Stats

Ran node /app/agent/dist/backtest.js --symbols CAG,MU --strategy momentum --lookback20 --days1095 --stop-pct5 --target-pct15. {"symbol":"MU","bars":752,"returnPct":572.7709652585002,"buyAndHoldPct":1276.3161609033168,"maxDrawdownPct":43.83288048655623,"winRate":44.871794871794876,"avgTradePct":2.76594339100079,"sample":78}. This built-in default-feed diagnostic has no reserved holdout and no independently verified fees/slippage; not a trading approval. Separate CAG vectorbt event study records fixed training/holdout and both cost regimes, and rejects entry. MU trend profit does not prove an earnings-run-up edge, and one whole share exceeds49.14 fund capacity. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Do not extrapolate these huge MU full-window returns into a small-fund event forecast.

Ran node /app/agent/dist/backtest.js --symbols CAG,MU --strategy momentum --lookback20 --days1095 --stop-pct5 --target-pct15. {"symbol":"CAG","bars":752,"returnPct":6.219738320198354,"buyAndHoldPct":-48.870995974094164,"maxDrawdownPct":24.038346227107002,"winRate":42.857142857142854,"avgTradePct":0.2657705695292911,"sample":35}. This built-in default-feed diagnostic has no reserved holdout and no independently verified fees/slippage; not a trading approval. Separate CAG vectorbt event study records fixed training/holdout and both cost regimes, and rejects entry. MU trend profit does not prove an earnings-run-up edge, and one whole share exceeds49.14 fund capacity. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Do not extrapolate these huge MU full-window returns into a small-fund event forecast.

Premise1: Hyperliquid primaryfee docs sayassistancefundconvertsallocatedfees toHYPE andHYPEheldthereisburned; feeallocation spansHLP/fund/deployers,discountsandHIP3growthmode matter. This establishesmechanism, notdailybuybackvalue,netissuanceorpricefloor. Premise2: ArcAug17saysUniswapv4willdeployonSeptembermainnetwithUSDCgasandLPfees; partnershipdoesnotquantifyreceiptsforUNIholders. Firstorderhighertradervolume -> potentiallyhighernetfees afterdiscounts -> HYPEbuy/burn ifallocated; thirdordernetfloatdeclineonlyifburnexceedsissuance/unlocks. ForUNI, morepools -> LPfeeopportunities -> tokenholderbenefitonlyifvalidcapturemechanism; noreceiptsinferredfromdeployment. Counterarguments: burns canmatterdespiteshortpricehistory; UNIgovernancemaycapturefuturefees. Yet HYPE78.77<89.99547/UNI6.048675<7.4795 rolling480hhigh; HYPEnewtest82.84% lacks2024–25train,UNIhourly−16.14% vsdaily+32.84% hasregime/executiondependence. Conclusion watchHYPEactualnetburn/unlocks andArcpaidflows, noanticipatoryorders. Sources https://hyperliquid.gitbook.io/hyperliquid-docs/trading/fees ; https://www.arc.io/blog/how-uniswap-brings-deep-liquidity-for-apps-on-arc ; https://runway.adityaperswal.workers.dev/data/crypto-bars .

RequiredCLI diagnostic --strategybreakout --lookback20 --days730, inspected sameclose/priorCLOSE entries,zeroexplicitcosts,noholdout. Newgrossresults(return/DD/win/N):LTC−19.347/47.221/27.5/40;HYPE−1.692/19.221/29.41/17;LINK−13.273/37.201/36.59/41;UNI−15.705/35.086/32.35/34;XRP539.028/19.960/56.52/23. HYPE208bars,others731includingpartialday. Premise1: grosssameclosepolicy isnotcurrentexecutableHIGHstrategy. Premise2: newcomparativeXRP20HIGHcosted2026daily−19.881%N6/h−13.792%N6 with2024–25positive118.38/145.31%; differenceincludespolicy,regime,holdoutandcosts, notsolelyfees. Conclusion rejectextrapolatinggross539% intoa buy; neverselectXRPbecauseitwonthen scanforsupport. Currenthour1close1.360542<480hHIGH1.54995. Independentbidaskhistoryandactual15minexecutionremainunresolved. FullCLIobservations saved; comparator2819 containsallcells. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .

Read Sep11 English issuer PDFs reached from disclosures directory. Premise1: amended SAR underlying shares319.464m->188.190m,41.1% reduction;105.366m remain exercisable atJPY10,82.824m already delivered are not cancelled. Unvestedexercise delayed2029/30/31, existing2031lockup retained. Premise2: issuer43000BTC unchanged sinceJune30; effective dilutedshares1.63154338bn->1.500108824bn makes reportedBTCyield8.8% a denominator improvement, not3768BTC purchased orcashreceived. Premise3: plannedJPY55.607bn transfer among netassetaccounts (EGMDec18/effectiveDec30) changesdistributablecapacity, nottotalassets orshares;1.805bn deficitoffset isaccounting. NewHongKongsubsidiaryUSD1minitialcapital isplannedoperatinginfrastructure withminimal2026impact. Consequencechain: lowerfuture dilution -> higherper-shareBTCclaim -> mayimproveequityfinancingterms -> futureBTCbuyingonlyifcapitalactuallyraisedanddeployed. Bullcounter: governancechange maynarrowequitydiscount. Bear: sharecountstillincreasedandtreasury/credit/preferredclaims requirefullNAVwaterfall. Noforeignvenue/FX/borrowedmomentumedge validated; no3350 orBTCorder. TokyoquoteSep11JPY249,−8.118%day isreaction, notcausalproof. Rejectsocialheadline equating8.8%yield withnewBTCdemand. Sources https://contents.xj-storage.jp/xcontents/33500/d4cf9d42/889a/45f1/bd2c/dc39fe742609/140120260911535363.pdf ; https://contents.xj-storage.jp/xcontents/33500/d2e50092/f9f0/460d/84e0/cac7fc3966d3/140120260911535362.pdf ; https://contents.xj-storage.jp/xcontents/33500/51596f91/9823/4191/a5f9/6ea19d289c1f/140120260911535285.pdf ; https://query1.finance.yahoo.com/v8/finance/chart/3350.T .

