Measured Sep9; frozen1388–1389; all figures {"sample":60,"win_rate":50,"mean":-0.4079379176631524,"avgwin":1.9503254309429179,"avgloss":2.766201266269223,"quarterkelly":0,"worst":-8.190198412459381,"return":-23.760207094783755,"drawdown":39.12728474003154,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-1.1081294791488856,0.30872193916407276]}. 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":-0.25598477486533083,"avgwin":1.827721784024197,"avgloss":1.744346602643565,"quarterkelly":0,"worst":-5.867303873299933,"return":-15.605792854593458,"drawdown":25.184244312482885,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-0.8039118822120892,0.22672599681316433]}. 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":-0.22594563975921908,"avgwin":1.9543941369579247,"avgloss":1.7833311945571788,"quarterkelly":0,"worst":-6.064703664801474,"return":-14.188405815318243,"drawdown":24.459920619336472,"exit_counts":{"time":60},"ambiguous":0,"mean_ci_pct":[-0.7968893242333759,0.2545970704792932]}. 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":-0.09686801310574875,"avgwin":1.4622907276187418,"avgloss":1.9447598539644042,"quarterkelly":0,"worst":-6.463794885905405,"return":-6.722116142443769,"drawdown":15.956789813250216,"exit_counts":{"time":25,"stop":18,"target":11,"stop_gap":3,"target_gap":2},"ambiguous":0,"mean_ci_pct":[-0.5090033561586979,0.31854463707001335]}. 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":-0.1957573993577271,"avgwin":1.089886619589124,"avgloss":1.3569842551806892,"quarterkelly":0,"worst":-5.726520549591063,"return":-11.575395864137374,"drawdown":16.49748709719573,"exit_counts":{"time":25,"stop":20,"target":11,"target_gap":3},"ambiguous":0,"mean_ci_pct":[-0.6350255781130311,0.24624480887870215]}. 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":-0.08047273523702604,"avgwin":1.0775929649433251,"avgloss":1.2784717354235962,"quarterkelly":0,"worst":-4.299702486050849,"return":-5.278684960512839,"drawdown":12.803513473699656,"exit_counts":{"time":25,"target":16,"stop":14,"stop_gap":2,"target_gap":2},"ambiguous":0,"mean_ci_pct":[-0.47798764569864605,0.3336584131099558]}. 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":0.10313840729326143,"avgwin":1.6189286580058768,"avgloss":1.8207492186112122,"quarterkelly":0.015926953726963858,"worst":-6.276535075421874,"return":4.9604029489787305,"drawdown":11.907888614833862,"exit_counts":{"time":25,"stop":18,"target":11,"stop_gap":3,"target_gap":2},"ambiguous":0,"mean_ci_pct":[-0.30404229255149273,0.5131683490699077]}. 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":52.54237288135594,"mean":0.0040510441433976195,"avgwin":1.177908872640079,"avgloss":1.2955772659779283,"quarterkelly":0.0008597957442832704,"worst":-5.537784713302097,"return":-0.500722176790498,"drawdown":14.895684379912788,"exit_counts":{"time":25,"stop":20,"target":11,"target_gap":3},"ambiguous":0,"mean_ci_pct":[-0.4317498941015847,0.4521418802360194]}. 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":0.11956650856574558,"avgwin":1.1710280861633486,"avgloss":1.2149808783850584,"quarterkelly":0.025525969440554255,"worst":-4.1081101549976236,"return":6.584615594239541,"drawdown":11.219764016432354,"exit_counts":{"time":25,"target":16,"stop":14,"stop_gap":2,"target_gap":2},"ambiguous":0,"mean_ci_pct":[-0.2807683784969677,0.5418457807007272]}. 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":42.3728813559322,"mean":-0.3737012863505389,"avgwin":1.1756223369204486,"avgloss":1.5129098328733237,"quarterkelly":0,"worst":-4.567312435130755,"return":-20.371428333895516,"drawdown":24.25267809141375,"exit_counts":{"stop":32,"target":19,"time":4,"target_gap":3,"stop_gap":1},"ambiguous":0,"mean_ci_pct":[-0.7281537719630713,0.002303404332321804]}. 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":49.152542372881356,"mean":-0.027618012411513126,"avgwin":0.942996394595538,"avgloss":0.9658786058516626,"quarterkelly":0,"worst":-1.9941435640752903,"return":-2.034607580905072,"drawdown":8.24929894634694,"exit_counts":{"target":22,"stop":19,"time":8,"stop_gap":6,"target_gap":4},"ambiguous":0,"mean_ci_pct":[-0.3401600104063655,0.3007500400258282]}. 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":-0.016246624151247245,"avgwin":0.828437409042232,"avgloss":1.0173536264546301,"quarterkelly":0,"worst":-1.9579602922135564,"return":-1.3626298648611623,"drawdown":9.291061414584167,"exit_counts":{"stop":22,"target":20,"target_gap":8,"time":6,"stop_gap":3},"ambiguous":0,"mean_ci_pct":[-0.30468658927579606,0.28889590655554237]}. 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":42.3728813559322,"mean":-0.17424908713486292,"avgwin":1.3781762874603087,"avgloss":1.3157383331607244,"quarterkelly":0,"worst":-4.376255860133583,"return":-10.39840718203734,"drawdown":15.021165975557105,"exit_counts":{"stop":32,"target":19,"time":4,"target_gap":3,"stop_gap":1},"ambiguous":0,"mean_ci_pct":[-0.5265845977966798,0.19870473026857882]}. 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":0.17252704673161207,"avgwin":1.1093806166763016,"avgloss":0.7966318187284117,"quarterkelly":0.038879137632786054,"worst":-1.797935495979297,"return":10.234995029103924,"drawdown":6.291335403113296,"exit_counts":{"target":22,"stop":19,"time":8,"stop_gap":6,"target_gap":4},"ambiguous":0,"mean_ci_pct":[-0.1350752315618825,0.48852042580555505]}. 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":0.1839212005510299,"avgwin":1.0302962941395841,"avgloss":0.8191900214798493,"quarterkelly":0.04462823015019801,"worst":-1.7616797850804722,"return":10.99113409371214,"drawdown":6.29388410041849,"exit_counts":{"stop":22,"target":20,"target_gap":8,"time":6,"stop_gap":3},"ambiguous":0,"mean_ci_pct":[-0.10857165980729828,0.49676417219873564]}. 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":-0.22437824586295638,"avgwin":1.4367100319323676,"avgloss":1.7247160451619585,"quarterkelly":0,"worst":-5.983253656826115,"return":-13.369665986760971,"drawdown":22.255553411263673,"exit_counts":{"stop":24,"target":17,"time":13,"stop_gap":5},"ambiguous":0,"mean_ci_pct":[-0.6375527488931818,0.18290095118756225]}. 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":49.152542372881356,"mean":0.0048813599220781,"avgwin":1.1251060506325965,"avgloss":1.0780025077647561,"quarterkelly":0.0010846444029284086,"worst":-2.168815208713004,"return":-0.33277195127840287,"drawdown":9.967964931118246,"exit_counts":{"stop":20,"time":15,"target":15,"stop_gap":5,"target_gap":4},"ambiguous":0,"mean_ci_pct":[-0.3895636106918752,0.40984624942827197]}. 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":-0.053137608681441684,"avgwin":1.0154596373294251,"avgloss":0.9547665350031105,"quarterkelly":0,"worst":-2.094726492942389,"return":-3.5062824826076167,"drawdown":10.140369234027247,"exit_counts":{"stop":22,"target":16,"time":9,"target_gap":6,"stop_gap":6},"ambiguous":0,"mean_ci_pct":[-0.38431858023748905,0.30621324326322624]}. 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":49.152542372881356,"mean":-0.024627101396849153,"avgwin":1.5877682042710826,"avgloss":1.58327589687585,"quarterkelly":0,"worst":-5.795031801117667,"return":-2.5197143245697133,"drawdown":16.284244112488654,"exit_counts":{"stop":24,"target":17,"time":13,"stop_gap":5},"ambiguous":0,"mean_ci_pct":[-0.4405718180148237,0.39913400855420034]}. 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":0.20509148292252702,"avgwin":1.285772382209489,"avgloss":0.9128542749605373,"quarterkelly":0.039877097564130076,"worst":-1.972956833861772,"return":12.14997579465512,"drawdown":7.965374815999294,"exit_counts":{"stop":20,"time":15,"target":15,"stop_gap":5,"target_gap":4},"ambiguous":0,"mean_ci_pct":[-0.18205524853075558,0.6093729018271586]}. 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":0.14695636014050234,"avgwin":1.2176929415833206,"avgloss":0.7564776304518757,"quarterkelly":0.03017106265505251,"worst":-1.8987197922224808,"return":8.579001300424466,"drawdown":8.084549039284628,"exit_counts":{"stop":22,"target":16,"time":9,"target_gap":6,"stop_gap":6},"ambiguous":0,"mean_ci_pct":[-0.1814804303256831,0.5063045626415433]}. 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":-0.24236664555551554,"avgwin":1.351745213125785,"avgloss":1.8914478786741022,"quarterkelly":0,"worst":-5.983253656826115,"return":-14.299970259648251,"drawdown":22.3851803256785,"exit_counts":{"stop":23,"target":17,"time":15,"stop_gap":4},"ambiguous":0,"mean_ci_pct":[-0.6512522312202368,0.1908564045627393]}. 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":49.152542372881356,"mean":-0.02186518516947261,"avgwin":1.1251060506325965,"avgloss":1.130604046444806,"quarterkelly":0,"worst":-2.168815208713004,"return":-1.910707802605282,"drawdown":9.967964931118233,"exit_counts":{"stop":22,"time":16,"target":15,"target_gap":4,"stop_gap":2},"ambiguous":0,"mean_ci_pct":[-0.4105619591253449,0.3880131875854772]}. 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":49.152542372881356,"mean":-0.15894855170559985,"avgwin":0.9876002855812271,"avgloss":1.2672790944161993,"quarterkelly":0,"worst":-4.362957716256332,"return":-9.477866346695919,"drawdown":12.817032679612407,"exit_counts":{"stop":22,"target":16,"time":10,"target_gap":8,"stop_gap":3},"ambiguous":0,"mean_ci_pct":[-0.5470592059397718,0.24046799272224936]}. 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":52.54237288135594,"mean":-0.042651513928642346,"avgwin":1.508735604052189,"avgloss":1.7602586802645628,"quarterkelly":0,"worst":-5.795031801117667,"return":-3.5665338632344175,"drawdown":16.423827267296154,"exit_counts":{"stop":23,"target":17,"time":15,"stop_gap":4},"ambiguous":0,"mean_ci_pct":[-0.460890294825435,0.3849808077591216]}. 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