Runway

Notes

10327 observations, newest first
QLV90802 metrics rows 151-153 = 3
Quant replication2026-09-08 02:13
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QLV90802 metrics rows 148-150 = 3
Quant replication2026-09-08 02:13
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QLV90802 metrics rows 145-147 = 3
Quant replication2026-09-08 02:13
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QLV90802 metrics rows 142-144 = 3
Quant replication2026-09-08 02:13
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QLV90802 metrics rows 139-141 = 3
Quant replication2026-09-08 02:13
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QLV90802 metrics rows 136-138 = 3
Quant replication2026-09-08 02:13
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QLV90802 metrics rows 133-135 = 3
Quant replication2026-09-08 02:13
[{"sample":32,"return_pct":-8.639685253550223,"win_rate":40.625,"average_win":0.9633364931502301,"average_loss":1.124193760352102,"mean_pct":-0.27613459486677955,"ci_low":-0.6368070574697745,"ci_high":0.10874709816471265,"quarter_kelly":0,"symbol":"EEMV","period":"train","hold":20,"slip":0.0005,"managed":false,"drawdown":14.249649090189676,"vectorbt_return":-8.639685253550496,"agreement_error":2.7355895326763857e-13},{"sample":36,"return_pct":-8.552220567994883,"win_rate":41.66666666666667,"average_win":0.9709677824850601,"average_loss":1.109092360758945,"mean_pct":-0.2424006344072761,"ci_low":-0.5861934343900994,"ci_high":0.11250288811664068,"quarter_kelly":0,"symbol":"EEMV","period":"holdout","hold":20,"slip":0.0005,"managed":false,"drawdown":13.135211542376535,"vectorbt_return":-8.552220567995178,"agreement_error":2.948752353404416e-13},{"sample":7,"return_pct":-1.1227000944940557,"win_rate":57.14285714285714,"average_win":1.4228044255625405,"average_loss":2.2310870825486995,"mean_pct":-0.1431490779137052,"ci_low":-1.5473305493668095,"ci_high":1.2205671759148788,"quarter_kelly":0,"symbol":"EEMV","period":"recent","hold":20,"slip":0.0005,"managed":false,"drawdown":5.586658084986606,"vectorbt_return":-1.122700094494121,"agreement_error":6.52811138479592e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 130-132 = 3
Quant replication2026-09-08 02:13
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QLV90802 metrics rows 127-129 = 3
Quant replication2026-09-08 02:13
[{"sample":32,"return_pct":-16.90170994706107,"win_rate":40.625,"average_win":0.6702320151744076,"average_loss":1.4203772000948836,"mean_pct":-0.571067206391734,"ci_low":-0.9471322629678581,"ci_high":-0.19294045712342553,"quarter_kelly":0,"symbol":"EEMV","period":"train","hold":10,"slip":0.002,"managed":false,"drawdown":20.706887924439123,"vectorbt_return":-16.901709947061264,"agreement_error":1.9184653865522705e-13},{"sample":36,"return_pct":-18.01106278113409,"win_rate":38.88888888888889,"average_win":0.6750262470997763,"average_loss":1.3210251788819298,"mean_pct":-0.5447829576668218,"ci_low":-0.8791001844752367,"ci_high":-0.20525637714286726,"quarter_kelly":0,"symbol":"EEMV","period":"holdout","hold":10,"slip":0.002,"managed":false,"drawdown":18.959779463563976,"vectorbt_return":-18.01106278113447,"agreement_error":3.801403636316536e-13},{"sample":7,"return_pct":-3.1774763253431093,"win_rate":57.14285714285714,"average_win":1.1189914279692292,"average_loss":2.5239548125737588,"mean_pct":-0.44227124654919414,"ci_low":-1.826615696470213,"ci_high":0.9075093888309708,"quarter_kelly":0,"symbol":"EEMV","period":"recent","hold":10,"slip":0.002,"managed":false,"drawdown":6.572988700690418,"vectorbt_return":-3.177476325343164,"agreement_error":5.46229728115577e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 124-126 = 3
