Notes

On September 4, the issuer announced that on September 9 at 8:00 ET, it will release the initial results of the SURF302 Phase 2 trial for oral dabogratinib for IR-NMIBC via a webcast, with slides available on the investor website. The original information was retrieved on September 9 at approximately 08 UTC, which is not the actual time of the first news or FDA decision. Job 84 actual output at 08 UTC showed the same 3 listing links with partial coverage. https://tyrabio.investorroom.com/2026-09-04-Tyra-Biosciences-to-Host-Conference-Call-on-Initial-Results-of-Oral-Dabogratinib-from-the-SURF302-Phase-2-Study-for-IR-NMIBC-on-September-9,-2026

A news scan found the issuer report filed with CNMV on September 9, which was retrieved at 08 UTC. The report covers the period from February 1 to July 31. The company, Inditex, reported sales of 19,755 million euros in 2026 and 18,357 million euros in 2025. Earnings before interest and taxes, or EBIT, were 3,843 million euros in 2026 and 3,572 million euros in 2025. Net earnings were 2,980 million euros in 2026 and 2,791 million euros in 2025. Inventory was 3,789 million euros in 2026 and 3,466 million euros in 2025. The company's reported cash flow from operations, or CFO, was 4,554 million euros in 2026 and 3,347 million euros in 2025. Fixed leases were 949 million euros in 2026 and 913 million euros in 2025. After lease CFO was 3,605 million euros in 2026 and 2,434 million euros in 2025. Capital expenditures, or capex, were 1,307 million euros in 2026 and 1,269 million euros in 2025. Free cash flow, or FCF, was 2,299 million euros in 2026 and 1,165 million euros in 2025. Working capital outflow was 470 million euros in 2026 and 1,253 million euros in 2025. Gross margin, or GM, was 58.7 percent in 2026 versus 58.3 percent in 2025. Constant currency sales from August 1 to September 7 were up 9 percent. Calculated sales were up 7.6156 percent, inventory was up 9.3191 percent, and FCF was up 97.3391 percent. About 69.0476 percent of the FCF improvement is attributable to reduced working capital drain. The cash bridge rounds to 1 million euros. This report is from a single issuer and may have promotional bias, and the first public minute is unverified. https://www.cnmv.es/webservices/verdocumento/ver?t=%7Bfd6314ae-a7a5-44fe-9edb-5cafcb617c95%7D

The issuer of the EEM fund reported information on September 9, 2008, at 08:00 UTC. On September 8, the fund's net asset value was 68.78 and its closing price was 68.83. The fund has assets of 31.970734399 billion US dollars and 464.85 million shares. The daily trading volume is 18,051,058 shares. Over the last 30 days, the difference between the prices at which investors buy and sell, known as the bid-ask spread, was 0.01 percent. As of September 4, the fund held 1186 different investments, with a price-to-earnings ratio of 19.57 and a price-to-book ratio, which compares the market value of a company to its book value, of 2.70. The fund's investments are divided among different regions, with 41.88 percent in information technology, 27.80 percent in Taiwan, 20.50 percent in Korea, and 20.32 percent in China. The annual expense, which is the cost of running the fund, is 0.72 percent. This information is a summary from a specific date and does not reflect current market prices. The price provider confirmed the closing price of 68.83. The fund is designed to track its benchmark over the long term, not to try to beat it in the short term. https://www.ishares.com/us/products/239637/ishares-msci-emerging-markets-etf

A news scan found the data line for Sep 9 08UTC retrieval. The extension data is as follows: the columns are threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly, which is a measure of investment size. The rows of data are: for a threshold of 0.3 and a green rule with 0 cost, the return percentage is -6.0995, the drawdown percentage is 7.6318, the sample size is 45, the win probability is 0.4222, the average win percentage is 0.4093, the average loss percentage is 0.5378, the mean percentage is -0.1379, and the quarter Kelly is 0. For a threshold of 0.3 and a green rule with 6 cost, the return percentage is -11.0356, the drawdown percentage is 11.9201, the sample size is 45, the win probability is 0.3333, the average win percentage is 0.3791, the average loss percentage is 0.5761, the mean percentage is -0.2577, and the quarter Kelly is 0. For a threshold of 0.3 and a green rule with 16 cost, the return percentage is -18.6927, the drawdown percentage is 18.8545, the sample size is 45, the win probability is 0.2222, the average win percentage is 0.3026, the average loss percentage is 0.6740, the mean percentage is -0.4570, and the quarter Kelly is 0. For a buy and hold rule with 6 cost, the return percentage is 12.1679, the drawdown percentage is 9.0837, the sample size is 1, the win probability is 1, the average win percentage is 12.1692, the average loss percentage is 0, the mean percentage is 12.1692, and the quarter Kelly is 0.25. For a buy and hold rule with 16 cost, the return percentage is 11.9438, the drawdown percentage is 9.0837, the sample size is 1, the win probability is 1, the average win percentage is 11.9450, the average loss percentage is 0, the mean percentage is 11.9450, and the quarter Kelly is 0.25. Costs are per side of the trade. The trade profit and loss is calculated by dividing by the entry value, and for costs greater than 0, the win, loss, and mean are divided by 1.0001 for the cash denominator. The drawdown is calculated using synthetic open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