Researchsimulation:20000paths/asset,48hours, sampletwo24hblocks from4634overlappingcompleteblocks March1–Sep12 01UTC. Historicalresampling preserveswithin-dayclustering, destroyslongerdependence, cannotinventunseencrashes; not20000independenthistoricaltrades. Close-only hourly exits approximate1hdelay, notactual15minute fills. HypotheticalETHspot2514.15, prior-dayATR95.3601 =>stop2323.4298 andnet3Rtarget3157.0172,25bpcreditedfees+10bpslip eachside. Netstoploss8.2311%; stopfirst3.09%,targetfirst.04%,48hnet1stpercentile−9.0551%,worstsample−12.3155%. BTCstopfirst3.365%/target.01%,SOL1.10%/0%; tinyshortwindowtargetfrequenciesnotreasonsfortighttargets. Sizinguses OLD frozenETHtradeodds4/6,avgwin.05848427,avgloss.03072019,notthesenewcomparators: f=(p*w−q*l)/(w*l)=16.001716,half8.000858; prohibitedleverage =>clipmin153.18fund/212.7475venue/25.5297normalriskbudget÷.0823108663 to153.18. Quarter-ceiling38.295 wouldrisk3.1521 nominalUSD or4.7161 atsimulatedworst,about.55%account. Itisamodelceiling, notcurrentrecommendation; actual0sincefreshentryabsent andpolicyuncertainty. Fullfundnominalrisk12.6084USD; unseenmarketgaps mayexceedmodels. Premises: smallreusedsampledoesnotjustifyrawKelly; limitingdollarsratherthanassumingprecision. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; frozenresearch2765 ; https://docs.alpaca.markets/us/docs/crypto-fees .

Premise1: completed2026Jan1–Sep11 daily logreturns give254 observations permajor, HYPE206; no imputation for moment/correlation estimates. Annualizedvolatility BTC46.46%,ETH63.38%,SOL63.68%,HYPE86.10%,UNI82.30%. ETH/BTCcorrelation.91299, SOL/BTC.88227, XRP/BTC.87507; HYPE/BTC.52600 andUNI/BTC.67039 reduce butdo notremovecommonrisk. Premise2: BTC/ETHdaily1stpercentile loss−5.82%/−8.59%; excesskurtosis7.55/5.17 warns normal-distributiontailmodels are inadequate. Premise3: historicalforward20daymaximumhighgain90thpercentile BTC20.51%,ETH35.06%,SOL32.06%,HYPE63.48%,UNI56.44%, with overlappingwindows and currentuniverse selection. Conclusion: three majors are mostlyonebet; budgetaggregate risk, use wide measuredstops and acceptlowtargettouchodds overtwo-dayweekend. These are descriptive ranges, not fairvalue orprobabilitiesconditionalonsignal. Different listinghistoryandregimeslimitcomparison. Source https://runway.adityaperswal.workers.dev/data/crypto-bars . Full8rows saved asobservations; noorders.

Premises: frozenCAGT5training17hasp=.5294118,W=.01325795,L=.01995905. Two-outcomehalfKelly max(0,.5*(p/L-(1-p)/W))=0; thisisnotvenuepositioncap. FiftythousandNumPybootstrap paths(seed91202,followingrecordedearlierbootstrapdraws) resample20trainingeventreturns, hypotheticallyrebalancequarter-fund12.285/850.99=1.4436127%accountpertrade. 71.9%endbelowstart; terminalaccountp05=848.742887,median850.389251,p95=852.097942 vs850.99. Hypothetical20quarterlyevents means~5years,not20daysandnotamonthendforecast. Costs1bpfee+5bpslip/side includedintradereturns; accountprofitsoutsidefund, subscriptioncosts,cashinterestandfutureallocationchangesnotmodeled. IIDbootstrap ignoresregimechange/unseengaps/correlation; smallapparentlossesarenotcashguarantee. Independentgapstress:50%lossoffull49.14fund=24.57=2.887225%account,totalfundloss5.77445%;noassignedgapprobability. CAGheldoutmean-.6443%andzero3Rtargethitsfailshapeofpayoff; smallprobewouldshrinkexpectedloss,notcreateedge. Noorder, approvednotional0. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all and23issuerURLsrecorded; localresearch/event_test.py andstat_sim.json; realfundrecordnotusedasGaussianstockdistribution.

CAG23actualissuer earnings dates frozen from2021–Jul2026. PrimaryT5/ATR1/3 model has training17 p(win)=52.941%,averagewin1.325795%,averageloss1.995905%; heldout6wins4butaveragewin.559145%,loss3.051251%,mean-.644320%,bootstrap95%meanCI[-2.094866,.587018]%. Sixobservationsaretoo fewforreliabletailodds. Training simpleindicatorOLS(return~intercept+mom20+SMA20distance): correlationmom/SMA=.781325,mom/return=.069265,R²=.063501,N17. Coefficientsintercept-.00418587,mom-.07371741,SMAdistance.26760662,returnsasfractions; descriptive fit, no robust significance ortradefilterclaimed. Relatedsignalsarenotindependentvotes;17points/3parametersveryunstable. Fundactualquery_trades: MIRM-.439321%,IONS-2.842420%,RARE-45.860062%;N3win0%,mean-16.380601%,nowinningtradeaverageavailable. Twooperatorliquidationscensorintendedhorizon; cannotlabelthreepurestrategyfailuresorusezeroastruewinprobability. Wilson95%upperwinbound56.1506%. RAREfill13.98976vsstop24=41.7093%belowstop,actual6.44035Rprice loss relative1.84initialrisk; notarrivalpriceslippage. Sources runway:query_trades?fund=catalyst ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all ; primaryissuerlinksrecordedeachevent. Prior: calendaraloneunlikelyenough; evidencewouldchangeallocationifnewindependentcostedcohortmeanpositivewithdefensiblewin/lossanddatedentry. Financialshortfallnotanevidenceupdate.

New experiment, not the frozen ETH dynamic trail policy. Fixed prior15/20/30day HIGH entries, half-lookback LOW exits, next exact open, prior completed daily ATR14, 2ATR stop/net3R target,20day timeout;25bp creditedasset fees eachside and10/20bp slippage.2024–25 training and2026Jan1–Sep11 holdout time split. Currenttop10universe introduces survivorship; previous market outcomes already examined. Intrabar exits idealized, stop first on dual touch, gaps at open, NO entry-bar exit; not validated live15minute execution. Missing hours reindexed and require complete lookback, potentially removing trades; not a full-coverage control. Raw/vectorbt initcash1 reconciliation passed. Premises: static policy differs materially from frozen +2Rmanagement; small samples and known holdout cannot establish a new live edge.20day baseline daily {"s":"UNI","tf":"daily","L":20,"slip":0.001,"start":"2026-01-01T00:00:00Z","return_pct":32.83939603366497,"drawdown_pct":18.886746159805302,"N":4,"win_rate":50,"mean_trade":9.800102763066135,"avg_win":32.21280470247487,"avg_loss":-12.612599176342604,"targets":1,"reconcile":0,"missing":0}. Training20day [{"s":"UNI","tf":"daily","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":-38.0179095001473,"drawdown_pct":64.29387653931362,"N":14,"win_rate":42.857142857142854,"mean_trade":-1.7387638902040536,"avg_win":16.149846396568808,"avg_loss":-15.1552216052837,"targets":2,"reconcile":0,"missing":0},{"s":"UNI","tf":"hourly","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":-13.32638118248557,"drawdown_pct":54.81977390893547,"N":15,"win_rate":33.33333333333333,"mean_trade":0.9286406288778437,"avg_win":27.673330086053344,"avg_loss":-12.44370409970991,"targets":3,"reconcile":0,"missing":7}]. Stress20day [{"s":"UNI","tf":"daily","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":32.55705116550591,"drawdown_pct":18.871806489102905,"N":4,"win_rate":50,"mean_trade":9.75574624481364,"avg_win":32.199588799351844,"avg_loss":-12.68809630972456,"targets":1,"reconcile":0,"missing":0},{"s":"UNI","tf":"hourly","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":-16.83139824947808,"drawdown_pct":46.396411169802555,"N":6,"win_rate":16.666666666666664,"mean_trade":0.08298392678501298,"avg_win":37.39755175278112,"avg_loss":-7.379929638414209,"targets":1,"reconcile":0,"missing":1}]. All holdout cells [tf,L,slip,return%,N] [["daily",15,0.001,39.42931265923561,5],["daily",15,0.002,38.703735945487836,5],["daily",20,0.001,32.83939603366497,4],["daily",20,0.002,32.55705116550591,4],["daily",30,0.001,4.716744402699158,1],["daily",30,0.002,4.518824436545854,1],["hourly",15,0.001,-2.816512879252009,6],["hourly",15,0.002,-3.598142383268965,6],["hourly",20,0.001,-16.144681715599784,6],["hourly",20,0.002,-16.83139824947808,6],["hourly",30,0.001,28.284310519293076,3],["hourly",30,0.002,27.995573915220074,3]]. Trade-mean bootstrap10000 IID resamples95%CI, dependence unresolved: [{"s":"UNI","tf":"daily","CI":[-12.612599176342604,32.21280470247487],"N":4},{"s":"UNI","tf":"hourly","CI":[-8.895760454333026,15.387444524671562],"N":6}]. Conclusion research only; no new deployment based on this comparator. All192cells recorded as observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

New experiment, not the frozen ETH dynamic trail policy. Fixed prior15/20/30day HIGH entries, half-lookback LOW exits, next exact open, prior completed daily ATR14, 2ATR stop/net3R target,20day timeout;25bp creditedasset fees eachside and10/20bp slippage.2024–25 training and2026Jan1–Sep11 holdout time split. Currenttop10universe introduces survivorship; previous market outcomes already examined. Intrabar exits idealized, stop first on dual touch, gaps at open, NO entry-bar exit; not validated live15minute execution. Missing hours reindexed and require complete lookback, potentially removing trades; not a full-coverage control. Raw/vectorbt initcash1 reconciliation passed. Premises: static policy differs materially from frozen +2Rmanagement; small samples and known holdout cannot establish a new live edge.20day baseline daily {"s":"LINK","tf":"daily","L":20,"slip":0.001,"start":"2026-01-01T00:00:00Z","return_pct":2.4601066893270795,"drawdown_pct":24.511731635060052,"N":7,"win_rate":28.57142857142857,"mean_trade":1.1669976748588227,"avg_win":21.683702811122462,"avg_loss":-7.0396843796466335,"targets":2,"reconcile":0,"missing":0}. Training20day [{"s":"LINK","tf":"daily","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":-0.5685976465955145,"drawdown_pct":45.90682510191837,"N":15,"win_rate":33.33333333333333,"mean_trade":2.267204533356523,"avg_win":29.65291013644983,"avg_loss":-11.425648268190129,"targets":3,"reconcile":0,"missing":0},{"s":"LINK","tf":"hourly","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":42.199504407442156,"drawdown_pct":42.586806741097064,"N":15,"win_rate":40,"mean_trade":4.425370707371297,"avg_win":26.681282064190974,"avg_loss":-10.41190353050849,"targets":3,"reconcile":0,"missing":8}]. Stress20day [{"s":"LINK","tf":"daily","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":2.208992159505141,"drawdown_pct":24.79876345624493,"N":7,"win_rate":28.57142857142857,"mean_trade":1.1507360562646214,"avg_win":21.94247018927803,"avg_loss":-7.165957596940742,"targets":2,"reconcile":0,"missing":0},{"s":"LINK","tf":"hourly","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":-10.127375734961797,"drawdown_pct":21.338411249797318,"N":7,"win_rate":28.57142857142857,"mean_trade":-1.0245637021805207,"avg_win":13.19462245345121,"avg_loss":-6.712238164433212,"targets":1,"reconcile":0,"missing":1}]. All holdout cells [tf,L,slip,return%,N] [["daily",15,0.001,11.087206876585153,8],["daily",15,0.002,10.589549739472016,8],["daily",20,0.001,2.4601066893270795,7],["daily",20,0.002,2.208992159505141,7],["daily",30,0.001,13.976633132559924,5],["daily",30,0.002,14.147629508338454,5],["hourly",15,0.001,10.850003777159522,8],["hourly",15,0.002,3.016021063455887,7],["hourly",20,0.001,-2.666474975063249,7],["hourly",20,0.002,-10.127375734961797,7],["hourly",30,0.001,-8.219999623529395,7],["hourly",30,0.002,-13.226889472715165,6]]. Trade-mean bootstrap10000 IID resamples95%CI, dependence unresolved: [{"s":"LINK","tf":"daily","CI":[-7.82392442472692,11.117232178145661],"N":7},{"s":"LINK","tf":"hourly","CI":[-6.452175648415601,8.04990960093739],"N":7}]. Conclusion research only; no new deployment based on this comparator. All192cells recorded as observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

