QLV90802 metrics rows 226-228 = 3
Quant replication2026-09-08 02:13
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https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 223-225 = 3
Quant replication2026-09-08 02:13
[{"sample":35,"return_pct":-19.37903887863721,"win_rate":34.285714285714285,"average_win":1.2826871280219698,"average_loss":1.5852713211145242,"mean_pct":-0.6019712814105833,"ci_low":-1.088654592087077,"ci_high":-0.0834273090617776,"quarter_kelly":0,"symbol":"EEM","period":"train","hold":5,"slip":0.002,"managed":false,"drawdown":26.12026541016338,"vectorbt_return":-19.379038878637573,"agreement_error":3.623767952376511e-13},{"sample":35,"return_pct":-18.2033300468199,"win_rate":40,"average_win":1.1577795628521983,"average_loss":1.7068690230122057,"mean_pct":-0.5610095886664441,"ci_low":-1.054998570849571,"ci_high":-0.03200295074791864,"quarter_kelly":0,"symbol":"EEM","period":"holdout","hold":5,"slip":0.002,"managed":false,"drawdown":20.19898120474879,"vectorbt_return":-18.203330046820227,"agreement_error":3.268496584496461e-13},{"sample":7,"return_pct":-5.19311141525951,"win_rate":57.14285714285714,"average_win":1.9045567240833672,"average_loss":4.194610895726891,"mean_pct":-0.709372255835315,"ci_low":-3.0756291909927476,"ci_high":1.538313270091778,"quarter_kelly":0,"symbol":"EEM","period":"recent","hold":5,"slip":0.002,"managed":false,"drawdown":11.068061883313119,"vectorbt_return":-5.1931114152596365,"agreement_error":1.2612133559741778e-13}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 220-222 = 3
Quant replication2026-09-08 02:13
[{"sample":35,"return_pct":-9.878497809522912,"win_rate":45.714285714285715,"average_win":1.0625259463831331,"average_loss":1.4234480611906148,"mean_pct":-0.28700280058547284,"ci_low":-0.7516140928893874,"ci_high":0.17479056305517382,"quarter_kelly":0,"symbol":"EEM","period":"train","hold":5,"slip":0.0005,"managed":true,"drawdown":17.923983071887463,"vectorbt_return":-9.878497809523338,"agreement_error":4.263256414560601e-13},{"sample":35,"return_pct":-11.88695800861812,"win_rate":42.857142857142854,"average_win":1.073569390669169,"average_loss":1.4204913641429073,"mean_pct":-0.35160818350916034,"ci_low":-0.8026576466262644,"ci_high":0.11612289109237364,"quarter_kelly":0,"symbol":"EEM","period":"holdout","hold":5,"slip":0.0005,"managed":true,"drawdown":15.305108546521051,"vectorbt_return":-11.886958008618443,"agreement_error":3.232969447708456e-13},{"sample":7,"return_pct":-1.5011138415761849,"win_rate":71.42857142857143,"average_win":1.286534954581029,"average_loss":3.8588057529029274,"mean_pct":-0.18356239041438713,"ci_low":-2.1446879251599476,"ci_high":1.5367564993276421,"quarter_kelly":0,"symbol":"EEM","period":"recent","hold":5,"slip":0.0005,"managed":true,"drawdown":6.567187920166129,"vectorbt_return":-1.5011138415762346,"agreement_error":4.973799150320701e-14}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 217-219 = 3
Quant replication2026-09-08 02:13
