Notes

[{"sample":41,"return_pct":-10.447145690742875,"win_rate":36.58536585365854,"average_win":0.5630365148200678,"average_loss":0.744342079567277,"mean_pct":-0.2660328377182485,"ci_low":-0.49215278921994454,"ci_high":-0.03999140098101825,"quarter_kelly":0,"symbol":"EFAV","period":"train","hold":5,"slip":0.0005,"managed":true,"drawdown":14.402394631962457,"vectorbt_return":-10.447145690743284,"agreement_error":4.085620730620576e-13},{"sample":39,"return_pct":-10.583574687102537,"win_rate":46.15384615384615,"average_win":0.5448451081342915,"average_loss":0.9927305584841747,"mean_pct":-0.28308025081411325,"ci_low":-0.5385069774199644,"ci_high":-0.02106443009836543,"quarter_kelly":0,"symbol":"EFAV","period":"holdout","hold":5,"slip":0.0005,"managed":true,"drawdown":11.623105753279816,"vectorbt_return":-10.583574687102953,"agreement_error":4.156675004196586e-13},{"sample":6,"return_pct":-1.881873325307215,"win_rate":50,"average_win":1.1346479443001969,"average_loss":1.7401325775218506,"mean_pct":-0.30274231661082673,"ci_low":-1.656809811025443,"ci_high":0.9143670005715032,"quarter_kelly":0,"symbol":"EFAV","period":"recent","hold":5,"slip":0.0005,"managed":true,"drawdown":4.079491156836057,"vectorbt_return":-1.8818733253072393,"agreement_error":2.4202861936828413e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877

[{"sample":41,"return_pct":-13.183491212913157,"win_rate":29.268292682926827,"average_win":0.7754790258392097,"average_loss":0.802927860929914,"mean_pct":-0.3409551135828534,"ci_low":-0.5774430191336885,"ci_high":-0.08624067019125689,"quarter_kelly":0,"symbol":"EFAV","period":"train","hold":5,"slip":0.0005,"managed":false,"drawdown":16.159665990672366,"vectorbt_return":-13.183491212913651,"agreement_error":4.938272013532696e-13},{"sample":39,"return_pct":-7.631294760895968,"win_rate":41.02564102564102,"average_win":0.9312859892587275,"average_loss":0.9843190628032772,"mean_pct":-0.19842981067527532,"ci_low":-0.5044844978614033,"ci_high":0.12132196816937085,"quarter_kelly":0,"symbol":"EFAV","period":"holdout","hold":5,"slip":0.0005,"managed":false,"drawdown":9.689204134355977,"vectorbt_return":-7.631294760896509,"agreement_error":5.409006575973763e-13},{"sample":6,"return_pct":-1.148608791921668,"win_rate":50,"average_win":1.3862244754087114,"average_loss":1.7401325775218506,"mean_pct":-0.17695405105656964,"ci_low":-1.640351519527966,"ci_high":1.1218688666577734,"quarter_kelly":0,"symbol":"EFAV","period":"recent","hold":5,"slip":0.0005,"managed":false,"drawdown":3.6614818823781925,"vectorbt_return":-1.1486087919216885,"agreement_error":2.042810365310288e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877

[{"sample":45,"return_pct":-16.61262620634545,"win_rate":37.77777777777778,"average_win":0.6448400450917624,"average_loss":1.0316355197171012,"mean_pct":-0.39830030634486385,"ci_low":-0.6743246474532633,"ci_high":-0.1164981866449527,"quarter_kelly":0,"symbol":"USMV","period":"train","hold":20,"slip":0.002,"managed":true,"drawdown":19.265498262657488,"vectorbt_return":-16.612626206345908,"agreement_error":4.583000645652646e-13},{"sample":44,"return_pct":-23.14907772279525,"win_rate":29.545454545454547,"average_win":0.5746909984353779,"average_loss":1.081481056328239,"mean_pct":-0.5921574946935341,"ci_low":-0.8669594787644878,"ci_high":-0.314945671950011,"quarter_kelly":0,"symbol":"USMV","period":"holdout","hold":20,"slip":0.002,"managed":true,"drawdown":23.894783602281933,"vectorbt_return":-23.14907772279564,"agreement_error":3.872457909892546e-13},{"sample":7,"return_pct":-4.382387792885245,"win_rate":14.285714285714285,"average_win":0.6658701632101582,"average_loss":0.8523370794316032,"mean_pct":-0.6354503304827801,"ci_low":-1.123752415554318,"ci_high":-0.06506484746157908,"quarter_kelly":0,"symbol":"USMV","period":"recent","hold":20,"slip":0.002,"managed":true,"drawdown":4.50528750249558,"vectorbt_return":-4.382387792885311,"agreement_error":6.572520305780927e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877

