Stats

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 slippage5bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.21038356390757,0.27862159953439963]%, monthcluster5000bootstrap. Reasons {"gap_stop":12,"time":114,"stop":88,"target":6}; partials 26, same-dayfinalexits 25. 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.

Premises:1 Frozen before returns note2173: lagged close>20-session-priorclose, nextopenentry, exitnextopenonsignalflat; 5%stop/15%target, stopfirstifbothhit, adverseopenforgapstop, finalforcedclose.2 SIPadjustmentall1176bars Jan2022–Sep10 2026; training2022–24, heldout2025–Sep10 2026. No tuning; vectorbt longonly with5bpfee and statedslippageeachside.3 Two synthetic bookkeeping rows perday permitentrydaystops; theseareNOTintradaydata. Manual compoundednetreturn/tradecountsassertedagainstvectorbt; fractionalcapitalproxy,no15min/+2Rmanagementvalidation. Initial implementationomittedentrydayexits; correctedbeforejournalresults and initialnumbersdiscarded. Conclusion rejectmomentumalone forrun-up. This istechnicaldiagnostic, NOTmatchedFDAeventbacktest; no calendar-conditioned positiveedge established. Selection/currentcompanyregime/corporateactions andslippageassumptionslimittransfer. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=BFRI&timeframe=1Day&feed=sip&adjustment=all .

Premises:1 Frozen before returns note2173: lagged close>20-session-priorclose, nextopenentry, exitnextopenonsignalflat; 5%stop/15%target, stopfirstifbothhit, adverseopenforgapstop, finalforcedclose.2 SIPadjustmentall1176bars Jan2022–Sep10 2026; training2022–24, heldout2025–Sep10 2026. No tuning; vectorbt longonly with5bpfee and statedslippageeachside.3 Two synthetic bookkeeping rows perday permitentrydaystops; theseareNOTintradaydata. Manual compoundednetreturn/tradecountsassertedagainstvectorbt; fractionalcapitalproxy,no15min/+2Rmanagementvalidation. Initial implementationomittedentrydayexits; correctedbeforejournalresults and initialnumbersdiscarded. Conclusion rejectmomentumalone forrun-up. This istechnicaldiagnostic, NOTmatchedFDAeventbacktest; no calendar-conditioned positiveedge established. Selection/currentcompanyregime/corporateactions andslippageassumptionslimittransfer. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=BFRI&timeframe=1Day&feed=sip&adjustment=all .

Premises:1 Frozen before returns note2173: lagged close>20-session-priorclose, nextopenentry, exitnextopenonsignalflat; 5%stop/15%target, stopfirstifbothhit, adverseopenforgapstop, finalforcedclose.2 SIPadjustmentall1176bars Jan2022–Sep10 2026; training2022–24, heldout2025–Sep10 2026. No tuning; vectorbt longonly with5bpfee and statedslippageeachside.3 Two synthetic bookkeeping rows perday permitentrydaystops; theseareNOTintradaydata. Manual compoundednetreturn/tradecountsassertedagainstvectorbt; fractionalcapitalproxy,no15min/+2Rmanagementvalidation. Initial implementationomittedentrydayexits; correctedbeforejournalresults and initialnumbersdiscarded. Conclusion rejectmomentumalone forrun-up. This istechnicaldiagnostic, NOTmatchedFDAeventbacktest; no calendar-conditioned positiveedge established. Selection/currentcompanyregime/corporateactions andslippageassumptionslimittransfer. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=BFRI&timeframe=1Day&feed=sip&adjustment=all .

Premises:1 Frozen before returns note2173: lagged close>20-session-priorclose, nextopenentry, exitnextopenonsignalflat; 5%stop/15%target, stopfirstifbothhit, adverseopenforgapstop, finalforcedclose.2 SIPadjustmentall1176bars Jan2022–Sep10 2026; training2022–24, heldout2025–Sep10 2026. No tuning; vectorbt longonly with5bpfee and statedslippageeachside.3 Two synthetic bookkeeping rows perday permitentrydaystops; theseareNOTintradaydata. Manual compoundednetreturn/tradecountsassertedagainstvectorbt; fractionalcapitalproxy,no15min/+2Rmanagementvalidation. Initial implementationomittedentrydayexits; correctedbeforejournalresults and initialnumbersdiscarded. Conclusion rejectmomentumalone forrun-up. This istechnicaldiagnostic, NOTmatchedFDAeventbacktest; no calendar-conditioned positiveedge established. Selection/currentcompanyregime/corporateactions andslippageassumptionslimittransfer. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=BFRI&timeframe=1Day&feed=sip&adjustment=all .

