SPY QVM90806 variant 49/162 SPY_recent_66_0_zero = 6.513268115285054
Quant replication2026-09-08 06:09
{"key":"SPY_recent_66_0_zero","s":"SPY","period":"recent","window":66,"managed":false,"cost":"zero","return":6.513268115285054,"drawdown":1.887466167089602,"n":8,"win":62.5,"W":3.6697601728360034,"L":1.3993363983994187,"K":0.12050167281474879,"mean_exposure":0.4707998666997936,"annvol":5.422612626625218,"sharpe0":1.7521873516163882,"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 48/162 SPY_recent_22_1_stress = -2.9245789456072036
Quant replication2026-09-08 06:09
{"key":"SPY_recent_22_1_stress","s":"SPY","period":"recent","window":22,"managed":true,"cost":"stress","return":-2.9245789456072036,"drawdown":3.318481291351383,"n":9,"win":55.55555555555556,"W":0.5466186026573366,"L":1.5518217064094477,"K":0,"mean_exposure":0.5267010878460157,"annvol":2.632974740757794,"sharpe0":-1.6577697812456775,"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 47/162 SPY_recent_22_1_base = -1.5349218446606416
Quant replication2026-09-08 06:09
{"key":"SPY_recent_22_1_base","s":"SPY","period":"recent","window":22,"managed":true,"cost":"base","return":-1.5349218446606416,"drawdown":2.12686642758112,"n":9,"win":55.55555555555556,"W":0.8487116000544024,"L":1.2560334934209487,"K":0,"mean_exposure":0.5267010878460157,"annvol":2.2986050194899894,"sharpe0":-0.9860169597056373,"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 46/162 SPY_recent_22_1_zero = -0.596599103120532
Quant replication2026-09-08 06:09
{"key":"SPY_recent_22_1_zero","s":"SPY","period":"recent","window":22,"managed":true,"cost":"zero","return":-0.596599103120532,"drawdown":1.5291743616817621,"n":9,"win":55.55555555555556,"W":1.050610671851544,"L":1.058348124460187,"K":0.026959475642124878,"mean_exposure":0.5267010878460157,"annvol":2.1285052341925343,"sharpe0":-0.40611659549247625,"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 45/162 SPY_recent_22_0_stress = 2.1150839300856816
Quant replication2026-09-08 06:09
{"key":"SPY_recent_22_0_stress","s":"SPY","period":"recent","window":22,"managed":false,"cost":"stress","return":2.1150839300856816,"drawdown":2.9455861693440943,"n":8,"win":62.5,"W":3.1527050268918373,"L":1.8911092923995274,"K":0.10001527627856058,"mean_exposure":0.5327059667417635,"annvol":6.65965559749018,"sharpe0":0.49907739774878734,"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 44/162 SPY_recent_22_0_base = 3.4350495738303177
Quant replication2026-09-08 06:09
{"key":"SPY_recent_22_0_base","s":"SPY","period":"recent","window":22,"managed":false,"cost":"base","return":3.4350495738303177,"drawdown":2.947106490651352,"n":8,"win":62.5,"W":3.4626280364098228,"L":1.5963404722777241,"K":0.11302938325965664,"mean_exposure":0.5327059667417635,"annvol":6.647052468213803,"sharpe0":0.7863616264389185,"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 43/162 SPY_recent_22_0_zero = 4.32525892968505
Quant replication2026-09-08 06:09
{"key":"SPY_recent_22_0_zero","s":"SPY","period":"recent","window":22,"managed":false,"cost":"zero","return":4.32525892968505,"drawdown":2.948120656803821,"n":8,"win":62.5,"W":3.669760172836007,"L":1.3993363983994285,"K":0.12050167281474856,"mean_exposure":0.5327059667417635,"annvol":6.653166813218111,"sharpe0":0.9766757571015096,"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 42/162 SPY_recent_0_1_stress = -3.4773723732903106
Quant replication2026-09-08 06:09
{"key":"SPY_recent_0_1_stress","s":"SPY","period":"recent","window":0,"managed":true,"cost":"stress","return":-3.4773723732903106,"drawdown":4.058278500456036,"n":9,"win":55.55555555555556,"W":0.5466186026573255,"L":1.5518217064094249,"K":0,"mean_exposure":1,"annvol":5.061385332982735,"sharpe0":-1.0112040951937906,"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 41/162 SPY_recent_0_1_base = -0.8357581368018896
Quant replication2026-09-08 06:09
