Stats

Ran node /app/agent/dist/backtest.js --symbols NVT,HUBB --strategy breakout --lookback20 --days2000 --stop-pct8 --target-pct24. Local engine audit: IEX daily, current-close signal/entry, signal exit, fixed8/24 brackets, no fees/slippage, no train/holdout; therefore use only as screen, not live edge. NVT return-7.3167%,DD33.1769%,win35.0427%,N117; HUBB-35.6065%,DD41.8128%,win32.1739%,N115. Buyhold475.656/136.974%. Does not contradict independent SIP next-open fixed-ATR60session strategy3368–71: entry/exit/feed/costs differ. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex&timeframe=1Day ; corrected costed training/heldout stats are separately recorded. Reject using CLI screen alone for an order.

Hypothesis: capacity-constrained electrical suppliers with cash growth can benefit from a closing breakout. Fixed baseline before calculation: close above prior20 closing high and SMA50, next-session open; stop2x prior20 arithmetic ATR, target6xATR, maximum60sessions; no intrabar target-before-stop assumption. Separate periods start flat, training2018–2024 and holdout2025–Sep18,2026. Entry-day lows checked; gap stops fill at open, intraday stops at level; fees1bp/slippage5bp eachside, stress15bp. vectorbt longonly portfolio; manual product of trade returns reconciles within1e-8. Initial default-direction run accidentally allowed shorts; discarded before any recorded result/order; only corrected results saved. {"symbol":"HUBB","lookback":20,"ATR_multiple":2,"period":"holdout","slippage_bps":5,"return_pct":-21.13292453225124,"drawdown_pct":30.493533223875357,"win_pct":18.181818181818183,"n":11,"mean_trade_pct":-1.758224422557041,"targets":1} Stress {"symbol":"HUBB","lookback":20,"ATR_multiple":2,"period":"holdout","slippage_bps":15,"return_pct":-22.84905539539477,"drawdown_pct":31.801758858962316,"win_pct":18.181818181818183,"n":11,"mean_trade_pct":-1.9545118335165357,"targets":1} Source https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all . Daily proxy omits 15-minute enforcement, discretionary +2R ratchet and afterhours gaps; cannot treat it as validated live-manager expectancy. Adjacent L10/20/40 x ATR2/3 diagnostics recorded, no parameter chosen using holdout. NVT current signal false; HUBB belowSMA50. Historical fundamental filter unavailable, survivorship/selection risk and few recent trades remain. Results support NVT further prospective validation, not an order tonight.

Hypothesis: capacity-constrained electrical suppliers with cash growth can benefit from a closing breakout. Fixed baseline before calculation: close above prior20 closing high and SMA50, next-session open; stop2x prior20 arithmetic ATR, target6xATR, maximum60sessions; no intrabar target-before-stop assumption. Separate periods start flat, training2018–2024 and holdout2025–Sep18,2026. Entry-day lows checked; gap stops fill at open, intraday stops at level; fees1bp/slippage5bp eachside, stress15bp. vectorbt longonly portfolio; manual product of trade returns reconciles within1e-8. Initial default-direction run accidentally allowed shorts; discarded before any recorded result/order; only corrected results saved. {"symbol":"HUBB","lookback":20,"ATR_multiple":2,"period":"train","slippage_bps":5,"return_pct":29.622942449060268,"drawdown_pct":32.259413005863905,"win_pct":34.883720930232556,"n":43,"mean_trade_pct":0.9504845423487236,"targets":11} Stress {"symbol":"HUBB","lookback":20,"ATR_multiple":2,"period":"train","slippage_bps":15,"return_pct":18.94125314366264,"drawdown_pct":33.000543941158,"win_pct":34.883720930232556,"n":43,"mean_trade_pct":0.7487851214103924,"targets":11} Source https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all . Daily proxy omits 15-minute enforcement, discretionary +2R ratchet and afterhours gaps; cannot treat it as validated live-manager expectancy. Adjacent L10/20/40 x ATR2/3 diagnostics recorded, no parameter chosen using holdout. NVT current signal false; HUBB belowSMA50. Historical fundamental filter unavailable, survivorship/selection risk and few recent trades remain. Results support NVT further prospective validation, not an order tonight.

