Stats

Premises:1 Regime indicators are jointly descriptive, not independentvotes.2 Adjacentvertical/calendar relationships require matchingrights and synchronousquotes.3 Long-onlyvenue cannot lock a spread even if a relationshippersists. FromSep4adjustedbars PATHclose15.19,EMA20/60=16.4553/14.2346,RSI14=45.27,ATR14=.95883:belowshorttrendbutaboveintermediatetrend,ambiguousdirectionafter16.63%earningsdaydecline. RIOT21.8,EMA20/60=20.1661/21.0622,RSI55.55,ATR1.62361:positive trend doesnotindependentlysupportcheapputdirection. ETHA18.52,RSI66.63,ATR.7706;EWJ98.28,RSI63.72,ATR1.19086. ATRsimple14TR,RSIWilder14,EMAspan20/60. Never multiplythese correlatedindicators into confidence. Across49chains,adjacentstrictbid>ask+.002 yields132verticalmonotonicity and276calendarmonotonicityflags.77cheapasks<=.08;64alsopositiveownbid+sizes;54quoteswithin2seconds. Onlyoneof64alsoown-model.8sigma surplus:PATHSep11C18 vsC18.5,cheapask.02/dearbid.05,gap.03 BUT57.086secondtimestampgap;Tuesdaylowfair.002094fails. Thuszero simultaneously2secsynchronous+affordable+lowvolownvaluepasses. ExampleXLESep18C70ask.08 vsC71bid21.61 looks21.53gap, butdearquoteDec4 2025 vscheapSep4 2026,23669999secapart. Rejecttimestampartifact beforeeconomicstory;unverifieddeliverablescancompoundproblem. ETHASep11C21.5ask.02/C22bid.04 within.183sec isindicativeonly,ownvaluefails;October5splitmonitor36 remainsrelevantforlaterexpiries. SynchronousderivativequotesstillnotOPRA. All408flagrows recorded; noassertionthatsampledchainfairorwholemarketnoedge. Sources https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative ; /ETHA ; /PATH ; https://runway.adityaperswal.workers.dev/data/stock-bars ; https://docs.alpaca.markets/us/docs/historical-option-data ; https://www.optionseducation.org/advancedconcepts/put-call-parity .

Premises:1 A cheap-option screen needs independent payoff evidence.2 A stock rule is only directional context and cannot supply option win/loss probabilities.3 Signals must precede fills and costs must be explicit. Python vectorbt research/backtest.py: adjustedSIPdailyOHLC2024–Sep4 2026,mean-reversion z=(C-MA20)/sampleSD20. Enterlong atnextopen afterz<-2;exitnextopen afterz>=0. Training2024–25,holdout2026;fee5bp+slippage10bp eachside. Fixedneighbors1.5/2.5reported separately,notchosenaftertest. Base trainingreturn 33.3982%,N6;holdoutreturn 6.6084%,drawdown 6.0821%,winrate 100.0000%,N3. Stocks marked atclose,openpositions separatelyrecorded, no15minstop/targetsimulation oroptionexecution. Universe selected from currentresearch createsselectionbias; chronologicalholdoutnotprospectiveblindtest. TinyN cannotestablish robustp/W/L; unknownoptionholdout remains0. No currentmean-reversionentry ortradableoptioninference authorized. CLI was alsorun but its implementationusestodayclose andreturnsflatoncez>-entry;--exit0isignored forsingle-name mean-reversion, so it is a distinctrule, not replication ofholduntilmean. Codeinspection /app/agent/dist/backtest/strategies.js:meanReversion andengine.js confirmsnoexplicitfee model andsamecloseexecution. DifferencesinCLI/vectorbtreturnstemfromrules,timing,costs,sampleperiod,notnecessarilydataerror. Source https://runway.adityaperswal.workers.dev/data/stock-bars .

1 Startemptybook, supplycash278.67, equity850.99. Liveledger https://runway.adityaperswal.workers.dev ; noopen/pendinglotsandnothingtoEXIT/ADJUST. Twooperatorliquidationwins do not estimate lossdistribution. 2 Discovery895 covers13155directoryrows,12645snapshots,1930matchedfreshliquidnonETFrows;13foreignnamesand9crypto. Nasdaq https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqtraded.txt ; feeds https://runway.adityaperswal.workers.dev/data/stock-snapshots and https://query1.finance.yahoo.com/v8/finance/chart/ . Full448archiveparts savedandreadbackbyte-exact,manifest884SHA256; reportedcoverageexcludes384preferredsyntaxand126missingnonpreferredsnapshots. NoallglobalorOTCcoverageclaimed. 3 Fundamental828 andconsequences845 identify actualqualifiedmaterial/cablecashbenefits butworkingcapital,upstreamdependencyandfundingrisks. Supplement11136: TITNmarginrecovery18.6% accompanies9.2mnetloss andH1CFO-25.1m,notshortagepricing. https://www.sec.gov/Archives/edgar/data/1409171/000162828026059170/afy27q2ex991earningsrelease.htm . Supplement11138 TSMC67.7%marginshowsreportedcapture, but raised60–64bncapex andpartialAsianpricebarleavefuturecash/executionunvalidated. https://www.sec.gov/Archives/edgar/data/1046179/000104617926000451/a2q26e_withguidancexfinal.htm ; transcriptURLin11138. 4 Backtests825/826 andstats831 rejectentry: ATItrain-19.7981%/holdout+27.0245%N21,meanCIincludeszero;IRENholdout-26.4354%N9. Neitherentrysignaltrue. https://runway.adityaperswal.workers.dev/data/stock-bars . ATI8.52%pointquarterKellyisnotauthorizedsize; proposed0 underselection/training/uncertaintygates. Technical844oneATIshare5%risk10.53375 exceeds8.5099budget. Simulation832doesnotcurefailedvalidation. 5 Validity: numericnetedgeandcurrenteligibilityrequired, failedgates -> cash. Soundnessboundedbyhistoricalcurrenttickerselection,feed/datesanddailyexecutionmodel. Notproofallfutureopportunitiesbad. StrongcounterargumentATIpositivestressholdout17.9664%; retainfundamentalwatchwithoutretuningorignoringfailedtraining. 6 Fixexecutioncoverage: canceledtruncated66,scheduled73sameprimaryscopeplusATI/IREN. Remoteactual02:15:29 exit0,1413chars,ENDmarkerverified,24daily runsremain. Carrier39next03:01 before04research. ExistingASPI43/BWEN69/QFR58monitorsretained;nounverifiednewdatecreated. Noordersandnonequeued;newfundunwarranted. Remaininggaps: exact15minfills/+1Rmanagement, prospective stockedge,currentcapacitycash, preferred/OTCcoverage, FX/ADRmapping andforeignhistoryinconsistency. Funding349.01gap changesneithersizingnortargets. Finishedabout18minutesof42,final5minutephaseprotected; nooverrunthreadborrowedfromfinish.

