Premises: 1. Freeze2229: issuer advance dates, enter T-5 open, exit T-1 close, exclude event session for AMC and BMO. Announcements must predate entry date; same-day unknown release time conservatively excluded. 2. SIP adjustment=all 1451CNXC/1470SPY daily bars through2026-09-10, train2021-24, chronological holdout2025-Jun2026. Fixed calendar time exit, no stop; research control only, not eligible live policy. 3. vectorbt from_orders direction=longonly, fees5bp/slippage25bp eachside; compounded returns and tradecounts reconciled manually; initial cash included in mark-to-market drawdown. Synthetic two rows/day are bookkeeping, not intraday data. Fractional capital reinvestment proxy; adjusted prices not raw executable stops. Mean_excess_pp is difference against full T-5/T-1 SPY interval, NOT exposure-matched alpha. Sweep3/5/10 frozen; primaryT5 fixed, all variants reported without picking test winner. Conclusion no adoption: all training variants negative compounded return; T3positiveholdout cannot rescue failedtrain. Sources issuerURLs individually in observations24553–24575; https://runway.adityaperswal.workers.dev/data/stock-bars . Limitations selected company, retrospective calendar recovery,2023Webhelp overlap,22events, possible early news, costs assumed,15min and +2R policy separate.
Premises: 1. Freeze2229: issuer advance dates, enter T-3 open, exit T-1 close, exclude event session for AMC and BMO. Announcements must predate entry date; same-day unknown release time conservatively excluded. 2. SIP adjustment=all 1451CNXC/1470SPY daily bars through2026-09-10, train2021-24, chronological holdout2025-Jun2026. Frozen prior20ADR; stop E-ADR, target E+3ADR, adverse open on gap stop, stop first on both touched, entry-day exits included. 3. vectorbt from_orders direction=longonly, fees5bp/slippage45bp eachside; compounded returns and tradecounts reconciled manually; initial cash included in mark-to-market drawdown. Synthetic two rows/day are bookkeeping, not intraday data. Fractional capital reinvestment proxy; adjusted prices not raw executable stops. Mean_excess_pp is difference against full T-3/T-1 SPY interval, NOT exposure-matched alpha. Sweep3/5/10 frozen; primaryT5 fixed, all variants reported without picking test winner. Conclusion no adoption: all training variants negative compounded return; T3positiveholdout cannot rescue failedtrain. Sources issuerURLs individually in observations24553–24575; https://runway.adityaperswal.workers.dev/data/stock-bars . Limitations selected company, retrospective calendar recovery,2023Webhelp overlap,22events, possible early news, costs assumed,15min and +2R policy separate.
Premises: 1. Freeze2229: issuer advance dates, enter T-3 open, exit T-1 close, exclude event session for AMC and BMO. Announcements must predate entry date; same-day unknown release time conservatively excluded. 2. SIP adjustment=all 1451CNXC/1470SPY daily bars through2026-09-10, train2021-24, chronological holdout2025-Jun2026. Frozen prior20ADR; stop E-ADR, target E+3ADR, adverse open on gap stop, stop first on both touched, entry-day exits included. 3. vectorbt from_orders direction=longonly, fees5bp/slippage45bp eachside; compounded returns and tradecounts reconciled manually; initial cash included in mark-to-market drawdown. Synthetic two rows/day are bookkeeping, not intraday data. Fractional capital reinvestment proxy; adjusted prices not raw executable stops. Mean_excess_pp is difference against full T-3/T-1 SPY interval, NOT exposure-matched alpha. Sweep3/5/10 frozen; primaryT5 fixed, all variants reported without picking test winner. Conclusion no adoption: all training variants negative compounded return; T3positiveholdout cannot rescue failedtrain. Sources issuerURLs individually in observations24553–24575; https://runway.adityaperswal.workers.dev/data/stock-bars . Limitations selected company, retrospective calendar recovery,2023Webhelp overlap,22events, possible early news, costs assumed,15min and +2R policy separate.
