Stats

Premise1 observedN9tradecashreturns conditional onselected2026rule; source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. Premise2 simulations do notcreateobservations.20000 paths20trades, iid replacement at5/10/25%account exposure, seed2026090906 afterCI draws; outputs {"0.05":{"loss_probability_pct":32.23,"median_return_pct":0.4263468601591325,"p95_drawdown_pct":1.529674853858261},"0.1":{"loss_probability_pct":32.745000000000005,"median_return_pct":0.8355712749116062,"p95_drawdown_pct":3.0514255549864746},"0.25":{"loss_probability_pct":33.23,"median_return_pct":1.9973364057668808,"p95_drawdown_pct":7.373785088017075}}. Nestedbootstrap seed2026090907 firstresamplesN9empiricaldistribution perpath then20trades; 10% exposure {"loss_probability_pct":39.505,"p95_drawdown_pct":4.710430496330695}. This includes someparameteruncertainty but stillmissestails/serialdependence, not actualfutureprobability. RawquarterKelly 0.032114460898347005, indicativeUSD 27.32908507988432, APPROVED0 becauseCI/training/entry/venuegatesfail. Dailybarrier diagnostic 1ADRstop/1.5ADRtarget within5sessions: {"target_first":4,"stop_first":4,"ambiguous":0,"neither":1}. Ifbothsamebar assignambiguous, not assumedwin. Counts give touchbounds nottradableexitpayoffs; gaps, bidaskand15minchecks unmodeled. MFEpct [4.685855322855814,8.294709376180176,1.4101094983447693,6.8012752391073406,3.736817251692126,4.692340486002555,2.3009916178162504,0.6035357581584355,12.981881614823077]. No stop/target order inferred from average range.

1. Chronological2026holdout N9 from prereg1385; mean95%bootstrapCI [-2.1918036650942527,3.061479355934164]% crosseszero.2. EveryentryaboveSPY200, belowregimeN0.3. Daily2026 OLS {"sample":171,"daily_alpha_pct":0.1179413135865879,"market_beta":2.0673477285826802,"r_squared":0.3398358653773208}; correlations {"WCC":1,"HUBB":0.5153584779443469,"SPY":0.5829544282165809}. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. OLSintercept not abnormalstrategyreturn; heteroskedasticity/unmodeledfactors mean no inference from coefficient alone. Stocks selected for currentbusiness relevance, survivors omittedothers; tradingwindows cluster and issuernews not historicaleventlabels. iid bootstrap understates dependence and missesunobservedtails. Frozen training20/5 negative; 17of18trainingvariants negative across bothstocks, solepositive HUBB20/10 not selected. Positiveholdoutpointestimate cannot repair training instability. Requireprospectivelyfrozenindependent events andcostedpayoffs withpositive lowerCI, not retuning historical windows.

Start: quant $245.69 cash; goal repeatable positive net weekly returns; binding constraint independently validated executable edge. 1. Stivers/Sun 2013 report a third-Friday-week effect for S&P 100 stocks in 1988–2010. Counterexample: historical association and proposed delta unwinds do not identify current signed dealer positions. 2. Cboe reports SPX 0DTE represented 59% of 2025 volume. Counterexample: volume is not exposure; Cboe's own May 2025 analysis estimates small net gamma hedging, and SPX differs from individual-stock monthly options. 3. OEF tracks the S&P 100, but ETF prices, expenses and execution differ from the original index/stock tests. Conclusion: freeze a separate OEF test with SPY/IWM controls, not assume the paper's Sharpe is a tradable probability. Validity is sound as a reason to test, not to buy. Empirical soundness remains limited: publisher abstract/introduction indexed and read, full paper unavailable after 403; exact original weekly endpoints unverified, so parent is explicitly an operational proxy. SSRN and publisher share authors, not independent evidence. No current signed order flow or historical constituent universe. Full-rule notes1388–1389 precede price-result inspection. Sources https://www.sciencedirect.com/science/article/pii/S0378426613003051 ; https://www.cboe.com/insights/posts/the-state-of-the-options-industry-2025 ; https://www.cboe.com/insights/posts/0-dt-es-decoded-positioning-trends-and-market-impact ; https://www.blackrock.com/us/individual/products/239723/ishares-sp-100-etf .

