EEM QTM90800 all parent later 20bp shift0 = -11.281060224395222
Quant replication2026-09-08 00:10
{"rule":"parent","split":"later","cost":20,"shift":0,"return":-11.281060224395222,"drawdown":18.754293949916224,"sample":59,"win rate":44.06779661016949,"average win":1.6116553939593496,"average loss":1.5982712921028037,"mean":-0.18372732875338027,"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 parent later 10bp shift0 = -0.16952268906643697
Quant replication2026-09-08 00:10
{"rule":"parent","split":"later","cost":10,"shift":0,"return":-0.16952268906643697,"drawdown":12.048694417327388,"sample":59,"win rate":47.45762711864407,"average win":1.6888238083826408,"average loss":1.4947374159428777,"mean":0.01610519899126656,"quarter Kelly":0.0023840851412869485,"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 later 2bp shift0 = 9.713621506080795
Quant replication2026-09-08 00:10
{"rule":"parent","split":"later","cost":2,"shift":0,"return":9.713621506080795,"drawdown":9.912329027817046,"sample":59,"win rate":54.23728813559322,"average win":1.6306914367529408,"average loss":1.5475126187045491,"mean":0.17625907239103863,"quarter Kelly":0.027022137422578335,"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 train 20bp shift0 = 5.816144040345739
Quant replication2026-09-08 00:10
{"rule":"parent","split":"train","cost":20,"shift":0,"return":5.816144040345739,"drawdown":19.66451696540945,"sample":58,"win rate":51.724137931034484,"average win":2.241176945377615,"average loss":2.106379173450248,"mean":0.14235675008140541,"quarter Kelly":0.015879686605626303,"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 train 10bp shift0 = 18.83110789549598
Quant replication2026-09-08 00:10
{"rule":"parent","split":"train","cost":10,"shift":0,"return":18.83110789549598,"drawdown":15.151199474562716,"sample":58,"win rate":56.896551724137936,"average win":2.2326599519251085,"average loss":2.1517174661772005,"mean":0.34284209929480297,"quarter Kelly":0.03838942188656941,"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 train 2bp shift0 = 30.386515184191932
Quant replication2026-09-08 00:10
{"rule":"parent","split":"train","cost":2,"shift":0,"return":30.386515184191932,"drawdown":13.920537119723885,"sample":58,"win rate":60.3448275862069,"average win":2.263203724366544,"average loss":2.174261673010564,"mean":0.5035191702342423,"quarter Kelly":0.055620177363305434,"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
EFA QTM90800 all delay recent 10bp shift8 = 1.1450988848971333
Quant replication2026-09-08 00:10
{"rule":"delay","split":"recent","cost":10,"shift":8,"return":1.1450988848971333,"drawdown":4.780517701010889,"sample":8,"win rate":25,"average win":3.394912391840066,"average loss":0.91733326099346,"mean":0.16072815221492148,"quarter Kelly":0.011835957284291335,"symbol":"EFA","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
EFA QTM90800 all delay later 10bp shift8 = 2.1068516536421056
Quant replication2026-09-08 00:10
{"rule":"delay","split":"later","cost":10,"shift":8,"return":2.1068516536421056,"drawdown":13.027366519866245,"sample":60,"win rate":53.333333333333336,"average win":1.7380834620853096,"average loss":1.8588641933530676,"mean":0.05950788954740031,"quarter Kelly":0.008559411968054181,"symbol":"EFA","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
EFA QTM90800 all delay train 10bp shift8 = -17.40585218604621
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":10,"shift":8,"return":-17.40585218604621,"drawdown":25.132688195505494,"sample":59,"win rate":49.152542372881356,"average win":1.0594930133265887,"average loss":1.5921873790581451,"mean":-0.2888190505978521,"quarter Kelly":0,"symbol":"EFA","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
EFA QTM90800 all swing recent 20bp shift0 = -1.6108283988034655
Quant replication2026-09-08 00:10
{"rule":"swing","split":"recent","cost":20,"shift":0,"return":-1.6108283988034655,"drawdown":4.451649129407698,"sample":8,"win rate":50,"average win":1.4629523148854295,"average loss":1.8347766784190311,"mean":-0.1859121817668008,"quarter Kelly":0,"symbol":"EFA","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
EFA QTM90800 all swing recent 10bp shift0 = -0.023938669760648068
Quant replication2026-09-08 00:10
{"rule":"swing","split":"recent","cost":10,"shift":0,"return":-0.023938669760648068,"drawdown":3.9728065348004216,"sample":8,"win rate":50,"average win":1.66608150104825,"average loss":1.6382495572593636,"mean":0.013915971894443158,"quarter Kelly":0.002088128924918692,"symbol":"EFA","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
EFA QTM90800 all swing recent 2bp shift0 = 1.2639801411828744
Quant replication2026-09-08 00:10
{"rule":"swing","split":"recent","cost":2,"shift":0,"return":1.2639801411828744,"drawdown":3.5879506539674644,"sample":8,"win rate":50,"average win":1.8288774498944504,"average loss":1.4807447704408339,"mean":0.1740663397268083,"quarter Kelly":0.023794150304720263,"symbol":"EFA","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
EFA QTM90800 all swing later 20bp shift0 = -24.2962934067562
Quant replication2026-09-08 00:10
{"rule":"swing","split":"later","cost":20,"shift":0,"return":-24.2962934067562,"drawdown":25.22245524759056,"sample":59,"win rate":45.76271186440678,"average win":0.8998361876419666,"average loss":1.6059936348631014,"mean":-0.45925795337773123,"quarter Kelly":0,"symbol":"EFA","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
