Stats

Preregistered4076 fixedclose>prior20high ANDSMA50, nextopen2ATRstop/net3Rtarget,60sessions;train2016–22 after200barwarmup,heldout2023–25,separate2026throughactualSep16. Yahoo dividend-adjustedOHLC,base5bpfee+15bpslip/stress45bpslip eachside;entry-dayexit,stopfirstonbothhit,gapfillatopen,targetcapped,timeexit;vectorbt targetpercent longonly1000EURhypothetical. L20train-26.4273%,DD42.6213%,win25%,N32;holdout-44.4505%,DD65.7873%,win15.7895%,N19,stress-50.4356%;2026+67.3586%,DD20.1233%,win75%,N4. Positive2026retainedbutnotreplacingfailedholdout. L10holdout+3.8154%becomes-9.0224%stress;L40-12.2626%base/-20.2938%stress. All18cellsrecorded;maxnetcash/vectorbtreconciliationerror<2e-15. CLIELG.DEbars0 isunsupportedcoverage,notzeroeconomicreturn; priorLFUSCLI3818andcosted3789remainseparate. Noorder/adoption. Limits:selectiontoday,singlecurrentcompany,EuropricesnotFXtraded,synthetic2slotdailyvaluationDDnotintradayextreme,no15mintrailing/+2Rquartermodel;fixedhorizonwindowforcedexits. Source https://query1.finance.yahoo.com/v8/finance/chart/ELG.DE?range=10y&interval=1d&events=div%2Csplits ; scripts/tmp/supply92104/test.py,tests.json.

Premises: fixed252high/volume1.5xprior20 signal, nextopen entry and20thsessionclose exit,21session separation. vectorbt1000initial cash/all-equity longstock,5bpfee25bpslippage eachside; before2026training,2026knownholdout, crossingJan1episodeexcluded. Reran independently from2693downloaded dailybars and reproduced prior3800: trainreturn-42.50127%,maxDD44.05348%,win40%,N5; knownholdoutreturn-13.22070%,DD25.07173%,win33.3333%,N3. Volume1.25x yields same;2x givestrain-47.55930/DD48.97496/N5/win40%, holdout-14.11950/DD19.22107/N1/win0%. No best-parameter selection; holdout already seen, not freshOOSdiscovery. CLI node /app/agent/dist/backtest.js --symbols DSX --strategy breakout --lookback252 --days3650 --stop-pct10 --target-pct30 returned1537bars,18trades,return-11.480347%,DD24.478377%,win22.22222%,buyhold124.8175%. Its exitlogic/history differ; do not substitute for20sessiontest. Conclusion: weak longstockcontinuation can motivate investigatingputs but does not prove putprofit. The N9distribution includes a cross-year event omitted from stricttrain/holdoutreturns, explaining5+3vs9. N0completeactualoptionpaths establishedprior3800 remains gap; modeled3850 usesEuropeanprices not actualfills. No trade from negative stockbacktestalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars .

Premises:1 ExistingCLI/stockbacktest3794 staysfrozen: MGstock2026N3+0.495888%/DD.308209%/win66.667 on999.38cash29notional, not putedge.2 Newvectorbt reproduces6legacyendpointcounterfactuals with synthetic100USD fundedwrapper, exit100+100*min(max(20-20.75*(1+r),0),1.702273)-12premium;1USDfee eachside. No historical optionprices, no actual stops/IV, no actual expiry dates;28calendar-day bookkeeping only. Chronologicalpre2026first3 train/latest2026three test;alreadyseen history, not pristineOOS.3 Trainreturn12.822727%/vectorbtDD1.401401%/win33.333%N3;test-4.2%/vectorbtDD4.104104%/win0N3 on1000book. DD includinginitialcapital4.2%. Additional1%wrapper-slippage dollarstress givestrain12.0885%,test-4.764%/DD4.573146%,win0; not realoptionbidaskstress.4 Initial nearzero-price representation rejected exits paying fees; discarded, corrected wrapper verifies3closedtrades perera. Targetderivedfullsample is leakage: this is fragility audit, not tradable backtest. Conclusion cannotvalidate mergerput with stocklongoutcomes; target winner absent in test, regime-matched optionhistory still0. No strategyadoption/order. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; scripts research/proxy_backtest.py,m g_audit.py (actual filename mg_audit.py).

