Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"stress","period":"recent","return_pct":19.824254694571096,"drawdown_pct":13.053110923837696,"n":26,"win_pct":57.692307692307686,"avgwin_pct":2.7974367058143366,"avgloss_pct":2.0487054393374917,"mean_pct":0.7471457982501014,"quarterKelly":0.06677057220787114,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":6,"daytrades":0,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). Parent has time exit only, not venue-ready stop/target strategy. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.
Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"stress","period":"holdout","return_pct":-40.33272838568423,"drawdown_pct":56.97857905290351,"n":191,"win_pct":47.12041884816754,"avgwin_pct":2.6638921045719104,"avgloss_pct":2.757888187205773,"mean_pct":-0.2031226046927285,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":37,"daytrades":0,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). Parent has time exit only, not venue-ready stop/target strategy. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.
Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"stress","period":"train","return_pct":-55.327371019122126,"drawdown_pct":64.61808586632517,"n":191,"win_pct":46.596858638743456,"avgwin_pct":2.0579540905413096,"avgloss_pct":2.4964007033982627,"mean_pct":-0.37421443815940436,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":34,"daytrades":0,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). Parent has time exit only, not venue-ready stop/target strategy. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.
Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"base","period":"recent","return_pct":29.544734491454207,"drawdown_pct":10.324723875008567,"n":26,"win_pct":61.53846153846154,"avgwin_pct":2.9275334664678354,"avgloss_pct":1.9544654331061804,"mean_pct":1.049841582016291,"quarterKelly":0.08965239800340857,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":6,"daytrades":0,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). Parent has time exit only, not venue-ready stop/target strategy. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.
Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"base","period":"holdout","return_pct":5.824774831534096,"drawdown_pct":45.257728879512406,"n":191,"win_pct":50.26178010471204,"avgwin_pct":2.7956042643107883,"avgloss_pct":2.6305774157315547,"mean_pct":0.09671808837349746,"quarterKelly":0.008649121909726151,"reconciliation_usd":7.275957614183426e-12,"skipped_overlap":37,"daytrades":0,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). Parent has time exit only, not venue-ready stop/target strategy. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.
Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":false,"cost":"base","period":"train","return_pct":-20.769447384957964,"drawdown_pct":42.91665420056017,"n":191,"win_pct":51.832460732984295,"avgwin_pct":2.142545142650252,"avgloss_pct":2.461038450308932,"mean_pct":-0.07488779217825554,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":34,"daytrades":0,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). Parent has time exit only, not venue-ready stop/target strategy. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.
Frozen notes920/924; original protocolanalysis926. {"signal":"total","lookback":5,"horizon":5,"managed":true,"cost":"stress","period":"recent","return_pct":1.3604070565877535,"drawdown_pct":11.262384237747414,"n":29,"win_pct":55.172413793103445,"avgwin_pct":1.6895017579455593,"avgloss_pct":1.9166946729614924,"mean_pct":0.07293094409067401,"quarterKelly":0.010791782806334332,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":2,"daytrades":2,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). PriorATR14 stop1ATR/target1.5ATR,half+1R thenbreakeven. Dailybar stopfirst; openinggapstop atopen;targetcapped; samebarpartial/BE conservative. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.
Frozen notes920/924; original protocolanalysis926. {"signal":"total","lookback":5,"horizon":5,"managed":true,"cost":"stress","period":"holdout","return_pct":-75.91870400199015,"drawdown_pct":76.85378393785132,"n":217,"win_pct":43.31797235023041,"avgwin_pct":1.5490297209481865,"avgloss_pct":2.2943583132213585,"mean_pct":-0.629480547267731,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":9,"daytrades":20,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). PriorATR14 stop1ATR/target1.5ATR,half+1R thenbreakeven. Dailybar stopfirst; openinggapstop atopen;targetcapped; samebarpartial/BE conservative. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.
Frozen notes920/924; original protocolanalysis926. {"signal":"total","lookback":5,"horizon":5,"managed":true,"cost":"stress","period":"train","return_pct":-65.21398190313406,"drawdown_pct":68.00693525199648,"n":199,"win_pct":46.231155778894475,"avgwin_pct":1.5348645639482104,"avgloss_pct":2.2506123034782997,"mean_pct":-0.5005425959243354,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":13,"daytrades":28,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). PriorATR14 stop1ATR/target1.5ATR,half+1R thenbreakeven. Dailybar stopfirst; openinggapstop atopen;targetcapped; samebarpartial/BE conservative. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.
