Stats

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2021-01-04 05:00:00+00:00 through 2026-09-10 04:00:00+00:00. First session eachweek buys prior 5-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. PriorSPY20dayrealizedvol>20% gate, notVIX. 2 Fees1bp plus slippage15bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-1.202347268207001,0.9499598378533135]%, monthcluster5000bootstrap. Reasons {"time":19,"stop":17,"gap_stop":3,"target":2}; partials 3, same-dayfinalexits 3. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2016-01-04 05:00:00+00:00 through 2020-12-31 05:00:00+00:00. First session eachweek buys prior 5-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. PriorSPY20dayrealizedvol>20% gate, notVIX. 2 Fees1bp plus slippage15bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.7943843415420596,0.8182585213220581]%, monthcluster5000bootstrap. Reasons {"stop":19,"time":23,"target":1}; partials 2, same-dayfinalexits 7. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2021-01-04 05:00:00+00:00 through 2026-09-10 04:00:00+00:00. First session eachweek buys prior 5-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. PriorSPY20dayrealizedvol>20% gate, notVIX. 2 Fees1bp plus slippage5bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-1.034219621696518,1.1220167616599663]%, monthcluster5000bootstrap. Reasons {"time":19,"stop":17,"gap_stop":3,"target":2}; partials 3, same-dayfinalexits 3. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2016-01-04 05:00:00+00:00 through 2020-12-31 05:00:00+00:00. First session eachweek buys prior 5-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. PriorSPY20dayrealizedvol>20% gate, notVIX. 2 Fees1bp plus slippage5bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.6414368975212927,0.987275693369416]%, monthcluster5000bootstrap. Reasons {"gap_stop":2,"time":23,"stop":17,"target":1}; partials 3, same-dayfinalexits 5. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2021-01-04 05:00:00+00:00 through 2026-09-10 04:00:00+00:00. First session eachweek buys prior 10-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. 2 Fees1bp plus slippage15bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.31033285590242954,0.26975274239519337]%, monthcluster5000bootstrap. Reasons {"gap_target":1,"stop":107,"time":133,"target":4,"gap_stop":13}; partials 35, same-dayfinalexits 23. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2016-01-04 05:00:00+00:00 through 2020-12-31 05:00:00+00:00. First session eachweek buys prior 10-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. 2 Fees1bp plus slippage15bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.3248899491009365,0.09155388045638681]%, monthcluster5000bootstrap. Reasons {"time":113,"gap_stop":7,"stop":98,"gap_target":2,"target":1}; partials 18, same-dayfinalexits 33. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2021-01-04 05:00:00+00:00 through 2026-09-10 04:00:00+00:00. First session eachweek buys prior 10-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. 2 Fees1bp plus slippage5bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.11811449501287959,0.5023963910054401]%, monthcluster5000bootstrap. Reasons {"gap_target":2,"stop":95,"time":142,"gap_stop":15,"target":4}; partials 41, same-dayfinalexits 23. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2016-01-04 05:00:00+00:00 through 2020-12-31 05:00:00+00:00. First session eachweek buys prior 10-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. 2 Fees1bp plus slippage5bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.08560103192469003,0.33188233049926]%, monthcluster5000bootstrap. Reasons {"time":123,"gap_stop":8,"stop":87,"gap_target":2,"target":1}; partials 23, same-dayfinalexits 24. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2021-01-04 05:00:00+00:00 through 2026-09-10 04:00:00+00:00. First session eachweek buys prior 3-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. 2 Fees1bp plus slippage15bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.41598039756013533,0.1716584000385664]%, monthcluster5000bootstrap. Reasons {"stop":118,"gap_stop":15,"time":120,"target":7,"gap_target":1}; partials 34, same-dayfinalexits 34. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2016-01-04 05:00:00+00:00 through 2020-12-31 05:00:00+00:00. First session eachweek buys prior 3-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. 2 Fees1bp plus slippage15bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.2820792593275213,0.31155701557779053]%, monthcluster5000bootstrap. Reasons {"stop":94,"time":108,"target":5,"gap_stop":13,"gap_target":4}; partials 26, same-dayfinalexits 32. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2021-01-04 05:00:00+00:00 through 2026-09-10 04:00:00+00:00. First session eachweek buys prior 3-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. 