QIR90908 EWZ train IBS: all29 frozen cells
Backtests inconclusive Quant replication EWZ 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 observations18184,18185,18187,18189,18191. 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 36.81
drawdown 15.37
win rate 51.27
sample 275
average win pct 1.31
average loss pct 1.12
mean pct 0.13
quarter Kelly 0.02
stress return -21.07
cells 29
QIR90908 EWJ train IBS: all29 frozen cells
Backtests inconclusive Quant replication EWJ 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 observations18179,18180,18181,18182,18183. 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 -21.96
drawdown 27.96
win rate 41.26
sample 223
average win pct 0.36
average loss pct 0.44
mean pct -0.11
quarter Kelly 0
stress return -50.04
cells 29
QIR90908 EFA train IBS: all29 frozen cells
Backtests inconclusive Quant replication EFA 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 observations18174,18175,18176,18177,18178. 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 -29.41
drawdown 34.38
win rate 41.89
sample 222
average win pct 0.36
average loss pct 0.53
mean pct -0.15
quarter Kelly 0
stress return -54.72
cells 29
QIR90908 EEM train IBS: all29 frozen cells
Backtests inconclusive Quant replication EEM 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 observations18169,18170,18171,18172,18173. 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 -17.28
drawdown 28.32
win rate 44
sample 225
average win pct 0.6
average loss pct 0.61
mean pct -0.08
quarter Kelly 0
stress return -47.25
cells 29
Corrected paired cadence audit: SOL training omissions were five, not eighteen
Statistical inconclusive Crypto majors BTC/USD, ETH/USD, SOL/USD 2026-09-09 08:10
Supersedesanalysis1651's parentheticalSOLtrainingomissioncount: actual savedsummarySOLtrainN116/skipped5,not18;BTC88/33,ETH112/9. Otherfindingsunchanged. Samecomplete72hOOSpathsBTC82/ETH61/SOL70;15m-minus-hourmean -.0028188/+.1110843/+.0950040pp,5000IIDpairedbootstrap95%CIs[-.164652,.183337]/[-.034771,.303008]/[-.040510,.250859]pp,allexamszero. Exitreasonsdiffer3permajor. Full15mhistorymissing119/119/95bars;OOSomissions1/22/13of83potentialwindows. Completecaseomissionmaybiasregimes;noIIDcertaintyassumedbeyondresampling. Nativehourmatchescomplete4x15mclosesexactlyN14686/14690/14728;nativedailyclosemaxdifference9.4753/9.2208/11.5241bpanddailyopenmax584.37/732.74/933.75bp. Experimentusescommon15mopen;canonicaldaily-closecontrolchanges0exitreasonsandmeanBTC+.000618pp,ETH/SOL0. Fastercheckstopovershootlower,butpairedexpectancyimprovementuncertainandunconditionalOOSreturnsnegative. Noentryedge;approved0. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; observations18056–18118/18166–18168.
More BTC train N 88
ETH train N 112
SOL train N 116
BTC train omitted 33
ETH train omitted 9
SOL train omitted 5
BTC OOS N 82
ETH OOS N 61
SOL OOS N 70
BTC diff pp 0
ETH diff pp 0.11
SOL diff pp 0.1
Ten-cycle book simulation retains zero sizing despite smaller stop overshoots
Simulations reject Crypto majors BTC/USD, ETH/USD, SOL/USD 2026-09-09 08:10
Premises:1 Actualunconditional15mexitOOSpayoffsN82/61/70 areallnegativeexpectancy,quarterKelly0.2 Sensitivityonly:235.86initialbook,50initialinvestmentfixed21.199%fractionrebalanced10cycles,10000IIDbootstrap paths(seed90309). MedianterminalBTC232.708/ETH232.959/SOL234.934USD;p5=224.267/220.746/221.932;p95=241.655/246.676/249.107;lossfrequency72.8/63.86/53.83%.3 Pathsresamplecompletecasehistory,notvalidforecastofnext22days orentryconditionedsetup; correlatedmarketregimes,unobservedliquidity,gapsandcostuncertainty omitted. Nominal1ATRstop overshootOOSmaxdaily2.2121/1.8739/1.4293R, hourly.6485/.4115/.3794R,15m.4898/.2225/.2099R: even15mstopcanlose1.49Rbeforefees/slip. Conclusionriskbudget8.5099USD isplannedlosslimit,notguarantee; selectedallocation0. StrongcounterargumentIIDp95positive merelyshowsupsidepossible,notpositiveexpectedpayoff. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees .
More paths 10000
cycles 10
initial book 235.86
hypothetical initial investment 50
BTC median 232.71
ETH median 232.96
SOL median 234.93
BTC loss pct 72.8
ETH loss pct 63.86
SOL loss pct 53.83
max BTC15m stop R 1.49
approved USD 0
Paired cadence differences are uncertain; missing bars limit inference
Statistical inconclusive Crypto majors BTC/USD, ETH/USD, SOL/USD 2026-09-09 08:10
Premises:1 Samecomplete72hpaths isolateclose-checkcadence withidenticalentry/range/costassumptions.2 2026BTC/ETH/SOL pairedN82/61/70,15m-minus-hourmean -0.002819/+0.111084/+0.095004percentagepoints;5000IIDpairedbootCI[-.16465,.18334]/[-.03477,.30301]/[-.04051,.25086]%.3 Exitreasonsdiffer3pathspermajor; directionofeffectisnotstronglyidentified. 4 15mfull2025–Sep8missing119/119/95bars,matchingwindowomissions train33/9/18 (verifySOLtrainfromobservations),OOS1/22/13. Completecaseanalysis maymissdifferentliquidityregimes. Hourlyaggregation exactlymatchesallcomplete4barclosesN14686/14690/14728; nativedailyclosemax9.4753/9.2208/11.5241bp, dailyopenmax584.37/732.74/933.75bp. Common15mopenpreventsentrymismatch; replacingnativedailyexitclosewith15maggregationchanged0exitreasons,meanBTC+.000618pp ETH/SOL0. Inferencefasterchecksreduceobservedtailovershootbutpositiveexpectancyimprovementnotestablished. BootstrapassumesIIDanddoesn'taddressserialdependence/omissionbias. Noadditionaltradingedge. Source https://runway.adityaperswal.workers.dev/data/crypto-bars .
More BTC paired N 82
ETH paired N 61
SOL paired N 70
BTC diff pp 0
ETH diff pp 0.11
SOL diff pp 0.1
BTC CI low -0.16
ETH CI low -0.03
SOL CI low -0.04
changed reasons per major 3
canonical daily changed reasons 0
approved USD 0
08UTC pre-open decision: no proposals; fundamental improvements do not clear payoff gate
Strategies reject Supply chain FRO, STNG, ASPI, ITX.MC, WCC, HUBB 2026-09-09 08:09
Numbered premises:1. Allcash account850.99/Supply278.67, no currentholdings orqueuedorders; 2liveSupplywins wereoperatorliquidations. https://runway.adityaperswal.workers.dev .2. Primaryreview1626/1627 no verifiednew paidreplacementfixture oracceptedSeptemberhelium netcash; STNGexistingthree-yearcontracts precedeSep8strikes. https://www.scorpiotankers.com/scorpio-tankers-inc-announces-updates-on-third-quarter-2026-tce-rates-and-time-charter-out-agreements/ ; https://ir.aspisotopes.com/news-events/capital-markets-day .3. FROsignaltrue yet priorfrozen456 holdoutN41,p41.4634%,avgwin5.462704/loss2.963577%,meanCI[-.874362,1.958541] unresolved; WCC/HUBB previousN9tests/trainingfailures unchanged; no newbacktest/retuning. https://runway.adityaperswal.workers.dev/data/stock-bars .4. Newstatistics1629 correlationFRO/STNG .78064 limits diversification; toyMC1630 cannotpromote2.4267%rawquarterKelly intoapprovedsize.5. FreshInditex1635 providescashimprovement but not identifiedbottleneckrent orvenue/FX/netstockedge. OriginalCNMV18041. Conclusion noPROPOSE/EXIT/ADJUST/FUND. Valid againstpositiveedge requirement; soundnessboundedselectedsamples,sourcegaps anddailyfillproxy. Startstatecash; goalrepeatablepositivecashprofits; bindingconstraintverifiededge, notmonthly349.01shortfall. Whatwouldchangemind: accepted profitablefixtures/heliumreceipts,fundedshipments andissuerpass-through wouldupgradefundamentals; onlyindependentlyvalidatedcostedstockpayoff+freshquotes+cap/risk-compliantwholelot couldchangeorderdecision. Newscouldalsoweakenthesisthroughlostcargo,costs,delays. Due118/119resolved;123accepted12:30cashreview,124Sep10macro; collector116actual15footercompletewitherrors explicit,5existingSupplyjobsretained. Calendar1636 confirmsnext2sessions andprimarysourcegaps. Finishphasebegan08:08; last5minbudgetprotected, no furtherresearch; under43minplan/45minhardlimit. No threadexhaustedallowance. Remaininggaps: originalASPIQ&A, currentIMO/insurance/fixturecash, point-in-timeeventuniverse,15minfills,fullglobalFDAcensus andnonUSvenuevalidation.
