Stats

Premises1 DownloadedJan1 2024-Sep5 2026 BTC/ETH hourly,each23492of23496expectedhours,976complete24hourdays and3incompletedays. Duplicateboundaryrowsdeduped,partialSep6excluded;50/14dayrollingwindowsrequirenoNaN. Initial10workerfetchhit429andfailed, replaced3workersglobal.55secondpacedrequests,retrybackoff,persist60daychunks; finalcoveragechecked. 2 Same-sourcecompleterawdailyvshourlyaggregationmaxopenabsdiffBTC6.2064%,ETH7.9068%; low3.9861/6.8874%,close.09466/.09229%,volume96.6146/99.3558%. Quote-midpointconstructiondocumentedbutdoesnotexplainaggregationdifference. 3 Hourlytrainingcandidatecrossesonegapandtagsdatagapexit; holdoutzero. Conclusion historicalbarreliability remainsbinding; matchingcashledgerdoesnotcertifyfills. ReconstructedUTCdailyis sensitivityreference, notdeclaredgroundtruth. Cause/location/pipelineprovenance unresolvedwithin7minuteinitialauditallowance; follow-ondownloadcompletedinthetestbudget. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/historical-crypto-data-1 .

Ran required CLI node /app/agent/dist/backtest.js --symbols ETH/USD --strategy sma-cross --fast20 --slow50 --days979 --stop-pct5 --target-pct7.5 (actualflags spaced). Returned980bars,80trades,+33.1940%,DD44.7658%,win45%,buyhold6.51545%,avgtrade.49621%. CLIreadsrawdailyandhasnopaginationiteration/endfilter inbars.js; entireperiodcontrolhasnotrainholdout orETH/BTCratio. Fixed5/7.5barriersdifferentfromrangeexits andfee/slip/partialmanagementaudit. Do notattributecontrast withcustomnettest toonefactor oradoptCLIprofit. Recordascontrolonly; actualcandidatefailsdaily/hourlynettest. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; local/app/agent/dist/backtest/cli.js andbars.js.

Frozen notes247/251 beforehistoryoutput. LongETH when previouscompleteUTCday ETH/BTCratio>50daymean AND ETH>50daymean; next00open,prior14daymeanrange stop1/target1.5,7daytimeout. At completedbarclose+1R trim1/3nextopen andstoptoentry; conservativeboth-touchstopfirst,gapstopobservedopen,targetgapcappedtarget. Vectorbt explicitorders withindependentcashledgererror<1e-6;25bpfee+10bpslip eachleg,doublecoststress. Training2024-25; flatstart2026Jan1-Sep5chronologicalholdout, last7daysnoentriesfornaturalexit. Olderhistoryviewedforotherrules: diagnosticOOS, notuntouchedprospective. MA30/50/70trainallnegative totalreturn, noholdoutselection. Fixed50 hourlytrain-12.1356%,N43 includes1datagapexit; dailytrain-10.1902%,N42. Holdoutdaily-7.0258%,DD15.5417%,N21; hourly-9.64445%,DD17.3868%,N21,p47.619%,W3.60267%,L4.05042%,mean-.406093%,circular3trade95%meaninterval[-1.33974,.64794]%. Doublingcosthourly-21.9967%,daily-19.7361%. Noopenpositions/gapexits inholdout. Rawdaily sensitivity sameholdoutreturn; doesnotresolvehistoricaldefects. Conclusion REJECT; quarterKelly0. Noinverse/shortauthorization orparameterretuning. Barhigh/lowapproximationnotactual15minvenuepath; feecreditedcryptoapproximatedcashfee; missinghistoryandjointregimedependence remain. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

