Stats

Premises:11datedreactions3513;9training2024–25,2holdout2026. Four separateOLSwithintercept use preeventmomentum20,distanceSMA50,RV20,volume/prior20mean to predict signedclose reaction. Training correlations .2053/-.0398/.0261/.5814; testMAE1.6771/.7259/.4432/4.5208percentagepoints, versusconstanttrainingmean.4122pp. Momentum anddistanceSMA50 correlation.81084,notindependentvotes. Conclusionnoindicator improvesbaselineinthis tinyholdout; reject stackeddirectionalconfidence. Counterexampleotherregimesmaydiffer; no modelselectiononholdout andnocalibratedprobability. Currentpricebelowaverages alonecannot justifyputorchangefundsize. Source https://runway.adityaperswal.workers.dev/data/stock-bars and11primaryeventobservations.

1.Sep18 FROpassesbreakout&SMA50&SMA200;shippingpeersremainabove50/200butfail20daybreakout https://runway.adityaperswal.workers.dev/data/stock-bars .2.FROL10/20/40train-78.35/-71.05/-54.53%;2024–25-14.04/-4.89/-26.14%;2026+108.30/+96.52/+4.70%. Relatedparameterssharedataandaremechanicallycorrelated,notindependentsources.3.Strongcurrenttrendcouldreflectfreightregimechange;cannotdeducenewsanctionscausedpastreturns.4.Issuerpresentation/halfyearQ2ratefigureshaveoneorigin;SeptemberpublicationdoesnotrefreshAugustunderlyingvintage. Combinationisusefulwatchcontextbutdoesnotrescueunsupportedmultipleorproveconditional3Rprobability.

Premises:1 signals from https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all and pending receipts12/13.2 EEM67.03>SMA62.09155, XLE64.31>SMA55.314825.3 pending not profitable holdings. EEM candidate ratchet max(SMA,high20-2ATR)=67.2385; XLE=63.64055, but DO NOT apply beforefill andprofit. Current stop65.48/62.10 remains. Requeue only price more thanATR .94325/1.264725 away from67.37/64.63; latest IEX distances.33/.39 below trigger. Onfill recompute actualentry-2ATR and entry*(1+P90 .1071796349/.206279467), preserve no-widening risk discipline; profit ratchet max(existing,SMA,high20-2ATR). Stop triggers lesson+rerank; monthly firstOct tradingrun otherwise.

Premises:1.Baselinecohorts/separatelyrerunSMA200strategy https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all .2.PSIX2025fourentrieslack200-barwarmup:comparisonisunknown,notbelowtrend. ZeroSMA200filteredtradescannotproveprotection.3.2026baselineaboveSMA200N2mean11.3202%,belowN3mean-8.21568%includingoneboundaryliquidation. FilterrerunN3notdirectlycomparable:changesentrysequence. All5baseline2026entriesSPYaboveSMA200,yettotal-11.169%;markettrenddoesnotrescueissuer-risk.4.L10/20/40returns2026-6.52/-11.17/+6.42%;selecting40nowisoverfit. RSI71andSMA50breakoutderivefromsamepricehistory,notindependentsources. Conclusion:retainfrozenrule,prospectiveoutcomesneededforconditionalodds.

Premises: observations29472–84,11trainingevents Jun2023–Dec2025,2heldout Apr/Jun2026. Five separateOLS withintercept predict signedreaction frompreevent distSMA50,mom20,RSI14,RV20,volume/prior20mean; no feature selection ontest. Trainingcorr .37356/.33381/.28807/.30070/-.25249. TestMAE7.9646/11.6317/10.2009/11.6046/8.9444percentagepoints versusconstanttrainingmean11.4514pp. dist50 predicts3.1548/9.0849% vsactual8.2153/19.9536%; missesstrongtail. Strongcollinearity .838–.897 amongtrendfeatures, tinyN andmixedbusiness/time-of-dayregimes make stacking unjustified. Nullbenchmark is trainingmean,not hindsightzero. Valid conditionalfit arithmetic; generalizationunsound withtwoobservations. Priorneutral unchanged; no directionalodds extracted. Source https://runway.adityaperswal.workers.dev/data/stock-bars and13issuerPDFobservations; Pythonregime.py preservescoefficients. Knownhistoricalholdout ischronological notpristineunseenfunddata.

