Notes

Frozen final1976–81. Columns[symbol,entrydate,exitdate,netretdecimal,entry,priorADR]. 6bp/sidebase; stress16bp return=(1+base)*0.9980019970039945-1. Eras2017–19train/2020–25holdout/2026separate; correlationspreserved. [["EWP","2019-11-01","2019-11-04",0.009534683071868333,23.03,0.1650000000000004],["EWI","2017-04-03","2017-04-03",-0.009611925918037167,18.64,0.1570000000000004],["EWI","2017-05-01","2017-05-04",0.0085242468831348,19.26,0.15],["EWI","2017-06-01","2017-06-02",0.008820692381719786,20.31,0.16300000000000026],["EWI","2017-07-03","2017-07-10",0.012746740314485194,20.68,0.19249999999999973],["EWI","2017-08-01","2017-08-03",0.008833921427167102,22.1,0.14799999999999985],["EWI","2017-09-01","2017-09-05",-0.008130459742897833,22.48,0.1559999999999997],["EWI","2017-10-02","2017-10-04",-0.00813840825459633,23.03,0.13450000000000023],["EWI","2017-12-01","2017-12-06",0.0017370797955891248,22.79,0.14399999999999924],["EWI","2018-02-01","2018-02-02",-0.0006836167754994404,25.18,0.1860000000000001],["EWI","2018-04-02","2018-04-02",-0.012111251398307377,23.89,0.26099999999999995],["EWI","2019-11-01","2019-11-04",0.008490417198280253,23.27,0.15050000000000044],["EWI","2019-12-02","2019-12-02",-0.006421767794705158,22.95,0.12000000000000029],["EWD","2017-02-01","2017-02-02",0.006893371860311248,22.37,0.14499999999999993],["EWD","2017-04-03","2017-04-03",-0.008355322113051122,22.96,0.1645000000000003],["EWD","2017-05-01","2017-05-04",0.007457267342670049,24.23,0.16800000000000015],["EWD","2017-06-01","2017-06-02",0.008318844700639039,24.87,0.15799999999999947],["EWD","2017-07-03","2017-07-10",0.007338153559318661,25.27,0.18199999999999966],["EWD","2017-08-01","2017-08-01",-0.008530283711996267,25.75,0.18900000000000022],["EWD","2017-09-01","2017-09-05",-0.007600370434094783,25.98,0.1665000000000001]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen final1976–81. Columns[symbol,entrydate,exitdate,netretdecimal,entry,priorADR]. 6bp/sidebase; stress16bp return=(1+base)*0.9980019970039945-1. Eras2017–19train/2020–25holdout/2026separate; correlationspreserved. [["EWL","2017-07-03","2017-07-05",-0.010589120006200159,28.72,0.1814999999999994],["EWL","2017-08-01","2017-08-07",-0.0015429833035498497,29.06,0.16149999999999984],["EWL","2017-10-02","2017-10-05",0.0014645286367389598,29.34,0.15649999999999978],["EWL","2017-12-01","2017-12-01",0.006483802086865831,29.25,0.15000000000000072],["EWL","2018-01-02","2018-01-04",0.005264975290995455,29.84,0.1545000000000007],["EWL","2018-02-01","2018-02-02",-0.009870540638681202,31.1,0.18650000000000003],["EWL","2018-08-01","2018-08-06",-0.007938826388197207,29.64,0.14900000000000002],["EWL","2019-04-01","2019-04-05",0.0010915469667840405,30.52,0.19549999999999965],["EWL","2019-05-01","2019-05-01",-0.005597727771011085,31.11,0.1370000000000003],["EWL","2019-07-01","2019-07-01",-0.006567872153597887,32.93,0.17700000000000066],["EWL","2019-09-03","2019-09-04",0.00921448289159188,32.55,0.2715000000000002],["EWL","2019-11-01","2019-11-05",0.00032949623986322507,33.81,0.17350000000000101],["EWL","2019-12-02","2019-12-02",-0.004795785020679677,34.02,0.1225000000000005],["EWP","2017-02-01","2017-02-02",0.008717454135322544,20.32,0.13450000000000042],["EWP","2017-04-03","2017-04-03",-0.008967730413365183,22.5,0.17500000000000035],["EWP","2017-05-01","2017-05-01",0.008854270478805715,23.62,0.15850000000000009],["EWP","2017-06-01","2017-06-02",0.010316019187007308,24.72,0.19000000000000003],["EWP","2017-08-01","2017-08-07",0.005275143797603743,25.84,0.1649999999999995],["EWP","2017-10-02","2017-10-02",0.008008730319283064,24.65,0.15149999999999988],["EWP","2018-02-01","2018-02-01",0.00828895763130233,27.08,0.17149999999999982]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen final1976–81. Columns[symbol,entrydate,exitdate,netretdecimal,entry,priorADR]. 6bp/sidebase; stress16bp return=(1+base)*0.9980019970039945-1. Eras2017–19train/2020–25holdout/2026separate; correlationspreserved. [["EWT","2019-12-02","2019-12-02",-0.005777758246841791,25.96,0.11899999999999995],["EWY","2017-02-01","2017-02-02",0.007340115974411088,48.54,0.33199999999999896],["EWY","2017-03-01","2017-03-02",0.0017922376759733627,49.08,0.29399999999999976],["EWY","2017-04-03","2017-04-04",-0.010256512442529342,51.83,0.3825000000000003],["EWY","2017-05-01","2017-05-02",0.006252844374547983,52.02,0.31050000000000005],["EWY","2017-06-01","2017-06-02",0.009902916286481434,56.61,0.4195000000000004],["EWY","2017-07-03","2017-07-05",-0.008764619625646008,56.77,0.3980000000000004],["EWY","2017-08-01","2017-08-03",-0.019547720194885376,58.79,0.34499999999999886],["EWY","2017-10-02","2017-10-03",0.006667158922686989,57.93,0.3649999999999995],["EWY","2017-11-01","2017-11-02",-0.006988069003743047,63.84,0.35599999999999987],["EWY","2017-12-01","2017-12-04",0.00810616781440876,62.63,0.3890000000000004],["EWY","2018-01-02","2018-01-03",0.005515764306962545,65.26,0.35100000000000053],["EWY","2018-02-01","2018-02-02",-0.03450259384027621,66.88,0.49849999999999994],["EWY","2018-04-02","2018-04-02",-0.0140111220633784,64.94,0.8330000000000034],["EWY","2018-10-01","2018-10-02",-0.021714453869522754,58.91,0.46549999999999975],["EWL","2017-02-01","2017-02-01",-0.006928161081705242,25.28,0.14500000000000063],["EWL","2017-03-01","2017-03-01",0.006306442128340306,25.45,0.12750000000000056],["EWL","2017-04-03","2017-04-03",-0.006684684781669836,26.22,0.14400000000000013],["EWL","2017-05-01","2017-05-02",0.004658788365009547,27.28,0.12799999999999995],["EWL","2017-06-01","2017-06-02",0.005930649669193766,28.63,0.16350000000000015]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen final1976–81. Columns[symbol,entrydate,exitdate,netretdecimal,entry,priorADR]. 