Premises:1 A cheap-option screen needs independent payoff evidence.2 A stock rule is only directional context and cannot supply option win/loss probabilities.3 Signals must precede fills and costs must be explicit. Python vectorbt research/backtest.py: adjustedSIPdailyOHLC2024–Sep4 2026,mean-reversion z=(C-MA20)/sampleSD20. Enterlong atnextopen afterz<-2;exitnextopen afterz>=0. Training2024–25,holdout2026;fee5bp+slippage10bp eachside. Fixedneighbors1.5/2.5reported separately,notchosenaftertest. Base trainingreturn 9.7869%,N5;holdoutreturn 69.5250%,drawdown 23.7288%,winrate 75.0000%,N4. Stocks marked atclose,openpositions separatelyrecorded, no15minstop/targetsimulation oroptionexecution. Universe selected from currentresearch createsselectionbias; chronologicalholdoutnotprospectiveblindtest. TinyN cannotestablish robustp/W/L; unknownoptionholdout remains0. No currentmean-reversionentry ortradableoptioninference authorized. CLI was alsorun but its implementationusestodayclose andreturnsflatoncez>-entry;--exit0isignored forsingle-name mean-reversion, so it is a distinctrule, not replication ofholduntilmean. Codeinspection /app/agent/dist/backtest/strategies.js:meanReversion andengine.js confirmsnoexplicitfee model andsamecloseexecution. DifferencesinCLI/vectorbtreturnstemfromrules,timing,costs,sampleperiod,notnecessarilydataerror. Source https://runway.adityaperswal.workers.dev/data/stock-bars .

Premises:1 A cheap-option screen needs independent payoff evidence.2 A stock rule is only directional context and cannot supply option win/loss probabilities.3 Signals must precede fills and costs must be explicit. Python vectorbt research/backtest.py: adjustedSIPdailyOHLC2024–Sep4 2026,mean-reversion z=(C-MA20)/sampleSD20. Enterlong atnextopen afterz<-2;exitnextopen afterz>=0. Training2024–25,holdout2026;fee5bp+slippage10bp eachside. Fixedneighbors1.5/2.5reported separately,notchosenaftertest. Base trainingreturn -12.7963%,N7;holdoutreturn -10.0772%,drawdown 34.3894%,winrate 66.6667%,N3. Stocks marked atclose,openpositions separatelyrecorded, no15minstop/targetsimulation oroptionexecution. Universe selected from currentresearch createsselectionbias; chronologicalholdoutnotprospectiveblindtest. TinyN cannotestablish robustp/W/L; unknownoptionholdout remains0. No currentmean-reversionentry ortradableoptioninference authorized. CLI was alsorun but its implementationusestodayclose andreturnsflatoncez>-entry;--exit0isignored forsingle-name mean-reversion, so it is a distinctrule, not replication ofholduntilmean. Codeinspection /app/agent/dist/backtest/strategies.js:meanReversion andengine.js confirmsnoexplicitfee model andsamecloseexecution. DifferencesinCLI/vectorbtreturnstemfromrules,timing,costs,sampleperiod,notnecessarilydataerror. Source https://runway.adityaperswal.workers.dev/data/stock-bars .

Start state: crypto ledger rechecked at02:16UTC shows only closed trade10, no open or pending positions. Fund cash235.86, account equity850.99. Goal: repeatable net profit. Binding constraint: independently validated entry/exit expectancy. Premise1: Frozen RSI2 trend-pullback hourly holdout loses41.79–51.78% over85–120 closed trades per asset. Net expectancy BTC−.555%,ETH−.703%,SOL−.608%,LTC−.786%,LINK−.579%,UNI−.512%,XRP−.651%; all block-bootstrap95% intervals below zero. QuarterKelly=max(0,.25*(p−(1−p)/(avgwin/avgloss)))=0 for every asset. Premise2: Daily holdout has0–2 closed trades, insufficient for payoff calibration, and none of seven current daily entry conditions is active. Small positive LTC/LINK daily outcomes each haveN1. Premise3: BroaderUS/overseas research finds no independent corporate or token entry edge: UNI peakburn cannot be annualized; Metaplanet authorization has zero disclosed executed purchases; IREN is transitioning to AI; ETF/stablecoin levels do not establish fresh inflows. Premise4: Liquid returned principal remains3400BTC, while authenticated control and current pegouts remain unverified. This is operational uncertainty, not a calibrated directional trade. Conclusion: No PROPOSE, EXIT, ADJUST or FUND. Zero size; caps212.7475perposition/235.86fund/8.5099plannedrisk remain ceilings, not allocations. No positions require R/target/time-horizon adjustments. Validity: necessary evidence gates fail, so stand-down follows. Soundness is limited to measured rules and sources, not every crypto strategy. Strong counterargument: trend continuation could reward simply buying; but current exposures do not supply independent after-cost edge, and optimizing on this holdout would contaminate it. Who benefits from unvalidated turnover: venue/market makers. Fees reduce principal, then risk capacity, then runway. The349.01monthly shortfall cannot change sizing or targets. Record references: screen897,statistical827,simulation846,technical847,quality900,backtests837–843/853/886/889–893, custody821,fundamentals829/835/836/896. Gaps: pristine prospective validation, actual15min exits/profit management, authenticated service, current onchain burn/flow history, liveAssets/overseas execution. Jobs69/70firstscheduled execution failed503; remainarmed for02:30/02:45 retries, funding71verified6/6fresh. Monitor70armed04UTC. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; primaryissuer/custodyURLs in cited recordedanalyses. No orders placed.

Premises:1 Model value must cover ask,exitspread andfees.2 Forecast variance is uncertain and completedjumps maynotrecur.3 Americanexercise mustbemodeled, whiledividends/deliverables stillneedverification.49selectedchainfeedsSep11–Oct16 fullypaginated36,908standard-rootcontracts;3,209asks<=.08;1,252positivebid+bothsizes;41baselinepasses,4at.8sigma. Saved all evaluatedinputs,IV,Greeks/timestamps andvalues in observationbatches. AdjustedSIPdailybars2024–Sep4 2026;forecastannualvariance252*(.5samplevar20+.5EWMA.94ofsquaredlogreturns),r.04,q0assumed;CRRAmerican200steps dt=T/N,u=exp(sigma*sqrt(dt)),d=1/u,p=(exp(rdt)-d)/(u-d),discountedbackwardexpectationmaxintrinsic. TcalendarfromSep4close;hurdleask+.5(ask-bid)+.002;fee.20USDscenario notverified. Forecastcheck2026nonoverlap10sessionwindows,N16/name;QLIKElosslog(v)+realized/v vsRV60. Only17/49better,meanlossdiff+.016576;PATH+.039230,RIOT+.027439,ETHA+.124452,EWJ-.003464. Nominalchronologicalholdout,notunselecteduniverse: namesselectedusingSep4census, no untouchedoptionpayoffdata. PATHS15.19,sigma88.8646%:Oct2P12bid.01ask.07 fair.291626 low.145127 vs.102hurdle;Oct16P11 .05/.07 fair.273345 low.125015 vs.082;Sep11C18 .01/.02 fair.078989 low.028421 vs.027. RIOTS21.8,sigma94.7884% Sep11P19 .07/.08 fair.201134 low.093856 vs.087. 400/800meshes agree within.00030 on finalists. CounterexampletoPATHforecast:Sep4logreturn-.181883,removingonlythatreturn lowerssigma58.5079%,fairvalues.067980/.052760/.008935,allbelowhurdles. This is sensitivity,notauthorizednewforecast. AdvancingclocktoTuesday13:30UTC withfrozenS/ask dropsshortPATHlowfair.002094 andRIOT.015250,bothfail. PATHlongputsretainlowclockvalue butjump-sensitivityfails. Unknownactualfees,dividends,deliverables andfuturequotesremain; nooptiontradep/W/L. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative and/RIOT ; https://docs.alpaca.markets/us/docs/historical-option-data .

Freshdownloadfullypaginated daily/hourly throughSep7. HourlypagesBTC161,ETH154,SOL109,LTC148,LINK161,UNI162,XRP81; dailyonepageeach. ExcludeallSep8bars. Afterlast>3hourgap:SOLstartsAug26 2024;LTC/LinkFeb6 2023;UNIstartsOct11 2025andXRPJan20 2025. UNIhourlydevelopmentthereforeonlyOct11–Dec31,notfull3years; limitsgenerality,doesnotrescueholdoutloss. All2026hourly5999bars,onehourmissing. Aug25–Sep7audit336hours/14dayseach:dailyhigh/lowandvolumeaggregatesmatchfloatingtolerance; BTCmaximumclosegap.002113%,others0. ThusrecentADR14 usableasdescriptiveperiodmeasure,notblanketvalidationofolderdataor15minfills. BTC/ETH/SOLcurrentquote cost~.542/.519/.589% roundtrip,LTC1.118%exceedsnominal1.1%stressbeforeadditionalimpact. Premises1 recentqualityimproved;2 historicgapsmustnotbespliced;3 strongnetnegativehourlyrulesremainrejected. Conclusionno furtherexitoptimizationonfailedholdout. Counterexamplelowerfees/differenthorizonmayhelpfuturepreregisteredstudy,notpresentallocation. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots . Exactper-symbolquality/aggregationandhourlyindicatorsrecorded.

Premises:1 Widening requires a denominator, not only popular names.2 Listings, returned snapshots, current observations and optionability are distinct.3 IEX-only liquidity is incomplete and cannot be trusted as consolidated ranking. Nasdaq primary directories bothfilecreatedSep4 21:31;13,155unique non-test symbols,includingETFs/units/warrants/preferreds. Parser preserves NA ticker via keep_default_na=False.384unsupported syntax explicitly excluded;12,771requested syntax-supported symbols. Initial SIP403 and unthrottledIEX429/special-symbol errors invalidated partial1497 ranking. Recovery reused successful responses and throttled missingrequests; final12,646returned,12,488positiveclose,8,068Sep4dailybars,4,578other/missingbardates;125syntax-supportedunreturned,509totalnotreturnedincludingunsupported. Finalretrybatches0HTTPfailures. All measured census rows recorded in compact record_observation batches; scripts research/census.py/recover_final.py and raw snapshots retained locally. Missing rows are not zero liquidity; old bars are not current signals. Exploratory IEX dollarvolume and range surfaced IOT/PATH/SNDK/SNPS/IREN plus semiconductors; country,metal,sector andcrypto-linked ETF optioncohort extends outside that selection. Chain coverage separately49names,notall13,155. Eight internationalproviderquotes includeTokyo/HongKong/Germany/London/indexes/FX withunalteredcurrencies andtimestamps; codechartPreviousClose anchors5drange, so reportedchangePct must NOT be calleddailyreturn. Directforeign listed-option venueeligibility unavailable; useUS-listedcountry/cryptoETF proxies for mandate, notspotdirectional diversion. Resolution cents/individualcontracts; no inference thatuncoveredmarkets lack mispricing. This is data/coverage audit, not validatedalpha screener. Sources https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt ; https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex ; https://query1.finance.yahoo.com/v8/finance/chart/7203.T?range=5d&interval=1d .

Premises:1.NasdaqTrader primary nasdaqlisted+otherlisted files stamped0904202621:31, retrievedSep8, enumerate13155unique non-testissues. SymbolNA preserved as text. 384unsupportedformats(mainly$preferrednotation)excludedwithnamedrows;12771standardformatsrequested,12682returnSep4dailySIPbars,89no-return. InitialSIPsnapshots403,thenhistoricalbatchesfailedbecauseABR$D poisoned400symbolrequests;repairedformatfilter gives0batcherrors.2.Completeddayclose>=5,price*volume>=10m andsecuritydescriptionfilter yields3261. Boundedhistorytop600bydollarvolume plusfixedETFs=605requested;600have>=100observations;5short-history excluded. Cached1019symbols includespartialpass414extras,NOT1019finalranked. Derive63sessionmomentum/annualvol,20daymedianprice*volume,ATR14/MA100;100observationminimum andliquidity10m. All600rows recorded100packedobservations;partial594rows retainedasdiagnosticonly.3.29prelistednonUScandidates,28returned andROG.SWmissing;localcurrency63daysimpleprice returns notFXconverted/totalreturn,datesSep4/7,notallnonUSlistings.4.Alpaca supporttable36USDpairs,all36dailyseriesreturned;stablecoinsseparatefromdirectionaledge. Venuevolumeisnotglobalvolume.5.Currentcensus excludesdelistedhistory andselectsrecentliquidity;noneoftheseranksbackfilledasunbiasedstrategy. Original allUSrequest is listingfiltercoverage,notcompletepricehistoryforeverylisting. Sources https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt https://runway.adityaperswal.workers.dev/data/stock-bars https://alpaca.markets/support/what-cryptocurrencies-does-alpaca-currently-support https://runway.adityaperswal.workers.dev/data/crypto-bars https://query1.finance.yahoo.com/v8/finance/chart/ . Conclusionwatchranksonly,0validatedentries;missingformats/delistings/FX/venueandlimit600namedgaps.

Sep8 census: NasdaqTraderdirectories13154unique non-testUSlistings,142crypto-relatedkeywordmatches,IEXsnapshots142keysperiodSep4. Fullname-stagecoverage,notfullfinancialcoverage; missedrenamedtreasuryfirmsandfalsepositivespossible. HighestreportedIEXdollarvolumeBITO103.44m,IBIT98.76m,MSTR69.85m,IREN47.99m,BMNR43.20m,COIN32.99m,ETHA31.95m. Reject: BITO/IBIT/ETHAproxywrappersnotindependentalpha,stocksessionstale;MSTR/BMNR/COINunvalidatedcorporate/capitalstructureandpriceedge;IRENAIpivotdocumented835. Overseas7validproxies3350.T,3825.T,3189.T,0434.HK,ADE.DE,BTCW.SW,DAPP.L acrossJapanHKGermanySwitzerlandUK;BC8.DEBechtlefalsecandidateexcluded. Metaplanetbuybackexecutionzero,othernameslackvalidatedvenueFX/economics/rule;noneproposed. SourceCLIworld5dchangePctNOTdailycorrectedusingtimestampedbars;EuropeanbarSep4versusquoteSep7nonsynchronous. Crypto36/36publishedUSDinventory;top10reported7dayUSDturnover USDC7.860m,BTC.987m,USDG.403m,ETH.395m,SOL.249m,XRP.238m,UNI.159m,LTC.152m,LINK.145m,USDT.087m. USDGonly3of7days,notcertifiedranking/liveAssets; stablestalequotesexcludedfromentry. Sevenvolatilepairscostedtesteddaily/hourly. Premises1 wideningcoveragefindsstructureandnewcandidates;2 noindependentlyvalidatednetedge;3 rawranknotauthorization. Conclusionretaincash, noFUNDspinoutwithoutnumericedge. Sources https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt ; https://runway.adityaperswal.workers.dev/data/stock-snapshots ; https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://query1.finance.yahoo.com/v8/finance/chart/ . Source-levelobservationssaved.

Sep1issuerPDF reportsAugust0shares/JPY0repurchasedandcumulative0underOct28 2025resolution.Authority150mshares/JPY75bnthroughOct28 2026;issuedex-treasury1,345,313,741Aug31.Premises1 authorizedceilingnotcashdemand;2 noexecutedAugustsupport;3 currentlyverifiedBTCNAV/dilutedcapitalandFXexecutionmissing.Conclusionrejectbuyback-floorentry,retainresearchonly.CounterexampleissuercouldstartinSeptember,butthatrequiresnewdisclosedexecution,notassumption.FromOct29starttoAug31cumulativeexecution0%ofceiling;not75bnactualsupport. CurrentYahooJPXquote263JPYtimestampSep8 01:56,versusSep7bar271≈−2.95%,20bar+12.88%;earlierCLI−12.33%uses5dchartbaselineNOTdailyreturn. Identityconfirmed3350Metaplanet. Who benefitsfromheadlineauthorizationexistingholders;firstorderactualbuybacksreducecash/shares,secondorderchangeBTCpershareandfunding,thirdorderpremiumdynamicsmayaltertreasurygrowth,butzerodisclosedexecutioncannotpowerthatcausalchain. Source https://contents.xj-storage.jp/xcontents/33500/16a47b00/00a7/418e/b278/f006c235f57e/140120260901530010.pdf ; https://query1.finance.yahoo.com/v8/finance/chart/3350.T . No priceedgebacktest/numericKellyforproxy;allocationzero.

USdirectory https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqtraded.txt :13155non-testlisted securities,includingETFs/warrants/preferreds,not13155operatingcompanies. Initialmixedrequests400frompreferredsyntax; excluded384$symbols andslowerretried429batches. Final12645snapshots,12353validpricepairs,7226matchingSep4/Sep3;1930nonETFclose>=3 andIEXclose*volume>=1mUSD. Source https://runway.adityaperswal.workers.dev/data/stock-snapshots . Rankone-dayreturns fordiscoveryonly; no claimthatscreenitselfbacktested orprofitable. NX+21.1783%/TITN+14.7857% pointtobuilding/agriculturecycles,notautomaticallyshortages; BIAF/TYRAmedicaleventsoutsidephysicalbottleneckfocus, AEHR/AXTIexistingfailedwatches,IRENrequires826nettest. ATI/HWM/CRS independentlyselectedthroughprimaryqualified-materialchain,notclaimedtopranked. Entiremeasuredtablearchived,notsurvivorstoplistonly. Missing126non-$directorysymbols plus384preferredsyntax,noOTCcensus,currentlisting survivorship,feed-specificvolume andnointradayfreshUSprices. Foreign13selectedmandaterelevantnames acrossJapan,Europe,Canada,Australia,Korea,Taiwan, notallgloballistings. https://query1.finance.yahoo.com/v8/finance/chart/ ; prior20highAND50daytrend yields2provisional signals000660.KS/2330.TW, bothpartialSep8session. SKhynix20bar+30.3521%,TSMC+3.3403%. KAPmetadatastale2022but3monthhistorySep4/35bars; cannotcall35barmeanSMA50. EuropeanhistoryendSep4despiteSep7metadata,unresolvedversiongap. NoFX/ADRvenuevalidation orvalidatedforeigntradeedge. Crypto9/9snapshotshttps://runway.adityaperswal.workers.dev/data/crypto-snapshots :completedSep7activityproxyBTC82648USD/SOL48209/ETH43006; notglobalvolumes. SpreadsETH1.995bp/BTC3.459/PAXG117.613; asynchronousminutesold,notnettradingcost. Currentdaypartial,nostatisticalscarcitysignal orphysicalredemptionverified. IRENpowerredeployment fitsmandate; majorprice-onlysignals donotestablishadditionalfund. Allscreensremainuntrustedfororders untilindependentpayoffvalidation. 825/826 testselectedstocks, notbroadcross-sectionalrankrule. Rawmeasurements/dates in10642–10684 and448partarchive.

START all49.14Catalystcash,850.99equity,0holdings/queued(context); GOAL repeatablepre-eventbasehits; BINDING constraint independentlyvalidated feasible netedge,notcapitalshortfall. Premises1 own3losses/2operatorcensored providesnoallocatableedge (851).2 NewPLAY dateSep14 https://ir.daveandbusters.com/news-releases/news-release-details/dave-busters-entertainment-inc-report-second-quarter-2026 leavesfourregularsessions; fixedtest848 train-13.155%,holdout+6.879%N6butmeanCI[-4.485,7.251]%,stop/targetnetRR1.382<1.5(849),genericMonteCarlomean-.0615%(850).3 Fundamental adjustedFCF25.3mincludes16.8massetfinancing,organic8.5m; actualQ2turnaroundunknown (834).4 Othernewprimarydates haveuntestedpayoffs/foreigneligibility; CANbeforeopenhasnoregularrunup; cryptoissuertransmissionunproved (854/855). CONCLUSION noPROPOSE/EXIT/ADJUST/FUND,adoptedquarterKelly0. Validity: failednecessarygatesentailcash; soundness limitedselectedcohort,missinghistoricaladvancenotices,15minfills,venue429,YahoostalenessandforeignFX. StrongcounterargumentPLAYholdout2/3winsandcoststressstillpositive mayrally; notenoughtooverridenegativetraining/wideinterval. Wouldchangeprioronlywithindependentpositivecostrobustactual-windowedge andfreshquotes/gapmodel,notonegoodrealization. Newcalendarcoverage206US/391foreignisdiscovery,notexhaustiveprimarycensus;NASDAQAPI23timeouts,paginationunread. Existing20monitorsretained,newPLAYmonitorcaprejected; registeredjob72preserves30checks+PLAYRSS andstaticglobalreviews,notexactreviewexecution. Othercollectorscover02:30GRALand03:15IONS/MIRM/GIS before04UTCrun. Noordersorpublicsocialmessagesfrommanager. Finishrecordphasebegan02:11UTC,within43planned/45hard; remainingresearchbudgetnotneeded.

Frozen875 rule priorclose>SMA100 andEWMA RSI2<10,exitRSI2>70or10bars,nextadjacentopen,longonly.100observationsperfrequency.Vectorbt25bpfee/side+10bpbaseline/30bpstressslippage. Development2023–25afterlast>3hourgap; thresholds5/10/15, fixed2026Jan1–Sep7chronologicalholdout(previouslyseenmarket,notpristine). {"quality":{"symbol":"XRP","timeframe":"1Hour","original":23501,"used":14292,"duplicates":0,"removed":9209,"missing":2,"start":"2025-01-20 10:00:00+00:00","end":"2026-09-07 23:00:00+00:00"},"holdout":{"symbol":"XRP","timeframe":"1Hour","window":"holdout","threshold":10,"slippage":0.001,"bars":5999,"return_pct":-42.82570477890381,"drawdown_pct":44.86229276477288,"n":85,"win_rate_pct":27.058823529411764,"avg_win_pct":0.5460677858299541,"avg_loss_pct":1.0952577582837828,"expectancy_pct":-0.6511343757588893,"quarterKelly":0,"open_trades":0},"stress":{"symbol":"XRP","timeframe":"1Hour","window":"holdout","threshold":10,"slippage":0.003,"bars":5999,"return_pct":-59.30509339429697,"drawdown_pct":59.68070336243751,"n":85,"win_rate_pct":12.941176470588237,"avg_win_pct":0.5796413244524654,"avg_loss_pct":1.290791891380912,"expectancy_pct":-1.048735828155416,"quarterKelly":0,"open_trades":0},"development":[{"threshold":5,"slippage":0.001,"return":-24.76771035849887,"n":73,"dd":35.87965542823659,"winrate":31.506849315068493},{"threshold":5,"slippage":0.003,"return":-43.81896429467172,"n":73,"dd":50.855912276406954,"winrate":19.17808219178082},{"threshold":10,"slippage":0.001,"return":-59.55814540303963,"n":143,"dd":59.55814540303959,"winrate":30.76923076923077},{"threshold":10,"slippage":0.003,"return":-77.17485509735272,"n":143,"dd":77.17485509735262,"winrate":16.783216783216783},{"threshold":15,"slippage":0.001,"return":-74.67154765503454,"n":195,"dd":74.72744258018136,"winrate":28.717948717948715},{"threshold":15,"slippage":0.003,"return":-88.38932443237886,"n":195,"dd":88.391707089817,"winrate":15.384615384615385}],"bootstrap":{"symbol":"XRP","n":85,"block_length":5,"simulations":20000,"expectancy_pct":-0.6511343757588893,"mean_ci95_pct":[-0.8584502338739616,-0.41448495916030775],"prob_mean_positive":0}} Bootstrapseed875,circular5tradesequences,20000drawsdescriptiveuncertainty,zeroobservedpositivemeansnotzerotrueprobability. Premises1netexpectancynegative;2dailyN0–2insufficient;3actual15minstop/target/profitmanagementuntested. Conclusionreject,sizezero. MarkedLINK/UNIreturnsincludeoneopenpapertradeeach,winrateexcludesopen. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Code test_rule.py,results_1Hour.json,audit.py.

Frozen875 rule priorclose>SMA100 andEWMA RSI2<10,exitRSI2>70or10bars,nextadjacentopen,longonly.100observationsperfrequency.Vectorbt25bpfee/side+10bpbaseline/30bpstressslippage. Development2023–25afterlast>3hourgap; thresholds5/10/15, fixed2026Jan1–Sep7chronologicalholdout(previouslyseenmarket,notpristine). {"quality":{"symbol":"UNI","timeframe":"1Hour","original":32266,"used":7961,"duplicates":0,"removed":24305,"missing":2,"start":"2025-10-11 05:00:00+00:00","end":"2026-09-07 23:00:00+00:00"},"holdout":{"symbol":"UNI","timeframe":"1Hour","window":"holdout","threshold":10,"slippage":0.001,"bars":5999,"return_pct":-41.78763242330499,"drawdown_pct":44.4954523319537,"n":104,"win_rate_pct":40.38461538461539,"avg_win_pct":0.7193687316929325,"avg_loss_pct":1.3462806971664834,"expectancy_pct":-0.5120761201271039,"quarterKelly":0,"open_trades":1},"stress":{"symbol":"UNI","timeframe":"1Hour","window":"holdout","threshold":10,"slippage":0.003,"bars":5999,"return_pct":-61.675092079586506,"drawdown_pct":62.94367198080144,"n":104,"win_rate_pct":21.153846153846153,"avg_win_pct":0.778952546171909,"avg_loss_pct":1.3634287378036387,"expectancy_pct":-0.9102326969626574,"quarterKelly":0,"open_trades":1},"development":[{"threshold":5,"slippage":0.001,"return":-13.401123365081894,"n":16,"dd":13.401123365081924,"winrate":25},{"threshold":5,"slippage":0.003,"return":-18.7698432906609,"n":16,"dd":18.769843290660894,"winrate":18.75},{"threshold":10,"slippage":0.001,"return":-27.33277520899834,"n":25,"dd":27.332775208998328,"winrate":20},{"threshold":10,"slippage":0.003,"return":-34.24800443696814,"n":25,"dd":34.248004436968095,"winrate":20},{"threshold":15,"slippage":0.001,"return":-33.74496362267168,"n":35,"dd":33.744963622671655,"winrate":34.285714285714285},{"threshold":15,"slippage":0.003,"return":-42.400673432519355,"n":35,"dd":42.400673432519255,"winrate":22.857142857142858}],"bootstrap":{"symbol":"UNI","n":104,"block_length":5,"simulations":20000,"expectancy_pct":-0.5120761201271039,"mean_ci95_pct":[-0.764564235168074,-0.2630579904240895],"prob_mean_positive":0}} Bootstrapseed875,circular5tradesequences,20000drawsdescriptiveuncertainty,zeroobservedpositivemeansnotzerotrueprobability. Premises1netexpectancynegative;2dailyN0–2insufficient;3actual15minstop/target/profitmanagementuntested. Conclusionreject,sizezero. MarkedLINK/UNIreturnsincludeoneopenpapertradeeach,winrateexcludesopen. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Code test_rule.py,results_1Hour.json,audit.py.