Quant replication2026-09-08 02:13
[{"sample":32,"return_pct":-7.381473749242495,"win_rate":53.125,"average_win":0.5916249700931075,"average_loss":1.1713604310288754,"mean_pct":-0.23477443668282194,"ci_low":-0.566170631320612,"ci_high":0.09784042583925252,"quarter_kelly":0,"symbol":"EEMV","period":"train","hold":10,"slip":0.0005,"managed":true,"drawdown":12.625967960909023,"vectorbt_return":-7.381473749242851,"agreement_error":3.552713678800501e-13},{"sample":36,"return_pct":-6.3343283155150365,"win_rate":55.55555555555556,"average_win":0.568666892659373,"average_loss":1.1104725113203686,"mean_pct":-0.1776172868871788,"ci_low":-0.4691219047453029,"ci_high":0.11719128615450825,"quarter_kelly":0,"symbol":"EEMV","period":"holdout","hold":10,"slip":0.0005,"managed":true,"drawdown":10.531051471716047,"vectorbt_return":-6.334328315515428,"agreement_error":3.9168668308775523e-13},{"sample":7,"return_pct":1.0873438519678036,"win_rate":71.42857142857143,"average_win":0.9679542872562763,"average_loss":1.846262488542194,"mean_pct":0.16389235131385618,"ci_low":-0.840582521517097,"ci_high":1.1318427675139908,"quarter_kelly":0.04232956903843538,"symbol":"EEMV","period":"recent","hold":10,"slip":0.0005,"managed":true,"drawdown":4.515828181816339,"vectorbt_return":1.0873438519677023,"agreement_error":1.0125233984581428e-13}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 121-123 = 3
Quant replication2026-09-08 02:13
[{"sample":32,"return_pct":-8.528788654626752,"win_rate":40.625,"average_win":0.9726967107279682,"average_loss":1.124193760352102,"mean_pct":-0.27233200647582345,"ci_low":-0.6479478989111136,"ci_high":0.10715410684069583,"quarter_kelly":0,"symbol":"EEMV","period":"train","hold":10,"slip":0.0005,"managed":false,"drawdown":14.145562077149265,"vectorbt_return":-8.528788654627078,"agreement_error":3.268496584496461e-13},{"sample":36,"return_pct":-8.660392081463241,"win_rate":38.88888888888889,"average_win":0.9775053469699853,"average_loss":1.0245432350208317,"mean_pct":-0.24596878646884726,"ci_low":-0.5813876747847672,"ci_high":0.09707149098896851,"quarter_kelly":0,"symbol":"EEMV","period":"holdout","hold":10,"slip":0.0005,"managed":false,"drawdown":12.38556935504005,"vectorbt_return":-8.660392081463485,"agreement_error":2.433608869978343e-13},{"sample":7,"return_pct":-1.1227000944940557,"win_rate":57.14285714285714,"average_win":1.4228044255625405,"average_loss":2.2310870825486995,"mean_pct":-0.1431490779137052,"ci_low":-1.591759015404193,"ci_high":1.210684242225879,"quarter_kelly":0,"symbol":"EEMV","period":"recent","hold":10,"slip":0.0005,"managed":false,"drawdown":5.586658084986606,"vectorbt_return":-1.122700094494121,"agreement_error":6.52811138479592e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 118-120 = 3
Quant replication2026-09-08 02:13
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QLV90802 metrics rows 115-117 = 3
Quant replication2026-09-08 02:13
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QLV90802 metrics rows 112-114 = 3
Quant replication2026-09-08 02:13
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QLV90802 metrics rows 109-111 = 3
Quant replication2026-09-08 02:13