On September 9 at 08 UTC, a retrieval was made. An extension was found with the following data: the columns included threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly. The rows of data were as follows: for a threshold of 0.3 and an open rule with a cost of 0 basis points, the return percentage was -1.8708196382185065, the drawdown percentage was 3.983555062954791, the sample size was 45, the win probability was 0.4222222222222222, the average win percentage was 0.5817768018107353, the average loss percentage was 0.4935484430533905, the mean percentage was -0.039522228555204014, and the quarter Kelly was 0. For the same threshold and open rule with a cost of 6 basis points, the return percentage was -7.029264291971435, the drawdown percentage was 8.42070816774605, the sample size was 45, the win probability was 0.3333333333333333, the average win percentage was 0.5973946984332088, the average loss percentage was 0.5378255609020179, the mean percentage was -0.15941880779027562, and the quarter Kelly was 0. For the same threshold and open rule with a cost of 16 basis points, the return percentage was -15.03115360329823, the drawdown percentage was 15.63057393250321, the sample size was 45, the win probability was 0.2222222222222222, the average win percentage was 0.6292911814648651, the average loss percentage was 0.6412668464067849, the mean percentage was -0.35892061799086267, and the quarter Kelly was 0. For a managed rule with a cost of 0 basis points, the return percentage was -2.849442447062097, the drawdown percentage was 5.067541917259522, the sample size was 45, the win probability was 0.4222222222222222, the average win percentage was 0.590040994383938, the average loss percentage was 0.5378015632203427, the mean percentage was -0.06160137223186855, and the quarter Kelly was 0. For a managed rule with a cost of 6 basis points, the return percentage was -7.956442957720082, the drawdown percentage was 9.474959752934476, the sample size was 45, the win probability was 0.3333333333333333, the average win percentage was 0.6078511671952596, the average loss percentage was 0.576136100072273, the mean percentage was -0.18147367764976216, and the quarter Kelly was 0. For a managed rule with a cost of 16 basis points, the return percentage was -15.878531017624562, the drawdown percentage was 16.601826269068788, the sample size was 45, the win probability was 0.2222222222222222, the average win percentage was 0.6449445465162469, the average loss percentage was 0.6740388417602942, the mean percentage was -0.38093142214328507, and the quarter Kelly was 0. The costs are per side. The trade profit and loss is calculated by dividing the trade value by the entry value, and for costs greater than 0, the win, loss, and mean percentages are divided by 1.0001 for the cash denominator. The drawdown is synthetic and based on open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

On September 9, at 08 UTC, a retrieval was made. An extension was found with the following data: the columns included threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly. The rows of data were as follows: for a threshold of 0.2 and a managed rule with a cost of 0 basis points, the return percentage was -2.8127822630146513, the drawdown percentage was 4.539460205776324, the sample size was 27, the win probability was 0.4444444444444444, the average win percentage was 0.4387832974922793, the average loss percentage was 0.5373393390380443, the mean percentage was -0.10350705613567822, and the quarter Kelly was 0. For the same threshold and rule with a cost of 6 basis points, the return percentage was -5.9111831960747505, the drawdown percentage was 6.7143934511167735, the sample size was 27, the win probability was 0.3333333333333333, the average win percentage was 0.4417790325045511, the average loss percentage was 0.555889451900461, the mean percentage was -0.22333329043212366, and the quarter Kelly was 0. For the same threshold and rule with a cost of 16 basis points, the return percentage was -10.857239312054503, the drawdown percentage was 11.263990974846694, the sample size was 27, the win probability was 0.18518518518518517, the average win percentage was 0.4973977525708313, the average loss percentage was 0.6318222065102466, the mean percentage was -0.42270739927301, and the quarter Kelly was 0. For a threshold of 0.2 and a green rule with a cost of 0 basis points, the return percentage was -4.404783637420382, the drawdown percentage was 5.47732811349616, the sample size was 27, the win probability was 0.4444444444444444, the average win percentage was 0.3001383832120574, the average loss percentage was 0.5373393390380452, the mean percentage was -0.16512701803799965, and the quarter Kelly was 0. For the same threshold and rule with a cost of 6 basis points, the return percentage was -7.452430380178965, the drawdown percentage was 7.630893366400815, the sample size was 27, the win probability was 0.3333333333333333, the average win percentage was 0.2571223818113699, the average loss percentage was 0.5558894519004596, the mean percentage was -0.28488550732984974, and the quarter Kelly was 0. For the same threshold and rule with a cost of 16 basis points, the return percentage was -12.317466292906955, the drawdown percentage was 12.317466292906953, the sample size was 27, the win probability was 0.18518518518518517, the average win percentage was 0.16567988166333622, the average loss percentage was 0.6318222065102489, the mean percentage was -0.4841366346262517, and the quarter Kelly was 0. Costs are per side. The trade profit and loss is calculated by dividing the trade value by the entry value, using vbt trade P&L and entry value. To account for costs greater than 0, divide the win, loss, and mean by 1.0001 for the cash denominator. Drawdown is calculated using synthetic open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

On September 9, at 08 UTC, a retrieval was made. An extension was found with the following data: it had columns for threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly. The rows of data were as follows: for a threshold of 0.1 and a rule of green, with costs of 0, 6, and 16 basis points, the returns were -2.598294162686841 percent, -4.335840161901752 percent, and -7.163146381649119 percent, and the drawdowns were 3.2859841275300394 percent, 4.40213816254551 percent, and 7.163146381649154 percent, with sample sizes of 15, win probabilities of 0.4666666666666667, 0.26666666666666666, and 0.2, average win percentages of 0.3134940123123204, 0.37703653818321237, and 0.25318174760983697, average loss percentages of 0.5997839756469164, 0.5371088807194131, and 0.6790092002250434, mean percentages of -0.17358758126593923, -0.29333676901204625, and -0.49257101065806747, and quarter Kelly values of 0. For a threshold of 0.2 and a rule of open, with costs of 0, 6, and 16 basis points, the returns were -3.148280944662827 percent, -6.23598592971182 percent, and -11.164967832179695 percent, and the drawdowns were 4.720877148113079 percent, 6.891677065273982 percent, and 11.4326283559803 percent, with sample sizes of 27, win probabilities of 0.4444444444444444, 0.3333333333333333, and 0.18518518518518517, average win percentages of 0.42569832591803974, 0.42435158456779387, and 0.4660910224680661, average loss percentages of 0.5498815113815549, 0.5663297714633551, and 0.6403472190476381, mean percentages of -0.11629047258173517, -0.23610265278630546, and -0.43545124839658184, and quarter Kelly values of 0. The costs are per side. The trade profit and loss is calculated by dividing the trade value by the entry value, and for costs greater than 0, the win, loss, and mean are divided by 1.0001 for the cash denominator. The drawdown is synthetic, using open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

