Notes

{"signal":"total","lookback":5,"horizon":5,"managed":false,"cost":"stress","period":"train","return_pct":-59.39769667601406,"drawdown_pct":67.51256800645362,"n":184,"win_pct":44.565217391304344,"avgwin_pct":2.246840359881174,"avgloss_pct":2.587386396691832,"mean_pct":-0.43300273343647055,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":34,"daytrades":0,"lag":2} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"total","lookback":5,"horizon":5,"managed":false,"cost":"base","period":"recent","return_pct":9.235939327952082,"drawdown_pct":15.74063142504859,"n":26,"win_pct":57.692307692307686,"avgwin_pct":2.2348257190345824,"avgloss_pct":2.146045605258229,"mean_pct":0.3813801587568546,"quarterKelly":0.04266329981668615,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":5,"daytrades":0,"lag":2} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"total","lookback":5,"horizon":5,"managed":false,"cost":"base","period":"holdout","return_pct":11.442071121226771,"drawdown_pct":35.71848176882496,"n":190,"win_pct":47.89473684210526,"avgwin_pct":2.900222525198628,"avgloss_pct":2.4286553253557512,"mean_pct":0.1235966978045038,"quarterKelly":0.010654070224838968,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":39,"daytrades":0,"lag":2} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"total","lookback":5,"horizon":5,"managed":false,"cost":"base","period":"train","return_pct":-29.484978142143003,"drawdown_pct":49.94184042713405,"n":184,"win_pct":49.45652173913043,"avgwin_pct":2.317963659019453,"avgloss_pct":2.532941860042203,"mean_pct":-0.13385271746279684,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":34,"daytrades":0,"lag":2} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":10,"horizon":5,"managed":true,"cost":"stress","period":"recent","return_pct":-14.070391505872426,"drawdown_pct":30.719571506426945,"n":29,"win_pct":48.275862068965516,"avgwin_pct":2.0431757020192935,"avgloss_pct":2.807332017631263,"mean_pct":-0.46570760124823535,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":1,"daytrades":3} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":10,"horizon":5,"managed":true,"cost":"stress","period":"holdout","return_pct":-76.99487145071846,"drawdown_pct":77.37911290851906,"n":215,"win_pct":43.25581395348837,"avgwin_pct":1.517826188328262,"avgloss_pct":2.3173272899491697,"mean_pct":-0.6584004365547456,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":15,"daytrades":29} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":10,"horizon":5,"managed":true,"cost":"stress","period":"train","return_pct":-58.90739824686072,"drawdown_pct":66.51451618422648,"n":213,"win_pct":46.478873239436616,"avgwin_pct":1.5685020352183263,"avgloss_pct":2.092613152303241,"mean_pct":-0.39096806514532956,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":15,"daytrades":34} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":10,"horizon":5,"managed":true,"cost":"base","period":"recent","return_pct":-6.259661132264083,"drawdown_pct":28.395171636410012,"n":29,"win_pct":51.724137931034484,"avgwin_pct":2.204095733782102,"avgloss_pct":2.7067468271745665,"mean_pct":-0.16665584736939326,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":1,"daytrades":3} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":10,"horizon":5,"managed":true,"cost":"base","period":"holdout","return_pct":-56.1524738853473,"drawdown_pct":57.54547500939253,"n":215,"win_pct":44.651162790697676,"avgwin_pct":1.7708817126454235,"avgloss_pct":2.078899873135273,"mean_pct":-0.35992763018203183,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":15,"daytrades":29} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":10,"horizon":5,"managed":true,"cost":"base","period":"train","return_pct":-22.14647181522935,"drawdown_pct":49.41723665717414,"n":213,"win_pct":50.23474178403756,"avgwin_pct":1.746401445743688,"avgloss_pct":1.9471254588434133,"mean_pct":-0.09169175560012754,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":15,"daytrades":34} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":10,"horizon":5,"managed":true,"cost":"zero","period":"recent","return_pct":-0.6619567187630349,"drawdown_pct":26.80240913305211,"n":29,"win_pct":51.724137931034484,"avgwin_pct":2.4087084868495134,"avgloss_pct":2.511965588285353,"mean_pct":0.03321065747406063,"quarterKelly":0.003446936154310132,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":1,"daytrades":3} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":10,"horizon":5,"managed":true,"cost":"zero","period":"holdout","return_pct":-32.59505817592977,"drawdown_pct":41.18284700195467,"n":215,"win_pct":45.58139534883721,"avgwin_pct":1.936638954642452,"avgloss_pct":1.9503213003356727,"mean_pct":-0.16044805573787008,"quarterKelly":0,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":15,"daytrades":29} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":10,"horizon":5,"managed":true,"cost":"zero","period