SPY QTM90800 raw parent train 10bp shift0 = 9.899582294054188
Quant replication2026-09-08 00:10
{"rule":"parent","split":"train","cost":10,"shift":0,"return":9.899582294054188,"drawdown":9.885758851637483,"sample":58,"win rate":58.620689655172406,"average win":1.4269770884561084,"average loss":1.5764726921266403,"mean":0.18417028269772956,"quarter Kelly":0.03226580934403597,"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
EEM QTM90800 all delay recent 10bp shift8 = 3.60344938487418
Quant replication2026-09-08 00:10
{"rule":"delay","split":"recent","cost":10,"shift":8,"return":3.60344938487418,"drawdown":6.5241862220756115,"sample":8,"win rate":37.5,"average win":4.044261118180215,"average loss":1.6232003291335209,"mean":0.50209771360913,"quarter Kelly":0.03103766664274249,"symbol":"EEM","adjustment":"all"}; 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
EEM QTM90800 all delay later 10bp shift8 = -8.370870110739448
Quant replication2026-09-08 00:10
{"rule":"delay","split":"later","cost":10,"shift":8,"return":-8.370870110739448,"drawdown":22.001181950032446,"sample":60,"win rate":48.333333333333336,"average win":1.7913897499259683,"average loss":1.911554967304559,"mean":-0.12179835397647072,"quarter Kelly":0,"symbol":"EEM","adjustment":"all"}; 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
EEM QTM90800 all delay train 10bp shift8 = -8.246995534315138
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":10,"shift":8,"return":-8.246995534315138,"drawdown":24.757484721485344,"sample":59,"win rate":47.45762711864407,"average win":1.6850797028675486,"average loss":1.7278281202915378,"mean":-0.1081430516736662,"quarter Kelly":0,"symbol":"EEM","adjustment":"all"}; 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
EEM QTM90800 all swing recent 20bp shift0 = -1.6258861770972577
Quant replication2026-09-08 00:10
{"rule":"swing","split":"recent","cost":20,"shift":0,"return":-1.6258861770972577,"drawdown":6.903580464913695,"sample":8,"win rate":62.5,"average win":0.8225033336732902,"average loss":1.8844226367309869,"mean":-0.19259390522831377,"quarter Kelly":0,"symbol":"EEM","adjustment":"all"}; 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
EEM QTM90800 all swing recent 10bp shift0 = -0.03923931048857021
Quant replication2026-09-08 00:10
{"rule":"swing","split":"recent","cost":10,"shift":0,"return":-0.03923931048857021,"drawdown":6.577047224465704,"sample":8,"win rate":62.5,"average win":1.0243503387309705,"average loss":1.6879949069538602,"mean":0.007220871599158962,"quarter Kelly":0.0017623051719064808,"symbol":"EEM","adjustment":"all"}; 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
EEM QTM90800 all swing recent 2bp shift0 = 1.2484823934400424
Quant replication2026-09-08 00:10
{"rule":"swing","split":"recent","cost":2,"shift":0,"return":1.2484823934400424,"drawdown":6.31498673873685,"sample":8,"win rate":62.5,"average win":1.1861186957596104,"average loss":1.5305697764108985,"mean":0.16736051869566948,"quarter Kelly":0.035274825212262814,"symbol":"EEM","adjustment":"all"}; 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
EEM QTM90800 all swing later 20bp shift0 = 1.9245505768686444
Quant replication2026-09-08 00:10
{"rule":"swing","split":"later","cost":20,"shift":0,"return":1.9245505768686444,"drawdown":12.860910851078167,"sample":59,"win rate":57.6271186440678,"average win":1.26232491361684,"average loss":1.6087118452772504,"mean":0.04578391408544575,"quarter Kelly":0.009067379085917093,"symbol":"EEM","adjustment":"all"}; 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
EEM QTM90800 all swing later 10bp shift0 = 14.690015001611357
Quant replication2026-09-08 00:10
