Stats

Frozen note1880/1882: buy observed09:30gap<=-1.0prior20ADR at09:45;1ADRstop/1.5target;half+1RthenBEatnext15mincheck;15:45exit. Fullsessionsonly; costsfee1bp+slippage15bp eachside, assumednotmeasuredspreads. Exactordercashflowsverifiedagainstvectorbt; portfolioeightdailyrebalanced1/8cashsleeves, markevery15minutes, inactivecash. Windowholdout:train2017–19/holdout2020–25/recent2026throughSep9;recentnotvirginprospective. Allneighborsretained,noselection. Return-27.667389%,DD27.935345%,N791,win30.594185%,avgwin0.759182%,avgloss0.802501%. Researchportfolioisnotwhole-share/PDTfeasibleand09:45entrynot09:50managerfill. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min ; https://personal.lse.ac.uk/polk/research/TugOfWar.pdf . Adaptation,notoriginalstockmonthlyportfolio.

Frozen note1880/1882: buy observed09:30gap<=-1.0prior20ADR at09:45;1ADRstop/1.5target;half+1RthenBEatnext15mincheck;15:45exit. Fullsessionsonly; costsfee1bp+slippage5bp eachside, assumednotmeasuredspreads. Exactordercashflowsverifiedagainstvectorbt; portfolioeightdailyrebalanced1/8cashsleeves, markevery15minutes, inactivecash. Windowholdout:train2017–19/holdout2020–25/recent2026throughSep9;recentnotvirginprospective. Allneighborsretained,noselection. Return-11.877450%,DD14.206376%,N791,win40.834387%,avgwin0.744648%,avgloss0.725488%. Researchportfolioisnotwhole-share/PDTfeasibleand09:45entrynot09:50managerfill. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min ; https://personal.lse.ac.uk/polk/research/TugOfWar.pdf . Adaptation,notoriginalstockmonthlyportfolio.

Frozen note1880/1882: buy observed09:30gap<=-0.5prior20ADR at09:45;1ADRstop/1.5target;half+1RthenBEatnext15mincheck;15:45exit. Fullsessionsonly; costsfee1bp+slippage15bp eachside, assumednotmeasuredspreads. Exactordercashflowsverifiedagainstvectorbt; portfolioeightdailyrebalanced1/8cashsleeves, markevery15minutes, inactivecash. Windowholdout:train2017–19/holdout2020–25/recent2026throughSep9;recentnotvirginprospective. Allneighborsretained,noselection. Return-56.878654%,DD56.928996%,N2151,win31.799163%,avgwin0.614577%,avgloss0.741765%. Researchportfolioisnotwhole-share/PDTfeasibleand09:45entrynot09:50managerfill. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min ; https://personal.lse.ac.uk/polk/research/TugOfWar.pdf . Adaptation,notoriginalstockmonthlyportfolio.

Frozen note1880/1882: buy observed09:30gap<=-0.5prior20ADR at09:45;1ADRstop/1.5target;half+1RthenBEatnext15mincheck;15:45exit. Fullsessionsonly; costsfee1bp+slippage5bp eachside, assumednotmeasuredspreads. Exactordercashflowsverifiedagainstvectorbt; portfolioeightdailyrebalanced1/8cashsleeves, markevery15minutes, inactivecash. Windowholdout:train2017–19/holdout2020–25/recent2026throughSep9;recentnotvirginprospective. Allneighborsretained,noselection. Return-26.212876%,DD27.351241%,N2151,win43.979544%,avgwin0.617582%,avgloss0.682769%. Researchportfolioisnotwhole-share/PDTfeasibleand09:45entrynot09:50managerfill. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min ; https://personal.lse.ac.uk/polk/research/TugOfWar.pdf . Adaptation,notoriginalstockmonthlyportfolio.