":"train","return_pct":19.20315865283131,"drawdown_pct":33.40625556193522,"n":213,"win_pct":51.64319248826291,"avgwin_pct":1.9008148335984225,"avgloss_pct":1.8059848878178024,"mean_pct":0.10832482746757231,"quarterKelly":0.01424715673942091,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":15,"daytrades":34} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":10,"horizon":5,"managed":false,"cost":"stress","period":"recent","return_pct":-8.924745845132964,"drawdown_pct":26.664732226394595,"n":26,"win_pct":50,"avgwin_pct":2.355799698294729,"avgloss_pct":2.9675546228024285,"mean_pct":-0.3058774622538498,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":5,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":10,"horizon":5,"managed":false,"cost":"stress","period":"holdout","return_pct":-56.87465048678973,"drawdown_pct":60.21371556545858,"n":193,"win_pct":44.559585492227974,"avgwin_pct":2.438977765136447,"avgloss_pct":2.6400022173697506,"mean_pct":-0.37682978993175564,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":39,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":10,"horizon":5,"managed":false,"cost":"stress","period":"train","return_pct":-51.015371366220606,"drawdown_pct":69.73443047616958,"n":193,"win_pct":40.932642487046635,"avgwin_pct":2.550091876346059,"avgloss_pct":2.307729667959877,"mean_pct":-0.3192949425704007,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":35,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":10,"horizon":5,"managed":false,"cost":"base","period":"recent","return_pct":-1.5364656487320771,"drawdown_pct":23.976561119026265,"n":26,"win_pct":50,"avgwin_pct":2.66332869841881,"avgloss_pct":2.676019692740803,"mean_pct":-0.006345497160996467,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":5,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":10,"horizon":5,"managed":false,"cost":"base","period":"holdout","return_pct":-23.053375496196605,"drawdown_pct":43.17746533544277,"n":193,"win_pct":47.15025906735752,"avgwin_pct":2.6054882532665067,"avgloss_pct":2.4711671999486193,"mean_pct":-0.07751100180055481,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":39,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":10,"horizon":5,"managed":false,"cost":"base","period":"train","return_pct":-12.598926884358352,"drawdown_pct":56.74938850801248,"n":193,"win_pct":47.15025906735752,"avgwin_pct":2.5017745447329562,"avgloss_pct":2.2694462610132167,"mean_pct":-0.01980329042823361,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":35,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":10,"horizon":5,"managed":false,"cost":"zero","period":"recent","return_pct":3.7190990572059546,"drawdown_pct":22.12992746572924,"n":26,"win_pct":50,"avgwin_pct":2.868860836570745,"avgloss_pct":2.4811769380823376,"mean_pct":0.19384194924420348,"quarterKelly":0.016891891963981595,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":5,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":10,"horizon":5,"managed":false,"cost":"zero","period":"holdout","return_pct":13.195003419584928,"drawdown_pct":33.963443942162044,"n":193,"win_pct":49.740932642487046,"avgwin_pct":2.670176104155006,"avgloss_pct":2.4493457848997466,"mean_pct":0.12253397115753674,"quarterKelly":0.00909604327231281,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":39,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":10,"horizon":5,"managed":false,"cost":"zero","period":"train","return_pct":28.574383008983272,"drawdown_pct":46.54132884809891,"n":193,"win_pct":51.29533678756477,"avgwin_pct":2.4951337624906547,"avgloss_pct":2.257545747764133,"mean_pct":0.18035721345464437,"quarterKelly":0.01807089625473733,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":35,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":10,"horizon":3,"managed":true,"cost":"stress","period":"recent","return_pct":-8.898167022160708,"drawdown_pct":26.42989977499982,"n":29,"win_pct":51.724137931034484,"avgwin_pct":1.838695497001656,"avgloss_pct":2.5305119104271943,"mean_pct":-0.27057704451572,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":3} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":10,"horizon":3,"managed":true,"cost":"stress","period":"holdout","return_pct":-74.64467644563737,"drawdown_pct":74.77011390657093,"n":226,"win_pct":42.47787610619469,"avgwin_pct":1.3079135088669465,"avgloss_pct":1.9849331390076825,"mean_pct":-0.5862018195565125,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":0,"daytrades":30} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":10,"horizon":3,"managed":true,"cost":"stress","period":"train","return_pct":-61.61994738896384,"drawdown_pct":67.12708150642099,"n":226,"win_pct":43.36283185840708,"avgwin_pct":1.362864068326875,"avgloss_pct":1.7553343000372528,"mean_pct":-0.40319518455192316,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":37} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py