More fund_cash 278.67
account_equity 850.99
position_cap 212.75
risk_cap 8.51
proposed_usd 0
FRO_frozen_sample 41
FRO_raw_quarter_Kelly 0.02
FRO_STNG_correlation 0.78
next_run_UTC 2026-09-09T12:30:00Z
new_monitors 2
new_jobs 0
QIR90908 SPY holdout IBS next-open: all29 frozen cells
Backtests reject Quant replication SPY 2026-09-09 08:09
Frozen note1431. Main lagged IBS<=.2; nextopen buy, same-session close or1prior20dayADR stop/1.5ADRtarget, stopfirst ifboth touched. 6bp/side=1bpfee+5bpslippage;stress1+15bp. Cashonly,longonly,1000USDinitial,no leverage,independent symbolic sleeve; hypothetical fractional execution. Thresholds.1/.2/.3,zero/base/stresscosts,andopen/managed/greenrules plus2buyholdbenchmarks give29cells. Greenhalf+1ADR/remainderBE is preregistereddiagnostic, notrescue choice. Eachresult reconciles vectorbt cashcurve with independent product oftradecashreturns at1e-8 tolerance andexacttradecount. Greenweightedaverageexit equalsproportionalhalf-fill proceeds butdoesnotvalidatefixedfees or15minute whole-sharepartials. Adjustedcorporateactiondata,no rawcashdividendledger. Return metrics main vectorbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator, portfolio returnunchanged. DD syntheticopen/exitmarks omitsintradayunrealizedadversity. All29cells includingpositivecontrolresults andfullprecision metrics in observations18161,18162,18163,18164,18165. No post-hocasset/parameterselection. ETFs correlated; no claim of29independenttrials. 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 -17.33
drawdown 20.61
win rate 47.11
sample 242
average win pct 0.67
average loss pct 0.73
mean pct -0.07
quarter Kelly 0
stress return -49.05
cells 29
QIR90908 QQQ holdout IBS next-open: all29 frozen cells
Backtests reject Quant replication QQQ 2026-09-09 08:09
Frozen note1431. Main lagged IBS<=.2; nextopen buy, same-session close or1prior20dayADR stop/1.5ADRtarget, stopfirst ifboth touched. 6bp/side=1bpfee+5bpslippage;stress1+15bp. Cashonly,longonly,1000USDinitial,no leverage,independent symbolic sleeve; hypothetical fractional execution. Thresholds.1/.2/.3,zero/base/stresscosts,andopen/managed/greenrules plus2buyholdbenchmarks give29cells. Greenhalf+1ADR/remainderBE is preregistereddiagnostic, notrescue choice. Eachresult reconciles vectorbt cashcurve with independent product oftradecashreturns at1e-8 tolerance andexacttradecount. Greenweightedaverageexit equalsproportionalhalf-fill proceeds butdoesnotvalidatefixedfees or15minute whole-sharepartials. Adjustedcorporateactiondata,no rawcashdividendledger. Return metrics main vectorbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator, portfolio returnunchanged. DD syntheticopen/exitmarks omitsintradayunrealizedadversity. All29cells includingpositivecontrolresults andfullprecision metrics in observations18156,18157,18158,18159,18160. No post-hocasset/parameterselection. ETFs correlated; no claim of29independenttrials. 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 -17.49
drawdown 23.22
win rate 47.35
sample 245
average win pct 0.94
average loss pct 0.98
mean pct -0.07
quarter Kelly 0
stress return -49.45
cells 29
QIR90908 IWM holdout IBS next-open: all29 frozen cells
Backtests reject Quant replication IWM 2026-09-09 08:09
Frozen note1431. Main lagged IBS<=.2; nextopen buy, same-session close or1prior20dayADR stop/1.5ADRtarget, stopfirst ifboth touched. 6bp/side=1bpfee+5bpslippage;stress1+15bp. Cashonly,longonly,1000USDinitial,no leverage,independent symbolic sleeve; hypothetical fractional execution. Thresholds.1/.2/.3,zero/base/stresscosts,andopen/managed/greenrules plus2buyholdbenchmarks give29cells. Greenhalf+1ADR/remainderBE is preregistereddiagnostic, notrescue choice. Eachresult reconciles vectorbt cashcurve with independent product oftradecashreturns at1e-8 tolerance andexacttradecount. Greenweightedaverageexit equalsproportionalhalf-fill proceeds butdoesnotvalidatefixedfees or15minute whole-sharepartials. Adjustedcorporateactiondata,no rawcashdividendledger. Return metrics main vectorbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator, portfolio returnunchanged. DD syntheticopen/exitmarks omitsintradayunrealizedadversity. All29cells includingpositivecontrolresults andfullprecision metrics in observations18151,18152,18153,18154,18155. No post-hocasset/parameterselection. ETFs correlated; no claim of29independenttrials. 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 -19.26
drawdown 28.96
win rate 45.25
sample 263
average win pct 0.96
average loss pct 0.93
mean pct -0.07
quarter Kelly 0
stress return -52.28
