Stats

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":59.97368759152757,"dd":29.81022345137012,"n":220,"win":54.090909090909086,"W":1.7187416587001598,"L":1.5368362571746057,"K":0.03260167584674045},{"period":"holdout","cost":"zero","return":-15.95680931627732,"dd":30.42212413623958,"n":226,"win":49.11504424778761,"W":1.5923488121080531,"L":1.65108363307683,"K":0},{"period":"recent","cost":"zero","return":-1.6930232625908315,"dd":21.405062441430356,"n":32,"win":56.25,"W":1.7961916036008188,"L":2.3405951273812953,"K":0},{"period":"train","cost":"base","return":3.02887744619893,"dd":40.43839177684758,"n":220,"win":52.27272727272727,"W":1.5713926352445222,"L":1.6417845747955488,"K":0.006018671614850382},{"period":"holdout","cost":"base","return":-46.51876718586996,"dd":48.81563640331201,"n":226,"win":47.34513274336283,"W":1.4457328197448056,"L":1.7894615435189238,"K":0},{"period":"recent","cost":"base","return":-7.78756482335824,"dd":23.278914502865767,"n":32,"win":56.25,"W":1.592802660184282,"L":2.5357187647082693,"K":0},{"period":"train","cost":"stress","return":-46.74944870532379,"dd":58.86441339507407,"n":220,"win":46.36363636363636,"W":1.4481089725030527,"L":1.739919385783308,"K":0},{"period":"holdout","cost":"stress","return":-72.85128766796774,"dd":73.68383990691979,"n":226,"win":42.47787610619469,"W":1.2897049481918736,"L":1.9199093149590576,"K":0},{"period":"recent","cost":"stress","return":-16.228334881628292,"dd":26.672707752038082,"n":32,"win":46.875,"W":1.5831585336542084,"L":2.3613038699220836,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. PriorATR14stop1ATR/target1.5ATR/half+1RthenBE,adversesamebarordering. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":175.8283886899252,"dd":21.253678219967952,"n":220,"win":54.090909090909086,"W":2.1583565288578708,"L":1.4923836109597985,"K":0.05586830914695308},{"period":"holdout","cost":"zero","return":285.83272178559554,"dd":11.976007599474304,"n":226,"win":55.75221238938053,"W":2.3306972758157762,"L":1.4985730844569578,"K":0.0682553099418681},{"period":"recent","cost":"zero","return":2.2025676070838163,"dd":22.562052132229226,"n":32,"win":59.375,"W":1.993935624917742,"L":2.625033707451924,"K":0.014729579552927086},{"period":"train","cost":"base","return":77.64352177140124,"dd":27.742829922679224,"n":220,"win":52.27272727272727,"W":2.0253895548931333,"L":1.5999558210208566,"K":0.03642645921029544},{"period":"holdout","cost":"base","return":145.5262520764989,"dd":17.217858291954037,"n":226,"win":52.654867256637175,"W":2.2567692537887605,"L":1.5905342099277493,"K":0.04821697224045533},{"period":"recent","cost":"base","return":-4.133481130965555,"dd":24.019464822877623,"n":32,"win":56.25,"W":1.8910324952038555,"L":2.6200258713014093,"K":0},{"period":"train","cost":"stress","return":-8.184814755506997,"dd":46.44350516270843,"n":220,"win":45.45454545454545,"W":2.0014746999457493,"L":1.67765606878144,"K":0},{"period":"holdout","cost":"stress","return":24.636647976180946,"dd":28.05473168185515,"n":226,"win":44.24778761061947,"W":2.3541994646543047,"L":1.627339278469829,"K":0.014272742203898361},{"period":"recent","cost":"stress","return":-12.908731893080672,"dd":26.182379835333446,"n":32,"win":40.625,"W":2.2703230588051753,"L":2.1965102483356693,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. Timeexitonly;notvenue-ready. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":36.46621444966183,"dd":36.52017439650815,"n":208,"win":54.807692307692314,"W":1.8833406823410361,"L":1.8921461979628689,"K":0.023510222575773426},{"period":"holdout","cost":"zero","return":-34.14788463255884,"dd":36.2648688269676,"n":218,"win":47.24770642201835,"W":1.8337631445070866,"L":1.9782590369987232,"K":0},{"period":"recent","cost":"zero","return":-10.839267664442719,"dd":28.36439069683374,"n":29,"win":48.275862068965516,"W":1.986430403359285,"L":2.535250879632849,"K":0},{"period":"train","cost":"base","return":-9.975933860697205,"dd":47.66720306803334,"n":208,"win":53.36538461538461,"W":1.726186499707914,"L":2.0247385776887263,"K":0},{"period":"holdout","cost":"base","return":-57.41885646018016,"dd":58.179469585029196,"n":218,"win":45.412844036697244,"W":1.6992787269588354,"L":2.0870230114370956,"K":0},{"period