[{"sample":45,"return_pct":-13.594373632553204,"win_rate":44.44444444444444,"average_win":0.7910756128402742,"average_loss":1.2054944812784174,"mean_pct":-0.3181299950034434,"ci_low":-0.6392451539272994,"ci_high":0.010454960776443032,"quarter_kelly":0,"symbol":"USMV","period":"train","hold":20,"slip":0.002,"managed":false,"drawdown":18.09940779464704,"vectorbt_return":-13.594373632553614,"agreement_error":4.1033842990145786e-13},{"sample":44,"return_pct":-17.917407445702928,"win_rate":43.18181818181818,"average_win":0.8113125794554027,"average_loss":1.392824557572259,"mean_pct":-0.4410380665830415,"ci_low":-0.7856341585403671,"ci_high":-0.09733555481079181,"quarter_kelly":0,"symbol":"USMV","period":"holdout","hold":20,"slip":0.002,"managed":false,"drawdown":19.044908636449996,"vectorbt_return":-17.91740744570312,"agreement_error":1.9184653865522705e-13},{"sample":7,"return_pct":-2.5968873273313875,"win_rate":42.857142857142854,"average_win":0.7792762009411887,"average_loss":1.232174236167341,"mean_pct":-0.37012404883511396,"ci_low":-1.0178248762883186,"ci_high":0.37028577900450094,"quarter_kelly":0,"symbol":"USMV","period":"recent","hold":20,"slip":0.002,"managed":false,"drawdown":4.09717880674868,"vectorbt_return":-2.5968873273314017,"agreement_error":1.4210854715202004e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877

[{"sample":45,"return_pct":-4.560060794971199,"win_rate":48.888888888888886,"average_win":0.7568311672668068,"average_loss":0.9177111685399426,"mean_pct":-0.0990460265899763,"ci_low":-0.3743395687581756,"ci_high":0.1906986448269037,"quarter_kelly":0,"symbol":"USMV","period":"train","hold":20,"slip":0.0005,"managed":true,"drawdown":9.978887694331373,"vectorbt_return":-4.560060794971534,"agreement_error":3.348432642269472e-13},{"sample":44,"return_pct":-12.304752988472533,"win_rate":47.72727272727273,"average_win":0.6078710339553597,"average_loss":1.116463512446807,"mean_pct":-0.2934856607548639,"ci_low":-0.5683617457169876,"ci_high":-0.00886265169526961,"quarter_kelly":0,"symbol":"USMV","period":"holdout","hold":20,"slip":0.0005,"managed":true,"drawdown":16.086658449679113,"vectorbt_return":-12.304752988472856,"agreement_error":3.232969447708456e-13},{"sample":7,"return_pct":-2.3531823006393116,"win_rate":42.857142857142854,"average_win":0.4611137876927425,"average_loss":0.9354253387808431,"mean_pct":-0.33690857029216353,"ci_low":-0.8272602984140074,"ci_high":0.22335615441048912,"quarter_kelly":0,"symbol":"USMV","period":"recent","hold":20,"slip":0.0005,"managed":true,"drawdown":3.241901897072641,"vectorbt_return":-2.3531823006393893,"agreement_error":7.771561172376096e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877

[{"sample":45,"return_pct":-1.1055588836750063,"win_rate":44.44444444444444,"average_win":1.0939033841635604,"average_loss":0.9086654243077282,"mean_pct":-0.018634842764933237,"ci_low":-0.3388476055106462,"ci_high":0.29982733198415906,"quarter_kelly":0,"symbol":"USMV","period":"train","hold":20,"slip":0.0005,"managed":false,"drawdown":8.505220291398196,"vectorbt_return":-1.1055588836754424,"agreement_error":4.360956040727615e-13},{"sample":44,"return_pct":-6.33484913256831,"win_rate":43.18181818181818,"average_win":1.1142011529425808,"average_loss":1.0965583356458541,"mean_pct":-0.14191219284630266,"ci_low":-0.48381849344192396,"ci_high":0.2076736487103229,"quarter_kelly":0,"symbol":"USMV","period":"holdout","hold":20,"slip":0.0005,"managed":false,"drawdown":13.215238946672015,"vectorbt_return":-6.3348491325687775,"agreement_error":4.671818487622659e-13},{"sample":7,"return_pct":-0.5297897849967925,"win_rate":42.857142857142854,"average_win":1.0820685208161596,"average_loss":0.9354253387808431,"mean_pct":-0.07078511323927053,"ci_low":-0.7240662693148016,"ci_high":0.6900034197810966,"quarter_kelly":0,"symbol":"USMV","period":"recent","hold":20,"slip":0.0005,"managed":false,"drawdown":3.1524790922598966,"vectorbt_return":-0.5297897849969075,"agreement_error":1.1501910535116622e-13}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877