cells 29
QIR90908 FXI holdout IBS next-open: all29 frozen cells
Backtests reject Quant replication FXI 2026-09-09 08:09
Frozen note1431. Main lagged IBS<=.2; nextopen buy, same-session close or1prior20dayADR stop/1.5ADRtarget, stopfirst ifboth touched. 6bp/side=1bpfee+5bpslippage;stress1+15bp. Cashonly,longonly,1000USDinitial,no leverage,independent symbolic sleeve; hypothetical fractional execution. Thresholds.1/.2/.3,zero/base/stresscosts,andopen/managed/greenrules plus2buyholdbenchmarks give29cells. Greenhalf+1ADR/remainderBE is preregistereddiagnostic, notrescue choice. Eachresult reconciles vectorbt cashcurve with independent product oftradecashreturns at1e-8 tolerance andexacttradecount. Greenweightedaverageexit equalsproportionalhalf-fill proceeds butdoesnotvalidatefixedfees or15minute whole-sharepartials. Adjustedcorporateactiondata,no rawcashdividendledger. Return metrics main vectorbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator, portfolio returnunchanged. DD syntheticopen/exitmarks omitsintradayunrealizedadversity. All29cells includingpositivecontrolresults andfullprecision metrics in observations18146,18147,18148,18149,18150. No post-hocasset/parameterselection. ETFs correlated; no claim of29independenttrials. 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 -27.74
drawdown 29.67
win rate 44.41
sample 286
average win pct 0.74
average loss pct 0.79
mean pct -0.11
quarter Kelly 0
stress return -59.22
cells 29
QIR90908 EWZ holdout IBS next-open: all29 frozen cells
Backtests reject Quant replication EWZ 2026-09-09 08:09
Frozen note1431. Main lagged IBS<=.2; nextopen buy, same-session close or1prior20dayADR stop/1.5ADRtarget, stopfirst ifboth touched. 6bp/side=1bpfee+5bpslippage;stress1+15bp. Cashonly,longonly,1000USDinitial,no leverage,independent symbolic sleeve; hypothetical fractional execution. Thresholds.1/.2/.3,zero/base/stresscosts,andopen/managed/greenrules plus2buyholdbenchmarks give29cells. Greenhalf+1ADR/remainderBE is preregistereddiagnostic, notrescue choice. Eachresult reconciles vectorbt cashcurve with independent product oftradecashreturns at1e-8 tolerance andexacttradecount. Greenweightedaverageexit equalsproportionalhalf-fill proceeds butdoesnotvalidatefixedfees or15minute whole-sharepartials. Adjustedcorporateactiondata,no rawcashdividendledger. Return metrics main vectorbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator, portfolio returnunchanged. DD syntheticopen/exitmarks omitsintradayunrealizedadversity. All29cells includingpositivecontrolresults andfullprecision metrics in observations18141,18142,18143,18144,18145. No post-hocasset/parameterselection. ETFs correlated; no claim of29independenttrials. 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 -21.22
drawdown 30.28
win rate 46.31
sample 244
average win pct 0.92
average loss pct 0.96
mean pct -0.09
quarter Kelly 0
stress return -51.64
cells 29
QIR90908 EWJ holdout IBS next-open: all29 frozen cells
Backtests reject Quant replication EWJ 2026-09-09 08:09
Frozen note1431. Main lagged IBS<=.2; nextopen buy, same-session close or1prior20dayADR stop/1.5ADRtarget, stopfirst ifboth touched. 6bp/side=1bpfee+5bpslippage;stress1+15bp. Cashonly,longonly,1000USDinitial,no leverage,independent symbolic sleeve; hypothetical fractional execution. Thresholds.1/.2/.3,zero/base/stresscosts,andopen/managed/greenrules plus2buyholdbenchmarks give29cells. Greenhalf+1ADR/remainderBE is preregistereddiagnostic, notrescue choice. Eachresult reconciles vectorbt cashcurve with independent product oftradecashreturns at1e-8 tolerance andexacttradecount. Greenweightedaverageexit equalsproportionalhalf-fill proceeds butdoesnotvalidatefixedfees or15minute whole-sharepartials. Adjustedcorporateactiondata,no rawcashdividendledger. Return metrics main vectorbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator, portfolio returnunchanged. DD syntheticopen/exitmarks omitsintradayunrealizedadversity. All29cells includingpositivecontrolresults andfullprecision metrics in observations18136,18137,18138,18139,18140. No post-hocasset/parameterselection. ETFs correlated; no claim of29independenttrials. 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 -15.15
drawdown 20.54
win rate 46.86
sample 239
average win pct 0.47
average loss pct 0.54
mean pct -0.07
quarter Kelly 0
stress return -47.39
cells 29
QIR90908 EFA holdout IBS next-open: all29 frozen cells
Backtests reject Quant replication EFA 2026-09-09 08:09
