Stats

Ran required CLI: node /app/agent/dist/backtest.js --symbols DRI --strategy momentum --lookback 5 --days 1460 --stop-pct 3 --target-pct 5. 1002dailybars,127closedtrades,return-11.19728%,DD22.42914%,win35.43307%,avgtrade-.059541%,buyhold56.50744%. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Generic CLI has no dated-eventfilter,nochronologicalholdout,nocostparametersincommand; priorengineinspection1377sameclose/dailyassumptions. Thereforediagnosticnottrustedliveedge. Relevantcostedvectorbt15minrule2122separatelyrecords18events/train12/test6andpost-selectionlimitations. FullCLIoutputarchivedDARDEN06output. No retuning CLIbecausegenericresultnegativeorbuyholdhigher; mandaterequiresactualpre-eventwindow. Allocation0.

Premise1: same87frozen dailyentrydates, actual09:30SIP15minopen; stopentry-1prior20ADR,targetentry+1.5ADR; fifthsubsequentopen timeexit. Check each available15minbarclose including extended; hypotheticalfill sameclose with5bpfee/10bpslip; at+1R sellhalf andmove remainingstoptoentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=VLO,MPC,PSX&timeframe=15Min&feed=sip&adjustment=all . Premise2: separate fully funded3sleeves; mark.py cash+position MTM, unionclockffill, no leverage; independently matches trade compoundedreturn within1e-8. Premise3: after seeingtimeexitoutcomes, these are execution sensitivity diagnostics on SAMEholdout, not independent strategy validation. Mean -0.030925823102731863%/CI -0.9758598251435533,0.9150011803425648%; targets/stops/time {"stop":53,"target":28,"time":6}. Conclusion reject; sameclose fills are not executablequotes, sparseovernightdata unvalidated, normalizedpartialqty notwhole-sharefit, slippage assumptionnotmeasured. Max elapsedbar gap88.5hincludesholiday/weekend, not provedmissingmarketdata. Dailytouchtestmean.1164% differs; exits cannot inheritdailytime-ruleedge.

Premise1: same87frozen dailyentrydates, actual09:30SIP15minopen; stopentry-1prior20ADR,targetentry+1.5ADR; fifthsubsequentopen timeexit. Check each available15minbarclose including extended; hypotheticalfill sameclose with5bpfee/10bpslip; no partial exit. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=VLO,MPC,PSX&timeframe=15Min&feed=sip&adjustment=all . Premise2: separate fully funded3sleeves; mark.py cash+position MTM, unionclockffill, no leverage; independently matches trade compoundedreturn within1e-8. Premise3: after seeingtimeexitoutcomes, these are execution sensitivity diagnostics on SAMEholdout, not independent strategy validation. Mean 0.031118497493355032%/CI -1.0488466655244033,1.1305671955090668%; targets/stops/time {"stop":40,"target":33,"time":14}. Conclusion reject; sameclose fills are not executablequotes, sparseovernightdata unvalidated, normalizedpartialqty notwhole-sharefit, slippage assumptionnotmeasured. Max elapsedbar gap88.5hincludesholiday/weekend, not provedmissingmarketdata. Dailytouchtestmean.1164% differs; exits cannot inheritdailytime-ruleedge.

Required backtest CLI sanity: node /app/agent/dist/backtest.js --symbols VLO,MPC,PSX --strategy mean-reversion --lookback20 --entry2 --exit0 --days1460 . Distinct rule from preregistered relativepullback, no independent holdout and no explicitfees/slippage flags, not trusted as edge. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Preserve output rather than combine its return/sample with vectorbt. No action authorized.

Required backtest CLI sanity: node /app/agent/dist/backtest.js --symbols VLO,MPC,PSX --strategy mean-reversion --lookback20 --entry2 --exit0 --days1460 . Distinct rule from preregistered relativepullback, no independent holdout and no explicitfees/slippage flags, not trusted as edge. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Preserve output rather than combine its return/sample with vectorbt. No action authorized.

Required backtest CLI sanity: node /app/agent/dist/backtest.js --symbols VLO,MPC,PSX --strategy mean-reversion --lookback20 --entry2 --exit0 --days1460 . Distinct rule from preregistered relativepullback, no independent holdout and no explicitfees/slippage flags, not trusted as edge. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Preserve output rather than combine its return/sample with vectorbt. No action authorized.

