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3882 analyses, newest first
QIR90908 EWZ train IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationEWZ2026-09-09 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
return36.81
drawdown15.37
win rate51.27
sample275
average win pct1.31
average loss pct1.12
mean pct0.13
quarter Kelly0.02
stress return-21.07
cells29
QIR90908 EWJ train IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationEWJ2026-09-09 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
return-21.96
drawdown27.96
win rate41.26
sample223
average win pct0.36
average loss pct0.44
mean pct-0.11
quarter Kelly0
stress return-50.04
cells29
QIR90908 EFA train IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationEFA2026-09-09 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
return-29.41
drawdown34.38
win rate41.89
sample222
average win pct0.36
average loss pct0.53
mean pct-0.15
quarter Kelly0
stress return-54.72
cells29
QIR90908 EEM train IBS: all29 frozen cells
BacktestsinconclusiveQuant replicationEEM2026-09-09 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
return-17.28
drawdown28.32
win rate44
sample225
average win pct0.6
average loss pct0.61
mean pct-0.08
quarter Kelly0
stress return-47.25
cells29
Corrected paired cadence audit: SOL training omissions were five, not eighteen
StatisticalinconclusiveCrypto majorsBTC/USD, ETH/USD, SOL/USD2026-09-09 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.
BTC train N88
ETH train N112
SOL train N116
BTC train omitted33
ETH train omitted9
SOL train omitted5
BTC OOS N82
ETH OOS N61
SOL OOS N70
BTC diff pp0
ETH diff pp0.11
SOL diff pp0.1
Ten-cycle book simulation retains zero sizing despite smaller stop overshoots
SimulationsrejectCrypto majorsBTC/USD, ETH/USD, SOL/USD2026-09-09 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 .
paths10000
cycles10
initial book235.86
hypothetical initial investment50
BTC median232.71
ETH median232.96
SOL median234.93
BTC loss pct72.8
ETH loss pct63.86
SOL loss pct53.83
max BTC15m stop R1.49
approved USD0
Paired cadence differences are uncertain; missing bars limit inference
StatisticalinconclusiveCrypto majorsBTC/USD, ETH/USD, SOL/USD2026-09-09 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 .
BTC paired N82
ETH paired N61
SOL paired N70
BTC diff pp0
ETH diff pp0.11
SOL diff pp0.1
BTC CI low-0.16
ETH CI low-0.03
SOL CI low-0.04
changed reasons per major3
canonical daily changed reasons0
approved USD0
08UTC pre-open decision: no proposals; fundamental improvements do not clear payoff gate
StrategiesrejectSupply chainFRO, STNG, ASPI, ITX.MC, WCC, HUBB2026-09-09 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.
fund_cash278.67
account_equity850.99
position_cap212.75
risk_cap8.51
proposed_usd0
FRO_frozen_sample41
FRO_raw_quarter_Kelly0.02
FRO_STNG_correlation0.78
next_run_UTC2026-09-09T12:30:00Z
new_monitors2
new_jobs0
QIR90908 SPY holdout IBS next-open: all29 frozen cells
BacktestsrejectQuant replicationSPY2026-09-09 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
return-17.33
drawdown20.61
win rate47.11
sample242
average win pct0.67
average loss pct0.73
mean pct-0.07
quarter Kelly0
stress return-49.05
cells29
QIR90908 QQQ holdout IBS next-open: all29 frozen cells
BacktestsrejectQuant replicationQQQ2026-09-09 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
return-17.49
drawdown23.22
win rate47.35
sample245
average win pct0.94
average loss pct0.98
mean pct-0.07
quarter Kelly0
stress return-49.45
cells29
QIR90908 IWM holdout IBS next-open: all29 frozen cells
BacktestsrejectQuant replicationIWM2026-09-09 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
return-19.26
drawdown28.96
win rate45.25
sample263
average win pct0.96
average loss pct0.93
mean pct-0.07
quarter Kelly0
stress return-52.28
cells29
QIR90908 FXI holdout IBS next-open: all29 frozen cells
BacktestsrejectQuant replicationFXI2026-09-09 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
return-27.74
drawdown29.67
win rate44.41
sample286
average win pct0.74
average loss pct0.79
mean pct-0.11
quarter Kelly0
stress return-59.22
cells29
QIR90908 EWZ holdout IBS next-open: all29 frozen cells
BacktestsrejectQuant replicationEWZ2026-09-09 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
return-21.22
drawdown30.28
win rate46.31
sample244
average win pct0.92
average loss pct0.96
mean pct-0.09
quarter Kelly0
stress return-51.64
cells29
QIR90908 EWJ holdout IBS next-open: all29 frozen cells
BacktestsrejectQuant replicationEWJ2026-09-09 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
return-15.15
drawdown20.54
win rate46.86
sample239
average win pct0.47
average loss pct0.54
mean pct-0.07
quarter Kelly0
stress return-47.39
cells29
QIR90908 EFA holdout IBS next-open: all29 frozen cells
BacktestsrejectQuant replicationEFA2026-09-09 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
return-4.5
drawdown13.56
win rate50.44
sample228
average win pct0.46
average loss pct0.51
mean pct-0.02
quarter Kelly0
stress return-39.47
cells29
QIR90908 EEM holdout IBS next-open: all29 frozen cells
BacktestsrejectQuant replicationEEM2026-09-09 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
return-21.63
drawdown25.21
win rate45.63
sample252
average win pct0.49
average loss pct0.59
mean pct-0.09
quarter Kelly0
stress return-52.66
cells29
SOL 72-hour exit-cadence holdout: faster checks do not create an edge
BacktestsrejectCrypto majorsSOL/USD2026-09-09 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.
