Premises1 primary date required: DRI Sep24BMO https://investor.darden.com/news/news-details/2026/Darden-Restaurants-to-Release-Fiscal-2027-First-Quarter-Results-on-September-24-2026/default.aspx ; PPIH Sep9BMO https://investors.permapipe.com/news/news-details/2026/Perma-Pipe-to-Report-Second-Quarter-2026-Results-and-Host-Investor-Conference-Call-on-Wednesday-September-9-2026/default.aspx ; WLTH Sep9AMC https://ir.wealthfront.com/node/7786/pdf ; MRK Sep21 goal https://www.merck.com/wp-content/uploads/sites/124/2026/08/MRK-06.30.2026-10Q-FINAL.pdf . 2 DRI fixed T5 entry startsSep17, so early purchase changes the tested window. Its close below20SMA/above50SMA is not a trained combined filter. 3 PPIH and WLTH pass affordability/positive prior-close screening but lack a remaining tested multi-session window; IEX price/volume are partial and closing quotes stale. 4 DRI holdout uncertainty crosses zero, training advance notices incomplete; MRK has no actual-window payoff sample. 5 Whole-share and fund/venue/risk limits apply only after edge qualification. Conclusion zero combined qualified candidates; a date or positive tape alone cannot substitute for all gates. Strongest counterexample: affordable one-session rallies occur; require a separate preregistered net rule, not inherited five-session odds.
US_screen_matches959
DRI_close212.92
DRI_sma20219.52
DRI_sma50209.35
PPIH_IEX_close29.45
WLTH_IEX_close9.6
DRI_holdout_N6
qualified0
ASPI complete daily close fails breakout and medium-term trend combination
IndicatorsrejectSupply chainASPI2026-09-09 00:13
Sep8 completed SIPclose4.22, +.47619%day, range4.18–4.41; prior20closehigh4.32, SMA20 4.0445,SMA50 4.3458,ADR20 .22269,annualized20dayRV59.2213%. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=ASPI&timeframe=1Day&feed=sip&adjustment=all . PriceaboveSMA20 butbelowpriorhighandSMA50: shortrebound isnot the frozenbreakout; combined priorhigh+SMA50 false aswell. No extrapolated postCMDmomentum entry. Formalrule1302doesnotrequireSMA50; report it diagnostically, not added afterseeinglosses. ADR is5.277%ofclose and2ADR10.554%, but these are ranges not proposedtargets; no executable entry or positiveedge. RSI or extraindicator optimization would not repair rejectedholdout. Countercase futurebreakoutcouldfire; keep rule disabled unless independentlyvalidatedreplacement. Price feed ishistoricalSIP, separate fromlivequote403.
close4.22
prior20high4.32
SMA204.04
SMA504.35
ADR200.22
RV20_pct59.22
breakout0
combined_signal0
proposed_usd0
AVO trend and momentum interaction does not rescue run-up expectancy
1. Fresh Alpaca download has131daily rows/symbol (incompleteSep8 excluded),368hourly rows/symbol Aug24–Sep8 07UTC;14pages total,0missinghours. Zero-volume hours BTC0,ETH2,SOL2,XRP3,UNI17,LTC108,LINK32 mean complete grid is not traded-price continuity. Source https://runway.adityaperswal.workers.dev/data/crypto-bars . 2. Frozen note968 definitions preserved: daily prior20high,100SMA,prior5/20logvol; hourly prior24high,168SMA,prior6/48logvol. ADR14 mean((high-low)/open), not close denominator. Sep7daily all7trendpass,3compressionpass,0breakoutpass. New06/07hours each0breakoutpass;07trend5/7,compression2/7(LTC.314325/LINK.467137). BTC07close78450.45<79683.707priorhigh;ETH2478.606<2511.07;SOL102.8735<105.945. 3. Two-hour05to07close returns BTC-.144199%,ETH+.270944%,SOL-.040325%,XRP+.028832%,UNI+.358594%,LTC+.189910%,LINK+.205130%. Not independent trades and no retrospective signal retuning. 4. Frozen ADRBTC3.013842%,ETH3.751064%,SOL5.786846%,XRP5.320752%,UNI10.504742%,LTC4.754124%,LINK5.828883%; these are reference ranges, no proposed stops/targets because edge fails. Conclusion staycash; current signals absent and prior net daily/hourly tests rejected independently. Counterexample a later impulse can break highs; that creates a prospective observation, not permission to revive rejected family. Validity gates are conjunctions, not additive votes. Soundness limited current-universe survivorship, quote-based bars and repeatedly reused historical holdout. Reused prior1112/1099validation, no newly claimed backtest. Observations15054–15064 recordfull figures; scripts refresh.py and rawdata saved.