6bp/sidebase; stress16bp return=(1+base)*0.9980019970039945-1. Eras2017–19train/2020–25holdout/2026separate; correlationspreserved. [["EWS","2017-12-01","2017-12-01",-0.005830590971206084,17.9,0.08300000000000037],["EWS","2018-01-02","2018-01-03",0.005979941668231348,18.26,0.08750000000000017],["EWS","2018-02-01","2018-02-02",-0.0014090023076925862,19.05,0.11199999999999974],["EWS","2018-05-01","2018-05-01",-0.008678599333146853,19.23,0.14399999999999996],["EWS","2018-10-01","2018-10-02",-0.007241119909013993,17.11,0.10349999999999966],["EWS","2019-07-01","2019-07-01",-0.006342968001505578,18.35,0.0944999999999995],["EWT","2017-02-01","2017-02-02",-0.013448241675377615,19.57,0.12750000000000022],["EWT","2017-03-01","2017-03-02",-0.0013490256071392315,20.01,0.11400000000000059],["EWT","2017-04-03","2017-04-05",0.009009121745628734,20.62,0.14049999999999976],["EWT","2017-05-01","2017-05-02",0.007306727665097323,20.96,0.11899999999999995],["EWT","2017-06-01","2017-06-02",0.0047543003552839025,21.39,0.10199999999999995],["EWT","2017-07-03","2017-07-06",-0.011561218374270266,22.17,0.13799999999999973],["EWT","2017-08-01","2017-08-02",0.006918725477147447,22.7,0.1230000000000004],["EWT","2017-09-01","2017-09-05",-0.0066909681773283936,23.28,0.1279999999999996],["EWT","2017-11-01","2017-11-01",-0.005549236994294771,23.65,0.10299999999999976],["EWT","2018-01-02","2018-01-03",0.007626882799709023,23.34,0.13749999999999982],["EWT","2018-02-01","2018-02-02",-0.008519481085699998,24.56,0.15399999999999991],["EWT","2018-04-02","2018-04-02",-0.01255210842721377,24.15,0.27449999999999974],["EWT","2018-08-01","2018-08-02",-0.019442215890135728,24.09,0.16649999999999993],["EWT","2019-11-01","2019-11-04",0.007486788143241885,25.7,0.14899999999999985]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen final1976–81. Columns[symbol,entrydate,exitdate,netretdecimal,entry,priorADR]. 6bp/sidebase; stress16bp return=(1+base)*0.9980019970039945-1. Eras2017–19train/2020–25holdout/2026separate; correlationspreserved. [["EWH","2017-07-03","2017-07-05",-0.012342682411117245,17.03,0.07299999999999969],["EWH","2017-08-01","2017-08-04",0.0009756625687511455,17.91,0.07800000000000029],["EWH","2017-09-01","2017-09-05",0.00003192827149622879,18.05,0.09450000000000021],["EWH","2017-10-02","2017-10-04",0.00589054468094985,18.05,0.10249999999999951],["EWH","2017-11-01","2017-11-06",0.0007489298230665131,18.2,0.09099999999999983],["EWH","2017-12-01","2017-12-01",-0.00631378271628924,18.65,0.09549999999999911],["EWH","2018-01-02","2018-01-03",0.0068212347624156955,19.24,0.10300000000000029],["EWH","2018-02-01","2018-02-02",-0.008762132867735084,19.81,0.11949999999999986],["EWH","2018-06-01","2018-06-04",0.008127490902407386,19.41,0.1450000000000003],["EWH","2019-03-01","2019-03-04",-0.008087561196834625,20.01,0.13799999999999937],["EWH","2019-04-01","2019-04-03",0.006911418902540323,20.55,0.13349999999999884],["EWH","2019-05-01","2019-05-01",-0.006017197653074957,20.42,0.09850000000000048],["EWS","2017-02-01","2017-02-07",-0.003250205874129275,14.61,0.07849999999999983],["EWS","2017-03-01","2017-03-02",-0.0008638872490362992,14.89,0.06999999999999992],["EWS","2017-04-03","2017-04-05",-0.006918852555547583,15.28,0.08750000000000036],["EWS","2017-05-01","2017-05-02",0.005270224289415371,15.4,0.06649999999999974],["EWS","2017-06-01","2017-06-02",0.004372282410525674,15.91,0.07099999999999991],["EWS","2017-07-03","2017-07-03",0.006111333260446772,15.78,0.07699999999999996],["EWS","2017-08-01","2017-08-04",-0.007095388516016987,16.94,0.07349999999999976],["EWS","2017-11-01","2017-11-03",-0.006406162003514737,17.36,0.09049999999999958]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen final1976–81. Columns[symbol,entrydate,exitdate,netretdecimal,entry,priorADR]. 6bp/sidebase; stress16bp return=(1+base)*0.9980019970039945-1. Eras2017–19train/2020–25holdout/2026separate; correlationspreserved. [["EWC","2019-05-01","2019-05-01",-0.007057826344377127,24.55,0.14399999999999996],["EWC","2019-12-02","2019-12-02",-0.00641718666538682,25.65,0.13399999999999998],["EWA","2017-02-01","2017-02-02",0.008454875446785026,14.51,0.09350000000000014],["EWA","2017-03-01","2017-03-01",0.008402008254786875,14.98,0.09600000000000017],["EWA","2017-04-03","2017-04-03",-0.008757067943689134,15.33,0.11599999999999984],["EWA","2017-08-01","2017-08-02",-0.009391336747312073,15.85,0.09750000000000006],["EWA","2017-11-01","2017-11-03",0.0011136324477420967,15.87,0.07349999999999994],["EWA","2017-12-01","2017-12-05",-0.006275256251236261,15.84,0.08049999999999988],["EWA","2018-01-02","2018-01-03",0.004990385514637818,16.54,0.08200000000000011],["EWA","2018-02-01","2018-02-02",-0.00843482668490847,16.91,0.12249999999999997],["EWA","2018-07-02","2018-07-03",0.01041828382981791,16.12,0.125],["EWA","2018-08-01","2018-08-02",-0.012665874736124016,16.55,0.10950000000000024],["EWA","2019-04-01","2019-04-05",-0.009140815145614822,16.35,0.19000000000000003],["EWA","2019-05-01","2019-05-01",-0.006208463312197154,16.45,0.08249999999999975],["EWA","2019-07-01","2019-07-01",-0.006840921324179461,17.35,0.09800000000000039],["EWA","2019-12-02","2019-12-02",-0.005643459272611118,17.53,0.07800000000000011],["EWH","2017-03-01","2017-03-02",-0.0026475095860599707,15.69,0.07450000000000001],["EWH","2017-04-03","2017-04-04",0.0015422811792566993,16.03,0.08799999999999981],["EWH","2017-05-01","2017-05-04",0.0011838763604310465,16.45,0.0785000000000002],["EWH","2017-06-01","2017-06-05",0.0011157242115820143,17.15,0.07949999999999999]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen final1976–81. Columns[symbol,entrydate,exitdate,netretdecimal,entry,priorADR]. 