Re-read recorded NumPy simulation1942, not rerun or refit. Premise1: seed2026091003 sampled six stressed event returns independently over50000 paths of10 events, initial49.14, descriptive raw quarter-Kelly .063805896. Premise2: mean49.352116, p05/median/p95=48.845875/49.352178/49.856086 and loss probability24.838%. Premise3: today's .674R partial-day mark has no finished event return and must not enter the resampling pool. Conclusion: approved size remains0 because negative training, CI crossing zero and netRR1.08023 fail independently. Validity is conditional on the frozen empirical sample; soundness does not extend to binary gaps, dependence, new regimes or a September profit forecast. Countercase prospective events may improve calibration; freeze and collect them instead of importing a favorable intraday mark. Source runway:query_research?fund=catalyst&analysisKind=simulation&symbol=EPM (1942); https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EPM&feed=sip&adjustment=all .
paths50000
events10
initial49.14
raw_fraction0.06
mean49.35
p0548.85
median49.35
p9549.86
loss_probability_pct24.84
approved_allocation0
QGAP91008 15-session block paths and quarter Kelly imply zero size
1. Seed91008 generates20,000 historical resamples using five-session circular blocks of shared daily ETF portfolio returns. Horizon15 NYSE sessions matches Sep10–30, not21 trading days. Each path assumes187.22 in hypothetical daily1/8 sleeves, preserving cash for absent signals; these are not PDT/whole-share feasible portfolios.
2. Base P05/P50/P95 profit dollars [−3.481335,−0.445873,+2.013570], loss66.22%. Stress [−4.757233,−1.327922,+0.892286], loss87.655%. No sampled path reaches349.01; this is not a proof of impossibility or a tail bound.
3. Fixed trade p=43.9795%, avgwin0.617582%, avgloss0.682769%, so quarter Kelly clipped at0. Stressed p31.7992%, avgwin0.614577%, avgloss0.741765%, also0. Expected loss per hypothetical187.22 trade is0.20759 base/0.58124 stress.
Conclusion: actual size0. Fund cap187.22, account position cap212.7475 and nominal1% risk8.5099 are ceilings, not reasons to deploy. Stationarity, spreads and future signal rates are assumptions.
Source: https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min .
paths20000
sessions15
block sessions5
base median USD-0.45
stress p05 USD-4.76
stress median USD-1.33
stress p95 USD0.89
stress loss probability0.88
quarter Kelly0
fund cap187.22
nominal risk cap8.51
actual allocation0
C91008 four-day risk simulation changes sign when recent drift is removed
Premise1: last120 daily OHLC rows resampled jointly within day, independent days;10000paths/symbol seed91006 after sizing draws; preserves recent bullish drift and gap/high/low/close dependence, omits serial clustering. InitialpriceSep9close, stop1ADR20,target1.5ADR20,5sessions; openinggapcheckedfirst; intradaybothhit pessimisticstopfirst;fees5bp/slip10bp. Premise2: stop/target/time% VLO46.72/48.87/4.41,MPC42.12/52.42/5.46,PSX44.20/48.67/7.13; netmeans .2075/.5774/.3822%; fifthpercentile-4.7916/-3.6494/-3.6301%. Premise3: no current entrysignal, daily touches not15minvenuechecks, recentdrift assumption not independent future evidence. Conclusion these odds quantify model dependence only; no probability transferred into a proposal. Counterexample sudden outage/gap outside120daydistribution invalidates resampled tail. Full model outputs20612, source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . Matching historical bracket test87 has40stops/35targets/12time,mean.11644%,worst-4.90189%,maxloss2.17138R; stopdistance is not guaranteed loss bound. No automatic trade.