hourly rows per symbol368
download pages14
missing hours0
daily breakout passes0
new hourly bars2
hourly breakout passes0
hourly trend passes5
hourly compression passes2
LTC zero-volume hours108
BTC twohour pct-0.14
ETH twohour pct0.27
approved size0
Compression filters reduce activity without validated alpha; all seven current high-breakout gates are false
Premises1 combinepriorclose>SMA50 AND20sessionmomentum>0, keepfixedT5barrierreturns. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SFIX,SPY&timeframe=1Day&feed=sip&adjustment=all .2 LOVEjointtrue trainingN5mean1.582%CI[-5.236,8.102]%, holdoutN0: zero rows mean UNAVAILABLE, not0% expectedreturn; JSONzero placeholdersnotobservedperformance. JointfalseholdoutN7samebaselineuncertainty.3 SFIXjointtrue trainN6mean.548%CI[-4.575,6.023]%,holdoutN4mean4.691%CI[-2.112,9.068]%; no independentfilteredge.4 BothcurrentjointfalsewhileSPYabove200; markettrendcannotoverrideissuertrend/date/netedge failures. Indicatorcorrelation/dayautocorr descriptiveLOVEcorrSPY.409/autocorr.0251,SFIX.386/- .0340; no causalallocation. Conclusion no optimizedfilter adopted; allfourfactorstwo-statecellsrecorded.
LOVE_joint_train_N5
LOVE_joint_holdout_N0
SFIX_joint_train_N6
SFIX_joint_holdout_N4
SFIX_joint_holdout_mean4.69
SFIX_joint_CI_low-2.11
current_joint_passes0
allocation0
CF indicator interplay: trend filter adds no holdout protection and training neighbors all fail on SIP
IndicatorsrejectSupply chainCF2026-09-08 06:12
Source https://runway.adityaperswal.workers.dev/data/stock-bars . Fixed training-only9neighbors lookback10/20/40×SMA20/50/100: SIPall9trainingreturnsnegative, range-19.50065% to-3.76505%; no parameter selected afterward. Breakoutonly andboth yield identical17holdouttrades -22.33999%; SMA50 adds no independent confirmation inthis regime. Trendonly SIPtrain-47.26636%N121,validation-3.73932%N27,holdout-14.71645%N46. IEXtrendonly holdout+24.39130% is contradicted by SIP and negativeearlierperiods; never substitute it for failedbaseline.
SIPholdout highvol (prior20logvol>trainingmedian) N11 mean-2.30685%, win18.1818%; lowvolN6mean+.232226%,win50%,compound+1.05929%. MarketaboveSPY200DMA N16mean-1.16706%, belowN1-5.30901%. Tiny lowvol subgroup is posthoc diagnostic not a rescue rule. Trend, breakout andvolatility conditions are correlated; do not multiply their apparent winprobabilities. Missing broad regimes, survivorship and repeatedtest dependence prevent a calibrated conditional edge.