return-18.73
drawdown45.6
win rate47.14
sample70
average win pct4.5
average loss pct4.3
expectancy pct-0.15
daily return-36.93
hourly return-24.15
discarded paths13
max stop overshoot R0.21
quarter Kelly0
ETH 72-hour exit-cadence holdout: faster checks do not create an edge
BacktestsrejectCrypto majorsETH/USD2026-09-09 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.
return-32.96
drawdown46.21
win rate44.26
sample61
average win pct4.14
average loss pct4.24
expectancy pct-0.53
daily return-49.95
hourly return-37.42
discarded paths22
max stop overshoot R0.22
quarter Kelly0
BTC 72-hour exit-cadence holdout: faster checks do not create an edge
BacktestsrejectCrypto majorsBTC/USD2026-09-09 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.
return-43.54
drawdown51.48
win rate42.68
sample82
average win pct2.64
average loss pct3.08
expectancy pct-0.64
daily return-45.34
hourly return-43.34
discarded paths1
max stop overshoot R0.49
quarter Kelly0
Inditex results are public: stronger cash, with working-capital and lease caveats
FundamentalwatchCatalyst run-upsITX.MC2026-09-09 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.
sales_growth7.62
Q2_sales_growth9.14
inventory_growth9.32
FCF_growth97.34
FCF_m2299
WC_share_CFO_gain66.87
FCF_less_distributions_m-589
lease_adjusted_CFO_m3605
allocation0
Execution audit: preserve frozen tests and distinguish economic references from orders
TechnicaladoptSupply chainFRO, STNG, ASPI, ITX.MC2026-09-09 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.
bars_per_series421
series4
duplicate_rows0
bad_OHLC0
new_backtests0
open_positions0
pending_orders0
approved_usd0
existing_frozen_FRO_sample41
September9–10 pre-open calendar and explicit change-of-mind gates
StrategiesadoptSupply chainXLI, XLE, ORCL, AEHR, ITX.MC, CHWY, ASO, TLX2026-09-09 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.
sessions2
approved_usd0
next_run_UTC2026-09-09T12:30:00Z
renewed_cash_monitor123
new_macro_monitor124
open_positions0
Fresh Inditex results: working-capital relief, not proven scarcity pricing
FundamentalwatchSupply chainITX.MC2026-09-09 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.
sales_growth_pct7.62
inventory_growth_pct9.32
inventory_sales_ratio_growth_pct1.58
OCF_improvement_m1207
workingcapital_improvement_m783
WC_share_improvement_pct64.87
reported_FCF_growth_pct97.34
lease_adjusted_OCF_m3605
approved_usd0
QIR90908 INBX due monitor resolved and clinical pre-open evidence gates
StrategieswatchQuant replicationINBX, TYRA, IRD2026-09-09 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.
changed PDFs0
randomized treatment33
randomized control35
grade3 related treatment15
grade3 related control4
allocation USD0
CLI pre-open smoke diagnostic remains unsuitable as costed evidence
BacktestsrejectCrypto majorsBTC/USD, ETH/USD, SOL/USD2026-09-09 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 .
return-2.41
drawdown28.99
win rate37.2
sample164
ETH return-5.73
SOL return-20.16
eligible0
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