SPY QVM90806 sizing covariance SPY_recent_22_1_base = 0
Quant replication2026-09-08 06:13
{"n":9,"p":0.5555555555555556,"weighted_W_pct":0.2934095344986387,"weighted_L_pct":0.7497853220957751,"quarterKelly_weighted":0,"mean_weighted_pct":-0.17023262398776742,"mean_unit_pct":-0.08673066371242025,"weight_return_cov":-0.0012455148906082712,"mean_weight":0.5267010878460157,"mean_unit_times_mean_weight_pct":-0.0456811349269387} Weightedreturns represent payoffofentirecashsleeve, notonlyinvestedpart. Arithmeticmean(w*r)=mean(w)*mean(r)+cov(w,r); thiscovariancecan reverseunitpayoffedge. Actualallocation0.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 weighted.py/ledgers.json
SPY QVM90806 sizing covariance SPY_holdout_22_1_base = 0
Quant replication2026-09-08 06:13
{"n":60,"p":0.5166666666666667,"weighted_W_pct":0.3107787223431782,"weighted_L_pct":0.5883557219831091,"quarterKelly_weighted":0,"mean_weighted_pct":-0.12380292574786067,"mean_unit_pct":-0.1602257016407246,"weight_return_cov":-0.0005454500448365578,"mean_weight":0.432252257627826,"mean_unit_times_mean_weight_pct":-0.06925792126420567} Weightedreturns represent payoffofentirecashsleeve, notonlyinvestedpart. Arithmeticmean(w*r)=mean(w)*mean(r)+cov(w,r); thiscovariancecan reverseunitpayoffedge. Actualallocation0.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 weighted.py/ledgers.json
SPY QVM90806 sizing covariance SPY_train_22_1_base = 0
Quant replication2026-09-08 06:13
{"n":24,"p":0.6666666666666666,"weighted_W_pct":0.3232984768049091,"weighted_L_pct":0.7232405066647227,"quarterKelly_weighted":0,"mean_weighted_pct":-0.0255478510183015,"mean_unit_pct":0.9361727583329692,"weight_return_cov":-0.004377340858043925,"mean_weight":0.44028864450196686,"mean_unit_times_mean_weight_pct":0.41218623478609046} Weightedreturns represent payoffofentirecashsleeve, notonlyinvestedpart. Arithmeticmean(w*r)=mean(w)*mean(r)+cov(w,r); thiscovariancecan reverseunitpayoffedge. Actualallocation0.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 weighted.py/ledgers.json
EEM QVM90806 statistics EEM_predictability = 0.1813617597135792
Quant replication2026-09-08 06:13
{"n":60,"variance_autocorrelation":0.1813617597135792,"pastvar_nextreturn_corr":-0.06968259803082767,"variance_slope":-31.27755099560406,"slope_t_HAC3":-0.45237835263393433}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 diagnostics.py/diagnostics.json
EFA QVM90806 statistics EFA_predictability = 0.26193905318220906
Quant replication2026-09-08 06:13
{"n":60,"variance_autocorrelation":0.26193905318220906,"pastvar_nextreturn_corr":0.07198572659563364,"variance_slope":31.610832261608238,"slope_t_HAC3":0.5166009629332468}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 diagnostics.py/diagnostics.json
SPY QVM90806 statistics SPY_predictability = 0.30271482359508817
Quant replication2026-09-08 06:13
{"n":60,"variance_autocorrelation":0.30271482359508817,"pastvar_nextreturn_corr":0.06641398086796609,"variance_slope":20.172389328337957,"slope_t_HAC3":0.5990289982926983}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 diagnostics.py/diagnostics.json
EEM QVM90806 statistics EEM_holdout_22_1_base = -0.3136829598515854
Quant replication2026-09-08 06:13
{"monthly_N":60,"monthly_mean_pct":-0.3136829598515854,"monthly_mean_CI":[-0.5857689236706112,-0.31419915749884786,-0.04629291463196989],"paired_scaled_minus_unscaled_mean_CI":[0.010071352085788363,0.14069776239317283,0.2910613781638028],"alpha_annual_pct":0.13529483426299455,"alpha_t_HAC5":0.22872504935915375,"beta":0.7135105055580071,"R2":0.8603721922436641,"daily_correlation":0.9275625004514054,"exit_counts":{"breakeven_ambiguous":5,"gap_stop":13,"stop":24,"target":18},"partial_count":28,"same_day_count":9,"trade_mean_pct":-0.45609735267125984,"bars_median":3,"regimes":{"highvol":{"n":25,"mean_pct":-0.8398958692791291,"win_pct":32},"lowvol":{"n":35,"mean_pct":-0.18195555509421005,"win_pct":57.14285714285714},"uptrend":{"n":35,"mean_pct":-0.367033513663177,"win_pct":48.57142857142857},"downtrend":{"n":25,"mean_pct":-0.5807867272825755,"win_pct":44}},"MC20sessions":{"paths":20000,"pnl_p5_p50_p95":[-4.220746480842081,-0.7187567388298248,2.890732084988713],"loss_pct":54.13,"hit_funding_gap_pct":0,"intraperiod_loss_ge_8_5099_pct":0}}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 diagnostics.py/diagnostics.json
EEM QVM90806 statistics EEM_holdout_22_0_base = 0.1420591686188255
Quant replication2026-09-08 06:13
{"monthly_N":60,"monthly_mean_pct":0.1420591686188255,"monthly_mean_CI":[-0.7386425521903948,0.14247365868164663,1.006792062238173],"paired_scaled_minus_unscaled_mean_CI":[-0.22435215879824472,0.10358748974753251,0.5047148586156454],"alpha_annual_pct":1.382388014180124,"alpha_t_HAC5":0.8278276407653887,"beta":0.7876902909596363,"R2":0.9140948218818802,"daily_correlation":0.9560830622293666,"exit_counts":{"time":53},"partial_count":0,"same_day_count":0,"trade_mean_pct":0.029287328207403755,"bars_median":20,"regimes":{"highvol":{"n":22,"mean_pct":-0.5916721922486026,"win_pct":36.36363636363637},"lowvol":{"n":31,"mean_pct":0.46996827820844067,"win_pct":58.06451612903226},"uptrend":{"n":30,"mean_pct":0.6902161586576799,"win_pct":56.666666666666664},"downtrend":{"n":23,"mean_pct":-0.8327937549886086,"win_pct":39.130434782608695}},"MC20sessions":{"paths":20000,"pnl_p5_p50_p95":[-10.82332955316781,-0.19519634807761577,13.512280995098335],"loss_pct":50.81,"hit_funding_gap_pct":0,"intraperiod_loss_ge_8_5099_pct":23.425}}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 diagnostics.py/diagnostics.json
EFA QVM90806 statistics EFA_holdout_22_1_base = -0.1579106379417524
Quant replication2026-09-08 06:13
{"monthly_N":60,"monthly_mean_pct":-0.1579106379417524,"monthly_mean_CI":[-0.30471497057609526,-0.1580057433893427,-0.01806610685460412],"paired_scaled_minus_unscaled_mean_CI":[-0.037779036997050985,0.1340395297388834,0.3336697530869425],"alpha_annual_pct":-0.09923431927010473,"alpha_t_HAC5":-0.19280134196771456,"beta":0.507660841754046,"R2":0.7541531208074405,"daily_correlation":0.8684198989011214,"exit_counts":{"breakeven_ambiguous":10,"gap_stop":10,"stop":24,"target":16},"partial_count":31,"same_day_count":15,"trade_mean_pct":-0.2951614508879591,"bars_median":3,"regimes":{"highvol":{"n":54,"mean_pct":-0.3162221585396524,"win_pct":50},"lowvol":{"n":6,"mean_pct":-0.10561508202271877,"win_pct":66.66666666666666},"uptrend":{"n":45,"mean_pct":-0.23240039161793719,"win_pct":53.333333333333336},"downtrend":{"n":15,"mean_pct":-0.4834446286980247,"win_pct":46.666666666666664}},"MC20sessions":{"paths":20000,"pnl_p5_p50_p95":[-2.655397300355048,0,1.7042362095605768],"loss_pct":48.665000000000006,"hit_funding_gap_pct":0,"intraperiod_loss_ge_8_5099_pct":0}}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 diagnostics.py/diagnostics.json
EFA QVM90806 statistics EFA_holdout_22_0_base = 0.25013314694818783
Quant replication2026-09-08 06:13
{"monthly_N":60,"monthly_mean_pct":0.25013314694818783,"monthly_mean_CI":[-0.3376044393726942,0.24673855337594763,0.8011186390712499],"paired_scaled_minus_unscaled_mean_CI":[-0.7666482784970371,-0.24704034877330083,0.3091552915786171],"alpha_annual_pct":0.020576350330617336,"alpha_t_HAC5":0.011699327129420982,"beta":0.5011500197718287,"R2":0.7707089440624034,"daily_correlation":0.8779003041703566,"exit_counts":{"time":53},"partial_count":0,"same_day_count":0,"trade_mean_pct":0.5643203954156856,"bars_median":20,"regimes":{"highvol":{"n":47,"mean_pct":0.7690444671964715,"win_pct":61.702127659574465},"lowvol":{"n":6,"mean_pct":-1.0393515002004714,"win_pct":33.33333333333333},"uptrend":{"n":39,"mean_pct":0.8618492848485012,"win_pct":61.53846153846154},"downtrend":{"n":14,"mean_pct":-0.2645100822900151,"win_pct":50}},"MC20sessions":{"paths":20000,"pnl_p5_p50_p95":[-7.499103194927102,0.5853192244517231,7.634939593555146],"loss_pct":43.235,"hit_funding_gap_pct":0,"intraperiod_loss_ge_8_5099_pct":7.739999999999999}}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 diagnostics.py/diagnostics.json
SPY QVM90806 statistics SPY_holdout_22_1_base = -0.12380292574786067
Quant replication2026-09-08 06:13
{"monthly_N":60,"monthly_mean_pct":-0.12380292574786067,"monthly_mean_CI":[-0.23098869487711518,-0.12311336056080793,-0.02170204263880747],"paired_scaled_minus_unscaled_mean_CI":[-0.23646627011939164,0.037331836540124286,0.31166391607946126],"alpha_annual_pct":-1.001145009351509,"alpha_t_HAC5":-2.026835946039163,"beta":0.2564290112673481,"R2":0.5914540037995033,"daily_correlation":0.7690604682334798,"exit_counts":{"breakeven_ambiguous":9,"gap_stop":3,"stop":31,"target":17},"partial_count":31,"same_day_count":16,"trade_mean_pct":-0.1602257016407246,"bars_median":2,"regimes":{"highvol":{"n":56,"mean_pct":-0.15452913695081189,"win_pct":51.78571428571429},"lowvol":{"n":4,"mean_pct":-0.23997760729950304,"win_pct":50},"uptrend":{"n":48,"mean_pct":-0.38828665179272176,"win_pct":45.83333333333333},"downtrend":{"n":12,"mean_pct":0.7520180989672639,"win_pct":75}},"MC20sessions":{"paths":20000,"pnl_p5_p50_p95":[-1.965645346532824,0.026166861681076625,1.3827393792710154],"loss_pct":47.815000000000005,"hit_funding_gap_pct":0,"intraperiod_loss_ge_8_5099_pct":0}}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 diagnostics.py/diagnostics.json
SPY QVM90806 statistics SPY_holdout_22_0_base = 0.4857186432714337
Quant replication2026-09-08 06:13
{"monthly_N":60,"monthly_mean_pct":0.4857186432714337,"monthly_mean_CI":[0.04865606166913141,0.486792654753233,0.9405557146934884],"paired_scaled_minus_unscaled_mean_CI":[-1.0127170585353527,-0.4454749778268977,0.2609202511320275],"alpha_annual_pct":2.7080546558187137,"alpha_t_HAC5":1.7107945330325887,"beta":0.2801496478434036,"R2":0.5678665817135558,"daily_correlation":0.7535692282156671,"exit_counts":{"time":53},"partial_count":0,"same_day_count":0,"trade_mean_pct":1.0324147809662578,"bars_median":20,"regimes":{"highvol":{"n":50,"mean_pct":1.0360805246053408,"win_pct":64},"lowvol":{"n":3,"mean_pct":0.9713190536482089,"win_pct":66.66666666666666},"uptrend":{"n":42,"mean_pct":0.8336134734944505,"win_pct":64.28571428571429},"downtrend":{"n":11,"mean_pct":1.7914743185858857,"win_pct":63.63636363636363}},"MC20sessions":{"paths":20000,"pnl_p5_p50_p95":[-4.168095288268432,0.9047528519607795,6.113136529233657],"loss_pct":35.855,"hit_funding_gap_pct":0,"intraperiod_loss_ge_8_5099_pct":1.18}}
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 diagnostics.py/diagnostics.json
EEM QVM90806 variant 162/162 EEM_recent_66_1_stress = -5.171608440717845
Quant replication2026-09-08 06:10
{"key":"EEM_recent_66_1_stress","s":"EEM","period":"recent","window":66,"managed":true,"cost":"stress","return":-5.171608440717845,"drawdown":7.8754718172610705,"n":9,"win":55.55555555555556,"W":1.2663493906045302,"L":2.9304682386206156,"K":0,"mean_exposure":0.5796836144493837,"annvol":7.828298639131025,"sharpe0":-0.9650318155028815,"fillerr":0,"reconcile":0,"partial_count":6} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 161/162 EEM_recent_66_1_base = -3.6760855283682226
Quant replication2026-09-08 06:10
{"key":"EEM_recent_66_1_base","s":"EEM","period":"recent","window":66,"managed":true,"cost":"base","return":-3.6760855283682226,"drawdown":7.320704682648338,"n":9,"win":66.66666666666666,"W":1.3455975267092213,"L":3.5919499199183704,"K":0,"mean_exposure":0.5796836144493837,"annvol":7.735778448102069,"sharpe0":-0.6778374599358705,"fillerr":0,"reconcile":0,"partial_count":6} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 160/162 EEM_recent_66_1_zero = -2.6653283715368015
Quant replication2026-09-08 06:10
{"key":"EEM_recent_66_1_zero","s":"EEM","period":"recent","window":66,"managed":true,"cost":"zero","return":-2.6653283715368015,"drawdown":7.133349725727189,"n":9,"win":66.66666666666666,"W":1.548491364877339,"L":3.3989410591496516,"K":0,"mean_exposure":0.5796836144493837,"annvol":7.69531551788365,"sharpe0":-0.4808330222167519,"fillerr":0,"reconcile":0,"partial_count":6} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 159/162 EEM_recent_66_0_stress = 16.30957021028774
Quant replication2026-09-08 06:10
{"key":"EEM_recent_66_0_stress","s":"EEM","period":"recent","window":66,"managed":false,"cost":"stress","return":16.30957021028774,"drawdown":4.713364133058873,"n":8,"win":75,"W":5.39679318438073,"L":5.987147067702302,"K":0.11816314032296346,"mean_exposure":0.5271440662555567,"annvol":12.345736325328764,"sharpe0":1.8761624680989506,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 158/162 EEM_recent_66_0_base = 17.800225354716503
Quant replication2026-09-08 06:10
{"key":"EEM_recent_66_0_base","s":"EEM","period":"recent","window":66,"managed":false,"cost":"base","return":17.800225354716503,"drawdown":4.58488672022238,"n":8,"win":75,"W":5.713458578690741,"L":5.704684833091266,"K":0.12509597673500467,"mean_exposure":0.5271440662555567,"annvol":12.282764733589834,"sharpe0":2.038971308378935,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 157/162 EEM_recent_66_0_zero = 18.805399117637435
Quant replication2026-09-08 06:10
{"key":"EEM_recent_66_0_zero","s":"EEM","period":"recent","window":66,"managed":false,"cost":"zero","return":18.805399117637435,"drawdown":4.498996563377656,"n":8,"win":75,"W":5.925096881241085,"L":5.5159056707899445,"K":0.12931629240260448,"mean_exposure":0.5271440662555567,"annvol":12.248644830340112,"sharpe0":2.1472315395868473,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 156/162 EEM_recent_22_1_stress = -2.3128813999385045
Quant replication2026-09-08 06:10
{"key":"EEM_recent_22_1_stress","s":"EEM","period":"recent","window":22,"managed":true,"cost":"stress","return":-2.3128813999385045,"drawdown":5.3595781796794135,"n":9,"win":55.55555555555556,"W":1.2663493906045047,"L":2.9304682386205982,"K":0,"mean_exposure":0.5206625647861918,"annvol":6.129254500017651,"sharpe0":-0.5345845919256792,"fillerr":0,"reconcile":0,"partial_count":6} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 155/162 EEM_recent_22_1_base = -0.9316132170227864
Quant replication2026-09-08 06:10
{"key":"EEM_recent_22_1_base","s":"EEM","period":"recent","window":22,"managed":true,"cost":"base","return":-0.9316132170227864,"drawdown":5.172645503699869,"n":9,"win":66.66666666666666,"W":1.345597526709222,"L":3.5919499199183837,"K":0,"mean_exposure":0.5206625647861918,"annvol":6.097262157778602,"sharpe0":-0.1964513038286888,"fillerr":0,"reconcile":0,"partial_count":6} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 154/162 EEM_recent_22_1_zero = 0.0007806174884272821
Quant replication2026-09-08 06:10
{"key":"EEM_recent_22_1_zero","s":"EEM","period":"recent","window":22,"managed":true,"cost":"zero","return":0.0007806174884272821,"drawdown":5.0621265763051815,"n":9,"win":66.66666666666666,"W":1.548491364877351,"L":3.3989410591496627,"K":0,"mean_exposure":0.5206625647861918,"annvol":6.0984553605869145,"sharpe0":0.031248441819845953,"fillerr":0,"reconcile":0,"partial_count":6} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 153/162 EEM_recent_22_0_stress = 14.00664949690591
Quant replication2026-09-08 06:10
{"key":"EEM_recent_22_0_stress","s":"EEM","period":"recent","window":22,"managed":false,"cost":"stress","return":14.00664949690591,"drawdown":3.411260141865591,"n":8,"win":75,"W":5.396793184380734,"L":5.987147067702319,"K":0.11816314032296332,"mean_exposure":0.4879253629059519,"annvol":10.390907051646384,"sharpe0":1.9224415153168846,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 152/162 EEM_recent_22_0_base = 15.360114144667957
Quant replication2026-09-08 06:10
{"key":"EEM_recent_22_0_base","s":"EEM","period":"recent","window":22,"managed":false,"cost":"base","return":15.360114144667957,"drawdown":3.3202615828992976,"n":8,"win":75,"W":5.713458578690745,"L":5.704684833091259,"K":0.12509597673500478,"mean_exposure":0.4879253629059519,"annvol":10.340195719372145,"sharpe0":2.1006719188359044,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 151/162 EEM_recent_22_0_zero = 16.272071677431875
Quant replication2026-09-08 06:10
{"key":"EEM_recent_22_0_zero","s":"EEM","period":"recent","window":22,"managed":false,"cost":"zero","return":16.272071677431875,"drawdown":3.259438506533352,"n":8,"win":75,"W":5.9250968812410845,"L":5.5159056707899445,"K":0.12931629240260445,"mean_exposure":0.4879253629059519,"annvol":10.315156063845775,"sharpe0":2.218765564198783,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 150/162 EEM_recent_0_1_stress = -5.5319796414421525
Quant replication2026-09-08 06:10
{"key":"EEM_recent_0_1_stress","s":"EEM","period":"recent","window":0,"managed":true,"cost":"stress","return":-5.5319796414421525,"drawdown":10.639306653858927,"n":9,"win":55.55555555555556,"W":1.2663493906045231,"L":2.930468238620625,"K":0,"mean_exposure":1,"annvol":9.748612945755642,"sharpe0":-0.8154569546402453,"fillerr":0,"reconcile":0,"partial_count":6} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json