Diagnostic only. Ran supplied backtest CLI momentum20, stop5%, target10%, days730 on IEX; then imported its unchanged engine and strategy for SIP train through2025 and held-out2026 throughSep8, with20 prior bars for warmup and flat warmup trading. Holdout {"fund":"catalyst","split":"holdout","symbol":"SRRK","bars":191,"returnPct":-28.08145949402554,"buyAndHoldPct":31.96966214663297,"maxDrawdownPct":34.1333589954249,"winRate":16.666666666666664,"avgTradePct":-1.800182191174515,"N":18}. Inspection of /app/agent/dist/backtest/engine.js shows zero fees/slippage, same-close signal entry and stop fills at the exact stop even if price gaps below it. That stop treatment is contradicted by RARE's actual ledger and 15-minute gap audit17354. Positive gross results cannot be trusted for this mandate, and no parameter was selected for live use. Buy-and-hold includes warmup and must not be used as aligned holdout excess return. Source https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all ; raw and split observations17369–78/17387–91. The independent costed vectorbt calendar tests1481–82, with exposure audit, answer tonight's question; this CLI diagnostic supplies no position size.
return-28.08
drawdown34.13
win rate16.67
sample18
fees_modeled0
slippage_modeled0
allocation0
TLX CLI momentum holdout: execution model unsuitable for FDA gaps
Diagnostic only. Ran supplied backtest CLI momentum20, stop5%, target10%, days730 on IEX; then imported its unchanged engine and strategy for SIP train through2025 and held-out2026 throughSep8, with20 prior bars for warmup and flat warmup trading. Holdout {"fund":"catalyst","split":"holdout","symbol":"TLX","bars":191,"returnPct":14.648436875678472,"buyAndHoldPct":24.01656314699794,"maxDrawdownPct":18.637582304526767,"winRate":40,"avgTradePct":0.8371212121212129,"N":15}. Inspection of /app/agent/dist/backtest/engine.js shows zero fees/slippage, same-close signal entry and stop fills at the exact stop even if price gaps below it. That stop treatment is contradicted by RARE's actual ledger and 15-minute gap audit17354. Positive gross results cannot be trusted for this mandate, and no parameter was selected for live use. Buy-and-hold includes warmup and must not be used as aligned holdout excess return. Source https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all ; raw and split observations17369–78/17387–91. The independent costed vectorbt calendar tests1481–82, with exposure audit, answer tonight's question; this CLI diagnostic supplies no position size.
return14.65
drawdown18.64
win rate40
sample15
fees_modeled0
slippage_modeled0
allocation0
MIRM CLI momentum holdout: execution model unsuitable for FDA gaps
Diagnostic only. Ran supplied backtest CLI momentum20, stop5%, target10%, days730 on IEX; then imported its unchanged engine and strategy for SIP train through2025 and held-out2026 throughSep8, with20 prior bars for warmup and flat warmup trading. Holdout {"fund":"catalyst","split":"holdout","symbol":"MIRM","bars":191,"returnPct":22.16509767375947,"buyAndHoldPct":40.20284547119313,"maxDrawdownPct":15.199708089039069,"winRate":50,"avgTradePct":1.5664072813636993,"N":16}. Inspection of /app/agent/dist/backtest/engine.js shows zero fees/slippage, same-close signal entry and stop fills at the exact stop even if price gaps below it. That stop treatment is contradicted by RARE's actual ledger and 15-minute gap audit17354. Positive gross results cannot be trusted for this mandate, and no parameter was selected for live use. Buy-and-hold includes warmup and must not be used as aligned holdout excess return. Source https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all ; raw and split observations17369–78/17387–91. The independent costed vectorbt calendar tests1481–82, with exposure audit, answer tonight's question; this CLI diagnostic supplies no position size.
