Stats

Premises:1.StateStreetSep4XLI83holdings,FY1harmonicPE25.08,PB6.76,indexPCF19.44;forecastearningsyield1/25.08=3.9872%,notcashreturn. Aerospace/defence25.28%,machinery20.61%,electricalequipment13.53%=59.42%ofsector.2.CensusSep8Q2QFR10ETcoversmanufacturing/mining/wholesale/selectedservicesandretail: universe/weightsdifferfromXLI'sUSlargecaps;backwardquarteraggregatecannottesttoday'spriceswithoutfirmcashbridge.3.Fundannualexpense.08%approximately.00635%per20tradingdays,~.0135USDona212.7475sleeve;alreadyembeddedETFpriceperformance,donotdoublechargeit. Turnoverassumptions10bpperfillarelarger.4.AUM32.104bnSep3meanssmallfundcapacitynotlimiting; one-share/partialexitandnegativeedgearebinding. ConclusionQFRimprovementwouldupdatecontextbutnotvalidatebuyorvaluationupside; weakmargins/inventorybuildcouldcontradictmomentumstory. Comparelikevintagesand2026Q2methodologybeforeinterpretingchanges. Counterexampleinternationalrevenues/companymixmakeaggregateandETFearningsdiverge. Source https://www.ssga.com/us/en/intermediary/etfs/state-street-industrial-select-sector-spdr-etf-xli ; https://www.census.gov/economic-indicators/calendar-listview.html .

Premises:1.Sep4completedbarXLKleads126sessionmomentum+36.740654%,close187.28aboveSMA50182.6072/SMA200160.12425,ATR143.368929,ADR142.679586,RV20annual20.898945%. XLI175.27belowSMA50181.1888butaboveSMA200170.19585;mom+3.679385%.2.Liquiditycapacitynotbinding at212.7475cap:XLK20daymedianbar-dollar1.091691bn,butonly1wholeXLKshare fits; halfprofitleavesfractionwhoseextendedexitdoesnotmatchmodel.3.Managedholdout59trades,16entrydayexits,28partials,average3.152542sessions;7samebarBE,4gapstops. Worsttrade-5.578970% means25%equitysleevewouldlose~11.87USD >8.5099riskallowancebeforeexactphase. DailyOHLC notvenue15minobservation; uncertaintydoesnotproveactualstrategynegative,butcannotjustifyentry.4.Parent52tradesversusmanaged59becauseearlyexitallowsmoremonthentries;returndifferenceisexitANDcohortchange. All108signedcashdailyvaluationsmatchvectorbtwithin~1e-11USD. FirstsessionSeptemberwasSep1;todaySep8notentry. StrongtrendplusATRtargetdoesnotcreatevalidatededge. Noactualstop/targetqueuedwhileflat. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; indicators/ledgers archived, notes1011/1014.

1. Read back original recorded backtests1112/1099/1043; this is an AUDIT, not a new independent backtest. Frozen note968 trains2025,holdsoutJan1–Sep7 2026, nextopen after20day/24hourpriorhigh, optional100day/168hourSMA and5/20day or6/48hourpriorlogvol ratio. ADR14=(H-L)/open, stop1ADR,target1.5ADR,5days/72horizon,half+BEat1R. Vectorbt accounting with exact25bp creditedassetfees plus5bpmajor/30bpXRP-LTC/15bpUNI-LINKslip, doubled stress. 2. Daily0trainingqualifiers; fixedruleN3 return+.011042% is weak sample; portfolioDD.579989% fromanalysis1114, while1099figure4.084055% explicitlyLINKstandaloneDD. HourlyUNItrainingselectedholdout-42.917643%,DD72.215368%,N61,win50.819672%,avgwin5.263210%,avgloss6.760888%,expectancy-.650281%; doubledslipreturn-54.964426%. All30computablebasehourlyholdoutslose,12invalid. SOLselectedtrainingprofit cannot resolve missingMar12exit. CLI1043grossBTC+2.3668% has neither costs nor holdout. 3. Prior actualtrade10 only: BTC81614.8to81548.7,operatorliquidationafter48minutes; not intendedstop/targetoutcome or an estimable strategy win probability. Querytrades confirms no activeholdings. Conclusion keep rejected families disabled; quarterKellyclipped0 and approved0. Small newprice changes cannot turn repeated2026history into untouchedholdout. Counterexample a different primary economic signal might validate prospectively; changing filters after losses is not that signal. Underlying https://runway.adityaperswal.workers.dev/data/crypto-bars ; fee https://docs.alpaca.markets/us/docs/crypto-fees . Originalexperimenthashes/code not present in this new sandbox; numerical claims rely on readback of recorded experiments, not alleged rerun.