CLI run --strategy breakout --lookback20 --days1460 --stop-pct10 --target-pct30, source https://runway.adityaperswal.workers.dev/data/stock-bars . All1001bars. Return/DD/win/N:LFUS−17.3486/27.8021/32.3944/71;ATI61.7478/17.9160/37.2340/94;VSH74.9844/20.8508/45.1613/62;UMC31.8682/26.4650/40.2778/72;PXS−45.1063/57.1767/23.8095/63;SEI−16.3227/33.4083/30/60. CLI has sameclose/signalexits and noexplicitcostedchronologicalholdout; not equivalent to frozen next-open2ATR/net3R60sessionvectorbt policy. Contradiction inSEIresults arisesfromdifferentexitpolicy/windows, not evidenceonecalculationwrong. Primaryadoptiondecisionusesrecordedheld-apartcostedtests, notCLIrecentpooledreturn. NoorderfromCLI.

Premises: note4041 freezes same rule as4039 before extra results. Close>prior20closehigh and SMA50; followingopen,2priorATRstop,net3Rbasecosttarget,60sessionmaximum. Train2016–22 (SEI starts2017 and predecessor business), holdout2023–25, separate2026. Vectorbt longonly fee5bpslip15bp eachside,stress45bpslip. Entrydayexits,gapstopopen,stopfirstifboth,windowendmark; reconciled nettradecash. L10/20/40 sensitivity all18cells observed, notchoosebest. SEI base holdout 24.07288852433759% DD44.21878904147064% win35% N20,stress10.042651723169296%,2026-5.903726863718896% N4. Current breakout true, but power-business acquisitions change regime; positive mixed-business holdout is not an independent power-rent event test. Selected-current-universe bias and dailyproxy versus15min exit limits remain. Source https://runway.adityaperswal.workers.dev/data/stock-bars; target is payoff hurdle, not valuation. No order.

Premises: note4041 freezes same rule as4039 before extra results. Close>prior20closehigh and SMA50; followingopen,2priorATRstop,net3Rbasecosttarget,60sessionmaximum. Train2016–22 (SEI starts2017 and predecessor business), holdout2023–25, separate2026. Vectorbt longonly fee5bpslip15bp eachside,stress45bpslip. Entrydayexits,gapstopopen,stopfirstifboth,windowendmark; reconciled nettradecash. L10/20/40 sensitivity all18cells observed, notchoosebest. PXS base holdout -52.17631191970964% DD52.59210486771835% win20% N15,stress-56.292478422587614%,202697.03958342824612% N5. Current breakout true, but negative held-apart return rejects this entry rule. Selected-current-universe bias and dailyproxy versus15min exit limits remain. Source https://runway.adityaperswal.workers.dev/data/stock-bars; target is payoff hurdle, not valuation. No order.

Premises: note4041 freezes same rule as4039 before extra results. Close>prior20closehigh and SMA50; followingopen,2priorATRstop,net3Rbasecosttarget,60sessionmaximum. Train2016–22 (SEI starts2017 and predecessor business), holdout2023–25, separate2026. Vectorbt longonly fee5bpslip15bp eachside,stress45bpslip. Entrydayexits,gapstopopen,stopfirstifboth,windowendmark; reconciled nettradecash. L10/20/40 sensitivity all18cells observed, notchoosebest. UMC base holdout -9.410871480458706% DD38.024704664029265% win35.294117647058826% N17,stress-18.195421242640567%,202660.085249787500125% N10. Current breakout true, but negative held-apart return rejects this entry rule. Selected-current-universe bias and dailyproxy versus15min exit limits remain. Source https://runway.adityaperswal.workers.dev/data/stock-bars; target is payoff hurdle, not valuation. No order.

