Stats

Frozen note1880/1882: buy observed09:30gap<=-0.25prior20ADR at09:45;1ADRstop/1.5target;half+1RthenBEatnext15mincheck;15:45exit. Fullsessionsonly; costsfee1bp+slippage15bp eachside, assumednotmeasuredspreads. Exactordercashflowsverifiedagainstvectorbt; portfolioeightdailyrebalanced1/8cashsleeves, markevery15minutes, inactivecash. Windowholdout:train2017–19/holdout2020–25/recent2026throughSep9;recentnotvirginprospective. Allneighborsretained,noselection. Return-75.745751%,DD75.764669%,N3507,win31.964642%,avgwin0.559531%,avgloss0.734617%. Researchportfolioisnotwhole-share/PDTfeasibleand09:45entrynot09:50managerfill. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min ; https://personal.lse.ac.uk/polk/research/TugOfWar.pdf . Adaptation,notoriginalstockmonthlyportfolio.

Frozen note1880/1882: buy observed09:30gap<=-0.25prior20ADR at09:45;1ADRstop/1.5target;half+1RthenBEatnext15mincheck;15:45exit. Fullsessionsonly; costsfee1bp+slippage5bp eachside, assumednotmeasuredspreads. Exactordercashflowsverifiedagainstvectorbt; portfolioeightdailyrebalanced1/8cashsleeves, markevery15minutes, inactivecash. Windowholdout:train2017–19/holdout2020–25/recent2026throughSep9;recentnotvirginprospective. Allneighborsretained,noselection. Return-41.762789%,DD42.168079%,N3507,win44.026233%,avgwin0.579649%,avgloss0.672792%. Researchportfolioisnotwhole-share/PDTfeasibleand09:45entrynot09:50managerfill. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min ; https://personal.lse.ac.uk/polk/research/TugOfWar.pdf . Adaptation,notoriginalstockmonthlyportfolio.

Frozen note1880/1882: buy observed09:30gap<=-1.0prior20ADR at09:45;1ADRstop/1.5target;half+1RthenBEatnext15mincheck;15:45exit. Fullsessionsonly; costsfee1bp+slippage15bp eachside, assumednotmeasuredspreads. Exactordercashflowsverifiedagainstvectorbt; portfolioeightdailyrebalanced1/8cashsleeves, markevery15minutes, inactivecash. Windowtrain:train2017–19/holdout2020–25/recent2026throughSep9;recentnotvirginprospective. Allneighborsretained,noselection. Return-11.942533%,DD12.061057%,N325,win28.307692%,avgwin0.391564%,avgloss0.590038%. Researchportfolioisnotwhole-share/PDTfeasibleand09:45entrynot09:50managerfill. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min ; https://personal.lse.ac.uk/polk/research/TugOfWar.pdf . Adaptation,notoriginalstockmonthlyportfolio.

Frozen note1880/1882: buy observed09:30gap<=-1.0prior20ADR at09:45;1ADRstop/1.5target;half+1RthenBEatnext15mincheck;15:45exit. Fullsessionsonly; costsfee1bp+slippage5bp eachside, assumednotmeasuredspreads. Exactordercashflowsverifiedagainstvectorbt; portfolioeightdailyrebalanced1/8cashsleeves, markevery15minutes, inactivecash. Windowtrain:train2017–19/holdout2020–25/recent2026throughSep9;recentnotvirginprospective. Allneighborsretained,noselection. Return-4.500218%,DD5.298802%,N325,win45.230769%,avgwin0.407839%,avgloss0.542390%. Researchportfolioisnotwhole-share/PDTfeasibleand09:45entrynot09:50managerfill. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min ; https://personal.lse.ac.uk/polk/research/TugOfWar.pdf . Adaptation,notoriginalstockmonthlyportfolio.