Premises:1 daily source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ,signals3468, splitrepair29429.2 EEM252return28.3116% andclose67.03>SMA62.09155 but63return-5.3115%; positiveannual signal doesnot imply monotonicnear-termstrength.3 XLE21/63/126/252returns1.1482/20.4533/9.8377/47.3817%,mean19.7052%,SMA55.314825 vsclose64.31. XLKmean20.0361% outranksby.3309035pp butpairbudgetfails. Conclusion maintain SMAfilter plusfixedranking and2ATR risk; no discretionary63dayveto orlookbackoptimization. Counterexample longtermtrend canreverse suddenly; stop defines exittrigger notguaranteedfill. These indicators shareunderlyingprice and arenotindependent corroboration.

Premises:1 refreshed completed signals3459;2 eligibility uses annualreturn rank and SMA200 only;3 short volatility is descriptive, not entrygate. EEM/QQQ/IWM annual28.3116/22.8690/20.1319%; SMA distance5.23557/7.21291/3.29168 ATR. RV20 annualized19.32396/13.25958/11.57069% versus RV60 24.84014/20.26231/12.95534%. All three recent RV values below60day; IWM nearest SMA in ATR units. Counterexample: low realized volatility can precede a large overnight shock; positiveannualreturn does not prevent near-term loss. No new volatility filter, reduced gap envelope or extra risk budget. First-order joint equity shock reduces marks; second-order fractional exits wait untilRTH; third-order losses shrink subsequent sizing and stop requiresrerank. No current holding to ratchet. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Premises:1) Full11 current cross-section technical signal table.2) Return horizons overlap by construction.3) SMA200 gate separate from relative rank. Pearson cross-sectional correlations {"r21":{"r21":1,"r63":0.534688,"r126":0.68941,"r252":0.662118},"r63":{"r21":0.534688,"r63":1,"r126":0.338486,"r252":0.649424},"r126":{"r21":0.68941,"r63":0.338486,"r126":1,"r252":0.693433},"r252":{"r21":0.662118,"r63":0.649424,"r126":0.693433,"r252":1}}. Range .338486–.693433 across6pairs; N11 one date, not significance or incremental predictive evidence. XLK21return+3.2455% despite63return−.8420%; XLV21−4.1496% despite average+12.4422% and aboveSMA. Conclusion: no independent vote counting, short-window weakness not veto,4/11 qualify. Fixed averaging is mandate, not optimized weights. Source https://runway.adityaperswal.workers.dev/data/stock-bars

Premises: for each day compute lagged20 arithmeticATR divided by priorclose, then test nextopen/priorclose-1 < -2ATR/priorclose. This hypothetical threshold resets every day at priorclose; it is NOT entry-based live-stop backtest, excludes intraday and extended-hours exits and is not conditioned on momentum holdings. Split-only adjusted prices from primary SIP https://runway.adityaperswal.workers.dev/data/stock-bars ; XLEDec2025split repaired via29327. Jan2019–Sep18 2026 valid1919 afterATRwarmup: EEM21 breaches=1.0943%, XLE4=.2084%; fiveyearN1255 EEM11=.8765%,XLE3=.2390%. Max overshoot beyond hypothetical2ATR:3.42983pp EEM,9.83647pp XLE fullsample; fiveyear2.86536pp/1.20665pp. Dividend-adjusted economic gap counts19/4 full,9/3 fiveyear; mechanical dividends can add price triggers without equivalent wealth loss. No claim these rates are actual stop odds. Source https://www.finra.org/investors/insights/stop-orders-factors-consider-during-volatile-markets : stopprice not executionguarantee, stoplimit may not fill. Provider https://files.alpaca.markets/disclosures/library/ExtHrsOvernightRisk.pdf documents liquidity/spread/nonfill risk. Supplied venue checks15min and sends marketable extended-hours limits, so whole shares improve session eligibility without guaranteeing exit price or execution. Conclusion preserve one each, record actual future trigger/fill/session receipts before estimating slippage. Counterexample to guaranteed4.42risk: both prices can gap10% from entry,13.20loss before costs.