{"rule":"swing","split":"later","cost":10,"shift":0,"return":14.690015001611357,"drawdown":11.212722401360065,"sample":59,"win rate":59.32203389830508,"average win":1.4273978066267048,"average loss":1.4766851544798292,"mean":0.246075924142691,"quarter Kelly":0.043098693825975073,"symbol":"EEM","adjustment":"all"}; 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
EEM QTM90800 all swing later 2bp shift0 = 26.044242553525663
Quant replication2026-09-08 00:10
{"rule":"swing","split":"later","cost":2,"shift":0,"return":26.044242553525663,"drawdown":9.979252672905792,"sample":59,"win rate":61.016949152542374,"average win":1.5468009781301337,"average loss":1.3780674148859533,"mean":0.4065980452594557,"quarter Kelly":0.06571596006988825,"symbol":"EEM","adjustment":"all"}; 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
EEM QTM90800 all swing train 20bp shift0 = -11.593794891334541
Quant replication2026-09-08 00:10
{"rule":"swing","split":"train","cost":20,"shift":0,"return":-11.593794891334541,"drawdown":23.976623847308463,"sample":58,"win rate":55.172413793103445,"average win":1.1858295215860988,"average loss":1.899414532973258,"mean":-0.1972109166646474,"quarter Kelly":0,"symbol":"EEM","adjustment":"all"}; 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
EEM QTM90800 all swing train 10bp shift0 = -0.7201841158222311
Quant replication2026-09-08 00:10
{"rule":"swing","split":"train","cost":10,"shift":0,"return":-0.7201841158222311,"drawdown":19.033139429407164,"sample":58,"win rate":55.172413793103445,"average win":1.388403906945427,"average loss":1.7030168170249622,"mean":0.0025946168897352873,"quarter Kelly":0.0004671941782855571,"symbol":"EEM","adjustment":"all"}; 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
EEM QTM90800 all swing train 2bp shift0 = 8.934011055843726
Quant replication2026-09-08 00:10
{"rule":"swing","split":"train","cost":2,"shift":0,"return":8.934011055843726,"drawdown":14.847844811615207,"sample":58,"win rate":56.896551724137936,"average win":1.5059371060438989,"average loss":1.6103106739345323,"mean":0.16272685605319578,"quarter Kelly":0.027014218488957978,"symbol":"EEM","adjustment":"all"}; 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
EEM QTM90800 all delay recent 20bp shift0 = -5.319061515518153
Quant replication2026-09-08 00:10
{"rule":"delay","split":"recent","cost":20,"shift":0,"return":-5.319061515518153,"drawdown":9.592259049264218,"sample":8,"win rate":37.5,"average win":3.061151293110391,"average loss":2.821317228895037,"mean":-0.6153915331430018,"quarter Kelly":0,"symbol":"EEM","adjustment":"all"}; 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
EEM QTM90800 all delay recent 10bp shift0 = -3.7919807771400915
Quant replication2026-09-08 00:10
{"rule":"delay","split":"recent","cost":10,"shift":0,"return":-3.7919807771400915,"drawdown":9.229903464881684,"sample":8,"win rate":37.5,"average win":3.267480079229338,"average loss":2.6267651653752577,"mean":-0.4164231986485342,"quarter Kelly":0,"symbol":"EEM","adjustment":"all"}; 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
EEM QTM90800 all delay recent 2bp shift0 = -2.552602909357904
Quant replication2026-09-08 00:10
{"rule":"delay","split":"recent","cost":2,"shift":0,"return":-2.552602909357904,"drawdown":8.981455442526254,"sample":8,"win rate":37.5,"average win":3.4328403169432122,"average loss":2.47084326966452,"mean":-0.2569619246866203,"quarter Kelly":0,"symbol":"EEM","adjustment":"all"}; 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
EEM QTM90800 all delay later 20bp shift0 = 1.2191188167298916
Quant replication2026-09-08 00:10
{"rule":"delay","split":"later","cost":20,"shift":0,"return":1.2191188167298916,"drawdown":15.517478200093437,"sample":59,"win rate":50.847457627118644,"average win":1.9164675602645824,"average loss":1.8799458392339687,"mean":0.050433855426311534,"quarter Kelly":0.006579012406991755,"symbol":"EEM","adjustment":"all"}; 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