[{"sample":45,"return_pct":-17.005109908922634,"win_rate":40,"average_win":0.5791648791325309,"average_loss":1.0677271582642731,"mean_pct":-0.4089703433055515,"ci_low":-0.6788684233304487,"ci_high":-0.12864708536108074,"quarter_kelly":0,"symbol":"USMV","period":"train","hold":10,"slip":0.002,"managed":true,"drawdown":19.17522217997769,"vectorbt_return":-17.005109908923032,"agreement_error":3.979039320256561e-13},{"sample":44,"return_pct":-24.216547218195394,"win_rate":27.27272727272727,"average_win":0.5676336301679685,"average_loss":1.0707694468683366,"mean_pct":-0.6239322440402534,"ci_low":-0.8959332699691156,"ci_high":-0.35041918970926716,"quarter_kelly":0,"symbol":"USMV","period":"holdout","hold":10,"slip":0.002,"managed":true,"drawdown":24.782843309978688,"vectorbt_return":-24.216547218195814,"agreement_error":4.192202140984591e-13},{"sample":7,"return_pct":-4.382387792885245,"win_rate":14.285714285714285,"average_win":0.6658701632101582,"average_loss":0.8523370794316032,"mean_pct":-0.6354503304827801,"ci_low":-1.1244001377417556,"ci_high":-0.07002384107280347,"quarter_kelly":0,"symbol":"USMV","period":"recent","hold":10,"slip":0.002,"managed":true,"drawdown":4.50528750249558,"vectorbt_return":-4.382387792885311,"agreement_error":6.572520305780927e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877

[{"sample":45,"return_pct":-15.370158739807083,"win_rate":42.22222222222222,"average_win":0.7356432581422846,"average_loss":1.1688674547679923,"mean_pct":-0.36474070931698654,"ci_low":-0.6662889548813326,"ci_high":-0.049225972287422835,"quarter_kelly":0,"symbol":"USMV","period":"train","hold":10,"slip":0.002,"managed":false,"drawdown":18.843406662568675,"vectorbt_return":-15.370158739807579,"agreement_error":4.956035581926699e-13},{"sample":44,"return_pct":-19.418189439917366,"win_rate":40.909090909090914,"average_win":0.7948103892954368,"average_loss":1.3676662881891475,"mean_pct":-0.48301673830909037,"ci_low":-0.8106548822783153,"ci_high":-0.14543511955090724,"quarter_kelly":0,"symbol":"USMV","period":"holdout","hold":10,"slip":0.002,"managed":false,"drawdown":20.234245294050833,"vectorbt_return":-19.41818943991764,"agreement_error":2.7355895326763857e-13},{"sample":7,"return_pct":-2.5968873273313875,"win_rate":42.857142857142854,"average_win":0.7792762009411887,"average_loss":1.232174236167341,"mean_pct":-0.37012404883511396,"ci_low":-1.0146482384520004,"ci_high":0.422175339261434,"quarter_kelly":0,"symbol":"USMV","period":"recent","hold":10,"slip":0.002,"managed":false,"drawdown":4.09717880674868,"vectorbt_return":-2.5968873273314017,"agreement_error":1.4210854715202004e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877

[{"sample":45,"return_pct":-5.009272935955778,"win_rate":48.888888888888886,"average_win":0.734940518012544,"average_loss":0.9177111685399426,"mean_pct":-0.10974812178094916,"ci_low":-0.3845203778368056,"ci_high":0.17154751356519604,"quarter_kelly":0,"symbol":"USMV","period":"train","hold":10,"slip":0.0005,"managed":true,"drawdown":9.878227466020661,"vectorbt_return":-5.009272935956105,"agreement_error":3.268496584496461e-13},{"sample":44,"return_pct":-13.522851591619101,"win_rate":45.45454545454545,"average_win":0.5901740103300013,"average_loss":1.0882974509600816,"mean_pct":-0.32535587764640744,"ci_low":-0.5983642918183074,"ci_high":-0.04836457334748698,"quarter_kelly":0,"symbol":"USMV","period":"holdout","hold":10,"slip":0.0005,"managed":true,"drawdown":16.086658449679202,"vectorbt_return":-13.522851591619428,"agreement_error":3.268496584496461e-13},{"sample":7,"return_pct":-2.3531823006393116,"win_rate":42.857142857142854,"average_win":0.4611137876927425,"average_loss":0.9354253387808431,"mean_pct":-0.33690857029216353,"ci_low":-0.8341208925324972,"ci_high":0.22679103591195354,"quarter_kelly":0,"symbol":"USMV","period":"recent","hold":10,"slip":0.0005,"managed":true,"drawdown":3.241901897072641,"vectorbt_return":-2.3531823006393893,"agreement_error":7.771561172376096e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877