Frozen note1880/1882: buy observed09:30gap<=-0.5prior20ADR at09:45;1ADRstop/1.5target;half+1RthenBEatnext15mincheck;15:45exit. Fullsessionsonly; costsfee1bp+slippage15bp eachside, assumednotmeasuredspreads. Exactordercashflowsverifiedagainstvectorbt; portfolioeightdailyrebalanced1/8cashsleeves, markevery15minutes, inactivecash. Windowtrain:train2017–19/holdout2020–25/recent2026throughSep9;recentnotvirginprospective. Allneighborsretained,noselection. Return-28.521873%,DD28.585111%,N972,win28.497942%,avgwin0.390971%,avgloss0.541181%. Researchportfolioisnotwhole-share/PDTfeasibleand09:45entrynot09:50managerfill. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min ; https://personal.lse.ac.uk/polk/research/TugOfWar.pdf . Adaptation,notoriginalstockmonthlyportfolio.

Frozen note1880/1882: buy observed09:30gap<=-0.5prior20ADR at09:45;1ADRstop/1.5target;half+1RthenBEatnext15mincheck;15:45exit. Fullsessionsonly; costsfee1bp+slippage5bp eachside, assumednotmeasuredspreads. Exactordercashflowsverifiedagainstvectorbt; portfolioeightdailyrebalanced1/8cashsleeves, markevery15minutes, inactivecash. Windowtrain:train2017–19/holdout2020–25/recent2026throughSep9;recentnotvirginprospective. Allneighborsretained,noselection. Return-8.885486%,DD9.479429%,N972,win44.958848%,avgwin0.412245%,avgloss0.474606%. Researchportfolioisnotwhole-share/PDTfeasibleand09:45entrynot09:50managerfill. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min ; https://personal.lse.ac.uk/polk/research/TugOfWar.pdf . Adaptation,notoriginalstockmonthlyportfolio.

Frozen note1880/1882: buy observed09:30gap<=-0.25prior20ADR at09:45;1ADRstop/1.5target;half+1RthenBEatnext15mincheck;15:45exit. Fullsessionsonly; costsfee1bp+slippage15bp eachside, assumednotmeasuredspreads. Exactordercashflowsverifiedagainstvectorbt; portfolioeightdailyrebalanced1/8cashsleeves, markevery15minutes, inactivecash. Windowtrain:train2017–19/holdout2020–25/recent2026throughSep9;recentnotvirginprospective. Allneighborsretained,noselection. Return-44.786626%,DD44.835475%,N1645,win27.051672%,avgwin0.412647%,avgloss0.547584%. Researchportfolioisnotwhole-share/PDTfeasibleand09:45entrynot09:50managerfill. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min ; https://personal.lse.ac.uk/polk/research/TugOfWar.pdf . Adaptation,notoriginalstockmonthlyportfolio.

Frozen note1880/1882: buy observed09:30gap<=-0.25prior20ADR at09:45;1ADRstop/1.5target;half+1RthenBEatnext15mincheck;15:45exit. Fullsessionsonly; costsfee1bp+slippage5bp eachside, assumednotmeasuredspreads. Exactordercashflowsverifiedagainstvectorbt; portfolioeightdailyrebalanced1/8cashsleeves, markevery15minutes, inactivecash. Windowtrain:train2017–19/holdout2020–25/recent2026throughSep9;recentnotvirginprospective. Allneighborsretained,noselection. Return-16.731663%,DD17.031097%,N1645,win43.890578%,avgwin0.414462%,avgloss0.481401%. Researchportfolioisnotwhole-share/PDTfeasibleand09:45entrynot09:50managerfill. Sources https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min ; https://personal.lse.ac.uk/polk/research/TugOfWar.pdf . Adaptation,notoriginalstockmonthlyportfolio.

Premises: 1. Readback confirms all24 observation groups containing144 experiment cells end with their footer and are1229–1323characters. 2. Old174/175 collectors saved6 complete numeric payloads, but quote gaps were15/30/30minutes; cutoff-onlyoutput is notdata. 3. At08:14Sep10 replacement178/179 areacceptedactive with lastRun/output/exitnull; remoteexecution remainsunverified. Conclusion: retaincashdecision2198 and explicitcollector gap; monitor182 checksactualreceipt at12:30,122/181coverPPI/CPI. Daily14/25preserved. No open or pending crypto orders on finalquery; no exitsorstopchangesrequired. Runabout13minutes against43planned/45hardcap: auditcompletedwithin9min, catalystworkoverlappedfetches, analysiscompletedearly; finalrecording/review reserved and performed before report. No threadoverranitsallowance. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; list_jobs fund=crypto ; query_research fund=crypto ; query_trades fund=crypto .

