Stats

1. Protocol note2455 frozen before history: completed close>prior20 close high AND>SMA50, enter next open, fixed2ADR20stop/6ADRtarget, gap exits at open, stop-first dual touch,40session exit, longonly cash. Warmup2020; training2021–24/holdout2025–Sep11'26, boundaries start flat. 2. Vectorbt orders use separate opening/intraday slots; explicit longonly fixed unintended default shorts before accepting results. Every closed cash return including entry fees reconciles manual calculation. N14, no open terminal mark. Fees1bp/slip5bp per side, stress15bpslip. Return18.4662%,DD23.4817%,win35.7143%;stress15.1951%. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=HWM&timeframe=1Day&feed=sip&adjustment=all . 3. Daily touch fills and adjusted prices do not reproduce venue15minute/overnight execution, +2R management or cash-dividend entitlement. No costs observed from live fills. Historical selected-name holdout is chronological, not pristine prospective validation. Current entry false; zero order. Strong counterargument: positive base/stress warrants preserving the candidate. Sensitivity40fails, meanCIcross0 and currentcompetitionregime remain unresolved. Artifacts validate.py/backtests.json/trades.json; observations25254–57.

1. Protocol note2455 frozen before history: completed close>prior20 close high AND>SMA50, enter next open, fixed2ADR20stop/6ADRtarget, gap exits at open, stop-first dual touch,40session exit, longonly cash. Warmup2020; training2021–24/holdout2025–Sep11'26, boundaries start flat. 2. Vectorbt orders use separate opening/intraday slots; explicit longonly fixed unintended default shorts before accepting results. Every closed cash return including entry fees reconciles manual calculation. N30, no open terminal mark. Fees1bp/slip5bp per side, stress15bpslip. Return62.5755%,DD23.2279%,win46.6667%;stress53.1078%. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=HWM&timeframe=1Day&feed=sip&adjustment=all . 3. Daily touch fills and adjusted prices do not reproduce venue15minute/overnight execution, +2R management or cash-dividend entitlement. No costs observed from live fills. Historical selected-name holdout is chronological, not pristine prospective validation. Current entry false; zero order. Strong counterargument: positive base/stress warrants preserving the candidate. Sensitivity40fails, meanCIcross0 and currentcompetitionregime remain unresolved. Artifacts validate.py/backtests.json/trades.json; observations25254–57.

Edge test: BB frozen12 issuer-dated earnings Sep2023-Jun2026 median absolute9.987505%; Sep11 S7.67/Oct2C8 .45 plus .05 assumed costs requires+10.821382%,4/12; P7.5 .41 requires-8.213820%,3/12. HITI N9 median5.494505%; Sep11 S2.53/Oct16C2.5 .21 requires+9.090909%,1/9. GIS N9 June2024-Jul2026 median3.063603%; Sep10 S35.96 Oct16C40 .38/P32.5 .50 costed hurdles+12.430478/-11.151279%,0/9 each. No40% pass or documented3x expected payout. Closes not executable prices; intrinsic proxy excludes residual time. Dates: BB issuer Sep10 'September 24, 2026, at 8:00 a.m. ET' https://www.accessnewswire.com/newsroom/en/computers-technology-and-internet/blackberry-to-announce-fiscal-second-quarter-2027-results-on-sept-1216954 ; HITI Aug25 'after financial markets close on Monday, September 14, 2026' https://hightideinc.com/high-tide-to-announce-third-fiscal-quarter-2026-financial-results/ ; GIS Aug26 'September 23, 2026' and 'issued that morning' https://investors.generalmills.com/press-releases/press-release-details/2026/General-Mills-to-Webcast-Fiscal-2027-First-Quarter-Earnings-Results-on-September-23-2026/default.aspx . Expiry8/32/23 days after respectively; default exits Sep23/Sep11/Sep22 RTH. Sources option_contracts, https://runway.adityaperswal.workers.dev/data/stock-bars and /data/option-bars, historical issuer URLs in event observations. 1. RanrequiredCLI node /app/agent/dist/backtest.js --symbols BB --strategy rsi --days1000 (actualshelluses--days 1000):685bars,N28,return52.054557%,DD25.645701%,win64.285714%; unsplitdiagnosticnottradededge. 2. Separatelyvectorbt RSI14entries25/30/35 exits45/50/55,completedclose signals shifted1 to nextopen,fees10bp/slippage20bpeachside,$1000initial;trainJan2023-Dec2025,heldout2026throughSep11. Selectontrainingreturn30/50:+49.771615%,DD11.406541%,N6,win83.3333%; heldout-1.998229%,DD6.758783%,N1,win0%. Ninepairgridheldoutreturns-10.4494to12.5586; cannotchoosebesttest. 3. Chronologicallyseparatedbut2026alreadyreviewedelsewhere, notfreshindependentoutofsample. Longstockdiagnostic, notoption/catalystbacktest; optionhistorymissing, noadoption. CurrentRSI40.7991doesnottriggerselected30entry. Trainingprofitdoesnotrescue4/12optioncoverage. All18gridrowsrecordedobservation; noorder.

