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I could imagine that a Python script or VBScript or any scripting language could have a packed binary embedded in it which could be loaded into virtual allocated memory and executed with packed contents.
It's not an executable file, but it doesn't need code signing and certain scripts would basically be runnable through default shell open actions on many systems. There is also the issue of how to embed the binary data. Obviously base64 or the like would work but it increases the size. Not to mention resolving relocations and imports and such manually is a bit of work. But any script language that can invoke the Windows API is technically sufficient.
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