Premises1 fixed audit1832 reuses original1376 dates:2022–24 training12,2025–Jun2026 chronological test6. Daily holdout was already known when execution variants were specified; this is a post-selection execution audit, NOT a fresh independent holdout. 18SECearningsdatesreverified;6testadvancenoticespreviouslyverified1299,only1/12trainadvancevintagesnowverified. CurrentAug27issuer confirmsSep24BMO https://investor.darden.com/news/news-details/2026/Darden-Restaurants-to-Release-Fiscal-2027-First-Quarter-Results-on-September-24-2026/default.aspx .2 BuyT5 09:30,forceT1 15:45open;1prior20ADRstop/1.5ADRtarget,at+1ADR sellhalf/movestopentry. FractionalRTHonly15minopenpriceproxy; gaps/overshoots fillobservedprice,notbarrier. 10bpfeesand10bpslipbaseline/25bpstressoneachfill. 2340RTHbars,90sessions,0missing;1427DRI+1427SPYdaily. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DRI&timeframe=15Min&feed=sip&adjustment=all .3 Vectorbtlongonlycashreconcilesmanualledgerincludingpartialfees andall18events. Trainbase+6.64856%,stress+2.87749%,DDstress8.30497%;testbase+6.35126%,stress+4.45405%,DDstress4.84462%,4/6wins,W2.34638%,L2.40436%,mean.76280%,bootstrap50kCI[-1.49818,2.52709]%. 5partials,4targetfinalexits,2stopfinalexits. Time-onlytestbase6.91174/stress5.00453%,barrierwithoutpartials7.70904/5.78762%;nonechosenafterseeingtest. Sixtrainingonlystop.75/1/1.25,target1.5/2ADRstressvariantsrange-7.82789to+4.74945%,allmeanCIsinclude0. Conclusionresearchwatch,operationalallocation0. Validitypositivepointpayoffdoesnotclearuncertaintygate. SoundnesslimitsN6/selectedissuer,reusedtest,11missingtrainnotices,tradebarsnotexecutablequotes,gridphaseassumed,noextendedhoursfractionalexit. Strongcountercasepositivecostedtrainingandtestmeritfuturepaperobservations,butnotpromotingnewfiltersorclaimingindependentreplication.

Frozen1830beforetesting:priorclose>SMA200,positive90dayreturn,firstUTCdaymonthlynextopenonly;prior20ADRstop1/target1.5,nextopenafterclosecross,28daytimeout. 2024warmup,2025train,2026Jan1-Sep9reusedholdout;quote-basedbars,fees25bpsideonreceivedasset,slip10bpbase20stress;vectorbt. Trainingdaily {"symbol":"SOL","construction":"supplied","look":90,"cadence":"daily","period":"train","slippage_bp":10,"return_pct":-0.5282629201018244,"drawdown_pct":12.360600236169683,"n":4,"open_trades":0,"win_rate_pct":50,"mean_pct":0.45636344825701075,"avg_win_pct":11.228498844271286,"avg_loss_pct":-10.315771947757264,"ci_low_pct":-10.315771947757264,"ci_high_pct":11.228498844271286,"quarter_kelly":0.010160829479219383,"trade_return_basis":"cash including entry fee"};traininghourly {"symbol":"SOL","construction":"supplied","look":90,"cadence":"hourly","period":"train","slippage_bp":10,"return_pct":-2.038394447248011,"drawdown_pct":11.822691073053582,"n":4,"open_trades":0,"win_rate_pct":50,"mean_pct":-0.07619643410124367,"avg_win_pct":9.063540836596294,"avg_loss_pct":-9.215933704798784,"ci_low_pct":-9.215933704798784,"ci_high_pct":9.063540836596296,"quarter_kelly":0,"trade_return_basis":"cash including entry fee"}. Holdouthourly {"symbol":"SOL","construction":"supplied","look":90,"cadence":"hourly","period":"holdout","slippage_bp":10,"return_pct":-1.835836462767984,"drawdown_pct":6.3790855312988555,"n":0,"open_trades":1,"win_rate_pct":null,"mean_pct":null,"avg_win_pct":null,"avg_loss_pct":null,"ci_low_pct":null,"ci_high_pct":null,"quarter_kelly":null,"trade_return_basis":"cash including entry fee"}. Baseline2026onlySep1hypotheticallotstillopen;Nclosed0 meanswinprobabilityandavgwin/lossUNAVAILABLE,not0%. Portfolio markincludesentrycostnotunpaidexitcost;notrealizedperformance. All216predeclaredcellsrecorded20543–20579 (36groups),nonechosenafterholdout. Reconstructed/matched24hourcompletenesscontrolsremoveholdouteligibilitythrough200daywindow;do notreplaceunknownwithprofitableflatreturn. Conclusion:rejecttradequalification,approvednotional0;noSep10monthlycatchup. Missingvendorreconciliation,unseenvalidation,15minand+1Rpartialexecution. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

