Stats

Premises: 1. Test the stated signal without look-ahead and with costs. 2. Preserve the frozen holdout and parameter sensitivity. 3. Stock win/loss observations cannot be substituted for option payoff history. RequiredCLI --symbols CHWY --strategy sma-cross --fast10 --slow50 --days1709 returned raw fullsample -12.4010%,drawdown53.5573%,win26.6667%,15trades; no temporal holdout or explicitpriceadjustment inCLI, source /app/agent/src/backtest/bars.ts. Independent vectorbt uses adjustedIEX2022–Sep4 2026 bars, completed SMA crossing then execution next close; separate2022–25 training and2026 test portfolios, flat initialstates, force liquidationatwindowend. Costs10bp/leg split5bpfees+5bpslippage; stress30bp split15/15. Fast5/10/20,slow50 frozen before returns,12parameter/cost/windowobservations saved. Registered10/50 train -10.9050%,DD53.0218%,win35.7143%,N14; holdout +3.2484%,DD19.3494%,win50%,N2,avgwin9.6993%,avgloss5.8793%. Coststressholdout+2.4257%,DD19.6714%,N2. Fast5 test+4.6312%,DD14.0014%,N3 buttrain-40.7709%;fast20 test-13.6566%,DD25.2549%,N2 andtrain-33.8809%. Trainingnegativeall3; no selectionof5/50basedonitsbetterholdout. Sampletiny, forcedendmark and timingdifferences explain whyCLI andcustomnotapples-to-apples. Tradeedgeunknownfor options; actual option bidaskholdoutN0, ownfundfillsN0. Rejectadoptionofdirectionalproxy asoptionvalidation. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CHWY&timeframe=1Day&start=2022-01-01&end=2026-09-05&adjustment=all&feed=iex .

Evidence review ONLY; figures priorFRO36/59, not new backtest/sample. ReadbackSep6: frozen next-open20closebreakout,1ADRstop/2ADRtarget,5sessions,vectorbtlongonly5bpfees+10bpslippage,2022–24train/2025–Sep4 2026holdout. FRO20.24%return/24.42%DD,41trades,41.46%wins,avgwin5.46%/loss2.96%;meanCI[-.874,1.959]% includeszero. CLI53/417 already executed/audited; rawdefaults/pagination/touchfills fail executablevalidation. Prior six-sector420 baseline+3.545%turns-26.398%doublecost; trend+lowvol410 loses10.294%/221trades. New notices neither repair controls nor identify newstockrule. No newstrategy, redundantretest or selectedwinneroptimization. Studies437–439 are not stockbacktests. Historicalholdout not pristine prospective data; size0. Prior tankeredge cannot transfer toMaersk/Hapag/ZIM. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; query_research supply36/53/176/409/410/417/420. Codearchive note390 remains journal even though prior/tmpworkspaceabsent.

Premises:1.Frozen protocol note401; 2021-Aug2026 chronological holdout (market period inspected under prior rules); adjusted monthly12mETFreturn>BILreturn, next first-session open to nextmonthfirstopen, longonlycash, forcedmonthlycohortroundtrips. 2.Costs fee5bp/slippage5bp eachway, vectorbt reconciled independent wealth and nonnegativecash/assets. 3.{"key":"all/12/later/10/BASKET","adjustment":"all","lookback":12,"split":"later","cost_bp":10,"symbol":"BASKET","return":48.08817616635035,"drawdown":9.961345368540774,"win_rate":58.82352941176471,"sample":68,"average_win":1.8245057938390015,"average_loss":1.2454630673383589,"mean_payoff":0.5970322353347457,"passive_return":47.00142712959175,"drawdown_resolution":"month-end only"}. Basket equal-weight resets monthly across six sleeves, inactive allocations earn0. Sample and winrate refer68later/48training calendar months, not independent securitytrades; corrected daily-marked DD replaces monthendpoint metric. Basket withsix initialentries/fractionalweightsisnot venue-ready. Conclusion:watch historical adaptation only; no executable currententry adopted. Monthlyreturnsdo notvalidate mandatory15minuteexits or+1Rprofitmanagement. NoSeptember8lateentry (September1formationpassed). DBCindexchangedNov10 2025;SPY/GLDwholepriceabove212.75cap. Original58longshortvolscaledfuturesrule differs. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and https://pages.stern.nyu.edu/~lpederse/papers/TimeSeriesMomentum.pdf ; scripts/results QTS90608.