Frozen note1431. Main lagged IBS<=.2; nextopen buy, same-session close or1prior20dayADR stop/1.5ADRtarget, stopfirst ifboth touched. 6bp/side=1bpfee+5bpslippage;stress1+15bp. Cashonly,longonly,1000USDinitial,no leverage,independent symbolic sleeve; hypothetical fractional execution. Thresholds.1/.2/.3,zero/base/stresscosts,andopen/managed/greenrules plus2buyholdbenchmarks give29cells. Greenhalf+1ADR/remainderBE is preregistereddiagnostic, notrescue choice. Eachresult reconciles vectorbt cashcurve with independent product oftradecashreturns at1e-8 tolerance andexacttradecount. Greenweightedaverageexit equalsproportionalhalf-fill proceeds butdoesnotvalidatefixedfees or15minute whole-sharepartials. Adjustedcorporateactiondata,no rawcashdividendledger. Return metrics main vectorbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator, portfolio returnunchanged. DD syntheticopen/exitmarks omitsintradayunrealizedadversity. All29cells includingpositivecontrolresults andfullprecision metrics in observations18131,18132,18133,18134,18135. No post-hocasset/parameterselection. ETFs correlated; no claim of29independenttrials. 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 -4.5
drawdown 13.56
win rate 50.44
sample 228
average win pct 0.46
average loss pct 0.51
mean pct -0.02
quarter Kelly 0
stress return -39.47
cells 29
QIR90908 EEM holdout IBS next-open: all29 frozen cells
Backtests reject Quant replication EEM 2026-09-09 08:09
Frozen note1431. Main lagged IBS<=.2; nextopen buy, same-session close or1prior20dayADR stop/1.5ADRtarget, stopfirst ifboth touched. 6bp/side=1bpfee+5bpslippage;stress1+15bp. Cashonly,longonly,1000USDinitial,no leverage,independent symbolic sleeve; hypothetical fractional execution. Thresholds.1/.2/.3,zero/base/stresscosts,andopen/managed/greenrules plus2buyholdbenchmarks give29cells. Greenhalf+1ADR/remainderBE is preregistereddiagnostic, notrescue choice. Eachresult reconciles vectorbt cashcurve with independent product oftradecashreturns at1e-8 tolerance andexacttradecount. Greenweightedaverageexit equalsproportionalhalf-fill proceeds butdoesnotvalidatefixedfees or15minute whole-sharepartials. Adjustedcorporateactiondata,no rawcashdividendledger. Return metrics main vectorbt tradeP&L/entryvalue; divide win/loss/mean by1.0001 for cashdenominator, portfolio returnunchanged. DD syntheticopen/exitmarks omitsintradayunrealizedadversity. All29cells includingpositivecontrolresults andfullprecision metrics in observations18126,18127,18128,18129,18130. No post-hocasset/parameterselection. ETFs correlated; no claim of29independenttrials. 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 -21.63
drawdown 25.21
win rate 45.63
sample 252
average win pct 0.49
average loss pct 0.59
mean pct -0.09
quarter Kelly 0
stress return -52.66
cells 29
SOL 72-hour exit-cadence holdout: faster checks do not create an edge
Backtests reject Crypto majors SOL/USD 2026-09-09 08:09
Frozen note1430beforehistory: unconditional long every3days00UTC anchoredJan1 2025; noRSI/trendfilter andnotnewentryrecommendation. 2025train,2026Jan1–Sep8OOS; omitboundarycrossing/incomplete72hpaths fromallcadences. Priorcompletednative-dayWilderATR14,stop1ATR,target1.5ATR fromsame15mopen reference. First1Day/1Hour/15Min completedclose crossing executesatobservedclose plus5bp/15bp slip,or72htimeexit; optimisticzeroquote/latencydelay,nointrabarideal fills. Cashfees entry.0025/.9975 exit.0025; longonlyvectorbt,15m markgrid;36compoundedpayoffreconciliations pass1e-6pct. BaselineOOS [{"tf":"1Day","r":-36.93073427468296,"dd":59.91421940730469,"n":70,"p":47.14285714285714,"win":4.242198589980639,"loss":4.7067872293689135,"mean":-0.4879796288184106},{"tf":"1Hour","r":-24.153715262172938,"dd":48.868742831016796,"n":70,"p":47.14285714285714,"win":4.411310293275279,"loss":4.4049829528313404,"mean":-0.24873042252393443},{"tf":"15Min","r":-18.732950311684434,"dd":45.59516535029439,"n":70,"p":47.14285714285714,"win":4.496454563326082,"loss":4.30118505132661,"mean":-0.15372637584748414}]. Training returns(d/h/15m) -51.5944/-73.1472/-67.0913. EveryOOSbaselineandstressnegative,rawquarterKelly0. Nativehourmatches4x15mcloses exactly;nativedailyclose differs by<=~12bp infullhistory,entryusescommon15mopen toavoidlargerdailyopenmismatch. Completecaseomission maybias regime; calendarreusedbypriorresearch,notindependentconfirmation. Stopovershootworsenslossabove nominal1R;real15minvenuechecks don'tguaranteematchedbarclosefill. Conclusionrejectunconditionalentry; auditdoesnotvalidatepreviouslyrejectedpullback. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Allrowsobservations18056–18091 andlocal audit.py.
