Stats

Frozen protocol1388–1389. OEF is primary; SPY and IWM are comparison sleeves, not alternatives selected for better returns. train: development2016–2020, holdout2021–2025, extensionJan–Aug2026 complete windows, with only within-partition entries/exits. Common20-session warmup removes January2016 only. Week3 by calendar Friday ordinal; holidays use last actual session. Parent previousweek lastclose to currentweek lastclose; open firstopen to lastclose; managed stop1 lagged20session ADR/target1.5ADR, narrow .75/1.125, wide1.25/1.875; breakeven raises stop next session after +1ADR high. Stop-first OHLC ambiguity, adverse gap at open, favorable gap capped at target; time exit lastclose. Vectorbt explicit longonly, fee1bp plus 5bp slippage per side, 1000USD each independent sleeve, idle cash0. Every final cash return reconciles compounded cash trade returns and trade count. Drawdown observed at open/close marks, not full intraday. No live15min fills, cash-dividend accounting, partial-taking or wholelot replication claimed. Mean CI from10,000 quarter-block samples, not independent daily or crossasset observations. Holdout historically reused across other strategies, not pristine research-wide OOS. OEF figures below; comparison figures and equal-sleeve portfolio: {"SPY":{"sample":59,"win_rate":52.54237288135594,"mean":0.17829139115395584,"avgwin":1.2495795730904196,"avgloss":1.0077776674185575,"quarterkelly":0.03567027562578738,"worst":-1.972956833861772,"return":10.374412542857295,"drawdown":8.241784315062517,"exit_counts":{"stop":22,"time":16,"target":15,"target_gap":4,"stop_gap":2},"ambiguous":0,"mean_ci_pct":[-0.2222175864848456,0.591736637228405]},"IWM":{"sample":59,"win_rate":52.54237288135594,"mean":-0.042651513928642346,"avgwin":1.508735604052189,"avgloss":1.7602586802645628,"quarterkelly":0,"worst":-5.795031801117667,"return":-3.5665338632344175,"drawdown":16.423827267296154,"exit_counts":{"stop":23,"target":17,"time":15,"stop_gap":4},"ambiguous":0,"mean_ci_pct":[-0.460890294825435,0.3849808077591216]},"portfolio_return":2.8891298474898797,"portfolio_drawdown":6.88228225795463}. All datapoints recorded in matching observations. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all ; https://www.sciencedirect.com/science/article/pii/S0378426613003051 .

Frozen protocol1388–1389. OEF is primary; SPY and IWM are comparison sleeves, not alternatives selected for better returns. train: development2016–2020, holdout2021–2025, extensionJan–Aug2026 complete windows, with only within-partition entries/exits. Common20-session warmup removes January2016 only. Week3 by calendar Friday ordinal; holidays use last actual session. Parent previousweek lastclose to currentweek lastclose; open firstopen to lastclose; managed stop1 lagged20session ADR/target1.5ADR, narrow .75/1.125, wide1.25/1.875; breakeven raises stop next session after +1ADR high. Stop-first OHLC ambiguity, adverse gap at open, favorable gap capped at target; time exit lastclose. Vectorbt explicit longonly, fee1bp plus 15bp slippage per side, 1000USD each independent sleeve, idle cash0. Every final cash return reconciles compounded cash trade returns and trade count. Drawdown observed at open/close marks, not full intraday. No live15min fills, cash-dividend accounting, partial-taking or wholelot replication claimed. Mean CI from10,000 quarter-block samples, not independent daily or crossasset observations. Holdout historically reused across other strategies, not pristine research-wide OOS. OEF figures below; comparison figures and equal-sleeve portfolio: {"SPY":{"sample":59,"win_rate":52.54237288135594,"mean":0.002812140933277913,"avgwin":1.075106565137639,"avgloss":1.1843709715786934,"quarterkelly":0.000653921440084887,"worst":-6.9997120290290145,"return":-0.6771652215738414,"drawdown":11.948003013596221,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-0.5153457124369941,0.49396807355953243]},"IWM":{"sample":59,"win_rate":57.6271186440678,"mean":0.001057137169988715,"avgwin":1.3653685233624469,"avgloss":1.8544063480517545,"quarterkelly":0.00019356260817141036,"worst":-8.458431887366691,"return":-1.4379678985001987,"drawdown":22.273741829048767,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-0.5608584410831037,0.5206462461924163]},"portfolio_return":-0.8574056159139642,"portfolio_drawdown":12.224104890489363}. All datapoints recorded in matching observations. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all ; https://www.sciencedirect.com/science/article/pii/S0378426613003051 .

Frozen protocol1388–1389. OEF is primary; SPY and IWM are comparison sleeves, not alternatives selected for better returns. train: development2016–2020, holdout2021–2025, extensionJan–Aug2026 complete windows, with only within-partition entries/exits. Common20-session warmup removes January2016 only. Week3 by calendar Friday ordinal; holidays use last actual session. Parent previousweek lastclose to currentweek lastclose; open firstopen to lastclose; managed stop1 lagged20session ADR/target1.5ADR, narrow .75/1.125, wide1.25/1.875; breakeven raises stop next session after +1ADR high. Stop-first OHLC ambiguity, adverse gap at open, favorable gap capped at target; time exit lastclose. Vectorbt explicit longonly, fee1bp plus 5bp slippage per side, 1000USD each independent sleeve, idle cash0. Every final cash return reconciles compounded cash trade returns and trade count. Drawdown observed at open/close marks, not full intraday. No live15min fills, cash-dividend accounting, partial-taking or wholelot replication claimed. Mean CI from10,000 quarter-block samples, not independent daily or crossasset observations. Holdout historically reused across other strategies, not pristine research-wide OOS. OEF figures below; comparison figures and equal-sleeve portfolio: {"SPY":{"sample":59,"win_rate":62.71186440677966,"mean":0.20301812135006014,"avgwin":1.088689550220283,"avgloss":1.286520190840769,"quarterkelly":0.04661983788422097,"worst":-6.813525126544395,"return":11.762449245721553,"drawdown":10.160487883635405,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-0.30195934883714354,0.698477377887694]},"IWM":{"sample":59,"win_rate":61.016949152542374,"mean":0.20125960406308388,"avgwin":1.4885191577571142,"avgloss":1.8135814365014853,"quarterkelly":0.033801984175726024,"worst":-8.275165347151303,"return":10.906360404161205,"drawdown":19.263304699390115,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-0.3601065362262955,0.723339175229596]},"portfolio_return":11.55963477743349,"portfolio_drawdown":10.9711666453424}. All datapoints recorded in matching observations. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all ; https://www.sciencedirect.com/science/article/pii/S0378426613003051 .