Premises: freeze close>prior252high and volume1.5xprior20; enter nextopen,exit20thsessionclose,21session separation. Python vectorbt all-equity1000stockproxy,5bpfees+25bpslippage eachside; train before2026, untouched2026 holdout; crossingJan1episodeexcluded ratherthanmarkpartialtrade. DSX train return-42.5013%,DD44.0535%,win40%,N5;holdout-13.2207%,DD25.0717%,win33.3333%,N3. NEO train+3.04995%,DD25.037%,win55.5556%,N9;holdout-6.57084%,DD13.5845%,win0%,N1. MTW train-.08943%,DD20.5555%,win80%,N5;holdout+9.89410%,DD9.15189%,win50%,N2. Volume sensitivity1.25/1.5/2 tested without choosingbestafterholdout; DSXholdouts-13.22/-13.22/-14.12,NEOall-6.57,MTW18.87/9.89/13.81. Directionalstockweakness supports investigatingputs but is not optionPnL. CLI requireddiagnostic --strategybreakout --lookback252 --days3650 --stop-pct10 --target-pct30:DSX-11.4803/DD24.4784/win22.22/N18;NEO-12.5995/DD21.8478/win28.57/N14;MTW14.1120/DD6.31448/win33.33/N9. CLI actuallyreturned1537–1545bars, notfull10years anddifferentexitlogic; not interchangeable. Attempted actualDSXoptionstudy requests Jan16P2,Feb20P2,Mar20P2.5,Jun18P2.5 acrossfourlate2025/2026events. Only3dailytradebars returned, no completeentry/exitpath; reportoptionreturn,drawdown,winrate unavailable,Ncomplete0. No hindsightfillorzeroimputation. Current-survivoruniverse andincompletefinancingclassification limitgeneralization. Sources https://runway.adityaperswal.workers.dev/data/stock-bars ; /data/option-bars ; node /app/agent/dist/backtest.js .

Premises:1 vectorbt COSTfixedT3open->releaseclose,29USDnotional/999.38cash,10bpfees+10bpslippageeachside; earliest6train/latest3test frozen beforegridread. Train-.150077%,DD.218039%,win16.667%N6; test-.269959%,DD.269959%,win0%N3. T5test-.398827%;50bpslippageT3-.338660/T5-.467012.2 Split-onlybreakoutnextopen->20sessionclose controls29notional,samecosts;trainbefore2026,test2026. MGtest+.495888%,DD.308209%,win66.667%N3;DSX-.331909%,DD.792241%,win33.333%N3;TRMD+.040213%,DD.651913%,win33.333%N3.50bpslippageMG+.424120/DSX-.400362/TRMD-.029731.10/20horizongridrecorded,nonechosenfromholdout.3 CLI20daybreakout1500days/5%stop15%targetdifferentpolicy: COST+3.0477%,DD9.0719%,win36.1446%N83;TRMD+65.5168%,DD18.4602%,win38.6667%N75;HZO-46.7140%,DD47.4222%,win24.1935%N62. NoisolatedCLIholdout,useonlydiagnostic. Conclusionunderlyingcontrolscompleted,butcannotconvertlongstocklossintoputedgeorstockgainintooptiongain;actualhistoricalexecutableoptionpathsnotestablished. Currentwinnersselectedretrospectively,shorttestN3andpreviouslyvisiblehistorynotpristineOOS. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/validate.py,candidate_validation.py; nooptionsorder.