Frozen note1880/1882: buy observed09:30gap<=-0.25prior20ADR at09:45;1ADRstop/1.5target;half+1RthenBEatnext15mincheck;15:45exit. Fullsessionsonly; costsfee1bp+slippage15bp eachside, assumednotmeasuredspreads. Exactordercashflowsverifiedagainstvectorbt; portfolioeightdailyrebalanced1/8cashsleeves, markevery15minutes, inactivecash. Windowholdout:train2017–19/holdout2020–25/recent2026throughSep9;recentnotvirginprospective. Allneighborsretained,noselection. Return-75.745751%,DD75.764669%,N3507,win31.964642%,avgwin0.559531%,avgloss0.734617%. Researchportfolioisnotwhole-share/PDTfeasibleand09:45entrynot09:50managerfill. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min ; https://personal.lse.ac.uk/polk/research/TugOfWar.pdf . Adaptation,notoriginalstockmonthlyportfolio.

Frozen note1880/1882: buy observed09:30gap<=-0.25prior20ADR at09:45;1ADRstop/1.5target;half+1RthenBEatnext15mincheck;15:45exit. Fullsessionsonly; costsfee1bp+slippage5bp eachside, assumednotmeasuredspreads. Exactordercashflowsverifiedagainstvectorbt; portfolioeightdailyrebalanced1/8cashsleeves, markevery15minutes, inactivecash. Windowholdout:train2017–19/holdout2020–25/recent2026throughSep9;recentnotvirginprospective. Allneighborsretained,noselection. Return-41.762789%,DD42.168079%,N3507,win44.026233%,avgwin0.579649%,avgloss0.672792%. Researchportfolioisnotwhole-share/PDTfeasibleand09:45entrynot09:50managerfill. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min ; https://personal.lse.ac.uk/polk/research/TugOfWar.pdf . Adaptation,notoriginalstockmonthlyportfolio.

Frozen note1880/1882: buy observed09:30gap<=-1.0prior20ADR at09:45;1ADRstop/1.5target;half+1RthenBEatnext15mincheck;15:45exit. Fullsessionsonly; costsfee1bp+slippage15bp eachside, assumednotmeasuredspreads. Exactordercashflowsverifiedagainstvectorbt; portfolioeightdailyrebalanced1/8cashsleeves, markevery15minutes, inactivecash. Windowtrain:train2017–19/holdout2020–25/recent2026throughSep9;recentnotvirginprospective. Allneighborsretained,noselection. Return-11.942533%,DD12.061057%,N325,win28.307692%,avgwin0.391564%,avgloss0.590038%. Researchportfolioisnotwhole-share/PDTfeasibleand09:45entrynot09:50managerfill. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min ; https://personal.lse.ac.uk/polk/research/TugOfWar.pdf . Adaptation,notoriginalstockmonthlyportfolio.

Frozen note1880/1882: buy observed09:30gap<=-1.0prior20ADR at09:45;1ADRstop/1.5target;half+1RthenBEatnext15mincheck;15:45exit. Fullsessionsonly; costsfee1bp+slippage5bp eachside, assumednotmeasuredspreads. Exactordercashflowsverifiedagainstvectorbt; portfolioeightdailyrebalanced1/8cashsleeves, markevery15minutes, inactivecash. Windowtrain:train2017–19/holdout2020–25/recent2026throughSep9;recentnotvirginprospective. Allneighborsretained,noselection. Return-4.500218%,DD5.298802%,N325,win45.230769%,avgwin0.407839%,avgloss0.542390%. Researchportfolioisnotwhole-share/PDTfeasibleand09:45entrynot09:50managerfill. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min ; https://personal.lse.ac.uk/polk/research/TugOfWar.pdf . Adaptation,notoriginalstockmonthlyportfolio.

Frozen note1880/1882: buy observed09:30gap<=-0.5prior20ADR at09:45;1ADRstop/1.5target;half+1RthenBEatnext15mincheck;15:45exit. Fullsessionsonly; costsfee1bp+slippage15bp eachside, assumednotmeasuredspreads. Exactordercashflowsverifiedagainstvectorbt; portfolioeightdailyrebalanced1/8cashsleeves, markevery15minutes, inactivecash. Windowtrain:train2017–19/holdout2020–25/recent2026throughSep9;recentnotvirginprospective. Allneighborsretained,noselection. Return-28.521873%,DD28.585111%,N972,win28.497942%,avgwin0.390971%,avgloss0.541181%. Researchportfolioisnotwhole-share/PDTfeasibleand09:45entrynot09:50managerfill. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min ; https://personal.lse.ac.uk/polk/research/TugOfWar.pdf . Adaptation,notoriginalstockmonthlyportfolio.

