Stats

Frozen notes1829/1831 corrected1833. SIPalladjusted2016warmup;train2017–19,holdout2020–25,2026separate;excludeera-crossingexits. Mode calendar;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",-4.470716834678234,-9.891526779813775,35,57.14285714285714,0.9826460875566689,1.5744992599012644,-0.1132733470681597,0,50.52305511792075],["IWM",-10.052724059195228,-15.828393059208546,35,54.285714285714285,1.2437797796575079,2.088009967195316,-0.27932410461806867,0,26.034235129025674],["EFA",-6.510351963151995,-14.517107941770712,35,60,0.9002120765926949,1.7916156620135355,-0.17651901884979734,0,30.89076157607431],["EEM",-7.47489303679102,-15.946766290036042,35,57.14285714285714,1.2330459471274535,2.0925078685327216,-0.19219140244119304,0,35.60360134284395],["EWJ",-3.7745731257998183,-16.298947804213082,35,48.57142857142857,1.2856394504361353,1.395583694952357,-0.09327531004937503,0,26.722687803595193],["EWU",-14.696335247281967,-17.413113655650324,35,51.42857142857142,0.9171390398113247,1.8601201347076362,-0.4318154163835992,0,25.703865736764044],["EWC",-7.7364001062548144,-11.210040837753876,35,57.14285714285714,1.0103548515647465,1.8422798459931555,-0.21220287596006868,0,21.99305532959297],["EWA",-10.544492314617838,-13.764680939387762,35,57.14285714285714,0.9815564906201456,2.008935945143895,-0.30008312470730025,0,26.886271670474127]]. 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 published;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",-6.1367189136808715,-9.11712750798095,35,57.14285714285714,0.9538904242719892,1.6529904558551145,-0.16334423863962666,0,50.52305511792075],["IWM",-12.892455870168673,-15.472004488968095,35,54.285714285714285,1.2313679162033087,2.271283479017367,-0.3698441501832859,0,26.034235129025674],["EFA",-10.665661616038458,-15.43034588897818,35,60,0.8887058926508377,2.093454712335439,-0.30415834934367314,0,30.89076157607431],["EEM",-8.47729889447162,-15.645730048961559,35,51.42857142857142,1.4522919050283987,1.993089871894513,-0.2211792437627299,0,35.60360134284395],["EWJ",-11.094380648770086,-17.433062838190605,35,57.14285714285714,0.9310777017956563,1.9828266511240602,-0.31773844945565094,0,26.722687803595193],["EWU",-17.07783117821393,-18.570234694753008,35,48.57142857142857,1.1132149805719957,2.038704008004235,-0.5077719278386373,0,25.703865736764044],["EWC",-11.121626833731735,-12.66105492462265,35,51.42857142857142,1.1463204141193986,1.8674652459135415,-0.3175183350394579,0,21.99305532959297],["EWA",-18.54075047771606,-20.496824351354636,35,45.714285714285715,1.0817522399862445,1.9513798567721834,-0.5648051839683307,0,26.886271670474127]]. 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 published;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",0.6691445185288636,-8.69814460280388,35,60,1.1037020077742912,1.5642302713542704,0.036529096122866554,0.008274220728412579,50.52305511792075],["IWM",-6.576439187163241,-13.418790356233457,35,57.14285714285714,1.3694854187709327,2.2235437592853766,-0.17038422896748553,0,26.034235129025674],["EFA",-4.188183950528934,-13.547030648869839,35,62.857142857142854,1.0418573207096231,2.0446694944587893,-0.1045669249243586,0,30.89076157607431],["EEM",-1.8411468501132178,-14.113603760675398,35,57.14285714285714,1.5042346525712913,2.0556301581558754,-0.021421694883208633,0,35.60360134284395],["EWJ",-4.64798865546181,-15.51209831231024,35,57.14285714285714,1.1331420731188568,1.7865959265286637,-0.11817421244436632,0,26.722687803595193],["EWU",-11.06528878706593,-14.590903931699629,35,57.14285714285714,1.1270005063553357,2.2227063316804343,-0.3085881385171373,0,25.703865736764044],["EWC",-4.677210413957134,-10.119793391534927,35,54.285714285714285,1.2836876610230312,1.7824027229362216,-0.11795365735834155,0,21.99305532959297],["EWA",-12.634281823278837,-15.072577600256887,35,45.714285714285715,1.2841182622630232,1.755086175584265,-0.3657355754255047,0,26.886271670474127]]. Current-survivorETFs/adjustedprices;notrawdividend,whole-share,3entrycaporovernight15minvalidated. No promoteholdoutneighbors. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .

RequiredCLIexecutedSept10~06:03UTC:momentumlookback90days617,618bars. BTC-2.5390%return/DD25.7377%,33.333%winsN3;ETH+17.8630%/DD40.3609%,33.333%winsN6;SOL-25.4192%/DD43.3791%,25%winsN12. Premises:CLIcontinuoussame-closemomentumisnotfrozen1830monthly-entryrule;harnessnofees/slippage/holdoutandincludespartialcurrentday. Conclusion:ETHpositivebenchmarkdoesnotauthorizeentry;reportitonlyasharnessdiagnostic. Costedvectorbtentrytimingandrangestopsrequired. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .

Preregisteredlookback60/120 xentry1.5/2/2.5 xcost6/16bpside. Exit.5/10sessions; swingparentearlieropenor5sessionADR1/1.5half+1R/BEfollowingday. No selectbestcell: base60/2 remainsdecisioncell. Allcash-onlyportfoliosvectorbt/customreconcile4.55e-13; dailycloseDD; 12independentsleeves,currentETFsurvivors,notactual3newposition/whole-share/15minvenuevalidation. Columns[lookback,entryz,bpside,return%,DD%,N,win%,avgW%,avgL%,meantrade%]. [[60,2,6,-0.9904116127343765,-1.9254991703749558,85,49.411764705882355,1.046315050016964,1.3047338220121734,-0.14303908524483494],[60,2,16,-2.3871083914865365,-2.917901489156405,85,44.70588235294118,0.944269809591242,1.3829640925000688,-0.3425536421533652],[60,1.5,6,-0.54732687668817,-1.6100694499301182,129,52.71317829457365,1.018184632529663,1.23278146497626,-0.046225692647556445],[60,1.5,16,-2.658207096163989,-3.1848498740007836,129,47.286821705426355,0.9200076755636855,1.2918516665177053,-0.24593368305286162],[60,2.5,6,-0.6881866719859575,-0.9448239334113762,43,48.837209302325576,0.9037510090819894,1.2360192162949841,-0.19101515273878783],[60,2.5,16,-1.3980311234274234,-1.4883348339884361,43,41.86046511627907,0.8351060346293194,1.2728225726035887,-0.3904338532967899],[120,1.5,6,-0.6442127658688901,-1.5127051992297469,124,52.41935483870967,1.0792302716657671,1.3062371751761885,-0.055790529654195696],[120,1.5,16,-2.6677009075476543,-2.77565785719438,124,47.58064516129033,0.9758636361460251,1.3731600201284655,-0.2554794094817321],[120,2,6,-1.6049592322575523,-2.03166178394496,67,44.776119402985074,0.9268852120866781,1.282905285515851,-0.2934468537535245],[120,2,16,-2.69976468750015,-3.044013365974374,67,40.298507462686565,0.8138335777685848,1.3745446648137478,-0.4926608954148972],[120,2.5,6,-1.6728868975581346,-1.8445066282954614,36,36.11111111111111,1.0269130699009819,1.4621680548945095,-0.5633332042739154],[120,2.5,16,-2.256514492267103,-2.384243377579287,36,30.555555555555557,0.9883864741931562,1.5321815860167085,-0.7620080120636943]] Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .

Preregisteredlookback60/120 xentry1.5/2/2.5 xcost6/16bpside. Exit.5/10sessions; swingparentearlieropenor5sessionADR1/1.5half+1R/BEfollowingday. No selectbestcell: base60/2 remainsdecisioncell. Allcash-onlyportfoliosvectorbt/customreconcile4.55e-13; dailycloseDD; 12independentsleeves,currentETFsurvivors,notactual3newposition/whole-share/15minvenuevalidation. Columns[lookback,entryz,bpside,return%,DD%,N,win%,avgW%,avgL%,meantrade%]. [[60,2,6,3.4131564952848636,-2.5210388928156524,85,55.294117647058826,2.7062532806392277,2.2792484256888024,0.4774407531043438],[60,2,16,1.9458284757132294,-2.57846801218814,85,52.94117647058824,2.6175583216331755,2.3567943518031274,0.2766864753102092],[60,1.5,6,6.018575168585616,-3.5201054452597247,129,55.03875968992248,2.6915395872429735,2.0073479865564328,0.5788614532866513],[60,1.5,16,3.7618661801841036,-3.712953955723697,129,52.71317829457365,2.6001286105058243,2.099328857306453,0.37790453657908846],[60,2.5,6,0.7120918786366781,-1.8582079570809262,43,55.81395348837209,1.8825944267432826,1.9242956125660584,0.20048022332752732],[60,2.5,16,-0.011390753006634835,-1.9562562535828332,43,51.162790697674424,1.8426251865026122,1.929797315073492,0.0002793136398636214],[120,1.5,6,2.9026855756213443,-4.567855756216687,124,49.193548387096776,2.629597506595963,1.947157319159152,0.30431078060747724],[120,1.5,16,0.8077353288156619,-4.732183913137355,124,45.16129032258064,2.64901687549503,1.9920741956895571,0.10390241710348201],[120,2,6,2.8827204039914234,-2.5134078512216496,67,46.26865671641791,3.4000299635638083,1.90512634439062,0.549498216006205],[120,2,16,1.744104386984624,-2.635554803993767,67,44.776119402985074,3.303395475428498,2.0471801746986076,0.3485999671493503],[120,2.5,6,0.53024381436102,-2.206907447828388,36,61.111111111111114,2.4130203278479314,3.3257235096204005,0.18128661327691348],[120,2.5,16,-0.06733158788386762,-2.2493833084077375,36,55.55555555555556,2.4432307376448184,3.09650930395529,-0.01887594751078556]] Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .

Preregisteredlookback60/120 xentry1.5/2/2.5 xcost6/16bpside. Exit.5/10sessions; swingparentearlieropenor5sessionADR1/1.5half+1R/BEfollowingday. No selectbestcell: base60/2 remainsdecisioncell. Allcash-onlyportfoliosvectorbt/customreconcile4.55e-13; dailycloseDD; 12independentsleeves,currentETFsurvivors,notactual3newposition/whole-share/15minvenuevalidation. Columns[lookback,entryz,bpside,return%,DD%,N,win%,avgW%,avgL%,meantrade%]. [[60,2,6,3.512769774118296,-1.9209740678267306,85,56.470588235294116,2.600690135441683,2.2455447329019464,0.4911526045156324],[60,2,16,2.0453287831024625,-2.036223298674822,85,52.94117647058824,2.562329390127019,2.265582336804676,0.2903709303944568],[60,1.5,6,5.427147443688796,-3.2798024339125598,129,56.58914728682171,2.475008445554035,2.0133388089883035,0.5265786296286785],[60,1.5,16,3.1847481720852056,-3.4738764997543026,129,54.263565891472865,2.372331641684975,2.102449804203684,0.32572617418551053],[60,2.5,6,0.7195658441347952,-1.3632517161076496,43,55.81395348837209,1.857964332231668,1.893049096365756,0.2005397940142015],[60,2.5,16,-0.0038246271938713328,-1.4617832418732046,43,51.162790697674424,1.81640032599299,1.9022019173223632,0.00033876530409656633],[120,1.5,6,2.9451813246295977,-4.21783386901623,124,51.61290322580645,2.3895905894547687,1.921037504965165,0.30380280183222014],[120,1.5,16,0.8537419840112914,-4.382766026048646,124,45.96774193548387,2.4629571032107096,1.9039928160795947,0.10339545327159368],[120,2,6,2.543986853296265,-2.3278006721283884,67,47.76119402985074,3.0763659725226664,1.8874376559100106,0.48333422632649187],[120,2,16,1.4122229071087178,-2.513995383717571,67,44.776119402985074,3.0661005251849964,1.9743499497553565,0.2825681733522643],[120,2.5,6,1.0989810447871395,-1.7732419035313973,36,63.888888888888886,2.405776228806232,3.2315907342508825,0.37006038103560723],[120,2.5,16,0.498610762455054,-1.8171440312573783,36,58.333333333333336,2.4198569172980964,2.980950125176942,0.16952064960016364]] Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .

Preregisteredlookback60/120 xentry1.5/2/2.5 xcost6/16bpside. Exit.5/10sessions; swingparentearlieropenor5sessionADR1/1.5half+1R/BEfollowingday. No selectbestcell: base60/2 remainsdecisioncell. Allcash-onlyportfoliosvectorbt/customreconcile4.55e-13; dailycloseDD; 12independentsleeves,currentETFsurvivors,notactual3newposition/whole-share/15minvenuevalidation. Columns[lookback,entryz,bpside,return%,DD%,N,win%,avgW%,avgL%,meantrade%]. [[60,2,6,-7.482735811444297,-8.062771031087145,693,47.33044733044733,1.1622766582272532,1.298209026864466,-0.13365014560893357],[60,2,16,-17.443805966494452,-17.631252757542924,693,43.722943722943725,1.0497530757657871,1.4076187714913904,-0.3331834616516719],[60,1.5,6,-7.8068411097516055,-8.873407114089693,1250,49.519999999999996,1.0994328199664198,1.2265286468028567,-0.07471252845871092],[60,1.5,16,-24.69125611973888,-24.861128206134442,1250,44.96,0.9991524950386164,1.3146485534808583,-0.27436360206650245],[60,2.5,6,-4.243771265240226,-5.1274420243051395,360,46.94444444444444,1.189217616286065,1.3182609422859861,-0.14113906340077312],[60,2.5,16,-9.78589136108815,-10.152459356731248,360,44.72222222222222,1.042408216854915,1.4596200646989612,-0.34065741655958887],[120,1.5,6,-5.043380124532726,-7.610219931561602,1055,49.19431279620853,1.1907219652802217,1.2896328185144275,-0.06943932771876582],[120,1.5,16,-20.104018536924762,-20.88459186806456,1055,45.497630331753555,1.0776699739856686,1.3933618717551135,-0.26910093720006556],[120,2,6,-7.842212431169305,-8.45868935564571,559,45.61717352415027,1.2809050950233092,1.3840356299599672,-0.1683649951285978],[120,2,16,-15.915186580083873,-15.921001496177867,559,42.039355992844364,1.1796974666917164,1.4902632350584741,-0.36782895078066596],[120,2.5,6,-6.661227289891869,-7.077284549884622,281,40.569395017793596,1.4216952179424025,1.4541629622508832,-0.2874446969767387],[120,2.5,16,-10.884898793393315,-11.107289090757444,281,38.43416370106761,1.2927662346777546,1.597533114146235,-0.48667073096833174]] Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .

Preregisteredlookback60/120 xentry1.5/2/2.5 xcost6/16bpside. Exit.5/10sessions; swingparentearlieropenor5sessionADR1/1.5half+1R/BEfollowingday. No selectbestcell: base60/2 remainsdecisioncell. Allcash-onlyportfoliosvectorbt/customreconcile4.55e-13; dailycloseDD; 12independentsleeves,currentETFsurvivors,notactual3newposition/whole-share/15minvenuevalidation. Columns[lookback,entryz,bpside,return%,DD%,N,win%,avgW%,avgL%,meantrade%]. [[60,2,6,-4.598543619567375,-20.002464676330188,693,53.39105339105339,2.2177148914187086,2.6353141957989727,-0.04423084475922939],[60,2,16,-14.93264960223425,-20.514237421994743,693,47.90764790764791,2.2551265940507754,2.542255967016688,-0.24394282087758565],[60,1.5,6,5.480567624598809,-21.515903811671954,1250,51.839999999999996,2.1073023280423606,2.0772885847354488,0.09200334444856775],[60,1.5,16,-13.963491897248115,-22.807117116230003,1250,46.800000000000004,2.117775643252418,2.0659771223648438,-0.10798082805596541],[60,2.5,6,2.098693847069688,-14.54367849802537,360,53.61111111111111,2.380531469109165,2.515560986501444,0.10928857997868809],[60,2.5,16,-3.789744295602182,-14.95220946535154,360,48.888888888888886,2.3954974905073048,2.468860894481253,-0.090730128486847],[120,1.5,6,9.22262696687719,-23.150732699943287,1055,53.459715639810426,2.3785345074386623,2.4488239078030034,0.1318681738996502],[120,1.5,16,-8.540617475931523,-23.728343423393905,1055,48.72037914691943,2.395026495255244,2.408484339947669,-0.06819564867345364],[120,2,6,-0.5135012456327748,-21.483525776569035,559,53.66726296958855,2.487369472166405,2.742872502234084,0.06405521211322662],[120,2,16,-9.221677818496365,-21.938829267853844,559,50.268336314847936,2.4438436336592555,2.743428543512409,-0.13587311992522172],[120,2.5,6,-2.390585881067786,-15.234665787566204,281,54.804270462633454,2.795009722869588,3.413592409233579,-0.011013304806932253],[120,2.5,16,-6.780768181300911,-15.61003407704965,281,50.88967971530249,2.796939163016966,3.327498216472828,-0.21079164968620737]] Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .

Preregisteredlookback60/120 xentry1.5/2/2.5 xcost6/16bpside. Exit.5/10sessions; swingparentearlieropenor5sessionADR1/1.5half+1R/BEfollowingday. No selectbestcell: base60/2 remainsdecisioncell. Allcash-onlyportfoliosvectorbt/customreconcile4.55e-13; dailycloseDD; 12independentsleeves,currentETFsurvivors,notactual3newposition/whole-share/15minvenuevalidation. Columns[lookback,entryz,bpside,return%,DD%,N,win%,avgW%,avgL%,meantrade%]. [[60,2,6,-4.5294064926765465,-20.212738800453465,693,53.102453102453104,2.2451826766131653,2.6205777933793666,-0.03673962172388057],[60,2,16,-14.861662019676658,-20.72195772003711,693,48.484848484848484,2.2447589489002135,2.571737637550639,-0.23646656533204397],[60,1.5,6,5.563481618817923,-21.702520641457056,1250,53.04,2.0626455074090546,2.129281938111483,0.09411637899261034],[60,1.5,16,-13.878228509297996,-22.42257838767753,1250,48.24,2.0540532935797566,2.11890904981685,-0.10587201536232713],[60,2.5,6,2.4895584965292317,-14.837115504945187,360,52.77777777777778,2.449738731112198,2.473951005362381,0.12466302222142403],[60,2.5,16,-3.4157287246343815,-15.243644301267489,360,50.55555555555556,2.347371249385903,2.552588050473455,-0.07538640443344566],[120,1.5,6,9.726292519607394,-23.481944821444834,1055,53.17535545023697,2.4000321514853686,2.436585151131907,0.1353032913024926],[120,1.5,16,-8.098528620397827,-24.055724350870943,1055,49.00473933649289,2.3918951885588324,2.425537943936246,-0.06476739464718856],[120,2,6,-0.17590098973788715,-21.657446809396262,559,54.56171735241503,2.4504837287838,2.786989937298047,0.07066564079669971],[120,2,16,-8.891612928631144,-22.118667996111153,559,50.089445438282645,2.4565548593468005,2.724374867752562,-0.12927589890136076],[120,2.5,6,-3.7616785273474562,-15.607507779298569,281,54.092526690391466,2.7807216877482563,3.4113458402520473,-0.06190005998142037],[120,2.5,16,-8.087302084276416,-15.980610479627089,281,51.60142348754449,2.705433738537236,3.424933485630354,-0.2615767329460105]] Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .

Preregisteredlookback60/120 xentry1.5/2/2.5 xcost6/16bpside. Exit.5/10sessions; swingparentearlieropenor5sessionADR1/1.5half+1R/BEfollowingday. No selectbestcell: base60/2 remainsdecisioncell. Allcash-onlyportfoliosvectorbt/customreconcile4.55e-13; dailycloseDD; 12independentsleeves,currentETFsurvivors,notactual3newposition/whole-share/15minvenuevalidation. Columns[lookback,entryz,bpside,return%,DD%,N,win%,avgW%,avgL%,meantrade%]. [[60,2,6,-3.9049073757491115,-4.78559410583509,327,47.09480122324159,0.7343180414451267,0.9406512971323767,-0.1518278165790571],[60,2,16,-8.991668540893727,-9.243124263749024,327,36.08562691131498,0.7219622563489604,0.9572955037660856,-0.35132481357166523],[60,1.5,6,-2.799399874620534,-4.329135444262455,671,49.92548435171386,0.775878687204791,0.8834266457181259,-0.055010421382541475],[60,1.5,16,-12.80070932705124,-13.042833422236944,671,40.38748137108793,0.7307616041580737,0.9223516792475618,-0.2547008598691307],[60,2.5,6,-1.5165060953130527,-2.008623277398003,159,45.28301886792453,0.9269833324920604,0.9736040688872069,-0.11296071731923675],[60,2.5,16,-4.085481259013113,-4.3364725999543445,159,38.36477987421384,0.8716144209496273,1.0496082005401668,-0.31253537091200684],[120,1.5,6,-4.93432438790764,-5.99111006057268,598,48.99665551839465,0.7093926925127068,0.8753895320837929,-0.09889924478149452],[120,1.5,16,-13.793694231032172,-13.807549164616372,598,38.62876254180602,0.6669547956375789,0.90618732902756,-0.2985019932455415],[120,2,6,-4.285327590394261,-4.892227469697163,301,45.51495016611295,0.684249818070603,0.8900853134464352,-0.17352746288884638],[120,2,16,-8.932926433984012,-9.145974164065962,301,35.880398671096344,0.6373041113335394,0.9383220533762738,-0.37298110391228767],[120,2.5,6,-1.6279159163836376,-2.6282618525675594,127,44.881889763779526,0.9068056448403871,1.0110642858482368,-0.15028801774389375],[120,2.5,16,-3.683963257668166,-3.7639869177171215,127,37.79527559055118,0.8502814161703837,1.0789442476733262,-0.34978809125995547]] Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .

Preregisteredlookback60/120 xentry1.5/2/2.5 xcost6/16bpside. Exit.5/10sessions; swingparentearlieropenor5sessionADR1/1.5half+1R/BEfollowingday. No selectbestcell: base60/2 remainsdecisioncell. Allcash-onlyportfoliosvectorbt/customreconcile4.55e-13; dailycloseDD; 12independentsleeves,currentETFsurvivors,notactual3newposition/whole-share/15minvenuevalidation. Columns[lookback,entryz,bpside,return%,DD%,N,win%,avgW%,avgL%,meantrade%]. [[60,2,6,-0.9391611440970005,-10.12132336890874,327,50.15290519877675,1.5011741013472737,1.6102003628691675,-0.04975567745174749],[60,2,16,-6.158502756154139,-11.754775397915829,327,41.284403669724774,1.5983907396226813,1.548724286108498,-0.24945661493507523],[60,1.5,6,6.066246065390435,-10.860721060559197,671,53.3532041728763,1.423354619519367,1.424737602227928,0.09481085587271511],[60,1.5,16,-4.747479608681204,-13.915089455058071,671,44.85842026825633,1.4712108163574595,1.3875932840615672,-0.10517892604945535],[60,2.5,6,0.14025238286567987,-4.7685325458104,159,54.088050314465406,1.5724896635607852,1.8746637745031116,-0.010165688506286779],[60,2.5,16,-2.4571109019963733,-5.695869956026167,159,48.42767295597484,1.5403063535608366,1.853475119578073,-0.2099457269258967],[120,1.5,6,4.387882917230401,-11.21593311288005,598,55.35117056856187,1.351291119219926,1.4497954781579332,0.10063874212981165],[120,1.5,16,-5.2295594356480235,-13.937288436380136,598,46.65551839464883,1.3809062413190731,1.3940179508396346,-0.09936268392946837],[120,2,6,-2.660748632315546,-8.49961904081823,301,51.162790697674424,1.3433968988402982,1.6402695194627386,-0.11374251474955696],[120,2,16,-7.3594097060821095,-10.3205718273348,301,43.18936877076412,1.370798072743794,1.5936359471081902,-0.31331560630833016],[120,2.5,6,-3.699079642984404,-6.779797348999761,127,48.031496062992126,1.7674807835845545,2.299358520973801,-0.34599476051663797],[120,2.5,16,-5.713462480878784,-7.6054744249348545,127,40.94488188976378,1.8545502374774374,2.208863951746147,-0.5451038112766479]] Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .

Preregisteredlookback60/120 xentry1.5/2/2.5 xcost6/16bpside. Exit.5/10sessions; swingparentearlieropenor5sessionADR1/1.5half+1R/BEfollowingday. No selectbestcell: base60/2 remainsdecisioncell. Allcash-onlyportfoliosvectorbt/customreconcile4.55e-13; dailycloseDD; 12independentsleeves,currentETFsurvivors,notactual3newposition/whole-share/15minvenuevalidation. Columns[lookback,entryz,bpside,return%,DD%,N,win%,avgW%,avgL%,meantrade%]. [[60,2,6,-0.4634208794411232,-10.201644820705791,327,50.764525993883794,1.499011523847512,1.6188340908095418,-0.03607454330779597],[60,2,16,-5.7088403982822005,-11.835181107010495,327,42.813455657492355,1.55461152404842,1.5762199685314475,-0.23580281574495987],[60,1.5,6,6.81790981403807,-10.89996802003328,671,53.055141579731746,1.4532404169387751,1.4065824490143222,0.11070062144663562],[60,1.5,16,-4.0859997207189025,-13.96185904095153,671,45.30551415797318,1.4823796861740477,1.3912200382958961,-0.08932090828268759],[60,2.5,6,0.30032791461374053,-4.9051717651272035,159,54.088050314465406,1.6094990604729793,1.8893884525025633,0.003091585962195606],[60,2.5,16,-2.3005076520489776,-5.831026836499342,159,48.42767295597484,1.5813549773424238,1.8663659609869556,-0.19671494053813673],[120,1.5,6,4.817315067172112,-11.517683616735885,598,55.51839464882943,1.3639937206739663,1.4545766603171857,0.11024836725649735],[120,1.5,16,-4.846516247413135,-14.237138773158364,598,47.15719063545151,1.3842022661179492,1.4051545881264262,-0.08977225886737304],[120,2,6,-2.766007548088023,-8.826135955349812,301,51.49501661129568,1.3240860905491265,1.647682152182201,-0.11736960193849402],[120,2,16,-7.464710876653003,-10.589007914710235,301,43.85382059800664,1.336831376963703,1.6086349773673916,-0.3169354465643867],[120,2.5,6,-3.982463451270324,-6.905482085045678,127,46.45669291338583,1.8034615063978423,2.2592677951282956,-0.3718581196161529],[120,2.5,16,-5.990906530937701,-7.76872924166504,127,40.15748031496063,1.8671982305496355,2.2070181271106017,-0.570915495294286]] Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .

Supersedesmatching2018–2023holdingdurationonly; return,drawdown,winrate,payoffs,sampleandordersUNCHANGED. Openinggap/spreadexitsnowcounte-i completedsessions; intraday/closeexitcountse-i+1. Evente isactualexitindex,parent_eexplicitseparate; priorfilee retainedparentindex whileexitdatewasalreadycorrect. Fixed12ETFpair cash-only adaptation, not exact Gatev replication. Preregistered notes1770/1773; corrected earlier spread exit note1776. Prior60close logratio z>=2abs buys losing leg at nextopen, exit signedz<=.5 nextopen or10sessions; parent partner-control identicalentry/exitdates. Swing adds prior20ADRstop1,target1.5, half+1R/BEfollowingday, earliest parentopenexit or5sessionclose, knownopengaps thenstopfirstdailyambiguity. Fees1bp+5/15bpslip/side. 12cash-separated1000USDsleeves, fractional diagnostic,0cashinterest. Custom orderaccounting reconciledvectorbt max4.55e-13; drawdown on dailyclosingequity, synthetic4phases onlybookkeeping. Train2017–19,holdout2020–25,2026throughSep9separate;2016warmup. CurrentETFsurvivors/reusedhistoricalera, not fullyprospectiveorpoint-in-timeuniverse; rawdividend/15minovernightexit/whole-share12sleeveexecution unvalidated. Actualallocation0. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . {"era":"2026","mode":"swing","lookback":60,"threshold":2,"cost_bp_side":16,"sample":85,"win_rate":44.70588235294118,"avg_win_pct":0.944269809591242,"avg_loss_pct":1.3829640925000688,"mean_trade_pct":-0.3425536421533652,"return_pct":-2.3871083914865365,"drawdown_pct":-2.917901489156405,"annual_pct":-3.477892493775503,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":1.8823529411764706}

Supersedesmatching2018–2023holdingdurationonly; return,drawdown,winrate,payoffs,sampleandordersUNCHANGED. Openinggap/spreadexitsnowcounte-i completedsessions; intraday/closeexitcountse-i+1. Evente isactualexitindex,parent_eexplicitseparate; priorfilee retainedparentindex whileexitdatewasalreadycorrect. Fixed12ETFpair cash-only adaptation, not exact Gatev replication. Preregistered notes1770/1773; corrected earlier spread exit note1776. Prior60close logratio z>=2abs buys losing leg at nextopen, exit signedz<=.5 nextopen or10sessions; parent partner-control identicalentry/exitdates. Swing adds prior20ADRstop1,target1.5, half+1R/BEfollowingday, earliest parentopenexit or5sessionclose, knownopengaps thenstopfirstdailyambiguity. Fees1bp+5/15bpslip/side. 12cash-separated1000USDsleeves, fractional diagnostic,0cashinterest. Custom orderaccounting reconciledvectorbt max4.55e-13; drawdown on dailyclosingequity, synthetic4phases onlybookkeeping. Train2017–19,holdout2020–25,2026throughSep9separate;2016warmup. CurrentETFsurvivors/reusedhistoricalera, not fullyprospectiveorpoint-in-timeuniverse; rawdividend/15minovernightexit/whole-share12sleeveexecution unvalidated. Actualallocation0. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . {"era":"2026","mode":"swing","lookback":60,"threshold":2,"cost_bp_side":6,"sample":85,"win_rate":49.411764705882355,"avg_win_pct":1.046315050016964,"avg_loss_pct":1.3047338220121734,"mean_trade_pct":-0.14303908524483494,"return_pct":-0.9904116127343765,"drawdown_pct":-1.9254991703749558,"annual_pct":-1.4477200319909067,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":1.8823529411764706}

Supersedesmatching2018–2023holdingdurationonly; return,drawdown,winrate,payoffs,sampleandordersUNCHANGED. Openinggap/spreadexitsnowcounte-i completedsessions; intraday/closeexitcountse-i+1. Evente isactualexitindex,parent_eexplicitseparate; priorfilee retainedparentindex whileexitdatewasalreadycorrect. Fixed12ETFpair cash-only adaptation, not exact Gatev replication. Preregistered notes1770/1773; corrected earlier spread exit note1776. Prior60close logratio z>=2abs buys losing leg at nextopen, exit signedz<=.5 nextopen or10sessions; parent partner-control identicalentry/exitdates. Swing adds prior20ADRstop1,target1.5, half+1R/BEfollowingday, earliest parentopenexit or5sessionclose, knownopengaps thenstopfirstdailyambiguity. Fees1bp+5/15bpslip/side. 12cash-separated1000USDsleeves, fractional diagnostic,0cashinterest. Custom orderaccounting reconciledvectorbt max4.55e-13; drawdown on dailyclosingequity, synthetic4phases onlybookkeeping. Train2017–19,holdout2020–25,2026throughSep9separate;2016warmup. CurrentETFsurvivors/reusedhistoricalera, not fullyprospectiveorpoint-in-timeuniverse; rawdividend/15minovernightexit/whole-share12sleeveexecution unvalidated. Actualallocation0. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . {"era":"holdout","mode":"swing","lookback":60,"threshold":2,"cost_bp_side":16,"sample":693,"win_rate":43.722943722943725,"avg_win_pct":1.0497530757657871,"avg_loss_pct":1.4076187714913904,"mean_trade_pct":-0.3331834616516719,"return_pct":-17.443805966494452,"drawdown_pct":-17.631252757542924,"annual_pct":-3.1525611975993906,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.168831168831169}

Supersedesmatching2018–2023holdingdurationonly; return,drawdown,winrate,payoffs,sampleandordersUNCHANGED. Openinggap/spreadexitsnowcounte-i completedsessions; intraday/closeexitcountse-i+1. Evente isactualexitindex,parent_eexplicitseparate; priorfilee retainedparentindex whileexitdatewasalreadycorrect. Fixed12ETFpair cash-only adaptation, not exact Gatev replication. Preregistered notes1770/1773; corrected earlier spread exit note1776. Prior60close logratio z>=2abs buys losing leg at nextopen, exit signedz<=.5 nextopen or10sessions; parent partner-control identicalentry/exitdates. Swing adds prior20ADRstop1,target1.5, half+1R/BEfollowingday, earliest parentopenexit or5sessionclose, knownopengaps thenstopfirstdailyambiguity. Fees1bp+5/15bpslip/side. 12cash-separated1000USDsleeves, fractional diagnostic,0cashinterest. Custom orderaccounting reconciledvectorbt max4.55e-13; drawdown on dailyclosingequity, synthetic4phases onlybookkeeping. Train2017–19,holdout2020–25,2026throughSep9separate;2016warmup. CurrentETFsurvivors/reusedhistoricalera, not fullyprospectiveorpoint-in-timeuniverse; rawdividend/15minovernightexit/whole-share12sleeveexecution unvalidated. Actualallocation0. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . {"era":"holdout","mode":"swing","lookback":60,"threshold":2,"cost_bp_side":6,"sample":693,"win_rate":47.33044733044733,"avg_win_pct":1.1622766582272532,"avg_loss_pct":1.298209026864466,"mean_trade_pct":-0.13365014560893357,"return_pct":-7.482735811444297,"drawdown_pct":-8.062771031087145,"annual_pct":-1.2912775159435896,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":2.168831168831169}

Supersedesmatching2018–2023holdingdurationonly; return,drawdown,winrate,payoffs,sampleandordersUNCHANGED. Openinggap/spreadexitsnowcounte-i completedsessions; intraday/closeexitcountse-i+1. Evente isactualexitindex,parent_eexplicitseparate; priorfilee retainedparentindex whileexitdatewasalreadycorrect. Fixed12ETFpair cash-only adaptation, not exact Gatev replication. Preregistered notes1770/1773; corrected earlier spread exit note1776. Prior60close logratio z>=2abs buys losing leg at nextopen, exit signedz<=.5 nextopen or10sessions; parent partner-control identicalentry/exitdates. Swing adds prior20ADRstop1,target1.5, half+1R/BEfollowingday, earliest parentopenexit or5sessionclose, knownopengaps thenstopfirstdailyambiguity. Fees1bp+5/15bpslip/side. 12cash-separated1000USDsleeves, fractional diagnostic,0cashinterest. Custom orderaccounting reconciledvectorbt max4.55e-13; drawdown on dailyclosingequity, synthetic4phases onlybookkeeping. Train2017–19,holdout2020–25,2026throughSep9separate;2016warmup. CurrentETFsurvivors/reusedhistoricalera, not fullyprospectiveorpoint-in-timeuniverse; rawdividend/15minovernightexit/whole-share12sleeveexecution unvalidated. Actualallocation0. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . {"era":"train","mode":"swing","lookback":60,"threshold":2,"cost_bp_side":16,"sample":327,"win_rate":36.08562691131498,"avg_win_pct":0.7219622563489604,"avg_loss_pct":0.9572955037660856,"mean_trade_pct":-0.35132481357166523,"return_pct":-8.991668540893727,"drawdown_pct":-9.243124263749024,"annual_pct":-3.099904585973068,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.073394495412844}

Supersedesmatching2018–2023holdingdurationonly; return,drawdown,winrate,payoffs,sampleandordersUNCHANGED. Openinggap/spreadexitsnowcounte-i completedsessions; intraday/closeexitcountse-i+1. Evente isactualexitindex,parent_eexplicitseparate; priorfilee retainedparentindex whileexitdatewasalreadycorrect. Fixed12ETFpair cash-only adaptation, not exact Gatev replication. Preregistered notes1770/1773; corrected earlier spread exit note1776. Prior60close logratio z>=2abs buys losing leg at nextopen, exit signedz<=.5 nextopen or10sessions; parent partner-control identicalentry/exitdates. Swing adds prior20ADRstop1,target1.5, half+1R/BEfollowingday, earliest parentopenexit or5sessionclose, knownopengaps thenstopfirstdailyambiguity. Fees1bp+5/15bpslip/side. 12cash-separated1000USDsleeves, fractional diagnostic,0cashinterest. Custom orderaccounting reconciledvectorbt max4.55e-13; drawdown on dailyclosingequity, synthetic4phases onlybookkeeping. Train2017–19,holdout2020–25,2026throughSep9separate;2016warmup. CurrentETFsurvivors/reusedhistoricalera, not fullyprospectiveorpoint-in-timeuniverse; rawdividend/15minovernightexit/whole-share12sleeveexecution unvalidated. Actualallocation0. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . {"era":"train","mode":"swing","lookback":60,"threshold":2,"cost_bp_side":6,"sample":327,"win_rate":47.09480122324159,"avg_win_pct":0.7343180414451267,"avg_loss_pct":0.9406512971323767,"mean_trade_pct":-0.1518278165790571,"return_pct":-3.9049073757491115,"drawdown_pct":-4.78559410583509,"annual_pct":-1.3224310717029675,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":2.073394495412844}

Samefrozen60/2/0.5ten-sessionentry/exit scheduleaslongcomparison, buthypothetical+.5longloser/-.5shortwinner perunitcapital; gross1, dailyclosemarks andactualopenentry/exit. Bothlegs fees1bp+5/15bpslip, shortborrowASSUMED3%annualactualcalendardays, nointerestrebate. Customcash/PnLdiagnostic, notvenueoffered/no shortorder; absentborrowavailabilityandmarginhistoricaldata precludetradeevenifpositive. Netnegativeall6era/costcells; thisETFadaptationdoesnotfalsifypublishedstockdistancepairs. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . {"era":"2026","mode":"hedged_diagnostic","cost_bp_side":16,"return_pct":-2.4600638359964955,"drawdown_pct":-2.4600638359964955,"sample":85,"win_rate":7.0588235294117645,"avg_win_pct":0.3575082147542097,"avg_loss_pct":0.4056359352514467,"mean_trade_pct":-0.35176693642751805,"borrow_ann_pct":3,"gross_exposure":1,"actualsize":0}

