Stats

Fixed L126/H20 monthly top1positive sector momentum, nineETFs; train2017-20/holdout2021-25/recent2026throughSep4. Managed1ATRstop1.5ATRtarget half+1ATR thenBE, daily stopfirst ambiguouspath; nonoverlap, nextopenlaggedsignal. 5bpfees+5bpslippageperfill. Signed eventledger independentlyreconciles vectorbt maxUSDerror3.637978807091713e-12. Fees on everypartial included. {"target":9,"stop":23,"samebar_BE":7,"gap_target":7,"BE":2}. Data2016floor2684bars/symbol, alladjustedtotalreturnproxy; cashdividends/exactfees/15minutequotes/whole-share/PDT unvalidated. OOS is chronological notpristine duepreviousmarketwindowreuse. Parentcannotauthorizeorderwithoutrequiredexits. Thisrule notactiveSep8monthlyentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen notes1011/1014, strategy1121.

Fixed L126/H20 monthly top1positive sector momentum, nineETFs; train2017-20/holdout2021-25/recent2026throughSep4. Managed1ATRstop1.5ATRtarget half+1ATR thenBE, daily stopfirst ambiguouspath; nonoverlap, nextopenlaggedsignal. Zero fees/slippage diagnostic. Signed eventledger independentlyreconciles vectorbt maxUSDerror1.8189894035458565e-12. Fees on everypartial included. {"stop":4,"samebar_BE":1,"gap_stop":1,"target":1,"gap_target":1,"boundary":1}. Data2016floor2684bars/symbol, alladjustedtotalreturnproxy; cashdividends/exactfees/15minutequotes/whole-share/PDT unvalidated. OOS is chronological notpristine duepreviousmarketwindowreuse. Parentcannotauthorizeorderwithoutrequiredexits. Thisrule notactiveSep8monthlyentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen notes1011/1014, strategy1121.

Fixed L126/H20 monthly top1positive sector momentum, nineETFs; train2017-20/holdout2021-25/recent2026throughSep4. Managed1ATRstop1.5ATRtarget half+1ATR thenBE, daily stopfirst ambiguouspath; nonoverlap, nextopenlaggedsignal. Zero fees/slippage diagnostic. Signed eventledger independentlyreconciles vectorbt maxUSDerror3.637978807091713e-12. Fees on everypartial included. {"stop":27,"target":13,"samebar_BE":7,"gap_target":5,"gap_stop":4,"BE":3}. Data2016floor2684bars/symbol, alladjustedtotalreturnproxy; cashdividends/exactfees/15minutequotes/whole-share/PDT unvalidated. OOS is chronological notpristine duepreviousmarketwindowreuse. Parentcannotauthorizeorderwithoutrequiredexits. Thisrule notactiveSep8monthlyentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen notes1011/1014, strategy1121.

Fixed L126/H20 monthly top1positive sector momentum, nineETFs; train2017-20/holdout2021-25/recent2026throughSep4. Managed1ATRstop1.5ATRtarget half+1ATR thenBE, daily stopfirst ambiguouspath; nonoverlap, nextopenlaggedsignal. Zero fees/slippage diagnostic. Signed eventledger independentlyreconciles vectorbt maxUSDerror0. Fees on everypartial included. {"target":9,"stop":23,"samebar_BE":7,"gap_target":7,"BE":2}. Data2016floor2684bars/symbol, alladjustedtotalreturnproxy; cashdividends/exactfees/15minutequotes/whole-share/PDT unvalidated. OOS is chronological notpristine duepreviousmarketwindowreuse. Parentcannotauthorizeorderwithoutrequiredexits. Thisrule notactiveSep8monthlyentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen notes1011/1014, strategy1121.

Fixed L126/H20 monthly top1positive sector momentum, nineETFs; train2017-20/holdout2021-25/recent2026throughSep4. Parenttimeexitonly20sessions; nonoverlap, nextopenlaggedsignal. 5bpfees+20bpslippageperfill. Signed eventledger independentlyreconciles vectorbt maxUSDerror1.8189894035458565e-12. Fees on everypartial included. {"time":7,"boundary":1}. Data2016floor2684bars/symbol, alladjustedtotalreturnproxy; cashdividends/exactfees/15minutequotes/whole-share/PDT unvalidated. OOS is chronological notpristine duepreviousmarketwindowreuse. Parentcannotauthorizeorderwithoutrequiredexits. Thisrule notactiveSep8monthlyentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen notes1011/1014, strategy1121.