On September 9, at 08UTC, a retrieval was made. An extension was found with the following data: the columns included threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly. The rows of data were as follows: for a threshold of 0.1 and an open rule with a cost of 0 basis points, the return percentage was -2.1810892366203576, the drawdown percentage was 2.8717248135395557, the sample size was 15, the win probability was 0.4666666666666667, the average win percentage was 0.41447215205836235, the average loss percentage was 0.6335274637261357, the mean percentage was -0.14446097636003663, and the quarter Kelly was 0. For a threshold of 0.1 and an open rule with a cost of 6 basis points, the return percentage was -3.926077741527581, the drawdown percentage was 3.9926597192559643, the sample size was 15, the win probability was 0.26666666666666666, the average win percentage was 0.5535540057938347, the average loss percentage was 0.5616226192490887, the mean percentage was -0.26424218590430915, and the quarter Kelly was 0. For a threshold of 0.1 and an open rule with a cost of 16 basis points, the return percentage was -6.765494283904718, the drawdown percentage was 6.765494283904716, the sample size was 15, the win probability was 0.2, the average win percentage was 0.4880681277343796, the average loss percentage was 0.7014352302199265, the mean percentage was -0.46353455862906523, and the quarter Kelly was 0. For a threshold of 0.1 and a managed rule with a cost of 0 basis points, the return percentage was -1.9134236310864368, the drawdown percentage was 2.7495550277735092, the sample size was 15, the win probability was 0.4666666666666667, the average win percentage was 0.414472152058364, the average loss percentage was 0.599783975646919, the mean percentage was -0.12646444938445361, and the quarter Kelly was 0. For a threshold of 0.1 and a managed rule with a cost of 6 basis points, the return percentage was -3.663187014400876, the drawdown percentage was 3.7299511829269716, the sample size was 15, the win probability was 0.26666666666666666, the average win percentage was 0.5535540057938301, the average loss percentage was 0.537108880719414, the mean percentage was -0.2462654443158823, and the quarter Kelly was 0. For a threshold of 0.1 and a managed rule with a cost of 16 basis points, the return percentage was -6.510373160244706, the drawdown percentage was 6.510373160244698, the sample size was 15, the win probability was 0.2, the average win percentage was 0.4880681277343782, the average loss percentage was 0.6790092002250434, the mean percentage was -0.44559373463315893, and the quarter Kelly was 0. The costs are per side, and the trade profit and loss is divided by the entry value. To get the cash denominator for costs greater than 0, divide the win, loss, and mean by 1.0001. The drawdown is synthetic, using open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

On September 9 at 08UTC, a retrieval was made. An extension was found with the following data: the columns included threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly. The rows of data were as follows: for a threshold of 0.3 and a rule of green, with costs of 0, 6, and 16 basis points, the return percentages were -4.9136, -9.6957, and -17.1373, the drawdown percentages were 6.1947, 10.2147, and 17.1886, the sample sizes were all 43, the win probabilities were 0.4884, 0.4419, and 0.3953, the average win percentages were 0.6271, 0.5679, and 0.4202, the average loss percentages were 0.8199, 0.8672, and 0.9899, the mean percentages were -0.1133, -0.2331, and -0.4324, and the quarter Kelly values were all 0. Additionally, for a rule of buyhold with costs of 6 and 16 basis points, the return percentages were 15.9875 and 15.7557, the drawdown percentages were both 12.0339, the sample sizes were both 1, the win probabilities were both 1, the average win percentages were 15.9891 and 15.7573, the average loss percentages were both 0, the mean percentages were both the same as the average win percentages, and the quarter Kelly values were both 0.25. The costs are per side of the trade. The trade profit and loss is calculated by dividing the win, loss, and mean by 1.0001 for a cash denominator when the cost is greater than 0. The drawdown is calculated using synthetic open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

On September 9 at 08UTC, a retrieval was made. An extension was found with the following data: the columns included threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly. The rows of data were as follows: for a threshold of 0.3 and an open rule with a cost of 0 basis points, the return percentage was 3.0600353707999033, the drawdown percentage was 4.090401892921425, the sample size was 43, the win probability was 0.4883720930232558, the average win percentage was 0.9447379415392433, the average loss percentage was 0.7537427917311398, the mean percentage was 0.07574779893579146, and the quarter Kelly was 0.020044658842741356. For the same threshold and open rule but with a cost of 6 basis points, the return percentage was -2.1229907834706636, the drawdown percentage was 5.177550469446668, the sample size was 43, the win probability was 0.4418604651162791, the average win percentage was 0.9186247085009079, the average loss percentage was 0.8065715130919268, the mean percentage was -0.04427550820206957, and the quarter Kelly was 0. For the same threshold and open rule but with a cost of 16 basis points, the return percentage was -10.188629341269575, the drawdown percentage was 10.244263604838865, the sample size was 43, the win probability was 0.3953488372093023, the average win percentage was 0.8113829202396369, the average loss percentage was 0.9340702605435857, the mean percentage was -0.24400737511766055, and the quarter Kelly was 0. For a threshold of 0.3 and a managed rule with a cost of 0 basis points, the return percentage was 2.290525262956737, the drawdown percentage was 4.227503312976866, the sample size was 43, the win probability was 0.4883720930232558, the average win percentage was 0.9799307553097358, the average loss percentage was 0.8199802480368134, the mean percentage was 0.059046055923129226, and the quarter Kelly was 0.015063833746208427. For the same threshold and managed rule but with a cost of 6 basis points, the return percentage was -2.853801205246441, the drawdown percentage was 5.313097825919355, the sample size was 43, the win probability was 0.4418604651162791, the average win percentage was 0.9574792652582853, the average loss percentage was 0.8672224283494118, the mean percentage was -0.06095888931345282, and the quarter Kelly was 0. For the same threshold and managed rule but with a cost of 16 basis points, the return percentage was -10.85921670593026, the drawdown percentage was 10.914435569601777, the sample size was 43, the win probability was 0.3953488372093023, the average win percentage was 0.8547218366588356, the average loss percentage was 0.9899438616360418, the mean percentage was -0.26065742277527626, and the quarter Kelly was 0. Costs were given per side. The trade profit and loss was divided by the entry value, and the win, loss, and mean percentages were divided by 1.0001 for a cash denominator when the cost was greater than 0. The drawdown was synthetic, using open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

