconditioning. Avoid recasting the missed signal as an avoided completed loss. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; observation25230.

NO new historical train/holdout sweep. Read original2605/2606/2469 with query_research fundcrypto. Frozen prior480hourHIGH/240hourLOW,2ATR14/net3R,20daytimeout,+2RcostBE/2ATRtrail; next exactopen,25bpcreditedfees/10bpslip and20bpstress. 2024–25 training versus reused2026Jan1–Sep11 00UTC holdout. HourlyETH train33.250114%N19,test17.240439%DD19.830197%win4/6,stress15.841958%; daily20HIGH/10LOW train2.029153%N15,test−17.632466%DD27.353641%win1/5. Prior15min test22.171852%N6,stress20.714547%. The policies differ; dailyfailure is not automatically a veto of hourlywatch. Prior raw/vectorbtinitcash1 reconciliation reported2.45e−15. Premises: six reused trades leave expectancy uncertain; later Friday signal is now observed but its nextopen passed; live +2R activation and delayedstopfills remain different from simulated policy. Conclusion no retroactiveentry or retuning. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Existing sample not counted as fresh validation.

Fresh CLI run Sep12~00:02UTC: node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy breakout --lookback20 --days730. 731dailybars each. BTC return25.666493%,DD13.536724%,win32.653061%,N49,BH32.888403%;ETH28.850813%,DD24.943256%,win21.052632%,N38,BH6.441285%;SOL80.474020%,DD18.795394%,win53.125%,N32,BH−24.648991%. Premise1 inspected code uses same-close fills, priorCLOSE breakout and signal exit; zero explicit costs, partial currentday allowed, no heldout split. Premise2 these differ from frozenHIGH/LOW net3R execution. Conclusion: diagnostic only, no deployment or Kelly based on gross returns. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; /app/agent/dist/backtest/{engine,bars,cli}.js. Full diagnostics observation25231–33; retained costed experiment audited separately.

Required CLI breakout20/days2000/stop8/target24 executed and source inspected: IEX1373bars/125trades,return-4.39663%,DD22.97377%,wins33.6%,buyhold626.78063%. Same-signal-close/ownsignalexit/no costed chronologicalholdout: diagnostic only, not same3Rpolicy. Customvectorbt predeclared10/20/40:10train41.6184/hold30.6466(stress32.5733/26.7854);40train-33.4950/hold-9.3330(stress-37.3680/-11.8364). All12cells recorded25254–65. No switch to10 based on holdout;40failure limits parameter robustness. Source https://runway.adityaperswal.workers.dev/data/stock-bars . cli-hwm.json/validate.py persisted locally. No new entry rule or order.