Notes

A news scan found the headline 'QQQ QIR90908 train IBS sweep rows13–18'. On September 9 at 08 UTC, a retrieval was made. The training data is as follows: the data has 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 optimal bet size. The rows of data are: for a threshold of 0.2 and a managed rule with 0 cost, the return percentage is 37.76708208909446, the drawdown percentage is 9.73503201030097, the sample size is 189, the win probability is 0.582010582010582, the average win percentage is 0.9432500134851539, the average loss percentage is 0.9136987337634329, the mean percentage is 0.17673385705599237, and the quarter Kelly is 0.0442791107866673. For the same threshold and rule with 6 cost, the return percentage is 9.811409175009487, the drawdown percentage is 10.758197922752544, the sample size is 189, the win probability is 0.5502645502645502, the average win percentage is 0.8724493197532048, the average loss percentage is 0.9416166926493302, the mean percentage is 0.05659952581555678, and the quarter Kelly is 0.016218571249378533. For the same threshold and rule with 16 cost, the return percentage is -24.75390392551095, the drawdown percentage is 31.38824585183565, the sample size is 189, the win probability is 0.48677248677248675, the average win percentage is 0.7732907472648072, the average loss percentage is 1.012709834175241, the mean percentage is -0.1433338897705612, and the quarter Kelly is 0. For a threshold of 0.2 and a green rule with 0 cost, the return percentage is 5.504434624669466, the drawdown percentage is 11.718977287498634, the sample size is 189, the win probability is 0.5873015873015873, the average win percentage is 0.6898908616210407, the average loss percentage is 0.9245818738579495, the mean percentage is 0.033384461517097175, and the quarter Kelly is 0.008552268067641478. For the same threshold and rule with 6 cost, the return percentage is -15.904507341927058, the drawdown percentage is 23.959844895331763, the sample size is 189, the win probability is 0.5608465608465608, the average win percentage is 0.5986443076276665, the average loss percentage is 0.9617136854772153, the mean percentage is -0.0865922713549006, and the quarter Kelly is 0. For the same threshold and rule with 16 cost, the return percentage is -42.37522705954905, the drawdown percentage is 44.39560647808661, the sample size is 189, the win probability is 0.48677248677248675, the average win percentage is 0.4736459954901854, the average loss percentage is 1.0069558139127024, the mean percentage is -0.28623958922981524, and the quarter Kelly is 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 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 line for Sep 9 08UTC retrieval. The train 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. The rows of data are: threshold 0.1 with rule green and cost 0 basis points had a return of 7.828934990101118 percent and a drawdown of 10.07800284274426 percent, threshold 0.1 with rule green and cost 6 basis points had a return of -5.164289904021734 percent and a drawdown of 15.482421163964 percent, threshold 0.1 with rule green and cost 16 basis points had a return of -23.434560361981607 percent and a drawdown of 29.05106756943129 percent, threshold 0.2 with rule open and cost 0 basis points had a return of 67.01517460674259 percent and a drawdown of 10.839123156175868 percent, threshold 0.2 with rule open and cost 6 basis points had a return of 33.124483723303186 percent and a drawdown of 11.849774042589544 percent, and threshold 0.2 with rule open and cost 16 basis points had a return of -8.779080722423714 percent and a drawdown of 26.554880137928304 percent. Costs are per side, with vbt trade profit and loss divided by entry value, and win, loss, and mean divided by 1.0001 for cash denominator when cost is greater than 0. 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 UTC, a retrieval was made. The training 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. The rows of data are: for a threshold of 0.1 and an open rule with 0 cost, the return percentage is 45.967433724359125, the drawdown percentage is 10.825453866492051, the sample size is 107, the win probability is 0.6448598130841121, the average win percentage is 1.1144301119520794, the average loss percentage is 0.9983196278755097, the mean percentage is 0.36410777444321607, and the quarter Kelly is 0.08168026207705177. For a threshold of 0.1 and an open rule with 6 cost, the return percentage is 28.37857695068651, the drawdown percentage is 11.624412589797906, the sample size is 107, the win probability is 0.6074766355140186, the average win percentage is 1.0564567688208424, the average loss percentage is 1.0139660342223809, the mean percentage is 0.24376744426182012, and the quarter Kelly is 0.05768514421415928. For a threshold of 0.1 and an open rule with 16 cost, the return percentage is 3.6462127439620873, the drawdown percentage is 14.875643360723101, the sample size is 107, the win probability is 0.5420560747663551, the average win percentage is 0.9714903842271557, the average loss percentage is 1.0550247993363746, the mean percentage is 0.04346006652049227, and the quarter Kelly is 0.011183864304294105. For a threshold of 0.1 and a managed rule with 0 cost, the return percentage is 27.706671399120204, the drawdown percentage is 9.721193451962085, the sample size is 107, the win probability is 0.616822429906542, the average win percentage is 1.028996090389653, the average loss percentage is 1.0368405658046789, the mean percentage is 0.2374138202591144, and the quarter Kelly is 0.057680933503161363. For a threshold of 0.1 and a managed rule with 6 cost, the return percentage is 12.318209089621304, the drawdown percentage is 10.53004578873985, the sample size is 107, the win probability is 0.5794392523364486, the average win percentage is 0.9686685330193554, the average loss percentage is 1.055904041336969, the mean percentage is 0.11721277744893856, and the quarter Kelly is 0.030251002652988107. For a threshold of 0.1 and a managed rule with 16 cost, the return percentage is -9.320096305511754, the drawdown percentage is 18.69275688695019, the sample size is 107, the win probability is 