Frozen notes920/924; original protocolanalysis926. {"signal":"total","lookback":5,"horizon":5,"managed":true,"cost":"base","period":"recent","return_pct":10.573748347817723,"drawdown_pct":9.209928516924704,"n":29,"win_pct":58.620689655172406,"avgwin_pct":1.8808093378658008,"avgloss_pct":1.761610708685743,"mean_pct":0.3736010427410241,"quarterKelly":0.04965961131990097,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":2,"daytrades":2,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). PriorATR14 stop1ATR/target1.5ATR,half+1R thenbreakeven. Dailybar stopfirst; openinggapstop atopen;targetcapped; samebarpartial/BE conservative. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.
Frozen notes920/924; original protocolanalysis926. {"signal":"total","lookback":5,"horizon":5,"managed":true,"cost":"base","period":"holdout","return_pct":-53.82508991763504,"drawdown_pct":56.180358581011106,"n":217,"win_pct":46.08294930875576,"avgwin_pct":1.7538384477102555,"avgloss_pct":2.112766405091792,"mean_pct":-0.33092085080513384,"quarterKelly":0,"reconciliation_usd":7.275957614183426e-12,"skipped_overlap":9,"daytrades":20,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). PriorATR14 stop1ATR/target1.5ATR,half+1R thenbreakeven. Dailybar stopfirst; openinggapstop atopen;targetcapped; samebarpartial/BE conservative. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.
Frozen notes920/924; original protocolanalysis926. {"signal":"total","lookback":5,"horizon":5,"managed":true,"cost":"base","period":"train","return_pct":-36.80554424099195,"drawdown_pct":43.98082471696424,"n":199,"win_pct":49.246231155778894,"avgwin_pct":1.739530015157227,"avgloss_pct":2.085063829769727,"mean_pct":-0.2015955041273075,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":13,"daytrades":28,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). PriorATR14 stop1ATR/target1.5ATR,half+1R thenbreakeven. Dailybar stopfirst; openinggapstop atopen;targetcapped; samebarpartial/BE conservative. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.
Frozen notes920/924; original protocolanalysis926. {"signal":"total","lookback":5,"horizon":5,"managed":false,"cost":"stress","period":"recent","return_pct":1.0393441865186537,"drawdown_pct":18.230876399710606,"n":26,"win_pct":50,"avgwin_pct":2.254761679969384,"avgloss_pct":2.0933881645918384,"mean_pct":0.08068675768877273,"quarterKelly":0.00894626230407955,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":5,"daytrades":0,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). Parent has time exit only, not venue-ready stop/target strategy. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.
Frozen notes920/924; original protocolanalysis926. {"signal":"total","lookback":5,"horizon":5,"managed":false,"cost":"stress","period":"holdout","return_pct":-36.976736705474245,"drawdown_pct":49.30964550500777,"n":190,"win_pct":44.21052631578947,"avgwin_pct":2.8212294177669786,"avgloss_pct":2.5517446044152163,"mean_pct":-0.17632451039782457,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":39,"daytrades":0,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). Parent has time exit only, not venue-ready stop/target strategy. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.
Frozen notes920/924; original protocolanalysis926. {"signal":"total","lookback":5,"horizon":5,"managed":false,"cost":"stress","period":"train","return_pct":-59.39769667601406,"drawdown_pct":67.51256800645362,"n":184,"win_pct":44.565217391304344,"avgwin_pct":2.246840359881174,"avgloss_pct":2.587386396691832,"mean_pct":-0.43300273343647055,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":34,"daytrades":0,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). Parent has time exit only, not venue-ready stop/target strategy. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.
Frozen notes920/924; original protocolanalysis926. {"signal":"total","lookback":5,"horizon":5,"managed":false,"cost":"base","period":"recent","return_pct":9.235939327952082,"drawdown_pct":15.74063142504859,"n":26,"win_pct":57.692307692307686,"avgwin_pct":2.2348257190345824,"avgloss_pct":2.146045605258229,"mean_pct":0.3813801587568546,"quarterKelly":0.04266329981668615,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":5,"daytrades":0,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). Parent has time exit only, not venue-ready stop/target strategy. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.
Frozen notes920/924; original protocolanalysis926. {"signal":"total","lookback":5,"horizon":5,"managed":false,"cost":"base","period":"holdout","return_pct":11.442071121226771,"drawdown_pct":35.71848176882496,"n":190,"win_pct":47.89473684210526,"avgwin_pct":2.900222525198628,"avgloss_pct":2.4286553253557512,"mean_pct":0.1235966978045038,"quarterKelly":0.010654070224838968,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":39,"daytrades":0,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). Parent has time exit only, not venue-ready stop/target strategy. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.