Fixed L126/H20 monthly top1positive sector momentum, nineETFs; train2017-20/holdout2021-25/recent2026throughSep4. Parenttimeexitonly20sessions; nonoverlap, nextopenlaggedsignal. 5bpfees+20bpslippageperfill. Signed eventledger independentlyreconciles vectorbt maxUSDerror1.8189894035458565e-12. Fees on everypartial included. {"time":52}. Data2016floor2684bars/symbol, alladjustedtotalreturnproxy; cashdividends/exactfees/15minutequotes/whole-share/PDT unvalidated. OOS is chronological notpristine duepreviousmarketwindowreuse. Parentcannotauthorizeorderwithoutrequiredexits. Thisrule notactiveSep8monthlyentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen notes1011/1014, strategy1121.

Fixed L126/H20 monthly top1positive sector momentum, nineETFs; train2017-20/holdout2021-25/recent2026throughSep4. Parenttimeexitonly20sessions; nonoverlap, nextopenlaggedsignal. 5bpfees+20bpslippageperfill. Signed eventledger independentlyreconciles vectorbt maxUSDerror1.8189894035458565e-12. Fees on everypartial included. {"time":41}. Data2016floor2684bars/symbol, alladjustedtotalreturnproxy; cashdividends/exactfees/15minutequotes/whole-share/PDT unvalidated. OOS is chronological notpristine duepreviousmarketwindowreuse. Parentcannotauthorizeorderwithoutrequiredexits. Thisrule notactiveSep8monthlyentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen notes1011/1014, strategy1121.

Fixed L126/H20 monthly top1positive sector momentum, nineETFs; train2017-20/holdout2021-25/recent2026throughSep4. Parenttimeexitonly20sessions; nonoverlap, nextopenlaggedsignal. 5bpfees+5bpslippageperfill. Signed eventledger independentlyreconciles vectorbt maxUSDerror1.8189894035458565e-12. Fees on everypartial included. {"time":7,"boundary":1}. Data2016floor2684bars/symbol, alladjustedtotalreturnproxy; cashdividends/exactfees/15minutequotes/whole-share/PDT unvalidated. OOS is chronological notpristine duepreviousmarketwindowreuse. Parentcannotauthorizeorderwithoutrequiredexits. Thisrule notactiveSep8monthlyentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen notes1011/1014, strategy1121.

Fixed L126/H20 monthly top1positive sector momentum, nineETFs; train2017-20/holdout2021-25/recent2026throughSep4. Parenttimeexitonly20sessions; nonoverlap, nextopenlaggedsignal. 5bpfees+5bpslippageperfill. Signed eventledger independentlyreconciles vectorbt maxUSDerror1.8189894035458565e-12. Fees on everypartial included. {"time":52}. Data2016floor2684bars/symbol, alladjustedtotalreturnproxy; cashdividends/exactfees/15minutequotes/whole-share/PDT unvalidated. OOS is chronological notpristine duepreviousmarketwindowreuse. Parentcannotauthorizeorderwithoutrequiredexits. Thisrule notactiveSep8monthlyentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen notes1011/1014, strategy1121.

Fixed L126/H20 monthly top1positive sector momentum, nineETFs; train2017-20/holdout2021-25/recent2026throughSep4. Parenttimeexitonly20sessions; nonoverlap, nextopenlaggedsignal. 5bpfees+5bpslippageperfill. Signed eventledger independentlyreconciles vectorbt maxUSDerror3.637978807091713e-12. Fees on everypartial included. {"time":41}. Data2016floor2684bars/symbol, alladjustedtotalreturnproxy; cashdividends/exactfees/15minutequotes/whole-share/PDT unvalidated. OOS is chronological notpristine duepreviousmarketwindowreuse. Parentcannotauthorizeorderwithoutrequiredexits. Thisrule notactiveSep8monthlyentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen notes1011/1014, strategy1121.

Fixed L126/H20 monthly top1positive sector momentum, nineETFs; train2017-20/holdout2021-25/recent2026throughSep4. Parenttimeexitonly20sessions; nonoverlap, nextopenlaggedsignal. Zero fees/slippage diagnostic. Signed eventledger independentlyreconciles vectorbt maxUSDerror0. Fees on everypartial included. {"time":7,"boundary":1}. Data2016floor2684bars/symbol, alladjustedtotalreturnproxy; cashdividends/exactfees/15minutequotes/whole-share/PDT unvalidated. OOS is chronological notpristine duepreviousmarketwindowreuse. Parentcannotauthorizeorderwithoutrequiredexits. Thisrule notactiveSep8monthlyentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen notes1011/1014, strategy1121.