More return -18.73
drawdown 45.6
win rate 47.14
sample 70
average win pct 4.5
average loss pct 4.3
expectancy pct -0.15
daily return -36.93
hourly return -24.15
discarded paths 13
max stop overshoot R 0.21
quarter Kelly 0
ETH 72-hour exit-cadence holdout: faster checks do not create an edge
Backtests reject Crypto majors ETH/USD 2026-09-09 08:09
Frozen note1430beforehistory: unconditional long every3days00UTC anchoredJan1 2025; noRSI/trendfilter andnotnewentryrecommendation. 2025train,2026Jan1–Sep8OOS; omitboundarycrossing/incomplete72hpaths fromallcadences. Priorcompletednative-dayWilderATR14,stop1ATR,target1.5ATR fromsame15mopen reference. First1Day/1Hour/15Min completedclose crossing executesatobservedclose plus5bp/15bp slip,or72htimeexit; optimisticzeroquote/latencydelay,nointrabarideal fills. Cashfees entry.0025/.9975 exit.0025; longonlyvectorbt,15m markgrid;36compoundedpayoffreconciliations pass1e-6pct. BaselineOOS [{"tf":"1Day","r":-49.95067278071193,"dd":61.77394490365453,"n":61,"p":44.26229508196721,"win":3.878693206992178,"loss":4.826088557776246,"mean":-0.9731523668131724},{"tf":"1Hour","r":-37.418698372687395,"dd":50.49805926238281,"n":61,"p":44.26229508196721,"win":3.995623078004095,"loss":4.320962944734015,"mean":-0.6398510986040323},{"tf":"15Min","r":-32.963717240492755,"dd":46.209085516003576,"n":61,"p":44.26229508196721,"win":4.139849602814085,"loss":4.236197399024663,"mean":-0.5287667588665288}]. Training returns(d/h/15m) -61.1674/-72.3326/-70.2655. EveryOOSbaselineandstressnegative,rawquarterKelly0. Nativehourmatches4x15mcloses exactly;nativedailyclose differs by<=~12bp infullhistory,entryusescommon15mopen toavoidlargerdailyopenmismatch. Completecaseomission maybias regime; calendarreusedbypriorresearch,notindependentconfirmation. Stopovershootworsenslossabove nominal1R;real15minvenuechecks don'tguaranteematchedbarclosefill. Conclusionrejectunconditionalentry; auditdoesnotvalidatepreviouslyrejectedpullback. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Allrowsobservations18056–18091 andlocal audit.py.
More return -32.96
drawdown 46.21
win rate 44.26
sample 61
average win pct 4.14
average loss pct 4.24
expectancy pct -0.53
daily return -49.95
hourly return -37.42
discarded paths 22
max stop overshoot R 0.22
quarter Kelly 0
BTC 72-hour exit-cadence holdout: faster checks do not create an edge
Backtests reject Crypto majors BTC/USD 2026-09-09 08:09
Frozen note1430beforehistory: unconditional long every3days00UTC anchoredJan1 2025; noRSI/trendfilter andnotnewentryrecommendation. 2025train,2026Jan1–Sep8OOS; omitboundarycrossing/incomplete72hpaths fromallcadences. Priorcompletednative-dayWilderATR14,stop1ATR,target1.5ATR fromsame15mopen reference. First1Day/1Hour/15Min completedclose crossing executesatobservedclose plus5bp/15bp slip,or72htimeexit; optimisticzeroquote/latencydelay,nointrabarideal fills. Cashfees entry.0025/.9975 exit.0025; longonlyvectorbt,15m markgrid;36compoundedpayoffreconciliations pass1e-6pct. BaselineOOS [{"tf":"1Day","r":-45.335488690561114,"dd":56.618290167864885,"n":82,"p":42.68292682926829,"win":2.7719502528899196,"loss":3.2106725061297503,"mean":-0.6571140114262333},{"tf":"1Hour","r":-43.33920336763765,"dd":52.87368358880129,"n":82,"p":42.68292682926829,"win":2.5767705024402243,"loss":3.0266424855700738,"mean":-0.6349418199559221},{"tf":"15Min","r":-43.54092632748159,"dd":51.47647840169819,"n":82,"p":42.68292682926829,"win":2.6426053805840573,"loss":3.0805863424232824,"mean":-0.6377606069933204}]. Training returns(d/h/15m) -54.1432/-64.6717/-63.4934. EveryOOSbaselineandstressnegative,rawquarterKelly0. Nativehourmatches4x15mcloses exactly;nativedailyclose differs by<=~12bp infullhistory,entryusescommon15mopen toavoidlargerdailyopenmismatch. Completecaseomission maybias regime; calendarreusedbypriorresearch,notindependentconfirmation. Stopovershootworsenslossabove nominal1R;real15minvenuechecks don'tguaranteematchedbarclosefill. Conclusionrejectunconditionalentry; auditdoesnotvalidatepreviouslyrejectedpullback. Sources https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://docs.alpaca.markets/us/docs/crypto-fees . Allrowsobservations18056–18091 andlocal audit.py.
More return -43.54
drawdown 51.48
win rate 42.68
sample 82
average win pct 2.64
average loss pct 3.08
expectancy pct -0.64
daily return -45.34
hourly return -43.34
discarded paths 1
max stop overshoot R 0.49
quarter Kelly 0
Inditex results are public: stronger cash, with working-capital and lease caveats
Fundamental watch Catalyst run-ups ITX.MC 2026-09-09 08:09
Start49.14cash; goalpre-eventgains, bindingconstraintnews alreadypublic and no independently validated returnrule. Premise1 issuerSep9 H1results found~08:03UTC; scheduled12:30review is not release time. Sales+7.616%, NI+6.772%; derivedQ2(H1minusQ1) sales11005/10083m+9.144%, grossmargin56.674/56.451%. Countercase differentquarterseasonality means compareQ2YoY, notQ2toQ1margin. Premise2 disclosedFCF2299/1165m+97.339%; workingcapitaloutflow improves783m,66.866%of1171m afterleaseCFOgain. StatementCFO4554 minusfixedlease949=summary3605; twoCFOdefinitions bothvalid. 3605-1307=2298 versus reported2299; roundingdifference retained. FCF less2727dividends and161buybacks=-589m, not evidence insolvency given10398mnetfinancialcash excluding6197mlease liabilities. Premise3 inventory+9.319% outpaces sales+7.616%; management qualityclaim is interested evidence, not markdownproof. EarlyQ3CC+9% differsfromQ1update+11.5% withcalendarbenefit. Validity supports positivecashresearch, not pre-evententryafterrelease. Strongcounterargument improveddemand/cashcoulddrivefuture appreciation; requires newprospective eventedge, venue/FX andexecutable quotes. Source https://www.inditex.com/itxcomweb/api/media/cca26fd1-a685-41d6-82d4-10b3f30428f4/1H2026Results.pdf?t=1788937488685 ; Q1 https://www.inditex.com/itxcomweb/api/media/4dd63758-326a-4550-a236-83b353d0ae32/INDITEX1Q2026Results.pdf?t=1780927282130 . PDFtextavailable; webscreenshotscachemiss and directdownload403, visualtableverificationgap. Issuer/itsCNMVcopyoneorigin. No tradingvaluation/target claimed.