2 Fees1bp plus slippage5bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.2562198984201958,0.33990779442520025]%, monthcluster5000bootstrap. Reasons {"stop":114,"gap_stop":14,"time":125,"target":7,"gap_target":1}; partials 36, same-dayfinalexits 32. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2016-01-04 05:00:00+00:00 through 2020-12-31 05:00:00+00:00. First session eachweek buys prior 3-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. 2 Fees1bp plus slippage5bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.062302955218307435,0.5202556609315512]%, monthcluster5000bootstrap. Reasons {"gap_stop":14,"time":117,"stop":84,"target":5,"gap_target":4}; partials 30, same-dayfinalexits 28. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2021-01-04 05:00:00+00:00 through 2026-09-10 04:00:00+00:00. First session eachweek buys prior 5-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. Time-only weeklyexit control. 2 Fees1bp plus slippage15bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.42498062146571663,0.2751204592455909]%, monthcluster5000bootstrap. Reasons {"time":255}; partials 0, same-dayfinalexits 0. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2016-01-04 05:00:00+00:00 through 2020-12-31 05:00:00+00:00. First session eachweek buys prior 5-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. Time-only weeklyexit control. 2 Fees1bp plus slippage15bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.4623022590666639,0.14163729597749822]%, monthcluster5000bootstrap. Reasons {"time":220}; partials 0, same-dayfinalexits 0. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2021-01-04 05:00:00+00:00 through 2026-09-10 04:00:00+00:00. First session eachweek buys prior 5-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. Time-only weeklyexit control. 2 Fees1bp plus slippage5bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.2173690604475051,0.48858693110590634]%, monthcluster5000bootstrap. Reasons {"time":255}; partials 0, same-dayfinalexits 0. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2016-01-04 05:00:00+00:00 through 2020-12-31 05:00:00+00:00. First session eachweek buys prior 5-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. Time-only weeklyexit control. 2 Fees1bp plus slippage5bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.26470964170669264,0.3262461573418879]%, monthcluster5000bootstrap. Reasons {"time":220}; partials 0, same-dayfinalexits 0. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2021-01-04 05:00:00+00:00 through 2026-09-10 04:00:00+00:00. First session eachweek buys prior 5-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. 2 Fees1bp plus slippage15bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.31652818404002264,0.2633172689313565]%, monthcluster5000bootstrap. Reasons {"gap_target":1,"stop":106,"time":123,"gap_stop":17,"target":8}; partials 35, same-dayfinalexits 30. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2016-01-04 05:00:00+00:00 through 2020-12-31 05:00:00+00:00. First session eachweek buys prior 5-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. 2 Fees1bp plus slippage15bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.45947011023146633,0.0412389443528169]%, monthcluster5000bootstrap. Reasons {"stop":102,"time":101,"gap_stop":11,"target":6}; partials 22, same-dayfinalexits 32. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2021-01-04 05:00:00+00:00 through 2026-09-10 04:00:00+00:00. First session eachweek buys prior 5-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. 2 Fees1bp plus slippage5bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.14919233063956544,0.4504968275114483]%, monthcluster5000bootstrap. Reasons {"gap_target":2,"stop":103,"time":128,"gap_stop":15,"target":7}; partials 36, same-dayfinalexits 27. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Frozen note2174. Premises:1 Nine sector ETFs, SIP all-adjusted dailybars; 2016-01-04 05:00:00+00:00 through 2020-12-31 05:00:00+00:00. First session eachweek buys prior 5-session worstreturn sector ifnegative, priorclose signal/nextopen fill, onecash-onlyfractionalsleeve. ATR20stop1R,target3R,+2Rquarter andBEfollowingday; gapopen, conservativebarriers, weeklytimeexit. 2 Fees1bp plus slippage5bp eachside; fourphases/day vectorbt longonly cashsharing reconciled everydaily equity; nohidden leverage. 3 MeantradeCI95 [-0.21038356390757,0.27862159953439963]%, monthcluster5000bootstrap. Reasons {"gap_stop":12,"time":114,"stop":88,"target":6}; partials 26, same-dayfinalexits 25. 4 Currentincompleteweek excluded, allobservations andsource archived, openingpartial-before-intradaystop audit didnotchange anycell. Conclusion researchonly: primary fails costrobustness; controls cannotreplaceprimary afterholdoutinspection. Adjusteddividend mechanics, actual15minmonitor fills, fractionsto whole-sharepartialexits, slippage estimates andPDTremain unvalidated. Source https://runway.adityaperswal.workers.dev/data/stock-bars . ThisadaptationisnotNagel's48industrydailyshortportfolio.