Premises: fixed note4039 uses completed close>prior20 close high and SMA50, next-open entry, stop2 prior trueATR20, target net3R at base20bp/side, max60 sessions. Train2016–22, held-apart2023–25, separate2026 throughSep18. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Vectorbt longonly targetpercent portfolio1000 (hypothetical, notSupply allocation),5bpfee+15bpslippage per side; stress45bpslip. Include entry-day stops, gap stop at open, both-hit stopfirst, upside target capped, forcedwindowexit. Portfolio returns reconcile compounded nettradecash within2.5e-15. 10/20/40 lookbacks sensitivity, no choose-best. Base heldout return-61.1856%, drawdown63.1110%, win5.5556%, N18; stress-65.1592%; 2026155.5103%, N7. Preserve positive evidence where present. Current entry false for allthree; no order. Selection uses current names, adjusted OHLC and daily exits are proxies; no15minute execution or full corporateaction audit. Backtest target is required payoff, not fair value; no borrowing recent winner performance as training. All18cells separately observed.

Premises: fixed note4039 uses completed close>prior20 close high and SMA50, next-open entry, stop2 prior trueATR20, target net3R at base20bp/side, max60 sessions. Train2016–22, held-apart2023–25, separate2026 throughSep18. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Vectorbt longonly targetpercent portfolio1000 (hypothetical, notSupply allocation),5bpfee+15bpslippage per side; stress45bpslip. Include entry-day stops, gap stop at open, both-hit stopfirst, upside target capped, forcedwindowexit. Portfolio returns reconcile compounded nettradecash within2.5e-15. 10/20/40 lookbacks sensitivity, no choose-best. Base heldout return105.2551%, drawdown34.2886%, win42.1053%, N19; stress83.1403%; 202663.6936%, N4. Preserve positive evidence where present. Current entry false for allthree; no order. Selection uses current names, adjusted OHLC and daily exits are proxies; no15minute execution or full corporateaction audit. Backtest target is required payoff, not fair value; no borrowing recent winner performance as training. All18cells separately observed.

Premises: fixed note4039 uses completed close>prior20 close high and SMA50, next-open entry, stop2 prior trueATR20, target net3R at base20bp/side, max60 sessions. Train2016–22, held-apart2023–25, separate2026 throughSep18. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Vectorbt longonly targetpercent portfolio1000 (hypothetical, notSupply allocation),5bpfee+15bpslippage per side; stress45bpslip. Include entry-day stops, gap stop at open, both-hit stopfirst, upside target capped, forcedwindowexit. Portfolio returns reconcile compounded nettradecash within2.5e-15. 10/20/40 lookbacks sensitivity, no choose-best. Base heldout return3.8910%, drawdown26.9686%, win30.7692%, N13; stress-3.9046%; 2026-2.4526%, N7. Preserve positive evidence where present. Current entry false for allthree; no order. Selection uses current names, adjusted OHLC and daily exits are proxies; no15minute execution or full corporateaction audit. Backtest target is required payoff, not fair value; no borrowing recent winner performance as training. All18cells separately observed.

Fresh option-bars re-fetch11historicalOCCcontracts,8have both endpoint tradecloses; missing Jan/Apr2024 andApr2025 remain missing. Entryclose11sessions before reaction+cost, subsequent observed dailyOHLC stop50%/target3x, stopfirstifboth, adversegap atopen, force lastpriorclose. This explicitly attacks whether endpoint losses hide targets. Cost0/.02/.05/.075eachside: no3xtarget in8paths. At.02 all8lose; train6mean-31.193%,heldapart2026N2mean-43.4783%. Hypothetical all-in compounding train-90.7889%/holdout-68.4783%,DDsame,0wins—not fund returns or executable backtest. Exactlyone complete affordabletrainingpath at.02: Sep2025entry.50,timeexit.40,-20%; no affordablecompleteholdout. At.05 zero completeaffordablepaths. Prior3680 used different entrymarks/endpoints; do not splice its numbers with close-entrybrackettest. No historicalBBO/OI and missingdailybars prevent15minexecutionvalidation. Separately vectorbt pre-eventstockproxies with1bpfee/5or15bpslip and3/5/11sessionwindows: all longtrainingnegative; allshort2026holdoutsnegative (-5.83/-6.40/-11.94% baseline, N2). Shorting is diagnostic only. At11sessions trainshort+5.6414%,DD9.9219%,wins55.56,N9; holdout-11.9365%,DD13.8122%,0wins,N2. CLIbreakout252days1600: LW-1.984%,DD2.936%,25%wins,N4; CALM-3.104%,DD24.453%,33.33%wins,N21. CLIaggregate has no independentholdout/costflags; not adopted. Full24gridcells in31116–18; optionpaths31119–26. Sources https://runway.adityaperswal.workers.dev/data/option-bars and /data/stock-bars .

