SPY QVM90806 variant 24/162 SPY_holdout_0_1_stress = -24.591272570792157
Quant replication2026-09-08 06:09
{"key":"SPY_holdout_0_1_stress","s":"SPY","period":"holdout","window":0,"managed":true,"cost":"stress","return":-24.591272570792157,"drawdown":26.42301149218489,"n":60,"win":41.66666666666667,"W":0.9495663981227316,"L":1.465627000143716,"K":0,"mean_exposure":1,"annvol":5.418234073600081,"sharpe0":-1.0187194825691017,"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 23/162 SPY_holdout_0_1_base = -9.719350056697918
Quant replication2026-09-08 06:09
{"key":"SPY_holdout_0_1_base","s":"SPY","period":"holdout","window":0,"managed":true,"cost":"base","return":-9.719350056697918,"drawdown":14.134520506777637,"n":60,"win":51.66666666666667,"W":1.0526035952368598,"L":1.4566983983029798,"K":0,"mean_exposure":1,"annvol":5.199320814494804,"sharpe0":-0.3688514996630603,"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 22/162 SPY_holdout_0_1_zero = 1.7911373627534477
Quant replication2026-09-08 06:09
{"key":"SPY_holdout_0_1_zero","s":"SPY","period":"holdout","window":0,"managed":true,"cost":"zero","return":1.7911373627534477,"drawdown":8.288556843642159,"n":60,"win":51.66666666666667,"W":1.2549108591143827,"L":1.2594147607829855,"K":0.007899659939187328,"mean_exposure":1,"annvol":5.1140935240492,"sharpe0":0.09525410460128525,"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 21/162 SPY_holdout_0_0_stress = 40.16725236851681
Quant replication2026-09-08 06:09
{"key":"SPY_holdout_0_0_stress","s":"SPY","period":"holdout","window":0,"managed":false,"cost":"stress","return":40.16725236851681,"drawdown":28.87167777720727,"n":53,"win":64.15094339622641,"W":3.380232479002207,"L":4.013158676010971,"K":0.05397346953474634,"mean_exposure":1,"annvol":15.907403637741735,"sharpe0":0.5055942589498721,"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 20/162 SPY_holdout_0_0_base = 64.32340861030043
Quant replication2026-09-08 06:09
{"key":"SPY_holdout_0_0_base","s":"SPY","period":"holdout","window":0,"managed":false,"cost":"base","return":64.32340861030043,"drawdown":27.898353568630075,"n":53,"win":64.15094339622641,"W":3.690839096972797,"L":3.7247655739928573,"K":0.0699308987631716,"mean_exposure":1,"annvol":15.883496755661444,"sharpe0":0.7071775069740123,"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 19/162 SPY_holdout_0_0_zero = 82.69834294510616
Quant replication2026-09-08 06:09
{"key":"SPY_holdout_0_0_zero","s":"SPY","period":"holdout","window":0,"managed":false,"cost":"zero","return":82.69834294510616,"drawdown":27.319227551914725,"n":53,"win":67.9245283018868,"W":3.6921576466277637,"L":3.9693852386948882,"K":0.08360163249902046,"mean_exposure":1,"annvol":15.882866288932998,"sharpe0":0.8412595441857098,"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 18/162 SPY_train_66_1_stress = -1.7686333323013947
Quant replication2026-09-08 06:09
{"key":"SPY_train_66_1_stress","s":"SPY","period":"train","window":66,"managed":true,"cost":"stress","return":-1.7686333323013947,"drawdown":3.8708760712009016,"n":24,"win":66.66666666666666,"W":1.6255484973471825,"L":1.3496436841389186,"K":0.0974775239280017,"mean_exposure":0.3896421134010059,"annvol":2.11037686128044,"sharpe0":-0.41137834783714367,"fillerr":0,"reconcile":0,"partial_count":16} 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 17/162 SPY_train_66_1_base = 1.030188133892307
Quant replication2026-09-08 06:09
{"key":"SPY_train_66_1_base","s":"SPY","period":"train","window":66,"managed":true,"cost":"base","return":1.030188133892307,"drawdown":2.3443774428746122,"n":24,"win":66.66666666666666,"W":1.9308831501531403,"L":1.0532480253074052,"K":0.12121043656353694,"mean_exposure":0.3896421134010059,"annvol":1.9320471606386784,"sharpe0":0.274363812642701,"fillerr":0,"reconcile":0,"partial_count":16} 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 16/162 SPY_train_66_1_zero = 2.9420196446382274
Quant replication2026-09-08 06:09
{"key":"SPY_train_66_1_zero","s":"SPY","period":"train","window":66,"managed":true,"cost":"zero","return":2.9420196446382274,"drawdown":1.5092562928412656,"n":24,"win":66.66666666666666,"W":2.134948731017885,"L":0.8551566795350941,"K":0.13328738425460224,"mean_exposure":0.3896421134010059,"annvol":1.857943077489077,"sharpe0":0.7880560638764855,"fillerr":0,"reconcile":0,"partial_count":16} 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 15/162 SPY_train_66_0_stress = 1.5303037586992696
Quant replication2026-09-08 06:09
{"key":"SPY_train_66_0_stress","s":"SPY","period":"train","window":66,"managed":false,"cost":"stress","return":1.5303037586992696,"drawdown":12.439589858388455,"n":22,"win":72.72727272727273,"W":4.737668286836175,"L":4.093902436246069,"K":0.12290107435884229,"mean_exposure":0.400600349581954,"annvol":7.954061759031358,"sharpe0":0.13522899631333568,"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 14/162 SPY_train_66_0_base = 4.271373249218802
Quant replication2026-09-08 06:09
{"key":"SPY_train_66_0_base","s":"SPY","period":"train","window":66,"managed":false,"cost":"base","return":4.271373249218802,"drawdown":12.439589876230805,"n":22,"win":72.72727272727273,"W":5.052353333952478,"L":3.8057519296444124,"K":0.13045932606113123,"mean_exposure":0.400600349581954,"annvol":7.9583783462286615,"sharpe0":0.30222709346394594,"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 13/162 SPY_train_66_0_zero = 6.141391116512884
Quant replication2026-09-08 06:09
{"key":"SPY_train_66_0_zero","s":"SPY","period":"train","window":66,"managed":false,"cost":"zero","return":6.141391116512884,"drawdown":12.439589888122738,"n":22,"win":72.72727272727273,"W":5.262668102810489,"L":3.613171100820065,"K":0.1350068362719273,"mean_exposure":0.400600349581954,"annvol":7.9697782146868485,"sharpe0":0.41320332846575386,"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 12/162 SPY_train_22_1_stress = -3.7511798622800074
Quant replication2026-09-08 06:09
{"key":"SPY_train_22_1_stress","s":"SPY","period":"train","window":22,"managed":true,"cost":"stress","return":-3.7511798622800074,"drawdown":6.022352468861325,"n":24,"win":66.66666666666666,"W":1.6255484973473049,"L":1.3496436841389126,"K":0.09747752392800721,"mean_exposure":0.44028864450196686,"annvol":2.1726810478165106,"sharpe0":-0.8671833254516536,"fillerr":0,"reconcile":0,"partial_count":16} 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 11/162 SPY_train_22_1_base = -0.6452892950703615
Quant replication2026-09-08 06:09
{"key":"SPY_train_22_1_base","s":"SPY","period":"train","window":22,"managed":true,"cost":"base","return":-0.6452892950703615,"drawdown":3.8450881458973796,"n":24,"win":66.66666666666666,"W":1.9308831501531576,"L":1.0532480253074077,"K":0.12121043656353725,"mean_exposure":0.44028864450196686,"annvol":1.8526968987536845,"sharpe0":-0.16508255625843796,"fillerr":0,"reconcile":0,"partial_count":16} 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 10/162 SPY_train_22_1_zero = 1.4823627755976343
Quant replication2026-09-08 06:09
{"key":"SPY_train_22_1_zero","s":"SPY","period":"train","window":22,"managed":true,"cost":"zero","return":1.4823627755976343,"drawdown":2.4722104921366728,"n":24,"win":66.66666666666666,"W":2.1349487310179422,"L":0.8551566795350861,"K":0.13328738425460346,"mean_exposure":0.44028864450196686,"annvol":1.6847889353470296,"sharpe0":0.4442672885954333,"fillerr":0,"reconcile":0,"partial_count":16} 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 9/162 SPY_train_22_0_stress = -0.8282868191326842
Quant replication2026-09-08 06:09
{"key":"SPY_train_22_0_stress","s":"SPY","period":"train","window":22,"managed":false,"cost":"stress","return":-0.8282868191326842,"drawdown":9.332585376100278,"n":22,"win":72.72727272727273,"W":4.7376682868361435,"L":4.093902436246095,"K":0.12290107435884154,"mean_exposure":0.4401158255960119,"annvol":8.301248713642034,"sharpe0":-0.008325410334271994,"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 8/162 SPY_train_22_0_base = 2.1134278561414144
Quant replication2026-09-08 06:09
{"key":"SPY_train_22_0_base","s":"SPY","period":"train","window":22,"managed":false,"cost":"base","return":2.1134278561414144,"drawdown":8.337235486468519,"n":22,"win":72.72727272727273,"W":5.052353333952462,"L":3.805751929644382,"K":0.13045932606113148,"mean_exposure":0.4401158255960119,"annvol":8.265917783237809,"sharpe0":0.16775028162648672,"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 7/162 SPY_train_22_0_zero = 4.124370742903571
Quant replication2026-09-08 06:09
{"key":"SPY_train_22_0_zero","s":"SPY","period":"train","window":22,"managed":false,"cost":"zero","return":4.124370742903571,"drawdown":7.711617107008751,"n":22,"win":72.72727272727273,"W":5.262668102810532,"L":3.6131711008200713,"K":0.1350068362719276,"mean_exposure":0.4401158255960119,"annvol":8.252052688597363,"sharpe0":0.28582659087922224,"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 6/162 SPY_train_0_1_stress = 15.773248970480335
Quant replication2026-09-08 06:09
{"key":"SPY_train_0_1_stress","s":"SPY","period":"train","window":0,"managed":true,"cost":"stress","return":15.773248970480335,"drawdown":4.734348924033627,"n":24,"win":66.66666666666666,"W":1.6255484973471963,"L":1.3496436841389088,"K":0.09747752392800278,"mean_exposure":1,"annvol":7.662990446192344,"sharpe0":0.9914047089864719,"fillerr":0,"reconcile":0,"partial_count":16} 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 5/162 SPY_train_0_1_base = 24.416347490235026
Quant replication2026-09-08 06:09
{"key":"SPY_train_0_1_base","s":"SPY","period":"train","window":0,"managed":true,"cost":"base","return":24.416347490235026,"drawdown":2.43030497096256,"n":24,"win":66.66666666666666,"W":1.930883150153103,"L":1.0532480253074052,"K":0.12121043656353606,"mean_exposure":1,"annvol":7.65142921859953,"sharpe0":1.462469754921548,"fillerr":0,"reconcile":0,"partial_count":16} 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 4/162 SPY_train_0_1_zero = 30.533975147586112
Quant replication2026-09-08 06:09
{"key":"SPY_train_0_1_zero","s":"SPY","period":"train","window":0,"managed":true,"cost":"zero","return":30.533975147586112,"drawdown":2.430304973352204,"n":24,"win":66.66666666666666,"W":2.134948731017875,"L":0.8551566795350962,"K":0.13328738425460201,"mean_exposure":1,"annvol":7.68454533719887,"sharpe0":1.768307723151218,"fillerr":0,"reconcile":0,"partial_count":16} 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 3/162 SPY_train_0_0_stress = 61.08983389976077
Quant replication2026-09-08 06:09
{"key":"SPY_train_0_0_stress","s":"SPY","period":"train","window":0,"managed":false,"cost":"stress","return":61.08983389976077,"drawdown":12.439589858388445,"n":22,"win":72.72727272727273,"W":4.7376682868362066,"L":4.0939024362460765,"K":0.12290107435884257,"mean_exposure":1,"annvol":16.625019964699636,"sharpe0":1.5148267143307155,"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 2/162 SPY_train_0_0_base = 72.08047319898361
Quant replication2026-09-08 06:09
{"key":"SPY_train_0_0_base","s":"SPY","period":"train","window":0,"managed":false,"cost":"base","return":72.08047319898361,"drawdown":12.439589876230784,"n":22,"win":72.72727272727273,"W":5.052353333952443,"L":3.805751929644383,"K":0.13045932606113125,"mean_exposure":1,"annvol":16.588200589304957,"sharpe0":1.716547729181344,"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 1/162 SPY_train_0_0_zero = 79.82105105130755
Quant replication2026-09-08 06:09
{"key":"SPY_train_0_0_zero","s":"SPY","period":"train","window":0,"managed":false,"cost":"zero","return":79.82105105130755,"drawdown":12.439589888122715,"n":22,"win":72.72727272727273,"W":5.262668102810501,"L":3.6131711008200686,"K":0.13500683627192736,"mean_exposure":1,"annvol":16.578705358091966,"sharpe0":1.8500107760352686,"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
QVM90806 own trade calibration and empty book = 3
Quant replication2026-09-08 06:08
{"n":3,"returns":[-5.392364480519829,7.939941307427634,-5.130499047026326],"p":0.3333333333333333,"W":7.939941307427634,"L":5.261431763773078,"open":0,"pending":0} All3operatorliquidations, notcompleted intendedPEAD exits, differentfromvolatilitytiming; noarrivalquotes so slippagenotestimable. Normalrisk8.5099USD,positioncap212.7475,quantcash245.69. Own naivequarterKellyclipped0; not3independentvolatilitytrades. Required349.01/850.99=41.0122%accountgain, notexpectedreturn.
query_trades fund=quant September8 2026 ~06:08UTC; supplied account snapshot