[{"sample":35,"return_pct":-10.453426611205774,"win_rate":37.142857142857146,"average_win":1.482658614364778,"average_loss":1.3586852111314183,"mean_pct":-0.303328933089974,"ci_low":-0.799628895344284,"ci_high":0.21464070655382886,"quarter_kelly":0,"symbol":"EEM","period":"train","hold":5,"slip":0.0005,"managed":false,"drawdown":19.53158912602424,"vectorbt_return":-10.453426611206197,"agreement_error":4.227729277772596e-13},{"sample":35,"return_pct":-9.147554097062793,"win_rate":40,"average_win":1.461709099775686,"average_loss":1.411546350750166,"mean_pct":-0.2622441705398252,"ci_low":-0.7538569413240717,"ci_high":0.2453116503848061,"quarter_kelly":0,"symbol":"EEM","period":"holdout","hold":5,"slip":0.0005,"managed":false,"drawdown":16.111311699145002,"vectorbt_return":-9.147554097063122,"agreement_error":3.2862601528904634e-13},{"sample":7,"return_pct":-3.181111172017914,"win_rate":57.14285714285714,"average_win":2.21072996028317,"average_loss":3.9067626682245913,"mean_pct":-0.41105259479158485,"ci_low":-2.7336735252556723,"ci_high":1.7835905222131188,"quarter_kelly":0,"symbol":"EEM","period":"recent","hold":5,"slip":0.0005,"managed":false,"drawdown":10.342502286882937,"vectorbt_return":-3.181111172017978,"agreement_error":6.394884621840902e-14}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 214-216 = 3
Quant replication2026-09-08 02:13
[{"sample":38,"return_pct":-20.11890239116143,"win_rate":36.84210526315789,"average_win":0.6446478912291109,"average_loss":1.2992300087473352,"mean_pct":-0.5830644666507497,"ci_low":-0.9337769417276359,"ci_high":-0.23089180305594176,"quarter_kelly":0,"symbol":"EFA","period":"train","hold":20,"slip":0.002,"managed":true,"drawdown":25.668246483688684,"vectorbt_return":-20.118902391161697,"agreement_error":2.6645352591003757e-13},{"sample":41,"return_pct":-16.32528884704988,"win_rate":36.58536585365854,"average_win":0.7861273961788795,"average_loss":1.1277192534028322,"mean_pct":-0.42753145477537663,"ci_low":-0.7622869098235419,"ci_high":-0.08388033827506941,"quarter_kelly":0,"symbol":"EFA","period":"holdout","hold":20,"slip":0.002,"managed":true,"drawdown":17.541337689775116,"vectorbt_return":-16.325288847050317,"agreement_error":4.369837824924616e-13},{"sample":7,"return_pct":-2.9563912756526367,"win_rate":71.42857142857143,"average_win":0.6903471598509858,"average_loss":3.157865610638283,"mean_pct":-0.40914220314594807,"ci_low":-1.947743645498237,"ci_high":0.8055624998048889,"quarter_kelly":0,"symbol":"EFA","period":"recent","hold":20,"slip":0.002,"managed":true,"drawdown":7.10692103646794,"vectorbt_return":-2.956391275652713,"agreement_error":7.638334409421077e-14}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 211-213 = 3
Quant replication2026-09-08 02:13
[{"sample":38,"return_pct":-20.670093809352075,"win_rate":36.84210526315789,"average_win":0.8804039786863773,"average_loss":1.4627472373219161,"mean_pct":-0.5994809998451764,"ci_low":-0.9907984337756922,"ci_high":-0.19938511586094293,"quarter_kelly":0,"symbol":"EFA","period":"train","hold":20,"slip":0.002,"managed":false,"drawdown":26.454253919452054,"vectorbt_return":-20.67009380935238,"agreement_error":3.055333763768431e-13},{"sample":41,"return_pct":-16.809753829783702,"win_rate":43.90243902439025,"average_win":1.0714064290428351,"average_loss":1.6199929326668128,"mean_pct":-0.4384029689894064,"ci_low":-0.8538442319215167,"ci_high":-0.014464906325493002,"quarter_kelly":0,"symbol":"EFA","period":"holdout","hold":20,"slip":0.002,"managed":false,"drawdown":20.428124454923957,"vectorbt_return":-16.809753829784086,"agreement_error":3.836930773104541e-13},{"sample":7,"return_pct":-3.5058809959775616,"win_rate":57.14285714285714,"average_win":1.1224380989913574,"average_loss":2.632514503956429,"mean_pct":-0.4868273022719797,"ci_low":-2.1153402069312617,"ci_high":0.9156039614025857,"quarter_kelly":0,"symbol":"EFA","period":"recent","hold":20,"slip":0.002,"managed":false,"drawdown":8.271265690611518,"vectorbt_return":-3.5058809959776482,"agreement_error":8.659739592076221e-14}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 208-210 = 3