Frozen note1880/1882: buy observed09:30gap<=-0.5prior20ADR at09:45;1ADRstop/1.5target;half+1RthenBEatnext15mincheck;15:45exit. Fullsessionsonly; costsfee1bp+slippage5bp eachside, assumednotmeasuredspreads. Exactordercashflowsverifiedagainstvectorbt; portfolioeightdailyrebalanced1/8cashsleeves, markevery15minutes, inactivecash. Windowtrain:train2017–19/holdout2020–25/recent2026throughSep9;recentnotvirginprospective. Allneighborsretained,noselection. Return-8.885486%,DD9.479429%,N972,win44.958848%,avgwin0.412245%,avgloss0.474606%. Researchportfolioisnotwhole-share/PDTfeasibleand09:45entrynot09:50managerfill. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min ; https://personal.lse.ac.uk/polk/research/TugOfWar.pdf . Adaptation,notoriginalstockmonthlyportfolio.

Frozen note1880/1882: buy observed09:30gap<=-0.25prior20ADR at09:45;1ADRstop/1.5target;half+1RthenBEatnext15mincheck;15:45exit. Fullsessionsonly; costsfee1bp+slippage15bp eachside, assumednotmeasuredspreads. Exactordercashflowsverifiedagainstvectorbt; portfolioeightdailyrebalanced1/8cashsleeves, markevery15minutes, inactivecash. Windowtrain:train2017–19/holdout2020–25/recent2026throughSep9;recentnotvirginprospective. Allneighborsretained,noselection. Return-44.786626%,DD44.835475%,N1645,win27.051672%,avgwin0.412647%,avgloss0.547584%. Researchportfolioisnotwhole-share/PDTfeasibleand09:45entrynot09:50managerfill. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min ; https://personal.lse.ac.uk/polk/research/TugOfWar.pdf . Adaptation,notoriginalstockmonthlyportfolio.

Frozen note1880/1882: buy observed09:30gap<=-0.25prior20ADR at09:45;1ADRstop/1.5target;half+1RthenBEatnext15mincheck;15:45exit. Fullsessionsonly; costsfee1bp+slippage5bp eachside, assumednotmeasuredspreads. Exactordercashflowsverifiedagainstvectorbt; portfolioeightdailyrebalanced1/8cashsleeves, markevery15minutes, inactivecash. Windowtrain:train2017–19/holdout2020–25/recent2026throughSep9;recentnotvirginprospective. Allneighborsretained,noselection. Return-16.731663%,DD17.031097%,N1645,win43.890578%,avgwin0.414462%,avgloss0.481401%. Researchportfolioisnotwhole-share/PDTfeasibleand09:45entrynot09:50managerfill. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min ; https://personal.lse.ac.uk/polk/research/TugOfWar.pdf . Adaptation,notoriginalstockmonthlyportfolio.

Premises:1. Ran required backtest CLI --strategy breakout --lookback7 --days730; results BTC+30.1279%,ETH+33.8668%,SOL+23.4302%,214closedtrades total. 2. Inspected engine: daily same-close entry, nofees/slippage, no heldout split, prior-close breakout rather than prior-high+compression, different signal exits. 3. APIincludesboundarybar. Conclusion: these gross numbers cannot validate the frozen experiment or an order. The independent implementation explicitly removes boundary rows, models nextopen costs and temporal split; allhourlyholdouts fail. CLI buy-and-holdBTC+35.4970/ETH+3.4305/SOL-25.4054%, also gross. Public figures below are diagnostic only; approved0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; /app/agent/dist/backtest/engine.js .