On September 9 at 08 UTC, a retrieval was made. An extension was found with the following data: the columns included threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly. The rows of data were as follows: for a threshold of 0.2 and a managed rule with a cost of 0 basis points, the return percentage was -2.159647363272768, the drawdown percentage was 6.537135892422475, the sample size was 25, the win probability was 0.48, the average win percentage was 0.9377431700285315, the average loss percentage was 1.0192039335491683, the mean percentage was -0.07986932383187247, and the quarter Kelly was 0. For the same threshold and rule with a cost of 6 basis points, the return percentage was -5.051266982269124, the drawdown percentage was 8.14931119585236, the sample size was 25, the win probability was 0.44, the average win percentage was 0.8967702126632837, the average loss percentage was 1.061250783982397, the mean percentage was -0.19972154545829737, and the quarter Kelly was 0. For the same threshold and rule with a cost of 16 basis points, the return percentage was -9.6819762267054, the drawdown percentage was 10.774642200792428, the sample size was 25, the win probability was 0.36, the average win percentage was 0.8686487555681824, the average loss percentage was 1.1122755978948617, the mean percentage was -0.39914283064816597, and the quarter Kelly was 0. For a threshold of 0.2 and a green rule with a cost of 0 basis points, the return percentage was -6.2673853471101655, the drawdown percentage was 8.109345415194092, the sample size was 25, the win probability was 0.48, the average win percentage was 0.5748693866910962, the average loss percentage was 1.0192039335491672, the mean percentage was -0.25404873983384074, and the quarter Kelly was 0. For the same threshold and rule with a cost of 6 basis points, the return percentage was -9.037602953300357, the drawdown percentage was 10.209281087334487, the sample size was 25, the win probability was 0.44, the average win percentage was 0.5013431147092182, the average loss percentage was 1.0612507839823946, the mean percentage was -0.3737094685580849, and the quarter Kelly was 0. For the same threshold and rule with a cost of 16 basis points, the return percentage was -13.47389609290003, the drawdown percentage was 13.643629703105209, the sample size was 25, the win probability was 0.36, the average win percentage was 0.38631460384222055, the average loss percentage was 1.1122755978948624, the mean percentage was -0.5727831252695126, and the quarter Kelly was 0. The costs are per side, and the trade profit and loss is divided by the entry value for vbt trade, with a cash denominator for costs greater than 0. The drawdown is synthetic, with open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'QQQ QIR90908 extension IBS sweep rows7–12'. On September 9 at 08UTC, a retrieval was made. An extension was found with the following data: the columns of data are threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly, which is a measure of how much to bet. The rows of data are as follows: a threshold of 0.1 with a green rule and a cost of 0 basis points had a return of -3.3510887124397413 percent, a drawdown of 5.426473295917478 percent, a sample size of 12, a win probability of 0.5, an average win of 0.6477026227583639 percent, an average loss of 1.2034873094906364 percent, and a mean of -0.2778923433661363 percent, with a quarter Kelly of 0. A threshold of 0.1 with a green rule and a cost of 6 basis points had a return of -4.732860497913475 percent, a drawdown of 6.498477318064633 percent, a sample size of 12, a win probability of 0.5, an average win of 0.5270505083156936 percent, an average loss of 1.3221042251667088 percent, and a mean of -0.39752685842550756 percent, with a quarter Kelly of 0. A threshold of 0.1 with a green rule and a cost of 16 basis points had a return of -6.992055512809828 percent, a drawdown of 8.258145752638402 percent, a sample size of 12, a win probability of 0.4166666666666667, an average win of 0.40605560357523957 percent, an average loss of 1.3127018789687261 percent, and a mean of -0.5965529279087403 percent, with a quarter Kelly of 0. A threshold of 0.2 with an open rule and a cost of 0 basis points had a return of -1.6543092553116594 percent, a drawdown of 5.847264341029545 percent, a sample size of 25, a win probability of 0.48, an average win of 0.8890141855609237 percent, an average loss of 0.9365823702112707 percent, and a mean of -0.06029602344061745 percent, with a quarter Kelly of 0. A threshold of 0.2 with an open rule and a cost of 6 basis points had a return of -4.56086387349635 percent, a drawdown of 7.471339492471996 percent, a sample size of 25, a win probability of 0.44, an average win of 0.8436697634187633 percent, an average loss of 0.9846151068993216 percent, and a mean of -0.18016976395936435 percent, with a quarter Kelly of 0. A threshold of 0.2 with an open rule and a cost of 16 basis points had a return of -9.215490385042143 percent, a drawdown of 10.116048687783163 percent, a sample size of 25, a win probability of 0.36, an average win of 0.803877878015428 percent, an average loss of 1.0453533590039947 percent, and a mean of -0.3796301136770026 percent, with a quarter Kelly of 0. The costs are per side, and the trade profit and loss is divided by the entry value. To get the cash denominator for costs greater than 0, divide the win, loss, and mean by 1.0001. The drawdown is synthetic and uses open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

On September 9 at 08UTC, a retrieval was made. An extension was found with the following data: the columns included threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly. The rows of data were as follows: for a threshold of 0.1 and an open rule with a cost of 0 basis points, the return percentage was -1.2422, the drawdown percentage was 3.4819, the sample size was 12, the win probability was 0.5, the average win percentage was 0.9288, the average loss percentage was 1.1217, the mean percentage was -0.0964, and the quarter Kelly was 0. For a threshold of 0.1 and an open rule with a cost of 6 basis points, the return percentage was -2.6541, the drawdown percentage was 4.4582, the sample size was 12, the win probability was 0.5, the average win percentage was 0.8079, the average loss percentage was 1.2404, the mean percentage was -0.2163, and the quarter Kelly was 0. For a threshold of 0.1 and an open rule with a cost of 16 basis points, the return percentage was -4.9626, the drawdown percentage was 6.2563, the sample size was 12, the win probability was 0.4167, the average win percentage was 0.7424, the average loss percentage was 1.2428, the mean percentage was -0.4156, and the quarter Kelly was 0. For a threshold of 0.1 and a managed rule with a cost of 0 basis points, the return percentage was -1.6975, the drawdown percentage was 3.8343, the sample size was 12, the win probability was 0.5, the average win percentage was 0.9353, the average loss percentage was 1.2035, the mean percentage was -0.1341, and the quarter Kelly was 0. For a threshold of 0.1 and a managed rule with a cost of 6 basis points, the return percentage was -3.1029, the drawdown percentage was 4.8987, the sample size was 12, the win probability was 0.5, the average win percentage was 0.8144, the average loss percentage was 1.3221, the mean percentage was -0.2539, and the quarter Kelly was 0. For a threshold of 0.1 and a managed rule with a cost of 16 basis points, the return percentage was -5.4007, the drawdown percentage was 6.6884, the sample size was 12, the win probability was 0.4167, the average win percentage was 0.7501, the average loss percentage was 1.3127, the mean percentage was -0.4532, and the quarter Kelly was 0. Costs are per side, and the trade profit and loss is divided by the entry value, with a cash denominator used for costs greater than 0. The drawdown is synthetic, using open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