Start: fund235.86cash,total850.99equity,zeroopen/pending;goalrepeatablenetprofit. Bindingconstraint: independentlyvalidatedexecutableexpectancy. Premises: 1. Compressionbreakout144cells recorded; all36hourlyholdoutslose, suppliedbaselineBTC-14.9605/ETH-15.5393/SOL-6.6888%,N12/9/8; rawquarterKelly0each. 2. All3currentcompression/breakoutsignalsfalse; historicalOHLCfaultsand15min/+1Rvenueexitgapsremain. 3. RecentdriftMonteCarlosignreversesafterdemeaning; oneactualoperatorliquidationisnotedge. Conclusion: no proposals,queuedlimits,stopsoradjustments;keep235.86cash. Validity: failedeligibilitygateswarrantzeroallocation,notforecastofdecliningprices. Soundness: conservativehistorymaskcanmissprofitabletrades;ETH/SOLreconstructeddailyholdoutswon1.8163/2.8607%,but correspondinghourlylost6.4361/1.9359%; do notselectwinningfeed/cadence. Changeeligibilityonlyafterreconciledhistoryandfrozenindependentcost-stresseddaily/hourly/15minedge withuncertaintyresolved. Then size min(quarterKelly*$235.86,$212.7475positioncap,$235.86fundcash,$8.5099/fee-and-gap-awarelossfraction); atmost3newlots,correlatedriskcheck. Macrooutcomesmaychangewatch,notthisgate. PPI122/CPI181/ECBhandoff182armed;178/179collectorsscheduled,preserve14/25/104Arc/152GME. $349.01shortfall neverenterssize. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees ; https://www.bls.gov/schedule/2026/09_sched.htm .

1. FTK frozen1895 costedvectorbt train-46.4835%,holdout-63.6175%,DD67.1654%,N10,p30%,W19.6007%/L19.2995%,stress-65.0441%;source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FTK&feed=sip&adjustment=all . BinaryquarterKelly max(0,.25*(.3-.7/(19.6007/19.2995)))=0; no retest ornewbacktestclaimed. RequiredCLI1939alreadyrun,-13.8791%,DD24.2917%,p36.667%,N60—notindependentholdout. 2. PriorREF91006greenexitholdout-2.3194%N87 and uncertainmeans stayfrozen. 3. NewTSM monthlycashcapture2168/2169 has no validatedeventpayoff; whole-share435.36>212.7475cap, recentSIP403. FTKpause predatesconference(2182); SSLconsiderationunknown21446. 4. OwnledgerN2operatorwins has noobservedaverageloss; simulations2180/81 descriptive248blocks,not calibratedeventp. Conclusion approve$0; all278.67fundcash; noopen/queuedholdingstoadjust/exit; noorders/FUNDproposal. Validity follows eligibilitygates, not bearishstockforecast. Strongcountercase growthcashcanimprove—upgradefundamentalswhenverified, requireindependentnetrule andactual15minexits beforemoney. No targetwidening/catchupbet. Mon184same12:30replaces162,full1888;fivejobskept. Calendar2189/2190,lessonsrecorded. No threads overallowance; sourcegaps namedinhandoff.