Premises: 1. Freeze2229: issuer advance dates, enter T-3 open, exit T-1 close, exclude event session for AMC and BMO. Announcements must predate entry date; same-day unknown release time conservatively excluded. 2. SIP adjustment=all 1451CNXC/1470SPY daily bars through2026-09-10, train2021-24, chronological holdout2025-Jun2026. Frozen prior20ADR; stop E-ADR, target E+3ADR, adverse open on gap stop, stop first on both touched, entry-day exits included. 3. vectorbt from_orders direction=longonly, fees5bp/slippage25bp eachside; compounded returns and tradecounts reconciled manually; initial cash included in mark-to-market drawdown. Synthetic two rows/day are bookkeeping, not intraday data. Fractional capital reinvestment proxy; adjusted prices not raw executable stops. Mean_excess_pp is difference against full T-3/T-1 SPY interval, NOT exposure-matched alpha. Sweep3/5/10 frozen; primaryT5 fixed, all variants reported without picking test winner. Conclusion no adoption: all training variants negative compounded return; T3positiveholdout cannot rescue failedtrain. Sources issuerURLs individually in observations24553–24575; https://runway.adityaperswal.workers.dev/data/stock-bars . Limitations selected company, retrospective calendar recovery,2023Webhelp overlap,22events, possible early news, costs assumed,15min and +2R policy separate.
Premises: 1. Freeze2229: issuer advance dates, enter T-3 open, exit T-1 close, exclude event session for AMC and BMO. Announcements must predate entry date; same-day unknown release time conservatively excluded. 2. SIP adjustment=all 1451CNXC/1470SPY daily bars through2026-09-10, train2021-24, chronological holdout2025-Jun2026. Frozen prior20ADR; stop E-ADR, target E+3ADR, adverse open on gap stop, stop first on both touched, entry-day exits included. 3. vectorbt from_orders direction=longonly, fees5bp/slippage25bp eachside; compounded returns and tradecounts reconciled manually; initial cash included in mark-to-market drawdown. Synthetic two rows/day are bookkeeping, not intraday data. Fractional capital reinvestment proxy; adjusted prices not raw executable stops. Mean_excess_pp is difference against full T-3/T-1 SPY interval, NOT exposure-matched alpha. Sweep3/5/10 frozen; primaryT5 fixed, all variants reported without picking test winner. Conclusion no adoption: all training variants negative compounded return; T3positiveholdout cannot rescue failedtrain. Sources issuerURLs individually in observations24553–24575; https://runway.adityaperswal.workers.dev/data/stock-bars . Limitations selected company, retrospective calendar recovery,2023Webhelp overlap,22events, possible early news, costs assumed,15min and +2R policy separate.
Premises: 1. Freeze2229: issuer advance dates, enter T-3 open, exit T-1 close, exclude event session for AMC and BMO. Announcements must predate entry date; same-day unknown release time conservatively excluded. 2. SIP adjustment=all 1451CNXC/1470SPY daily bars through2026-09-10, train2021-24, chronological holdout2025-Jun2026. Fixed calendar time exit, no stop; research control only, not eligible live policy. 3. vectorbt from_orders direction=longonly, fees5bp/slippage45bp eachside; compounded returns and tradecounts reconciled manually; initial cash included in mark-to-market drawdown. Synthetic two rows/day are bookkeeping, not intraday data. Fractional capital reinvestment proxy; adjusted prices not raw executable stops. Mean_excess_pp is difference against full T-3/T-1 SPY interval, NOT exposure-matched alpha. Sweep3/5/10 frozen; primaryT5 fixed, all variants reported without picking test winner. Conclusion no adoption: all training variants negative compounded return; T3positiveholdout cannot rescue failedtrain. Sources issuerURLs individually in observations24553–24575; https://runway.adityaperswal.workers.dev/data/stock-bars . Limitations selected company, retrospective calendar recovery,2023Webhelp overlap,22events, possible early news, costs assumed,15min and +2R policy separate.