0.5233644859813084, the average win percentage is 0.862792370549005, the average loss percentage is 1.121185084680463, the mean percentage is -0.08284174362578817, and the quarter Kelly is 0. The costs are per side, and the trade profit and loss is divided by the entry value, with the win, loss, and mean percentages divided 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 08UTC, a retrieval was made. The training 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. The rows of data are: a threshold of 0.3 with a green rule and 0 cost basis points, a return of -22.653103519371825 percent, a drawdown of 35.779658643098145 percent, a sample size of 345, a win probability of 0.518840579710145, an average win of 0.6576799404892446 percent, an average loss of 0.8592929059847746 percent, a mean of -0.06973513084032747 percent, and a quarter Kelly of 0. A threshold of 0.3 with a green rule and 6 cost basis points, a return of -48.873629330478934 percent, a drawdown of 54.008905995939635 percent, a sample size of 345, a win probability of 0.48695652173913045, an average win of 0.5753611989349672 percent, an average loss of 0.9156619313650555 percent, a mean of -0.18959849400156625 percent, and a quarter Kelly of 0. A threshold of 0.3 with a green rule and 16 cost basis points, a return of -74.35625514270183 percent, a drawdown of 74.78434227649274 percent, a sample size of 345, a win probability of 0.4115942028985507, an average win of 0.46194307165574056 percent, an average loss of 0.984308955315105 percent, a mean of -0.3890400050836265 percent, and a quarter Kelly of 0. A buy and hold rule with 0 threshold and 6 cost basis points, a return of 89.8712322947589 percent, a drawdown of 41.48063346689555 percent, a sample size of 1, a win probability of 1, an average win of 89.88021941798839 percent, an average loss of 0 percent, a mean of 89.88021941798839 percent, and a quarter Kelly of 0.25. A buy and hold rule with 0 threshold and 16 cost basis points, a return of 89.49186890903258 percent, a drawdown of 41.48063346689567 percent, a sample size of 1, a win probability of 1, an average win of 89.50081809592349 percent, an average loss of 0 percent, a mean of 89.50081809592349 percent, and a quarter Kelly of 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

A news scan found the headline 'IWM QIR90908 train IBS sweep rows19–24'. On September 9 at 08UTC, a retrieval was made. The train 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 betting strategy. The rows of data are: a threshold of 0.3 with an open rule and 0 cost basis points had a return of 9.58517093955552 percent and a drawdown of 17.405987159182658 percent, a threshold of 0.3 with an open rule and 6 cost basis points had a return of -27.56409986350568 percent and a drawdown of 40.58927672051902 percent, a threshold of 0.3 with an open rule and 16 cost basis points had a return of -63.667913108560356 percent and a drawdown of 67.13363883733052 percent, a threshold of 0.3 with a managed rule and 0 cost basis points had a return of -1.493905517839039 percent and a drawdown of 25.515627486688274 percent, a threshold of 0.3 with a managed rule and 6 cost basis points had a return of -34.88737972876286 percent and a drawdown of 46.290524118288765 percent, a threshold of 0.3 with a managed rule and 16 cost basis points had a return of -67.34109229034026 percent and a drawdown of 69.76319050779307 percent. Costs are per side, and vbt trade P&L/entry value, which refers to a trading strategy, was used. To calculate win, loss, and mean for cash, divide by 1.0001 for cost greater than 0. 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, 08UTC, a retrieval was made. A training set was used, which is a collection of data used to train a model, and it contained the following information: the columns were threshold, rule, cost in basis points, which is a unit of measurement for costs, 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: [0.2, managed, 0, -10.028091066426953, 28.39011876966361, 236, 0.4957627118644068, 0.8648147324630043, 0.9262367554787823, -0.03830021272798119, 0], [0.2, managed, 6, -32.21794537767478, 42.51598104011472, 236, 0.4703389830508475, 0.7870534901223697, 0.9975815789537702, -0.1581981354476197, 0], [0.2, managed, 16, -57.720726935380206, 61.63258008741224, 236, 0.4110169491525424, 0.6854154949193324, 1.0856335666355934, -0.3577023845558145, 0], [0.2, green, 0, -26.731542667138207, 37.196929500513896, 236, 0.4957627118644068, 0.6868151816740488, 0.9262367554787823, -0.1265457527377602, 0], [0.2, green, 6, -44.80180941035487, 50.62698209393509, 236, 0.4703389830508475, 0.5996386127399828, 0.9975815789537693, -0.2463466582842503, 0], [0.2, green, 16, -65.56995231826635, 67.12341158206596, 236, 0.4110169491525424, 0.47137954832075435, 1.085633566635593, -0.44567478633573815, 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. The training 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. The rows of data are: a threshold of 0.1 with a green rule and a cost of 0 basis points had a return of -7.358990166918137 percent, a drawdown of 20.168312242639573 percent, a sample size of 121, a win probability of 0.5289256198347108, an average win of 0.7820173723985989 percent, an average loss of 0.9987055381018755 percent, a mean of -0.056835568911541935 percent, and 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 -19.879487757565073 percent, a drawdown of 26.731212738686228 percent, a sample size of 121, a win probability of 0.5289256198347108, an average win of 0.661217592279899 percent, an average loss of 1.117547590918818 percent, a mean of -0.17671311385503374 percent, and 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 -37.100913405529525 percent, a drawdown of 39.60985496926769 percent, a sample size of 121, a win probability of 0.47107438016528924, an average win of 0.5314508308303401 percent, an average loss of 1.1845394081859435 percent, a mean of -0.3761803699716611 percent, and 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 -3.296094517830761 percent, a drawdown of 21.669021862843252 percent, a sample size of 236, a win probability of 0.5042372881355932, an average win of 0.8657248184170879 percent, an