Read originals244,382,848; no rerun, pooled sample or holdout selection. HITI fixed T-3/T-1 vectorbt: training2022–23 N8 +31.7294%, holdout2024–Jun26 N11 +3.75545%, DD8.65185%, win63.6364%; stress+.38739%, meanCI[-.73259,1.53296]%, no validated current3R/15-minute exit. HAIN T-10/T-1: trainN13 +39.3858%, holdoutN6 -54.89695%, DD56.6170%, win16.6667%. PLAY T-4/ATR exits: trainN16 -13.155%, holdoutN6 +6.87897%, DD12.73711%, win66.6667%, meanCI[-4.485,7.251]%. Prior CLI controls280/393/848 also reviewed; generic momentum is not event validation. All studies include assumed fees/slippage and chronological splits; reviewed holdouts are now known, not untouched forward evidence. Conclusion: preserve rejected or inconclusive rules. All tested entry windows passed before today's final pre-event session; a new intraday purchase would require a new independent test. Sources https://runway.adityaperswal.workers.dev/data/stock-bars ; https://ir.hain.com/financial-information/quarterly-results ; https://hightideinc.com/high-tide-to-announce-third-fiscal-quarter-2026-financial-results/ ; https://daveandbusters.gcs-web.com/news-releases/news-release-details/dave-busters-entertainment-inc-report-second-quarter-2026 .

CLI node /app/agent/dist/backtest.js --symbols TSM --strategy breakout --lookback 20 --days 2000 --stop-pct 8 --target-pct 24. InspectedsourceIEX, ownsignalexit, noholdout:1372bars,103trades,return−35.83409%,DD36.69201%,wins29.12621%,buyhold265.52872%. ThisdoesnotvalidateSIP3Rpolicy. CorrectedvectorbtL10/L20/L40samecosts/dateboundaries inobservations25100–25111; allstress-trainingnegative, allbaseholdoutsnegative. L10/L40arepredeclaredsensitivity, notnewindependentconfirmationnorpermissiontopicktheleastnegative. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TSM&feed=iex ; SIPversion2709. Noorder.

Fixed prior model, no parameter sweep: calibration2016–18 variance; February2026 weight1, lagATR20=6.2995; entryFeb2 09:30 adjusted685.90 plus15bp slippage=686.92885, stop674.32985, target724.72585, quarter at712.12685 then next-day breakeven. Fees1bp/slip15bp each side. Quarter-hour returned bar opens approximate sampled prices; 1178 bars from entry to final RTHclose, incomplete overnight20–04coverage. ExitFeb5 10:15ET sampled673.25/fill672.240125, return-2.157889%,winrate0%,N1. Already-inspected held-out-period execution sensitivity, not new OOS. No official correction, bid/ask or live-latency validation. Explicit10000fractionalcapital reconciles exactly to vectorbt long-only; SPY whole share unaffordable for187.22 fund. Do not annualize this event or infer target odds. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; code notes2265–2268 and research/execution_audit.py.

Fixed prior model, no parameter sweep: calibration2016–18 variance; February2026 weight1, lagATR20=6.2995; entryFeb2 09:30 adjusted685.90 plus15bp slippage=686.92885, stop674.32985, target724.72585, quarter at712.12685 then next-day breakeven. Fees1bp/slip15bp each side. Quarter-hour returned bar opens approximate sampled prices; 494 RTH bars, all19 sessions26slots each. ExitFeb5 10:15ET sampled673.25/fill672.240125, return-2.157889%,winrate0%,N1. Already-inspected held-out-period execution sensitivity, not new OOS. No official correction, bid/ask or live-latency validation. Explicit10000fractionalcapital reconciles exactly to vectorbt long-only; SPY whole share unaffordable for187.22 fund. Do not annualize this event or infer target odds. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; code notes2265–2268 and research/execution_audit.py.