Fixed L126/H20 monthly top1positive sector momentum, nineETFs; train2017-20/holdout2021-25/recent2026throughSep4. Parenttimeexitonly20sessions; nonoverlap, nextopenlaggedsignal. Zero fees/slippage diagnostic. Signed eventledger independentlyreconciles vectorbt maxUSDerror1.8189894035458565e-12. Fees on everypartial included. {"time":52}. Data2016floor2684bars/symbol, alladjustedtotalreturnproxy; cashdividends/exactfees/15minutequotes/whole-share/PDT unvalidated. OOS is chronological notpristine duepreviousmarketwindowreuse. Parentcannotauthorizeorderwithoutrequiredexits. Thisrule notactiveSep8monthlyentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen notes1011/1014, strategy1121.

Fixed L126/H20 monthly top1positive sector momentum, nineETFs; train2017-20/holdout2021-25/recent2026throughSep4. Parenttimeexitonly20sessions; nonoverlap, nextopenlaggedsignal. Zero fees/slippage diagnostic. Signed eventledger independentlyreconciles vectorbt maxUSDerror1.8189894035458565e-12. Fees on everypartial included. {"time":41}. Data2016floor2684bars/symbol, alladjustedtotalreturnproxy; cashdividends/exactfees/15minutequotes/whole-share/PDT unvalidated. OOS is chronological notpristine duepreviousmarketwindowreuse. Parentcannotauthorizeorderwithoutrequiredexits. Thisrule notactiveSep8monthlyentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen notes1011/1014, strategy1121.

Premise1: frozen note968 sixfiltersx7assetsx2costsxtrain/holdout=168scenarios. Full569pagehistoricaldownload has54missinghours; all54remainabsentinnarrowhourand15minrequests. Nointerpolation; anymissingbarwithopenpositioninvalidatesthatscenario.50/168scenariosinvalid; othersremainlimitedbyflatgapexclusionandzero-volumequoting. Premise2: training-onlyhighestpositivecostedreturnwithN>=10selectsSOLtrend-on/compression.75 andUNItrend-off/nocompression. SOLtrain+49.3570%,DD23.7144%,N45,win62.2222%,avgwin4.73869%,avgloss4.91962%,plug-inquarterKelly5.7505%; holdoutbase/stressINVALID at2026Mar12 17UTCwithpositionopen. Thisisunknown, notzeroorloss. UNItrain+29.8552%,DD55.9626%,N83;holdout-42.91764%,DD72.21537%,N61,win50.81967%,avgwin5.26321%,avgloss6.76089%,expectancy-.650281%/trade,quarterKellyclipped0. DoubleslipUNIholdout-54.96443%,DD76.13023%,N62,win50%,expectancy-1.018464%. NoDailyvariantmeetstraininggate(analysis1099). Premise3: fixedtrend-on/compression.75holdoutBTC-22.15809%(N29),ETH-22.80652%(N36),XRP-12.52236%(N20),UNI-.89513%(N27),LTC-28.94430%(N28),LINK-31.37986%(N31);SOLinvalid. Allsixlosecompoundcapital; UNIsmallpositivearithmeticmean+.2620%doesnotrescuelossorfailedtraining. All30computablebasecostholdoutvariantslose;12of42invalid. Do notreplacefailedselectedmodelwithanexpostalternative. Method:24hourpriorhighbreakout,prior6/48logreturnvolratio,optional168hourSMA;nextopen,ADR14computedonlyfromcompletedUTCdays,1ADRstop/1.5ADRtarget,+1RhalfandBE,72horizon. Entrybarchecks,stopfirstdualbarriers,conservativepartialBEambiguity; gapstopsatopen. Exact25bpcreditedassetbuy/fiatsellfee andslip5bpmajors/30bpXRP-LTC/15bpUNI-LINK,doublestress. Vectorbtaccountingreconciles<1e-10USD. BoundaryexitsmarkcapitalbutexcludedfromN. Fullaudit/currentindicators/resultsobservations14879–14970; codeexperiment.py. Conclusionrejectdeployment: neithertraining-selectedmodelhasvalidatedpositiveholdout, dailygatefails, andnonehascurrentbreakout. Validitygatesjustifyzero; notproofeverypossiblemomentumstrategyfails. Soundnesslimitedcurrentuniversesurvivorship,barlevelratherthan15minexits,andhistoricallyreused2026holdout. MostfavorablecounterexampleSOLtrainingprofitcannotreplaceunobservableholdoutexit. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