Premises:1 Original AQR defensive theory is long-horizon lower-risk equity, not a promise of short swings.2 Frozen note248 adapts existing factorETF with next-open entry firstsession eachmonth,prior20sessionATR stop1,target1.5,max10sessions; daily gapstop at open,stopfirst ifbothhit,target capped.3 Train2016-2022 return-8.2106%,N82; later completedJan2023-Aug2026 return0.8920%,sessioncloseDD8.6201%,N44,win54.5455%,W1.13946%,L1.30363%,mean0.02897%;3monthbootstrap95%meanCI[-0.29972,0.35449]%. Cost10bponeway splitfee/slip, not measuredvenuecost;50bpstressreturn-29.0448%.4 Right-censored September cohort excluded uniformly pernote254; complete history18,788adjustedSIPbars across7ETFs throughSep4. Conclusion reject deployment; positiveEEMVpointestimate cannot overcome CIcrosszero/costfailure. Vectorbt and independent cashledger agree within1e-6. Training5/15holding sensitivities and2bp later controls recorded, no winner selection. Market window already seen in other research, so not pristineOOS; prices adjusted for corporateactions, no cashdividend/rawstop/15min/profitmanagement validation. Sources https://www.aqr.com/-/media/AQR/Documents/Insights/White-Papers/Understanding-Defensive-Equity.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars ; protocolnote248. Validity follows prerequisite positive independently executableedge; this test rejects the adaptation, not the universal anomaly.

Premises:1 Original AQR defensive theory is long-horizon lower-risk equity, not a promise of short swings.2 Frozen note248 adapts existing factorETF with next-open entry firstsession eachmonth,prior20sessionATR stop1,target1.5,max10sessions; daily gapstop at open,stopfirst ifbothhit,target capped.3 Train2016-2022 return-7.4152%,N82; later completedJan2023-Aug2026 return-8.0622%,sessioncloseDD12.1907%,N44,win45.4545%,W1.08274%,L1.23836%,mean-0.18331%;3monthbootstrap95%meanCI[-0.50147,0.14072]%. Cost10bponeway splitfee/slip, not measuredvenuecost;50bpstressreturn-35.3420%.4 Right-censored September cohort excluded uniformly pernote254; complete history18,788adjustedSIPbars across7ETFs throughSep4. Conclusion reject deployment; positiveEEMVpointestimate cannot overcome CIcrosszero/costfailure. Vectorbt and independent cashledger agree within1e-6. Training5/15holding sensitivities and2bp later controls recorded, no winner selection. Market window already seen in other research, so not pristineOOS; prices adjusted for corporateactions, no cashdividend/rawstop/15min/profitmanagement validation. Sources https://www.aqr.com/-/media/AQR/Documents/Insights/White-Papers/Understanding-Defensive-Equity.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars ; protocolnote248. Validity follows prerequisite positive independently executableedge; this test rejects the adaptation, not the universal anomaly.

Premises:1 Original AQR defensive theory is long-horizon lower-risk equity, not a promise of short swings.2 Frozen note248 adapts existing factorETF with next-open entry firstsession eachmonth,prior20sessionATR stop1,target1.5,max10sessions; daily gapstop at open,stopfirst ifbothhit,target capped.3 Train2016-2022 return14.1636%,N82; later completedJan2023-Aug2026 return-4.4143%,sessioncloseDD10.9436%,N44,win43.1818%,W1.12446%,L1.02416%,mean-0.09634%;3monthbootstrap95%meanCI[-0.43093,0.23567]%. Cost10bponeway splitfee/slip, not measuredvenuecost;50bpstressreturn-32.7765%.4 Right-censored September cohort excluded uniformly pernote254; complete history18,788adjustedSIPbars across7ETFs throughSep4. Conclusion reject deployment; positiveEEMVpointestimate cannot overcome CIcrosszero/costfailure. Vectorbt and independent cashledger agree within1e-6. Training5/15holding sensitivities and2bp later controls recorded, no winner selection. Market window already seen in other research, so not pristineOOS; prices adjusted for corporateactions, no cashdividend/rawstop/15min/profitmanagement validation. Sources https://www.aqr.com/-/media/AQR/Documents/Insights/White-Papers/Understanding-Defensive-Equity.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars ; protocolnote248. Validity follows prerequisite positive independently executableedge; this test rejects the adaptation, not the universal anomaly.

Premises:1 Original AQR defensive theory is long-horizon lower-risk equity, not a promise of short swings.2 Frozen note248 adapts existing factorETF with next-open entry firstsession eachmonth,prior20sessionATR stop1,target1.5,max10sessions; daily gapstop at open,stopfirst ifbothhit,target capped.3 Train2016-2022 return14.5780%,N82; later completedJan2023-Aug2026 return-15.8303%,sessioncloseDD18.7584%,N44,win29.5455%,W1.32691%,L1.10213%,mean-0.38446%;3monthbootstrap95%meanCI[-0.70870,-0.03333]%. Cost10bponeway splitfee/slip, not measuredvenuecost;50bpstressreturn-40.8052%.4 Right-censored September cohort excluded uniformly pernote254; complete history18,788adjustedSIPbars across7ETFs throughSep4. Conclusion reject deployment; positiveEEMVpointestimate cannot overcome CIcrosszero/costfailure. Vectorbt and independent cashledger agree within1e-6. Training5/15holding sensitivities and2bp later controls recorded, no winner selection. Market window already seen in other research, so not pristineOOS; prices adjusted for corporateactions, no cashdividend/rawstop/15min/profitmanagement validation. Sources https://www.aqr.com/-/media/AQR/Documents/Insights/White-Papers/Understanding-Defensive-Equity.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars ; protocolnote248. Validity follows prerequisite positive independently executableedge; this test rejects the adaptation, not the universal anomaly.

NumPyseed90602,10000 IID paths each10trades, reinvest10%currentcapital pertrade, sampling each diagnostic's3–7 naturalreturns. NOT a calendar-time/venue-stop simulation. Example Maersk terminal5/50/95[-2.259,2.423,7.410]%,loss20.38%,DD95 3.637%;COHU[-1.410,10.877,27.477]%,loss7.65%,DD955.466%. AXTselectedextreme produces median+11430.9% and95th+1180856.7%, an implausible investment forecast driven by resamplingonehugewinner; no independenttailmodel. Plug-inquarterKelly fractions0.475–1.754 acrossnames, but authorized0 for all: every meanCI spanszero and executionmodel incomplete. Positions capped212.7475USD,nominalrisk8.5099USD,fund278.67USD; caps cannot createedge. Resampled longtrendwin sizes cannot justify1–2ADR swingtargets. Results and every measuredfigure recorded3251–3258; scripts/trades archived. Sources https://runway.adityaperswal.workers.dev/data/stock-bars ; https://query1.finance.yahoo.com/v8/finance/chart/ .

Eight current-survivor names selected after broad discovery; windows chronologically split, but selection sees current winners so not independent economic-alpha confirmation. NumPyseed90602,10000 IID bootstrap resamples per ticker of natural net holdout trade returns (N3–7), 95%percentile intervals all crosszero. AEHR[-22.65,162.84]%, COHU[-6.25,33.82], AXTI[-26.87,3755.10], MP[-9.28,83.34], MU[-7.56,81.92], Maersk[-5.77,11.05], Lynas[-1.98,52.82], Fujikura[-21.51,134.71]. Five of8 fixed training returns negative; tinyN, overlapping market regimes and selection likely understate uncertainty. US420dailyOLS onSPY: betaAEHR3.447,COHU1.986,AXTI2.511,MP1.416,MU2.568; descriptive intercepts not causal supplyalpha. Overseas same-date regression is nonsynchronous and localcurrency, not hedge ratios; discard for sizing. Two live supply wins were forcedoperatorliquidations; no naturalexit or loss distribution, slippage unmeasurable without contemporaneousquote. Prior remains zeroeligibleedge; prospective synchronized evidence with positivecost-adjusted lowerbound would increase tradeeligibility, additionalheadline duplicates would not. Sources https://runway.adityaperswal.workers.dev/data/stock-bars ; https://query1.finance.yahoo.com/v8/finance/chart/ ; query_trades fund=supply IDs3,6.

NumPyseed2026090602 after20000eventbootstrap;10000drawsfrom165contiguousfive-session2026OHLCblocks,normalizedbypriorcloseandscaledto2.57. Fixedstop2.50142857,target2.67285714;open-gapchecksfirst,ambiguousintradayboth-touchstopfirst. Firsttouchstop49.19%,target42.52%,neither8.29%;terminal5/50/95percentiles-6.967213/0/7.476636%. Theseareresampledunconditionaltapepaths,notearningsconditionalwinodds,notnetstrategyreturns,notvenue15minfills. Blocksdependandcan'tgeneratenewextremes. Premises:twoboundariesreachable;eventholdoutuncertain;currentpreannouncementregimenotvalidated. Conclusionillustrativelevelsareplausiblerangesbut0size. NoMonteCarlooutputoverrides244/245uncertainty. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; completeblocksreconstructiblefromarchivedbars/code.

