Stats

Premise1 frozen20dayHIGH/10dayLOW,2ATR14 risk,net3Rtarget accounting25bpcreditedassetfees/10bpslip,20daytimeout; signal known after completed bar,next exact open; +2RcostBE and peak-2entryATRtrail,retainedtarget. 20bpslipstress leaves targetfixed. Nativecalendar-hourly uses20completed UTCdays, rolling-hourly prior480hours. Premise2 chronological2024-25train/REUSED2026Jan1-Sep11 00UTCholdout,resetflat; hourly/daily open sampled exits, no guarantee of stopprice; rawwealth reconcilesvectorbt1e-10. Fullnativecalendar-hourly train 41.228668% N20; holdout7.324178% DD19.830197% win42.857143% N7; same-targetstress5.832105%. Premise3 attribution ladder fullnative daily/daily-17.632466%,daily/hourly-16.866373%,calendar/hourly7.324178%; matched-full24h daily/daily-6.406080%,rolling480/hourly17.240439%. Matching drops March12 incompletehourday and suppresseslaterentries, a selectioneffect not pricealpha. Native vs aggregate matched2026returns coincide; source construction not explanation for that ladder. Daily original-17.632466 and hourly original17.240439 reproduced in their respective policies. A failed daily policy is not by itself a veto of a distinct hourly policy; retain frozenhourlywatch, not parameterhunt. Conclusion watch only; current20dayentryabsent. Validity: controlled changes attribute differences within implementation; soundness: tinyreusedsamples, historicalbar anomalies and sampledquotes limit predictive/executionconfidence. 80cells perasset (168matched+72fullnative total240), not80independenttrials. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; methodnotes2175/2180.

Premise1 frozen20dayHIGH/10dayLOW,2ATR14 risk,net3Rtarget accounting25bpcreditedassetfees/10bpslip,20daytimeout; signal known after completed bar,next exact open; +2RcostBE and peak-2entryATRtrail,retainedtarget. 20bpslipstress leaves targetfixed. Nativecalendar-hourly uses20completed UTCdays, rolling-hourly prior480hours. Premise2 chronological2024-25train/REUSED2026Jan1-Sep11 00UTCholdout,resetflat; hourly/daily open sampled exits, no guarantee of stopprice; rawwealth reconcilesvectorbt1e-10. Fullnativecalendar-hourly train 30.436744% N20; holdout2.078879% DD19.776351% win42.857143% N7; same-targetstress0.659729%. Premise3 attribution ladder fullnative daily/daily-3.355267%,daily/hourly-7.958797%,calendar/hourly2.078879%; matched-full24h daily/daily7.421737%,rolling480/hourly7.635753%. Matching drops March12 incompletehourday and suppresseslaterentries, a selectioneffect not pricealpha. Native vs aggregate matched2026returns coincide; source construction not explanation for that ladder. Positive matched variants cannot replace previously frozen rejected policy; no switching based on this reused sample. Conclusion watch only; current20dayentryabsent. Validity: controlled changes attribute differences within implementation; soundness: tinyreusedsamples, historicalbar anomalies and sampledquotes limit predictive/executionconfidence. 80cells perasset (168matched+72fullnative total240), not80independenttrials. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; methodnotes2175/2180.

Preregistered note2178: close above prior20closehigh and SMA50, next session open entry, stop2 prior20ADR, target6ADR (3R), exit20th session close, no overlaps or boundary-crossing trades. Train2020–24; chronological holdout2025–Sep10 2026. SIP alladjusted source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . vectorbt from_orders direction longonly; entry/exit counts and fee-inclusive compounded returns reconciled. Two accounting rows per day are not observed intraday fills; stop-first on conflicts, gaps at open; no ambiguous bars in this sample. Fees10bp plus slippage10bp per side; stress20bp. Train {"symbol":"KALU","lookback":20,"period":"train","slippage":0.001,"return_pct":-14.048808275721857,"drawdown_pct":55.15054140326862,"n":31,"win_pct":41.935483870967744,"mean_pct":0.037782042531024046,"avg_win_pct":10.718160567175962,"avg_loss_pct":7.675824669712543,"half_kelly":0.0017625245625975394,"targets":2,"stops":18,"time_exits":11,"ambiguous":0,"block_mean_CI_pct":[-3.7034761041582973,3.7334277526978497]}. Holdout {"symbol":"KALU","lookback":20,"period":"holdout","slippage":0.001,"return_pct":47.757195511096015,"drawdown_pct":28.952594454141124,"n":17,"win_pct":47.05882352941176,"mean_pct":2.9397191657662316,"avg_win_pct":13.818911217710431,"avg_loss_pct":6.7306737692952785,"half_kelly":0.10636580261108641,"targets":4,"stops":8,"time_exits":5,"ambiguous":0,"block_mean_CI_pct":[-2.181648799186779,7.518684316145904]}. Stress holdout return 42.817883455928765%. Four-trade circular block bootstrap, 10,000 samples seed91104, mean confidence interval crosses zero. L10/L40 neighbors are diagnostics only; all rows recorded, no winning parameter chosen. Test is a generic technical benchmark, not an event-causal test, and the family/regime has already been inspected. It omits live15min exit sampling, +2R gain management, exact dividend cash and executable quotes. Conclusion: research watch only, no current signal and no defensible new allocation. Positive holdout alone cannot fix negative compounded training or support retrospective sizing.

