Notes

Measured Sep9 2026. Full derived statistics incl all per-symbol win/loss summaries; returns inpercent, quarterKellyfraction. Month-resampledCI clustered acrossfourassets,10000resamples seed90904. {"label":"holdout_sensitivity_1.25_2_6","period":"holdout","kind":"sensitivity","stop_adr":1.25,"target_adr":2,"cost_bps":6,"return_pct":0.8601109657054851,"drawdown_pct":12.454323862131245,"months":83,"ci_low":-0.3237985993736309,"ci_high":0.3516263433161882,"ambiguous":0,"sample":332,"win_rate":47.28915662650602,"average_win":1.6914785678956041,"average_loss":1.4920646185194806,"mean":0.01340610517680951,"quarter_kelly":0.0019814181260197905,"by_symbol":{"SPY":{"sample":83,"win_rate":46.98795180722892,"average_win":1.6710837860566146,"average_loss":1.3927141380765564,"mean":0.04690175398601779,"quarter_kelly":0.007016667024323145},"IWM":{"sample":83,"win_rate":40.963855421686745,"average_win":2.284364592851543,"average_loss":1.9377957348129016,"mean":-0.20823608251662307,"quarter_kelly":0},"EFA":{"sample":83,"win_rate":48.19277108433735,"average_win":1.2274569030191285,"average_loss":1.2709200549193536,"mean":-0.06688296675622966,"quarter_kelly":0},"EEM":{"sample":83,"win_rate":53.01204819277109,"average_win":1.6732544369473703,"average_loss":1.2879572512352884,"mean":0.281841715994073,"quarter_kelly":0.042109811540116934}}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all ; local study.py/results.json

Measured Sep9 2026. Full derived statistics incl all per-symbol win/loss summaries; returns inpercent, quarterKellyfraction. Month-resampledCI clustered acrossfourassets,10000resamples seed90904. {"label":"holdout_sensitivity_1_2_16","period":"holdout","kind":"sensitivity","stop_adr":1,"target_adr":2,"cost_bps":16,"return_pct":-21.578799463749565,"drawdown_pct":25.810619362537047,"months":83,"ci_low":-0.6003223246390597,"ci_high":0.030982779352626957,"ambiguous":1,"sample":332,"win_rate":37.65060240963856,"average_win":1.6129705288192944,"average_loss":1.4384393572898688,"mean":-0.28956515318250287,"quarter_kelly":0,"by_symbol":{"SPY":{"sample":83,"win_rate":37.34939759036144,"average_win":1.6503543919315387,"average_loss":1.3478418968372698,"mean":-0.22803364440554624,"quarter_kelly":0},"IWM":{"sample":83,"win_rate":33.734939759036145,"average_win":2.1583703581496727,"average_loss":1.8742497608768651,"mean":-0.513847793012491,"quarter_kelly":0},"EFA":{"sample":83,"win_rate":37.34939759036144,"average_win":1.1299910853410393,"average_loss":1.2373479677101697,"mean":-0.35316109247417593,"quarter_kelly":0},"EEM":{"sample":83,"win_rate":42.168674698795186,"average_win":1.5713210365363162,"average_loss":1.2550695240480902,"mean":-0.06321808283779842,"quarter_kelly":0}}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all ; local study.py/results.json

Measured Sep9 2026. Full derived statistics incl all per-symbol win/loss summaries; returns inpercent, quarterKellyfraction. Month-resampledCI clustered acrossfourassets,10000resamples seed90904. {"label":"holdout_sensitivity_1_2_6","period":"holdout","kind":"sensitivity","stop_adr":1,"target_adr":2,"cost_bps":6,"return_pct":-7.418023392707795,"drawdown_pct":14.736809613191893,"months":83,"ci_low":-0.40132382153634744,"ci_high":0.23124515748625826,"ambiguous":1,"sample":332,"win_rate":40.36144578313253,"average_win":1.7016824041745686,"average_loss":1.3024596995942286,"mean":-0.0899445131333286,"quarter_kelly":0,"by_symbol":{"SPY":{"sample":83,"win_rate":40.963855421686745,"average_win":1.700271530385229,"average_loss":1.2276997333079334,"mean":-0.0282898180601319,"quarter_kelly":0},"IWM":{"sample":83,"win_rate":34.93975903614458,"average_win":2.2841141979182344,"average_loss":1.7103228453696562,"mean":-0.314676167594369,"quarter_kelly":0},"EFA":{"sample":83,"win_rate":40.963855421686745,"average_win":1.224357590817719,"average_loss":1.109848635518917,"mean":-0.1536677717183673,"quarter_kelly":0},"EEM":{"sample":83,"win_rate":44.57831325301205,"average_win":1.6851010891584635,"average_loss":1.1084721042865258,"mean":0.13685570483955375,"quarter_kelly":0.020303782621714894}}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all ; local study.py/results.json

Measured Sep9 2026. Full derived statistics incl all per-symbol win/loss summaries; returns inpercent, quarterKellyfraction. Month-resampledCI clustered acrossfourassets,10000resamples seed90904. {"label":"holdout_sensitivity_0.75_2_16","period":"holdout","kind":"sensitivity","stop_adr":0.75,"target_adr":2,"cost_bps":16,"return_pct":-23.340145260451884,"drawdown_pct":26.488265102686782,"months":83,"ci_low":-0.591728678140074,"ci_high":-0.0205221758988098,"ambiguous":1,"sample":332,"win_rate":31.626506024096386,"average_win":1.657800137863942,"average_loss":1.2279386598718285,"mean":-0.31528030516623834,"quarter_kelly":0,"by_symbol":{"SPY":{"sample":83,"win_rate":32.53012048192771,"average_win":1.7057322356830111,"average_loss":1.1407157602741096,"mean":-0.21476279773384144,"quarter_kelly":0},"IWM":{"sample":83,"win_rate":28.915662650602407,"average_win":2.1855418536231577,"average_loss":1.6055827363176673,"mean":-0.5093539392263446,"quarter_kelly":0},"EFA":{"sample":83,"win_rate":30.120481927710845,"average_win":1.2033586367192273,"average_loss":1.0384791260829096,"mean":-0.3632267878894948,"quarter_kelly":0},"EEM":{"sample":83,"win_rate":34.93975903614458,"average_win":1.5681818519771091,"average_loss":1.1092744900000697,"mean":-0.17377769581527233,"quarter_kelly":0}}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all ; local study.py/results.json

Measured Sep9 2026. Full derived statistics incl all per-symbol win/loss summaries; returns inpercent, quarterKellyfraction. Month-resampledCI clustered acrossfourassets,10000resamples seed90904. {"label":"holdout_sensitivity_0.75_2_6","period":"holdout","kind":"sensitivity","stop_adr":0.75,"target_adr":2,"cost_bps":6,"return_pct":-9.497421237073489,"drawdown_pct":14.706446682819829,"months":83,"ci_low":-0.3927129705269506,"ci_high":0.17963708913388426,"ambiguous":1,"sample":332,"win_rate":33.734939759036145,"average_win":1.7515945055667719,"average_loss":1.0663394791274807,"mean":-0.11571114694146789,"quarter_kelly":0,"by_symbol":{"SPY":{"sample":83,"win_rate":36.144578313253014,"average_win":1.7297330727585496,"average_loss":1.0025728611439133,"mean":-0.014992403106878549,"quarter_kelly":0},"IWM":{"sample":83,"win_rate":30.120481927710845,"average_win":2.297646642984093,"average_loss":1.4342336447184374,"mean":-0.3101733170971933,"quarter_kelly":0},"EFA":{"sample":83,"win_rate":33.734939759036145,"average_win":1.2668320297464564,"average_loss":0.8920517669867145,"mean":-0.163753618691187,"quarter_kelly":0},"EEM":{"sample":83,"win_rate":34.93975903614458,"average_win":1.7715217080420294,"average_loss":0.9112949109162908,"mean":0.02607475112938723,"quarter_kelly":0.0036797109246556187}}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all ; local study.py/results.json

Measured Sep9 2026. Full derived statistics incl all per-symbol win/loss summaries; returns inpercent, quarterKellyfraction. Month-resampledCI clustered acrossfourassets,10000resamples seed90904. {"label":"holdout_sensitivity_0.75_1.5_16","period":"holdout","kind":"sensitivity","stop_adr":0.75,"target_adr":1.5,"cost_bps":16,"return_pct":-25.09639294291246,"drawdown_pct":27.262946637894082,"months":83,"ci_low":-0.5903960467197653,"ci_high":-0.08517194050174336,"ambiguous":2,"sample":332,"win_rate":34.33734939759036,"average_win":1.3689139290451977,"average_loss":1.2397336112423403,"mean":-0.3439931907821614,"quarter_kelly":0,"by_symbol":{"SPY":{"sample":83,"win_rate":37.34939759036144,"average_win":1.40141162045562,"average_loss":1.138944277247583,"mean":-0.1901366528042181,"quarter_kelly":0},"IWM":{"sample":83,"win_rate":31.32530120481928,"average_win":1.9560696019552133,"average_loss":1.6325741136454388,"mean":-0.5084206605657164,"quarter_kelly":0},"EFA":{"sample":83,"win_rate":32.53012048192771,"average_win":0.9282696633512321,"average_loss":1.0567976341952183,"mean":-0.41105285065601166,"quarter_kelly":0},"EEM":{"sample":83,"win_rate":36.144578313253014,"average_win":1.2230445705236503,"average_loss":1.1094232611553507,"mean":-0.26636259910269977,"quarter_kelly":0}}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all ; local study.py/results.json

Measured Sep9 2026. Full derived statistics incl all per-symbol win/loss summaries; returns inpercent, quarterKellyfraction. Month-resampledCI clustered acrossfourassets,10000resamples seed90904. {"label":"holdout_sensitivity_0.75_1.5_6","period":"holdout","kind":"sensitivity","stop_adr":0.75,"target_adr":1.5,"cost_bps":6,"return_pct":-11.570800383813406,"drawdown_pct":15.277610067609249,"months":83,"ci_low":-0.39137767117386707,"ci_high":0.11485789547561842,"ambiguous":2,"sample":332,"win_rate":36.44578313253012,"average_win":1.4870371857149336,"average_loss":1.0800917665183771,"mean":-0.1444815158550319,"quarter_kelly":0,"by_symbol":{"SPY":{"sample":83,"win_rate":40.963855421686745,"average_win":1.4728398883532918,"average_loss":1.0055686448481969,"mean":0.009683043451208182,"quarter_kelly":0.0016436008298964383},"IWM":{"sample":83,"win_rate":32.53012048192771,"average_win":2.083080679771507,"average_loss":1.4626776154395005,"mean":-0.3092381700094138,"quarter_kelly":0},"EFA":{"sample":83,"win_rate":36.144578313253014,"average_win":1.028032036580749,"average_loss":0.9133966365635993,"mean":-0.2116754294029914,"quarter_kelly":0},"EEM":{"sample":83,"win_rate":36.144578313253014,"average_win":1.4256934605413967,"average_loss":0.911443979911946,"mean":-0.06669550745893059,"quarter_kelly":0}}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all ; local study.py/results.json

Measured Sep9 2026. Full derived statistics incl all per-symbol win/loss summaries; returns inpercent, quarterKellyfraction. Month-resampledCI clustered acrossfourassets,10000resamples seed90904. {"label":"holdout_trail_1_1.5_16","period":"holdout","kind":"trail","stop_adr":1,"target_adr":1.5,"cost_bps":16,"return_pct":-23.528351858939335,"drawdown_pct":26.30868836222656,"months":83,"ci_low":-0.5928225150774546,"ci_high":-0.03128229244376997,"ambiguous":4,"sample":332,"win_rate":39.45783132530121,"average_win":1.3347732278752835,"average_loss":1.391737468684908,"mean":-0.3159154769698926,"quarter_kelly":0,"by_symbol":{"SPY":{"sample":83,"win_rate":42.168674698795186,"average_win":1.3700019809501223,"average_loss":1.3546594462394532,"mean":-0.20570583236433104,"quarter_kelly":0},"IWM":{"sample":83,"win_rate":37.34939759036144,"average_win":1.8427969974374299,"average_loss":1.866440988465187,"mean":-0.4810629455377037,"quarter_kelly":0},"EFA":{"sample":83,"win_rate":38.55421686746988,"average_win":0.9203570416932532,"average_loss":1.161252414194924,"mean":-0.3587041902380365,"quarter_kelly":0},"EEM":{"sample":83,"win_rate":39.75903614457831,"average_win":1.2220330685958614,"average_loss":1.168735465240837,"mean":-0.21818893973949907,"quarter_kelly":0}}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all ; local study.py/results.json

Measured Sep9 2026. Full derived statistics incl all per-symbol win/loss summaries; returns inpercent, quarterKellyfraction. Month-resampledCI clustered acrossfourassets,10000resamples seed90904. {"label":"holdout_trail_1_1.5_6","period":"holdout","kind":"trail","stop_adr":1,"target_adr":1.5,"cost_bps":6,"return_pct":-9.719612924772058,"drawdown_pct":15.413389939766686,"months":83,"ci_low":-0.3938089973297114,"ci_high":0.16885543079788878,"ambiguous":4,"sample":332,"win_rate":42.46987951807229,"average_win":1.4363234849714304,"average_loss":1.2625602690100652,"mean":-0.11634759036129778,"quarter_kelly":0,"by_symbol":{"SPY":{"sample":83,"win_rate":45.78313253012048,"average_win":1.4567329206882067,"average_loss":1.2410441634669074,"mean":-0.005917305660951565,"quarter_kelly":0},"IWM":{"sample":83,"win_rate":37.34939759036144,"average_win":2.046686633986094,"average_loss":1.6699772593652116,"mean":-0.2818256847400251,"quarter_kelly":0},"EFA":{"sample":83,"win_rate":43.373493975903614,"average_win":1.0105571661076538,"average_loss":1.0552230047424664,"mean":-0.15922196678337813,"quarter_kelly":0},"EEM":{"sample":83,"win_rate":43.373493975903614,"average_win":1.314956021149315,"average_loss":1.0397388364898883,"mean":-0.01842540426083628,"quarter_kelly":0}}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all ; local study.py/results.json