Frozen notes920/924; original protocolanalysis926. {"signal":"total","lookback":5,"horizon":5,"managed":false,"cost":"base","period":"train","return_pct":-29.484978142143003,"drawdown_pct":49.94184042713405,"n":184,"win_pct":49.45652173913043,"avgwin_pct":2.317963659019453,"avgloss_pct":2.532941860042203,"mean_pct":-0.13385271746279684,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":34,"daytrades":0,"lag":2}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal two sessions before entry (one full skipped session). Parent has time exit only, not venue-ready stop/target strategy. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.
Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"stress","period":"recent","return_pct":-16.74213253388731,"drawdown_pct":31.235249486976446,"n":31,"win_pct":48.38709677419355,"avgwin_pct":1.7318792186366745,"avgloss_pct":2.685038819370337,"mean_pct":-0.5478204138830733,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":1,"daytrades":3}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal prior close. PriorATR14 stop1ATR/target1.5ATR,half+1R thenbreakeven. Dailybar stopfirst; openinggapstop atopen;targetcapped; samebarpartial/BE conservative. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.
return-16.74
drawdown31.24
win rate48.39
sample31
average win1.73
average loss2.69
mean trade-0.55
quarter Kelly0
day trades3
overlaps skipped1
reconciliation USD0
actual allocation0
EGTX combined date, trend, cost and execution gates
Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"stress","period":"holdout","return_pct":-72.96511939062655,"drawdown_pct":73.57239554301023,"n":214,"win_pct":47.66355140186916,"avgwin_pct":1.294579716528172,"avgloss_pct":2.3027721599953983,"mean_pct":-0.5881464992224815,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":11,"daytrades":33}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal prior close. PriorATR14 stop1ATR/target1.5ATR,half+1R thenbreakeven. Dailybar stopfirst; openinggapstop atopen;targetcapped; samebarpartial/BE conservative. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.
return-72.97
drawdown73.57
win rate47.66
sample214
average win1.29
average loss2.3
mean trade-0.59
quarter Kelly0
day trades33
overlaps skipped11
reconciliation USD0
actual allocation0
No allocatable event edge from three censored live losses or clinical significance
Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"stress","period":"train","return_pct":-49.83213221076598,"drawdown_pct":64.83902029350193,"n":222,"win_pct":48.64864864864865,"avgwin_pct":1.5593162934500748,"avgloss_pct":2.0317195556956738,"mean_pct":-0.28472914259774196,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":9,"daytrades":34}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal prior close. PriorATR14 stop1ATR/target1.5ATR,half+1R thenbreakeven. Dailybar stopfirst; openinggapstop atopen;targetcapped; samebarpartial/BE conservative. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.
Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"base","period":"recent","return_pct":-8.627661425036425,"drawdown_pct":27.637272325848205,"n":31,"win_pct":51.61290322580645,"avgwin_pct":1.9207218149502172,"avgloss_pct":2.563401698034291,"mean_pct":-0.2490153687519642,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":1,"daytrades":3}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal prior close. PriorATR14 stop1ATR/target1.5ATR,half+1R thenbreakeven. Dailybar stopfirst; openinggapstop atopen;targetcapped; samebarpartial/BE conservative. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.
Frozen notes920/924; original protocolanalysis926. {"signal":"intraday","lookback":5,"horizon":5,"managed":true,"cost":"base","period":"holdout","return_pct":-48.626163252452095,"drawdown_pct":53.41515686636533,"n":214,"win_pct":50.467289719626166,"avgwin_pct":1.5224578927170382,"avgloss_pct":2.135570300510461,"mean_pct":-0.28946261420873237,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":11,"daytrades":33}. Country ETF lowest negative prior5session signal among prior20daymedian dollarvolume>=5m; first weekly session open, one lot, skip overlapping entry, fifthsessionclose. Signal prior close. PriorATR14 stop1ATR/target1.5ATR,half+1R thenbreakeven. Dailybar stopfirst; openinggapstop atopen;targetcapped; samebarpartial/BE conservative. Perfill zero or base5bpfee+5bpslip,stress5+20. Cash ledger reconciled to vectorbt events. Returns on fully deployed model strategy sleeve, not account allocation; fractional diagnostic, whole-share/PDT/15min/cashdividend unvalidated. Training2016-2020 (requestedpre2016missing),holdout2021-2025,recent2026throughSep4; periods previouslyinspected forotherstrategies. Recentpositivecannotrescuefailedtraining/coststress. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No proposal based on this individual cell.