Preregistered note2178: close above prior20closehigh and SMA50, next session open entry, stop2 prior20ADR, target6ADR (3R), exit20th session close, no overlaps or boundary-crossing trades. Train2020–24; chronological holdout2025–Sep10 2026. SIP alladjusted source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . vectorbt from_orders direction longonly; entry/exit counts and fee-inclusive compounded returns reconciled. Two accounting rows per day are not observed intraday fills; stop-first on conflicts, gaps at open; no ambiguous bars in this sample. Fees10bp plus slippage10bp per side; stress20bp. Train {"symbol":"CSTM","lookback":20,"period":"train","slippage":0.001,"return_pct":-38.61151000307898,"drawdown_pct":47.11561891853783,"n":30,"win_pct":40,"mean_pct":-1.1747752262880142,"avg_win_pct":8.495596940707726,"avg_loss_pct":7.621690004285176,"half_kelly":0,"targets":2,"stops":15,"time_exits":13,"ambiguous":0,"block_mean_CI_pct":[-5.367075983564136,3.0106106059726225]}. Holdout {"symbol":"CSTM","lookback":20,"period":"holdout","slippage":0.001,"return_pct":31.783908071503248,"drawdown_pct":19.56254607203325,"n":15,"win_pct":46.666666666666664,"mean_pct":2.320655535863315,"avg_win_pct":11.991223743047435,"avg_loss_pct":6.14109164542279,"half_kelly":0.09676475002014875,"targets":2,"stops":5,"time_exits":8,"ambiguous":0,"block_mean_CI_pct":[-2.497770448188134,7.632229134682402]}. Stress holdout return 27.889096029296635%. Four-trade circular block bootstrap, 10,000 samples seed91104, mean confidence interval crosses zero. L10/L40 neighbors are diagnostics only; all rows recorded, no winning parameter chosen. Test is a generic technical benchmark, not an event-causal test, and the family/regime has already been inspected. It omits live15min exit sampling, +2R gain management, exact dividend cash and executable quotes. Conclusion: research watch only, no current signal and no defensible new allocation. Positive holdout alone cannot fix negative compounded training or support retrospective sizing.

Edge test frozen Sep11: BB S7.54, Oct2C8 close.40 requires+11.405836%, covers3/12 (25%); Oct2P7 close.32 requires-11.405836%, covers2/12 (16.67%). Twelve consecutive quarterly releases Sep2023-Jun2026, pre-newsclose to firstpost-newsclose, medianabsolute9.987505%; first8 C2/P1, last4 C1/P1. Neither40%gate nor documented3xexpectedoptionpayout passes. Oct2expiry8daysafter Sep24event; defaultSep23RTHexit, hurdleexceedsmedian1.418331pp so noholdthrough exception. Sources: issuer-dated event observations24113–24126, https://investors.blackberry.com/ ; https://runway.adityaperswal.workers.dev/data/stock-bars and /data/option-bars. 1. Twelve dates were frozen before response measurement; eight earlier releases train, four later releases hold out. Vectorbt uses T-3/T-5/T-10 open entries and T-1 close exits, 5bp fees plus 10bp slippage each side; stress raises slippage to30bp. Full $100 stock allocation is a diagnostic, outside this fund's instrument mandate. 2. Training returns respectively -10.3639/-2.73664/-20.6952%; select T-5 by training return only. Selected holdout +2.23248%, daily drawdown9.40210%, wins2/4. Stress train-5.79981%, holdout+.609767%, drawdown9.76377%. Unselected T-10 holdout+23.2792% must not replace negative training. 3. Separate required CLI momentum20 diagnostic:684bars,N27,return+261.0066%,drawdown36.1282%,win40.7407%; no chronological holdout in that CLI output, so no adoption. 4. Validity: an unsplit momentum winner cannot establish an earnings option edge. Soundness: daily time-only stock proxy omits option theta, volatility crush, spreads, and mandated option stops/targets/15minute checks. All training losses plus failed event coverage leave sizezero.