EEM QTM90800 all delay later 10bp shift0 = 13.896231966071838
Quant replication2026-09-08 00:10
{"rule":"delay","split":"later","cost":10,"shift":0,"return":13.896231966071838,"drawdown":12.905724220028569,"sample":59,"win rate":55.932203389830505,"average win":1.9377480347154408,"average loss":1.8904734553594922,"mean":0.2507351746824194,"quarter Kelly":0.032348784541438066,"symbol":"EEM","adjustment":"all"}; 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
EEM QTM90800 all delay later 2bp shift0 = 25.171875578379364
Quant replication2026-09-08 00:10
{"rule":"delay","split":"later","cost":2,"shift":0,"return":25.171875578379364,"drawdown":11.14632339777588,"sample":59,"win rate":55.932203389830505,"average win":2.1009789979780913,"average loss":1.733372549837519,"mean":0.41126475656782246,"quarter Kelly":0.04893727602270287,"symbol":"EEM","adjustment":"all"}; 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
EEM QTM90800 all delay train 20bp shift0 = 8.23245458708557
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":20,"shift":0,"return":8.23245458708557,"drawdown":27.058557772853753,"sample":58,"win rate":51.724137931034484,"average win":2.2933233789492444,"average loss":2.083848005352533,"mean":0.18020615894148986,"quarter Kelly":0.01964465201415,"symbol":"EEM","adjustment":"all"}; 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
EEM QTM90800 all delay train 10bp shift0 = 21.544615006274825
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":10,"shift":0,"return":21.544615006274825,"drawdown":20.904495050273088,"sample":58,"win rate":53.44827586206896,"average win":2.422225109294506,"average loss":1.9631287402034254,"mean":0.3807672828040898,"quarter Kelly":0.03929932867748524,"symbol":"EEM","adjustment":"all"}; 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
EEM QTM90800 all delay train 2bp shift0 = 33.36388990002055
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":2,"shift":0,"return":33.36388990002055,"drawdown":17.254670700714026,"sample":58,"win rate":62.06896551724138,"average win":2.24160707894262,"average loss":2.2404800022889493,"mean":0.5415050826134042,"quarter Kelly":0.060392506753328454,"symbol":"EEM","adjustment":"all"}; 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
EEM QTM90800 all parent recent 20bp shift0 = 2.358536502687092
Quant replication2026-09-08 00:10
{"rule":"parent","split":"recent","cost":20,"shift":0,"return":2.358536502687092,"drawdown":10.608875101960248,"sample":8,"win rate":62.5,"average win":2.4602360608125196,"average loss":3.1725746094097986,"mean":0.3479320594791502,"quarter Kelly":0.035355556426183155,"symbol":"EEM","adjustment":"all"}; 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
EEM QTM90800 all parent recent 10bp shift0 = 4.009446939400219
Quant replication2026-09-08 00:10
{"rule":"parent","split":"recent","cost":10,"shift":0,"return":4.009446939400219,"drawdown":10.340388433016168,"sample":8,"win rate":75,"average win":2.22236946701716,"average loss":4.471792516321455,"mean":0.5488289711825065,"quarter Kelly":0.06173916841099544,"symbol":"EEM","adjustment":"all"}; 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
EEM QTM90800 all parent recent 2bp shift0 = 5.349324920656207
Quant replication2026-09-08 00:10
{"rule":"parent","split":"recent","cost":2,"shift":0,"return":5.349324920656207,"drawdown":10.12496758838719,"sample":8,"win rate":75,"average win":2.3860561891273018,"average loss":4.318825027565431,"mean":0.7098358849541186,"quarter Kelly":0.07437334126797539,"symbol":"EEM","adjustment":"all"}; 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