Frozen1830beforetesting:priorclose>SMA200,positive90dayreturn,firstUTCdaymonthlynextopenonly;prior20ADRstop1/target1.5,nextopenafterclosecross,28daytimeout. 2024warmup,2025train,2026Jan1-Sep9reusedholdout;quote-basedbars,fees25bpsideonreceivedasset,slip10bpbase20stress;vectorbt. Trainingdaily {"symbol":"ETH","construction":"supplied","look":90,"cadence":"daily","period":"train","slippage_bp":10,"return_pct":-22.912931943804026,"drawdown_pct":29.600472527637358,"n":6,"open_trades":0,"win_rate_pct":33.33333333333333,"mean_pct":-3.835557626745903,"avg_win_pct":8.307509580031027,"avg_loss_pct":-9.907091230134368,"ci_low_pct":-10.827850683642813,"ci_high_pct":3.2764394017755647,"quarter_kelly":0,"trade_return_basis":"cash including entry fee"};traininghourly {"symbol":"ETH","construction":"supplied","look":90,"cadence":"hourly","period":"train","slippage_bp":10,"return_pct":-14.57820278230409,"drawdown_pct":21.20298251575542,"n":6,"open_trades":0,"win_rate_pct":33.33333333333333,"mean_pct":-2.3849502955813273,"avg_win_pct":6.633046344172845,"avg_loss_pct":-6.893948615458413,"ci_low_pct":-7.055236740973971,"ci_high_pct":2.706662288679817,"quarter_kelly":0,"trade_return_basis":"cash including entry fee"}. Holdouthourly {"symbol":"ETH","construction":"supplied","look":90,"cadence":"hourly","period":"holdout","slippage_bp":10,"return_pct":-0.2961156222521458,"drawdown_pct":4.516462231099483,"n":0,"open_trades":1,"win_rate_pct":null,"mean_pct":null,"avg_win_pct":null,"avg_loss_pct":null,"ci_low_pct":null,"ci_high_pct":null,"quarter_kelly":null,"trade_return_basis":"cash including entry fee"}. Baseline2026onlySep1hypotheticallotstillopen;Nclosed0 meanswinprobabilityandavgwin/lossUNAVAILABLE,not0%. Portfolio markincludesentrycostnotunpaidexitcost;notrealizedperformance. All216predeclaredcellsrecorded20543–20579 (36groups),nonechosenafterholdout. Reconstructed/matched24hourcompletenesscontrolsremoveholdouteligibilitythrough200daywindow;do notreplaceunknownwithprofitableflatreturn. Conclusion:rejecttradequalification,approvednotional0;noSep10monthlycatchup. Missingvendorreconciliation,unseenvalidation,15minand+1Rpartialexecution. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

