Notes

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 https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 base64-XZ immutable data/code/results archive

{"rule":"swing","split":"recent","cost":10,"shift":0,"return":-0.02196787096556685,"drawdown":6.566134149215753,"sample":8,"win rate":62.5,"average win":1.0242849535126863,"average loss":1.6822908991793246,"mean":0.0093190087531822,"quarter Kelly":0.0022745156807252587,"symbol":"EEM","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08

{"rule":"swing","split":"later","cost":10,"shift":0,"return":14.86480792612741,"drawdown":11.317119082532756,"sample":59,"win rate":59.32203389830508,"average win":1.439082137770031,"average loss":1.4869057998416308,"mean":0.24884975636867707,"quarter Kelly":0.04323063809865102,"symbol":"EEM","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08

{"rule":"swing","split":"train","cost":10,"shift":0,"return":-2.2210541897998204,"drawdown":19.755008296670383,"sample":58,"win rate":55.172413793103445,"average win":1.3927032831329331,"average loss":1.7656216210899394,"mean":-0.023097536001458054,"quarter Kelly":0,"symbol":"EEM","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08

{"rule":"delay","split":"recent","cost":10,"shift":0,"return":-3.7988526826441382,"drawdown":9.231996406285703,"sample":8,"win rate":37.5,"average win":3.2701673323015803,"average loss":2.6297311848169014,"mean":-0.4172692408974707,"quarter Kelly":0,"symbol":"EEM","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08

{"rule":"delay","split":"later","cost":10,"shift":0,"return":13.892357821160473,"drawdown":12.888243223311768,"sample":59,"win rate":55.932203389830505,"average win":1.9400099582652006,"average loss":1.8933527658051237,"mean":0.2507314696918373,"quarter Kelly":0.032310590549242194,"symbol":"EEM","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08

{"rule":"delay","split":"train","cost":10,"shift":0,"return":21.677318094111776,"drawdown":20.76691401828148,"sample":58,"win rate":53.44827586206896,"average win":2.424111706410314,"average loss":1.9613436231719759,"mean":0.38260663919097226,"quarter Kelly":0.039458437309139685,"symbol":"EEM","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08

{"rule":"parent","split":"recent","cost":10,"shift":0,"return":4.051330287785726,"drawdown":10.336312629100453,"sample":8,"win rate":75,"average win":2.2272441902469837,"average loss":4.466171139718966,"mean":0.553890357755496,"quarter Kelly":0.06217216327030514,"symbol":"EEM","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08

{"rule":"parent","split":"later","cost":10,"shift":0,"return":-0.09938969164351441,"drawdown":12.043521155891934,"sample":59,"win rate":47.45762711864407,"average win":1.6909142042132637,"average loss":1.4943159508553334,"mean":0.01731869900772954,"quarter Kelly":0.0025605525940607388,"symbol":"EEM","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08

{"rule":"parent","split":"train","cost":10,"shift":0,"return":19.000292484072535,"drawdown":15.144191009399199,"sample":58,"win rate":56.896551724137936,"average win":2.2367713307810835,"average loss":2.1513941196058175,"mean":0.34532070561431594,"quarter Kelly":0.03859588828574283,"symbol":"EEM","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08

{"rule":"swing","split":"recent","cost":10,"shift":0,"return":-0.023393372238900145,"drawdown":3.9697125097672536,"sample":8,"win rate":50,"average win":1.6654817965506497,"average loss":1.637539651262851,"mean":0.013971072643899352,"quarter Kelly":0.0020971518080886015,"symbol":"EFA","adjustment":"raw"}; return/drawdown/win/mean/averagewin/loss in percent; quarterKelly fraction, hypothetical fullyinvested cohorts. Mainfee5bp/slippage5bp;2bpcost0fee2slip;20bp5fee15slip. Calendarshift8 placebo not selected. Daily synthetic intraday fills, not verified15min execution. Later2021-25 previously inspected forotherstrategies. No adoption. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTM90800 study.py frozen protocol note829; retrieved2026-09-08