EFA QTM90800 all delay train 10bp shift0 = 2.950345277062838
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":10,"shift":0,"return":2.950345277062838,"drawdown":20.399561587231464,"sample":58,"win rate":55.172413793103445,"average win":1.515928218549295,"average loss":1.7012857394957486,"mean":0.07372885804634442,"quarter Kelly":0.01215902856483883,"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 2bp shift0 = 12.961471077846554
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":2,"shift":0,"return":12.961471077846554,"drawdown":16.016581887178983,"sample":58,"win rate":60.3448275862069,"average win":1.5431201019800054,"average loss":1.7582023212635622,"mean":0.2339750031075562,"quarter Kelly":0.037906155652975185,"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 parent recent 20bp shift0 = 2.496150057975588
Quant replication2026-09-08 00:10
{"rule":"parent","split":"recent","cost":20,"shift":0,"return":2.496150057975588,"drawdown":7.562497375320676,"sample":8,"win rate":62.5,"average win":1.6607115818586582,"average loss":1.8723931373610985,"mean":0.33579731215124947,"quarter Kelly":0.05055021531424306,"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 parent recent 10bp shift0 = 4.14928002285333
Quant replication2026-09-08 00:10
{"rule":"parent","split":"recent","cost":10,"shift":0,"return":4.14928002285333,"drawdown":7.377437171071943,"sample":8,"win rate":62.5,"average win":1.8642366827671175,"average loss":1.6759413244840833,"mean":0.5366699300479172,"quarter Kelly":0.07196912481779529,"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 parent recent 2bp shift0 = 5.490959371918525
Quant replication2026-09-08 00:10
{"rule":"parent","split":"recent","cost":2,"shift":0,"return":5.490959371918525,"drawdown":7.229122435442569,"sample":8,"win rate":75,"average win":1.6961063008661996,"average loss":2.2976894074790977,"mean":0.6976573737798752,"quarter Kelly":0.10283220064443815,"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 parent later 20bp shift0 = -24.290725505013178
Quant replication2026-09-08 00:10
{"rule":"parent","split":"later","cost":20,"shift":0,"return":-24.290725505013178,"drawdown":28.633842467390213,"sample":59,"win rate":42.3728813559322,"average win":1.1730759248303828,"average loss":1.6480884343906956,"mean":-0.452679807602103,"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 parent later 10bp shift0 = -14.808573808303393
Quant replication2026-09-08 00:10
{"rule":"parent","split":"later","cost":10,"shift":0,"return":-14.808573808303393,"drawdown":23.427559474009353,"sample":59,"win rate":50.847457627118644,"average win":1.1651989694282427,"average loss":1.7208871303086972,"mean":-0.25338572366279555,"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 parent later 2bp shift0 = -6.374684960708022
Quant replication2026-09-08 00:10
{"rule":"parent","split":"later","cost":2,"shift":0,"return":-6.374684960708022,"drawdown":19.27589471604264,"sample":59,"win rate":52.54237288135594,"average win":1.2885305123828454,"average loss":1.6239494770666891,"mean":-0.09366338091523885,"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 parent train 20bp shift0 = -12.580075095262512
Quant replication2026-09-08 00:10
{"rule":"parent","split":"train","cost":20,"shift":0,"return":-12.580075095262512,"drawdown":24.485300840874935,"sample":58,"win rate":56.896551724137936,"average win":1.266252868328206,"average loss":2.1497559377285476,"mean":-0.2061647204893602,"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 parent train 10bp shift0 = -1.8277728527869463
Quant replication2026-09-08 00:10
{"rule":"parent","split":"train","cost":10,"shift":0,"return":-1.8277728527869463,"drawdown":17.37331475353081,"sample":58,"win rate":60.3448275862069,"average win":1.393247834155847,"average loss":2.1362411617125265,"mean":-0.006377112481611512,"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 parent train 2bp shift0 = 7.7187178701811465
Quant replication2026-09-08 00:10
{"rule":"parent","split":"train","cost":2,"shift":0,"return":7.7187178701811465,"drawdown":13.725618618677327,"sample":58,"win rate":63.793103448275865,"average win":1.475571901061704,"average loss":2.1751998207010628,"mean":0.15374076042346088,"quarter Kelly":0.02604765655825403,"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
IWM QTM90800 all delay recent 10bp shift8 = 1.02516630255709
Quant replication2026-09-08 00:10
{"rule":"delay","split":"recent","cost":10,"shift":8,"return":1.02516630255709,"drawdown":6.332376363375336,"sample":8,"win rate":25,"average win":4.42625438333989,"average loss":1.2628556995569251,"mean":0.1594218211672785,"quarter Kelly":0.009004330036211379,"symbol":"IWM","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
IWM QTM90800 all delay later 10bp shift8 = -8.609333862105728
Quant replication2026-09-08 00:10
{"rule":"delay","split":"later","cost":10,"shift":8,"return":-8.609333862105728,"drawdown":23.488194622703183,"sample":60,"win rate":50,"average win":2.37161052182457,"average loss":2.5772656651377646,"mean":-0.10282757165659721,"quarter Kelly":0,"symbol":"IWM","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