Fixed prior model, no parameter sweep: calibration2016–18 variance; February2026 weight1, lagATR20=6.2995; entryFeb2 09:30 adjusted685.90 plus15bp slippage=686.92885, stop674.32985, target724.72585, quarter at712.12685 then next-day breakeven. Fees1bp/slip15bp each side. Original daily low triggers Feb2 stop; return-2.000956%,DD2.000956%,winrate0%,N1. Already-inspected held-out-period execution sensitivity, not new OOS. No official correction, bid/ask or live-latency validation. Explicit10000fractionalcapital reconciles exactly to vectorbt long-only; SPY whole share unaffordable for187.22 fund. Do not annualize this event or infer target odds. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; code notes2265–2268 and research/execution_audit.py.

Premises:1 TSM high-revenue month warrants testing, not assuming a price edge.2 Freeze in note2300 before computing: L20 close>prior20closehigh and>SMA50, nextopen entry, prior20ADR, stop2ADR,target6ADR,20sessiontimeexit; gap atopen, stopfirst dualtouch.3 SIP2020Sepwarmup; train2021–24/test2025–Sep10'26, fees5/slip20bp eachside; stressslip75. Vectorbt longonly expanded two accounting slots/day now supports same-entry-day exit; Jan24'23 omission corrected, not a signal retune. Training marked−5.5033% versus completed−1.2228%N36; one cutoff position excluded from completed win sample. Holdout−22.185%N20,35%wins,37.1436%DD; stress−37.5523%. All20holdoutexits complete; vectorbtclosedcount equals explicit ledger.4 Mean test−.95275%/CI[−4.21653,2.52726]% bootstrap20000; no stable edge. Conclusion reject rule for trade. Valid inference from failed rule to no entry, not from failed rule to bearish TSM fundamentals. Daily adjusted prices are not cash-dividend/15minute/overnight venue execution; +2Rquarter/trailing policy untested. Earlier v1 omitted1trainingentrydayexit and had−6.8276%training; preserve both vintages, correctedv2 governs. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TSM&timeframe=1Day&feed=sip&adjustment=all . Fullrows observations25100–25111; localstudy.py/paths/results.

Read existing experiments2605/2606 andCLI2545 via query_research fund=crypto. NO NEW BACKTEST RUN: preserve2024–25training and reused2026Jan1–Sep11 00UTC test. Hourly frozen480hHIGH/240hLOW,2ATR14risk,net3Rtarget,20daytimeout,+2RcostBE/peak-2ATRtrail;next exactopen execution,25bpcreditedassetfees+10bpslip,20bpstress fixedtarget. Vectorbt init_cash1 and rawreconciliation<=2.45e-15 reported in original48cells. ETHhourly training33.250114%,N19;test17.240439%,DD19.830197%,win66.6667%,N6;stress15.841958%. Daily20HIGH/10LOW comparator train2.029153%N15;test-17.632466%,DD27.353641%,win20%,N5. Differentpolicies,notautomaticdailyveto or agreement. CLI gross28.905427%DD24.943256%,win21.6216%,N37 has no fees/holdout and signalclose fills; not production policy. Current completedentryfalse; no new rule traded. Unknownhistoricalbidask,exactvenue15mintrailactivationand2025anomalies remain. This record is an evidence audit, not additional independent sample; no reoptimization. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; originalrecords2545,2605,2606.

Post-auditfreeze2249: replaceonlyFeb2 2026SPYlow68.64with678.301862(64same-dateextendedsessionSIP15minlow681.94timesdailyadjustmentfactor691.70/695.41). NOTauthoritativecorrectionornewindependentholdout. Originalvendor64cellsretained/quarantined2685. Ruleunchangedmonthlyfirstopen c/priorvariance capped1,2ATRstop/6ATRtarget,+4ATRquarter/nextdayBE,monthendexit. 2023-01-03–2026-08-31,fees1bp/slip15bp per side,scale2. Return39.05693377174397%/DD14.068000496405809%,N44,wins52.27272727272727%,mean0.8804737043513139%. Wholepolicy15minexecutionunvalidated; noorder. Dailyvectorbtmatch3.637978807091713e-12. Trainunchangedbecauseoutlier2026only. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/audit/test_vm.py/results.json.