1. At08:02UTC reserve3597.47198026BTC, recipient598.4998888BTC; indexer tips4051232/4050335 are stale/conflicting. Operator page still says software deployed and coordinated restart in preparation, unchangedhash1fa338f6b403063d815b51327749e5cafdd00164b7e7f0e4f2a7f8568410238b. Primary https://x.com/Blockstream and chain views https://blockstream.info/liquid/api/blocks ; https://liquid.network/api/blocks ; https://blockstream.info/api/address/bc1qdlld6antmv4xug242ed83q7k4rqw50cwfns38szx4qu2f4jwaxxsuhwxxr . No fresh authorized payout verified; stale explorers do not prove current network outage, and operator is an interested participant. 2. Issuer shares still asofSep4: IBIT1,384,960,000 https://www.ishares.com/us/products/333011/ishares-bitcoin-trust-fund ; ETHA464,560,000 https://www.ishares.com/us/products/337614/ishares-ethereum-trust-etf . Newer benchmark date is a different field; absent new shares cannot be labeled zero current flows. 3. OKX08:02forecast/settlementfield BTC.566887/.570130bp,ETH.671572/.679862bp,SOL-.261397/-.253062bp; nextfunding16UTC. CoinOI28094.8992BTC/629313.441ETH/2926143.27SOL. Clockoffset.1145s,uncertainty.2201s,6/6fresh. https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest . Spot book receives no perpetual funding; one exchange is not aggregate leverage or an extreme without a comparable reference distribution. Conclusion no primary-flow buy thesis yet; preserve disabled funding rule. Validity: these observations cannot supply missing validated price expectancy. Counterexamples: service could be restored but indexers lag; unreported creations could occur later; either revises evidence, not backtest failures. Facts end at attributed pages/chain balances; new demand or BTCrepricing assumptions unmeasured. Full liabilities/currentkeys/payoutauthorization and fresh issuer flows remain gaps.

Prespecifiedtraining-only9neighbors breakout10/20/40 ×SMA20/50/100, samecostedADRexits and2022–24window. All9trainingreturnspositive, range12.7051–25.7203%,N31–50. Fixed20/50baselinepreserved; noholdoutneighborselection. Trainingrobustnessisencouraging but notsufficient:2025validationN5 and2026holdoutN13 include-1.1617%return; targetstockcurrentlyaboveSMA50yetbelowprior20high. Requiringbothtrend andbreakout prevents trendalonebeing treatedasentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars; fullmetrics andcode archived. No fabricated signals fromnegativewebsearch. Newprospective netedge can justifyfuturetest; changinglookbacks nowwouldcontaminate holdout.

Sep4completedSIPclose225.59>SMA20 218.9165>SMA50 211.586 butbelowprior20HIGH226.68; combinedsignalfalse. ADR20=5.304275, illustrative1ADRstop220.285725/1.5ADRtarget233.5464125 atlastclose. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=MATX&timeframe=1Day&feed=sip&adjustment=all . These arenotstandingorders or livequotes. One225.59share exceeds212.7475positioncap by12.8425; limitatthecap wouldalter thepreregisterednextopenstrategyand requireseparatevalidation. Fractionalpurchase would restrict afterhoursexits and doesnotrepair negativeedge. NominaloneADRrisk5.304275<8.5099equityriskcap doesnotboundgaps. Noopenholdings to calculateR/targetprogress/daysheld; noqueuedorders toadjust.

Numpyseed2026090808;20000 IIDbootstrapmeans from13holdoutcostedtrades give95%meaninterval[-1.70934,1.71237]%. p=.46153846,avgwin.03488118,avgloss.03056249; Kelly p-(1-p)/(win/loss) negative, clampedquarterKelly0. Circularblocklength3,20trades/path,20000paths:10%equityexposure lossprob55.23%,median-.147805%,p95DD2.392424%;25% lossprob55.555%,median-.413686%,p95DD5.919851%. Source https://runway.adityaperswal.workers.dev/data/stock-bars; fixedentryledger analysis1144. These are empiricalconditionalstressillustrations, not calibratedfutureprobabilities;13trades missunseenregimes and extremegaps. Initialcashincluded inpeak. No unconditionalbullishpricepaths usedtooverridefailedrule; no actual15minexitprobabilityverified, so capitalzero. Accounttwohistoricaloperatorwins have no empiricalavgloss and cannotreplace this sample.