Start187.22cash;goalpositivecostedcash-onlyedge;bindingconstraintnetexpectancyandfeasibleexecution. P1 Lou/Polk/Skouras2019documentsstockmonthlycross-periodreversal,notourrule;ETFadaptationisahypothesistest. P2 Freeze8ETFs,gap<=-.5prior20ADRobserved09:30,entry09:45,1ADRstop/1.5target,half+1RthenBEatnext15mincheck,15:45exit;excludeannouncedhalf-days,missingbarsneverzero. Train2017–19,test2020–25,2026separate;cost6/16bpside;neighbors.25/1onlyrobustness. P3 Universecurrentliquidsurvivors,FXandbond/commoditydifferences,adjustedhistoryandassumedspreadsarelimitations. 2020–25holdoutunseenbythisrulebutreusedresearchera. P4 Research1/8fractionalsleevesnotwhole-share/PDTfeasible:needindependentallocationvalidationevenifprofitable;run09:50cannotassume09:45execution. Backtestbeforeanytrade;zeroapprovalpendingresults. Validity:profitabilityisnecessarynot sufficient. Counterexamplespermanentnews/centralbankshockcancontinuedecline. Sources https://personal.lse.ac.uk/polk/research/TugOfWar.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all&timeframe=15Min .

Premises: 1. Draw10000joint96hourpaths in24hourblocks from1439last60daylogreturns,seed9100804; preservecrossassetdependence. Stop1ADR20/target1.5ADR,observeandfillhourlyclose,timeout96h;25bpfee/side+10bpslip. 2. Observed-drift mean netBTC/ETH/SOL+.3551/+.8279/+1.2283%; demeaning changes them to-.6744/-.9049/-.5181%. 3. Demeaned target-first probabilities19.58/16.22/11.75%,timeouts49.21/51.48/71.91%. Fullfund235.86equal-sleeve demeanedmean-$1.649,p05-$13.197,lossprobability62.42%;25/50%fund p05-$3.299/-$6.598. Conclusion: drift assumption drives optimism; these are risk scenarios, not backtest winprobabilities or edge. Factendsatobservedreturns; stationarity/blockchoice/nextfourdaysarethought-experimentassumptions. Modelmissesintrahourtails,nextopenfill,+1Rpartial/breakeven andvenue15minchecks; nominalstopsnotlossbounds. Approvedzero; no timeframe or targetwidening forshortfall. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py; observations21562–73.

Premises: 1. Sep9completedcloses BTC78283.41/ETH2467.70/SOL101.5535 are below prior7dayhighs82233.5025/2545.604/107.35. 2. Prior7dayfractionalranges7.6626/7.6398/9.8850% exceed60daymedians5.7400/7.4744/8.0627%, so compressionalsofails. 3. ADR20 is2598.8987/101.5504/6.3270 or3.3199/4.1152/6.2302% ofclose; positive7daymomentum1.2551/3.1698/1.1237% doesnotoverridegates. Conclusion: no freshtrigger; do notqueuecatchuporders. At1ADRnominalstop,the1%equitybudget8.5099 permitsgrossnotional256.33/206.79/136.59beforefees/gaps/venuecaps, but approvedsizeiszero. Target1.5ADR is a testedresearchparameter, not recommendedorders or guaranteedweekendprotection. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; observations21555–60.

Premises: 1. Re-fetchedOct1,2024–Sep9,2026:709dailyrows each;17014/17014/17009 hourlyBTC/ETH/SOL, missing2/2/7hours. Excluded returnedSep10boundarybar explicitly. 2. Complete-day daily/hourly OHLC differs>.01bp on300/295/295days, max584.37/732.74/1014.05bp. 3. CoinbaseDec2 controls show suppliedopeningprice discrepancies619.22/792.95/1031.66bp, whileSep9maximumOHLCdifferences3.94/7.17/10.45bp. Conclusion: recentagreement cannot certifyhistory. Reconstructedstudies are sensitivitychecks, not approvedtruth; missing-dayfiltersalso alter sample. Counterexample: legitimate venueprice differences exist, so these samples alone do not identify faultowner; large oldopeningdifferences still undermine executable simulation. SOL429 recovered withslowerpagination; no syntheticfill. Independentcashchecks268baselineclosedrows matchvectorbtwithin4.51e-16. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://api.exchange.coinbase.com/products/BTC-USD/candles ; correspondingETH-USD/SOL-USD endpoints; observations21474–79/21552–54.