average loss of 0.895971852403382 percent, a mean of -0.007658700591365341 percent, and 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 -27.146267304119988 percent, a drawdown of 38.41962255337403 percent, a sample size of 236, a win probability of 0.4745762711864407, an average win of 0.7952123792849011 percent, an average loss of 0.9610895143644063 percent, a mean of -0.1275903105986334 percent, and 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 -54.55725153820566 percent, a drawdown of 58.898486177191 percent, a sample size of 236, a win probability of 0.4152542372881356, an average win of 0.693703402567006 percent, an average loss of 1.0521136377830393 percent, a mean of -0.327155714247851 percent, and a quarter Kelly of 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 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. The training 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. The rows of data are: for a threshold of 0.1 and an open rule with 0 cost, the return percentage is 19.98602885731784, the drawdown percentage is 8.043510953548127, the sample size is 121, the win probability is 0.5454545454545454, the average win percentage is 1.0086930090461401, the average loss percentage is 0.8634014658318364, the mean percentage is 0.15774097501069637, and the quarter Kelly is 0.03909538719809863. For a threshold of 0.1 and an open rule with 6 cost, the return percentage is 3.769832726402126, the drawdown percentage is 11.938031473445177, the sample size is 121, the win probability is 0.5371900826446281, the average win percentage is 0.9029126998946133, the average loss percentage is 0.9667213396882547, the mean percentage is 0.03762752455047591, and the quarter Kelly is 0.010418372826871247. For a threshold of 0.1 and an open rule with 16 cost, the return percentage is -18.53487313209267, the drawdown percentage is 24.860241001619343, the sample size is 121, the win probability is 0.4793388429752066, the average win percentage is 0.8005442500247656, the average loss percentage is 1.0486665504070534, the mean percentage is -0.16226798491080957, and the quarter Kelly is 0. For a threshold of 0.1 and a managed rule with 0 cost, the return percentage is 7.058727013859039, the drawdown percentage is 14.90740899095221, the sample size is 121, the win probability is 0.5289256198347108, the average win percentage is 1.0114970141184854, the average loss percentage is 0.9987055381018746, the mean percentage is 0.06454209282459666, and the quarter Kelly is 0.015952121440725373. For a threshold of 0.1 and a managed rule with 6 cost, the return percentage is -7.410335187102464, the drawdown percentage is 20.087712192367068, the sample size is 121, the win probability is 0.5289256198347108, the average win percentage is 0.890444944012872, the average loss percentage is 1.1175475909188195, the mean percentage is -0.055468894756602515, and the quarter Kelly is 0. For a threshold of 0.1 and a managed rule with 16 cost, the return percentage is -27.311930717600397, the drawdown percentage is 32.38908714780324, the sample size is 121, the win probability is 0.47107438016528924, the average win percentage is 0.7883146676674587, the average loss percentage is 1.1845394081859417, the mean percentage is -0.25517839724673663, and the quarter Kelly is 0. Costs are per side. The trade profit and loss is divided by the entry value, and the win, loss, and mean are divided 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 08UTC, a retrieval was made. The train 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. The rows of data are: a threshold of 0.3 with a green rule and 0 cost, a return of -7.268826135811844 percent, a drawdown of 16.581713660074314 percent, a sample size of 318, a win probability of 0.5220125786163522, an average win of 0.4470725608516598 percent, an average loss of 0.5753267963813696 percent, a mean of -0.02172023015219366 percent, and a quarter Kelly of 0. Another row has a threshold of 0.3 with a green rule and 6 cost, a return of -36.68611376026421 percent, a drawdown of 37.53340165918782 percent, a sample size of 318, a win probability of 0.449685534591195, an average win of 0.38661910315457565 percent, an average loss of 0.5732965764592672 percent, a mean of -0.1416363809096461 percent, and a quarter Kelly of 0. A third row has a threshold of 0.3 with a green rule and 16 cost, a return of -66.48128337737451 percent, a drawdown of 66.77112256091763 percent, a sample size of 318, a win probability of 0.29874213836477986, an average win of 0.33111256491655355 percent, an average loss of 0.6275737075056644 percent, a mean of -0.3411737204612912 percent, and a quarter Kelly of 0. A fourth row has a threshold of 0 with a buyhold rule and 6 cost, a return of 54.43139350961428 percent, a drawdown of 34.38832772166109 percent, a sample size of 1, a win probability of 1, an average win of 54.43683664896526 percent, an average loss of 0 percent, a mean of 54.43683664896526 percent, and a quarter Kelly of 0.25. A fifth row has a threshold of 0 with a buyhold rule and 16 cost, a return of 54.122839045643154 percent, a drawdown of 34.38832772166126 percent, a sample size of 1, a win probability of 1, an average win of 54.12825132954775 percent, an average loss of 0 percent, a mean of 54.12825132954775 percent, and a quarter Kelly of 0.25. Costs are per side. The vbt trade P&L is divided by the entry value, and to get the cash denominator for costs greater than 0, divide 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 'Sep9 08UTC retrieval'. The train 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 optimal bet size. The rows of data are: for a threshold of 0.3 and an open rule with a cost of 0 basis points, the return percentage is 29.545948484384652, the drawdown percentage is 11.13307561450011, the sample size is 318, the win probability is 0.5283018867924528, the average win percentage is 0.6102651751397948, the average loss percentage is 0.5440193714805099, the mean percentage is 0.08460961253992032, and the quarter Kelly is 0.026951944447467888. For the same threshold and rule with a cost of 6 basis points, the return percentage is -11.55016049757395, the drawdown