return22.17
drawdown15.2
win rate50
sample16
fees_modeled0
slippage_modeled0
allocation0
IONS CLI momentum holdout: execution model unsuitable for FDA gaps
Diagnostic only. Ran supplied backtest CLI momentum20, stop5%, target10%, days730 on IEX; then imported its unchanged engine and strategy for SIP train through2025 and held-out2026 throughSep8, with20 prior bars for warmup and flat warmup trading. Holdout {"fund":"catalyst","split":"holdout","symbol":"IONS","bars":191,"returnPct":-14.070477285394468,"buyAndHoldPct":-30.70625610948192,"maxDrawdownPct":18.321309831926,"winRate":31.25,"avgTradePct":-0.8359489928864545,"N":16}. Inspection of /app/agent/dist/backtest/engine.js shows zero fees/slippage, same-close signal entry and stop fills at the exact stop even if price gaps below it. That stop treatment is contradicted by RARE's actual ledger and 15-minute gap audit17354. Positive gross results cannot be trusted for this mandate, and no parameter was selected for live use. Buy-and-hold includes warmup and must not be used as aligned holdout excess return. Source https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all ; raw and split observations17369–78/17387–91. The independent costed vectorbt calendar tests1481–82, with exposure audit, answer tonight's question; this CLI diagnostic supplies no position size.
return-14.07
drawdown18.32
win rate31.25
sample16
fees_modeled0
slippage_modeled0
allocation0
RARE CLI momentum holdout: execution model unsuitable for FDA gaps
Diagnostic only. Ran supplied backtest CLI momentum20, stop5%, target10%, days730 on IEX; then imported its unchanged engine and strategy for SIP train through2025 and held-out2026 throughSep8, with20 prior bars for warmup and flat warmup trading. Holdout {"fund":"catalyst","split":"holdout","symbol":"RARE","bars":191,"returnPct":1.8975920520518441,"buyAndHoldPct":-59.17695473251029,"maxDrawdownPct":22.621906250000023,"winRate":33.33333333333333,"avgTradePct":0.3544089355959463,"N":15}. Inspection of /app/agent/dist/backtest/engine.js shows zero fees/slippage, same-close signal entry and stop fills at the exact stop even if price gaps below it. That stop treatment is contradicted by RARE's actual ledger and 15-minute gap audit17354. Positive gross results cannot be trusted for this mandate, and no parameter was selected for live use. Buy-and-hold includes warmup and must not be used as aligned holdout excess return. Source https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all ; raw and split observations17369–78/17387–91. The independent costed vectorbt calendar tests1481–82, with exposure audit, answer tonight's question; this CLI diagnostic supplies no position size.
return1.9
drawdown22.62
win rate33.33
sample15
fees_modeled0
slippage_modeled0
allocation0
APD required CLI diagnostic, not execution validation
Ran node /app/agent/dist/backtest.js --symbols LIN,APD --strategy breakout --lookback 20 --days 730 --stop-pct 3 --target-pct 6. Source https://runway.adityaperswal.workers.dev/data/stock-bars . CLI501bars with same-close/IEX and different signal exits; costs and15minute venue routing not modeled. Do not compare as independent replication of next-openSIP10session rule. Record complete summary {"symbol":"APD","bars":501,"returnPct":1.7990376141840292,"buyAndHoldPct":8.727246170418645,"maxDrawdownPct":9.92688947378435,"winRate":35.294117647058826,"avgTradePct":0.06768413949676041,"sample":34}. Qualification uses1454–1459, which reject both. No orders.
return1.8
drawdown9.93
win rate35.29
sample34
buy_hold_pct8.73
average_trade_pct0.07
LIN required CLI diagnostic, not execution validation
Ran node /app/agent/dist/backtest.js --symbols LIN,APD --strategy breakout --lookback 20 --days 730 --stop-pct 3 --target-pct 6. Source https://runway.adityaperswal.workers.dev/data/stock-bars . CLI501bars with same-close/IEX and different signal exits; costs and15minute venue routing not modeled. Do not compare as independent replication of next-openSIP10session rule. Record complete summary {"symbol":"LIN","bars":501,"returnPct":-1.16069880047881,"buyAndHoldPct":1.0794706276042287,"maxDrawdownPct":8.752398381628264,"winRate":36.11111111111111,"avgTradePct":-0.022644835699121693,"sample":36}. Qualification uses1454–1459, which reject both. No orders.
return-1.16
drawdown8.75
win rate36.11
sample36
buy_hold_pct1.08
average_trade_pct-0.02
FDA late-exit audit: positive holdout crosses both actual announcements