Premises: 1. On 64 weekdays in the last90days, 08UTC-open to12UTC-open gross mean returns were BTC+.1194%,ETH+.1451%,SOL+.0684%; gross mean bootstrap95% intervals [-.0653,.3068],[-.0910,.3761],[-.2033,.3634]% all span zero. 2. With25bp received-asset fees/side and10bp slippage, means become -.5796/-.5541/-.6302%. 3. Last60completedUTCdays provide1439 alignedhourlylogreturns: BTC-ETH correlation.8470,BTC-SOL.7557,ETH-SOL.7590; ETH/SOL regressions onBTC give betas1.1536/1.1072. Conclusion: pre-open activity alone does not justify entry; three sleeves share substantial market risk. Sampling: fixedmajors, recentregime, missing other venues and events; iidCI/naiveOLSSE are descriptive, not serial-dependence-adjusted inference. This is a distribution diagnostic, not a traded time-of-day strategy. Ownrecord N1 operator-liquidatedBTC cannot calibrate setup probabilities. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py; observations21555–61.

Start49.14fundcash/850.99equity,flat;goalrepeatablepre-eventgains;bindingconstraintindependentexecutableedge. Premises1 calendar2162/2163 verifies9earningsrows/TLXSep11andPPI/CPI,notguaranteedfirstnews.2 TLX2167generic5momentumtrain-25.273%,holdout+11.035%N19,p9/19,W6.5854%,L4.4908%,CI[-2.0924,3.5902]%; noFDAcohort,all3traininglookbacksnegative.3 Technical2171netRR.90536<1.5;currentquotes/exact15minpartialsexecutionunverified.4 Fundamental2165OCF23.036mincludes40mcollab,coreFCF8.248/exreceipt-31.752m; notfutureburn/approvalodds.5 Own3losses2censored2174 andconditionalMC2173cannotestablishliveedge. ConclusionPROPOSE/EXIT/ADJUST/FUNDnone,approvedKelly0. Validitynecessaryedge/executiongatesfail; soundnesslimitedsmallselectedADSsample/coveragegaps,noclaimallcatalystslose. Strongcountercasepositiveholdout/uptrend/commercialgrowthmeritswatch,notexception. Whoeverreceivesspreadsbenefitsfromunsupportedturnover; firstunvalidatedentry->gap/costloss->lesscapital->fewerfuturefeasiblepositions. Monthly349.01shortfallnotmodelinput. Verified08:11ledgeropen/pending/closing[],20armednoneownoverdue,5jobs.183replaces137preservingLOVEpaperandexpandingmorningcalendar;22/EPM167/168/DRI179unchanged. No newjobneededbefore12:30flatbook;172next08:15notclaimedrun. Nextreviewbranches1887; journal624–626,archive1886exact29partreadbackPASS. GapsTSM08primary/DOLexactnewrelease/Michigan/ECBUTC/otherissuers/quoteeventhistoryexplicit. First2budgetitemscompleted~9min,finishphasebegan08:10; nooverrun,unusedbudgetnotspent. Sources https://telixpharma.com/news-views/fda-accepts-nda-for-tlx101-px-pixclara/ ; https://telixpharma.com/wp-content/uploads/2026/08/H1-2026-Interim-Report.pdf ; https://www.bls.gov/schedule/2026/09_sched.htm ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLX,SPY&timeframe=1Day&feed=sip&adjustment=all ; remainingissuerURLs2162/2163. Fullreadablepreopen-plan.mdcreatedlocalandhandoff1887saved.

1. AugCPI/realearnings Sep11 08:30ET https://www.bls.gov/schedule/2026/09_sched.htm ;KRcall08ET https://www.thekrogerco.com/ir-feed-item/kroger-announces-second-quarter-conference-call-with-investors/ doesnotfix firstreleasehour. 2. PixclaraPDUFA Sep11dateonly perApr10issuer https://telixpharma.com/news-views/fda-accepts-nda-for-tlx101-px-pixclara/ ;no guaranteeddecision/hour,noholdingthroughbinary. 3. Supply41Sep11 12:30UTC reviewsAEHRpublicSep10conference; issuerdateandcriteria retainedinmonitor, no promisednewfinancials. ReadORCL/CPRT/ADBE actualSept10results ascontext (21484/86/87). Conclusion food/inputmargin,actualAIinfrastructurecollections and supplyacceptances canchangefundamentalwatch; benigninflation orapproval alonecannotcalibratestockedge. Adversecash/inventorybuild/regulatorydelayweakenswatch, absentdisclosurepreservesuncertainty. No currentpositions, noorders, no standaloneFDA thesis/newfundproposed. This is a mandate-relevant calendar, not exhaustive all-marketearnings/FDA census; noindependentTLXearlydecisionsearch completed. CPIactualreview mustbecheckedatSep11preopen,notassumedavailablebefore08:30ET.