Frozen1830beforetesting:priorclose>SMA200,positive90dayreturn,firstUTCdaymonthlynextopenonly;prior20ADRstop1/target1.5,nextopenafterclosecross,28daytimeout. 2024warmup,2025train,2026Jan1-Sep9reusedholdout;quote-basedbars,fees25bpsideonreceivedasset,slip10bpbase20stress;vectorbt. Trainingdaily {"symbol":"BTC","construction":"supplied","look":90,"cadence":"daily","period":"train","slippage_bp":10,"return_pct":11.037206557667341,"drawdown_pct":10.687911952758999,"n":7,"open_trades":0,"win_rate_pct":57.14285714285714,"mean_pct":1.6479645501167965,"avg_win_pct":6.025415263369898,"avg_loss_pct":-4.188636400887339,"ci_low_pct":-2.3736410337387053,"ci_high_pct":5.473745685965708,"quarter_kelly":0.06837555911437386,"trade_return_basis":"cash including entry fee"};traininghourly {"symbol":"BTC","construction":"supplied","look":90,"cadence":"hourly","period":"train","slippage_bp":10,"return_pct":1.2896311169101864,"drawdown_pct":12.208071728720215,"n":7,"open_trades":0,"win_rate_pct":57.14285714285714,"mean_pct":0.2770930124034394,"avg_win_pct":3.8884019764055537,"avg_loss_pct":-4.537985606266045,"ci_low_pct":-3.049089503251003,"ci_high_pct":3.2909516321710583,"quarter_kelly":0.017815352816196284,"trade_return_basis":"cash including entry fee"}. Holdouthourly {"symbol":"BTC","construction":"supplied","look":90,"cadence":"hourly","period":"holdout","slippage_bp":10,"return_pct":-0.7072560827173948,"drawdown_pct":4.728457474137726,"n":0,"open_trades":1,"win_rate_pct":null,"mean_pct":null,"avg_win_pct":null,"avg_loss_pct":null,"ci_low_pct":null,"ci_high_pct":null,"quarter_kelly":null,"trade_return_basis":"cash including entry fee"}. Baseline2026onlySep1hypotheticallotstillopen;Nclosed0 meanswinprobabilityandavgwin/lossUNAVAILABLE,not0%. Portfolio markincludesentrycostnotunpaidexitcost;notrealizedperformance. All216predeclaredcellsrecorded20543–20579 (36groups),nonechosenafterholdout. Reconstructed/matched24hourcompletenesscontrolsremoveholdouteligibilitythrough200daywindow;do notreplaceunknownwithprofitableflatreturn. Conclusion:rejecttradequalification,approvednotional0;noSep10monthlycatchup. Missingvendorreconciliation,unseenvalidation,15minand+1Rpartialexecution. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

Premise1: fixed protocol note1827; three independently funded sleeves averaged, no cross-sleeve leverage or rebalancing, https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all . Premise2: refiners withrelative20filter train-9.6135%, holdout+11.6746% DD12.734%, stress-.5566%; producers same rule holdout-20.3984%,stress-25.9968%. Premise3: withoutrelativefilter refinertrain-6.9819%,holdout+9.4489%,stress-4.8838%. Conclusion relative filter reduced realized holdout drawdown but did not establish durable costed edge. Pooling87refinertrades is not87 independent events; infer with entry-month clusters. These are normalized full-capital sleeves, not fund-sized trades. Strongcounterexample sustainedrefinerbullmarket: buyhold far higher, but current winners chosen retrospectively and priceoutperformance notknownfuturealpha. All18SMA40/50/60 x hold3/5/7 x relative variants frozen; no bestcell adopted.

Premise1: preregistered note1827 before results; 2021 warmup,2022-24train,2025-Sep9 2026holdout; SIP adjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all&symbols=EOG . Premise2: signal previous close>SMA50,3dayreturn<0,20dayreturn>XLE20day; nextopen entry, fifthsubsequentopen exit; nonoverlap; fixed no holdout tuning. Vectorbt fees5bp/slip10bp per side; stress30bp. Trade return denominator entrynotional; divide by1.0005 for investedcash; all independent reconciliation assertions pass. Premise3: no historical shortage labels, survivorship-selected incumbent universe; not causal bottleneck test. Conclusion no approval from isolated favorable holdout; full sensitivity recorded observations REF91006 rows. Cash-only separate fully funded research sleeve, fractional normalized sizing not venue whole-share execution; adjusted prices assume total-return basis rather than literal cash-dividend timing. No greenpartial/15min exits in this test. Train -25.8821%, test -31.6540%, stress -35.8911%. Valid rule simulation; forward soundness unproven.