Hypothesis: capacity-constrained electrical suppliers with cash growth can benefit from a closing breakout. Fixed baseline before calculation: close above prior20 closing high and SMA50, next-session open; stop2x prior20 arithmetic ATR, target6xATR, maximum60sessions; no intrabar target-before-stop assumption. Separate periods start flat, training2018–2024 and holdout2025–Sep18,2026. Entry-day lows checked; gap stops fill at open, intraday stops at level; fees1bp/slippage5bp eachside, stress15bp. vectorbt longonly portfolio; manual product of trade returns reconciles within1e-8. Initial default-direction run accidentally allowed shorts; discarded before any recorded result/order; only corrected results saved. {"symbol":"NVT","lookback":20,"ATR_multiple":2,"period":"holdout","slippage_bps":5,"return_pct":38.01431920685477,"drawdown_pct":30.443203166088118,"win_pct":33.33333333333333,"n":12,"mean_trade_pct":3.7722441127324444,"targets":3} Stress {"symbol":"NVT","lookback":20,"ATR_multiple":2,"period":"holdout","slippage_bps":15,"return_pct":34.74140408033717,"drawdown_pct":30.859294874456864,"win_pct":33.33333333333333,"n":12,"mean_trade_pct":3.5649068063104035,"targets":3} Source https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all . Daily proxy omits 15-minute enforcement, discretionary +2R ratchet and afterhours gaps; cannot treat it as validated live-manager expectancy. Adjacent L10/20/40 x ATR2/3 diagnostics recorded, no parameter chosen using holdout. NVT current signal false; HUBB belowSMA50. Historical fundamental filter unavailable, survivorship/selection risk and few recent trades remain. Results support NVT further prospective validation, not an order tonight.

Hypothesis: capacity-constrained electrical suppliers with cash growth can benefit from a closing breakout. Fixed baseline before calculation: close above prior20 closing high and SMA50, next-session open; stop2x prior20 arithmetic ATR, target6xATR, maximum60sessions; no intrabar target-before-stop assumption. Separate periods start flat, training2018–2024 and holdout2025–Sep18,2026. Entry-day lows checked; gap stops fill at open, intraday stops at level; fees1bp/slippage5bp eachside, stress15bp. vectorbt longonly portfolio; manual product of trade returns reconciles within1e-8. Initial default-direction run accidentally allowed shorts; discarded before any recorded result/order; only corrected results saved. {"symbol":"NVT","lookback":20,"ATR_multiple":2,"period":"train","slippage_bps":5,"return_pct":147.57958759279143,"drawdown_pct":23.404508338535944,"win_pct":44.44444444444444,"n":36,"mean_trade_pct":3.036020094846493,"targets":12} Stress {"symbol":"NVT","lookback":20,"ATR_multiple":2,"period":"train","slippage_bps":15,"return_pct":130.38043745758864,"drawdown_pct":23.862705817854334,"win_pct":44.44444444444444,"n":36,"mean_trade_pct":2.83015376658531,"targets":12} Source https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all . Daily proxy omits 15-minute enforcement, discretionary +2R ratchet and afterhours gaps; cannot treat it as validated live-manager expectancy. Adjacent L10/20/40 x ATR2/3 diagnostics recorded, no parameter chosen using holdout. NVT current signal false; HUBB belowSMA50. Historical fundamental filter unavailable, survivorship/selection risk and few recent trades remain. Results support NVT further prospective validation, not an order tonight.

Required CLI: node /app/agent/dist/backtest.js --symbols TEN,PSIX,AA,CENX,ALM,MU --strategy breakout --lookback20 --days1460 --stop-pct8 --target-pct24 (actual invocation uses spaced --lookback 20). Source https://runway.adityaperswal.workers.dev/data/stock-bars . Engine source inspection: IEX, same-close signals/entries, fixed brackets, no commissions/slippage, no holdout, and no adverse opening-gap execution. Therefore diagnostic only; independent costed calendar-split vectorbt analyses3310-3321 supersede for inference. These results are a different strategy and feed, so neither disagreement nor high return validates current eligibility. Full metrics:{"symbol":"MU","bars":1003,"returnPct":33.273060525293154,"buyAndHoldPct":1775.4463428681127,"maxDrawdownPct":36.24458031131956,"winRate":41.66666666666667,"avgTradePct":0.47232312281293787}

