Stats

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":2.3176470588235296}

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":2.3176470588235296}

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":2.513708513708514}

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":2.513708513708514}

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":2.458715596330275}

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":2.458715596330275}

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":"partner","lookback":60,"threshold":2,"cost_bp_side":16,"sample":85,"win_rate":52.94117647058824,"avg_win_pct":2.6175583216331755,"avg_loss_pct":2.3567943518031274,"mean_trade_pct":0.2766864753102092,"return_pct":1.9458284757132294,"drawdown_pct":-2.57846801218814,"annual_pct":2.8637212348370245,"quarter_kelly":0.02642600864166955,"reconciliation_error":2.2737367544323206e-13,"mean_holding":6.352941176470588}

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":"partner","lookback":60,"threshold":2,"cost_bp_side":6,"sample":85,"win_rate":55.294117647058826,"avg_win_pct":2.7062532806392277,"avg_loss_pct":2.2792484256888024,"mean_trade_pct":0.4774407531043438,"return_pct":3.4131564952848636,"drawdown_pct":-2.5210388928156524,"annual_pct":5.040125895823255,"quarter_kelly":0.04410532788264837,"reconciliation_error":2.2737367544323206e-13,"mean_holding":6.352941176470588}

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":"long","lookback":60,"threshold":2,"cost_bp_side":16,"sample":85,"win_rate":52.94117647058824,"avg_win_pct":2.562329390127019,"avg_loss_pct":2.265582336804676,"mean_trade_pct":0.2903709303944568,"return_pct":2.0453287831024625,"drawdown_pct":-2.036223298674822,"annual_pct":3.01084669553755,"quarter_kelly":0.028330757504606244,"reconciliation_error":2.2737367544323206e-13,"mean_holding":6.352941176470588}

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":"long","lookback":60,"threshold":2,"cost_bp_side":6,"sample":85,"win_rate":56.470588235294116,"avg_win_pct":2.600690135441683,"avg_loss_pct":2.2455447329019464,"mean_trade_pct":0.4911526045156324,"return_pct":3.512769774118296,"drawdown_pct":-1.9209740678267306,"annual_pct":5.188400245693869,"quarter_kelly":0.04721367972892111,"reconciliation_error":2.2737367544323206e-13,"mean_holding":6.352941176470588}

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":"partner","lookback":60,"threshold":2,"cost_bp_side":16,"sample":693,"win_rate":47.90764790764791,"avg_win_pct":2.2551265940507754,"avg_loss_pct":2.542255967016688,"mean_trade_pct":-0.24394282087758565,"return_pct":-14.93264960223425,"drawdown_pct":-20.514237421994743,"annual_pct":-2.6664044353981287,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":6.489177489177489}

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":"partner","lookback":60,"threshold":2,"cost_bp_side":6,"sample":693,"win_rate":53.39105339105339,"avg_win_pct":2.2177148914187086,"avg_loss_pct":2.6353141957989727,"mean_trade_pct":-0.04423084475922939,"return_pct":-4.598543619567375,"drawdown_pct":-20.002464676330188,"annual_pct":-0.7836005929073853,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":6.489177489177489}

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":"long","lookback":60,"threshold":2,"cost_bp_side":16,"sample":693,"win_rate":48.484848484848484,"avg_win_pct":2.2447589489002135,"avg_loss_pct":2.571737637550639,"mean_trade_pct":-0.23646656533204397,"return_pct":-14.861662019676658,"drawdown_pct":-20.72195772003711,"annual_pct":-2.6528359749760977,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":6.489177489177489}

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":"long","lookback":60,"threshold":2,"cost_bp_side":6,"sample":693,"win_rate":53.102453102453104,"avg_win_pct":2.2451826766131653,"avg_loss_pct":2.6205777933793666,"mean_trade_pct":-0.03673962172388057,"return_pct":-4.5294064926765465,"drawdown_pct":-20.212738800453465,"annual_pct":-0.7715887967300161,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":6.489177489177489}

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":"partner","lookback":60,"threshold":2,"cost_bp_side":16,"sample":327,"win_rate":41.284403669724774,"avg_win_pct":1.5983907396226813,"avg_loss_pct":1.548724286108498,"mean_trade_pct":-0.24945661493507523,"return_pct":-6.158502756154139,"drawdown_pct":-11.754775397915829,"annual_pct":-2.1019814538745463,"quarter_kelly":0,"reconciliation_error":4.547473508864641e-13,"mean_holding":6.116207951070336}

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":"partner","lookback":60,"threshold":2,"cost_bp_side":6,"sample":327,"win_rate":50.15290519877675,"avg_win_pct":1.5011741013472737,"avg_loss_pct":1.6102003628691675,"mean_trade_pct":-0.04975567745174749,"return_pct":-0.9391611440970005,"drawdown_pct":-10.12132336890874,"annual_pct":-0.31487056815704406,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":6.116207951070336}

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":"long","lookback":60,"threshold":2,"cost_bp_side":16,"sample":327,"win_rate":42.813455657492355,"avg_win_pct":1.55461152404842,"avg_loss_pct":1.5762199685314475,"mean_trade_pct":-0.23580281574495987,"return_pct":-5.7088403982822005,"drawdown_pct":-11.835181107010495,"annual_pct":-1.9454494171501469,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":6.116207951070336}

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":"long","lookback":60,"threshold":2,"cost_bp_side":6,"sample":327,"win_rate":50.764525993883794,"avg_win_pct":1.499011523847512,"avg_loss_pct":1.6188340908095418,"mean_trade_pct":-0.03607454330779597,"return_pct":-0.4634208794411232,"drawdown_pct":-10.201644820705791,"annual_pct":-0.15512292423035534,"quarter_kelly":0,"reconciliation_error":2.2737367544323206e-13,"mean_holding":6.116207951070336}

Executed required CLI with symbols BTC/USD,ETH/USD,SOL/USD, sma-cross fast5 slow50 days617. Source: https://runway.adityaperswal.workers.dev/data/crypto-bars . BTC return+24.768%,DD27.358%,44.444%wins,N9;ETH+98.249%,DD43.756%,50%wins,N6;SOL-9.895%,DD56.787%,20%wins,N10;618dailybars each. These are gross harness outputs, not the frozen pullback strategy. Code inspection finds same-close fills, no fees/slippage, no holdout split, current incomplete day allowed, and ignored pagination token. Premises: realistic costs and unseen validation are required; this run's CLI omits them. Conclusion: reject these outputs as trade authorization and rely on separately recorded vectorbt experiment1991–1993 for the costed research question. Positive headline returns from a different rule do not repair rejected pullback evidence.

Re-read originalrecords1896/1939, NOT a newrun or newindependentsample. Costedvectorbt20high/10lowchannelclose-rule,nextopenexec,SMA50filter:fees5bp/slip10bpeachside;2022-24train-54.0393%,2025-Sep9holdout+144.1551%,DD22.9576%,7closedtrades,42.8571%wins,avgwin42.9894%,avgloss5.8732%,mean15.0679%,bootstrap95%CI[-4.1565,44.1486]%;stressslip30bpreturn136.9402%. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SSL&timeframe=1Day&feed=sip&adjustment=all . PriorCLIbreakout20/3%stop/4.5%target1460days:11.0736%return,20.672%DD,37.143%win,N70,uncosted/noholdout; differentexitstructure,notcombinable. Freezealloriginalparametersandoutcomes; currentprimarynewsdoesnotjustifyretestingselectedwinner. Originaltestcurrent-universebias,smallNandunvalidated15minvenueexitsremain. PointquarterKellycanexceed1butuncertainty-awareapproved0. No newstrategytrusted ortraded.

Executed node /app/agent/dist/backtest.js --symbols IPHA --strategy momentum --lookback20 --days1800 --stop-pct5 --target-pct7.5 (actualCLIspacesbetweenflags/values). 1157IEXbars,110trades,return-75.247754%,DD75.762795%,win25.454545%,average-1.150144%,buyhold-65.694683%. Sameas1941, nofreshindependentedge orOOSclaim. GenericCLI lacks explicitcostsandseparateholdout; stoppricefillsdo notvalidate15minvenue. It isdiagnosticonly; independentchronologicalcostedcalendarstudyrecordedseparatelyandalsofails. Nochangefromrepeatresult. Data https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex&timeframe=1Day .

Premises1 note1774 frozenbeforeprices:18 advancecalendarreports2022–May2026,2022–24trainN12/2025–26holdoutN6, noeventselectedonreturn. Sourcesfiveissuerannualcalendarobservations19995–99; allbeforeCETopen, noAGM/futureevents.2 Buy5thUSprioropen, selllastpriorclose or1ADR20stop/1.5ADR20target; prior20only, gapopenprecedence,stopfirstintradayambiguity. vectorbt longonlycash,reinvestnonoverlappingtrades, fees10bp/side,slippage25bp(base)/50bp(stress). All72eventoutcomes reconciledcashformula and8portfolio totals; initialdefaultshortbugcaughtandcorrectedbeforerecording.3 Basebarriertrain-29.0994%,DD30.3031%;holdout-10.4636%,DD12.1874%,p33.3333%,W7.67464%,L6.25470%,mean-1.61159%,bootstrapCI[-6.34633,3.30274]%. Stressholdout-13.1098%;timeonlybase-15.1724%/stress-17.6795%. All8split/mode/costcellsnegative, rawquarterKelly0. Conclusionreject,notretune. Limitations:1issuer,N6,calendarrevision/earlypipelinearchiveincomplete,20daydollarvolall18<1m; notSobi-financing-conditioned cohort. Syntheticopen/close markDDdoesnotcaptureallintradayDD; dailytouchfills, fractionalabstractcapital/no+1Rpartialnotvenueexecution. Fees/slippageassumptions,actualquotesunknown. Counterexamplechangedfundingregimecouldalterfuturepayoff; needsindependentcohort,notinvalidationofnegativeobservedtest. Data https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IPHA,SPY&timeframe=1Day&feed=sip&adjustment=all . Inputs/results20000–17andcompanionaggregates; code /tmp/codex-run-EyESFK/ipha_test.py . Noorder.