percentage is 23.883601235124985, the sample size is 318, the win probability is 0.4559748427672956, the average win percentage is 0.5746622857676136, the average loss percentage is 0.5467669623748999, the mean percentage is -0.03542343727847075, and the quarter Kelly is 0. For the same threshold and rule with a cost of 16 basis points, the return percentage is -53.174172655068006, the drawdown percentage is 53.579079552882305, the sample size is 318, the win probability is 0.31446540880503143, the average win percentage is 0.5895558441717327, the average loss percentage is 0.6134889699445573, the mean percentage is -0.2351729906627051, and the quarter Kelly is 0. For a threshold of 0.3 and a managed rule with a cost of 0 basis points, the return percentage is 17.732918815148967, the drawdown percentage is 11.25802608871469, the sample size is 318, the win probability is 0.5220125786163522, the average win percentage is 0.5923965846066875, the average loss percentage is 0.5753267963813689, the mean percentage is 0.05414073822307269, and the quarter Kelly is 0.014449567117923348. For the same threshold and rule with a cost of 6 basis points, the return percentage is -19.61572017354697, the drawdown percentage is 28.298202976345475, the sample size is 318, the win probability is 0.449685534591195, the average win percentage is 0.5551314545086729, the average loss percentage is 0.573296576459268, the mean percentage is -0.06585881410576006, and the quarter Kelly is 0. For the same threshold and rule with a cost of 16 basis points, the return percentage is -57.444123928603275, the drawdown percentage is 57.8121081958519, the sample size is 318, the win probability is 0.3081761006289308, the average win percentage is 0.5655190635803626, the average loss percentage is 0.635749961436841, the mean percentage is -0.2655475575007217, and the quarter Kelly is 0. Costs are per side. The trade profit and loss is divided by the entry value, and the win, loss, and mean percentages are divided 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

A news scan found the headline 'Sep9 08UTC retrieval'. The train 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. The rows of data are: for a threshold of 0.2 and a managed rule with a cost of 0 basis points, the return percentage is 14.999466773051223, the drawdown percentage is 10.07883971635839, the sample size is 208, the win probability is 0.5288461538461539, the average win percentage is 0.6186859347325823, the average loss percentage is 0.5873659494618919, the mean percentage is 0.07021707413246113, and the quarter Kelly is 0.020385929274062506. For the same threshold and rule with a cost of 6 basis points, the return percentage is -10.402494953999565, the drawdown percentage is 18.847231242188755, the sample size is 208, the win probability is 0.44711538461538464, the average win percentage is 0.5978906362319414, the average loss percentage is 0.573584877345632, the mean percentage is -0.049800152524890014, and the quarter Kelly is 0. For the same threshold and rule with a cost of 16 basis points, the return percentage is -40.894320273532266, the drawdown percentage is 43.17225519838357, the sample size is 208, the win probability is 0.3269230769230769, the average win percentage is 0.5804186652006348, the average loss percentage is 0.6526345237104341, the mean percentage is -0.24952098118181543, 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 -3.2601715331973766, the drawdown percentage is 12.12613700186541, the sample size is 208, the win probability is 0.5288461538461539, the average win percentage is 0.4597744207438852, the average loss percentage is 0.5873659494618912, the mean percentage is -0.013822668842330528, and the quarter Kelly is 0. For the same threshold and rule with a cost of 6 basis points, the return percentage is -24.628804702990806, the drawdown percentage is 27.57327051033307, the sample size is 208, the win probability is 0.44711538461538464, the average win percentage is 0.41013742409772075, the average loss percentage is 0.5735848773456325, the mean percentage is -0.13374750218105624, and the quarter Kelly is 0. For the same threshold and rule with a cost of 16 basis points, the return percentage is -50.27913190731257, the drawdown percentage is 51.26848326455657, the sample size is 208, the win probability is 0.3125, the average win percentage is 0.3404038922954587, the average loss percentage is 0.6395299201197122, the mean percentage is -0.3333006037399713, and the quarter Kelly is 0. Costs are per side, and vbt trade P&L is divided by entry value. To calculate win, loss, and mean for cash, divide by 1.0001 for cost greater than 0. 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 UTC, a retrieval was made. The train data is as follows: it has 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 are: a threshold of 0.1 with a green rule and 0 cost, resulting in a return of -8.529624980534424 percent and a drawdown of 15.610357554763999 percent, a threshold of 0.1 with a green rule and 6 cost, resulting in a return of -19.455071989189616 percent and a drawdown of 21.70169733918108 percent, a threshold of 0.1 with a green rule and 16 cost, resulting in a return of -34.842011635860636 percent and a drawdown of 35.23150163928443 percent, a threshold of 0.2 with an open rule and 0 cost, resulting in a return of 22.250431392954397 percent and a drawdown of 9.416211480446657 percent, a threshold of 0.2 with an open rule and 6 cost, resulting in a return of -4.753178854106125 percent and a drawdown of 16.566546410245675 percent, and a threshold of 0.2 with an open rule and 16 cost, resulting in a return of -37.167579580223254 percent and a drawdown of 39.58914321927669 percent. The 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, a retrieval was made. The train 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 optimal bet size. The rows of data are: for a threshold of 0.1 and an open rule with 0 cost, the return percentage is 1.6307269734207694, the drawdown percentage is 15.05570799734215, the sample size is 106, the win probability is 0.5566037735849056, the average win percentage is 0.5629671662732675, the average loss percentage