[{"sample":45,"return_pct":-3.138010740198116,"win_rate":44.44444444444444,"average_win":0.9887141816784595,"average_loss":0.9086654243077282,"mean_pct":-0.06538559942497808,"ci_low":-0.3666556730227141,"ci_high":0.23929495070702744,"quarter_kelly":0,"symbol":"USMV","period":"train","hold":10,"slip":0.0005,"managed":false,"drawdown":9.336374385537727,"vectorbt_return":-3.1380107401986095,"agreement_error":4.933831121434196e-13},{"sample":44,"return_pct":-8.047404347174048,"win_rate":40.909090909090914,"average_win":1.0976493817910684,"average_loss":1.0713244779966056,"mean_pct":-0.184016989901648,"ci_low":-0.5100070157266529,"ci_high":0.15117585874667214,"quarter_kelly":0,"symbol":"USMV","period":"holdout","hold":10,"slip":0.0005,"managed":false,"drawdown":13.215238946671981,"vectorbt_return":-8.047404347174464,"agreement_error":4.156675004196586e-13},{"sample":7,"return_pct":-0.5297897849967925,"win_rate":42.857142857142854,"average_win":1.0820685208161596,"average_loss":0.9354253387808431,"mean_pct":-0.07078511323927053,"ci_low":-0.717164085104021,"ci_high":0.7238947461089091,"quarter_kelly":0,"symbol":"USMV","period":"recent","hold":10,"slip":0.0005,"managed":false,"drawdown":3.1524790922598966,"vectorbt_return":-0.5297897849969075,"agreement_error":1.1501910535116622e-13}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877

[{"sample":45,"return_pct":-18.693312632499783,"win_rate":35.55555555555556,"average_win":0.5008058733654772,"average_loss":0.9827168780646797,"mean_pct":-0.4552421220006238,"ci_low":-0.6971256063610085,"ci_high":-0.20196773733100093,"quarter_kelly":0,"symbol":"USMV","period":"train","hold":5,"slip":0.002,"managed":true,"drawdown":20.423443923310824,"vectorbt_return":-18.693312632500096,"agreement_error":3.126388037344441e-13},{"sample":44,"return_pct":-23.659041981049445,"win_rate":27.27272727272727,"average_win":0.43253445448533934,"average_loss":0.9980722467528597,"mean_pct":-0.6079067827788054,"ci_low":-0.8713338660187248,"ci_high":-0.3550782731535916,"quarter_kelly":0,"symbol":"USMV","period":"holdout","hold":5,"slip":0.002,"managed":true,"drawdown":25.82178027214459,"vectorbt_return":-23.65904198104994,"agreement_error":4.938272013532696e-13},{"sample":7,"return_pct":-4.382387792885245,"win_rate":14.285714285714285,"average_win":0.6658701632101582,"average_loss":0.8523370794316032,"mean_pct":-0.6354503304827801,"ci_low":-1.1232265744901408,"ci_high":-0.07000932133087485,"quarter_kelly":0,"symbol":"USMV","period":"recent","hold":5,"slip":0.002,"managed":true,"drawdown":4.50528750249558,"vectorbt_return":-4.382387792885311,"agreement_error":6.572520305780927e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877

[{"sample":45,"return_pct":-17.35066903733815,"win_rate":37.77777777777778,"average_win":0.6480769346691532,"average_loss":1.065519817088386,"mean_pct":-0.41816104420220446,"ci_low":-0.6830452449624522,"ci_high":-0.1322750458074167,"quarter_kelly":0,"symbol":"USMV","period":"train","hold":5,"slip":0.002,"managed":false,"drawdown":19.99070493786288,"vectorbt_return":-17.35066903733845,"agreement_error":2.984279490192421e-13},{"sample":44,"return_pct":-19.238202305866704,"win_rate":34.090909090909086,"average_win":0.7478809552973937,"average_loss":1.1136577869614073,"mean_pct":-0.47904230664590686,"ci_low":-0.7773875955377986,"ci_high":-0.16539366420931695,"quarter_kelly":0,"symbol":"USMV","period":"holdout","hold":5,"slip":0.002,"managed":false,"drawdown":21.279301392573956,"vectorbt_return":-19.23820230586702,"agreement_error":3.161915174132446e-13},{"sample":7,"return_pct":-2.5968873273313875,"win_rate":42.857142857142854,"average_win":0.7792762009411887,"average_loss":1.232174236167341,"mean_pct":-0.37012404883511396,"ci_low":-1.0145667861997871,"ci_high":0.4343244084324877,"quarter_kelly":0,"symbol":"USMV","period":"recent","hold":5,"slip":0.002,"managed":false,"drawdown":4.09717880674868,"vectorbt_return":-2.5968873273314017,"agreement_error":1.4210854715202004e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877