6bp/sidebase; stress16bp return=(1+base)*0.9980019970039945-1. Eras2017–19train/2020–25holdout/2026separate; correlationspreserved. [["EWU","2017-08-01","2017-08-07",-0.00037924694026258976,24.36,0.13249999999999976],["EWU","2017-10-02","2017-10-04",0.005564492322207126,24.55,0.133],["EWU","2017-11-01","2017-11-01",-0.0057173777163310735,24.87,0.11249999999999982],["EWU","2017-12-01","2017-12-05",-0.0062457674354150505,24.74,0.12500000000000036],["EWU","2018-01-02","2018-01-05",0.004947185595129744,26,0.12799999999999995],["EWU","2018-02-01","2018-02-02",-0.0072078079392911,26.68,0.16050000000000023],["EWU","2019-11-01","2019-11-07",0.0053103360457325,25.24,0.18899999999999953],["EWU","2019-12-02","2019-12-02",-0.0060264901366169354,25.45,0.12300000000000004],["EWC","2017-02-01","2017-02-06",0.0036937209063658827,22.25,0.21799999999999997],["EWC","2017-04-03","2017-04-03",-0.01187158388689602,22.04,0.23549999999999988],["EWC","2017-07-03","2017-07-05",-0.012103413507798089,22.35,0.24399999999999994],["EWC","2017-08-01","2017-08-01",-0.010630479906763246,23.14,0.21849999999999953],["EWC","2017-10-02","2017-10-06",0.0027971746597126312,23.93,0.19149999999999992],["EWC","2017-12-01","2017-12-04",0.006690874011867187,24.21,0.15299999999999994],["EWC","2018-01-02","2018-01-02",-0.007982984819946637,25.03,0.16999999999999993],["EWC","2018-02-01","2018-02-02",-0.01318488900735093,25,0.20150000000000007],["EWC","2018-06-01","2018-06-04",-0.009784013829773897,24.2,0.20800000000000002],["EWC","2018-08-01","2018-08-02",-0.00906114763072341,24.71,0.19449999999999984],["EWC","2018-10-01","2018-10-02",-0.009058895632001907,24.59,0.1935000000000004],["EWC","2019-03-01","2019-03-04",-0.010903466218597169,23.93,0.2325000000000001]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen final1976–81. Columns[symbol,entrydate,exitdate,netretdecimal,entry,priorADR]. 6bp/sidebase; stress16bp return=(1+base)*0.9980019970039945-1. Eras2017–19train/2020–25holdout/2026separate; correlationspreserved. [["EWJ","2018-10-01","2018-10-02",-0.00025296595684953793,51.19,0.25700000000000073],["EWJ","2019-11-01","2019-11-05",0.00541043027278576,51,0.270000000000001],["EWJ","2019-12-02","2019-12-02",-0.005193703850622233,51.26,0.20499999999999935],["EWG","2017-02-01","2017-02-01",-0.007078615803430721,21.83,0.1285000000000002],["EWG","2017-03-01","2017-03-02",0.0019490636050873977,21.89,0.13799999999999954],["EWG","2017-04-03","2017-04-03",-0.00795626188185794,22.69,0.15350000000000003],["EWG","2017-05-01","2017-05-04",0.0073682385561206765,23.52,0.1344999999999999],["EWG","2017-06-01","2017-06-02",0.00767486817880525,24.48,0.1449999999999994],["EWG","2017-08-01","2017-08-07",-0.0003967084797851239,24.89,0.14500000000000046],["EWG","2017-10-02","2017-10-04",0.005538966580189486,25.94,0.13999999999999985],["EWG","2017-11-01","2017-11-07",-0.005669854275407671,26.81,0.10999999999999961],["EWG","2017-12-01","2017-12-01",-0.007290908627853088,26.48,0.1615000000000002],["EWG","2018-02-01","2018-02-02",-0.01158480237583459,27.89,0.1919999999999998],["EWG","2019-11-01","2019-11-04",0.008456613284691272,24.36,0.15699999999999986],["EWG","2019-12-02","2019-12-02",-0.006062508098316544,24.44,0.11900000000000013],["EWU","2017-02-01","2017-02-01",-0.007273990898936211,21.95,0.13349999999999937],["EWU","2017-03-01","2017-03-03",0.00015471969998337443,22.13,0.12000000000000029],["EWU","2017-04-03","2017-04-03",-0.007007813968580856,22.44,0.13049999999999978],["EWU","2017-05-01","2017-05-05",0.0062342104250725505,23.01,0.13699999999999993],["EWU","2017-06-01","2017-06-06",-0.0061413712506382945,24.05,0.11899999999999995]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen final1976–81. Columns[symbol,entrydate,exitdate,netretdecimal,entry,priorADR]. 6bp/sidebase; stress16bp return=(1+base)*0.9980019970039945-1. Eras2017–19train/2020–25holdout/2026separate; correlationspreserved. [["EEM","2017-09-01","2017-09-05",-0.00832385942279501,36.73,0.2620000000000008],["EEM","2017-10-02","2017-10-03",0.007625917400401194,36.57,0.25849999999999973],["EEM","2017-11-01","2017-11-02",-0.007266516440926241,38.11,0.23150000000000048],["EEM","2018-01-02","2018-01-03",0.008620956559616255,39.59,0.2594999999999999],["EEM","2018-02-01","2018-02-02",-0.015978670495189085,41.9,0.3264999999999997],["EEM","2018-04-02","2018-04-02",-0.016371095984588968,39.73,0.6035],["EEM","2019-11-01","2019-11-04",0.009414678229140883,36.7,0.2599999999999998],["EEM","2019-12-02","2019-12-02",-0.007086687746372999,36.39,0.2145000000000003],["EWJ","2017-02-01","2017-02-02",-0.006449902198889523,42.23,0.22200000000000095],["EWJ","2017-03-01","2017-03-02",-0.0003776298381628074,42.85,0.19050000000000117],["EWJ","2017-04-03","2017-04-05",-0.005977169194361753,42.75,0.20450000000000018],["EWJ","2017-05-01","2017-05-02",0.0034301551768696203,43.15,0.16000000000000014],["EWJ","2017-06-01","2017-06-02",0.004134611611376959,44.52,0.15850000000000045],["EWJ","2017-07-03","2017-07-03",-0.005174828853337976,44.72,0.17799999999999977],["EWJ","2017-08-01","2017-08-04",-0.004516330732201368,46.07,0.15299999999999941],["EWJ","2017-10-02","2017-10-03",0.0040822176119910125,46.38,0.16350000000000015],["EWJ","2017-11-01","2017-11-02",-0.004413042330015493,49.26,0.1585000000000008],["EWJ","2017-12-01","2017-12-01",-0.006372751274524524,49.81,0.2580000000000002],["EWJ","2018-01-02","2018-01-03",0.005184255737582744,50.46,0.2149999999999995],["EWJ","2018-02-01","2018-02-02",0.00048329728441265374,52.98,0.3084999999999997]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen final1976–81. Columns[symbol,entrydate,exitdate,netretdecimal,entry,priorADR]. 