Stats

Training net closed-trade outcomes from2920-27; no holdout fitting. Binary approximation b=average win/absolute average loss; halfKelly risk fraction=.5*max(0,p-(1-p)/b). Mapping to current stop-percent assumes one average historical loss corresponds to that prospective risk unit; no claim exact growth-optimal sizing. Full notional=min(fund170.20,position212.7475,halfKelly*850.99/currentrisk,3%equity/currentrisk,3%equity/30%gap)=85.099. Gap assumption30% is subjective, not a measured worst case; larger gaps still possible. Quarter probe21.27475, below one share for either tanker; do not round up to a full share because the account needs349.01. One quarter probe's 30%gap loss6.382425=.75%account. 20000IID20trade paths, seed91206, constantfraction85.099/850.99 rebalanced with future allocations ignored; 5%pertrade outcome replaced with min(original,-30%) stress is a sensitivity, not forecast. Exact fixed/managed inputs and P05/P50/P95/95thDD: [{"symbol":"FRO","managed":false,"trainingN":33,"p":0.3333333333333333,"avgwin_pct":18.105222844836412,"avgloss_pct":6.2434623786051535,"b":2.8998689744457598,"halfKelly_risk_fraction":0.05171894445206486,"gap_stress_pct":30,"gap_budget_pct":3,"full_notional":85.099,"quarter_probe":21.27475,"whole_probe":0,"paths":20000,"horizon_trades":20,"p_loss_pct":25.435000000000002,"PnL_p05_p50_p95":[-39.30526101917955,30.318214243403553,114.45264236866166],"DD95_pct":7.080746313178854,"stress_loss_pct":47.605,"stressDD95_pct":11.13627490102703},{"symbol":"FRO","managed":true,"trainingN":33,"p":0.42424242424242425,"avgwin_pct":12.283176512051064,"avgloss_pct":6.258099367749241,"b":1.962764697433811,"halfKelly_risk_fraction":0.06545116641722587,"gap_stress_pct":30,"gap_budget_pct":3,"full_notional":85.099,"quarter_probe":21.27475,"whole_probe":0,"paths":20000,"horizon_trades":20,"p_loss_pct":26.035000000000004,"PnL_p05_p50_p95":[-36.190637397512376,25.580741501279697,99.49214229861506],"DD95_pct":6.336174871619391,"stress_loss_pct":50.665000000000006,"stressDD95_pct":10.60280966577072}]. These final paths supersede precap26294-97; source https://runway.adityaperswal.workers.dev/data/stock-bars . Positive training supports a candidate, but pending dividend/raw management and sub-share probe remain implementation tasks.

1. Question: does a known cash distribution change exits without equivalent business loss? 2. NumPy seed91206,20000paired40sessionOHLCpaths sampled in5dayblocks from2021-24 SIP adjustmentall; normalized each OHLC by priorclose. Start49.21 on illustrativeSep14, stop46.51089,target57.30733; no holdout returns used to calibrate. Deduct3.41 from all subsequent economicpricelevels on session5Sep18, entitlement only if still held from prior day; include receivable in totalpayoff, no reinvestment beforepayday. Issuer terms https://www.frontlineplc.cy/fro-declares-special-one-time-dividend-after-sale-of-two-vllcs/ . 3. Compare unchanged rawlevels versus bothlevels reduced3.41 on exday. Gapopen exits, stopfirst ambiguousbar,1bpfees+5bpslip/side. Unchanged: stop87.78%,target11.48%,timeout.74%; adjusted:stop65.565%,target31.89%,timeout2.545%. Stop-on-ex37.865% versus4.78%. Mean wealthreturn+.96639/+1.69409%, but median-.30194/-5.59408% respectively; higher apparent raw-stop winrate47.415% vs34.035% reflects harvesting receivable/changedpayoff, not superior economicforecast. 4. This is paired mechanics simulation, NOT measured probability of Monday profits: stationary blocks ignore currentwarregime, market response to distributions, taxes, brokerageentitlement, partialmanagement and15minexecution. Rawstopcan force disposal for accounting mechanics. A level change preserving wealth differs from loosening a stop because red; no existingholding to adjust. Need explicit implementation beforeorder. Sourceprices https://runway.adityaperswal.workers.dev/data/stock-bars .

Start850.99account153.18cryptocash,positionvenuecap212.7475,fundcap153.18. Hypothetical equal51.06USDmajors portfolio and38.295ETHquarterfund probe,not orders. Premise1 same joint bootstrap asC91206 exit study:48hbook mean-1.011511,P1-13.055955,worst-15.532567USD. Premise2 twenty-day15min P1-14.906163,worst-16.577630;60minP1-15.606363,worst-17.917748USD. 3%equity25.5297 breach0samplepaths; zero sample breaches is not guaranteed safety. ETH38.295probe20dayP1-3.799714,worst-4.333579USD;BTC/ETH/SOL simultaneous30%gap beforestop loses45.954USD,5.4%account onfullfund beforecosts,11.4885USD/1.35%account onquarterfundETH. This hard scenario exceeds historical bootstrap support. Counterexample to diversification: majors share liquidity shocks. Conclusion capcorrelatedexposure and derive halfKelly from independently observed strategyreturns;unconditionalnegativebootstrapmean alone supportszeroKelly but cannot prove conditionalrulezero. Currententryabsent independently setsactualsize0;shortfall349.01doesnotenterformula. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .

Premise1 NumPyseed912062 uses15444 overlapping complete96-return blocks of15min OPEN logreturns Mar1–Sep12 05:45UTC;18744calendarrows, missingBTC5/ETH90/SOL44. N10000two-daypaths andN2000twenty-daypaths jointly sampleBTC/ETH/SOL, preserving within-day dependence and cross-coin correlation, breaking between-day dependence. These are simulations,not independent historical events. Premise2 stopE-2ATR20,25bpcreditedfees/10bpslip eachside,+2Rgross quarter/BE; target=(1+3L-.25*k*twoR)/(.75*k), so combined realized proceeds meet net3R at modeled thresholds. This corrects preliminary terminal-only3R target,which ignored the partial; superseded local artifact not decision input. ETH E2514.446935,S2316.470594,T3255.163455,L8.425277%. Premise3 use point prices at15min/30min/60min intervals,not intrabar highs or guaranteed fills. Two-dayETH mean-0.673668%,P1-8.919109%,stop3.8899999999999997%,target0. Twenty-dayETH mean-0.390561%,stop53.349999999999994%,target3.35%,partial22.75%;P1-9.922221% vs60min-10.473620%. Counterexample: missing-data block selection and March-onward history miss earlier/unseen crashes and are not pullback conditioned. Conclusion useful sizing stress,not causal alpha or a reason to override entry timing. Every asset/cadence distribution recorded26266–26289. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .

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. NumPyseed91206,100000pathseachside/dependencemode. Map10historicalsignedmoves tocurrentK2.5intrinsic, subtractfixedpremium+.05cost, simulate3sequential1contractticketsfrom102.12fund. IIDeventresamplingversusperfectlycommoneventdrawexposesdependence; latterstylizedcorrelationstress,notthreeconcurrentHITIorders. Fullresidual32dayoptionvalue/IV/spreadsabsent: scenarioNOTforecastactualoptionloss. 2. Callmeanintrinsic .213531xpremium/.172467xallincost,max1.588571x;putmean.571515x/.435440x,max2.155093x. BothgridoptimizedhalfKelly0. CallIIDterminalmedian30.538919,p5=24.12,p95=63.898919,profit.112%,losshalfbook72.988%;commoneventlosshalf89.94%. PutIIDmedian63.516326,p5=40.184257,p95=102.016094,profit4.567%,losshalf22.568%;common49.927%. Thesearemodelprobabilitiesonly,nottradingodds. 3. Fullpremium3Rnetprofittargetneeds4xpremiumbeforecost:call.84/put.64,or.89/.69includingassumed.05totalcost. Intrinsicmappingreachesneither0/10; actualoptiontarget/stopoddsUNKNOWN. Worstthreecallpremiumloss63plus15cost=78,76.38%book/9.17%account; normalonepremium21=2.47%accountbutthreecorrelatedsmallticketscanconsumeallocation. Fund102.12,account850.99;normal3%25.5297,conviction5%42.5495,absolute6%51.0594,max3/fundcap. Approvedsize0; monthly349.01shortfallnotinput.

Premises:1 actual completed split-adjusted OHLC daily vectors Sept13 2021–Sep11 2026 N1255;2 current initial stop fractions2.2013275/2.1257399/1.6511153% and P90 targets16.1695853/12.8238446/9.6302829%;3 resample synchronized five-session blocks jointly across3assets,20000paths of60sessions,seed2026091206;4 normalize each O/H/L/C to priorC and compound synthetic prices, first barrier touched exits, opening gaps fill at open, intraday barriers at threshold;5 assumed6bp per side costs, no reinvestment. Compare stop-first and target-first when daily both touch:0 ambiguous paths and identical output. QQQ stop77.655%,target12.780%,timeout9.565%,meanexit18.30565sessions,meannet+.876683%,P05-2.976048%;IWM81.095/14.325/4.580%,14.8415sessions,+.185055%,P05-2.871990%;EFA76.485/16.685/6.830%,17.71015sessions,+.342275%,P05-3.046753%. At62.40/62.41/62.41 dollars bookmean+.876157,median-3.953189,P05-5.082488,P95+21.317089, sampled3%accountbreaches0. Output shows a low hit rate can coexist with a fat right tail, not a verified tradable expectancy. Crucial exclusions: no profit-triggered SMA/ATR ratchet, monthly rank changes, 15min check delay, bids/asks, future dividends/cash, or novel tail shocks; fiveyear history omits2020. Daily threshold fills may be optimistic versus actual monitoring. Blocks preserve short serial and same-day crossasset structure but not long regime persistence. Results are model-dependent first-passage diagnostics, NOT OOS strategy performance, calibrated real win odds, Kelly inputs, or a guarantee. Mandate unchanged; do not gate deployment or change targets on this output. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=split ; live signal2903 and gap stress preceding statistical analysis.

NumPyseed912041:20000paths eachtworesampled24hblocks of15minlogreturns,16000overlappingcompletehistoricalblocksMar1–Sep12 04UTC,14658unique sampled; not20000independentevents. Preserveswithin-daydependence,breaksbetweendays,omitsmissingblocks,cannotinventunseencrashes; notconditionedonpullback. Hypotheticalcompleted03UTCspot2513.175,entry2515.688175with10bpslip,priorSep11ATR20=98.98817058,stop2317.71183383,target3170.24364866 net3Rafter25bpcreditedfees/10bpslip. Every15mincheck,quarteroffgross+2R/stopentry,fullstop/targetelse48hmarkedliquidation. Stopfirst3.9%,targetfirst.01%,partial.345%; net48hmean-.580697%,P1-8.932137%,median-.749279%,worstsample-11.323239%. These48hfrequencyfigurescannotprice20daythesis;965overlapping2024onwarddailywindows20daymaxhighgainP90=33.743953%,targetgain26.0199%iswithinmeasuredrange,notguaranteed. Training13tradeodds7/13,w.16101921,l.09851387 =>halfKelly1.299744; cappedmin153.18fund,212.7475venue,303.1521risknotional=153.18. Quarterceiling38.295risks3.224981nominalUSD/4.336234simworstUSD; actual0becausefreshentryabsent andlatepolicyuntested. No leverage orneed-basedsizing. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

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. numpyseed91204,100000iidresamples11signedmoves. MapS11.13todaysK9.5put:all11intrinsicvalueszero;hypothetical3sequential27dollarpremiumsplus5dollarcosteachon144.67bookend48.67,stress10dollarcostends33.67. Loss100%INSIDETHISEMPIRICALINTRINSICMODEL; notforecastactualoptionlossbecauseeightdayresidualvalue,IV,non-eventdriftandunseentailsomitted. Degeneratebootstrapexposeslackofobservedtail,notcertainty. 2. Fullpremiumisrisk:normal3%account25.5297,conviction5%42.5495,absolute6%51.0594,max3positions/fund144.67;three27premiums81=55.99%bookbeforefeesandviolate normalcap. ModelhalfKelly0withnegativeexpectednet;approvedsize0. No3Rtargetdefensiblefromfailedmodel. A3Rnetprofit/fullpremiumtargetrequiresgross>=4xpremiumbeforecosts,not3x. 3. Countercaseunobservedlargejump/residualvaluemaypay;roughguesspermissiondoesnotwaivemandate40%or3xgate. Profitshortfall349.01notprobabilityinput.

1. Reuse frozenL20 training26 closed net returns only, excluding holdout; NumPy seed91204,30000 IID bootstrap paths of20 full-notional trades. https://runway.adityaperswal.workers.dev/data/stock-bars . 2. Terminal return P5/P50/P95=-90.324/-78.350/-41.552%, loss frequency99.1967%, path drawdown>20% in100%. This is a conditional resampling experiment, NOT market odds, ignores serial dependence/regime changes and does not simulate actual account at venue cap. 3. Observed p4/26=.153846, mean win .216567, mean loss .115744; halfKelly notional fraction=max(0,.5*(p/loss-(1-p)/win))=0. Full dollar=min170.20fund,212.7475venue,850.99*f=0; quarter probe=0. Do not confuse notional Kelly with fraction of equity lost at stop. 4. Separate subjective valuation scenarios at probabilities30/45/25%, not fitted probabilities, give weighted price return-11.4357%; no replacement positive odds invented. Rejection justified by failed rule and entry as well; MonteCarlo precision does not make future calibration reliable.

Premises:1 account850.99/fund144.67;2 fixed notionals48.22/48.22/48.23;3 stop distances2.2013275/2.1257399/1.6511153%;4 adverse gap applied multiplicatively beyond stop;5 50bp extra liquidation friction is an assumption, not measured spread. Loss_i=N_i*[r_i+(1-r_i)*g_i+.005]. Ordinary total stop loss$2.882845. Five-year double-worst loss$6.35524/$6.24496/$5.30789 per lot. Crisis-inclusive double-worst loss$10.22234/$10.04622/$12.06440, each1.18–1.42% equity<3%, but joint sum$32.33296=3.79945% equity. Simultaneous20% beyond stops+50bp loses$31.963626=3.75605%;10% loses$17.784910=2.08991%. Thus per-position compliance in these stress scenarios does NOT imply book-level3% limit. All-three total loss would be17.0002% equity; one total-loss lot5.666–5.668%. Guaranteeing a per-lot3% loss bound requires each notional below$25.5297 (e.g.$25.52); guaranteeing it for whole book requires total below$25.5297. Those are hard arithmetic bounds, not the recommended equal-slot stress interpretation. Monte Carlo numpy RNGseed20260912:50,000 paths of60 independently sampled historical joint gap vectors, preserving contemporaneous cross-ETF dependence, fixed notionals/current stop distances, record maximum single-night adverse stress loss per path. Five-year N1255 P95$8.481268,P99$10.328320; expanded2016–26 N2687 P95$13.431428,P99$17.969580. Zero sampled paths exceed$25.5297 because bootstrap cannot generate unseen worse gaps; zero is NOT estimated impossibility. Model has no price drift, serial clustering, compounding, dynamic stop lifecycle, historical entries, targets, liquidation quotes or win probabilities. It is neither strategy backtest nor profit forecast. Daily tail dates checked against opening15min: Aug5 2024 IWM gap-5.27475% vs09:45 proxy-5.49971%; Mar3 2026 EFA-4.50145% vs09:45-4.79187%. Six symbol/date checks show delay can worsen or improve fills; IWM daily vs15min first open197.90/197.95 also differ. 50bp is not a guaranteed delay allowance. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=split and same endpoint timeframe=15Min. Adopt scenario-based sizing evidence, reject guaranteed-loss and calibrated-exit-odds claims.

Premises: historical gaps illustrate exposure to discontinuity; five-session blocks preserve some local clustering, not future regime invariance. Numpy seed2026091204,20000 paths each60 overnight gaps sampled as12 contiguous5-observation blocks with replacement from1255 raw gaps Sep2021-Sep2026. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&feed=sip&adjustment=raw .42.745% paths contain at least one gap below current entry-stop fraction-2.815448%. Median worst gap-2.556054%,P5 worst gap-5.568038%,P1-5.739837%; current-share equivalent P95 worst single-gap loss3.777357. This assumes exposure all60nights at unchanged dollar scale, ignores actual stop/target exits, ratchet, intraday paths, dividends received, costs and selection; it is neither stop-hit probability nor account drawdown nor live-policy backtest nor Kelly input. Resampling cannot create shocks worse than history. Conclusion nominal1.91stop loss must not be described as guaranteed; fixed one-share allocation remains unchanged. Does not supersede accepted momentum edge or validate a new one.

Researchsimulation:20000paths/asset,48hours, sampletwo24hblocks from4634overlappingcompleteblocks March1–Sep12 01UTC. Historicalresampling preserveswithin-dayclustering, destroyslongerdependence, cannotinventunseencrashes; not20000independenthistoricaltrades. Close-only hourly exits approximate1hdelay, notactual15minute fills. HypotheticalETHspot2514.15, prior-dayATR95.3601 =>stop2323.4298 andnet3Rtarget3157.0172,25bpcreditedfees+10bpslip eachside. Netstoploss8.2311%; stopfirst3.09%,targetfirst.04%,48hnet1stpercentile−9.0551%,worstsample−12.3155%. BTCstopfirst3.365%/target.01%,SOL1.10%/0%; tinyshortwindowtargetfrequenciesnotreasonsfortighttargets. Sizinguses OLD frozenETHtradeodds4/6,avgwin.05848427,avgloss.03072019,notthesenewcomparators: f=(p*w−q*l)/(w*l)=16.001716,half8.000858; prohibitedleverage =>clipmin153.18fund/212.7475venue/25.5297normalriskbudget÷.0823108663 to153.18. Quarter-ceiling38.295 wouldrisk3.1521 nominalUSD or4.7161 atsimulatedworst,about.55%account. Itisamodelceiling, notcurrentrecommendation; actual0sincefreshentryabsent andpolicyuncertainty. Fullfundnominalrisk12.6084USD; unseenmarketgaps mayexceedmodels. Premises: smallreusedsampledoesnotjustifyrawKelly; limitingdollarsratherthanassumingprecision. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; frozenresearch2765 ; https://docs.alpaca.markets/us/docs/crypto-fees .

Premises: frozenCAGT5training17hasp=.5294118,W=.01325795,L=.01995905. Two-outcomehalfKelly max(0,.5*(p/L-(1-p)/W))=0; thisisnotvenuepositioncap. FiftythousandNumPybootstrap paths(seed91202,followingrecordedearlierbootstrapdraws) resample20trainingeventreturns, hypotheticallyrebalancequarter-fund12.285/850.99=1.4436127%accountpertrade. 71.9%endbelowstart; terminalaccountp05=848.742887,median850.389251,p95=852.097942 vs850.99. Hypothetical20quarterlyevents means~5years,not20daysandnotamonthendforecast. Costs1bpfee+5bpslip/side includedintradereturns; accountprofitsoutsidefund, subscriptioncosts,cashinterestandfutureallocationchangesnotmodeled. IIDbootstrap ignoresregimechange/unseengaps/correlation; smallapparentlossesarenotcashguarantee. Independentgapstress:50%lossoffull49.14fund=24.57=2.887225%account,totalfundloss5.77445%;noassignedgapprobability. CAGheldoutmean-.6443%andzero3Rtargethitsfailshapeofpayoff; smallprobewouldshrinkexpectedloss,notcreateedge. Noorder, approvednotional0. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all and23issuerURLsrecorded; localresearch/event_test.py andstat_sim.json; realfundrecordnotusedasGaussianstockdistribution.

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. numpyseed912 iidresample9signedCAGreturns,3hypothetical49dollarall-inP14.5tickets on178.71book, mappedintrinsicatS14.6. Meanterminal107.7455,88.596%losingseries,47.218%all3lose,p5terminal40.0082; eachticketabove5%accountcap evenoldprice. 2. This frozenOLD.44+.05costscenario isdeliberatelynotcurrent.60premium, andnotactualoptionforecast; excludesresidualtime, changingIV, spreads, correlatedreturns and15minexits. CAGnaivehalfKelly0 because negativeexpectednetpayoff. LWcurrentP40syntheticintrinsichalfKelly12.1892%ofriskcapital, but37.5%gatefails/premium55>cap: approvedsize0. Counterexampleresidualvaluemayimprovepayoff; uncertaintycannotwaiveentrygate.

Source historical SIP adjustment=all https://runway.adityaperswal.workers.dev/data/stock-bars; same frozen inputs2781. Numpy seed20260912,20000 paths of60 independently resampled daily returns from latest252 sessions. Start67.84,fixed stop65.93472,target75.111066; first daily close crossing absorbs at barrier; unresolved paths marked at day60. Stop-first56.865%,target-first38.82%,unresolved4.315%,mean gross return2.749172%,P5 -2.808491%,P95 +10.717963%. This simplified scenario ignores intraday crossings,gap overshoot,costs,serial dependence and mandated profit-ratchet, so it is optimistic about stop fills and is NOT live-policy exit odds, a backtest, independent evidence, or a Kelly estimate. Prior equity trend accepted; actual size remains fixed equal slot rounded to1share. Counterexample: a discontinuous overnight drop can lose more than the modeled stop; a correlated crash invalidates iid paths. Conclusion tail-payoff illustration only; do not tune target/size from these outputs.

Numpyseed91200;100000 IID paths of10 trades resampled from16 SCHL trainingevent returns ofthe preregisteredT5/1ADRstop/3ADRtarget dailyproxy. Same underlying22issuerdatecohort andexplicitIEXsource https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex&adjustment=all . Quarterfunddeploymentmeanterminal-.258428%,lossfrequency55.485%,p05/p95[-4.54516,+4.46660]%,95thpercentileDD5.10136%. Fullfundmean-1.14268%,lossfrequency57.209%,p05/p95[-17.35808,+18.26072]%,95thDD19.18431%. These are model frequenciesconditionalon16events, not estimates from100000independentobservations, and omitunseenFDAgaps/regimechanges. Premises: historicaltrainingedge negative; repeatedtrades compoundthatloss; sizingonlychangesamplitude. Conclusion allocation0, traininghalfKelly0; cannot manufacturepositiveexpectancybyquarterprobe. Strongcountercase unseennewregimecouldimprovepayoff, but needsprospectiveevidence, not shortfall349.01. Hardlimit: fund49.14; anassumed50%wholefundgap costs24.57=2.88723%account, totalloss5.77445%; these deterministicstresslosses carry no assignedodds. No traded simulation andno live stop.

1. Training completedN30 p46.6667%,avgwin9.30997%,avgloss4.58913%;mean1.89712%. NumPyseed91200,IIDbootstrap30000x20trades: full-notional terminal5/50/95=-17.7906/+37.4368/+135.9484%;loss15.6767%,20%DD38.8067%. Mean95%bootstrapCI[-.71885,4.61327]%. Source https://runway.adityaperswal.workers.dev/data/stock-bars . 2. Two-point halfKelly fraction of notional=(p*w-(1-p)*l)/(2*w*l)=2.22017, not a risk-budget fraction; no leverage allowed. Equity850.99/fund278.67/positioncap212.7475 caps fullnotional212.7475 and quarterprobe53.186875. Currentshare229.61 cannot fitwhole, but fractions technicallypossible inRTH. Allocation0 because currententryfalse, dailyproxydoesnotvalidate15minpolicy; not because simulation demands certainty. 3. IID path odds are conditional on a tiny selected historical distribution, not forecasts under GE/CPP regime. Gapthroughstop could lose more than modeled. No funding-shortfall input.

Premise 1: use90days of hourly logreturns, seed91200,20000paths per asset, each concatenating two sampled24hour blocks. There are2136 overlapping historical blocks per asset, not60000 independent market observations. Premise 2: current2ATR14 illustrative stops are5.7564/7.5801/9.7048% below BTC/ETH/SOL;6ATR targets17.2692/22.7403/29.1145% above. Premise 3: hourly-close first-stop frequencies1.125/.990/.320%, first-target.030/.225/0%, neither98.845/98.785/99.680%. Terminal1% losses−4.970/−6.326/−7.428%. Conclusion: measured ranges cannot justify expecting a net3R payoff in two days; retain multiweek thesis horizon if entry later validates. These are gross range illustrations, not net3R executable exits or conditional breakout odds. Historical drift/regime and overlapping blocks bias simulation; absent intrahour extremes, gaps and fees understate stop risks. Strongest counterexample is a new jump outside the90day sample. Actual size0; do not use lowtouch estimates as safety guarantees. Source https://runway.adityaperswal.workers.dev/data/crypto-bars . All measured path figures in observations25189/25191/25193.

Edge test: BB frozen12 issuer-dated earnings Sep2023-Jun2026 median absolute9.987505%; Sep11 S7.67/Oct2C8 .45 plus .05 assumed costs requires+10.821382%,4/12; P7.5 .41 requires-8.213820%,3/12. HITI N9 median5.494505%; Sep11 S2.53/Oct16C2.5 .21 requires+9.090909%,1/9. GIS N9 June2024-Jul2026 median3.063603%; Sep10 S35.96 Oct16C40 .38/P32.5 .50 costed hurdles+12.430478/-11.151279%,0/9 each. No40% pass or documented3x expected payout. Closes not executable prices; intrinsic proxy excludes residual time. Dates: BB issuer Sep10 '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 ; HITI Aug25 'after financial markets close on Monday, September 14, 2026' https://hightideinc.com/high-tide-to-announce-third-fiscal-quarter-2026-financial-results/ ; GIS Aug26 'September 23, 2026' and 'issued that morning' https://investors.generalmills.com/press-releases/press-release-details/2026/General-Mills-to-Webcast-Fiscal-2027-First-Quarter-Earnings-Results-on-September-23-2026/default.aspx . Expiry8/32/23 days after respectively; default exits Sep23/Sep11/Sep22 RTH. Sources option_contracts, https://runway.adityaperswal.workers.dev/data/stock-bars and /data/option-bars, historical issuer URLs in event observations. 1. NumPyseed912,20000paths,20sequentialeventopportunities; mapfrozenBBsignedmoves toOct2C8intrinsic atfixedS7.67, divideby.50allin (.45premium+.05assumedcost), residualtimezero. Stopfundingwhencash<50; noleverage. IID andtripletrepeateddraws stressdependence. Allsample terminalmediancash29.0595iid/28.71triplet from178.71; lossprob90.695/87.325%, mediandrawdown83.9349%both. First8iid95.365%loss; reusedlast4iid71.47%. These deliberately omitoptiontimevalue andpre-eventexit; NOTactualforecast/expectedpayoff orcalibrated ruinprobability. 2. One50allinticket27.98%fund; three150=83.94%fund eventhoughaccountpercentage17.63%under18. Ticket45premium5.288%account exceedsstricter5%convictionbudget42.5495; nofullsizedentry. 3. Intrinsic-onlyexpectednetreturnnegative, hence concave-log halfKelly=0 inthisscenario; actualKellyunidentifiedwithoutoptionoutcomes. Cannot substitute40%stockcoverage forwinprobabilityatanoption3Rtarget. NoMonteCarlotargethitoddsfabricated.

Premises:1. Fixed seed9110800, 10000 samples per window of actual overlapping five-session log-return blocks; train2016–20 has1254 blocks, historical2021–25 validation1251. No2026 future return or event filter.2. Illustrative one share at lastclose147.065, fee1bp/slip15bp each side, nominalrisk8.759085, target3R, daily-close sampled full exits; this is NOT monitor229's1.5R paper or the venue's15min/+2R management.3. Historical-validation P5/median/P95 PnL=-14.1958/+0.1541/+19.3857USD; loss49.51%, target3.16%, meanwin5.7113%/meanloss5.1804%, realizedratio1.1025. Daily-sampled losses exceed1ADR in21.87% and3ADR in0.48% of resamples. Training target2.09%, P5-12.7609USD. Conclusion: nominal3R does not mean realized3:1 or bounded stop loss. Cash-constrained half-Kelly point0.29433 and binary half-riskproxy0.02791 describe different units; neither is a live size without conditional net edge. Actualallocation0. Assumptions: historical blocks representative, costs adequate and dailyclose fills possible; omitted quote latency, unseen regimes and event selection can worsen outcomes. Ten thousand draws are not ten thousand independent events; no probability forecast for today's signal. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/risk_study.py.

1. Seed91108, numpy50000 resamples per name of71 complete daily H/L/C ratios to each day's open; translate to Sep10 reference price. Diagnostic1ADR stop/3ADR target, stop first if both, otherwise close; assumed30bp each side. 2. Mean net HITI-0.7844%,HAIN-0.9210%,PLAY-0.9050%,TLX-0.6544%; target frequencies0/0/1.378/0%. 3. This is unconditional range analysis, not a catalyst backtest, holdout or executable 15-minute model. Entry/overnight gaps omitted, so TLX result cannot estimate FDA loss odds. A separate ASSUMED50% gap on full49.14 costs24.57,2.8872% account equity; full loss5.7745%. Conclusion: model does not defend inventing a last-day3R trade. Approved allocation0; no Kelly odds inferred from this uncalibrated simulation. More Monte Carlo paths do not enlarge71 empirical observations. Source https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all ; recorded vectors25095–25098 and pre91108/study.py.

Premises:1 Corrected2709completedtrainingN36p38.8889%,avgwin9.29097%,avgloss5.46892%; arithmeticmean+.27104%,butcompletedcompound−1.22281%/marked−5.50328%.2 NumPyseed91108,IIDbootstrap30000paths20trades fromcompletedreturns: trainingmedianterminal−1.62997%,p5/p95−42.73034/+79.14455%,lossprob51.9167%,DD>=20prob78.8233%. ReusedholdoutN20diagnosticmedian−22.78221%,lossprob76.7567%; notindependentvalidationorforecast.3 Two-point halfKellyriskstake1.45861% corresponds26.6710%notionalwhen dividedbymeanloss; accountnotional226.96745 capped212.7475,quartercap53.186875; stressKelly0. Current428.03sharecannotfit. Positivearithmeticmean alonecannotjustifyfractionalprobe: stressandholdoutnegative/currententryfalse. SimulationsassumeIID,ignoretaildependenceandunseenhistoricalgaps; full-investmentpathsillustratestudy,notactualfundsizing. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TSM&feed=sip&adjustment=all . Allocation0,notroundedup.

Premise1 source fully observed552 hourly bars per asset,Aug19 08UTC-Sep11 07UTC;547 overlapping5h return blocks. Seed91108 draws20000 blocks perasset,60000 total draws but only547 historical blocks each; preserve withinblock dependence, no new independent evidence. Premise2 freeze current480h thresholds. BTC/ETH/SOL required gains6.5140/4.03979/10.82051%; hourly-close fixed-threshold touches0/3.375/0% in bootstrap. ETHterminal5h mean .263294%,1st/99th -3.221144/+8.031913%; worst observed5h -3.733345%. Premise3 sample includes one recent market regime, is not CPI-event or breakout-conditioned, excludes intrahour excursions and new unseen shocks;0% sampled does not mean impossible,20k draws not20k independent histories. Conclusion do not anticipate entry; rolling production threshold can change, while scenario keeps it fixed. Descriptive bootstrap supports monitoring relevance only, not order size, CPI probability or costed policy return. Prior90k20daystudy2670 remains risk reference, not rerun. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; local study.py/study.json; observations25017 onward.

Premises:1 ResampleprimarySPYstressholdoutdailyportfolio,notbestinstrument;10000paths,21sessionoverlappingblocks,12blocks/path,seed9110600. Full187.22fundsimulation21sessionPnLP5/median/P95=-7.14047/+1.12515/+9.14850USD,lossprob41.26%;0pathsreach349.01USD,notproofimpossibility.252sessionreturnP5/median/P95=-7.37690/+7.64308/+26.10463%;maxDDmedian/P957.19169/13.96092%.2 Blocks preserveonly21sessiondependence andcannotgenerateunobservedtailgaps;theseareempiricalscenarios,notforecasts.3 Unitcheck:binary.5*(p-q/b)givesrisk-unitproxy3.19387%train/11.17596%test onfundmonthlypayoffs; itisnotnotionalallocationbecauseaveragewinning/losingreturnsmallerthan100%. Directmaximizeaverage log(1+f*monthlyreturn) givesunconstrainednotionalKelly2.99531/9.38231;halvingthencappingcashgives1.0,whilehalvingcash-constrainedoptimumgives.5. Neitherpointestimateincorporatesparameteruncertaintyorgapsbeyondhistory.4 Livefraction0becausebothmeanCIs crosszero,incrementalalphaunproven,monthlyentrynotdue,and15minpolicyunvalidated;donotmislabelthisnegativeKelly. Fundcap187.22,accountcap212.7475,normalstoprisk25.5297USD areceilings,notpositionrecommendations. Fundinggapexcludedfromtargets. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.py,sizing.py.

Premise1 seed91106,90000unique20dayhourlypaths:10000perasset x1/24/72hourmovingblocklength fromSep11 2025–Sep11 2026,allblocksfullyobserved;staticandtrailing sharepaths(180000policyoutcomes). Current2ATRrisk,baselinecredited25bpfees+10bpslip,net3Rtarget;+2RcostBE/peak-2ATRtrail,firstsampledcloseexit,20daytimeout;nochannelorbreakoutconditioning. ETHstatic1/24/72h targetfirst7.28/7.74/6.89%,stop64.65/64.88/65.84%,meannet-2.00844/-2.08325/-2.38655%;trailingmean-1.87692/-1.97279/-2.25903%. Static24h worstnet-12.44343% exceedsnominalnetstop7.78321%;stopsnotguaranteedlossbounds. Premise2 separate20kIIDbootstrapofREUSEDETH6conditionaltrades mean2.874945%,95%CI[-1.587870,8.390857],win66.667%,avgwin5.848427/avgloss3.072019%;exbestcompound1.735528%. 0..1cash-onlyloggrowthgrid maximizer1,halfwealth.5=>117.93USDfull/29.4825quarterbeforeentryeligibility;50%allocationbootstrapterminal-loss13.14%,5th/95th-3.12814/+23.84138%. BTCsamehalf.5butexbest-4.89529%,SOLhalf.356butnegativefulltraining andstressholdout,notdeployment. Premise3 noentry:allactualnotionals0. ETHcurrentillustrativequarterstoprisk2.294685USD/.269649%account,targetgain6.884054USD;24hmodelworst3.668633USD nothardlimit. Conclusion cashnow;retainconditionalwatch. UnconditionalnegativepathsdoNOTdisproveconditionalbreakoutedge; empiricalbootstrapdoesNOTgiveprobabilitytrueedgeorunseencrisiscoverage. No sizing input from349.01shortfall. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; observations24796–24819.