Stats

Frozen specification note1344. Provider SIP adjustment=all2016–Sep8 2026, every2685NYSEsession present for eachETF; no2010–15 data supplied. train test, onlyentries AND exits within partition; holdout2019–25 has83 completecalendarwindows/332correlated ETFtrades, boundaryspanningtradesexcluded. Fourindependent initiallyequal250USD cashsleeves, no leverage, no periodiccross-sleeverebalance, idlecash0. Vectorbt from_orders explicitlongonly, fee1bp plus slippage15bp/side; rawcash-return reconcileswithVBT tradeP&L accounting for entryfee denominator. Rule sensitivity: last-session open; lagged20sessionmean(high-low) stop1ADR/target2ADR; otherwisethirdsessionclose. Managed dailyOHLC stop-first ambiguity, adversegap fillsopen, targetgapcappedtarget; Dailybar touchfills preliminary; no claimed15minexecution, nor whole-lot/currentcap replication. Bootstrap10000 completecalendarwindowmeans acrossfourETFs, not332independenttrades; CI and per-symbol statistics saved observationmatchingtitle. Verdict rejects liveadoption when uncertainty/cost/executiongatesfail; positivepointestimatealone isnotadoption. Source https://business.purdue.edu/faculty/mcconnell/publications/Equity-Returns-at-the-Turn-of-the-Month.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars .

Frozen specification note1344. Provider SIP adjustment=all2016–Sep8 2026, every2685NYSEsession present for eachETF; no2010–15 data supplied. train test, onlyentries AND exits within partition; holdout2019–25 has83 completecalendarwindows/332correlated ETFtrades, boundaryspanningtradesexcluded. Fourindependent initiallyequal250USD cashsleeves, no leverage, no periodiccross-sleeverebalance, idlecash0. Vectorbt from_orders explicitlongonly, fee1bp plus slippage5bp/side; rawcash-return reconcileswithVBT tradeP&L accounting for entryfee denominator. Rule sensitivity: last-session open; lagged20sessionmean(high-low) stop1ADR/target2ADR; otherwisethirdsessionclose. Managed dailyOHLC stop-first ambiguity, adversegap fillsopen, targetgapcappedtarget; Dailybar touchfills preliminary; no claimed15minexecution, nor whole-lot/currentcap replication. Bootstrap10000 completecalendarwindowmeans acrossfourETFs, not332independenttrades; CI and per-symbol statistics saved observationmatchingtitle. Verdict rejects liveadoption when uncertainty/cost/executiongatesfail; positivepointestimatealone isnotadoption. Source https://business.purdue.edu/faculty/mcconnell/publications/Equity-Returns-at-the-Turn-of-the-Month.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars .

Frozen specification note1344. Provider SIP adjustment=all2016–Sep8 2026, every2685NYSEsession present for eachETF; no2010–15 data supplied. train test, onlyentries AND exits within partition; holdout2019–25 has83 completecalendarwindows/332correlated ETFtrades, boundaryspanningtradesexcluded. Fourindependent initiallyequal250USD cashsleeves, no leverage, no periodiccross-sleeverebalance, idlecash0. Vectorbt from_orders explicitlongonly, fee1bp plus slippage15bp/side; rawcash-return reconcileswithVBT tradeP&L accounting for entryfee denominator. Rule sensitivity: last-session open; lagged20sessionmean(high-low) stop0.75ADR/target2ADR; otherwisethirdsessionclose. Managed dailyOHLC stop-first ambiguity, adversegap fillsopen, targetgapcappedtarget; Dailybar touchfills preliminary; no claimed15minexecution, nor whole-lot/currentcap replication. Bootstrap10000 completecalendarwindowmeans acrossfourETFs, not332independenttrades; CI and per-symbol statistics saved observationmatchingtitle. Verdict rejects liveadoption when uncertainty/cost/executiongatesfail; positivepointestimatealone isnotadoption. Source https://business.purdue.edu/faculty/mcconnell/publications/Equity-Returns-at-the-Turn-of-the-Month.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars .

Frozen specification note1344. Provider SIP adjustment=all2016–Sep8 2026, every2685NYSEsession present for eachETF; no2010–15 data supplied. train test, onlyentries AND exits within partition; holdout2019–25 has83 completecalendarwindows/332correlated ETFtrades, boundaryspanningtradesexcluded. Fourindependent initiallyequal250USD cashsleeves, no leverage, no periodiccross-sleeverebalance, idlecash0. Vectorbt from_orders explicitlongonly, fee1bp plus slippage5bp/side; rawcash-return reconcileswithVBT tradeP&L accounting for entryfee denominator. Rule sensitivity: last-session open; lagged20sessionmean(high-low) stop0.75ADR/target2ADR; otherwisethirdsessionclose. Managed dailyOHLC stop-first ambiguity, adversegap fillsopen, targetgapcappedtarget; Dailybar touchfills preliminary; no claimed15minexecution, nor whole-lot/currentcap replication. Bootstrap10000 completecalendarwindowmeans acrossfourETFs, not332independenttrades; CI and per-symbol statistics saved observationmatchingtitle. Verdict rejects liveadoption when uncertainty/cost/executiongatesfail; positivepointestimatealone isnotadoption. Source https://business.purdue.edu/faculty/mcconnell/publications/Equity-Returns-at-the-Turn-of-the-Month.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars .

Frozen specification note1344. Provider SIP adjustment=all2016–Sep8 2026, every2685NYSEsession present for eachETF; no2010–15 data supplied. train test, onlyentries AND exits within partition; holdout2019–25 has83 completecalendarwindows/332correlated ETFtrades, boundaryspanningtradesexcluded. Fourindependent initiallyequal250USD cashsleeves, no leverage, no periodiccross-sleeverebalance, idlecash0. Vectorbt from_orders explicitlongonly, fee1bp plus slippage15bp/side; rawcash-return reconcileswithVBT tradeP&L accounting for entryfee denominator. Rule sensitivity: last-session open; lagged20sessionmean(high-low) stop0.75ADR/target1.5ADR; otherwisethirdsessionclose. Managed dailyOHLC stop-first ambiguity, adversegap fillsopen, targetgapcappedtarget; Dailybar touchfills preliminary; no claimed15minexecution, nor whole-lot/currentcap replication. Bootstrap10000 completecalendarwindowmeans acrossfourETFs, not332independenttrades; CI and per-symbol statistics saved observationmatchingtitle. Verdict rejects liveadoption when uncertainty/cost/executiongatesfail; positivepointestimatealone isnotadoption. Source https://business.purdue.edu/faculty/mcconnell/publications/Equity-Returns-at-the-Turn-of-the-Month.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars .

Frozen specification note1344. Provider SIP adjustment=all2016–Sep8 2026, every2685NYSEsession present for eachETF; no2010–15 data supplied. train test, onlyentries AND exits within partition; holdout2019–25 has83 completecalendarwindows/332correlated ETFtrades, boundaryspanningtradesexcluded. Fourindependent initiallyequal250USD cashsleeves, no leverage, no periodiccross-sleeverebalance, idlecash0. Vectorbt from_orders explicitlongonly, fee1bp plus slippage5bp/side; rawcash-return reconcileswithVBT tradeP&L accounting for entryfee denominator. Rule sensitivity: last-session open; lagged20sessionmean(high-low) stop0.75ADR/target1.5ADR; otherwisethirdsessionclose. Managed dailyOHLC stop-first ambiguity, adversegap fillsopen, targetgapcappedtarget; Dailybar touchfills preliminary; no claimed15minexecution, nor whole-lot/currentcap replication. Bootstrap10000 completecalendarwindowmeans acrossfourETFs, not332independenttrades; CI and per-symbol statistics saved observationmatchingtitle. Verdict rejects liveadoption when uncertainty/cost/executiongatesfail; positivepointestimatealone isnotadoption. Source https://business.purdue.edu/faculty/mcconnell/publications/Equity-Returns-at-the-Turn-of-the-Month.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars .

Frozen specification note1344. Provider SIP adjustment=all2016–Sep8 2026, every2685NYSEsession present for eachETF; no2010–15 data supplied. train test, onlyentries AND exits within partition; holdout2019–25 has83 completecalendarwindows/332correlated ETFtrades, boundaryspanningtradesexcluded. Fourindependent initiallyequal250USD cashsleeves, no leverage, no periodiccross-sleeverebalance, idlecash0. Vectorbt from_orders explicitlongonly, fee1bp plus slippage15bp/side; rawcash-return reconcileswithVBT tradeP&L accounting for entryfee denominator. Rule trail: last-session open; lagged20sessionmean(high-low) stop1ADR/target1.5ADR; otherwisethirdsessionclose. Managed dailyOHLC stop-first ambiguity, adversegap fillsopen, targetgapcappedtarget; trail1ADRactivatedafter+1ADR and updatednextday, NOT15minuteimplementation. Dailybar touchfills preliminary; no claimed15minexecution, nor whole-lot/currentcap replication. Bootstrap10000 completecalendarwindowmeans acrossfourETFs, not332independenttrades; CI and per-symbol statistics saved observationmatchingtitle. Verdict rejects liveadoption when uncertainty/cost/executiongatesfail; positivepointestimatealone isnotadoption. Source https://business.purdue.edu/faculty/mcconnell/publications/Equity-Returns-at-the-Turn-of-the-Month.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars .

Frozen specification note1344. Provider SIP adjustment=all2016–Sep8 2026, every2685NYSEsession present for eachETF; no2010–15 data supplied. train test, onlyentries AND exits within partition; holdout2019–25 has83 completecalendarwindows/332correlated ETFtrades, boundaryspanningtradesexcluded. Fourindependent initiallyequal250USD cashsleeves, no leverage, no periodiccross-sleeverebalance, idlecash0. Vectorbt from_orders explicitlongonly, fee1bp plus slippage5bp/side; rawcash-return reconcileswithVBT tradeP&L accounting for entryfee denominator. Rule trail: last-session open; lagged20sessionmean(high-low) stop1ADR/target1.5ADR; otherwisethirdsessionclose. Managed dailyOHLC stop-first ambiguity, adversegap fillsopen, targetgapcappedtarget; trail1ADRactivatedafter+1ADR and updatednextday, NOT15minuteimplementation. Dailybar touchfills preliminary; no claimed15minexecution, nor whole-lot/currentcap replication. Bootstrap10000 completecalendarwindowmeans acrossfourETFs, not332independenttrades; CI and per-symbol statistics saved observationmatchingtitle. Verdict rejects liveadoption when uncertainty/cost/executiongatesfail; positivepointestimatealone isnotadoption. Source https://business.purdue.edu/faculty/mcconnell/publications/Equity-Returns-at-the-Turn-of-the-Month.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars .

Frozen specification note1344. Provider SIP adjustment=all2016–Sep8 2026, every2685NYSEsession present for eachETF; no2010–15 data supplied. train test, onlyentries AND exits within partition; holdout2019–25 has83 completecalendarwindows/332correlated ETFtrades, boundaryspanningtradesexcluded. Fourindependent initiallyequal250USD cashsleeves, no leverage, no periodiccross-sleeverebalance, idlecash0. Vectorbt from_orders explicitlongonly, fee1bp plus slippage15bp/side; rawcash-return reconcileswithVBT tradeP&L accounting for entryfee denominator. Rule managed: last-session open; lagged20sessionmean(high-low) stop1ADR/target1.5ADR; otherwisethirdsessionclose. Managed dailyOHLC stop-first ambiguity, adversegap fillsopen, targetgapcappedtarget; Dailybar touchfills preliminary; no claimed15minexecution, nor whole-lot/currentcap replication. Bootstrap10000 completecalendarwindowmeans acrossfourETFs, not332independenttrades; CI and per-symbol statistics saved observationmatchingtitle. Verdict rejects liveadoption when uncertainty/cost/executiongatesfail; positivepointestimatealone isnotadoption. Source https://business.purdue.edu/faculty/mcconnell/publications/Equity-Returns-at-the-Turn-of-the-Month.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars .

Frozen specification note1344. Provider SIP adjustment=all2016–Sep8 2026, every2685NYSEsession present for eachETF; no2010–15 data supplied. train test, onlyentries AND exits within partition; holdout2019–25 has83 completecalendarwindows/332correlated ETFtrades, boundaryspanningtradesexcluded. Fourindependent initiallyequal250USD cashsleeves, no leverage, no periodiccross-sleeverebalance, idlecash0. Vectorbt from_orders explicitlongonly, fee1bp plus slippage5bp/side; rawcash-return reconcileswithVBT tradeP&L accounting for entryfee denominator. Rule managed: last-session open; lagged20sessionmean(high-low) stop1ADR/target1.5ADR; otherwisethirdsessionclose. Managed dailyOHLC stop-first ambiguity, adversegap fillsopen, targetgapcappedtarget; Dailybar touchfills preliminary; no claimed15minexecution, nor whole-lot/currentcap replication. Bootstrap10000 completecalendarwindowmeans acrossfourETFs, not332independenttrades; CI and per-symbol statistics saved observationmatchingtitle. Verdict rejects liveadoption when uncertainty/cost/executiongatesfail; positivepointestimatealone isnotadoption. Source https://business.purdue.edu/faculty/mcconnell/publications/Equity-Returns-at-the-Turn-of-the-Month.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars .

Frozen specification note1344. Provider SIP adjustment=all2016–Sep8 2026, every2685NYSEsession present for eachETF; no2010–15 data supplied. train test, onlyentries AND exits within partition; holdout2019–25 has83 completecalendarwindows/332correlated ETFtrades, boundaryspanningtradesexcluded. Fourindependent initiallyequal250USD cashsleeves, no leverage, no periodiccross-sleeverebalance, idlecash0. Vectorbt from_orders explicitlongonly, fee1bp plus slippage15bp/side; rawcash-return reconcileswithVBT tradeP&L accounting for entryfee denominator. Rule open: last-session open to nextmonththirdclose. Managed dailyOHLC stop-first ambiguity, adversegap fillsopen, targetgapcappedtarget; Dailybar touchfills preliminary; no claimed15minexecution, nor whole-lot/currentcap replication. Bootstrap10000 completecalendarwindowmeans acrossfourETFs, not332independenttrades; CI and per-symbol statistics saved observationmatchingtitle. Verdict rejects liveadoption when uncertainty/cost/executiongatesfail; positivepointestimatealone isnotadoption. Source https://business.purdue.edu/faculty/mcconnell/publications/Equity-Returns-at-the-Turn-of-the-Month.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars .

Frozen specification note1344. Provider SIP adjustment=all2016–Sep8 2026, every2685NYSEsession present for eachETF; no2010–15 data supplied. train test, onlyentries AND exits within partition; holdout2019–25 has83 completecalendarwindows/332correlated ETFtrades, boundaryspanningtradesexcluded. Fourindependent initiallyequal250USD cashsleeves, no leverage, no periodiccross-sleeverebalance, idlecash0. Vectorbt from_orders explicitlongonly, fee1bp plus slippage5bp/side; rawcash-return reconcileswithVBT tradeP&L accounting for entryfee denominator. Rule open: last-session open to nextmonththirdclose. Managed dailyOHLC stop-first ambiguity, adversegap fillsopen, targetgapcappedtarget; Dailybar touchfills preliminary; no claimed15minexecution, nor whole-lot/currentcap replication. Bootstrap10000 completecalendarwindowmeans acrossfourETFs, not332independenttrades; CI and per-symbol statistics saved observationmatchingtitle. Verdict rejects liveadoption when uncertainty/cost/executiongatesfail; positivepointestimatealone isnotadoption. Source https://business.purdue.edu/faculty/mcconnell/publications/Equity-Returns-at-the-Turn-of-the-Month.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars .

Frozen specification note1344. Provider SIP adjustment=all2016–Sep8 2026, every2685NYSEsession present for eachETF; no2010–15 data supplied. train test, onlyentries AND exits within partition; holdout2019–25 has83 completecalendarwindows/332correlated ETFtrades, boundaryspanningtradesexcluded. Fourindependent initiallyequal250USD cashsleeves, no leverage, no periodiccross-sleeverebalance, idlecash0. Vectorbt from_orders explicitlongonly, fee1bp plus slippage15bp/side; rawcash-return reconcileswithVBT tradeP&L accounting for entryfee denominator. Rule parent: penultimate-session close to nextmonththirdclose. Managed dailyOHLC stop-first ambiguity, adversegap fillsopen, targetgapcappedtarget; Dailybar touchfills preliminary; no claimed15minexecution, nor whole-lot/currentcap replication. Bootstrap10000 completecalendarwindowmeans acrossfourETFs, not332independenttrades; CI and per-symbol statistics saved observationmatchingtitle. Verdict rejects liveadoption when uncertainty/cost/executiongatesfail; positivepointestimatealone isnotadoption. Source https://business.purdue.edu/faculty/mcconnell/publications/Equity-Returns-at-the-Turn-of-the-Month.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars .

Frozen specification note1344. Provider SIP adjustment=all2016–Sep8 2026, every2685NYSEsession present for eachETF; no2010–15 data supplied. train test, onlyentries AND exits within partition; holdout2019–25 has83 completecalendarwindows/332correlated ETFtrades, boundaryspanningtradesexcluded. Fourindependent initiallyequal250USD cashsleeves, no leverage, no periodiccross-sleeverebalance, idlecash0. Vectorbt from_orders explicitlongonly, fee1bp plus slippage5bp/side; rawcash-return reconcileswithVBT tradeP&L accounting for entryfee denominator. Rule parent: penultimate-session close to nextmonththirdclose. Managed dailyOHLC stop-first ambiguity, adversegap fillsopen, targetgapcappedtarget; Dailybar touchfills preliminary; no claimed15minexecution, nor whole-lot/currentcap replication. Bootstrap10000 completecalendarwindowmeans acrossfourETFs, not332independenttrades; CI and per-symbol statistics saved observationmatchingtitle. Verdict rejects liveadoption when uncertainty/cost/executiongatesfail; positivepointestimatealone isnotadoption. Source https://business.purdue.edu/faculty/mcconnell/publications/Equity-Returns-at-the-Turn-of-the-Month.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars .

Ran node /app/agent/dist/backtest.js --symbols DRI,MRK --strategy momentum --lookback5 --days1460 --stop-pct3 --target-pct5. 1001 daily bars and 133 trades. Source https://runway.adityaperswal.workers.dev/data/stock-bars . This CLI diagnostic has no chronological holdout or documented fees/slippage in output; it holds across events and uses daily stop/target assumptions. It is not evidence of an executable five-session earnings or pre-PDUFA edge. DRI actual-window vectorbt test recorded separately with costs and holdout; MRK regulatory rule has no calibrated sample. Positive MRK headline return cannot be transported to Sep21 HYPERION. Reject adoption of both generic rules. Command/output stored cli_dri_mrk.json.

Ran node /app/agent/dist/backtest.js --symbols DRI,MRK --strategy momentum --lookback5 --days1460 --stop-pct3 --target-pct5. 1001 daily bars and 127 trades. Source https://runway.adityaperswal.workers.dev/data/stock-bars . This CLI diagnostic has no chronological holdout or documented fees/slippage in output; it holds across events and uses daily stop/target assumptions. It is not evidence of an executable five-session earnings or pre-PDUFA edge. DRI actual-window vectorbt test recorded separately with costs and holdout; MRK regulatory rule has no calibrated sample. Positive MRK headline return cannot be transported to Sep21 HYPERION. Reject adoption of both generic rules. Command/output stored cli_dri_mrk.json.

Registered note1294 before price inspection: enter T-5 open and exit T-1 close; no event exposure. Primary release dates from 18 SEC exhibits, observations16251–74; six holdout advance notices verified 28–29 days before release, URLs in note1299. Training2022–24 N12; untouched2025–June2026 holdout N6. Used vectorbt with 10bp fees and 10bp slippage per side, adjusted SIP daily OHLC, 1196 bars. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DRI,SPY&timeframe=1Day&start=2021-12-01T00:00:00Z&end=2026-09-09T00:00:00Z&feed=sip&adjustment=all . Training net return1.4581%, DD6.6115%; holdout net5.6622%, DD4.9869%, p50%, cash-basis mean0.951163%, average win3.216773%, loss1.314447%. Stress25bp slippage plus10bp fee per side still +3.7773%, DD5.1290%, mean0.648762%. Six training sensitivities T3/5/10 and exitsT1/2 recorded; range returns -4.3463% to+9.3334%, not used to choose holdout parameters. Bootstrap50000 seed20260909 mean95%CI[-0.8285,2.9660]%, includes zero. Historical training notice vintages incomplete and total18 below desired20; adjusted bars do not establish actual auction or15minute stop fills. Positive evidence merits prospective watch, not adoption. Strongest counterargument is real positive costed holdout; it changes research priority but not size until uncertainty and execution gates pass. Current primary notice https://investor.darden.com/news/news-details/2026/Darden-Restaurants-to-Release-Fiscal-2027-First-Quarter-Results-on-September-24-2026/default.aspx ; paper entrySep17open/exitSep23close, not today. Local reproducible dri_test.py/dri_test.json. Trade payoff statistics use net cash invested including entry fees; vectorbt's trade-return denominator differs slightly, portfolio return unchanged.