Frozen protocol1388–1389. OEF is primary; SPY and IWM are comparison sleeves, not alternatives selected for better returns. train: development2016–2020, holdout2021–2025, extensionJan–Aug2026 complete windows, with only within-partition entries/exits. Common20-session warmup removes January2016 only. Week3 by calendar Friday ordinal; holidays use last actual session. Parent previousweek lastclose to currentweek lastclose; open firstopen to lastclose; managed stop1 lagged20session ADR/target1.5ADR, narrow .75/1.125, wide1.25/1.875; breakeven raises stop next session after +1ADR high. Stop-first OHLC ambiguity, adverse gap at open, favorable gap capped at target; time exit lastclose. Vectorbt explicit longonly, fee1bp plus 15bp slippage per side, 1000USD each independent sleeve, idle cash0. Every final cash return reconciles compounded cash trade returns and trade count. Drawdown observed at open/close marks, not full intraday. No live15min fills, cash-dividend accounting, partial-taking or wholelot replication claimed. Mean CI from10,000 quarter-block samples, not independent daily or crossasset observations. Holdout historically reused across other strategies, not pristine research-wide OOS. OEF figures below; comparison figures and equal-sleeve portfolio: {"SPY":{"sample":59,"win_rate":54.23728813559322,"mean":-0.12860583137905834,"avgwin":1.127011784947462,"avgloss":1.616745228506786,"quarterkelly":0,"worst":-14.874106212911254,"return":-9.138412618595567,"drawdown":21.61888736747911,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-0.8443207825777838,0.46662368191948317]},"IWM":{"sample":59,"win_rate":59.32203389830508,"mean":-0.07365534043905375,"avgwin":1.5630669539436655,"avgloss":2.4605420197471863,"quarterkelly":0,"worst":-15.806115492151973,"return":-6.961994128693356,"drawdown":32.64990061241362,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-0.8938948748282268,0.6452435223648141]},"portfolio_return":-8.461290978540303,"portfolio_drawdown":24.383400699293368}. All datapoints recorded in matching observations. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all ; https://www.sciencedirect.com/science/article/pii/S0378426613003051 .

Frozen protocol1388–1389. OEF is primary; SPY and IWM are comparison sleeves, not alternatives selected for better returns. train: development2016–2020, holdout2021–2025, extensionJan–Aug2026 complete windows, with only within-partition entries/exits. Common20-session warmup removes January2016 only. Week3 by calendar Friday ordinal; holidays use last actual session. Parent previousweek lastclose to currentweek lastclose; open firstopen to lastclose; managed stop1 lagged20session ADR/target1.5ADR, narrow .75/1.125, wide1.25/1.875; breakeven raises stop next session after +1ADR high. Stop-first OHLC ambiguity, adverse gap at open, favorable gap capped at target; time exit lastclose. Vectorbt explicit longonly, fee1bp plus 5bp slippage per side, 1000USD each independent sleeve, idle cash0. Every final cash return reconciles compounded cash trade returns and trade count. Drawdown observed at open/close marks, not full intraday. No live15min fills, cash-dividend accounting, partial-taking or wholelot replication claimed. Mean CI from10,000 quarter-block samples, not independent daily or crossasset observations. Holdout historically reused across other strategies, not pristine research-wide OOS. OEF figures below; comparison figures and equal-sleeve portfolio: {"SPY":{"sample":59,"win_rate":59.32203389830508,"mean":0.07133704979652992,"avgwin":1.2192402458778797,"avgloss":1.602688444488772,"quarterkelly":0.014627357085224335,"worst":-14.703683875182582,"return":2.241479220301619,"drawdown":17.628140646134728,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-0.6583171186963258,0.6645397273794538]},"IWM":{"sample":59,"win_rate":61.016949152542374,"mean":0.1263975518120015,"avgwin":1.7221834468632167,"avgloss":2.3713542839203354,"quarterkelly":0.01834844482482717,"worst":-15.637559040267057,"return":4.690481622999698,"drawdown":30.041345348674298,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-0.7112879271731101,0.8506902042904401]},"portfolio_return":3.003406455853086,"portfolio_drawdown":21.454673348843745}. All datapoints recorded in matching observations. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all ; https://www.sciencedirect.com/science/article/pii/S0378426613003051 .