Premise1: preregistered note1827 before results; 2021 warmup,2022-24train,2025-Sep9 2026holdout; SIP adjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all&symbols=CVX . Premise2: signal previous close>SMA50,3dayreturn<0,20dayreturn>XLE20day; nextopen entry, fifthsubsequentopen exit; nonoverlap; fixed no holdout tuning. Vectorbt fees5bp/slip10bp per side; stress30bp. Trade return denominator entrynotional; divide by1.0005 for investedcash; all independent reconciliation assertions pass. Premise3: no historical shortage labels, survivorship-selected incumbent universe; not causal bottleneck test. Conclusion no approval from isolated favorable holdout; full sensitivity recorded observations REF91006 rows. Cash-only separate fully funded research sleeve, fractional normalized sizing not venue whole-share execution; adjusted prices assume total-return basis rather than literal cash-dividend timing. No greenpartial/15min exits in this test. Train -14.4896%, test -20.7078%, stress -25.9204%. Valid rule simulation; forward soundness unproven.

Premise1: preregistered note1827 before results; 2021 warmup,2022-24train,2025-Sep9 2026holdout; SIP adjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all&symbols=XOM . Premise2: signal previous close>SMA50,3dayreturn<0,20dayreturn>XLE20day; nextopen entry, fifthsubsequentopen exit; nonoverlap; fixed no holdout tuning. Vectorbt fees5bp/slip10bp per side; stress30bp. Trade return denominator entrynotional; divide by1.0005 for investedcash; all independent reconciliation assertions pass. Premise3: no historical shortage labels, survivorship-selected incumbent universe; not causal bottleneck test. Conclusion no approval from isolated favorable holdout; full sensitivity recorded observations REF91006 rows. Cash-only separate fully funded research sleeve, fractional normalized sizing not venue whole-share execution; adjusted prices assume total-return basis rather than literal cash-dividend timing. No greenpartial/15min exits in this test. Train 26.0290%, test -8.8336%, stress -16.1788%. Valid rule simulation; forward soundness unproven.

Premise1: preregistered note1827 before results; 2021 warmup,2022-24train,2025-Sep9 2026holdout; SIP adjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all&symbols=PSX . Premise2: signal previous close>SMA50,3dayreturn<0,20dayreturn>XLE20day; nextopen entry, fifthsubsequentopen exit; nonoverlap; fixed no holdout tuning. Vectorbt fees5bp/slip10bp per side; stress30bp. Trade return denominator entrynotional; divide by1.0005 for investedcash; all independent reconciliation assertions pass. Premise3: no historical shortage labels, survivorship-selected incumbent universe; not causal bottleneck test. Conclusion no approval from isolated favorable holdout; full sensitivity recorded observations REF91006 rows. Cash-only separate fully funded research sleeve, fractional normalized sizing not venue whole-share execution; adjusted prices assume total-return basis rather than literal cash-dividend timing. No greenpartial/15min exits in this test. Train -9.4516%, test -2.3151%, stress -13.0141%. Valid rule simulation; forward soundness unproven.

Premise1: preregistered note1827 before results; 2021 warmup,2022-24train,2025-Sep9 2026holdout; SIP adjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all&symbols=MPC . Premise2: signal previous close>SMA50,3dayreturn<0,20dayreturn>XLE20day; nextopen entry, fifthsubsequentopen exit; nonoverlap; fixed no holdout tuning. Vectorbt fees5bp/slip10bp per side; stress30bp. Trade return denominator entrynotional; divide by1.0005 for investedcash; all independent reconciliation assertions pass. Premise3: no historical shortage labels, survivorship-selected incumbent universe; not causal bottleneck test. Conclusion no approval from isolated favorable holdout; full sensitivity recorded observations REF91006 rows. Cash-only separate fully funded research sleeve, fractional normalized sizing not venue whole-share execution; adjusted prices assume total-return basis rather than literal cash-dividend timing. No greenpartial/15min exits in this test. Train -17.6185%, test 20.1209%, stress 6.9647%. Valid rule simulation; forward soundness unproven.