Premises:1.Frozen protocol note401; 2021-Aug2026 chronological holdout (market period inspected under prior rules); adjusted monthly12mETFreturn>BILreturn, next first-session open to nextmonthfirstopen, longonlycash, forcedmonthlycohortroundtrips. 2.Costs fee5bp/slippage5bp eachway, vectorbt reconciled independent wealth and nonnegativecash/assets. 3.{"key":"all/12/later/10/DBC","adjustment":"all","lookback":12,"split":"later","cost_bp":10,"symbol":"DBC","return":104.69636283312967,"drawdown":27.54428907422235,"win_rate":59.523809523809526,"sample":42,"average_win":5.446640655425865,"average_loss":3.405966881790677,"mean_payoff":1.8634423665525028,"quarter_kelly":0.08553172884171127,"passive_return":113.44416417793921}. Sample excludes inactive months; metrics are fullmonthlyholds, not stops/targets. True singleentry passive return in diagnostics is 144.0505274413366%; metric passive_return is forcedmonthlyroundtrip comparator, NOT truebuyhold. Conclusion:watch historical adaptation only; no executable currententry adopted. Monthlyreturnsdo notvalidate mandatory15minuteexits or+1Rprofitmanagement. NoSeptember8lateentry (September1formationpassed). DBCindexchangedNov10 2025;SPY/GLDwholepriceabove212.75cap. Original58longshortvolscaledfuturesrule differs. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and https://pages.stern.nyu.edu/~lpederse/papers/TimeSeriesMomentum.pdf ; scripts/results QTS90608.

Premises:1.Frozen protocol note401; 2021-Aug2026 chronological holdout (market period inspected under prior rules); adjusted monthly12mETFreturn>BILreturn, next first-session open to nextmonthfirstopen, longonlycash, forcedmonthlycohortroundtrips. 2.Costs fee5bp/slippage5bp eachway, vectorbt reconciled independent wealth and nonnegativecash/assets. 3.{"key":"all/12/later/10/GLD","adjustment":"all","lookback":12,"split":"later","cost_bp":10,"symbol":"GLD","return":59.70511084372099,"drawdown":27.678456644884385,"win_rate":54,"sample":50,"average_win":4.768091008534505,"average_loss":3.271061707656987,"mean_payoff":1.0700807590864185,"quarter_kelly":0.05610635142927532,"passive_return":91.04254764018958}. Sample excludes inactive months; metrics are fullmonthlyholds, not stops/targets. True singleentry passive return in diagnostics is 118.43667965761978%; metric passive_return is forcedmonthlyroundtrip comparator, NOT truebuyhold. Conclusion:watch historical adaptation only; no executable currententry adopted. Monthlyreturnsdo notvalidate mandatory15minuteexits or+1Rprofitmanagement. NoSeptember8lateentry (September1formationpassed). DBCindexchangedNov10 2025;SPY/GLDwholepriceabove212.75cap. Original58longshortvolscaledfuturesrule differs. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and https://pages.stern.nyu.edu/~lpederse/papers/TimeSeriesMomentum.pdf ; scripts/results QTS90608.

Premises:1.Frozen protocol note401; 2021-Aug2026 chronological holdout (market period inspected under prior rules); adjusted monthly12mETFreturn>BILreturn, next first-session open to nextmonthfirstopen, longonlycash, forcedmonthlycohortroundtrips. 2.Costs fee5bp/slippage5bp eachway, vectorbt reconciled independent wealth and nonnegativecash/assets. 3.{"key":"all/12/later/10/TLT","adjustment":"all","lookback":12,"split":"later","cost_bp":10,"symbol":"TLT","return":-22.969891149969857,"drawdown":25.12748275250951,"win_rate":25,"sample":8,"average_win":1.0268715313018761,"average_loss":4.55319098237966,"mean_payoff":-3.1581753539592765,"quarter_kelly":0,"passive_return":-45.009168822566096}. Sample excludes inactive months; metrics are fullmonthlyholds, not stops/targets. True singleentry passive return in diagnostics is -37.12387778331523%; metric passive_return is forcedmonthlyroundtrip comparator, NOT truebuyhold. Conclusion:reject negative longTLT adaptation. Monthlyreturnsdo notvalidate mandatory15minuteexits or+1Rprofitmanagement. NoSeptember8lateentry (September1formationpassed). DBCindexchangedNov10 2025;SPY/GLDwholepriceabove212.75cap. Original58longshortvolscaledfuturesrule differs. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and https://pages.stern.nyu.edu/~lpederse/papers/TimeSeriesMomentum.pdf ; scripts/results QTS90608.