is 0.6778041830151799, the mean percentage is 0.019208211239853876, and the quarter Kelly is 0.005690310608889526. For the same threshold and open rule but with a cost of 6, the return percentage is -10.508297511423804, the drawdown percentage is 21.00411374864095, the sample size is 106, the win probability is 0.4716981132075472, the average win percentage is 0.5320251766250599, the average loss percentage is 0.6657333941899456, the mean percentage is -0.1007529362583392, and the quarter Kelly is 0. For the same threshold and open rule but with a cost of 16, the return percentage is -27.604388588502516, the drawdown percentage is 31.34400495392773, the sample size is 106, the win probability is 0.330188679245283, the average win percentage is 0.5128975434062326, the average loss percentage is 0.7012794632844829, the mean percentage is -0.30037196107528447, and the quarter Kelly is 0. For a threshold of 0.1 and a managed rule with 0 cost, the return percentage is -0.23483106401974962, the drawdown percentage is 15.36688718340249, the sample size is 106, the win probability is 0.5471698113207547, the average win percentage is 0.555440491836359, the average loss percentage is 0.683281293142296, the mean percentage is 0.0009559221586878846, and the quarter Kelly is 0. For the same threshold and managed rule but with a cost of 6, the return percentage is -12.151028699457878, the drawdown percentage is 21.293501946556002, the sample size is 106, the win probability is 0.46226415094339623, the average win percentage is 0.5249547641617767, the average loss percentage is 0.6725475486539169, the mean percentage is -0.118985158767417, and the quarter Kelly is 0. For the same threshold and managed rule but with a cost of 16, the return percentage is -28.933299822006187, the drawdown percentage is 31.856195068411587, the sample size is 106, the win probability is 0.32075471698113206, the average win percentage is 0.5080739458330071, the average loss percentage is 0.7089263367440154, the mean percentage is -0.3185677555400647, 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 are divided by 1.0001 to account for the cash denominator. The drawdown is calculated using synthetic open and exit marks. A news scan found the data. 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. A train, which is a set of data used for analysis, was found with the following information: 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, which is a measure of investment size. The rows of data were as follows: a threshold of 0.3 with a rule of green and a cost of 0 basis points had a return of 0.01638467656572402 percent and a drawdown of 35.83302880064805 percent, a threshold of 0.3 with a rule of green and a cost of 6 basis points had a return of -37.06301505135506 percent and a drawdown of 53.27817017647117 percent, a threshold of 0.3 with a rule of green and a cost of 16 basis points had a return of -70.91760086185992 percent and a drawdown of 74.82413823049923 percent, a threshold of 0 with a rule of buy and hold and a cost of 6 basis points had a return of 105.06938363130224 percent and a drawdown of 57.02557625513105 percent, and a threshold of 0 with a rule of buy and hold and a cost of 16 basis points had a return of 104.65965428608781 percent and a drawdown of 57.02557625513105 percent. The costs are per side, meaning they are for each trade. The trade profit and loss is calculated by dividing the win, loss, and mean by 1.0001 for cash denominator when the cost is greater than 0. 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

On September 9, 08:00 UTC, a retrieval was made. The train 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 optimal bet size. The rows of data are: for a threshold of 0.3 and an open rule with 0 cost, the return percentage is 125.75365931489104, the drawdown percentage is 15.655507050980699, the sample size is 386, the win probability is 0.5284974093264249, the average win percentage is 1.3242811182217695, the average loss percentage is 1.0763799118953234, the mean percentage is 0.22303726213248878, and the quarter Kelly is 0.036314650368716644. For the same threshold and open rule but with a cost of 6, the return percentage is 42.059270632003646, the drawdown percentage is 29.59180686706, the sample size is 386, the win probability is 0.49740932642487046, the average win percentage is 1.2816685791038522, the average loss percentage is 1.0638117812932664, the mean percentage is 0.10285202491462692, and the quarter Kelly is 0.020062133571718946. For a cost of 16, the return percentage is -34.356175257455746, the drawdown percentage is 56.22463546988834, the sample size is 386, the win probability is 0.45077720207253885, the average win percentage is 1.201345731051802, the average loss percentage is 1.1629398362593493, the mean percentage is -0.09717380332634325, and the quarter Kelly is 0. For a managed rule with 0 cost, the return percentage is 109.1861981715297, the drawdown percentage is 17.192975971240333, the sample size is 386, the win probability is 0.5284974093264249, the average win percentage is 1.3218583768188226, the average loss percentage is 1.1188925038195436, the mean percentage is 0.2029235510826369, and the quarter Kelly is 0.032348021620259015. For a managed rule with a cost of 6, the return percentage is 31.633918266099442, the drawdown percentage is 30.54797546438589, the sample size is 386, the win probability is 0.5, the average win percentage is 1.272381920838327, the average loss percentage is 1.106861067068859, the mean percentage is 0.08276042688473398, and the quarter Kelly is 0.01626092479178856. For a managed rule with a cost of 16, the return percentage is -39.17360111457878, the drawdown percentage is 58.05339872194579, the sample size is 386, the win probability is 0.4533678756476684, the average win percentage is 1.1904268611470818, the average loss percentage is 1.2017708549487012, the mean percentage is -0.11722525827315186, and the quarter Kelly is 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, 08UTC, a retrieval was made. The train data is as follows: the data has 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 are: for a threshold of 0.2 and