Frozen note1881: completed close above prior7day high only when prior7day fractional range < trailing60day median; enter next open; fixed1ADR20 stop/1.5ADR20 target,7day timeout. Daily/hourly close threshold observations followed by next-open fills; one lot, no filled-forward execution. Vectorbt fees25bp per side on receivedasset, slippage10bp baseline/20bp stress. 2025 train,2026Jan1-Sep9 REUSED holdout;2024Oct-Dec warmup. Premises:1. Supplied daily/hourly holdout returns -3.5641%/-6.6888%; hourly training -10.9322%. 2. Reconstructed daily/hourly holdout 2.8607%/-1.9359%; changing completeness changes sample, not pure price attribution. 3. All36 hourly holdout cells across3majors/40,60,80median windows/two histories/two costs lose. Conclusion: reject; no positive independent executable edge. Baseline supplied hourly N8, win50.0000%, avgwin3.8428%, avgloss5.3172%, mean-0.7372%, iidbootstrap10000 CI[-4.2210,2.6310]%. Windows/costs are diagnostics, not selected winners; history faults/reusedholdout/15min+1Rexit gaps remain. All144cells stored24 groups21505–21550. No current signal. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/verify.py.

Frozen note1881: completed close above prior7day high only when prior7day fractional range < trailing60day median; enter next open; fixed1ADR20 stop/1.5ADR20 target,7day timeout. Daily/hourly close threshold observations followed by next-open fills; one lot, no filled-forward execution. Vectorbt fees25bp per side on receivedasset, slippage10bp baseline/20bp stress. 2025 train,2026Jan1-Sep9 REUSED holdout;2024Oct-Dec warmup. Premises:1. Supplied daily/hourly holdout returns -9.5346%/-15.5393%; hourly training -26.2809%. 2. Reconstructed daily/hourly holdout 1.8163%/-6.4361%; changing completeness changes sample, not pure price attribution. 3. All36 hourly holdout cells across3majors/40,60,80median windows/two histories/two costs lose. Conclusion: reject; no positive independent executable edge. Baseline supplied hourly N9, win44.4444%, avgwin2.5091%, avgloss5.1951%, mean-1.7710%, iidbootstrap10000 CI[-4.4221,0.9374]%. Windows/costs are diagnostics, not selected winners; history faults/reusedholdout/15min+1Rexit gaps remain. All144cells stored24 groups21505–21550. No current signal. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/verify.py.

Frozen note1881: completed close above prior7day high only when prior7day fractional range < trailing60day median; enter next open; fixed1ADR20 stop/1.5ADR20 target,7day timeout. Daily/hourly close threshold observations followed by next-open fills; one lot, no filled-forward execution. Vectorbt fees25bp per side on receivedasset, slippage10bp baseline/20bp stress. 2025 train,2026Jan1-Sep9 REUSED holdout;2024Oct-Dec warmup. Premises:1. Supplied daily/hourly holdout returns -8.6832%/-14.9605%; hourly training -1.1218%. 2. Reconstructed daily/hourly holdout -0.5559%/-9.0164%; changing completeness changes sample, not pure price attribution. 3. All36 hourly holdout cells across3majors/40,60,80median windows/two histories/two costs lose. Conclusion: reject; no positive independent executable edge. Baseline supplied hourly N12, win41.6667%, avgwin2.7120%, avgloss4.1208%, mean-1.2738%, iidbootstrap10000 CI[-3.2570,0.8163]%. Windows/costs are diagnostics, not selected winners; history faults/reusedholdout/15min+1Rexit gaps remain. All144cells stored24 groups21505–21550. No current signal. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/verify.py.

