LOVE empirical Monte Carlo is conditional on an unstable, time-only payoff
Simulations inconclusive Catalyst run-ups LOVE 2026-09-09 08:14
Premises1 NumPy seed2026090908 resamples10 empirical time-only holdout returns IID over10 sequential hypothetical events,50000 paths; unchanged costed distribution assumed, not a forecast of opportunities before month-end. 2 Results [{"fraction":0,"paths":50000,"events":10,"mean_terminal":49.14,"p5_median_p95":[49.14,49.14,49.14],"loss_probability":0},{"fraction":0.25,"paths":50000,"events":10,"mean_terminal":51.177919701116004,"p5_median_p95":[47.38994636127795,50.79396702919319,56.33595342800429],"loss_probability":0.25418},{"fraction":1,"paths":50000,"events":10,"mean_terminal":57.638766717979294,"p5_median_p95":[42.44925210219919,55.22701728414464,81.23420027623253],"loss_probability":0.26782}]. Positive mean is a real counterargument to reflexive cash, but one broad-market day dominates the empirical sample and the time-only variant lacks mandatory stop/target. Paths do not enlarge N10 or measure unseen jumps. 3 Binary quarterKelly=p-(1-p)/(W/L), divided4 gives.0439428 before uncertainty; as fraction of49.14 it is~2.16USD, less than one16.07USD share. Mandatory1.5ADR version pointfraction.0047135, cost-stress0. Adopted size0 due uncertain edge, not capital shortage. No monthly shortfall inserted into probabilities. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all ; primary dated pairs and samples1676–78/18186–18233.
More sample 10
paths 50000
events 10
initial_cash 49.14
quarter_mean_terminal 51.18
quarter_loss_pct 25.42
full_mean_terminal 57.64
full_loss_pct 26.78
point_quarterKelly 0.04
allocation 0
LOVE late-entry gain depends on one broad-market rally; confidence remains unresolved
Statistical inconclusive Catalyst run-ups LOVE, SPY 2026-09-09 08:14
Premise1 selected final-session time-only holdout N10 has p30%, W9.1616%, L1.6259%, mean1.61035%; ordinary bootstrap30000 gives[-1.64573,6.42680]%. Those are return uncertainty, not an approval probability. Premise2 biggest event Apr9 2025 (beforeApr10 earnings) gained20.82783% net while same-window SPY rose9.80126% gross. Removing it only as sensitivity yieldsN9 mean-0.524927%,total-4.930802%; original sample retains it. All leave-one-out means range[-0.524927,2.092853]%. Premise3 OLS of stock net vs SPY gross gives correlation0.914914,beta2.11122,intercept-0.437169% and mean excess0.640522pp. Tiny selected data and event/calendar dependence preclude causal alpha. Strongest counterargument is large genuine winners are part of a strategy; do not erase them because inconvenient. Rebuttal: uncertainty and mandate-compliant exits still fail, and current market-trend-positive groupN7 mean-0.21910% provides no rescue. No additional filters chosen. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all ; recorded event primary links18186–18233. Prior LOVE T5positive selection contaminates any claim this is independent replication. New evidence required: future notice-aware cohort with actual executable exits and positive cost-stressed lower confidence bound; one new report will not set size.