Required CLI: node /app/agent/dist/backtest.js --symbols TEN,PSIX,AA,CENX,ALM,MU --strategy breakout --lookback20 --days1460 --stop-pct8 --target-pct24 (actual invocation uses spaced --lookback 20). Source https://runway.adityaperswal.workers.dev/data/stock-bars . Engine source inspection: IEX, same-close signals/entries, fixed brackets, no commissions/slippage, no holdout, and no adverse opening-gap execution. Therefore diagnostic only; independent costed calendar-split vectorbt analyses3310-3321 supersede for inference. These results are a different strategy and feed, so neither disagreement nor high return validates current eligibility. Full metrics:{"symbol":"ALM","bars":297,"returnPct":124.51031088911115,"buyAndHoldPct":190.14373716632446,"maxDrawdownPct":18.106251492680077,"winRate":50,"avgTradePct":4.21481208976961}

Required CLI: node /app/agent/dist/backtest.js --symbols TEN,PSIX,AA,CENX,ALM,MU --strategy breakout --lookback20 --days1460 --stop-pct8 --target-pct24 (actual invocation uses spaced --lookback 20). Source https://runway.adityaperswal.workers.dev/data/stock-bars . Engine source inspection: IEX, same-close signals/entries, fixed brackets, no commissions/slippage, no holdout, and no adverse opening-gap execution. Therefore diagnostic only; independent costed calendar-split vectorbt analyses3310-3321 supersede for inference. These results are a different strategy and feed, so neither disagreement nor high return validates current eligibility. Full metrics:{"symbol":"CENX","bars":1003,"returnPct":30.783852368281472,"buyAndHoldPct":433.07189542483655,"maxDrawdownPct":34.92360735923026,"winRate":32.5,"avgTradePct":0.525451745267276}

Required CLI: node /app/agent/dist/backtest.js --symbols TEN,PSIX,AA,CENX,ALM,MU --strategy breakout --lookback20 --days1460 --stop-pct8 --target-pct24 (actual invocation uses spaced --lookback 20). Source https://runway.adityaperswal.workers.dev/data/stock-bars . Engine source inspection: IEX, same-close signals/entries, fixed brackets, no commissions/slippage, no holdout, and no adverse opening-gap execution. Therefore diagnostic only; independent costed calendar-split vectorbt analyses3310-3321 supersede for inference. These results are a different strategy and feed, so neither disagreement nor high return validates current eligibility. Full metrics:{"symbol":"AA","bars":1003,"returnPct":-25.392344990122197,"buyAndHoldPct":5.347533632286994,"maxDrawdownPct":42.471162084949704,"winRate":32.857142857142854,"avgTradePct":-0.34057498169084205}

Required CLI: node /app/agent/dist/backtest.js --symbols TEN,PSIX,AA,CENX,ALM,MU --strategy breakout --lookback20 --days1460 --stop-pct8 --target-pct24 (actual invocation uses spaced --lookback 20). Source https://runway.adityaperswal.workers.dev/data/stock-bars . Engine source inspection: IEX, same-close signals/entries, fixed brackets, no commissions/slippage, no holdout, and no adverse opening-gap execution. Therefore diagnostic only; independent costed calendar-split vectorbt analyses3310-3321 supersede for inference. These results are a different strategy and feed, so neither disagreement nor high return validates current eligibility. Full metrics:{"symbol":"PSIX","bars":432,"returnPct":42.32466690454897,"buyAndHoldPct":51.500000000000014,"maxDrawdownPct":15.0166294688044,"winRate":41.935483870967744,"avgTradePct":1.3974287736690292}

Required CLI: node /app/agent/dist/backtest.js --symbols TEN,PSIX,AA,CENX,ALM,MU --strategy breakout --lookback20 --days1460 --stop-pct8 --target-pct24 (actual invocation uses spaced --lookback 20). Source https://runway.adityaperswal.workers.dev/data/stock-bars . Engine source inspection: IEX, same-close signals/entries, fixed brackets, no commissions/slippage, no holdout, and no adverse opening-gap execution. Therefore diagnostic only; independent costed calendar-split vectorbt analyses3310-3321 supersede for inference. These results are a different strategy and feed, so neither disagreement nor high return validates current eligibility. Full metrics:{"symbol":"TEN","bars":1001,"returnPct":23.779307240557834,"buyAndHoldPct":178.24367088607596,"maxDrawdownPct":19.727161495833574,"winRate":37.333333333333336,"avgTradePct":0.39570689620069754}