6bp/sidebase; stress16bp return=(1+base)*0.9980019970039945-1. Eras2017–19train/2020–25holdout/2026separate; correlationspreserved. [["EFA","2017-04-03","2017-04-07",-0.0071750111730067845,46.8,0.3465],["EFA","2017-05-01","2017-05-02",0.005303814656295813,48.15,0.20900000000000069],["EFA","2017-06-01","2017-06-02",0.005315942759228864,49.9,0.21700000000000053],["EFA","2017-07-03","2017-07-06",-0.00761727696380099,49.8,0.26749999999999974],["EFA","2017-08-01","2017-08-07",-0.0004245658326400559,51.57,0.2279999999999987],["EFA","2017-10-02","2017-10-06",0.0002740463602060039,52.2,0.22399999999999984],["EFA","2017-11-01","2017-11-01",-0.004524257519630592,53.47,0.17800000000000119],["EFA","2017-12-01","2017-12-01",-0.005677243163855761,53.42,0.23950000000000032],["EFA","2018-01-02","2018-01-03",0.004171724231764928,54.51,0.23449999999999918],["EFA","2018-02-01","2018-02-02",-0.0011072371248748158,56.97,0.31050000000000005],["EFA","2018-10-01","2018-10-02",-0.010860299237263726,53.76,0.30749999999999955],["EFA","2019-11-01","2019-11-04",0.007130088179233551,55.22,0.30699999999999933],["EFA","2019-12-02","2019-12-02",-0.005272339964666584,55.42,0.2259999999999998],["EEM","2017-02-01","2017-02-07",0.002128962341328089,30.46,0.20299999999999976],["EEM","2017-03-01","2017-03-02",0.0004702033125547622,31.11,0.18400000000000016],["EEM","2017-04-03","2017-04-06",0.0021456130038892685,32.1,0.254999999999999],["EEM","2017-05-01","2017-05-05",-0.012198615308066763,32.69,0.350500000000001],["EEM","2017-06-01","2017-06-02",0.007264186691484875,33.56,0.22750000000000128],["EEM","2017-07-03","2017-07-05",-0.008579291576601422,33.97,0.2510000000000005],["EEM","2017-08-01","2017-08-03",-0.007554779242183951,35.91,0.22849999999999965]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen final1976–81. Columns[symbol,entrydate,exitdate,netretdecimal,entry,priorADR]. 6bp/sidebase; stress16bp return=(1+base)*0.9980019970039945-1. Eras2017–19train/2020–25holdout/2026separate; correlationspreserved. [["HYG","2019-04-01","2019-04-02",-0.00424839605608629,57.98,0.17699999999999996],["HYG","2019-05-01","2019-05-01",-0.0032658824079790927,58.48,0.12099999999999973],["HYG","2019-07-01","2019-07-01",-0.004386763301579277,59.38,0.1895000000000003],["HYG","2019-08-01","2019-08-02",-0.0009298803125737942,59.32,0.1620000000000001],["HYG","2019-10-01","2019-10-01",-0.0038241946608404964,59.93,0.15749999999999992],["HYG","2019-12-02","2019-12-02",-0.0034203108469234023,60.26,0.1339999999999993],["TIP","2017-03-01","2017-03-03",-0.004077462964692247,83.98,0.24199999999999733],["TIP","2017-05-01","2017-05-01",-0.003947895198367357,84.85,0.23349999999999865],["TIP","2017-12-01","2017-12-01",0.001777452519588829,85.31,0.16950000000000004],["TIP","2018-01-02","2018-01-02",-0.003961772172344724,85.87,0.2375],["TIP","2018-07-02","2018-07-06",0.001493707033580094,86,0.1854999999999997],["TIP","2018-09-04","2018-09-05",-0.0027515492434118105,85.9,0.13349999999999868],["TIP","2019-04-01","2019-04-01",-0.003509042768663262,87.35,0.2019999999999996],["TIP","2019-05-01","2019-05-01",-0.002634928223434363,87.66,0.12600000000000122],["TIP","2019-06-03","2019-06-03",0.0018464577097148105,89.28,0.18149999999999764],["TIP","2019-07-01","2019-07-01",-0.004097412532156897,89.95,0.26099999999999923],["TIP","2019-08-01","2019-08-01",0.002437614816034994,90.01,0.21850000000000164],["TIP","2019-09-03","2019-09-05",-0.0052404200661538836,92.19,0.3730000000000011],["EFA","2017-02-01","2017-02-06",-0.009163139930309816,45.15,0.22399999999999984],["EFA","2017-03-01","2017-03-02",0.0007836810218924128,45.71,0.21149999999999985]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen final1976–81. Columns[symbol,entrydate,exitdate,netretdecimal,entry,priorADR]. 6bp/sidebase; stress16bp return=(1+base)*0.9980019970039945-1. Eras2017–19train/2020–25holdout/2026separate; correlationspreserved. [["LQD","2019-08-01","2019-08-01",0.004111390814152349,96.2,0.34099999999999825],["LQD","2019-09-03","2019-09-05",-0.006046902816504662,99.62,0.4834999999999994],["LQD","2019-11-01","2019-11-04",-0.0003321785895485929,99.35,0.322499999999998],["LQD","2019-12-02","2019-12-03",0.0030231283070383252,99.35,0.28000000000000186],["HYG","2017-02-01","2017-02-01",-0.003886892995239588,52.4,0.14100000000000038],["HYG","2017-03-01","2017-03-03",-0.0038548666519214736,53.22,0.1414999999999999],["HYG","2017-05-01","2017-05-04",-0.00397580427418609,53.42,0.14849999999999958],["HYG","2017-06-01","2017-06-02",0.0019699733475933012,53.97,0.13700000000000045],["HYG","2017-07-03","2017-07-05",-0.0043741782423734055,54.11,0.17199999999999988],["HYG","2017-08-01","2017-08-07",-0.002844751079602137,54.63,0.13250000000000065],["HYG","2017-10-02","2017-10-06",0.0005664143576193936,54.87,0.11400000000000006],["HYG","2017-11-01","2017-11-01",-0.0029141544271334974,55.04,0.09450000000000003],["HYG","2018-01-02","2018-01-03",0.002004334311253242,54.95,0.11750000000000008],["HYG","2018-02-01","2018-02-02",-0.004837236006954404,54.91,0.14949999999999974],["HYG","2018-07-02","2018-07-03",0.002391358878222727,54.66,0.1309999999999981],["HYG","2018-08-01","2018-08-06",0.0011464287975766485,55.62,0.10450000000000052],["HYG","2018-09-04","2018-09-04",-0.002877636961820751,55.94,0.0940000000000012],["HYG","2018-10-01","2018-10-03",-0.0030420207450844172,56.37,0.10399999999999991],["HYG","2019-02-01","2019-02-05",0.005795333101487277,56.44,0.2635000000000005],["HYG","2019-03-01","2019-03-06",-0.0038492665715592622,57.29,0.1520000000000003]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen final1976–81. Columns[symbol,entrydate,exitdate,netretdecimal,entry,priorADR]. 