Quant replication2026-09-08 02:13
[{"sample":38,"return_pct":-10.47307225615156,"win_rate":42.10526315789473,"average_win":0.8454236204231691,"average_loss":1.1060299911976994,"mean_pct":-0.28436531262049164,"ci_low":-0.6329497930829038,"ci_high":0.07419411508759159,"quarter_kelly":0,"symbol":"EFA","period":"train","hold":20,"slip":0.0005,"managed":true,"drawdown":18.239825291480972,"vectorbt_return":-10.473072256151951,"agreement_error":3.907985046680551e-13},{"sample":41,"return_pct":-5.373552361456868,"win_rate":56.09756097560976,"average_win":0.7890768262706997,"average_loss":1.3006517786765628,"mean_pct":-0.1283650002915131,"ci_low":-0.4733065347861819,"ci_high":0.21208047823808387,"quarter_kelly":0,"symbol":"EFA","period":"holdout","hold":20,"slip":0.0005,"managed":true,"drawdown":10.592328850689336,"vectorbt_return":-5.3735523614574205,"agreement_error":5.524469770534779e-13},{"sample":7,"return_pct":-0.8969231581654857,"win_rate":71.42857142857143,"average_win":0.9928722915532262,"average_loss":2.866902471798788,"mean_pct":-0.10992049797592068,"ci_low":-1.661356730612773,"ci_high":1.1084337971215743,"quarter_kelly":0,"symbol":"EFA","period":"recent","hold":20,"slip":0.0005,"managed":true,"drawdown":6.476776338021795,"vectorbt_return":-0.8969231581655208,"agreement_error":3.5083047578154947e-14}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 205-207 = 3
Quant replication2026-09-08 02:13
[{"sample":38,"return_pct":-11.09082133254783,"win_rate":36.84210526315789,"average_win":1.1835001379575145,"average_loss":1.1666910987699022,"mean_pct":-0.300831169449275,"ci_low":-0.6940686384899696,"ci_high":0.11845487227384519,"quarter_kelly":0,"symbol":"EFA","period":"train","hold":20,"slip":0.0005,"managed":false,"drawdown":19.043839782969773,"vectorbt_return":-11.09082133254816,"agreement_error":3.304023721284466e-13},{"sample":41,"return_pct":-5.9214263808553,"win_rate":43.90243902439025,"average_win":1.3750764570420027,"average_loss":1.324409240342624,"mean_pct":-0.13926917807620243,"ci_low":-0.5632456616175804,"ci_high":0.28430262517594,"quarter_kelly":0,"symbol":"EFA","period":"holdout","hold":20,"slip":0.0005,"managed":false,"drawdown":12.88626750410221,"vectorbt_return":-5.921426380855763,"agreement_error":4.636291350834654e-13},{"sample":7,"return_pct":-1.4580741983318268,"win_rate":57.14285714285714,"average_win":1.4262614521414085,"average_loss":2.339972942584667,"mean_pct":-0.18783900274119533,"ci_low":-1.8128916783568507,"ci_high":1.2006826617542599,"quarter_kelly":0,"symbol":"EFA","period":"recent","hold":20,"slip":0.0005,"managed":false,"drawdown":7.719237891393515,"vectorbt_return":-1.4580741983318433,"agreement_error":1.6431300764452317e-14}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 202-204 = 3
Quant replication2026-09-08 02:13