1. Daily SIP/all source https://runway.adityaperswal.workers.dev/data/stock-bars . NumPy OLS predicts following-open to21st-following-open20-session return using current breakout20&SMA50, ownSMA200, SPYSMA200 and20-day momentum. Training through2023, no refit for2024-25; horizons crossing boundaries excluded. Bartlett HAC20 errors address overlap approximately, normal CI; eight unadjusted tests, selected survivors, no event causal identification. 2. TEN303/323 breakout days also aboveSMA50=93.808%; FRO97.090%,STNG95.798%,LPG95.165%,AA91.558%,CENX92.453%,FTK89.844%,MU95.498%. These are strongly overlapping filters, not independent corroboration. 3. TEN signal coefficient-.69255pp over20sessions,95%CI[-4.19916,2.81407],p.69869; out-of-sample R2 versus training mean-.080415 (N481). LPG+1.46304pp,CI[-1.58348,4.50956],p.34657,R2-.042958. FTK coefficient-6.70832pp,p.003574 but OOSR2-.054114; do not turn exploratory negative coefficient into an untested short rule. 4. All eight signal coefficient CIs exceptFTK include0; six of eight OOSR2 negative. FRO/STNG modest positiveR2 do not repair negative train bracket returns. PSIX/ALM/BWLP lack long training sample. Sensitivity tests vary filter effect across periods: TEN holdout markedSMA50+13.38%,none-6.58%,own200-4.32%; LPG SMA50-25.66%,own200-.75%. No filter chosen from this holdout. Conclusion no statistically reliable extra independent signal from confluence in this selected universe; retain original hypotheses and collect prospective primary economics.

Premises:1 completed signals3298 use fixed annual ranks plus SMA200 filter;2 current distance aboveSMA EEM7.880031%,QQQ8.420543%,IWM4.436092%;3 twenty-session returns EEM+1.210104%,QQQ+.117305%,IWM-5.150699%, currentATR/price1.424675/1.160406/1.158077%. Conclusion IWM has weakest short-horizon path while remaining rank3 at annual+21.006444%; this is not broken eligibility or a new RSI/short-momentum veto. Annual/200day filters overlap trend information; combining them does not imply independent confirmation. Last60 EEM/QQQcorr.832760 indicates shared risk despite different geography. Flat initial allocation remains EEM/QQQ/IWM; after entry review actualR/horizon and profit-onlyratchet max(existing,SMA200,high20-2ATR), never loosen. No calibrated causal attribution to macro headlines. Counterexample short fall can become persistent trend reversal; stop and scheduled review implement response instead of ad hoc rule change. Source https://runway.adityaperswal.workers.dev/data/stock-bars .

Source https://runway.adityaperswal.workers.dev/data/stock-bars. Premises:1)7/11 close aboveSMA200 but only3/11 positive21-session returns; XLC positive21 failsSMA.2)Selected XLE/XLK/XLV means20.010555/19.528247/13.276404%; nextXLF5.353345%,selection margin7.923059pp.3)XLV21-day-.542037% does not invalidate its mean or SMA eligibility.4)SMA distances16.776477/16.085954/8.836090%. Conclusion: broad recent weakness can coexist with longer relative-strength leadership; no additional all-horizons-positive gate. Pearson60-session correlations XLE/XLK-.208295,XLE/XLV-.034137,XLK/XLV-.466185;252-session-.179830/-.040232/-.107243 versus prior full-history+.238174/+.241805/+.389758. Counterexample: correlations can reverse in a crash, so no risk-cap expansion. Current selected basket is ex post, not a historical rotation portfolio; differences are descriptive, not proof of hedge effectiveness.