":"recent","cost":"base","return":-15.86348002478426,"dd":30.724432402043377,"n":29,"win":48.275862068965516,"W":1.7826613625356709,"L":2.729985594475038,"K":0},{"period":"train","cost":"stress","return":-51.765431918014414,"dd":64.64753060418012,"n":208,"win":48.07692307692308,"W":1.588386044288932,"L":2.091886945370463,"K":0},{"period":"holdout","cost":"stress","return":-77.8594588123534,"dd":78.2222651584462,"n":218,"win":43.57798165137615,"W":1.4573659263599839,"L":2.3060081129224757,"K":0},{"period":"recent","cost":"stress","return":-22.87399097490309,"dd":34.11950123017583,"n":29,"win":48.275862068965516,"W":1.4777704099859235,"L":3.021358869152878,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. PriorATR14stop1ATR/target1.5ATR/half+1RthenBE,adversesamebarordering. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":48.77545160177237,"dd":39.29767978388606,"n":193,"win":55.44041450777202,"W":2.3119261469649968,"L":2.3584674745007703,"K":0.024959502781631282},{"period":"holdout","cost":"zero","return":44.398438556889985,"dd":29.820176916222042,"n":195,"win":49.23076923076923,"W":2.7030711903185742,"L":2.165110420324871,"K":0.021413867582827206},{"period":"recent","cost":"zero","return":-6.05867915929772,"dd":34.34440185422142,"n":28,"win":46.42857142857143,"W":2.7283458203282254,"L":2.650244807428019,"K":0},{"period":"train","cost":"base","return":1.1331636905506315,"dd":53.66109453097343,"n":193,"win":49.22279792746114,"W":2.3864554051386575,"L":2.205186670975646,"K":0.005756238895566784},{"period":"holdout","cost":"base","return":-2.234047685646634,"dd":41.904799998744394,"n":195,"win":45.64102564102564,"W":2.7000293178619894,"L":2.189095838778625,"K":0.003921348863267934},{"period":"recent","cost":"base","return":-11.174805082396999,"dd":36.284818186261184,"n":28,"win":46.42857142857143,"W":2.52309443138937,"L":2.844749764230093,"K":0},{"period":"train","cost":"stress","return":-43.31911166140715,"dd":69.1738223034061,"n":193,"win":46.1139896373057,"W":2.2274626053311497,"L":2.360426031140123,"K":0},{"period":"holdout","cost":"stress","return":-45.53407063968488,"dd":59.10194814382071,"n":195,"win":42.05128205128205,"W":2.6081904380607863,"L":2.336728704098118,"K":0},{"period":"recent","cost":"stress","return":-18.331351469335743,"dd":39.08845142832404,"n":28,"win":42.857142857142854,"W":2.412049600730154,"L":2.9483420361046155,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. Timeexitonly;notvenue-ready. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":57.561133899861574,"dd":29.861548652970704,"n":222,"win":56.30630630630631,"W":1.6227748745722292,"L":1.5904928974286408,"K":0.033704535999435015},{"period":"holdout","cost":"zero","return":-22.208872138807433,"dd":29.493413423926707,"n":229,"win":50.21834061135371,"W":1.5474508185655607,"L":1.743316424035256,"K":0},{"period":"recent","cost":"zero","return":0.9659536928172452,"dd":18.154360502988364,"n":31,"win":64.51612903225806,"W":1.719362710101032,"L":2.9236998316555805,"K":0.01044346088387832},{"period":"train","cost":"base","return":1.0700153235180254,"dd":43.334201201894196,"n":222,"win":54.5045045045045,"W":1.4688874027739587,"L":1.7032840265695304,"K":0.004372747185910436},{"period":"holdout","cost":"base","return":-50.79342027812728,"dd":51.7729925500063,"n":229,"win":48.90829694323144,"W":1.3838047004279765,"L":1.8929920346574185,"K":0},{"period":"recent","cost":"base","return":-5.103828465875903,"dd":21.008912862460438,"n":31,"win":61.29032258064516,"W":1.596183035514082,"L":2.8582645775160604,"K":0},{"period":"train","cost":"stress","return":-48.07437884687624,"dd":62.02121675364932,"n":222,"win":46.3963963963964,"W":1.3957741419407173,"L":1.7191466306731444,"K":0},{"period":"holdout","cost":"stress","return":-75.24503322924035,"dd":75.70137267541043,"n":229,"win":42.79475982532751,"W":1.2530391011615423,"L":1.967097428317588,"K":0},{"period":"recent","cost":"stress","return":-13.531239367945059,"dd":25.105143855603927,"n":31,"win":54.83870967741935,"W":1.4699061999476264,"L":2.7310203973278426,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. PriorATR14stop1ATR/target1.5ATR/half+1RthenBE,adversesamebarordering. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