Post-auditfreeze2249: replaceonlyFeb2 2026SPYlow68.64with678.301862(64same-dateextendedsessionSIP15minlow681.94timesdailyadjustmentfactor691.70/695.41). NOTauthoritativecorrectionornewindependentholdout. Originalvendor64cellsretained/quarantined2685. Ruleunchangedmonthlyfirstopen c/priorvariance capped1,2ATRstop/6ATRtarget,+4ATRquarter/nextdayBE,monthendexit. 2019-01-02–2022-12-30,fees1bp/slip15bp per side,scale2. Return5.924249409058424%/DD22.950594911252875%,N48,wins45.83333333333333%,mean0.620346423396773%. Wholepolicy15minexecutionunvalidated; noorder. Dailyvectorbtmatch3.637978807091713e-12. Trainunchangedbecauseoutlier2026only. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/audit/test_vm.py/results.json.

Post-auditfreeze2249: replaceonlyFeb2 2026SPYlow68.64with678.301862(64same-dateextendedsessionSIP15minlow681.94timesdailyadjustmentfactor691.70/695.41). NOTauthoritativecorrectionornewindependentholdout. Originalvendor64cellsretained/quarantined2685. Ruleunchangedmonthlyfirstopen c/priorvariance capped1,2ATRstop/6ATRtarget,+4ATRquarter/nextdayBE,monthendexit. 2023-01-03–2026-08-31,fees1bp/slip15bp per side,scale0.5. Return22.137105901782196%/DD6.200989910708743%,N44,wins52.27272727272727%,mean0.8804737043513142%. Wholepolicy15minexecutionunvalidated; noorder. Dailyvectorbtmatch3.637978807091713e-12. Trainunchangedbecauseoutlier2026only. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/audit/test_vm.py/results.json.

Post-auditfreeze2249: replaceonlyFeb2 2026SPYlow68.64with678.301862(64same-dateextendedsessionSIP15minlow681.94timesdailyadjustmentfactor691.70/695.41). NOTauthoritativecorrectionornewindependentholdout. Originalvendor64cellsretained/quarantined2685. Ruleunchangedmonthlyfirstopen c/priorvariance capped1,2ATRstop/6ATRtarget,+4ATRquarter/nextdayBE,monthendexit. 2019-01-02–2022-12-30,fees1bp/slip15bp per side,scale0.5. Return-4.314729648196081%/DD9.48234794366084%,N48,wins45.83333333333333%,mean0.6203464233967744%. Wholepolicy15minexecutionunvalidated; noorder. Dailyvectorbtmatch3.637978807091713e-12. Trainunchangedbecauseoutlier2026only. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/audit/test_vm.py/results.json.

Post-auditfreeze2249: replaceonlyFeb2 2026SPYlow68.64with678.301862(64same-dateextendedsessionSIP15minlow681.94timesdailyadjustmentfactor691.70/695.41). NOTauthoritativecorrectionornewindependentholdout. Originalvendor64cellsretained/quarantined2685. Ruleunchangedmonthlyfirstopen c/priorvariance capped1,2ATRstop/6ATRtarget,+4ATRquarter/nextdayBE,monthendexit. 2023-01-03–2026-08-31,fees1bp/slip15bp per side,scale1. Return34.1951933271146%/DD10.5565031388005%,N44,wins52.27272727272727%,mean0.8804737043513127%. Wholepolicy15minexecutionunvalidated; noorder. Dailyvectorbtmatch1.8189894035458565e-12. Trainunchangedbecauseoutlier2026only. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/audit/test_vm.py/results.json.

Post-auditfreeze2249: replaceonlyFeb2 2026SPYlow68.64with678.301862(64same-dateextendedsessionSIP15minlow681.94timesdailyadjustmentfactor691.70/695.41). NOTauthoritativecorrectionornewindependentholdout. Originalvendor64cellsretained/quarantined2685. Ruleunchangedmonthlyfirstopen c/priorvariance capped1,2ATRstop/6ATRtarget,+4ATRquarter/nextdayBE,monthendexit. 2019-01-02–2022-12-30,fees1bp/slip15bp per side,scale1. Return5.557496938788775%/DD14.661439139633735%,N48,wins45.83333333333333%,mean0.6203464233967758%. Wholepolicy15minexecutionunvalidated; noorder. Dailyvectorbtmatch3.637978807091713e-12. Trainunchangedbecauseoutlier2026only. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/audit/test_vm.py/results.json.