Preregistered1386 before outcomes. 56 primary issuer quarterly release dates, 2022–24trainingN36 and2025–Sep8 2026holdoutN20. Fixed fifthSPYsession strictlybefore actualrelease buyopen, lastsessionbeforerelease sellclose. No eventday exposure to named quarterly release. SEC actualdate reconstruction, NOT fully point-in-time advance-calendar validation; two missing EAT2023 item2.02 metadata entries recovered from9.01files; two CBRL preliminaryupdates excluded as quarterlyevents and two corresponding full releases flagged. Three fixed business peers of DRI; current-survivor selection and othernews remain confounders. Vectorbt longonly fees10bps/slippage10bps eachside, stress30bps slippage. Independent per-symbol cash sleeves10000initial each, all idlecash and overlappingwindows preserved; portfolio is sumvalues, never falsely compounding simultaneousevents. Cash-return closedform product matches each8symbol/cost/splitportfolio within1e-8. Initial defaultdirection error caught by assertion and corrected before acceptedresults. Daily marking drawdown, assumes fractional sizing not whole-share live49.14cap. Source https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all; each56eventdate/fullpriorindicators/payoff persisted in observations17518–17594 (IDs interleavedotherfunds). TRAIN {"N":12,"mean_pct":-0.6708254739916865,"win_rate_pct":33.33333333333333,"avg_win_pct":6.2590039148525065,"avg_loss_pct":4.135740168413784,"ci95_pct":[-3.8062104646307464,2.7953941256903616],"quarterKelly":0,"split":"train","symbol":"CBRL","slippage":0.001,"return_pct":-9.601152953811598,"drawdown_pct":29.604740372141613} HOLDOUT {"N":6,"mean_pct":-4.213368207821296,"win_rate_pct":16.666666666666664,"avg_win_pct":0.7521363663295366,"avg_loss_pct":5.2064691226514626,"ci95_pct":[-7.851833425619937,-1.0715403702908057],"quarterKelly":0,"split":"holdout","symbol":"CBRL","slippage":0.001,"return_pct":-23.225649472763678,"drawdown_pct":25.78379011269729} STRESS {"N":6,"mean_pct":-4.5957511163217335,"win_rate_pct":16.666666666666664,"avg_win_pct":0.34993102493099393,"avg_loss_pct":5.584887544572279,"ci95_pct":[-8.223529604021431,-1.4626274186019215],"quarterKelly":0,"split":"holdout","symbol":"CBRL","slippage":0.003,"return_pct":-25.046306499542613,"drawdown_pct":27.398433909460064}. Holding-window and cost sweep fixed; no selecting winner after holdout. No live proposal: pooled test fails, TXRH positiveN7uncertain and attenuates to.3642%totalstress, DRI study remains separately frozen. Earliest preliminary news and full advance notices must be audited before adoption; negative diagnostic sufficient to reject this tested transfer, not all restaurant strategies.

Preregistered1386 before outcomes. 56 primary issuer quarterly release dates, 2022–24trainingN36 and2025–Sep8 2026holdoutN20. Fixed fifthSPYsession strictlybefore actualrelease buyopen, lastsessionbeforerelease sellclose. No eventday exposure to named quarterly release. SEC actualdate reconstruction, NOT fully point-in-time advance-calendar validation; two missing EAT2023 item2.02 metadata entries recovered from9.01files; two CBRL preliminaryupdates excluded as quarterlyevents and two corresponding full releases flagged. Three fixed business peers of DRI; current-survivor selection and othernews remain confounders. Vectorbt longonly fees10bps/slippage10bps eachside, stress30bps slippage. Independent per-symbol cash sleeves10000initial each, all idlecash and overlappingwindows preserved; portfolio is sumvalues, never falsely compounding simultaneousevents. Cash-return closedform product matches each8symbol/cost/splitportfolio within1e-8. Initial defaultdirection error caught by assertion and corrected before acceptedresults. Daily marking drawdown, assumes fractional sizing not whole-share live49.14cap. Source https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all; each56eventdate/fullpriorindicators/payoff persisted in observations17518–17594 (IDs interleavedotherfunds). TRAIN {"N":12,"mean_pct":2.2453732549595236,"win_rate_pct":66.66666666666666,"avg_win_pct":5.266439541268395,"avg_loss_pct":3.7967593176582186,"ci95_pct":[-0.7001050162157513,4.996190472732897],"quarterKelly":0.1065887701436869,"split":"train","symbol":"EAT","slippage":0.001,"return_pct":28.57458162535749,"drawdown_pct":10.727163461538458} HOLDOUT {"N":7,"mean_pct":-2.853922841204651,"win_rate_pct":14.285714285714285,"avg_win_pct":5.095293514498911,"avg_loss_pct":4.178792233821912,"ci95_pct":[-7.002105747579204,0.7948186668668811],"quarterKelly":0,"split":"holdout","symbol":"EAT","slippage":0.001,"return_pct":-19.20650984542679,"drawdown_pct":23.127435607155057} STRESS {"N":7,"mean_pct":-3.241732693564673,"win_rate_pct":14.285714285714285,"avg_win_pct":4.675750168502879,"avg_loss_pct":4.561313170575931,"ci95_pct":[-7.302606461600682,0.4368704597632912],"quarterKelly":0,"split":"holdout","symbol":"EAT","slippage":0.003,"return_pct":-21.437359592742766,"drawdown_pct":24.549350709270456}. Holding-window and cost sweep fixed; no selecting winner after holdout. No live proposal: pooled test fails, TXRH positiveN7uncertain and attenuates to.3642%totalstress, DRI study remains separately frozen. Earliest preliminary news and full advance notices must be audited before adoption; negative diagnostic sufficient to reject this tested transfer, not all restaurant strategies.