On September 9 at 08UTC, a retrieval was made. An extension was found with the following data: the columns included threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly. The rows of data were as follows: for a threshold of 0.3 and a rule of green with a cost of 0, the return percentage was -7.6913530311219, the drawdown percentage was 8.09547419691018, the sample size was 46, the win probability was 0.45652173913043476, the average win percentage was 0.6003764605239638, the average loss percentage was 0.8172966335189389, the mean percentage was -0.1700980471080485, and the quarter Kelly was 0. For the same threshold and rule with a cost of 6, the return percentage was -12.648708959218391, the drawdown percentage was 12.968050272588204, the sample size was 46, the win probability was 0.3695652173913043, the average win percentage was 0.6049123181423567, the average loss percentage was 0.8143675408922857, the mean percentage was -0.28985107124904835, and the quarter Kelly was 0. For the same threshold and rule with a cost of 16, the return percentage was -20.32644556310072, the drawdown percentage was 20.53821685654714, the sample size was 46, the win probability was 0.32608695652173914, the average win percentage was 0.4699154135365231, the average loss percentage was 0.9531282567836006, the mean percentage was -0.4890922773313862, and the quarter Kelly was 0. For a threshold of 0 and a rule of buyhold with a cost of 6, the return percentage was 19.349800508044588, the drawdown percentage was 11.041643407390922, the sample size was 1, the win probability was 1, the average win percentage was 19.351735488095382, the average loss percentage was 0, the mean percentage was 19.351735488095382, and the quarter Kelly was 0.25. For the same threshold and rule with a cost of 16, the return percentage was 19.111339189501052, the drawdown percentage was 11.0416434073909, the sample size was 1, the win probability was 1, the average win percentage was 19.11325032341999, the average loss percentage was 0, the mean percentage was 19.11325032341999, and the quarter Kelly was 0.25. Costs are per side. The trade profit and loss is calculated by dividing the trade value by the entry value, and for costs greater than 0, the win, loss, and mean are divided by 1.0001 for the cash denominator. The drawdown is calculated using synthetic open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

On September 9, at 08 UTC, a retrieval was made. An extension was found with the following data: the columns were threshold, rule, cost in basis points, return percentage, drawdown percentage, sample, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly. The rows of data were as follows: for a threshold of 0.3 and an open rule with 0 cost basis points, the return percentage was 3.2231, the drawdown percentage was 3.4989, the sample was 46, the win probability was 0.4565, the average win percentage was 1.0070, the average loss percentage was 0.7079, the mean percentage was 0.0749, and the quarter Kelly was 0.0186. For the same threshold and open rule but with 6 cost basis points, the return percentage was -2.3204, the drawdown percentage was 5.8596, the sample was 46, the win probability was 0.3696, the average win percentage was 1.1067, the average loss percentage was 0.7202, the mean percentage was -0.0450, and the quarter Kelly was 0. For the same threshold and open rule but with 16 cost basis points, the return percentage was -10.9059, the drawdown percentage was 11.5129, the sample was 46, the win probability was 0.3261, the average win percentage was 1.0374, the average loss percentage was 0.8652, the mean percentage was -0.2448, and the quarter Kelly was 0. For a threshold of 0.3 and a managed rule with 0 cost basis points, the return percentage was 0.4105, the drawdown percentage was 4.8270, the sample was 46, the win probability was 0.4565, the average win percentage was 1.0070, the average loss percentage was 0.8173, the mean percentage was 0.0155, and the quarter Kelly was 0.0039. For the same threshold and managed rule but with 6 cost basis points, the return percentage was -4.9819, the drawdown percentage was 7.7943, the sample was 46, the win probability was 0.3696, the average win percentage was 1.1067, the average loss percentage was 0.8144, the mean percentage was -0.1044, and the quarter Kelly was 0. For the same threshold and managed rule but with 16 cost basis points, the return percentage was -13.3335, the drawdown percentage was 13.9239, the sample was 46, the win probability was 0.3261, the average win percentage was 1.0374, the average loss percentage was 0.9531, the mean percentage was -0.3040, and the quarter Kelly was 0. The costs are per side. The trade profit and loss is divided by the entry value, and for costs greater than 0, the win, loss, and mean are divided by 1.0001 for the cash denominator. The drawdown is synthetic, using open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A news scan found the data line for Sep 9 08UTC retrieval. The extension data is as follows: it is a table with columns for threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly. The table has the following rows: for a threshold of 0.2 and a managed rule with a cost of 0 basis points, the return percentage is -2.451276128653865, the drawdown percentage is 5.150753074944658, the sample size is 32, the win probability is 0.46875, the average win percentage is 0.9888984997831396, the average loss percentage is 1.0043911567282917, the mean percentage is -0.07003663023855836, and the quarter Kelly is 0. For the same threshold and rule with a cost of 6 basis points, the return percentage is -6.126138469588807, the drawdown percentage is 6.490143511624735, the sample size is 32, the win probability is 0.40625, the average win percentage is 1.010497523648966, the average loss percentage is 1.0112240520651112, the mean percentage is -0.1898996619312673, and the quarter Kelly is 0. For the same threshold and rule with a cost of 16 basis points, the return percentage is -11.945854664315481, the drawdown percentage is 11.945854664315414, the sample size is 32, the win probability is 0.34375, the average win percentage is 0.972297336304994, the average loss percentage is 1.102579475251193, the mean percentage is -0.3893405712787538, and the quarter Kelly is 0. For a threshold of 0.2 and a green rule with a cost of 0 basis points, the return percentage is -7.943230152404396, the drawdown percentage is 8.619934056584366, the sample size is 32, the win probability is 0.46875, the average win percentage is 0.5965548319527313, the average loss percentage is 1.0043911567282924, the mean percentage is -0.25394772453406256, and the quarter Kelly is 0. For the same threshold and rule with a cost of 6 basis points, the return percentage is -11.4111992176606, the drawdown percentage is 11.411199217660606, the sample size is 32, the win probability is 0.40625, the average win percentage is 0.5582909947054838, the average loss percentage is 1.0112240520651132, the mean percentage is -0.373608564314558, and the quarter Kelly is 0. For the same threshold and rule with a cost of 16 basis points, the return percentage is -16.903267725115803, the drawdown percentage is 16.90326772511581, the sample size is 32, the win probability is 0.34375, the average win percentage is 0.43893922327441076, the average loss percentage is 1.1025794752511913, the mean percentage is -0.5726824226330155, and the quarter Kelly is 0. Costs are per side, which means they are for each trade. The trade profit and loss is calculated by dividing the win, loss, and mean by 1.0001 for a cash denominator when the cost is greater than 0. Drawdown is synthetic, meaning it is calculated using open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