Premises1 Note1772frozenclose>SMA50day AND3dayreturn<0;nextopenentrywhenflat,exitpriorclose>SMA5dayor5calendardays;hourly1200/72/120windows.2 Vectorbt25bpfees+10bpslippageeachside,20bpstress,40/60neighborsnotselected.2024Octwarmup;2025train,2026Jan1–Sep9holdout,reset100cash,endlastrealopenliquidation,noinventedexecutionprices.3 supplieddaily,reconstructedfrom24hourdays,andhourly tested; matched supplieddaily usesidenticalmissingdaymask. Train [{"source":"daily","return":-22.817232146443544,"n":24},{"source":"reconstructed","return":-17.97705352272135,"n":23},{"source":"hourly","return":-55.64083504794042,"n":152}]. OOS supplieddaily -21.4602% N12;reconstructed -18.9768% N8;matched -18.9768% N8;hourly -50.1622% N82. Hourly wholecapitalmean -0.830655%,win 10.9756%,avgwin/loss 0.536507/0.999209%;quarterKelly0. Conclusion noentry. 120cells recorded19931–70,4positiveOOSneighborsdo not select. PreviouslyseenOOS isreanalysis,notnewindependentvalidation. Unreconciledvendorcause,quotemidpointfills,15minstops/greenexitsunvalidated;no deployable stops/targets. TradepayoffsdividevbtReturnby1.0025,credit-assetfeeapproximation. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

Premises1 Note1772frozenclose>SMA50day AND3dayreturn<0;nextopenentrywhenflat,exitpriorclose>SMA5dayor5calendardays;hourly1200/72/120windows.2 Vectorbt25bpfees+10bpslippageeachside,20bpstress,40/60neighborsnotselected.2024Octwarmup;2025train,2026Jan1–Sep9holdout,reset100cash,endlastrealopenliquidation,noinventedexecutionprices.3 supplieddaily,reconstructedfrom24hourdays,andhourly tested; matched supplieddaily usesidenticalmissingdaymask. Train [{"source":"daily","return":14.298592835602305,"n":19},{"source":"reconstructed","return":14.298592835602305,"n":19},{"source":"hourly","return":-52.53878157553182,"n":118}]. OOS supplieddaily -0.3949% N21;reconstructed -3.4189% N14;matched -3.4189% N14;hourly -54.3360% N111. Hourly wholecapitalmean -0.694297%,win 8.1081%,avgwin/loss 0.648391/0.812769%;quarterKelly0. Conclusion noentry. 120cells recorded19931–70,4positiveOOSneighborsdo not select. PreviouslyseenOOS isreanalysis,notnewindependentvalidation. Unreconciledvendorcause,quotemidpointfills,15minstops/greenexitsunvalidated;no deployable stops/targets. TradepayoffsdividevbtReturnby1.0025,credit-assetfeeapproximation. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

Premises1 Note1772frozenclose>SMA50day AND3dayreturn<0;nextopenentrywhenflat,exitpriorclose>SMA5dayor5calendardays;hourly1200/72/120windows.2 Vectorbt25bpfees+10bpslippageeachside,20bpstress,40/60neighborsnotselected.2024Octwarmup;2025train,2026Jan1–Sep9holdout,reset100cash,endlastrealopenliquidation,noinventedexecutionprices.3 supplieddaily,reconstructedfrom24hourdays,andhourly tested; matched supplieddaily usesidenticalmissingdaymask. Train [{"source":"daily","return":-9.66791139229285,"n":26},{"source":"reconstructed","return":-4.325501258144527,"n":20},{"source":"hourly","return":-55.63734164418271,"n":133}]. OOS supplieddaily -5.0019% N19;reconstructed -9.8920% N14;matched -10.7009% N14;hourly -51.3779% N109. Hourly wholecapitalmean -0.655568%,win 9.1743%,avgwin/loss 0.260183/0.748068%;quarterKelly0. Conclusion noentry. 120cells recorded19931–70,4positiveOOSneighborsdo not select. PreviouslyseenOOS isreanalysis,notnewindependentvalidation. Unreconciledvendorcause,quotemidpointfills,15minstops/greenexitsunvalidated;no deployable stops/targets. TradepayoffsdividevbtReturnby1.0025,credit-assetfeeapproximation. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .