R92006 AA frozen trend-filtered pullback: chronological holdout and cost stress
BacktestsrejectSupply chainAA2026-09-20 06:12
Premises: 1. SIP daily adjusted OHLC https://runway.adityaperswal.workers.dev/data/stock-bars ; training 2016–2022, held-apart 2023–2025, recent 2026 through Sep18. AA starts Nov1 2016 after verified separation; other bars returned only Jan2016 despite Jan2015 request. 2. Fixed RSI2 Wilder<10 plus close>SMA200; enter following open, prior20 true ATR stop2/target6, timeout60 sessions. Single position, no overlapping entries. Gaps through stop exit open; both intraday barriers stop first, gap above target filled only at target. Same-day exits permitted. Vectorbt longonly, 5bp fee+15bp slip each side; stress45bp slip. Open/end accounting points and compounded net trade returns reconcile within1e-9. Drawdown uses open/close marks, misses intraday extremes. 3. Train return176.6188%, DD33.5615%, N17; holdout return-22.9149%, DD44.5245%, wins14.286%, N7; stress holdout-26.0855%. Recent marked return-17.1654%, N4, naturally completed4. 4. RSI5/10/15 and with/without trend gate recorded as sensitivity, not optimized selection. Existing generic breakout comparison included. Full168 cells in observations. This is a price-rule overlay, not a matched historical shortage-event study; selected surviving stocks and previously examined market history make holdout less independent than prospective data. Conclusion: preserve positive results where present but no current signal among4 names; no live deployment. Static historical targets do not validate venue15-minute checks, discretionary fundamental targets or +2R management.
return-22.91
drawdown44.52
win rate14.29
sample7
train_return176.62
train_N17
stress_return-26.09
recent_return-17.17
recent_N4
recent_completed4
fee_slip_bp_side20
R92006 frozen chronological stock controls and cost sweep
R92004 EMN costed chronological breakout and fixed-bracket test
BacktestsrejectSupply chainEMN2026-09-20 04:13
Premises: 1. SIP daily bars, 2693 per name,2016–Sep18,2026 https://runway.adityaperswal.workers.dev/data/stock-bars . 2. Frozen baseline: prior20 close breakout AND SMA50, next-session open, stop2ATR20, target solving net3R at20bp/side, time60 sessions. L40/L60 sensitivity, no best-cell adoption. 3. Train2017–22, chronological heldapart2023–25, recent2026. CE historical windows were already researched, so not a pristine prospective holdout. 4. Fees5bp plus15bpslippage/side baseline; stress50bpslippage with target frozen. Vectorbt longonly, synthetic open/end accounting points allow same-day exits; OHLC stop-first collision rule and gap-open pricing; final sample liquidation separated. Reconciled portfolio return to compounded PnL/(entry value+entry fees) within1e-10. Daily execution is only proxy for venue15min; no claimed validated trailing/+2Rmanager or news causality. Scripts /tmp/supply92004/test.py, tests.json, trades.json. Conclusion: all12heldapart parameter/cost cells lose; no basis to adopt this entry solely from acetyl scarcity. Larger cash sensitivity can coexist with failed conditional stock timing.
return-27.46
drawdown31.86
win rate13.33
sample15
train_return-14.96
train_N35
recent_return-13.32
recent_N5
stress_return-34.69
targets2
boundary_exits1
buyhold-12.62
R92004 CE costed chronological breakout and fixed-bracket test
BacktestsrejectSupply chainCE2026-09-20 04:13
Premises: 1. SIP daily bars, 2693 per name,2016–Sep18,2026 https://runway.adityaperswal.workers.dev/data/stock-bars . 2. Frozen baseline: prior20 close breakout AND SMA50, next-session open, stop2ATR20, target solving net3R at20bp/side, time60 sessions. L40/L60 sensitivity, no best-cell adoption. 3. Train2017–22, chronological heldapart2023–25, recent2026. CE historical windows were already researched, so not a pristine prospective holdout. 4. Fees5bp plus15bpslippage/side baseline; stress50bpslippage with target frozen. Vectorbt longonly, synthetic open/end accounting points allow same-day exits; OHLC stop-first collision rule and gap-open pricing; final sample liquidation separated. Reconciled portfolio return to compounded PnL/(entry value+entry fees) within1e-10. Daily execution is only proxy for venue15min; no claimed validated trailing/+2Rmanager or news causality. Scripts /tmp/supply92004/test.py, tests.json, trades.json. Conclusion: all12heldapart parameter/cost cells lose; no basis to adopt this entry solely from acetyl scarcity. Larger cash sensitivity can coexist with failed conditional stock timing.
