IWM QTM90800 all delay recent 2bp shift0 = 5.796731272241096
Quant replication2026-09-08 00:10
{"rule":"delay","split":"recent","cost":2,"shift":0,"return":5.796731272241096,"drawdown":4.158052869724771,"sample":8,"win rate":50,"average win":2.4841449155137307,"average loss":1.0271553766815016,"mean":0.7284947694161146,"quarter Kelly":0.07331443959514929,"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 20bp shift0 = -23.420588768434303
Quant replication2026-09-08 00:10
{"rule":"delay","split":"later","cost":20,"shift":0,"return":-23.420588768434303,"drawdown":31.440636328477478,"sample":59,"win rate":44.06779661016949,"average win":2.1088402243022255,"average loss":2.38849718168262,"mean":-0.40661968074014593,"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 later 10bp shift0 = -13.829457444219639
Quant replication2026-09-08 00:10
{"rule":"delay","split":"later","cost":10,"shift":0,"return":-13.829457444219639,"drawdown":26.965646382293052,"sample":59,"win rate":49.152542372881356,"average win":2.0815687287283957,"average loss":2.4197420934927734,"mean":-0.20723338426541915,"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 later 2bp shift0 = -5.298636793123768
Quant replication2026-09-08 00:10
{"rule":"delay","split":"later","cost":2,"shift":0,"return":-5.298636793123768,"drawdown":23.985057561920463,"sample":59,"win rate":50.847457627118644,"average win":2.172875206063094,"average loss":2.3443119780304564,"mean":-0.04743713866085444,"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 20bp shift0 = -12.830504860549663
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":20,"shift":0,"return":-12.830504860549663,"drawdown":30.551631926857436,"sample":58,"win rate":55.172413793103445,"average win":1.442778114621928,"average loss":2.2378513798805963,"mean":-0.20715924498265187,"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 shift0 = -2.109004480805199
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":10,"shift":0,"return":-2.109004480805199,"drawdown":23.40102639653673,"sample":58,"win rate":56.896551724137936,"average win":1.5979697717207013,"average loss":2.1264269156694318,"mean":-0.007373628016425052,"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 2bp shift0 = 7.410138638814279
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":2,"shift":0,"return":7.410138638814279,"drawdown":17.424606878576387,"sample":58,"win rate":56.896551724137936,"average win":1.7606566545594293,"average loss":1.969703837903658,"mean":0.15274264918740899,"quarter Kelly":0.0216883071426595,"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 parent recent 20bp shift0 = 3.8544187706986532
Quant replication2026-09-08 00:10
{"rule":"parent","split":"recent","cost":20,"shift":0,"return":3.8544187706986532,"drawdown":5.166554553866121,"sample":8,"win rate":37.5,"average win":3.4616227566190907,"average loss":1.271308861501459,"mean":0.5035404952937472,"quarter Kelly":0.03636592796910854,"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 parent recent 10bp shift0 = 5.52945584826392
Quant replication2026-09-08 00:10
{"rule":"parent","split":"recent","cost":10,"shift":0,"return":5.52945584826392,"drawdown":4.976697663691065,"sample":8,"win rate":37.5,"average win":3.6687532880116245,"average loss":1.0736536757973614,"mean":0.7047489356310083,"quarter Kelly":0.04802373451588545,"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 parent recent 2bp shift0 = 6.8889149976564035
Quant replication2026-09-08 00:10
{"rule":"parent","split":"recent","cost":2,"shift":0,"return":6.8889149976564035,"drawdown":4.8245386698758,"sample":8,"win rate":37.5,"average win":3.834756076828194,"average loss":0.9152448124089441,"mean":0.8660055210549827,"quarter Kelly":0.05645766664846606,"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 parent later 20bp shift0 = -28.232349894147458
Quant replication2026-09-08 00:10
{"rule":"parent","split":"later","cost":20,"shift":0,"return":-28.232349894147458,"drawdown":36.74289970713709,"sample":59,"win rate":40.67796610169492,"average win":1.8901185715456754,"average loss":2.1775747150633813,"mean":-0.5229198188156292,"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 parent later 10bp shift0 = -19.243864008377265
Quant replication2026-09-08 00:10
{"rule":"parent","split":"later","cost":10,"shift":0,"return":-19.243864008377265,"drawdown":30.229765075811954,"sample":59,"win rate":47.45762711864407,"average win":1.8134533560404693,"average loss":2.254158353258252,"mean":-0.3237663556249605,"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 parent later 2bp shift0 = -11.2490656447242
Quant replication2026-09-08 00:10
{"rule":"parent","split":"later","cost":2,"shift":0,"return":-11.2490656447242,"drawdown":26.076299531241553,"sample":59,"win rate":50.847457627118644,"average win":1.8502084098594198,"average loss":2.247982700202028,"mean":-0.1641567120351902,"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 parent train 20bp shift0 = -19.219479157611175