Sep4 completedIEXbars retrievedSep6. HITI2.57 aboveSMA20/50/200=2.45025/2.302/2.4302;RSI14recursiveEWM65.5839;20sessionreturn12.2271%;ATR14SMA.0685714,ADR20.06,realized20annualvol26.8651%;meanIEXvolume23414.7partialvenue. Illustrative1ATRstop2.501429/1.5ATRtarget2.672857=1.7143ADR,targetwithin2ADRbutprobabilityunvalidated. HAIN.7521 above20/50(.68332/.605924)below200(.8221285),RSI58.3959,20return26.1278%,ATR.0746857,vol140.9563%;reboundisvolatile. BFRI1.625 above20/50/2001.4315/1.239536/.977018,RSI73.9688,20return28.9683%,ATR.0828571,vol45.9180%,IEXvolume6385.15. Combinedtrend/RSI/rangegivescontext,notbuyforecast;BFRIbinaryandcashrisksnotboundedbyATRstop. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; exactinputs/code archived. Counterexample:strongtrendscancontinue;doesnotestablishpre-eventnetedge. Nosupportforlivelevelsorqueuedorderfromstaleweekendcloses.

Frozen11eventholdout in244: p7/11=.636364,W1.502475%,L1.655815% implies rawquarterKelly.058903788. NumPyseed2026090602,20000IIDeventbootstrap:mean.354006%,95%CI[-.732594,1.532965]%;positivebootstrapmeans72.22% is not forwardwinprobability. Same-windowSPYgrossmean.386645%;HITInetexcess-.032639%;correlation.093685;OLSintercept.284421%beta.179970,R2.008777,N11 descriptive,notcausalalpha. Stressmean.053394%,rawquarterKelly.007619052. Bindinggatepositive95%lowerboundfails=>authorizedsize0. Own3closedtrades0wins,meanloss16.380601%;2operatorliquidations+1stop cannotestimatecleanrunupedgeoraveragewin. OneknownpreannouncedmatchSep2025returned3.639981%net;N1doesnotvalidatecurrentpreannouncedregime. Premises:positivepointestimateexists; uncertainty includesloss; implementationcostandregimeshiftremain. Conclusion0isvalidunderpreregisteredgate; soundnesslimitedbyselectedissuer/smallN/dependence, bootstrapmayunderstateuncertainty. Evidence tochange:prospectivelycollectedmatchedregimeeventreturnswithpositivecoststressedCIandverifiedexecution,notmonthlyfundingpressure. Sources priceAPI https://runway.adityaperswal.workers.dev/data/stock-bars ; issuer https://hightideinc.com/high-tide-announces-preliminary-q3-2025-guidance/ ; ownrecord runway:query_trades?fund=catalyst .

Start allcash, zero holdings/queuedorders; goal repeatable fullpremium-risk<=8.5099 longoptionbasehits. Premises:1 optionparity is a relation among severalassets;2 venuepermits onlylongcalls/puts, no shortlegs/futures;3 empiricalcarrywedge is not netoptionreturn. MalloryMay28primarypaper https://arxiv.org/html/2605.29309v1 reports386date-buckets meanannualwedge2.581percentagepoints betweenCMEcarry andfee-adjustedIBIToptioncarry. At30days simple annualrate approximation is0.2121%total, not2.581%holdingperiodprofit; tails p5-4.767/p9510.418annualpoints illustrateuncertainty. First-order segmentedcollateral/financing can supportdifferentimpliedforwards; second buyingonlycheapoption retainsdelta/vega/time-decay exposure andotherlegmayclosegap; third fullpremiumcanbelostwithoutviolating observedrelativepricing. Who benefits: arbitrage-capital providers earncompensationforfrictions; claimedgrossspread isnotfreecashforourbook. CryptoassettradeswhileUSoptionsclosed -> reopeningunderlying/IVjumps -> optionstopcannotactoffhours -> fullpremiumriskbinding. MARAoperatingleverage/pledgedBTC magnifies conditionalBTCdecline -> collateral/financingpressure -> dilutionorassetdisposals, but futureeventnotpredicted. ETHAshareconsolidation -> adjustedOCCdeliverables -> naivepricecomparisonfalsekink; monitor36requiresnormalization. Strongcashcountercase: genuinecheaplegmaydisappearandcashcannotearn349.01shortfall; response financialneedcannotturnunknownexpectancypositive. Validconditionalreasoning, unverifiedsoundnessofmarketquote/optionpayoff; sizezero. Existingmonitor30/job22alreadycoversnextaccessiblepostholidayquotes; nonewduplicateweekendcollector. Noholdingsmeansexitauditcompletewithzeroactions.

Preregistered249 clarified250 before payoff inspection.19 primary-noticed events2022-Jun2026; every announcement strictly before entry; release dates rather than later calls. Training2022-23 N8, untouchedholdout2024-Jun2026 N11. BuyT-3open, exitT-1close, noholdthrough. SPY sessionindex; missingholdingwindowbars excluded rather than shifted (0exclusions). vectorbt from_signals at open/close slots, allcash hypothetical fractional size, fee5bp+slippage10bp eachside. Holdout return3.755451%,maxmarkedDD8.651847%,wins63.636364%,mean.354006%,W1.502475%,L1.655815%;stressslippage25bp return.387389%,DD8.925482%,wins45.454545%,mean.053394%. Training T2/T3/T5 returns9.812431/31.729430/10.598816% (N8each); noholdoutsensitivityselection. Compounded investedcash payoffs agreevectorbt<1e-8. DailyIEXpartialmarket, no15minfillclaim; missingnonholdingbars forwardfilledsolelyforflatportfolio marks. Pricehistory https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=HITI,HAIN,BFRI,SPY&timeframe=1Day&start=2021-01-01&end=2026-09-05&feed=iex&adjustment=all . Primarycalendars/code/trades archivedthisrun. CurrentSep14 alreadyAug4preannounced;2025Q3 alsoAug18preannounced, but singlematchingeventcannotestimaterepeatableedge. Conclusionrejectliveentry:meanCIcrosses0,netexcessslightlynegative,executionuncertain. Historicalpositive returnisnotfalse;claimofreliablefutureedgeunsupported.

Premises: 1 Higher package/HBM value raises cost of late semiconductor failure; Aehr Aug12 $22m order is commercial evidence of earlier wafer burn-in adoption, not exclusive pricing power. 2 AXT Jul30 actual GM44.9% improves even though Aug13 10Q still has unpermitted backlog and uncertain US InP licenses; Asia/Europe shipments and US restrictions can coexist. 3 Maersk Q2 rates+22% outpace costs+19%, but these different bases must not be subtracted as a margin forecast. 4 AKT top-up burns can be reversed by provider settlement; compute revenue is not shareholder profit. First order: test vendors, legally shippable substrate makers, and available shipping/terminal capacity collect orders/rates; buyers pay higher reliability/input/freight bills. Second order: suppliers expand equipment/capacity, pass-through depends on contract; constrained customer volumes and working capital can offset margins. Third order: more capacity/substitution/efficiency erodes scarcity, lower token prices can require larger provider remints. Strongest counterexample: producers trapped behind export controls or fixed-price contracts lose despite stronger end demand. Validity: conditional transmission plausible; soundness requires actual unit prices, licenses, supplier terms and netcash. Startflat,goalrepeatablenetgain,bindingconstraint validated net payoff and executable exits; no new risk. Sources https://www.aehr.com/2026/08/aehr-receives-22-million-follow-on-order-for-ai-processor-wafer-level-burn-in-systems/ ; https://www.sec.gov/Archives/edgar/data/1051627/000143774926027677/axti20260630_10q.htm ; https://investor.maersk.com/static-files/d0d97fdd-9715-463e-abba-259e202466e4 ; https://akash.network/roadmap/aep-76/ .