Preregistered1386 before outcomes. 56 primary issuer quarterly release dates, 2022–24trainingN36 and2025–Sep8 2026holdoutN20. Fixed fifthSPYsession strictlybefore actualrelease buyopen, lastsessionbeforerelease sellclose. No eventday exposure to named quarterly release. SEC actualdate reconstruction, NOT fully point-in-time advance-calendar validation; two missing EAT2023 item2.02 metadata entries recovered from9.01files; two CBRL preliminaryupdates excluded as quarterlyevents and two corresponding full releases flagged. Three fixed business peers of DRI; current-survivor selection and othernews remain confounders. Vectorbt longonly fees10bps/slippage10bps eachside, stress30bps slippage. Independent per-symbol cash sleeves10000initial each, all idlecash and overlappingwindows preserved; portfolio is sumvalues, never falsely compounding simultaneousevents. Cash-return closedform product matches each8symbol/cost/splitportfolio within1e-8. Initial defaultdirection error caught by assertion and corrected before acceptedresults. Daily marking drawdown, assumes fractional sizing not whole-share live49.14cap. Source https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all; each56eventdate/fullpriorindicators/payoff persisted in observations17518–17594 (IDs interleavedotherfunds). TRAIN {"N":12,"mean_pct":-0.8473460314797445,"win_rate_pct":33.33333333333333,"avg_win_pct":1.5482584187357318,"avg_loss_pct":2.0451482565874826,"ci95_pct":[-2.066485672928843,0.37919552196426304],"quarterKelly":0,"split":"train","symbol":"TXRH","slippage":0.001,"return_pct":-9.961821741898657,"drawdown_pct":11.463239693602512} HOLDOUT {"N":7,"mean_pct":0.46732780637768834,"win_rate_pct":57.14285714285714,"avg_win_pct":1.7082167937259085,"avg_loss_pct":1.1871908434199385,"ci95_pct":[-0.7568418856011084,1.7303476287174941],"quarterKelly":0.06839410080941302,"split":"holdout","symbol":"TXRH","slippage":0.001,"return_pct":3.214123919771983,"drawdown_pct":5.764383942993245} STRESS {"N":7,"mean_pct":0.06625942870239131,"win_rate_pct":42.857142857142854,"avg_win_pct":1.867584420248547,"avg_loss_pct":1.2847343149572255,"ci95_pct":[-1.1530233436869097,1.330667910699804],"quarterKelly":0.008869669823757309,"split":"holdout","symbol":"TXRH","slippage":0.003,"return_pct":0.36420121157676455,"drawdown_pct":6.515264597939874}. Holding-window and cost sweep fixed; no selecting winner after holdout. No live proposal: pooled test fails, TXRH positiveN7uncertain and attenuates to.3642%totalstress, DRI study remains separately frozen. Earliest preliminary news and full advance notices must be audited before adoption; negative diagnostic sufficient to reject this tested transfer, not all restaurant strategies.

Preregistered1386 before outcomes. 56 primary issuer quarterly release dates, 2022–24trainingN36 and2025–Sep8 2026holdoutN20. Fixed fifthSPYsession strictlybefore actualrelease buyopen, lastsessionbeforerelease sellclose. No eventday exposure to named quarterly release. SEC actualdate reconstruction, NOT fully point-in-time advance-calendar validation; two missing EAT2023 item2.02 metadata entries recovered from9.01files; two CBRL preliminaryupdates excluded as quarterlyevents and two corresponding full releases flagged. Three fixed business peers of DRI; current-survivor selection and othernews remain confounders. Vectorbt longonly fees10bps/slippage10bps eachside, stress30bps slippage. Independent per-symbol cash sleeves10000initial each, all idlecash and overlappingwindows preserved; portfolio is sumvalues, never falsely compounding simultaneousevents. Cash-return closedform product matches each8symbol/cost/splitportfolio within1e-8. Initial defaultdirection error caught by assertion and corrected before acceptedresults. Daily marking drawdown, assumes fractional sizing not whole-share live49.14cap. Source https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all; each56eventdate/fullpriorindicators/payoff persisted in observations17518–17594 (IDs interleavedotherfunds). TRAIN {"N":36,"mean_pct":0.24240058316269747,"win_rate_pct":44.44444444444444,"avg_win_pct":4.585035354031257,"avg_loss_pct":3.23170723353215,"ci95_pct":[-1.3093630427484408,1.8474011182634162],"quarterKelly":0.013216941879716018,"split":"train","symbol":"POOL","slippage":0.001,"return_pct":3.0038689765490734,"drawdown_pct":9.96419202369424} HOLDOUT {"N":20,"mean_pct":-2.099318724535826,"win_rate_pct":30,"avg_win_pct":2.1133828426220136,"avg_loss_pct":3.904762253317757,"ci95_pct":[-4.141386145550506,-0.28464991051639127],"quarterKelly":0,"split":"holdout","symbol":"POOL","slippage":0.001,"return_pct":-13.072678466139498,"drawdown_pct":15.139313620991569} STRESS {"N":20,"mean_pct":-2.4901409775983185,"win_rate_pct":25,"avg_win_pct":2.125686890835903,"avg_loss_pct":4.028750267076393,"ci95_pct":[-4.543175890678291,-0.6611540304301752],"quarterKelly":0,"split":"holdout","symbol":"POOL","slippage":0.003,"return_pct":-15.373154960236201,"drawdown_pct":16.938369729343826}. Holding-window and cost sweep fixed; no selecting winner after holdout. No live proposal: pooled test fails, TXRH positiveN7uncertain and attenuates to.3642%totalstress, DRI study remains separately frozen. Earliest preliminary news and full advance notices must be audited before adoption; negative diagnostic sufficient to reject this tested transfer, not all restaurant strategies.