Frozen875 rule priorclose>SMA100 andEWMA RSI2<10,exitRSI2>70or10bars,nextadjacentopen,longonly.100observationsperfrequency.Vectorbt25bpfee/side+10bpbaseline/30bpstressslippage. Development2023–25afterlast>3hourgap; thresholds5/10/15, fixed2026Jan1–Sep7chronologicalholdout(previouslyseenmarket,notpristine). {"quality":{"symbol":"LINK","timeframe":"1Hour","original":32289,"used":31419,"duplicates":0,"removed":870,"missing":12,"start":"2023-02-06 09:00:00+00:00","end":"2026-09-07 23:00:00+00:00"},"holdout":{"symbol":"LINK","timeframe":"1Hour","window":"holdout","threshold":10,"slippage":0.001,"bars":5999,"return_pct":-45.892659961513175,"drawdown_pct":48.13290881601541,"n":102,"win_rate_pct":36.27450980392157,"avg_win_pct":0.5704470306670382,"avg_loss_pct":1.2335558569387373,"expectancy_pct":-0.579162652611152,"quarterKelly":0,"open_trades":1},"stress":{"symbol":"LINK","timeframe":"1Hour","window":"holdout","threshold":10,"slippage":0.003,"bars":5999,"return_pct":-64.09157041256576,"drawdown_pct":64.27326859034724,"n":102,"win_rate_pct":19.607843137254903,"avg_win_pct":0.5395335771379376,"avg_loss_pct":1.3469501974710505,"expectancy_pct":-0.977051418135955,"quarterKelly":0,"open_trades":1},"development":[{"threshold":5,"slippage":0.001,"return":-58.08799700377922,"n":227,"dd":59.802475378034856,"winrate":42.290748898678416},{"threshold":5,"slippage":0.003,"return":-83.09569507289241,"n":227,"dd":83.46395363982752,"winrate":25.11013215859031},{"threshold":10,"slippage":0.001,"return":-93.70308643702542,"n":440,"dd":93.7138639272856,"winrate":32.95454545454545},{"threshold":10,"slippage":0.003,"return":-98.91665662592897,"n":440,"dd":98.91665662592898,"winrate":19.772727272727273},{"threshold":15,"slippage":0.001,"return":-99.09576244721329,"n":662,"dd":99.12095668101604,"winrate":37.61329305135951},{"threshold":15,"slippage":0.003,"return":-99.93598735571672,"n":662,"dd":99.93759060154427,"winrate":22.80966767371601}],"bootstrap":{"symbol":"LINK","n":102,"block_length":5,"simulations":20000,"expectancy_pct":-0.579162652611152,"mean_ci95_pct":[-0.8626877277006246,-0.30364442344140713],"prob_mean_positive":0}} Bootstrapseed875,circular5tradesequences,20000drawsdescriptiveuncertainty,zeroobservedpositivemeansnotzerotrueprobability. Premises1netexpectancynegative;2dailyN0–2insufficient;3actual15minstop/target/profitmanagementuntested. Conclusionreject,sizezero. MarkedLINK/UNIreturnsincludeoneopenpapertradeeach,winrateexcludesopen. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Code test_rule.py,results_1Hour.json,audit.py.

Frozen875 rule priorclose>SMA100 andEWMA RSI2<10,exitRSI2>70or10bars,nextadjacentopen,longonly.100observationsperfrequency.Vectorbt25bpfee/side+10bpbaseline/30bpstressslippage. Development2023–25afterlast>3hourgap; thresholds5/10/15, fixed2026Jan1–Sep7chronologicalholdout(previouslyseenmarket,notpristine). {"quality":{"symbol":"LTC","timeframe":"1Hour","original":32296,"used":31426,"duplicates":0,"removed":870,"missing":4,"start":"2023-02-06 10:00:00+00:00","end":"2026-09-07 23:00:00+00:00"},"holdout":{"symbol":"LTC","timeframe":"1Hour","window":"holdout","threshold":10,"slippage":0.001,"bars":5999,"return_pct":-51.77772367368815,"drawdown_pct":52.16036540435516,"n":92,"win_rate_pct":14.130434782608695,"avg_win_pct":0.498960968697949,"avg_loss_pct":0.9976299616818438,"expectancy_pct":-0.7861551563020904,"quarterKelly":0,"open_trades":0},"stress":{"symbol":"LTC","timeframe":"1Hour","window":"holdout","threshold":10,"slippage":0.003,"bars":5999,"return_pct":-66.62458723741572,"drawdown_pct":66.66491037225309,"n":92,"win_rate_pct":5.434782608695652,"avg_win_pct":0.6255351540793286,"avg_loss_pct":1.2871689097919694,"expectancy_pct":-1.183217601972877,"quarterKelly":0,"open_trades":0},"development":[{"threshold":5,"slippage":0.001,"return":-78.91986391462127,"n":216,"dd":79.06416176394086,"winrate":34.72222222222222},{"threshold":5,"slippage":0.003,"return":-91.11532897269242,"n":216,"dd":91.140780112567,"winrate":18.98148148148148},{"threshold":10,"slippage":0.001,"return":-95.78970155727151,"n":456,"dd":95.80355920520496,"winrate":30.043859649122805},{"threshold":10,"slippage":0.003,"return":-99.32055186049298,"n":456,"dd":99.3214296762381,"winrate":16.447368421052634},{"threshold":15,"slippage":0.001,"return":-98.55487450111858,"n":662,"dd":98.55963094312752,"winrate":29.909365558912388},{"threshold":15,"slippage":0.003,"return":-99.89769690031174,"n":662,"dd":99.89782907121113,"winrate":16.1631419939577}],"bootstrap":{"symbol":"LTC","n":92,"block_length":5,"simulations":20000,"expectancy_pct":-0.7861551563020904,"mean_ci95_pct":[-1.000935617369486,-0.5756970296138778],"prob_mean_positive":0}} Bootstrapseed875,circular5tradesequences,20000drawsdescriptiveuncertainty,zeroobservedpositivemeansnotzerotrueprobability. Premises1netexpectancynegative;2dailyN0–2insufficient;3actual15minstop/target/profitmanagementuntested. Conclusionreject,sizezero. MarkedLINK/UNIreturnsincludeoneopenpapertradeeach,winrateexcludesopen. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Code test_rule.py,results_1Hour.json,audit.py.