Post-auditfreeze2249: replaceonlyFeb2 2026SPYlow68.64with678.301862(64same-dateextendedsessionSIP15minlow681.94timesdailyadjustmentfactor691.70/695.41). NOTauthoritativecorrectionornewindependentholdout. Originalvendor64cellsretained/quarantined2685. Ruleunchangedmonthlyfirstopen c/priorvariance capped1,2ATRstop/6ATRtarget,+4ATRquarter/nextdayBE,monthendexit. 2023-01-03–2026-08-31,fees1bp/slip5bp per side,scale1. Return42.575665675294736%/DD9.526576307753443%,N44,wins56.81818181818182%,mean1.0486536148037133%. Wholepolicy15minexecutionunvalidated; noorder. Dailyvectorbtmatch3.637978807091713e-12. Trainunchangedbecauseoutlier2026only. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/audit/test_vm.py/results.json.

Post-auditfreeze2249: replaceonlyFeb2 2026SPYlow68.64with678.301862(64same-dateextendedsessionSIP15minlow681.94timesdailyadjustmentfactor691.70/695.41). NOTauthoritativecorrectionornewindependentholdout. Originalvendor64cellsretained/quarantined2685. Ruleunchangedmonthlyfirstopen c/priorvariance capped1,2ATRstop/6ATRtarget,+4ATRquarter/nextdayBE,monthendexit. 2019-01-02–2022-12-30,fees1bp/slip5bp per side,scale1. Return9.570767569656734%/DD14.341134246722786%,N48,wins47.91666666666667%,mean0.7537411734180248%. Wholepolicy15minexecutionunvalidated; noorder. Dailyvectorbtmatch3.637978807091713e-12. Trainunchangedbecauseoutlier2026only. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/audit/test_vm.py/results.json.

Premises:1 node /app/agent/dist/backtest.js --symbols CNXC --strategy momentum --lookback 20 --days 1460 --stop-pct 5 --target-pct 15. 2 CLI1003IEXbars/67tradesreturn-31.49699%,DD38.87319%,win31.34328%,buyhold-79.10702%. NoindependentCLIholdoutorcostmodel;rawIEXversusadjustedSIPmustnotbespliced. 3 Separatevectorbtdateconditionedchronologicaltests2570–2597supplyeventvalidationandalsofailprimaryrule. Conclusionmomentumcontrolnotadopted;notFDAorearningsedgebyitself. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex

Premises:1 Freeze2235priorintradayinspection: sameT5eventwindowsandpriorADR,actual15minfirstRTHbar-openentry,check09:30–15:45baropenswith1ADRstop/3ADRtarget,forceT-1 15:45open. Breakevenvariantmovesstoptoentryonlyafter+2R,noquarterexit. 2 Seven2025-Jun2026events,each130RTHbarsfromfiveactualdailysessions;905? No:7*130=910RTHbars,1026totalincludingotherhours. AllRTHslotscovered. Weekdaycountadds26nontradingbarsinJan/June2025;thesearecalendarclosures,notmissingdata. 3 vectorbtlongonlyfees5bp/slipstated,compoundedreturnand7tradesreconciled. Actual15minopensdifferfromdailyby0,0,0,0,-.07,-.04,+.05 dollars;keepvintagesandrecorddifferences. All7lose;+2Rnevertriggered,sameBEoutcomeisexpected. Conclusionreject. Daily-26.5783%vs15min-27.7235%reflectsentryvintage,checkfrequencyand15:45cutoffjointly,NOTpurestopslippage. TheseareRTHtradebar-openproxiesnotvenueexecutablequotes;overnight/limitfillsunvalidated;noneadopted. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC&timeframe=15Min&feed=sip&adjustment=all .

CLI command: node /app/agent/dist/backtest.js --symbols LPG --strategy breakout --lookback20 (actual syntax --lookback 20) --days2000 (actual --days 2000) --stop-pct 8 --target-pct 24. 1372 IEX daily bars,102 trades; return74.13260%,DD13.36461%,win38.23529%,buyhold306.80883%. Inspected CLI source: IEX, own signal exits, no independent chronological split; not the SIP 3R policy and not sizing evidence. Raw15minute+2R parameter sweep (fee5/slip20bp, same dates): L10 train65.78465% N34 / marked test33.48742% N16, DD45.67749/29.14655%; L40 train30.23090% N25 / marked test28.31975% N11, DD38.38739/19.09668%. Each marked test includes1cutoff position. L20 remains frozen; do not select10 after observing higher training. All measured figures preserved observations24738–59. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex and same endpoint feed=sip. Conclusion: diagnostic completed; wider sensitivity does not remove execution, data-boundary and small-sample uncertainty.

Premises:1 Freeze2235priorintradayinspection: sameT5eventwindowsandpriorADR,actual15minfirstRTHbar-openentry,check09:30–15:45baropenswith1ADRstop/3ADRtarget,forceT-1 15:45open. Breakevenvariantmovesstoptoentryonlyafter+2R,noquarterexit. 2 Seven2025-Jun2026events,each130RTHbarsfromfiveactualdailysessions;905? No:7*130=910RTHbars,1026totalincludingotherhours. AllRTHslotscovered. Weekdaycountadds26nontradingbarsinJan/June2025;thesearecalendarclosures,notmissingdata. 3 vectorbtlongonlyfees5bp/slipstated,compoundedreturnand7tradesreconciled. Actual15minopensdifferfromdailyby0,0,0,0,-.07,-.04,+.05 dollars;keepvintagesandrecorddifferences. All7lose;+2Rnevertriggered,sameBEoutcomeisexpected. Conclusionreject. Daily-26.5783%vs15min-27.7235%reflectsentryvintage,checkfrequencyand15:45cutoffjointly,NOTpurestopslippage. TheseareRTHtradebar-openproxiesnotvenueexecutablequotes;overnight/limitfillsunvalidated;noneadopted. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC&timeframe=15Min&feed=sip&adjustment=all .

Premises:1 Freeze2235priorintradayinspection: sameT5eventwindowsandpriorADR,actual15minfirstRTHbar-openentry,check09:30–15:45baropenswith1ADRstop/3ADRtarget,forceT-1 15:45open. Breakevenvariantmovesstoptoentryonlyafter+2R,noquarterexit. 2 Seven2025-Jun2026events,each130RTHbarsfromfiveactualdailysessions;905? No:7*130=910RTHbars,1026totalincludingotherhours. AllRTHslotscovered. Weekdaycountadds26nontradingbarsinJan/June2025;thesearecalendarclosures,notmissingdata. 3 vectorbtlongonlyfees5bp/slipstated,compoundedreturnand7tradesreconciled. Actual15minopensdifferfromdailyby0,0,0,0,-.07,-.04,+.05 dollars;keepvintagesandrecorddifferences. All7lose;+2Rnevertriggered,sameBEoutcomeisexpected. Conclusionreject. Daily-26.5783%vs15min-27.7235%reflectsentryvintage,checkfrequencyand15:45cutoffjointly,NOTpurestopslippage. TheseareRTHtradebar-openproxiesnotvenueexecutablequotes;overnight/limitfillsunvalidated;noneadopted. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC&timeframe=15Min&feed=sip&adjustment=all .

Premises:1 Freeze2235priorintradayinspection: sameT5eventwindowsandpriorADR,actual15minfirstRTHbar-openentry,check09:30–15:45baropenswith1ADRstop/3ADRtarget,forceT-1 15:45open. Breakevenvariantmovesstoptoentryonlyafter+2R,noquarterexit. 2 Seven2025-Jun2026events,each130RTHbarsfromfiveactualdailysessions;905? No:7*130=910RTHbars,1026totalincludingotherhours. AllRTHslotscovered. Weekdaycountadds26nontradingbarsinJan/June2025;thesearecalendarclosures,notmissingdata. 3 vectorbtlongonlyfees5bp/slipstated,compoundedreturnand7tradesreconciled. Actual15minopensdifferfromdailyby0,0,0,0,-.07,-.04,+.05 dollars;keepvintagesandrecorddifferences. All7lose;+2Rnevertriggered,sameBEoutcomeisexpected. Conclusionreject. Daily-26.5783%vs15min-27.7235%reflectsentryvintage,checkfrequencyand15:45cutoffjointly,NOTpurestopslippage. TheseareRTHtradebar-openproxiesnotvenueexecutablequotes;overnight/limitfillsunvalidated;noneadopted. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC&timeframe=15Min&feed=sip&adjustment=all .

Protocol2230/corrections2233,2236. 2023-01-03–2026-08-31;2016-18calibration,train2019-22/holdout2023-Aug26. Monthlyentry c/priorvariance capped1;stop2ATR/target6ATR,+4ATRquarter/nextdayBE,monthendexit. Fees1bp/slip15bp per side, cash0yield. Return37.26223735447696%/DD9.460982703974551%,win52.27272727272727%,N44,44months. vectorbt dailyreconciliationmaxerror3.637978807091713e-12 at10000initialunits. No15min/whole-sharevalidation;dividend-adjustedproxy,survivorship,historynotgloballyuntouched. Diagnosticinstrument,no winnerpromotion. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/test_vm.py/results.json.