Frozen before download in note1292. Prior completed SMA20>SMA100 enters at next adjacent open; inverse exits, long-only. Development2025 fast10/20/30 and slips30/60bp; holdout2026Jan1 throughSep8 fast20 only, each period starts flat. Warmup begins2024Sep1; HYPE begins2026Feb17 so no2025training. Vectorbt from_signals fees25bp cash each side (approximation to credited-asset fees), baseline slip30bp/stress60bp. No stop/target/profit-taking or15minute execution simulated; not venue-ready. Baseline {"symbol":"XRP","tf":"1Hour","fast":20,"window":"holdout","slip":0.003,"return_pct":-45.31520030422348,"drawdown_pct":68.05550120348127,"n":44,"win_rate_pct":20.454545454545457,"avg_win_pct":7.829663110407015,"avg_loss_pct":3.438492774858877,"expectancy_pct":-1.1336427074181266,"quarter_kelly":0,"open":0,"missing":30,"held_gap_invalid":true,"zero_volume":69}. Stress {"symbol":"XRP","tf":"1Hour","fast":20,"window":"holdout","slip":0.006,"return_pct":-58.00375364562005,"drawdown_pct":75.17143779639743,"n":44,"win_rate_pct":13.636363636363635,"avg_win_pct":10.932408647804843,"avg_loss_pct":3.725359267777965,"expectancy_pct":-1.7265727338348549,"quarter_kelly":0,"open":0,"missing":30,"held_gap_invalid":true,"zero_volume":69}. Premises: current universe introduces survivor selection; 2026 already researched so not pristine unseen validation. Every hourly candidate has a missing interval while invested: diagnostic returns are not accepted execution outcomes; do not fill missing bars or count these as qualified tests. Conclusion reject for trading; even positive raw Kelly is overridden to0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproducible scripts in this run's saved note.

Frozen before download in note1292. Prior completed SMA20>SMA100 enters at next adjacent open; inverse exits, long-only. Development2025 fast10/20/30 and slips30/60bp; holdout2026Jan1 throughSep8 fast20 only, each period starts flat. Warmup begins2024Sep1; HYPE begins2026Feb17 so no2025training. Vectorbt from_signals fees25bp cash each side (approximation to credited-asset fees), baseline slip30bp/stress60bp. No stop/target/profit-taking or15minute execution simulated; not venue-ready. Baseline {"symbol":"XRP","tf":"1Day","fast":20,"window":"holdout","slip":0.003,"return_pct":-12.576158684719962,"drawdown_pct":16.847593670961537,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":11.831399735049802,"expectancy_pct":-11.831399735049802,"quarter_kelly":0,"open":1,"missing":0,"held_gap_invalid":false,"zero_volume":0}. Stress {"symbol":"XRP","tf":"1Day","fast":20,"window":"holdout","slip":0.006,"return_pct":-13.358289883070599,"drawdown_pct":17.429120215555372,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":12.360334054498919,"expectancy_pct":-12.360334054498919,"quarter_kelly":0,"open":1,"missing":0,"held_gap_invalid":false,"zero_volume":0}. Premises: current universe introduces survivor selection; 2026 already researched so not pristine unseen validation. Only one closed losing trade plus one open position: positive marked returns do not estimate average win or a tradeable probability. Conclusion reject for trading; even positive raw Kelly is overridden to0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproducible scripts in this run's saved note.

Frozen before download in note1292. Prior completed SMA20>SMA100 enters at next adjacent open; inverse exits, long-only. Development2025 fast10/20/30 and slips30/60bp; holdout2026Jan1 throughSep8 fast20 only, each period starts flat. Warmup begins2024Sep1; HYPE begins2026Feb17 so no2025training. Vectorbt from_signals fees25bp cash each side (approximation to credited-asset fees), baseline slip30bp/stress60bp. No stop/target/profit-taking or15minute execution simulated; not venue-ready. Baseline {"symbol":"UNI","tf":"1Hour","fast":20,"window":"holdout","slip":0.003,"return_pct":-24.065349670624332,"drawdown_pct":59.702134711355704,"n":40,"win_rate_pct":20,"avg_win_pct":9.67953296923908,"avg_loss_pct":4.137901802815852,"expectancy_pct":-1.3744148484048655,"quarter_kelly":0,"open":1,"missing":5,"held_gap_invalid":true,"zero_volume":1681}. Stress {"symbol":"UNI","tf":"1Hour","fast":20,"window":"holdout","slip":0.006,"return_pct":-40.44611675578691,"drawdown_pct":67.91804543656906,"n":40,"win_rate_pct":17.5,"avg_win_pct":10.377326346962166,"avg_loss_pct":4.58416563367424,"expectancy_pct":-1.9659045370628694,"quarter_kelly":0,"open":1,"missing":5,"held_gap_invalid":true,"zero_volume":1681}. Premises: current universe introduces survivor selection; 2026 already researched so not pristine unseen validation. Every hourly candidate has a missing interval while invested: diagnostic returns are not accepted execution outcomes; do not fill missing bars or count these as qualified tests. Conclusion reject for trading; even positive raw Kelly is overridden to0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproducible scripts in this run's saved note.

