Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":38.333333333333336,"mean":-0.41365302111397406,"avgwin":0.9215317311203614,"avgloss":1.2436327319623446,"quarterkelly":0,"worst":-3.1503270155246788,"return":-22.341538992777508,"drawdown":22.67030298844531,"exit_counts":{"stop":28,"target":14,"target_gap":7,"stop_gap":6,"time":5},"ambiguous":0,"mean_ci_pct":[-0.698854927484361,-0.13008944917705342]}. 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":41.66666666666667,"mean":-0.18711409304881133,"avgwin":1.7289112471597745,"avgloss":1.5557036217692297,"quarterkelly":0,"worst":-2.6957314790448605,"return":-11.390774895674417,"drawdown":23.086113229801995,"exit_counts":{"stop":28,"target":21,"stop_gap":6,"target_gap":3,"time":2},"ambiguous":0,"mean_ci_pct":[-0.7043308923619324,0.3328153548709612]}. 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":33.33333333333333,"mean":-0.35400992571520645,"avgwin":1.0806792338383275,"avgloss":1.0713545054919735,"quarterkelly":0,"worst":-2.391283685008594,"return":-19.470618048704374,"drawdown":20.001483554288026,"exit_counts":{"stop":31,"target":12,"stop_gap":8,"target_gap":6,"time":3},"ambiguous":0,"mean_ci_pct":[-0.6094406192139337,-0.09971977236506449]}. 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":38.333333333333336,"mean":-0.2142808054113258,"avgwin":1.1235769913768168,"avgloss":1.0459221385499011,"quarterkelly":0,"worst":-2.956433630750921,"return":-12.440318333082587,"drawdown":13.938635779354147,"exit_counts":{"stop":28,"target":14,"target_gap":7,"stop_gap":6,"time":5},"ambiguous":0,"mean_ci_pct":[-0.5083845618217178,0.07024220542148683]}. 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":41.66666666666667,"mean":-0.433025849229463,"avgwin":1.6975763616731703,"avgloss":1.9548845713027725,"quarterkelly":0,"worst":-3.5257708418437894,"return":-23.802244044248447,"drawdown":30.480539064810188,"exit_counts":{"stop":28,"target":11,"time":10,"target_gap":6,"stop_gap":5},"ambiguous":0,"mean_ci_pct":[-0.9867299169353284,0.14491955505015985]}. 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":31.666666666666664,"mean":-0.5123185640223887,"avgwin":1.2249370765631251,"avgloss":1.3173882511229926,"quarterkelly":0,"worst":-3.1815316322773457,"return":-26.938225933749116,"drawdown":27.347319636598456,"exit_counts":{"stop":27,"time":11,"target":11,"stop_gap":6,"target_gap":5},"ambiguous":0,"mean_ci_pct":[-0.8705880670381632,-0.16722805614162373]}. 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":36.666666666666664,"mean":-0.39301599833239,"avgwin":1.2687723720047712,"avgloss":1.3551040022117993,"quarterkelly":0,"worst":-3.2543150445670244,"return":-21.547911474204398,"drawdown":21.891019142912583,"exit_counts":{"stop":27,"target":12,"time":8,"stop_gap":7,"target_gap":6},"ambiguous":0,"mean_ci_pct":[-0.7965647411991081,-0.008662990837647709]}. 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":41.66666666666667,"mean":-0.23369241799660584,"avgwin":1.9011752660000356,"avgloss":1.7585979065656354,"quarterkelly":0,"worst":-3.3326290969262318,"return":-14.087258893804677,"drawdown":27.571072460280877,"exit_counts":{"stop":28,"target":11,"time":10,"target_gap":6,"stop_gap":5},"ambiguous":0,"mean_ci_pct":[-0.8025566048237969,0.3334061978386031]}. 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":31.666666666666664,"mean":-0.3131438770824653,"avgwin":1.427589755384601,"avgloss":1.1198253165184229,"quarterkelly":0,"worst":-2.9877007192556926,"return":-17.62306906048268,"drawdown":21.32923828793889,"exit_counts":{"stop":27,"time":11,"target":11,"stop_gap":6,"target_gap":5},"ambiguous":0,"mean_ci_pct":[-0.6727504570270106,0.030426563291928107]}. 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":36.666666666666664,"mean":-0.19360246723780133,"avgwin":1.4715128092413547,"avgloss":1.1576165746731024,"quarterkelly":0,"worst":-3.0606298441918645,"return":-11.545505688238881,"drawdown":18.540571416885165,"exit_counts":{"stop":27,"target":12,"time":8,"stop_gap":7,"target_gap":6},"ambiguous":0,"mean_ci_pct":[-0.587107387542253,0.19306596168132276]}. 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":45,"mean":-0.41404789327947794,"avgwin":1.5903373651384871,"avgloss":2.053999468348722,"quarterkelly":0,"worst":-3.5257708418437894,"return":-22.929592202646095,"drawdown":30.480539064810188,"exit_counts":{"stop":26,"time":12,"target":11,"target_gap":6,"stop_gap":5},"ambiguous":0,"mean_ci_pct":[-0.9850229555668926,0.17362149701384771]}. 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":33.33333333333333,"mean":-0.4937410183732025,"avgwin":1.2885546072867526,"avgloss":1.3848888312031802,"quarterkelly":0,"worst":-3.1815316322773457,"return":-26.149479181698588,"drawdown":26.562989302483853,"exit_counts":{"stop":24,"time":14,"target":11,"stop_gap":6,"target_gap":5},"ambiguous":0,"mean_ci_pct":[-0.8884585875861224,-0.11406985577770268]}. 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":38.333333333333336,"mean":-0.426002575540663,"avgwin":1.2478153712473878,"avgloss":1.4664840019224243,"quarterkelly":0,"worst":-3.2543150445670244,"return":-23.102939414036076,"drawdown":23.42848005140471,"exit_counts":{"stop":25,"target":12,"time":10,"target_gap":7,"stop_gap":6},"ambiguous":0,"mean_ci_pct":[-0.8386232633166744,-0.01533846674509171]}. 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":45,"mean":-0.2146764681122909,"avgwin":1.7937215766184165,"avgloss":1.8579112319828697,"quarterkelly":0,"worst":-3.3326290969262318,"return":-13.10334656196436,"drawdown":27.571072460280877,"exit_counts":{"stop":26,"time":12,"target":11,"target_gap":6,"stop_gap":5},"ambiguous":0,"mean_ci_pct":[-0.774056076679098,0.3598478822545628]}. 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":33.33333333333333,"mean":-0.2945291391217747,"avgwin":1.4913346486277168,"avgloss":1.1874610329965205,"quarterkelly":0,"worst":-2.9877007192556926,"return":-16.73375946524187,"drawdown":20.477168617650122,"exit_counts":{"stop":24,"time":14,"target":11,"stop_gap":6,"target_gap":5},"ambiguous":0,"mean_ci_pct":[-0.6905987476232384,0.0873275355915378]}. 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":38.333333333333336,"mean":-0.2266550836892643,"avgwin":1.4505138524950012,"avgloss":1.2692195575335374,"quarterkelly":0,"worst":-3.0606298441918645,"return":-13.298795022445109,"drawdown":19.943720791051323,"exit_counts":{"stop":25,"target":12,"time":10,"target_gap":7,"stop_gap":6},"ambiguous":0,"mean_ci_pct":[-0.6401543962372986,0.18498301786731924]}. 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
IWM QOE90906 holdout open week3 16bps = -35.726776439888184
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":46.666666666666664,"mean":-0.6973616222513102,"avgwin":1.5494366571213811,"avgloss":2.663310116702415,"quarterkelly":0,"worst":-7.4647245583241535,"return":-35.726776439888184,"drawdown":40.87490186964485,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-1.2899203422375403,-0.09068858347562941]}. 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
SPY QOE90906 holdout open week3 16bps = -27.926942188750818
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":38.333333333333336,"mean":-0.5220446969261033,"avgwin":1.5704800047407046,"avgloss":1.8228032952595243,"quarterkelly":0,"worst":-5.595890260034519,"return":-27.926942188750818,"drawdown":29.3937518966256,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-0.9494345995284358,-0.11426221283177679]}. 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
OEF QOE90906 holdout open week3 16bps = -25.791260666000447
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":41.66666666666667,"mean":-0.4710990583761978,"avgwin":1.5810487932279598,"avgloss":1.9369189523791674,"quarterkelly":0,"worst":-5.567607780120132,"return":-25.791260666000447,"drawdown":27.271882835959893,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-0.9198222967252466,-0.039604375564836466]}. 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
IWM QOE90906 holdout open week3 6bps = -27.532133374280953
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":46.666666666666664,"mean":-0.49855739216253836,"avgwin":1.7527389852405046,"avgloss":2.4684417223902013,"quarterkelly":0,"worst":-7.2794686125530745,"return":-27.532133374280953,"drawdown":36.714541438829414,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-1.0921638231656152,0.12097433113459148]}. 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
SPY QOE90906 holdout open week3 6bps = -18.73784367002339
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":40,"mean":-0.32288948173834764,"avgwin":1.7025609793739054,"avgloss":1.6731897891465162,"quarterkelly":0,"worst":-5.406892901447968,"return":-18.73784367002339,"drawdown":22.206382789286415,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-0.761479295985527,0.08544783961316062]}. 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
OEF QOE90906 holdout open week3 6bps = -16.329869164108928
Quant replication2026-09-09 06:11
Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":41.66666666666667,"mean":-0.27184184984149984,"avgwin":1.7844144089543612,"avgloss":1.740596320409972,"quarterkelly":0,"worst":-5.37855379990968,"return":-16.329869164108928,"drawdown":20.87490591240213,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-0.7316860417040933,0.16115322679388758]}. 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":48.333333333333336,"mean":-0.6069232057786861,"avgwin":1.8081613151369234,"avgloss":2.866195822119095,"quarterkelly":0,"worst":-8.37363471690723,"return":-32.38137837171406,"drawdown":43.129032402791964,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-1.3047777733461294,0.12985818514410147]}. 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":-0.45527366589125223,"avgwin":1.700161021196986,"avgloss":1.8922301239500776,"quarterkelly":0,"worst":-6.055381329155574,"return":-25.149062672834415,"drawdown":29.309168553048014,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-1.0035406331975347,0.024752591706999873]}. 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":-0.42529454908207254,"avgwin":1.830826910786315,"avgloss":1.9293755223276643,"quarterkelly":0,"worst":-6.252386715183766,"return":-23.891953304387687,"drawdown":28.726380950548414,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-0.9820689316767992,0.06146685442889362]}. 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