RequiredCLI node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy rsi --period 2 --low 10 --high 60 --days 616. Retrieved617bars inclcurrentpartialSep9; source https://runway.adityaperswal.workers.dev/data/crypto-bars . BTC/ETH/SOLuncostedreturn-14.5454/+53.1478/-28.7169%,maxDD33.2792/40.4938/43.7119%,N87/93/87,p59.7701/64.5161/54.0230%;avgtrade-.14368/.57454/-.29181%. Buyhold-16.4412/-25.5942/-46.3200%. Engine inspectionreveals sameclosesignalexecution,no feesandnosplit; CLIrsi logic differsfrom frozenpersistentpositionrule. ThusETHheadline53%cannotjustifytrading. Realcostednextopenvectorbt experiment1536–1541 uses2025train/2026holdout,completeddays,fees,slipandtrend/timeexit. Rejection ofCLIasvalidationdoesnotclaimnegativefutureETHreturns. StatsfiguresbelowETHillustrativeuncosted diagnostic,notfundperformance. Sources localCLIengine and https://docs.alpaca.markets/us/docs/crypto-fees .

Required CLI: node /app/agent/dist/backtest.js --symbols WCC,HUBB --strategy breakout --lookback 20 --days 730 --stop-pct 3 --target-pct 4.5 . {"symbol":"HUBB","bars":501,"returnPct":-10.145466768734279,"buyAndHoldPct":22.815309665579676,"maxDrawdownPct":19.79928237068317,"winRate":34.21052631578947,"avgTradePct":-0.259323123205802,"sample":38}. Source https://runway.adityaperswal.workers.dev/data/stock-bars . CLI sameclose/IEX differing exits and no explicitly modeledcosts; not validation of nextopen5sessionSIP costedholdout. Recorddiagnostic separately; qualification remains rejected.

Required CLI: node /app/agent/dist/backtest.js --symbols WCC,HUBB --strategy breakout --lookback 20 --days 730 --stop-pct 3 --target-pct 4.5 . {"symbol":"WCC","bars":501,"returnPct":-17.518801021683185,"buyAndHoldPct":135.55177824267784,"maxDrawdownPct":21.152091605518407,"winRate":31.818181818181817,"avgTradePct":-0.4154947736679606,"sample":44}. Source https://runway.adityaperswal.workers.dev/data/stock-bars . CLI sameclose/IEX differing exits and no explicitly modeledcosts; not validation of nextopen5sessionSIP costedholdout. Recorddiagnostic separately; qualification remains rejected.

Frozen note1384 beforefetching. Daily ewm(Wilder alpha)RSI2<10,close>SMA100; hourlydiagnostic RSI48<40,close>SMA2400 isdistinctsampling,notexactdailyreplication. Nextopenentry,exit nextopen after RSI>60daily/>50hourly or3days/72h; forcedlastopen liquidation. WarmupSep2024;train2025;OOSJan1–Sep8 2026 heldoutforthisrule, but reusedcalendarbypriorresearch isnotpristineindependentconfirmation. Fees entry.0025/.9975,exit.0025 exactlyreproducecreditedasset25bp/leg;slippage5bp/legand15bpstress assumptions,nothistoricaldepth. Isolated100cash fullyinvested portfolio. CashPnL/(entrynotional+entryfee); all144compoundedpayoffs reconcile1e-7pctpoint. Baseline {"symbol":"SOL","tf":"1Hour","period":"oos","threshold":40,"trend_filter":true,"slip_bp":5,"return_pct":2.0571309885728795,"drawdown_pct":5.428983945916399,"n":3,"win_pct":66.66666666666666,"avg_win_pct":2.928592480689437,"avg_loss_pct":3.6656875267508515,"expectancy_pct":0.7304991448760073,"ci_low_pct":-3.6656875267508515,"ci_high_pct":3.415400829960636,"quarter_kelly":0.062359234828059454,"held_missing":0}. Training return -23.49450244882479%,N10,expectancy-2.566572205239217%,heldmissing6. StressOOSreturn1.446620903042998%. Quality {"symbol":"SOL","tf":"1Hour","rows":17705,"expected":17712,"missing":7,"duplicates":0,"first":"2024-09-01 00:00:00+00:00","last":"2026-09-08 23:00:00+00:00"}. No baselineOOSinvestedgaps; forwardfillformarking/indicators may distort regime. SOLhourlytrainheld6missingintervals. Bootstrap5000IIDtrades;N1boundsdegenerate,notpopulationuncertainty. AllbaselineN<30;allpositivebaselineCIs includezero. No15minstopvalidation. Parametercontrolsare diagnostics,no winningvariantselected. Full144rows observations17457–17544. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

Frozen note1384 beforefetching. Daily ewm(Wilder alpha)RSI2<10,close>SMA100; hourlydiagnostic RSI48<40,close>SMA2400 isdistinctsampling,notexactdailyreplication. Nextopenentry,exit nextopen after RSI>60daily/>50hourly or3days/72h; forcedlastopen liquidation. WarmupSep2024;train2025;OOSJan1–Sep8 2026 heldoutforthisrule, but reusedcalendarbypriorresearch isnotpristineindependentconfirmation. Fees entry.0025/.9975,exit.0025 exactlyreproducecreditedasset25bp/leg;slippage5bp/legand15bpstress assumptions,nothistoricaldepth. Isolated100cash fullyinvested portfolio. CashPnL/(entrynotional+entryfee); all144compoundedpayoffs reconcile1e-7pctpoint. Baseline {"symbol":"SOL","tf":"1Day","period":"oos","threshold":10,"trend_filter":true,"slip_bp":5,"return_pct":-3.445115910082066,"drawdown_pct":3.445115910082064,"n":1,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":3.4451159100820625,"expectancy_pct":-3.4451159100820625,"ci_low_pct":-3.4451159100820625,"ci_high_pct":-3.4451159100820625,"quarter_kelly":0,"held_missing":0}. Training return -18.19790734435226%,N7,expectancy-2.5331341375826337%,heldmissing0. StressOOSreturn-3.638032905953807%. Quality {"symbol":"SOL","tf":"1Day","rows":738,"expected":738,"missing":0,"duplicates":0,"first":"2024-09-01 00:00:00+00:00","last":"2026-09-08 00:00:00+00:00"}. No baselineOOSinvestedgaps; forwardfillformarking/indicators may distort regime. SOLhourlytrainheld6missingintervals. Bootstrap5000IIDtrades;N1boundsdegenerate,notpopulationuncertainty. AllbaselineN<30;allpositivebaselineCIs includezero. No15minstopvalidation. Parametercontrolsare diagnostics,no winningvariantselected. Full144rows observations17457–17544. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