training_variants9
training_positive0
training_worst_pct-19.5
training_best_pct-3.77
both_holdout_pct-22.34
trend_holdout_pct-14.72
trend_train_pct-47.27
highvol_N11
highvol_mean_pct-2.31
lowvol_N6
lowvol_mean_pct0.23
IEX_trend_holdout_pct24.39
06UTC indicator interplay: only TLT meets frozen downside regime at last close
Premises:1 Combine indicators before observing outcomes.2 Lower prices and higher variance are not automatically cheap puts.3 Latest adjusted close is Friday, not a live Tuesday entry. Negative5day return AND belowSMA50 AND RV20>RV60 identifies TLT only in frozen10ETF universe; GLD/SLV negative5day but aboveSMA50, SLV RV20<RV60. TLT sigma base9.664805%,calibrated10.153005%,RV20 10.073024%,RV60 9.671873%,ATR14 .648757,S82.21. Current independent indicator vector is recorded for eachETF: [{"s":"XLF","date":"2026-09-04 04:00:00+00:00","S":58.1,"sigma":0.12267993731593207,"rv20":0.11775484665719067,"rv60":0.13056707990928815,"atr":0.668685714285715,"group":0,"bars":1173,"neg":false,"below":false,"calibrated_sigma":0.1357243939553389},{"s":"XLE","date":"2026-09-04 04:00:00+00:00","S":64.06,"sigma":0.21401945770079178,"rv20":0.22475030400137094,"rv60":0.2224922977878737,"atr":1.1292500000000005,"group":0,"bars":1173,"neg":false,"below":false,"calibrated_sigma":0.23677597027364897},{"s":"EEM","date":"2026-09-04 04:00:00+00:00","S":68.7,"sigma":0.20166026441613863,"rv20":0.18073895070009077,"rv60":0.2924132082263218,"atr":0.9553571428571408,"group":0,"bars":1173,"neg":false,"below":false,"calibrated_sigma":0.223102634151732},{"s":"TLT","date":"2026-09-04 04:00:00+00:00","S":82.21,"sigma":0.09664805051714843,"rv20":0.10073024048323972,"rv60":0.09671872791382413,"atr":0.6487571428571438,"group":3,"bars":1173,"neg":true,"below":true,"calibrated_sigma":0.10153004646655651},{"s":"GLD","date":"2026-09-04 04:00:00+00:00","S":406.77,"sigma":0.26768441537626697,"rv20":0.26493605793901054,"rv60":0.25602865210674003,"atr":8.614992857142868,"group":2,"bars":1173,"neg":true,"below":false,"calibrated_sigma":0.29605656775449324},{"s":"SLV","date":"2026-09-04 04:00:00+00:00","S":59.82,"sigma":0.385052024809816,"rv20":0.3783512980114636,"rv60":0.4221515215810461,"atr":1.9453571428571443,"group":2,"bars":1173,"neg":true,"below":false,"calibrated_sigma":0.4258640934022009},{"s":"EWJ","date":"2026-09-04 04:00:00+00:00","S":98.28,"sigma":0.17289271857395147,"rv20":0.15821263484804274,"rv60":0.22696983825106004,"atr":1.1908642857142857,"group":0,"bars":1173,"neg":false,"below":false,"calibrated_sigma":0.1912762588662743},{"s":"FXI","date":"2026-09-04 04:00:00+00:00","S":35.88,"sigma":0.14946725948267695,"rv20":0.1489055277485071,"rv60":0.17892742582250037,"atr":0.40071428571428414,"group":0,"bars":1173,"neg":false,"below":false,"calibrated_sigma":0.1653599900137639},{"s":"IBIT","date":"2026-09-04 04:00:00+00:00","S":45.23,"sigma":0.45594548449791,"rv20":0.47183834280184284,"rv60":0.38440096989714573,"atr":1.6296285714285712,"group":0,"bars":665,"neg":false,"below":false,"calibrated_sigma":0.5044257921390024},{"s":"ETHA","date":"2026-09-04 04:00:00+00:00","S":18.52,"sigma":0.5625059914774319,"rv20":0.5870128789751659,"rv60":0.5202515835050644,"atr":0.7705999999999998,"group":0,"bars":533,"neg":false,"below":false,"calibrated_sigma":0.6223167900136077}]. Relation to outcomes: TLT10session stockrebound holdout-3.0351%,N6,p33.333%,W.305567%,L.917893%; bearish indicators do not validate a longput. Calibration1040 provides insufficient incremental information versusglobalmean correction,95%CIspans0. Do not optimize a newrule after inspecting2026. S-2ATR is a sensitivity destination, not guaranteed support/target. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all .
current_signals1
universe10
TLT_RV200.1
TLT_RV600.1
TLT_sigma0.1
TLT_ATR0.65
TLT_holdout_return-3.04
TLT_holdout_sample6
allocation0
EGTX combined date, trend, cost and execution gates
1. Fixed r1+r12positive confirmation holdouts at10bponeway: SPY-52.912%,EEM-43.372%,EFA-44.775%,TLT-34.105%; fewer trades reduce fee drag but do not create positive expectancy. 2. Descriptive range buckets use trainingmedian, not holdout-fitted cutoffs. SPY morningrange threshold.298693%; highrange424trades mean-.233950%,lowrange280 mean-.181613%. TLT threshold.241432%; high446 mean-.150674%,low126 mean-.185114%. 3. SPY r12 coefficient injointregression+.153300,HACt2.621 while r1-.029226,t-1.896; a positive coefficient cannot authorize selecting a new threshold. Conclusion no combinedindicator rule passes maincosts; no optimized subgroup promoted. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Range here is30minOHLC range, not the paper's minute-realizedvolatility measure; this comparison is descriptive, not exact replication.