Premises1 requiredCLI node /app/agent/dist/backtest.js --symbols TLX --strategy momentum --lookback 5 --days 365 --stop-pct 5 --target-pct 7.5 yields251bars/39trades,+30.86357%,DD28.37046%,win46.15385%; noeventfilter orchronologicalholdout, diagnostic only.2 Separatevectorbt long-only test uses454TLXadjustedSIPdailybars Nov14 2024–Sep9 2026; priorclose3/5/10sessionmomentumcross, nextopenentry/exit,5%stop/7.5%target,5bpfees plus10/25bpslippageperside; trainthrough2025/2026holdout withflatreset/forcedfinalopen. No selectedwinner.3 Default5 train-19.45675%base/-25.27301%stress,N34; holdout+15.44752%/+11.03522%,N19. Stressp9/19,W6.5854%,L4.49082%,meanCI[-2.09237,3.5902]%. All3trainingvariantsnegative; otherholdoutstress3=-17.16167%N24,10=-3.62148%N11.4 Thisisgenericmomentum,NOTprePDUFAcohort; noquarterlyeventclaim,nopromotiontoedge. Barstopsemanticsarenotvenue15min/+1Rpartials/executablequotes. CLIshortsample/samebarassumptionsnotcomparabletofullnextopenstudy. Conclusionallocation0 despitepositiveholdout. Validitynecessarygatesfail; soundnesslimitedshortADS history/oneissuer/corporateadjustments notindependentlyaudited. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLX,SPY&timeframe=1Day&feed=sip&adjustment=all . ParameterswrittenbeforethisdiagnosticoutputsbutCLIhistoryalreadyseen, notpristineindependentdiscovery.

Posthocexecutionaudit,notselectionholdout:71calendarwindows2020–25,noera-crossingDec2025. Lastsessionmonth09:30baropenentry,regularcompleted15minbarclosechecksplusnextsessionopen;prior20ADRstopk,target1.5R,+1Rhalfsale/BEimmediatelyaftercheck,timeexitfourthsessionclose. Fractions;slippage15bp+fee1bp/side. All142EEM/EWCwindowscompletecalendarexpectedregularbars;20142returnedincludeoffhoursdiscarded. Maxdaily-vs15minopen.194477%;differencesreflectbothfeedopensandexitrules. Overnightchecks/unobservedquotes/fullsharesunvalidated. 3monthcircularbootstrap20000draws seed910061. {"sampled_path_dd_pct":-11.036248442056706,"symbol":"EWC","k":1.25,"cost":16,"return_pct":0.731303207559808,"trade_boundary_dd_pct":-10.0586758557471,"sample":71,"win_rate":53.52112676056338,"avg_win_pct":1.3333842639233562,"avg_loss_pct":1.48333946001032,"mean_pct":0.024202814771084175,"ci_pct":[-0.3742495685473876,0.40832029280842774],"quarter_kelly":0.0045378544328754655,"exit_counts":{"time":27,"stop":26,"target":18},"partial_count":31,"worst_R":-1.712460024833221} PositivepointKellyisnotapprovedallocation;allmeanCIsincludezero. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min .

Posthocexecutionaudit,notselectionholdout:71calendarwindows2020–25,noera-crossingDec2025. Lastsessionmonth09:30baropenentry,regularcompleted15minbarclosechecksplusnextsessionopen;prior20ADRstopk,target1.5R,+1Rhalfsale/BEimmediatelyaftercheck,timeexitfourthsessionclose. Fractions;slippage5bp+fee1bp/side. All142EEM/EWCwindowscompletecalendarexpectedregularbars;20142returnedincludeoffhoursdiscarded. Maxdaily-vs15minopen.194477%;differencesreflectbothfeedopensandexitrules. Overnightchecks/unobservedquotes/fullsharesunvalidated. 3monthcircularbootstrap20000draws seed910061. {"sampled_path_dd_pct":-10.538762066419006,"symbol":"EWC","k":1.25,"cost":6,"return_pct":16.100565713895598,"trade_boundary_dd_pct":-7.732811097044944,"sample":71,"win_rate":59.154929577464785,"avg_win_pct":1.3981812535322533,"avg_loss_pct":1.4754326783287066,"mean_pct":0.22445161939186103,"ci_pct":[-0.1625949845379823,0.608761952203776],"quarter_kelly":0.04013278300378163,"exit_counts":{"time":27,"stop":26,"target":18},"partial_count":31,"worst_R":-1.5828537945454906} PositivepointKellyisnotapprovedallocation;allmeanCIsincludezero. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min .