Ran node /app/agent/dist/backtest.js --symbols SFIX --strategy momentum --lookback 20 --days 730;500bars. Premise1 genericmomentumdiagnosticisnotthedated-eventrule. Premise2 negativeCLIreturnandnoindependentCLIholdout cannotvalidateallocation. Conclusionuseonlyasnegativecrosscheck; costedchronologicalvectorbteventstudies1086–1087areprimary. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX

Ran node /app/agent/dist/backtest.js --symbols LOVE --strategy momentum --lookback 20 --days 730;500bars. Premise1 genericmomentumdiagnosticisnotthedated-eventrule. Premise2 negativeCLIreturnandnoindependentCLIholdout cannotvalidateallocation. Conclusionuseonlyasnegativecrosscheck; costedchronologicalvectorbteventstudies1086–1087areprimary. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE

Premises1: frozen note968 tested42symbol/filter combinations (7symbols x trend on/off x compression none/.75/1), each with base/double slippage, 2025training and2026Jan1–Sep7holdout. Seven737bar histories complete Sep2024warmup; UNI17zero-volume days remain quality limitation. Premise2: zero variants meet training>=10closedtrades, positive netreturn andpositiveexpectancy; no winnerselected. Premise3: fixedtrend-on/compression.75 dailyholdout yields BTC+1.028624%N1,ETH0N0,SOL0N0,XRP0N0,UNI+3.132727%N1,LTC0N0,LINK-4.084055%N1. Equal initialcapital meanreturn+.011042% is descriptive; threecorrelatedtrades do notestimatewinprobability. BaselinetrainingBTC-7.915393%N6,ETH+4.692095%N5,SOL+2.948118%N5,XRP-9.784214%N3,UNI-8.455006%N2,LTC-13.894816%N4,LINK-1.568066%N3. Full84train/holdout pairsandallfiguresobservations14307–14452. Method: prior20dailyhighbreakout,prior5/20volratio,SMA100trend, nextbaropen. Entrybar checked, stop1ADR14,target1.5ADR,+1RhalfthenBE,horizon5days. Stop-firstifbothbarriers, conservativelyassumeBEafterpartialifsamebarlowallows; closeboundaryexitexcludedfromN. Gapstopsfillopen. Creditedassetbuyfee25bp modeled exactly with equivalentcashfee f/(1-f),sell25bp; slip5bpmajors,30bpXRP/LTC,15bpUNI/LINK, doubledstress. Vectorbtfrom_orders independentlyreconcilescustomcash/shareaccounting<1e-10USD; fourdeterministiccashflowchecks pass. Initialentrybar-omissionprototype discardedandrerun; no strategyparameterschanged. Conclusionrejectdeployment; strongercompressionreducesactivity butdoesnotestablishalpha. Traininggatefailsbeforeholdout; noholding/currententry. Validityabsenceofsufficientvalidatedsample requireszero, notproofallcompressionstrategiesfail. Soundnesslimitedbarresolution, currentuniversesurvivorship, syntheticquotes, same2026previouslyresearchedforotherrules; rule-localholdoutisnotpristineglobalholdout. No15minvenueclaim. Counterexamplefuturecompressedbreakouts maywork; requireprospectiveindependentcohort,noretune2026. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

Afterdailyresults executiondiagnostic frozen note970; identicalmonthly RV22 entry/sizingandATRdistances, available15minbarclose checks includingextended. Entry09:30baropen, firstavailablethresholdclose fillwithassumedfees5bp/slip20bp. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=15Min&feed=sip&adjustment=all . {"period":"recent","cost":"stress","return":0.3883577007847361,"drawdown":1.7058992137510942,"n":9,"win":55.55555555555556,"W":0.8903424016897254,"L":0.9282668226251898,"K":0.023044964266495188,"partial":7,"same_day":0,"exit_counts":{"breakeven":2,"target":5,"stop":2},"reconcile":0,"fillerr":0,"rows":10880}. Everyfill andcashledger vectorbt exact; dailyvs15minmonthlyopenmaxdifference0.0094333%,8identicalyearboundaryduplicaterowsremoved. Fullrows121592 acrosswindows; gaps/15minutephase/quoteavailability/whole-sharelimits notverified. 2026partialSeptemberepisodeforcedatlastcompleteddateifneeded; allactualexits threshold. Moreaccuratesamplingdoesnotrescueholdout; positive2026retainedcounterexample notnewwinner.