L20 AND SMA50 retained. Training22medianlaggedRV20annual .497669;low/highvolN11/11mean-4.979244/+8.278994%;knownholdoutlow/highN10/1mean-.923859/+14.604820%. Onehighvolholdouttrade cannotvalidatearegimefilter. TrainingmedianSMApremium15.020693%;low/highmeans1.602087/1.697663%,N11each;holdout.011651/1.757675%,N8/3. Returnskew co-occurswithvolatility; correlationnotcausality, no posthoc change toentrywindoworlookback. Lastcompleted47.90>prior20close44.71 andSMA50 40.3494 stillsignal, but freshentrymustmeetfixedpricegate. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Counterexample to lowvolsafety: lowvolgroup losesinbothsamples; selectionsmall. Reject adoptingfilter, retainmeasurements.

Frozen L20 AND SMA50 kept. Training median lagged annual RV20=.51225894; below splitN15 mean2.973983%,aboveN16 mean1.305532%. Knownholdout belowN9 mean-.343808%,aboveN2 +12.032436%: apparent lowvol training advantage reverses,2 highvol winners are not a reliable filter. Training lagged premium overSMA50 median9.656747%; low/high mean3.758463/.570082%,N15/16. Holdout low/high3.701909/.410176%,N5/6. Descriptive splits based on train medians, not optimized regime switches or causal laws. Training sensitivity L10 +127.989248%N32/DD63.012197%,L40-37.399061%N26/DD59.524718%,versus L20+36.189046%N31; do not adopt bestL10 after inspection. Counterexample: highvol heldout did better despite lowertrain average. No additional filter or parameter change. Source https://runway.adityaperswal.workers.dev/data/stock-bars.

Premises: trend and weekend conditions may change breakoutpayoffs, but post-hoc subsets with1–2trades cannot validate a filter. Base fullgross3R delay0/slip10bp hourly holdout sampleBTC6/ETH7/SOL6; trendabovepriorSMA200 groups only1/2/1trades withmean1.6307/.5414/5.6100%. BelowSMAgroupsN5each means.6147/2.7189/.2757%. Weekendentried hourlyBTCN1−2.8514%;ETH/SOLN0. Dailytrend groupsN1/1/2,mean12.2254/10.8368/2.9634%; not independent corroboration since samecoins/sameAugust rally. 10000IIDtrade bootstrapmean95%CIs hourlyBTC[−3.2307,5.6745],ETH[−2.6831,7.7079],SOL[−5.5853,8.9792]%,allcross0. All12train/holdoutfrequency subset tables recorded. Removing one best trade makes hourlyholdout compoundedreturns−6.4646/−1.3074/−11.4214%; this illustrates tailconcentration, not a reason to exclude besttrades. Counterexample to 'positive trend suffices': ETHaboveSMA group underperformed belowSMA; different marketregimes and occupancy confound. Conclusion do not add weekend/SMA filter or choose delay after holdout. Current dailytrend remains context; freshentry separate. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .

Edge test:10 consecutive issuer-scheduled AMC earnings Mar2024–Jun2026, fresh926 SIP adjustment=all dailybars, release-close to next-session-close medianabsolute16.578014%. Sep11S2.95; Oct16C2.5 catalog.50Sep10 plus.05/share assumedroundtripcost requires+3.389831%,4/10; C5.05Sep10 requires+72.881356%,0/10; P2.5.12Sep11 requires-21.016949%,2/10. C2.5mappedmeanintrinsic1.109296xpremium excludesresidualtime,notactualoptionEV; no documented3xexpectedpayoff. Sep2issuer quote 'after market close on Wednesday, September 23, 2026' https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2026-Financial-Results-and-Conference-Call/default.aspx . ExpiryOct16+23days; defaultSep22RTHexit. Historical primaryURLs anddatequotes in R91306eventobservations, re-openedthisrun. Sources option_contracts SFIX; https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars . 1. Lag all indicators one session beforeentry: RSI14EWMalph1/14, SMA50, annualRV20samplelogstd*sqrt252. T3complete trainN6: belowSMA50N2mean+42.857143%,2wins;aboveN4mean-14.634146%,0wins(twoflat aftercost). RSI<50 selectsexactlysameN2; RSI>=50 sameN4. Correlations returnwithRSI-.702231,withRV+.306617,smalltraining-onlydescriptive. 2. Counterexample: twoindicators donotprovideindependentconfirmation; collinearpartitions andposthocfilter selectionmakethe100%smallgroupwinrateunreliable. Oneknown-calendarholdoutMarch2026below50wins33.986928%,premium74USDoversize;missingJune cannotvalidatecontrastingregime. 3. CurrentSep11RSI35.386979 andprice2.95<SMA503.5796 superficiallymatchwinnergroup, but thisdoesnotvalidatefullpremiumtail,feesorwholecontractrisk. Do notadopt filterorreplaceexistingoptioncoveragegate.

Premises:1 fixedSMA200 is eligibility;2 12month return sets rank among eligible;3 ATR sets risk distance, not a ranking modifier. Primary sources https://runway.adityaperswal.workers.dev/data/stock-bars SIPall and /data/crypto-bars, completedSep11/Sep12. Full measurements [{"symbol":"SPY","sma_distance_pct":7.337287014925442,"atr_pct":0.7134543170785934,"momentum_positive":true,"above_sma":true},{"symbol":"QQQ","sma_distance_pct":8.437307785361249,"atr_pct":1.1006637477618617,"momentum_positive":true,"above_sma":true},{"symbol":"IWM","sma_distance_pct":5.756535927075612,"atr_pct":1.0628699505001888,"momentum_positive":true,"above_sma":true},{"symbol":"EFA","sma_distance_pct":5.986340973057924,"atr_pct":0.8255576382380494,"momentum_positive":true,"above_sma":true},{"symbol":"EEM","sma_distance_pct":9.843937089087106,"atr_pct":1.404245283018866,"momentum_positive":true,"above_sma":true},{"symbol":"GLD","sma_distance_pct":-4.1267314925787835,"atr_pct":1.994243548912908,"momentum_positive":true,"above_sma":false},{"symbol":"TLT","sma_distance_pct":-4.2964242815131115,"atr_pct":0.8546123407938669,"momentum_positive":false,"above_sma":false},{"symbol":"BTC/USD","sma_distance_pct":10.23084699121144,"atr_pct":3.0220543933656248,"momentum_positive":false,"above_sma":true},{"symbol":"ETH/USD","sma_distance_pct":22.823428682319435,"atr_pct":3.738691610769314,"momentum_positive":false,"above_sma":true}]. Seven of nine aboveSMA, five both aboveSMA/positive12m; GLD +18.9435%12m but4.1267%belowSMA; BTC/ETH aboveSMA10.2308/22.8234% but12m -33.4506/-46.4335%,eligible ranks6/7. No addedpositive-return gate: they would qualify if top3 under mandate. EEM aboveSMA9.84394%,ATR1.40425%ofprice; QQQ/IWM ATR1.10066/1.06287%. Counterexample to buying greatestSMAextension is ETH: short-term recovery does not erase weak12m rank. PreserveEEM/QQQ/IWM; no substitution for whole-share affordability.

