EFA QVM90806 variant 74/162 EFA_holdout_0_0_base = 28.62335772617226
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_0_0_base","s":"EFA","period":"holdout","window":0,"managed":false,"cost":"base","return":28.62335772617226,"drawdown":30.808127206392598,"n":53,"win":58.490566037735846,"W":3.59300692775387,"L":3.70337426378811,"K":0.039265189767423325,"mean_exposure":1,"annvol":14.609150203815005,"sharpe0":0.4189008365924937,"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 73/162 EFA_holdout_0_0_zero = 43.006249127765585
Quant replication2026-09-08 06:10
{"key":"EFA_holdout_0_0_zero","s":"EFA","period":"holdout","window":0,"managed":false,"cost":"zero","return":43.006249127765585,"drawdown":29.10394097237744,"n":53,"win":60.37735849056604,"W":3.686764448215843,"L":3.869850310820564,"K":0.0469676108768666,"mean_exposure":1,"annvol":14.607655844192848,"sharpe0":0.5646684228399788,"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 72/162 EFA_train_66_1_stress = -1.751962996195866
Quant replication2026-09-08 06:10
{"key":"EFA_train_66_1_stress","s":"EFA","period":"train","window":66,"managed":true,"cost":"stress","return":-1.751962996195866,"drawdown":5.965608728857741,"n":24,"win":66.66666666666666,"W":1.320095186320498,"L":1.0618430668256271,"K":0.09963595316023491,"mean_exposure":0.5869543223774825,"annvol":2.6145610165649327,"sharpe0":-0.3242368568927851,"fillerr":0,"reconcile":0,"partial_count":17} 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 71/162 EFA_train_66_1_base = 2.496271168430675
Quant replication2026-09-08 06:10
{"key":"EFA_train_66_1_base","s":"EFA","period":"train","window":66,"managed":true,"cost":"base","return":2.496271168430675,"drawdown":3.279251418359508,"n":24,"win":70.83333333333334,"W":1.5397446037406999,"L":0.9000180432434625,"K":0.13446177421649366,"mean_exposure":0.5869543223774825,"annvol":2.400852606185467,"sharpe0":0.5244784846119608,"fillerr":0,"reconcile":0,"partial_count":17} 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 70/162 EFA_train_66_1_zero = 5.431621734920999
Quant replication2026-09-08 06:10
{"key":"EFA_train_66_1_zero","s":"EFA","period":"train","window":66,"managed":true,"cost":"zero","return":5.431621734920999,"drawdown":1.945752342192253,"n":24,"win":70.83333333333334,"W":1.7430271246484126,"L":0.7016199308170606,"K":0.1477322200324449,"mean_exposure":0.5869543223774825,"annvol":2.325148738986757,"sharpe0":1.146800813229908,"fillerr":0,"reconcile":0,"partial_count":17} 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 69/162 EFA_train_66_0_stress = 3.171737633343974
Quant replication2026-09-08 06:10
{"key":"EFA_train_66_0_stress","s":"EFA","period":"train","window":66,"managed":false,"cost":"stress","return":3.171737633343974,"drawdown":11.304572229051557,"n":22,"win":63.63636363636363,"W":4.938876966923198,"L":3.3561051431423934,"K":0.09731563718158076,"mean_exposure":0.5902839727042087,"annvol":8.513559065765758,"sharpe0":0.22579123503730938,"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 68/162 EFA_train_66_0_base = 7.296093361717126
Quant replication2026-09-08 06:10
{"key":"EFA_train_66_0_base","s":"EFA","period":"train","window":66,"managed":false,"cost":"base","return":7.296093361717126,"drawdown":10.844201836061462,"n":22,"win":68.18181818181817,"W":4.92189562634034,"L":3.5422865813215236,"K":0.1132057093082584,"mean_exposure":0.5902839727042087,"annvol":8.47332029102643,"sharpe0":0.4573206138072652,"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 67/162 EFA_train_66_0_zero = 10.138289656161525
Quant replication2026-09-08 06:10
{"key":"EFA_train_66_0_zero","s":"EFA","period":"train","window":66,"managed":false,"cost":"zero","return":10.138289656161525,"drawdown":10.844201846576063,"n":22,"win":68.18181818181817,"W":5.131949218671954,"L":3.349178294474399,"K":0.11854212418224797,"mean_exposure":0.5902839727042087,"annvol":8.460720716683477,"sharpe0":0.6120984836935424,"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 66/162 EFA_train_22_1_stress = -3.5329724698256126
Quant replication2026-09-08 06:10