{"key":"SPY_recent_0_1_base","s":"SPY","period":"recent","window":0,"managed":true,"cost":"base","return":-0.8357581368018896,"drawdown":3.2242155517375193,"n":9,"win":55.55555555555556,"W":0.8487116000543993,"L":1.2560334934209578,"K":0,"mean_exposure":1,"annvol":4.8581468830170715,"sharpe0":-0.23188003755331538,"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 40/162 SPY_recent_0_1_zero = 0.9653579809471458
Quant replication2026-09-08 06:09
{"key":"SPY_recent_0_1_zero","s":"SPY","period":"recent","window":0,"managed":true,"cost":"zero","return":0.9653579809471458,"drawdown":2.9334282774735043,"n":9,"win":55.55555555555556,"W":1.0506106718515236,"L":1.0583481244601807,"K":0.02695947564212335,"mean_exposure":1,"annvol":4.811334725208747,"sharpe0":0.3199427472446311,"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 39/162 SPY_recent_0_0_stress = 10.060786491984409
Quant replication2026-09-08 06:09
{"key":"SPY_recent_0_0_stress","s":"SPY","period":"recent","window":0,"managed":false,"cost":"stress","return":10.060786491984409,"drawdown":4.949616388622779,"n":8,"win":62.5,"W":3.1527050268918346,"L":1.891109292399543,"K":0.10001527627856008,"mean_exposure":1,"annvol":11.365855100204342,"sharpe0":1.3071043661127264,"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 38/162 SPY_recent_0_0_base = 12.734200047177357
Quant replication2026-09-08 06:09
{"key":"SPY_recent_0_0_base","s":"SPY","period":"recent","window":0,"managed":false,"cost":"base","return":12.734200047177357,"drawdown":4.520746499651585,"n":8,"win":62.5,"W":3.462628036409808,"L":1.5963404722777266,"K":0.11302938325965639,"mean_exposure":1,"annvol":11.324368083788217,"sharpe0":1.6258307842752369,"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 37/162 SPY_recent_0_0_zero = 14.552452842227348
Quant replication2026-09-08 06:09
{"key":"SPY_recent_0_0_zero","s":"SPY","period":"recent","window":0,"managed":false,"cost":"zero","return":14.552452842227348,"drawdown":4.4943330612658094,"n":8,"win":62.5,"W":3.6697601728360105,"L":1.3993363983994276,"K":0.12050167281474862,"mean_exposure":1,"annvol":11.320524740983288,"sharpe0":1.8360075524866033,"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 36/162 SPY_holdout_66_1_stress = -15.390169239740281
Quant replication2026-09-08 06:09
{"key":"SPY_holdout_66_1_stress","s":"SPY","period":"holdout","window":66,"managed":true,"cost":"stress","return":-15.390169239740281,"drawdown":15.535867170611672,"n":60,"win":41.66666666666667,"W":0.9495663981227371,"L":1.465627000143719,"K":0,"mean_exposure":0.4570045589141872,"annvol":2.1394442333244146,"sharpe0":-1.557665181431262,"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
SPY QVM90806 variant 35/162 SPY_holdout_66_1_base = -8.14970776808195
Quant replication2026-09-08 06:09
{"key":"SPY_holdout_66_1_base","s":"SPY","period":"holdout","window":66,"managed":true,"cost":"base","return":-8.14970776808195,"drawdown":8.48198921058031,"n":60,"win":51.66666666666667,"W":1.0526035952368733,"L":1.4566983983029806,"K":0,"mean_exposure":0.4570045589141872,"annvol":1.9664406276829818,"sharpe0":-0.858177012107062,"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
SPY QVM90806 variant 34/162 SPY_holdout_66_1_zero = -2.976173643757485
Quant replication2026-09-08 06:09
{"key":"SPY_holdout_66_1_zero","s":"SPY","period":"holdout","window":66,"managed":true,"cost":"zero","return":-2.976173643757485,"drawdown":4.396199661468669,"n":60,"win":51.66666666666667,"W":1.2549108591143914,"L":1.2594147607829862,"K":0.007899659939188106,"mean_exposure":0.4570045589141872,"annvol":1.892424607866745,"sharpe0":-0.3111101175611738,"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
SPY QVM90806 variant 33/162 SPY_holdout_66_0_stress = 22.421049131581206
Quant replication2026-09-08 06:09
{"key":"SPY_holdout_66_0_stress","s":"SPY","period":"holdout","window":66,"managed":false,"cost":"stress","return":22.421049131581206,"drawdown":12.16931241770325,"n":53,"win":64.15094339622641,"W":3.3802324790022045,"L":4.013158676010978,"K":0.05397346953474608,"mean_exposure":0.46017088662604,"annvol":6.446062979465247,"sharpe0":0.662436042946917,"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 32/162 SPY_holdout_66_0_base = 31.75082005431349
Quant replication2026-09-08 06:09
{"key":"SPY_holdout_66_0_base","s":"SPY","period":"holdout","window":66,"managed":false,"cost":"base","return":31.75082005431349,"drawdown":10.608803097080155,"n":53,"win":64.15094339622641,"W":3.6908390969727902,"L":3.724765573992856,"K":0.06993089876317146,"mean_exposure":0.46017088662604,"annvol":6.4357995487989275,"sharpe0":0.8925829281226944,"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 31/162 SPY_holdout_66_0_zero = 38.369255493890144
Quant replication2026-09-08 06:09
{"key":"SPY_holdout_66_0_zero","s":"SPY","period":"holdout","window":66,"managed":false,"cost":"zero","return":38.369255493890144,"drawdown":9.60958418608302,"n":53,"win":67.9245283018868,"W":3.6921576466277704,"L":3.9693852386948856,"K":0.08360163249902065,"mean_exposure":0.46017088662604,"annvol":6.439540216760098,"sharpe0":1.044969997393589,"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 30/162 SPY_holdout_22_1_stress = -14.170065394849097
Quant replication2026-09-08 06:09
{"key":"SPY_holdout_22_1_stress","s":"SPY","period":"holdout","window":22,"managed":true,"cost":"stress","return":-14.170065394849097,"drawdown":14.257869288861114,"n":60,"win":41.66666666666667,"W":0.94956639812271,"L":1.4656270001437015,"K":0,"mean_exposure":0.432252257627826,"annvol":1.9434066155042766,"sharpe0":-1.5689384050780502,"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
SPY QVM90806 variant 29/162 SPY_holdout_22_1_base = -7.235101511721009
Quant replication2026-09-08 06:09
{"key":"SPY_holdout_22_1_base","s":"SPY","period":"holdout","window":22,"managed":true,"cost":"base","return":-7.235101511721009,"drawdown":7.663389057270464,"n":60,"win":51.66666666666667,"W":1.05260359523687,"L":1.4566983983029813,"K":0,"mean_exposure":0.432252257627826,"annvol":1.7336175122680673,"sharpe0":-0.861158087317345,"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
SPY QVM90806 variant 28/162 SPY_holdout_22_1_zero = -2.2981419759339206
Quant replication2026-09-08 06:09
{"key":"SPY_holdout_22_1_zero","s":"SPY","period":"holdout","window":22,"managed":true,"cost":"zero","return":-2.2981419759339206,"drawdown":3.6002301151548455,"n":60,"win":51.66666666666667,"W":1.2549108591143836,"L":1.2594147607829955,"K":0.007899659939186468,"mean_exposure":0.432252257627826,"annvol":1.6378160756112143,"sharpe0":-0.2768415975759926,"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
SPY QVM90806 variant 27/162 SPY_holdout_22_0_stress = 23.815952896705063
Quant replication2026-09-08 06:09
{"key":"SPY_holdout_22_0_stress","s":"SPY","period":"holdout","window":22,"managed":false,"cost":"stress","return":23.815952896705063,"drawdown":9.184497428480043,"n":53,"win":64.15094339622641,"W":3.38023247900221,"L":4.013158676010964,"K":0.053973469534746604,"mean_exposure":0.4335186146231508,"annvol":5.915227546481526,"sharpe0":0.754824193472686,"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 26/162 SPY_holdout_22_0_base = 32.69209273882656
Quant replication2026-09-08 06:09
{"key":"SPY_holdout_22_0_base","s":"SPY","period":"holdout","window":22,"managed":false,"cost":"base","return":32.69209273882656,"drawdown":7.7314421009081595,"n":53,"win":64.15094339622641,"W":3.690839096972813,"L":3.724765573992841,"K":0.06993089876317239,"mean_exposure":0.4335186146231508,"annvol":5.9049067504477595,"sharpe0":0.9915181177237116,"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 25/162 SPY_holdout_22_0_zero = 38.96661810408584
Quant replication2026-09-08 06:09
{"key":"SPY_holdout_22_0_zero","s":"SPY","period":"holdout","window":22,"managed":false,"cost":"zero","return":38.96661810408584,"drawdown":7.245335557652821,"n":53,"win":67.9245283018868,"W":3.6921576466277655,"L":3.969385238694887,"K":0.08360163249902051,"mean_exposure":0.4335186146231508,"annvol":5.909090045792443,"sharpe0":1.1478943610453753,"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