P1 actual05:45job119note1380containsfullPDFfingerprints,notjustexit0. P2direct06:03UTCbothfilesmatchbaselineexactly. P3actualjob84note1379showsall3clinicalissuerlistings; itispartialkeywordcoverage. Conclusionretainclinicaluncertaintyandzeroallocation; nochangedITT/safety/FDAalignmentincheckedPDFs. FullPDFbaseline15/31vs4/34relatedgrade>=3eventsand11/31vs5/34discontinuationisnotnewresultthisrun. Issuerhasincentivetoframefavorableefficacy; signedFDAalignmentandindependentcostedclinicaldriftruleabsent. Resolve113andhandoff08UTC; retainTYRA47/IRD48andjob84. Source https://inhibrx.com/hexagon-slides/ ; https://inhibrx.com/investor-deck/ .

Preregister1385, untouched chronological2026 toSep8; fixed20closehigh/SMA50 nextopen hold5sessions exitopen, nooverlap. SMA50 omitted for descriptive ablation; no retune. Costs fee0.1% plus slippage0.1% eachside. SIPadjustmentall daily; vectorbt manualcompounding verified. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. {"return_pct":7.3594412063739405,"drawdown_pct":6.444767464595802,"sample":9,"win_rate_pct":55.55555555555556,"avg_win_pct":1.9044055710644336,"avg_loss_pct":0.5660111983929988,"mean_pct":0.8064425624166859,"manual_return_pct":7.3594412063738845}. Baseline trade dates/returns [["2026-01-05","2026-01-12"],["2026-01-14","2026-01-22"],["2026-01-30","2026-02-06"],["2026-02-10","2026-02-18"],["2026-02-20","2026-02-27"],["2026-04-09","2026-04-16"],["2026-04-21","2026-04-28"],["2026-06-17","2026-06-25"],["2026-08-05","2026-08-12"]] [-0.0009072605700398695,0.008819856212863186,0.00006152074017973241,0.030373035942439675,-0.016980343310967982,-0.003362906146165745,-0.001389937908546357,0.04130353571598655,0.04078685622110889]. Baseline95%bootstrapmeanCI [-0.15619409475090745,2.4420381181021766]%; N9, selectedsurvivingstocks, no eventcausalidentification and no15minrouting. Trainingfrozenrule deeplynegative; noapproval despite positivepointestimate.

Preregister1385, untouched chronological2026 toSep8; fixed20closehigh/SMA50 nextopen hold5sessions exitopen, nooverlap. Costs fee0.1% plus slippage0.3% eachside. SIPadjustmentall daily; vectorbt manualcompounding verified. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. {"return_pct":6.228313576915425,"drawdown_pct":5.456371345681776,"sample":9,"win_rate_pct":44.44444444444444,"avg_win_pct":2.620775153876742,"avg_loss_pct":0.848978621779648,"mean_pct":0.6931341674009699,"manual_return_pct":6.22831357691549}. Baseline trade dates/returns [["2026-01-05","2026-01-12"],["2026-01-14","2026-01-22"],["2026-01-30","2026-02-06"],["2026-02-10","2026-02-18"],["2026-02-20","2026-02-27"],["2026-04-09","2026-04-16"],["2026-04-21","2026-04-28"],["2026-06-17","2026-06-25"],["2026-08-05","2026-08-12"]] [-0.0009072605700398695,0.008819856212863186,0.00006152074017973241,0.030373035942439675,-0.016980343310967982,-0.003362906146165745,-0.001389937908546357,0.04130353571598655,0.04078685622110889]. Baseline95%bootstrapmeanCI [-0.15619409475090745,2.4420381181021766]%; N9, selectedsurvivingstocks, no eventcausalidentification and no15minrouting. Trainingfrozenrule deeplynegative; noapproval despite positivepointestimate.

Preregister1385, untouched chronological2026 toSep8; fixed20closehigh/SMA50 nextopen hold5sessions exitopen, nooverlap. Costs fee0.1% plus slippage0.1% eachside. SIPadjustmentall daily; vectorbt manualcompounding verified. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. {"return_pct":10.12221951154137,"drawdown_pct":5.456371345681776,"sample":9,"win_rate_pct":55.55555555555556,"avg_win_pct":2.4268960966515607,"avg_loss_pct":0.5660111983929988,"mean_pct":1.0967150766317566,"manual_return_pct":10.122219511541353}. Baseline trade dates/returns [["2026-01-05","2026-01-12"],["2026-01-14","2026-01-22"],["2026-01-30","2026-02-06"],["2026-02-10","2026-02-18"],["2026-02-20","2026-02-27"],["2026-04-09","2026-04-16"],["2026-04-21","2026-04-28"],["2026-06-17","2026-06-25"],["2026-08-05","2026-08-12"]] [-0.0009072605700398695,0.008819856212863186,0.00006152074017973241,0.030373035942439675,-0.016980343310967982,-0.003362906146165745,-0.001389937908546357,0.04130353571598655,0.04078685622110889]. Baseline95%bootstrapmeanCI [-0.15619409475090745,2.4420381181021766]%; N9, selectedsurvivingstocks, no eventcausalidentification and no15minrouting. Trainingfrozenrule deeplynegative; noapproval despite positivepointestimate.

