Stats

Existing job12 September4 IEX completed bars: FRO46.15 versus prior20close45.43, ADR20=1.23575; STNG82.345 versus81.46, ADR20=1.67. Both simple breakouts true but eligible false. Existing job44 six-name prior20close AND SMA50 signals all false. These are readbacks of previously recorded data, not fresh session prices; holiday does not add outcomes. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Relevant validation retained: FRO frozen backtest456 N41 return20.242565%, drawdown24.419466%, win41.463415%, average win5.462704% and loss2.963577%; mean95% block interval[-0.874362,1.958541]% prevents sizing. AA/CENX exact-exit analyses615/616 lose3.940576%/21.602593% on22/26 holdout entries, unlike five-close base returns. Monte Carlo618 and indicator612 retained: resampling adds no independent observations and selecting favorable neighbor after holdout is invalid. CLI and vectorbt tests were already recorded; no repeated/new backtest or simulation claimed this run. A defensible future order must pass physical evidence, firm cash, independently validated costed stop/target/horizon and fresh executable prices together. One-to-two measured daily ranges bounds plausible target selection but does not create a setup. No current stop or target recommendation, no proposed capital. Historical15-minute monitoring and extended-session slippage gaps remain.

Premises: (1) September 3 Hapag and September 4 Maersk notices document selected port delays; four selected source hashes are unchanged at September 7 08:03 versus 06UTC. https://www.hapag-lloyd.com/en/services-information/operational-updates/updates/2026/09/ops-update-middle-east-week36.html ; https://www.maersk.com/news/articles/2026/09/04/east-asia-typhoon-season-impacting-logistics . (2) Same Gemini voyages and Sea-Intelligence citations are not independent corroboration. (3) Carrier notice does not disclose incremental collected net cash. Prior fundamental437, including ZIM annual supplier/charter risks and Q2 debt-service bridge, is retained as prior work, not newly verified financial results. First order: fewer available vessel-days may raise freight and storage charges; a two-to-three-day port delay is a local range, not a global weighted duration. Second order: fuel, leases, insurance and lost cargo can redistribute the extra revenue to suppliers or erase it; shippers may need more working capital. Third order: substitution, reduced ordering, port recovery and new capacity can reverse the scarcity premium. These are conditional mechanisms, not measured stock alpha. Strongest counterargument: carriers could collect attractive cash before it appears in guidance. That would improve the physical/commercial premise but still needs a separately validated entry and realistic exit. ASPI qualified, accepted profitable shipments would similarly strengthen supply monetization; delay or dilution weakens it. Prior point estimates of project revenue are not probabilities. Start state flat $278.67, goal positive costed payoff, binding constraint issuer netbacks plus independent trade evidence. Valid conclusion under mandate is no order; soundness limited by selected pages, absent AIS/invoices, unavailable helium panels, ownership/FX and actual exit execution. No new downstream short or crypto proxy established.

Premises1 directvenue Aug8-Sep6 completedUTCdaily versus24-houraggregates:30matcheddays for7nonstablecoinnames, OHLequal,closemaxBTC.0021133%/LINK.0340082%,otherszero;volume roundoff2.22e-14%. 728hourlyrows pername throughSep7 07UTC. Thisextendsprior14daycheck, doesnotrepairolderhistoricaldiscrepancies orprovehourlytruth. 2 24hreturnsBTC-.53745,ETH-.33752,SOL-.77714,XRP-1.24250,LINK+7.96629,UNI+2.07061,LTC+.98460%;LINK24hrange12.0374% versusADR14 5.4667%. Relative strength is descriptive, not validatedentry. 3 Freshquote7/10, stablecoinsstale. BTC/ETH/SOLroundtripfees+spread.5274/.5361/.6269%,LTC1.0856%,additionalimpactunmodeled. ETHbestbid19.999996USDversusask83.375USDdemonstrates exitcapacitycanbe smaller thanentry. Conclusion noorderfrompricelevel orfundingforecast. Strongestcounterexample LINKmomentum maycontinue; withoutpriorindependent costed daily/hourlytest it iswatchonly. Universeuses06UTC36paircensus top10USDC,BTC,ETH,USDG,XRP,SOL,LINK,UNI,LTC,USDT; nothistoricalmembership/backtestsurvivorshipcorrected. No newruleorparameterfitinthisrun. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://docs.alpaca.markets/us/docs/crypto-fees .

Premises:1 More forecastvariance is not necessarily undervaluation.2 A long cheap leg retains directional,theta andvolrisk when writing/hedging legs is prohibited.3 Executable data and measured costedoptionoutcomes are necessary evidence. ChainA: higherSCE/compensation surprise could change rates expectations(first), TLTprice/volatility(second), and both longoptionvalue and entryIV/spread(third); sign of cheapness remains empirical, not macroforecast. ChainB: GMEpreannouncement shifts information beforeformaldate(first), residualeventvariance differs from historicalfullsurprises(second), calendar/eventoptioncomparisons can generate falsecheapness(third). ChainC: premiumceiling selects verylowpremiumtails(first), spread/fees become largefraction(second), 1.5fullriskreward requires2.5–3xentry bids while manyexpireworthless(third). Marketmakers can benefit from spread; fundmonthlyshortfall349.01does not change probabilities. Strongestcounterargument: true jump/taildislocation may overwhelmcosts; would change rejection only with freshaccessibleexecutablequotes, verifiedfees/OCCdividends/deliverables, independentAmericanvalue robustacrossvol/time scenarios, realisticnettarget>=1.5fullrisk and independentlyheldout actualoptionp/W/L yieldingpositivequarterKelly. No Bayesianprobability invented from0owntrades. Resolution is contract/quote timestamp and cents, notheadline direction. Existingmonitor30Sep8 13:50 feedgate remains; new56Sep8 19:40CHWYbaseline complements51Sep9 13:50. If pending event freeze quotes/model; if earlynews/datechange markcontamination andrealign, noautomaticentry eitherway. Job22 active10runs, skipsclosedmarket, fourhourcohort doesnotincludeCHWY; do not claim monitor itself collectsquotes or15:40isclosingprice. No additionalcollectionneeded before nextSep7 12:30run; nextusefulpricewindowSep8. No ownholdings/orders/duedmonitors, no exitsoradjustments. Sources agency/issuer URLs in observations8887–8905 and analyses650/calendar; currententitlement https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=opra&limit=1 .

Premises:1 Event model must align firstpublicnews.2 Preannounced results reduce the amount of wholly unknown information, without necessarily eliminating event risk.3 Clinicalreadouts are not FDAdecisions. Primary issuer/agency observations8889–8904 datedSep7, eachorigin countedonce. Sep8 INBX08ETclinicalwebcast; CensusQ2QFR10ET, NYFedSCE11ET, FedG19consumercredit15ET; BRZEafterclose/16:30ETcall; GMEcompleteresultsdateonly. Sep9 CHWYbeforeopen/08ETcall,ASObeforeopen/10ETcall,TYRA08ETclinicalwebcast; JuneECEC/Q2QSS10ET; EIASTEOdateonly. PPI/CPI Sep10/11,TLXPixclaraSep11 outsidewindow; no exhaustiveFDAabsenceclaim. CASYSep8afterclose andIRD/InditexSep9 remaincontext, not independentlyrevalidated thisrun; CASYPDF200 but readerunavailable. GMEAug31 unauditedQ2sales780–800m versus972.2m,operatingincome150–170m versus66.4m; netincome290–310m includes238meBaygain/75mdigitalloss. Inference: unconditional past earningsgap variance may not describe residualSep8uncertainty. Counterexample: completefilings/newguidance may still moveprice materially, so no zeroeventvarianceassumption. No issuervaluation or per-name optioncandidate inferred; insufficientcurrentfundamental/chainaudit prevents promotion. Sources https://investor.gamestop.com/news-releases/news-details/2026/GameStop-Announces-Second-Quarter-2026-Preliminary-Results/default.aspx ; https://www.census.gov/economic-indicators/calendar-listview.html ; https://www.bls.gov/schedule/2026/ ; https://www.federalreserve.gov/newsevents/2026-september.htm ; https://www.newyorkfed.org/research/calendars/i-sep26.html ; https://www.eia.gov/outlooks/steo/outlook.php ; exact issuer URLs inobservations8894–8902. Promotionalclaims not adopted; dates are plans not realized surprises. First attempt to record failed overlong figurekey; this is corrected record.

1. ASPI Aug20 issuer forecast https://www.sec.gov/Archives/edgar/data/1921865/000119312526358072/aspi-ex99_1.htm gives70Mcf/day helium,$600/Mcf modelingprice,15%contracted volume. Python full365day nameplate=$42000/day,$15.33m/year; contracted-volume equivalent=$2.2995m/year at same assumedprice, not contracted economics or recognized cash. 85%equivalent$13.0305m remains dependent on future contracting at this static assumption. LNG2500GJ/day*$15–18 gives$13.6875–16.425m/year; combined$29.0175–31.755m consistent with over$27m forecast, not a guidance increase. No costs/uptime/acceptance bridge establishes profit. Sep8 issuer event10–12:30ET verified https://ir.aspisotopes.com/news-events/press-releases/detail/112/asp-isotopes-to-hold-capital-markets-day-on-september-8 . Strongbull firstacceptedprofitablecommercialshipments; counterexample delays/purityloss/costs/financing dilution. Positive shipment alone does not validate stock payoff. 2. New broad crosscheck Census QFR Sep8 10ET,Q2period https://www.census.gov/economic-indicators/calendar-listview.html . Sampling thresholds manufacturingassets5m,othercoveredindustries50m; noncertainty adjacentpanels7/8overlap; imputation and samplingerrors matter. https://www.census.gov/econ/qfr/documents/QFR_Methodology.pdf datedJuly27 and https://www.census.gov/econ/qfr/index.html announce2026Q2 disclosuremethodtransition but differ DAOidentifier216-16/216-26; unresolved publisher inconsistency. Do not automatically label economicjump artifact or real: inspect same-vintage revisions,suppression,TableOerrors and response. Foreignsubsidiary treatment unverified,correctedobservation follows8917. 3. Startcash278.67;goal measurable margins;bindingconstraint acceptedcash and comparable observation. QFR cannot date Septemberweather impact; old annual risk review437 remains relevant to charter/supplierpass-through, not reread claimed today. Monitor new QFR review; existing43 intact. Facts end at sources and arithmetic; margin/valuation conclusions remain incomplete.

1. Recalculate all supply trades from live query_trades in Python/numpy: FRO3.805162958%,STNG0.752256770%,meanwin2.278709864%,N2,zero observed losses. Both exited by operator liquidation onSep4 afterSep2 entries, not strategy stop/target outcomes. Source venue ledger https://runway.adityaperswal.workers.dev . No open or pending rows. 2. Illustrative IID Wilson95% lower win-probability bound34.2380% for2/2 already exposes uncertainty; shared tanker exposure and discretionary exits violate the IID/setup premise. Do not adopt this bound as calibrated probability. Average loss, execution slippage versus synchronous quotes, and stop/target-hit frequencies are unidentifiable. 3. Freeze existing empirical evidence instead of treating repeated readings as new data: FRO analysis456 N41 meanCI[-0.874362,1.958541]%; aluminum615/616 actual-ADR exits negative. https://runway.adityaperswal.workers.dev/data/stock-bars . These are distinct cohorts, not pooled experiments. No fresh backtest claimed. Conclusion valid under required numeric-edge gate: approvedsize0; soundness limited by finite selected histories and unmodeled15minfills. Counterexample profitable scarcityrepricing ahead of data may occur; it cannot supply missing probability/loss estimates.

Premises:1 Option premium fully counts toward1%equity risk; whole standardcontract and actualfees must fit.2 Buying cheap leg without hedge needs positive independent netvalue and realistic exit, not parity identity alone.3 Actual option p/W/L and untouched option-return holdout must support positive quarterKelly.4 Entry needs accessible executable synchronous quotes. Validity: each necessarygate failure implies noentry. Soundness: directSep7 08:02 TLT OPRAquery403 agreementunsigned, owntradequeryempty; prioranalysis602187affordablelegs0passes and603TLTbesttarget.067876/EEM.095492 remain priorSep4diagnostics, not newquotes. Deterministic python audit R=100a+c,P=100b-100a-c; P>=1.5R implies b>=2.5R/100. With assumedc=.20, a=.03 requiresb=.08; a=.07requires.18; a=.08requires.205. All are above prior optimistic TLT/EEMtargets; no chosen exits. Maxcontinuousask(.01*850.99-.20)/100=.083099; .09premiumfails despite127.65fundcap and212.7475positioncap. Tick/feesactualunknown, do not roundceilingup. Counterexample: nominalstop could reduce typical loss but cannot evade userfullpremiumconstraint or overnightgap; genuinevoljump could win but probabilityunknown. QuarterKelly=.25*(p-(1-p)/(W/L)), bounded0 andcaps; inputsunknown impliesallocation0, not probability0. Startflat127.65,goalvalidatedrepeatableedge,bindingconstraintsaccess/history/costs/risk. No new strategy/backtest/optionexitMonteCarlo claimed; prior genuine backtests/statistical/simulation analyses read and not relabeled. ExistingTLTforecastimprovement is not optionpayoffedge. Sources https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=opra&limit=1 ; prior602–604 and607 fromvenuebars/chains; usermoney/rules. Facts end at responses/historical measurements; fees, futurevol and executable exit remain unverified. No preopen orders, no artificialstops for flatbook.

Premises:1 Sep7 08:04 direct recipient/reserve query still retains3998.4988BTC; only.00001BTC outputs to watchedreserve in each of2 recipient-controlled spends on recentpage. 2 Blockstream tip04:49:10UTC is3.25h old; alternateexplorer18.20h old and897blocks behind, despitecurrentHTTPDate. 3 OperatorX403 and malformedRSS leave restorationunverified. Valid conclusion: neither freshblockproduction nor workingpegouts is established; cannot infer chainhalt from stale index either. Soundness: direct index is close to ledger but service/custodycontrol not fully observed; reserveaddress is one watchedaddress, not whole federation. Counterexample: operator could restore service before explorerscatchup, or funds could be returned to another federationaddress; require operatorconfirmation plus validfresh transaction/control mapping. Firstorder: inaccessiblebridge can impair L-BTCredemption; secondorder: users may reroute liquidity/custody; thirdorder: broaderBTCdiscount only if verifiedsales/liquidityspillovers, notmechanical. Who benefits: alternate rails/liquidityproviders may capture volume, but no measured profit/priceedge. Strongestcounterargument isolatedsidechain event can leaveBTCmainnet unaffected, so alarm is notshortsignal; venuecashlong only, remainflat. Resolve55 asresearchreviewcompleted, rearm12:30 checkpoint; updatecollector with tipage andalternateexplorer. Sources https://blockstream.info/api/address/bc1ql4mfu6aundtkksxklfajs2h3t9nzcd6gyqjlte ; https://blockstream.info/liquid/api/blocks ; https://liquid.network/api/blocks ; https://x.com/Liquid_BTC/status/2096696272447218108 ; mechanism https://docs.liquid.net/docs/advanced-pegin-pegout .

Numbered premises:1.Frozen protocol596/598 and255 recorded tests show no ETF with positive main training and holdout. SPY swing holdout1.45192%,DD11.4322%,N64,p43.75%,avgwin1.19768%,avgloss0.879921%; training-15.0578%,coststress-10.7372%.2.SPY mean95% block interval[-0.22752,0.33007]% spans0; other four holdouts lose.3.CurrentR2signals0;SPY/IWM whole-sharecapacity0; observed SPY19extended exits cannot transfer to fractions.4.Quant has245.69cash,noopen/pending exposure;fourfuturemonitorsnonebefore08UTC;job8runs07:01,job35last05:15retainsallthreeissuerlines. Conclusion no proposals, actualsize0. Validity: frozen adoption gates fail. Soundness: vectorbt/cash agreement and source audit support historical rejection, while quote/poll/dividend/selection limitations preclude stronger claims. Strongest counterargument is SPY daily baseline31.37%with positive latermean interval, but differentpayoff and negative training do not authorize our exits. Startcash;goalvalidatednetedge;bindingconstraintactualruleeconomics. Facts end at history; futureedgeunknown. Stop genericATR-template adaptations after consecutiveDBC/R2failures; next research needs distinct entry/exit mechanism and point-in-time data, not another threshold sweep. Full analyses553/554,mainbacktests,642–647; observations all255rows,stats/audits; code629–633verified,index634,hashmanifest635. No orders or new jobs needed. Sources https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 ; https://pages.stern.nyu.edu/~afrazzin/pdf/Trading%20Cost%20of%20Asset%20Pricing%20Anomalies%20-%20Frazzini,%20Israel%20and%20Moskowitz.pdf .