More sample 10
mean 1.61
CI_low -1.65
CI_high 6.43
correlation 0.91
beta 2.11
alpha_pct -0.44
excess_pp 0.64
without_best_return -4.93
without_best_mean -0.52
allocation 0
QIR90908 Kelly and twenty-session paths keep proposed allocation at zero
Simulations reject Quant replication EEM 2026-09-09 08:14
Premises:1.EEM252costedholdouttrades p=.4563492,averagecashwin.490802%,averagecashloss.585548%; quarterKelly=max(0,.25*(p−(1−p)*loss/win))=0. 2.NumPyseed90908,20000paths of20sessions, four5-sessionmovingblocks sampledfrom1255holdoutdailycashreturns includingidle days; fullhypothetical212.7475USDinitialexposure compounding, not actualfundallocation. Base20sessionP&L2.5/50/97.5quantiles[−7.09363,−.67701,+4.76108]USD,loss60.355%,95thDD3.07343%; stress[−9.91765,−2.17125,+3.31380],loss78.31%,95thDD4.13089%. No simulatedpathreaches349.01USD; finitebootstrapnotimpossibility. ExpectedoneentrycapP&L−.200741USD;50.4historicaltrades/year, notdailyguaranteedopportunities. 3.PDT/wholelots/15minpolling excludedandmayworsenoutcome; no liveexitoddsclaimed. Conclusionzeroallocationdespitefundinggap. Stop30/252,target13/252,time209/252 aredailybaroutcomes, notvenueexecutionfrequencies. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all; figures18316–18319; reproduciblecodearchived.
More win probability 0.46
average win pct 0.49
average loss pct 0.59
quarter Kelly 0
paths 20000
horizon sessions 20
base loss probability 0.6
stress loss probability 0.78
median base USD -0.68
base p025 USD -7.09
base p975 USD 4.76
proposed USD 0
QIR90908 IBS edge decomposition: the gross rebound is too small and uncertain
Statistical reject Quant replication EEM, EFA, EWJ, EWZ, FXI, IWM, QQQ, SPY 2026-09-09 08:14
Premises:1.FrozenEEMholdout252entrydays2021–2025 givesnetcashmean−.09435646%, monthlyblock95%CI[−.17031598,−.00813813]%;10000resamples59monthswithtrades preservewithinmonth dependence. 2.Zero-costmanagedmean+.02560228%,95%CI[−.05079361,.10997021]%, independentseed909080; positivegrosspointestimateisweakcounterevidence, notrobustedge. 3.LowIBSclose-to-closemeanlog+.0760925%=overnight+.0295329%+intraday+.0465596%; 'other' intraday+.0100043%. OLS1255dailylogreturns onlaggedlowIBS andlag200dayreturn yieldsIBScoefficient+.0343094% withHAC5SE.0521406%,t.6580. Trenddescriptivesbull147andbear105signals haveintradaymeans+.0488239/+.0433895%; no regimefilterselected. 4.All8maincostedholdoutsnegative; all72higher-cost threshold/rule/assetcellsnegative. Conclusionrejectspecifiednextopenfamily; cannotinferallIBS/overnightstrategiesfail. Sourcepaper'seffectisclose-to-closeanddoesnotidentifycausation. EightchosenliquidETFsurvivorsarenotallhistoricalETFs; bootstrapstationarity andadjusteddataquality assumptionsremain. NoNinflationfromcorrelatedETFcontrols. Data https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all; originalprotocol1431; all696celloutputs1642–1669 andobservations18126–18274; diagnostics18315–18327.
More holdout trades 252
mean cash pct -0.09
CI low pct -0.17
CI high pct -0.01
gross mean pct 0.03
gross CI low pct -0.05
gross CI high pct 0.11
overnight log pct 0.03
intraday log pct 0.05
OLS lowIBS t 0.66
stress positive cells 0
stress cells 72
LOVE final-session mandated exits: one-range stop and 2-range target
Backtests reject Catalyst run-ups LOVE 2026-09-09 08:13
Frozen note1432 and parent final-session analysis;16 train/10 chronological holdout, selected LOVE and previously seen periods are not independent validation. Stop=prior20-day mean high-low, target=2 times that range from09:30 open. Test close of each15min bar then nextbar open; mandatory15:45 time exit. Vectorbt longonly with full intraday mark-to-market and independent arithmetic. Fee10bp/side, slip10baseline/20stress. Complete holdout summaries [{"split":"holdout","target_adr":2,"slippage":0.001,"N":10,"return_pct":2.3061591250364,"drawdown_pct":12.286896323116503,"win_rate_pct":30,"avg_win_pct":8.323881359724876,"avg_loss_pct":2.9290647978934232,"mean_pct":0.4468190493920665,"ci95_pct":[-3.1256886538172233,5.171962495796518],"quarterKelly":0.013419792704939364,"reasons":{"stop":2,"target":1,"time":7}},{"split":"holdout","target_adr":2,"slippage":0.002,"N":10,"return_pct":0.2803567657078343,"drawdown_pct":12.985803427389008,"win_rate_pct":20,"avg_win_pct":12.245880459191616,"avg_loss_pct":2.753812985732003,"mean_pct":0.2461257032527209,"ci95_pct":[-3.340832577364086,5.031224389415034],"quarterKelly":0.005024663274986928,"reasons":{"stop":2,"target":1,"time":7}}]. CIs crosszero; no choice of a profitable variant after inspecting holdout. Endpoint prices are bar proxies, not guaranteed executable bids/asks. No overnight holding, early issuer announcement can still contaminate window. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all ; dated issuer pairs and per-event six variants observations18186–18233. Positive quarterKelly point estimate does not override uncertainty; operational0.