[{"sample":45,"return_pct":-6.941483509017732,"win_rate":46.666666666666664,"average_win":0.6400109266992526,"average_loss":0.8528075442752475,"mean_pct":-0.15615892448714738,"ci_low":-0.3994771704198893,"ci_high":0.09425574569630382,"quarter_kelly":0,"symbol":"USMV","period":"train","hold":5,"slip":0.0005,"managed":true,"drawdown":11.19323295697231,"vectorbt_return":-6.941483509018226,"agreement_error":4.938272013532696e-13},{"sample":44,"return_pct":-12.886677580520246,"win_rate":47.72727272727273,"average_win":0.4929753586064305,"average_loss":1.0417783613416078,"mean_pct":-0.309282267730044,"ci_low":-0.5665533719077297,"ci_high":-0.0530349979716253,"quarter_kelly":0,"symbol":"USMV","period":"holdout","hold":5,"slip":0.0005,"managed":true,"drawdown":17.856250848475995,"vectorbt_return":-12.886677580520711,"agreement_error":4.654054919228656e-13},{"sample":7,"return_pct":-2.3531823006393116,"win_rate":42.857142857142854,"average_win":0.4611137876927425,"average_loss":0.9354253387808431,"mean_pct":-0.33690857029216353,"ci_low":-0.8198171696301073,"ci_high":0.23758768656330803,"quarter_kelly":0,"symbol":"USMV","period":"recent","hold":5,"slip":0.0005,"managed":true,"drawdown":3.241901897072641,"vectorbt_return":-2.3531823006393893,"agreement_error":7.771561172376096e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877

[{"sample":45,"return_pct":-5.404778163033985,"win_rate":42.22222222222222,"average_win":0.8682281864242423,"average_loss":0.840377891243498,"mean_pct":-0.11896643622822994,"ci_low":-0.3940556365797628,"ci_high":0.16280329939392693,"quarter_kelly":0,"symbol":"USMV","period":"train","hold":5,"slip":0.0005,"managed":false,"drawdown":10.612089057796826,"vectorbt_return":-5.4047781630344645,"agreement_error":4.796163466380676e-13},{"sample":44,"return_pct":-7.8420194837037105,"win_rate":43.18181818181818,"average_win":0.8602440508327078,"average_loss":0.9706393645875382,"mean_pct":-0.18003061701970474,"ci_low":-0.4843210319656609,"ci_high":0.13637905860744085,"quarter_kelly":0,"symbol":"USMV","period":"holdout","hold":5,"slip":0.0005,"managed":false,"drawdown":13.215238946671926,"vectorbt_return":-7.842019483704206,"agreement_error":4.956035581926699e-13},{"sample":7,"return_pct":-0.5297897849967925,"win_rate":42.857142857142854,"average_win":1.0820685208161596,"average_loss":0.9354253387808431,"mean_pct":-0.07078511323927053,"ci_low":-0.717164085104021,"ci_high":0.6602023926576099,"quarter_kelly":0,"symbol":"USMV","period":"recent","hold":5,"slip":0.0005,"managed":false,"drawdown":3.1524790922598966,"vectorbt_return":-0.5297897849969075,"agreement_error":1.1501910535116622e-13}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877

[{"sample":40,"return_pct":-14.962705049846715,"win_rate":35,"average_win":0.47304595161183116,"average_loss":0.8723542837098811,"mean_pct":-0.4014642013472819,"ci_low":-0.6392132351341041,"ci_high":-0.16242436529950632,"quarter_kelly":0,"symbol":"SPLV","period":"train","hold":20,"slip":0.002,"managed":true,"drawdown":18.604174016306786,"vectorbt_return":-14.962705049847166,"agreement_error":4.511946372076636e-13},{"sample":42,"return_pct":-21.080382979107082,"win_rate":28.57142857142857,"average_win":0.5546213209800754,"average_loss":1.0022193968344835,"mean_pct":-0.557407763173181,"ci_low":-0.8503009828101731,"ci_high":-0.2679906184835846,"quarter_kelly":0,"symbol":"SPLV","period":"holdout","hold":20,"slip":0.002,"managed":true,"drawdown":21.540824780763003,"vectorbt_return":-21.080382979107455,"agreement_error":3.730349362740526e-13},{"sample":6,"return_pct":-2.5731272558448315,"win_rate":50,"average_win":0.8054136446265995,"average_loss":1.6568335396337064,"mean_pct":-0.42570994750355345,"ci_low":-1.3323036309538996,"ci_high":0.5107079530967451,"quarter_kelly":0,"symbol":"SPLV","period":"recent","hold":20,"slip":0.002,"managed":true,"drawdown":3.4177876998276457,"vectorbt_return":-2.573127255844838,"agreement_error":6.661338147750939e-15}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877

[{"sample":40,"return_pct":-13.130926704378965,"win_rate":42.5,"average_win":0.677229965669086,"average_loss":1.1040812504348532,"mean_pct":-0.3470239835906791,"ci_low":-0.6327717331365609,"ci_high":-0.05416092060541061,"quarter_kelly":0,"symbol":"SPLV","period":"train","hold":20,"slip":0.002,"managed":false,"drawdown":18.61693085070032,"vectorbt_return":-13.130926704379375,"agreement_error":4.1033842990145786e-13},{"sample":42,"return_pct":-25.012346142835142,"win_rate":35.714285714285715,"average_win":0.8015578352255718,"average_loss":1.49747020937392,"mean_pct":-0.6763887648741016,"ci_low":-1.0239662037968371,"ci_high":-0.3265565376497067,"quarter_kelly":0,"symbol":"SPLV","period":"holdout","hold":20,"slip":0.002,"managed":false,"drawdown":26.430020559365552,"vectorbt_return":-25.01234614283557,"agreement_error":4.263256414560601e-13},{"sample":6,"return_pct":-1.815219342560559,"win_rate":50,"average_win":1.0662468974915371,"average_loss":1.6568335396337064,"mean_pct":-0.29529332107108475,"ci_low":-1.2979573815228094,"ci_high":0.7602178915227242,"quarter_kelly":0,"symbol":"SPLV","period":"recent","hold":20,"slip":0.002,"managed":false,"drawdown":2.979152775390248,"vectorbt_return":-1.8152193425605674,"agreement_error":8.43769498715119e-15}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877