Start state245.69quantcash, no holdings/pending orders; goal repeatable net executable payoff; binding constraint validated rule economics, not available capital. Premises:1.The published bounce rule waits forRSI recovery; our venue adaptation adds range exits and permits re-entry.2.Matched39SPYholdout entries return31.3672% under dailyRSI exits versus1.2266% under swing exits; aggregate swing64trades returns1.4519%,cost stress-10.7372%. First order: stops crystallize sampled declines and targets end profitable exposure. Second order: early exits leave the account flat during later recovery and allow repeated entries/costs while the original lot would still be open. Third order: importing the parent82.05%win rate would mis-size the actual43.75%win-rate payoff; recovery pressure would amplify an unvalidated exposure. This is an implementation explanation, not causal proof of universal reversal failure. Strongest counterargument: gross swing15.31% and cheaper2bp12.39% remain positive; training loss, wide mean interval, missing real fills and current no-signal state still veto. Intermediaries benefit from turnover and ETF managers earn fees regardless of our alpha. Facts end at recorded history; future liquidity compensation remains uncertain. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; original https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. CompletedSep4 closes SPY770.19,IWM296.01,EFA108.35,EEM68.70,TLT82.21. RSI2 sequences (oldest to latest): SPY52.00/85.10/56.24,IWM56.84/68.73/77.39,EFA48.58/82.31/84.74,EEM65.60/82.61/96.38,TLT24.46/52.49/74.53. None meets three declining readings starting below65;TLT also below SMA20086.247. 2. Position cap212.7475 permits0/0/1/3/2whole shares; quant cash245.69 and nominal account risk cap8.5099. SPY illustrates1ATR stop764.95314,target778.04529,notorders; ATR5.23686 andADR4.40956. 3.Four other instruments' levels/liquidity/nominalrisk are recorded. EEM/TLT also fail1.5ATR<=2ADR target gate. Conclusion size0, no queued entry; latest prices are Friday references, not executable Monday quotes. Affordability or trend cannot replace a signal and validated exits. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; technical.json and final feasibility observations. Flat book has no held-R/target/horizon progress to review.

1. All255 predeclared metric rows are recorded, covering five ETFs, three chronological splits, next-open/swing/same-close diagnostics, fixed55/65/75 startingRSI thresholds,0/2/10/20bp one-way costs and next-bar-open swing fills. No best variant selected. 2.MainSPYholdout gross15.3055%,2bp12.3911%,10bp1.45192%,20bp-10.7372%; next-bar-open at10bp1.39429%. At20bp allfive swing holdouts negative: SPY-10.7372,IWM-20.3785,EFA-19.5656,EEM-9.55046,TLT-13.2295%. 3.SPY5yearbasecompound1.45192% is about0.28871%annualized on continuously reinvested strategy capital, before fixed overhead; it is not account return. SPY passive sameperiod94.2563% at10bp endpoints has different exposure and risk. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; study.py/results.json/diagnostics.py. Cash arithmetic/vectorbt agree within1e-6wealth units with nonnegativecash/assets. Threshold and cheap-cost alternatives are sensitivity checks, not authorized strategies. Conclusion reject main adaptation; affordable EFA/EEM/TLT cannot rescue it, and currentSPY/IWM whole-share caps are0.

1. SPY swing holdout p43.75%,averagewin1.197682%,loss0.879921% implies raw quarter-Kelly0.605964% of equity,about$5.16; training Kelly0 and negative cost stress veto allocation. Other four holdout Kelly values0. Actual size0. 2.20,000 circular three-month-block paths over60months, hypothetical25%account allocation per trade from850.99: SPY terminalPnL5th/median/95th[-27.1884,4.2175,35.0681]USD,41.515%loss paths,95thpercentile monthly/realized maxDD4.19024%. Open-trade excursions and fixed overhead excluded. 3.Separate24-calendar-day realized-cashflow windows producePnL[-3.90996,0,3.31432],21.82%loss windows,zero simulated349.01gains; inactivity drives median0. These are conditional historical resampling frequencies, not future probabilities or a fresh-entry forecast. 4.Historical exits:19targets,38stops,7RSI,0timeout; target frequency29.6875%,Wilson95%[19.9050,41.7704], distinct from43.75%winning trades.19extended-session exits and25same-day exits expose fractional/PDT incompatibility. Sampled stop overshoot median0.06613R,max0.32550R; no hard gap-loss bound. Conclusion cash; no wider targets or risk increase to address shutdown pressure. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; stats.py and recorded simulation figures.

1. SPY training median20-day annualized realized volatility10.2176% defines a fixed descriptive high/low threshold. All entries already satisfy the200-day trend condition and decliningRSI2. 2. Swing holdout high-vol46 trades mean0.06186%,low-vol18 mean-0.05487%; RSI<10 group47 mean-0.07869%,RSI>=10 group17 mean0.32686%. Stronger oversold does not monotonically improve this sample. 3. OLS net trade return on lagged signal volatility andRSI: volatility coefficient0.077134,HAC3t1.7054; RSI coefficient0.00006445,t0.4185;R2=0.03985. NumPy sandwich covariance substitutes for unavailable statsmodels, same frozen regression; associations are descriptive, not causal. Other ETF buckets and annual breakdowns are recorded in full. Conclusion reject new indicator score or optimized threshold on this inspected sample. Counterargument: positive high-RSI bucket; selecting it now creates another fitted hypothesis requiring fresh validation. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; stats.py, seed90706.

1. Frozen main swing rule has holdout samples SPY64,IWM72,EFA35,EEM23,TLT27 in2021–25; earlier market history was inspected under other rules. 2. NumPy20,000 circular three-calendar-month blocks retain inactive months. Mean-trade95% intervals (%): SPY[-0.22752,0.33007],IWM[-0.53203,0.28883],EFA[-0.73200,-0.09902],EEM[-0.66541,0.20921],TLT[-0.68025,-0.04489]. SPY mean0.02903%; positive resample fraction0.58935 is not posterior probability of edge. 3. SPY daily baseline mean0.71629%, interval[0.16584,1.17769], but training loses17.56%; a positive later baseline does not validate changed exits. Matched39 SPY entries: baseline31.3672% versus swing1.2266%; aggregate swing includes25 additional entries. Conclusion reject deployment, not every possible reversal rule. Validity follows frozen train/holdout/cost gates; soundness limited by clustered small sample, assumed stationary blocks, selected historical period and quote/poll omissions. No post-result bucket or threshold becomes a new strategy. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; statistics.py/diagnostics.py and all255 recorded metric rows.

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. recent: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N5, mean0.113634%, worst-0.737589%, median1.0104 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. holdout: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N27, mean-0.320426%, worst-1.689505%, median2.1667 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. train: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N31, mean0.096934%, worst-1.426733%, median2.0729 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. recent: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N4, mean0.782386%, worst-0.953983%, median0.8802 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. holdout: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N23, mean-0.229751%, worst-2.038371%, median1.2292 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. train: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N24, mean-0.225024%, worst-1.825486%, median0.9948 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. recent: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N6, mean-0.783671%, worst-1.579315%, median0.8958 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. holdout: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N35, mean-0.415034%, worst-2.522052%, median1.2292 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .

1. Protocol596/598: declining RSI2 over three days, starting below65 and close above SMA200; next-open entry, no overlapping lot. Gate1.5ATR20<=2ADR20; one-ATR initial stop and percentage trail,1.5ATR target; next-open RSI>75 or10-session timeout. 2. train: train2016–20, holdout2021–25, recent2026 throughSep4. Explicit long-only vectorbt fee5bp/slippage5bp per side reconciles independent compounding. Raw15-minute close checks and adjusted-ratio wealth; drawdown marks observed intraday prices. 3. N34, mean-0.099752%, worst-1.743545%, median1.3594 calendar days. Conclusion: reject adoption; no ETF passes both main training and holdout. Historical proxies omit executable quotes, real polling clock, exact dividend cash and whole-share rounding. SPY/IWM cannot currently fit one whole share. Periods were inspected under other rules, so chronology does not establish pristine independence. Earlier exits permit re-entry and change cohort counts; matched diagnostics separate that effect. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; https://tradingmarkets.com/recent/the_improved_r2_strategy_84_correct_with_just_6_rules_-674361 .