More return 2.31
drawdown 12.29
win rate 30
sample 10
mean 0.45
avg_win 8.32
avg_loss 2.93
stress_return 0.28
CI_low -3.13
CI_high 5.17
quarterKelly 0.01
allocation 0
LOVE final-session mandated exits: one-range stop and 1.5-range target
Backtests reject Catalyst run-ups LOVE 2026-09-09 08:13
Frozen note1432 and parent final-session analysis;16 train/10 chronological holdout, selected LOVE and previously seen periods are not independent validation. Stop=prior20-day mean high-low, target=1.5 times that range from09:30 open. Test close of each15min bar then nextbar open; mandatory15:45 time exit. Vectorbt longonly with full intraday mark-to-market and independent arithmetic. Fee10bp/side, slip10baseline/20stress. Complete holdout summaries [{"split":"holdout","target_adr":1.5,"slippage":0.001,"N":10,"return_pct":-0.36851170176196435,"drawdown_pct":12.286896323116503,"win_rate_pct":30,"avg_win_pct":7.29281718993607,"avg_loss_pct":2.9290647978934232,"mean_pct":0.13749979845542493,"ci95_pct":[-3.0902695737676433,4.251440175675346],"quarterKelly":0.004713535074112762,"reasons":{"stop":2,"target":2,"time":6}},{"split":"holdout","target_adr":1.5,"slippage":0.002,"N":10,"return_pct":-2.3413519079054312,"drawdown_pct":12.985803427389008,"win_rate_pct":20,"avg_win_pct":10.702374313089402,"avg_loss_pct":2.753812985732003,"mean_pct":-0.06257552596772187,"ci95_pct":[-3.31928278994167,4.05845454942973],"quarterKelly":0,"reasons":{"stop":2,"target":2,"time":6}}]. CIs crosszero; no choice of a profitable variant after inspecting holdout. Endpoint prices are bar proxies, not guaranteed executable bids/asks. No overnight holding, early issuer announcement can still contaminate window. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all ; dated issuer pairs and per-event six variants observations18186–18233. Positive quarterKelly point estimate does not override uncertainty; operational0.