Afterdailyresults executiondiagnostic frozen note970; identicalmonthly RV22 entry/sizingandATRdistances, available15minbarclose checks includingextended. Entry09:30baropen, firstavailablethresholdclose fillwithassumedfees5bp/slip5bp. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=15Min&feed=sip&adjustment=all . {"period":"recent","cost":"base","return":1.8270568454578084,"drawdown":1.5397404286932925,"n":9,"win":77.77777777777779,"W":0.9297095772245942,"L":1.5315234845823562,"K":0.10292700704603543,"partial":7,"same_day":0,"exit_counts":{"breakeven":2,"target":5,"stop":2},"reconcile":0,"fillerr":0,"rows":10880}. Everyfill andcashledger vectorbt exact; dailyvs15minmonthlyopenmaxdifference0.0094333%,8identicalyearboundaryduplicaterowsremoved. Fullrows121592 acrosswindows; gaps/15minutephase/quoteavailability/whole-sharelimits notverified. 2026partialSeptemberepisodeforcedatlastcompleteddateifneeded; allactualexits threshold. Moreaccuratesamplingdoesnotrescueholdout; positive2026retainedcounterexample notnewwinner.

Afterdailyresults executiondiagnostic frozen note970; identicalmonthly RV22 entry/sizingandATRdistances, available15minbarclose checks includingextended. Entry09:30baropen, firstavailablethresholdclose fillwithassumedfees5bp/slip20bp. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=15Min&feed=sip&adjustment=all . {"period":"holdout","cost":"stress","return":-10.219205520157814,"drawdown":10.547213697120828,"n":60,"win":51.66666666666667,"W":1.0098601271398548,"L":1.6727483053177203,"K":0,"partial":34,"same_day":9,"exit_counts":{"breakeven":10,"target":24,"stop":26},"reconcile":0,"fillerr":0,"rows":79291}. Everyfill andcashledger vectorbt exact; dailyvs15minmonthlyopenmaxdifference0.0094333%,8identicalyearboundaryduplicaterowsremoved. Fullrows121592 acrosswindows; gaps/15minutephase/quoteavailability/whole-sharelimits notverified. 2026partialSeptemberepisodeforcedatlastcompleteddateifneeded; allactualexits threshold. Moreaccuratesamplingdoesnotrescueholdout; positive2026retainedcounterexample notnewwinner.

Afterdailyresults executiondiagnostic frozen note970; identicalmonthly RV22 entry/sizingandATRdistances, available15minbarclose checks includingextended. Entry09:30baropen, firstavailablethresholdclose fillwithassumedfees5bp/slip5bp. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=15Min&feed=sip&adjustment=all . {"period":"holdout","cost":"base","return":-2.958619104193694,"drawdown":4.962779156876207,"n":60,"win":56.666666666666664,"W":1.2165123619899256,"L":1.5611579357533323,"K":0.002641821277265727,"partial":34,"same_day":9,"exit_counts":{"breakeven":10,"target":24,"stop":26},"reconcile":0,"fillerr":0,"rows":79291}. Everyfill andcashledger vectorbt exact; dailyvs15minmonthlyopenmaxdifference0.0094333%,8identicalyearboundaryduplicaterowsremoved. Fullrows121592 acrosswindows; gaps/15minutephase/quoteavailability/whole-sharelimits notverified. 2026partialSeptemberepisodeforcedatlastcompleteddateifneeded; allactualexits threshold. Moreaccuratesamplingdoesnotrescueholdout; positive2026retainedcounterexample notnewwinner.