[{"sample":32,"return_pct":-8.379107819626197,"win_rate":40.625,"average_win":0.8875404981051823,"average_loss":1.058267410635696,"mean_pct":-0.2677829477097143,"ci_low":-0.6091664418102816,"ci_high":0.09600164351040183,"quarter_kelly":0,"symbol":"EEMV","period":"train","hold":5,"slip":0.0005,"managed":false,"drawdown":13.675599671419992,"vectorbt_return":-8.379107819626512,"agreement_error":3.1441516057384433e-13},{"sample":36,"return_pct":-6.422321090745664,"win_rate":47.22222222222222,"average_win":0.7673481167375121,"average_loss":1.0265460881336597,"mean_pct":-0.17942938027782845,"ci_low":-0.4977537375982464,"ci_high":0.13690217449363135,"quarter_kelly":0,"symbol":"EEMV","period":"holdout","hold":5,"slip":0.0005,"managed":false,"drawdown":12.217366270413399,"vectorbt_return":-6.42232109074601,"agreement_error":3.4638958368304884e-13},{"sample":7,"return_pct":-1.1227000944940557,"win_rate":57.14285714285714,"average_win":1.4228044255625405,"average_loss":2.2310870825486995,"mean_pct":-0.1431490779137052,"ci_low":-1.5469925067870276,"ci_high":1.174201239549628,"quarter_kelly":0,"symbol":"EEMV","period":"recent","hold":5,"slip":0.0005,"managed":false,"drawdown":5.586658084986606,"vectorbt_return":-1.122700094494121,"agreement_error":6.52811138479592e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 106-108 = 3
Quant replication2026-09-08 02:13
[{"sample":41,"return_pct":-18.8792266032211,"win_rate":34.146341463414636,"average_win":0.44036021484872134,"average_loss":0.9962954177134352,"mean_pct":-0.5057300797653816,"ci_low":-0.7542261644839547,"ci_high":-0.2550377535153539,"quarter_kelly":0,"symbol":"EFAV","period":"train","hold":20,"slip":0.002,"managed":true,"drawdown":22.27005106219443,"vectorbt_return":-18.879226603221447,"agreement_error":3.481659405224491e-13},{"sample":39,"return_pct":-20.800928462719938,"win_rate":33.33333333333333,"average_win":0.3693519968580703,"average_loss":1.0737797839674454,"mean_pct":-0.5927358570256069,"ci_low":-0.8494922194832485,"ci_high":-0.3322289050367697,"quarter_kelly":0,"symbol":"EFAV","period":"holdout","hold":20,"slip":0.002,"managed":true,"drawdown":20.44686472064592,"vectorbt_return":-20.800928462720407,"agreement_error":4.689582056016661e-13},{"sample":6,"return_pct":-3.577417851141862,"win_rate":50,"average_win":0.8507821437857777,"average_loss":2.034470966544144,"mean_pct":-0.5918444113791832,"ci_low":-1.955574536301245,"ci_high":0.6388331915678631,"quarter_kelly":0,"symbol":"EFAV","period":"recent","hold":20,"slip":0.002,"managed":true,"drawdown":5.2236605190550955,"vectorbt_return":-3.5774178511419166,"agreement_error":5.46229728115577e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 103-105 = 3
Quant replication2026-09-08 02:13
[{"sample":41,"return_pct":-19.181178983667646,"win_rate":36.58536585365854,"average_win":0.6653104562681852,"average_loss":1.1934735751558048,"mean_pct":-0.5134306368299547,"ci_low":-0.7970465005802658,"ci_high":-0.2106262209884487,"quarter_kelly":0,"symbol":"EFAV","period":"train","hold":20,"slip":0.002,"managed":false,"drawdown":23.05201838914449,"vectorbt_return":-19.18117898366809,"agreement_error":4.440892098500626e-13},{"sample":39,"return_pct":-19.590189685721494,"win_rate":41.02564102564102,"average_win":0.6683861785496154,"average_loss":1.4010916437573926,"mean_pct":-0.5520751012724663,"ci_low":-0.8642489788722622,"ci_high":-0.22964568933329063,"quarter_kelly":0,"symbol":"EFAV","period":"holdout","hold":20,"slip":0.002,"managed":false,"drawdown":19.978555795637043,"vectorbt_return":-19.590189685721754,"agreement_error":2.5934809855243657e-13},{"sample":6,"return_pct":-2.801844546603982,"win_rate":50,"average_win":1.1206890964825669,"average_loss":2.034470966544144,"mean_pct":-0.45689093503078854,"ci_low":-1.8918093205848512,"ci_high":0.8840516364175858,"quarter_kelly":0,"symbol":"EFAV","period":"recent","hold":20,"slip":0.002,"managed":false,"drawdown":4.700445298773637,"vectorbt_return":-2.801844546604059,"agreement_error":7.682743330406083e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 100-102 = 3
Quant replication2026-09-08 02:13