New experiment, not the frozen ETH dynamic trail policy. Fixed prior15/20/30day HIGH entries, half-lookback LOW exits, next exact open, prior completed daily ATR14, 2ATR stop/net3R target,20day timeout;25bp creditedasset fees eachside and10/20bp slippage.2024–25 training and2026Jan1–Sep11 holdout time split. Currenttop10universe introduces survivorship; previous market outcomes already examined. Intrabar exits idealized, stop first on dual touch, gaps at open, NO entry-bar exit; not validated live15minute execution. Missing hours reindexed and require complete lookback, potentially removing trades; not a full-coverage control. Raw/vectorbt initcash1 reconciliation passed. Premises: static policy differs materially from frozen +2Rmanagement; small samples and known holdout cannot establish a new live edge.20day baseline daily {"s":"HYPE","tf":"daily","L":20,"slip":0.001,"start":"2026-01-01T00:00:00Z","return_pct":85.28913479863844,"drawdown_pct":15.223222040416918,"N":5,"win_rate":80,"mean_trade":14.213729736284577,"avg_win":19.068014466344863,"avg_loss":-5.203409183956564,"targets":2,"reconcile":0,"missing":0}. Training20day [{"s":"HYPE","tf":"daily","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","N":0,"error":"no period data"},{"s":"HYPE","tf":"hourly","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","N":0,"error":"no period data"}]. Stress20day [{"s":"HYPE","tf":"daily","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":84.84535274024194,"drawdown_pct":15.477298636129866,"N":5,"win_rate":80,"mean_trade":14.186286878232806,"avg_win":19.081061932851185,"avg_loss":-5.392813340240698,"targets":2,"reconcile":0,"missing":0},{"s":"HYPE","tf":"hourly","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":82.2414235764857,"drawdown_pct":24.01841961782707,"N":6,"win_rate":66.66666666666666,"mean_trade":11.745243021305297,"avg_win":21.431820566094608,"avg_loss":-7.627912068273318,"targets":2,"reconcile":0,"missing":1}]. All holdout cells [tf,L,slip,return%,N] [["daily",15,0.001,68.87835060346777,6],["daily",15,0.002,68.32044991642907,6],["daily",20,0.001,85.28913479863844,5],["daily",20,0.002,84.84535274024194,5],["daily",30,0.001,68.44212963502474,2],["daily",30,0.002,68.3778485943259,2],["hourly",15,0.001,49.05728616645233,8],["hourly",15,0.002,48.13972220693052,8],["hourly",20,0.001,82.83710743002011,6],["hourly",20,0.002,82.2414235764857,6],["hourly",30,0.001,52.9106429473986,3],["hourly",30,0.002,68.59725854737397,2]]. Trade-mean bootstrap10000 IID resamples95%CI, dependence unresolved: [{"s":"HYPE","tf":"daily","CI":[0.9062190529239755,27.521240419645178],"N":5},{"s":"HYPE","tf":"hourly","CI":[-1.2410098607120965,24.850042306092828],"N":6}]. Conclusion research only; no2024–25training history, so2026 is not independent validation. All192cells recorded as observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