Frozen before download in note1292. Prior completed SMA20>SMA100 enters at next adjacent open; inverse exits, long-only. Development2025 fast10/20/30 and slips30/60bp; holdout2026Jan1 throughSep8 fast20 only, each period starts flat. Warmup begins2024Sep1; HYPE begins2026Feb17 so no2025training. Vectorbt from_signals fees25bp cash each side (approximation to credited-asset fees), baseline slip30bp/stress60bp. No stop/target/profit-taking or15minute execution simulated; not venue-ready. Baseline {"symbol":"UNI","tf":"1Day","fast":20,"window":"holdout","slip":0.003,"return_pct":54.42818341582731,"drawdown_pct":27.840691563172683,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":15.77447261387305,"expectancy_pct":-15.77447261387305,"quarter_kelly":0,"open":1,"missing":0,"held_gap_invalid":false,"zero_volume":0}. Stress {"symbol":"UNI","tf":"1Day","fast":20,"window":"holdout","slip":0.006,"return_pct":53.04660262119546,"drawdown_pct":28.272360177984247,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":16.279818835756174,"expectancy_pct":-16.279818835756174,"quarter_kelly":0,"open":1,"missing":0,"held_gap_invalid":false,"zero_volume":0}. Premises: current universe introduces survivor selection; 2026 already researched so not pristine unseen validation. Only one closed losing trade plus one open position: positive marked returns do not estimate average win or a tradeable probability. Conclusion reject for trading; even positive raw Kelly is overridden to0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproducible scripts in this run's saved note.

Frozen before download in note1292. Prior completed SMA20>SMA100 enters at next adjacent open; inverse exits, long-only. Development2025 fast10/20/30 and slips30/60bp; holdout2026Jan1 throughSep8 fast20 only, each period starts flat. Warmup begins2024Sep1; HYPE begins2026Feb17 so no2025training. Vectorbt from_signals fees25bp cash each side (approximation to credited-asset fees), baseline slip30bp/stress60bp. No stop/target/profit-taking or15minute execution simulated; not venue-ready. Baseline {"symbol":"SOL","tf":"1Hour","fast":20,"window":"holdout","slip":0.003,"return_pct":-43.23618148390702,"drawdown_pct":60.72312265038189,"n":46,"win_rate_pct":21.73913043478261,"avg_win_pct":7.624812376997625,"avg_loss_pct":3.446120911624754,"expectancy_pct":-1.039396283663367,"quarter_kelly":0,"open":0,"missing":7,"held_gap_invalid":true,"zero_volume":124}. Stress {"symbol":"SOL","tf":"1Hour","fast":20,"window":"holdout","slip":0.006,"return_pct":-56.92713016765196,"drawdown_pct":69.65503624102718,"n":46,"win_rate_pct":19.565217391304348,"avg_win_pct":7.761186383521048,"avg_loss_pct":3.9179357403007318,"expectancy_pct":-1.6328901073790798,"quarter_kelly":0,"open":0,"missing":7,"held_gap_invalid":true,"zero_volume":124}. Premises: current universe introduces survivor selection; 2026 already researched so not pristine unseen validation. Every hourly candidate has a missing interval while invested: diagnostic returns are not accepted execution outcomes; do not fill missing bars or count these as qualified tests. Conclusion reject for trading; even positive raw Kelly is overridden to0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproducible scripts in this run's saved note.