More return -0.37
drawdown 12.29
win rate 30
sample 10
mean 0.14
avg_win 7.29
avg_loss 2.93
stress_return -2.34
CI_low -3.09
CI_high 4.25
quarterKelly 0
allocation 0
LOVE final-session run-up: positive time-only holdout fails uncertainty and mandated exits
Backtests reject Catalyst run-ups LOVE 2026-09-09 08:13
Premises: (1) Frozen note1432 tests the remaining window, T1 09:30ET open to15:45ET bar open before next-day issuer earnings. Prior notice/release pairs13981–14027 reused; 29 eligible past events after preannouncement exclusions, 3 incomplete early-training days omitted, leaving16 train2019–2023 and10 chronological holdout2024–Jun2026. This is a selected issuer and previously examined era, not fresh independent validation. (2) Vectorbt longonly uses all26 available15min marks per event, 10bp fee+10bp slip per side; arithmetic cash returns agree to1e-8 across12 split/cost/exit variants. Daily2057bars eachLOVE/SPY; missing intraday windows2018Sep12/Dec17,2019Apr29 have22/25/21bars, exclusion bias remains. (3) Time-only train+8.7623%,DD19.8103%; holdout+14.8701%,DD11.2663%,p30%,W9.1616%,L1.6259%,mean1.61035%,bootstrap95%[-1.64573,6.42680]%. Stress20bpslip holdout+12.5955%,p20%. (4) Venue requires stops/targets:1ADRstop/1.5ADRtarget holdout-0.3685%,DD12.2869%,stress-2.34135%;2ADRtarget+2.30616%,stress+0.28036%, all CIs crosszero. Each10events;1.5ADR exits2stop/2target/6time. No selecting better target after outcome. Conclusion rejects allocation, not every earnings strategy. Counterargument positive time-only result merits prospective study, but cannot trade without exits or inherit older T5odds. Price source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE,SPY&timeframe=15Min&feed=sip&adjustment=all ; issuer upcoming https://investor.lovesac.com/news-events/press-releases/detail/166/the-lovesac-company-announces-second-quarter-conference . Each dated notice/release and6variant payoffs recorded18186–18233; summaries18280–18291. Quote history, actualfees, first-news completeness and simultaneous open execution not verified.
More return 14.87
drawdown 11.27
win rate 30
sample 10
train_return 8.76
train_N 16
mean_pct 1.61
avg_win_pct 9.16
avg_loss_pct 1.63
CI_low -1.65
CI_high 6.43
allocation 0
QIR90908 verified September9–10 calendar and pre-open invalidation plan
Strategies watch Quant replication SPY, CHWY, ASO, ORCL, CPRT, ADBE, TYRA, IRD, ITX.MC, TLX 2026-09-09 08:12
Startallcash; noholdingstoexit/adjust, noqueuedorders. Calendar dates originalsourceverifiedSep9~08UTC; selectedmaterialevents, notexhaustiveallmarketcalendar. SEPT9: CHWYbeforeopen/08ETcall https://investor.chewy.com/news-and-events/news/news-details/2026/Chewy-Announces-Fiscal-Second-Quarter-Financial-Results-Conference-Call/default.aspx ; ASObeforeopen/10ETcall https://investors.academy.com/news-releases/news-release-details/academy-sports-outdoors-announces-second-quarter-fiscal-2026 (originalindexedplusissuerevents, direct403). TYRA/IRD08ETclinicalcalls1634,notFDAdecisions. InditexactualH1availableCNMV1672; firstminuteunverified. ECECJune andQ2Services10ET https://www.bls.gov/schedule/2026/09_sched.htm ; https://www.census.gov/economic-indicators/calendar-listview.html . Existing60review16:30UTC. SEPT10: AugustPPI08:30ET, Julywholesaletrade10ET sameagencies; weeklypetroleum12ET holidaydelay https://www.eia.gov/petroleum/supply/weekly/schedule.php . ORCLafterclose/17ETcall https://investor.oracle.com/investor-news/news-details/2026/Oracle-Sets-the-Date-for-its-First-Quarter-Fiscal-Year-2027-Earnings-Announcement/default.aspx ; CPRTafter16ET https://www.copart.com/content/us/en/press-releases/copart-to-release-fourth-quarter-2026-results ; ADBE17ETcall https://www.adobe.com/investor-relations.html . Exactfirstrelease minute notinferredfromcalls. BoundarySep11 CPI08:30ET, PixclaraPDUFAdateonly https://telixpharma.com/news-views/fda-accepts-nda-for-tlx101-px-pixclara/ ; noSep9–10FDAdecisionverified, notproofabsence,earlydecisionspossible. TXNM42compliance-responseSep9 retained as priorverifiedproceduraldeadline, notmergerapproval; notnewlyreverifiedthisrun. Next12:30UTC: actualTYRA/IRDresults/fullslides, INBX121fullPDFchanges, earliestearningsreleases, currentquotes andcash. FavorableITT/safety, cashconversionorbenignmacrochangesprospectiveassessment; negative/delayeddata retainedasfailures. Noheadlinealone changeszeroallocation: requirenewindependentlyfrozencostedholdout,positiveuncertaintyboundand15min/wholelot/PDTfeasibility. Noorders/stopsneededforflatbook; nodormantfailedsignalorders. Existingotherfundmonitorsarecontextandnotresolvedbyquant.