Premises:1 refreshedsignals3148;2 frozen conservative g QQQ.1083658430862592/IWM.1254295532646048/EFA.13045475424896646 from3115;3 loss N*[2ATR/E+(1-2ATR/E)*2g+.005] strictly below.03*equity. Algebraic equality thresholds and reference exits [{"symbol":"IWM","size":93.5,"stop":282.74895,"target":325.93680479074,"RR":6.032649919922496,"stress":25.411794034436106,"buffer":0.11790596556389232,"min_equity":847.0598011478702,"entry_floor":267.6924050716828,"entry_drop_pct":7.3376007921067465,"atr_ceiling":3.3136687871755846,"atr_increase_pct":7.91863890297555,"extra_cost_bp":12.610263696672952,"normal_loss":1.987566807435353,"target_gain":11.990294741715493},{"symbol":"QQQ","size":104.34,"stop":699.14315,"target":830.4731316245595,"RR":7.3453792610693736,"stress":24.93454579612259,"buffer":0.59515420387741,"min_equity":831.1515265374196,"entry_floor":537.1751223695812,"entry_drop_pct":24.85800101141713,"atr_ceiling":10.471407609472207,"atr_increase_pct":33.08136773842556,"extra_cost_bp":57.03988919660813,"normal_loss":2.296865108829453,"target_gain":16.871345335869712},{"symbol":"EFA","size":91.5,"stop":104.93826,"target":116.97551184268325,"RR":5.832592688298649,"stress":25.447316122674685,"buffer":0.08238387732531294,"min_equity":848.2438707558229,"entry_floor":99.36846827080154,"entry_drop_pct":6.8711637574493505,"atr_ceiling":0.9458617067927328,"atr_increase_pct":7.378126941856822,"extra_cost_bp":9.003702439924766,"normal_loss":1.5107704779756304,"target_gain":8.811708843538117}]. IWM/EFA cost headroom only12.6103/9.0037bp above assumed50bp, equity floors847.0598/848.2439. These are one-at-a-time sensitivities, not limits robust to joint changes. 108 deterministic entry/ATR/equity scenarios include71 breaches; not odds. Preserve353 amounts as conditional only: recompute each trade after actual state and costs, redistribute roughlyequally within fresh fund/position/risk caps. Round notionals down to cents below calculated ceiling, never equate rounded loss with strictly-under pass. Stop actualE-2ATR, target actualE*(1+P90), horizon1–3months, profit-onlyratchet max(existing,SMA200,high20-2ATR). P90 magnitudes16.169585/12.823845/9.630283%, not hit probabilities. Counterexample joint larger gap or halt invalidates scenario. Source https://runway.adityaperswal.workers.dev/data/stock-bars

Observed Sep13~04UTC. Circle issuer Sep10:74.06bn USDC, seven-day6.66bn issued/6.91bn redeemed=>-.25bn (-35.714m/day);30-day38.06/36.04=>+2.02bn (+67.333m/day). Llama same Sep10 date74.545695863bn, +485.695863m or+.655814% above issuer; matching dates therefore does NOT fully reconcile definitions/intraday cutoff/coverage. Do not present different dates as the sole explanation. Current Llama Sep13USDC74.418078352bn:7day-303.071522m,30day+2292.823787m. USDT183.538325610bn:7day+158.253007m,30day+412.621612m. Combined7day-144.818515m; USDT growth partly offsets USDC contraction, so single-issuer decline overstates this two-issuer contraction. Same7dayUSDCchain changes: Ethereum-394.264609m, Solana+4.231787m, HyperliquidL1-65.617779m. These are balance changes, not identified migrations or spot trades. Hyperliquid current circulating6.802385708bn includes425.874509m bridged with origin marked not-found; Solana948.334952m unreleased. Premises: dates and definitions are distinct; aggregated chain balances cannot identify end use. Conclusion: mixed flows provide context, not a long/short signal. Sources https://www.circle.com/transparency ; https://stablecoins.llama.fi/stablecoin/2 ; https://stablecoins.llama.fi/stablecoin/1 ; https://raw.githubusercontent.com/DefiLlama/peggedassets-server/master/src/adapters/peggedAssets/usd-coin/index.ts .