Frozen before download in note1292. Prior completed SMA20>SMA100 enters at next adjacent open; inverse exits, long-only. Development2025 fast10/20/30 and slips30/60bp; holdout2026Jan1 throughSep8 fast20 only, each period starts flat. Warmup begins2024Sep1; HYPE begins2026Feb17 so no2025training. Vectorbt from_signals fees25bp cash each side (approximation to credited-asset fees), baseline slip30bp/stress60bp. No stop/target/profit-taking or15minute execution simulated; not venue-ready. Baseline {"symbol":"SOL","tf":"1Day","fast":20,"window":"holdout","slip":0.003,"return_pct":-7.2673895414414575,"drawdown_pct":16.278259939392502,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":15.473666528142124,"expectancy_pct":-15.473666528142124,"quarter_kelly":0,"open":1,"missing":0,"held_gap_invalid":false,"zero_volume":0}. Stress {"symbol":"SOL","tf":"1Day","fast":20,"window":"holdout","slip":0.006,"return_pct":-8.097015266563403,"drawdown_pct":16.779096883987464,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":15.980812220518612,"expectancy_pct":-15.980812220518612,"quarter_kelly":0,"open":1,"missing":0,"held_gap_invalid":false,"zero_volume":0}. Premises: current universe introduces survivor selection; 2026 already researched so not pristine unseen validation. Only one closed losing trade plus one open position: positive marked returns do not estimate average win or a tradeable probability. Conclusion reject for trading; even positive raw Kelly is overridden to0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproducible scripts in this run's saved note.

Frozen before download in note1292. Prior completed SMA20>SMA100 enters at next adjacent open; inverse exits, long-only. Development2025 fast10/20/30 and slips30/60bp; holdout2026Jan1 throughSep8 fast20 only, each period starts flat. Warmup begins2024Sep1; HYPE begins2026Feb17 so no2025training. Vectorbt from_signals fees25bp cash each side (approximation to credited-asset fees), baseline slip30bp/stress60bp. No stop/target/profit-taking or15minute execution simulated; not venue-ready. Baseline {"symbol":"LTC","tf":"1Hour","fast":20,"window":"holdout","slip":0.003,"return_pct":-52.24143230536836,"drawdown_pct":63.6873548585674,"n":40,"win_rate_pct":17.5,"avg_win_pct":3.201181880318882,"avg_loss_pct":3.075091125317925,"expectancy_pct":-1.9767433493314832,"quarter_kelly":0,"open":1,"missing":2,"held_gap_invalid":true,"zero_volume":2670}. Stress {"symbol":"LTC","tf":"1Hour","fast":20,"window":"holdout","slip":0.006,"return_pct":-62.54400129506295,"drawdown_pct":71.2637004148044,"n":40,"win_rate_pct":17.5,"avg_win_pct":2.5823202344648957,"avg_loss_pct":3.6564070943463824,"expectancy_pct":-2.5646298118044086,"quarter_kelly":0,"open":1,"missing":2,"held_gap_invalid":true,"zero_volume":2670}. Premises: current universe introduces survivor selection; 2026 already researched so not pristine unseen validation. Every hourly candidate has a missing interval while invested: diagnostic returns are not accepted execution outcomes; do not fill missing bars or count these as qualified tests. Conclusion reject for trading; even positive raw Kelly is overridden to0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproducible scripts in this run's saved note.

Frozen before download in note1292. Prior completed SMA20>SMA100 enters at next adjacent open; inverse exits, long-only. Development2025 fast10/20/30 and slips30/60bp; holdout2026Jan1 throughSep8 fast20 only, each period starts flat. Warmup begins2024Sep1; HYPE begins2026Feb17 so no2025training. Vectorbt from_signals fees25bp cash each side (approximation to credited-asset fees), baseline slip30bp/stress60bp. No stop/target/profit-taking or15minute execution simulated; not venue-ready. Baseline {"symbol":"LTC","tf":"1Day","fast":20,"window":"holdout","slip":0.003,"return_pct":-6.0422966924771915,"drawdown_pct":22.16149838847531,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":8.96627008670667,"expectancy_pct":-8.96627008670667,"quarter_kelly":0,"open":1,"missing":0,"held_gap_invalid":false,"zero_volume":0}. Stress {"symbol":"LTC","tf":"1Day","fast":20,"window":"holdout","slip":0.006,"return_pct":-6.882882623918523,"drawdown_pct":22.627140852317286,"n":1,"win_rate_pct":0,"avg_win_pct":null,"avg_loss_pct":9.512344073557632,"expectancy_pct":-9.512344073557632,"quarter_kelly":0,"open":1,"missing":0,"held_gap_invalid":false,"zero_volume":0}. Premises: current universe introduces survivor selection; 2026 already researched so not pristine unseen validation. Only one closed losing trade plus one open position: positive marked returns do not estimate average win or a tradeable probability. Conclusion reject for trading; even positive raw Kelly is overridden to0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Reproducible scripts in this run's saved note.