Frozen875 rule priorclose>SMA100 andEWMA RSI2<10,exitRSI2>70or10bars,nextadjacentopen,longonly.100observationsperfrequency.Vectorbt25bpfee/side+10bpbaseline/30bpstressslippage. Development2023–25afterlast>3hourgap; thresholds5/10/15, fixed2026Jan1–Sep7chronologicalholdout(previouslyseenmarket,notpristine). {"quality":{"symbol":"SOL","timeframe":"1Hour","original":22219,"used":17809,"duplicates":0,"removed":4410,"missing":7,"start":"2024-08-26 16:00:00+00:00","end":"2026-09-07 23:00:00+00:00"},"holdout":{"symbol":"SOL","timeframe":"1Hour","window":"holdout","threshold":10,"slippage":0.001,"bars":5999,"return_pct":-51.6619482403338,"drawdown_pct":52.81967986500726,"n":118,"win_rate_pct":25.423728813559322,"avg_win_pct":0.625703765141929,"avg_loss_pct":1.028736064486575,"expectancy_pct":-0.6081157688183112,"quarterKelly":0,"open_trades":0},"stress":{"symbol":"SOL","timeframe":"1Hour","window":"holdout","threshold":10,"slippage":0.003,"bars":5999,"return_pct":-69.84903207649523,"drawdown_pct":70.08349205667142,"n":118,"win_rate_pct":11.864406779661017,"avg_win_pct":0.7356152059909489,"avg_loss_pct":1.2403222048256142,"expectancy_pct":-1.0058889526948354,"quarterKelly":0,"open_trades":0},"development":[{"threshold":5,"slippage":0.001,"return":-52.58799108816441,"n":105,"dd":52.72361872456215,"winrate":36.19047619047619},{"threshold":5,"slippage":0.003,"return":-68.84814702017594,"n":105,"dd":68.85529513259733,"winrate":20},{"threshold":10,"slippage":0.001,"return":-78.61951189121405,"n":211,"dd":78.738035985355,"winrate":38.388625592417064},{"threshold":10,"slippage":0.003,"return":-90.80669889435634,"n":211,"dd":90.82101979784272,"winrate":23.696682464454977},{"threshold":15,"slippage":0.001,"return":-85.6542405036107,"n":295,"dd":85.73376713277007,"winrate":38.30508474576271},{"threshold":15,"slippage":0.003,"return":-95.59187565806693,"n":295,"dd":95.5987424323117,"winrate":24.74576271186441}],"bootstrap":{"symbol":"SOL","n":118,"block_length":5,"simulations":20000,"expectancy_pct":-0.6081157688183112,"mean_ci95_pct":[-0.808901744101676,-0.4039739269478655],"prob_mean_positive":0}} Bootstrapseed875,circular5tradesequences,20000drawsdescriptiveuncertainty,zeroobservedpositivemeansnotzerotrueprobability. Premises1netexpectancynegative;2dailyN0–2insufficient;3actual15minstop/target/profitmanagementuntested. Conclusionreject,sizezero. MarkedLINK/UNIreturnsincludeoneopenpapertradeeach,winrateexcludesopen. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Code test_rule.py,results_1Hour.json,audit.py.

Frozen note877. 2016-20 training (2013-15 unavailable),2021-25 new-rule holdout but historically inspected market period,2026 completed cohorts only. Monthly firstsessionopen following priormonthclose>100dayMA; previousbar ATR14 stop1ATR,target1.5ATR,timeexit10thsessionclose. At+1ATR sellhalf thenstopbreakeven; adverse samebar ordering. Gapstopopen,stopfirst if ambiguous,target capped. Alladjusted SIP daily;5bpfee+20bpslippage eachfill. Fractional continuous sizing diagnostic,100initial cash,oneposition, no leverage. Vectorbt exactfill reconstruction agrees independentcompounding within 3.55e-13 percentagepoints. Drawdown uses synthetic perdayfill/close slots,not actual15minpath; positions normalizedfullallocation for comparison,not proposal. IIDtrade bootstrap10000seed90802,95% mean interval [-0.768018,-0.193765]%. Historical p/W/L sizing only; failuresin training/holdout keepactual0 evenpositive2026counterexample. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; authorpaper https://pages.stern.nyu.edu/~afrazzin/pdf/Betting%20Against%20Beta%20-%20Frazzini%20and%20Pedersen.pdf . Not exactleveragedBAB. Full252metricsobservationsQLV90802metrics;deterministicstudy.py/ledgers local.

Frozen note877. 2016-20 training (2013-15 unavailable),2021-25 new-rule holdout but historically inspected market period,2026 completed cohorts only. Monthly firstsessionopen following priormonthclose>100dayMA; previousbar ATR14 stop1ATR,target1.5ATR,timeexit10thsessionclose. Unmanaged parent of swing exit comparison; no partial profit. Gapstopopen,stopfirst if ambiguous,target capped. Alladjusted SIP daily;5bpfee+20bpslippage eachfill. Fractional continuous sizing diagnostic,100initial cash,oneposition, no leverage. Vectorbt exactfill reconstruction agrees independentcompounding within 3.80e-13 percentagepoints. Drawdown uses synthetic perdayfill/close slots,not actual15minpath; positions normalizedfullallocation for comparison,not proposal. IIDtrade bootstrap10000seed90802,95% mean interval [-0.879100,-0.205256]%. Historical p/W/L sizing only; failuresin training/holdout keepactual0 evenpositive2026counterexample. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; authorpaper https://pages.stern.nyu.edu/~afrazzin/pdf/Betting%20Against%20Beta%20-%20Frazzini%20and%20Pedersen.pdf . Not exactleveragedBAB. Full252metricsobservationsQLV90802metrics;deterministicstudy.py/ledgers local.