[{"sample":40,"return_pct":-4.1206975421746,"win_rate":52.5,"average_win":0.5651792072690272,"average_loss":0.8398705502359503,"mean_pct":-0.10221942754583713,"ci_low":-0.32978078833061414,"ci_high":0.13635807896009133,"quarter_kelly":0,"symbol":"SPLV","period":"train","hold":20,"slip":0.0005,"managed":true,"drawdown":10.015490414566752,"vectorbt_return":-4.120697542174966,"agreement_error":3.659295089164516e-13},{"sample":42,"return_pct":-10.482865946901299,"win_rate":54.761904761904766,"average_win":0.5446155526518421,"average_loss":1.230983246879631,"mean_pct":-0.2586315233266813,"ci_low":-0.5536703540051925,"ci_high":0.028819908295653916,"quarter_kelly":0,"symbol":"SPLV","period":"holdout","hold":20,"slip":0.0005,"managed":true,"drawdown":12.855314215561142,"vectorbt_return":-10.482865946901626,"agreement_error":3.268496584496461e-13},{"sample":6,"return_pct":-0.803562141765779,"win_rate":50,"average_win":1.108284494706472,"average_loss":1.3613605352730298,"mean_pct":-0.12653802028327887,"ci_low":-1.0446898279157144,"ci_high":0.8229027344714849,"quarter_kelly":0,"symbol":"SPLV","period":"recent","hold":20,"slip":0.0005,"managed":true,"drawdown":2.575154124516854,"vectorbt_return":-0.803562141765866,"agreement_error":8.704148513061227e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877

[{"sample":40,"return_pct":-2.0553727911490904,"win_rate":42.5,"average_win":0.979715686633275,"average_loss":0.8069474964213686,"mean_pct":-0.047615643623145076,"ci_low":-0.3358925321282223,"ci_high":0.24498248964344296,"quarter_kelly":0,"symbol":"SPLV","period":"train","hold":20,"slip":0.0005,"managed":false,"drawdown":10.028644294018886,"vectorbt_return":-2.0553727911494946,"agreement_error":4.04121180963557e-13},{"sample":42,"return_pct":-14.942822633286568,"win_rate":35.714285714285715,"average_win":1.104417100488419,"average_loss":1.2015183963306566,"mean_pct":-0.37797000460955815,"ci_low":-0.7170643990354348,"ci_high":-0.026817388130805784,"quarter_kelly":0,"symbol":"SPLV","period":"holdout","hold":20,"slip":0.0005,"managed":false,"drawdown":18.16221012261169,"vectorbt_return":-14.94282263328705,"agreement_error":4.831690603168681e-13},{"sample":6,"return_pct":-0.031888340639085744,"win_rate":50,"average_win":1.3699014236277693,"average_loss":1.3613605352730298,"mean_pct":0.0042704441773696224,"ci_low":-1.0164012866691718,"ci_high":1.062952950520881,"quarter_kelly":0.0007793342104245454,"symbol":"SPLV","period":"recent","hold":20,"slip":0.0005,"managed":false,"drawdown":2.3248889713949894,"vectorbt_return":-0.03188834063914214,"agreement_error":5.639932965095795e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877

[{"sample":40,"return_pct":-14.703254177493418,"win_rate":35,"average_win":0.4981585609261985,"average_loss":0.8741291138986622,"mean_pct":-0.393828427709961,"ci_low":-0.6248506521479948,"ci_high":-0.1520114723430271,"quarter_kelly":0,"symbol":"SPLV","period":"train","hold":10,"slip":0.002,"managed":true,"drawdown":18.355833355073912,"vectorbt_return":-14.703254177493932,"agreement_error":5.133671265866724e-13},{"sample":42,"return_pct":-23.55981510635008,"win_rate":23.809523809523807,"average_win":0.5841991945611502,"average_loss":1.0134119665051047,"mean_pct":-0.633028356727425,"ci_low":-0.9255630608282343,"ci_high":-0.34383430756942074,"quarter_kelly":0,"symbol":"SPLV","period":"holdout","hold":10,"slip":0.002,"managed":true,"drawdown":24.00579112321313,"vectorbt_return":-23.55981510635037,"agreement_error":2.913225216616411e-13},{"sample":6,"return_pct":-2.5731272558448315,"win_rate":50,"average_win":0.8054136446265995,"average_loss":1.6568335396337064,"mean_pct":-0.42570994750355345,"ci_low":-1.3411114224617917,"ci_high":0.48565524628758444,"quarter_kelly":0,"symbol":"SPLV","period":"recent","hold":10,"slip":0.002,"managed":true,"drawdown":3.4177876998276457,"vectorbt_return":-2.573127255844838,"agreement_error":6.661338147750939e-15}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877