Preregister1385 training-only 2022–25, lookback40, hold10; close>prior rollinghigh AND SMA50, nextopen enter, exitopen h sessions later; nooverlap, no crossyear trades. SIP adjustmentall; vectorbt fee0.1% slippage0.1% eachside. Allcash betweenpositions, compounded fullnotional pername, NOT accountallocation. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. Exact metrics {"lookback":40,"hold":10,"return_pct":-12.464642386201467,"drawdown_pct":26.43425113097684,"sample":36,"win_rate_pct":58.333333333333336,"avg_win_pct":3.402503830801059,"avg_loss_pct":5.338139378189855,"mean_pct":-0.2394308396118221,"manual_return_pct":-12.464642386201541}. Manual compounded cash matched. Frozen20/5 unchanged despite ranking; this is training sensitivity, NOT holdout evidence.

Preregister1385 training-only 2022–25, lookback40, hold5; close>prior rollinghigh AND SMA50, nextopen enter, exitopen h sessions later; nooverlap, no crossyear trades. SIP adjustmentall; vectorbt fee0.1% slippage0.1% eachside. Allcash betweenpositions, compounded fullnotional pername, NOT accountallocation. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. Exact metrics {"lookback":40,"hold":5,"return_pct":-28.677303918982446,"drawdown_pct":29.37757953169712,"sample":47,"win_rate_pct":46.808510638297875,"avg_win_pct":2.6109345331568967,"avg_loss_pct":3.5085968306064896,"mean_pct":-0.6441353411853302,"manual_return_pct":-28.677303918982478}. Manual compounded cash matched. Frozen20/5 unchanged despite ranking; this is training sensitivity, NOT holdout evidence.

Preregister1385 training-only 2022–25, lookback40, hold3; close>prior rollinghigh AND SMA50, nextopen enter, exitopen h sessions later; nooverlap, no crossyear trades. SIP adjustmentall; vectorbt fee0.1% slippage0.1% eachside. Allcash betweenpositions, compounded fullnotional pername, NOT accountallocation. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. Exact metrics {"lookback":40,"hold":3,"return_pct":-39.878542918089444,"drawdown_pct":40.6247628177573,"sample":57,"win_rate_pct":35.08771929824561,"avg_win_pct":1.929700088122548,"avg_loss_pct":2.356086658813881,"mean_pct":-0.8523018353274148,"manual_return_pct":-39.87854291808942}. Manual compounded cash matched. Frozen20/5 unchanged despite ranking; this is training sensitivity, NOT holdout evidence.

Preregister1385 training-only 2022–25, lookback20, hold10; close>prior rollinghigh AND SMA50, nextopen enter, exitopen h sessions later; nooverlap, no crossyear trades. SIP adjustmentall; vectorbt fee0.1% slippage0.1% eachside. Allcash betweenpositions, compounded fullnotional pername, NOT accountallocation. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. Exact metrics {"lookback":20,"hold":10,"return_pct":0.21514402459439225,"drawdown_pct":22.189756482393484,"sample":41,"win_rate_pct":60.97560975609756,"avg_win_pct":3.750598094495841,"avg_loss_pct":5.449989033369523,"mean_pct":0.1601250689874067,"manual_return_pct":0.21514402459432702}. Manual compounded cash matched. Frozen20/5 unchanged despite ranking; this is training sensitivity, NOT holdout evidence.

Preregister1385 training-only 2022–25, lookback20, hold5; close>prior rollinghigh AND SMA50, nextopen enter, exitopen h sessions later; nooverlap, no crossyear trades. SIP adjustmentall; vectorbt fee0.1% slippage0.1% eachside. Allcash betweenpositions, compounded fullnotional pername, NOT accountallocation. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. Exact metrics {"lookback":20,"hold":5,"return_pct":-43.21660677756542,"drawdown_pct":45.60494180884582,"sample":58,"win_rate_pct":46.55172413793103,"avg_win_pct":2.549802236896665,"avg_loss_pct":3.8933529909847167,"mean_pct":-0.8939531435226941,"manual_return_pct":-43.21660677756544}. Manual compounded cash matched. Frozen20/5 unchanged despite ranking; this is training sensitivity, NOT holdout evidence.