Afterdailyresults executiondiagnostic frozen note970; identicalmonthly RV22 entry/sizingandATRdistances, available15minbarclose checks includingextended. Entry09:30baropen, firstavailablethresholdclose fillwithassumedfees5bp/slip20bp. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=15Min&feed=sip&adjustment=all . {"period":"train","cost":"stress","return":-2.52328119981714,"drawdown":5.44836870040788,"n":24,"win":66.66666666666666,"W":1.79397636973347,"L":1.26470474223988,"K":0.1079189241481956,"partial":17,"same_day":6,"exit_counts":{"breakeven":3,"target":14,"stop":7},"reconcile":0,"fillerr":0,"rows":31421}. Everyfill andcashledger vectorbt exact; dailyvs15minmonthlyopenmaxdifference0.0094333%,8identicalyearboundaryduplicaterowsremoved. Fullrows121592 acrosswindows; gaps/15minutephase/quoteavailability/whole-sharelimits notverified. 2026partialSeptemberepisodeforcedatlastcompleteddateifneeded; allactualexits threshold. Moreaccuratesamplingdoesnotrescueholdout; positive2026retainedcounterexample notnewwinner.

Afterdailyresults executiondiagnostic frozen note970; identicalmonthly RV22 entry/sizingandATRdistances, available15minbarclose checks includingextended. Entry09:30baropen, firstavailablethresholdclose fillwithassumedfees5bp/slip5bp. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=15Min&feed=sip&adjustment=all . {"period":"train","cost":"base","return":0.6230632020922888,"drawdown":3.29784660349125,"n":24,"win":70.83333333333334,"W":1.977108622265553,"L":1.1083149421567535,"K":0.1362081733705362,"partial":17,"same_day":6,"exit_counts":{"breakeven":3,"target":14,"stop":7},"reconcile":0,"fillerr":0,"rows":31421}. Everyfill andcashledger vectorbt exact; dailyvs15minmonthlyopenmaxdifference0.0094333%,8identicalyearboundaryduplicaterowsremoved. Fullrows121592 acrosswindows; gaps/15minutephase/quoteavailability/whole-sharelimits notverified. 2026partialSeptemberepisodeforcedatlastcompleteddateifneeded; allactualexits threshold. Moreaccuratesamplingdoesnotrescueholdout; positive2026retainedcounterexample notnewwinner.

Premises1 34actualearningssentences identified in70SEC8Ks,30with2019–26bars; do notusecoverdate. Example https://www.sec.gov/Archives/edgar/data/1576942/000162828026042186/sfix-20260610.htm .2 Historical ADVANCE NOTICE times unverified: this is retrospective/oracle-date diagnostic, notdeployablecalendarbacktest.3 FrozenT5open toT1close beforeeventdate,fees10bp+slippage10bp eachside,priorATR14 stop1ATR,target1.5ATR,conservativebarriers,vectorbtlongonly/openclosemarks andindependentcompounding.4 Training2019–23 loses36.40%N20,p35%,W6.178%,L6.461%; holdout2024–26 gains45.56%N10,p70%,W7.732%,L4.689%. BaseholdoutmeanCI[.0076,7.4546]% becomes[-.2030,7.1197]% with25bpslippage. Timeonlytrain-48.00%,holdout+24.99%CIcrosses0.9/12holdoutvariantspositive; none rescuesfailedtraining/datedesign. ConclusionrejectSep16T5entry; no retuningholdout. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&timeframe=1Day&feed=sip&adjustment=all . IPOsurvivorselection,UKclosureandchangedregimeslimittransfer; dailyexitsnot15minvalidation.

Premises1 issuer historical notices paired to32actual releases;33rd upcoming https://investor.lovesac.com/news-events/press-releases . Bars1930daily2019Jan2–2026Sep4 https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all .2 Frozen note961 T5open toT1close, train2019–23,holdout2024–26. Fees10bp/slippage10bp each side; ATR14frompriorclose stop1ATR,target1.5ATR, samebarstopfirst,gapstopatopen,targetcapped; vectorbt cashonly longonly, independentcompoundingreconciled.3 Exclude2018withoutbars,2020Apr16afterJan13guidance,Nov3/Dec6 2023preliminaryQ2/Q3; notice>=entrydate excluded withouttiming.4 Finaltrain+62.16%,N16,meanCI[-.262,6.616]%; holdout+19.24%,N7,CI[-1.048,6.139]%. Stress25bpslippageholdout+16.76%,CI[-1.318,5.821]%. Timeonlyholdout23.33%,CI[-.061,6.385]%. All12variantsrecorded,10positiveholdouts; no winnerselection. Conclusion insufficientcertainty/actualwindowpassed; cannottransferT5toSep8two-sessionentry. CashDD marks open/close only, excludesunseenintradayexcursions; fillsnotvenue15minvalidated. Exclusionaudit lowersinitialtraining118.73%N17 to62.16%N16; notindependentlychosenuniversesample.