[{"sample":38,"return_pct":-20.11890239116143,"win_rate":36.84210526315789,"average_win":0.6446478912291109,"average_loss":1.2992300087473352,"mean_pct":-0.5830644666507497,"ci_low":-0.9372193223731224,"ci_high":-0.22262223157505687,"quarter_kelly":0,"symbol":"EFA","period":"train","hold":10,"slip":0.002,"managed":true,"drawdown":25.668246483688684,"vectorbt_return":-20.118902391161697,"agreement_error":2.6645352591003757e-13},{"sample":41,"return_pct":-16.329525439688464,"win_rate":39.02439024390244,"average_win":0.7295930737732437,"average_loss":1.1685245913151916,"mean_pct":-0.42779574640263146,"ci_low":-0.7700606327315833,"ci_high":-0.09090775985329969,"quarter_kelly":0,"symbol":"EFA","period":"holdout","hold":10,"slip":0.002,"managed":true,"drawdown":17.54551271179684,"vectorbt_return":-16.329525439688858,"agreement_error":3.943512183468556e-13},{"sample":7,"return_pct":-2.9563912756526367,"win_rate":71.42857142857143,"average_win":0.6903471598509858,"average_loss":3.157865610638283,"mean_pct":-0.40914220314594807,"ci_low":-1.9616054997955628,"ci_high":0.8000730786319941,"quarter_kelly":0,"symbol":"EFA","period":"recent","hold":10,"slip":0.002,"managed":true,"drawdown":7.10692103646794,"vectorbt_return":-2.956391275652713,"agreement_error":7.638334409421077e-14}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 199-201 = 3
Quant replication2026-09-08 02:13
[{"sample":38,"return_pct":-20.670093809352075,"win_rate":36.84210526315789,"average_win":0.8804039786863773,"average_loss":1.4627472373219161,"mean_pct":-0.5994809998451764,"ci_low":-0.9896631409516884,"ci_high":-0.18760022205247326,"quarter_kelly":0,"symbol":"EFA","period":"train","hold":10,"slip":0.002,"managed":false,"drawdown":26.454253919452054,"vectorbt_return":-20.67009380935238,"agreement_error":3.055333763768431e-13},{"sample":41,"return_pct":-15.182127176363524,"win_rate":46.34146341463415,"average_win":0.9800007679906144,"average_loss":1.5774471428475334,"mean_pct":-0.3922883548981477,"ci_low":-0.7841570544304612,"ci_high":0.009594129034141198,"quarter_kelly":0,"symbol":"EFA","period":"holdout","hold":10,"slip":0.002,"managed":false,"drawdown":17.991043520894014,"vectorbt_return":-15.182127176363977,"agreement_error":4.5297099404706387e-13},{"sample":7,"return_pct":-3.5058809959775616,"win_rate":57.14285714285714,"average_win":1.1224380989913574,"average_loss":2.632514503956429,"mean_pct":-0.4868273022719797,"ci_low":-2.1153402069312617,"ci_high":0.8844888170844198,"quarter_kelly":0,"symbol":"EFA","period":"recent","hold":10,"slip":0.002,"managed":false,"drawdown":8.271265690611518,"vectorbt_return":-3.5058809959776482,"agreement_error":8.659739592076221e-14}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 196-198 = 3
Quant replication2026-09-08 02:13
[{"sample":38,"return_pct":-10.47307225615156,"win_rate":42.10526315789473,"average_win":0.8454236204231691,"average_loss":1.1060299911976994,"mean_pct":-0.28436531262049164,"ci_low":-0.6340161797046743,"ci_high":0.08083061433816857,"quarter_kelly":0,"symbol":"EFA","period":"train","hold":10,"slip":0.0005,"managed":true,"drawdown":18.239825291480972,"vectorbt_return":-10.473072256151951,"agreement_error":3.907985046680551e-13},{"sample":41,"return_pct":-5.378343459101098,"win_rate":56.09756097560976,"average_win":0.7886042822074266,"average_loss":1.3006517786765628,"mean_pct":-0.12863008598554446,"ci_low":-0.4692239593508765,"ci_high":0.21374941531575042,"quarter_kelly":0,"symbol":"EFA","period":"holdout","hold":10,"slip":0.0005,"managed":true,"drawdown":10.59232885068938,"vectorbt_return":-5.378343459101529,"agreement_error":4.3165471197426086e-13},{"sample":7,"return_pct":-0.8969231581654857,"win_rate":71.42857142857143,"average_win":0.9928722915532262,"average_loss":2.866902471798788,"mean_pct":-0.10992049797592068,"ci_low":-1.661356730612773,"ci_high":1.1029004633152641,"quarter_kelly":0,"symbol":"EFA","period":"recent","hold":10,"slip":0.0005,"managed":true,"drawdown":6.476776338021795,"vectorbt_return":-0.8969231581655208,"agreement_error":3.5083047578154947e-14}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 193-195 = 3