Premises:1 signals3109;2 observations27196–98 show old EFA09:45 stress26.8240 and IWM first15low26.2136 exceed3%equity25.5297;3 take each asset's maximum doubled adverse return across09:30open/09:45open/first15low then add initial2ATR risk and50bp. Results {"lots":[{"symbol":"QQQ","size":104.34,"stop":699.14315,"target":830.4731316245595,"p90_pct":16.16958533244174,"normal_loss":2.296865108829453,"target_gain":16.871345335869712,"stress_rate":0.23897398692852778,"stress_loss":24.93454579612259,"risk_max_notional":106.83045601794059,"RR":7.3453792610693736},{"symbol":"IWM","size":93.5,"stop":282.74895,"target":325.93680479074,"p90_pct":12.823844643545982,"normal_loss":1.987566807435353,"target_gain":11.990294741715493,"stress_rate":0.27178389341642895,"stress_loss":25.411794034436106,"risk_max_notional":93.93382249066259,"RR":6.032649919922496},{"symbol":"EFA","size":91.5,"stop":104.93826,"target":116.97551184268325,"p90_pct":9.630282889112697,"normal_loss":1.5107704779756304,"target_gain":8.811708843538117,"stress_rate":0.27811274451010587,"stress_loss":25.447316122674685,"risk_max_notional":91.79622474680342,"RR":5.832592688298649}],"envelope_joint":75.79365595323338,"envelope_equity_pct":8.906527215740887,"target_gain":37.67334892112332,"normal_loss":5.7952023942404365,"cap":289.34000000000003,"note":"Sum of per-asset worst execution proxies: conservative envelope, not a single synchronous executable print; each uses maximum of opening gap,09:45 open,and first15-minute low across41crisis sessions. All double adverse move plus50bp after initial2ATR stop."}. Size changes solely reconcile execution risk and roughly equal full allocation, not higher QQQ conviction. At fills refresh r and stress; narrow buffers mean do not blindly reuse dollars after equity/price change. Initial stop E-2ATR, target E*(1+P90), horizon1–3months. Ratchet only once profitable to max(existing,SMA200,high20-2ATR); already-crossed ratchet requires RTH exit review, never above-market initial stop. P90 is not90%hit odds. Sum of worst proxies is a conservative envelope, not one synchronized fill. Source https://runway.adityaperswal.workers.dev/data/stock-bars.

OKX September13 00UTC settled funding versus99 earlier settlements: BTC0.49703469bp at35.354th percentile, ETH1bp tied across76.768–100th percentiles, SOL0.27610846bp at55.556th. Latest remote02:16 receipts are fresh within52seconds: predicted0.4924/1/.3614bp, coin OI27492.882/639739.331/2746864.690. Versus01:16 coin quantities changed {"BTC":0.04741291738352693,"ETH":-0.10192974263215637,"SOL":0.35285758974137327} percent over aboutonehour; not global leverage, not dollar-OI repricing. ETH fee ceiling/ties prevent calling 1bp uniquely extreme. Premises: funding measures that venue's perp imbalance; changing OI can accompany either side and does not establish net spot flows. No new hourly HIGH or pullback entry accompanies them. Source https://www.okx.com/api/v5/public/funding-rate-history ; https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest . Prediction, settlement and spot signal remain separate; size zero.