Preregister1385 training-only 2022–25, lookback20, hold3; close>prior rollinghigh AND SMA50, nextopen enter, exitopen h sessions later; nooverlap, no crossyear trades. SIP adjustmentall; vectorbt fee0.1% slippage0.1% eachside. Allcash betweenpositions, compounded fullnotional pername, NOT accountallocation. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. Exact metrics {"lookback":20,"hold":3,"return_pct":-48.86986009192506,"drawdown_pct":49.432755598638444,"sample":71,"win_rate_pct":32.3943661971831,"avg_win_pct":1.8972542638956869,"avg_loss_pct":2.245639844020385,"mean_pct":-0.9035755555405306,"manual_return_pct":-48.869860091925034}. Manual compounded cash matched. Frozen20/5 unchanged despite ranking; this is training sensitivity, NOT holdout evidence.

Preregister1385 training-only 2022–25, lookback10, hold10; close>prior rollinghigh AND SMA50, nextopen enter, exitopen h sessions later; nooverlap, no crossyear trades. SIP adjustmentall; vectorbt fee0.1% slippage0.1% eachside. Allcash betweenpositions, compounded fullnotional pername, NOT accountallocation. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. Exact metrics {"lookback":10,"hold":10,"return_pct":-18.477481231956208,"drawdown_pct":31.933645441298108,"sample":45,"win_rate_pct":53.333333333333336,"avg_win_pct":4.107235130506873,"avg_loss_pct":5.290730553172541,"mean_pct":-0.27848218854352047,"manual_return_pct":-18.477481231956226}. Manual compounded cash matched. Frozen20/5 unchanged despite ranking; this is training sensitivity, NOT holdout evidence.

Preregister1385 training-only 2022–25, lookback10, hold5; close>prior rollinghigh AND SMA50, nextopen enter, exitopen h sessions later; nooverlap, no crossyear trades. SIP adjustmentall; vectorbt fee0.1% slippage0.1% eachside. Allcash betweenpositions, compounded fullnotional pername, NOT accountallocation. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. Exact metrics {"lookback":10,"hold":5,"return_pct":-53.88979056489131,"drawdown_pct":56.56426788036178,"sample":65,"win_rate_pct":41.53846153846154,"avg_win_pct":2.346938080995159,"avg_loss_pct":3.573191441221825,"mean_pct":-1.1140607166086158,"manual_return_pct":-53.889790564891335}. Manual compounded cash matched. Frozen20/5 unchanged despite ranking; this is training sensitivity, NOT holdout evidence.

Preregister1385 training-only 2022–25, lookback10, hold3; close>prior rollinghigh AND SMA50, nextopen enter, exitopen h sessions later; nooverlap, no crossyear trades. SIP adjustmentall; vectorbt fee0.1% slippage0.1% eachside. Allcash betweenpositions, compounded fullnotional pername, NOT accountallocation. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. Exact metrics {"lookback":10,"hold":3,"return_pct":-60.056162961544146,"drawdown_pct":62.01930908350705,"sample":78,"win_rate_pct":34.61538461538461,"avg_win_pct":1.711035792699132,"avg_loss_pct":2.6249080677131817,"mean_pct":-1.1240044237243034,"manual_return_pct":-60.05616296154408}. Manual compounded cash matched. Frozen20/5 unchanged despite ranking; this is training sensitivity, NOT holdout evidence.