1. Allcash278.67/noholdings means no exit orstopadjustmentneeded. No due supplymonitor;130BWEN/131GD/184FTK+TSM at12:30UTC retainconditionalresearch. 2. Today AugPPI08:30ET https://www.bls.gov/schedule/2026/09_sched.htm ;Julywholesale10ET https://www.census.gov/economic-indicators/calendar-listview.html ;petroleumweekSep4 noonET keyfiles/14ETothers https://www.eia.gov/petroleum/supply/weekly/schedule.php . 3. LOVEbeforeopen,08:30ETcall;ORCLafterclose17ETcall;CPRTafter16ET/17:30call;ADBE17ETcall: exactissuerURLs anddates observations21484/21486–89. FTK/AEHRLakeStreetdateonly,AVAV12:50ETconference existing158. ECBpublished14:15CETdecisionlabel21491 exactUTCconventiongap. Conclusions: beforeopencheck paidFTKgrowth/restartterms,newTSMdisclosure,BWENcompletion/signedGDscope. LatersectorPPI versusoutputpricing,wholesalesales/inventory,actualEIAshippedvolumes andOraclecash canupgradewatchonly;adverse/unknown retainscash. StrongcashplusindependentcostedOOSstockedge/freshquotes/executableexits neededforproposal. No automatic evententry; noordersneededbefore12:30run. Existinghourly173 coverage retained, last07:15END21/21;next08:15, fivejobsactive. No promisedprivateconferenceinformation.

1. SIPdaily2025Jan1–Sep9 422barseach;source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . 2. Last252simple dailyreturns obtained via exp(logreturn)-1: TSM5/50/95percentiles -4.1321/.2943/4.6872%; FTK-6.5474/.0803/8.9716%. Lag1logreturncorrelations -.15913/-.06152. Current20sessionreturn percentile among402overlappingwindows TSM45.27,FTK1.99. 3. Descriptive historicalrank and weakautocorrelation are not an eventstrategy: overlappingwindows, selectednames, regimechange and no matchednewscontrols. Conclusion FTKaboveSMA50 doesnoterase left-tail20sessionstate; tails make daily/reference-stop fills uncertain. No confidence level for positive nextreturn inferred; approved0. Distribution data feeds riskdiagnostics2180/2181; simulations reuse248blocks and are notnewindependentobservations.

P1 query_trades(fund=quant)08:02UTCreturned3closedonly;SNOW373.046->352.93,DELL474.336->511.998,GTLB51.418->48.78. Returns-5.39236448,+7.93994131,-5.13049905%;win1/3,avgwin7.93994131%,avgloss5.26143176%,mean-.86097407%. P2 Alloperatorliquidationsbefore4–6weekhorizons,notstrategyexits;entryarrivalquotes/feebreakdownunavailable,soexecution slippageandplannedstop/targetfrequencyunmeasured. P3 Currentcontextnoopen/queuedlots,187.22fundcash;prior06auditagrees. ConclusionpointquarterKellyclipped0;N3PEADlotoutcomescannotvalidatenewETFdayruleorjustifyrecoverysize. Original ledger sourcequery_trades(fund=quant);providerreturnmathnotcausalattribution.