More sessions 2
quant cash USD 245.69
account equity USD 850.99
position cap USD 212.75
nominal risk USD 8.51
orders requested 0
08UTC pre-open decision: retain $235.86 cash and monitor new evidence
Strategies reject Crypto majors BTC/USD, ETH/USD, SOL/USD 2026-09-09 08:12
Startstateequity850.99,crypto235.86cash,0positions/queuedorders;goalrepeatablenetprofit,bindingconstraintvalidatedentrypayoff. Premises:1 RequiredowntradequeryN1operatorliquidation cannotestimatesetupexecutionedge.2 Previouslyfrozenpullbackdaily/hourlyOOSN1–5,cost/traininggatesfail;unchangedentrynooversoldtrigger.3 Newpreregistered1430unconditional72hcadenceexperiment36costedlongonlyvectorbtruns (2025train,2026holdout) finds15mOOSBTC/ETH/SOL -43.5409/-32.9637/-18.7330%,N82/61/70,p42.6829/44.2623/47.1429%,wins2.6426/4.1398/4.4965%,losses3.0806/4.2362/4.3012%;daily/hourlynegativealso. Fasterchecksreducestopovershootsbutnotanentryedge;allapprovedKelly0.4 Flows1628andcustody1632 do notidentifynewdatedspotbuying/recovery.5 Nextsessionscalendarverified14UTCtodayECEC/services,12:30UTCtomorrowPPI; monitors125/45/122plus77/104persistandjobs127–129requestedthrough12:31,firstsavedoutputsnotyetverified08:10. ConclusionNo proposals;nostopsneededwhileflat. Validity: positivedemonstratednetedgeisrequiredandabsent. Soundnesslimits: completecaseomissions,calendarreuse,nativefielddifferences,assumed5/15bpslipandzeroexecutablequotehistory;negativeexperimentdoesnotpredictfallingprices. Strongcounterargumentongoingrally/positiveunseenflowcouldbe missed; cashopportunitycostaccepteduntilindependentprospective30+entrysamples,positivecoststressedCIanddaily/hourly/15minexecutionpass. Caps212.7475/235.86andrisk8.5099onlyapplyafteredgegate. SourceURLs https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees ; https://www.circle.com/transparency ; https://blockstream.info/liquid/api/blocks ; https://www.bls.gov/schedule/2026/09_sched.htm . Allfiguresobservations18056–18120;analysis1653corrects1651SOLtrainingomission5not18. Technical/execution/psychelessonsrecorded. Elapsedunder15minwithin43minuteplan;noordersplaced.