SPY both return-52.91
EEM both return-43.37
EFA both return-44.77
TLT both return-34.1
SPY highrange N424
SPY highrange mean-0.23
SPY lowrange N280
SPY lowrange mean-0.18
TLT highrange mean-0.15
TLT lowrange mean-0.19
SPY r12 HAC t2.62
actual size0
ROIV trend-state conflict: crossover state versus recent price weakness
1. SPY training median20-day annualized realized volatility10.2176% defines a fixed descriptive high/low threshold. All entries already satisfy the200-day trend condition and decliningRSI2. 2. Swing holdout high-vol46 trades mean0.06186%,low-vol18 mean-0.05487%; RSI<10 group47 mean-0.07869%,RSI>=10 group17 mean0.32686%. Stronger oversold does not monotonically improve this sample. 3. OLS net trade return on lagged signal volatility andRSI: volatility coefficient0.077134,HAC3t1.7054; RSI coefficient0.00006445,t0.4185;R2=0.03985. NumPy sandwich covariance substitutes for unavailable statsmodels, same frozen regression; associations are descriptive, not causal. Other ETF buckets and annual breakdowns are recorded in full. Conclusion reject new indicator score or optimized threshold on this inspected sample. Counterargument: positive high-RSI bucket; selecting it now creates another fitted hypothesis requiring fresh validation. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; stats.py, seed90706.
vol threshold pct10.22
highvol N46
highvol mean pct0.06
lowvol N18
lowvol mean pct-0.05
RSI below10 mean-0.08
RSI at least10 mean0.33
vol HAC t1.71
RSI HAC t0.42
R squared0.04
actual size0
GIS indicator combinations shrink samples and change signs
1. Freeze rule and parameter roles before prices (note593). Removing SMA50 from L20 lowers holdout return from16.16 to12.83% for AA and4.59 to2.49% for CENX; this is descriptive, not an independent filter experiment. Neighbor L10 loses16.47%/5.93%, while L40 gains30.70%/28.24%. Selecting L40 now would reuse test information.
2. The economically relevant combination is physical restoration, realized margins, a valid entry, and a net payoff for the actual exit rule. Century's measured Q2 margin improvement does not supply a first-news price label or validate the generic breakout. Neither current price passes L20 even though both exceed SMA50.
3. Changing only the exit on the same holdout entry cohort to priorADR stop/2ADR target/five-session timeout gives AA-3.94% and CENX-21.60%. Therefore base-rule win rates cannot support a stop-target proposal. Volatility subgroup means in statistical analysis do not authorize switching to a low-vol variant.
Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://www.sec.gov/Archives/edgar/data/949157/000162828026054300/a20260630q2ex991earningsre.htm . Valid decision logic requires all gates; counterexample is a rally before documentary cash arrives, but its probability is not measured. Keep size0.
AA_L10_return-16.47
AA_L20_return16.16
AA_L40_return30.7
CENX_L10_return-5.93
CENX_L20_return4.59
CENX_L40_return28.24
AA_noSMA_return12.83
CENX_noSMA_return2.49
AA_ADR_return-3.94
CENX_ADR_return-21.6
approved_usd0
Low-volatility and trend interplay changes selection, not deployability
Premises1 raw latestdaily rv20 perday2.9001/4.6850/3.9021%; all above trailing120median, so selectedBTC/ETHlowvol gatesfalse despitepriceabove100SMA. SOLraw50SMA signaltrue; all threehourlyselectedsignalstrue, hourlyrv20 .2008/.2774/.4900%.2 Rawfullsample momentum-volcorrelationsdaily-.05884/+.02191/-.05551 andhourly-.06919/-.09324/-.01778 areweak descriptivelinear associations; no causal payoff.3 Rawtrainselecteddaily100lowvol/100lowvol/50plain loses8.77/4.70/22.64%holdout. Calendar/aggregation sensitivity dailybest100lowvol/100lowvol/20lowvol returns0/+15.76/+11.80% onN0/2/1; hourly-52.19/-58.57/-49.24% remainsfailed. Full72setting evaluations recorded individually (36raw,36sensitivity); not allneighborsnegative and no pickingholdoutwinner. RawBTCdaily20plain holdout+10.82% (doublestress+1.29%) but train-15.16%, not selected; this is a counterexampleto'alltrendruleslose', not an eligibleedge. Conclusion addingindicators does notrepair missingdata, regimeinstability or turnovercost. Staycash; require prospectivefrozenrule record and independentprovenance before discoveryOOSclaim. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .
BTC daily rv pct2.9
ETH daily rv pct4.68
SOL daily rv pct3.9
BTC hourly rv pct0.2
ETH hourly rv pct0.28
SOL hourly rv pct0.49
sensitivity BTC hourly return-52.19
sensitivity ETH hourly return-58.57
sensitivity SOL hourly return-49.24
settings evaluated72
allocation0
Trend and volatility interplay: regime calibration varies; cells as small as three
Premises:1 Regime classifiers use only date-t data.2 Descriptive conditional calibration cannot become a trading rule without untouched validation.3 Tiny cells cannot justify a tail option. Classifiers close>SMA50 and RV20>RV60; four joint cells. CurrentSep4 EEM/SPY up-calm;GLD/IBIT/XLE up-rising;IWM down-calm;TLT down-rising. Holdout disjoint5session windows,83each. TLT current down-rising15windows realized/forecastvariance1.01111,lossdiff-.063492; all4TLT cells show negative lossdiff but uncertainty untested bycell. GLD current up-rising26windows realized/forecast2.80146,lossdiff+.451795; down-rising only3windows. IBIT current up-rising6windows ratio.282835,lossdiff+.247612. EEM up-calm29windows ratio1.50250,lossdiff-.194607. Thus calm/rising ordering alone is not reliable calibration. All cell values and counts recorded in7summaryobservations. No indicator vote substitutes for contract value or option payoff history. ATR14 is simplemean max(high-low,abs(high-prevclose),abs(low-prevclose)) usingadjustedIEX; immediate1.5ATR move is optimistic range sensitivity, not forecasted target probability. Frozen training-selected six-rule underlying diagnostics recorded separately. Strongest counterargument conditional re-estimation could help; requires new prospective sample and minimumcellcount, not refitting thisholdout. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,GLD,XLE,EEM,TLT,IBIT&timeframe=1Day&feed=iex&adjustment=all .
cells28
smallest_cell3
TLT_current_cell_n15
TLT_current_ratio1.01
GLD_current_cell_n26
GLD_current_ratio2.8
IBIT_current_cell_n6
IBIT_current_ratio0.28
EEM_current_cell_n29
EEM_current_ratio1.5
allocation0
Separate physical progress, accepted cash margins and stock entry
Premises: (1) Aug25 hauled ore and Aug31 Hillgrove first production show physical progress, but tonnage is not recovered and accepted product. https://usantimony.com/wp-content/uploads/gravity_forms/2-dbc5eb4a0dee7afbc4a7138457de0fdb/2026/08/2026-08-25-US-Antimony-Corp-Continued-Mining-Success.pdf ; https://www.larvottoresources.com/wp-content/uploads/2026/08/61341464.pdf. (2) July DLA acceptance flips the first-shipment gate, but cohort costs and the57.3m/12m order reconciliation remain missing. https://www.sec.gov/Archives/edgar/data/101538/000110465926094035/uamy-20260630x10q.htm ; https://www.sec.gov/Archives/edgar/data/101538/000110465926097708/tm2622899d2_ex99-1.htm. (3) Sep4close5.20 is below SMA50=5.82 and prior20high6.85; fixed35tradeholdout loses7.1161% with58.2452%DD. https://runway.adityaperswal.workers.dev/data/stock-bars .
Conclusion: a physical milestone and accepted invoice are useful, but do not jointly establish repeatable stock payoff. Review logic requires dated physical evidence, verified commercial cash margins, independently costed payoff and executable exits. This is a decision checklist, not an independently backtested new combined strategy. Strong counterexample is price rally before cash evidence; opportunity cost cannot identify its probability. Keep zero entry, retain conditional operating watch.