Premises:1 EGA Aug26 restarts315/1262 cells,fulloutputforecastQ1 2027 https://media.ega.ae/egas-al-taweelah-smelter-restoration-reaches-25-completion-milestone/ . H1 issuerreportsdistinctshippingconstraint https://media.ega.ae/ega-delivers-resilient-h1-2026-performance-maintaining-operational-and-supply-chain-continuity-amid-regional-disruption/ ; recoveryofpotsnotrecoveryofexportdeliveries. 2 CENX2025powerterms https://www.sec.gov/Archives/edgar/data/949157/000162828026013788/cenx-20251231.htm implySebree15.33MWh/t atcapacity; hypothetical+$500/tpremium is offset at+$32.6158/MWhSebreepower, beforealumina/hedges/othercosts. 450ktUSfullcapacity+$500/t generates225m/y gross; ifonlySebreepower+25/MWh,84.315m/y cost=>140.685m/y or35.171m/quarterbeforeotheroffsets. Neither500premium nor25power moveisforecast. LMEindexedIcelandpower/alumina dampensmetalbeta; Glencore54%salesandlimitedinputsuppliersaddcounterpartyrisk. 3 CENXAug6 https://centuryaluminum.com/insights/century-aluminum-company-reports-second-quarter-2026-results/ :Q3EBITDA335midpointonly2.478%aboveQ2;H1CFO236-capex134.4=101.6m. Sep10SIP44.36 timesJune98.993295mshares=>equityproxy4391.34m,EV4527.94m,3.463xannualizedQ2EBITDA but4.627%annualizedH1FCFyield. Notfairvalue:missesNCI,leases,pensions,currentdilution,taxrefundtiming,cycleandgrowthcapex. 4 Downstreamnotautomaticlosers:CSTM https://www.sec.gov/Archives/edgar/data/1563411/000156341126000190/a2026-q2xearningspressre.htm Q2exlag310mversus165m+87.88%;129/439=29.385%noncashlag;H1FCF95,needs>205H2for>300guide. KALU https://investors.kaiseraluminum.com/news-events/press-releases/detail/440/kaiser-aluminum-corporation-reports-record-second-quarter-2026-financial-results metalpassthroughandconversion437mvs374.2. Conclusion:positiveoperatingrentexists but latestcash/contractevidenceisnecessary. Logicalexistenceofscarcitydoesnotentailpositivestockexpectancy; counterexampleenergypricescanrise, metalpricesreverse,orrollingcapacityrestart. Factsstopatcitedperiods; sensitivityandannualizationareassumptions. StrongcounterargumentcheapCENXmultiple cannotnormalizeearnings byitself.

Numberedpremises:1 May14issuerSep28sBCCPDUFAdateonly; sponsorregistryprimaryclearance65.5vs4.8%N145/42afterlastcycleuseslegacyBF-RhodoLED.2 AgencyMay6LEO/CDOexplicitcoveredfivepanelilluminatorsand5-ALAcombination,limitedrepair/warrantyexceptions.3 Sep1agencydecisionpublishedSep4lifts028suspension;Aug13MD&Aearlierstateisoutdated.4 Jun4CBPredesignrequestresponseexpectedSep/Octbyissuer,nofirmdateorclearancerecovered. Firstorder:favorableFDAlabelwidenseligibleusebutdoesnotamendpatentorder. Second:legacylampscancontinuerevenue,XLredesignneedsseparatelegal/regulatoryexecution;financing/workingcapitalcanabsorbupside. Third:Sunbenefitsfromenforcement,AGfromearnout/preferredclaims,patients/providersfromadditionaloptionifapproved;equitytaildependscashpershareaftertheseclaims. Countercaselegacybaseislargeenoughandredesigncheap(.4mfutureaccrual),soparallelclearancescouldproducebigjump;notdisproved,butprobabilityandtimingunknown. Currentbindingconstraintindependentnetrunupedgeandcurrentclearance,notclinicalpvalueor$349shortfall. Factsstopatprimaryrecords;causaloutcomesconditional. Sources https://www.usitc.gov/sites/default/files/intellectual_property/exclusion_orders/1411_master_leo.pdf ; https://public-inspection.federalregister.gov/2026-18101.pdf ; https://clinicaltrials.gov/api/v2/studies/NCT03573401 ; https://www.sec.gov/Archives/edgar/data/1858685/000149315226037834/form10-q.htm .

Premises:1 Jun30cash4.659m,H1CFO-1.728m. SummedstatementWCsource+2.161m meanspreWCcash-3.889m; MD&AcallsWC2.2mused,anunresolvednarrativesignerror. ExcludingrelatedAPpaydown3.714malonegives+1.986mCFO, butalsoexcludingthirdpartyAPincrease2.461mgives-.475m.2 H1monthlypreWCburn.6482m/simplecash7.19monthsversusreportedburn.288m/16.18months; thesearemechanicalsensitivitiesfromJun30,notrunwayforecasts; seasonality,launchcostsandpullforwardinvalidateconstantburn. Goingconcerndoubtpersists.3 Costresetstructuralbutcurrent80%GMnotinfinite:annualAmeluzearnout12%<=65m/15%onallrevenueabove65m.65->65.01madds1.9515mearnout;constant77%contributionrequires2.534mextrarevenueoffset,illustrationnotforecast.4 Jun30potentialshares43.55556m;July8conversion.552483malreadyinAug11common14.852359m;cannotnaivelyaddwithoutadjustment. Debtconversiondoesnotbringcash;outofmoneywarrantproceedsunavailableassumption. Conclusion realoperatingimprovementdoesnotestablishpre-eventpayoff. Bullcaselegacyutilizationfundslaunch; needsactualpostrestrictioncashandclearance. Sources https://www.sec.gov/Archives/edgar/data/1858685/000149315226037834/form10-q.htm ; https://www.sec.gov/Archives/edgar/data/1858685/000149315226037610/ex99-1.htm .