{"key":"EFA_train_22_1_stress","s":"EFA","period":"train","window":22,"managed":true,"cost":"stress","return":-3.5329724698256126,"drawdown":7.264643254549652,"n":24,"win":66.66666666666666,"W":1.3200951863205381,"L":1.0618430668256265,"K":0.09963595316023699,"mean_exposure":0.5742501736474179,"annvol":2.5399474200056495,"sharpe0":-0.6938908231801623,"fillerr":0,"reconcile":0,"partial_count":17} 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 65/162 EFA_train_22_1_base = 0.5484633973574127
Quant replication2026-09-08 06:10
{"key":"EFA_train_22_1_base","s":"EFA","period":"train","window":22,"managed":true,"cost":"base","return":0.5484633973574127,"drawdown":4.403821575067191,"n":24,"win":70.83333333333334,"W":1.5397446037406948,"L":0.9000180432434585,"K":0.1344617742164937,"mean_exposure":0.5742501736474179,"annvol":2.2367722961090504,"sharpe0":0.1332226879418971,"fillerr":0,"reconcile":0,"partial_count":17} 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 64/162 EFA_train_22_1_zero = 3.3664807992662027
Quant replication2026-09-08 06:10
{"key":"EFA_train_22_1_zero","s":"EFA","period":"train","window":22,"managed":true,"cost":"zero","return":3.3664807992662027,"drawdown":2.6053717609065385,"n":24,"win":70.83333333333334,"W":1.743027124648448,"L":0.7016199308170623,"K":0.14773222003244543,"mean_exposure":0.5742501736474179,"annvol":2.0975311463013253,"sharpe0":0.7982202736327075,"fillerr":0,"reconcile":0,"partial_count":17} 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 63/162 EFA_train_22_0_stress = 1.4510110065966142
Quant replication2026-09-08 06:10
{"key":"EFA_train_22_0_stress","s":"EFA","period":"train","window":22,"managed":false,"cost":"stress","return":1.4510110065966142,"drawdown":10.47093229295032,"n":22,"win":63.63636363636363,"W":4.938876966923131,"L":3.3561051431423934,"K":0.09731563718157991,"mean_exposure":0.5694871720562963,"annvol":8.061399312940809,"sharpe0":0.12962038897603542,"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 62/162 EFA_train_22_0_base = 5.360824886468363
Quant replication2026-09-08 06:10
{"key":"EFA_train_22_0_base","s":"EFA","period":"train","window":22,"managed":false,"cost":"base","return":5.360824886468363,"drawdown":8.885781576170338,"n":22,"win":68.18181818181817,"W":4.9218956263403175,"L":3.5422865813215125,"K":0.11320570930825832,"mean_exposure":0.5694871720562963,"annvol":8.013464569172731,"sharpe0":0.3654068397211408,"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 61/162 EFA_train_22_0_zero = 8.052277187577461
Quant replication2026-09-08 06:10
{"key":"EFA_train_22_0_zero","s":"EFA","period":"train","window":22,"managed":false,"cost":"zero","return":8.052277187577461,"drawdown":8.543889601525912,"n":22,"win":68.18181818181817,"W":5.131949218671869,"L":3.3491782944744024,"K":0.11854212418224705,"mean_exposure":0.5694871720562963,"annvol":7.995442467602051,"sharpe0":0.5234983542148229,"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 60/162 EFA_train_0_1_stress = 13.01776551429301
Quant replication2026-09-08 06:10
{"key":"EFA_train_0_1_stress","s":"EFA","period":"train","window":0,"managed":true,"cost":"stress","return":13.01776551429301,"drawdown":7.340129418960995,"n":24,"win":66.66666666666666,"W":1.3200951863204553,"L":1.0618430668256196,"K":0.09963595316023321,"mean_exposure":1,"annvol":6.626974354888522,"sharpe0":0.9542954084675874,"fillerr":0,"reconcile":0,"partial_count":17} 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 59/162 EFA_train_0_1_base = 21.455152298939637
Quant replication2026-09-08 06:10
{"key":"EFA_train_0_1_base","s":"EFA","period":"train","window":0,"managed":true,"cost":"base","return":21.455152298939637,"drawdown":3.4379575771927406,"n":24,"win":70.83333333333334,"W":1.5397446037406715,"L":0.9000180432434628,"K":0.13446177421649286,"mean_exposure":1,"annvol":6.590081681875909,"sharpe0":1.504602501270667,"fillerr":0,"reconcile":0,"partial_count":17} 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 58/162 EFA_train_0_1_zero = 27.427176177736712
Quant replication2026-09-08 06:10
{"key":"EFA_train_0_1_zero","s":"EFA","period":"train","window":0,"managed":true,"cost":"zero","return":27.427176177736712,"drawdown":2.2631802071617746,"n":24,"win":70.83333333333334,"W":1.743027124648422,"L":0.701619930817061,"K":0.14773222003244507,"mean_exposure":1,"annvol":6.611050370722438,"sharpe0":1.8624863439504737,"fillerr":0,"reconcile":0,"partial_count":17} 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 57/162 EFA_train_0_0_stress = 48.16244763241136
Quant replication2026-09-08 06:10
{"key":"EFA_train_0_0_stress","s":"EFA","period":"train","window":0,"managed":false,"cost":"stress","return":48.16244763241136,"drawdown":11.932179179331836,"n":22,"win":63.63636363636363,"W":4.938876966923199,"L":3.356105143142376,"K":0.09731563718158108,"mean_exposure":1,"annvol":15.329168121459203,"sharpe0":1.356849206224614,"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 56/162 EFA_train_0_0_base = 58.271093064491495
Quant replication2026-09-08 06:09
{"key":"EFA_train_0_0_base","s":"EFA","period":"train","window":0,"managed":false,"cost":"base","return":58.271093064491495,"drawdown":11.209092606618265,"n":22,"win":68.18181818181817,"W":4.921895626340337,"L":3.542286581321518,"K":0.11320570930825846,"mean_exposure":1,"annvol":15.285298242642368,"sharpe0":1.5759437996222747,"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 55/162 EFA_train_0_0_zero = 65.39049301964086
Quant replication2026-09-08 06:09
{"key":"EFA_train_0_0_zero","s":"EFA","period":"train","window":0,"managed":false,"cost":"zero","return":65.39049301964086,"drawdown":11.031333271902987,"n":22,"win":68.18181818181817,"W":5.1319492186719415,"L":3.349178294474394,"K":0.11854212418224791,"mean_exposure":1,"annvol":15.27238330082826,"sharpe0":1.7210440773996172,"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
SPY QVM90806 variant 54/162 SPY_recent_66_1_stress = -1.7684609048439603
Quant replication2026-09-08 06:09
{"key":"SPY_recent_66_1_stress","s":"SPY","period":"recent","window":66,"managed":true,"cost":"stress","return":-1.7684609048439603,"drawdown":2.0509675645148717,"n":9,"win":55.55555555555556,"W":0.5466186026573245,"L":1.551821706409417,"K":0,"mean_exposure":0.49596837146661926,"annvol":2.248978981500676,"sharpe0":-1.1647896323036595,"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
SPY QVM90806 variant 53/162 SPY_recent_66_1_base = -0.44562299473345224
Quant replication2026-09-08 06:09
{"key":"SPY_recent_66_1_base","s":"SPY","period":"recent","window":66,"managed":true,"cost":"base","return":-0.44562299473345224,"drawdown":1.3480710960800613,"n":9,"win":55.55555555555556,"W":0.8487116000543986,"L":1.2560334934209383,"K":0,"mean_exposure":0.49596837146661926,"annvol":2.0968878501761967,"sharpe0":-0.30528519841522234,"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
SPY QVM90806 variant 52/162 SPY_recent_66_1_zero = 0.4472237407078472
Quant replication2026-09-08 06:09
{"key":"SPY_recent_66_1_zero","s":"SPY","period":"recent","window":66,"managed":true,"cost":"zero","return":0.4472237407078472,"drawdown":1.12953747295238,"n":9,"win":55.55555555555556,"W":1.050610671851525,"L":1.058348124460177,"K":0.02695947564212388,"mean_exposure":0.49596837146661926,"annvol":2.0536493169145333,"sharpe0":0.3323108511150253,"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
SPY QVM90806 variant 51/162 SPY_recent_66_0_stress = 4.510930623116938
Quant replication2026-09-08 06:09
{"key":"SPY_recent_66_0_stress","s":"SPY","period":"recent","window":66,"managed":false,"cost":"stress","return":4.510930623116938,"drawdown":1.9103811849883856,"n":8,"win":62.5,"W":3.1527050268918284,"L":1.8911092923995523,"K":0.10001527627855969,"mean_exposure":0.4707998666997936,"annvol":5.427999644360105,"sharpe0":1.2320654432243443,"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
SPY QVM90806 variant 50/162 SPY_recent_66_0_base = 5.7071589793074695
Quant replication2026-09-08 06:09
{"key":"SPY_recent_66_0_base","s":"SPY","period":"recent","window":66,"managed":false,"cost":"base","return":5.7071589793074695,"drawdown":1.886371732637493,"n":8,"win":62.5,"W":3.4626280364098085,"L":1.5963404722777421,"K":0.11302938325965597,"mean_exposure":0.4707998666997936,"annvol":5.417819606713119,"sharpe0":1.545760340044845,"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