1424 matched daily logreturns2021–Sep4 2026, MATX/SPY/IYT consolidatedSIP adjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars. Annualvol39.3144%; 1/5/50/95/99percentiles[-6.25904,-3.60672,.118246,3.57557,7.17046]%. CorrelationsMATX/SPY.467525,MATX/IYT.565051. NumpyOLS MATX~constant+SPY+IYT coefficients[.000589068,.199300,.899655],R².322242. Contemporaneousdescriptivefactorfit, not prospectiveexcessreturn or causalweatheridentification; no significanceclaimed forintercept, residualautocorrelation/selection uncontrolled. Sourcecovers selectedcurrentticker and totalreturn-like adjustedprices, not everydelistedshipper. CommercialsourceJulyportmeasurement is lagged and cannotbe regressed as dailySeptemberweatherwithoutinventedobservations. Financialpayoffbootstrap recorded separately; no newedge inferred.

Premises:1.Netmanagedholdoutp.47457627,W1.760979%,L2.269039% yieldsnegativeKellybeforefloor, quarterKelly0. Requiredsize0, notfractionofpublishedalpha.2.Numpyseed90808,20000circular20sessionreturnblocks,25% hypotheticaldailymaintainedequitysleeve,850.99initial:basePnLmean-.741857USD,p5/50/95[-6.535698,-.730804,7.415420],loss51.27%,intraperiod8.5099loss2.13%;stressmean-1.309079,p5/50/95[-7.162784,-.857535,6.764915],loss52.93%,riskhit2.36%. Bothsampledzero349.01gain,nottruezerofutureprobability.3.Parentmean+1.670102,p5-16.967808,p95+20.820203,loss39.48%,riskhit32.795%;illustratesriskomittedbypositiveparentreturn.4.Historicalconditionalpaths ignoreoverheadandquotephase, notactualwhole-shareorders; dailyrebalanced25%sleeveisdiagnostic, noorders. Riskcap8.5099accountUSD,notfund1%;fund245.69/position212.7475. Actualrisk0. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; archiveddiag.py anddiagnostics.json.

Premises:1.Holdout2021-25primarymanaged59trades -20.223927%, p47.457627%,W1.760979/L2.269039%,mean-.356488%; all18managedholdoutcellsnegative.2.Numpyseed90808 20000circular3monthblocks over60monthlyobservations: meanmonthly-.350547%,95%CI[-.986158,.309412]%;stressmean-.644055%,CI[-1.274572,.016671]. Not statisticallyprovennegativeat95%; doesnotmeetpositiveedgegate.3.Parent+45.283467%,52trades is strongestcounterargument, but monthlyCI[-.391552,1.959745]%spanszero. RegressdailysleeveonSPYrawreturns,OLS+NeweyWest5lags:parentbeta.705791,alpha-.002253%/day,t-.06746;managedbeta.049662,alpha-.019773%/day,t-1.41597. No riskfree series used, so interceptdescriptive notformalexcessalpha.4.Managed2024+4.671905% counterevidence but other4holdoutyearsnegative; selectionnotstableindependentedge. 21XLK+18XLEentries of59 (66.10%) means9symbolsnot9independentbetstreams. Statsmodelsabsent; implementedmatrixOLS/BartlettHACinNumPy,notlibraryclaim. Conclusionrejectcurrentallocation, futurepreregisteredfinerexecution/prospectiveevidence could moveconfidence; repeatedhistory andsamedaypathuncertaintyremain. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; diagnosticsobservations; frozen1011/1014.

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.

