Stats

Premise1 illustrative08:03asks plus10bp entryslip, completedSep11 ATR20 from24hour coherent days: BTC2437.141232,ETH98.988171,SOL5.676981. E/S/net3R residualT afterquarteratgross2R and25bpfees+10bpsellslip: BTC77340.627364/72466.344899/96073.380725;ETH2526.6241/2328.647759/3267.731902;SOL101.8017/90.447738/142.919380. These are NOT standingorders;SOLaskstale and allfreshentriesfalse. Target gains24.2211/29.3319/40.3900%. Premise2 historical2026 overlapping20dayMFE213windows P90BTC18.7696%,ETH23.8725%,SOL23.7150%; targets exceedP90. Unconditionalhigh excursion reaches respectivegains8.4507/8.4507/6.1033% ofwindows, notentry-conditioned odds or executablefills. Premise3 quarterfund29.785 modeledstoploss2.0443/2.4982/3.4804USD; fullfund119.14loss8.1772/9.9929/13.9216USD, ignoring gap-through beyond modeledslip. Strongcounterargument tailstrategies need rarelargegains; that is valid, but targetrarity cannot create a missingentry. Conclusion measuredwide stops andcosted3R are reviewable if a freshqualifiedevent occurs; do not place these stale illustrativelevels now, and do not tightenstop to manufacture3R. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

Edge test: nine issuer-dated AMC earnings Feb2024–Jun2026, SIP daily release-close to next-session close; median absolute5.543964%, mean-0.908716%. Sep11 S39.02, Oct16 C45 .30/P35 .40 catalog closes plus assumed.05/share roundtrip reserve require+16.222450%/-11.455664%, covered0/9 and1/9 (11.11%), below40%. Without reserve put2/9. No documented expected actual-option payout>=3xpremium. Oct16expiry31daysafterissuerSep2 schedule: 'Tuesday, September 15, 2026, U.S. Time, after the market closes.' https://investors.trip.com/node/15681/pdf ; defaultSep14RTHexit. Hurdles exceedmedian10.678486/5.911700pp, noholdexception. Sources option_contracts and https://runway.adityaperswal.workers.dev/data/stock-bars . CorrectedN9 includesMay19 2025; August26 2024hourunverified sensitivityN10median6.067764%,0/10C1/10P. OldN8/S38.7/.32C/.48Pforecast retained separately. 1. Pre-releaseindicatorscomputedwithoutnextdayresponseforeachof9events. SpearmanRSIrho.483333 p.187470,momentum20rho.416667 p.264586,ATR/pricerho-.35 p.355820,aboveSMA50rho.606218 p.083533. Fourunadjustedexploratorycomparisons; nop-valuebelow.05evenbeforemultiplicity. No causalclaim ornewtechnicalfilter. 2. CurrentbelowSMA50statecouldsupportnegativeearningsresponsebutregimeinferencefrom9selecteddatedobservationsisweak; regulatorychangescanbreakcomparability. Addingpreselectedmissingquarteralreadychangesstatistics. Keepindicatorstudyseparatefromforecastholdoutanddonotchooseafilterfromknown2026outcomes. Conclusion: noquantifiedincrementalentryedge.

Premise1 a missing intraday hour invalidates that day's fullOHLC but neednot invalidate the actual23UTC hourlyclose. Strictcomplete-daySMA200 producedholdoutknownBTC57/ETH0/SOL0 of254days; unavailableSMAwasexcluded,notclassifieddowntrend. Usingonlyobserved23UTCcloses restoresknownBTC254/ETH254/SOL136; no inventedprice. Currentclose-onlySMA200BTC70029.327970/ETH2052.467578/SOL82.927420;lastdaily77212.8315/2516.066/102.4335 allabove. Premise2 fixedlaggedSMA200 x20dayRVabove/belowtrainingmedian;5dayforwardreturns,20daymovingblockbootstrap2000seed912063. ETHabove/highvolholdoutN18mean+.456754%,CI[-.010649,5.044629]%;SOLabove/lowvolN15mean+3.592143%,CI[2.615704,11.197233]%;BTCabove/lowvolN2 notinference. Counterexample: smalloverlappinglate-periodclusters anduncorrectedmultiplecomparisons; costs/entries/3Rnotmodeled,associationnotedge. Conclusion retainpositivecurrenttrendcontext withoutturningdataabsenceintobearsignal oradoptingbestregimecell. Frozen216backtestsremainstrictcontrol;thiscorrectedfeaturestudyseparate. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars .

1. Both tankers pass conjunction breakout/SMA50;SPY764.29>SMA200712.0452 supplies marketcontext, notrequirement. FRO/STNG60logreturncorr.777079 implies commonshippingrisk; addingSTNGisnotindependenttaildiversification. 2. FROfixedruletrainingmean inSPYabove200regime+.8941%N25 versus+4.9311%N8below;holdout+5.1453%N14above versus+2.3635%N3below. Directionofregimeadvantagereverses. Managedtrainingabove+.0802%N25 versus+6.3820%N8below;holdoutabove+3.2246%N15. 3. STNGfixedholdoutabove-.5586%N10,below+1.8169%N1. N1doesnotlicenseabearmarketfilter. Allpartitions26300-01, indicators26165-72/correlations26195-26202. Source https://runway.adityaperswal.workers.dev/data/stock-bars . 4. These are post-testdescriptivepartitions, notadditionalindependentvalidation; noRSI/MACD/volatilitythresholdoptimizedafterholdout. FROcurrentRV20 36.1031% vsRV60 45.6912%;windowchoiceandreturndefinitionmustremainexplicit. Changedregimecanmoveprobabilitiesbutdoesnotmake a falseentry true.

Edge test: ten issuer-dated scheduled AMC earnings March2024–June2026, daily pre-release close to next-session close, median absolute4.700378%, signed mean-3.027709%. At Sep11 S2.53, Oct16 K2.5 call .21(Sep11catalog) /put .16(Sep10catalog, stale) plus assumed .05/share roundtrip costs require +9.090909%/-9.486166%; both1/10=10%, below40%. Old frozenN9 remains1/9,median5.494505%; preserve it separately. No documented3x expectedoptionpayoff. Source option_contracts and https://runway.adityaperswal.workers.dev/data/stock-bars ; /data/option-bars. Issuer Aug25 https://hightideinc.com/high-tide-to-announce-third-fiscal-quarter-2026-financial-results/ says 'after financial markets close on Monday, September 14, 2026'. Oct16expiry32daysafter; defaultSep11RTHexit already elapsed. Hurdles exceednewmedian4.390531/4.785788pp, noholdexception. Closes are not executable asks; intrinsic is not actualoptionPnL. 1. CompletedSep11dailySIPbaseline:20sessionreturn+9.051724%,RSI14WilderEWM56.263135,RV20samplelogannualized36.111156%,SMA20/50=2.501/2.3244,ATR20simpleTR=.08099. IndicatorhistorybeginsJan2023; computedpriorreleasecloseforeachAMCevent(noeventresponseinput). 2. Spearmanover10eventresponses:RSI rho.115152,p.751420;mom20rho.369697,p.293050;ATR%rho-.442424,p.200423;aboveSMA50rho.174078,p.630536. Fourexploratorycomparisons,nominalpvalues,nofilterchosenorclaimsignificance. AbovetrendN5mean-2.495014%,medianabs2.283105%,call/put0/5;belowN5mean-3.560405%,medianabs8.230453%,both1/5. Eachsubsample<8. 3. Currentpositive20daytrendcannotbeconvertedintoanearningscallwinprobability. Strongcountercase:newGermanmixmaychangefuturejumpdistribution; only3post2025yearendeventsandonepreannounced2025comparisoninsufficienttomeasureit. Regimedivisiondescriptive,notcausalregressionornewentryrule.