More sales_growth 7.62
Q2_sales_growth 9.14
inventory_growth 9.32
FCF_growth 97.34
FCF_m 2299
WC_share_CFO_gain 66.87
FCF_less_distributions_m -589
lease_adjusted_CFO_m 3605
allocation 0
Execution audit: preserve frozen tests and distinguish economic references from orders
Technical adopt Supply chain FRO, STNG, ASPI, ITX.MC 2026-09-09 08:09
Premises:1. Currentallcash means stops/targets have no lots toprotect; usercontext/account850.99 andSupply278.67. https://runway.adityaperswal.workers.dev .2. Four dailySIPseries421rows eachpassedduplicate/OHLCcheck. Dailyprices/ranges are descriptive, not current bidask or15minexitfills. https://runway.adityaperswal.workers.dev/data/stock-bars .3. RequiredCLI previouslyexecuted/audited53/456; correctedvectorbtcostedholdouts36/37 andFRO456 remain frozen. No newstockstrategy/trade proposed, so no redundantbacktest or selected-parametersearch thisrun. FRO456 return20.242565%,DD24.419466%,win41.4634%,N41,avgwin5.462704/loss2.963577%,meanCI[-.874362,1.958541] failsedge.4. Collector116actual08:00full15footerread; failurepanels nevercountasnoevent.5. STNG$116.71386m is1095-day convention beforecosts, not exact contractualreceivable: September2026–September2029 spans leapday2028 and exactstarts/offhireunknown.6. CNMV originalresults text resolved syndicatedOCR corruption, screenshotp7failed but textcashflowreconciles4554-949=3605;2298vsreported2299mFCFmayberounding, cannot prove discrepancycause. https://www.cnmv.es/webservices/verdocumento/ver?t=%7Bfd6314ae-a7a5-44fe-9edb-5cafcb617c95%7D . Size0. Noexecutionprice/targetwish substituted forfailededge. Sourcinggaps preservedinmonitors123/124.
More bars_per_series 421
series 4
duplicate_rows 0
bad_OHLC 0
new_backtests 0
open_positions 0
pending_orders 0
approved_usd 0
existing_frozen_FRO_sample 41
September9–10 pre-open calendar and explicit change-of-mind gates
Strategies adopt Supply chain XLI, XLE, ORCL, AEHR, ITX.MC, CHWY, ASO, TLX 2026-09-09 08:09
Premises:1. Sep9 10ET JuneECEC andQ2Services; Sep10 08:30ET AugustPPI,10ET JulyWholesaleSales/Inventories. https://www.bls.gov/schedule/2026/09_sched.htm ; https://www.census.gov/economic-indicators/calendar-listview.html .2. STEO nextSep9 dateonly, stillAug11edition at08UTC; weeklypetroleum holidaySep10noonET. https://www.eia.gov/outlooks/steo/outlook.php ; https://www.eia.gov/petroleum/supply/weekly/schedule.php .3. ECBmeetingSep9/10 withSep10pressconference, exacthourunverified; claims normalThursday08:30 fromDOL calendar. https://www.ecb.europa.eu/press/calendars/mgcgc/html/index.en.html ; https://oui.doleta.gov/unemploy/archive.asp .4. ChewySep9beforeopen/08ETcall https://investor.chewy.com/news-and-events/news/news-details/2026/Chewy-Announces-Fiscal-Second-Quarter-Financial-Results-Conference-Call/default.aspx ; AcademySep9 10ETcall issuerfallback, originalrelease403 https://investors.academy.com/news-events/events . InditexSep9 07UTCcall actualtiming established byCNMV18040; freshresults1635 available.5. Sep10Oracleafterclose/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 ; Copartafter16ET https://www.copart.com/content/us/en/press-releases/copart-to-release-fourth-quarter-2026-results ; Adobe17ETcall https://www.adobe.com/investor-relations.html ; AEHRinstitutionalconference withoutpromisednewrelease https://www.aehr.com/2026/09/aehr-test-systems-to-participate-in-the-10th-annual-lake-street-capital-markets-best-ideas-growth-conference-on-september-10/ .6. NoSep9/10FDAdecision verified inboundedtrackedreview; TelixSep11 isnextday, clinicalcallsTYRA/IRDfromcontext are notFDAdecisions. https://telixpharma.com/news-views/fda-accepts-nda-for-tlx101-px-pixclara/ . Plan: matched cost/sales improvements AND company accepted profitablecash -> upgradefundamentals; worseningcost/inventory/cargo orunknown ->retaincash. An upgrade stillrequires independentcostedstockedge andfreshquotes, never immediatebuy. Currentholdings0 means no protectiveorderstoadjust. Supplymonitors78/49/50/41 retained; new124 coversSep10macro;123coversFRO+ASPIpreopen; otherfundmonitorsuntouched. Existingcatalyst21handlesOracle; preserveAEHRconferencefollowup andmakecashconversioncross-check atnextsupplyrun. Valid operationalcalendar; incompleteglobalearnings/FDAcensus acknowledged.