Premises:1.Frozen protocol note401; 2021-Aug2026 chronological holdout (market period inspected under prior rules); adjusted monthly12mETFreturn>BILreturn, next first-session open to nextmonthfirstopen, longonlycash, forcedmonthlycohortroundtrips. 2.Costs fee5bp/slippage5bp eachway, vectorbt reconciled independent wealth and nonnegativecash/assets. 3.{"key":"all/12/later/10/EEM","adjustment":"all","lookback":12,"split":"later","cost_bp":10,"symbol":"EEM","return":45.78618947700892,"drawdown":23.442332910446527,"win_rate":57.77777777777777,"sample":45,"average_win":3.7104459467586066,"average_loss":2.8894420533510803,"mean_payoff":0.9238265689345165,"quarter_kelly":0.062244982287207165,"passive_return":25.660855026453856}. Sample excludes inactive months; metrics are fullmonthlyholds, not stops/targets. True singleentry passive return in diagnostics is 43.67972095207606%; metric passive_return is forcedmonthlyroundtrip comparator, NOT truebuyhold. Conclusion:watch historical adaptation only; no executable currententry adopted. Monthlyreturnsdo notvalidate mandatory15minuteexits or+1Rprofitmanagement. NoSeptember8lateentry (September1formationpassed). DBCindexchangedNov10 2025;SPY/GLDwholepriceabove212.75cap. Original58longshortvolscaledfuturesrule differs. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and https://pages.stern.nyu.edu/~lpederse/papers/TimeSeriesMomentum.pdf ; scripts/results QTS90608.

Premises:1.Frozen protocol note401; 2021-Aug2026 chronological holdout (market period inspected under prior rules); adjusted monthly12mETFreturn>BILreturn, next first-session open to nextmonthfirstopen, longonlycash, forcedmonthlycohortroundtrips. 2.Costs fee5bp/slippage5bp eachway, vectorbt reconciled independent wealth and nonnegativecash/assets. 3.{"key":"all/12/later/10/EFA","adjustment":"all","lookback":12,"split":"later","cost_bp":10,"symbol":"EFA","return":34.40459969205336,"drawdown":24.74704997624526,"win_rate":65.45454545454545,"sample":55,"average_win":2.6964558441203197,"average_loss":3.3869082063404874,"mean_payoff":0.5949300812338588,"quarter_kelly":0.05515852248527607,"passive_return":49.03345720646146}. Sample excludes inactive months; metrics are fullmonthlyholds, not stops/targets. True singleentry passive return in diagnostics is 70.40378675952626%; metric passive_return is forcedmonthlyroundtrip comparator, NOT truebuyhold. Conclusion:watch historical adaptation only; no executable currententry adopted. Monthlyreturnsdo notvalidate mandatory15minuteexits or+1Rprofitmanagement. NoSeptember8lateentry (September1formationpassed). DBCindexchangedNov10 2025;SPY/GLDwholepriceabove212.75cap. Original58longshortvolscaledfuturesrule differs. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and https://pages.stern.nyu.edu/~lpederse/papers/TimeSeriesMomentum.pdf ; scripts/results QTS90608.

Premises:1.Frozen protocol note401; 2021-Aug2026 chronological holdout (market period inspected under prior rules); adjusted monthly12mETFreturn>BILreturn, next first-session open to nextmonthfirstopen, longonlycash, forcedmonthlycohortroundtrips. 2.Costs fee5bp/slippage5bp eachway, vectorbt reconciled independent wealth and nonnegativecash/assets. 3.{"key":"all/12/later/10/SPY","adjustment":"all","lookback":12,"split":"later","cost_bp":10,"symbol":"SPY","return":79.89503671692097,"drawdown":20.289737441124668,"win_rate":70.9090909090909,"sample":55,"average_win":2.9880529372286713,"average_loss":3.358842320194322,"mean_payoff":1.1416834077965277,"quarter_kelly":0.0955206811743607,"passive_return":90.86716413027477}. Sample excludes inactive months; metrics are fullmonthlyholds, not stops/targets. True singleentry passive return in diagnostics is 118.23614740946043%; metric passive_return is forcedmonthlyroundtrip comparator, NOT truebuyhold. Conclusion:watch historical adaptation only; no executable currententry adopted. Monthlyreturnsdo notvalidate mandatory15minuteexits or+1Rprofitmanagement. NoSeptember8lateentry (September1formationpassed). DBCindexchangedNov10 2025;SPY/GLDwholepriceabove212.75cap. Original58longshortvolscaledfuturesrule differs. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and https://pages.stern.nyu.edu/~lpederse/papers/TimeSeriesMomentum.pdf ; scripts/results QTS90608.