Frozen note1384 beforefetching. Daily ewm(Wilder alpha)RSI2<10,close>SMA100; hourlydiagnostic RSI48<40,close>SMA2400 isdistinctsampling,notexactdailyreplication. Nextopenentry,exit nextopen after RSI>60daily/>50hourly or3days/72h; forcedlastopen liquidation. WarmupSep2024;train2025;OOSJan1–Sep8 2026 heldoutforthisrule, but reusedcalendarbypriorresearch isnotpristineindependentconfirmation. Fees entry.0025/.9975,exit.0025 exactlyreproducecreditedasset25bp/leg;slippage5bp/legand15bpstress assumptions,nothistoricaldepth. Isolated100cash fullyinvested portfolio. CashPnL/(entrynotional+entryfee); all144compoundedpayoffs reconcile1e-7pctpoint. Baseline {"symbol":"ETH","tf":"1Hour","period":"oos","threshold":40,"trend_filter":true,"slip_bp":5,"return_pct":4.486466148934809,"drawdown_pct":5.6645663087276255,"n":5,"win_pct":80,"avg_win_pct":1.895584030087242,"avg_loss_pct":3.0733323098522227,"expectancy_pct":0.9018007620993487,"ci_low_pct":-1.1393301515380472,"ci_high_pct":2.06476940466497,"quarter_kelly":0.11893442176470606,"held_missing":0}. Training return -17.012156281254462%,N9,expectancy-1.960743423358159%,heldmissing0. StressOOSreturn3.446807319115635%. Quality {"symbol":"ETH","tf":"1Hour","rows":17710,"expected":17712,"missing":2,"duplicates":0,"first":"2024-09-01 00:00:00+00:00","last":"2026-09-08 23:00:00+00:00"}. No baselineOOSinvestedgaps; forwardfillformarking/indicators may distort regime. SOLhourlytrainheld6missingintervals. Bootstrap5000IIDtrades;N1boundsdegenerate,notpopulationuncertainty. AllbaselineN<30;allpositivebaselineCIs includezero. No15minstopvalidation. Parametercontrolsare diagnostics,no winningvariantselected. Full144rows observations17457–17544. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

Frozen note1384 beforefetching. Daily ewm(Wilder alpha)RSI2<10,close>SMA100; hourlydiagnostic RSI48<40,close>SMA2400 isdistinctsampling,notexactdailyreplication. Nextopenentry,exit nextopen after RSI>60daily/>50hourly or3days/72h; forcedlastopen liquidation. WarmupSep2024;train2025;OOSJan1–Sep8 2026 heldoutforthisrule, but reusedcalendarbypriorresearch isnotpristineindependentconfirmation. Fees entry.0025/.9975,exit.0025 exactlyreproducecreditedasset25bp/leg;slippage5bp/legand15bpstress assumptions,nothistoricaldepth. Isolated100cash fullyinvested portfolio. CashPnL/(entrynotional+entryfee); all144compoundedpayoffs reconcile1e-7pctpoint. Baseline {"symbol":"ETH","tf":"1Day","period":"oos","threshold":10,"trend_filter":true,"slip_bp":5,"return_pct":-3.758260817716291,"drawdown_pct":3.7582608177162857,"n":1,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":3.7582608177162897,"expectancy_pct":-3.7582608177162897,"ci_low_pct":-3.7582608177162897,"ci_high_pct":-3.7582608177162897,"quarter_kelly":0,"held_missing":0}. Training return 4.145470490534578%,N7,expectancy0.7257945925852591%,heldmissing0. StressOOSreturn-3.9505521489681144%. Quality {"symbol":"ETH","tf":"1Day","rows":738,"expected":738,"missing":0,"duplicates":0,"first":"2024-09-01 00:00:00+00:00","last":"2026-09-08 00:00:00+00:00"}. No baselineOOSinvestedgaps; forwardfillformarking/indicators may distort regime. SOLhourlytrainheld6missingintervals. Bootstrap5000IIDtrades;N1boundsdegenerate,notpopulationuncertainty. AllbaselineN<30;allpositivebaselineCIs includezero. No15minstopvalidation. Parametercontrolsare diagnostics,no winningvariantselected. Full144rows observations17457–17544. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