Premises:1. Ran required backtest CLI --strategy breakout --lookback7 --days730; results BTC+30.1279%,ETH+33.8668%,SOL+23.4302%,214closedtrades total. 2. Inspected engine: daily same-close entry, nofees/slippage, no heldout split, prior-close breakout rather than prior-high+compression, different signal exits. 3. APIincludesboundarybar. Conclusion: these gross numbers cannot validate the frozen experiment or an order. The independent implementation explicitly removes boundary rows, models nextopen costs and temporal split; allhourlyholdouts fail. CLI buy-and-holdBTC+35.4970/ETH+3.4305/SOL-25.4054%, also gross. Public figures below are diagnostic only; approved0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; /app/agent/dist/backtest/engine.js .

Frozen note1881: completed close above prior7day high only when prior7day fractional range < trailing60day median; enter next open; fixed1ADR20 stop/1.5ADR20 target,7day timeout. Daily/hourly close threshold observations followed by next-open fills; one lot, no filled-forward execution. Vectorbt fees25bp per side on receivedasset, slippage10bp baseline/20bp stress. 2025 train,2026Jan1-Sep9 REUSED holdout;2024Oct-Dec warmup. Premises:1. Supplied daily/hourly holdout returns -3.5641%/-6.6888%; hourly training -10.9322%. 2. Reconstructed daily/hourly holdout 2.8607%/-1.9359%; changing completeness changes sample, not pure price attribution. 3. All36 hourly holdout cells across3majors/40,60,80median windows/two histories/two costs lose. Conclusion: reject; no positive independent executable edge. Baseline supplied hourly N8, win50.0000%, avgwin3.8428%, avgloss5.3172%, mean-0.7372%, iidbootstrap10000 CI[-4.2210,2.6310]%. Windows/costs are diagnostics, not selected winners; history faults/reusedholdout/15min+1Rexit gaps remain. All144cells stored24 groups21505–21550. No current signal. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/verify.py.

Frozen note1881: completed close above prior7day high only when prior7day fractional range < trailing60day median; enter next open; fixed1ADR20 stop/1.5ADR20 target,7day timeout. Daily/hourly close threshold observations followed by next-open fills; one lot, no filled-forward execution. Vectorbt fees25bp per side on receivedasset, slippage10bp baseline/20bp stress. 2025 train,2026Jan1-Sep9 REUSED holdout;2024Oct-Dec warmup. Premises:1. Supplied daily/hourly holdout returns -9.5346%/-15.5393%; hourly training -26.2809%. 2. Reconstructed daily/hourly holdout 1.8163%/-6.4361%; changing completeness changes sample, not pure price attribution. 3. All36 hourly holdout cells across3majors/40,60,80median windows/two histories/two costs lose. Conclusion: reject; no positive independent executable edge. Baseline supplied hourly N9, win44.4444%, avgwin2.5091%, avgloss5.1951%, mean-1.7710%, iidbootstrap10000 CI[-4.4221,0.9374]%. Windows/costs are diagnostics, not selected winners; history faults/reusedholdout/15min+1Rexit gaps remain. All144cells stored24 groups21505–21550. No current signal. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/verify.py.

Frozen note1881: completed close above prior7day high only when prior7day fractional range < trailing60day median; enter next open; fixed1ADR20 stop/1.5ADR20 target,7day timeout. Daily/hourly close threshold observations followed by next-open fills; one lot, no filled-forward execution. Vectorbt fees25bp per side on receivedasset, slippage10bp baseline/20bp stress. 2025 train,2026Jan1-Sep9 REUSED holdout;2024Oct-Dec warmup. Premises:1. Supplied daily/hourly holdout returns -8.6832%/-14.9605%; hourly training -1.1218%. 2. Reconstructed daily/hourly holdout -0.5559%/-9.0164%; changing completeness changes sample, not pure price attribution. 3. All36 hourly holdout cells across3majors/40,60,80median windows/two histories/two costs lose. Conclusion: reject; no positive independent executable edge. Baseline supplied hourly N12, win41.6667%, avgwin2.7120%, avgloss4.1208%, mean-1.2738%, iidbootstrap10000 CI[-3.2570,0.8163]%. Windows/costs are diagnostics, not selected winners; history faults/reusedholdout/15min+1Rexit gaps remain. All144cells stored24 groups21505–21550. No current signal. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; test.py/verify.py.