Premises:1 signal2903 ranks only aboveSMA assets, not positive-return assets indiscriminately;2 QQQ/IWM/EFA are8.437308/5.756536/5.986341%aboveSMA;3 latest252 split-price logreturn annualvol19.623772/18.822658/15.876152%;4 own book has no profitable existing lot. Counterexamples: GLD+18.943507%12m is belowSMA415.9345 versus398.77 and excluded; BTC/ETH negative12m yet aboveSMA remain eligible but rank6/7. No extra positive12m filter introduced. Current hypothetical profitable-ratchet levels max(SMA200,high20-2ATR20) are718.84315/299.03895/107.12826, ABOVE lastcloses714.88/288.89/106.70. They are not valid initial stops: initial stops remainE-2ATR. Tool adjust_exits explicitly requires stop below current price. Future once-profitable review must recompute indicators and actual price: raise only without loosening; if price is already through the computed protective threshold, treat as a triggered-exit situation in regular session, not a rejected above-market stop submission or arbitrary lowered threshold. No action now because no lot exists. A static-barrier simulation omits this important lifecycle and cannot supply live exit odds. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all (signals) and adjustment=split (volatility); venue adjust_exits tool contract readSep12 06UTC. Rate/total:19.62% annualizedQQQvol is a dispersion estimate, not19.62% expectedreturn; no probability inferred.

1. Current FTK close27.33>SMA50 26.8234 supplies only a trend condition; 27.33<prior20high35.83 fails completedbreakout. Frozen rule requires BOTH, not either. https://runway.adityaperswal.workers.dev/data/stock-bars . 2. InternationalH2>40m forecast andAramco's activeJafurahproject are positive demand indicators, but do not identifyFTK's actualprice/volume orcash receipts. https://www.sec.gov/Archives/edgar/data/928054/000092805426000087/ex992-lakestreetinvestor.htm ; https://india.aramco.com/en/news-media/news/2026/aramco-announces-second-quarter-and-half-year-2026-results . 3. FTKquarterlycashbridge Q1FCF-.981m/Q2-6.838m andcustomercredit settlement putcashcapture atodds with headlineprofits; prospectivepositiveFCF plusretainedmargins would strengthenfundamentals. https://www.sec.gov/Archives/edgar/data/928054/000092805426000080/ftk-20260630.htm . 4. Do notfitnewRSI/volatilityfilters or buyananticipatedbreakout. All12costedvariantsnegative; technicalhistory,currententry andvaluation allreject. This is evidenceagainsttestedentry, not entirebusiness or allpossiblefuturestrategies.

Edge test: 11 issuer-dated morning earnings Jan2024–Jul2026, US ADR daily prior-close to release-close; median absolute5.864627%, range-8.474903% to+11.444479%. Sep11S11.13, Oct30C13 .45 needs+21.293801%,P9.5 .27 needs-17.520216%,including assumed.05/share roundtrip costs: both0/11 (and0/11openinggaps), below40%. CatalogNov20C13 .49Sep10 ->.63Sep11 exceeds51.0594premiumcap; Oct30P10 .52 alsoovercap. No documented3xexpectedoptionpayoff. ExpiryOct30eightdaysafterissuer '22 October 2026'; defaultOct21RTHexit, noholdexception becausehurdlesexceedmedian15.429174/11.655589pp. Sources https://www.nokia.com/newsroom/nokia-corporations-financial-calendar-for-2026/ ; option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars . Closesnotexecutableasks; intrinsicmappingnotactualoptionPnL. 1. Descriptivejointfilterfixedaspriorclose>SMA200 ANDRSI14between50and70;currentpasses. Historicalmatched2024Jul18/Oct17,2025Apr24,2026Jan29/Apr23 =5events,train3/holdout2. All5stillbelowaffordablecall/puthurdles;cannotreplace11eventswithafavorable subset. 2. CombinationmaydescribeamomentumregimebutN5<8andselectionafterseeingreturnswouldoverfit;thresholdsnotoptimized/adopted. Currenttrendpositivedoesnotcancelthebinarypricedistance. MissingFXandoptionIVregimeareexplicitlimitations.