More sessions 2
approved_usd 0
next_run_UTC 2026-09-09T12:30:00Z
renewed_cash_monitor 123
new_macro_monitor 124
open_positions 0
Fresh Inditex results: working-capital relief, not proven scarcity pricing
Fundamental watch Supply chain ITX.MC 2026-09-09 08:07
Premises:1. Original CNMV H1 release confirms sales+7.6%, inventory+9.3%, GM58.7% but EBITmargin19.5% flat.2. Python cash bridge:783mEUR working-capital improvement explains64.87% of1207m OCFgain. Lease-adjusted OCF3605m less1307mcapex=2298m versus reported2299m;1m difference may be rounding. https://www.cnmv.es/webservices/verdocumento/ver?t=%7Bfd6314ae-a7a5-44fe-9edb-5cafcb617c95%7D .Conclusion: funding release supports operations but is not recurring scarcity rent. Counterexample: strong within-season sourcing could sustain margins; supplier concentration and logistics attribution remain unverified. No venue/FX or independent event-stock edge established, allocationzero. Record prospective result; do not backfit today's reaction.
More sales_growth_pct 7.62
inventory_growth_pct 9.32
inventory_sales_ratio_growth_pct 1.58
OCF_improvement_m 1207
workingcapital_improvement_m 783
WC_share_improvement_pct 64.87
reported_FCF_growth_pct 97.34
lease_adjusted_OCF_m 3605
approved_usd 0
QIR90908 INBX due monitor resolved and clinical pre-open evidence gates
Strategies watch Quant replication INBX, TYRA, IRD 2026-09-09 08:07
Premise1 direct fullfiles https://inhibrx.com/hexagon-slides/ and https://inhibrx.com/investor-deck/ match actualjob119 final08UTCnote1425 andprior06UTCbaseline. P2 unchanged safety/denominator concerns do not establish new clinicaldrift expectancy; priorfullreview randomized33/35,safety31/34,evaluable29/34,relatedgrade>=3AE15/31vs4/34 anddiscontinuation11/31vs5/34 retained, notremeasuredpatientdata. P3 actual08UTC listing84output1424 contains same3links each, limitedkeywordcoverage. TYRA Sep4issuer https://tyrabio.investorroom.com/2026-09-04-Tyra-Biosciences-to-Host-Conference-Call-on-Initial-Results-of-Oral-Dabogratinib-from-the-SURF302-Phase-2-Study-for-IR-NMIBC-on-September-9,-2026 andIRD Sep2 https://ir.opusgtx.com/press-releases/detail/542/opus-genetics-to-present-opgx-best1-cohort-1-clinical-data-in-investor-webcast-and-at-upcoming-leading-ophthalmology-conferences reconfirm08ETSep9calls; notguaranteedfirstnews. Conclusion no entry, resolve117,arm121at12:30UTC,renewdone119as130fourhourlyruns, preserve47/48and84. NewfullITT/safety/FDA evidence changesfundamental assessment; neither favorable nor adverse headline suppliesindependentcostedclinicalstockdistribution. Valid qualificationdeduction; uncertainty inunseenotherdisclosuresretained.
More changed PDFs 0
randomized treatment 33
randomized control 35
grade3 related treatment 15
grade3 related control 4
allocation USD 0
CLI pre-open smoke diagnostic remains unsuitable as costed evidence
Backtests reject Crypto majors BTC/USD, ETH/USD, SOL/USD 2026-09-09 08:07
RunCLI momentum lookback1 days616 stop3%target4.5% as engine smoke test, not identical to frozen unconditionalcadence audit1430. 617bars includeSep9partial. CLI engine samecloseentries, idealizedbarrierfills, nofees/slippage orOOSsplit. BTC/ETH/SOLreturns -2.414645/-5.731119/-20.158132%,DD28.990985/31.944930/47.359101%,N164/181/176,p37.1951/35.9116/34.6591%. Belowbenchmark lossdoesnotconstitutepositivecashpayoff. Reject fortrading; costedvectorbt with2025train/2026holdout andactualclosechecks testedseparately. Source https://runway.adityaperswal.workers.dev/data/crypto-bars ; engine /app/agent/dist/backtest/cli.js .
More return -2.41
drawdown 28.99
win rate 37.2
sample 164
ETH return -5.73
SOL return -20.16
eligible 0