a managed rule with a cost of 0 basis points, the return percentage is 90.29174021163223, the drawdown percentage is 12.379702726095598, the sample size is 275, the win probability is 0.5454545454545454, the average win percentage is 1.347963223195374, the average loss percentage is 1.129840522349858, the mean percentage is 0.24633985934426553, and the quarter Kelly is 0.04111551220154375. For the same threshold and rule with a cost of 6 basis points, the return percentage is 36.80524515400727, the drawdown percentage is 15.374634649050323, the sample size is 275, the win probability is 0.5127272727272727, the average win percentage is 1.3085438187907068, the average loss percentage is 1.1180537504281978, the mean percentage is 0.12612900324404053, and the quarter Kelly is 0.024097206649258948. For a cost of 16 basis points, the return percentage is -21.070286778375362, the drawdown percentage is 38.02537564806857, the sample size is 275, the win probability is 0.46545454545454545, the average win percentage is 1.2294442945255921, the average loss percentage is 1.2088658920513342, the mean percentage is -0.07394333248098324, 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 7.884351408084751, the drawdown percentage is 19.239166044170585, the sample size is 275, the win probability is 0.5454545454545454, the average win percentage is 0.9617854541693498, the average loss percentage is 1.1298405223498567, the mean percentage is 0.03569743987552528, and the quarter Kelly is 0.002871319660081334. For a cost of 6 basis points, the return percentage is -22.439381098465912, the drawdown percentage is 36.73869751067993, the sample size is 275, the win probability is 0.5127272727272727, the average win percentage is 0.8981680687152181, the average loss percentage is 1.1180537504281973, the mean percentage is -0.08428183588557334, and the quarter Kelly is 0. For a cost of 16 basis points, the return percentage is -55.251442294495426, the drawdown percentage is 60.19782122078898, the sample size is 275, the win probability is 0.46545454545454545, the average win percentage is 0.7782929638783034, the average loss percentage is 1.2088658920513347, the mean percentage is -0.2839337700186304, and the quarter Kelly is 0. Costs are per side. The vbt trade P&L is divided by the entry value, and 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 train IBS sweep rows7–12'. On September 9, 2008, at 08:00 UTC, a retrieval was made. The train 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. The rows of data are: a threshold of 0.1 with a green rule and 0 cost basis points had a return of 1.905605901849549 percent and a drawdown of 11.954621745178295 percent, a threshold of 0.1 with a green rule and 6 cost basis points had a return of -13.127029600807258 percent and a drawdown of 22.1258618157533 percent, a threshold of 0.1 with a green rule and 16 cost basis points had a return of -33.41717555080202 percent and a drawdown of 36.81324641720655 percent, a threshold of 0.2 with an open rule and 0 cost basis points had a return of 91.64109537686184 percent and a drawdown of 13.763934553856572 percent, a threshold of 0.2 with an open rule and 6 cost basis points had a return of 37.77532858471106 percent and a drawdown of 17.360430964727435 percent, and a threshold of 0.2 with an open rule and 16 cost basis points had a return of -20.51059766045946 percent and a drawdown of 38.70861925007693 percent. The costs are per side. The trade profit and loss is calculated by dividing the trade profit and loss 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 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. A training set was used, which is a collection of data used to train a model, and it contained the following information: the columns were 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 the optimal fraction of a portfolio to invest in a trade. 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 36.43, the drawdown percentage was 10.74, the sample size was 133, the win probability was 0.556, the average win percentage was 1.34, the average loss percentage was 1.14, the mean percentage was 0.25, and the quarter Kelly was 0.0446. For a threshold of 0.1 and an open rule with a cost of 6 basis points, the return percentage was 16.30, the drawdown percentage was 11.22, the sample size was 133, the win probability was 0.533, the average win percentage was 1.27, the average loss percentage was 1.18, the mean percentage was 0.13, and the quarter Kelly was 0.0249. For a threshold of 0.1 and an open rule with a cost of 16 basis points, the return percentage was -10.86, the drawdown percentage was 24.77, the sample size was 133, the win probability was 0.489, the average win percentage was 1.18, the average loss percentage was 1.27, the mean percentage was -0.073, 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 34.48, the drawdown percentage was 10.02, the sample size was 133, the win probability was 0.556, the average win percentage was 1.34, the average loss percentage was 1.17, the mean percentage was 0.24, and the quarter Kelly was 0.0422. For a threshold of 0.1 and a managed rule with a cost of 6 basis points, the return percentage was 14.65, the drawdown percentage was 10.51, the sample size was 133, the win probability was 0.533, the average win percentage was 1.28, the average loss percentage was 1.22, the mean percentage was 0.12, and the quarter Kelly was 0.0226. For a threshold of 0.1 and a managed rule with a cost of 16 basis points, the return percentage was -12.13, the drawdown percentage was 24.50, the sample size was 133, the win probability was 0.489, the average win percentage was 1.18, the average loss percentage was 1.30, the mean percentage was -0.084, and the quarter Kelly was 0. The 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