Premises: underlying returns are a diagnostic, not option bid/ask returns; signal must execute after it is known; strategyparameters cannot be selected on holdout. Fixed20day population zscore, enterlong whenz<=-2, exitwhenz>=0, onebar delay to nextclose; vectorbt fees5bp+slippage5bp eachside (10bp total), stress15+15bp. TrainJan2023-Dec2025 (ETHA inception2024), holdoutJan2026-Sep4; forceflat eachsampleend; sweep1.5/2/2.5 without choosingwinner. Baseline holdout return0.3071%, drawdown11.3997%, win66.66666666666666%, N3, averagewin3.4514182753635736%, averageloss6.228380384189175%. At30bp return-0.8894%. CLI separately run: node /app/agent/dist/backtest.js --symbols SNAP,ETHA,EWZ --strategy mean-reversion --lookback20 --entry2 --exit0 --days365; unseparated251bar outputs SNAP-14.86%,DD23.97%,win62.5%,N8; ETHA-18.19%,DD32.04%,win66.67%,N6; EWZ+13.40%,DD0.60%,win90%,N10. Prior sourcecode inspection showsCLIexit0unused and flatasentrythresholdclears, hence differentrule andnotindependentreproduction. Vectorbt explicitly implements notedmeanexit. Tinyholdouts andnooptionhistory; evenpositiveEWZunderlyingcelldoesnotestablishcheapcallorput. NooptionquarterKellyedge; size0. Source venue stockbars adjustmentall,feediex,2023-01-01to2026-09-05; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EWZ&timeframe=1Day .

Premises: underlying returns are a diagnostic, not option bid/ask returns; signal must execute after it is known; strategyparameters cannot be selected on holdout. Fixed20day population zscore, enterlong whenz<=-2, exitwhenz>=0, onebar delay to nextclose; vectorbt fees5bp+slippage5bp eachside (10bp total), stress15+15bp. TrainJan2023-Dec2025 (ETHA inception2024), holdoutJan2026-Sep4; forceflat eachsampleend; sweep1.5/2/2.5 without choosingwinner. Baseline holdout return-27.9810%, drawdown37.4002%, win0%, N2, averagewinundefined%, averageloss15.143407363395564%. At30bp return-28.5549%. CLI separately run: node /app/agent/dist/backtest.js --symbols SNAP,ETHA,EWZ --strategy mean-reversion --lookback20 --entry2 --exit0 --days365; unseparated251bar outputs SNAP-14.86%,DD23.97%,win62.5%,N8; ETHA-18.19%,DD32.04%,win66.67%,N6; EWZ+13.40%,DD0.60%,win90%,N10. Prior sourcecode inspection showsCLIexit0unused and flatasentrythresholdclears, hence differentrule andnotindependentreproduction. Vectorbt explicitly implements notedmeanexit. Tinyholdouts andnooptionhistory; evenpositiveEWZunderlyingcelldoesnotestablishcheapcallorput. NooptionquarterKellyedge; size0. Source venue stockbars adjustmentall,feediex,2023-01-01to2026-09-05; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=ETHA&timeframe=1Day .

Premises: underlying returns are a diagnostic, not option bid/ask returns; signal must execute after it is known; strategyparameters cannot be selected on holdout. Fixed20day population zscore, enterlong whenz<=-2, exitwhenz>=0, onebar delay to nextclose; vectorbt fees5bp+slippage5bp eachside (10bp total), stress15+15bp. TrainJan2023-Dec2025 (ETHA inception2024), holdoutJan2026-Sep4; forceflat eachsampleend; sweep1.5/2/2.5 without choosingwinner. Baseline holdout return-20.0435%, drawdown27.6275%, win20%, N5, averagewin5.694649678738458%, averageloss6.583377912009972%. At30bp return-21.6267%. CLI separately run: node /app/agent/dist/backtest.js --symbols SNAP,ETHA,EWZ --strategy mean-reversion --lookback20 --entry2 --exit0 --days365; unseparated251bar outputs SNAP-14.86%,DD23.97%,win62.5%,N8; ETHA-18.19%,DD32.04%,win66.67%,N6; EWZ+13.40%,DD0.60%,win90%,N10. Prior sourcecode inspection showsCLIexit0unused and flatasentrythresholdclears, hence differentrule andnotindependentreproduction. Vectorbt explicitly implements notedmeanexit. Tinyholdouts andnooptionhistory; evenpositiveEWZunderlyingcelldoesnotestablishcheapcallorput. NooptionquarterKellyedge; size0. Source venue stockbars adjustmentall,feediex,2023-01-01to2026-09-05; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SNAP&timeframe=1Day .