Frozen strategy926/notes920,not optimized. This record groups 9 cells across training2016-2020,heldout2021-2025,recent2026throughSep4;zero/base/stresscosts. Figures report baselineholdout only; fullrows:[{"period":"train","cost":"zero","return":157.2376751549046,"dd":21.85065904086422,"n":222,"win":56.75675675675676,"W":1.9509019905451188,"L":1.5220071509609814,"K":0.057550743840970336},{"period":"holdout","cost":"zero","return":218.1310155544387,"dd":14.85950485915012,"n":229,"win":56.33187772925764,"W":2.141249846591393,"L":1.5274802362260107,"K":0.06295205450936715},{"period":"recent","cost":"zero","return":-5.965511546571456,"dd":27.559279495896583,"n":31,"win":61.29032258064516,"W":1.9611548390478195,"L":3.420650013447061,"K":0},{"period":"train","cost":"base","return":65.00906744055428,"dd":29.352425101313106,"n":222,"win":54.95495495495496,"W":1.806692781632022,"L":1.6375142481824891,"K":0.035319808686136545},{"period":"holdout","cost":"base","return":101.2329633118632,"dd":18.361352392195585,"n":229,"win":53.275109170305676,"W":2.0543943258078947,"L":1.618353599437685,"K":0.04116868692601096},{"period":"recent","cost":"base","return":-11.618593991104898,"dd":29.840685568307624,"n":31,"win":54.83870967741935,"W":1.965995686085745,"L":3.099573241386964,"K":0},{"period":"train","cost":"stress","return":-15.22512096864499,"dd":48.11617293381142,"n":222,"win":45.4954954954955,"W":1.8523504816501044,"L":1.6288624873899358,"K":0},{"period":"holdout","cost":"stress","return":1.2367725642259186,"dd":29.513550522847908,"n":229,"win":45.414847161572055,"W":2.078852519798742,"L":1.6604610498778587,"K":0.00453886126159006},{"period":"recent","cost":"stress","return":-19.467450404366314,"dd":33.21945413695785,"n":31,"win":48.38709677419355,"W":1.9115124587950023,"L":2.9938121403109634,"K":0}]. Liquid12countryETFweeklynegativeworstreturn,priorclose signal,nextopen,oneposition,skipoverlaps. Timeexitonly;notvenue-ready. Fractional model,fees/slippageexplicitvectorbt andindependentcashreconciliation. Chronologicalholdoutpreviouslyinspectedforotherstrategies;dailyOHLCandadjustmentsnot15min/cashdividendvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All metrics separatelyrecordedQREV90804variant001..240observations; nofamilywinnerselection.