Edge test frozen Sep11: BB S7.54, Oct2C8 close.40 requires+11.405836%, covers3/12 (25%); Oct2P7 close.32 requires-11.405836%, covers2/12 (16.67%). Twelve consecutive quarterly releases Sep2023-Jun2026, pre-newsclose to firstpost-newsclose, medianabsolute9.987505%; first8 C2/P1, last4 C1/P1. Neither40%gate nor documented3xexpectedoptionpayout passes. Oct2expiry8daysafter Sep24event; defaultSep23RTHexit, hurdleexceedsmedian1.418331pp so noholdthrough exception. Sources: issuer-dated event observations24113–24126, https://investors.blackberry.com/ ; https://runway.adityaperswal.workers.dev/data/stock-bars and /data/option-bars. 1. Sep10SIPadjustmentall925bars; WilderEWMA14 RSI38.0472,ATR.397676(5.2742%ofS),SMA20 8.0955/SMA50 8.968; current7.54belowboth. RV20 55.2129%annual/RV60 76.3078%;last20return-14.0251%,20dayrange7.47–9.08. 2. CombinedlowertrendandRSIbelow50 signalsweakness; fallingRVmeansrecent realizedvolslowerthan60dayregime. These are descriptive, no fittedputwinprobability. 3. Aputbreak-even6.68lies10.5756%below20daylow7.47; near7.5put.52cost52>51.0594cap. ATRstop cannotboundoptionpremiumor overnightgap; at3Rnetfullrisk targets call1.60/put1.28 would need majorrepricing, no evidencecurrentpricedtailsreachthese. 4. Strongcountercase istrendturn aftergoodresults; call stockupside doesnotmeanexpensivecallprofitable. Indicatorsdo not override3/12and2/12.

Edge test frozen Sep11: BB S7.54, Oct2C8 close.40 requires+11.405836%, covers3/12 (25%); Oct2P7 close.32 requires-11.405836%, covers2/12 (16.67%). Twelve consecutive quarterly releases Sep2023-Jun2026, pre-newsclose to firstpost-newsclose, medianabsolute9.987505%; first8 C2/P1, last4 C1/P1. Neither40%gate nor documented3xexpectedoptionpayout passes. Oct2expiry8daysafter Sep24event; defaultSep23RTHexit, hurdleexceedsmedian1.418331pp so noholdthrough exception. Sources: issuer-dated event observations24113–24126, https://investors.blackberry.com/ ; https://runway.adityaperswal.workers.dev/data/stock-bars and /data/option-bars. 1. Primary issuer distribution timestamps establish twelve consecutive quarterly releases and correct shifting BMO/AMC sessions; dates quoted in observations24113–24126, full upcomingSep10original https://www.accessnewswire.com/newsroom/en/computers-technology-and-internet/blackberry-to-announce-fiscal-second-quarter-2027-results-on-sept-1216954 confirmsSep24 08ET; historical08calloften07release. 2. Fixed before looking: signed simple firstpostclose/preclose-1, trainfirst8/holdoutlast4. Mean+4.178884%, RMS12.26475%, min-12.9330/max23.8255%; median bootstrap95%CI[5.3532,12.8080]% (20k iid resamples seed911). 3. Call intrinsic mean.748027xpremium,max3.341107x;putmean.260087x,max1.359844x;0/12 gross4x each. These omit residualtime and are not optionPnL. 4. PostCylancesix: median10.793207%,call2/6,put1/6. Q2-onlyN3 cannot meet8. Sep2023 preliminary original primary index https://www.newswire.ca/news/blackberry-limited/?page=3&pagesize=25 listsSep6 17:30; finalSep28 isincrementalnotfreshfullshock. Preservefullsample andlabelcontamination; exclusion sensitivitypending. 5. Validity: rules imply noentry at measured marks. Soundness limits: smallnonstationarysample, noindependenthistoricaloptions/spread, selectionfromaffordablescreen, Sep2023preannouncement. Neither positive average stockresponse nor absoluteRMS supplies directionaloptionexpectancy.