Frozen875 rule priorclose>SMA100 andEWMA RSI2<10,exitRSI2>70or10bars,nextadjacentopen,longonly.100observationsperfrequency.Vectorbt25bpfee/side+10bpbaseline/30bpstressslippage. Development2023–25afterlast>3hourgap; thresholds5/10/15, fixed2026Jan1–Sep7chronologicalholdout(previouslyseenmarket,notpristine). {"quality":{"symbol":"ETH","timeframe":"1Hour","original":32298,"used":32298,"duplicates":0,"removed":0,"missing":6,"start":"2023-01-01 00:00:00+00:00","end":"2026-09-07 23:00:00+00:00"},"holdout":{"symbol":"ETH","timeframe":"1Hour","window":"holdout","threshold":10,"slippage":0.001,"bars":5999,"return_pct":-50.90149591884842,"drawdown_pct":50.99493551485188,"n":100,"win_rate_pct":21,"avg_win_pct":0.5730093500685982,"avg_loss_pct":1.0424368198230116,"expectancy_pct":-0.7031931241457736,"quarterKelly":0,"open_trades":0},"stress":{"symbol":"ETH","timeframe":"1Hour","window":"holdout","threshold":10,"slippage":0.003,"bars":5999,"return_pct":-67.0883455312773,"drawdown_pct":67.0883455312773,"n":100,"win_rate_pct":13,"avg_win_pct":0.44727087085920136,"avg_loss_pct":1.3318758273298235,"expectancy_pct":-1.1005867565652505,"quarterKelly":0,"open_trades":0},"development":[{"threshold":5,"slippage":0.001,"return":-83.3003308153291,"n":239,"dd":83.34820012466358,"winrate":24.267782426778243},{"threshold":5,"slippage":0.003,"return":-93.58021410642344,"n":239,"dd":93.5815708956328,"winrate":10.87866108786611},{"threshold":10,"slippage":0.001,"return":-97.01568656178034,"n":488,"dd":97.0181381691363,"winrate":22.540983606557376},{"threshold":10,"slippage":0.003,"return":-99.5762614927846,"n":488,"dd":99.5762614927846,"winrate":9.836065573770492},{"threshold":15,"slippage":0.001,"return":-99.34181942114888,"n":709,"dd":99.34236011514159,"winrate":21.57968970380818},{"threshold":15,"slippage":0.003,"return":-99.96139170922915,"n":709,"dd":99.96139170922916,"winrate":10.155148095909732}],"bootstrap":{"symbol":"ETH","n":100,"block_length":5,"simulations":20000,"expectancy_pct":-0.7031931241457736,"mean_ci95_pct":[-0.974842474333507,-0.465997218495062],"prob_mean_positive":0}} Bootstrapseed875,circular5tradesequences,20000drawsdescriptiveuncertainty,zeroobservedpositivemeansnotzerotrueprobability. Premises1netexpectancynegative;2dailyN0–2insufficient;3actual15minstop/target/profitmanagementuntested. Conclusionreject,sizezero. MarkedLINK/UNIreturnsincludeoneopenpapertradeeach,winrateexcludesopen. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Code test_rule.py,results_1Hour.json,audit.py.

Frozen note877. 2016-20 training (2013-15 unavailable),2021-25 new-rule holdout but historically inspected market period,2026 completed cohorts only. Monthly firstsessionopen following priormonthclose>100dayMA; previousbar ATR14 stop1ATR,target1.5ATR,timeexit10thsessionclose. At+1ATR sellhalf thenstopbreakeven; adverse samebar ordering. Gapstopopen,stopfirst if ambiguous,target capped. Alladjusted SIP daily;5bpfee+5bpslippage eachfill. Fractional continuous sizing diagnostic,100initial cash,oneposition, no leverage. Vectorbt exactfill reconstruction agrees independentcompounding within 1.01e-13 percentagepoints. Drawdown uses synthetic perdayfill/close slots,not actual15minpath; positions normalizedfullallocation for comparison,not proposal. IIDtrade bootstrap10000seed90802,95% mean interval [-0.840583,1.131843]%. Historical p/W/L sizing only; failuresin training/holdout keepactual0 evenpositive2026counterexample. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; authorpaper https://pages.stern.nyu.edu/~afrazzin/pdf/Betting%20Against%20Beta%20-%20Frazzini%20and%20Pedersen.pdf . Not exactleveragedBAB. Full252metricsobservationsQLV90802metrics;deterministicstudy.py/ledgers local.

Frozen note877. 2016-20 training (2013-15 unavailable),2021-25 new-rule holdout but historically inspected market period,2026 completed cohorts only. Monthly firstsessionopen following priormonthclose>100dayMA; previousbar ATR14 stop1ATR,target1.5ATR,timeexit10thsessionclose. At+1ATR sellhalf thenstopbreakeven; adverse samebar ordering. Gapstopopen,stopfirst if ambiguous,target capped. Alladjusted SIP daily;5bpfee+5bpslippage eachfill. Fractional continuous sizing diagnostic,100initial cash,oneposition, no leverage. Vectorbt exactfill reconstruction agrees independentcompounding within 3.92e-13 percentagepoints. Drawdown uses synthetic perdayfill/close slots,not actual15minpath; positions normalizedfullallocation for comparison,not proposal. IIDtrade bootstrap10000seed90802,95% mean interval [-0.469122,0.117191]%. Historical p/W/L sizing only; failuresin training/holdout keepactual0 evenpositive2026counterexample. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; authorpaper https://pages.stern.nyu.edu/~afrazzin/pdf/Betting%20Against%20Beta%20-%20Frazzini%20and%20Pedersen.pdf . Not exactleveragedBAB. Full252metricsobservationsQLV90802metrics;deterministicstudy.py/ledgers local.

Frozen note877. 2016-20 training (2013-15 unavailable),2021-25 new-rule holdout but historically inspected market period,2026 completed cohorts only. Monthly firstsessionopen following priormonthclose>100dayMA; previousbar ATR14 stop1ATR,target1.5ATR,timeexit10thsessionclose. At+1ATR sellhalf thenstopbreakeven; adverse samebar ordering. Gapstopopen,stopfirst if ambiguous,target capped. Alladjusted SIP daily;5bpfee+5bpslippage eachfill. Fractional continuous sizing diagnostic,100initial cash,oneposition, no leverage. Vectorbt exactfill reconstruction agrees independentcompounding within 3.55e-13 percentagepoints. Drawdown uses synthetic perdayfill/close slots,not actual15minpath; positions normalizedfullallocation for comparison,not proposal. IIDtrade bootstrap10000seed90802,95% mean interval [-0.566171,0.097840]%. Historical p/W/L sizing only; failuresin training/holdout keepactual0 evenpositive2026counterexample. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; authorpaper https://pages.stern.nyu.edu/~afrazzin/pdf/Betting%20Against%20Beta%20-%20Frazzini%20and%20Pedersen.pdf . Not exactleveragedBAB. Full252metricsobservationsQLV90802metrics;deterministicstudy.py/ledgers local.