Sep12completeATR20 BTC2335.0322 ETH94.40365 SOL5.45756 LTC2.381900 XRP.074116 HYPE5.196431 LINK.655237. IllustrativeE=Sep12close*1.001,stopE-2ATR;quartercoinsatgross+2R,remainingtargetsolvedforcombinednet3Rwith25bpcreditedcoin/USDfees,10bpsellslip. NetrequiredgainsBTC23.3401 ETH28.1130 SOL38.9300 LTC32.7816 XRP39.3405 HYPE46.6446 LINK41.1161%;quarter29.785modeledstoplossUSD1.9660/2.3900/3.3507/2.8046/3.3872/4.0359/3.5449. 2026overlapping20dayMFE P90gains18.754/23.871/23.666/18.954/28.075/70.865/29.486%;N214exceptHYPE166. Targetcoverage8.411/8.411/7.944/.467/8.411/25.301/7.009%,unconditionalnotwinprobability. FullhistoryETHP9034.253 versus202623.871showswhyselectinglongersamplecanmanufacturetargetcomfort. HYPEpassesrangecomparisonbutnofreshsignal/notrain. All7 nofreshentry;noactualtargetadopted. Proxycloseisnotexecutablequote,noassumedguaranteedstopfill. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

Premises:1 signal3048 and risk3049;2 nofill tonight;3 initialstopE-2ATR,targetE*(1+P90),1–3months. QQQ referenceE714.88 stop699.14315 target830.47313 P90 16.169585%; IWM288.89/282.74895/325.93680 P9012.823845%; EFA106.70/104.93826/116.97551 P909.630283%. RR7.3454/6.0326/5.8326 beforecosts. Actualentry recalculation mandatory. Profitable ratchet max(existing,SMA200,high20-2ATR) onlyafterprofit; current raw thresholds718.84315/299.03895/107.12826 exceed closes, so cannot beinitialstops. Alreadycrossed threshold afterprofit=>RTHexitreview, never invalidstop. P90 not90%hitodds. Source https://runway.adityaperswal.workers.dev/data/stock-bars .

Sep12completeATR20 BTC2335.032182,ETH94.403646,SOL5.457559. Illustrative00:04asks+10bpslip E/stop/net3Rresidualtarget: BTC77358.5813/72688.516935/95411.184565;ETH2528.2257/2339.418409/3238.821466;SOL101.875774/90.960657/141.533018. Stop E-2ATR;quarteratgross2R thenbreakeven remainder,25bpcreditedcoinbuy/USDsellfeesand10bpsellslip. Targetgains23.336265/28.106500/38.927060%; modeledstoploss6.599627/8.022128/11.248855%notional;29.785quarterloss1.965699/2.389391/3.350472USD. 214overlapping2026future20dayMFEwindows,P90gains18.753976/23.871490/23.666380%; coverageofrequiredgains8.4112/8.4112/7.9439%. Facts: sample ranges andalgebra;assumptions: fillcosts,quoteavailability,targetreach. UnconditionalMFEisnotentry-conditionedwinprobability,checkedfillorproofnoasymmetry. AlltargetsaboveP90; no defendablecurrentcatalystbridge, no freshentry. Conclusion no targetadopted/noexitmoved;do nottightenstoptoforce3R. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://docs.alpaca.markets/us/docs/crypto-fees .

Premises:1 no holdings;2 unchanged Sep11 prices/ATR in3000;3 initial stopE-2ATR, targetE*(1+fiveyear60gainP90),1–3months. Reference QQQ E714.88 stop699.14315 target830.47313 P90+16.169585% RR7.3454; IWM288.89/282.74895/325.93680 P90+12.823845% RR6.0326; EFA106.70/104.93826/116.97551 P90+9.630283% RR5.8326. SMA distances8.4373/5.7565/5.9863% do not protect initial2ATR losses. Profit-ratchet max(existing,SMA200,high20-2ATR) current references718.84315/299.03895/107.12826 exceed closes: never set these as initial above-price stops. Once actually profitable recalc; price already through threshold means RTHexitreview, not invalid adjustment. Targets are historical return percentiles, not90%hit odds. Recompute actual-entry exits before placement and check fills; do not widen for shortfall. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No exit moved.