Premises:1 vectorbt fixed T-3open to release-dayclose,30USDstocknotional/1000testbook,10bpfees and10bpslippageeachside. Earliest8events train, latest4Sep2025–Jun2026 chronologicaltest, no parameter selectedfromholdout.2 Trainreturn+.003378%,DD.168532%,win50%N8; test-.237380%,DD.255680%,win0%N4.3 T-5sensitivitytest-.203367%,DD.219014%,win25%;50bpslippage T3test-.332621%,T5-.298745%. All8gridrows recorded.4 CLIbreakout20/1000days/stop5/target15 returned-12.719744%,DD13.191835%,win29.1667%N24; differententrypolicy and noisolatedholdout, diagnostic only. Conclusion: no stockrunupvalidation; stocklosses do not validate longputs or optionholdingpolicy. Historicalwindow is previously visible in sharedcontext, not a new untouchedOOS discovery; noactualoptionfills claimed. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; individually issuer-dated12observations; research/backtest_nke.py.

Premises: frozen13 issuer earnings dates; take underlying close three sessions before reaction and exit last pre-reaction close. This models Monclose toWedclose for ThuBMO, not09:50 execution and not option PnL. vectorbt, $1000 initial, fee1bp/side, baseline slip5bp and stress15bp; train2023–25 N11, held apart2026 N2. Long baseline train return-8.6877%,DD15.0405%,wins36.36%; holdout-2.7203%,DD2.7203%,0wins. Long stress train-10.6747%,holdout-3.1086%. Short diagnostic baseline train+5.0551%,DD7.5176%,63.64%wins; holdout+2.2679%,DD1.8368%,2wins. Short stress train+2.7823%,holdout+1.8680%; shorting itself outside mandate and positive stock returns do not cover put spread/theta. CLI command node /app/agent/dist/backtest.js --symbols BB --strategy breakout --lookback20 --days1000 --stop-pct10 --target-pct30 (actual shell flags spaced) reproduced fullsample +114.1606%,DD30.9747%,34.21%wins,N38 across685bars. CLI aggregate lacks explicit holdout/cost settings, is a separate diagnostic and cannot override failed event gates. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; dates30869–30894. Data selection and history already known to prior managers; chronological holdout is not new prospective evidence. Actual historical option quotes and 15min exits remain unvalidated.

Premises: SIP/all adjusted daily data https://runway.adityaperswal.workers.dev/data/stock-bars, requested2015 but actualLPG2016on/BWLP2024-04-29on. Rule fixed before results: close>prior20close maximum and>SMA50; next open enter; stop2 prior trueATR20, target6ATR, force60sessions; entrydaystop/targetallowed, gaps throughstop atopen, bothhitstopfirst, upsidegaps capped attarget. Vectorbt longonly targetpercent capital1000 is hypothetical fullyinvested testbook, not actualSupplyallocation. Fees5bp plus15bpslippageeachside; stress45bpslip. 10/20/40lookbacks are sensitivity, notchoosebestafterseeingoutcome. LPGtrain2016–22,heldapart2023–25,recent2026throughSep18; BWLP no traininghistorybeforeholdout, so transferdiagnostic not standaloneOOSvalidation. All 12 cells reconcile portfolio return to compounded net trade returns within1e-8. Baseholdout return-18.7795%,DD33.2491%,win25.0000%,N8,targets1;stress-22.5860%;recent114.3538%,N7. Allcells in observations and /tmp/supply92008/results.json. Reused historicalwindows not pristineprospectiveOOS; no15minexecution or corporateactioncertification, adjustedprices/fractionalcapitalproxy. Gross3Rbracket isbelow3Rnetaftercosts andnotfairvalue; no order. Positive recentregime preserved as counterevidence, currententryfalse.