Ran node /app/agent/dist/backtest.js --symbols BFRI --strategy momentum --lookback20 --days1460 --stop-pct5 --target-pct15 (actualshellflagswithspaces).1003IEXdailybars,124closedtrades. CLIrawpricesexhibitJuly2023splitdiscontinuity,notcomparablewith1176SIPadjustmentallstudy. Fullsamplediagnosticwithoutcostedholdout; notFDAeventstudyandnotadopted. Independentfixedrulelongonly/costedchronologicalholdout2477–2480alsofailed. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex ; localcli.json.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2021-01-04 05:00:00+00:00 through 2026-09-10 04:00:00+00:00. First session eachweek buys prior 5-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. PriorSPY20dayrealizedvol>20% gate, notVIX. 2 Fees1bp plus slippage15bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-1.202347268207001,0.9499598378533135]%, monthcluster5000bootstrap. Reasons {"time":19,"stop":17,"gap_stop":3,"target":2}; partials 3, same-dayfinalexits 3. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2016-01-04 05:00:00+00:00 through 2020-12-31 05:00:00+00:00. First session eachweek buys prior 5-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. PriorSPY20dayrealizedvol>20% gate, notVIX. 2 Fees1bp plus slippage15bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.7943843415420596,0.8182585213220581]%, monthcluster5000bootstrap. Reasons {"stop":19,"time":23,"target":1}; partials 2, same-dayfinalexits 7. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2021-01-04 05:00:00+00:00 through 2026-09-10 04:00:00+00:00. First session eachweek buys prior 5-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. PriorSPY20dayrealizedvol>20% gate, notVIX. 2 Fees1bp plus slippage5bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-1.034219621696518,1.1220167616599663]%, monthcluster5000bootstrap. Reasons {"time":19,"stop":17,"gap_stop":3,"target":2}; partials 3, same-dayfinalexits 3. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2016-01-04 05:00:00+00:00 through 2020-12-31 05:00:00+00:00. First session eachweek buys prior 5-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. PriorSPY20dayrealizedvol>20% gate, notVIX. 2 Fees1bp plus slippage5bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.6414368975212927,0.987275693369416]%, monthcluster5000bootstrap. Reasons {"gap_stop":2,"time":23,"stop":17,"target":1}; partials 3, same-dayfinalexits 5. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2021-01-04 05:00:00+00:00 through 2026-09-10 04:00:00+00:00. First session eachweek buys prior 10-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. 2 Fees1bp plus slippage15bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.31033285590242954,0.26975274239519337]%, monthcluster5000bootstrap. Reasons {"gap_target":1,"stop":107,"time":133,"target":4,"gap_stop":13}; partials 35, same-dayfinalexits 23. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2016-01-04 05:00:00+00:00 through 2020-12-31 05:00:00+00:00. First session eachweek buys prior 10-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. 2 Fees1bp plus slippage15bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.3248899491009365,0.09155388045638681]%, monthcluster5000bootstrap. Reasons {"time":113,"gap_stop":7,"stop":98,"gap_target":2,"target":1}; partials 18, same-dayfinalexits 33. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2021-01-04 05:00:00+00:00 through 2026-09-10 04:00:00+00:00. First session eachweek buys prior 10-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. 2 Fees1bp plus slippage5bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.11811449501287959,0.5023963910054401]%, monthcluster5000bootstrap. Reasons {"gap_target":2,"stop":95,"time":142,"gap_stop":15,"target":4}; partials 41, same-dayfinalexits 23. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2016-01-04 05:00:00+00:00 through 2020-12-31 05:00:00+00:00. First session eachweek buys prior 10-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. 2 Fees1bp plus slippage5bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.08560103192469003,0.33188233049926]%, monthcluster5000bootstrap. Reasons {"time":123,"gap_stop":8,"stop":87,"gap_target":2,"target":1}; partials 23, same-dayfinalexits 24. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2021-01-04 05:00:00+00:00 through 2026-09-10 04:00:00+00:00. First session eachweek buys prior 3-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. 2 Fees1bp plus slippage15bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.41598039756013533,0.1716584000385664]%, monthcluster5000bootstrap. Reasons {"stop":118,"gap_stop":15,"time":120,"target":7,"gap_target":1}; partials 34, same-dayfinalexits 34. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2016-01-04 05:00:00+00:00 through 2020-12-31 05:00:00+00:00. First session eachweek buys prior 3-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. 2 Fees1bp plus slippage15bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.2820792593275213,0.31155701557779053]%, monthcluster5000bootstrap. Reasons {"stop":94,"time":108,"target":5,"gap_stop":13,"gap_target":4}; partials 26, same-dayfinalexits 32. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2021-01-04 05:00:00+00:00 through 2026-09-10 04:00:00+00:00. First session eachweek buys prior 3-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. 2 Fees1bp plus slippage5bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.2562198984201958,0.33990779442520025]%, monthcluster5000bootstrap. Reasons {"stop":114,"gap_stop":14,"time":125,"target":7,"gap_target":1}; partials 36, same-dayfinalexits 32. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2016-01-04 05:00:00+00:00 through 2020-12-31 05:00:00+00:00. First session eachweek buys prior 3-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. 2 Fees1bp plus slippage5bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.062302955218307435,0.5202556609315512]%, monthcluster5000bootstrap. Reasons {"gap_stop":14,"time":117,"stop":84,"target":5,"gap_target":4}; partials 30, same-dayfinalexits 28. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2021-01-04 05:00:00+00:00 through 2026-09-10 04:00:00+00:00. First session eachweek buys prior 5-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. Time-only weeklyexit control. 2 Fees1bp plus slippage15bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.42498062146571663,0.2751204592455909]%, monthcluster5000bootstrap. Reasons {"time":255}; partials 0, same-dayfinalexits 0. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2016-01-04 05:00:00+00:00 through 2020-12-31 05:00:00+00:00. First session eachweek buys prior 5-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. Time-only weeklyexit control. 2 Fees1bp plus slippage15bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.4623022590666639,0.14163729597749822]%, monthcluster5000bootstrap. Reasons {"time":220}; partials 0, same-dayfinalexits 0. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2021-01-04 05:00:00+00:00 through 2026-09-10 04:00:00+00:00. First session eachweek buys prior 5-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. Time-only weeklyexit control. 2 Fees1bp plus slippage5bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.2173690604475051,0.48858693110590634]%, monthcluster5000bootstrap. Reasons {"time":255}; partials 0, same-dayfinalexits 0. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2016-01-04 05:00:00+00:00 through 2020-12-31 05:00:00+00:00. First session eachweek buys prior 5-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. Time-only weeklyexit control. 2 Fees1bp plus slippage5bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.26470964170669264,0.3262461573418879]%, monthcluster5000bootstrap. Reasons {"time":220}; partials 0, same-dayfinalexits 0. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2021-01-04 05:00:00+00:00 through 2026-09-10 04:00:00+00:00. First session eachweek buys prior 5-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. 2 Fees1bp plus slippage15bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.31652818404002264,0.2633172689313565]%, monthcluster5000bootstrap. Reasons {"gap_target":1,"stop":106,"time":123,"gap_stop":17,"target":8}; partials 35, same-dayfinalexits 30. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2016-01-04 05:00:00+00:00 through 2020-12-31 05:00:00+00:00. First session eachweek buys prior 5-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. 2 Fees1bp plus slippage15bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.45947011023146633,0.0412389443528169]%, monthcluster5000bootstrap. Reasons {"stop":102,"time":101,"gap_stop":11,"target":6}; partials 22, same-dayfinalexits 32. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2021-01-04 05:00:00+00:00 through 2026-09-10 04:00:00+00:00. First session eachweek buys prior 5-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. 2 Fees1bp plus slippage5bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.14919233063956544,0.4504968275114483]%, monthcluster5000bootstrap. Reasons {"gap_target":2,"stop":103,"time":128,"gap_stop":15,"target":7}; partials 36, same-dayfinalexits 27. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.