A news scan found the data line for Sep 9 08UTC retrieval. The train 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. The rows are: a threshold of 0.3 with a green rule and 0 cost, a return of -13.100713503968667 percent, a drawdown of 20.31499027857383 percent, a sample size of 340, a win probability of 0.5176470588235295, an average win of 0.29034474705265806 percent, an average loss of 0.4206284809060451 percent, a mean of -0.040223854641950385 percent, and a quarter Kelly of 0. A threshold of 0.3 with a green rule and 6 cost, a return of -42.21381154577376 percent, a drawdown of 43.84745108329751 percent, a sample size of 340, a win probability of 0.42058823529411765, an average win of 0.22319733213666643 percent, an average loss of 0.4383649936478896 percent, a mean of -0.16011966250909104 percent, and a quarter Kelly of 0. A threshold of 0.3 with a green rule and 16 cost, a return of -70.72455657133125 percent, a drawdown of 70.7245565713313 percent, a sample size of 340, a win probability of 0.15, an average win of 0.23719601948784466 percent, an average loss of 0.46494055920315075 percent, a mean of -0.3596200723995014 percent, and a quarter Kelly of 0. A threshold of 0 with a buyhold rule and 6 cost, a return of 53.81066163397605 percent, a drawdown of 31.51693667157598 percent, a sample size of 1, a win probability of 1, an average win of 53.81604270013946 percent, an average loss of 0 percent, a mean of 53.81604270013946 percent, and a quarter Kelly of 0.25. A threshold of 0 with a buyhold rule and 16 cost, a return of 53.50334739446193 percent, a drawdown of 31.516936671575557 percent, a sample size of 1, a win probability of 1, an average win of 53.50869772920138 percent, an average loss of 0 percent, a mean of 53.50869772920138 percent, and a quarter Kelly of 0.25. Costs are per side, and vbt trade P and L is divided by entry value, with win, loss, and mean divided by 1.0001 for cash denominator when cost is greater than 0. Drawdown is 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 'EWJ QIR90908 train IBS sweep rows19–24'. On September 9, 08UTC, a retrieval was made. The train data is as follows: the columns are threshold, rule, cost in basis points, return percentage, drawdown percentage, sample, 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: for a threshold of 0.3 and an open rule with 0 cost, the return percentage is 10.550352722095544, the drawdown percentage is 11.163467939929028, the sample is 340, the win probability is 0.5441176470588235, the average win percentage is 0.37914858547157865, the average loss percentage is 0.4135656217998169, the mean percentage is 0.031144231685495377, and the quarter Kelly is 0.011713196442959553. For the same threshold and open rule but with a cost of 6, the return percentage is -26.48635249298704, the drawdown percentage is 31.46670490226845, the sample is 340, the win probability is 0.4323529411764706, the average win percentage is 0.3412781846747878, the average loss percentage is 0.4164254205255234, the mean percentage is -0.08883003827715355, and the quarter Kelly is 0. For a cost of 16, the return percentage is -62.756764438072835, the drawdown percentage is 62.91543739567612, the sample is 340, the win probability is 0.21470588235294116, the average win percentage is 0.38327350949144573, the average loss percentage is 0.47213388435241155, the mean percentage is -0.2884728850859364, and the quarter Kelly is 0. For a managed rule with 0 cost, the return percentage is 2.0404071609537935, the drawdown percentage is 13.45608411372866, the sample is 340, the win probability is 0.5147058823529411, the average win percentage is 0.3861585628046117, the average loss percentage is 0.4199321386721124, the mean percentage is 0.0073184323430283355, and the quarter Kelly is 0. For a managed rule with a cost of 6, the return percentage is -32.145286389455876, the drawdown percentage is 35.93989737259552, the sample is 340, the win probability is 0.4176470588235294, the average win percentage is 0.34152194814127007, the average loss percentage is 0.43833432038288633, the mean percentage is -0.11262964352867981, and the quarter Kelly is 0. For a managed rule with a cost of 16, the return percentage is -65.62367439673686, the drawdown percentage is 65.93770346874204, the sample is 340, the win probability is 0.21764705882352942, the average win percentage is 0.36387234213691416, the average loss percentage is 0.500312152093039, the mean percentage is -0.31222493864299045, and the quarter Kelly is 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, 08UTC, a retrieval was made. A training process was initiated with the following parameters: the columns of data 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 costs of 0, 6, and 16 basis points, the returns were 1.9810307261597357 percent, -21.96270885957306 percent, and -50.0418167344181 percent, respectively, with corresponding drawdowns of 12.387003018754317 percent, 27.958511911151906 percent, and 50.95721258712972 percent, based on a sample size of 223. The win probabilities were 0.5067264573991032, 0.4125560538116592, and 0.22869955156950672, respectively. The average win percentages were 0.403471533290558, 0.3623390378970853, and 0.38031630446667497 percent, while the average loss percentages were 0.4244611886390288, 0.44112291405419946, and 0.5137158155039911 percent, resulting in mean percentages of 0.010301533724897371, -0.10964982176936444, and -0.3092510705779644 percent, all with a quarter Kelly value of 0. For a threshold of 0.2 and a green rule with costs of 0, 6, and 16 basis points, the returns were -8.77872582780178 percent, -30.19622296335068 percent, and -55.312776303941014 percent, respectively, with corresponding drawdowns of 16.894709725532476 percent, 33.303481280737365 percent, and 55.447058922845535 percent, based on a sample size of 223. The win probabilities were 0.5067264573991032, 0.4125560538116592, and 0.16591928251121077, respectively. The average win percentages were 0.3042097110208235, 0.2405536639996932, and 0.2548487646247049 percent, while the average loss percentages were 0.42446118863902793, 0.44112291405419957, and 0.4815820499414676 percent, resulting in mean percentages of -0.03999705782882416, -0.1598931150364501, and -0.35939397756950175 percent, all with a quarter Kelly value of 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 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. The train data is as follows: it has 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 are: a threshold of 0.1 with a green rule and costs of 0, 6, and 16 basis points, and a threshold of 0.2 with an open rule and costs of 0, 6, and 16 basis points. The costs are per side. The trade profit and loss is calculated by dividing the trade profit and loss 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 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