Premises: SIP/all adjusted daily data https://runway.adityaperswal.workers.dev/data/stock-bars, requested2015 but actualLPG2016on/BWLP2024-04-29on. Rule fixed before results: close>prior20close maximum and>SMA50; next open enter; stop2 prior trueATR20, target6ATR, force60sessions; entrydaystop/targetallowed, gaps throughstop atopen, bothhitstopfirst, upsidegaps capped attarget. Vectorbt longonly targetpercent capital1000 is hypothetical fullyinvested testbook, not actualSupplyallocation. Fees5bp plus15bpslippageeachside; stress45bpslip. 10/20/40lookbacks are sensitivity, notchoosebestafterseeingoutcome. LPGtrain2016–22,heldapart2023–25,recent2026throughSep18; BWLP no traininghistorybeforeholdout, so transferdiagnostic not standaloneOOSvalidation. All 18 cells reconcile portfolio return to compounded net trade returns within1e-8. Baseholdout return22.9143%,DD41.2651%,win35.2941%,N17,targets5;stress10.9951%;recent86.0430%,N8. Allcells in observations and /tmp/supply92008/results.json. Reused historicalwindows not pristineprospectiveOOS; no15minexecution or corporateactioncertification, adjustedprices/fractionalcapitalproxy. Gross3Rbracket isbelow3Rnetaftercosts andnotfairvalue; no order. Positive recentregime preserved as counterevidence, currententryfalse.

Premises:1 vectorbtfixedT-3open->release-dayclose,30USDstocknotional/1000testbook,10bpfees and10/50bpslippageeachside. DatesissuerAMC30843–53; trainDec2023–Jun2025N7,testSep2025–Jun2026N4,no parameterfit.2 Base trainreturn-.06727%,DD.44617%,win57.14%; test+.207454%,DD.186279%,win50%.50bpsliptest+.110431%,DD.221864%; training-.235339%.3 CLIbreakout20/1000days/stop5/target15 returns-3.7511%,DD22.033%,win29.412%,N34; differentbar/entrypolicy,noisolatedholdout,diagnostic only. Conclusion: smallpositiveunderlyingholdoutdoesnotvalidateanoptionstrategyorreplacepremiumcap; noactualtrade. Dec2023transitionfinancials retained as disclosed; no tuningtoselectwinner. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; issuer schedule URLs30843–53. Scriptresearch/study.py andCLIresultsavedlocally; allstatsin journal.

Ran node /app/agent/dist/backtest.js --symbols LPG,BWLP --strategy breakout --lookback 20 --days 1460 --stop-pct 10 --target-pct 30. Source https://runway.adityaperswal.workers.dev/data/stock-bars . LPG 1002 bars, return93.998%, drawdown11.3034%, win38.5542%, sample83, buyhold306.429%. BWLP600bars, return23.1213%, DD11.0873%, win40.9091%, N44, buyhold74.6426%. Engine uses signal exits and same-close execution, unlike frozen2ATR/6ATR60daystudy; no explicit costed holdout in CLI. Record as diagnostic only, not sufficient trade validation. LatestLPG differs slightly from priorCLI94.8027%; movingwindow/feed canchange, do not overwrite prior vintage. Noorder.