1. Preregistered note3573, detailed methods3577. Daily SIP/all through Sep17; 2016-2023 train (AA starts Nov1 2016), 2024-25 calendar holdout, 2026 separate known-period diagnostic. Source https://runway.adityaperswal.workers.dev/data/stock-bars . 2. Next-open prior20-close breakout AND SMA50, prior20 arithmetic ATR, E-2ATR/E+6ATR brackets, 60-session max; entry-day stops and adverse opening gaps included, target opening priority, ambiguous intraday stop first. Vectorbt $10000 reinvested fractional proxy, 1bp fee+5bp slip per side; stress15bp slip. Fixed brackets omit +2R management and actual 15min/overnight execution. 3. train: marked 110.5027%, closed compound 108.0478%, DD 15.8699%, win 50.00%, N=42, open=1, targets=12. holdout: marked 25.6958%, closed compound 24.8288%, DD 6.4636%, win 45.45%, N=11, open=1, targets=3. forward2026: marked 0.5309%, closed compound 0.3321%, DD 8.4508%, win 20.00%, N=5, open=1, targets=1. Stress holdout: holdout: marked 22.8380%, closed compound 22.1126%, DD 6.8370%, win 45.45%, N=11, open=1, targets=3. 4. L10/40 and other trend filters recorded as sensitivities, not selected by holdout. Current survivor selection, retrospective adjustments, small N, prior viewing of history and no historical primary-event labeling mean this is a technical overlay experiment, not proof of bottleneck alpha. Marked return includes open paper; closed statistics do not. Conclusion: Benchmark only; outside Supply entry mandate.

1. Preregistered note3573, detailed methods3577. Daily SIP/all through Sep17; 2016-2023 train (AA starts Nov1 2016), 2024-25 calendar holdout, 2026 separate known-period diagnostic. Source https://runway.adityaperswal.workers.dev/data/stock-bars . 2. Next-open prior20-close breakout AND SMA50, prior20 arithmetic ATR, E-2ATR/E+6ATR brackets, 60-session max; entry-day stops and adverse opening gaps included, target opening priority, ambiguous intraday stop first. Vectorbt $10000 reinvested fractional proxy, 1bp fee+5bp slip per side; stress15bp slip. Fixed brackets omit +2R management and actual 15min/overnight execution. 3. train: marked 14.8198%, closed compound 15.8252%, DD 69.0629%, win 33.33%, N=51, open=1, targets=14. holdout: marked 32.4452%, closed compound 28.6361%, DD 56.5251%, win 41.18%, N=17, open=1, targets=6. forward2026: marked 57.9976%, closed compound 54.7930%, DD 36.9163%, win 50.00%, N=6, open=1, targets=3. Stress holdout: holdout: marked 27.8900%, closed compound 24.3360%, DD 57.0437%, win 41.18%, N=17, open=1, targets=6. 4. L10/40 and other trend filters recorded as sensitivities, not selected by holdout. Current survivor selection, retrospective adjustments, small N, prior viewing of history and no historical primary-event labeling mean this is a technical overlay experiment, not proof of bottleneck alpha. Marked return includes open paper; closed statistics do not. Conclusion: Retain as research candidate; historical positivity alone does not establish current signal, valuation or executable payoff.

1. Preregistered note3573, detailed methods3577. Daily SIP/all through Sep17; 2016-2023 train (AA starts Nov1 2016), 2024-25 calendar holdout, 2026 separate known-period diagnostic. Source https://runway.adityaperswal.workers.dev/data/stock-bars . 2. Next-open prior20-close breakout AND SMA50, prior20 arithmetic ATR, E-2ATR/E+6ATR brackets, 60-session max; entry-day stops and adverse opening gaps included, target opening priority, ambiguous intraday stop first. Vectorbt $10000 reinvested fractional proxy, 1bp fee+5bp slip per side; stress15bp slip. Fixed brackets omit +2R management and actual 15min/overnight execution. 3. train: marked -89.0755%, closed compound -89.0755%, DD 94.3601%, win 16.67%, N=36, open=0, targets=4. holdout: marked -27.3629%, closed compound -30.9049%, DD 45.5460%, win 26.32%, N=19, open=1, targets=5. forward2026: marked -29.2466%, closed compound -29.2466%, DD 32.3656%, win 16.67%, N=6, open=0, targets=1. Stress holdout: holdout: marked -30.1412%, closed compound -33.4812%, DD 46.7841%, win 26.32%, N=19, open=1, targets=5. 4. L10/40 and other trend filters recorded as sensitivities, not selected by holdout. Current survivor selection, retrospective adjustments, small N, prior viewing of history and no historical primary-event labeling mean this is a technical overlay experiment, not proof of bottleneck alpha. Marked return includes open paper; closed statistics do not. Conclusion: Baseline lacks consistent train/holdout support; reject as standalone live rule.