A news scan found the headline 'EWJ QIR90908 train IBS sweep rows1–6'. On September 9 at 08:00 UTC, a retrieval was made. The train data is as follows: it has 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 are: for a threshold of 0.1 and an open rule with 0 cost, the return percentage is 2.869431247618536, the drawdown percentage is 8.303149482129157, the sample size is 121, the win probability is 0.5289256198347108, the average win percentage is 0.4419651431646831, the average loss percentage is 0.4662314202706387, the mean percentage is 0.025696466677068028, and the quarter Kelly is 0.007996676997486324. For the same threshold and open rule but with a cost of 6, the return percentage is -11.033444686135601, the drawdown percentage is 14.86537964365513, the sample size is 121, the win probability is 0.4132231404958678, the average win percentage is 0.4290265288692146, the average loss percentage is 0.4627917737859653, the mean percentage is -0.09427181401109755, and the quarter Kelly is 0. For a threshold of 0.1 and an open rule with a cost of 16, the return percentage is -30.15627446607002, the drawdown percentage is 30.81025562759734, the sample size is 121, the win probability is 0.2727272727272727, the average win percentage is 0.40522611119454327, the average loss percentage is 0.5560775003807561, the mean percentage is -0.29390378813294715, and the quarter Kelly is 0. For a threshold of 0.1 and a managed rule with 0 cost, the return percentage is 1.5145240641485542, the drawdown percentage is 7.217903038163764, the sample size is 121, the win probability is 0.49586776859504134, the average win percentage is 0.43854171023296074, the average loss percentage is 0.4244564670090223, the mean percentage is 0.014000227499622755, and the quarter Kelly is 0.0019818601973464745. For the same threshold and managed rule but with a cost of 6, the return percentage is -12.205235211478225, the drawdown percentage is 16.386363392928672, the sample size is 121, the win probability is 0.39669421487603307, the average win percentage is 0.4117266239993035, the average loss percentage is 0.4463487187269642, the mean percentage is -0.10595519433968453, and the quarter Kelly is 0. For a threshold of 0.1 and a managed rule with a cost of 16, the return percentage is -31.0761956156137, the drawdown percentage is 31.96889344026387, the sample size is 121, the win probability is 0.2727272727272727, the average win percentage is 0.36358914182797947, the average loss percentage is 0.5564961875973468, the mean percentage is -0.3055638250268033, and the quarter Kelly is 0. Costs are per side. The vbt trade P&L is divided by the entry value, and to get the cash denominator for costs greater than 0, divide 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. The train data is as follows: the data has 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 are: a threshold of 0.3 with a green rule and 0 cost, a threshold of 0.3 with a green rule and 6 cost, a threshold of 0.3 with a green rule and 16 cost, a buy and hold rule with 0 threshold and 6 cost, and a buy and hold rule with 0 threshold and 16 cost. The costs are per side of the trade. The trade profit and loss is calculated by dividing the trade value by the entry value, and the win, loss, and mean are divided 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. The train data is as follows: the data has 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 are: for a threshold of 0.3 and an open rule with 0 cost, the return percentage is 11.052515262154316, the drawdown percentage is 11.646736063891739, the sample size is 331, the win probability is 0.5438066465256798, the average win percentage is 0.44694464976760223, the average loss percentage is 0.47735559965400803, the mean percentage is 0.033937990961743894, and the quarter Kelly is 0.01414326101674708. For the same threshold and open rule but with a cost of 6, the return percentage is -25.350548816454648, the drawdown percentage is 30.118333993481848, the sample size is 331, the win probability is 0.44108761329305135, the average win percentage is 0.4143665173882061, the average loss percentage is 0.4809542515738736, the mean percentage is -0.08603935046069046, and the quarter Kelly is 0. For the same threshold and open rule but with a cost of 16, the return percentage is -61.49444737466789, the drawdown percentage is 61.68976788820362, the sample size is 331, the win probability is 0.2628398791540785, the average win percentage is 0.43006109522715097, the average loss percentage is 0.540893312180678, the mean percentage is -0.2856877730734844, and the quarter Kelly is 0. For a threshold of 0.3 and a managed rule with 0 cost, the return percentage is 1.8680613917793039, the drawdown percentage is 16.177597381148434, the sample size is 331, the win probability is 0.525679758308157, the average win percentage is 0.433596027245444, the average loss percentage is 0.48322847393653545, the mean percentage is 0.007487036786375774, and the quarter Kelly is 0. For the same threshold and managed rule but with a cost of 6, the return percentage is -31.524334608029303, the drawdown percentage is 34.77119934987988, the sample size is 331, the win probability is 0.4229607250755287, the average win percentage is 0.40155946615049776, the average loss percentage is 0.48923031703520636, the mean percentage is -0.11246122444910803, and the quarter Kelly is 0. For the same threshold and managed rule but with a cost of 16, the return percentage is -64.67899903480647, the drawdown percentage is 64.68475669877535, the sample size is 331, the win probability is 0.256797583081571, the average win percentage is 0.39878189864948066, the average loss percentage is 0.5576718729383308, the mean percentage is -0.3120568560653279, and the quarter Kelly is 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