6bp/sidebase; stress16bp return=(1+base)*0.9980019970039945-1. Eras2017–19train/2020–25holdout/2026separate; correlationspreserved. [["IEF","2019-02-01","2019-02-01",-0.004157922429724681,86.76,0.257],["IEF","2019-04-01","2019-04-01",-0.003982194098367975,88.47,0.24649999999999964],["IEF","2019-06-03","2019-06-03",0.002893895717512862,91.14,0.24899999999999878],["IEF","2019-07-01","2019-07-03",0.0025425618289878216,92.09,0.27599999999999625],["IEF","2019-08-01","2019-08-01",0.002640803678128689,92.27,0.23649999999999877],["IEF","2019-09-03","2019-09-05",-0.00024290418702987981,95.82,0.42349999999999993],["LQD","2017-03-01","2017-03-03",-0.004608888939652944,83.78,0.28600000000000064],["LQD","2017-05-01","2017-05-01",-0.004151458664637286,84.92,0.2509999999999998],["LQD","2017-06-01","2017-06-02",0.0016477955596465588,85.95,0.19599999999999868],["LQD","2017-07-03","2017-07-03",-0.0035277021302071443,86.65,0.2019999999999996],["LQD","2017-08-01","2017-08-01",0.0023621300949367985,87.08,0.20699999999999932],["LQD","2017-09-01","2017-09-01",-0.003795342433773885,87.72,0.22800000000000153],["LQD","2017-10-02","2017-10-06",-0.004032192767158604,87.79,0.24899999999999806],["LQD","2017-11-01","2017-11-07",-0.001085883378212693,88.08,0.19000000000000128],["LQD","2017-12-01","2017-12-01",-0.00346541927057209,88.15,0.20000000000000143],["LQD","2018-01-02","2018-01-02",-0.00427900976097062,88.7,0.27350000000000135],["LQD","2019-04-01","2019-04-03",-0.004054256493473574,90.61,0.25900000000000106],["LQD","2019-05-01","2019-05-01",0.0021322435533357442,91.29,0.20300000000000223],["LQD","2019-06-03","2019-06-03",-0.0037414281353950196,92.92,0.23650000000000163],["LQD","2019-07-01","2019-07-03",0.004192743125032594,95.86,0.3450000000000003]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen final1976–81. Columns[symbol,entrydate,exitdate,netretdecimal,entry,priorADR]. 6bp/sidebase; stress16bp return=(1+base)*0.9980019970039945-1. Eras2017–19train/2020–25holdout/2026separate; correlationspreserved. [["GLD","2018-02-01","2018-02-02",0.0008459325579510679,127.18,0.8908449999999973],["GLD","2018-04-02","2018-04-03",0.0012879029756514004,126.65,0.740760000000001],["GLD","2019-07-01","2019-07-02",0.010636291784387852,131.56,1.0393050000000001],["GLD","2019-08-01","2019-08-01",0.013586715215682554,132.42,1.3068749999999993],["GLD","2019-09-03","2019-09-05",0.004029885123133736,144.96,1.5178600000000002],["GLD","2019-11-01","2019-11-05",-0.012155817342630382,142.21,0.9551850000000031],["SLV","2017-03-01","2017-03-02",-0.012212584731265519,17.34,0.19120000000000079],["SLV","2018-01-02","2018-01-08",0.003593322151276057,16.13,0.15479499999999993],["SLV","2019-08-01","2019-08-01",0.016536424006624806,15,0.17756999999999995],["SLV","2019-09-03","2019-09-04",0.01674286288509541,17.59,0.2527850000000001],["SLV","2019-11-01","2019-11-05",-0.017194309689701814,16.86,0.19143500000000024],["TLT","2018-01-02","2018-01-02",-0.008729638618933055,98.35,0.7414999999999992],["TLT","2018-06-01","2018-06-04",-0.006576624637889217,94.45,0.5084999999999986],["TLT","2019-02-01","2019-02-04",-0.009826453682739933,97.25,0.5989999999999988],["TLT","2019-04-01","2019-04-01",-0.007163527694917682,100.73,0.6015],["TLT","2019-06-03","2019-06-04",-0.006733062178373217,106.49,0.5899999999999977],["TLT","2019-07-01","2019-07-01",-0.007011026446486102,107.24,0.6240000000000009],["TLT","2019-08-01","2019-08-01",0.007863928452118918,108.11,0.6539999999999992],["TLT","2019-09-03","2019-09-05",-0.012527050402260542,119.43,1.3544999999999994],["IEF","2018-01-02","2018-01-02",-0.003760307858038714,85.41,0.21899999999999978]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen final1976–81. Columns[symbol,entrydate,exitdate,netretdecimal,entry,priorADR]. 6bp/sidebase; stress16bp return=(1+base)*0.9980019970039945-1. Eras2017–19train/2020–25holdout/2026separate; correlationspreserved. [["IYR","2017-05-01","2017-05-03",-0.009724828208428793,60.92,0.5200000000000002],["IYR","2017-07-03","2017-07-06",-0.010982010605807502,62.28,0.5614999999999999],["IYR","2017-09-01","2017-09-08",0.005692270724213522,63.19,0.5320000000000007],["IYR","2017-11-01","2017-11-03",0.0030041451762323756,62.79,0.5285],["IYR","2017-12-01","2017-12-01",-0.009263889850315121,64.34,0.5195000000000011],["IYR","2018-06-01","2018-06-05",0.01160739392170762,62.49,0.6410000000000007],["IYR","2018-07-02","2018-07-02",-0.010764718032867382,65,0.622499999999999],["IYR","2018-08-01","2018-08-03",0.012054036869407314,65,0.6899999999999995],["IYR","2018-09-04","2018-09-05",-0.011369757900221877,66.78,0.522499999999998],["IYR","2019-02-01","2019-02-01",-0.01395241154719662,68.45,0.8740000000000017],["IYR","2019-03-01","2019-03-07",0.0003983360184607321,68.77,0.7980000000000012],["IYR","2019-04-01","2019-04-01",-0.011290142081387677,71.86,0.7260000000000005],["IYR","2019-07-01","2019-07-01",-0.01255856395788657,73.42,0.8350000000000009],["IYR","2019-08-01","2019-08-05",-0.012131827484040625,74.55,0.8160000000000011],["IYR","2019-09-03","2019-09-04",0.015590567534368605,76.74,1.032],["IYR","2019-10-01","2019-10-02",-0.01150812066334228,78.14,0.8065000000000033],["IYR","2019-11-01","2019-11-01",-0.009814205005509669,79.07,0.6820000000000007],["GLD","2017-03-01","2017-03-02",0.0017575439487580446,117.98,0.9185300000000005],["GLD","2017-09-01","2017-09-05",0.009559505960874626,126.01,0.9048949999999998],["GLD","2018-01-02","2018-01-04",0.006753828599155742,124.66,0.6617500000000007]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen final1976–81. Columns[symbol,entrydate,exitdate,netretdecimal,entry,priorADR]. 6bp/sidebase; stress16bp return=(1+base)*0.9980019970039945-1. Eras2017–19train/2020–25holdout/2026separate; correlationspreserved. [["SMH","2019-10-01","2019-10-01",-0.017337261791867675,56.94,0.9199999999999999],["SMH","2019-11-01","2019-11-04",0.02002462080277545,60.99,0.8639999999999993],["SMH","2019-12-02","2019-12-02",-0.01274820992018677,63.22,0.7309999999999995],["VNQ","2017-03-01","2017-03-03",-0.012036607907914387,58.8,0.6380000000000002],["VNQ","2017-05-01","2017-05-03",-0.010758048045851676,57.94,0.5544999999999991],["VNQ","2017-10-02","2017-10-06",-0.00018595532653531421,59.14,0.5765000000000005],["VNQ","2017-12-01","2017-12-05",-0.009467167741153193,60.04,0.49699999999999883],["VNQ","2018-06-01","2018-06-04",0.01482391084799528,57.27,0.6124999999999996],["VNQ","2018-07-02","2018-07-02",-0.011004021381006757,59.95,0.5884999999999998],["VNQ","2018-08-01","2018-08-03",0.012719324007094412,59.83,0.6670000000000001],["VNQ","2018-09-04","2018-09-04",-0.009256737125745373,61.67,0.4974999999999998],["VNQ","2019-02-01","2019-02-01",-0.014490732576355358,63.01,0.8385000000000009],["VNQ","2019-03-01","2019-03-01",-0.01318173572962511,63.35,0.7600000000000001],["VNQ","2019-04-01","2019-04-01",-0.01132777224281556,66.12,0.6705000000000026],["VNQ","2019-08-01","2019-08-05",-0.012583853728043048,68.3,0.7784999999999996],["VNQ","2019-09-03","2019-09-04",0.015617982628287397,70.75,0.9530000000000001],["VNQ","2019-10-01","2019-10-01",-0.011514263528466517,72.09,0.7444999999999986],["VNQ","2019-11-01","2019-11-01",-0.009637730926524202,73.03,0.6169999999999994],["IYR","2017-02-01","2017-02-07",0.005648229245805325,58.71,0.625],["IYR","2017-03-01","2017-03-03",-0.011460371589341878,61.08,0.6274999999999998]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen final1976–81. Columns[symbol,entrydate,exitdate,netretdecimal,entry,priorADR]. 