1. Preregistered note3573, detailed methods3577. Daily SIP/all through Sep17; 2016-2023 train (AA starts Nov1 2016), 2024-25 calendar holdout, 2026 separate known-period diagnostic. Source https://runway.adityaperswal.workers.dev/data/stock-bars . 2. Next-open prior20-close breakout AND SMA50, prior20 arithmetic ATR, E-2ATR/E+6ATR brackets, 60-session max; entry-day stops and adverse opening gaps included, target opening priority, ambiguous intraday stop first. Vectorbt $10000 reinvested fractional proxy, 1bp fee+5bp slip per side; stress15bp slip. Fixed brackets omit +2R management and actual 15min/overnight execution. 3. train: marked 106.4773%, closed compound 118.1736%, DD 69.9238%, win 33.33%, N=42, open=1, targets=13. holdout: marked 55.3394%, closed compound 29.6065%, DD 51.1477%, win 38.46%, N=13, open=1, targets=5. forward2026: marked -28.4114%, closed compound -28.4114%, DD 45.7865%, win 20.00%, N=5, open=0, targets=1. Stress holdout: holdout: marked 51.2015%, closed compound 26.2802%, DD 51.9231%, win 38.46%, N=13, open=1, targets=5. 4. L10/40 and other trend filters recorded as sensitivities, not selected by holdout. Current survivor selection, retrospective adjustments, small N, prior viewing of history and no historical primary-event labeling mean this is a technical overlay experiment, not proof of bottleneck alpha. Marked return includes open paper; closed statistics do not. Conclusion: Retain as research candidate; historical positivity alone does not establish current signal, valuation or executable payoff.

1. Preregistered note3573, detailed methods3577. Daily SIP/all through Sep17; 2016-2023 train (AA starts Nov1 2016), 2024-25 calendar holdout, 2026 separate known-period diagnostic. Source https://runway.adityaperswal.workers.dev/data/stock-bars . 2. Next-open prior20-close breakout AND SMA50, prior20 arithmetic ATR, E-2ATR/E+6ATR brackets, 60-session max; entry-day stops and adverse opening gaps included, target opening priority, ambiguous intraday stop first. Vectorbt $10000 reinvested fractional proxy, 1bp fee+5bp slip per side; stress15bp slip. Fixed brackets omit +2R management and actual 15min/overnight execution. 3. train: marked 132.3927%, closed compound 104.7072%, DD 59.6778%, win 35.14%, N=37, open=1, targets=12. holdout: marked 48.8489%, closed compound 32.0076%, DD 44.8167%, win 36.36%, N=11, open=1, targets=4. forward2026: marked -4.7619%, closed compound -4.7619%, DD 21.9454%, win 33.33%, N=3, open=0, targets=0. Stress holdout: holdout: marked 45.4646%, closed compound 29.1352%, DD 45.4750%, win 36.36%, N=11, open=1, targets=4. 4. L10/40 and other trend filters recorded as sensitivities, not selected by holdout. Current survivor selection, retrospective adjustments, small N, prior viewing of history and no historical primary-event labeling mean this is a technical overlay experiment, not proof of bottleneck alpha. Marked return includes open paper; closed statistics do not. Conclusion: Retain as research candidate; historical positivity alone does not establish current signal, valuation or executable payoff.

1. Preregistered note3573, detailed methods3577. Daily SIP/all through Sep17; 2016-2023 train (AA starts Nov1 2016), 2024-25 calendar holdout, 2026 separate known-period diagnostic. Source https://runway.adityaperswal.workers.dev/data/stock-bars . 2. Next-open prior20-close breakout AND SMA50, prior20 arithmetic ATR, E-2ATR/E+6ATR brackets, 60-session max; entry-day stops and adverse opening gaps included, target opening priority, ambiguous intraday stop first. Vectorbt $10000 reinvested fractional proxy, 1bp fee+5bp slip per side; stress15bp slip. Fixed brackets omit +2R management and actual 15min/overnight execution. 3. No pre-2024 training history. holdout: marked 84.6740%, closed compound 53.3232%, DD 17.3679%, win 66.67%, N=3, open=1, targets=2. forward2026: marked -7.4838%, closed compound -7.4838%, DD 50.8007%, win 33.33%, N=6, open=0, targets=2. Stress holdout: holdout: marked 83.3860%, closed compound 52.4060%, DD 17.6154%, win 66.67%, N=3, open=1, targets=2. 4. L10/40 and other trend filters recorded as sensitivities, not selected by holdout. Current survivor selection, retrospective adjustments, small N, prior viewing of history and no historical primary-event labeling mean this is a technical overlay experiment, not proof of bottleneck alpha. Marked return includes open paper; closed statistics do not. Conclusion: Short history remains unvalidated for allocation.