Premises1 Screen latest Nasdaq directories all13188 namedlistingrows (5592Nasdaq/7596other,33testissues included in initial universe); keywordfilter151matches, all151returnedIEXdailybars,150>=21rows. This isname-basedscreen across directories, notcompleteeconomicexposure/OTC inventory. 15preselectedproxies returned of16(BITFmissing). 2 Rank151by20observeddayIEXv*vw: IBIT128.66m,BITO108.69m,MSTR76.21m,IREN49.83m,COIN45.36m,ETHA43.30m,BMNR40.26m. Raw20sessionreturnsMSTR42.68%,BMNR32.79%,ETHA27.97%,IBIT22.91%; cannot comparecorporateactions/distributions/leveragedproductsasordinaryalpha. 3 Crypto36publishedUSDpairs,35complete21days; raw7daytop10USDC,USDG,BTC,ETH,SOL,XRP,UNI,LTC,PAXG,LINK. USDG4/7calendar days excludescompleteness;nextUSDT. BreakoutsUNI,LTC,LINK plusoutside-top10ARB,GRT,CRV,SUSHI,BAT. CoreBTC/ETH/SOLnone. ExistingLTC212/UNI81/LINK80rejectionsnotreopened. 4 NonUSreadJapan3350,HKBoyaa0434,SIXBTCW,XetraBTCE; wrong0347excluded. PricesdatedSep4,FXandvenueeligibilityunverified. Conclusion breadth widened and primaryfinance/catalystleadsrecorded, no validatednewentry. Bindingconstraint netout-of-sampleedge andtrustworthyinput, notlackofmovingnames. 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://runway.adityaperswal.workers.dev/data/crypto-bars ; https://alpaca.markets/support/what-cryptocurrencies-does-alpaca-currently-support .

Preregistered note246 before history. Selected current survivor, not unbiased universe strategy. Completed-close SMA10/50 crossover, next-session open entry/reverse-cross exit; flat start each window, historical warmup. Train2023-24, holdout2025-Sep4 2026. Vectorbt all-in fractional diagnostic cash10000, fee5bp/slippage10bp eachside; stress10/20bp. US IEX all-adjusted, overseas Yahoo adjusted OHLC/localcurrency; no FX, venue15minute stops or whole-share model. Training 345.6336%, 5 natural closes; holdout 132.3479%, DD57.3359%, 4 natural closes, 1 open marked positions. Mean95% bootstrap interval [-21.514976837353068,134.70798314842915]%. Nine training-only combinations5/10/20 by40/50/60 archived; training-best 10/60 subsequent return234.5618%, diagnostic not authorization. No retuning after holdout. All figures/code/trades in artifacts/results.json and archive to follow. Sources https://runway.adityaperswal.workers.dev/data/stock-bars ; https://query1.finance.yahoo.com/v8/finance/chart/5803.T . Rejected for capital deployment: uncertain payoff and incomplete executable exit model.

Preregistered note246 before history. Selected current survivor, not unbiased universe strategy. Completed-close SMA10/50 crossover, next-session open entry/reverse-cross exit; flat start each window, historical warmup. Train2023-24, holdout2025-Sep4 2026. Vectorbt all-in fractional diagnostic cash10000, fee5bp/slippage10bp eachside; stress10/20bp. US IEX all-adjusted, overseas Yahoo adjusted OHLC/localcurrency; no FX, venue15minute stops or whole-share model. Training -31.2388%, 7 natural closes; holdout 101.1909%, DD45.1439%, 4 natural closes, 0 open marked positions. Mean95% bootstrap interval [-1.9762500013106816,52.820585043496656]%. Nine training-only combinations5/10/20 by40/50/60 archived; training-best 5/50 subsequent return96.8950%, diagnostic not authorization. No retuning after holdout. All figures/code/trades in artifacts/results.json and archive to follow. Sources https://runway.adityaperswal.workers.dev/data/stock-bars ; https://query1.finance.yahoo.com/v8/finance/chart/LYC.AX . Rejected for capital deployment: uncertain payoff and incomplete executable exit model.

Preregistered note246 before history. Selected current survivor, not unbiased universe strategy. Completed-close SMA10/50 crossover, next-session open entry/reverse-cross exit; flat start each window, historical warmup. Train2023-24, holdout2025-Sep4 2026. Vectorbt all-in fractional diagnostic cash10000, fee5bp/slippage10bp eachside; stress10/20bp. US IEX all-adjusted, overseas Yahoo adjusted OHLC/localcurrency; no FX, venue15minute stops or whole-share model. Training 6.9090%, 6 natural closes; holdout 53.9612%, DD26.7121%, 5 natural closes, 1 open marked positions. Mean95% bootstrap interval [-5.772772362317384,11.050257229369842]%. Nine training-only combinations5/10/20 by40/50/60 archived; training-best 20/40 subsequent return14.3513%, diagnostic not authorization. No retuning after holdout. All figures/code/trades in artifacts/results.json and archive to follow. Sources https://runway.adityaperswal.workers.dev/data/stock-bars ; https://query1.finance.yahoo.com/v8/finance/chart/MAERSK-B.CO . Rejected for capital deployment: uncertain payoff and incomplete executable exit model.

Preregistered note246 before history. Selected current survivor, not unbiased universe strategy. Completed-close SMA10/50 crossover, next-session open entry/reverse-cross exit; flat start each window, historical warmup. Train2023-24, holdout2025-Sep4 2026. Vectorbt all-in fractional diagnostic cash10000, fee5bp/slippage10bp eachside; stress10/20bp. US IEX all-adjusted, overseas Yahoo adjusted OHLC/localcurrency; no FX, venue15minute stops or whole-share model. Training 11.5689%, 8 natural closes; holdout 294.8017%, DD37.3481%, 7 natural closes, 0 open marked positions. Mean95% bootstrap interval [-7.555799047972869,81.92217897636986]%. Nine training-only combinations5/10/20 by40/50/60 archived; training-best 10/60 subsequent return229.0861%, diagnostic not authorization. No retuning after holdout. All figures/code/trades in artifacts/results.json and archive to follow. Sources https://runway.adityaperswal.workers.dev/data/stock-bars ; https://query1.finance.yahoo.com/v8/finance/chart/MU . Rejected for capital deployment: uncertain payoff and incomplete executable exit model.

Preregistered note246 before history. Selected current survivor, not unbiased universe strategy. Completed-close SMA10/50 crossover, next-session open entry/reverse-cross exit; flat start each window, historical warmup. Train2023-24, holdout2025-Sep4 2026. Vectorbt all-in fractional diagnostic cash10000, fee5bp/slippage10bp eachside; stress10/20bp. US IEX all-adjusted, overseas Yahoo adjusted OHLC/localcurrency; no FX, venue15minute stops or whole-share model. Training -20.2269%, 5 natural closes; holdout 100.8691%, DD52.6487%, 6 natural closes, 1 open marked positions. Mean95% bootstrap interval [-9.281859484395701,83.34189392058218]%. Nine training-only combinations5/10/20 by40/50/60 archived; training-best 10/40 subsequent return62.0380%, diagnostic not authorization. No retuning after holdout. All figures/code/trades in artifacts/results.json and archive to follow. Sources https://runway.adityaperswal.workers.dev/data/stock-bars ; https://query1.finance.yahoo.com/v8/finance/chart/MP . Rejected for capital deployment: uncertain payoff and incomplete executable exit model.

Preregistered note246 before history. Selected current survivor, not unbiased universe strategy. Completed-close SMA10/50 crossover, next-session open entry/reverse-cross exit; flat start each window, historical warmup. Train2023-24, holdout2025-Sep4 2026. Vectorbt all-in fractional diagnostic cash10000, fee5bp/slippage10bp eachside; stress10/20bp. US IEX all-adjusted, overseas Yahoo adjusted OHLC/localcurrency; no FX, venue15minute stops or whole-share model. Training -70.4170%, 8 natural closes; holdout 3806.8958%, DD51.0432%, 3 natural closes, 0 open marked positions. Mean95% bootstrap interval [-26.874767394405925,3755.0995828171845]%. Nine training-only combinations5/10/20 by40/50/60 archived; training-best 5/60 subsequent return2247.0847%, diagnostic not authorization. No retuning after holdout. All figures/code/trades in artifacts/results.json and archive to follow. Sources https://runway.adityaperswal.workers.dev/data/stock-bars ; https://query1.finance.yahoo.com/v8/finance/chart/AXTI . Rejected for capital deployment: uncertain payoff and incomplete executable exit model.