New experiment, not the frozen ETH dynamic trail policy. Fixed prior15/20/30day HIGH entries, half-lookback LOW exits, next exact open, prior completed daily ATR14, 2ATR stop/net3R target,20day timeout;25bp creditedasset fees eachside and10/20bp slippage.2024–25 training and2026Jan1–Sep11 holdout time split. Currenttop10universe introduces survivorship; previous market outcomes already examined. Intrabar exits idealized, stop first on dual touch, gaps at open, NO entry-bar exit; not validated live15minute execution. Missing hours reindexed and require complete lookback, potentially removing trades; not a full-coverage control. Raw/vectorbt initcash1 reconciliation passed. Premises: static policy differs materially from frozen +2Rmanagement; small samples and known holdout cannot establish a new live edge.20day baseline daily {"s":"SOL","tf":"daily","L":20,"slip":0.001,"start":"2026-01-01T00:00:00Z","return_pct":-18.394927279326456,"drawdown_pct":31.659785505366443,"N":6,"win_rate":16.666666666666664,"mean_trade":-1.7096610884777375,"avg_win":20.672488549005806,"avg_loss":-6.186091015974447,"targets":1,"reconcile":0,"missing":0}. Training20day [{"s":"SOL","tf":"daily","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":29.966674212409593,"drawdown_pct":29.654463999660287,"N":9,"win_rate":44.44444444444444,"mean_trade":4.101556184426732,"avg_win":19.743439158208925,"avg_loss":-8.411950194599022,"targets":1,"reconcile":0,"missing":0},{"s":"SOL","tf":"hourly","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":-20.85462535092042,"drawdown_pct":50.045225951200464,"N":13,"win_rate":30.76923076923077,"mean_trade":-0.7217444211735732,"avg_win":19.293119046021157,"avg_loss":-9.617239295482342,"targets":1,"reconcile":0,"missing":6}]. Stress20day [{"s":"SOL","tf":"daily","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":-18.84844789142649,"drawdown_pct":32.05058061712207,"N":6,"win_rate":16.666666666666664,"mean_trade":-1.7728453750494533,"avg_win":20.933276339314276,"avg_loss":-6.3140697179222,"targets":1,"reconcile":0,"missing":0},{"s":"SOL","tf":"hourly","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":-16.96382898584431,"drawdown_pct":25.461106154978495,"N":6,"win_rate":16.666666666666664,"mean_trade":-2.2303189908922953,"avg_win":18.245489501950264,"avg_loss":-6.325480689460808,"targets":1,"reconcile":0,"missing":1}]. All holdout cells [tf,L,slip,return%,N] [["daily",15,0.001,-17.29519269133618,6],["daily",15,0.002,-17.84360497719948,6],["daily",20,0.001,-18.394927279326456,6],["daily",20,0.002,-18.84844789142649,6],["daily",30,0.001,-15.632071188542817,4],["daily",30,0.002,-15.763516212926943,4],["hourly",15,0.001,-7.226997682498915,7],["hourly",15,0.002,-8.081801108257668,7],["hourly",20,0.001,-16.537376183167584,6],["hourly",20,0.002,-16.96382898584431,6],["hourly",30,0.001,-14.367252814858766,5],["hourly",30,0.002,-14.585627124235367,5]]. Trade-mean bootstrap10000 IID resamples95%CI, dependence unresolved: [{"s":"SOL","tf":"daily","CI":[-8.455149556945267,7.782663043015464],"N":6},{"s":"SOL","tf":"hourly","CI":[-7.538590613842413,6.228390519277288],"N":6}]. Conclusion research only; no new deployment based on this comparator. All192cells recorded as observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

New experiment, not the frozen ETH dynamic trail policy. Fixed prior15/20/30day HIGH entries, half-lookback LOW exits, next exact open, prior completed daily ATR14, 2ATR stop/net3R target,20day timeout;25bp creditedasset fees eachside and10/20bp slippage.2024–25 training and2026Jan1–Sep11 holdout time split. Currenttop10universe introduces survivorship; previous market outcomes already examined. Intrabar exits idealized, stop first on dual touch, gaps at open, NO entry-bar exit; not validated live15minute execution. Missing hours reindexed and require complete lookback, potentially removing trades; not a full-coverage control. Raw/vectorbt initcash1 reconciliation passed. Premises: static policy differs materially from frozen +2Rmanagement; small samples and known holdout cannot establish a new live edge.20day baseline daily {"s":"XRP","tf":"daily","L":20,"slip":0.001,"start":"2026-01-01T00:00:00Z","return_pct":-19.88096487236731,"drawdown_pct":34.130640078604756,"N":6,"win_rate":16.666666666666664,"mean_trade":-3.1544855205498044,"avg_win":19.369310855269873,"avg_loss":-7.65924479571374,"targets":1,"reconcile":0,"missing":0}. Training20day [{"s":"XRP","tf":"daily","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":118.38094795165661,"drawdown_pct":32.66396617676753,"N":14,"win_rate":50,"mean_trade":7.495023822929993,"avg_win":24.946283474216553,"avg_loss":-9.956235828356572,"targets":4,"reconcile":0,"missing":0},{"s":"XRP","tf":"hourly","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":145.31384269004968,"drawdown_pct":42.596715226438405,"N":16,"win_rate":43.75,"mean_trade":7.817786876228699,"avg_win":30.377504332407145,"avg_loss":-9.728660034132314,"targets":6,"reconcile":0,"missing":36}]. Stress20day [{"s":"XRP","tf":"daily","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":-20.07472081846764,"drawdown_pct":34.30946678243147,"N":6,"win_rate":16.666666666666664,"mean_trade":-3.181748566946321,"avg_win":19.632702402416523,"avg_loss":-7.744638760818889,"targets":1,"reconcile":0,"missing":0},{"s":"XRP","tf":"hourly","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":-14.175795692288663,"drawdown_pct":29.357966780649704,"N":6,"win_rate":16.666666666666664,"mean_trade":-2.230287621742655,"avg_win":15.17780614661679,"avg_loss":-5.711906375414544,"targets":1,"reconcile":0,"missing":1}]. All holdout cells [tf,L,slip,return%,N] [["daily",15,0.001,-19.766495147742567,6],["daily",15,0.002,-19.960649591558443,6],["daily",20,0.001,-19.88096487236731,6],["daily",20,0.002,-20.07472081846764,6],["daily",30,0.001,15.226240259390256,2],["daily",30,0.002,15.353091442568424,2],["hourly",15,0.001,-5.783898518634856,8],["hourly",15,0.002,-6.085507756396325,8],["hourly",20,0.001,-13.79162779301205,6],["hourly",20,0.002,-14.175795692288663,6],["hourly",30,0.001,-11.297086898045139,5],["hourly",30,0.002,-11.428858099075168,5]]. Trade-mean bootstrap10000 IID resamples95%CI, dependence unresolved: [{"s":"XRP","tf":"daily","CI":[-8.238508918473498,5.978585151593413],"N":6},{"s":"XRP","tf":"hourly","CI":[-5.959030394372955,4.744965222330583],"N":6}]. Conclusion research only; no new deployment based on this comparator. All192cells recorded as observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