6bp/sidebase; stress16bp return=(1+base)*0.9980019970039945-1. Eras2017–19train/2020–25holdout/2026separate; correlationspreserved. [["IBB","2018-08-01","2018-08-06",0.005747282426477041,114.2,1.5885000000000011],["IBB","2018-09-04","2018-09-04",-0.012603896006057047,119.72,1.3669999999999987],["IBB","2019-03-01","2019-03-04",0.016236816056502734,111.13,1.5519999999999996],["IBB","2019-12-02","2019-12-02",-0.013815934019837162,117.6,1.4855000000000005],["SMH","2017-02-01","2017-02-07",0.0057328241021830095,34.58,0.3920000000000002],["SMH","2017-03-01","2017-03-06",-0.011029106458651072,35.36,0.3479999999999997],["SMH","2017-04-03","2017-04-03",-0.010958304870362978,36.64,0.3579999999999991],["SMH","2017-06-01","2017-06-06",0.011777686543033239,39.59,0.41150000000000053],["SMH","2017-08-01","2017-08-07",0.011086852374056155,39.55,0.48299999999999876],["SMH","2017-09-01","2017-09-05",-0.01331375071412666,40.77,0.49449999999999966],["SMH","2017-10-02","2017-10-06",0.009929418454128092,43.08,0.5334999999999986],["SMH","2017-11-01","2017-11-01",-0.01056436587620202,46.98,0.44050000000000084],["SMH","2018-02-01","2018-02-02",0.002446941494635535,49.17,0.6789999999999996],["SMH","2018-03-01","2018-03-01",-0.02484131996816874,49.64,1.1749999999999996],["SMH","2018-06-01","2018-06-04",0.016627585612210893,50.32,0.7185000000000006],["SMH","2018-08-01","2018-08-07",0.01783292979092921,49.58,0.759500000000001],["SMH","2018-09-04","2018-09-06",0.004860347905425,50.52,0.6129999999999995],["SMH","2019-04-01","2019-04-03",0.024755305964416552,51.23,0.8875],["SMH","2019-05-01","2019-05-01",-0.013650624953192247,55.63,0.6935000000000006],["SMH","2019-07-01","2019-07-01",-0.01762656293791054,54.63,0.8984999999999996]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen final1976–81. Columns[symbol,entrydate,exitdate,netretdecimal,entry,priorADR]. 6bp/sidebase; stress16bp return=(1+base)*0.9980019970039945-1. Eras2017–19train/2020–25holdout/2026separate; correlationspreserved. [["XBI","2017-05-01","2017-05-02",-0.017495130868150688,70.7,1.1534999999999989],["XBI","2017-07-03","2017-07-10",0.010425537782834837,76.49,1.7805],["XBI","2017-08-01","2017-08-01",-0.02044613030247855,77.53,1.4940000000000004],["XBI","2017-09-01","2017-09-08",-0.004324288640204177,83.1,1.470499999999999],["XBI","2017-10-02","2017-10-06",0.017237884074812193,86,1.2699999999999982],["XBI","2018-02-01","2018-02-05",-0.027631750609261485,92.2,2.0874999999999995],["XBI","2018-06-01","2018-06-07",0.007944928718884858,95.11,1.7415000000000007],["XBI","2018-08-01","2018-08-07",0.007494240380709671,94.21,1.8475000000000001],["XBI","2018-09-04","2018-09-04",-0.016249771151045644,99.18,1.4944999999999993],["XBI","2019-04-01","2019-04-05",0.023525555403405063,90.64,2.1474999999999986],["XBI","2019-12-02","2019-12-02",-0.01743946203831437,92.96,1.5115000000000003],["IBB","2017-02-01","2017-02-07",0.014330651504759206,90.78,1.6229999999999998],["IBB","2017-03-01","2017-03-07",-0.016409728333068974,97.94,1.4914999999999985],["IBB","2017-05-01","2017-05-05",-0.012724694581741747,97.19,1.121500000000001],["IBB","2017-07-03","2017-07-10",-0.007385933143081558,101.71,1.7949999999999982],["IBB","2017-08-01","2017-08-01",-0.015561401926424079,104.49,1.502499999999999],["IBB","2017-09-01","2017-09-08",-0.0009242044369112135,108.93,1.4924999999999997],["IBB","2017-10-02","2017-10-05",0.01375005552717945,109.28,1.3085000000000029],["IBB","2018-02-01","2018-02-05",-0.024946112482118643,111.46,1.8710000000000016],["IBB","2018-07-02","2018-07-03",0.01880080657647043,106.84,1.7115000000000002]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen final1976–81. Columns[symbol,entrydate,exitdate,netretdecimal,entry,priorADR]. 6bp/sidebase; stress16bp return=(1+base)*0.9980019970039945-1. Eras2017–19train/2020–25holdout/2026separate; correlationspreserved. [["XLY","2017-08-01","2017-08-02",-0.007627795134616422,41.95,0.27000000000000063],["XLY","2017-10-02","2017-10-04",0.008618764355886599,41.43,0.2715000000000007],["XLY","2017-11-01","2017-11-02",-0.006958874144196936,42.4,0.24450000000000002],["XLY","2017-12-01","2017-12-01",-0.008225792762432627,44.35,0.31200000000000044],["XLY","2018-01-02","2018-01-02",0.008014869405453373,45.69,0.28100000000000025],["XLY","2018-02-01","2018-02-02",-0.010289398279746842,49.39,0.4494999999999987],["XLY","2018-06-01","2018-06-04",0.012162806225534561,49.11,0.4380000000000003],["XLY","2018-07-02","2018-07-06",0.01155876062940231,50.3,0.5139999999999997],["XLY","2018-08-01","2018-08-01",-0.010968685047625826,51.63,0.5050000000000004],["XLY","2018-09-04","2018-09-05",-0.008715647744822475,54.15,0.4074999999999999],["XLY","2018-10-01","2018-10-01",-0.01003580625688505,54.82,0.48499999999999976],["XLY","2019-02-01","2019-02-07",-0.003977033664381957,50.34,0.7184999999999999],["XLY","2019-03-01","2019-03-04",-0.010492017495233541,51.86,0.4824999999999992],["XLY","2019-04-01","2019-04-04",0.011901268601915316,53.75,0.5640000000000001],["XLY","2019-05-01","2019-05-01",-0.007786435836784622,56.33,0.37150000000000033],["XLY","2019-07-01","2019-07-08",0.008277266205657385,56.73,0.5465000000000003],["XLY","2019-10-01","2019-10-01",-0.01159542605927899,57.02,0.5935000000000012],["XLY","2019-12-02","2019-12-02",-0.007975498476593623,57.78,0.3920000000000005],["XBI","2017-02-01","2017-02-07",0.0009754023769890097,64.3,1.6205000000000005],["XBI","2017-03-01","2017-03-07",-0.022450813337136166,70.24,1.4945000000000004]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen final1976–81. Columns[symbol,entrydate,exitdate,netretdecimal,entry,priorADR]. 