Edge test: CAG nine issuer-dated morning earnings Jul2024–Jul2026 median absolute2.064410%; Sep11S14.60, Oct9C15.5 catalog.35Sep10/currenttrade.20Sep11 requires+8.904110%/+7.876712% incl assumed.05cost,0/9 both. P14.5 catalog.44 requires-4.041096%,2/9; current.60 requires-5.136986%,1/9 and60premium>51.0594absolute cap. LW eight issuer-dated morning events Jul2024–Jul2026 median13.153864%; S47.85,Oct16C57.5 catalog.35/current.38 requires+21.003135/+21.065831%,0/8. P40 catalog.50/current.55 requires-17.554859/-17.659352%,3/8(37.5%) and55premium>cap. Mean mapped intrinsic LW P40 1.498726USD/share =2.724957x currentpremium,2.497877x assumedallincost; NOT actual optionexpectancy. No40%pass or documented3xexpectedpayoff. LW omittedOct1 2024 due releasehour ambiguity; addingOct2reaction yields3/9 andmedian10.017371%,alsofails. Dates: CAG Aug31issuer 'Wednesday, September 30, 2026' morning before09:30ETQ&A https://www.conagrabrands.com/news-room/news-conagra-brands-to-release-fiscal-2027-first-quarter-earnings-on-september-30-2026-prn-122962 ; LW Sep8issuer 'October 6, 2026' approximately08ETrelease/09ETcall https://investors.lambweston.com/news-events/news-releases . Expiries9/10daysafter; default exitsSep29/Oct5RTH. Historical originals recorded25518+ and25563+; sources option_contracts plus https://runway.adityaperswal.workers.dev/data/stock-bars and /data/option-bars. Closes not executableasks. 1. Combinepricebelow20/200SMA andRSI35.52; this is neitheroversold<30 norprovenearningsdirection. 2. Nineevents insufficientforfittingjointconditionalfilter; donotsubselectlosersafterseeingoutcome. Fullsampleentrygate retained. Priorexpectationweakcashmayfavorputs; counterexampleimprovedguidancecanrallydespiteweaktrailingcash. Requireprospectiveoutcome andcostedoptionhistorybefore changingrule.

1. Trendalone is inadequate: LPGaboveSMA50butbelowprior20high;HWMfailsboth. FRO/STNGSIPbreakoutsignals share60daycorr.778;LPG/FRO.690, LPG/STNG.646. Source https://runway.adityaperswal.workers.dev/data/stock-bars . 2. HWM60dayannualizedvol37.998%includesSep8discontinuity; volatilityandcorrelationarewindowdependent, notnewfiltertunedafterholdout. 3. Sep11BLSAugCPIheadline+.4MoM/core+.3,energy+2.1/gasoline+3.9;realhourly-.1 butrealweekly+.2. https://www.bls.gov/news.release/cpi.nr0.htm ; https://www.bls.gov/news.release/realer.nr0.htm . Higherenergyconsumerpricescanbeconsistentwithstrongcarrierreceiptsandweakerenddemand; theydo notidentifywhocapturesrent. No preregisteredconsensus, so no surprisenumber orcausalexplanationofSPY+.8524%. 4. Keepfrozenentryandcostgates; no newRSI/MACD/lowvolfilteroranticipatorybuy. AllmacroreleaseperiodsareAugust, stocksignalsSeptember11.

Premise 1: BTC current77212.8315 below20daySMA78613.9826 but above50day70646.2360; ETH2516.066 above2467.85355/2160.64242; SOL102.4335 above102.128765/86.875534. Premise 2: daily20priorCLOSE census flags onlyETH among36publishedUSDpairs; the frozen480hHIGH entry is currentlyfalse for allmajors. Premise 3: the daily volume ranking includesUSDC/USDG; USDG has2/7days and a159054-second-old quote, so ranking alone is not liquidity. Conclusion: favorable medium trend can coexist with no executable entry and failed breakout retracement; do not add a new lowvol/trend filter after examining the six-trade holdout. This is description, not a new interaction backtest. Prior daily/hourly negative/positive results correspond to different policies. Counterexample: tomorrow's trend may persist without another breakout; accept that opportunity cost rather than silently change the rule. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots .

1. Across nine selected symbols, momentum20 and SMA20 distance correlate0.5921. They share price inputs and are not two independent confirmations. 2. Seventy completed daily returns yield HITI/HAIN0.1290,HITI/PLAY-0.0343,HITI/TLX0.1465; remaining pair correlations range-0.0413 to0.0962. 3. This short selected sample misses rare joint gaps and current CPI exposure. Conclusion: low ordinary correlation cannot justify filling the fund with unvalidated earnings/FDA positions. No new regime filter selected. Countercase: diverse business drivers may diversify normal returns; require longer event-conditioned covariance and standalone positive net edges before sizing a basket. Source https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all ; vector observations25085–25099.

Premises:1 SMA50uptrendalone passesTSM/LPG/FTK/OESX, but prior20close-highconditionfailsallfour. FRO/STNGpasstheconjunction.2 TSMannualized20dayvol27.4258% versus60daydailysd2.8177% indicateswindowdependence, notalowvolentryedge; SPY757.83<758.2458SMA50.3 FrozenTSM20daylookbackholdout−22.185%; lookback10and40sensitivity areobservedtestwindows andcannotbechosenasnewunseenholdouts. Allstress-trainingreturnsnegative. NoMACD/RSI/regimefilteraddedafterinspection. Conclusion retainfrozenrejection andprospectivelycollectnewnetcashandentryevidence. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and observations25100–25111,25062–25068; analysis2709. Thisisindicatorsinterplay, notadditionalindependenttrials.

Premises:1.Analysis2312 freezes Sep9event,t-2Sep4 due LaborDay,t+1Sep10,t+2Sep11.2.Fresh prices match144.65->147.065 andSPY770.19->757.83; EAR3.274346pp. Prior20ADR forSep11 includesAug13–Sep10=8.759085.3.Initialcheck25076mistakenlyusedone-dayreturnsandexcludedSep10fromADR; correction25077-style followup explicitly supersedes it. Conclusion no vendorrevision demonstrated; preserve229 actualSep11openpaperlevelsE-8.759085/E+13.1386275,+1ADRhalfandnextdayBE,Sep17forcedclose. Noorder: historicalN9uncertainty crosseszero and1.5Rpaperpolicydifferslive3R. This is signal reconciliation, not a new test. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and https://investor.avinc.com/node/21391 .

Premises:1 Priorcalendar-monthvariancesarelagged,calibrationscale2016-18frozen. SPYlagvariance/currentvariancecorrelationtrain.23116,test.12590;HAC3AR1slope.23087/.12596,t4.81190/2.02412. Lagvariance/nextreturncorrelation+.31209/+.21633 inthese shortwindows,notzero;highvolatilitycanprecederecovery. 2 Calibrationmedianvariancegateleavesonly8low-regimetrainingmonths and4holdoutmonths versus40highineach; thisimbalanceandoutlierslimitregimeinference. Gateisdescriptive,notnewentryfilter.3 SPYSep10>SMA200,63day+4.73486%,RV20 8.53648%andSeptemberweight1 donotactivateamidmonthentry.4 EachETFcurrentmetrics/full2022andholdoutcorrelationmatricesrecorded; foreignequities,USDdurationandgoldcannotbeassumedindependentbecauseinstrumentlabels differ.5 Fixedscale.5sensitivitySPYadapterstresstrain-4.31473%despiteunchangedrawtradeexpectancy;primaryscale1train+5.55750%,scale2+5.92425%. Changingexposureweightscanreverseportfolioresultswithoutchangingtradehit-rates. Conclusion volatilityforecastingandreturntimingareseparateclaims;donotaddSMAorselectnewscaleafterholdoutinspection. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.json,results.json.