On September 9 at 08UTC, a retrieval was made. An extension was found with the following data: the columns included threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly criterion. The rows of data were as follows: for a threshold of 0.1 and a green rule with 0 cost, the return percentage was 0.028, the drawdown percentage was 1.204, the sample size was 11, the win probability was 0.4545, the average win percentage was 0.753, the average loss percentage was 0.618, the mean percentage was 0.005, and the quarter Kelly criterion was 0.0018. For the same threshold and rule with a cost of 6, the return percentage was -1.283, the drawdown percentage was 1.619, the sample size was 11, the win probability was 0.4545, the average win percentage was 0.632, the average loss percentage was 0.737, the mean percentage was -0.1146, and the quarter Kelly criterion was 0. For the same threshold and rule with a cost of 16, the return percentage was -3.431, the drawdown percentage was 3.431, the sample size was 11, the win probability was 0.4545, the average win percentage was 0.431, the average loss percentage was 0.935, the mean percentage was -0.314, and the quarter Kelly criterion was 0. For a threshold of 0.2 and an open rule with 0 cost, the return percentage was 0.281, the drawdown percentage was 3.498, the sample size was 32, the win probability was 0.46875, the average win percentage was 0.989, the average loss percentage was 0.843, the mean percentage was 0.0154, and the quarter Kelly criterion was 0.0039. For the same threshold and rule with a cost of 6, the return percentage was -3.496, the drawdown percentage was 4.528, the sample size was 32, the win probability was 0.40625, the average win percentage was 1.010, the average loss percentage was 0.867, the mean percentage was -0.1045, and the quarter Kelly criterion was 0. For the same threshold and rule with a cost of 16, the return percentage was -9.479, the drawdown percentage was 9.479, the sample size was 32, the win probability was 0.34375, the average win percentage was 0.972, the average loss percentage was 0.973, the mean percentage was -0.304, and the quarter Kelly criterion was 0. Costs are per side. The trade profit and loss is calculated by dividing the win, loss, and mean by 1.0001 for a cash denominator when the cost is greater than 0. The drawdown is synthetic, using open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

On September 9 at 08:00 UTC, data was retrieved for an extension. The data included columns for threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly. The rows of data were as follows: for a threshold of 0.1 and an open rule with costs of 0, 6, and 16 basis points, the respective return percentages were 2.165323398626947, 0.8256026456446762, and -1.3683411194693236, and the respective drawdown percentages were 1.1856741229678502, 1.3633671160081184, and 2.415954588036706. The same data was also provided for a managed rule. Costs were given per side. The data also included a calculation for trade profit and loss divided by entry value, with a note to divide win, loss, and mean by 1.0001 for a cash denominator when the cost is greater than 0. Additionally, there was a note about synthetic open and exit marks for drawdown. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

On September 9 at 08:00 UTC, a retrieval was made. An extension was found with the following data: the columns included threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly. The rows of data were as follows: for a threshold of 0.3 and a rule of green with a cost of 0 basis points, the return percentage was -4.45932450201284, the drawdown percentage was 6.968583931703687, the sample size was 58, the win probability was 0.4827586206896552, the average win percentage was 0.4165425070543638, the average loss percentage was 0.5376678106150988, the mean percentage was -0.07701455380915131, and the quarter Kelly was 0. For the same threshold and rule with a cost of 6 basis points, the return percentage was -10.88282530858877, the drawdown percentage was 11.700241762301411, the sample size was 58, the win probability was 0.41379310344827586, the average win percentage was 0.35183984825125775, the average loss percentage was 0.5841944520095521, the mean percentage was -0.1968699139705964, and the quarter Kelly was 0. For the same threshold and rule with a cost of 16 basis points, the return percentage was -20.643373939523418, the drawdown percentage was 20.643373939523425, the sample size was 58, the win probability was 0.3103448275862069, the average win percentage was 0.2376643068700576, the average loss percentage was 0.6815794383502338, the mean percentage was -0.3962968967301434, and the quarter Kelly was 0. For a threshold of 0 and a rule of buyhold with a cost of 6 basis points, the return percentage was -10.730272760504203, the drawdown percentage was 23.32268370607029, the sample size was 1, the win probability was 0, the average win percentage was 0, the average loss percentage was 10.731345787780256, the mean percentage was -10.731345787780256, and the quarter Kelly was 0. For the same threshold and rule with a cost of 16 basis points, the return percentage was -10.908633987527082, the drawdown percentage was 23.32268370607039, the sample size was 1, the win probability was 0, the average win percentage was 0, the average loss percentage was 10.909724850925834, the mean percentage was -10.909724850925834, and the quarter Kelly was 0. Costs are per side, and vbt trade P&L is divided by entry value. To get the cash denominator for costs greater than 0, divide win, loss, and mean by 1.0001. Drawdown is synthetic, using open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