Quant replication2026-09-08 00:10
{"rule":"parent","split":"train","cost":20,"shift":0,"return":-19.219479157611175,"drawdown":32.179442601745286,"sample":58,"win rate":56.896551724137936,"average win":1.408172650547667,"average loss":2.6294917880997954,"mean":-0.3321999523176185,"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 parent train 10bp shift0 = -9.283797145204375
Quant replication2026-09-08 00:10
{"rule":"parent","split":"train","cost":10,"shift":0,"return":-9.283797145204375,"drawdown":25.19644118275388,"sample":58,"win rate":58.620689655172406,"average win":1.565656810472133,"average loss":2.5386200941094126,"mean":-0.13266466728574808,"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 parent train 2bp shift0 = -0.46234718790044704
Quant replication2026-09-08 00:10
{"rule":"parent","split":"train","cost":2,"shift":0,"return":-0.46234718790044704,"drawdown":20.46828413677807,"sample":58,"win rate":58.620689655172406,"average win":1.728291951184991,"average loss":2.382557053384521,"mean":0.027250983776916947,"quarter Kelly":0.003941895314364036,"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
SPY QTM90800 all delay recent 10bp shift8 = -0.9647389391584382
Quant replication2026-09-08 00:10
{"rule":"delay","split":"recent","cost":10,"shift":8,"return":-0.9647389391584382,"drawdown":6.394836950840077,"sample":8,"win rate":37.5,"average win":2.303454860277254,"average loss":1.539720102318869,"mean":-0.09852949134532274,"quarter Kelly":0,"symbol":"SPY","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
SPY QTM90800 all delay later 10bp shift8 = 2.2377417207009254
Quant replication2026-09-08 00:10
{"rule":"delay","split":"later","cost":10,"shift":8,"return":2.2377417207009254,"drawdown":12.713964117317955,"sample":60,"win rate":55.00000000000001,"average win":1.3995673195319651,"average loss":1.58707625877325,"mean":0.055577709294618215,"quarter Kelly":0.009927659162762587,"symbol":"SPY","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
SPY QTM90800 all delay train 10bp shift8 = -4.503254548410263
Quant replication2026-09-08 00:10
{"rule":"delay","split":"train","cost":10,"shift":8,"return":-4.503254548410263,"drawdown":20.459728921616193,"sample":59,"win rate":61.016949152542374,"average win":0.9085552679041301,"average loss":1.5594419353200466,"mean":-0.05354533674258282,"quarter Kelly":0,"symbol":"SPY","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
SPY QTM90800 all swing recent 20bp shift0 = -0.722358051559846
Quant replication2026-09-08 00:10
{"rule":"swing","split":"recent","cost":20,"shift":0,"return":-0.722358051559846,"drawdown":2.6561055909377185,"sample":8,"win rate":50,"average win":0.8076117838411112,"average loss":0.9800581898286198,"mean":-0.0862232029937543,"quarter Kelly":0,"symbol":"SPY","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
SPY QTM90800 all swing recent 10bp shift0 = 0.8788615518549481
Quant replication2026-09-08 00:10
{"rule":"swing","split":"recent","cost":10,"shift":0,"return":0.8788615518549481,"drawdown":2.3637327409289144,"sample":8,"win rate":50,"average win":1.0094289759638164,"average loss":0.7818199192589942,"mean":0.11380452835241112,"quarter Kelly":0.028185372884642276,"symbol":"SPY","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
SPY QTM90800 all swing recent 2bp shift0 = 2.178410480773385
Quant replication2026-09-08 00:10
{"rule":"swing","split":"recent","cost":2,"shift":0,"return":2.178410480773385,"drawdown":2.135173046786265,"sample":8,"win rate":50,"average win":1.1711734397000795,"average loss":0.622943748066454,"mean":0.2741148458168127,"quarter Kelly":0.05851286336526927,"symbol":"SPY","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
SPY QTM90800 all swing later 20bp shift0 = -21.07468612270097
Quant replication2026-09-08 00:10
{"rule":"swing","split":"later","cost":20,"shift":0,"return":-21.07468612270097,"drawdown":21.7369628627912,"sample":59,"win rate":44.06779661016949,"average win":0.9123896384730724,"average loss":1.4181151648598849,"mean":-0.39111304813688674,"quarter Kelly":0,"symbol":"SPY","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
SPY QTM90800 all swing later 10bp shift0 = -11.18974396882333
Quant replication2026-09-08 00:10
{"rule":"swing","split":"later","cost":10,"shift":0,"return":-11.18974396882333,"drawdown":15.544646577029319,"sample":59,"win rate":47.45762711864407,"average win":1.0431899863841823,"average loss":1.3070763339092875,"mean":-0.19169570732933577,"quarter Kelly":0,"symbol":"SPY","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
SPY QTM90800 all swing later 2bp shift0 = -2.3975936154767785
Quant replication2026-09-08 00:10
{"rule":"swing","split":"later","cost":2,"shift":0,"return":-2.3975936154767785,"drawdown":12.693663672591327,"sample":59,"win rate":49.152542372881356,"average win":1.1664631284482654,"average loss":1.1902677011959695,"mean":-0.03187458154032861,"quarter Kelly":0,"symbol":"SPY","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