6bp/sidebase; stress16bp return=(1+base)*0.9980019970039945-1. Eras2017–19train/2020–25holdout/2026separate; correlationspreserved. [["XLV","2017-06-01","2017-06-01",0.0075961061000817676,65.24,0.3829999999999977],["XLV","2017-07-03","2017-07-06",-0.009092627197499925,68.33,0.5399999999999977],["XLV","2017-08-01","2017-08-02",-0.00838119528366521,68.91,0.49549999999999983],["XLV","2017-09-01","2017-09-05",-0.008573216502286818,69.96,0.5165000000000021],["XLV","2017-10-02","2017-10-04",0.0083278233806523,70.7,0.5395000000000018],["XLV","2017-12-01","2017-12-01",-0.007979632672234782,71.96,0.4884999999999998],["XLV","2018-02-01","2018-02-02",-0.010760168839306306,76,0.7275000000000013],["XLV","2018-07-02","2018-07-03",0.010380393026500956,72.4,0.6714999999999997],["XLV","2018-08-01","2018-08-03",0.009689876190366098,77.53,0.5634999999999998],["XLV","2018-09-04","2018-09-04",-0.007239517224374881,80.86,0.4890000000000036],["XLV","2018-10-01","2018-10-04",-0.008084472466343917,83.63,0.5765],["XLV","2018-12-03","2018-12-04",-0.016163434180783365,83.9,1.2570000000000021],["XLV","2019-02-01","2019-02-07",-0.014051725449056973,79.85,1.0275000000000005],["XLV","2019-11-01","2019-11-05",-0.010870413651854371,84.79,0.8210000000000015],["XLV","2019-12-02","2019-12-02",-0.0093463254485453,88.76,0.7239999999999988],["XLY","2017-02-01","2017-02-03",-0.008872426096840136,38.66,0.29699999999999915],["XLY","2017-03-01","2017-03-03",-0.0074229253392842365,39.72,0.247499999999998],["XLY","2017-04-03","2017-04-03",-0.007979878181944233,40.14,0.2724999999999994],["XLY","2017-05-01","2017-05-03",-0.007976770081355666,41.19,0.2795000000000002],["XLY","2017-06-01","2017-06-05",0.007445107744279644,41.74,0.28900000000000114]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen final1976–81. Columns[symbol,entrydate,exitdate,netretdecimal,entry,priorADR]. 6bp/sidebase; stress16bp return=(1+base)*0.9980019970039945-1. Eras2017–19train/2020–25holdout/2026separate; correlationspreserved. [["XLU","2017-08-01","2017-08-03",0.00787846521245772,20.08,0.1459999999999999],["XLU","2017-09-01","2017-09-01",-0.00839545905057959,20.75,0.14950000000000047],["XLU","2017-11-01","2017-11-01",-0.010058456997985465,20.97,0.18599999999999994],["XLU","2017-12-01","2017-12-01",-0.010020399383827927,21.57,0.19049999999999975],["XLU","2018-05-01","2018-05-03",-0.013985132957414437,19.92,0.2549999999999997],["XLU","2018-07-02","2018-07-06",0.014391574888918512,20.26,0.25299999999999956],["XLU","2018-08-01","2018-08-06",0.01494091942911946,20.46,0.26449999999999996],["XLU","2018-09-04","2018-09-05",0.013811459110615099,20.86,0.209],["XLU","2018-11-01","2018-11-02",-0.01891689010977715,21.14,0.37500000000000033],["XLU","2018-12-03","2018-12-04",0.01558873080596701,21.79,0.2929999999999994],["XLU","2019-02-01","2019-02-07",0.014627762931588517,21.63,0.3254999999999999],["XLU","2019-03-01","2019-03-07",0.0071130200468436655,22.62,0.2564999999999994],["XLU","2019-04-01","2019-04-01",-0.011599873063293797,23.24,0.24200000000000035],["XLU","2019-05-01","2019-05-02",-0.011618578173834049,23.39,0.2440000000000003],["XLU","2019-07-01","2019-07-03",0.019312919176107224,24.03,0.32900000000000007],["XLU","2019-09-03","2019-09-04",0.015528351767652993,25.19,0.3375],["XLU","2019-10-01","2019-10-02",-0.010889707521757663,26.18,0.2539999999999997],["XLV","2017-02-01","2017-02-07",0.011360526480725941,60.09,0.6044999999999995],["XLV","2017-03-01","2017-03-07",-0.00920179468589899,64.34,0.5154999999999991],["XLV","2017-05-01","2017-05-05",0.004258330912841002,64.74,0.4175000000000001]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen final1976–81. Columns[symbol,entrydate,exitdate,netretdecimal,entry,priorADR]. 6bp/sidebase; stress16bp return=(1+base)*0.9980019970039945-1. Eras2017–19train/2020–25holdout/2026separate; correlationspreserved. [["XLP","2017-06-01","2017-06-02",0.0054543055489961745,44.19,0.23549999999999932],["XLP","2017-08-01","2017-08-02",-0.007562385232369406,43.48,0.2769999999999996],["XLP","2017-12-01","2017-12-01",-0.008906703892817669,44.19,0.3409999999999993],["XLP","2018-01-02","2018-01-02",-0.008448462740170748,45.33,0.3290000000000003],["XLP","2018-02-01","2018-02-02",-0.009085122476619745,45.85,0.3620000000000001],["XLP","2018-09-04","2018-09-06",0.008714946531237056,43.32,0.3440000000000012],["XLP","2018-10-01","2018-10-04",-0.01121688503642182,43.87,0.38250000000000134],["XLP","2018-11-01","2018-11-07",0.01749477619670836,44.78,0.6705000000000002],["XLP","2018-12-03","2018-12-03",-0.012666105031303165,45.86,0.5264999999999993],["XLP","2019-04-01","2019-04-02",-0.009605242405800518,46.34,0.38750000000000073],["XLP","2019-05-01","2019-05-01",-0.0075754966415937375,47.62,0.30399999999999955],["XLP","2019-07-01","2019-07-03",0.009290701412942193,48.5,0.4075000000000003],["XLP","2019-08-01","2019-08-02",-0.0006343021869724685,49.5,0.44599999999999973],["XLP","2019-09-03","2019-09-05",0.016691506268609713,50.21,0.7195000000000007],["XLP","2019-10-01","2019-10-02",-0.009574498716182434,51.34,0.43049999999999927],["XLP","2019-12-02","2019-12-06",0.00809806675238578,51.7,0.3850000000000001],["XLU","2017-02-01","2017-02-01",-0.01104971171139657,18.15,0.17900000000000027],["XLU","2017-03-01","2017-03-02",0.011951507878307677,18.94,0.1995000000000001],["XLU","2017-05-01","2017-05-01",-0.009990995534259861,19.37,0.17050000000000018],["XLU","2017-06-01","2017-06-02",0.009028727495395739,20.08,0.1644999999999996]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen final1976–81. Columns[symbol,entrydate,exitdate,netretdecimal,entry,priorADR]. 6bp/sidebase; stress16bp return=(1+base)*0.9980019970039945-1. Eras2017–19train/2020–25holdout/2026separate; correlationspreserved. [["XLK","2017-10-02","2017-10-06",0.008528106276532554,27.21,0.21199999999999974],["XLK","2017-11-01","2017-11-01",-0.007287012030703477,29.04,0.17699999999999944],["XLK","2017-12-01","2017-12-01",-0.009016876117615147,29.13,0.22800000000000048],["XLK","2018-01-02","2018-01-03",0.010129631136305495,29.59,0.26849999999999985],["XLK","2018-02-01","2018-02-02",-0.00015853192867487653,31.43,0.2755000000000001],["XLK","2018-06-01","2018-06-04",0.012137764281999086,32.53,0.3475000000000005],["XLK","2018-08-01","2018-08-03",0.013192009417639872,33.14,0.382],["XLK","2018-09-04","2018-09-05",-0.00932472879273516,34.91,0.284],["XLK","2018-10-01","2018-10-04",-0.011572203685604965,35.29,0.36649999999999955],["XLK","2019-03-01","2019-03-04",-0.010995843285206752,33.39,0.3275],["XLK","2019-04-01","2019-04-03",0.014812164830500851,35.05,0.4494999999999994],["XLK","2019-05-01","2019-05-01",-0.008966837590696275,37.29,0.2900000000000006],["XLK","2019-07-01","2019-07-08",-0.007312217186993042,37.58,0.4559999999999995],["XLK","2019-08-01","2019-08-01",-0.011019465971727316,38.09,0.37450000000000083],["XLK","2019-10-01","2019-10-01",-0.014128781834015336,38.2,0.49449999999999933],["XLK","2019-11-01","2019-11-04",0.014277847328278526,39.64,0.40950000000000025],["XLK","2019-12-02","2019-12-02",-0.00871726417981833,41.65,0.3134999999999991],["XLP","2017-02-01","2017-02-02",0.008217561512776639,40.57,0.2549999999999997],["XLP","2017-03-01","2017-03-07",-0.006575460234075292,42.73,0.29049999999999904],["XLP","2017-05-01","2017-05-01",-0.007009767605135275,43.06,0.2505000000000006]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen final1976–81. Columns[symbol,entrydate,exitdate,netretdecimal,entry,priorADR]. 6bp/sidebase; stress16bp return=(1+base)*0.9980019970039945-1. Eras2017–19train/2020–25holdout/2026separate; correlationspreserved. [["XLI","2017-08-01","2017-08-07",0.006121349370910467,58.77,0.40150000000000147],["XLI","2017-09-01","2017-09-05",-0.00806624700133518,58.98,0.4055000000000003],["XLI","2017-10-02","2017-10-03",0.005818317276904628,61.29,0.34450000000000075],["XLI","2017-11-01","2017-11-07",0.0020247374449342548,61.96,0.41100000000000064],["XLI","2017-12-01","2017-12-01",-0.007777089875202425,64.23,0.4229999999999997],["XLI","2018-01-02","2018-01-04",0.008649331092967616,65.92,0.5199999999999989],["XLI","2018-02-01","2018-02-02",0.0027215715371669003,68.78,0.6299999999999983],["XLI","2018-08-01","2018-08-01",-0.012301202788434273,67.07,0.7455000000000005],["XLI","2018-10-01","2018-10-04",0.002882494775378497,69.8,0.5705000000000012],["XLI","2019-05-01","2019-05-01",-0.009510667750108559,69.64,0.5795000000000001],["XLI","2019-07-01","2019-07-01",-0.010962532353845589,69.77,0.6820000000000007],["XLI","2019-11-01","2019-11-01",0.013266109360733358,71.05,0.686000000000002],["XLI","2019-12-02","2019-12-02",-0.008244537753888892,73.72,0.5200000000000002],["XLK","2017-02-01","2017-02-01",-0.007882624332707477,22.94,0.15350000000000036],["XLK","2017-03-01","2017-03-01",0.0072598223352013935,23.91,0.13499999999999995],["XLK","2017-04-03","2017-04-03",-0.008242632485967016,24.32,0.17149999999999926],["XLK","2017-05-01","2017-05-03",0.0020135888509558164,24.87,0.15999999999999942],["XLK","2017-06-01","2017-06-05",0.007069257731228795,25.82,0.17099999999999974],["XLK","2017-08-01","2017-08-03",0.003036789625849634,26.29,0.22299999999999986],["XLK","2017-09-01","2017-09-05",-0.0101733142550966,26.99,0.24250000000000044]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Frozen final1976–81. Columns[symbol,entrydate,exitdate,netretdecimal,entry,priorADR]. 6bp/sidebase; stress16bp return=(1+base)*0.9980019970039945-1. Eras2017–19train/2020–25holdout/2026separate; correlationspreserved. [["XLF","2017-02-01","2017-02-02",-0.015294031643723005,19.7,0.27799999999999975],["XLF","2017-03-01","2017-03-02",0.004013716711089632,20.98,0.21899999999999978],["XLF","2017-07-03","2017-07-10",0.008426566258191714,20.96,0.2240000000000002],["XLF","2017-08-01","2017-08-07",0.005119280881692667,21.34,0.18999999999999934],["XLF","2017-10-02","2017-10-05",0.010972178169318392,21.9,0.21350000000000016],["XLF","2017-11-01","2017-11-07",-0.009526291223587391,22.67,0.18900000000000042],["XLF","2017-12-01","2017-12-01",-0.0113623659328006,23.39,0.2379999999999999],["XLF","2018-01-02","2018-01-02",-0.011875396623370782,23.95,0.2559999999999999],["XLF","2018-02-01","2018-02-02",0.0036861579307163606,25.3,0.24750000000000014],["XLF","2018-08-01","2018-08-02",-0.01400971574974974,24.17,0.28349999999999953],["XLF","2018-09-04","2018-09-05",0.00892647826171733,24.29,0.1969999999999997],["XLF","2019-05-01","2019-05-01",-0.010889442582257769,24.48,0.23750000000000035],["XLF","2019-07-01","2019-07-08",0.006128655520153403,24.5,0.28949999999999976],["XLF","2019-11-01","2019-11-04",0.014370260257685619,25.5,0.265],["XLF","2019-12-02","2019-12-02",-0.007982880006060289,26.65,0.18100000000000005],["XLI","2017-02-01","2017-02-07",0.006129630031599387,54.07,0.5034999999999996],["XLI","2017-03-01","2017-03-01",0.010041199625063335,56.58,0.4244999999999994],["XLI","2017-05-01","2017-05-05",0.005473438922468654,56.88,0.48049999999999893],["XLI","2017-06-01","2017-06-02",0.009618335555919844,58.03,0.41899999999999943],["XLI","2017-07-03","2017-07-10",0.005750042894216545,58.82,0.4385000000000009]] https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all