return-21.21
drawdown37.16
win rate25
sample12
train_return-30.35
train_N29
recent_return-4.48
recent_N4
stress_return-27.56
targets1
boundary_exits1
buyhold-56.69
R92004 CLI breakout diagnostic EMN
BacktestsrejectSupply chainEMN2026-09-20 04:13
Ran node /app/agent/dist/backtest.js --symbols CE,EMN --strategy breakout --lookback 20 --days 1460 --stop-pct 8 --target-pct 24. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Built-in signal-decay exits differ from custom fixed-bracket rule; CLI has no explicit chronological holdout and its friction is not independently established. Diagnostic only, not adopted. Full output /tmp/supply92004/cli.json. This backtest cannot establish a causal shortage edge.
return-24.27
drawdown24.65
win rate31.48
sample54
bars1002
buyhold-13.13
R92004 CLI breakout diagnostic CE
BacktestsrejectSupply chainCE2026-09-20 04:13
Ran node /app/agent/dist/backtest.js --symbols CE,EMN --strategy breakout --lookback 20 --days 1460 --stop-pct 8 --target-pct 24. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Built-in signal-decay exits differ from custom fixed-bracket rule; CLI has no explicit chronological holdout and its friction is not independently established. Diagnostic only, not adopted. Full output /tmp/supply92004/cli.json. This backtest cannot establish a causal shortage edge.
Premises: 1. Reproduced fixed252-high/1.5-volume breakout, separated21 sessions, next-open entry,20-session exit with vectorbt:30USD stock allocation per entry on1000USD test account,10bp fee and10bp slippage per side. Train2016–24; known chronological holdout2025–Sep18,2026. 2. HALO train+.49139%,DD.96270%,win50%,N14; holdout-.468923%,DD1.254913%,win33.333%,N3. TH train+.81828%,DD.71195%,win50%,N2; holdout+1.159881%,DD.469995%,win50%,N2. 50bp slippage stress holdouts-.53919/+1.10714%.10/20/30-session and cost sweeps recorded without choosing best holdout.3 CLI252lookback/2500days/5%stop/15%target HALO+15.1221%,DD9.51497%,win40.625%,N32;TH-7.91524%,DD22.61577%,win30.769%,N26, different exit/signal policy diagnostic only.4 Five approximate matching historical calls: two TH series absent, two HALO entry marks over30USD, remainingHALO missing required entryday. Zero complete affordable executable paths; absent bars are unknown, not zero returns. Conclusion: stock control is reproducible but does not validate option returns or15-minute stops. Holdout has been examined in earlier runs and is not a new independent out-of-sample test. Source https://runway.adityaperswal.workers.dev/data/stock-bars and /data/option-bars ; scripts research/study.py,models.py,history.py. No trade authorized by this stock proxy.
CLI: node /app/agent/dist/backtest.js --symbols CE,IMOS,BTDR --strategy breakout --lookback20 --days1460 --stop-pct8 --target-pct24 (flags actually space separated).1002bars via https://runway.adityaperswal.workers.dev/data/stock-bars .This built-in policy also exits on signal decay; it differs from frozen custom next-open 2ATR/6ATR/60session long-only rule. No CLI heldout split and costs not independently established; diagnostic only, not adopted. BTDR includes pre-operating SPAC history; corrected operating-only custom test3591 supersedes inference about live edge. FullCLI file/tmp/cli_test.json.
CLI: node /app/agent/dist/backtest.js --symbols CE,IMOS,BTDR --strategy breakout --lookback20 --days1460 --stop-pct8 --target-pct24 (flags actually space separated).1002bars via https://runway.adityaperswal.workers.dev/data/stock-bars .This built-in policy also exits on signal decay; it differs from frozen custom next-open 2ATR/6ATR/60session long-only rule. No CLI heldout split and costs not independently established; diagnostic only, not adopted. BTDR includes pre-operating SPAC history; corrected operating-only custom test3591 supersedes inference about live edge. FullCLI file/tmp/cli_test.json.
CLI: node /app/agent/dist/backtest.js --symbols CE,IMOS,BTDR --strategy breakout --lookback20 --days1460 --stop-pct8 --target-pct24 (flags actually space separated).1002bars via https://runway.adityaperswal.workers.dev/data/stock-bars .This built-in policy also exits on signal decay; it differs from frozen custom next-open 2ATR/6ATR/60session long-only rule. No CLI heldout split and costs not independently established; diagnostic only, not adopted. BTDR includes pre-operating SPAC history; corrected operating-only custom test3591 supersedes inference about live edge. FullCLI file/tmp/cli_test.json.
