Stats

NumPy seed20260905;10000 paths resample five net holdout event returns with replacement, five trades per path,10% of changing abstract capital per trade. This is a five-trade horizon, NOT next week or month-end forecast and not an intraday target-touch model. Terminal p5/median/p95=-1.038928/-.414075/+.146330%;86.49% lose;95th-percentile trade-step DD1.095115%. Whole-market tail gaps, event clustering, regime shifts, downtime and actual15-minute exits absent; resampling only five outcomes understates unknown tails. At illustrative10% of49.14fund per trade, allocation starts4.914, below a whole CPRT share; fractional simulation is not execution-eligible. Quarter-Kelly from40%wins,W.633108%,L1.844885% clips0, so actual allocation0. Hard constraint: one reference CPRT share33.715 with observed RARE45.86%gap magnitude could lose15.46, above nominal8.5108 equity risk; that cross-name shock is a stress, not a predicted Copart probability. Counterargument earnings run-ups need not share biotech tails; true, yet absent validated positive payoffs already binds. Sources https://runway.adityaperswal.workers.dev/data/stock-bars ; test113, observations1224–1226, direct Catalyst closed-trade ledger. No target/stop guarantee inferred.

NumPy stationary bootstrap seed90502 samples 10,000 paths of 19 trading sessions from each fixed strategy's net 2023-Sep4 daily returns, with mean block20 sessions. This is a stylized near-month horizon, not an exact calendar or signal-conditioned forecast. Range terminal 5/50/95th returns -2.77065/+0.00468/+3.39568%; 40.63% loss probability;95th path drawdown3.66277%. Hypothetical full245.69 allocation gives -$6.81/+$0.01/+$8.34. Monthly version -6.49862/+1.40311/+11.45624%,38.07% loss probability,DD95 11.37672%; dollars -15.97/+3.45/+28.15. The actual book remains cash. Resampling can start mid-position, misses unseen tails and exact stop timing, and does not calibrate the next entry. Range empirical p=.43609, W=.0249641,L=.0178879 gives binary mean-payoff quarter-Kelly notional .44756; monthly plug-in1.90339. These overconfident point estimates are not authorizations or risk fractions; range confidence spans zero and live exits remain unvalidated. Conservative eligible allocation0; maximum position212.77 and nominal1% equity8.5108 remain ceilings, not targets. A $348.92 funding need cannot alter these distributions. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; artifacts/stats.py and statistics analysis. Facts end at measured historical paths; simulated probabilities are conditional model output.

NumPy10000paths,seed905,circular3-trade blocks,10%ofchangingequitypertrade,eachsymbol'snaturalexitcount40/39/29/38/34/32,compounded aftermodeledcosts. PSIX29-trade terminalp5/median/p95+2.827/+11.277/+20.801%,lossfreq1.21%,p95trade-stepDD3.869%;POWL34trades-2.060/+2.596/+7.829%,loss18.22%;AXTI40trades-8.948/-.356/+9.197%,loss52.57%;AEHR39tradesloss53.15%;ETN32tradesloss93.78%. These are empirical resampling frequencies conditional on selectedpasttrades, not nexttrade/monthend probabilities; no intratrade gap tails, waiting time or crossasset dependence. Quarter-Kellycapital plugin .25*(p/L-q/W) givesPSIX181.55%,POWL101.28%,VSH45.53%,negativesAXTI/AEHR/ETN; unstable means cause absurd caps. Venue25%cap would bind but eligibility binds first: no positive signals, PSIXno training, missing15minute/+1Ractualexits, multiple-selection uncertainty. Actualrisk0. At referenceADR, nominalnotionalriskceilingsAXTI73.45/AEHR79.83/PSIX212.77/VSH198.19/POWL212.77/ETN212.77 beforewhole-sharerounding; stops cannot guarantee1%realizedloss. Startcash278.67,goalrepeatablenetreturns,bindingconstraintindependentimplementableedge. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; exact stats for allsix archive. Monthly348.92shortfall does notaltermodel.

Numpyseed2026090502; eachsymbolindependently drawthree complete24h logreturnblocks from2026history,10k72hpaths. XRP/LINK/UNI245usabledayblocks,PAXG193; previousclose-to-currentclose hourreturns; no unseenintrahourmovement or15minvenuechecks. ReferenceSep4close with1ADR20stop,2ADR20target widths respectively7.609/15.218%,5.912/11.823%,7.126/14.251%,3.685/7.370%. Observedhourlyclose targetbeforestop frequencies3.71/5.67/8.51/.60%; stopfirst9.53/22.25/24.30/13.93%; neither86.76/72.08/67.19/85.47%. Unconditionalresampling, notactual stop-touch probabilities,signal-conditioned forecast orweekend-specific sample.72hterminal5th/95th XRP-7.764/+10.303%,LINK-8.471/+10.095%,UNI-10.435/+13.670%,PAXG-4.236/+4.179%. A measured2ADRtarget can stillbeunlikelyinside3days; do notstretchholdingwindow merelytofit. Nominal1%equityrisk8.5108 yields notionalceilings111.86/143.97/119.44/212.77, notguaranteedlosslimits. Actualsize0 dueuncertainnetedge. Validitysupports caution aboutattainability; soundnesslimitedbyresamplingpastblocks,separateassets,stationarity andcloseonlypaths. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; artifacts/stat_risk.py/stats-risk.json.