[{"sample":40,"return_pct":-13.416943319529395,"win_rate":42.5,"average_win":0.6268155250192381,"average_loss":1.0815509697115566,"mean_pct":-0.3554952094509689,"ci_low":-0.6326823008616524,"ci_high":-0.07708366336674492,"quarter_kelly":0,"symbol":"SPLV","period":"train","hold":10,"slip":0.002,"managed":false,"drawdown":17.362838976474848,"vectorbt_return":-13.416943319529807,"agreement_error":4.121147867408581e-13},{"sample":42,"return_pct":-26.32094340442136,"win_rate":33.33333333333333,"average_win":0.760357633143649,"average_loss":1.4579083460642164,"mean_pct":-0.7184863529949279,"ci_low":-1.0371642650260622,"ci_high":-0.38370117560489436,"quarter_kelly":0,"symbol":"SPLV","period":"holdout","hold":10,"slip":0.002,"managed":false,"drawdown":27.502338505548774,"vectorbt_return":-26.320943404421797,"agreement_error":4.369837824924616e-13},{"sample":6,"return_pct":-1.815219342560559,"win_rate":50,"average_win":1.0662468974915371,"average_loss":1.6568335396337064,"mean_pct":-0.29529332107108475,"ci_low":-1.3129076869982845,"ci_high":0.7602178915227242,"quarter_kelly":0,"symbol":"SPLV","period":"recent","hold":10,"slip":0.002,"managed":false,"drawdown":2.979152775390248,"vectorbt_return":-1.8152193425605674,"agreement_error":8.43769498715119e-15}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877

[{"sample":40,"return_pct":-3.828167439025254,"win_rate":52.5,"average_win":0.5797672365905692,"average_loss":0.8398705502359503,"mean_pct":-0.09456071215202755,"ci_low":-0.32631963478569925,"ci_high":0.15031133445347905,"quarter_kelly":0,"symbol":"SPLV","period":"train","hold":10,"slip":0.0005,"managed":true,"drawdown":9.974242431595181,"vectorbt_return":-3.8281674390257336,"agreement_error":4.796163466380676e-13},{"sample":42,"return_pct":-13.295242216431502,"win_rate":50,"average_win":0.5290165614646353,"average_loss":1.1979752008506535,"mean_pct":-0.3344793196930091,"ci_low":-0.6280142316161433,"ci_high":-0.042305147675924554,"quarter_kelly":0,"symbol":"SPLV","period":"holdout","hold":10,"slip":0.0005,"managed":true,"drawdown":15.22029178379547,"vectorbt_return":-13.295242216432015,"agreement_error":5.133671265866724e-13},{"sample":6,"return_pct":-0.803562141765779,"win_rate":50,"average_win":1.108284494706472,"average_loss":1.3613605352730298,"mean_pct":-0.12653802028327887,"ci_low":-1.050850797126529,"ci_high":0.8276885808616907,"quarter_kelly":0,"symbol":"SPLV","period":"recent","hold":10,"slip":0.0005,"managed":true,"drawdown":2.575154124516854,"vectorbt_return":-0.803562141765866,"agreement_error":8.704148513061227e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877

[{"sample":40,"return_pct":-2.377855691952213,"win_rate":45,"average_win":0.8850515123355378,"average_loss":0.8261554580277856,"mean_pct":-0.05611232136429001,"ci_low":-0.3317969043585696,"ci_high":0.22781300903944132,"quarter_kelly":0,"symbol":"SPLV","period":"train","hold":10,"slip":0.0005,"managed":false,"drawdown":8.943487540332494,"vectorbt_return":-2.3778556919527176,"agreement_error":5.044853423896711e-13},{"sample":42,"return_pct":-16.42714149986092,"win_rate":33.33333333333333,"average_win":1.0630931119968505,"average_loss":1.1618376690161525,"mean_pct":-0.4201940753451515,"ci_low":-0.7502479639551639,"ci_high":-0.08156783951971698,"quarter_kelly":0,"symbol":"SPLV","period":"holdout","hold":10,"slip":0.0005,"managed":false,"drawdown":19.413240259210085,"vectorbt_return":-16.427141499861293,"agreement_error":3.730349362740526e-13},{"sample":6,"return_pct":-0.031888340639085744,"win_rate":50,"average_win":1.3699014236277693,"average_loss":1.3613605352730298,"mean_pct":0.0042704441773696224,"ci_low":-1.0164013540534922,"ci_high":1.0686959661891315,"quarter_kelly":0.0007793342104245454,"symbol":"SPLV","period":"recent","hold":10,"slip":0.0005,"managed":false,"drawdown":2.3248889713949894,"vectorbt_return":-0.03188834063914214,"agreement_error":5.639932965095795e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877

[{"sample":40,"return_pct":-16.489602189870332,"win_rate":30,"average_win":0.4756610830716157,"average_loss":0.8422875627868892,"mean_pct":-0.44690296902933774,"ci_low":-0.6705307644234134,"ci_high":-0.22246617769206037,"quarter_kelly":0,"symbol":"SPLV","period":"train","hold":5,"slip":0.002,"managed":true,"drawdown":18.913974118403665,"vectorbt_return":-16.48960218987081,"agreement_error":4.760636329592671e-13},{"sample":42,"return_pct":-22.99914118801867,"win_rate":26.190476190476193,"average_win":0.42344267437463107,"average_loss":0.9855588366995183,"mean_pct":-0.6165346314181934,"ci_low":-0.8798996510471814,"ci_high":-0.35675965582145786,"quarter_kelly":0,"symbol":"SPLV","period":"holdout","hold":5,"slip":0.002,"managed":true,"drawdown":23.448388352396698,"vectorbt_return":-22.999141188019067,"agreement_error":3.979039320256561e-13},{"sample":6,"return_pct":-2.5731272558448315,"win_rate":50,"average_win":0.8054136446265995,"average_loss":1.6568335396337064,"mean_pct":-0.42570994750355345,"ci_low":-1.3323036309538996,"ci_high":0.5208867482314288,"quarter_kelly":0,"symbol":"SPLV","period":"recent","hold":5,"slip":0.002,"managed":true,"drawdown":3.4177876998276457,"vectorbt_return":-2.573127255844838,"agreement_error":6.661338147750939e-15}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877

[{"sample":40,"return_pct":-14.619997118056304,"win_rate":40,"average_win":0.5280466122805152,"average_loss":1.0039391657472294,"mean_pct":-0.39114485453613146,"ci_low":-0.6421988476583218,"ci_high":-0.14227534408882442,"quarter_kelly":0,"symbol":"SPLV","period":"train","hold":5,"slip":0.002,"managed":false,"drawdown":17.481100697978203,"vectorbt_return":-14.619997118056743,"agreement_error":4.3876013933186186e-13},{"sample":42,"return_pct":-25.634905582743873,"win_rate":30.952380952380953,"average_win":0.6305159035080476,"average_loss":1.2933309354517604,"mean_pct":-0.6978545329165816,"ci_low":-0.9841139389924046,"ci_high":-0.39207154345331724,"quarter_kelly":0,"symbol":"SPLV","period":"holdout","hold":5,"slip":0.002,"managed":false,"drawdown":26.827300848085756,"vectorbt_return":-25.634905582744295,"agreement_error":4.227729277772596e-13},{"sample":6,"return_pct":-1.815219342560559,"win_rate":50,"average_win":1.0662468974915371,"average_loss":1.6568335396337064,"mean_pct":-0.29529332107108475,"ci_low":-1.3129076198158285,"ci_high":0.7659437711141248,"quarter_kelly":0,"symbol":"SPLV","period":"recent","hold":5,"slip":0.002,"managed":false,"drawdown":2.979152775390248,"vectorbt_return":-1.8152193425605674,"agreement_error":8.43769498715119e-15}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877

[{"sample":40,"return_pct":-5.8422696217677705,"win_rate":50,"average_win":0.5135219011609082,"average_loss":0.809111334059493,"mean_pct":-0.14779471644929237,"ci_low":-0.36769320319552795,"ci_high":0.07256457818211391,"quarter_kelly":0,"symbol":"SPLV","period":"train","hold":5,"slip":0.0005,"managed":true,"drawdown":10.595163863429601,"vectorbt_return":-5.842269621768182,"agreement_error":4.11226608321158e-13},{"sample":42,"return_pct":-12.659279648416844,"win_rate":47.61904761904761,"average_win":0.490205706388167,"average_loss":1.05261035265507,"mean_pct":-0.31793603882495713,"ci_low":-0.5735446192474395,"ci_high":-0.05978803751462884,"quarter_kelly":0,"symbol":"SPLV","period":"holdout","hold":5,"slip":0.0005,"managed":true,"drawdown":14.578735552814637,"vectorbt_return":-12.659279648417195,"agreement_error":3.517186542012496e-13},{"sample":6,"return_pct":-0.803562141765779,"win_rate":50,"average_win":1.108284494706472,"average_loss":1.3613605352730298,"mean_pct":-0.12653802028327887,"ci_low":-1.050850797126529,"ci_high":0.8269511426847898,"quarter_kelly":0,"symbol":"SPLV","period":"recent","hold":5,"slip":0.0005,"managed":true,"drawdown":2.575154124516854,"vectorbt_return":-0.803562141765866,"agreement_error":8.704148513061227e-14}] https://runway.adityaperswal.workers.dev/data/stock-bars ; QLV90802 study.py frozen note877