return-22.32
drawdown38.19
win rate31.75
sample63
bars1002
R92002 costed breakout controls and sparse historical-option audit
R92002 AMTX long-only breakout with fixed ATR brackets and held-apart windows
BacktestsrejectSupply chainAMTX2026-09-20 02:14
Premises:1.Adjustment=all SIP daily OHLC through Sep18,2016 start where available https://runway.adityaperswal.workers.dev/data/stock-bars .2.Frozen L20 close>prior20max and SMA50 -> next open; stop2priorATR20,target6ATR20,time exit after60 sessions, opening gaps honored, stop first when daily path ambiguous. Buy/sell costs5bpfee+15bpslip each side, stress5+50bp. Brackets frozen when stressing costs. No +2R partial/trailing management modeled; daily-bar proxy, not venue15minute execution.3.Vectorbt from_orders direction=longonly on two marks/day; independently compounded trade returns reconcile exactly. Initial default-direction shorting bug discarded before records. L15/20/30 sensitivity, no best-cell selection. Train2016–2022 59.0565% N35; chronological held-apart2023–Sep18 2026 7.8856%, DD69.1088%, win33.3333%, N21; stress-6.8632%;2026 subset-1.6288%N5. Boundary exits included explicitly 1 holdout, 1 recent. Current2026 candidate selection introduces hindsight selection; these are not untouched prospective tests. Conclusion: positive baseline but cost-sensitive; stress flips negative. No adoption or order from this test; historical 3R bracket alone is not a defended current valuation.
return7.89
drawdown69.11
win rate33.33
sample21
stress_return-6.86
train_return59.06
recent_return-1.63
recent_n5
holdout_avgwin41.23
holdout_avgloss-15.01
halfKelly_risk0.05
cells18
R92002 BTDR long-only breakout with fixed ATR brackets and held-apart windows
BacktestsrejectSupply chainBTDR2026-09-20 02:14
Premises:1.Adjustment=all SIP daily OHLC through Sep18,2016 start where available https://runway.adityaperswal.workers.dev/data/stock-bars .2.Frozen L20 close>prior20max and SMA50 -> next open; stop2priorATR20,target6ATR20,time exit after60 sessions, opening gaps honored, stop first when daily path ambiguous. Buy/sell costs5bpfee+15bpslip each side, stress5+50bp. Brackets frozen when stressing costs. No +2R partial/trailing management modeled; daily-bar proxy, not venue15minute execution.3.Vectorbt from_orders direction=longonly on two marks/day; independently compounded trade returns reconcile exactly. Initial default-direction shorting bug discarded before records. L15/20/30 sensitivity, no best-cell selection. Train2016–2022 unavailable; BTDR operating company only from Apr14 2023, no SPAC train; chronological held-apart2023–Sep18 2026 -14.1235%, DD75.7896%, win33.3333%, N24; stress-27.4041%;2026 subset7.1773%N5. Boundary exits included explicitly 1 holdout, 1 recent. Current2026 candidate selection introduces hindsight selection; these are not untouched prospective tests. Conclusion: baseline long-horizon compounded loss; preserve any positive recent regime, do not infer durable edge. No adoption or order from this test; historical 3R bracket alone is not a defended current valuation.
return-14.12
drawdown75.79
win rate33.33
sample24
stress_return-27.4
train_returnunavailable
recent_return7.18
recent_n5
holdout_avgwin42.92
holdout_avgloss-16.83
halfKelly_risk0.04
cells12
R92002 IMOS long-only breakout with fixed ATR brackets and held-apart windows
BacktestsrejectSupply chainIMOS2026-09-20 02:14
Premises:1.Adjustment=all SIP daily OHLC through Sep18,2016 start where available https://runway.adityaperswal.workers.dev/data/stock-bars .2.Frozen L20 close>prior20max and SMA50 -> next open; stop2priorATR20,target6ATR20,time exit after60 sessions, opening gaps honored, stop first when daily path ambiguous. Buy/sell costs5bpfee+15bpslip each side, stress5+50bp. Brackets frozen when stressing costs. No +2R partial/trailing management modeled; daily-bar proxy, not venue15minute execution.3.Vectorbt from_orders direction=longonly on two marks/day; independently compounded trade returns reconcile exactly. Initial default-direction shorting bug discarded before records. L15/20/30 sensitivity, no best-cell selection. Train2016–2022 -8.9717% N45; chronological held-apart2023–Sep18 2026 -12.0162%, DD38.5439%, win29.1667%, N24; stress-25.6227%;2026 subset-2.5298%N8. Boundary exits included explicitly 0 holdout, 0 recent. Current2026 candidate selection introduces hindsight selection; these are not untouched prospective tests. Conclusion: baseline long-horizon compounded loss; preserve any positive recent regime, do not infer durable edge. No adoption or order from this test; historical 3R bracket alone is not a defended current valuation.