Frozen note1384 beforefetching. Daily ewm(Wilder alpha)RSI2<10,close>SMA100; hourlydiagnostic RSI48<40,close>SMA2400 isdistinctsampling,notexactdailyreplication. Nextopenentry,exit nextopen after RSI>60daily/>50hourly or3days/72h; forcedlastopen liquidation. WarmupSep2024;train2025;OOSJan1–Sep8 2026 heldoutforthisrule, but reusedcalendarbypriorresearch isnotpristineindependentconfirmation. Fees entry.0025/.9975,exit.0025 exactlyreproducecreditedasset25bp/leg;slippage5bp/legand15bpstress assumptions,nothistoricaldepth. Isolated100cash fullyinvested portfolio. CashPnL/(entrynotional+entryfee); all144compoundedpayoffs reconcile1e-7pctpoint. Baseline {"symbol":"BTC","tf":"1Hour","period":"oos","threshold":40,"trend_filter":true,"slip_bp":5,"return_pct":0.6270298370110368,"drawdown_pct":3.6590873048930606,"n":4,"win_pct":50,"avg_win_pct":1.889439687398009,"avg_loss_pct":1.5465683221991386,"expectancy_pct":0.17143568259943512,"ci_low_pct":-1.5465683221991386,"ci_high_pct":1.889439687398009,"quarter_kelly":0.02268340235240894,"held_missing":0}. Training return 2.786101604035153%,N14,expectancy0.206323737432632%,heldmissing0. StressOOSreturn-0.1747757715770888%. Quality {"symbol":"BTC","tf":"1Hour","rows":17710,"expected":17712,"missing":2,"duplicates":0,"first":"2024-09-01 00:00:00+00:00","last":"2026-09-08 23:00:00+00:00"}. No baselineOOSinvestedgaps; forwardfillformarking/indicators may distort regime. SOLhourlytrainheld6missingintervals. Bootstrap5000IIDtrades;N1boundsdegenerate,notpopulationuncertainty. AllbaselineN<30;allpositivebaselineCIs includezero. No15minstopvalidation. Parametercontrolsare diagnostics,no winningvariantselected. Full144rows observations17457–17544. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

Frozen note1384 beforefetching. Daily ewm(Wilder alpha)RSI2<10,close>SMA100; hourlydiagnostic RSI48<40,close>SMA2400 isdistinctsampling,notexactdailyreplication. Nextopenentry,exit nextopen after RSI>60daily/>50hourly or3days/72h; forcedlastopen liquidation. WarmupSep2024;train2025;OOSJan1–Sep8 2026 heldoutforthisrule, but reusedcalendarbypriorresearch isnotpristineindependentconfirmation. Fees entry.0025/.9975,exit.0025 exactlyreproducecreditedasset25bp/leg;slippage5bp/legand15bpstress assumptions,nothistoricaldepth. Isolated100cash fullyinvested portfolio. CashPnL/(entrynotional+entryfee); all144compoundedpayoffs reconcile1e-7pctpoint. Baseline {"symbol":"BTC","tf":"1Day","period":"oos","threshold":10,"trend_filter":true,"slip_bp":5,"return_pct":0.18177174799714635,"drawdown_pct":1.8565435856762624,"n":3,"win_pct":66.66666666666666,"avg_win_pct":0.7451625511902433,"avg_loss_pct":1.290625790259734,"expectancy_pct":0.06656643737358425,"ci_low_pct":-1.290625790259734,"ci_high_pct":1.3954415537106202,"quarter_kelly":0.02233285786680303,"held_missing":0}. Training return 2.3869241956420666%,N7,expectancy0.36453314982556506%,heldmissing0. StressOOSreturn-0.4175198590269105%. Quality {"symbol":"BTC","tf":"1Day","rows":738,"expected":738,"missing":0,"duplicates":0,"first":"2024-09-01 00:00:00+00:00","last":"2026-09-08 00:00:00+00:00"}. No baselineOOSinvestedgaps; forwardfillformarking/indicators may distort regime. SOLhourlytrainheld6missingintervals. Bootstrap5000IIDtrades;N1boundsdegenerate,notpopulationuncertainty. AllbaselineN<30;allpositivebaselineCIs includezero. No15minstopvalidation. Parametercontrolsare diagnostics,no winningvariantselected. Full144rows observations17457–17544. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

Preregister1385, untouched chronological2026 toSep8; fixed20closehigh/SMA50 nextopen hold5sessions exitopen, nooverlap. SMA50 omitted for descriptive ablation; no retune. Costs fee0.1% plus slippage0.1% eachside. SIPadjustmentall daily; vectorbt manualcompounding verified. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. {"return_pct":7.3594412063739405,"drawdown_pct":6.444767464595802,"sample":9,"win_rate_pct":55.55555555555556,"avg_win_pct":1.9044055710644336,"avg_loss_pct":0.5660111983929988,"mean_pct":0.8064425624166859,"manual_return_pct":7.3594412063738845}. Baseline trade dates/returns [["2026-01-05","2026-01-12"],["2026-01-14","2026-01-22"],["2026-01-30","2026-02-06"],["2026-02-10","2026-02-18"],["2026-02-20","2026-02-27"],["2026-04-09","2026-04-16"],["2026-04-21","2026-04-28"],["2026-06-17","2026-06-25"],["2026-08-05","2026-08-12"]] [-0.0009072605700398695,0.008819856212863186,0.00006152074017973241,0.030373035942439675,-0.016980343310967982,-0.003362906146165745,-0.001389937908546357,0.04130353571598655,0.04078685622110889]. Baseline95%bootstrapmeanCI [-0.15619409475090745,2.4420381181021766]%; N9, selectedsurvivingstocks, no eventcausalidentification and no15minrouting. Trainingfrozenrule deeplynegative; noapproval despite positivepointestimate.