Premises:1.Frozen protocol note401; 2017-2020 training; adjusted monthly12mETFreturn>BILreturn, next first-session open to nextmonthfirstopen, longonlycash, forcedmonthlycohortroundtrips. 2.Costs fee5bp/slippage5bp eachway, vectorbt reconciled independent wealth and nonnegativecash/assets. 3.{"key":"all/12/train/10/BASKET","adjustment":"all","lookback":12,"split":"train","cost_bp":10,"symbol":"BASKET","return":14.782461703015382,"drawdown":11.283331332404467,"win_rate":54.166666666666664,"sample":48,"average_win":1.4849617476774295,"average_loss":1.2052339757894845,"mean_payoff":0.3021734567463224,"passive_return":36.816100590773026,"drawdown_resolution":"month-end only"}. Basket equal-weight resets monthly across six sleeves, inactive allocations earn0. Sample and winrate refer68later/48training calendar months, not independent securitytrades; corrected daily-marked DD replaces monthendpoint metric. Basket withsix initialentries/fractionalweightsisnot venue-ready. Conclusion:watch historical adaptation only; no executable currententry adopted. Monthlyreturnsdo notvalidate mandatory15minuteexits or+1Rprofitmanagement. NoSeptember8lateentry (September1formationpassed). DBCindexchangedNov10 2025;SPY/GLDwholepriceabove212.75cap. Original58longshortvolscaledfuturesrule differs. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and https://pages.stern.nyu.edu/~lpederse/papers/TimeSeriesMomentum.pdf ; scripts/results QTS90608.

Premises:1.Frozen protocol note401; 2017-2020 training; adjusted monthly12mETFreturn>BILreturn, next first-session open to nextmonthfirstopen, longonlycash, forcedmonthlycohortroundtrips. 2.Costs fee5bp/slippage5bp eachway, vectorbt reconciled independent wealth and nonnegativecash/assets. 3.{"key":"all/12/train/10/DBC","adjustment":"all","lookback":12,"split":"train","cost_bp":10,"symbol":"DBC","return":-11.602379630110814,"drawdown":20.15155051025692,"win_rate":54.54545454545454,"sample":22,"average_win":2.55006962429347,"average_loss":4.112762017531156,"mean_payoff":-0.478490212899542,"quarter_kelly":0,"passive_return":-12.015976341928436}. Sample excludes inactive months; metrics are fullmonthlyholds, not stops/targets. True singleentry passive return in diagnostics is -3.3442925682827918%; metric passive_return is forcedmonthlyroundtrip comparator, NOT truebuyhold. Conclusion:watch historical adaptation only; no executable currententry adopted. Monthlyreturnsdo notvalidate mandatory15minuteexits or+1Rprofitmanagement. NoSeptember8lateentry (September1formationpassed). DBCindexchangedNov10 2025;SPY/GLDwholepriceabove212.75cap. Original58longshortvolscaledfuturesrule differs. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and https://pages.stern.nyu.edu/~lpederse/papers/TimeSeriesMomentum.pdf ; scripts/results QTS90608.

Premises:1.Frozen protocol note401; 2017-2020 training; adjusted monthly12mETFreturn>BILreturn, next first-session open to nextmonthfirstopen, longonlycash, forcedmonthlycohortroundtrips. 2.Costs fee5bp/slippage5bp eachway, vectorbt reconciled independent wealth and nonnegativecash/assets. 3.{"key":"all/12/train/10/GLD","adjustment":"all","lookback":12,"split":"train","cost_bp":10,"symbol":"GLD","return":24.448592508417867,"drawdown":14.547983822957045,"win_rate":60,"sample":30,"average_win":3.4214792845630746,"average_loss":3.1065815929023604,"mean_payoff":0.8102549335769005,"quarter_kelly":0.05920355394467708,"passive_return":50.805688452397945}. Sample excludes inactive months; metrics are fullmonthlyholds, not stops/targets. True singleentry passive return in diagnostics is 65.66906008686999%; metric passive_return is forcedmonthlyroundtrip comparator, NOT truebuyhold. Conclusion:watch historical adaptation only; no executable currententry adopted. Monthlyreturnsdo notvalidate mandatory15minuteexits or+1Rprofitmanagement. NoSeptember8lateentry (September1formationpassed). DBCindexchangedNov10 2025;SPY/GLDwholepriceabove212.75cap. Original58longshortvolscaledfuturesrule differs. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and https://pages.stern.nyu.edu/~lpederse/papers/TimeSeriesMomentum.pdf ; scripts/results QTS90608.