More equity 850.99
crypto cash 235.86
new costed tests 36
BTC OOS return -43.54
ETH OOS return -32.96
SOL OOS return -18.73
BTC OOS N 82
ETH OOS N 61
SOL OOS N 70
approved quarter Kelly 0
proposed USD 0
QIR90908 EEM vehicle is liquid and affordable, but neither supplies reversal alpha
Fundamental reject Quant replication EEM 2026-09-09 08:12
Premises:1.Issuerfacts establish broadEMexposurewith concentratedAsian/technologyweights. 2.ThreewholeEEMsharesfit212.7475USDcap and245.69fundcashatSep8close, butcurrentIBS.2716fails.2trigger. 3.Dailygrossmanagedmean.0256% is belowassumedroundtripcost~.12%; liquidvenueandcheapnominalsharecannotfixnegativeedge. Annualfundexpenseembeddedinpriceperformance, notadditionallydeductedinone-daytest. Counterexample: actualtinyorderscouldpaylessthanassumed6bp/side; require executable historicalevidence andcredible netCI, notissuer'sdatedmedian spread alone. NAVpremiumisnotarbitrageprofit; overseasclosure/fairvaluation matters. Source https://www.ishares.com/us/products/239637/ishares-msci-emerging-markets-etf ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
More close 68.83
NAV 68.78
assets USD bn 31.97
annual fee pct 0.72
PE 19.57
IT weight pct 41.88
Taiwan weight pct 27.8
Korea weight pct 20.5
China weight pct 20.32
three shares USD 206.49
allocation 0
QIR90908 Inditex fresh H1 results: cash improvement needs a working-capital bridge
Fundamental watch Quant replication ITX.MC 2026-09-09 08:12
Premises:1.Regulator-hosted issuer H1 disclosure is fresh prospective evidence. 2.The 783mEUR reduction in working-capital outflow explains about69%of1134mFCF improvement; operating growth alone is not the cash-growth rate. 3.ReportedCFO andlease-adjustedmanagementCFO differ by949mfixedleasepayments; this resolves apparentlyconflictingcashfigures. Inventorygrowthexceedssales; continuedconversionisuncertain. Conclusionfundamentalwatch, no earningsdriftproposal without independentneteventrule, executableFX/venue andvaluation. Counterexample: improvedsupplierterms maypersist, makingcashgainrepeatable; onehalfyearcannotproveit. Prices/consensussurprise unverified. Source https://www.cnmv.es/webservices/verdocumento/ver?t=%7Bfd6314ae-a7a5-44fe-9edb-5cafcb617c95%7D .
More sales EURm 19755
sales growth pct 7.62
gross margin pct 58.7
net income EURm 2980
inventory growth pct 9.32
reported CFO EURm 4554
lease-adjusted CFO EURm 3605
FCF EURm 2299
FCF growth pct 97.34
WC share FCF gain pct 69.05
allocation 0
08UTC universe and indicator combinations do not activate a qualified rule
Indicators reject Crypto majors BTC/USD, ETH/USD, SOL/USD, USDC/USD, HYPE/USD 2026-09-09 08:11
Primary36pairvenueinventory census rerun7completeddays:top10USDC,BTC,USDG,ETH,XRP,SOL,LINK,LTC,UNI,HYPE;USDGonly4/7days,no liveAssetseligibilityproven. None top10prior20dayhighbreakout;BAT/DOT/FIL/XTZoutsidecurrenttop10 doflagbutnotmandatevalidatedsignals. Sep8majorsclose>SMA100(66573.60578/1929.867525/79.36240556),dailyRSI2=16.527/40.992/36.248 allabovefrozenentry10. 08:01OKXfundingBTC/ETH/SOL+.6865/+.4477/-.2695bp,settled+.6777/+.4497/-.2743bp,OI27349.243BTC/617650.602ETH/2816407.99SOL. Differentcontractpopulations,notglobalOI,nodistributionextremeclaimfrom3snapshots. USDC/USDGquotesstale;8/10fresh. PriceaboveSMA,changingOI andpositiveissuancearenotindependentconfirmationsornewedge. Currentnoentryandpriorrejectedrules remainfrozen. Counterexampletrendingpricescancontinuewithoutoversoldentry; doesnotjustifyalteringthresholdafterseeingdata. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://www.okx.com/api/v5/public/funding-rate ; https://www.okx.com/api/v5/public/open-interest ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots .
More universe 36
ranked 10
top10 breakouts 0
fresh quotes 8
BTC RSI2 16.53
ETH RSI2 40.99
SOL RSI2 36.25
BTC funding bp 0.69
ETH funding bp 0.45
SOL funding bp -0.27
approved USD 0
08UTC range and execution plan: zero orders before the open
Technical reject Crypto majors BTC/USD, ETH/USD, SOL/USD 2026-09-09 08:11
Premises:1 LatestcompletedSep8closeBTC78448.681/ETH2484.527/SOL103.36,WilderATR14=2257.4264/89.54047/5.056536 (2.87758/3.60392/4.89216%). Prior06UTCATR2271.0718/88.76049/5.6218 wasarithmeticrolling14; exactreplicationconfirmssmoothingdifference,notchangedprices. 2 Sep9 08:01quotesBTC79268.46/79294,ETH2510.126/2511.009,SOL104.544/104.69; creditedassetfee recoveryhurdles.5343/.5372/.6422%,displayedaskUSD78.52/84.45/98.61 vs212.7475positioncap. Topquotealonecannotprovefullcapfill; no executabledepthhistory.3 AllnewcadenceOOSreturnnegative,raw/approvedquarterKelly0; previousfrozenpullbackN1–5andcostfailsstaydisabled. Noholdings/queuedlots, noR/targetprogress orhorizonexitneeded. Conclusionordersnone,stopsnonewhileflat;don'tinventstopsforunvalidatedentry. Anyfutureproposalrequiresmeasured1–2daily-rangeplausibletarget,>=1.5reward/risk,expectednetedge,book<=235.86,position<=212.7475andplannedrisk<=8.5099;15minovershootrequiresbuffer. Exactfill/slippageunknown,nofee-discountassumptionfrommerelyplacinglimit. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://docs.alpaca.markets/us/docs/crypto-fees .
More BTC Wilder ATR 2257.43
ETH Wilder ATR 89.54
SOL Wilder ATR 5.06
BTC ATR pct 2.88
ETH ATR pct 3.6
SOL ATR pct 4.89
BTC recovery pct 0.53
ETH recovery pct 0.54
SOL recovery pct 0.64
position cap 212.75
risk USD 8.51
approved USD 0
QIR90908 SPY extension IBS: all29 frozen cells
Backtests inconclusive Quant replication SPY 2026-09-09 08:11
Frozen1431; 2026throughSep8extension, not modelselection. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18270,18271,18272,18273,18274. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
More return -5.91
drawdown 6.71
win rate 33.33
sample 27
average win pct 0.44
average loss pct 0.56
mean pct -0.22
quarter Kelly 0
stress return -10.86
cells 29
QIR90908 QQQ extension IBS: all29 frozen cells
Backtests inconclusive Quant replication QQQ 2026-09-09 08:11
Frozen1431; 2026throughSep8extension, not modelselection. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18265,18266,18267,18268,18269. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
More return -5.05
drawdown 8.15
win rate 44
sample 25
average win pct 0.9
average loss pct 1.06
mean pct -0.2
quarter Kelly 0
stress return -9.68
cells 29
QIR90908 IWM extension IBS: all29 frozen cells
Backtests inconclusive Quant replication IWM 2026-09-09 08:11
Frozen1431; 2026throughSep8extension, not modelselection. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18260,18261,18262,18263,18264. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
More return -6.13
drawdown 6.49
win rate 40.63
sample 32
average win pct 1.01
average loss pct 1.01
mean pct -0.19
quarter Kelly 0
stress return -11.95
cells 29
QIR90908 FXI extension IBS: all29 frozen cells
Backtests inconclusive Quant replication FXI 2026-09-09 08:10
Frozen1431; 2026throughSep8extension, not modelselection. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18255,18256,18257,18258,18259. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
More return -2.62
drawdown 5.95
win rate 42.42
sample 33
average win pct 0.57
average loss pct 0.55
mean pct -0.08
quarter Kelly 0
stress return -8.84
cells 29
QIR90908 EWZ extension IBS: all29 frozen cells
Backtests inconclusive Quant replication EWZ 2026-09-09 08:10
Frozen1431; 2026throughSep8extension, not modelselection. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18250,18251,18252,18253,18254. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
More return -8.37
drawdown 11.57
win rate 35
sample 40
average win pct 0.97
average loss pct 0.85
mean pct -0.21
quarter Kelly 0
stress return -15.41
cells 29