Premise1 fixedpriorclose>SMA50,5dayslope,20dailylogreturnvol annualsqrt365;highvol threshold2024–25medianBTC43.6454%/ETH64.3054%/SOL74.9692%. CurrentSep10allaboveSMA50/risingandlowvol (34.0095/39.1699/60.6082%). Premise2 frozenETHhourly2026sixtrades:lowvolN4mean4.50455%,subsetcompound18.16007%;highvolN2mean-.384264%,subset-.778296%. TrendupN4mean3.32547%,trenddownN2mean1.97390%;upslopingN3mean6.00042%,flat/downN3-.250532%. TheseoverlapanddependonAug19+15.2404%trade. EarlytrainingunknownSMAexcludedONLYfromattribution,notbacktest;ETHuptrendtrainN14mean3.44669% vsdowntrendN4-6.13861%,oneunknown. Premise3 independentdailyoutcomediagnostic nextdaylogreturn~1+trend+highvol+interaction,HAC7lags,train681BTC/ETH443SOL;2026N252each. Interactionholdout95%CI BTC[-1.90753,.194245],ETH[-.906128,2.02652],SOL[-.853061,1.71846]pp;allcrosszero,notreliableinteraction. CurrentETHtrendup/lowvolregime2026N106mean+.109670%/daygross,notexecutabledailyprofit;SOLsameN108-.196535%. Conclusion nofilterdeployment/refit. Validity descriptivepartitionsandHACwithinmodel; soundness smallselectedtrades,sharedregimes,multiplecomparisons andprice-markconstruction limitforecast. Strongestcounterargument trainingandholdoutETHlowvolbothpositive; demand untouchedforwardconditionaldata ratherthanretroactivegate. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; observations24824–24828,24852–24875;warmupnote2237.

Frozen breakout already requires close above prior20 close-high and SMA50. For completed raw-policy trades, additional descriptive regimes use prior-session SPY>SMA200 and LPG20-day annualized realized volatility above training-trade median41.47332%; threshold frozen from31 training entries. Training mean returns: bear/lowvol+0.17077% N5, bear/highvol+1.28910% N6, bull/lowvol-0.39036% N11, bull/highvol+2.11836% N9. Holdout12 completed: bear/lowvol N0, bear/highvol-7.61983% N2, bull/lowvol+0.18202% N6, bull/highvol+9.60391% N4. Attractive last cell cannot justify retroactively adding that filter; sample4 and absent bear/lowvol coverage leave regime stability untested. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LPG,SPY&timeframe=1Day&feed=sip&adjustment=all . Mean return is not independent expectancy after selecting on observed regimes. Keep20-day rule unchanged and require prospective evidence before any filter adoption.

Premises:1 Atentry-1, momentum20anddistancefromSMA20correlate.927172 in15trainingevents; two transforms are not independent evidence. 2 StandardizedtrainingOLS ofnetT5barrierreturn onmom20,MA distance,RV20,SPY>SMA200 yieldsR2.225275; coefficients perSD inpp .757688,-2.177770,-1.470071,-.928910,intercept-.480636. HoldoutRMSE3.184008pp versusconstant4.400283pp; improvedpredictionoflossesdoesnotcreatepositivecapitalexpectancy. N15/fourfeaturesisoverfit-prone;nosignificanceclaim. 3 Stock-upsubsettrain-2.476747%N4/test-12.291584%N4;bothuptrain-3.778566%N1/test-7.479860%N3. PostWebhelpcalendar2024training+8.058693%N4 butsameholdout-26.578284%N7. Conclusionnofilteradopted; fullsubsetmatrixsavedobservations,notselectedaftertest. Source https://runway.adityaperswal.workers.dev/data/stock-bars

Frozen edge: BB Sep10 S7.54; Oct2C8 close.40 requires +11.405836%, covers3/12 (25%); Oct2P7 close.32 requires -11.405836%, covers2/12 (16.67%). Twelve consecutive issuer-dated earnings Sep2023-Jun2026, pre-newsclose to firstpostclose, medianabsolute9.987505%; first8train,last4holdout. Neither current40% gate nor documented3xexpectedpayout passes. Issuer Sep10 says 'Thursday, September 24, 2026, at 8:00 a.m. ET.': https://www.accessnewswire.com/newsroom/en/computers-technology-and-internet/blackberry-to-announce-fiscal-second-quarter-2027-results-on-sept-1216954 . Oct2expiry8dayslater; defaultSep23RTHexit, hurdle exceedsmedian1.418331pp. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; option_contracts Sep10 closes; historical issuer quotes/sources observations24113–24126 and24585–24596. 1.925SIPall dailybars throughSep10; pre-event features: belowSMA20&50, WilderEWMA14 RSI<40, RV20<RV60 (dailylogsamplevol annualsqrt252). Current7.54 below8.0955/8.968,RSI38.04722,RV55.21286%<76.30777%. Allthree true now. 2. Combinedfilter at pre-newsclose selects2first8,0last4; selectedtrainingcall/put0/2 each. Trendonly3train/0holdout; RSI<40 two/zero. Volcontraction4train/3holdout, C1/P1 ineachsample. Noheldoutconjunction means unavailable, not0% measured probability. 3. Thispre-news feature study describesconditionsatshock, not information already known nine sessions beforetheupcomingevent. Separatebacktest evaluatesfiltersbeforeactualentry. Strongcounterexampleoversoldstocksbounce; lowRVcanprecedejump. Multipleoverlappingfilters andpreviouslyviewedholdoutpreventclaimsindependentalpha. 4. Validation caughtinitialRSI missing1+RS; correctedbeforemeasurementrecords, nowrange0..100 and frozenvalueassertionspass. Earlierprovisionalcommentary supersededbycorrectedobservations24584–24599. No position from indicatorconfluence.

Primary data recovered from the IAI public webpage's own chart API, https://alvis.international-aluminium.org/api/publication/?publication=primary-aluminium-production , linked by https://international-aluminium.org/statistics/primary-aluminium-production/ . Latest period July2026. June total5939kt over30days=197.966667kt/day; July6160kt over31days=198.709677kt/day. Therefore monthly total+3.721165%, daily rate+0.375321%. GCC June276kt, July293kt gives daily+2.734923%; July2025GCC523kt means -43.977055% year-on-year. Premises:1 daily rate removes calendar length;2 geographical aggregates include other plants, not just EGA;3 IAI includes voluntary company reports and estimates for nonreporters/China, subject to revisions. Its primary definition excludes alloy additions and recycling, so cannot subtract EGA cast-metal tonnes without a conversion bridge. Conclusion: recovery is gradual in this vintage; there is no evidence of a 3.72% increase in daily capacity. Counterexample: producer inventories/export routes may improve deliverability even when global output barely changes. Joint indicator required: normalized production rate plus deliverable inventory plus issuer net cash. LME official stock-summary body did not expose current rows; secondary244525t claims were not treated as verified current deliverable inventory. This is a physical indicator, not a tested stock signal.

Premises1 completedSep10closes76535.875/2436.8075/98.6025 aboveSMA50/200;latestcomplete01UTChourcloses76948.7/2453.1875/99.387 remainbelowrolling20dayhigh82233.502538/2565.9/110.5357. 2 ATR14 2283.57043/88.01349/4.97507 setsvolatilityscale; 10daylows76222.3285/2355.79/97.132857 markbearcontextwithoutarbitrarytightening. 3 Fundingsettledpercentiles70/18/34not5%tails,IBITshares-440000contextmodestlynegative. Conclusion trendpermissionaloneinsufficient; frozenentryfalseforeach. Counterexample suddennewbreakoutwouldchangesignalbutnotremoveexecutionvalidation. Validityconjunctiveentryrequiresactualtrigger; soundnesslimitedbyfeedaggregationandtimecoverage. All36USDpairsno20closebreakout inbroadcensus; rankingincludesstablecoinsandUSDGpartialhistory. Noexistingholdingorexitstomove. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://www.okx.com/api/v5/public/funding-rate-history ; https://www.ishares.com/us/products/333011/ishares-bitcoin-trust-etf .

