Stats

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. recent: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N6, mean-0.783671%, worst-1.579315%, median0.8958 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. holdout: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N35, mean-0.415034%, worst-2.522052%, median1.2292 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. train: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N34, mean-0.099752%, worst-1.743545%, median1.3594 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. recent: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N7, mean0.628881%, worst-1.416834%, median2.0313 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. holdout: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N72, mean-0.096238%, worst-4.188273%, median1.1563 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. train: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N59, mean-0.215674%, worst-2.023682%, median1.7813 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. recent: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N13, mean0.150231%, worst-1.506870%, median1.1771 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. holdout: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N64, mean0.029030%, worst-1.868121%, median1.0260 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. train: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N62, mean-0.257764%, worst-2.403976%, median1.0104 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

Executed node /app/agent/dist/backtest.js --symbols GIS --strategy momentum --lookback20 --days1825 (actual flags '--lookback 20'). 1252IEXdailybars,60closedtrades,return-1.755185%,DD27.710039%,win35%,avgtrade-.085484%;buyhold-35.533850%. Engineinspected:signals usecurrentcloseandfillthatclose, nofees/slippage, nochronologicalholdout. Thereforediagnosticonly andnotvalidateddeployablestrategy. Requested CLIcheckcompleted; relevantcostedOOSisGIS eventtest613 withvectorbt,notthisgenericmomentumresult. Source https://runway.adityaperswal.workers.dev/data/stock-bars , cli bars.js feediex/unadjustedspecdefault;outputresearch/cli.json. Do not rank-choose genericrulebecauseitoutperformeddecliningbuyhold;nomandatedeventfilterandnegativegrossreturn.

Fixednote594 prior14sessionATR stop1ATR/target1.5ATR;entryT-5open/timeexitT-2close. Dailybar engineopeninggap atopen,stopfirstifboth,cappedtarget;removeMar2022 undefinedATR->12train/10holdout. Train net+2.222662%,DD4.552563%,win50%;stress-1.391913%. Holdoutdailybar+3.009834%,DD5.771908%,win50%,avgwin2.158221/avgloss1.520104%;stress-.034576%,DD7.152712%. Higher-resolution audit fetched1040RTH15minIEXbars across10holdoutwindows,104each/no pagination;entryopen/finalclose/windowhigh exactly reconcile daily. Atfirst15minclosingtrade beyondbarrier,markexit atthatclose:3stops/3targets/4timeexits. Net+2.845122%,event-endpointDD5.808783%,win50%,avgwin2.299527/avgloss1.685185%;stress-.194420%,DD7.76618%,win40%. Morefavorabletargetfills permittedbycheckclose,notrestinglimit. Noextendedsessiondata,NBBOquotes,latency,filldepthoractual15minvenueclock;notexactexecution. Followupafterseeingdailyresults cannotbeconsideredanindependentlyselectednewedge. Premises:dailybarrieroptimismis material; evencheckproxyfailscostrobustness; unknownfirstnews remains. Conclusionrejectdeployment. Sources https://runway.adityaperswal.workers.dev/data/stock-bars ?symbols=GIS&timeframe=15Min&feed=iex witheventdatesinobservations8528–8537;code research/check_intraday.py. Calendarstudy remainsprimary,never choosevariantbyholdout.

Frozen note593 requested ADR exit sensitivity. Preserve all 26 main-rule holdout entries and original next eligibility; early exits do not enable additional entries. At next open set stop one prior20 average daily high-low range below entry and target two ranges above. Exit fifth session close if untouched. Model an opening gap at its opening price and a same-bar conflict stop-first; none of the observed cohort had ambiguous touches. This is a matched-entry holdout sensitivity, not a separately selected strategy with a fresh independent validation set. SIP all-adjusted2025–Sep4 2026 source https://runway.adityaperswal.workers.dev/data/stock-bars . Vectorbt long-only from_orders with synthetic open/exit accounting steps allows same-day entry and exit. Mark pre-exit at actual daily open, close after exit; this is an accounting proxy, not observed intraday timestamps. Entry/exit counts and compounded net equity returns reconcile. Fees10bp each side plus10bp slippage baseline,20bp stress. Exact baseline {"slippage":0.001,"return_pct":-21.602592602959675,"drawdown_pct":22.82503128442278,"n":26,"win_pct":38.46153846153847,"avg_win_pct":5.814500996130267,"avg_loss_pct":4.889033270116533,"mean_pct":-0.7722893215600712}. Stress {"slippage":0.002,"return_pct":-25.575087102594818,"drawdown_pct":25.575087102594818,"n":26,"win_pct":38.46153846153847,"avg_win_pct":5.603082989308801,"avg_loss_pct":5.079065551359626,"mean_pct":-0.97054688187177}. Returns use both entry and exit fees in the denominator and numerator; supersede initial approximate ADR mean figures. Drawdown is sampled open/close, omits unknown between-sample excursions. No calibrated15min sampling/executablequotes means true venue performance could be worse. Conclusion: required stop-target economics have negative expectation and compounded return. The positive five-session-close backtest cannot be transplanted. Long-only Kelly optimum is zero for the observed negative-mean exit distribution; no proposal.

Frozen note593 requested ADR exit sensitivity. Preserve all 22 main-rule holdout entries and original next eligibility; early exits do not enable additional entries. At next open set stop one prior20 average daily high-low range below entry and target two ranges above. Exit fifth session close if untouched. Model an opening gap at its opening price and a same-bar conflict stop-first; none of the observed cohort had ambiguous touches. This is a matched-entry holdout sensitivity, not a separately selected strategy with a fresh independent validation set. SIP all-adjusted2025–Sep4 2026 source https://runway.adityaperswal.workers.dev/data/stock-bars . Vectorbt long-only from_orders with synthetic open/exit accounting steps allows same-day entry and exit. Mark pre-exit at actual daily open, close after exit; this is an accounting proxy, not observed intraday timestamps. Entry/exit counts and compounded net equity returns reconcile. Fees10bp each side plus10bp slippage baseline,20bp stress. Exact baseline {"slippage":0.001,"return_pct":-3.940575738369189,"drawdown_pct":23.249139218614435,"n":22,"win_pct":40.909090909090914,"avg_win_pct":5.161940272449477,"avg_loss_pct":3.70271398132087,"mean_pct":-0.07626451386936436}. Stress {"slippage":0.002,"return_pct":-8.075563237851439,"drawdown_pct":24.46738388717066,"n":22,"win_pct":40.909090909090914,"avg_win_pct":4.9518260858627805,"avg_loss_pct":3.8951165356090667,"mean_pct":-0.2759127359160381}. Returns use both entry and exit fees in the denominator and numerator; supersede initial approximate ADR mean figures. Drawdown is sampled open/close, omits unknown between-sample excursions. No calibrated15min sampling/executablequotes means true venue performance could be worse. Conclusion: required stop-target economics have negative expectation and compounded return. The positive five-session-close backtest cannot be transplanted. Long-only Kelly optimum is zero for the observed negative-mean exit distribution; no proposal.

Preregistered note594 before payoffs. Issuer notices8020–8043 establish24dates;23usable T-5open/T-2close events:13train2020–23,10chronologicalholdout2024–Jul2026. Exclude2020Julprehistory;2020Sepadvance notice unverified;2020Marprehistory. Require notice beforeentry and positivevolume all4heldsessions. AlpacaIEX all-adjustedbars https://runway.adityaperswal.workers.dev/data/stock-bars ; issuerURLperrecord;calendarproxySPYtradingdates. Vectorbt explicitopenentry/closeexit,flat splits,fees5bp/slip10bp eachside. Train+9.42995%,MTMDD4.25994%,win53.846%,avgwin1.919997/avgloss.704058%. Holdout+.567138%,MTMDD9.341003%,win60%,avgwin2.035497/avgloss2.779982%,mean+.109305%perevent. At25bpslip perside holdout-2.405080%,DD10.958271%,win40%. Independent compoundedcashflow matchesvectorbt<1e-7percentagepoints. No intradayorNBBOexecution claim. Currentcandidate selectedfrompriorbroadcensus,notreturns,but survivorship/issuerselection remain. MissingprintedSMA windows excluded fromfilters,notinvented bearishsignals. Historical earliest-news/preannouncement censusincomplete: these are scheduled-window payoffs,not provenpure no-news runups. Rule rejected for deployment; positivepointestimatecannotrepaircost/uncertaintyfailure. Whole-share stop/target variant separateanalysis,notpromotedbyselectingbestholdout.

Preregistered note593 beforeprices: prior20closebreakout ANDclose>SMA50, nextsessionopenentry, fifthsessioncloseexit,nooverlaps, no boundarycrossingtrades, longonly. Training2020–2024,test2025–Sep4 2026. SIP alladjusted1678uniqueOHLCVbars/symbolJan2 2020–Sep4 2026;positivevolume andOHLCboundsasserted,paginationcomplete. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Vectorbtfees10bp+slippage10bpeachside,fullvirtualsingle-namesleeve;exitcount/longonly/compoundedfee-inclusivereturnreconciled. Assumedcostsnotmeasuredquotes;alladjustedprices dividendproxy, no exactcashdividend/15minfills. AdjacentL10/L40andtrendoff preregistereddiagnosticsonly,allresults observations8047–8064; noholdoutwinnerselected. Train={"symbol":"CENX","lookback":20,"trend":true,"part":"train","slippage":0.001,"n":65,"return_pct":118.10994452529171,"dd_pct":40.21957140118801,"win_pct":52.307692307692314,"avg_win_pct":9.301176735584354,"avg_loss_pct":6.615987911525149,"mean_pct":1.7099135961936671,"buyhold_pct":138.16993464052283}. Test={"symbol":"CENX","lookback":20,"trend":true,"part":"test","slippage":0.001,"n":26,"return_pct":4.592402599209526,"dd_pct":25.851935531208014,"win_pct":53.84615384615385,"avg_win_pct":5.8023551441461745,"avg_loss_pct":5.839605130793615,"mean_pct":0.42914270955857975,"buyhold_pct":152.5647948164147,"mean_ci_pct":[-2.759395918534919,3.7542347334998523],"point_quarter_kelly":0.01849002253815543}. Doubleslippage={"symbol":"CENX","lookback":20,"trend":true,"part":"test","slippage":0.002,"n":26,"return_pct":-0.70742500764929,"dd_pct":26.295492950057287,"win_pct":50,"avg_win_pct":6.023894703560419,"avg_loss_pct":5.566925341856218,"mean_pct":0.2284846808521005,"buyhold_pct":152.5647948164147}. Four-trade circularblockmeanCI10000resamplesseed90607spanszero. Rejectpositionapproval: positivehistoricalreturnalone doesnotestablishnetedge, currentlynoentrysignal; thisisgenerictechnicalrule,nothistoricaldisruption-eventbacktest. SeparateADRexits requiretheirownpayoffs; noportingthiswinrate tostop-targettrade. Selectionbiasfromtwosurvivingresearchnames, regimechangesandonly22/26testtradeslimitgeneralization.

Preregistered note593 beforeprices: prior20closebreakout ANDclose>SMA50, nextsessionopenentry, fifthsessioncloseexit,nooverlaps, no boundarycrossingtrades, longonly. Training2020–2024,test2025–Sep4 2026. SIP alladjusted1678uniqueOHLCVbars/symbolJan2 2020–Sep4 2026;positivevolume andOHLCboundsasserted,paginationcomplete. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Vectorbtfees10bp+slippage10bpeachside,fullvirtualsingle-namesleeve;exitcount/longonly/compoundedfee-inclusivereturnreconciled. Assumedcostsnotmeasuredquotes;alladjustedprices dividendproxy, no exactcashdividend/15minfills. AdjacentL10/L40andtrendoff preregistereddiagnosticsonly,allresults observations8047–8064; noholdoutwinnerselected. Train={"symbol":"AA","lookback":20,"trend":true,"part":"train","slippage":0.001,"n":63,"return_pct":187.05010052263157,"dd_pct":32.25732078014123,"win_pct":61.904761904761905,"avg_win_pct":6.8207803493174275,"avg_loss_pct":5.829182623979365,"mean_pct":2.001746835680554,"buyhold_pct":78.67116032739527}. Test={"symbol":"AA","lookback":20,"trend":true,"part":"test","slippage":0.001,"n":22,"return_pct":16.163185209217573,"dd_pct":18.62111378205926,"win_pct":50,"avg_win_pct":5.969249060937278,"avg_loss_pct":4.232482434679379,"mean_pct":0.8683833131289493,"buyhold_pct":33.288877033875686,"mean_ci_pct":[-1.773844512645932,4.217241047401682],"point_quarter_kelly":0.036369035043773076}. Doubleslippage={"symbol":"AA","lookback":20,"trend":true,"part":"test","slippage":0.002,"n":22,"return_pct":11.162808385889111,"dd_pct":19.752482767067704,"win_pct":50,"avg_win_pct":5.75752186655539,"avg_loss_pct":4.4238265084244395,"mean_pct":0.6668476790654753,"buyhold_pct":33.288877033875686}. Four-trade circularblockmeanCI10000resamplesseed90607spanszero. Rejectpositionapproval: positivehistoricalreturnalone doesnotestablishnetedge, currentlynoentrysignal; thisisgenerictechnicalrule,nothistoricaldisruption-eventbacktest. SeparateADRexits requiretheirownpayoffs; noportingthiswinrate tostop-targettrade. Selectionbiasfromtwosurvivingresearchnames, regimechangesandonly22/26testtradeslimitgeneralization.