Quant replication2026-09-08 02:13
[{"sample":38,"return_pct":-11.09082133254783,"win_rate":36.84210526315789,"average_win":1.1835001379575145,"average_loss":1.1666910987699022,"mean_pct":-0.300831169449275,"ci_low":-0.6994262619539743,"ci_high":0.10875165470559293,"quarter_kelly":0,"symbol":"EFA","period":"train","hold":10,"slip":0.0005,"managed":false,"drawdown":19.043839782969773,"vectorbt_return":-11.09082133254816,"agreement_error":3.304023721284466e-13},{"sample":41,"return_pct":-4.080768359180942,"win_rate":46.34146341463415,"average_win":1.2833961667881912,"average_loss":1.2817356212821949,"mean_pct":-0.09301601217640619,"ci_low":-0.49401670664752395,"ci_high":0.3112034509783832,"quarter_kelly":0,"symbol":"EFA","period":"holdout","hold":10,"slip":0.0005,"managed":false,"drawdown":11.041676713129768,"vectorbt_return":-4.08076835918142,"agreement_error":4.778399897986674e-13},{"sample":7,"return_pct":-1.4580741983318268,"win_rate":57.14285714285714,"average_win":1.4262614521414085,"average_loss":2.339972942584667,"mean_pct":-0.18783900274119533,"ci_low":-1.8031978050751487,"ci_high":1.2235979379225523,"quarter_kelly":0,"symbol":"EFA","period":"recent","hold":10,"slip":0.0005,"managed":false,"drawdown":7.719237891393515,"vectorbt_return":-1.4580741983318433,"agreement_error":1.6431300764452317e-14}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 190-192 = 3
Quant replication2026-09-08 02:13
[{"sample":38,"return_pct":-19.609285550960664,"win_rate":36.84210526315789,"average_win":0.5800111389572165,"average_loss":1.2360233838589474,"mean_pct":-0.5669580333477291,"ci_low":-0.9107804621069453,"ci_high":-0.22609120911493397,"quarter_kelly":0,"symbol":"EFA","period":"train","hold":5,"slip":0.002,"managed":true,"drawdown":24.519756445290152,"vectorbt_return":-19.609285550961012,"agreement_error":3.481659405224491e-13},{"sample":41,"return_pct":-18.332030337141347,"win_rate":34.146341463414636,"average_win":0.6141643837401249,"average_loss":1.0588423481933082,"mean_pct":-0.48757175680140413,"ci_low":-0.7976084224232993,"ci_high":-0.17911645172515359,"quarter_kelly":0,"symbol":"EFA","period":"holdout","hold":5,"slip":0.002,"managed":true,"drawdown":19.43301918116658,"vectorbt_return":-18.332030337141816,"agreement_error":4.689582056016661e-13},{"sample":7,"return_pct":-2.9563912756526367,"win_rate":71.42857142857143,"average_win":0.6903471598509858,"average_loss":3.157865610638283,"mean_pct":-0.40914220314594807,"ci_low":-1.9559310934510514,"ci_high":0.8150010945775974,"quarter_kelly":0,"symbol":"EFA","period":"recent","hold":5,"slip":0.002,"managed":true,"drawdown":7.10692103646794,"vectorbt_return":-2.956391275652713,"agreement_error":7.638334409421077e-14}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 187-189 = 3
Quant replication2026-09-08 02:13
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https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 184-186 = 3
Quant replication2026-09-08 02:13
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https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 181-183 = 3
Quant replication2026-09-08 02:13
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https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 178-180 = 3
Quant replication2026-09-08 02:13
[{"sample":44,"return_pct":-14.200471860159281,"win_rate":40.909090909090914,"average_win":0.8163045798135933,"average_loss":1.142466101274551,"mean_pct":-0.3411508226475828,"ci_low":-0.6683964685504331,"ci_high":-0.006316078039600292,"quarter_kelly":0,"symbol":"SPY","period":"train","hold":20,"slip":0.002,"managed":true,"drawdown":19.653936159025587,"vectorbt_return":-14.200471860159801,"agreement_error":5.204725539442734e-13},{"sample":46,"return_pct":-24.560417215549368,"win_rate":34.78260869565217,"average_win":0.6693019068043802,"average_loss":1.2841965902225119,"mean_pct":-0.6047188521262017,"ci_low":-0.9218983854651757,"ci_high":-0.282909445757111,"quarter_kelly":0,"symbol":"SPY","period":"holdout","hold":20,"slip":0.002,"managed":true,"drawdown":24.99590323395804,"vectorbt_return":-24.560417215549784,"agreement_error":4.156675004196586e-13},{"sample":7,"return_pct":-5.2562876170405115,"win_rate":42.857142857142854,"average_win":0.28683719911942374,"average_loss":1.551823258232679,"mean_pct":-0.7638259193674922,"ci_low":-1.4465928720661008,"ci_high":-0.05742560821889413,"quarter_kelly":0,"symbol":"SPY","period":"recent","hold":20,"slip":0.002,"managed":true,"drawdown":5.037052220774063,"vectorbt_return":-5.256287617040549,"agreement_error":3.730349362740526e-14}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 175-177 = 3
Quant replication2026-09-08 02:13
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https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 172-174 = 3
Quant replication2026-09-08 02:13
[{"sample":44,"return_pct":-2.093422033952097,"win_rate":50,"average_win":0.9338978415775993,"average_loss":1.0173475149988513,"mean_pct":-0.041724836710626094,"ci_low":-0.3670470993942104,"ci_high":0.29858883445762435,"quarter_kelly":0,"symbol":"SPY","period":"train","hold":20,"slip":0.0005,"managed":true,"drawdown":10.718798444534162,"vectorbt_return":-2.093422033952656,"agreement_error":5.591083152012288e-13},{"sample":46,"return_pct":-13.397182525936602,"win_rate":47.82608695652174,"average_win":0.7662355583646555,"average_loss":1.2890450497425134,"mean_pct":-0.3060847589086501,"ci_low":-0.6210507748387015,"ci_high":0.018019185036305032,"quarter_kelly":0,"symbol":"SPY","period":"holdout","hold":20,"slip":0.0005,"managed":true,"drawdown":16.153836541232792,"vectorbt_return":-13.397182525937195,"agreement_error":5.933031843596837e-13},{"sample":7,"return_pct":-3.2456281047863467,"win_rate":42.857142857142854,"average_win":0.5881499812027051,"average_loss":1.2560347494556978,"mean_pct":-0.4656698648878109,"ci_low":-1.1441400287726253,"ci_high":0.26245785455240983,"quarter_kelly":0,"symbol":"SPY","period":"recent","hold":20,"slip":0.0005,"managed":true,"drawdown":3.8504548718951703,"vectorbt_return":-3.2456281047864124,"agreement_error":6.572520305780927e-14}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 169-171 = 3
Quant replication2026-09-08 02:13
[{"sample":44,"return_pct":1.252179539204068,"win_rate":43.18181818181818,"average_win":1.384658558729157,"average_loss":0.9875850050474342,"mean_pct":0.03679289749245751,"ci_low":-0.3410118994135085,"ci_high":0.442921959580855,"quarter_kelly":0.006642954911250137,"symbol":"SPY","period":"train","hold":20,"slip":0.0005,"managed":false,"drawdown":11.092453330126496,"vectorbt_return":1.252179539203695,"agreement_error":3.730349362740526e-13},{"sample":45,"return_pct":-2.055148830734832,"win_rate":46.666666666666664,"average_win":1.3872268836137922,"average_loss":1.2826152037836303,"mean_pct":-0.03668889633149967,"ci_low":-0.43445786160602745,"ci_high":0.3672095050584062,"quarter_kelly":0,"symbol":"SPY","period":"holdout","hold":20,"slip":0.0005,"managed":false,"drawdown":7.9912720061249605,"vectorbt_return":-2.05514883073522,"agreement_error":3.8813396940895473e-13},{"sample":7,"return_pct":-3.681253120936645,"win_rate":28.57142857142857,"average_win":1.3640029809215748,"average_loss":1.283414036408148,"mean_pct":-0.5270091743139416,"ci_low":-1.3365851230651609,"ci_high":0.3584784753654459,"quarter_kelly":0,"symbol":"SPY","period":"recent","hold":20,"slip":0.0005,"managed":false,"drawdown":5.248958196943487,"vectorbt_return":-3.6812531209367028,"agreement_error":5.773159728050814e-14}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 166-168 = 3
Quant replication2026-09-08 02:13
[{"sample":44,"return_pct":-14.263726167257484,"win_rate":40.909090909090914,"average_win":0.8163045798135933,"average_loss":1.1452939123975225,"mean_pct":-0.3428218019475207,"ci_low":-0.6682767618714937,"ci_high":-0.0005454196845523182,"quarter_kelly":0,"symbol":"SPY","period":"train","hold":10,"slip":0.002,"managed":true,"drawdown":19.713169988237834,"vectorbt_return":-14.26372616725797,"agreement_error":4.849454171562684e-13},{"sample":46,"return_pct":-24.04819618834505,"win_rate":34.78260869565217,"average_win":0.7117913162886027,"average_loss":1.2841965902225119,"mean_pct":-0.5899399270882112,"ci_low":-0.9053378237345344,"ci_high":-0.2655546879460252,"quarter_kelly":0,"symbol":"SPY","period":"holdout","hold":10,"slip":0.002,"managed":true,"drawdown":24.649364495395908,"vectorbt_return":-24.048196188345493,"agreement_error":4.440892098500626e-13},{"sample":7,"return_pct":-2.5308455373500793,"win_rate":57.14285714285714,"average_win":0.4179925084421332,"average_loss":1.3999505191133945,"mean_pct":-0.3611259319388073,"ci_low":-1.0840349540385865,"ci_high":0.35127396397666155,"quarter_kelly":0,"symbol":"SPY","period":"recent","hold":10,"slip":0.002,"managed":true,"drawdown":3.971298136612844,"vectorbt_return":-2.5308455373501033,"agreement_error":2.398081733190338e-14}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 163-165 = 3
Quant replication2026-09-08 02:13
[{"sample":44,"return_pct":-12.17081281482888,"win_rate":40.909090909090914,"average_win":1.074358769035122,"average_loss":1.228386874422847,"mean_pct":-0.2863545657354961,"ci_low":-0.6550118071208947,"ci_high":0.10968674446501077,"quarter_kelly":0,"symbol":"SPY","period":"train","hold":10,"slip":0.002,"managed":false,"drawdown":19.152375905600806,"vectorbt_return":-12.170812814829347,"agreement_error":4.671818487622659e-13},{"sample":46,"return_pct":-16.130653875272394,"win_rate":43.47826086956522,"average_win":1.06234592732385,"average_loss":1.4767035151005765,"mean_pct":-0.37276897491604316,"ci_low":-0.7583765768695881,"ci_high":0.020227421199777773,"quarter_kelly":0,"symbol":"SPY","period":"holdout","hold":10,"slip":0.002,"managed":false,"drawdown":17.533068423943476,"vectorbt_return":-16.130653875272913,"agreement_error":5.186961971048731e-13},{"sample":7,"return_pct":-2.969688776732937,"win_rate":42.857142857142854,"average_win":0.977396894555338,"average_loss":1.472040293933169,"mean_pct":-0.422281498866666,"ci_low":-1.2076174251581997,"ci_high":0.4931795520598018,"quarter_kelly":0,"symbol":"SPY","period":"recent","hold":10,"slip":0.002,"managed":false,"drawdown":5.457548984105021,"vectorbt_return":-2.9696887767330082,"agreement_error":7.105427357601002e-14}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 160-162 = 3
Quant replication2026-09-08 02:13
[{"sample":44,"return_pct":-2.165602066685046,"win_rate":47.72727272727273,"average_win":0.9770375520387878,"average_loss":0.9751054520921361,"mean_pct":-0.04340083648419505,"ci_low":-0.36874293728552476,"ci_high":0.2946329146085777,"quarter_kelly":0,"symbol":"SPY","period":"train","hold":10,"slip":0.0005,"managed":true,"drawdown":10.784619558749242,"vectorbt_return":-2.165602066685473,"agreement_error":4.2676973066591017e-13},{"sample":46,"return_pct":-12.80916516836318,"win_rate":47.82608695652174,"average_win":0.7972297906047315,"average_loss":1.2890450497425134,"mean_pct":-0.2912614304460051,"ci_low":-0.6102771910162907,"ci_high":0.037517084320284846,"quarter_kelly":0,"symbol":"SPY","period":"holdout","hold":10,"slip":0.0005,"managed":true,"drawdown":15.76644511901588,"vectorbt_return":-12.80916516836379,"agreement_error":6.110667527536862e-13},{"sample":7,"return_pct":-0.4623464502597763,"win_rate":57.14285714285714,"average_win":0.7196993479335501,"average_loss":1.103705707208058,"mean_pct":-0.06175996141285342,"ci_low":-0.775517254844244,"ci_high":0.6483513022493725,"quarter_kelly":0,"symbol":"SPY","period":"recent","hold":10,"slip":0.0005,"managed":true,"drawdown":3.062633060070341,"vectorbt_return":-0.4623464502598224,"agreement_error":4.6129766673175254e-14}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 157-159 = 3
Quant replication2026-09-08 02:13
[{"sample":44,"return_pct":0.22263932296169298,"win_rate":40.909090909090914,"average_win":1.3780376673686343,"average_loss":0.9316265978710027,"mean_pct":0.013236056090667017,"ci_low":-0.36016064840647133,"ci_high":0.3999104128221536,"quarter_kelly":0.0024012507792949833,"symbol":"SPY","period":"train","hold":10,"slip":0.0005,"managed":false,"drawdown":10.329723331983843,"vectorbt_return":0.22263932296131372,"agreement_error":3.7925218521195347e-13},{"sample":46,"return_pct":-3.7200179796604727,"win_rate":47.82608695652174,"average_win":1.2526788107546907,"average_loss":1.2890450497425134,"mean_pct":-0.07343798602645939,"ci_low":-0.4536386490451031,"ci_high":0.3206618360622897,"quarter_kelly":0,"symbol":"SPY","period":"holdout","hold":10,"slip":0.0005,"managed":false,"drawdown":8.127883444883121,"vectorbt_return":-3.720017979660924,"agreement_error":4.511946372076636e-13},{"sample":7,"return_pct":-0.9105028599993625,"win_rate":42.857142857142854,"average_win":1.280784469989745,"average_loss":1.1760120764605309,"mean_pct":-0.12309927083898412,"ci_low":-0.9107947465931339,"ci_high":0.8468308404723521,"quarter_kelly":0,"symbol":"SPY","period":"recent","hold":10,"slip":0.0005,"managed":false,"drawdown":4.472595320487649,"vectorbt_return":-0.9105028599993972,"agreement_error":3.4638958368304884e-14}]
https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 154-156 = 3
Quant replication2026-09-08 02:13
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https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877