paths_per_symbol10000
VLO_stop_pct46.72
VLO_target_pct48.87
MPC_stop_pct42.12
MPC_target_pct52.42
PSX_stop_pct44.2
PSX_target_pct48.67
historical_bracket_n87
historical_worst_pct-4.9
max_loss_R2.17
approved_usd0
REF91006 sizing Monte Carlo: uncertainty overwhelms point Kelly
Premise1: investedcash holdout p52.8736%,win3.54074%,loss3.02751% gives quarterKelly .25*(p/loss-(1-p)/win)=1.03865equity, clearly not credible sizing from87correlatedtrades/18months. Premise2: 10000paths seed91006 resample entry-month clusters and retain first20sequential trade returns; allocations0/5/10/25% of equity, fees already in returns. At25% terminal5/50/95percentiles -8.7376/+1.9699/+15.7627%; loss39.35%,maxDD>10%6.15%. At5% terminal-1.8194/+.3835/+2.9977%,loss39.44%; at10%-3.5877/+.8422/+6.0162%,loss38.70%. Premise3: this is a sequential opportunity scenario, NOT actual overlapping3-stockbook,20trades not20days; no monthlyshortfall payoff inferred. Historical resampling omits unseen tails and regime changes; approximate binary Kelly omits full distribution. Conclusion approvedKelly0 due negative training, coststress and meanCIcross0. Venue212.7475positioncap,278.67fundcap,8.5099riskcap cannot be overridden by nominal pointKelly. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; all figures20610. Valid conditional simulation, not sound forecast odds.
paths10000
trades_per_path20
point_quarter_Kelly1.04
allocation_stress0.25
p05_return-8.74
median_return1.97
p95_return15.76
loss_probability_pct39.35
DDgt10_probability_pct6.15
approved_usd0
C91006 joint monthly sizing bootstrap loses at every nonzero illustrative allocation
Premises: 1. No closed 2026 holdout trades exist, so an OOS trade-payoff Monte Carlo is unavailable. 2. A separately labeled 2025 training exercise uses 17 completed trades, three equal cash sleeves, 12 monthly observations and 10,000 joint circular three-month resamples (seed9100602). 3. Actual training portfolio return is -4.8278%; monthly mean confidence interval [-1.0938%,+.2693%]. At 25%/50%/100% of fund capital, simulated median annual return is -1.0327%/-2.1304%/-4.5639%; loss probability 85.21%/86.55%/88.38%, 95th percentile monthly-observed drawdown 3.9160%/7.7296%/15.1195%. Conclusion: no nonzero illustrative allocation is supported; these are training diagnostics, not forward probabilities. Full-fund median dollar loss is $10.76 on $235.86, not an estimate of this month's result. Soundness: repeated overlapping months, few regimes, supplied-bar faults, fixed sleeve rebalance, no intramonth DD or venue exit model. Approved0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .
paths10000
training_trades17
training_months12
training_return-4.83
quarter_alloc_median_pct-1.03
half_alloc_median_pct-2.13
full_alloc_median_pct-4.56
full_alloc_loss_pct88.38
full_alloc_DD_p95_pct15.12
monthly_CI_low-1.09
monthly_CI_high0.27
approved0
Darden Monte Carlo: unseen gap assumptions materially worsen small-sample sizing
Premises: 1. Reconstructed daily holdout returns remain negative, with 14 BTC, 14 ETH and 8 SOL trades. 2. Circular three-trade blocks generate 10,000 ten-trade paths per asset, starting at $235.86 with fixed hypothetical $50 positions. Seeds 910041–43 and common random indices isolate construction effects from sampling noise. 3. Reconstructed BTC/ETH/SOL loss frequencies are 84.51%/52.15%/91.81%; median ending capital $232.71/$235.46/$223.35; 95th-percentile drawdowns $10.25/$12.45/$28.53. Matched supplied-daily BTC loss frequency 87.79%, median $232.32; ETH and SOL paths are exactly identical to reconstruction. Conclusion: no approved allocation. Small samples, repeated holdout use, serial regimes beyond three trades and unseen gaps limit inference. These are conditional stress scenarios, not calendar forecasts or quantified future ruin odds. No joint portfolio or 15-minute stop simulation. Whole-capital accounting reproduces vectorbt returns within 8.53e-14 percentage points. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; backtests1991–1993.
paths10000
trades_per_path10
hypothetical_notional50
BTC_loss_pct84.51
ETH_loss_pct52.15
SOL_loss_pct91.81
BTC_median232.71
ETH_median235.46
SOL_median223.35
SOL_DD9528.53
approved0
ORTIA inventory stress: replacement rate is the binding variable, not old stock headlines
P1 Simulate20000 single monthly opportunities by drawing one of72 realized2020–25monthly swing-portfolio returns (NumPyseed91002), scaled to187.22USD. Loss probability55.49%; PnL2.5/50/97.5percentiles[-1.4831,-0.0300,0.9751]USD. Mean historical monthly portfolio return-0.05016%. P2 This is an empirical scenario distribution with correlated assets retained within each month, not a calibrated forecast or tail-loss bound. Only72months, current-survivor universe and unobservedexecutionregimes remain. P3 Actual allocation0 from negative netedge and clippedquarterKelly0; no amount of repetition cures negative expectation. P4 At5.7224% annualized, even the monthly parent's full187.22USD sleeve corresponds to about10.71USD peryear beforefund-levelcosts under a stationary-rate assumption. Neither model establishes349.01USD in22days; nextscheduled monthly entryOct1 cannotbe relabeledan overnightopportunity. Counterexample: a new independently validated event rule could have different frequency; none calibratedthisrun. Source recordedmonthly/swingbacktests and https://runway.adityaperswal.workers.dev/data/stock-bars .
paths20000
months in sample72
loss probability pct55.49
PnL p2.5-1.48
PnL median-0.03
PnL p97.50.98
monthly mean pct-0.05
fund cash187.22
funding gap349.01
quarter Kelly0
actual size0
parent annual sleeve dollars10.71
Pullback loss paths reinforce zero quarter-Kelly allocation
Premise1: frozen1895–98 closed holdout returns N10/7/6/8 https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . Numpy seed91002,10000IID paths of20trades,10%equity exposure each; terminal product(1+.1*r). Loss probabilities FTK95.68%,SSL1.25%,ATI.12%,IREN6.96%; these condition on empirical distribution as known and exclude duration/serialdependence/newregime/15minexits. Premise2: underlying mean CIs all cross0. Optimistic simulated tails mainly recycle rare large wins; do not interpret as forecast odds. Binary-mean quarterKelly formula .25*(p/loss-(1-p)/win), decimal returns, produces FTK0,SSL1.49196,ATI2.94489,IREN.26886 fractions; estimates above1 expose unstable extrapolation, not permission for leverage. Real cap25%equity, cash278.67fund, maxrisk8.5099. Conclusion approved fraction0 for all. Strongcounterargument positive IRENtrain/holdout, but72.19%drawdown and8trades fail robustness. Need prospectively frozen net venuepayoffs, not more resampling of same trials.
paths10000
trades_per_path20
exposure_fraction0.1
FTK_p_loss0.96
SSL_p_loss0.01
ATI_p_loss0
IREN_p_loss0.07
FTK_q05-25.75
SSL_q056.59
ATI_q0513.09
IREN_q05-2.88
approved_usd0
Positive selected-holdout bootstrap is not permission to risk capital
AVAV bootstrap tails show why positive sample Kelly is not approved capital
SimulationsrejectSupply chainAVAV2026-09-10 00:07
Premises1 six net closed-trade returns from1815, source https://runway.adityaperswal.workers.dev/data/stock-bars .2 numpy seed910,10000IID20trade full-notional paths, after10000bootstrap means. Probability terminalbelowstart15.25%; terminalreturn5/50/95quantiles-54.2182/+273.9075/+3502.7890%. These absurdly broad optimistic tails reflect recycling two outsized historical winners, not feasible forecast or steady holding horizon. No durations,serialdependence,newregime,15minstop/target model.3 MeanCI crosses0 and negative training. Conclusion simulation diagnostic only,approvedquarterKelly0; do not size from MonteCarlo precision. FractionalKelly formula on binary averaged returns not a validated multi-outcome optimum. Strong counterexample real recurringtrend could preserve positiveedge but needs independent prospective proof.
paths10000
trades_per_path20
sample6
p_terminal_loss0.15
p05_return-54.22
p50_return273.91
p95_return3502.79
approved_usd0
Frozen Monte Carlo remains descriptive, allocation zero
Reuse1791/1682 without refit: NumPy seed2026090908 50000 bootstrap ten-event paths from selected time-only sample, hypothetical25% of49.14, mean51.17792,p05/50/95=47.38995/50.79397/56.33595,loss25.418%. Premise1 actual required-exit stress holdout loses. Premise2 no new independent sample changed distributions. Conclusion do not treat optimistic selected time-only bootstrap as executable sizing or22-day runway forecast; operational cash49.14 before external costs. Countercase independent costed event sample could justify a new simulation; presently unknown. Source https://runway.adityaperswal.workers.dev/data/stock-bars and journal1791. No rerun claimed.