[{"sample":41,"return_pct":-8.261761403668977,"win_rate":43.90243902439025,"average_win":0.6056146115574578,"average_loss":0.8426001971486032,"mean_pct":-0.20679857381423505,"ci_low":-0.4523722700291313,"ci_high":0.05660977665515062,"quarter_kelly":0,"symbol":"EFAV","period":"train","hold":20,"slip":0.0005,"managed":true,"drawdown":13.664505108187397,"vectorbt_return":-8.261761403669318,"agreement_error":3.410605131648481e-13},{"sample":39,"return_pct":-10.970766642714091,"win_rate":48.717948717948715,"average_win":0.528470357560395,"average_loss":1.0754750732076812,"mean_pct":-0.29406576078220825,"ci_low":-0.5521910239940198,"ci_high":-0.03134947624490172,"quarter_kelly":0,"symbol":"EFAV","period":"holdout","hold":20,"slip":0.0005,"managed":true,"drawdown":11.382329847080841,"vectorbt_return":-10.970766642714565,"agreement_error":4.742872761198669e-13},{"sample":6,"return_pct":-1.826093675643592,"win_rate":50,"average_win":1.1537893039645843,"average_loss":1.7401325775218506,"mean_pct":-0.293171636778633,"ci_low":-1.7401325775218506,"ci_high":0.8983852657313866,"quarter_kelly":0,"symbol":"EFAV","period":"recent","hold":20,"slip":0.0005,"managed":true,"drawdown":4.079491156836057,"vectorbt_return":-1.8260936756435981,"agreement_error":6.217248937900877e-15}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 97-99 = 3
Quant replication2026-09-08 02:13
[{"sample":41,"return_pct":-8.603234720086306,"win_rate":36.58536585365854,"average_win":0.9677603649499316,"average_loss":0.8966084012552377,"mean_pct":-0.2145222672777367,"ci_low":-0.5037434611470858,"ci_high":0.09092316725610607,"quarter_kelly":0,"symbol":"EFAV","period":"train","hold":20,"slip":0.0005,"managed":false,"drawdown":14.533044674776852,"vectorbt_return":-8.60323472008669,"agreement_error":3.836930773104541e-13},{"sample":39,"return_pct":-9.60975138054182,"win_rate":41.02564102564102,"average_win":0.9708453282690099,"average_loss":1.1048502603721877,"mean_pct":-0.25328283939118357,"ci_low":-0.576555305231822,"ci_high":0.07813017733671009,"quarter_kelly":0,"symbol":"EFAV","period":"holdout","hold":20,"slip":0.0005,"managed":false,"drawdown":11.55403713969313,"vectorbt_return":-9.609751380542264,"agreement_error":4.440892098500626e-13},{"sample":6,"return_pct":-1.0364336266125207,"win_rate":50,"average_win":1.424507194737501,"average_loss":1.7401325775218506,"mean_pct":-0.15781269139217474,"ci_low":-1.6354075897816456,"ci_high":1.141010226322168,"quarter_kelly":0,"symbol":"EFAV","period":"recent","hold":20,"slip":0.0005,"managed":false,"drawdown":3.6614818823781925,"vectorbt_return":-1.0364336266125491,"agreement_error":2.842170943040401e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 94-96 = 3
Quant replication2026-09-08 02:13
[{"sample":41,"return_pct":-18.8792266032211,"win_rate":34.146341463414636,"average_win":0.44036021484872134,"average_loss":0.9962954177134352,"mean_pct":-0.5057300797653816,"ci_low":-0.7527920485672123,"ci_high":-0.2513592302137661,"quarter_kelly":0,"symbol":"EFAV","period":"train","hold":10,"slip":0.002,"managed":true,"drawdown":22.27005106219443,"vectorbt_return":-18.879226603221447,"agreement_error":3.481659405224491e-13},{"sample":39,"return_pct":-20.800928462719938,"win_rate":33.33333333333333,"average_win":0.3693519968580703,"average_loss":1.0737797839674454,"mean_pct":-0.5927358570256069,"ci_low":-0.8490323940800522,"ci_high":-0.3279366866422596,"quarter_kelly":0,"symbol":"EFAV","period":"holdout","hold":10,"slip":0.002,"managed":true,"drawdown":20.44686472064592,"vectorbt_return":-20.800928462720407,"agreement_error":4.689582056016661e-13},{"sample":6,"return_pct":-3.9344168716559325,"win_rate":50,"average_win":0.7264227905770786,"average_loss":2.034470966544144,"mean_pct":-0.6540240879835328,"ci_low":-2.034470966544144,"ci_high":0.5217312458005774,"quarter_kelly":0,"symbol":"EFAV","period":"recent","hold":10,"slip":0.002,"managed":true,"drawdown":5.2236605190550955,"vectorbt_return":-3.934416871655984,"agreement_error":5.1514348342607263e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 91-93 = 3
Quant replication2026-09-08 02:13
[{"sample":41,"return_pct":-19.181178983667646,"win_rate":36.58536585365854,"average_win":0.6653104562681852,"average_loss":1.1934735751558048,"mean_pct":-0.5134306368299547,"ci_low":-0.8014156428800449,"ci_high":-0.20465322758657803,"quarter_kelly":0,"symbol":"EFAV","period":"train","hold":10,"slip":0.002,"managed":false,"drawdown":23.05201838914449,"vectorbt_return":-19.18117898366809,"agreement_error":4.440892098500626e-13},{"sample":39,"return_pct":-18.784702314816514,"win_rate":41.02564102564102,"average_win":0.6683861785496154,"average_loss":1.3581319860171994,"mean_pct":-0.5267399185026087,"ci_low":-0.8515229800032045,"ci_high":-0.1993848090985954,"quarter_kelly":0,"symbol":"EFAV","period":"holdout","hold":10,"slip":0.002,"managed":false,"drawdown":19.17695879576521,"vectorbt_return":-18.784702314816826,"agreement_error":3.126388037344441e-13},{"sample":6,"return_pct":-3.51978423218563,"win_rate":50,"average_win":0.8719703900651687,"average_loss":2.034470966544144,"mean_pct":-0.5812502882394877,"ci_low":-1.9169751252305227,"ci_high":0.6549923858878464,"quarter_kelly":0,"symbol":"EFAV","period":"recent","hold":10,"slip":0.002,"managed":false,"drawdown":4.700445298773637,"vectorbt_return":-3.519784232185699,"agreement_error":6.927791673660977e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 88-90 = 3
Quant replication2026-09-08 02:13
[{"sample":41,"return_pct":-8.261761403668977,"win_rate":43.90243902439025,"average_win":0.6056146115574578,"average_loss":0.8426001971486032,"mean_pct":-0.20679857381423505,"ci_low":-0.45004978909989135,"ci_high":0.041508702316101785,"quarter_kelly":0,"symbol":"EFAV","period":"train","hold":10,"slip":0.0005,"managed":true,"drawdown":13.664505108187397,"vectorbt_return":-8.261761403669318,"agreement_error":3.410605131648481e-13},{"sample":39,"return_pct":-10.970766642714091,"win_rate":48.717948717948715,"average_win":0.528470357560395,"average_loss":1.0754750732076812,"mean_pct":-0.29406576078220825,"ci_low":-0.5546736866393522,"ci_high":-0.03435662434959878,"quarter_kelly":0,"symbol":"EFAV","period":"holdout","hold":10,"slip":0.0005,"managed":true,"drawdown":11.382329847080841,"vectorbt_return":-10.970766642714565,"agreement_error":4.742872761198669e-13},{"sample":6,"return_pct":-2.189576872388199,"win_rate":50,"average_win":1.0290563118642813,"average_loss":1.7401325775218506,"mean_pct":-0.35553813282878466,"ci_low":-1.7056928765202188,"ci_high":0.8237497693418361,"quarter_kelly":0,"symbol":"EFAV","period":"recent","hold":10,"slip":0.0005,"managed":true,"drawdown":4.079491156836057,"vectorbt_return":-2.1895768723882014,"agreement_error":2.220446049250313e-15}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 85-87 = 3
Quant replication2026-09-08 02:13
[{"sample":41,"return_pct":-8.603234720086306,"win_rate":36.58536585365854,"average_win":0.9677603649499316,"average_loss":0.8966084012552377,"mean_pct":-0.2145222672777367,"ci_low":-0.50783860847298,"ci_high":0.08346080507030425,"quarter_kelly":0,"symbol":"EFAV","period":"train","hold":10,"slip":0.0005,"managed":false,"drawdown":14.533044674776852,"vectorbt_return":-8.60323472008669,"agreement_error":3.836930773104541e-13},{"sample":39,"return_pct":-8.704287191142967,"win_rate":41.02564102564102,"average_win":0.9708453282690099,"average_loss":1.0617615299206347,"mean_pct":-0.22787153681719072,"ci_low":-0.5513729968440669,"ci_high":0.10011411819836527,"quarter_kelly":0,"symbol":"EFAV","period":"holdout","hold":10,"slip":0.0005,"managed":false,"drawdown":10.668049399975054,"vectorbt_return":-8.70428719114345,"agreement_error":4.831690603168681e-13},{"sample":6,"return_pct":-1.767413256778616,"win_rate":50,"average_win":1.1750412105368944,"average_loss":1.7401325775218506,"mean_pct":-0.2825456834924781,"ci_low":-1.6566030248146624,"ci_high":1.0163942121474756,"quarter_kelly":0,"symbol":"EFAV","period":"recent","hold":10,"slip":0.0005,"managed":false,"drawdown":3.6614818823781925,"vectorbt_return":-1.7674132567786245,"agreement_error":8.43769498715119e-15}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 82-84 = 3
Quant replication2026-09-08 02:13
[{"sample":41,"return_pct":-20.81168210104981,"win_rate":26.82926829268293,"average_win":0.4195941964868883,"average_loss":0.9257266447476631,"mean_pct":-0.5647869068554664,"ci_low":-0.7865168623009501,"ci_high":-0.3314689807870504,"quarter_kelly":0,"symbol":"EFAV","period":"train","hold":5,"slip":0.002,"managed":true,"drawdown":22.93439097333565,"vectorbt_return":-20.81168210105011,"agreement_error":2.984279490192421e-13},{"sample":39,"return_pct":-20.456488302620212,"win_rate":33.33333333333333,"average_win":0.3693519968580703,"average_loss":1.057350879818316,"mean_pct":-0.5817832542595207,"ci_low":-0.8327192968994805,"ci_high":-0.32455145830928706,"quarter_kelly":0,"symbol":"EFAV","period":"holdout","hold":5,"slip":0.002,"managed":true,"drawdown":20.100884722141053,"vectorbt_return":-20.45648830262067,"agreement_error":4.583000645652646e-13},{"sample":6,"return_pct":-3.632202447714361,"win_rate":50,"average_win":0.8316981222505238,"average_loss":2.034470966544144,"mean_pct":-0.6013864221468102,"ci_low":-1.9513977942055931,"ci_high":0.6093867945704379,"quarter_kelly":0,"symbol":"EFAV","period":"recent","hold":5,"slip":0.002,"managed":true,"drawdown":5.2236605190550955,"vectorbt_return":-3.6322024477144192,"agreement_error":5.81756864903582e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
QLV90802 metrics rows 79-81 = 3
Quant replication2026-09-08 02:13
[{"sample":41,"return_pct":-23.231332493684896,"win_rate":24.390243902439025,"average_win":0.5993249637684128,"average_loss":1.0391007897594857,"mean_pct":-0.6394847523136569,"ci_low":-0.8809722808236585,"ci_high":-0.394694892373433,"quarter_kelly":0,"symbol":"EFAV","period":"train","hold":5,"slip":0.002,"managed":false,"drawdown":24.516505179706595,"vectorbt_return":-23.2313324936852,"agreement_error":3.055333763768431e-13},{"sample":39,"return_pct":-17.830184331930422,"win_rate":41.02564102564102,"average_win":0.6289453399242861,"average_loss":1.2809214985636779,"mean_pct":-0.49738638533784646,"ci_low":-0.8088670342589983,"ci_high":-0.18951225772881605,"quarter_kelly":0,"symbol":"EFAV","period":"holdout","hold":5,"slip":0.002,"managed":false,"drawdown":17.712417626641898,"vectorbt_return":-17.830184331930766,"agreement_error":3.446132268436486e-13},{"sample":6,"return_pct":-2.9120186192984843,"win_rate":50,"average_win":1.082521053412052,"average_loss":2.034470966544144,"mean_pct":-0.4759749565660461,"ci_low":-1.916111076577448,"ci_high":0.8189573244595479,"quarter_kelly":0,"symbol":"EFAV","period":"recent","hold":5,"slip":0.002,"managed":false,"drawdown":4.700445298773637,"vectorbt_return":-2.91201861929855,"agreement_error":6.572520305780927e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877
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