1. Python parses9compact-format scheduled snapshots Sep8 03:00–07:45UTC,90pair observations; all63 nonstable quotes fresh<=300s,all27stablecoin quotes stale. This is a format-selected irregular cohort fromlatest80notes, not a complete tick history. Source https://runway.adityaperswal.workers.dev/data/crypto-snapshots . 2. Under25bp taker fee on credited assets eachleg (https://docs.alpaca.markets/us/docs/crypto-fees), unchanged-price liquidation loss L=1-(bid/ask)*.9975^2; break-even proportional quote rise=L/(1-L). Median required rises BTC.533295%,ETH.533470%,SOL.604749%,XRP.916908%,UNI.690296%,LTC1.109501%,LINK.693474%. Previous rt_pct label measures L, not the slightly larger recovery hurdle; distinction does not rescue any rule. 3. BTC/ETH displayed bid and ask notionals below212.7475cap in9/9; SOLbid9/9,ask6/9. Minimum BTCask78.68/bid77.69,ETH81.51/81.90,SOL97.11/97.18USD. Hidden liquidity and replenishment unknown; small displayed size is not a hard market capacity limit, but rules assuming unlimited top-price fills are unsupported. 4. Eight paired irregular logmid intervals correlate BTCETH.89048,BTCSOL.94677,ETHSOL.93054. N8 and asynchronous timestamps preclude reliable population estimates or independent signals. Conclusion maintain execution gate and zero size. Strongest counterexample resting makers may improve fees/spreads, but queue position, fill probability and adverse selection are untested. Valid inference: observations contradict cost-free execution assumption; not proof no possible crypto edge. No backtest returns generated by this descriptive study. Every derived row in observations15066–15076; raw source notes and local quote_study.py preserve provenance.

Executed node /app/agent/dist/backtest.js --symbols MATX --strategy breakout --lookback 20 --days 1700 --stop-pct 3 --target-pct 4.5. CLI1165bars,97trades,return-30.82459%,DD41.17376%,wins28.86598%,avgtrade-.35229%,buyhold158.23066%. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ExistingCLIauditanalysis53 establishes IEX/default nofees/touchfills/samesignalclose semantics; notsame testasnewSIP nextopenADRrule. Do notattribute discrepancy solelytofeed and do notuseCLI as executablevalidation. Required diagnosticruncompleted; preserveoutput/command. Noholdoutpretended inCLI; customtestseparatelyholdsout2026.

Preregisterednote1013. ConsolidatedSIPadjustmentall daily1425bars2021–Sep4 2026 https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=MATX&timeframe=1Day&feed=sip&adjustment=all . Training2022–24,validation2025,holdoutJan1–Sep4 2026, resetflat. Close>previous20dailyHIGH AND>SMA50; nextopen long, previousADR20fixed1Rstop/1.5Rtarget,max10sessions. Entryday exitsincluded in two dailyexecution slots; gapstop paidopen,gaptarget cappedtarget,bothintradaytouchesstopfirst,no sameday reentry. Fees5bp+slippage10bp eachside,stress25bp slippage. vectorbt explicitlongonly tradecount/compoundedreturn reconciled independentledger; daily marked drawdown not15minvenueexecution. Train+12.7051%,DD13.9755%,N38,p52.6316%,avgwin3.4027/loss2.9987%; validation+6.3149%,DD2.977%,N5; holdout-1.1617%,DD10.7850%,N13,p46.1538%,avgwin3.4881/loss3.0562%;stress-4.9422%,DD13.6811%. Fixedbaseline notchanged aftertraining-only9neighbor sweep. Correction to code explicitly prioritizes gappedtarget before laterintradaystop, resultsunchanged. No claim weather causality or execution at15minobservations. Selectedcurrentticker/smallholdout/corporateactioncash and executableovernightquote gaps mean positive result alone would notqualify. Here pointedgealsofails; allocationzero.

Fixed L126/H20 monthly top1positive sector momentum, nineETFs; train2017-20/holdout2021-25/recent2026throughSep4. Managed1ATRstop1.5ATRtarget half+1ATR thenBE, daily stopfirst ambiguouspath; nonoverlap, nextopenlaggedsignal. 5bpfees+20bpslippageperfill. Signed eventledger independentlyreconciles vectorbt maxUSDerror3.637978807091713e-12. Fees on everypartial included. {"stop":4,"samebar_BE":1,"gap_stop":1,"target":1,"gap_target":1,"boundary":1}. Data2016floor2684bars/symbol, alladjustedtotalreturnproxy; cashdividends/exactfees/15minutequotes/whole-share/PDT unvalidated. OOS is chronological notpristine duepreviousmarketwindowreuse. Parentcannotauthorizeorderwithoutrequiredexits. Thisrule notactiveSep8monthlyentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen notes1011/1014, strategy1121.

