Measured Sep9; frozen1388–1389; all figures {"sample":59,"win_rate":45.76271186440678,"mean":-0.35343621114870716,"avgwin":2.2971213073239656,"avgloss":2.5898441173600246,"quarterkelly":0,"worst":-9.897564581212459,"return":-21.249763213283952,"drawdown":35.281025505026854,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-1.054775209822575,0.3565530263015914]}. 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":55.932203389830505,"mean":-0.27154322988385626,"avgwin":1.1959083609166608,"avgloss":2.134077941284512,"quarterkelly":0,"worst":-9.3557184984573,"return":-16.07472892713332,"drawdown":25.059144687443847,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-0.7529129982684402,0.23340556001949672]}. 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":57.6271186440678,"mean":-0.22945847415794898,"avgwin":1.2786650084586106,"avgloss":2.28050641051647,"quarterkelly":0,"worst":-9.594185166473522,"return":-14.094520163295943,"drawdown":24.018695063626495,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-0.7292754818013253,0.2987935886628051]}. 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":47.45762711864407,"mean":-0.1539434411814485,"avgwin":2.416228829053768,"avgloss":2.4753893626842247,"quarterkelly":0,"worst":-9.717179189694336,"return":-11.386748459220758,"drawdown":30.525503585869394,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-0.8833410497274427,0.5577701554873787]}. 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":57.6271186440678,"mean":-0.07188650988106986,"avgwin":1.361607809020747,"avgloss":2.021438783587541,"quarterkelly":0,"worst":-9.1742483291823,"return":-5.563570858208515,"drawdown":20.594177152230365,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-0.5472218785802274,0.4272605120601107]}. 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":59.32203389830508,"mean":-0.029717500326692042,"avgwin":1.4442761337694483,"avgloss":2.1792915500502303,"quarterkelly":0,"worst":-9.413192408303727,"return":-3.3353523225817185,"drawdown":21.099857703418323,"exit_counts":{"time":59},"ambiguous":0,"mean_ci_pct":[-0.5358768931625457,0.49960100962237136]}. 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":8,"win_rate":37.5,"mean":-0.5420817759835841,"avgwin":1.867969412648322,"avgloss":1.988112489162728,"quarterkelly":0,"worst":-2.8709162974557723,"return":-4.4180864533784305,"drawdown":6.955931469826582,"exit_counts":{"stop":3,"target":2,"time":2,"stop_gap":1},"ambiguous":0,"mean_ci_pct":[-1.2608010346617,-0.10483365572555002]}. 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":8,"win_rate":37.5,"mean":-0.36436903930294057,"avgwin":1.3796759549679813,"avgloss":1.4107960358654936,"quarterkelly":0,"worst":-2.0212633894303056,"return":-2.9616429358751817,"drawdown":4.99999412289045,"exit_counts":{"stop":3,"time":2,"target":2,"stop_gap":1},"ambiguous":0,"mean_ci_pct":[-1.586599581574085,0.4720918321003201]}. 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":8,"win_rate":37.5,"mean":-0.49273435452538983,"avgwin":1.5121443304581796,"avgloss":1.6956615655155316,"quarterkelly":0,"worst":-2.128699811895862,"return":-3.9713152548151243,"drawdown":5.315916988263536,"exit_counts":{"stop":4,"target":2,"time":1,"stop_gap":1},"ambiguous":0,"mean_ci_pct":[-1.644366423876125,0.5091240551629267]}. 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":8,"win_rate":37.5,"mean":-0.3429666750983315,"avgwin":2.0719094444604584,"avgloss":1.7918923468336057,"quarterkelly":0,"worst":-2.6764635314450835,"return":-2.8764741557955857,"drawdown":6.224424547766938,"exit_counts":{"stop":3,"target":2,"time":2,"stop_gap":1},"ambiguous":0,"mean_ci_pct":[-1.06312481225143,0.09515681742900996]}. 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":8,"win_rate":50,"mean":-0.16489815689597065,"avgwin":1.1922528730381021,"avgloss":1.5220491868300434,"quarterkelly":0,"worst":-1.825109615319731,"return":-1.3965400933345449,"drawdown":4.5237086182618125,"exit_counts":{"stop":3,"time":2,"target":2,"stop_gap":1},"ambiguous":0,"mean_ci_pct":[-1.3895756089966702,0.6732373121036498]}. 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":8,"win_rate":37.5,"mean":-0.2935204599294139,"avgwin":1.7153719992086074,"avgloss":1.4988559354122266,"quarterkelly":0,"worst":-1.9327611258795896,"return":-2.4224971172532035,"drawdown":4.841215372814278,"exit_counts":{"stop":4,"target":2,"time":1,"stop_gap":1},"ambiguous":0,"mean_ci_pct":[-1.4474581007194698,0.7103436738066167]}. 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":8,"win_rate":37.5,"mean":-0.542522636697032,"avgwin":1.1059083000980094,"avgloss":1.5315811987740569,"quarterkelly":0,"worst":-2.832341799201188,"return":-4.337651728496496,"drawdown":6.0122784521972505,"exit_counts":{"stop":3,"time":2,"target":1,"stop_gap":1,"target_gap":1},"ambiguous":0,"mean_ci_pct":[-0.9205733656063549,-0.4051057118295999]}. 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":8,"win_rate":25,"mean":-0.6365954875706431,"avgwin":1.0380695201980261,"avgloss":1.1948171568268662,"quarterkelly":0,"worst":-1.6958632589667344,"return":-5.018629796088566,"drawdown":5.5810328855408375,"exit_counts":{"stop":4,"stop_gap":2,"time":1,"target_gap":1},"ambiguous":0,"mean_ci_pct":[-1.487983561724135,-0.33785587445228]}. 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":8,"win_rate":50,"mean":-0.2720578178002919,"avgwin":0.8274395334861684,"avgloss":1.3715551690867522,"quarterkelly":0,"worst":-1.6154026314832537,"return":-2.2049260107831743,"drawdown":4.474378471900264,"exit_counts":{"target":3,"stop":2,"stop_gap":2,"target_gap":1},"ambiguous":0,"mean_ci_pct":[-1.50277420090127,0.17767892507990005]}. 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":8,"win_rate":37.5,"mean":-0.34340841841646874,"avgwin":1.3083226828918124,"avgloss":1.3344470792014373,"quarterkelly":0,"worst":-2.6378118069097845,"return":-2.794742123123558,"drawdown":4.9544357612364305,"exit_counts":{"stop":3,"time":2,"target":1,"stop_gap":1,"target_gap":1},"ambiguous":0,"mean_ci_pct":[-0.72221600621015,-0.20571638438380663]}. 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":8,"win_rate":25,"mean":-0.4376696034672556,"avgwin":1.240348089516663,"avgloss":0.9970088344618951,"quarterkelly":0,"worst":-1.4990580326544323,"return":-3.4867034837302753,"drawdown":4.536594295687257,"exit_counts":{"stop":4,"stop_gap":2,"time":1,"target_gap":1},"ambiguous":0,"mean_ci_pct":[-1.2907621595293248,-0.13833191259634334]}. 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":8,"win_rate":50,"mean":-0.07240212800431883,"avgwin":1.0292964208331645,"avgloss":1.1741006768418023,"quarterkelly":0,"worst":-1.4184363227127128,"return":-0.6276183056882702,"drawdown":3.9954577767443378,"exit_counts":{"target":3,"stop":2,"stop_gap":2,"target_gap":1},"ambiguous":0,"mean_ci_pct":[-1.3055824096179451,0.3782349894114634]}. 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":8,"win_rate":37.5,"mean":-0.5330953931499738,"avgwin":1.4869388563731731,"avgloss":1.7451159428638618,"quarterkelly":0,"worst":-2.832341799201188,"return":-4.300885433365136,"drawdown":6.411000874274797,"exit_counts":{"stop":3,"target":2,"time":2,"stop_gap":1},"ambiguous":0,"mean_ci_pct":[-1.063503571936345,-0.24854060073513998]}. 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":8,"win_rate":37.5,"mean":-0.4166763917089436,"avgwin":1.1306076622509487,"avgloss":1.345046824084879,"quarterkelly":0,"worst":-2.0212633894303056,"return":-3.350080830752575,"drawdown":4.546099261468639,"exit_counts":{"stop_gap":3,"stop":2,"target":2,"time":1},"ambiguous":0,"mean_ci_pct":[-1.487983561724135,0.31377571167132995]}. 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":8,"win_rate":37.5,"mean":-0.3448515812321473,"avgwin":1.2483814467807663,"avgloss":1.3007913980398955,"quarterkelly":0,"worst":-1.6154026314832537,"return":-2.7909915252901216,"drawdown":4.75875715291073,"exit_counts":{"stop_gap":3,"stop":2,"target":2,"time":1},"ambiguous":0,"mean_ci_pct":[-1.50277420090127,0.34340149012141996]}. 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":8,"win_rate":37.5,"mean":-0.33396230149478484,"avgwin":1.690116063676143,"avgloss":1.5484093205973415,"quarterkelly":0,"worst":-2.6378118069097845,"return":-2.7573828353369776,"drawdown":5.3576458503515,"exit_counts":{"stop":3,"target":2,"time":2,"stop_gap":1},"ambiguous":0,"mean_ci_pct":[-0.8654323593141648,-0.048837829388170016]}. 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":8,"win_rate":37.5,"mean":-0.2173102288048248,"avgwin":1.3330714932543306,"avgloss":1.147539262040318,"quarterkelly":0,"worst":-1.825109615319731,"return":-1.791242987659723,"drawdown":4.06753814073737,"exit_counts":{"stop_gap":3,"stop":2,"target":2,"time":1},"ambiguous":0,"mean_ci_pct":[-1.2907621595293248,0.5146042422466601]}. 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":8,"win_rate":37.5,"mean":-0.14534162480571433,"avgwin":1.451081061313575,"avgloss":1.103195236477288,"quarterkelly":0,"worst":-1.4184363227127128,"return":-1.2231362968284543,"drawdown":4.28126219917806,"exit_counts":{"stop_gap":3,"stop":2,"target":2,"time":1},"ambiguous":0,"mean_ci_pct":[-1.3055824096179451,0.54428933160903]}. 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":8,"win_rate":37.5,"mean":-0.5330953931499738,"avgwin":1.4869388563731731,"avgloss":1.7451159428638618,"quarterkelly":0,"worst":-2.832341799201188,"return":-4.300885433365136,"drawdown":6.411000874274797,"exit_counts":{"stop":3,"target":2,"time":2,"stop_gap":1},"ambiguous":0,"mean_ci_pct":[-1.063503571936345,-0.24854060073513998]}. 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