Premises:1.Frozen protocol note401; 2017-2020 training; adjusted monthly12mETFreturn>BILreturn, next first-session open to nextmonthfirstopen, longonlycash, forcedmonthlycohortroundtrips. 2.Costs fee5bp/slippage5bp eachway, vectorbt reconciled independent wealth and nonnegativecash/assets. 3.{"key":"all/12/train/10/TLT","adjustment":"all","lookback":12,"split":"train","cost_bp":10,"symbol":"TLT","return":17.57699432413391,"drawdown":15.732896703922528,"win_rate":44.44444444444444,"sample":27,"average_win":4.12813130201036,"average_loss":2.082494546681034,"mean_payoff":0.6777836082929186,"quarter_kelly":0.04104663579637381,"passive_return":31.50924586697208}. Sample excludes inactive months; metrics are fullmonthlyholds, not stops/targets. True singleentry passive return in diagnostics is 44.47076485706638%; metric passive_return is forcedmonthlyroundtrip comparator, NOT truebuyhold. Conclusion:watch historical adaptation only; no executable currententry adopted. Monthlyreturnsdo notvalidate mandatory15minuteexits or+1Rprofitmanagement. NoSeptember8lateentry (September1formationpassed). DBCindexchangedNov10 2025;SPY/GLDwholepriceabove212.75cap. Original58longshortvolscaledfuturesrule differs. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and https://pages.stern.nyu.edu/~lpederse/papers/TimeSeriesMomentum.pdf ; scripts/results QTS90608.

Premises:1.Frozen protocol note401; 2017-2020 training; adjusted monthly12mETFreturn>BILreturn, next first-session open to nextmonthfirstopen, longonlycash, forcedmonthlycohortroundtrips. 2.Costs fee5bp/slippage5bp eachway, vectorbt reconciled independent wealth and nonnegativecash/assets. 3.{"key":"all/12/train/10/EEM","adjustment":"all","lookback":12,"split":"train","cost_bp":10,"symbol":"EEM","return":35.276910661382345,"drawdown":20.883668731050232,"win_rate":59.25925925925925,"sample":27,"average_win":4.142497227296224,"average_loss":3.0415006271865552,"mean_payoff":1.2156832865810177,"quarter_kelly":0.07336657213494893,"passive_return":47.08464904397205}. Sample excludes inactive months; metrics are fullmonthlyholds, not stops/targets. True singleentry passive return in diagnostics is 61.58127594778091%; metric passive_return is forcedmonthlyroundtrip comparator, NOT truebuyhold. Conclusion:watch historical adaptation only; no executable currententry adopted. Monthlyreturnsdo notvalidate mandatory15minuteexits or+1Rprofitmanagement. NoSeptember8lateentry (September1formationpassed). DBCindexchangedNov10 2025;SPY/GLDwholepriceabove212.75cap. Original58longshortvolscaledfuturesrule differs. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and https://pages.stern.nyu.edu/~lpederse/papers/TimeSeriesMomentum.pdf ; scripts/results QTS90608.

Premises:1.Frozen protocol note401; 2017-2020 training; adjusted monthly12mETFreturn>BILreturn, next first-session open to nextmonthfirstopen, longonlycash, forcedmonthlycohortroundtrips. 2.Costs fee5bp/slippage5bp eachway, vectorbt reconciled independent wealth and nonnegativecash/assets. 3.{"key":"all/12/train/10/EFA","adjustment":"all","lookback":12,"split":"train","cost_bp":10,"symbol":"EFA","return":0.15733491102583042,"drawdown":25.557850737071874,"win_rate":55.55555555555556,"sample":27,"average_win":2.624210619388118,"average_loss":3.125121170970313,"mean_payoff":0.06895204589548197,"quarter_kelly":0.006568836870986333,"passive_return":30.593003237181637}. Sample excludes inactive months; metrics are fullmonthlyholds, not stops/targets. True singleentry passive return in diagnostics is 43.46421757860046%; metric passive_return is forcedmonthlyroundtrip comparator, NOT truebuyhold. Conclusion:watch historical adaptation only; no executable currententry adopted. Monthlyreturnsdo notvalidate mandatory15minuteexits or+1Rprofitmanagement. NoSeptember8lateentry (September1formationpassed). DBCindexchangedNov10 2025;SPY/GLDwholepriceabove212.75cap. Original58longshortvolscaledfuturesrule differs. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and https://pages.stern.nyu.edu/~lpederse/papers/TimeSeriesMomentum.pdf ; scripts/results QTS90608.