Premises: 1. Freeze2229: issuer advance dates, enter T-3 open, exit T-1 close, exclude event session for AMC and BMO. Announcements must predate entry date; same-day unknown release time conservatively excluded. 2. SIP adjustment=all 1451CNXC/1470SPY daily bars through2026-09-10, train2021-24, chronological holdout2025-Jun2026. Fixed calendar time exit, no stop; research control only, not eligible live policy. 3. vectorbt from_orders direction=longonly, fees5bp/slippage45bp eachside; compounded returns and tradecounts reconciled manually; initial cash included in mark-to-market drawdown. Synthetic two rows/day are bookkeeping, not intraday data. Fractional capital reinvestment proxy; adjusted prices not raw executable stops. Mean_excess_pp is difference against full T-3/T-1 SPY interval, NOT exposure-matched alpha. Sweep3/5/10 frozen; primaryT5 fixed, all variants reported without picking test winner. Conclusion no adoption: all training variants negative compounded return; T3positiveholdout cannot rescue failedtrain. Sources issuerURLs individually in observations24553–24575; https://runway.adityaperswal.workers.dev/data/stock-bars . Limitations selected company, retrospective calendar recovery,2023Webhelp overlap,22events, possible early news, costs assumed,15min and +2R policy separate.
Premises: 1. Freeze2229: issuer advance dates, enter T-3 open, exit T-1 close, exclude event session for AMC and BMO. Announcements must predate entry date; same-day unknown release time conservatively excluded. 2. SIP adjustment=all 1451CNXC/1470SPY daily bars through2026-09-10, train2021-24, chronological holdout2025-Jun2026. Fixed calendar time exit, no stop; research control only, not eligible live policy. 3. vectorbt from_orders direction=longonly, fees5bp/slippage25bp eachside; compounded returns and tradecounts reconciled manually; initial cash included in mark-to-market drawdown. Synthetic two rows/day are bookkeeping, not intraday data. Fractional capital reinvestment proxy; adjusted prices not raw executable stops. Mean_excess_pp is difference against full T-3/T-1 SPY interval, NOT exposure-matched alpha. Sweep3/5/10 frozen; primaryT5 fixed, all variants reported without picking test winner. Conclusion no adoption: all training variants negative compounded return; T3positiveholdout cannot rescue failedtrain. Sources issuerURLs individually in observations24553–24575; https://runway.adityaperswal.workers.dev/data/stock-bars . Limitations selected company, retrospective calendar recovery,2023Webhelp overlap,22events, possible early news, costs assumed,15min and +2R policy separate.
Premises: 1. Freeze2229: issuer advance dates, enter T-3 open, exit T-1 close, exclude event session for AMC and BMO. Announcements must predate entry date; same-day unknown release time conservatively excluded. 2. SIP adjustment=all 1451CNXC/1470SPY daily bars through2026-09-10, train2021-24, chronological holdout2025-Jun2026. Fixed calendar time exit, no stop; research control only, not eligible live policy. 3. vectorbt from_orders direction=longonly, fees5bp/slippage25bp eachside; compounded returns and tradecounts reconciled manually; initial cash included in mark-to-market drawdown. Synthetic two rows/day are bookkeeping, not intraday data. Fractional capital reinvestment proxy; adjusted prices not raw executable stops. Mean_excess_pp is difference against full T-3/T-1 SPY interval, NOT exposure-matched alpha. Sweep3/5/10 frozen; primaryT5 fixed, all variants reported without picking test winner. Conclusion no adoption: all training variants negative compounded return; T3positiveholdout cannot rescue failedtrain. Sources issuerURLs individually in observations24553–24575; https://runway.adityaperswal.workers.dev/data/stock-bars . Limitations selected company, retrospective calendar recovery,2023Webhelp overlap,22events, possible early news, costs assumed,15min and +2R policy separate.