Executed node /app/agent/dist/backtest.js --symbols GD --strategy breakout --lookback20 --days1700 --stop-pct5 --target-pct8 (actualCLIspacebetweenlookbackand20). Source https://runway.adityaperswal.workers.dev/data/stock-bars . Readengineandbarscode: same-closesignals/entries,noexplicitfees/slippage,gapstopsfilledatlevel,andnodedicatedholdout. 1165bars,83closedtrades,-3.23388%return20.70207%DD34.93976%winrate;buyhold69.6003%. Diagnosticonly; independentfrozenvectorbttestwithtrain/holdoutandcostsrecordedseparately. CLIisnottrustedforvenueexecutionorpoliticaleventprediction.

Preregistered note923 beforebars. 2022–25train,2026Jan2–Sep4holdout, IEX adjustment=all data https://runway.adityaperswal.workers.dev/data/stock-bars . GD1172bars; next-open entry after close>prior20high AND SMA50. Fix signalADR20 stop1ADR,target1.5ADR; exit following open after SMA20break or10heldsessions. Dailygap-stop atopen,stopfirstifbothlevels crossed; same-dayentrystop/targetallowed; no reentryonexitday. Fivebpfee+10bpslippageEACHSIDE;stress25bpslippage. Cash-only vectorbt directionlongonly,10000hypotheticalcapital/reinvestall, noleverage; notfundsizeproposal. 9training-only sensitivityvariants(.8/1/1.2ADR,5/10/15sessions)ALLnegative(-22.064% to-13.865%);baselinekeptnotoptimized. Holdout-7.4434%,DD9.51235%,N7,1win6losses,p14.2857%,avgwin2.29118%,avgloss1.65053%; training-15.0392%,DD23.34594%,N49. Holdoutbuyhold+7.80814%,train+76.0146% useopen/closeendpoint descriptive withoutmatchingcosts. IIDbootstrap20000seed20260908mean95%CI[-1.99661%,.175079%],mean-1.08743%; noedge. QuarterKellyfloored0; no positiveallocation. Implementationauditnote932: caughtdefaultshortreversalsbeforerecording; correctedlongonlytradecount49/7andterminalreturnequalsproductallcostedpayoffsassertionspass. DailyclosingmarkDDnotintradayworstcase. Endwindowforcedliquidationcoded; holdoutall7naturalclosed. SelectionofcurrentGDsurvivesnotfulluniverse; adjustedhistory notexplicitcashdividendledger. This isprice-ruletest, NOTbacktestofBombardierpoliticalevents. Fifteen-minuteexits,+1Rpartialmanagement,staleclosedmarketquotesandgaprisknotvalidated; cannotinfernewseventoddsfromthissample.

Premises:1 Test a defined rule at feasible signal/fill times.2 Stock payoff cannot stand in for option payoff.3 Never reverse a failed long rule into an untested put edge. Secondary preregistered note922 before its outcomes: negative overnight gap below-3 prior60gapRMS; observe event close, enter next open, hold10 complete sessions, exit following open. Exclude overlapping holdings and incomplete end-of-period trades. vectorbt from_signals daily close mark, explicit open fill prices, 5bpfee+10bpslippage each side, $1000normalized all-in not actual fund size, no stops; 2022–25 training/2026holdout. Primary10session train return-18.7216%, maxDD27.5520%,win25%,N8,meanwin11.5365%,meanloss6.7126%; holdout-15.1665%,DD22.9383%,win0%,N2,meanloss7.86853%,averagewin unavailable. Nearby5session train+18.527%,holdout-2.13814%,N8/2;20session train-16.5768%,holdout-28.7390%,N8/2. All holdout variants lose, no selection. Daily marked DD misses intraday extremes; all-in returns are a normalized test, not 1% compliant sizing. Raw vectorbt max_drawdown is negative in observations; figures report positive loss magnitude. CLI node /app/agent/dist/backtest.js --symbols PATH --strategy rsi --days365 separately:251bars,return-7.33254%,DD22.2915%,win50%,N8,meantrade-.783925%. Read strategies.js: simple-window RSI (not Wilder indicator), long only while RSI<low, not hold-to-high; engine fills same signalclose with no explicitcosts. CLI is diagnostic and not independent net holdout. Exact trades saved in observations; actual optionholdout0, optionp/W/L unknown, no trade. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PATH&feed=sip&adjustment=all ; /app/agent/dist/backtest/strategies.js ; /app/agent/dist/backtest/engine.js .

Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"stress","period":"recent","return_pct":11.80706782012544,"drawdown_pct":15.654258918747011,"n":29,"win_pct":55.172413793103445,"avgwin_pct":2.2491980684160264,"avgloss_pct":1.8295700987638936,"mean_pct":0.42078475209399335,"quarterKelly":0.046770531017564676,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":3,"daytrades":2,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). PriorATR14 stop1ATR/target1.5ATR,half+1R thenbreakeven. Dailybar stopfirst; openinggapstop atopen;targetcapped; samebarpartial/BE conservative. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.

Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"stress","period":"holdout","return_pct":-72.38141854276972,"drawdown_pct":73.72960985843812,"n":211,"win_pct":45.023696682464454,"avgwin_pct":1.445620007084565,"avgloss_pct":2.2487278484362516,"mean_pct":-0.585395875571429,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":14,"daytrades":26,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). PriorATR14 stop1ATR/target1.5ATR,half+1R thenbreakeven. Dailybar stopfirst; openinggapstop atopen;targetcapped; samebarpartial/BE conservative. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.

Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"stress","period":"train","return_pct":-75.81119474064985,"drawdown_pct":77.97399678573255,"n":214,"win_pct":46.26168224299065,"avgwin_pct":1.275671929121131,"avgloss_pct":2.2848410832740313,"mean_pct":-0.6376878672594473,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":8,"daytrades":29,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). PriorATR14 stop1ATR/target1.5ATR,half+1R thenbreakeven. Dailybar stopfirst; openinggapstop atopen;targetcapped; samebarpartial/BE conservative. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.

Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"base","period":"recent","return_pct":21.969977623984583,"drawdown_pct":13.605470426584187,"n":29,"win_pct":58.620689655172406,"avgwin_pct":2.4205091094284854,"avgloss_pct":1.6830129511608938,"mean_pct":0.7224999809087421,"quarterKelly":0.0746227289637565,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":3,"daytrades":2,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). PriorATR14 stop1ATR/target1.5ATR,half+1R thenbreakeven. Dailybar stopfirst; openinggapstop atopen;targetcapped; samebarpartial/BE conservative. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.

Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"base","period":"holdout","return_pct":-47.98719724238867,"drawdown_pct":55.69676095921634,"n":211,"win_pct":48.81516587677725,"avgwin_pct":1.6298930478631921,"avgloss_pct":2.1145691682909344,"mean_pct":-0.286703726282048,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":14,"daytrades":26,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). PriorATR14 stop1ATR/target1.5ATR,half+1R thenbreakeven. Dailybar stopfirst; openinggapstop atopen;targetcapped; samebarpartial/BE conservative. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.

Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"base","period":"train","return_pct":-54.03450266833326,"drawdown_pct":58.853320097046435,"n":214,"win_pct":50,"avgwin_pct":1.4738097609417955,"avgloss_pct":2.1521154204816773,"mean_pct":-0.3391528297699408,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":8,"daytrades":29,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). PriorATR14 stop1ATR/target1.5ATR,half+1R thenbreakeven. Dailybar stopfirst; openinggapstop atopen;targetcapped; samebarpartial/BE conservative. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.

Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"stress","period":"recent","return_pct":19.824254694571096,"drawdown_pct":13.053110923837696,"n":26,"win_pct":57.692307692307686,"avgwin_pct":2.7974367058143366,"avgloss_pct":2.0487054393374917,"mean_pct":0.7471457982501014,"quarterKelly":0.06677057220787114,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":6,"daytrades":0,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). Parent has time exit only, not venue-ready stop/target strategy. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.

Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"stress","period":"holdout","return_pct":-40.33272838568423,"drawdown_pct":56.97857905290351,"n":191,"win_pct":47.12041884816754,"avgwin_pct":2.6638921045719104,"avgloss_pct":2.757888187205773,"mean_pct":-0.2031226046927285,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":37,"daytrades":0,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). Parent has time exit only, not venue-ready stop/target strategy. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.

Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"stress","period":"train","return_pct":-55.327371019122126,"drawdown_pct":64.61808586632517,"n":191,"win_pct":46.596858638743456,"avgwin_pct":2.0579540905413096,"avgloss_pct":2.4964007033982627,"mean_pct":-0.37421443815940436,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":34,"daytrades":0,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). Parent has time exit only, not venue-ready stop/target strategy. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.

Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"base","period":"recent","return_pct":29.544734491454207,"drawdown_pct":10.324723875008567,"n":26,"win_pct":61.53846153846154,"avgwin_pct":2.9275334664678354,"avgloss_pct":1.9544654331061804,"mean_pct":1.049841582016291,"quarterKelly":0.08965239800340857,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":6,"daytrades":0,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). Parent has time exit only, not venue-ready stop/target strategy. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.

Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"base","period":"holdout","return_pct":5.824774831534096,"drawdown_pct":45.257728879512406,"n":191,"win_pct":50.26178010471204,"avgwin_pct":2.7956042643107883,"avgloss_pct":2.6305774157315547,"mean_pct":0.09671808837349746,"quarterKelly":0.008649121909726151,"reconciliation_usd":7.275957614183426e-12,"skipped_overlap":37,"daytrades":0,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). Parent has time exit only, not venue-ready stop/target strategy. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.

Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"base","period":"train","return_pct":-20.769447384957964,"drawdown_pct":42.91665420056017,"n":191,"win_pct":51.832460732984295,"avgwin_pct":2.142545142650252,"avgloss_pct":2.461038450308932,"mean_pct":-0.07488779217825554,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":34,"daytrades":0,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). Parent has time exit only, not venue-ready stop/target strategy. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.

Frozen notes920/924; original protocolanalysis926. {"signal":"total","lookback":5,"horizon":5,"managed":true,"cost":"stress","period":"recent","return_pct":1.3604070565877535,"drawdown_pct":11.262384237747414,"n":29,"win_pct":55.172413793103445,"avgwin_pct":1.6895017579455593,"avgloss_pct":1.9166946729614924,"mean_pct":0.07293094409067401,"quarterKelly":0.010791782806334332,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":2,"daytrades":2,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). PriorATR14 stop1ATR/target1.5ATR,half+1R thenbreakeven. Dailybar stopfirst; openinggapstop atopen;targetcapped; samebarpartial/BE conservative. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.

Frozen notes920/924; original protocolanalysis926. {"signal":"total","lookback":5,"horizon":5,"managed":true,"cost":"stress","period":"holdout","return_pct":-75.91870400199015,"drawdown_pct":76.85378393785132,"n":217,"win_pct":43.31797235023041,"avgwin_pct":1.5490297209481865,"avgloss_pct":2.2943583132213585,"mean_pct":-0.629480547267731,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":9,"daytrades":20,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). PriorATR14 stop1ATR/target1.5ATR,half+1R thenbreakeven. Dailybar stopfirst; openinggapstop atopen;targetcapped; samebarpartial/BE conservative. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.

Frozen notes920/924; original protocolanalysis926. {"signal":"total","lookback":5,"horizon":5,"managed":true,"cost":"stress","period":"train","return_pct":-65.21398190313406,"drawdown_pct":68.00693525199648,"n":199,"win_pct":46.231155778894475,"avgwin_pct":1.5348645639482104,"avgloss_pct":2.2506123034782997,"mean_pct":-0.5005425959243354,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":13,"daytrades":28,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). PriorATR14 stop1ATR/target1.5ATR,half+1R thenbreakeven. Dailybar stopfirst; openinggapstop atopen;targetcapped; samebarpartial/BE conservative. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.

Frozen notes920/924; original protocolanalysis926. {"signal":"total","lookback":5,"horizon":5,"managed":true,"cost":"base","period":"recent","return_pct":10.573748347817723,"drawdown_pct":9.209928516924704,"n":29,"win_pct":58.620689655172406,"avgwin_pct":1.8808093378658008,"avgloss_pct":1.761610708685743,"mean_pct":0.3736010427410241,"quarterKelly":0.04965961131990097,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":2,"daytrades":2,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). PriorATR14 stop1ATR/target1.5ATR,half+1R thenbreakeven. Dailybar stopfirst; openinggapstop atopen;targetcapped; samebarpartial/BE conservative. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.