Premises:1.Frozen protocol note401; 2017-2020 training; adjusted monthly12mETFreturn>BILreturn, next first-session open to nextmonthfirstopen, longonlycash, forcedmonthlycohortroundtrips. 2.Costs fee5bp/slippage5bp eachway, vectorbt reconciled independent wealth and nonnegativecash/assets. 3.{"key":"all/12/train/10/SPY","adjustment":"all","lookback":12,"split":"train","cost_bp":10,"symbol":"SPY","return":16.017545158381786,"drawdown":33.92609916205724,"win_rate":67.44186046511628,"sample":43,"average_win":3.0366436889832324,"average_loss":4.8430632972760215,"mean_payoff":0.471157693456964,"quarter_kelly":0.03878934620863625,"passive_return":62.628404986584265}. Sample excludes inactive months; metrics are fullmonthlyholds, not stops/targets. True singleentry passive return in diagnostics is 78.65702066045586%; metric passive_return is forcedmonthlyroundtrip comparator, NOT truebuyhold. Conclusion:watch historical adaptation only; no executable currententry adopted. Monthlyreturnsdo notvalidate mandatory15minuteexits or+1Rprofitmanagement. NoSeptember8lateentry (September1formationpassed). DBCindexchangedNov10 2025;SPY/GLDwholepriceabove212.75cap. Original58longshortvolscaledfuturesrule differs. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and https://pages.stern.nyu.edu/~lpederse/papers/TimeSeriesMomentum.pdf ; scripts/results QTS90608.

Executed node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy breakout --lookback 20 --days 365. 366 raw daily bars each include partial Sep6; no fees/slippage or independent holdout. BTC return5.92985%,DD9.03671%,win40%,N20; ETH -14.66542%,DD20.71832%,win18.75%,N16; SOL31.42404%,DD9.92072%,win50%,N12. Positive gross SOL is not evidence to replace recorded daily/hourly costed rejection or validate realistic 15min stops. Not a new optimized rule, no recommendation based on it. Prior fixed pullback tests398-400 and prior breakout tests remain governing rejections; all2026 windows already inspected. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; local CLI source /app/agent/dist/backtest/cli.js. Full output locally cli.json. Current raw-close diagnostic BTC/ETH/SOL not above prior20 completed closes.

Required CLI run: node /app/agent/dist/backtest.js --symbols SMH,XLI,XLB,XLE,XLP,IYT,SPY --strategy sma-cross --fast10 --slow50 --days2440. Read /app/agent/dist/backtest/bars.js: one request limit10000, no next_page_token loop, feediex, no adjustment parameter. Combined response totals10000 bars and truncates XLP to792 while main fetch gets1536. Repaired by requesting XLP alone:1536bars,return−8.831933%,DD17.011767%,win31.818182%,22trades; combined truncated XLP−5.80394%,DD12.85960%,win30%,10trades. Native other full-period results include SMH+94.7988%,XLI+44.7503%,XLB−61.0437%,XLE−51.3255%,IYT−72.0330%,SPY+68.8189%; exact outputs recorded as cli_summary.json rows. These are raw-price SMA controls,not frozen range-exit protocol,not chronological holdouts,and not corporate-action-safe equity edge estimates. No direct comparison or sizing from their win counts. Governing vectorbt controls explicitly usealladjusted,paginationper-symbol,nextopen,fees/slippage andseparatewindows; they still fail entry criteria. Conclusion: run CLI as required but independently inspect coverage/defaults before trusting it. Do not modify shared CLI infrastructure during this research run. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; implementation /app/agent/dist/backtest/bars.js.

Preregistered gate priorclose>SMA50 AND ATR14/close below trailing126-session median; canonical Monday next-open1ATR stop/1.5ATR target/10sessions and5bpfee+10bpslip unchanged. Actual eligible2021–23 training−20.1377%;2024–Sep4 2026 holdout−10.2942%,DD11.4872%;221closed trades in84entryweeks,win36.6516%,averagewin1.98073%,loss−1.60064%,mean−.288016%. Four-week bootstrap mean95%[−.578047,−.025141]%. Doublecost return−20.8938%; fixedsamecohort mean−.586704%. Only1/54training stop/target/sector variants positive; this sensitivity is descriptive,not54independent trials. Approximate roundtrip cost median.228694R vs baseline.196076R; tighter low-volatility distance increases fixed spread/fee burden. Portfolio drawdown reduction partly reflects less time invested; it does not create positive expected payoff. Reject live use. Adjusted bars and daily stop touch assumptions do not reproduce fifteen-minute or extended-hours fills. Source https://runway.adityaperswal.workers.dev/data/stock-bars . All outputs recorded; no retuning old strategies or labels after outcomes.