Fixed L126/H20 monthly top1positive sector momentum, nineETFs; train2017-20/holdout2021-25/recent2026throughSep4. Managed1ATRstop1.5ATRtarget half+1ATR thenBE, daily stopfirst ambiguouspath; nonoverlap, nextopenlaggedsignal. 5bpfees+20bpslippageperfill. Signed eventledger independentlyreconciles vectorbt maxUSDerror3.637978807091713e-12. Fees on everypartial included. {"stop":27,"target":13,"samebar_BE":7,"gap_target":5,"gap_stop":4,"BE":3}. Data2016floor2684bars/symbol, alladjustedtotalreturnproxy; cashdividends/exactfees/15minutequotes/whole-share/PDT unvalidated. OOS is chronological notpristine duepreviousmarketwindowreuse. Parentcannotauthorizeorderwithoutrequiredexits. Thisrule notactiveSep8monthlyentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen notes1011/1014, strategy1121.

Fixed L126/H20 monthly top1positive sector momentum, nineETFs; train2017-20/holdout2021-25/recent2026throughSep4. Managed1ATRstop1.5ATRtarget half+1ATR thenBE, daily stopfirst ambiguouspath; nonoverlap, nextopenlaggedsignal. 5bpfees+20bpslippageperfill. Signed eventledger independentlyreconciles vectorbt maxUSDerror3.637978807091713e-12. Fees on everypartial included. {"target":9,"stop":23,"samebar_BE":7,"gap_target":7,"BE":2}. Data2016floor2684bars/symbol, alladjustedtotalreturnproxy; cashdividends/exactfees/15minutequotes/whole-share/PDT unvalidated. OOS is chronological notpristine duepreviousmarketwindowreuse. Parentcannotauthorizeorderwithoutrequiredexits. Thisrule notactiveSep8monthlyentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen notes1011/1014, strategy1121.

Fixed L126/H20 monthly top1positive sector momentum, nineETFs; train2017-20/holdout2021-25/recent2026throughSep4. Managed1ATRstop1.5ATRtarget half+1ATR thenBE, daily stopfirst ambiguouspath; nonoverlap, nextopenlaggedsignal. 5bpfees+5bpslippageperfill. Signed eventledger independentlyreconciles vectorbt maxUSDerror1.8189894035458565e-12. Fees on everypartial included. {"stop":4,"samebar_BE":1,"gap_stop":1,"target":1,"gap_target":1,"boundary":1}. Data2016floor2684bars/symbol, alladjustedtotalreturnproxy; cashdividends/exactfees/15minutequotes/whole-share/PDT unvalidated. OOS is chronological notpristine duepreviousmarketwindowreuse. Parentcannotauthorizeorderwithoutrequiredexits. Thisrule notactiveSep8monthlyentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen notes1011/1014, strategy1121.

Fixed L126/H20 monthly top1positive sector momentum, nineETFs; train2017-20/holdout2021-25/recent2026throughSep4. Managed1ATRstop1.5ATRtarget half+1ATR thenBE, daily stopfirst ambiguouspath; nonoverlap, nextopenlaggedsignal. 5bpfees+5bpslippageperfill. Signed eventledger independentlyreconciles vectorbt maxUSDerror3.637978807091713e-12. Fees on everypartial included. {"stop":27,"target":13,"samebar_BE":7,"gap_target":5,"gap_stop":4,"BE":3}. Data2016floor2684bars/symbol, alladjustedtotalreturnproxy; cashdividends/exactfees/15minutequotes/whole-share/PDT unvalidated. OOS is chronological notpristine duepreviousmarketwindowreuse. Parentcannotauthorizeorderwithoutrequiredexits. Thisrule notactiveSep8monthlyentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen notes1011/1014, strategy1121.

Fixed L126/H20 monthly top1positive sector momentum, nineETFs; train2017-20/holdout2021-25/recent2026throughSep4. Managed1ATRstop1.5ATRtarget half+1ATR thenBE, daily stopfirst ambiguouspath; nonoverlap, nextopenlaggedsignal. 5bpfees+5bpslippageperfill. Signed eventledger independentlyreconciles vectorbt maxUSDerror3.637978807091713e-12. Fees on everypartial included. {"target":9,"stop":23,"samebar_BE":7,"gap_target":7,"BE":2}. Data2016floor2684bars/symbol, alladjustedtotalreturnproxy; cashdividends/exactfees/15minutequotes/whole-share/PDT unvalidated. OOS is chronological notpristine duepreviousmarketwindowreuse. Parentcannotauthorizeorderwithoutrequiredexits. Thisrule notactiveSep8monthlyentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen notes1011/1014, strategy1121.