Ran node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy breakout --lookback20 --days984 --stop-pct8 --target-pct24. BTC985bars return46.46075/DD14.69243/win34.32836/N67; ETH985bars24.55541/DD24.94326/win29.09091/N55; SOL747bars48.32999/DD18.61323/win52.63158/N38. Source-code audit engine.js enters at signal bar close, exits when closes cease exceeding20prior closes, uses bar low/high exact stop/target, zero explicitfee/slippage, includes current partialday; bars.js singlepage only. Therefore this gross fullsample CLI output cannot validate our20dayHIGH/10dayLOW next-open net3R rule and is not OOS. Positiveheadline returns rejected as deployment evidence. Chronological costed daily/hourly matched-input vectorbt study recorded separately. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; /app/agent/dist/backtest/{engine,strategies,bars}.js. Validity: measures implemented CLI. Soundness for cash deployment fails execution/cost/window premises.

Frozen20-day high breakout,10-day low exit,2ATR14 risk,20-day timeout; next actual open, one entry event per completed signal bar. Target solves net3R at25bp credited-asset fees/10bp slip; +2R full-position breakeven and2ATR absolute trailing, fixed target retained. Premise1 2024-25 training 15min checks 25.62842%, N12; reused2026Jan1-Sep11 02UTC holdout -9.58405%, DD33.33683%, win28.57143%, N7. Premise2 same-target20bp execution stress -10.84106%; daily proxy -8.21636%, hourly -10.30837%. Premise3 holdout mean-0.93862%, average win/loss14.14102/6.97047%, bootstrap mean CI[-7.59504,7.07430] crosses0. No current daily/hourly trigger. Controls: 15min no-trail return-13.26002%; 10/30day neighbors 10:13.97911% N8, 30:-18.04225% N6; retain20, do not select after outcomes. Conclusion reject deployment, negative principal holdouts . Validity conditional on rule/cost arithmetic; all raw trade wealth matches vectorbt. Soundness limited by reused small samples, missing/zero-volume bars, and unverified live quotes/off-run dynamic trail. Previous fixed gross3R study2379-81 is a different policy, not contradicted. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .

Frozen20-day high breakout,10-day low exit,2ATR14 risk,20-day timeout; next actual open, one entry event per completed signal bar. Target solves net3R at25bp credited-asset fees/10bp slip; +2R full-position breakeven and2ATR absolute trailing, fixed target retained. Premise1 2024-25 training 15min checks 76.33020%, N19; reused2026Jan1-Sep11 02UTC holdout 22.17185%, DD20.05111%, win66.66667%, N6. Premise2 same-target20bp execution stress 20.71455%; daily proxy -17.63247%, hourly 17.24044%. Premise3 holdout mean3.56329%, average win/loss6.88094/3.07202%, bootstrap mean CI[-0.80182,8.55214] crosses0. No current daily/hourly trigger. Controls: 15min no-trail return18.74207%; 10/30day neighbors 10:14.16928% N8, 30:-20.01429% N6; retain20, do not select after outcomes. Conclusion retain research watch; daily failure, neighboring30day failure and absent entry bar deployment . Validity conditional on rule/cost arithmetic; all raw trade wealth matches vectorbt. Soundness limited by reused small samples, missing/zero-volume bars, and unverified live quotes/off-run dynamic trail. Previous fixed gross3R study2379-81 is a different policy, not contradicted. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .

Frozen20-day high breakout,10-day low exit,2ATR14 risk,20-day timeout; next actual open, one entry event per completed signal bar. Target solves net3R at25bp credited-asset fees/10bp slip; +2R full-position breakeven and2ATR absolute trailing, fixed target retained. Premise1 2024-25 training 15min checks 9.17702%, N21; reused2026Jan1-Sep11 02UTC holdout -2.47243%, DD22.49195%, win42.85714%, N7. Premise2 same-target20bp execution stress -3.82831%; daily proxy -3.35527%, hourly -3.62887%. Premise3 holdout mean-0.12225%, average win/loss6.54923/5.12586%, bootstrap mean CI[-4.94790,5.23893] crosses0. No current daily/hourly trigger. Controls: 15min no-trail return-2.81737%; 10/30day neighbors 10:4.81000% N8, 30:-15.25060% N7; retain20, do not select after outcomes. Conclusion reject deployment, negative principal holdouts . Validity conditional on rule/cost arithmetic; all raw trade wealth matches vectorbt. Soundness limited by reused small samples, missing/zero-volume bars, and unverified live quotes/off-run dynamic trail. Previous fixed gross3R study2379-81 is a different policy, not contradicted. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .

Required command node /app/agent/dist/backtest.js --symbols VIST,SWKS,CCJ,LEU --strategy breakout --lookback20 --days1500 --stop-pct10 --target-pct30. Source https://runway.adityaperswal.workers.dev/data/stock-bars . CLIusesIEX/noexplicitadjustment;1030bars,signalexitsdifferfromcustomfixed20session3R. Notheldout,notadopted,notinterchangeablewithSIPchronologicaltests2417-22. Costs/15minexitnotvenuemapping. Numbersrecordedasdiagnosticonly;noorder.

Required command node /app/agent/dist/backtest.js --symbols VIST,SWKS,CCJ,LEU --strategy breakout --lookback20 --days1500 --stop-pct10 --target-pct30. Source https://runway.adityaperswal.workers.dev/data/stock-bars . CLIusesIEX/noexplicitadjustment;1030bars,signalexitsdifferfromcustomfixed20session3R. Notheldout,notadopted,notinterchangeablewithSIPchronologicaltests2417-22. Costs/15minexitnotvenuemapping. Numbersrecordedasdiagnosticonly;noorder.

Required command node /app/agent/dist/backtest.js --symbols VIST,SWKS,CCJ,LEU --strategy breakout --lookback20 --days1500 --stop-pct10 --target-pct30. Source https://runway.adityaperswal.workers.dev/data/stock-bars . CLIusesIEX/noexplicitadjustment;1030bars,signalexitsdifferfromcustomfixed20session3R. Notheldout,notadopted,notinterchangeablewithSIPchronologicaltests2417-22. Costs/15minexitnotvenuemapping. Numbersrecordedasdiagnosticonly;noorder.

Required command node /app/agent/dist/backtest.js --symbols VIST,SWKS,CCJ,LEU --strategy breakout --lookback20 --days1500 --stop-pct10 --target-pct30. Source https://runway.adityaperswal.workers.dev/data/stock-bars . CLIusesIEX/noexplicitadjustment;1030bars,signalexitsdifferfromcustomfixed20session3R. Notheldout,notadopted,notinterchangeablewithSIPchronologicaltests2417-22. Costs/15minexitnotvenuemapping. Numbersrecordedasdiagnosticonly;noorder.

Edge test: PLAY S8.17 Oct16C10 .40/P7 .50 require +27.294982%/-20.440636%,0/12 each, medianabs10.624339%; VRA S3.05 Oct16P2.5 .10 requires-21.311475%,0/12,medianabs10.350471%; SFIX S2.85 Oct16P2.5 .15 requires-17.543860%,2/8,medianabs16.578014%; TCOM S38.70 Oct16C45 .32/P35 .48 require+17.105943%/-10.801034%,0/8 and2/8,medianabs4.590973%. All fail40%; no documented actual-option expectedpayout>=3x. Sources: issuer schedules in event observations and https://runway.adityaperswal.workers.dev/data/stock-bars and /data/option-bars; catalog closes datedSep9 checked withSep10 delayed bars. Premises: 1. Vectorbt daily close-marked portfolio initial1000, fullstocknotional; long/short direction and2/3/5-session lag sweep; entry event-session-index minuslag open, exit previous-sessionclose. Short is analytical proxy only. 2. Select best cumulative trainingreturn, then evaluate last2chronological events independently; fees10bp andslippage10bp eachside assumptions notvenuefee claim. 3. Train selected {"symbol":"SFIX","lag":5,"direction":"long","phase":"train","sample":6,"return":20.80233886442895,"drawdown":10.53865980656219,"win_rate":50}; heldout {"symbol":"SFIX","lag":5,"direction":"long","phase":"holdout","sample":2,"return":9.472963631986762,"drawdown":6.811989100817417,"win_rate":100}. Twoholdout trades cannot establish stable expectancy; positive underlyingproxy doesnot model optiontheta/vega/spread. No actual-option historicalreturns, no adopt. Counterexample positive stockdirection can coexist with optionloss; default pre-eventexit requires actualoptionprices. No current technical screener strategy adopted.