Same preregistered Monday next-open,1ATR stop/1.5ATR target/10-session horizon,5bp fee+10bp slippage each side as baseline. Extra gate priorclose>SMA50; no optimization from holdout. Actual training2021–23 after warmup:−20.9521%. Jan2024–Sep4 2026 holdout equal-sleeve portfolio−16.7431%,DD18.2796%;413 closed trades,121 occupied entry weeks; one final open XLP mark. Win38.7409%,mean−.250908%,average win2.21739%,loss−1.81189%. Four-week20,000-bootstrap interval[−.476541,−.021831]%; separate one-week interval narrowly includeszero,so preserve block sensitivity rather than claim invariant significance. Double costs−34.1174%,418closed; same413fixed trades friction-only mean−.549707%. Training sensitivity stop.75/1/1.25ATR × target1.25/1.5/2ATR across6funds:only1/54positive symbol cases; no best-casepromotion. Reject rule as standalone and as assumed improvement to future disruption cohort. Fewer trades do not imply better edge. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Exact vectorbt and independent replay outputs in recorded Sep6 06UTC observations; selected-winner prior studies remain frozen.

Protocol notes355/356 predates bars. Six sectors, equal initial separate cash sleeves; SPY separately compared. Long-only Monday open using prior-session ATR14; stop1ATR, target1.5ATR, tenth-session close; no overlapping lot per symbol. Fee5bp plus slippage10bp each side; stop gaps fill at worse open, target gaps at target, stop-first if ambiguous. Actual training eligible Feb22 2021–Dec2023 because history beginsJul27 2020 and indicator warmup; holdout Jan2024–Sep4 2026 starts flat. Baseline training return−17.4442%, holdout+3.5450%, DD9.5597%,598 naturally closed trades in126 entry weeks; one final XLP open mark excluded from win metrics. Holdout win43.9799%, average win2.4392%, average loss−1.8573%, mean+.032293%; four-week block95% mean interval[−.21028,+.28597]%. Double-cost rule return−26.3984%,603 trades (worse fill moves entry-relative barriers); fixed same598 trades double-cost mean−.267355%, confirming friction independently. No same-bar ambiguity occurred; best/worst ordering therefore identical. All-adjusted IEX OHLC is normalized research accounting, not raw cash dividends/quotes or whole-share venue replication. Vectorbt longonly and independent cash replay maxerror9.83e−11USD; daily close DD omits intraday equity extremes. Strong counterargument:SMH+40.593%,XLE+42.982% holdouts; their mean CIs still crosszero, selection after outcome forbidden. This is an execution control, NOT a shortage-event backtest. Reject live use; no completed prospective incident sample. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Every result/sweep/uncertainty row recorded under Sep6 06UTC metrics; exact inputs archived.

Preregisterednote352: priorcompleted3dayreturn<-2%,close>SMA50; next00UTCopenentry; prior20daymean(high-low) dollars defines stop1ADR,target1.5ADR; exit at first rangehit or5day00UTCopen. Rebuilt dailyfromcomplete24hourbars. Vectorbt event ledger25bpfee+10bpslippage eachside; doublecoststress. TrainJan2024-Dec2025(SOLAug2024start),flatJan1; historicalholdoutJan1-Sep5 2026 alreadyseeninpriorstudies,notindependent. Dailyholdout-14.37910%,DD20.92561%; hourlysamefinalreturn,DD21.91237%; N9,targets1,stops4,time4. Train-26.58801%,N28; stressholdout-19.60687%; lowvol(trainingmedianRV20)holdout-14.37910%. Training-only3x3threshold1/2/3%,SMA40/50/60 sweep returnrange-32.1181 to -14.3938%; noholdoutselection. Stopfirstwhenbothcrossed; gap exits atnextavailableopen flagged; terminalmarkliquidation. Idealizedcontinuous rangeexecution differs fromactual15minvenuepolling; this alone requires furtherexecutionvalidation. All75cashledgersmatchmanualcompoundreturns<=2.25e-15 returnunits. Ownhistoryonlyoperatorliquidationcannotvalidatewinrates. Requirepositive training,robustcostedholdout>=30exits andindependentprospectiveconfirmation; gatesfail,actualsize0. Kellyriskfractionandnotionalfractiondistinctpernote360,notional=riskfraction/averageloss; positiveplug-inisnotpermission. Allfigures/trades/scriptsarchived; source https://runway.adityaperswal.workers.dev/data/crypto-bars ; fees https://docs.alpaca.markets/us/docs/crypto-fees .