Premise1: preregistered note1827 before results; 2021 warmup,2022-24train,2025-Sep9 2026holdout; SIP adjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all&symbols=VLO . Premise2: signal previous close>SMA50,3dayreturn<0,20dayreturn>XLE20day; nextopen entry, fifthsubsequentopen exit; nonoverlap; fixed no holdout tuning. Vectorbt fees5bp/slip10bp per side; stress30bp. Trade return denominator entrynotional; divide by1.0005 for investedcash; all independent reconciliation assertions pass. Premise3: no historical shortage labels, survivorship-selected incumbent universe; not causal bottleneck test. Conclusion no approval from isolated favorable holdout; full sensitivity recorded observations REF91006 rows. Cash-only separate fully funded research sleeve, fractional normalized sizing not venue whole-share execution; adjusted prices assume total-return basis rather than literal cash-dividend timing. No greenpartial/15min exits in this test. Train -1.7706%, test 17.2180%, stress 4.3797%. Valid rule simulation; forward soundness unproven.

Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=1.25. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",1.8053200266264335,-1.8536736522437036,8,50,1.2133451441335708,0.7538798778409628,0.229732633146304,0.047334559802922394,11.646604882170042],["IWM",-3.763088785457258,-5.119634333009426,8,25,2.4852126969253874,1.4423611831344239,-0.46046771311947093,0,17.71753492916417],["EFA",-0.7458320406549923,-4.025830078150827,8,50,1.4923253796591485,1.64776109862341,-0.07771785948213067,0,11.423999871433942],["EEM",2.0365177595741413,-7.099427417387161,8,50,2.228103661547476,1.6776678523611366,0.27521790459316964,0.03088028503148993,23.017757690709306],["EWJ",1.3816224740166305,-4.989152328147783,8,50,2.4163618232601882,2.0078484023922676,0.20425671043396015,0.02113267024703841,19.50619193057992],["EWU",-3.007569655850373,-3.5290736857124916,8,37.5,1.1299451509787506,1.2732238658623896,-0.372035484546962,0,9.069950723629749],["EWC",0.6771191771856477,-3.8220557824172996,8,62.5,1.2624027356300926,1.843966661448652,0.0975142117255634,0.01931123265446899,13.144234558818946],["EWA",-5.619934191853504,-5.619934191853504,8,25,1.677965852969432,1.5058622069153391,-0.7099051919441463,0,13.26369568764103]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .

Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=0.75. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-1.3461427495851663,-2.404875236448878,8,37.5,0.5481113139459648,0.5958113284391708,-0.16684033754474498,0,11.646604882170042],["IWM",-3.937936991100899,-3.937936991100921,8,37.5,1.0155101559619593,1.3985595811798635,-0.49328342975168,0,17.71753492916417],["EFA",-3.4559481118116575,-3.711361392418311,8,37.5,1.1636252265406175,1.3837472808766749,-0.4284825905951903,0,11.423999871433942],["EEM",-0.7298117262075854,-5.48632636356473,8,50,1.2090666889106427,1.3741371814915415,-0.0825352462904494,0,23.017757690709306],["EWJ",-6.15747917187397,-6.157479171873947,8,37.5,0.6109843715224494,1.6154300023900903,-0.7805246121728879,0,19.50619193057992],["EWU",-5.341962373156239,-5.341962373156239,8,25,1.0355983546221803,1.2488744092928272,-0.6777562183140753,0,9.069950723629749],["EWC",-0.34296515287818297,-2.194696083076342,8,50,0.6941737842352413,0.7728103935537217,-0.03931830465924019,0,13.144234558818946],["EWA",-4.869210490961806,-5.019369193839673,8,25,1.2414934415209133,1.2327417452827303,-0.6141829485818193,0,13.26369568764103]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .

Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-0.6152266446266541,-2.247354916582167,8,37.5,1.1152104970918377,0.784443173558751,-0.07207304706478013,0,11.646604882170042],["IWM",-3.2611855799281386,-4.876661290815399,8,37.5,1.3813960299982795,1.4708237319019468,-0.401241321189362,0,17.71753492916417],["EFA",-3.430648649701473,-3.8685957352845857,8,37.5,1.362067159919119,1.4925792575827845,-0.4220868510195708,0,11.423999871433942],["EEM",-0.15597598639967014,-6.634898089824093,8,50,1.7185851752290593,1.7256866519738456,-0.0035507383723931696,0,23.017757690709306],["EWJ",-1.0347484177794186,-4.848308316509531,8,50,1.6925118018612406,1.909200106882164,-0.1083441525104617,0,19.50619193057992],["EWU",-5.321835241799555,-5.321835241799544,8,25,0.9205468249265158,1.2066518595601095,-0.6748521884384531,0,9.069950723629749],["EWC",1.1011500768076887,-3.2147248357142555,8,62.5,1.1075917559217574,1.4561620499790817,0.14618407870894273,0.03299592966618052,13.144234558818946],["EWA",-4.60031041963489,-4.690999408428109,8,25,1.6608843745354984,1.3237799562810257,-0.5776138735768945,0,13.26369568764103]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .

Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage5bp/side; k=1.25. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",3.447307799091992,-1.55889069408911,8,62.5,1.16847663616793,0.7997466357895888,0.4303929091838604,0.09208419232825928,11.646604882170042],["IWM",-2.2109122250102864,-4.392247858133946,8,25,2.690388451956094,1.2450484447777688,-0.2611892205943031,0,17.71753492916417],["EFA",0.8550089577609832,-3.641164162799515,8,50,1.6955133708006054,1.450859571617491,0.12232689959155718,0.018036852686952806,11.423999871433942],["EEM",3.6822344516130645,-6.727080526361629,8,62.5,1.9756617551260105,2.02351827906712,0.4759692423035866,0.060229090464074486,23.017757690709306],["EWJ",3.016776554486178,-4.6083474228513115,8,50,2.621399738600505,1.8116677714306195,0.40486598358494275,0.0386116220299436,19.50619193057992],["EWU",-1.4432075517368248,-3.000549160867394,8,37.5,1.3324076556322506,1.0755725140037264,-0.17257995039023505,0,9.069950723629749],["EWC",2.3009105332047364,-3.4365731366263197,8,62.5,1.465130420832339,1.6474579386672183,0.297909786020005,0.050833322034696884,13.144234558818946],["EWA",-4.097706139518598,-4.633721309280503,8,25,1.8815254969891226,1.3086765978308692,-0.5111260741258714,0,13.26369568764103]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .

Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage5bp/side; k=0.75. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",0.24501601568736042,-1.9481246746875902,8,62.5,0.5206123324926804,0.7796178927798232,0.0330259980154915,0.01585920845236405,11.646604882170042],["IWM",-2.3885805054361886,-2.8816068345579815,8,37.5,1.2177435613543417,1.2011591518625742,-0.29407063440623077,0,17.71753492916417],["EFA",-1.898817770654504,-3.3254350818487377,8,37.5,1.3661551588234269,1.1863171972822673,-0.2291400637426319,0,11.423999871433942],["EEM",0.8712876591024266,-5.01247910085535,8,50,1.4116875951604102,1.176687858444475,0.11749986835796755,0.02080840491210381,23.017757690709306],["EWJ",-4.643921022881148,-4.6439210228811145,8,37.5,0.8124079148765118,1.4184637484161922,-0.5818868746814282,0,19.50619193057992],["EWU",-3.8152509959099135,-3.8152509959099246,8,25,1.2378719766586777,1.0511743097367743,-0.4789127381379113,0,9.069950723629749],["EWC",1.2643735659269018,-1.7536520995685922,8,62.5,0.74349194584995,0.8103443618624695,0.16080333045779271,0.054070300073649255,13.144234558818946],["EWA",-3.334874239005803,-4.208507858214894,8,25,1.444179266243073,1.0350093480767784,-0.4152121944968154,0,13.26369568764103]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .

Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode swing;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage5bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",0.9877208494346146,-1.8555608460562256,8,50,1.0328538065316861,0.7768877806453717,0.12798301294315723,0.03097800776203824,11.646604882170042],["IWM",-1.700913971734952,-4.112621669826099,8,37.5,1.5843619401929132,1.273567975667691,-0.2018442572199644,0,17.71753492916417],["EFA",-1.8731102610333172,-3.4832996223241097,8,37.5,1.5649943736481136,1.2953670559871933,-0.22273151987395323,0,11.423999871433942],["EEM",1.454378625139352,-6.166809227434744,8,50,1.9222261392742912,1.5289411321988633,0.19664250353771395,0.025574839962892393,23.017757690709306],["EWJ",0.5614327341925129,-4.466938906297802,8,50,1.8961005669216047,1.7128219816871404,0.09163929261723214,0.01208259917959048,19.50619193057992],["EWU",-3.7947992400289565,-3.7947992400289676,8,25,1.1225901133973037,1.0088672303115034,-0.4760028943843017,0,9.069950723629749],["EWC",2.7317805012777363,-2.826807998361869,8,62.5,1.3100095090000208,1.2588769410062262,0.3466770902476782,0.06615926981177217,13.144234558818946],["EWA",-3.061637158286734,-4.192182673205358,8,25,1.8644098213755123,1.1262298178925934,-0.37856990807556695,0,13.26369568764103]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .

Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode control;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage15bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-6.665311207806801,-6.711456412209483,8,25,0.8500809856651248,1.4192711069337116,-0.8519330837840025,0,11.646604882170042],["IWM",-3.3486187195330475,-7.177071730964557,8,37.5,1.7183266424151356,1.6790238069404118,-0.4050173884320815,0,17.71753492916417],["EFA",-6.98699042151426,-7.175426079645675,8,25,0.29793311063616157,1.295668712315997,-0.8972682565779572,0,11.423999871433942],["EEM",-6.648750672698844,-9.452491870120316,8,37.5,1.1418912738608844,2.019458701065191,-0.8339524604679127,0,23.017757690709306],["EWJ",-12.75459096504683,-12.75459096504683,8,25,1.2500584592086805,2.6433867881218025,-1.6700254762891817,0,19.50619193057992],["EWU",-3.702894235025389,-6.297371072066104,8,25,0.7464224396285246,0.8712353543012511,-0.4668209058188072,0,9.069950723629749],["EWC",-3.1840715029689326,-4.986263719948769,8,25,1.7212269135093217,1.0999535725439344,-0.3946584510306203,0,13.144234558818946],["EWA",-6.19492986550344,-8.543126231460118,8,25,0.654683267701206,1.270077658566223,-0.7888874269993656,0,13.26369568764103]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .

Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode control;published=penultimateclose..thirdnextmonthclose;calendar=lastdayopen..thirdnextmonthclose;control=sessions10–13; swing=calendarwithpriorADR20stopk/target1.5k,half+1R,BEfollowingday,dailystopfirst/gapopen. Fees1bp+slippage5bp/side; k=1. Eightindependentcashsleevesinitialequalweights,nointerETFrebalance;dailycloseDD,notintradayDD. Vectorbt/custommaxerror1.67e-15. Columns[symbol,return%,DD%,N,win%,avgW%,avgL%,mean%,quarterKelly,buyhold%]. [["SPY",-5.159943730905137,-5.301673784701366,8,25,1.0519832012787278,1.2219121421635817,-0.6534383063030045,0,11.646604882170042],["IWM",-1.7897572944825524,-6.618459395016774,8,37.5,1.921967088876797,1.4821848679861316,-0.20562788416253336,0,17.71753492916417],["EFA",-5.486811213117826,-5.772654992372594,8,37.5,0.34785844990856685,1.3268978543799959,-0.6988642402717848,0,11.423999871433942],["EEM",-5.143116095844458,-8.725205751572872,8,50,1.0301062783036163,2.3009496497356063,-0.635421685715995,0,23.017757690709306],["EWJ",-11.347435672949334,-11.347435672949347,8,25,1.4527614311262704,2.4484785072359405,-1.4731685226453877,0,19.50619193057992],["EWU",-2.149746814551201,-5.35564296979919,8,25,0.948117130469639,0.6727792200334721,-0.2675551324076944,0,9.069950723629749],["EWC",-1.6225561447298587,-3.944919867055885,8,25,1.9248731663238594,0.9019553329507398,-0.19524820813208998,0,13.144234558818946],["EWA",-4.681975747626033,-7.623968368348832,8,37.5,0.5941637113105951,1.3009245178143614,-0.5902664318925027,0,13.26369568764103]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .