Notes

{"signal":"intraday","lookback":5,"horizon":3,"managed":false,"cost":"zero","period":"train","return_pct":178.1938990668753,"drawdown_pct":16.39947720096234,"n":231,"win_pct":55.41125541125541,"avgwin_pct":2.0825150207934087,"avgloss_pct":1.5412069940990074,"mean_pct":0.47341475871626615,"quarterKelly":0.056031152513499966,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":3,"horizon":5,"managed":true,"cost":"stress","period":"recent","return_pct":-32.16688783509485,"drawdown_pct":44.40826073291989,"n":29,"win_pct":44.827586206896555,"avgwin_pct":1.957174352437925,"avgloss_pct":3.867980410508113,"mean_pct":-1.2567041374633374,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":1,"daytrades":1} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":3,"horizon":5,"managed":true,"cost":"stress","period":"holdout","return_pct":-67.56921269011691,"drawdown_pct":68.30837477261838,"n":209,"win_pct":46.411483253588514,"avgwin_pct":1.440162590357214,"avgloss_pct":2.209223457956847,"mean_pct":-0.5154892632847708,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":14,"daytrades":29} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":3,"horizon":5,"managed":true,"cost":"stress","period":"train","return_pct":-62.33443461965437,"drawdown_pct":70.07919697601497,"n":215,"win_pct":46.04651162790698,"avgwin_pct":1.5346235309032943,"avgloss_pct":2.102202031600124,"mean_pct":-0.4275707260752941,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":12,"daytrades":33} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":3,"horizon":5,"managed":true,"cost":"base","period":"recent","return_pct":-26.00107189798383,"drawdown_pct":41.788586497025314,"n":29,"win_pct":44.827586206896555,"avgwin_pct":2.2635056788161365,"avgloss_pct":3.5791508185220513,"mean_pct":-0.9600289404049327,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":1,"daytrades":1} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":3,"horizon":5,"managed":true,"cost":"base","period":"holdout","return_pct":-39.28994746495813,"drawdown_pct":45.828911956183184,"n":209,"win_pct":49.282296650717704,"avgwin_pct":1.6539701868202707,"avgloss_pct":2.0342040446388596,"mean_pct":-0.2165870788958433,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":14,"daytrades":29} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":3,"horizon":5,"managed":true,"cost":"base","period":"train","return_pct":-28.209839901571264,"drawdown_pct":55.20695763954622,"n":215,"win_pct":48.372093023255815,"avgwin_pct":1.7599079793943575,"avgloss_pct":1.8976339965516806,"mean_pct":-0.12840438958243444,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":12,"daytrades":33} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":3,"horizon":5,"managed":true,"cost":"zero","period":"recent","return_pct":-21.582225844787207,"drawdown_pct":40.1356334297864,"n":29,"win_pct":48.275862068965516,"avgwin_pct":2.304727332792503,"avgloss_pct":3.6237969986631993,"mean_pct":-0.7617507696845844,"quarterKelly":0,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":1,"daytrades":1} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":3,"horizon":5,"managed":true,"cost":"zero","period":"holdout","return_pct":-7.786242848370528,"drawdown_pct":27.495592033600158,"n":209,"win_pct":50.23923444976076,"avgwin_pct":1.8247914054620427,"avgloss_pct":1.8943552397297145,"mean_pct":-0.016820536452852215,"quarterKelly":0,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":14,"daytrades":29} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":3,"horizon":5,"managed":true,"cost":"zero","period":"train","return_pct":10.35996768260623,"drawdown_pct":42.13637086814445,"n":215,"win_pct":50.697674418604656,"avgwin_pct":1.8801974034012479,"avgloss_pct":1.7883084679461931,"mean_pct":0.07153869473692828,"quarterKelly":0.00951212550973582,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":12,"daytrades":33} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":3,"horizon":5,"managed":false,"cost":"stress","period":"recent","return_pct":-18.67469891091449,"drawdown_pct":40.67598962008465,"n":28,"win_pct":46.42857142857143,"avgwin_pct":3.030282617597715,"avgloss_pct":3.8358864465728115,"mean_pct":-0.6480222382079242,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":4,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":3,"horizon":5,"managed":false,"cost":"stress","period":"holdout","return_pct":-42.55900961188118,"drawdown_pct":55.75225922584459,"n":190,"win_pct":44.21052631578947,"avgwin_pct":2.497998157904116,"avgloss_pct":2.400604404281518,"mean_pct":-0.23490642942050094,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":38,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":3,"horizon":5,"managed":false,"cost":"stress","period":"train","return_pct":-48.161068315413594,"drawdown_pct":63.46933754440982,"n":195,"win_pct":42.56410256410256,"avgwin_pct":2.4897092572170663,"avgloss_pct":2.3349794099055656,"mean_pct":-0.28139397723285586,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":34,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":3,"horizon":5,"managed":false,"cost":"base","period":"recent","return_pct":-11.548239735368393,"drawdown_pct":37.75898392497052,"n":28,"win_pct":46.42857142857143,"avgwin_pct":3.339838108241981,"avgloss_pct":3.5469604279585765,"mean_pct":-0.34951825043688894,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":4,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":3,"horizon":5,"managed":false,"cost":"base","period":"holdout","return_pct":1.5711120224150443,"drawdown_pct":42.26340011565154,"n":190,"win_pct":47.368421052631575,"avgwin_pct":2.6300425156599867,"avgloss_pct":2.243844603309714,"mean_pct":0.06483876883382818,"quarterKelly":0.006163281434402715,"reconciliation_usd":7.275957614183426e-12,"skipped_overlap":38,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":3,"horizon":5,"managed":false,"cost":"base","period":"train","return_pct":-6.9494896603194185,"drawdown_pct":45.33366519372382,"n":195,"win_pct":45.64102564102564,"avgwin_pct":2.619510318317559,"avgloss_pct":2.16589779554648,"mean_pct":0.01821154872992765,"quarterKelly":0.0017380680467813658,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":34,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":3,"horizon":5,"managed":false,"cost":"zero","period":"recent","return_pct":-6.453622785150381,"drawdown_pct":35.73506118318185,"n":28,"win_pct":50,"avgwin_pct":3.306179777888696,"avgloss_pct":3.606215450686397,"mean_pct":-0.1500178363988505,"quarterKelly":0,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":4,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":3,"horizon":5,"managed":false,"cost":"zero","period":"holdout","return_pct":48.52587654538867,"drawdown_pct":34.37929333597173,"n":190,"win_pct":50.526315789473685,"avgwin_pct":2.667200203380421,"avgloss_pct":2.235534364540271,"mean_pct":0.2651687262463972,"quarterKelly":0.022648917136101593,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":38,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":3,"horizon":5,"managed":false,"cost":"zero","period":"train","return_pct":37.433821099280415,"drawdown_pct":31.102256434358623,"n":195,"win_pct":50.256410256410255,"avgwin_pct":2.5764100362494182,"avgloss_pct":2.1638226048325797,"mean_pct":0.21844815837786047,"quarterKelly":0.021196951892784102,"reconciliation_usd":1.8189894035458565e-12,"skipped_overlap":34,"daytrades":0} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":3,"horizon":3,"managed":true,"cost":"stress","period":"recent","return_pct":-17.827316762377265,"drawdown_pct":32.346072448942785,"n":30,"win_pct":53.333333333333336,"avgwin_pct":1.8159963539952153,"avgloss_pct":3.3284074508303214,"mean_pct":-0.5847254215900352,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":0,"daytrades":1} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":3,"horizon":3,"managed":true,"cost":"stress","period":"holdout","return_pct":-68.33058305254215,"drawdown_pct":68.52034556386918,"n":221,"win_pct":45.248868778280546,"avgwin_pct":1.2271023708841489,"avgloss_pct":1.9301229934477213,"mean_pct":-0.5015142313066036,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":30} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":3,"horizon":3,"managed":true,"cost":"stress","period":"train","return_pct":-57.25815206631386,"drawdown_pct":66.78068797620116,"n":226,"win_pct":46.46017699115044,"avgwin_pct":1.3228756140789912,"avgloss_pct":1.8126224953864054,"mean_pct":-0.355864524174606,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":36} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":3,"horizon":3,"managed":true,"cost":"base","period":"recent","return_pct":-10.088749017283282,"drawdown_pct":29.918756424066196,"n":30,"win_pct":63.33333333333333,"avgwin_pct":1.804324706690401,"avgloss_pct":3.8966461058701003,"mean_pct":-0.28603125791511624,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":1} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":3,"horizon":3,"managed":true,"cost":"base","period":"holdout","return_pct":-38.54208630517213,"drawdown_pct":41.4413903152086,"n":221,"win_pct":50.2262443438914,"avgwin_pct":1.396342510979817,"avgloss_pct":1.8160181973911302,"mean_pct":-0.2025700587975778,"quarterKelly":0,"reconciliation_usd":3.637978807091713e-12,"skipped_overlap":0,"daytrades":30} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py

{"signal":"intraday","lookback":3,"horizon":3,"managed":true,"cost":"base","period":"train","return_pct":-15.801283969165347,"drawdown_pct":49.60693867783458,"n":226,"win_pct":51.32743362831859,"avgwin_pct":1.4902686200023112,"avgloss_pct":1.687602367708467,"mean_pct":-0.05648274569762487,"quarterKelly":0,"reconciliation_usd":5.4569682106375694e-12,"skipped_overlap":0,"daytrades":36} https://runway.adityaperswal.workers.dev/data/stock-bars ; QREV90804 study.py / study_delay.py