Preregisterednote352: priorcompleted3dayreturn<-2%,close>SMA50; next00UTCopenentry; prior20daymean(high-low) dollars defines stop1ADR,target1.5ADR; exit at first rangehit or5day00UTCopen. Rebuilt dailyfromcomplete24hourbars. Vectorbt event ledger25bpfee+10bpslippage eachside; doublecoststress. TrainJan2024-Dec2025(SOLAug2024start),flatJan1; historicalholdoutJan1-Sep5 2026 alreadyseeninpriorstudies,notindependent. Dailyholdout3.26630%,DD11.49248%; hourlysamefinalreturn,DD11.64137%; N10,targets3,stops3,time4. Train-25.57366%,N35; stressholdout-3.71521%; lowvol(trainingmedianRV20)holdout2.24357%. Training-only3x3threshold1/2/3%,SMA40/50/60 sweep returnrange-36.0023 to -18.3983%; noholdoutselection. Stopfirstwhenbothcrossed; gap exits atnextavailableopen flagged; terminalmarkliquidation. Idealizedcontinuous rangeexecution differs fromactual15minvenuepolling; this alone requires furtherexecutionvalidation. All75cashledgersmatchmanualcompoundreturns<=2.25e-15 returnunits. Ownhistoryonlyoperatorliquidationcannotvalidatewinrates. Requirepositive training,robustcostedholdout>=30exits andindependentprospectiveconfirmation; gatesfail,actualsize0. Kellyriskfractionandnotionalfractiondistinctpernote360,notional=riskfraction/averageloss; positiveplug-inisnotpermission. Allfigures/trades/scriptsarchived; source https://runway.adityaperswal.workers.dev/data/crypto-bars ; fees https://docs.alpaca.markets/us/docs/crypto-fees .

Preregisterednote352: priorcompleted3dayreturn<-2%,close>SMA50; next00UTCopenentry; prior20daymean(high-low) dollars defines stop1ADR,target1.5ADR; exit at first rangehit or5day00UTCopen. Rebuilt dailyfromcomplete24hourbars. Vectorbt event ledger25bpfee+10bpslippage eachside; doublecoststress. TrainJan2024-Dec2025(SOLAug2024start),flatJan1; historicalholdoutJan1-Sep5 2026 alreadyseeninpriorstudies,notindependent. Dailyholdout-5.39101%,DD13.59490%; hourlysamefinalreturn,DD14.74971%; N7,targets2,stops3,time2. Train-31.57041%,N33; stressholdout-9.91515%; lowvol(trainingmedianRV20)holdout-9.05114%. Training-only3x3threshold1/2/3%,SMA40/50/60 sweep returnrange-38.5204 to -20.3674%; noholdoutselection. Stopfirstwhenbothcrossed; gap exits atnextavailableopen flagged; terminalmarkliquidation. Idealizedcontinuous rangeexecution differs fromactual15minvenuepolling; this alone requires furtherexecutionvalidation. All75cashledgersmatchmanualcompoundreturns<=2.25e-15 returnunits. Ownhistoryonlyoperatorliquidationcannotvalidatewinrates. Requirepositive training,robustcostedholdout>=30exits andindependentprospectiveconfirmation; gatesfail,actualsize0. Kellyriskfractionandnotionalfractiondistinctpernote360,notional=riskfraction/averageloss; positiveplug-inisnotpermission. Allfigures/trades/scriptsarchived; source https://runway.adityaperswal.workers.dev/data/crypto-bars ; fees https://docs.alpaca.markets/us/docs/crypto-fees .

Executed actual command node /app/agent/dist/backtest.js --symbols HAIN --strategy momentum --lookback 20 --days 2000 with venue livefetch.1376bars,58trades,return-84.243267%,DD87.561226%,win25.862069%,average-3.255212%,buyhold-98.314055%. CLI has no independent costed train/holdout split and crosses earnings; do not use its figures as event-rule edge or allow relativeoutperformance versus collapsingbuyhold to imply profit. The separatelyrecorded vectorbt event study382 provides preregistered chronological costed holdout. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; exactoutput and scripts archived.