Samefrozen60/2/0.5ten-sessionentry/exit scheduleaslongcomparison, buthypothetical+.5longloser/-.5shortwinner perunitcapital; gross1, dailyclosemarks andactualopenentry/exit. Bothlegs fees1bp+5/15bpslip, shortborrowASSUMED3%annualactualcalendardays, nointerestrebate. Customcash/PnLdiagnostic, notvenueoffered/no shortorder; absentborrowavailabilityandmarginhistoricaldata precludetradeevenifpositive. Netnegativeall6era/costcells; thisETFadaptationdoesnotfalsifypublishedstockdistancepairs. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . {"era":"2026","mode":"hedged_diagnostic","cost_bp_side":6,"return_pct":-1.0645528814551164,"drawdown_pct":-1.1186810970603478,"sample":85,"win_rate":14.117647058823529,"avg_win_pct":0.3272119619333195,"avg_loss_pct":0.22979880039870312,"mean_trade_pct":-0.1511619868930058,"borrow_ann_pct":3,"gross_exposure":1,"actualsize":0}

Samefrozen60/2/0.5ten-sessionentry/exit scheduleaslongcomparison, buthypothetical+.5longloser/-.5shortwinner perunitcapital; gross1, dailyclosemarks andactualopenentry/exit. Bothlegs fees1bp+5/15bpslip, shortborrowASSUMED3%annualactualcalendardays, nointerestrebate. Customcash/PnLdiagnostic, notvenueoffered/no shortorder; absentborrowavailabilityandmarginhistoricaldata precludetradeevenifpositive. Netnegativeall6era/costcells; thisETFadaptationdoesnotfalsifypublishedstockdistancepairs. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . {"era":"holdout","mode":"hedged_diagnostic","cost_bp_side":16,"return_pct":-18.526144243475727,"drawdown_pct":-18.526144243475727,"sample":693,"win_rate":4.329004329004329,"avg_win_pct":0.17108738954442204,"avg_loss_pct":0.3789228104957214,"mean_trade_pct":-0.35511284512601815,"borrow_ann_pct":3,"gross_exposure":1,"actualsize":0}

Samefrozen60/2/0.5ten-sessionentry/exit scheduleaslongcomparison, buthypothetical+.5longloser/-.5shortwinner perunitcapital; gross1, dailyclosemarks andactualopenentry/exit. Bothlegs fees1bp+5/15bpslip, shortborrowASSUMED3%annualactualcalendardays, nointerestrebate. Customcash/PnLdiagnostic, notvenueoffered/no shortorder; absentborrowavailabilityandmarginhistoricaldata precludetradeevenifpositive. Netnegativeall6era/costcells; thisETFadaptationdoesnotfalsifypublishedstockdistancepairs. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . {"era":"holdout","mode":"hedged_diagnostic","cost_bp_side":6,"return_pct":-8.56982548022306,"drawdown_pct":-8.56982548022306,"sample":693,"win_rate":15.151515151515152,"avg_win_pct":0.1638875388825972,"avg_loss_pct":0.21198345841403582,"mean_trade_pct":-0.15503330730848536,"borrow_ann_pct":3,"gross_exposure":1,"actualsize":0}

Samefrozen60/2/0.5ten-sessionentry/exit scheduleaslongcomparison, buthypothetical+.5longloser/-.5shortwinner perunitcapital; gross1, dailyclosemarks andactualopenentry/exit. Bothlegs fees1bp+5/15bpslip, shortborrowASSUMED3%annualactualcalendardays, nointerestrebate. Customcash/PnLdiagnostic, notvenueoffered/no shortorder; absentborrowavailabilityandmarginhistoricaldata precludetradeevenifpositive. Netnegativeall6era/costcells; thisETFadaptationdoesnotfalsifypublishedstockdistancepairs. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . {"era":"train","mode":"hedged_diagnostic","cost_bp_side":16,"return_pct":-9.09268366461652,"drawdown_pct":-9.09268366461652,"sample":327,"win_rate":1.834862385321101,"avg_win_pct":0.14988536269445002,"avg_loss_pct":0.35907171311572045,"mean_trade_pct":-0.34973305117424935,"borrow_ann_pct":3,"gross_exposure":1,"actualsize":0}

Samefrozen60/2/0.5ten-sessionentry/exit scheduleaslongcomparison, buthypothetical+.5longloser/-.5shortwinner perunitcapital; gross1, dailyclosemarks andactualopenentry/exit. Bothlegs fees1bp+5/15bpslip, shortborrowASSUMED3%annualactualcalendardays, nointerestrebate. Customcash/PnLdiagnostic, notvenueoffered/no shortorder; absentborrowavailabilityandmarginhistoricaldata precludetradeevenifpositive. Netnegativeall6era/costcells; thisETFadaptationdoesnotfalsifypublishedstockdistancepairs. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . {"era":"train","mode":"hedged_diagnostic","cost_bp_side":6,"return_pct":-3.9994773698029396,"drawdown_pct":-3.9994773698029396,"sample":327,"win_rate":11.62079510703364,"avg_win_pct":0.11403664609731172,"avg_loss_pct":0.18432832887387857,"mean_trade_pct":-0.14965594646132435,"borrow_ann_pct":3,"gross_exposure":1,"actualsize":0}