return-12.02
drawdown38.54
win rate29.17
sample24
stress_return-25.62
train_return-8.97
recent_return-2.53
recent_n8
holdout_avgwin16.66
holdout_avgloss-6.76
halfKelly_risk0
cells18
R92002 CE long-only breakout with fixed ATR brackets and held-apart windows
BacktestsrejectSupply chainCE2026-09-20 02:14
Premises:1.Adjustment=all SIP daily OHLC through Sep18,2016 start where available https://runway.adityaperswal.workers.dev/data/stock-bars .2.Frozen L20 close>prior20max and SMA50 -> next open; stop2priorATR20,target6ATR20,time exit after60 sessions, opening gaps honored, stop first when daily path ambiguous. Buy/sell costs5bpfee+15bpslip each side, stress5+50bp. Brackets frozen when stressing costs. No +2R partial/trailing management modeled; daily-bar proxy, not venue15minute execution.3.Vectorbt from_orders direction=longonly on two marks/day; independently compounded trade returns reconcile exactly. Initial default-direction shorting bug discarded before records. L15/20/30 sensitivity, no best-cell selection. Train2016–2022 -21.9553% N35; chronological held-apart2023–Sep18 2026 -25.1199%, DD38.5325%, win17.6471%, N17; stress-33.5209%;2026 subset-6.0643%N4. Boundary exits included explicitly 1 holdout, 1 recent. Current2026 candidate selection introduces hindsight selection; these are not untouched prospective tests. Conclusion: baseline long-horizon compounded loss; preserve any positive recent regime, do not infer durable edge. No adoption or order from this test; historical 3R bracket alone is not a defended current valuation.
return-25.12
drawdown38.53
win rate17.65
sample17
stress_return-33.52
train_return-21.96
recent_return-6.06
recent_n4
holdout_avgwin21.7
holdout_avgloss-6.02
halfKelly_risk0
cells18
R92000 chronological Lamb Weston stock controls cannot validate its cheap put
Premises: 11-event calendar3554, Oct2024 usesOct2 with timing sensitivity retained. vectorbt,1000USD book,30USD stock exposure per event,10bp fees plus10bp slippage eachside. Enter close1/3/5sessions before reactionclose; exit reactionclose. Fixed T1 long train2024–25 return-1.90786%,DD2.00696%,win44.444%,N9;2026holdout return-.267331%,DD.285865%,win50%,N2. T1 short diagnostic train+1.69907%,holdout+.220306%,DD.036535%,win50%,N2; shorts unavailable under mandate. T3/T5 long holdouts-.101134/-.082821%; short+.053443/+.035056%, no bestholdoutselection. Lag3/5trainingN8 because Januaryentry falls outside trainingboundary. CLI breakout20,730days,5%stop/15%target returns25.933855%,DD7.50904%,win37.931%,29trades, buyhold-28.736159%; lacks independentholdout and explicitcost audit, so diagnostic only. Positive CLI or shortunderlying returns cannot establish longputtheta/crush or actual15minute optionexit profits. No live optionstrategy passed; no trade rests on proxy. Source https://runway.adityaperswal.workers.dev/data/stock-bars .
Premises: 11 issuer-dated events in3513, SIP bars https://runway.adityaperswal.workers.dev/data/stock-bars . vectorbt $1000 initial book, $30 stock exposure per event; scheduled close entry1/3/5 sessions before reaction close, exit reactionclose; fees10bp/slippage10bp each side. Chronological train2024–25, holdout2026. Fixed baseline longT1 train-.348071%,DD.499122%,win33.33%,N9; holdout-.074364%,DD.074364%,win0,N2. Short underlying control T1 train+.133033%,holdout+.026566%,win100%,N2; shorts are diagnostic only and unavailable under mandate. Across T1/T3/T5 long holdouts-.07436/+.01505/+.08694%; short+.02657/-.06321/-.13538%; no selecting best holdout. T3/T5 trainN8 because January boundary omits earliest entry. No claim of option returns, stop/target execution or short availability. CLI node /app/agent/dist/backtest.js --symbols CAG --strategy breakout --lookback20 --days730 --stop-pct5 --target-pct15 returns-7.29374%,DD8.05669%,win29.4118%,N17,buyhold-53.31893%; CLI alone lacks heldout/cost audit. Conclusion neither breakout nor 2-event signed stock control validates purchasing this failed-hurdle option. Real option bid/ask history and15-minute exit backtest remain missing; no trade rests on this proxy.
return-0.07
drawdown0.07
win rate0
sample2
train_return-0.35
train_drawdown0.5
train_sample9
short_control_holdout0.03
CLI_return-7.29
CLI_drawdown8.06
CLI_win_rate29.41
CLI_sample17
R91908 BWLP fixed costed breakout holdout and recent regime