Initial commit: Add project files

research/original/results_us/AAMRQ_v11_events.csv

@@ -0,0 +1,97 @@
+date,old_position,new_position,side,reason,price,peak,cycle_entry,floor
+2012-02-10,1.0,0.8,SELL,two_close_floor,0.6,0.711,0.335,0.62568
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research/original/results_us/AAMRQ_v12_events.csv

@@ -0,0 +1,22 @@
+date,old_position,new_position,side,reason,price,peak,cycle_entry,floor
+2012-02-10,1.0,0.8,SELL,two_close_floor,0.6,0.711,0.335,0.62568
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+2013-01-11,0.10000000000000003,0.30000000000000004,BUY,reentry_reclaim50_breakout20,1.6,1.6,1.6,1.4080000000000001
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+2013-11-27,0.5,0.7,BUY,reentry_reclaim50_breakout20,12.25,12.25,12.25,

research/original/results_us/AAPL_v12_events.csv

@@ -0,0 +1,142 @@
+date,old_position,new_position,side,reason,price,peak,cycle_entry,floor
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+2016-04-13,0.45,0.65,BUY,reentry_reclaim50_breakout20,28.01,28.01,28.01,
+2016-05-12,0.65,0.4,SELL,trend_crisis,22.585,28.025,28.01,
+2016-07-27,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,25.7375,25.7375,25.7375,
+2016-08-15,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,27.37,27.37,27.37,26.229228266834948
+2016-09-14,0.8,1.0,BUY,reentry_reclaim50_breakout20,27.9425,27.9425,27.9425,
+2017-06-12,1.0,0.6,SELL,gap_floor,36.355,39.025,27.9425,37.38875
+2017-06-19,0.6,0.39999999999999997,SELL,two_close_floor,36.585,39.025,27.9425,37.38875
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+2017-07-17,0.25,0.45,BUY,reentry_reclaim50_breakout20,37.39,37.39,37.39,37.38875
+2017-08-09,0.45,0.65,BUY,reentry_reclaim50_breakout20,40.265,40.265,40.265,38.25494328347369
+2017-08-29,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,40.7275,40.7275,40.7275,
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+2018-01-26,1.0,0.8,SELL,two_close_floor,42.8775,44.815,39.97,42.928937499999996
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+2018-03-09,0.25,0.45,BUY,reentry_reclaim50_breakout20,44.995,44.995,44.995,42.928937499999996
+2018-05-04,0.45,0.65,BUY,reentry_reclaim50_breakout20,45.9575,45.9575,45.9575,
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+2018-10-11,1.0,0.8,SELL,two_close_floor,53.6125,58.0175,47.7575,54.332437500000005
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+2018-11-05,0.6000000000000001,0.25,SELL,gap_floor,50.3975,58.0175,47.7575,54.332437500000005
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+2019-04-03,0.45,0.65,BUY,reentry_reclaim50_breakout20,48.8375,48.8375,48.8375,46.2177175815818
+2019-04-17,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,50.7825,50.7825,50.7825,
+2019-05-03,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,52.9375,52.9375,52.9375,
+2019-06-03,1.0,0.75,SELL,trend_crisis,43.325,52.9375,52.9375,
+2019-07-29,0.75,0.95,BUY,reentry_reclaim50_breakout20,52.42,52.42,52.42,
+2019-09-05,0.95,1.0,BUY,reentry_reclaim50_breakout20,53.32,53.32,53.32,
+2020-02-25,1.0,0.6,SELL,gap_floor,72.02,81.8,53.32,75.82843749999999
+2020-03-03,0.6,0.39999999999999997,SELL,two_close_floor,72.33,81.8,53.32,75.82843749999999
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+2020-06-01,0.25,0.45,BUY,reentry_reclaim50_breakout20,80.4625,80.4625,80.4625,76.87301057484513
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+2020-09-04,1.0,0.8,SELL,two_close_floor,120.96,134.18,106.26,123.13867951697571
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+2024-08-06,1.0,0.6,SELL,gap_floor,207.23,234.82,195.87,217.71278024430688
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+2025-04-04,0.45,0.25,SELL,trend_crisis,188.38,247.1,241.53,
+2025-07-22,0.25,0.45,BUY,reentry_reclaim50_breakout20,214.4,214.4,214.4,
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+2025-09-03,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,238.47,238.47,238.47,
+2025-09-19,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,245.5,245.5,245.5,
+2026-01-02,1.0,0.8,SELL,two_close_floor,271.01,286.19,245.5,272.6468725
+2026-01-09,0.8,0.4,SELL,gap_floor,259.37,286.19,245.5,272.6468725
+2026-01-16,0.4,0.25,SELL,gap_floor,255.53,286.19,245.5,272.6502240390205

research/original/results_us/AIG_v12_events.csv

@@ -0,0 +1,104 @@
+date,old_position,new_position,side,reason,price,peak,cycle_entry,floor
+2007-11-07,1.0,0.75,SELL,trend_crisis,1158.0,1453.0,1443.0,
+2007-11-15,0.75,0.5,SELL,trend_crisis,1139.0,1453.0,1443.0,
+2007-11-23,0.5,0.25,SELL,trend_crisis,1060.6,1453.0,1443.0,
+2007-12-03,0.25,0.2,SELL,trend_crisis,1138.0,1453.0,1443.0,
+2009-05-05,0.2,0.4,BUY,reentry_reclaim50_breakout20,34.6,34.6,34.6,
+2009-05-13,0.4,0.2,SELL,trend_crisis,32.0,40.2,34.6,
+2010-04-07,0.2,0.4,BUY,reentry_reclaim50_breakout20,39.69,39.69,39.69,48.1804
+2010-04-22,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,43.25,43.25,43.25,
+2010-05-26,0.6000000000000001,0.3500000000000001,SELL,trend_crisis,34.05,44.51,43.25,
+2010-06-04,0.3500000000000001,0.2,SELL,trend_crisis,34.75,44.51,43.25,
+2010-06-21,0.2,0.4,BUY,reentry_reclaim50_breakout20,38.76,38.76,38.76,
+2010-08-09,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,41.64,41.64,41.64,
+2010-09-28,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,37.32,37.32,37.32,
+2010-10-12,0.8,1.0,BUY,reentry_reclaim50_breakout20,41.78,41.78,41.78,
+2011-01-19,1.0,0.8,SELL,two_close_floor,51.02,61.18,41.78,54.35739232477202
+2011-01-26,0.8,0.4,SELL,gap_floor,41.61,61.18,41.78,56.6928
+2011-02-02,0.4,0.2,SELL,gap_floor,41.17,61.18,41.78,56.884
+2012-01-10,0.2,0.4,BUY,reentry_reclaim50_breakout20,25.07,25.07,25.07,59.99897558951441
+2012-02-01,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,26.6,26.6,26.6,
+2012-02-22,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,27.67,27.67,27.67,
+2012-03-30,0.8,1.0,BUY,reentry_reclaim50_breakout20,30.83,30.83,30.83,
+2012-07-06,1.0,0.8,SELL,two_close_floor,31.57,34.76,30.83,32.2547415286539
+2012-07-13,0.8,0.6000000000000001,SELL,two_close_floor,31.44,34.76,30.83,32.37545119769316
+2012-07-20,0.6000000000000001,0.20000000000000007,SELL,gap_floor,31.03,34.76,30.83,32.37545119769316
+2012-07-27,0.20000000000000007,0.2,SELL,two_close_floor,31.57,34.76,30.83,32.43066074388871
+2012-08-10,0.2,0.4,BUY,reentry_reclaim50_breakout20,32.6,32.6,32.6,32.43066074388871
+2012-09-05,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,34.81,34.81,34.81,
+2012-10-05,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,35.23,35.23,35.23,
+2013-01-02,0.8,1.0,BUY,reentry_reclaim50_breakout20,36.48,36.48,36.48,
+2013-10-09,1.0,0.8,SELL,two_close_floor,47.73,50.57,36.48,47.871500000000005
+2013-11-04,0.8,0.6000000000000001,SELL,two_close_floor,49.08,52.3,36.48,49.20832329264696
+2013-11-11,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,48.84,52.3,36.48,49.20832329264696
+2013-11-19,0.4000000000000001,0.20000000000000007,SELL,two_close_floor,48.78,52.3,36.48,49.20832329264696
+2013-12-04,0.20000000000000007,0.2,SELL,two_close_floor,48.94,52.3,36.48,49.43532204856729
+2013-12-19,0.2,0.4,BUY,reentry_reclaim50_breakout20,50.36,50.36,50.36,49.53254776833553
+2014-01-08,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,51.81,51.81,51.81,
+2014-04-23,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,51.64,51.64,51.64,
+2014-05-12,0.8,1.0,BUY,reentry_reclaim50_breakout20,53.38,53.38,53.38,
+2014-11-18,1.0,0.8,SELL,two_close_floor,53.89,56.33,53.38,54.265
+2014-12-19,0.8,1.0,BUY,reentry_reclaim50_breakout20,55.78,55.78,55.78,
+2015-08-21,1.0,0.6,SELL,gap_floor,59.73,64.54,55.78,61.54750000000001
+2015-08-28,0.6,0.39999999999999997,SELL,two_close_floor,61.0,64.54,55.78,61.54750000000001
+2015-09-04,0.39999999999999997,0.2,SELL,gap_floor,58.08,64.54,55.78,61.54750000000001
+2015-12-01,0.2,0.4,BUY,reentry_reclaim50_breakout20,64.12,64.12,64.12,61.54750000000001
+2016-02-11,0.4,0.2,SELL,trend_crisis,50.52,64.12,64.12,
+2016-04-26,0.2,0.4,BUY,reentry_reclaim50_breakout20,56.55,56.55,56.55,
+2016-05-18,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,56.71,56.71,56.71,
+2016-08-29,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,59.43,59.43,59.43,
+2016-10-05,0.8,1.0,BUY,reentry_reclaim50_breakout20,59.9,59.9,59.9,
+2017-02-15,1.0,0.6,SELL,gap_floor,60.85,67.2,59.9,64.372
+2017-02-23,0.6,0.39999999999999997,SELL,two_close_floor,64.02,67.2,59.9,64.372
+2017-03-03,0.39999999999999997,0.2,SELL,two_close_floor,64.22,67.2,59.9,64.372
+2017-06-14,0.2,0.4,BUY,reentry_reclaim50_breakout20,64.25,64.25,64.25,64.58725000000001
+2017-07-19,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,64.19,64.19,64.19,
+2017-08-02,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,65.9,65.9,65.9,
+2018-05-03,0.8,0.55,SELL,trend_crisis,51.94,66.06,65.9,
+2018-05-10,0.55,0.30000000000000004,SELL,trend_crisis,52.75,66.06,65.9,
+2018-05-29,0.30000000000000004,0.2,SELL,trend_crisis,52.18,66.06,65.9,
+2018-07-09,0.2,0.4,BUY,reentry_reclaim50_breakout20,55.56,55.56,55.56,
+2018-10-23,0.4,0.2,SELL,trend_crisis,44.18,55.56,55.56,
+2019-03-15,0.2,0.4,BUY,reentry_reclaim50_breakout20,44.04,44.04,44.04,
+2019-04-04,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,44.6,44.6,44.6,
+2019-04-29,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,46.99,46.99,46.99,
+2019-05-15,0.8,1.0,BUY,reentry_reclaim50_breakout20,51.85,51.85,51.85,48.606218702924764
+2019-08-05,1.0,0.6,SELL,gap_floor,52.81,57.39,51.85,54.671797871847346
+2019-09-03,0.6,0.2,SELL,gap_floor,52.4,57.39,51.85,54.671797871847346
+2019-09-18,0.2,0.4,BUY,reentry_reclaim50_breakout20,57.65,57.65,57.65,54.671797871847346
+2020-02-24,0.4,0.2,SELL,trend_crisis,45.7,57.89,57.65,
+2020-06-08,0.2,0.4,BUY,reentry_reclaim50_breakout20,39.44,39.44,39.44,
+2020-06-24,0.4,0.2,SELL,trend_crisis,30.3,39.44,39.44,
+2020-07-16,0.2,0.4,BUY,reentry_reclaim50_breakout20,32.56,32.56,32.56,
+2020-11-02,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,32.45,32.45,32.45,
+2020-11-16,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,38.49,38.49,38.49,
+2021-01-06,0.8,1.0,BUY,reentry_reclaim50_breakout20,40.21,40.21,40.21,
+2021-06-18,1.0,0.6,SELL,gap_floor,46.85,53.55,40.21,50.01318712756265
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+2021-07-02,0.39999999999999997,0.2,SELL,gap_floor,48.05,53.55,40.21,50.01318712756265
+2021-08-27,0.2,0.4,BUY,reentry_reclaim50_breakout20,55.01,55.01,55.01,50.645534601719184
+2021-09-27,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,57.03,57.03,57.03,
+2021-10-11,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,57.89,57.89,57.89,
+2021-11-01,0.8,1.0,BUY,reentry_reclaim50_breakout20,60.19,60.19,60.19,
+2022-06-16,1.0,0.75,SELL,trend_crisis,49.97,64.48,60.19,
+2022-06-29,0.75,0.5,SELL,trend_crisis,50.8,64.48,60.19,
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+2022-07-15,0.25,0.2,SELL,trend_crisis,50.08,64.48,60.19,
+2022-11-10,0.2,0.4,BUY,reentry_reclaim50_breakout20,60.59,60.59,60.59,
+2022-11-25,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,61.08,61.08,61.08,
+2022-12-12,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,63.51,63.51,63.51,
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+2023-03-13,1.0,0.75,SELL,trend_crisis,50.07,64.55,63.63,
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+2023-03-27,0.5,0.25,SELL,trend_crisis,47.46,64.55,63.63,
+2023-04-03,0.25,0.2,SELL,trend_crisis,50.42,64.55,63.63,
+2023-06-07,0.2,0.4,BUY,reentry_reclaim50_breakout20,56.73,56.73,56.73,
+2023-06-30,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,57.54,57.54,57.54,
+2023-07-17,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,59.1,59.1,59.1,
+2023-08-02,0.8,1.0,BUY,reentry_reclaim50_breakout20,61.27,61.27,61.27,
+2024-04-12,1.0,0.8,SELL,two_close_floor,73.68,78.34,61.27,74.58275
+2024-04-19,0.8,0.6000000000000001,SELL,two_close_floor,74.23,78.34,61.27,74.58275
+2024-05-03,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,78.48,78.48,78.48,74.58275
+2024-05-17,0.8,1.0,BUY,reentry_reclaim50_breakout20,80.54,80.54,80.54,
+2025-05-22,1.0,0.8,SELL,two_close_floor,82.02,87.72,80.54,82.95029100511286
+2025-06-06,0.8,1.0,BUY,reentry_reclaim50_breakout20,87.34,87.34,87.34,83.17775168591841

research/original/results_us/AMZN_v12_events.csv

@@ -0,0 +1,152 @@
+date,old_position,new_position,side,reason,price,peak,cycle_entry,floor
+2007-06-27,1.0,0.8,SELL,two_close_floor,3.407,3.6825,1.935,3.41627043088109
+2007-07-06,0.8,0.6000000000000001,SELL,two_close_floor,3.4485,3.6825,1.935,3.461161043607875
+2007-07-25,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,4.309,4.309,4.309,3.916198888146899
+2007-08-31,0.8,1.0,BUY,reentry_reclaim50_breakout20,3.9955,3.9955,3.9955,
+2007-10-19,1.0,0.8,SELL,two_close_floor,4.488,4.7925,3.9955,4.511668778816158
+2007-10-26,0.8,0.6000000000000001,SELL,two_close_floor,4.5,5.041,3.9955,4.6310004939452485
+2007-11-02,0.6000000000000001,0.25,SELL,gap_floor,4.299,5.041,3.9955,4.6310004939452485
+2007-11-28,0.25,0.45,BUY,reentry_reclaim50_breakout20,4.515,4.515,4.515,4.706972411103751
+2008-01-23,0.45,0.25,SELL,trend_crisis,3.6985,4.8125,4.515,
+2008-04-28,0.25,0.45,BUY,reentry_reclaim50_breakout20,4.0985,4.0985,4.0985,
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+2009-01-30,0.25,0.45,BUY,reentry_reclaim50_breakout20,2.941,2.941,2.941,
+2009-03-11,0.45,0.65,BUY,reentry_reclaim50_breakout20,3.427,3.427,3.427,
+2009-04-02,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,3.817,3.817,3.817,
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+2009-07-28,1.0,0.8,SELL,two_close_floor,4.249,4.6935,4.0305,4.287342965192754
+2009-08-06,0.8,0.6000000000000001,SELL,two_close_floor,4.2235,4.6935,4.0305,4.287342965192754
+2009-08-14,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,4.179,4.6935,4.0305,4.290742207154337
+2009-08-21,0.4000000000000001,0.25,SELL,two_close_floor,4.25,4.6935,4.0305,4.330379363561608
+2009-09-16,0.25,0.45,BUY,reentry_reclaim50_breakout20,4.535,4.535,4.535,4.4131374749221015
+2009-10-07,0.45,0.65,BUY,reentry_reclaim50_breakout20,4.6985,4.6985,4.6985,
+2009-10-23,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,5.9245,5.9245,5.9245,5.398402423404511
+2009-11-06,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,6.31,6.31,6.31,
+2009-12-15,1.0,0.8,SELL,two_close_floor,6.5115,7.1125,6.31,6.654439199760338
+2010-01-07,0.8,0.6000000000000001,SELL,two_close_floor,6.5,7.1125,6.31,6.675647153880997
+2010-01-14,0.6000000000000001,0.25,SELL,gap_floor,6.3675,7.1125,6.31,6.675647153880997
+2010-04-08,0.25,0.45,BUY,reentry_reclaim50_breakout20,7.048,7.048,7.048,6.71950816839822
+2010-04-22,0.45,0.65,BUY,reentry_reclaim50_breakout20,7.5045,7.5045,7.5045,
+2010-06-08,0.65,0.4,SELL,trend_crisis,5.942,7.5045,7.5045,
+2010-06-22,0.4,0.25,SELL,trend_crisis,6.1155,7.5045,7.5045,
+2010-09-01,0.25,0.45,BUY,reentry_reclaim50_breakout20,6.6245,6.6245,6.6245,
+2010-09-16,0.45,0.65,BUY,reentry_reclaim50_breakout20,7.4065,7.4065,7.4065,6.890099969403635
+2010-10-05,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,8.0435,8.0435,8.0435,
+2010-10-21,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,8.2485,8.2485,8.2485,
+2011-01-24,1.0,0.8,SELL,two_close_floor,8.8425,9.5625,8.2485,9.01649465772095
+2011-01-31,0.8,0.4,SELL,gap_floor,8.482,9.5625,8.2485,9.01649465772095
+2011-02-07,0.4,0.25,SELL,two_close_floor,8.8215,9.5625,8.2485,9.01649465772095
+2011-04-21,0.25,0.45,BUY,reentry_reclaim50_breakout20,9.2945,9.2945,9.2945,9.01649465772095
+2011-05-10,0.45,0.65,BUY,reentry_reclaim50_breakout20,10.197,10.197,10.197,
+2011-06-27,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,10.0625,10.0625,10.0625,
+2011-07-27,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,11.126,11.126,11.126,
+2011-08-18,1.0,0.75,SELL,trend_crisis,9.126,11.195,11.126,
+2011-09-06,0.75,0.95,BUY,reentry_reclaim50_breakout20,10.809,10.809,10.809,
+2011-10-14,0.95,1.0,BUY,reentry_reclaim50_breakout20,12.3355,12.3355,12.3355,
+2011-11-18,1.0,0.75,SELL,trend_crisis,9.857,12.3355,12.3355,
+2011-11-28,0.75,0.5,SELL,trend_crisis,9.7075,12.3355,12.3355,
+2011-12-05,0.5,0.25,SELL,trend_crisis,9.812,12.3355,12.3355,
+2012-03-20,0.25,0.45,BUY,reentry_reclaim50_breakout20,9.6165,9.6165,9.6165,
+2012-04-27,0.45,0.65,BUY,reentry_reclaim50_breakout20,11.3425,11.3425,11.3425,10.364499092756505
+2012-06-18,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,11.133,11.133,11.133,
+2012-07-02,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,11.466,11.466,11.466,
+2012-10-11,1.0,0.8,SELL,two_close_floor,12.211,13.084,11.466,12.294295216385272
+2012-10-19,0.8,0.6000000000000001,SELL,two_close_floor,12.0,13.084,11.466,12.294295216385272
+2012-10-26,0.6000000000000001,0.4000000000000001,SELL,two_close_floor,11.912,13.084,11.466,12.294295216385272
+2012-11-06,0.4000000000000001,0.25,SELL,two_close_floor,11.878,13.084,11.466,12.294295216385272
+2013-01-07,0.25,0.45,BUY,reentry_reclaim50_breakout20,13.423,13.423,13.423,12.430705218527525
+2013-01-24,0.45,0.65,BUY,reentry_reclaim50_breakout20,13.673,13.673,13.673,
+2013-03-04,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,13.6555,13.6555,13.6555,
+2013-06-07,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,13.8435,13.8435,13.8435,
+2013-08-16,1.0,0.8,SELL,two_close_floor,14.241,15.6005,13.8435,14.55418647653351
+2013-08-23,0.8,0.6000000000000001,SELL,two_close_floor,14.5005,15.6005,13.8435,14.694262499999999
+2013-08-30,0.6000000000000001,0.25,SELL,gap_floor,14.049,15.6005,13.8435,14.770195702898508
+2013-09-17,0.25,0.45,BUY,reentry_reclaim50_breakout20,15.2085,15.2085,15.2085,14.770195702898508
+2013-10-01,0.45,0.65,BUY,reentry_reclaim50_breakout20,16.0475,16.0475,16.0475,
+2013-10-18,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,16.4465,16.4465,16.4465,
+2013-11-14,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,18.37,18.37,18.37,
+2014-03-03,1.0,0.6,SELL,gap_floor,17.989,20.3525,18.37,19.12069479217412
+2014-03-10,0.6,0.25,SELL,gap_floor,18.5265,20.3525,18.37,19.12069479217412
+2014-07-03,0.25,0.45,BUY,reentry_reclaim50_breakout20,16.8745,16.8745,16.8745,19.65306324560632
+2014-07-18,0.45,0.65,BUY,reentry_reclaim50_breakout20,17.933,17.933,17.933,
+2014-08-26,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,17.0915,17.0915,17.0915,
+2015-02-04,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,18.2375,18.2375,18.2375,
+2015-08-24,1.0,0.6,SELL,gap_floor,23.1685,26.8505,18.2375,25.04004051205371
+2015-09-17,0.6,0.8,BUY,reentry_reclaim50_breakout20,26.9435,26.9435,26.9435,25.04004051205371
+2015-10-12,0.8,1.0,BUY,reentry_reclaim50_breakout20,27.5095,27.5095,27.5095,
+2016-01-05,1.0,0.8,SELL,two_close_floor,31.6895,34.6985,27.5095,32.20818475574329
+2016-01-12,0.8,0.4,SELL,gap_floor,30.8945,34.6985,27.5095,32.20818475574329
+2016-01-20,0.4,0.25,SELL,gap_floor,28.5885,34.6985,27.5095,32.309646100322624
+2016-04-15,0.25,0.45,BUY,reentry_reclaim50_breakout20,31.2945,31.2945,31.2945,33.090952185475516
+2016-04-29,0.45,0.65,BUY,reentry_reclaim50_breakout20,32.9795,32.9795,32.9795,
+2016-05-31,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,36.1395,36.1395,36.1395,34.01126374484231
+2016-07-05,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,36.405,36.405,36.405,
+2016-09-14,1.0,0.8,SELL,two_close_floor,38.0545,39.4435,36.405,38.2604125
+2016-09-28,0.8,1.0,BUY,reentry_reclaim50_breakout20,41.436,41.436,41.436,39.4776625
+2017-07-03,1.0,0.8,SELL,two_close_floor,47.683,50.567,41.436,48.4870375
+2017-07-18,0.8,1.0,BUY,reentry_reclaim50_breakout20,51.2225,51.2225,51.2225,48.4870375
+2018-02-09,1.0,0.8,SELL,two_close_floor,66.98,72.5445,51.2225,67.62551249999999
+2018-02-26,0.8,1.0,BUY,reentry_reclaim50_breakout20,76.0975,76.0975,76.0975,67.62551249999999
+2018-09-24,1.0,0.8,SELL,two_close_floor,96.718,101.9755,76.0975,96.75892499999999
+2018-10-05,0.8,0.6000000000000001,SELL,two_close_floor,94.4825,101.9755,76.0975,96.75892499999999
+2018-10-12,0.6000000000000001,0.25,SELL,gap_floor,89.4305,101.9755,76.0975,96.75892499999999
+2019-03-04,0.25,0.45,BUY,reentry_reclaim50_breakout20,84.8085,84.8085,84.8085,98.22593100478043
+2019-03-18,0.45,0.65,BUY,reentry_reclaim50_breakout20,87.1075,87.1075,87.1075,
+2019-04-03,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,91.035,91.035,91.035,
+2019-04-17,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,93.241,93.241,93.241,
+2019-07-30,1.0,0.8,SELL,two_close_floor,94.9265,101.0495,93.241,96.45629547372694
+2019-08-06,0.8,0.4,SELL,gap_floor,89.3915,101.0495,93.241,96.45629547372694
+2019-08-29,0.4,0.25,SELL,gap_floor,89.32,101.0495,93.241,96.45629547372694
+2019-12-26,0.25,0.45,BUY,reentry_reclaim50_breakout20,93.4385,93.4385,93.4385,97.74214533791607
+2020-01-31,0.45,0.65,BUY,reentry_reclaim50_breakout20,100.436,100.436,100.436,
+2020-02-19,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,108.511,108.511,108.511,
+2020-03-12,0.8500000000000001,0.6000000000000001,SELL,trend_crisis,83.8305,108.511,108.511,
+2020-04-07,0.6000000000000001,0.8,BUY,reentry_reclaim50_breakout20,100.58,100.58,100.58,
+2020-04-24,0.8,1.0,BUY,reentry_reclaim50_breakout20,120.511,120.511,120.511,109.23824003103172
+2020-09-09,1.0,0.8,SELL,two_close_floor,163.4305,176.5725,120.511,163.678973350528
+2020-09-16,0.8,0.4,SELL,gap_floor,153.905,176.5725,120.511,163.678973350528
+2020-09-23,0.4,0.25,SELL,gap_floor,149.993,176.5725,120.511,163.678973350528
+2020-10-09,0.25,0.45,BUY,reentry_reclaim50_breakout20,164.3325,164.3325,164.3325,163.678973350528
+2020-12-16,0.45,0.65,BUY,reentry_reclaim50_breakout20,162.048,162.048,162.048,
+2021-01-26,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,166.3065,166.3065,166.3065,
+2021-04-26,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,170.45,170.45,170.45,
+2021-08-05,1.0,0.6,SELL,gap_floor,168.7995,186.5705,170.45,175.82526591632288
+2021-08-12,0.6,0.25,SELL,gap_floor,165.175,186.5705,170.45,176.1815759912832
+2021-08-31,0.25,0.45,BUY,reentry_reclaim50_breakout20,173.5395,173.5395,173.5395,178.35772893212402
+2021-11-04,0.45,0.65,BUY,reentry_reclaim50_breakout20,173.85,173.85,173.85,
+2021-11-18,0.65,0.8500000000000001,BUY,reentry_reclaim50_breakout20,184.803,184.803,184.803,
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+2022-08-03,0.25,0.45,BUY,reentry_reclaim50_breakout20,139.52,139.52,139.52,
+2022-09-21,0.45,0.25,SELL,trend_crisis,118.54,144.78,139.52,
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+2023-09-21,1.0,0.6,SELL,gap_floor,129.33,144.85,110.19,134.76960112861923
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+2023-11-20,0.25,0.45,BUY,reentry_reclaim50_breakout20,146.13,146.13,146.13,135.22316374623898
+2023-12-13,0.45,0.65,BUY,reentry_reclaim50_breakout20,148.84,148.84,148.84,
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+2025-06-27,0.45,0.65,BUY,reentry_reclaim50_breakout20,223.3,223.3,223.3,
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+2025-07-28,0.8500000000000001,1.0,BUY,reentry_reclaim50_breakout20,232.79,232.79,232.79,
+2025-12-17,1.0,0.6,SELL,gap_floor,221.27,254.0,232.79,241.1820653060394
+2025-12-24,0.6,0.25,SELL,gap_floor,232.38,254.0,232.79,241.1820653060394
+2026-01-09,0.25,0.45,BUY,reentry_reclaim50_breakout20,247.38,247.38,247.38,241.74656339882227
+2026-02-12,0.45,0.25,SELL,trend_crisis,199.6,247.38,247.38,

research/original/results_us/NVDA_v12_events.csv

@@ -0,0 +1,150 @@
+date,old_position,new_position,side,reason,price,peak,cycle_entry,floor
+2007-10-26,1.0,0.8,SELL,two_close_floor,0.86,0.9885,0.6013,0.8910205320698302
+2007-11-09,0.8,0.6000000000000001,SELL,two_close_floor,0.834,0.9885,0.6013,0.8910205320698302
+2007-11-16,0.6000000000000001,0.20000000000000007,SELL,gap_floor,0.8113,0.9885,0.6013,0.8969296271330517
+2007-11-26,0.20000000000000007,0.2,SELL,gap_floor,0.738,0.9885,0.6013,0.913908
+2008-05-30,0.2,0.4,BUY,reentry_reclaim50_breakout20,0.6175,0.6175,0.6175,0.9536760000000001
+2008-06-23,0.4,0.2,SELL,trend_crisis,0.4838,0.6213,0.6175,
+2009-02-05,0.2,0.4,BUY,reentry_reclaim50_breakout20,0.234,0.234,0.234,
+2009-02-19,0.4,0.2,SELL,trend_crisis,0.1855,0.2468,0.234,
+2009-03-12,0.2,0.4,BUY,reentry_reclaim50_breakout20,0.2462,0.2462,0.2462,
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research/original/results_us/SPY_v12_events.csv

@@ -0,0 +1,126 @@
+date,old_position,new_position,side,reason,price,peak,cycle_entry,floor
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+2012-05-14,0.4000000000000001,0.35,SELL,gap_floor,134.11,141.84,130.77,137.370325
+2012-08-03,0.35,0.55,BUY,reentry_reclaim50_breakout20,140.49,140.49,140.49,137.370325
+2012-08-17,0.55,0.75,BUY,reentry_reclaim50_breakout20,142.18,142.18,142.18,
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+2013-06-21,1.0,0.6,SELL,gap_floor,159.07,167.17,148.0,162.72643499999998
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+2014-01-27,1.0,0.6,SELL,gap_floor,178.01,184.69,170.31,180.39693499999998
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+2014-08-01,1.0,0.8,SELL,two_close_floor,192.5,198.65,191.52,194.178325
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+2016-05-05,1.0,0.6,SELL,gap_floor,204.97,213.5,206.12,208.334
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+2019-08-02,1.0,0.8,SELL,two_close_floor,292.62,302.01,288.97,294.94
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+2020-03-09,1.0,0.75,SELL,trend_crisis,274.23,338.34,338.34,
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research/original/results_us/TSLA_v12_events.csv

@@ -0,0 +1,135 @@
+date,old_position,new_position,side,reason,price,peak,cycle_entry,floor
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+2010-12-27,0.8,0.4,SELL,gap_floor,1.703266666666667,2.36466666666667,1.592666666666667,2.1584325333333365
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+2014-01-30,0.2,0.4,BUY,reentry_reclaim50_breakout20,12.18933333333333,12.18933333333333,12.18933333333333,12.261251200000002
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+2015-05-11,0.4,0.6000000000000001,BUY,reentry_reclaim50_breakout20,15.966,15.966,15.966,
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research/original/results_us/asset_comparison_wide.csv

@@ -0,0 +1,10 @@
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research/original/results_us/asset_metrics.csv

@@ -0,0 +1,36 @@
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research/original/results_us/data_quality.csv

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research/original/results_us/opportunity_cost_protection.csv

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research/original/results_us/period_median_metrics_core_six.csv

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research/original/results_us/period_metrics.csv

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research/original/results_us/portfolio_metrics.csv

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research/original/results_us/portfolio_period_metrics.csv

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research/original/results_us/sell_event_stats.csv

@@ -0,0 +1,15 @@
+symbol,strategy,sell_events,buy_events,median_gain_capture,median_63d_post_sell_return,false_exit_rate_63d
+SPY,kartsell_v11_original,378,739,0.774573348397455,0.046303514651337974,0.13829787234042554
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+AAPL,kartsell_v12_candidate,63,78,0.40554861324408475,0.06621737863809951,0.36666666666666664
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+TSLA,kartsell_v12_candidate,65,69,0.23575129533678682,0.0024343909837077904,0.375
+AIG,kartsell_v11_original,557,1164,-138.752,0.02146946564885499,0.23774954627949182
+AIG,kartsell_v12_candidate,49,54,0.11470748232035993,0.01798901723158486,0.2653061224489796
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+AAMRQ,kartsell_v12_candidate,10,11,0.44307757928542757,-0.09211386996092352,0.3

research/original/results_us/v11_v12_asset_deltas.csv

@@ -0,0 +1,8 @@
+symbol,asset_class,v11_cagr,v12_cagr,cagr_delta_pp,v11_mdd,v12_mdd,mdd_improvement_pp,v11_calmar,v12_calmar,v11_turnover,v12_turnover,turnover_reduction_pct
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