New experiment, not the frozen ETH dynamic trail policy. Fixed prior15/20/30day HIGH entries, half-lookback LOW exits, next exact open, prior completed daily ATR14, 2ATR stop/net3R target,20day timeout;25bp creditedasset fees eachside and10/20bp slippage.2024–25 training and2026Jan1–Sep11 holdout time split. Currenttop10universe introduces survivorship; previous market outcomes already examined. Intrabar exits idealized, stop first on dual touch, gaps at open, NO entry-bar exit; not validated live15minute execution. Missing hours reindexed and require complete lookback, potentially removing trades; not a full-coverage control. Raw/vectorbt initcash1 reconciliation passed. Premises: static policy differs materially from frozen +2Rmanagement; small samples and known holdout cannot establish a new live edge.20day baseline daily {"s":"LTC","tf":"daily","L":20,"slip":0.001,"start":"2026-01-01T00:00:00Z","return_pct":0.06944554721801666,"drawdown_pct":13.1394448010398,"N":3,"win_rate":33.33333333333333,"mean_trade":0.5224062910845724,"avg_win":15.007878957765918,"avg_loss":-6.7203300422561005,"targets":1,"reconcile":0,"missing":0}. Training20day [{"s":"LTC","tf":"daily","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":-28.990451727423896,"drawdown_pct":46.43023098987995,"N":16,"win_rate":37.5,"mean_trade":-0.53058692144453,"avg_win":21.128179633097623,"avg_loss":-13.525846854169824,"targets":3,"reconcile":0,"missing":0},{"s":"LTC","tf":"hourly","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":-57.911572116229735,"drawdown_pct":67.93922022878127,"N":20,"win_rate":20,"mean_trade":-3.2467232390138907,"avg_win":25.185906615904475,"avg_loss":-10.354880702743483,"targets":3,"reconcile":0,"missing":3}]. Stress20day [{"s":"LTC","tf":"daily","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":0.11860763659721218,"drawdown_pct":13.215285984363245,"N":3,"win_rate":33.33333333333333,"mean_trade":0.5549282475477924,"avg_win":15.279984671968938,"avg_loss":-6.8075999646627805,"targets":1,"reconcile":0,"missing":0},{"s":"LTC","tf":"hourly","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":-18.647679160477047,"drawdown_pct":20.354148546152285,"N":6,"win_rate":16.666666666666664,"mean_trade":-3.119785029990059,"avg_win":13.164558759049028,"avg_loss":-6.376653787797877,"targets":1,"reconcile":0,"missing":1}]. All holdout cells [tf,L,slip,return%,N] [["daily",15,0.001,-0.380617627682045,3],["daily",15,0.002,-0.33119756821587965,3],["daily",20,0.001,0.06944554721801666,3],["daily",20,0.002,0.11860763659721218,3],["daily",30,0.001,-12.585696723749606,2],["daily",30,0.002,-12.749613401183147,2],["hourly",15,0.001,-15.512003050748502,6],["hourly",15,0.002,-15.879508888440775,6],["hourly",20,0.001,-18.37869487336834,6],["hourly",20,0.002,-18.647679160477047,6],["hourly",30,0.001,-1.8723314927011625,3],["hourly",30,0.002,-1.2898086323353986,3]]. Trade-mean bootstrap10000 IID resamples95%CI, dependence unresolved: [{"s":"LTC","tf":"daily","CI":[-6.765557974248415,15.007878957765918],"N":3},{"s":"LTC","tf":"hourly","CI":[-7.156483695952036,3.460764775260361],"N":6}]. Conclusion research only; no new deployment based on this comparator. All192cells recorded as observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

New experiment, not the frozen ETH dynamic trail policy. Fixed prior15/20/30day HIGH entries, half-lookback LOW exits, next exact open, prior completed daily ATR14, 2ATR stop/net3R target,20day timeout;25bp creditedasset fees eachside and10/20bp slippage.2024–25 training and2026Jan1–Sep11 holdout time split. Currenttop10universe introduces survivorship; previous market outcomes already examined. Intrabar exits idealized, stop first on dual touch, gaps at open, NO entry-bar exit; not validated live15minute execution. Missing hours reindexed and require complete lookback, potentially removing trades; not a full-coverage control. Raw/vectorbt initcash1 reconciliation passed. Premises: static policy differs materially from frozen +2Rmanagement; small samples and known holdout cannot establish a new live edge.20day baseline daily {"s":"ETH","tf":"daily","L":20,"slip":0.001,"start":"2026-01-01T00:00:00Z","return_pct":-18.706110570684498,"drawdown_pct":27.007363205505662,"N":6,"win_rate":16.666666666666664,"mean_trade":-3.1991486600912866,"avg_win":9.496584954658527,"avg_loss":-5.738295383041249,"targets":0,"reconcile":0,"missing":0}. Training20day [{"s":"ETH","tf":"daily","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":42.244090728417326,"drawdown_pct":23.80525646898789,"N":16,"win_rate":37.5,"mean_trade":3.217285005825593,"avg_win":21.25171625322884,"avg_loss":-7.6033737426163555,"targets":3,"reconcile":0,"missing":0},{"s":"ETH","tf":"hourly","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":83.73109085236139,"drawdown_pct":36.18299863860754,"N":19,"win_rate":52.63157894736842,"mean_trade":4.069010298351772,"avg_win":14.98991319566166,"avg_loss":-8.065326254214773,"targets":4,"reconcile":0,"missing":3}]. Stress20day [{"s":"ETH","tf":"daily","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":-19.41600462356944,"drawdown_pct":27.42748379155582,"N":6,"win_rate":16.666666666666664,"mean_trade":-3.3430056324495716,"avg_win":9.277810122032148,"avg_loss":-5.867168783345915,"targets":0,"reconcile":0,"missing":0},{"s":"ETH","tf":"hourly","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":9.876001632725394,"drawdown_pct":21.080429688894988,"N":6,"win_rate":66.66666666666666,"mean_trade":2.583755033662187,"avg_win":5.832419177789533,"avg_loss":-3.913573254592506,"targets":1,"reconcile":0,"missing":1}]. All holdout cells [tf,L,slip,return%,N] [["daily",15,0.001,-2.207151611069269,5],["daily",15,0.002,-2.9704889668802026,5],["daily",20,0.001,-18.706110570684498,6],["daily",20,0.002,-19.41600462356944,6],["daily",30,0.001,-17.61488178328694,5],["daily",30,0.002,-18.25723707322836,5],["hourly",15,0.001,14.971521976041945,6],["hourly",15,0.002,13.991585557223551,6],["hourly",20,0.001,10.70348983492,6],["hourly",20,0.002,9.876001632725394,6],["hourly",30,0.001,-6.428268218046673,5],["hourly",30,0.002,-6.838020611576933,5]]. Trade-mean bootstrap10000 IID resamples95%CI, dependence unresolved: [{"s":"ETH","tf":"daily","CI":[-7.3294329885800575,2.3270968043383395],"N":6},{"s":"ETH","tf":"hourly","CI":[-1.8655382607508892,7.528884270251302],"N":6}]. Conclusion research only; no new deployment based on this comparator. All192cells recorded as observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

New experiment, not the frozen ETH dynamic trail policy. Fixed prior15/20/30day HIGH entries, half-lookback LOW exits, next exact open, prior completed daily ATR14, 2ATR stop/net3R target,20day timeout;25bp creditedasset fees eachside and10/20bp slippage.2024–25 training and2026Jan1–Sep11 holdout time split. Currenttop10universe introduces survivorship; previous market outcomes already examined. Intrabar exits idealized, stop first on dual touch, gaps at open, NO entry-bar exit; not validated live15minute execution. Missing hours reindexed and require complete lookback, potentially removing trades; not a full-coverage control. Raw/vectorbt initcash1 reconciliation passed. Premises: static policy differs materially from frozen +2Rmanagement; small samples and known holdout cannot establish a new live edge.20day baseline daily {"s":"BTC","tf":"daily","L":20,"slip":0.001,"start":"2026-01-01T00:00:00Z","return_pct":-7.941181507690375,"drawdown_pct":21.6534070191543,"N":7,"win_rate":28.57142857142857,"mean_trade":-0.9263410177646298,"avg_win":9.302962969717433,"avg_loss":-5.018062612757455,"targets":1,"reconcile":0,"missing":0}. Training20day [{"s":"BTC","tf":"daily","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":-11.72620491624141,"drawdown_pct":26.075747066001743,"N":19,"win_rate":36.84210526315789,"mean_trade":-0.2929936107315517,"avg_win":9.008669445901495,"avg_loss":-5.718963727100829,"targets":2,"reconcile":0,"missing":0},{"s":"BTC","tf":"hourly","L":20,"slip":0.001,"start":"2024-01-01T00:00:00Z","return_pct":-35.872370589750915,"drawdown_pct":37.856136296089204,"N":24,"win_rate":29.166666666666668,"mean_trade":-1.3445821983833026,"avg_win":12.329260117977737,"avg_loss":-6.974987858061377,"targets":3,"reconcile":0,"missing":3}]. Stress20day [{"s":"BTC","tf":"daily","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":-5.6134519380969135,"drawdown_pct":22.110717581747373,"N":6,"win_rate":33.33333333333333,"mean_trade":-0.6633770588404142,"avg_win":9.3355210676069,"avg_loss":-5.662826122064072,"targets":1,"reconcile":0,"missing":0},{"s":"BTC","tf":"hourly","L":20,"slip":0.002,"start":"2026-01-01T00:00:00Z","return_pct":6.786462837538942,"drawdown_pct":13.391971279693093,"N":6,"win_rate":50,"mean_trade":1.2493789348036521,"avg_win":5.975839607069777,"avg_loss":-3.477081737462473,"targets":1,"reconcile":0,"missing":1}]. All holdout cells [tf,L,slip,return%,N] [["daily",15,0.001,-7.941181507690375,7],["daily",15,0.002,-5.6134519380969135,6],["daily",20,0.001,-7.941181507690375,7],["daily",20,0.002,-5.6134519380969135,6],["daily",30,0.001,-8.036293768268632,6],["daily",30,0.002,-5.422848838375982,5],["hourly",15,0.001,9.562786027837022,6],["hourly",15,0.002,6.592387779433984,6],["hourly",20,0.001,9.762269354061882,6],["hourly",20,0.002,6.786462837538942,6],["hourly",30,0.001,4.183583831323312,5],["hourly",30,0.002,-5.832384513976329,5]]. Trade-mean bootstrap10000 IID resamples95%CI, dependence unresolved: [{"s":"BTC","tf":"daily","CI":[-5.645666726860393,4.92767582722805],"N":7},{"s":"BTC","tf":"hourly","CI":[-2.3770118873103745,6.427078973939314],"N":6}]. Conclusion research only; no new deployment based on this comparator. All192cells recorded as observations. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .

Coverage:12foreignlistingYahoo1yhistoriesacrossUK/Japan/Canada/France/Sweden/Australia/HK/Germany; https://query1.finance.yahoo.com/v8/finance/chart/<symbol>?range=1y&interval=1d . 3positive20dayreturns(EGTX+11.3416%,SAP+1.0571%,Toyota+.3642%);4aboveSMA50including4431.T. Notallforeignlistings. EGTXpositivebutpriorSep28PDUFArunuphasnoindependentodds/venueFXvalidation;KTG/NEXTweaktrendsnotautomaticshorts. Kingfisher https://www.kingfisher.com/investors/financial-calendar Sep22provisionaldateonly, priceheader37.10GBpnotYahoo288.4;do notinferquote/returnfromheader. ABVX https://abivax.gcs-web.com/financial-information/financial-calendar Sep21financialsnotnewtoplinepromise. Crypto https://runway.adityaperswal.workers.dev/data/crypto-movers?top=50 returned68moverpairs,70withsnapshot-onlystablecoins,34baseassets,19USDsnapshots. LeadingXTZ+2.21%butspread56.97bp; BTC2.77bp/ETH2.14bp/SOL9.81bp quotedspreadsarenotfees,partialdayreturnsnotdailyedge. PAXGspread118.14bp. No datedearnings/FDAedgefromranking. ArcSep16primarylaunch https://www.circle.com/pressroom/circle-reports-second-quarter-2026-results andSepoliaOct6 https://ethereum-magicians.org/t/all-core-devs-consensus-acdc-186-september-3-2026/29496 arestructuralwatch,notvalidatedBTC/ETHpayoff; mainnetexactdateunconfirmed. TLXstillunknownafternews+SECCLI,notpendingclaim. RFILAug31issuerorigin https://www.nasdaq.com/press-release/rf-industries-report-third-quarter-results-september-14-2026-08-31 Sep14BMO08:30ET;defaultprior-sessionexitpassed. MUAug26issuerSep30call16:30EDT,liquidtrendbutwhole975.26>49.14andnoeventtest. LUXEsearch-indexIRSep16/Sept14conference;direct403/dynamic-shell,fullreleaseandfinancialbridgeunread,thereforetentativewatchnottrade. Cashchosenbecauseprice/range/datealonehavenoqualifiedpayoff,notbecausemarketclosed. No outside-mandatevalidatededgefornewFUND.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-10 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand15bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":10,"slippage_bp":15,"partition":"holdout2025-26","return":-6.274166764358142,"drawdown":9.472727059565145,"win rate":33.33333333333333,"sample":6,"mean_pct":-1.0251635762357623,"mean_ci_low_pct":-3.2447057096597254,"mean_ci_high_pct":1.6885630962411209,"targets":0,"stops":4,"avg_win_pct":3.144877922332512,"avg_loss_pct":3.1101843255198993,"half_kelly_fraction":0,"manual_vbt_error":2.914335439641036e-16}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-10 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand15bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":10,"slippage_bp":15,"partition":"train2021-24","return":1.3254767009880561,"drawdown":10.040864468172517,"win rate":41.17647058823529,"sample":17,"mean_pct":0.11178102327023053,"mean_ci_low_pct":-1.0603849051204484,"mean_ci_high_pct":1.4267981024097158,"targets":1,"stops":7,"avg_win_pct":2.697547961079296,"avg_loss_pct":1.698255833196115,"half_kelly_fraction":1.2200167557108248,"manual_vbt_error":2.5847379792054426e-16}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-10 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand5bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":10,"slippage_bp":5,"partition":"holdout2025-26","return":-5.142680198176695,"drawdown":8.4713374004454,"win rate":33.33333333333333,"sample":6,"mean_pct":-0.8270156068078202,"mean_ci_low_pct":-3.0510012713623986,"mean_ci_high_pct":1.8921439559789848,"targets":0,"stops":4,"avg_win_pct":3.351374329456591,"avg_loss_pct":2.916210574940026,"half_kelly_fraction":0,"manual_vbt_error":2.0816681711721685e-17}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-10 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand5bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":10,"slippage_bp":5,"partition":"train2021-24","return":4.829782325466694,"drawdown":8.954850614300957,"win rate":41.17647058823529,"sample":17,"mean_pct":0.31220515977139096,"mean_ci_low_pct":-0.865162784602938,"mean_ci_high_pct":1.642135804685651,"targets":1,"stops":7,"avg_win_pct":2.903148812053085,"avg_loss_pct":1.5014553968257949,"half_kelly_fraction":3.5811981173295777,"manual_vbt_error":8.604228440844963e-16}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-3 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand15bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":3,"slippage_bp":15,"partition":"holdout2025-26","return":2.3175333743994817,"drawdown":5.651421331550798,"win rate":50,"sample":6,"mean_pct":0.4153302437029975,"mean_ci_low_pct":-1.522072834790511,"mean_ci_high_pct":2.6277458257612407,"targets":0,"stops":1,"avg_win_pct":2.6277458257612407,"avg_loss_pct":1.7970853383552459,"half_kelly_fraction":4.397557283670556,"manual_vbt_error":6.522560269672795e-16}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-3 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand15bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":3,"slippage_bp":15,"partition":"train2021-24","return":-2.9115678861700873,"drawdown":5.86199797933229,"win rate":47.05882352941176,"sample":17,"mean_pct":-0.16202397194880708,"mean_ci_low_pct":-0.8921946909346221,"mean_ci_high_pct":0.555214792293831,"targets":0,"stops":4,"avg_win_pct":1.176792917969821,"avg_loss_pct":1.3520834296542543,"half_kelly_fraction":0,"manual_vbt_error":1.2836953722228372e-16}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.

Fixed CAG earnings runup study,23issueractual07:30ET first-newsdates2021–Jul2026,Jan4duplicate removed. Training2021–24N17/heldout2025–26N6 fixed before returns. Sources https://www.conagrabrands.com/investor-relations/financial-news/earnings-announcements (yearIDs456/461/466/471/476/481),missingOct2'24/Oct1'25retrievedactualprn122901/122936; each eventURLandtimestamprecorded. ExplicitSIPadjustmentall https://runway.adityaperswal.workers.dev/data/stock-bars . Rule entryT-3 open, prior20simpleATR stop1ATR,target3ATR,forceT-1close. DailyOHLCproxy:gapstops/targetsatopen,stopfirstifboth,entrydaystopsincluded. Vectorbtcashportfolio withopen/closemarks,1bpfeesand5bpslippageeachside; close/openmarkDDnot15minorintrabarmaxDD. Returnagreesmanualcompoundto<3e-15. Results {"window":3,"slippage_bp":5,"partition":"holdout2025-26","return":3.552741539547351,"drawdown":5.273270810372555,"win rate":50,"sample":6,"mean_pct":0.616362086807402,"mean_ci_low_pct":-1.3015514157158083,"mean_ci_high_pct":2.833206932615462,"targets":0,"stops":1,"avg_win_pct":2.833206932615462,"avg_loss_pct":1.600482759000658,"half_kelly_fraction":6.796363913887676,"manual_vbt_error":2.914335439641036e-16}. PrimaryT5;T3/T10sensitivityonly,nobestholdoutselection. T5trainingnegative/holdoutnegative;T3positivebase butstresstrainingnegative;T10holdoutnegative. Noqualifiedentry. Historicaldatesareactualrelease,fullpreannouncementauditnotdone;no+2Rquarter/trailingpolicy, noexecutionvalidation. ThisisnewreservedhistoricalholdoutforCAG,notprospectiveforwarddata. Two-outcomehalfKellyrawcanexceed1forvariants,notleveragedauthorization;qualifiedprimaryallocation0.