IWM QTM90800 all delay train 10bp shift8 = -16.374574399678565
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":10,"shift":8,"return":-16.374574399678565,"drawdown":34.77200124227712,"sample":59,"win rate":45.76271186440678,"average win":1.6032908497172427,"average loss":1.8089028513376748,"mean":-0.24739047966847524,"quarter Kelly":0,"symbol":"IWM","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
IWM QTM90800 all swing recent 20bp shift0 = -4.478069114436112
Quant replication2026-09-08 00:10
{"rule":"swing","split":"recent","cost":20,"shift":0,"return":-4.478069114436112,"drawdown":6.280814493727293,"sample":8,"win rate":37.5,"average win":1.210149034297281,"average loss":1.6174308360434542,"mean":-0.5570883846656784,"quarter Kelly":0,"symbol":"IWM","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
IWM QTM90800 all swing recent 10bp shift0 = -2.937424259379695
Quant replication2026-09-08 00:10
{"rule":"swing","split":"recent","cost":10,"shift":0,"return":-2.937424259379695,"drawdown":5.480722570392748,"sample":8,"win rate":50,"average win":1.0606054983220092,"average loss":1.7766121524492084,"mean":-0.3580033270635996,"quarter Kelly":0,"symbol":"IWM","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
IWM QTM90800 all swing recent 2bp shift0 = -1.6870377621356236
Quant replication2026-09-08 00:10
{"rule":"swing","split":"recent","cost":2,"shift":0,"return":-1.6870377621356236,"drawdown":4.835778801734481,"sample":8,"win rate":50,"average win":1.2224319100432257,"average loss":1.6193289230039571,"mean":-0.19844850648036566,"quarter Kelly":0,"symbol":"IWM","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
IWM QTM90800 all swing later 20bp shift0 = -27.42024340296625
Quant replication2026-09-08 00:10
{"rule":"swing","split":"later","cost":20,"shift":0,"return":-27.42024340296625,"drawdown":29.324971940907275,"sample":59,"win rate":45.76271186440678,"average win":1.2901559759906363,"average loss":2.0549473423729125,"mean":-0.5241373492234918,"quarter Kelly":0,"symbol":"IWM","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
IWM QTM90800 all swing later 10bp shift0 = -18.330045844555933
Quant replication2026-09-08 00:10
{"rule":"swing","split":"later","cost":10,"shift":0,"return":-18.330045844555933,"drawdown":22.20381417511016,"sample":59,"win rate":49.152542372881356,"average win":1.3967483314598543,"average loss":1.9893298233593704,"mean":-0.3249863235329718,"quarter Kelly":0,"symbol":"IWM","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
IWM QTM90800 all swing later 2bp shift0 = -10.244780151441423
Quant replication2026-09-08 00:10
{"rule":"swing","split":"later","cost":2,"shift":0,"return":-10.244780151441423,"drawdown":16.84949274037426,"sample":59,"win rate":49.152542372881356,"average win":1.5591130022607946,"average loss":1.8323872146458378,"mean":-0.1653786334544422,"quarter Kelly":0,"symbol":"IWM","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
IWM QTM90800 all swing train 20bp shift0 = -31.60789758065805
Quant replication2026-09-08 00:10
{"rule":"swing","split":"train","cost":20,"shift":0,"return":-31.60789758065805,"drawdown":38.122729541579446,"sample":58,"win rate":41.37931034482759,"average win":1.1659298614301457,"average loss":1.9044217455572907,"mean":-0.6339314254245584,"quarter Kelly":0,"symbol":"IWM","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
IWM QTM90800 all swing train 10bp shift0 = -23.1959416448407
Quant replication2026-09-08 00:10
{"rule":"swing","split":"train","cost":10,"shift":0,"return":-23.1959416448407,"drawdown":31.615032791070373,"sample":58,"win rate":43.103448275862064,"average win":1.3163362826520588,"average loss":1.7617702764287146,"mean":-0.4350002078594157,"quarter Kelly":0,"symbol":"IWM","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
IWM QTM90800 all swing train 2bp shift0 = -15.727340270703028
Quant replication2026-09-08 00:10
{"rule":"swing","split":"train","cost":2,"shift":0,"return":-15.727340270703028,"drawdown":25.91944880160796,"sample":58,"win rate":43.103448275862064,"average win":1.4785721911795662,"average loss":1.6044632809716945,"mean":-0.27556868090649594,"quarter Kelly":0,"symbol":"IWM","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
IWM QTM90800 all delay recent 20bp shift0 = 2.7932413230998154
Quant replication2026-09-08 00:10
{"rule":"delay","split":"recent","cost":20,"shift":0,"return":2.7932413230998154,"drawdown":4.502463790491607,"sample":8,"win rate":37.5,"average win":2.88638770339346,"average loss":1.1453943937506161,"mean":0.3665238926784123,"quarter Kelly":0.03174589922964079,"symbol":"IWM","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
IWM QTM90800 all delay recent 10bp shift0 = 4.4511629847623135
Quant replication2026-09-08 00:10
{"rule":"delay","split":"recent","cost":10,"shift":0,"return":4.4511629847623135,"drawdown":4.311277388280543,"sample":8,"win rate":50,"average win":2.3203013769122096,"average loss":1.1853853263182086,"mean":0.5674580252970005,"quarter Kelly":0.06114055171274317,"symbol":"IWM","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