Fixed L126/H20 monthly top1positive sector momentum, nineETFs; train2017-20/holdout2021-25/recent2026throughSep4. Managed1ATRstop1.5ATRtarget half+1ATR thenBE, daily stopfirst ambiguouspath; nonoverlap, nextopenlaggedsignal. Zero fees/slippage diagnostic. Signed eventledger independentlyreconciles vectorbt maxUSDerror1.8189894035458565e-12. Fees on everypartial included. {"stop":4,"samebar_BE":1,"gap_stop":1,"target":1,"gap_target":1,"boundary":1}. Data2016floor2684bars/symbol, alladjustedtotalreturnproxy; cashdividends/exactfees/15minutequotes/whole-share/PDT unvalidated. OOS is chronological notpristine duepreviousmarketwindowreuse. Parentcannotauthorizeorderwithoutrequiredexits. Thisrule notactiveSep8monthlyentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen notes1011/1014, strategy1121.

Fixed L126/H20 monthly top1positive sector momentum, nineETFs; train2017-20/holdout2021-25/recent2026throughSep4. Managed1ATRstop1.5ATRtarget half+1ATR thenBE, daily stopfirst ambiguouspath; nonoverlap, nextopenlaggedsignal. Zero fees/slippage diagnostic. Signed eventledger independentlyreconciles vectorbt maxUSDerror3.637978807091713e-12. Fees on everypartial included. {"stop":27,"target":13,"samebar_BE":7,"gap_target":5,"gap_stop":4,"BE":3}. Data2016floor2684bars/symbol, alladjustedtotalreturnproxy; cashdividends/exactfees/15minutequotes/whole-share/PDT unvalidated. OOS is chronological notpristine duepreviousmarketwindowreuse. Parentcannotauthorizeorderwithoutrequiredexits. Thisrule notactiveSep8monthlyentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen notes1011/1014, strategy1121.

Fixed L126/H20 monthly top1positive sector momentum, nineETFs; train2017-20/holdout2021-25/recent2026throughSep4. Managed1ATRstop1.5ATRtarget half+1ATR thenBE, daily stopfirst ambiguouspath; nonoverlap, nextopenlaggedsignal. Zero fees/slippage diagnostic. Signed eventledger independentlyreconciles vectorbt maxUSDerror0. Fees on everypartial included. {"target":9,"stop":23,"samebar_BE":7,"gap_target":7,"BE":2}. Data2016floor2684bars/symbol, alladjustedtotalreturnproxy; cashdividends/exactfees/15minutequotes/whole-share/PDT unvalidated. OOS is chronological notpristine duepreviousmarketwindowreuse. Parentcannotauthorizeorderwithoutrequiredexits. Thisrule notactiveSep8monthlyentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen notes1011/1014, strategy1121.

Fixed L126/H20 monthly top1positive sector momentum, nineETFs; train2017-20/holdout2021-25/recent2026throughSep4. Parenttimeexitonly20sessions; nonoverlap, nextopenlaggedsignal. 5bpfees+20bpslippageperfill. Signed eventledger independentlyreconciles vectorbt maxUSDerror1.8189894035458565e-12. Fees on everypartial included. {"time":7,"boundary":1}. Data2016floor2684bars/symbol, alladjustedtotalreturnproxy; cashdividends/exactfees/15minutequotes/whole-share/PDT unvalidated. OOS is chronological notpristine duepreviousmarketwindowreuse. Parentcannotauthorizeorderwithoutrequiredexits. Thisrule notactiveSep8monthlyentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen notes1011/1014, strategy1121.

Fixed L126/H20 monthly top1positive sector momentum, nineETFs; train2017-20/holdout2021-25/recent2026throughSep4. Parenttimeexitonly20sessions; nonoverlap, nextopenlaggedsignal. 5bpfees+20bpslippageperfill. Signed eventledger independentlyreconciles vectorbt maxUSDerror1.8189894035458565e-12. Fees on everypartial included. {"time":52}. Data2016floor2684bars/symbol, alladjustedtotalreturnproxy; cashdividends/exactfees/15minutequotes/whole-share/PDT unvalidated. OOS is chronological notpristine duepreviousmarketwindowreuse. Parentcannotauthorizeorderwithoutrequiredexits. Thisrule notactiveSep8monthlyentry. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen notes1011/1014, strategy1121.