EFA QTM90800 all swing later 10bp shift0 = -14.81483905775347
Quant replication2026-09-08 00:10
{"rule":"swing","split":"later","cost":10,"shift":0,"return":-14.81483905775347,"drawdown":16.758781385097564,"sample":59,"win rate":50.847457627118644,"average win":1.0066305997670117,"average loss":1.570260803057265,"mean":-0.2599770389093275,"quarter Kelly":0,"symbol":"EFA","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
EFA QTM90800 all swing later 2bp shift0 = -6.38157046526856
Quant replication2026-09-08 00:10
{"rule":"swing","split":"later","cost":2,"shift":0,"return":-6.38157046526856,"drawdown":12.538208255389671,"sample":59,"win rate":50.847457627118644,"average win":1.168370582517076,"average loss":1.4126471471489825,"mean":-0.10026525070861371,"quarter Kelly":0,"symbol":"EFA","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
EFA QTM90800 all swing train 20bp shift0 = -20.002368885813727
Quant replication2026-09-08 00:10
{"rule":"swing","split":"train","cost":20,"shift":0,"return":-20.002368885813727,"drawdown":24.365862718778896,"sample":58,"win rate":43.103448275862064,"average win":0.947900114038294,"average loss":1.3771542136746746,"mean":-0.37497562414322255,"quarter Kelly":0,"symbol":"EFA","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
EFA QTM90800 all swing train 10bp shift0 = -10.162979188795385
Quant replication2026-09-08 00:10
{"rule":"swing","split":"train","cost":10,"shift":0,"return":-10.162979188795385,"drawdown":16.929935144383666,"sample":58,"win rate":48.275862068965516,"average win":1.0397432513226692,"average loss":1.3097772551366222,"mean":-0.17552597615627472,"quarter Kelly":0,"symbol":"EFA","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
EFA QTM90800 all swing train 2bp shift0 = -1.4270228936689056
Quant replication2026-09-08 00:10
{"rule":"swing","split":"train","cost":2,"shift":0,"return":-1.4270228936689056,"drawdown":12.635922842440428,"sample":58,"win rate":50,"average win":1.164233676696802,"average loss":1.1955915928697542,"mean":-0.01567895808647606,"quarter Kelly":0,"symbol":"EFA","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
EFA QTM90800 all delay recent 20bp shift0 = -1.558927000703847
Quant replication2026-09-08 00:10
{"rule":"delay","split":"recent","cost":20,"shift":0,"return":-1.558927000703847,"drawdown":8.570300313415046,"sample":8,"win rate":50,"average win":1.7883049361756609,"average loss":2.1165504582607935,"mean":-0.16412276104256635,"quarter Kelly":0,"symbol":"EFA","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
EFA QTM90800 all delay recent 10bp shift0 = 0.028799830575221286
Quant replication2026-09-08 00:10
{"rule":"delay","split":"recent","cost":10,"shift":0,"return":0.028799830575221286,"drawdown":8.387257734180697,"sample":8,"win rate":50,"average win":1.9920854794266807,"average loss":1.9205874491959818,"mean":0.03574901511534945,"quarter Kelly":0.004486380665456938,"symbol":"EFA","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
EFA QTM90800 all delay recent 2bp shift0 = 1.3173980332225055
Quant replication2026-09-08 00:10
{"rule":"delay","split":"recent","cost":2,"shift":0,"return":1.3173980332225055,"drawdown":8.240560004875451,"sample":8,"win rate":50,"average win":2.1554034521986787,"average loss":1.7635347646354909,"mean":0.19593434378159386,"quarter Kelly":0.022725947615715003,"symbol":"EFA","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
EFA QTM90800 all delay later 20bp shift0 = -17.213430592678293
Quant replication2026-09-08 00:10
{"rule":"delay","split":"later","cost":20,"shift":0,"return":-17.213430592678293,"drawdown":25.78872911341794,"sample":59,"win rate":55.932203389830505,"average win":1.1436614285558315,"average loss":2.122617376742656,"mean":-0.29571567208418004,"quarter Kelly":0,"symbol":"EFA","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
EFA QTM90800 all delay later 10bp shift0 = -6.844888365762525
Quant replication2026-09-08 00:10
{"rule":"delay","split":"later","cost":10,"shift":0,"return":-6.844888365762525,"drawdown":20.566824293296005,"sample":59,"win rate":62.71186440677966,"average win":1.2088040446781776,"average loss":2.2907310468827866,"mean":-0.09610734539540218,"quarter Kelly":0,"symbol":"EFA","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
EFA QTM90800 all delay later 2bp shift0 = 2.377399512604539
Quant replication2026-09-08 00:10
{"rule":"delay","split":"later","cost":2,"shift":0,"return":2.377399512604539,"drawdown":16.125962775540938,"sample":59,"win rate":64.40677966101694,"average win":1.3362415648434434,"average loss":2.2385255074221693,"mean":0.06386684420653047,"quarter Kelly":0.011948970509313012,"symbol":"EFA","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
EFA QTM90800 all delay train 20bp shift0 = -8.325279821329602
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":20,"shift":0,"return":-8.325279821329602,"drawdown":25.79692661693722,"sample":58,"win rate":46.55172413793103,"average win":1.5724975415427216,"average loss":1.6057459398690948,"mean":-0.12621880197049057,"quarter Kelly":0,"symbol":"EFA","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