EFA QTM90800 raw swing later 10bp shift0 = -10.08207324158188
Quant replication2026-09-08 00:11
{"rule":"swing","split":"later","cost":10,"shift":0,"return":-10.08207324158188,"drawdown":13.912748551067677,"sample":59,"win rate":54.23728813559322,"average win":1.0106066204568511,"average loss":1.5662122433067065,"mean":-0.16861557143494646,"quarter Kelly":0,"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
EFA QTM90800 raw swing train 10bp shift0 = -10.237414407405609
Quant replication2026-09-08 00:11
{"rule":"swing","split":"train","cost":10,"shift":0,"return":-10.237414407405609,"drawdown":17.04234931658666,"sample":58,"win rate":48.275862068965516,"average win":1.0457873503577322,"average loss":1.3180313620280675,"mean":-0.1768775008763021,"quarter Kelly":0,"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
EFA QTM90800 raw delay recent 10bp shift0 = 0.026165321742710468
Quant replication2026-09-08 00:11
{"rule":"delay","split":"recent","cost":10,"shift":0,"return":0.026165321742710468,"drawdown":8.381897093952627,"sample":8,"win rate":50,"average win":1.991461431473246,"average loss":1.920623573615468,"mean":0.035418928928888926,"quarter Kelly":0.004446348843257106,"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
EFA QTM90800 raw delay later 10bp shift0 = -6.883921234117918
Quant replication2026-09-08 00:11
{"rule":"delay","split":"later","cost":10,"shift":0,"return":-6.883921234117918,"drawdown":20.568881529113426,"sample":59,"win rate":62.71186440677966,"average win":1.2076063480435502,"average loss":2.290682424931327,"mean":-0.09684031306572599,"quarter Kelly":0,"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
EFA QTM90800 raw delay train 10bp shift0 = 2.9206965671335183
Quant replication2026-09-08 00:11
{"rule":"delay","split":"train","cost":10,"shift":0,"return":2.9206965671335183,"drawdown":20.419278176642784,"sample":58,"win rate":55.172413793103445,"average win":1.5161357755096998,"average loss":1.7026171173508746,"mean":0.07324654767564927,"quarter Kelly":0.012077834462257353,"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
EFA QTM90800 raw parent recent 10bp shift0 = 4.149599881677224
Quant replication2026-09-08 00:11
{"rule":"parent","split":"recent","cost":10,"shift":0,"return":4.149599881677224,"drawdown":7.3695680308842775,"sample":8,"win rate":62.5,"average win":1.8616853099879638,"average loss":1.6718168035132226,"mean":0.5366220174250189,"quarter Kelly":0.0720613218767473,"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
EFA QTM90800 raw parent later 10bp shift0 = -14.800401325974255
Quant replication2026-09-08 00:11
{"rule":"parent","split":"later","cost":10,"shift":0,"return":-14.800401325974255,"drawdown":23.41562526777117,"sample":59,"win rate":50.847457627118644,"average win":1.164093540858752,"average loss":1.719474625796807,"mean":-0.2532535241075399,"quarter Kelly":0,"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
EFA QTM90800 raw parent train 10bp shift0 = -2.0318230021290407
Quant replication2026-09-08 00:10
{"rule":"parent","split":"train","cost":10,"shift":0,"return":-2.0318230021290407,"drawdown":17.413867421793306,"sample":58,"win rate":60.3448275862069,"average win":1.3895924114347702,"average loss":2.1396528295629635,"mean":-0.009935873788468972,"quarter Kelly":0,"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
IWM QTM90800 raw swing recent 10bp shift0 = -2.942865587011967
Quant replication2026-09-08 00:10
{"rule":"swing","split":"recent","cost":10,"shift":0,"return":-2.942865587011967,"drawdown":5.4799661193468125,"sample":8,"win rate":50,"average win":1.0588987077886913,"average loss":1.7763609123293334,"mean":-0.358731102270321,"quarter Kelly":0,"symbol":"IWM","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
IWM QTM90800 raw swing later 10bp shift0 = -18.361256534723214
Quant replication2026-09-08 00:10
{"rule":"swing","split":"later","cost":10,"shift":0,"return":-18.361256534723214,"drawdown":22.248449630407585,"sample":59,"win rate":49.152542372881356,"average win":1.3980863700382575,"average loss":1.9918145268208922,"mean":-0.32559205209351366,"quarter Kelly":0,"symbol":"IWM","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
IWM QTM90800 raw swing train 10bp shift0 = -23.25584579162524
Quant replication2026-09-08 00:10
{"rule":"swing","split":"train","cost":10,"shift":0,"return":-23.25584579162524,"drawdown":31.673866864145282,"sample":58,"win rate":43.103448275862064,"average win":1.3163393532219319,"average loss":1.764044142899746,"mean":-0.43629263595074685,"quarter Kelly":0,"symbol":"IWM","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
IWM QTM90800 raw delay recent 10bp shift0 = 4.450740615978055
Quant replication2026-09-08 00:10
{"rule":"delay","split":"recent","cost":10,"shift":0,"return":4.450740615978055,"drawdown":4.311182896812404,"sample":8,"win rate":50,"average win":2.3204350515503624,"average loss":1.1856117537927313,"mean":0.5674116488788156,"quarter Kelly":0.06113203303187782,"symbol":"IWM","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
IWM QTM90800 raw delay later 10bp shift0 = -13.820358032760849
Quant replication2026-09-08 00:10
{"rule":"delay","split":"later","cost":10,"shift":0,"return":-13.820358032760849,"drawdown":26.97061612634768,"sample":59,"win rate":49.152542372881356,"average win":2.0815680654767603,"average loss":2.4194076625368197,"mean":-0.2070636606318396,"quarter Kelly":0,"symbol":"IWM","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