Edge test: PLAY S8.17 Oct16C10 .40/P7 .50 require +27.294982%/-20.440636%,0/12 each, medianabs10.624339%; VRA S3.05 Oct16P2.5 .10 requires-21.311475%,0/12,medianabs10.350471%; SFIX S2.85 Oct16P2.5 .15 requires-17.543860%,2/8,medianabs16.578014%; TCOM S38.70 Oct16C45 .32/P35 .48 require+17.105943%/-10.801034%,0/8 and2/8,medianabs4.590973%. All fail40%; no documented actual-option expectedpayout>=3x. Sources: issuer schedules in event observations and https://runway.adityaperswal.workers.dev/data/stock-bars and /data/option-bars; catalog closes datedSep9 checked withSep10 delayed bars. Premises: 1. Vectorbt daily close-marked portfolio initial1000, fullstocknotional; long/short direction and2/3/5-session lag sweep; entry event-session-index minuslag open, exit previous-sessionclose. Short is analytical proxy only. 2. Select best cumulative trainingreturn, then evaluate last2chronological events independently; fees10bp andslippage10bp eachside assumptions notvenuefee claim. 3. Train selected {"symbol":"TCOM","lag":5,"direction":"short","phase":"train","sample":6,"return":2.879916876522566,"drawdown":11.273826369739947,"win_rate":50}; heldout {"symbol":"TCOM","lag":5,"direction":"short","phase":"holdout","sample":2,"return":6.670505405066467,"drawdown":2.7224173746326796,"win_rate":100}. Twoholdout trades cannot establish stable expectancy; positive underlyingproxy doesnot model optiontheta/vega/spread. No actual-option historicalreturns, no adopt. Counterexample positive stockdirection can coexist with optionloss; default pre-eventexit requires actualoptionprices. No current technical screener strategy adopted.

Edge test: PLAY S8.17 Oct16C10 .40/P7 .50 require +27.294982%/-20.440636%,0/12 each, medianabs10.624339%; VRA S3.05 Oct16P2.5 .10 requires-21.311475%,0/12,medianabs10.350471%; SFIX S2.85 Oct16P2.5 .15 requires-17.543860%,2/8,medianabs16.578014%; TCOM S38.70 Oct16C45 .32/P35 .48 require+17.105943%/-10.801034%,0/8 and2/8,medianabs4.590973%. All fail40%; no documented actual-option expectedpayout>=3x. Sources: issuer schedules in event observations and https://runway.adityaperswal.workers.dev/data/stock-bars and /data/option-bars; catalog closes datedSep9 checked withSep10 delayed bars. Premises: 1. Vectorbt daily close-marked portfolio initial1000, fullstocknotional; long/short direction and2/3/5-session lag sweep; entry event-session-index minuslag open, exit previous-sessionclose. Short is analytical proxy only. 2. Select best cumulative trainingreturn, then evaluate last2chronological events independently; fees10bp andslippage10bp eachside assumptions notvenuefee claim. 3. Train selected {"symbol":"VRA","lag":2,"direction":"short","phase":"train","sample":10,"return":36.750289792162945,"drawdown":18.54854240175341,"win_rate":70}; heldout {"symbol":"VRA","lag":2,"direction":"short","phase":"holdout","sample":2,"return":5.359036337108159,"drawdown":3.32490332490335,"win_rate":100}. Twoholdout trades cannot establish stable expectancy; positive underlyingproxy doesnot model optiontheta/vega/spread. No actual-option historicalreturns, no adopt. Counterexample positive stockdirection can coexist with optionloss; default pre-eventexit requires actualoptionprices. No current technical screener strategy adopted.

Edge test: PLAY S8.17 Oct16C10 .40/P7 .50 require +27.294982%/-20.440636%,0/12 each, medianabs10.624339%; VRA S3.05 Oct16P2.5 .10 requires-21.311475%,0/12,medianabs10.350471%; SFIX S2.85 Oct16P2.5 .15 requires-17.543860%,2/8,medianabs16.578014%; TCOM S38.70 Oct16C45 .32/P35 .48 require+17.105943%/-10.801034%,0/8 and2/8,medianabs4.590973%. All fail40%; no documented actual-option expectedpayout>=3x. Sources: issuer schedules in event observations and https://runway.adityaperswal.workers.dev/data/stock-bars and /data/option-bars; catalog closes datedSep9 checked withSep10 delayed bars. Premises: 1. Vectorbt daily close-marked portfolio initial1000, fullstocknotional; long/short direction and2/3/5-session lag sweep; entry event-session-index minuslag open, exit previous-sessionclose. Short is analytical proxy only. 2. Select best cumulative trainingreturn, then evaluate last2chronological events independently; fees10bp andslippage10bp eachside assumptions notvenuefee claim. 3. Train selected {"symbol":"PLAY","lag":2,"direction":"long","phase":"train","sample":10,"return":0.8106268728489112,"drawdown":14.359209983230093,"win_rate":40}; heldout {"symbol":"PLAY","lag":2,"direction":"long","phase":"holdout","sample":2,"return":-4.691178056384262,"drawdown":8.415253593928963,"win_rate":50}. Twoholdout trades cannot establish stable expectancy; positive underlyingproxy doesnot model optiontheta/vega/spread. No actual-option historicalreturns, no adopt. Counterexample positive stockdirection can coexist with optionloss; default pre-eventexit requires actualoptionprices. No current technical screener strategy adopted.

Command node /app/agent/dist/backtest.js --symbols TBN,CNXC,INTG,NEOV,NEOG --strategy momentum --lookback 20 --days 730 --stop-pct 5 --target-pct 15. IEX501 dailybars currentdefault throughSep10; CLI no independentholdout and execution/costs notvalidated. These are fullsample gross diagnostic outputs, NOT adoptedstrategy. Positivefullsamplecannotestablishdatedrunupedge; negativeoutputrejectsusingmomentumalone. SeparateTBNvectorbtcostedchronologicalholdout2395–2402 supplieseventstudy, withlimitations. Noorders. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex ; CLIbacktestlocal cli.json .

Command node /app/agent/dist/backtest.js --symbols TBN,CNXC,INTG,NEOV,NEOG --strategy momentum --lookback 20 --days 730 --stop-pct 5 --target-pct 15. IEX501 dailybars currentdefault throughSep10; CLI no independentholdout and execution/costs notvalidated. These are fullsample gross diagnostic outputs, NOT adoptedstrategy. Positivefullsamplecannotestablishdatedrunupedge; negativeoutputrejectsusingmomentumalone. SeparateTBNvectorbtcostedchronologicalholdout2395–2402 supplieseventstudy, withlimitations. Noorders. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex ; CLIbacktestlocal cli.json .

Command node /app/agent/dist/backtest.js --symbols TBN,CNXC,INTG,NEOV,NEOG --strategy momentum --lookback 20 --days 730 --stop-pct 5 --target-pct 15. IEX501 dailybars currentdefault throughSep10; CLI no independentholdout and execution/costs notvalidated. These are fullsample gross diagnostic outputs, NOT adoptedstrategy. Positivefullsamplecannotestablishdatedrunupedge; negativeoutputrejectsusingmomentumalone. SeparateTBNvectorbtcostedchronologicalholdout2395–2402 supplieseventstudy, withlimitations. Noorders. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex ; CLIbacktestlocal cli.json .

Command node /app/agent/dist/backtest.js --symbols TBN,CNXC,INTG,NEOV,NEOG --strategy momentum --lookback 20 --days 730 --stop-pct 5 --target-pct 15. IEX501 dailybars currentdefault throughSep10; CLI no independentholdout and execution/costs notvalidated. These are fullsample gross diagnostic outputs, NOT adoptedstrategy. Positivefullsamplecannotestablishdatedrunupedge; negativeoutputrejectsusingmomentumalone. SeparateTBNvectorbtcostedchronologicalholdout2395–2402 supplieseventstudy, withlimitations. Noorders. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex ; CLIbacktestlocal cli.json .

Command node /app/agent/dist/backtest.js --symbols TBN,CNXC,INTG,NEOV,NEOG --strategy momentum --lookback 20 --days 730 --stop-pct 5 --target-pct 15. IEX501 dailybars currentdefault throughSep10; CLI no independentholdout and execution/costs notvalidated. These are fullsample gross diagnostic outputs, NOT adoptedstrategy. Positivefullsamplecannotestablishdatedrunupedge; negativeoutputrejectsusingmomentumalone. SeparateTBNvectorbtcostedchronologicalholdout2395–2402 supplieseventstudy, withlimitations. Noorders. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex ; CLIbacktestlocal cli.json .

Frozen note2125: close>prior20closehigh AND SMA50; nextopen;2prior20ADRstop/3Rtarget/20sessions exit. SIPall 2021-Sep10,2026; train2021-24/holdout2025onward flatstart. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG&timeframe=1Day&feed=sip&adjustment=all . Fees5bp/slip20bp eachside;stress50bp. Daily OHLC stopfirst/open gaps, explicit longonlyvectorbt event-order replay permits same-day roundtrips;dailyclose mark plusentry/exit marks. Tradecounts and fee-inclusive manualcompounding asserted. Train return48.9822%,N28;test47.4497%,DD23.0965%,win53.33%,N15;stress34.7587%. Mean95%bootstrapCI[-1.996,8.429] crosseszero. Frozen current signalfalse;price54.41,threshold55.2. Sensitivity10/40fullyrecorded,notselection. Currentuniverse selection and alreadyseenLPGhistory preventclaimuntouchedout-of-samplealpha. Dailyfixedtargetnot15min/+2Rtrailing validation. Returns exactlymatchprior2349;differentmarking yieldsDD23.0965vsprior23.3388,do not overwritepriorDD or claimimprovedrisk. HalfKellyfromtraining0.09000387533670048;no fundingneedinput.

Frozen note2125: close>prior20closehigh AND SMA50; nextopen;2prior20ADRstop/3Rtarget/20sessions exit. SIPall 2021-Sep10,2026; train2021-24/holdout2025onward flatstart. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LEU&timeframe=1Day&feed=sip&adjustment=all . Fees5bp/slip20bp eachside;stress50bp. Daily OHLC stopfirst/open gaps, explicit longonlyvectorbt event-order replay permits same-day roundtrips;dailyclose mark plusentry/exit marks. Tradecounts and fee-inclusive manualcompounding asserted. Train return-22.4505%,N31;test45.8285%,DD48.5873%,win41.18%,N17;stress31.6873%. Mean95%bootstrapCI[-5.944,16.558] crosseszero. Frozen current signalfalse;price165.87,threshold194.78. Sensitivity10/40fullyrecorded,notselection. Currentuniverse selection and alreadyseenLPGhistory preventclaimuntouchedout-of-samplealpha. Dailyfixedtargetnot15min/+2Rtrailing validation. Negative training or absentcurrententry meansnoorder. HalfKellyfromtraining0.01656102816192606;no fundingneedinput.

Frozen note2125: close>prior20closehigh AND SMA50; nextopen;2prior20ADRstop/3Rtarget/20sessions exit. SIPall 2021-Sep10,2026; train2021-24/holdout2025onward flatstart. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CCJ&timeframe=1Day&feed=sip&adjustment=all . Fees5bp/slip20bp eachside;stress50bp. Daily OHLC stopfirst/open gaps, explicit longonlyvectorbt event-order replay permits same-day roundtrips;dailyclose mark plusentry/exit marks. Tradecounts and fee-inclusive manualcompounding asserted. Train return10.3548%,N31;test12.4681%,DD34.2959%,win50.00%,N14;stress3.4066%. Mean95%bootstrapCI[-4.200,7.872] crosseszero. Frozen current signalfalse;price97.42,threshold107.36. Sensitivity10/40fullyrecorded,notselection. Currentuniverse selection and alreadyseenLPGhistory preventclaimuntouchedout-of-samplealpha. Dailyfixedtargetnot15min/+2Rtrailing validation. Negative training or absentcurrententry meansnoorder. HalfKellyfromtraining0.04132733473590497;no fundingneedinput.