Source https://runway.adityaperswal.workers.dev/data/crypto-bars Jan1-Sep4 2026 hourly data. NumPy seeded20260905 draws3 complete24-hour log-return blocks from246days,10000paths per symbol,72h horizon. Unconditional day-block bootstrap, NOT forecast or weekend-conditioned strategy test; preserves intraday clustering but breaks cross-day dependence, samples each symbol separately, ignores intrahour stop ordering/15-minute venue delay. Illustrative stop1ATR/target1.5ATR: BTC3.392/5.088%,ETH4.337/6.505%,SOL6.986/10.479%. Stop-first/target-first/neither probabilities: BTC32.06/15.56/52.38%;ETH32.51/16.08/51.41%;SOL17.20/6.38/76.42%. Terminal5th/95th pct BTC-6.184/+7.006,ETH-8.939/+10.032,SOL-9.011/+9.617. 95th adverse path losses7.508/10.722/10.492%. Separately observed35 Sat00UTC-Mon23UTC windows using hourly lows:5th-percentile adverse excursion BTC-7.051%,ETH-6.750%,SOL-9.198%; worst -11.414/-20.240/-18.188%. Observed windows include Monday, not pure weekend. Median favorable excursions2.644/3.741/3.510%, materially below illustrative targets. Hard cap nominal1%equity=$8.5108; at1ATR stop notional ceilings min25%equity/stop risk are212.77/196.25/121.83. These are ceilings only, actual authorized size0. Premise: simulated and observed paths can cross nominal stops; conclusion: no claim stops guarantee1%maximum realized loss or targets achievable. Counterexample: a validated signal-conditioned distribution could improve odds; absent here. No mean-reversion or weekend entry inferred. Artifacts simulation.json,weekend.json,risk_analysis.py,weekend.py.

Diagnostic simulation, not a strategy backtest or forecast. Python numpy seed 20260905 draws 20,000 nine-session paths by jointly resampling the last 252 CHWY daily gap/open, high/open, low/open and close/open vectors. Reference $23.67; one measured ADR stop $22.78875, two ADR target $25.4325. Stop takes precedence on ambiguous both-touch days; stop gaps fill at worse open, targets at limit; 10bp cost per side. Target 25.955%, stop 67.22%, time exit 6.825%, positive returns 30.625%, mean -0.787%; return 5/50/95 percentiles -4.095/-3.915/+7.231%. This assumes IID stationary daily vectors, includes historical earnings gaps, and does not resolve 15-minute monitoring or intraday liquidity; target touches may not execute, so simulated probabilities are not executable edge estimates. Counterexample conditional pre-event behavior may differ from ordinary days, but the separately preregistered event holdout also failed. No nine-session entry remains before current Sep9 event; geometry is hypothetical. Separate hard stress: RARE actual loss45.8601% would cost $22.54 on fund49.14, or2.648% of total equity. At1% equity risk8.5108, same-gap maximum notional18.558; zero-recovery maximum8.5108. Neither is permission to trade, and observed gap is not a worst-case bound. Quarter-Kelly from event holdout is clipped0, hence actual proposed notional0. Validity: measured adverse diagnostics do not support risk; soundness bounded by stationary and daily-execution assumptions. Source https://runway.adityaperswal.workers.dev/data/stock-bars and direct Catalyst ledger, retrieved Sep5; exact outputs observation172 and artifacts/risk.py,risk.json.

Numpy simulation uses naturally completed net all-adjusted holdout returns from tests36/37;10000 paths circular blocks of3 trades, seed501, marks each outcome and compounds10% of changing equity per trade. No fabricated Gaussian drift. FRO41-trade path terminal return p5/median/p95=-2.729/2.062/7.332%;24.17% lose money,95th-percentile trade-step drawdown4.478%. STNG38-trade path=-2.168/1.400/5.000%;25.74% lose,p95DD3.592%. This is a hypothetical number-of-trades horizon, not a forecast through month-end; downtime, intratrade paths, new gaps and regime changes absent. Binary mean-payoff quarter-Kelly capital heuristic .25*(p/Wloss-(1-p)/Wwin) gives81.88% FRO,66.75% STNG; using .25*(p-q/(Wwin/Wloss)) instead measures loss-risk fraction, not notional. Neither unstable plug-in justifies capital, and venue cap25% would bind anyway. Lower confidence mean is negative, so conservative authorized size0. At hypothetical10% account allocation85.108 dollars, median compounded gains are too small/uncertain to justify chasing348.92 monthly shortfall. Premises: sampled history is best available diagnostic; sampled mean uncertainty spans0; model lacks implementation fidelity. Conclusion: zero proposal valid under required robust edge, not proof losses inevitable. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; raw/code artifacts and archive97-99. This is research simulation, no executed portfolio.

NumPy stationary bootstrap seed20260905,10000 paths of27trading sessions from net10month portfolio daily returns2023-2026-09-04,mean block20sessions; source https://runway.adityaperswal.workers.dev/data/stock-bars. Conditional5/50/95percentile returns -2.7595/+1.0247/+3.8952%;loss probability32.42%,95th-percentile path maxDD4.4290%. On hypothetical full245.69fund these imply -6.78/+2.52/+9.57 dollars before operating overhead. Zero simulated paths earn348.92, not proof true probability zero.27sessions is longer than27calendar days remaining and must not be sold as month-end forecast. Historical blocks omit unseen gaps and do not condition on current holdings, which are actually cash. Premises: this model estimates variability under resampled past exposure, not today's executable stop/target success. Conclusion: funding pressure cannot justify sizing; simulation gives no live entry odds. Binary trade-payoff heuristic quarter*(p-(1-p)/(avgwin/avgloss))=.0620 is a risk-fraction heuristic; unequal continuous returns, overlapping trades and unmodeled exits prevent translating it into dollar allocation. Quarter-Kelly for actual venue rule remains unavailable; policy size0. Counterexample: a new trend could outperform all these paths, but no measured probability licenses betting on it.