17foreign instruments screened from Yahoo6monthcharts withcurrentUTCdate excluded:14equities valid50dayhistory,0combined20high/SMA50signals;KAP37bars invalid andquote2022 stale. BrentSep9close101.21>prior97.92 has signal buthistoryone session behind latestquote, futures not offered; no translating oilcontractsignal into stock withouttest. Hynix20return23.20% yet1853000<prior1856000;Prysmian126.95<prior131.4 andSMA127.013. Sources perobservations23496-23548 https://query1.finance.yahoo.com/v8/finance/chart/ . Crypto9venue pairs asof~02:01: all previous completedUTCday open-close negative;PAXGspread1.1651%,BTC.0161%,ETH.0325%. https://runway.adityaperswal.workers.dev/data/crypto-snapshots . PAXGphysicalgoldlink doesnot establish incremental fabrication scarcity rent; genericBTC/ETH/SOLmomentum belongscrypto and no concrete ASIC/power-to-token captureidentified. Reject purchasingtokens merely because oil/power scarce; rising energycosts can hurtminers. This is descriptivecurrent screen, not backtest or proofnoedgeexists. Regional data timestamps/FXnotcomparable; retainedstaleunknowns.

Premises:1 Sep10SIP/all closes and200SMA/20ATR inobservation23099: SPY757.83/711.49165/5.36936; IWM287.7/272.8899/3.000525; EFA105.66/100.58775/.83187; EEM67/61.68155/.93239; TLT80.78/84.5271/.700375; IEF91.18/93.443375/.354245; GLD396.36/415.812/7.919945; DBC33.62/27.30835/.432765; VNQ94.12/93.1313/1.013435.2 SixaboveSMA butall9freshcrossfalse.3 Frozenrule requirescross, thenpriorATR definesrisk; trendstatealone cannotauthorizecatchup. Conclusion currententrycount0 independentlyoffailedtraining. With187.22cash one shareSPY/IWM/GLDunaffordable, otherspotentiallyaffordablebutnineequal20.80USDsleeves requirefractions; physicalwhole-shareportfolio differssimulation. Liquid dailyvolume1.02mminimumDBC doesnotguaranteeafterhoursspreads. Correlationsshow stockandbondpairs commonbets; no selectivefundreallocationbasedonbestbacktestcell. Strongestcounterargument momentumcanpersistwithoutfreshcross; thatrequiresdifferenttestedrule. Sources https://runway.adityaperswal.workers.dev/data/stock-bars ; observation23099 andresults2352–63.

Premises:1 Fresh36published USD-pair census23063 overSep4–10 has no20day closing-high signal, including current top10by observed v*vw. 2 Top10 USDC/USDG/BTC/ETH/XRP/LTC/SOL/LINK/HYPE/UNI; stablecoins included, USDG only3/7days so ranking is observed incomplete volume, not normalizedglobalactivity. 3 Quote22992 BTC/ETH/SOL minimum spread+assumed25bp/side hurdle .544/.525/.503%, topask76.9/81.1/282.8USD; SOLbidonly5.3USD. Conclusion no immediate broad breakout entry; sparse top-depth can move sharply between snapshots, so no guaranteedcap-sizeexecution. Counterexample an intraday high breakout can occur before daily close; current hourly strategy separately tested, not inferred from this screen. Fixed36inventory may omit newlylisted assets; live venue eligibility must be checked beforeanyorder. Validity applies only sampleduniverse/definition. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots .

1. Fixed holdout means above/below prior SMA200 are −0.115755% (N1380) and −0.102155% (N771), respectively; stressed means −0.315324% and −0.301752%. These descriptive slices do not supply a profitable new filter. 2. September9 closes put SPY, QQQ, IWM, EFA, EEM and XLF above SMA200; TLT and GLD below. September10 opening gaps remain unknown until the actual session. Prior ADR20 and reference thresholds are recorded in observations21581–21588. 3. One whole share is affordable within187.22 only for EFA106.56, EEM68.48, TLT81.73 and XLF57.06. None fits a187.22/8 equal whole-share sleeve. Lowest median20-day dollar volume is EFA1.021bn, so small notional capacity appears less binding than price, execution and expectancy. 4. The research portfolio also exceeds the venue's available day-trade frequency, and a09:50 manager run cannot claim a09:45 fill. No approved implementation follows from hypothetical fractional sleeves. Source: https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .