diff --git a/.jules/bolt.md b/.jules/bolt.md
new file mode 100644
index 0000000..6162328
--- /dev/null
+++ b/.jules/bolt.md
@@ -0,0 +1,3 @@
+## 2024-06-14 - Time-Series Lookup Bottleneck
+**Learning:** Found a performance bottleneck specific to this codebase's architecture where backtesting runs `vnindex` and `bars` array lookups per interval using `O(n)` array filtering inside a loop. Since time-series market data is chronologically sorted, `O(n)` filter scans are incredibly inefficient.
+**Action:** Implemented a binary search utility (`findLastBarIndex`) in `dnsePublic.ts` and replaced the `filter` calls in the critical loop to enable `O(log n)` lookups, drastically reducing time-complexity for data retrieval during backtests.
diff --git a/src/agent/backtestRunner.ts b/src/agent/backtestRunner.ts
index e91de2c..7089a7b 100644
--- a/src/agent/backtestRunner.ts
+++ b/src/agent/backtestRunner.ts
@@ -2,7 +2,7 @@ import { randomUUID } from "node:crypto";
 import { loadConfig } from "../config/loader.js";
 import { getDb } from "../storage/db.js";
 import { getBacktestBroker } from "../broker/index.js";
-import { getStockOhlcv, getIndexOhlcv, type Bar } from "../data/sources/dnsePublic.js";
+import { getStockOhlcv, getIndexOhlcv, findLastBarIndex, type Bar } from "../data/sources/dnsePublic.js";
 import { DISCOVERY_UNIVERSE, discoverTickers } from "../tools/discover.js";
 import { setActiveAsOf } from "./clock.js";
 import { runTeamAnalysis } from "./team/index.js";
@@ -298,8 +298,8 @@ export async function runBacktestSession(
   );
 
   const vnindexAt = (asOf: number): number | null => {
-    const series = vnindex.filter((b) => b.time <= asOf);
-    return series.length ? series[series.length - 1]!.close : null;
+    const idx = findLastBarIndex(vnindex, asOf);
+    return idx === -1 ? null : vnindex[idx]!.close;
   };
   const vnindexBaseline = vnindexAt(intervalTurns[0]!);
   if (vnindexBaseline == null) throw new Error(`no VNINDEX data at first ${interval.label} turn`);
@@ -312,8 +312,10 @@ export async function runBacktestSession(
       throwIfAborted(cb.signal);
       const dateIso = ictLabel(asOf);
       const priceOverride = (sym: string): number | null => {
-        const series = bars[sym]?.filter((b) => b.time <= asOf) ?? [];
-        return series.length ? series[series.length - 1]!.close : null;
+        const symBars = bars[sym];
+        if (!symBars || symBars.length === 0) return null;
+        const idx = findLastBarIndex(symBars, asOf);
+        return idx === -1 ? null : symBars[idx]!.close;
       };
       broker.setPriceOverride(priceOverride);
       cb.onTurnStart?.({ asOf, dateIso });
diff --git a/src/data/sources/dnsePublic.ts b/src/data/sources/dnsePublic.ts
index 151733c..a0f5a3b 100644
--- a/src/data/sources/dnsePublic.ts
+++ b/src/data/sources/dnsePublic.ts
@@ -45,6 +45,27 @@ async function fetchOhlcs(
   return (await body.json()) as OhlcvSeries;
 }
 
+/**
+ * Uses binary search to find the last index where bar.time <= asOf.
+ * Time series market data arrays are chronologically sorted.
+ * @returns The index of the bar, or -1 if no such bar exists.
+ */
+export function findLastBarIndex(bars: Bar[], asOf: number): number {
+  let l = 0;
+  let r = bars.length - 1;
+  let ans = -1;
+  while (l <= r) {
+    const m = Math.floor((l + r) / 2);
+    if (bars[m]!.time <= asOf) {
+      ans = m;
+      l = m + 1;
+    } else {
+      r = m - 1;
+    }
+  }
+  return ans;
+}
+
 export function seriesToBars(s: OhlcvSeries): Bar[] {
   const out: Bar[] = [];
   for (let i = 0; i < s.t.length; i++) {
@@ -68,7 +89,11 @@ function clipBars(bars: Bar[]): Bar[] {
     asOfClock.getStore()?.asOfSec != null || isAsOfOverridden();
   if (!hasOverride) return bars;
   const asOf = nowSec();
-  return bars.filter((b) => b.time <= asOf);
+
+  // Use O(log n) binary search instead of O(n) array filter
+  const idx = findLastBarIndex(bars, asOf);
+  if (idx === -1) return [];
+  return bars.slice(0, idx + 1);
 }
 
 export async function getStockOhlcv(