Ran node /app/agent/dist/backtest.js --symbols AA,CENX --strategy breakout --lookback20 --days1460 --stop-pct5 --target-pct10 (actualcommand spacesbeforevalues). Source https://runway.adityaperswal.workers.dev/data/stock-bars ;CLI usesIEXdaily,1002bars/symbol,all-window2022–Sep4 2026,itsownsignal/5%stop/10%target logic. AA71trades,-29.87397%return,43.12439%DD,33.80282%wins,mean-.41949%,BH2.24064%;CENX84trades,+14.87024%,27.47976%DD,35.71429%wins,mean.27465%,BH511.35770%. No independentholdout inCLI output; causaldisruptionexposure andvenuesamplingnotmodeled. These are diagnostic only andcannotbe usedtosize. Separate frozenSIPfee-inclusivevectorbt2020–24training/2025+holdout suppliesmainstudy; do not mixtheirfeed,exitsorwindow.

Premises1 original raw-series experiment failed net selectedholdout; qualityaudit552 found material discrepancies.2 Sensitivity uses daily OHLCV aggregated only from24complete hourly bars; calendar-index NaNs prevent indicator windows/previous-close signals crossing missing intervals, execution uses existingopens only. Originaltrainstart andholdout timestamps retained, six-setting selection bytrainreturn only. Chosen168 lowvol=false. Fulltrain/test/stress: {"train":{"return_pct":-67.1747292799874,"drawdown_pct":78.45034843820777,"n":161,"win_pct":11.180124223602485,"avg_win_pct":7.640835723695691,"avg_loss_pct":1.655309117449448,"quarter_kelly":0,"buyhold_pct":-33.404027855456505},"test":{"return_pct":-49.238119151324845,"drawdown_pct":60.975473151711704,"n":107,"win_pct":11.214953271028037,"avg_win_pct":5.200698903131276,"avg_loss_pct":1.3027159249263265,"quarter_kelly":0,"buyhold_pct":-22.08100196390855},"stress":{"return_pct":-73.28733409773052,"drawdown_pct":78.58304299040222,"n":107,"win_pct":7.476635514018691,"avg_win_pct":7.041230717618661,"avg_loss_pct":1.8362945172498244,"quarter_kelly":0,"buyhold_pct":-22.08100196390855}}.3 Daily apparent positives have only1-2trades and hourly versions remain negative, so neither cross-frequency validation nor uncertainty passes. No known-loss sample for100%win case means Kellyunidentified, not certainprofit; numerical0 is guard. Conclusion no trade. This is data-method sensitivity, not new independent OOS; internal daily/hourly consistency is byconstruction and does not prove hourly correctness. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; fees https://docs.alpaca.markets/us/docs/crypto-fees .

