Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":58.333333333333336,"mean":0.3746559759786851,"avgwin":1.5530070591267213,"avgloss":1.2750355404285654,"quarterkelly":0.06031137685062421,"worst":-2.177701388156228,"return":24.238178824835405,"drawdown":5.0866735472100295,"exit_counts":{"target":22,"stop":21,"time":10,"target_gap":4,"stop_gap":3},"ambiguous":0,"mean_ci_pct":[-0.043078575948075744,0.8038314365677618]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":56.666666666666664,"mean":0.40788963063530637,"avgwin":2.427934201793397,"avgloss":2.2337071162637354,"quarterkelly":0.04199965863304883,"worst":-6.822558771457676,"return":24.59308381863631,"drawdown":18.417955369660156,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-0.23219879787604578,1.0537297273260702]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":66.66666666666666,"mean":0.46651101376891346,"avgwin":1.668416616334089,"avgloss":1.9373001913614378,"quarterkelly":0.06990325575783789,"worst":-4.872152188984124,"return":30.32300536499175,"drawdown":11.481615693521475,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-0.03182781264316738,0.9620697275319815]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":68.33333333333333,"mean":0.4824454560173724,"avgwin":1.7138632332182295,"avgloss":2.1748244842581617,"quarterkelly":0.07037397247729243,"worst":-4.695232000928207,"return":31.41560055106106,"drawdown":10.76448114881664,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-0.03067188062343681,0.9874178079462589]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":60,"mean":0.6089065776062709,"avgwin":2.4930205286572216,"avgloss":2.217264348970155,"quarterkelly":0.06106112751649072,"worst":-6.636017207530465,"return":40.478327996285316,"drawdown":15.765107880443718,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-0.045531824799366113,1.2560822275217554]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":68.33333333333333,"mean":0.6676453209543783,"avgwin":1.830456706580028,"avgloss":1.8415792480272868,"quarterkelly":0.09118562030917784,"worst":-4.68170590424265,"return":46.938797339459946,"drawdown":9.579391341321974,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[0.1607113929929702,1.1589543971525624]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":70,"mean":0.6836116640120692,"avgwin":1.8722918005923535,"avgloss":2.089975321341927,"quarterkelly":0.09128006433022202,"worst":-4.504431521350116,"return":48.170695131951256,"drawdown":9.683625798887741,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[0.1870729728473965,1.202840549739958]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":40,"mean":-0.3401690445680283,"avgwin":2.115960596184123,"avgloss":1.977588805069462,"quarterkelly":0,"worst":-3.0623556870254753,"return":-19.61551087808357,"drawdown":23.621790793339382,"exit_counts":{"stop":29,"target":13,"time":8,"target_gap":6,"stop_gap":4},"ambiguous":0,"mean_ci_pct":[-0.8984455277251927,0.23990594790394396]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":50,"mean":-0.08401977932607015,"avgwin":1.2172714686549826,"avgloss":1.385311027307123,"quarterkelly":0,"worst":-2.6085973636653548,"return":-5.525158486861767,"drawdown":15.540056317746675,"exit_counts":{"stop":24,"target":17,"time":13,"target_gap":5,"stop_gap":1},"ambiguous":0,"mean_ci_pct":[-0.5343863089392982,0.3558105847322603]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":46.666666666666664,"mean":-0.08058763530190434,"avgwin":1.35088186927971,"avgloss":1.3331234518108168,"quarterkelly":0,"worst":-2.632670655234226,"return":-5.352821681556577,"drawdown":15.169304279264395,"exit_counts":{"stop":25,"target":18,"time":11,"target_gap":5,"stop_gap":1},"ambiguous":0,"mean_ci_pct":[-0.5384132804230017,0.3688965096031281]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":40,"mean":-0.1406497136867759,"avgwin":2.320397107214911,"avgloss":1.7813475942879007,"quarterkelly":0,"worst":-2.8682861833437046,"return":-9.366729816881252,"drawdown":14.48459303781563,"exit_counts":{"stop":29,"target":13,"time":8,"target_gap":6,"stop_gap":4},"ambiguous":0,"mean_ci_pct":[-0.720911143109945,0.4403412532730253]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":51.66666666666667,"mean":0.11601236328200185,"avgwin":1.3803425895682437,"avgloss":1.2355130510239807,"quarterkelly":0.02101151630014718,"worst":-2.4136194342297634,"return":6.5201002071559735,"drawdown":13.054940939184734,"exit_counts":{"stop":24,"target":17,"time":13,"target_gap":5,"stop_gap":1},"ambiguous":0,"mean_ci_pct":[-0.3433145385782938,0.5529626459909923]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":50,"mean":0.1194513784705344,"avgwin":1.4577840148348322,"avgloss":1.2188812578937636,"quarterkelly":0.02048509540078683,"worst":-2.437740920612763,"return":6.714409437808991,"drawdown":12.585822135172043,"exit_counts":{"stop":25,"target":18,"time":11,"target_gap":5,"stop_gap":1},"ambiguous":0,"mean_ci_pct":[-0.34244407085547524,0.5671640798455138]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":40.67796610169492,"mean":-0.2181440157706377,"avgwin":2.806679982397939,"avgloss":2.2923090430862327,"quarterkelly":0,"worst":-8.297837431050514,"return":-14.592445799377924,"drawdown":25.849507218118994,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-1.0374408929836936,0.6505821087605181]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":50.847457627118644,"mean":0.11788165375982923,"avgwin":1.8372983596821661,"avgloss":1.660825283401209,"quarterkelly":0.0160400804173446,"worst":-5.356638510366518,"return":5.623908220535554,"drawdown":16.807928902383363,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-0.5054466639583844,0.7048781644021327]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":50.847457627118644,"mean":0.19143140928143407,"avgwin":2.0114276045368387,"avgloss":1.6913232754655363,"quarterkelly":0.02379297778971194,"worst":-5.325733056183113,"return":10.146093229272855,"drawdown":17.88311820023899,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-0.45579119100890186,0.7680961042916299]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":44.06779661016949,"mean":-0.018380390354034735,"avgwin":2.7870916150466645,"avgloss":2.22875227339701,"quarterkelly":0,"worst":-8.11424938017067,"return":-3.89564028410523,"drawdown":20.908833619823298,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-0.8292675547324921,0.8411595463917519]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":54.23728813559322,"mean":0.3183180037446023,"avgwin":1.9180182987916898,"avgloss":1.5776230866815757,"quarterkelly":0.04149048055812811,"worst":-5.167162168938566,"return":18.852695938119428,"drawdown":15.971833777467925,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-0.2869960731161579,0.8886823371933752]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":54.23728813559322,"mean":0.39201500613455986,"avgwin":2.086771990239839,"avgloss":1.6165858639161417,"quarterkelly":0.04696428358824965,"worst":-5.136194841927555,"return":23.941258640203795,"drawdown":16.891778401962444,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-0.2623273815218235,0.9896438222452073]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":35.59322033898305,"mean":-0.4091393983674977,"avgwin":2.2377319796358193,"avgloss":1.8718841072640677,"quarterkelly":0,"worst":-2.96563791968405,"return":-22.48079753058456,"drawdown":29.38058523593631,"exit_counts":{"stop":29,"target":14,"time":9,"stop_gap":5,"target_gap":2},"ambiguous":0,"mean_ci_pct":[-0.8987482232294268,0.09120619193328358]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":44.06779661016949,"mean":-0.16104953580731612,"avgwin":1.2724377294903424,"avgloss":1.2904637448297138,"quarterkelly":0,"worst":-2.6057987013548556,"return":-9.60782045573161,"drawdown":16.730343581494743,"exit_counts":{"stop":23,"target":13,"time":13,"stop_gap":6,"target_gap":4},"ambiguous":0,"mean_ci_pct":[-0.45428274364684795,0.18141094546399805]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":44.06779661016949,"mean":-0.1865084383361398,"avgwin":1.2975388567326487,"avgloss":1.3557578223297309,"quarterkelly":0,"worst":-2.4043802011397997,"return":-10.977752212408655,"drawdown":18.551592936111938,"exit_counts":{"stop":23,"target":13,"time":12,"stop_gap":7,"target_gap":4},"ambiguous":0,"mean_ci_pct":[-0.4935341534433897,0.1586437901659813]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":37.28813559322034,"mean":-0.20975814637629056,"avgwin":2.3401869113738942,"avgloss":1.7259416942277517,"quarterkelly":0,"worst":-2.7713747866930594,"return":-12.771962752731248,"drawdown":21.953468096181993,"exit_counts":{"stop":29,"target":14,"time":9,"stop_gap":5,"target_gap":2},"ambiguous":0,"mean_ci_pct":[-0.6927995776992211,0.2928714143282031]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":45.76271186440678,"mean":0.038828392958291685,"avgwin":1.4231303173527696,"avgloss":1.129176355749549,"quarterkelly":0.0068209482443108566,"worst":-2.4108151689875124,"return":1.713280748213299,"drawdown":10.420607801086557,"exit_counts":{"stop":23,"target":13,"time":13,"stop_gap":6,"target_gap":4},"ambiguous":0,"mean_ci_pct":[-0.2518469790244874,0.38129036434880187]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all
Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":44.06779661016949,"mean":0.013318521617373416,"avgwin":1.5003368845724891,"avgloss":1.1582717037412027,"quarterkelly":0.0022192551810069627,"worst":-2.2089934282291,"return":0.17177290898068803,"drawdown":11.807864735989304,"exit_counts":{"stop":23,"target":13,"time":12,"stop_gap":7,"target_gap":4},"ambiguous":0,"mean_ci_pct":[-0.2911011068320421,0.36246475530043293]}. Return/drawdown/mean/win sizes in percent; quarterkelly fraction. Mean CI10,000 quarter-block resamples; dependent months retained within quarter. Daily modeled fills, no live execution claim.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OEF,SPY,IWM&timeframe=1Day&feed=sip&adjustment=all