Posthocexecutionaudit,notselectionholdout:71calendarwindows2020–25,noera-crossingDec2025. Lastsessionmonth09:30baropenentry,regularcompleted15minbarclosechecksplusnextsessionopen;prior20ADRstopk,target1.5R,+1Rhalfsale/BEimmediatelyaftercheck,timeexitfourthsessionclose. Fractions;slippage15bp+fee1bp/side. All142EEM/EWCwindowscompletecalendarexpectedregularbars;20142returnedincludeoffhoursdiscarded. Maxdaily-vs15minopen.194477%;differencesreflectbothfeedopensandexitrules. Overnightchecks/unobservedquotes/fullsharesunvalidated. 3monthcircularbootstrap20000draws seed910061. {"sampled_path_dd_pct":-19.50635297128358,"symbol":"EWC","k":1,"cost":16,"return_pct":-14.982837497701363,"trade_boundary_dd_pct":-18.30386074572081,"sample":71,"win_rate":45.07042253521127,"avg_win_pct":1.142786732605646,"avg_loss_pct":1.3335592961799254,"mean_pct":-0.21745967757234377,"ci_pct":[-0.5674262185206318,0.13189854356204259],"quarter_kelly":0,"exit_counts":{"stop":36,"target":19,"time":16},"partial_count":31,"worst_R":-2.059675260339765} PositivepointKellyisnotapprovedallocation;allmeanCIsincludezero. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min .

Posthocexecutionaudit,notselectionholdout:71calendarwindows2020–25,noera-crossingDec2025. Lastsessionmonth09:30baropenentry,regularcompleted15minbarclosechecksplusnextsessionopen;prior20ADRstopk,target1.5R,+1Rhalfsale/BEimmediatelyaftercheck,timeexitfourthsessionclose. Fractions;slippage5bp+fee1bp/side. All142EEM/EWCwindowscompletecalendarexpectedregularbars;20142returnedincludeoffhoursdiscarded. Maxdaily-vs15minopen.194477%;differencesreflectbothfeedopensandexitrules. Overnightchecks/unobservedquotes/fullsharesunvalidated. 3monthcircularbootstrap20000draws seed910061. {"sampled_path_dd_pct":-12.838498573602964,"symbol":"EWC","k":1,"cost":6,"return_pct":-2.011188701008637,"trade_boundary_dd_pct":-11.137984920955745,"sample":71,"win_rate":52.112676056338024,"avg_win_pct":1.1784054189179443,"avg_loss_pct":1.3193330273426738,"mean_pct":-0.017694682108267062,"ci_pct":[-0.3722854696034422,0.33293964657059455],"quarter_kelly":0,"exit_counts":{"stop":36,"target":19,"time":16},"partial_count":31,"worst_R":-1.9785672431818633} PositivepointKellyisnotapprovedallocation;allmeanCIsincludezero. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min .

Posthocexecutionaudit,notselectionholdout:71calendarwindows2020–25,noera-crossingDec2025. Lastsessionmonth09:30baropenentry,regularcompleted15minbarclosechecksplusnextsessionopen;prior20ADRstopk,target1.5R,+1Rhalfsale/BEimmediatelyaftercheck,timeexitfourthsessionclose. Fractions;slippage15bp+fee1bp/side. All142EEM/EWCwindowscompletecalendarexpectedregularbars;20142returnedincludeoffhoursdiscarded. Maxdaily-vs15minopen.194477%;differencesreflectbothfeedopensandexitrules. Overnightchecks/unobservedquotes/fullsharesunvalidated. 3monthcircularbootstrap20000draws seed910061. {"sampled_path_dd_pct":-10.213589319806216,"symbol":"EEM","k":1.25,"cost":16,"return_pct":11.74949930539344,"trade_boundary_dd_pct":-9.147909398224641,"sample":71,"win_rate":57.74647887323944,"avg_win_pct":1.4258128667251548,"avg_loss_pct":1.5461538546286198,"mean_pct":0.17005228023764454,"ci_pct":[-0.20550552816317652,0.5360726020018001],"quarter_kelly":0.02981672493744307,"exit_counts":{"target":32,"stop":26,"time":13},"partial_count":29,"worst_R":-2.677825863447661} PositivepointKellyisnotapprovedallocation;allmeanCIsincludezero. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min .

Posthocexecutionaudit,notselectionholdout:71calendarwindows2020–25,noera-crossingDec2025. Lastsessionmonth09:30baropenentry,regularcompleted15minbarclosechecksplusnextsessionopen;prior20ADRstopk,target1.5R,+1Rhalfsale/BEimmediatelyaftercheck,timeexitfourthsessionclose. Fractions;slippage5bp+fee1bp/side. All142EEM/EWCwindowscompletecalendarexpectedregularbars;20142returnedincludeoffhoursdiscarded. Maxdaily-vs15minopen.194477%;differencesreflectbothfeedopensandexitrules. Overnightchecks/unobservedquotes/fullsharesunvalidated. 3monthcircularbootstrap20000draws seed910061. {"sampled_path_dd_pct":-8.947737914635523,"symbol":"EEM","k":1.25,"cost":6,"return_pct":28.79988319884099,"trade_boundary_dd_pct":-7.835224554644926,"sample":71,"win_rate":60.56338028169014,"avg_win_pct":1.5602493334124181,"avg_loss_pct":1.456379033598941,"mean_pct":0.3705930759994878,"ci_pct":[-0.007997453801372813,0.7341548971608365],"quarter_kelly":0.05938042530499986,"exit_counts":{"target":32,"stop":26,"time":13},"partial_count":29,"worst_R":-2.4920262510590905} PositivepointKellyisnotapprovedallocation;allmeanCIsincludezero. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min .

Posthocexecutionaudit,notselectionholdout:71calendarwindows2020–25,noera-crossingDec2025. Lastsessionmonth09:30baropenentry,regularcompleted15minbarclosechecksplusnextsessionopen;prior20ADRstopk,target1.5R,+1Rhalfsale/BEimmediatelyaftercheck,timeexitfourthsessionclose. Fractions;slippage15bp+fee1bp/side. All142EEM/EWCwindowscompletecalendarexpectedregularbars;20142returnedincludeoffhoursdiscarded. Maxdaily-vs15minopen.194477%;differencesreflectbothfeedopensandexitrules. Overnightchecks/unobservedquotes/fullsharesunvalidated. 3monthcircularbootstrap20000draws seed910061. {"sampled_path_dd_pct":-14.008702759982338,"symbol":"EEM","k":1,"cost":16,"return_pct":-6.211086763109497,"trade_boundary_dd_pct":-12.747454825237469,"sample":71,"win_rate":46.478873239436616,"avg_win_pct":1.3111627819843032,"avg_loss_pct":1.286022695570507,"mean_pct":-0.0788801496647505,"ci_pct":[-0.40082561254085897,0.2513554320696863],"quarter_kelly":0,"exit_counts":{"stop":36,"target":27,"time":8},"partial_count":25,"worst_R":-1.8870486703626628} PositivepointKellyisnotapprovedallocation;allmeanCIsincludezero. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min .

Posthocexecutionaudit,notselectionholdout:71calendarwindows2020–25,noera-crossingDec2025. Lastsessionmonth09:30baropenentry,regularcompleted15minbarclosechecksplusnextsessionopen;prior20ADRstopk,target1.5R,+1Rhalfsale/BEimmediatelyaftercheck,timeexitfourthsessionclose. Fractions;slippage5bp+fee1bp/side. All142EEM/EWCwindowscompletecalendarexpectedregularbars;20142returnedincludeoffhoursdiscarded. Maxdaily-vs15minopen.194477%;differencesreflectbothfeedopensandexitrules. Overnightchecks/unobservedquotes/fullsharesunvalidated. 3monthcircularbootstrap20000draws seed910061. {"sampled_path_dd_pct":-9.303420718303435,"symbol":"EEM","k":1,"cost":6,"return_pct":8.098927917744337,"trade_boundary_dd_pct":-8.914778968960102,"sample":71,"win_rate":52.112676056338024,"avg_win_pct":1.3686176135487023,"avg_loss_pct":1.236362636582579,"mean_pct":0.12116228249991953,"ci_pct":[-0.20988022232689768,0.45100921849012926],"quarter_kelly":0.0221322379056917,"exit_counts":{"stop":36,"target":27,"time":8},"partial_count":25,"worst_R":-1.5687847160320236} PositivepointKellyisnotapprovedallocation;allmeanCIsincludezero. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min .