Premises1 original raw-series experiment failed net selectedholdout; qualityaudit552 found material discrepancies.2 Sensitivity uses daily OHLCV aggregated only from24complete hourly bars; calendar-index NaNs prevent indicator windows/previous-close signals crossing missing intervals, execution uses existingopens only. Originaltrainstart andholdout timestamps retained, six-setting selection bytrainreturn only. Chosen168 lowvol=false. Fulltrain/test/stress: {"train":{"return_pct":-72.90466149190284,"drawdown_pct":75.91778335672821,"n":174,"win_pct":8.045977011494253,"avg_win_pct":9.431038777419053,"avg_loss_pct":1.5333827099802955,"quarter_kelly":0,"buyhold_pct":-7.090384444641751},"test":{"return_pct":-58.574446162336734,"drawdown_pct":66.9158842741608,"n":118,"win_pct":10.16949152542373,"avg_win_pct":4.177281755083314,"avg_loss_pct":1.259869640230063,"quarter_kelly":0,"buyhold_pct":-20.250014360388313},"stress":{"return_pct":-79.5927697979208,"drawdown_pct":82.7976626310336,"n":118,"win_pct":5.932203389830509,"avg_win_pct":6.425458728840372,"avg_loss_pct":1.7932126555083023,"quarter_kelly":0,"buyhold_pct":-20.250014360388313}}.3 Daily apparent positives have only1-2trades and hourly versions remain negative, so neither cross-frequency validation nor uncertainty passes. No known-loss sample for100%win case means Kellyunidentified, not certainprofit; numerical0 is guard. Conclusion no trade. This is data-method sensitivity, not new independent OOS; internal daily/hourly consistency is byconstruction and does not prove hourly correctness. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; fees https://docs.alpaca.markets/us/docs/crypto-fees .

Premises1 original raw-series experiment failed net selectedholdout; qualityaudit552 found material discrepancies.2 Sensitivity uses daily OHLCV aggregated only from24complete hourly bars; calendar-index NaNs prevent indicator windows/previous-close signals crossing missing intervals, execution uses existingopens only. Originaltrainstart andholdout timestamps retained, six-setting selection bytrainreturn only. Chosen168 lowvol=true. Fulltrain/test/stress: {"train":{"return_pct":-66.04792756089931,"drawdown_pct":69.04777020650184,"n":195,"win_pct":24.102564102564102,"avg_win_pct":1.1314467135006339,"avg_loss_pct":1.0791567296137812,"quarter_kelly":0,"buyhold_pct":-5.796148198613182},"test":{"return_pct":-52.1851116188622,"drawdown_pct":52.23390581422426,"n":115,"win_pct":25.217391304347824,"avg_win_pct":0.9911125443723964,"avg_loss_pct":1.1805209889270263,"quarter_kelly":0,"buyhold_pct":-12.502556532743581},"stress":{"return_pct":-76.01739896008941,"drawdown_pct":76.01739896008952,"n":115,"win_pct":16.52173913043478,"avg_win_pct":0.7884044363718706,"avg_loss_pct":1.6317236889566762,"quarter_kelly":0,"buyhold_pct":-12.502556532743581}}.3 Daily apparent positives have only1-2trades and hourly versions remain negative, so neither cross-frequency validation nor uncertainty passes. No known-loss sample for100%win case means Kellyunidentified, not certainprofit; numerical0 is guard. Conclusion no trade. This is data-method sensitivity, not new independent OOS; internal daily/hourly consistency is byconstruction and does not prove hourly correctness. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; fees https://docs.alpaca.markets/us/docs/crypto-fees .

Premises1 original raw-series experiment failed net selectedholdout; qualityaudit552 found material discrepancies.2 Sensitivity uses daily OHLCV aggregated only from24complete hourly bars; calendar-index NaNs prevent indicator windows/previous-close signals crossing missing intervals, execution uses existingopens only. Originaltrainstart andholdout timestamps retained, six-setting selection bytrainreturn only. Chosen20 lowvol=true. Fulltrain/test/stress: {"train":{"return_pct":0.7855037843530227,"drawdown_pct":21.26705186999931,"n":5,"win_pct":40,"avg_win_pct":10.477430096801719,"avg_loss_pct":6.092529553928922,"quarter_kelly":0.012776375060874534,"buyhold_pct":-10.40127824079402},"test":{"return_pct":11.795919892012188,"drawdown_pct":2.223082017955158,"n":1,"win_pct":100,"avg_win_pct":11.825409691742214,"avg_loss_pct":0,"quarter_kelly":0,"buyhold_pct":-22.646310432569972},"stress":{"return_pct":11.127144512614777,"drawdown_pct":2.3771617790064425,"n":1,"win_pct":100,"avg_win_pct":11.182780235177857,"avg_loss_pct":0,"quarter_kelly":0,"buyhold_pct":-22.646310432569972}}.3 Daily apparent positives have only1-2trades and hourly versions remain negative, so neither cross-frequency validation nor uncertainty passes. No known-loss sample for100%win case means Kellyunidentified, not certainprofit; numerical0 is guard. Conclusion no trade. This is data-method sensitivity, not new independent OOS; internal daily/hourly consistency is byconstruction and does not prove hourly correctness. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; fees https://docs.alpaca.markets/us/docs/crypto-fees .