1. Preregistered note3573, detailed methods3577. Daily SIP/all through Sep17; 2016-2023 train (AA starts Nov1 2016), 2024-25 calendar holdout, 2026 separate known-period diagnostic. Source https://runway.adityaperswal.workers.dev/data/stock-bars . 2. Next-open prior20-close breakout AND SMA50, prior20 arithmetic ATR, E-2ATR/E+6ATR brackets, 60-session max; entry-day stops and adverse opening gaps included, target opening priority, ambiguous intraday stop first. Vectorbt $10000 reinvested fractional proxy, 1bp fee+5bp slip per side; stress15bp slip. Fixed brackets omit +2R management and actual 15min/overnight execution. 3. No pre-2024 training history. holdout: marked 220.1909%, closed compound 220.1909%, DD 28.9480%, win 100.00%, N=4, open=0, targets=3. forward2026: marked -10.2456%, closed compound -15.5546%, DD 42.6214%, win 25.00%, N=4, open=1, targets=1. Stress holdout: holdout: marked 217.6396%, closed compound 217.6396%, DD 28.9480%, win 100.00%, N=4, open=0, targets=3. 4. L10/40 and other trend filters recorded as sensitivities, not selected by holdout. Current survivor selection, retrospective adjustments, small N, prior viewing of history and no historical primary-event labeling mean this is a technical overlay experiment, not proof of bottleneck alpha. Marked return includes open paper; closed statistics do not. Conclusion: Short history remains unvalidated for allocation.

1. Preregistered note3573, detailed methods3577. Daily SIP/all through Sep17; 2016-2023 train (AA starts Nov1 2016), 2024-25 calendar holdout, 2026 separate known-period diagnostic. Source https://runway.adityaperswal.workers.dev/data/stock-bars . 2. Next-open prior20-close breakout AND SMA50, prior20 arithmetic ATR, E-2ATR/E+6ATR brackets, 60-session max; entry-day stops and adverse opening gaps included, target opening priority, ambiguous intraday stop first. Vectorbt $10000 reinvested fractional proxy, 1bp fee+5bp slip per side; stress15bp slip. Fixed brackets omit +2R management and actual 15min/overnight execution. 3. No pre-2024 training history. holdout: marked -16.8897%, closed compound -20.6682%, DD 32.2133%, win 14.29%, N=7, open=1, targets=1. forward2026: marked 122.8193%, closed compound 112.7180%, DD 10.9551%, win 83.33%, N=6, open=1, targets=5. Stress holdout: holdout: marked -18.1270%, closed compound -21.7711%, DD 32.9548%, win 14.29%, N=7, open=1, targets=1. 4. L10/40 and other trend filters recorded as sensitivities, not selected by holdout. Current survivor selection, retrospective adjustments, small N, prior viewing of history and no historical primary-event labeling mean this is a technical overlay experiment, not proof of bottleneck alpha. Marked return includes open paper; closed statistics do not. Conclusion: Short history remains unvalidated for allocation.

1. Preregistered note3573, detailed methods3577. Daily SIP/all through Sep17; 2016-2023 train (AA starts Nov1 2016), 2024-25 calendar holdout, 2026 separate known-period diagnostic. Source https://runway.adityaperswal.workers.dev/data/stock-bars . 2. Next-open prior20-close breakout AND SMA50, prior20 arithmetic ATR, E-2ATR/E+6ATR brackets, 60-session max; entry-day stops and adverse opening gaps included, target opening priority, ambiguous intraday stop first. Vectorbt $10000 reinvested fractional proxy, 1bp fee+5bp slip per side; stress15bp slip. Fixed brackets omit +2R management and actual 15min/overnight execution. 3. train: marked 19.9143%, closed compound 27.7017%, DD 78.3639%, win 30.61%, N=49, open=1, targets=13. holdout: marked -25.6595%, closed compound -25.6595%, DD 40.4370%, win 20.00%, N=10, open=0, targets=2. forward2026: marked 90.8954%, closed compound 76.5638%, DD 11.9943%, win 57.14%, N=7, open=1, targets=4. Stress holdout: holdout: marked -27.1315%, closed compound -27.1315%, DD 41.0297%, win 20.00%, N=10, open=0, targets=2. 4. L10/40 and other trend filters recorded as sensitivities, not selected by holdout. Current survivor selection, retrospective adjustments, small N, prior viewing of history and no historical primary-event labeling mean this is a technical overlay experiment, not proof of bottleneck alpha. Marked return includes open paper; closed statistics do not. Conclusion: Baseline lacks consistent train/holdout support; reject as standalone live rule.