IWM QTM90800 raw delay train 10bp shift0 = -3.4025776611242287
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":10,"shift":0,"return":-3.4025776611242287,"drawdown":24.42012969580798,"sample":58,"win rate":56.896551724137936,"average win":1.5704044354264604,"average loss":2.1434781999595223,"mean":-0.030407045343359636,"quarter Kelly":0,"symbol":"IWM","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
IWM QTM90800 raw parent recent 10bp shift0 = 5.527258022350057
Quant replication2026-09-08 00:10
{"rule":"parent","split":"recent","cost":10,"shift":0,"return":5.527258022350057,"drawdown":4.975600349116672,"sample":8,"win rate":37.5,"average win":3.668089978187424,"average loss":1.0736852868895164,"mean":0.7044804375143363,"quarter Kelly":0.04801411918079864,"symbol":"IWM","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
IWM QTM90800 raw parent later 10bp shift0 = -19.284501645930796
Quant replication2026-09-08 00:10
{"rule":"parent","split":"later","cost":10,"shift":0,"return":-19.284501645930796,"drawdown":30.25774318249367,"sample":59,"win rate":47.45762711864407,"average win":1.8121021895469918,"average loss":2.2545790128666665,"mean":-0.32462861172120144,"quarter Kelly":0,"symbol":"IWM","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
IWM QTM90800 raw parent train 10bp shift0 = -10.471305208363225
Quant replication2026-09-08 00:10
{"rule":"parent","split":"train","cost":10,"shift":0,"return":-10.471305208363225,"drawdown":26.178127683866858,"sample":58,"win rate":58.620689655172406,"average win":1.5382879631015347,"average loss":2.555018621633391,"mean":-0.15549407196119322,"quarter Kelly":0,"symbol":"IWM","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
SPY QTM90800 raw swing recent 10bp shift0 = 0.8881010670805489
Quant replication2026-09-08 00:10
{"rule":"swing","split":"recent","cost":10,"shift":0,"return":0.8881010670805489,"drawdown":2.363270379500293,"sample":8,"win rate":50,"average win":1.0115265677004825,"average loss":0.7816161106975444,"mean":0.11495522850146905,"quarter Kelly":0.028411322097747355,"symbol":"SPY","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
SPY QTM90800 raw swing later 10bp shift0 = -11.176004681224605
Quant replication2026-09-08 00:10
{"rule":"swing","split":"later","cost":10,"shift":0,"return":-11.176004681224605,"drawdown":15.575813550669004,"sample":59,"win rate":47.45762711864407,"average win":1.046490231403164,"average loss":1.3094845059624236,"mean":-0.19139480009400922,"quarter Kelly":0,"symbol":"SPY","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
SPY QTM90800 raw swing train 10bp shift0 = 0.2914118742858296
Quant replication2026-09-08 00:10
{"rule":"swing","split":"train","cost":10,"shift":0,"return":0.2914118742858296,"drawdown":15.383096911414185,"sample":58,"win rate":51.724137931034484,"average win":1.01391453827352,"average loss":1.0601220465648744,"mean":0.012655497317053744,"quarter Kelly":0.0031204546436929825,"symbol":"SPY","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
SPY QTM90800 raw delay recent 10bp shift0 = 6.134025780595942
Quant replication2026-09-08 00:10
{"rule":"delay","split":"recent","cost":10,"shift":0,"return":6.134025780595942,"drawdown":3.536181836575414,"sample":8,"win rate":62.5,"average win":1.777830176099977,"average loss":0.9379771723500648,"mean":0.7594024204312113,"quarter Kelly":0.10678781790298879,"symbol":"SPY","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
SPY QTM90800 raw delay later 10bp shift0 = -1.7235689680488608
Quant replication2026-09-08 00:10
{"rule":"delay","split":"later","cost":10,"shift":0,"return":-1.7235689680488608,"drawdown":10.920669704601826,"sample":59,"win rate":57.6271186440678,"average win":1.2554528761049188,"average loss":1.7360097253862914,"mean":-0.012116022832034813,"quarter Kelly":0,"symbol":"SPY","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
SPY QTM90800 raw delay train 10bp shift0 = 10.921577553542239
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":10,"shift":0,"return":10.921577553542239,"drawdown":13.461542514884572,"sample":58,"win rate":56.896551724137936,"average win":1.4333287148272658,"average loss":1.4259763901718614,"mean":0.20086961784488339,"quarter Kelly":0.035035511353215795,"symbol":"SPY","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
SPY QTM90800 raw parent recent 10bp shift0 = 8.410861992567774
Quant replication2026-09-08 00:10
{"rule":"parent","split":"recent","cost":10,"shift":0,"return":8.410861992567774,"drawdown":3.66820888922591,"sample":8,"win rate":62.5,"average win":2.12586322819194,"average loss":0.7931880791918089,"mean":1.031218987923034,"quarter Kelly":0.12127061777159723,"symbol":"SPY","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
SPY QTM90800 raw parent later 10bp shift0 = -8.17418790153468
Quant replication2026-09-08 00:10
{"rule":"parent","split":"later","cost":10,"shift":0,"return":-8.17418790153468,"drawdown":14.774364550831887,"sample":59,"win rate":47.45762711864407,"average win":1.2528423881498052,"average loss":1.377871426960495,"mean":-0.1293970740267932,"quarter Kelly":0,"symbol":"SPY","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