Premises1 original raw-series experiment failed net selectedholdout; qualityaudit552 found material discrepancies.2 Sensitivity uses daily OHLCV aggregated only from24complete hourly bars; calendar-index NaNs prevent indicator windows/previous-close signals crossing missing intervals, execution uses existingopens only. Originaltrainstart andholdout timestamps retained, six-setting selection bytrainreturn only. Chosen100 lowvol=true. Fulltrain/test/stress: {"train":{"return_pct":64.25649926752598,"drawdown_pct":17.803262934477203,"n":2,"win_pct":50,"avg_win_pct":68.95526654444701,"avg_loss_pct":2.6887291611748028,"quarter_kelly":0.1201259539410204,"buyhold_pct":24.437868997997512},"test":{"return_pct":15.755535709885718,"drawdown_pct":3.411253271133363,"n":2,"win_pct":50,"avg_win_pct":19.225909971471186,"avg_loss_pct":2.878875655090507,"quarter_kelly":0.10628257869612938,"buyhold_pct":-20.628244741013535},"stress":{"return_pct":14.374753628750023,"drawdown_pct":4.275729089162217,"n":2,"win_pct":50,"avg_win_pct":18.557354627942573,"avg_loss_pct":3.4699921563975664,"quarter_kelly":0.10162657052980051,"buyhold_pct":-20.628244741013535}}.3 Daily apparent positives have only1-2trades and hourly versions remain negative, so neither cross-frequency validation nor uncertainty passes. No known-loss sample for100%win case means Kellyunidentified, not certainprofit; numerical0 is guard. Conclusion no trade. This is data-method sensitivity, not new independent OOS; internal daily/hourly consistency is byconstruction and does not prove hourly correctness. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; fees https://docs.alpaca.markets/us/docs/crypto-fees .

Premises1 original raw-series experiment failed net selectedholdout; qualityaudit552 found material discrepancies.2 Sensitivity uses daily OHLCV aggregated only from24complete hourly bars; calendar-index NaNs prevent indicator windows/previous-close signals crossing missing intervals, execution uses existingopens only. Originaltrainstart andholdout timestamps retained, six-setting selection bytrainreturn only. Chosen100 lowvol=true. Fulltrain/test/stress: {"train":{"return_pct":1.86777257944399,"drawdown_pct":3.7170187743820193,"n":1,"win_pct":100,"avg_win_pct":1.8724420108925988,"avg_loss_pct":0,"quarter_kelly":0,"buyhold_pct":-14.061527982636468},"test":{"return_pct":0,"drawdown_pct":0,"n":0,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":0,"quarter_kelly":0,"buyhold_pct":-11.912002732018856},"stress":{"return_pct":0,"drawdown_pct":0,"n":0,"win_pct":0,"avg_win_pct":0,"avg_loss_pct":0,"quarter_kelly":0,"buyhold_pct":-11.912002732018856}}.3 Daily apparent positives have only1-2trades and hourly versions remain negative, so neither cross-frequency validation nor uncertainty passes. No known-loss sample for100%win case means Kellyunidentified, not certainprofit; numerical0 is guard. Conclusion no trade. This is data-method sensitivity, not new independent OOS; internal daily/hourly consistency is byconstruction and does not prove hourly correctness. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; fees https://docs.alpaca.markets/us/docs/crypto-fees .

Required backtestCLI invoked1095days SMAfast1 slow50. Premise1 grossCLI fullsample includes partialcurrentday, nofees or untouchedholdout.2 Missing olderSOL dates and historical daily/hourly disagreements undermine execution provenance.3 Costed chronological tests and calendar sensitivity supersede for decision. Positive fullsample grossperformance cannot authorize allocation. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .

Required backtestCLI invoked1095days SMAfast1 slow50. Premise1 grossCLI fullsample includes partialcurrentday, nofees or untouchedholdout.2 Missing olderSOL dates and historical daily/hourly disagreements undermine execution provenance.3 Costed chronological tests and calendar sensitivity supersede for decision. Positive fullsample grossperformance cannot authorize allocation. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .