EFA QVM90806 variant 99/162 EFA_recent_22_0_stress = 6.792256927268747
Quant replication2026-09-08 06:10
{"key":"EFA_recent_22_0_stress","s":"EFA","period":"recent","window":22,"managed":false,"cost":"stress","return":6.792256927268747,"drawdown":2.123136341965459,"n":8,"win":87.5,"W":1.5302850305415334,"L":0.20913977628929456,"K":0.2144791498782239,"mean_exposure":0.5232430578968492,"annvol":6.779849547326355,"sharpe0":1.4707688573636242,"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
EFA QVM90806 variant 98/162 EFA_recent_22_0_base = 8.146408847651433
Quant replication2026-09-08 06:10
{"key":"EFA_recent_22_0_base","s":"EFA","period":"recent","window":22,"managed":false,"cost":"base","return":8.146408847651433,"drawdown":1.8719699810819002,"n":8,"win":100,"W":1.6172520976238434,"L":0,"K":0,"mean_exposure":0.5232430578968492,"annvol":6.668872649211338,"sharpe0":1.774324065195344,"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
EFA QVM90806 variant 97/162 EFA_recent_22_0_zero = 9.059353593594576
Quant replication2026-09-08 06:10
{"key":"EFA_recent_22_0_zero","s":"EFA","period":"recent","window":22,"managed":false,"cost":"zero","return":9.059353593594576,"drawdown":1.7363950759861968,"n":8,"win":100,"W":1.820689788650672,"L":0,"K":0,"mean_exposure":0.5232430578968492,"annvol":6.6093962034205935,"sharpe0":1.978319698455996,"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
EFA QVM90806 variant 96/162 EFA_recent_0_1_stress = -6.5971180194952295
Quant replication2026-09-08 06:10
{"key":"EFA_recent_0_1_stress","s":"EFA","period":"recent","window":0,"managed":true,"cost":"stress","return":-6.5971180194952295,"drawdown":9.141618421729858,"n":9,"win":55.55555555555556,"W":0.6903464695038162,"L":2.5245703154187624,"K":0,"mean_exposure":1,"annvol":7.381093925028074,"sharpe0":-1.332839178550061,"fillerr":0,"reconcile":0,"partial_count":5} 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
EFA QVM90806 variant 95/162 EFA_recent_0_1_base = -4.0408844409915545
Quant replication2026-09-08 06:10
{"key":"EFA_recent_0_1_base","s":"EFA","period":"recent","window":0,"managed":true,"cost":"base","return":-4.0408844409915545,"drawdown":8.223217872074907,"n":9,"win":55.55555555555556,"W":0.9928712986809405,"L":2.2317047351289947,"K":0,"mean_exposure":1,"annvol":7.19549769593691,"sharpe0":-0.8131386106729855,"fillerr":0,"reconcile":0,"partial_count":5} 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
EFA QVM90806 variant 94/162 EFA_recent_0_1_zero = -2.297982909408469
Quant replication2026-09-08 06:10
{"key":"EFA_recent_0_1_zero","s":"EFA","period":"recent","window":0,"managed":true,"cost":"zero","return":-2.297982909408469,"drawdown":7.763162215976671,"n":9,"win":55.55555555555556,"W":1.1950589784110892,"L":2.035972661458602,"K":0,"mean_exposure":1,"annvol":7.113535002788381,"sharpe0":-0.44837216820904857,"fillerr":0,"reconcile":0,"partial_count":5} 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
EFA QVM90806 variant 93/162 EFA_recent_0_0_stress = 10.954753051209343
Quant replication2026-09-08 06:10
{"key":"EFA_recent_0_0_stress","s":"EFA","period":"recent","window":0,"managed":false,"cost":"stress","return":10.954753051209343,"drawdown":6.170650489580942,"n":8,"win":87.5,"W":1.530285030541547,"L":0.20913977628928682,"K":0.21447914987822408,"mean_exposure":1,"annvol":13.939905238523442,"sharpe0":1.1748288966444187,"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
EFA QVM90806 variant 92/162 EFA_recent_0_0_base = 13.649881359119597
Quant replication2026-09-08 06:10
{"key":"EFA_recent_0_0_base","s":"EFA","period":"recent","window":0,"managed":false,"cost":"base","return":13.649881359119597,"drawdown":5.888739581753743,"n":8,"win":100,"W":1.6172520976238316,"L":0,"K":0,"mean_exposure":1,"annvol":13.829262273766174,"sharpe0":1.4405486974756838,"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
EFA QVM90806 variant 91/162 EFA_recent_0_0_zero = 15.482902879297278
Quant replication2026-09-08 06:10
{"key":"EFA_recent_0_0_zero","s":"EFA","period":"recent","window":0,"managed":false,"cost":"zero","return":15.482902879297278,"drawdown":5.700328889994422,"n":8,"win":100,"W":1.8206897886506819,"L":0,"K":0,"mean_exposure":1,"annvol":13.774476702502536,"sharpe0":1.618052890000333,"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