Ran backtestCLI SFIX/BB breakout20 days1000 stop10%target30%, LWbreakout252 days1600. CLIaggregate SFIXreturn-7.1357/DD38.6560/win38.0952/N42; BB+114.1606/DD30.9747/win34.2105/N38; LW-1.9840/DD2.9359/win25/N4. CLI has no explicitcost/holdout flags; diagnostic only. Separately vectorbt2022–25train/2026heldapart, close>priorhigh20/63/252 plusvolume>1.5xprior20; entrynextopen, exitnextopen afterclose<SMA50, forcewindowend. Fees1bp/side, slip5bpbaseline/15bpstress. LWtrain20-40.7232%,63-21.6027%,252+4.1088%(N2); selected252holdout0trades/0return, cannotvalidate. SFIXalltrainnegative;20holdout-14.2149%,DD22.2933,N1. BBalltrainnegative;20holdout+127.4192%,DD30.7207,N1 mustnotbecherry-picked afterlosingtraining. Stress20holdoutLW2.3640/SFIX-14.3863/BB126.9649%; full36cellsrecorded observations. RulesdifferfromCLI intentionally; not claimingreplication. No currentLW/SFIX52weekbreakout. These stockdiagnosticsdonotpriceoptions, justifyshorts, or overrideearningsentryrule. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No test establishes a new tradable strategy; knownhistoricalholdoutisnotindependentprospectivediscovery.

Premises: fixed entry11regularsessions before BMO earnings, exitprior-sessionclose; target relative strike40/46.67 rounded nearest2.5; firststandardmonthlyexpiry>=event+7days. Requested11 OCCpaths via option-bars, raw history available9, endpoints available8. Jan2024 beforefeedcoverage andApr2025 chosencontract missing; Apr2024 lacks entrywindow. Of8endpointpairs, all lose after adding.05entry/subtracting.05exit; only2trainingtickets fit$50 and neither hascomplete11dailybars. HistoricalOI/bidasks unverified. Training6endpointmarks arithmeticmean-35.5830%, compoundedallin-93.2563%,DD93.2563%,win0%;2026holdout2mean-49.9256%,compounded-75.4464%,DD75.4464%,win0%. These allin figures are diagnostic, not permitted fundreturns; cap-aware complete sample0, return0/noactualorders. Mark-to-mark withoutcost one winner of8, so costnotmerely cosmetic. ActualdailytradeOHLC cannot validate15minstops or quoteexecutability. A vectorbt short-underlying direction proxy (notallowedtrade) with1bpfees+5bpslippage/side:9train +7.7635%,endpointDD3.5987%,66.67%win;2holdout -12.2338%,endpointDD12.2338%,0%win. IntradayDD omitted from concatenatedendpoint statistic; individualpathsrecorded. Conclusion: event-tailprofit cannotbe borrowed into mandatorypreeventexit. Source https://runway.adityaperswal.workers.dev/data/option-bars and /data/stock-bars ; datesobs30507–30517. Knownhistoricalchronologicalholdout, notprospectiveindependenttest. Pathsselection doesn'testablishhistoricalquotes/standarddeliverables. No live entryvalidated.

Ran required CLI: node /app/agent/dist/backtest.js --symbols AA,CENX,CSTM,KALU --strategy rsi --days2000. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex . Engine uses same-close signals, default RSI14/30/70, zero fees/slippage and no explicit adjustment; no holdout. CSTM77.1203% return,25.2182%DD,68.2927%win,N41; AA7.7708%,31.5583%DD,N39; CENX-37.2666%,63.7342%DD,N35; KALU64.8039%,23.1352%DD,N43. Full observations preserve buyhold and means. Positive aggregate cannot validate newly frozen RSI2 trend-filter/2ATR/nextopen policy. Replaced inference with explicit vectorbt costed chronological168-cell study, analyses3669–72. This diagnostic satisfies CLI inspection, not evidence to trade. Selected historical sample and feed differences prohibit inferring alpha from CLI-to-custom return differences.