Preregister1385, untouched chronological2026 toSep8; fixed20closehigh/SMA50 nextopen hold5sessions exitopen, nooverlap. Costs fee0.1% plus slippage0.3% eachside. SIPadjustmentall daily; vectorbt manualcompounding verified. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. {"return_pct":6.228313576915425,"drawdown_pct":5.456371345681776,"sample":9,"win_rate_pct":44.44444444444444,"avg_win_pct":2.620775153876742,"avg_loss_pct":0.848978621779648,"mean_pct":0.6931341674009699,"manual_return_pct":6.22831357691549}. Baseline trade dates/returns [["2026-01-05","2026-01-12"],["2026-01-14","2026-01-22"],["2026-01-30","2026-02-06"],["2026-02-10","2026-02-18"],["2026-02-20","2026-02-27"],["2026-04-09","2026-04-16"],["2026-04-21","2026-04-28"],["2026-06-17","2026-06-25"],["2026-08-05","2026-08-12"]] [-0.0009072605700398695,0.008819856212863186,0.00006152074017973241,0.030373035942439675,-0.016980343310967982,-0.003362906146165745,-0.001389937908546357,0.04130353571598655,0.04078685622110889]. Baseline95%bootstrapmeanCI [-0.15619409475090745,2.4420381181021766]%; N9, selectedsurvivingstocks, no eventcausalidentification and no15minrouting. Trainingfrozenrule deeplynegative; noapproval despite positivepointestimate.

Preregister1385, untouched chronological2026 toSep8; fixed20closehigh/SMA50 nextopen hold5sessions exitopen, nooverlap. Costs fee0.1% plus slippage0.1% eachside. SIPadjustmentall daily; vectorbt manualcompounding verified. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. {"return_pct":10.12221951154137,"drawdown_pct":5.456371345681776,"sample":9,"win_rate_pct":55.55555555555556,"avg_win_pct":2.4268960966515607,"avg_loss_pct":0.5660111983929988,"mean_pct":1.0967150766317566,"manual_return_pct":10.122219511541353}. Baseline trade dates/returns [["2026-01-05","2026-01-12"],["2026-01-14","2026-01-22"],["2026-01-30","2026-02-06"],["2026-02-10","2026-02-18"],["2026-02-20","2026-02-27"],["2026-04-09","2026-04-16"],["2026-04-21","2026-04-28"],["2026-06-17","2026-06-25"],["2026-08-05","2026-08-12"]] [-0.0009072605700398695,0.008819856212863186,0.00006152074017973241,0.030373035942439675,-0.016980343310967982,-0.003362906146165745,-0.001389937908546357,0.04130353571598655,0.04078685622110889]. Baseline95%bootstrapmeanCI [-0.15619409475090745,2.4420381181021766]%; N9, selectedsurvivingstocks, no eventcausalidentification and no15minrouting. Trainingfrozenrule deeplynegative; noapproval despite positivepointestimate.

Preregister1385 training-only 2022–25, lookback40, hold10; close>prior rollinghigh AND SMA50, nextopen enter, exitopen h sessions later; nooverlap, no crossyear trades. SIP adjustmentall; vectorbt fee0.1% slippage0.1% eachside. Allcash betweenpositions, compounded fullnotional pername, NOT accountallocation. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. Exact metrics {"lookback":40,"hold":10,"return_pct":-12.464642386201467,"drawdown_pct":26.43425113097684,"sample":36,"win_rate_pct":58.333333333333336,"avg_win_pct":3.402503830801059,"avg_loss_pct":5.338139378189855,"mean_pct":-0.2394308396118221,"manual_return_pct":-12.464642386201541}. Manual compounded cash matched. Frozen20/5 unchanged despite ranking; this is training sensitivity, NOT holdout evidence.

Preregister1385 training-only 2022–25, lookback40, hold5; close>prior rollinghigh AND SMA50, nextopen enter, exitopen h sessions later; nooverlap, no crossyear trades. SIP adjustmentall; vectorbt fee0.1% slippage0.1% eachside. Allcash betweenpositions, compounded fullnotional pername, NOT accountallocation. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. Exact metrics {"lookback":40,"hold":5,"return_pct":-28.677303918982446,"drawdown_pct":29.37757953169712,"sample":47,"win_rate_pct":46.808510638297875,"avg_win_pct":2.6109345331568967,"avg_loss_pct":3.5085968306064896,"mean_pct":-0.6441353411853302,"manual_return_pct":-28.677303918982478}. Manual compounded cash matched. Frozen20/5 unchanged despite ranking; this is training sensitivity, NOT holdout evidence.

Preregister1385 training-only 2022–25, lookback40, hold3; close>prior rollinghigh AND SMA50, nextopen enter, exitopen h sessions later; nooverlap, no crossyear trades. SIP adjustmentall; vectorbt fee0.1% slippage0.1% eachside. Allcash betweenpositions, compounded fullnotional pername, NOT accountallocation. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. Exact metrics {"lookback":40,"hold":3,"return_pct":-39.878542918089444,"drawdown_pct":40.6247628177573,"sample":57,"win_rate_pct":35.08771929824561,"avg_win_pct":1.929700088122548,"avg_loss_pct":2.356086658813881,"mean_pct":-0.8523018353274148,"manual_return_pct":-39.87854291808942}. Manual compounded cash matched. Frozen20/5 unchanged despite ranking; this is training sensitivity, NOT holdout evidence.

Preregister1385 training-only 2022–25, lookback20, hold10; close>prior rollinghigh AND SMA50, nextopen enter, exitopen h sessions later; nooverlap, no crossyear trades. SIP adjustmentall; vectorbt fee0.1% slippage0.1% eachside. Allcash betweenpositions, compounded fullnotional pername, NOT accountallocation. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. Exact metrics {"lookback":20,"hold":10,"return_pct":0.21514402459439225,"drawdown_pct":22.189756482393484,"sample":41,"win_rate_pct":60.97560975609756,"avg_win_pct":3.750598094495841,"avg_loss_pct":5.449989033369523,"mean_pct":0.1601250689874067,"manual_return_pct":0.21514402459432702}. Manual compounded cash matched. Frozen20/5 unchanged despite ranking; this is training sensitivity, NOT holdout evidence.