EFA QVM90806 variant 90/162 EFA_holdout_66_1_stress = -17.6018619619409
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_66_1_stress","s":"EFA","period":"holdout","window":66,"managed":true,"cost":"stress","return":-17.6018619619409,"drawdown":18.77606001077724,"n":60,"win":38.333333333333336,"W":0.6995612052335579,"L":1.3978266390857337,"K":0,"mean_exposure":0.6267500811867226,"annvol":3.0369644977965673,"sharpe0":-1.2647583027910112,"fillerr":0,"reconcile":0,"partial_count":31} 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
EFA QVM90806 variant 89/162 EFA_holdout_66_1_base = -7.77658653133556
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_66_1_base","s":"EFA","period":"holdout","window":66,"managed":true,"cost":"base","return":-7.77658653133556,"drawdown":9.848533390574655,"n":60,"win":51.66666666666667,"W":0.8020411692102303,"L":1.4680332171998023,"K":0,"mean_exposure":0.6267500811867226,"annvol":2.857729964555539,"sharpe0":-0.554508328246649,"fillerr":0,"reconcile":0,"partial_count":31} 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
EFA QVM90806 variant 88/162 EFA_holdout_66_1_zero = -0.5789261858047068
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_66_1_zero","s":"EFA","period":"holdout","window":66,"managed":true,"cost":"zero","return":-0.5789261858047068,"drawdown":5.762784362382256,"n":60,"win":51.66666666666667,"W":1.0038468067347501,"L":1.2707722720042538,"K":0,"mean_exposure":0.6267500811867226,"annvol":2.783847198222185,"sharpe0":-0.02795670677497216,"fillerr":0,"reconcile":0,"partial_count":31} 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
EFA QVM90806 variant 87/162 EFA_holdout_66_0_stress = 10.272184746003932
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_66_0_stress","s":"EFA","period":"holdout","window":66,"managed":false,"cost":"stress","return":10.272184746003932,"drawdown":19.074450255177723,"n":53,"win":58.490566037735846,"W":3.282693366998174,"L":3.991831443684101,"K":0.020035323530694538,"mean_exposure":0.6198935854064522,"annvol":8.624368556376442,"sharpe0":0.2707731991460825,"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
EFA QVM90806 variant 86/162 EFA_holdout_66_0_base = 21.70733543718464
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_66_0_base","s":"EFA","period":"holdout","window":66,"managed":false,"cost":"base","return":21.70733543718464,"drawdown":16.233453045068526,"n":53,"win":58.490566037735846,"W":3.5930069277538665,"L":3.7033742637881115,"K":0.03926518976742317,"mean_exposure":0.6198935854064522,"annvol":8.602108414561565,"sharpe0":0.501592026093857,"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
EFA QVM90806 variant 85/162 EFA_holdout_66_0_zero = 29.987820549036613
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_66_0_zero","s":"EFA","period":"holdout","window":66,"managed":false,"cost":"zero","return":29.987820549036613,"drawdown":15.177527349718268,"n":53,"win":60.37735849056604,"W":3.686764448215846,"L":3.8698503108205675,"K":0.0469676108768666,"mean_exposure":0.6198935854064522,"annvol":8.600350740005648,"sharpe0":0.6553798664646915,"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
EFA QVM90806 variant 84/162 EFA_holdout_22_1_stress = -18.80316314408751
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_22_1_stress","s":"EFA","period":"holdout","window":22,"managed":true,"cost":"stress","return":-18.80316314408751,"drawdown":19.513211673058308,"n":60,"win":38.333333333333336,"W":0.6995612052335601,"L":1.3978266390857392,"K":0,"mean_exposure":0.6229847858885602,"annvol":3.068207470664648,"sharpe0":-1.3476554565499839,"fillerr":0,"reconcile":0,"partial_count":31} 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
EFA QVM90806 variant 83/162 EFA_holdout_22_1_base = -9.178735745511258
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_22_1_base","s":"EFA","period":"holdout","window":22,"managed":true,"cost":"base","return":-9.178735745511258,"drawdown":10.219369124186839,"n":60,"win":51.66666666666667,"W":0.8020411692102223,"L":1.468033217199808,"K":0,"mean_exposure":0.6229847858885602,"annvol":2.881351976995016,"sharpe0":-0.6564731800971754,"fillerr":0,"reconcile":0,"partial_count":31} 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
EFA QVM90806 variant 82/162 EFA_holdout_22_1_zero = -2.1318296351150123
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_22_1_zero","s":"EFA","period":"holdout","window":22,"managed":true,"cost":"zero","return":-2.1318296351150123,"drawdown":5.3801116382481755,"n":60,"win":51.66666666666667,"W":1.0038468067347557,"L":1.2707722720042522,"K":0,"mean_exposure":0.6229847858885602,"annvol":2.8031236694198047,"sharpe0":-0.14032828186674048,"fillerr":0,"reconcile":0,"partial_count":31} 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
EFA QVM90806 variant 81/162 EFA_holdout_22_0_stress = 3.8064447384475564
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_22_0_stress","s":"EFA","period":"holdout","window":22,"managed":false,"cost":"stress","return":3.8064447384475564,"drawdown":20.18802823834045,"n":53,"win":58.490566037735846,"W":3.2826933669981657,"L":3.9918314436841005,"K":0.020035323530694232,"mean_exposure":0.6221430276103864,"annvol":8.355246134799337,"sharpe0":0.13158006455556048,"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
EFA QVM90806 variant 80/162 EFA_holdout_22_0_base = 14.617314375925062
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_22_0_base","s":"EFA","period":"holdout","window":22,"managed":false,"cost":"base","return":14.617314375925062,"drawdown":17.510830506263208,"n":53,"win":58.490566037735846,"W":3.5930069277538674,"L":3.7033742637881173,"K":0.039265189767423034,"mean_exposure":0.6221430276103864,"annvol":8.339643896593067,"sharpe0":0.3702204654999311,"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
EFA QVM90806 variant 79/162 EFA_holdout_22_0_zero = 22.448298658629984
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_22_0_zero","s":"EFA","period":"holdout","window":22,"managed":false,"cost":"zero","return":22.448298658629984,"drawdown":15.674714972099624,"n":53,"win":60.37735849056604,"W":3.6867644482158424,"L":3.869850310820565,"K":0.04696761087686657,"mean_exposure":0.6221430276103864,"annvol":8.342872802406086,"sharpe0":0.5291949617525294,"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
EFA QVM90806 variant 78/162 EFA_holdout_0_1_stress = -30.365921327359867
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_0_1_stress","s":"EFA","period":"holdout","window":0,"managed":true,"cost":"stress","return":-30.365921327359867,"drawdown":31.377915952768742,"n":60,"win":38.333333333333336,"W":0.6995612052335577,"L":1.3978266390857312,"K":0,"mean_exposure":1,"annvol":5.2138043884956895,"sharpe0":-1.3673882836935447,"fillerr":0,"reconcile":0,"partial_count":31} 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
EFA QVM90806 variant 77/162 EFA_holdout_0_1_base = -16.632860762834056
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_0_1_base","s":"EFA","period":"holdout","window":0,"managed":true,"cost":"base","return":-16.632860762834056,"drawdown":20.16088442964261,"n":60,"win":51.66666666666667,"W":0.8020411692102272,"L":1.4680332171998045,"K":0,"mean_exposure":1,"annvol":4.9289273206793,"sharpe0":-0.7162813605595019,"fillerr":0,"reconcile":0,"partial_count":31} 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
EFA QVM90806 variant 76/162 EFA_holdout_0_1_zero = -6.003823348299342
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_0_1_zero","s":"EFA","period":"holdout","window":0,"managed":true,"cost":"zero","return":-6.003823348299342,"drawdown":11.90441448332119,"n":60,"win":51.66666666666667,"W":1.0038468067347541,"L":1.2707722720042596,"K":0,"mean_exposure":1,"annvol":4.7975852431242805,"sharpe0":-0.23506476433820947,"fillerr":0,"reconcile":0,"partial_count":31} 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
EFA QVM90806 variant 75/162 EFA_holdout_0_0_stress = 9.715242694065672
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_0_0_stress","s":"EFA","period":"holdout","window":0,"managed":false,"cost":"stress","return":9.715242694065672,"drawdown":33.6693145907593,"n":53,"win":58.490566037735846,"W":3.2826933669981644,"L":3.991831443684097,"K":0.020035323530694288,"mean_exposure":1,"annvol":14.636336357101024,"sharpe0":0.20023599122699148,"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