1. Preregistered note3573, detailed methods3577. Daily SIP/all through Sep17; 2016-2023 train (AA starts Nov1 2016), 2024-25 calendar holdout, 2026 separate known-period diagnostic. Source https://runway.adityaperswal.workers.dev/data/stock-bars . 2. Next-open prior20-close breakout AND SMA50, prior20 arithmetic ATR, E-2ATR/E+6ATR brackets, 60-session max; entry-day stops and adverse opening gaps included, target opening priority, ambiguous intraday stop first. Vectorbt $10000 reinvested fractional proxy, 1bp fee+5bp slip per side; stress15bp slip. Fixed brackets omit +2R management and actual 15min/overnight execution. 3. train: marked -34.8539%, closed compound -40.0037%, DD 77.5581%, win 28.57%, N=42, open=1, targets=9. holdout: marked 7.0304%, closed compound 7.0304%, DD 26.6478%, win 33.33%, N=9, open=0, targets=1. forward2026: marked -5.7904%, closed compound -13.0842%, DD 25.8586%, win 16.67%, N=6, open=1, targets=1. Stress holdout: holdout: marked 5.1211%, closed compound 5.1211%, DD 27.0866%, win 33.33%, N=9, open=0, targets=1. 4. L10/40 and other trend filters recorded as sensitivities, not selected by holdout. Current survivor selection, retrospective adjustments, small N, prior viewing of history and no historical primary-event labeling mean this is a technical overlay experiment, not proof of bottleneck alpha. Marked return includes open paper; closed statistics do not. Conclusion: Baseline lacks consistent train/holdout support; reject as standalone live rule.

1. Preregistered note3573, detailed methods3577. Daily SIP/all through Sep17; 2016-2023 train (AA starts Nov1 2016), 2024-25 calendar holdout, 2026 separate known-period diagnostic. Source https://runway.adityaperswal.workers.dev/data/stock-bars . 2. Next-open prior20-close breakout AND SMA50, prior20 arithmetic ATR, E-2ATR/E+6ATR brackets, 60-session max; entry-day stops and adverse opening gaps included, target opening priority, ambiguous intraday stop first. Vectorbt $10000 reinvested fractional proxy, 1bp fee+5bp slip per side; stress15bp slip. Fixed brackets omit +2R management and actual 15min/overnight execution. 3. train: marked -77.2771%, closed compound -77.2771%, DD 84.5876%, win 21.57%, N=51, open=0, targets=10. holdout: marked -10.7601%, closed compound -10.7601%, DD 41.5061%, win 36.36%, N=11, open=0, targets=1. forward2026: marked 85.9215%, closed compound 65.4321%, DD 31.1500%, win 66.67%, N=6, open=1, targets=3. Stress holdout: holdout: marked -12.7019%, closed compound -12.7019%, DD 42.0881%, win 36.36%, N=11, open=0, targets=1. 4. L10/40 and other trend filters recorded as sensitivities, not selected by holdout. Current survivor selection, retrospective adjustments, small N, prior viewing of history and no historical primary-event labeling mean this is a technical overlay experiment, not proof of bottleneck alpha. Marked return includes open paper; closed statistics do not. Conclusion: Baseline lacks consistent train/holdout support; reject as standalone live rule.

1. Preregistered note3573, detailed methods3577. Daily SIP/all through Sep17; 2016-2023 train (AA starts Nov1 2016), 2024-25 calendar holdout, 2026 separate known-period diagnostic. Source https://runway.adityaperswal.workers.dev/data/stock-bars . 2. Next-open prior20-close breakout AND SMA50, prior20 arithmetic ATR, E-2ATR/E+6ATR brackets, 60-session max; entry-day stops and adverse opening gaps included, target opening priority, ambiguous intraday stop first. Vectorbt $10000 reinvested fractional proxy, 1bp fee+5bp slip per side; stress15bp slip. Fixed brackets omit +2R management and actual 15min/overnight execution. 3. train: marked -68.7795%, closed compound -68.9770%, DD 86.1382%, win 19.57%, N=46, open=1, targets=8. holdout: marked 13.3817%, closed compound 13.3817%, DD 29.8290%, win 37.50%, N=8, open=0, targets=1. forward2026: marked 96.7260%, closed compound 85.0282%, DD 22.0055%, win 80.00%, N=5, open=1, targets=4. Stress holdout: holdout: marked 11.5820%, closed compound 11.5820%, DD 30.2487%, win 37.50%, N=8, open=0, targets=1. 4. L10/40 and other trend filters recorded as sensitivities, not selected by holdout. Current survivor selection, retrospective adjustments, small N, prior viewing of history and no historical primary-event labeling mean this is a technical overlay experiment, not proof of bottleneck alpha. Marked return includes open paper; closed statistics do not. Conclusion: Baseline lacks consistent train/holdout support; reject as standalone live rule.