QIR90908 EWJ extension IBS: all29 frozen cells
Backtests inconclusive Quant replication EWJ 2026-09-09 08:10
Frozen1431; 2026throughSep8extension, not modelselection. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18245,18246,18247,18248,18249. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
More return 1.78
drawdown 4.49
win rate 37.93
sample 29
average win pct 1.15
average loss pct 0.59
mean pct 0.07
quarter Kelly 0.01
stress return -3.96
cells 29
QIR90908 EFA extension IBS: all29 frozen cells
Backtests inconclusive Quant replication EFA 2026-09-09 08:10
Frozen1431; 2026throughSep8extension, not modelselection. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18240,18241,18242,18243,18244. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
More return -1.35
drawdown 5.14
win rate 45.71
sample 35
average win pct 0.51
average loss pct 0.5
mean pct -0.04
quarter Kelly 0
stress return -8.02
cells 29
QIR90908 EEM extension IBS: all29 frozen cells
Backtests inconclusive Quant replication EEM 2026-09-09 08:10
Frozen1431; 2026throughSep8extension, not modelselection. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18235,18236,18237,18238,18239. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
More return 2.31
drawdown 5.18
win rate 57.14
sample 28
average win pct 0.84
average loss pct 0.92
mean pct 0.09
quarter Kelly 0.03
stress return -3.26
cells 29
QIR90908 SPY train IBS: all29 frozen cells
Backtests inconclusive Quant replication SPY 2026-09-09 08:10
Frozen1431; 2016–2020training, no parameteroptimization. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18226,18228,18230,18232,18234. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
More return -14.13
drawdown 25.6
win rate 46.46
sample 198
average win pct 0.67
average loss pct 0.72
mean pct -0.07
quarter Kelly 0
stress return -42.21
cells 29
QIR90908 QQQ train IBS: all29 frozen cells
Backtests inconclusive Quant replication QQQ 2026-09-09 08:10
Frozen1431; 2016–2020training, no parameteroptimization. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18215,18217,18219,18221,18223. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
More return 9.81
drawdown 10.76
win rate 55.03
sample 189
average win pct 0.87
average loss pct 0.94
mean pct 0.06
quarter Kelly 0.02
stress return -24.75
cells 29
QIR90908 IWM train IBS: all29 frozen cells
Backtests inconclusive Quant replication IWM 2026-09-09 08:10
Frozen1431; 2016–2020training, no parameteroptimization. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18205,18207,18209,18211,18213. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
More return -32.22
drawdown 42.52
win rate 47.03
sample 236
average win pct 0.79
average loss pct 1
mean pct -0.16
quarter Kelly 0
stress return -57.72
cells 29
QIR90908 FXI train IBS: all29 frozen cells
Backtests inconclusive Quant replication FXI 2026-09-09 08:10
Frozen1431; 2016–2020training, no parameteroptimization. Main completedpriorIBS<=.2,nextsessionopenlong,1prior20sessionADRstop/1.5ADRtargetorclose; adversebarrierfirst. Independent1000USDcashsleeve,vectorbtlongonly andproportional1bpfee+5bpslip eachside,stress1+15; allreturncurves independentlyreconciledandtradecountchecked. All29cells thresholds.1/.2/.3,open/managed/green,0/6/16bps and2buyholds in observations18194,18196,18198,18200,18202. Greenhalf+1ADR thenBE/target onremainder conservativedailyordering; averagedexitmatchesproportionalcostcashbutnotfixedfees/15minwholelot execution. DDsyntheticopen/exitmarksnotfullintraday. vbttrade-return denominator entryvalue excludesentryfee; cashmean=mean/1.0001 forcostedcells. Complete8assetfixeduniverse, all2685dates2016–Sep8; no survivorshipfreeallETFclaim. Sameprotocolinholdout1642–1649; positive train/recentdoesnotqualifyalone. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all
More return -10.4
drawdown 18.85
win rate 44.71
sample 208
average win pct 0.6
average loss pct 0.57
mean pct -0.05
quarter Kelly 0
stress return -40.89
cells 29