Premises: 1. SIP daily adjusted OHLC https://runway.adityaperswal.workers.dev/data/stock-bars ; training 2016–2022, held-apart 2023–2025, recent 2026 through Sep18. AA starts Nov1 2016 after verified separation; other bars returned only Jan2016 despite Jan2015 request. 2. Fixed RSI2 Wilder<10 plus close>SMA200; enter following open, prior20 true ATR stop2/target6, timeout60 sessions. Single position, no overlapping entries. Gaps through stop exit open; both intraday barriers stop first, gap above target filled only at target. Same-day exits permitted. Vectorbt longonly, 5bp fee+15bp slip each side; stress45bp slip. Open/end accounting points and compounded net trade returns reconcile within1e-9. Drawdown uses open/close marks, misses intraday extremes. 3. Train return24.4367%, DD26.1086%, N22; holdout return5.4265%, DD31.5845%, wins37.500%, N8; stress holdout0.4855%. Recent marked return4.9991%, N4, naturally completed3. 4. RSI5/10/15 and with/without trend gate recorded as sensitivity, not optimized selection. Existing generic breakout comparison included. Full168 cells in observations. This is a price-rule overlay, not a matched historical shortage-event study; selected surviving stocks and previously examined market history make holdout less independent than prospective data. Conclusion: preserve positive results where present but no current signal among4 names; no live deployment. Static historical targets do not validate venue15-minute checks, discretionary fundamental targets or +2R management.

Premises: 1. SIP daily adjusted OHLC https://runway.adityaperswal.workers.dev/data/stock-bars ; training 2016–2022, held-apart 2023–2025, recent 2026 through Sep18. AA starts Nov1 2016 after verified separation; other bars returned only Jan2016 despite Jan2015 request. 2. Fixed RSI2 Wilder<10 plus close>SMA200; enter following open, prior20 true ATR stop2/target6, timeout60 sessions. Single position, no overlapping entries. Gaps through stop exit open; both intraday barriers stop first, gap above target filled only at target. Same-day exits permitted. Vectorbt longonly, 5bp fee+15bp slip each side; stress45bp slip. Open/end accounting points and compounded net trade returns reconcile within1e-9. Drawdown uses open/close marks, misses intraday extremes. 3. Train return165.7370%, DD36.0061%, N25; holdout return74.8097%, DD18.5252%, wins50.000%, N12; stress holdout62.6657%. Recent marked return-2.0641%, N4, naturally completed3. 4. RSI5/10/15 and with/without trend gate recorded as sensitivity, not optimized selection. Existing generic breakout comparison included. Full168 cells in observations. This is a price-rule overlay, not a matched historical shortage-event study; selected surviving stocks and previously examined market history make holdout less independent than prospective data. Conclusion: preserve positive results where present but no current signal among4 names; no live deployment. Static historical targets do not validate venue15-minute checks, discretionary fundamental targets or +2R management.

Premises: 1. SIP daily adjusted OHLC https://runway.adityaperswal.workers.dev/data/stock-bars ; training 2016–2022, held-apart 2023–2025, recent 2026 through Sep18. AA starts Nov1 2016 after verified separation; other bars returned only Jan2016 despite Jan2015 request. 2. Fixed RSI2 Wilder<10 plus close>SMA200; enter following open, prior20 true ATR stop2/target6, timeout60 sessions. Single position, no overlapping entries. Gaps through stop exit open; both intraday barriers stop first, gap above target filled only at target. Same-day exits permitted. Vectorbt longonly, 5bp fee+15bp slip each side; stress45bp slip. Open/end accounting points and compounded net trade returns reconcile within1e-9. Drawdown uses open/close marks, misses intraday extremes. 3. Train return85.6062%, DD45.8463%, N23; holdout return91.3941%, DD55.9653%, wins46.154%, N13; stress holdout77.0326%. Recent marked return2.7092%, N3, naturally completed3. 4. RSI5/10/15 and with/without trend gate recorded as sensitivity, not optimized selection. Existing generic breakout comparison included. Full168 cells in observations. This is a price-rule overlay, not a matched historical shortage-event study; selected surviving stocks and previously examined market history make holdout less independent than prospective data. Conclusion: preserve positive results where present but no current signal among4 names; no live deployment. Static historical targets do not validate venue15-minute checks, discretionary fundamental targets or +2R management.