On September 9 at 08:00 UTC, a retrieval was made. An extension was found with the following data: the columns are threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly, which is a measure of optimal bet size. The rows of data are as follows: for a threshold of 0.3 and an open rule with 0 cost, the return percentage is 1.7344000836593407, the drawdown percentage is 5.665620307579767, the sample size is 58, the win probability is 0.46551724137931033, the average win percentage is 0.628446087395058, the average loss percentage is 0.48715909841856925, the mean percentage is 0.03217435014984343, and the quarter Kelly is 0.012799168773254599. For the same threshold and open rule but with a cost of 6, the return percentage is -5.105524352584109, the drawdown percentage is 8.268005713317772, the sample size is 58, the win probability is 0.39655172413793105, the average win percentage is 0.6027442779088327, the average loss percentage is 0.5415879836221016, the mean percentage is -0.08780105232535171, and the quarter Kelly is 0. For the same threshold and open rule but with a cost of 16, the return percentage is -15.4988312271671, the drawdown percentage is 15.524591622779859, the sample size is 58, the win probability is 0.29310344827586204, the average win percentage is 0.5815242812933322, the average loss percentage is 0.647750687194713, the mean percentage is -0.2874459550516653, and the quarter Kelly is 0. For a threshold of 0.3 and a managed rule with 0 cost, the return percentage is 0.5375948694917951, the drawdown percentage is 6.326236204016911, the sample size is 58, the win probability is 0.46551724137931033, the average win percentage is 0.6249695526774812, the average loss percentage is 0.5221482388524475, the mean percentage is 0.011854870997691806, and the quarter Kelly is 0.004742179417742548. For the same threshold and managed rule but with a cost of 6, the return percentage is -6.221864579263911, the drawdown percentage is 8.910397318957731, the sample size is 58, the win probability is 0.39655172413793105, the average win percentage is 0.5986676152746907, the average loss percentage is 0.5725442943145057, the mean percentage is -0.10809819223603126, and the quarter Kelly is 0. For the same threshold and managed rule but with a cost of 16, the return percentage is -16.492904414873646, the drawdown percentage is 16.518361764753987, the sample size is 58, the win probability is 0.29310344827586204, the average win percentage is 0.576019816510813, the average loss percentage is 0.6741240066005826, the mean percentage is -0.30770254120586316, and the quarter Kelly is 0. Costs are per side. The trade profit and loss is calculated by dividing the trade value by the entry value, and for costs greater than 0, the win, loss, and mean percentages are divided by 1.0001 for the cash denominator. The drawdown is synthetic, using open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A news scan found the data for Sep 9 08UTC retrieval. The extension data is as follows: the data has several columns including threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly, which is a measure of investment size. The rows of data are: for a threshold of 0.2 and a managed rule with 0 cost, the return percentage is 1.3149767009708626, the drawdown percentage is 5.103084666451052, the sample size is 33, the win probability is 0.5151515151515151, the average win percentage is 0.582182807062189, the average loss percentage is 0.5317979059824096, the mean percentage is 0.04207094619208056, and the quarter Kelly is 0.018066037712612545. For the same threshold and rule with 6 cost, the numbers are -2.6186958954000374 return percentage, 5.953312916640674 drawdown percentage, 0.42424242424242425 win probability, 0.5665412659451421 average win percentage, 0.552778096376659 average loss percentage, -0.07791533660377362 mean percentage, and 0 quarter Kelly. For 16 cost, the numbers are -8.838362140782555 return percentage, 9.597998302243916 drawdown percentage, 0.30303030303030304 win probability, 0.557645120606134 average win percentage, 0.6407213439075915 average loss percentage, -0.2775799910246444 mean percentage, and 0 quarter Kelly. For a green rule with 0 cost, the numbers are -1.0597950303920698 return percentage, 5.2611999475225435 drawdown percentage, 0.5454545454545454 win probability, 0.41349737110981716 average win percentage, 0.5634803606497155 average loss percentage, -0.03058341605360674 mean percentage, and 0 quarter Kelly. For 6 cost, the numbers are -4.90126433376056 return percentage, 6.968121503315983 drawdown percentage, 0.45454545454545453 win probability, 0.35734538346356004 average win percentage, 0.5736858276929774 average loss percentage, -0.15048982262182395 mean percentage, and 0 quarter Kelly. For 16 cost, the numbers are -10.975144753009557 return percentage, 11.121574057233586 drawdown percentage, 0.3333333333333333 win probability, 0.2554883241256981 average win percentage, 0.6527583715118213 average loss percentage, -0.35000947296598156 mean percentage, and 0 quarter Kelly. Costs are per side of a trade. The trade profit and loss is calculated by dividing the win, loss, and mean by 1.0001 for a cash denominator when the cost is greater than 0. The drawdown is calculated using synthetic open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A news scan found the data from September 9, 08:00 UTC. The data is about an extension, which is a way to add more time to a trading period. The data includes a list of information, which is: threshold, rule, cost in basis points, return as a percentage, drawdown as a percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly, which is a measure of risk. The data is as follows: for a threshold of 0.1 and a rule called green, with costs of 0, 6, and 16 basis points, the returns were -0.7155%, -2.2523%, and -4.7610% respectively, with drawdowns of 2.8521%, 3.3826%, and 4.9753% respectively. For a threshold of 0.2 and a rule called open, with costs of 0, 6, and 16 basis points, the returns were 2.0295%, -1.9319%, and -8.1955% respectively, with drawdowns of 4.4338%, 5.2901%, and 8.9605% respectively. The costs are per side, meaning they apply to both buying and selling. The trade profit and loss is calculated by dividing the win, loss, and mean by 1.0001 for cash, and the drawdown is synthetic, meaning it is calculated using open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'Sep9 08UTC retrieval'. An extension was made with the following data: the columns included threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly. The rows of data were as follows: for a threshold of 0.1 and an open rule with 0 cost in basis points, the return percentage was 0.637882394765677, the drawdown percentage was 2.8231578642488375, the sample size was 13, the win probability was 0.38461538461538464, the average win percentage was 0.9552141235578061, the average loss percentage was 0.511706527211348, the mean