Measured Sep9 2026. Full derived statistics incl all per-symbol win/loss summaries; returns inpercent, quarterKellyfraction. Month-resampledCI clustered acrossfourassets,10000resamples seed90904. {"label":"holdout_managed_1_1.5_16","period":"holdout","kind":"managed","stop_adr":1,"target_adr":1.5,"cost_bps":16,"return_pct":-24.071214482592673,"drawdown_pct":27.076334041909423,"months":83,"ci_low":-0.6102881304244361,"ci_high":-0.037111920252913835,"ambiguous":2,"sample":332,"win_rate":40.36144578313253,"average_win":1.3423926721233101,"average_loss":1.4559348314526566,"mean":-0.3264893932623567,"quarter_kelly":0,"by_symbol":{"SPY":{"sample":83,"win_rate":42.168674698795186,"average_win":1.3700019809501223,"average_loss":1.3536633209824713,"mean":-0.20512975992655838,"quarter_kelly":0},"IWM":{"sample":83,"win_rate":36.144578313253014,"average_win":1.9488439497712076,"average_loss":1.906196444033632,"mean":-0.5128083498873045,"quarter_kelly":0},"EFA":{"sample":83,"win_rate":39.75903614457831,"average_win":0.9125425560277054,"average_loss":1.2625779630229341,"mean":-0.397771009665451,"quarter_kelly":0},"EEM":{"sample":83,"win_rate":43.373493975903614,"average_win":1.2042034969227435,"average_loss":1.2583393092667694,"mean":-0.19024845357011302,"quarter_kelly":0}}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all ; local study.py/results.json

Measured Sep9 2026. Full derived statistics incl all per-symbol win/loss summaries; returns inpercent, quarterKellyfraction. Month-resampledCI clustered acrossfourassets,10000resamples seed90904. {"label":"holdout_managed_1_1.5_6","period":"holdout","kind":"managed","stop_adr":1,"target_adr":1.5,"cost_bps":6,"return_pct":-10.360502051441589,"drawdown_pct":16.536253118508636,"months":83,"ci_low":-0.41130957889983594,"ci_high":0.16301413205343673,"ambiguous":2,"sample":332,"win_rate":43.07228915662651,"average_win":1.4548463099464197,"average_loss":1.3237459822496827,"mean":-0.126942675671241,"quarter_kelly":0,"by_symbol":{"SPY":{"sample":83,"win_rate":45.78313253012048,"average_win":1.4577023250462162,"average_loss":1.2407981107879953,"mean":-0.005340079924139459,"quarter_kelly":0},"IWM":{"sample":83,"win_rate":37.34939759036144,"average_win":2.0860231889516476,"average_loss":1.744199889769893,"mean":-0.3136346435004018,"quarter_kelly":0},"EFA":{"sample":83,"win_rate":43.373493975903614,"average_win":1.0306360556856762,"average_loss":1.139731039333238,"mean":-0.19836699812021502,"quarter_kelly":0},"EEM":{"sample":83,"win_rate":45.78313253012048,"average_win":1.3389662396946411,"average_loss":1.1130293898451913,"mean":0.009571018859792228,"quarter_kelly":0.0017870164639055414}}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all ; local study.py/results.json

Measured Sep9 2026. Full derived statistics incl all per-symbol win/loss summaries; returns inpercent, quarterKellyfraction. Month-resampledCI clustered acrossfourassets,10000resamples seed90904. {"label":"holdout_open_0_0_16","period":"holdout","kind":"open","stop_adr":0,"target_adr":0,"cost_bps":16,"return_pct":5.181822343288234,"drawdown_pct":19.020138057919013,"months":83,"ci_low":-0.415888099191141,"ci_high":0.5584560308787867,"ambiguous":0,"sample":332,"win_rate":51.80722891566265,"average_win":1.8525372793185237,"average_loss":1.8343894413163826,"mean":0.07570512479567745,"quarter_kelly":0.010216410438920617,"by_symbol":{"SPY":{"sample":83,"win_rate":51.80722891566265,"average_win":1.626274688347055,"average_loss":1.6445844122470008,"mean":0.04995704950654606,"quarter_kelly":0.007679675805156022},"IWM":{"sample":83,"win_rate":45.78313253012048,"average_win":2.282669360816622,"average_loss":2.251517838530438,"mean":-0.1756249038896157,"quarter_kelly":0},"EFA":{"sample":83,"win_rate":54.21686746987952,"average_win":1.4978211960945822,"average_loss":1.643115993632089,"mean":0.0598017598341786,"quarter_kelly":0.009981458399391324},"EEM":{"sample":83,"win_rate":55.42168674698795,"average_win":2.055721976273367,"average_loss":1.7287087467257303,"mean":0.36868659373160084,"quarter_kelly":0.044836631361985}}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all ; local study.py/results.json

Measured Sep9 2026. Full derived statistics incl all per-symbol win/loss summaries; returns inpercent, quarterKellyfraction. Month-resampledCI clustered acrossfourassets,10000resamples seed90904. {"label":"holdout_open_0_0_6","period":"holdout","kind":"open","stop_adr":0,"target_adr":0,"cost_bps":6,"return_pct":24.17485257953029,"drawdown_pct":15.942482247343726,"months":83,"ci_low":-0.21652035812264,"ci_high":0.7597744123107718,"ambiguous":0,"sample":332,"win_rate":58.13253012048193,"average_win":1.8439987236236983,"average_loss":1.901013074113594,"mean":0.2760570372216391,"quarter_kelly":0.03742641381539992,"by_symbol":{"SPY":{"sample":83,"win_rate":59.036144578313255,"average_win":1.6179404713728942,"average_loss":1.7208152270306667,"mean":0.2502574141955319,"quarter_kelly":0.03866913193400395},"IWM":{"sample":83,"win_rate":50.602409638554214,"average_win":2.2590591679086414,"average_loss":2.265119656641677,"mean":0.024223844938002087,"quarter_kelly":0.0026807448518964133},"EFA":{"sample":83,"win_rate":62.65060240963856,"average_win":1.4887769221889309,"average_loss":1.8008479922387606,"mean":0.26012183366774505,"quarter_kelly":0.043680458400257},"EEM":{"sample":83,"win_rate":60.24096385542169,"average_win":2.0863157111222916,"average_loss":1.728391087910199,"mean":0.5696250560852774,"quarter_kelly":0.06825729359278745}}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all ; local study.py/results.json

Measured Sep9 2026. Full derived statistics incl all per-symbol win/loss summaries; returns inpercent, quarterKellyfraction. Month-resampledCI clustered acrossfourassets,10000resamples seed90904. {"label":"holdout_parent_0_0_16","period":"holdout","kind":"parent","stop_adr":0,"target_adr":0,"cost_bps":16,"return_pct":-9.220602338755024,"drawdown_pct":22.421482271314552,"months":83,"ci_low":-0.5674650664299321,"ci_high":0.3619614026481431,"ambiguous":0,"sample":332,"win_rate":51.204819277108435,"average_win":1.6584878049931011,"average_loss":1.9466288202404787,"mean":-0.1006353675606335,"quarter_kelly":0,"by_symbol":{"SPY":{"sample":83,"win_rate":50.602409638554214,"average_win":1.4744505861808346,"average_loss":1.6215302773429974,"mean":-0.054889358451419686,"quarter_kelly":0},"IWM":{"sample":83,"win_rate":49.39759036144578,"average_win":1.9163535200611246,"average_loss":2.4953816981832575,"mean":-0.3160908072432616,"quarter_kelly":0},"EFA":{"sample":83,"win_rate":53.01204819277109,"average_win":1.3110683331167106,"average_loss":1.8912472261924125,"mean":-0.19363415860685332,"quarter_kelly":0},"EEM":{"sample":83,"win_rate":51.80722891566265,"average_win":1.9478721220835062,"average_loss":1.7576613590673429,"mean":0.16207285405900063,"quarter_kelly":0.02080126978326001}}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all ; local study.py/results.json

Measured Sep9 2026. Full derived statistics incl all per-symbol win/loss summaries; returns inpercent, quarterKellyfraction. Month-resampledCI clustered acrossfourassets,10000resamples seed90904. {"label":"holdout_parent_0_0_6","period":"holdout","kind":"parent","stop_adr":0,"target_adr":0,"cost_bps":6,"return_pct":7.171734342583158,"drawdown_pct":14.63843775297563,"months":83,"ci_low":-0.368400782981119,"ci_high":0.5628864011456962,"ambiguous":0,"sample":332,"win_rate":56.325301204819276,"average_win":1.7015265737560414,"average_loss":1.966874370891745,"mean":0.09936351058155612,"quarter_kelly":0.014599171137570865,"by_symbol":{"SPY":{"sample":83,"win_rate":55.42168674698795,"average_win":1.5409743553216704,"average_loss":1.5900845612379748,"mean":0.14520110336134667,"quarter_kelly":0.023556703403256288},"IWM":{"sample":83,"win_rate":53.01204819277109,"average_win":1.9845896716164757,"average_loss":2.4870096691739403,"mean":-0.11652327164649082,"quarter_kelly":0},"EFA":{"sample":83,"win_rate":59.036144578313255,"average_win":1.3688731666051346,"average_loss":1.9577049031290192,"mean":0.006178535629698082,"quarter_kelly":0.0011283981197873216},"EEM":{"sample":83,"win_rate":57.831325301204814,"average_win":1.9354982965167995,"average_loss":1.7945231774093633,"mean":0.3625976749816705,"quarter_kelly":0.04683518394645657}}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all ; local study.py/results.json

Measured Sep9 2026. Full derived statistics incl all per-symbol win/loss summaries; returns inpercent, quarterKellyfraction. Month-resampledCI clustered acrossfourassets,10000resamples seed90904. {"label":"train_sensitivity_1.25_2_16","period":"train","kind":"sensitivity","stop_adr":1.25,"target_adr":2,"cost_bps":16,"return_pct":-16.951071626656823,"drawdown_pct":19.74593370604967,"months":34,"ci_low":-0.9095149176429481,"ci_high":-0.1565873890339434,"ambiguous":1,"sample":136,"win_rate":37.5,"average_win":1.0023187180683195,"average_loss":1.4582665343665342,"mean":-0.5355470647034639,"quarter_kelly":0,"by_symbol":{"SPY":{"sample":34,"win_rate":32.35294117647059,"average_win":0.7392534124970843,"average_loss":1.2209262935889647,"mean":-0.5867505063258313,"quarter_kelly":0},"IWM":{"sample":34,"win_rate":35.294117647058826,"average_win":1.1580013034568328,"average_loss":1.5631196169227324,"mean":-0.6027239979652387,"quarter_kelly":0},"EFA":{"sample":34,"win_rate":44.11764705882353,"average_win":0.6644784670392859,"average_loss":1.4136771571935867,"mean":-0.4968437935614369,"quarter_kelly":0},"EEM":{"sample":34,"win_rate":38.23529411764706,"average_win":1.471021110534237,"average_loss":1.648707290934807,"mean":-0.455869960961349,"quarter_kelly":0}}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all ; local study.py/results.json

Measured Sep9 2026. Full derived statistics incl all per-symbol win/loss summaries; returns inpercent, quarterKellyfraction. Month-resampledCI clustered acrossfourassets,10000resamples seed90904. {"label":"train_sensitivity_1.25_2_6","period":"train","kind":"sensitivity","stop_adr":1.25,"target_adr":2,"cost_bps":6,"return_pct":-11.107301614396848,"drawdown_pct":14.527345078776122,"months":34,"ci_low":-0.7111354191951504,"ci_high":0.04329947296514503,"ambiguous":1,"sample":136,"win_rate":38.970588235294116,"average_win":1.1620609759696656,"average_loss":1.2932795130559525,"mean":-0.3364188813033221,"quarter_kelly":0,"by_symbol":{"SPY":{"sample":34,"win_rate":32.35294117647059,"average_win":0.9409337509207734,"average_loss":1.023170241807312,"mean":-0.3877248323952845,"quarter_kelly":0},"IWM":{"sample":34,"win_rate":38.23529411764706,"average_win":1.260479759477895,"average_loss":1.433955579805933,"mean":-0.40373030302093993,"quarter_kelly":0},"EFA":{"sample":34,"win_rate":44.11764705882353,"average_win":0.8660091057600757,"average_loss":1.216306993316461,"mean":-0.29763812607681245,"quarter_kelly":0},"EEM":{"sample":34,"win_rate":41.17647058823529,"average_win":1.5616133576178572,"average_loss":1.5293191986569277,"mean":-0.2565822637202515,"quarter_kelly":0}}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all ; local study.py/results.json

Measured Sep9 2026. Full derived statistics incl all per-symbol win/loss summaries; returns inpercent, quarterKellyfraction. Month-resampledCI clustered acrossfourassets,10000resamples seed90904. {"label":"train_sensitivity_1_2_16","period":"train","kind":"sensitivity","stop_adr":1,"target_adr":2,"cost_bps":16,"return_pct":-17.95556347138636,"drawdown_pct":21.159855605188525,"months":34,"ci_low":-0.9054447864962144,"ci_high":-0.22226992218094266,"ambiguous":1,"sample":136,"win_rate":30.88235294117647,"average_win":1.049970904011107,"average_loss":1.299312995144872,"mean":-0.5737988498172905,"quarter_kelly":0,"by_symbol":{"SPY":{"sample":34,"win_rate":29.411764705882355,"average_win":0.7522791012524332,"average_loss":1.0081189262062908,"mean":-0.4903548004831367,"quarter_kelly":0},"IWM":{"sample":34,"win_rate":29.411764705882355,"average_win":1.1642818282608358,"average_loss":1.4955519855696118,"mean":-0.7132479226783036,"quarter_kelly":0},"EFA":{"sample":34,"win_rate":29.411764705882355,"average_win":0.7074016940144046,"average_loss":1.171337652184476,"mean":-0.6187672562436287,"quarter_kelly":0},"EEM":{"sample":34,"win_rate":35.294117647058826,"average_win":1.488262644432479,"average_loss":1.5425098185713138,"mean":-0.47282541986409277,"quarter_kelly":0}}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all ; local study.py/results.json

Measured Sep9 2026. Full derived statistics incl all per-symbol win/loss summaries; returns inpercent, quarterKellyfraction. Month-resampledCI clustered acrossfourassets,10000resamples seed90904. {"label":"train_sensitivity_1_2_6","period":"train","kind":"sensitivity","stop_adr":1,"target_adr":2,"cost_bps":6,"return_pct":-12.182474916849706,"drawdown_pct":16.033208446845315,"months":34,"ci_low":-0.7070571396315952,"ci_high":-0.02251455684342956,"ambiguous":1,"sample":136,"win_rate":31.61764705882353,"average_win":1.225439575541939,"average_loss":1.1146185730032887,"mean":-0.3747472466250183,"quarter_kelly":0,"by_symbol":{"SPY":{"sample":34,"win_rate":29.411764705882355,"average_win":0.9539855171506638,"average_loss":0.8099368333292478,"mean":-0.29113614201162663,"quarter_kelly":0},"IWM":{"sample":34,"win_rate":29.411764705882355,"average_win":1.3668130750626073,"average_loss":1.2983457353858627,"mean":-0.5144754970186657,"quarter_kelly":0},"EFA":{"sample":34,"win_rate":29.411764705882355,"average_win":0.9090182651860435,"average_loss":0.9734823237689169,"mean":-0.4198056799586344,"quarter_kelly":0},"EEM":{"sample":34,"win_rate":38.23529411764706,"average_win":1.5689025518700175,"average_loss":1.4141509461756767,"mean":-0.2735716675111466,"quarter_kelly":0}}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all ; local study.py/results.json

Measured Sep9 2026. Full derived statistics incl all per-symbol win/loss summaries; returns inpercent, quarterKellyfraction. Month-resampledCI clustered acrossfourassets,10000resamples seed90904. {"label":"train_sensitivity_0.75_2_16","period":"train","kind":"sensitivity","stop_adr":0.75,"target_adr":2,"cost_bps":16,"return_pct":-16.46447424673737,"drawdown_pct":19.92220708295577,"months":34,"ci_low":-0.7994794082964684,"ci_high":-0.20941490408980987,"ambiguous":1,"sample":136,"win_rate":25.735294117647058,"average_win":1.1220254218679855,"average_loss":1.0908401554086642,"mean":-0.5213526906683497,"quarter_kelly":0,"by_symbol":{"SPY":{"sample":34,"win_rate":20.588235294117645,"average_win":0.839944403336977,"average_loss":0.9404184884879538,"mean":-0.5738731872298799,"quarter_kelly":0},"IWM":{"sample":34,"win_rate":29.411764705882355,"average_win":1.1642818282608358,"average_loss":1.2099676204681136,"mean":-0.5116589590772461,"quarter_kelly":0},"EFA":{"sample":34,"win_rate":26.47058823529412,"average_win":0.7326786151025605,"average_loss":0.9632797217974436,"mean":-0.5143495737945014,"quarter_kelly":0},"EEM":{"sample":34,"win_rate":26.47058823529412,"average_win":1.6838170137210278,"average_loss":1.2664936228371793,"mean":-0.48552904257177154,"quarter_kelly":0}}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all ; local study.py/results.json

Measured Sep9 2026. Full derived statistics incl all per-symbol win/loss summaries; returns inpercent, quarterKellyfraction. Month-resampledCI clustered acrossfourassets,10000resamples seed90904. {"label":"train_sensitivity_0.75_2_6","period":"train","kind":"sensitivity","stop_adr":0.75,"target_adr":2,"cost_bps":6,"return_pct":-10.586464621365987,"drawdown_pct":14.715080781300005,"months":34,"ci_low":-0.600879618373285,"ci_high":-0.009633802961022064,"ambiguous":1,"sample":136,"win_rate":26.47058823529412,"average_win":1.2904151567390727,"average_loss":0.9027361389370938,"mean":-0.32219609008163796,"quarter_kelly":0,"by_symbol":{"SPY":{"sample":34,"win_rate":20.588235294117645,"average_win":1.0418263254772528,"average_loss":0.742100859097305,"mean":-0.3748217328613667,"quarter_kelly":0},"IWM":{"sample":34,"win_rate":29.411764705882355,"average_win":1.3668130750626073,"average_loss":1.0121896293844574,"mean":-0.312482951605909,"quarter_kelly":0},"EFA":{"sample":34,"win_rate":26.47058823529412,"average_win":0.9343457907588122,"average_loss":0.7650078606760085,"mean":-0.3151789529432618,"quarter_kelly":0},"EEM":{"sample":34,"win_rate":29.411764705882355,"average_win":1.7084918496810466,"average_loss":1.1174642948314564,"mean":-0.28630072291601444,"quarter_kelly":0}}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all ; local study.py/results.json

Measured Sep9 2026. Full derived statistics incl all per-symbol win/loss summaries; returns inpercent, quarterKellyfraction. Month-resampledCI clustered acrossfourassets,10000resamples seed90904. {"label":"train_sensitivity_0.75_1.5_16","period":"train","kind":"sensitivity","stop_adr":0.75,"target_adr":1.5,"cost_bps":16,"return_pct":-15.80031300652468,"drawdown_pct":19.636463813862825,"months":34,"ci_low":-0.7646567735435752,"ci_high":-0.2105230884993079,"ambiguous":1,"sample":136,"win_rate":30.14705882352941,"average_win":0.9162832784481045,"average_loss":1.1103400040770828,"mean":-0.499372690962872,"quarter_kelly":0,"by_symbol":{"SPY":{"sample":34,"win_rate":26.47058823529412,"average_win":0.8623523459875123,"average_loss":0.9344899321074372,"mean":-0.45885521143524466,"quarter_kelly":0},"IWM":{"sample":34,"win_rate":32.35294117647059,"average_win":0.9691358334545809,"average_loss":1.224436625596871,"mean":-0.5147514182566956,"quarter_kelly":0},"EFA":{"sample":34,"win_rate":32.35294117647059,"average_win":0.6625598228376394,"average_loss":0.9737931727623668,"mean":-0.4443848506564825,"quarter_kelly":0},"EEM":{"sample":34,"win_rate":29.411764705882355,"average_win":1.1857791083270253,"average_loss":1.3150319467656033,"mean":-0.5794992835030655,"quarter_kelly":0}}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all ; local study.py/results.json

Measured Sep9 2026. Full derived statistics incl all per-symbol win/loss summaries; returns inpercent, quarterKellyfraction. Month-resampledCI clustered acrossfourassets,10000resamples seed90904. {"label":"train_sensitivity_0.75_1.5_6","period":"train","kind":"sensitivity","stop_adr":0.75,"target_adr":1.5,"cost_bps":6,"return_pct":-9.87556941823673,"drawdown_pct":14.4107568141407,"months":34,"ci_low":-0.5659872685835614,"ci_high":-0.010744205959594154,"ambiguous":1,"sample":136,"win_rate":30.14705882352941,"average_win":1.118318031283913,"average_loss":0.9123625581562206,"mean":-0.3001720863397098,"quarter_kelly":0,"by_symbol":{"SPY":{"sample":34,"win_rate":26.47058823529412,"average_win":1.0642791289075193,"average_loss":0.7361604337261354,"mean":-0.25957349067605034,"quarter_kelly":0},"IWM":{"sample":34,"win_rate":32.35294117647059,"average_win":1.1712763972907607,"average_loss":1.0266876015121966,"mean":-0.3155816018994751,"quarter_kelly":0},"EFA":{"sample":34,"win_rate":32.35294117647059,"average_win":0.8640866204260057,"average_loss":0.7755423596066131,"mean":-0.2450741601842953,"quarter_kelly":0},"EEM":{"sample":34,"win_rate":29.411764705882355,"average_win":1.388353392758832,"average_loss":1.1174642948314564,"mean":-0.38045909259901867,"quarter_kelly":0}}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all ; local study.py/results.json

Measured Sep9 2026. Full derived statistics incl all per-symbol win/loss summaries; returns inpercent, quarterKellyfraction. Month-resampledCI clustered acrossfourassets,10000resamples seed90904. {"label":"train_trail_1_1.5_16","period":"train","kind":"trail","stop_adr":1,"target_adr":1.5,"cost_bps":16,"return_pct":-15.36167526634774,"drawdown_pct":19.564259660319692,"months":34,"ci_low":-0.7986996238059393,"ci_high":-0.16602070091909574,"ambiguous":1,"sample":136,"win_rate":30.88235294117647,"average_win":0.9297011834747874,"average_loss":1.1191307598254785,"mean":-0.48640324792392575,"quarter_kelly":0,"by_symbol":{"SPY":{"sample":34,"win_rate":29.411764705882355,"average_win":0.8677652170401817,"average_loss":0.8582464064893455,"mean":-0.35059592898066094,"quarter_kelly":0},"IWM":{"sample":34,"win_rate":23.52941176470588,"average_win":1.0779364288560134,"average_loss":1.27186969870172,"mean":-0.7189741392763708,"quarter_kelly":0},"EFA":{"sample":34,"win_rate":32.35294117647059,"average_win":0.6735101678436354,"average_loss":1.0628488997547763,"mean":-0.501085672002349,"quarter_kelly":0},"EEM":{"sample":34,"win_rate":38.23529411764706,"average_win":1.10289955833932,"average_loss":1.289820990821244,"mean":-0.37495725143632236,"quarter_kelly":0}}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all ; local study.py/results.json

Measured Sep9 2026. Full derived statistics incl all per-symbol win/loss summaries; returns inpercent, quarterKellyfraction. Month-resampledCI clustered acrossfourassets,10000resamples seed90904. {"label":"train_trail_1_1.5_6","period":"train","kind":"trail","stop_adr":1,"target_adr":1.5,"cost_bps":6,"return_pct":-9.406066763575128,"drawdown_pct":14.333857524364335,"months":34,"ci_low":-0.600098272751469,"ci_high":0.03384727555653261,"ambiguous":1,"sample":136,"win_rate":35.294117647058826,"average_win":1.0008927538126757,"average_loss":0.9897600051083498,"mean":-0.28717667843034084,"quarter_kelly":0,"by_symbol":{"SPY":{"sample":34,"win_rate":29.411764705882355,"average_win":1.069702836547004,"average_loss":0.6597642683025244,"mean":-0.1510974727585454,"quarter_kelly":0},"IWM":{"sample":34,"win_rate":35.294117647058826,"average_win":0.8909191576003709,"average_loss":1.289921723953056,"mean":-0.5202131775224348,"quarter_kelly":0},"EFA":{"sample":34,"win_rate":32.35294117647059,"average_win":0.8750588880610856,"average_loss":0.8647763764765986,"mean":-0.3018884967732302,"quarter_kelly":0},"EEM":{"sample":34,"win_rate":44.11764705882353,"average_win":1.1352764105108,"average_loss":1.210337022333958,"mean":-0.17550756666715298,"quarter_kelly":0}}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,IWM,EFA,EEM&timeframe=1Day&start=2010-01-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all ; local study.py/results.json