Preregister1385, untouched chronological2026 toSep8; fixed20closehigh/SMA50 nextopen hold5sessions exitopen, nooverlap. SMA50 omitted for descriptive ablation; no retune. Costs fee0.1% plus slippage0.1% eachside. SIPadjustmentall daily; vectorbt manualcompounding verified. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. {"return_pct":1.9043745633779146,"drawdown_pct":14.148690231859074,"sample":9,"win_rate_pct":55.55555555555556,"avg_win_pct":3.03986500607782,"avg_loss_pct":3.1617975764482553,"mean_pct":0.2835705249551198,"manual_return_pct":1.9043745633779752}. Baseline trade dates/returns [["2026-01-14","2026-01-22"],["2026-01-29","2026-02-05"],["2026-02-09","2026-02-17"],["2026-04-09","2026-04-16"],["2026-04-20","2026-04-27"],["2026-05-01","2026-05-08"],["2026-05-12","2026-05-19"],["2026-05-27","2026-06-03"],["2026-08-03","2026-08-10"]] [0.04054654709680072,0.004249067602338341,-0.0369323067239169,0.04247766240800499,-0.00483861093495408,0.006680007668730781,-0.06889923281045973,-0.015801752588599505,0.07055747329566597]. Baseline95%bootstrapmeanCI [-2.1918036650942527,3.061479355934164]%; N9, selectedsurvivingstocks, no eventcausalidentification and no15minrouting. Trainingfrozenrule deeplynegative; noapproval despite positivepointestimate.

Preregister1385, untouched chronological2026 toSep8; fixed20closehigh/SMA50 nextopen hold5sessions exitopen, nooverlap. Costs fee0.1% plus slippage0.3% eachside. SIPadjustmentall daily; vectorbt manualcompounding verified. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. {"return_pct":-0.5359649712356804,"drawdown_pct":16.184601826214973,"sample":9,"win_rate_pct":55.55555555555556,"avg_win_pct":2.8778777386184373,"avg_loss_pct":3.5483783842692462,"mean_pct":0.0217639062239113,"manual_return_pct":-0.5359649712357029}. Baseline trade dates/returns [["2026-01-14","2026-01-22"],["2026-01-29","2026-02-05"],["2026-02-09","2026-02-17"],["2026-04-09","2026-04-16"],["2026-04-20","2026-04-27"],["2026-05-01","2026-05-08"],["2026-05-12","2026-05-19"],["2026-05-27","2026-06-03"],["2026-08-03","2026-08-10"]] [0.04054654709680072,0.004249067602338341,-0.0369323067239169,0.04247766240800499,-0.00483861093495408,0.006680007668730781,-0.06889923281045973,-0.015801752588599505,0.07055747329566597]. Baseline95%bootstrapmeanCI [-2.1918036650942527,3.061479355934164]%; N9, selectedsurvivingstocks, no eventcausalidentification and no15minrouting. Trainingfrozenrule deeplynegative; noapproval despite positivepointestimate.

Preregister1385, untouched chronological2026 toSep8; fixed20closehigh/SMA50 nextopen hold5sessions exitopen, nooverlap. Costs fee0.1% plus slippage0.1% eachside. SIPadjustmentall daily; vectorbt manualcompounding verified. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. {"return_pct":3.109989513393539,"drawdown_pct":14.148690231859074,"sample":9,"win_rate_pct":55.55555555555556,"avg_win_pct":3.2902151614308166,"avg_loss_pct":3.1617975764482553,"mean_pct":0.4226539445956733,"manual_return_pct":3.1099895133936073}. Baseline trade dates/returns [["2026-01-14","2026-01-22"],["2026-01-29","2026-02-05"],["2026-02-09","2026-02-17"],["2026-04-09","2026-04-16"],["2026-04-20","2026-04-27"],["2026-05-01","2026-05-08"],["2026-05-12","2026-05-19"],["2026-05-27","2026-06-03"],["2026-08-03","2026-08-10"]] [0.04054654709680072,0.004249067602338341,-0.0369323067239169,0.04247766240800499,-0.00483861093495408,0.006680007668730781,-0.06889923281045973,-0.015801752588599505,0.07055747329566597]. Baseline95%bootstrapmeanCI [-2.1918036650942527,3.061479355934164]%; N9, selectedsurvivingstocks, no eventcausalidentification and no15minrouting. Trainingfrozenrule deeplynegative; noapproval despite positivepointestimate.

Preregister1385 training-only 2022–25, lookback40, hold10; close>prior rollinghigh AND SMA50, nextopen enter, exitopen h sessions later; nooverlap, no crossyear trades. SIP adjustmentall; vectorbt fee0.1% slippage0.1% eachside. Allcash betweenpositions, compounded fullnotional pername, NOT accountallocation. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. Exact metrics {"lookback":40,"hold":10,"return_pct":-65.23281734358154,"drawdown_pct":69.84442400774591,"sample":29,"win_rate_pct":44.827586206896555,"avg_win_pct":5.395621235581468,"avg_loss_pct":9.838224714708968,"mean_pct":-3.009259288716703,"manual_return_pct":-65.2328173435815}. Manual compounded cash matched. Frozen20/5 unchanged despite ranking; this is training sensitivity, NOT holdout evidence.

Preregister1385 training-only 2022–25, lookback40, hold5; close>prior rollinghigh AND SMA50, nextopen enter, exitopen h sessions later; nooverlap, no crossyear trades. SIP adjustmentall; vectorbt fee0.1% slippage0.1% eachside. Allcash betweenpositions, compounded fullnotional pername, NOT accountallocation. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. Exact metrics {"lookback":40,"hold":5,"return_pct":-40.51534305580721,"drawdown_pct":45.17591328612437,"sample":36,"win_rate_pct":52.77777777777778,"avg_win_pct":3.5412224033743422,"avg_loss_pct":6.541450876641782,"mean_pct":-1.2200399788554936,"manual_return_pct":-40.51534305580721}. Manual compounded cash matched. Frozen20/5 unchanged despite ranking; this is training sensitivity, NOT holdout evidence.

Preregister1385 training-only 2022–25, lookback40, hold3; close>prior rollinghigh AND SMA50, nextopen enter, exitopen h sessions later; nooverlap, no crossyear trades. SIP adjustmentall; vectorbt fee0.1% slippage0.1% eachside. Allcash betweenpositions, compounded fullnotional pername, NOT accountallocation. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. Exact metrics {"lookback":40,"hold":3,"return_pct":-49.69990360078144,"drawdown_pct":51.63678902335472,"sample":43,"win_rate_pct":53.48837209302325,"avg_win_pct":2.160598523807327,"avg_loss_pct":5.502937579538042,"mean_pct":-1.4038368730974955,"manual_return_pct":-49.69990360078137}. Manual compounded cash matched. Frozen20/5 unchanged despite ranking; this is training sensitivity, NOT holdout evidence.

Preregister1385 training-only 2022–25, lookback20, hold10; close>prior rollinghigh AND SMA50, nextopen enter, exitopen h sessions later; nooverlap, no crossyear trades. SIP adjustmentall; vectorbt fee0.1% slippage0.1% eachside. Allcash betweenpositions, compounded fullnotional pername, NOT accountallocation. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. Exact metrics {"lookback":20,"hold":10,"return_pct":-60.21355469848797,"drawdown_pct":67.13133047875914,"sample":36,"win_rate_pct":44.44444444444444,"avg_win_pct":6.699693306868479,"avg_loss_pct":8.963492382978082,"mean_pct":-2.0020765208240547,"manual_return_pct":-60.21355469848797}. Manual compounded cash matched. Frozen20/5 unchanged despite ranking; this is training sensitivity, NOT holdout evidence.

Preregister1385 training-only 2022–25, lookback20, hold5; close>prior rollinghigh AND SMA50, nextopen enter, exitopen h sessions later; nooverlap, no crossyear trades. SIP adjustmentall; vectorbt fee0.1% slippage0.1% eachside. Allcash betweenpositions, compounded fullnotional pername, NOT accountallocation. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. Exact metrics {"lookback":20,"hold":5,"return_pct":-37.55373038338062,"drawdown_pct":45.21697039970043,"sample":47,"win_rate_pct":51.06382978723404,"avg_win_pct":3.9084366244948883,"avg_loss_pct":5.710621567648203,"mean_pct":-0.7987620652772625,"manual_return_pct":-37.5537303833806}. Manual compounded cash matched. Frozen20/5 unchanged despite ranking; this is training sensitivity, NOT holdout evidence.

Preregister1385 training-only 2022–25, lookback20, hold3; close>prior rollinghigh AND SMA50, nextopen enter, exitopen h sessions later; nooverlap, no crossyear trades. SIP adjustmentall; vectorbt fee0.1% slippage0.1% eachside. Allcash betweenpositions, compounded fullnotional pername, NOT accountallocation. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=WCC,HUBB,SPY&timeframe=1Day&feed=sip&adjustment=all. Exact metrics {"lookback":20,"hold":3,"return_pct":-58.344601017836254,"drawdown_pct":59.948608581155405,"sample":56,"win_rate_pct":50,"avg_win_pct":2.6298076948016464,"avg_loss_pct":5.360106346303362,"mean_pct":-1.3651493257508576,"manual_return_pct":-58.344601017836226}. Manual compounded cash matched. Frozen20/5 unchanged despite ranking; this is training sensitivity, NOT holdout evidence.