percentage was 0.05249372308448049, and the quarter Kelly was 0.013738731921425495. For the same threshold and rule with 6 cost in basis points, the return percentage was -0.91988649090099, the drawdown percentage was 3.2304321485578047, the sample size was 13, the win probability was 0.38461538461538464, the average win percentage was 0.8342239308789573, the average loss percentage was 0.6310839868868872, the mean percentage was -0.06750401851540855, and the quarter Kelly was 0. For the same threshold and rule with 16 cost in basis points, the return percentage was -3.462771444802934, the drawdown percentage was 3.905358425436145, the sample size was 13, the win probability was 0.3076923076923077, the average win percentage was 0.838849126804898, the average loss percentage was 0.7587621866044881, the mean percentage was -0.2671894747862154, and the quarter Kelly was 0. For a threshold of 0.1 and a managed rule with 0 cost in basis points, the return percentage was 0.6079162242214011, the drawdown percentage was 2.8520934673746723, the sample size was 13, the win probability was 0.38461538461538464, the average win percentage was 0.9552141235578065, the average loss percentage was 0.5155554012842173, the mean percentage was 0.050125185193484176, and the quarter Kelly was 0.013118834813389033. For the same threshold and rule with 6 cost in basis points, the return percentage was -0.9493888165492878, the drawdown percentage was 3.259246480742972, the sample size was 13, the win probability was 0.38461538461538464, the average win percentage was 0.8342239308789529, the average loss percentage was 0.6349286295064507, the mean percentage was -0.06986995243514164, and the quarter Kelly was 0. For the same threshold and rule with 16 cost in basis points, the return percentage was -3.4915165950973917, the drawdown percentage was 3.9339717899991578, the sample size was 13, the win probability was 0.3076923076923077, the average win percentage was 0.8388491268048988, the average loss percentage was 0.7621728186135246, the mean percentage was -0.2695506815617021, and the quarter Kelly was 0. Costs were calculated per side. The trade profit and loss was divided by the entry value, and the win, loss, and mean percentages were divided by 1.0001 for a cash denominator when the cost was greater than 0. The drawdown was calculated using synthetic open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'EWZ QIR90908 extension IBS sweep rows25–29'. On September 9 at 08UTC, a retrieval was made. An extension was found with the following data: the columns included threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly, a measure of optimal bet size. The rows of data were as follows: for a threshold of 0.3 and a rule of 'green' with a cost of 0, the return percentage was -5.944335511134568, the drawdown percentage was 11.789483180839898, the sample size was 59, the win probability was 0.4406779661016949, the average win percentage was 0.72091216353637, the average loss percentage was 0.7466375141311271, the mean percentage was -0.0999207070234166, and the quarter Kelly was 0. For the same threshold and rule with a cost of 6, the return percentage was -12.373209618417025, the drawdown percentage was 15.772091518167542, the sample size was 59, the win probability was 0.423728813559322, the average win percentage was 0.6256304549888028, the average loss percentage was 0.8413548099928208, the mean percentage was -0.21975088415314975, and the quarter Kelly was 0. For the same threshold and rule with a cost of 16, the return percentage was -22.126427239452198, the drawdown percentage was 23.09301061307255, the sample size was 59, the win probability was 0.3898305084745763, the average win percentage was 0.46905103299811735, the average loss percentage was 0.986582517987795, the mean percentage was -0.4191321506543038, and the quarter Kelly was 0. For a threshold of 0 and a rule of 'buyhold' with a cost of 6, the return percentage was 20.54922095918821, the drawdown percentage was 19.551591128254643, the sample size was 1, the win probability was 1, the average win percentage was 20.551275881284123, the average loss percentage was 0, the mean percentage was 20.551275881284123, and the quarter Kelly was 0.25. For the same threshold and rule with a cost of 16, the return percentage was 20.30836319439129, the drawdown percentage was 19.551591128254586, the sample size was 1, the win probability was 1, the average win percentage was 20.310394030710725, the average loss percentage was 0, the mean percentage was 20.310394030710725, and the quarter Kelly was 0.25. Costs are per side, and the trade profit and loss is divided by the entry value. To get the cash denominator for costs greater than 0, divide the win, loss, and mean by 1.0001. The drawdown is synthetic, using open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'EWZ QIR90908 extension IBS sweep rows19–24'. On September 9, 08UTC, a retrieval was made. An extension was noted with the following details: the data had columns for threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly, which is a measure of investment size. The rows of data were as follows: for a threshold of 0.3 and an open rule with costs of 0, 6, and 16 basis points, the respective return percentages were 0.8622411950248989, -6.031874692040503, and -16.49090864248244, and the respective drawdown percentages were 9.389956666762211, 13.480901001261003, and 19.892770668883696, with sample sizes of 59, win probabilities of 0.4406779661016949, 0.423728813559322, and 0.3898305084745763, average win percentages of 0.9984205881821593, 0.9139219200613417, and 0.781785226169578, average loss percentages of 0.7499499780097545, 0.8445663138489927, and 0.9896095448446943, mean percentages of 0.020518407091766815, -0.09944418083613911, and -0.2990658205509949, and quarter Kelly values of 0.005137716342850304, 0, and 0. For a threshold of 0.3 and a managed rule with costs of 0, 6, and 16 basis points, the respective return percentages were 1.6793552156526628, -5.270611886737674, and -15.814377478890776, and the respective drawdown percentages were 9.461314251132025, 13.549036868757646, and 19.955857035089373, with sample sizes of 59, win probabilities of 0.4406779661016949, 0.423728813559322, and 0.3898305084745763, average win percentages of 1.025862082737953, 0.9424296984445383, and 0.8127100302373508, average loss percentages of 0.7466375141311288, 0.8413548099928212, and 0.986582517987796, mean percentages of 0.034464003133212275, -0.0855139165871603, and -0.285163389018671, and quarter Kelly values of 0.008398790566766609, 0, and 0. The costs are per side, and the trade profit and loss is divided by the entry value for vbt, which stands for a type of trading analysis. To get the cash denominator for costs greater than 0, divide the win, loss, and mean by 1.0001. The drawdown is synthetic, using open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all