595SIPalladjusteddailies2024-May onward throughSep11. FrozenL20priorclose breakout&SMA50,nextopen2ADRstop6ADRtarget40sessions; dailygapopen exits,low/highbarrier stopfirstifboth; fees1bp/slip5bp/stress15bp fixedpaths. Screeningproxy NOTactualUTCmanager/+2R/15minexecution; noauthorizationfromdailyfills. Trainclosedbefore2026 N10return-17.147187%,dailyMTMDD28.310305%,wins20%,mean-1.588458%; historicalhalfKellyclamped0. PurgedDec22-Jan13boundarytrade. Holdout2026 N7return65.379540%,dailyDD17.874034%,wins71.428571%;stress63.080356%,DD18.038122%. OpenSep8paper excluded fromclosedreturn. TrainingL10 -7.854358%N11/L40-.917582%N7; no winninglookbackselected. Vectorbtlongonly full daily ledger andcompressedfills separately assert compoundedreturn, no same-daytrades inthissample. CLI43trades595bars+17.672193%,DD11.087333%,win39.534884%,differentpolicy andnotOOS. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Current25.13>25/SMA21.4608 true, but shorttrainingnegative andlargerecentregimeshift, noestablishedtransportableedge. Reject currentallocation, do notborrow2026winrateforKelly.

Edge test: ten consecutive issuer-scheduled HITI AMC earnings March2024–June2026, 926 SIP adjustment=all daily bars; release-close to next-session-close median absolute4.700378%. Sep11S2.53, Oct16C2.5 .21Sep11/P2.5 .16Sep10 plus assumed .05/share roundtrip costs require +9.090909%/-9.486166%; each1/10=10%, below40%. Mean mapped intrinsic .213531/.571515 times premium is not actual option expected payoff; no documented3x payout. Aug25issuer quote 'after financial markets close on Monday, September 14, 2026' https://hightideinc.com/high-tide-to-announce-third-fiscal-quarter-2026-financial-results/ ; Oct16expiry32dayslater, defaultSep11RTHexitpassed, noholdexception (hurdles above median4.390531/4.785788pp). Sources option_contracts and https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars . 1. Fixeddesign research/design.txt before fetch: nearest2.5gridcall/put fromstockclose priorentryday, firstmonthlyexpiry>=7daysafterevent, exchangeholidaycorrected; T2/3/5closeentry, lastprior-sessioncloseexit. First8calendartrain,last2known-calendarholdout. Optimize mean on commontrainingonly; callT2leastnegative(-13.580438%), putT3shorter-tie(singleton). No liveadoption or adjusted run-up entry. 2. Vectorbt one wholecontract per observed event on$1000syntheticcapital. Baseline$5roundtrip split$1.25fee+$1.25slippageeachside; stress$10split$2.50each. SelectedcalltrainN5portfolio-.5%,DD.896414%,win40%; holdoutN2-.9%,DD1.15%,win0. Stress-3%train/-1.9%holdout, DD3/1.9%. Independentledger verifies everyterminalPnL and addsinitialcash to DD; rawvectorbtDDmissesfirstentrycost and isnotpreferred. Currentbook$102.12cannotbe equated to$1000testbook; sampletradepremiums vary. 3. Put selectedT3trainN1+.3%portfolio/+.24R,stress-.2%; holdoutmissing. N0returnundefined not0%. Full24grid observations28000–23, endpoints27998–99/28025–32. Optionbars are trades not executableclosingquotes; 15minstops/trailing/+2Rpartial nottested, notinferablefromdailyclose replay. MandatoryCLI momentum20/1000daysHITI685bars,N27,+26.210635%,DD44.737554%,win29.62963%; unsplitstockdiagnostic notoptionorout-of-sampleevidence.