Notes

A post-result endpoint audit found that the auction execution was not authorized. The system used the official daily close instead of the final 30-minute bar close, and kept the entries and splits. This calculation was done on September 7. The columns in the data are: one-way break-even point, return, drawdown, win rate, sample, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of data are: [0, 1.6033443881, 1.1199449119, 51.724137931, 87, 0.1107199688, 0.088998927948, 0.018395854412, 0.032297583341, 2.3858875189, 1.8189894035e-11], [2, -1.8716366502, 2.2443273558, 39.08045977, 87, 0.09974201471, 0.09944779846, -0.021603503658, 0, -2.7618617454, 0], [10, -14.623026157, 14.623026157, 5.7471264368, 87, 0.20647403402, 0.20509440924, -0.18144105043, 0, -20.891569241, 4.5474735089e-11]. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the auction execution was not authorized. The system used the official daily close instead of the final 30-minute bar close, and kept the entries and splits. This calculation was done on September 7. The results are shown in a table with the following columns: one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of the table show the following values: for a value of 0, the results are 2.7016305655 for return, 0.63497818799 for drawdown, 51.648351648 for win rate, 91 for sample size, 0.11538398638 for average win percentage, 0.07048970274 for average loss percentage, 0.029384054431 for mean trade percentage, 0.055274121306 for quarter Kelly, 4.0307434737 for annualized percentage, and 0 for cash reconcile absolute. For a value of 2, the results are -0.96948909001 for return, 1.3124592534 for drawdown, 38.461538462 for win rate, 91 for sample size, 0.10729603588 for average win percentage, 0.084317031744 for average loss percentage, -0.010619698041 for mean trade percentage, 0 for quarter Kelly, -1.4337591057 for annualized percentage, and 1.8189894035e-12 for cash reconcile absolute. For a value of 10, the results are -14.387784396 for return, 14.387784396 for drawdown, 7.6923076923 for win rate, 91 for sample size, 0.16594517906 for average win percentage, 0.19850980351 for average loss percentage, -0.17047480485 for mean trade percentage, 0 for quarter Kelly, -20.568246376 for annualized percentage, and 3.4560798667e-11 for cash reconcile absolute. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'EFA QIM90708 official-close diagnostic holdout pdt'. This appears to be a data output. Post-result endpoint audit found that auction execution was not authorized. The system uses the official daily close instead of the final 30-minute bar close, and keeps entries and splits. The calculation was done on September 7. The columns in the data are: one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of data are: [0, 1.5048451733, 3.7751738871, 50.743494424, 538, 0.10001210655, 0.11102210863, 0.0028739328773, 0, 0.30278352694, 1.0913936421e-11], [2, -18.148507983, 18.222839274, 35.501858736, 538, 0.09258689163, 0.1085136467, -0.037119217666, 0, -3.9724727806, 5.4569682106e-11], [10, -65.391253353, 65.391253353, 5.3903345725, 538, 0.13761836411, 0.21599278306, -0.19693195914, 0, -19.327265369, 7.9126039054e-11]. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the system was not authorized to execute an auction. Instead, it used the official daily close instead of the final 30-minute bar close, which is a type of price data, and kept the entries and splits. This calculation was done on September 7. The system looked at several columns of data, including one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of data showed the following results: for a value of 0, the return was 3.2116666453, the drawdown was 3.5754437776, the win rate was 52.388289676, the sample size was 649, the average win percentage was 0.10109934642, the average loss percentage was 0.11448572233, the mean trade percentage was 0.0049825289826, the quarter Kelly was 0, the annualized percentage was 0.64190289311, and the cash reconcile absolute was 1.4551915228e-11. For a value of 2, the return was -20.386641854, the drawdown was 20.632579555, the win rate was 37.596302003, the sample size was 649, the average win percentage was 0.091595267013, the average loss percentage was 0.11128811315, the mean trade percentage was -0.03501146483, the quarter Kelly was 0, the annualized percentage was -4.5098445051, and the cash reconcile absolute was 2.0008883439e-11. For a value of 10, the return was -71.81522926, the drawdown was 71.81522926, the win rate was 5.8551617874, the sample size was 649, the average win percentage was 0.1253741815, the average loss percentage was 0.21474192428, the mean trade percentage was -0.19482757602, the quarter Kelly was 0, the annualized percentage was -22.611285075, and the cash reconcile absolute was 1.1459633242e-10. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the system was not authorized to execute an auction. Instead, it used the official daily close, rather than the final 30-minute bar close, and kept the entries and splits. This calculation was done on September 7. The results are shown in a table with columns including one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of the table show the following results: at 0, the return was 2.2412265892, the drawdown was 4.237384967, the win rate was 51.017214397, the sample size was 639, the average win percentage was 0.10216955439, the average loss percentage was 0.11281005337, the mean trade percentage was 0.0035751331067, the quarter Kelly was 0, the annualized percentage was 0.44964483282, and the cash reconcile absolute was 4.7293724492e-11. At 2, the return was -20.819109601, the drawdown was 21.027434844, the win rate was 35.837245696, the sample size was 639, the average win percentage was 0.095011989636, the average loss percentage was 0.10982692185, the mean trade percentage was -0.03641829786, the quarter Kelly was 0, the annualized percentage was -4.6150650221, and the cash reconcile absolute was 7.5488060247e-11. At 10, the return was -71.516217757, the drawdown was 71.516217757, the win rate was 5.6338028169, the sample size was 639, the average win percentage was 0.13974340843, the average loss percentage was 0.2162904028, the mean trade percentage was -0.19623215991, the quarter Kelly was 0, the annualized percentage was -22.445802396, and the cash reconcile absolute was 9.3677954283e-11. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the system was not authorized to execute an auction. Instead, it used the official daily close, rather than the final 30-minute bar close, and kept the entries and splits from the September 7 calculation. The results are shown in a table with columns including one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute value. The rows of the table are: row 0 with values 0, 1.9957248483, 4.6447450379, 48.201438849, 556, 0.12964980191, 0.13222470457, 0.0037529584205, 0, 0.40013278209, 1.4551915228e-11, row 2 with values 2, -18.342726376, 18.721044514, 37.410071942, 556, 0.11960973985, 0.12939243726, -0.036240543662, 0, -4.0123224144, 6.0936145019e-11, and row 10 with values 10, -66.453558021, 66.453558021, 6.1151079137, 556, 0.22615344389, 0.22355483654, -0.1960546899, 0, -19.80629772, 1.1868905858e-10. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the auction execution was not authorized. The system used the official daily close instead of the final 30-minute bar close, and kept the entries and splits. This calculation was done on September 7. The results are shown in a table with the following columns: one way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of the table show the following values: for a value of 0, the results are 0, 5.4653315844, 2.7448408401, 48.865355522, 661, 0.12764269348, 0.1229676377, 0.0082375301393, 0, 1.081139318, and 2.3646862246e-11. For a value of 2, the results are 2, -19.037807418, 19.917764608, 37.670196672, 661, 0.11780755679, 0.12215039947, -0.031757765414, 0, -4.1780023994, and 3.6379788071e-12. For a value of 10, the results are 10, -71.882780615, 71.882780615, 6.2027231467, 661, 0.22417244456, 0.21907232423, -0.19157907836, 0, -22.616997051, and 1.018634066e-10. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the system was not authorized to execute an auction. Instead, it used the official daily close instead of the final 30-minute bar close, and kept the entries and splits. This calculation was done on September 7. The results are shown in a table with columns including one-way break-even point, return, drawdown, win rate, sample, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of the table show the following results: for a value of 0, the return was 1.2041434945, the drawdown was 3.9636431463, the win rate was 47.747747748, the sample was 666, the average win percentage was 0.12844083858, the average loss percentage was 0.1308487567, the mean trade percentage was 0.0019937870042, the quarter Kelly was 0, the annualized percentage was 0.24217870139, and the cash reconcile absolute was 1.2732925825e-11. For a value of 2, the return was -22.464205151, the drawdown was 22.579271431, the win rate was 36.786786787, the sample was 666, the average win percentage was 0.1189723095, the average loss percentage was 0.12934811762, the mean trade percentage was -0.037999011551, the quarter Kelly was 0, the annualized percentage was -5.0117119844, and the cash reconcile absolute was 1.0641088011e-10. For a value of 10, the return was -73.287287154, the drawdown was 73.287287154, the win rate was 6.3063063063, the sample was 666, the average win percentage was 0.21418628812, the average loss percentage was 0.2255408892, the mean trade percentage was -0.19781034649, the quarter Kelly was 0, the annualized percentage was -23.414191081, and the cash reconcile absolute was 9.231371223e-11. https://runway.adityaperswal.workers.dev/data/stock-bars

A calculation was done on September 7. The results are shown in a table with the following columns: year, one-way basis point, return, drawdown, win rate, sample, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The table has the following rows: for 2021, the one-way basis point is 10, the return is -23.127012157, the drawdown is 23.127012157, the win rate is 4.8780487805, the sample is 123, the average win percentage is 0.15249978838, the average loss percentage is 0.2322729296, the mean trade percentage is -0.21350352872, the quarter Kelly is 0, the annualized percentage is -23.207522946, and the cash reconcile absolute is 4.3655745685e-11. For 2022, the one-way basis point is 10, the return is -19.473817685, the drawdown is 19.473817685, the win rate is 13.513513514, the sample is 111, the average win percentage is 0.13492792729, the average loss percentage is 0.24624747668, the mean trade percentage is -0.19473728695, the quarter Kelly is 0, the annualized percentage is -19.61322479, and the cash reconcile absolute is 5.638867151e-11. For 2023, the one-way basis point is 10, the return is -21.161068333, the drawdown is 21.161068333, the win rate is 3.5398230088, the sample is 113, the average win percentage is 0.040749350949, the average loss percentage is 0.21929469502, the mean trade percentage is -0.21008959605, the quarter Kelly is 0, the annualized percentage is -21.46282808, and the cash reconcile absolute is 5.4569682106e-11. For 2024, the one-way basis point is 10, the return is -22.183982874, the drawdown is 22.183982874, the win rate is 3.8461538462, the sample is 130, the average win percentage is 0.052852360231, the average loss percentage is 0.20251020235, the mean trade percentage is -0.19268856533, the quarter Kelly is 0, the annualized percentage is -22.418785011, and the cash reconcile absolute is 4.5474735089e-11. For 2025, the one-way basis point is 10, the return is -24.605138537, the drawdown is 24.605138537, the win rate is 3.0303030303, the sample is 132, the average win percentage is 0.04632918285, the average loss percentage is 0.22176295324, the mean trade percentage is -0.21363894912, the quarter Kelly is 0, the annualized percentage is -25.034958291, and the cash reconcile absolute is 4.2746250983e-11. The worst close discrepancies are as follows: on 2020-03-16 00:00:00, the close discrepancy basis point is -118.36441893830596, the entry is 27.96, the exit is 27.55, and the official close is 27.88. On 2020-03-23 00:00:00, the close discrepancy basis point is -22.497187851518994, the entry is 26.52, the exit is 26.61, and the official close is 26.67. On 2018-02-05 00:00:00, the close discrepancy basis point is 15.302218821728886, the entry is 39.97, the exit is 39.27, and the official close is 39.21. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the auction execution was not authorized. The system used the official daily close instead of the final 30-minute bar close, and kept the entries and splits. This calculation was done on September 7. The results are shown in a table with the following columns: one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of the table are: [0, 5.5512706498, 0.84854306756, 64.556962025, 79, 0.17400443483, 0.13267322349, 0.06866737172, 0.09383174055, 8.338080731, 7.2759576142e-12], [2, 2.2679993798, 0.88819571941, 54.430379747, 79, 0.16218681062, 0.13085689001, 0.028647909064, 0.044158814386, 3.3802938032, 1.0913936421e-11], [10, -9.8750717558, 9.9641116523, 16.455696203, 79, 0.22620985574, 0.20168266976, -0.13126997569, 0, -14.283535019, 3.4560798667e-11]. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the auction execution was not authorized. The system used the official daily close instead of the final 30-minute bar close, and kept the entries and splits. This was calculated on September 7. The diagnostic results are shown in a table with the following columns: one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly criterion, annualized percentage, and cash reconciliation absolute value. The rows of the table show the following values: for a value of 0, the results are 4.5832846713, 0.65593272921, 56.382978723, 94, 0.14674446473, 0.093764074552, 0.047826744909, 0.071283445097, 6.8685617353, and 1.8189894035e-11; for a value of 2, the results are 0.72396306969, 1.0841156661, 46.808510638, 94, 0.13249230655, 0.10189987011, 0.0078156168363, 0.014747303145, 1.0750402347, and 9.0949470177e-12; for a value of 10, the results are -13.340753548, 13.426369487, 10.638297872, 94, 0.18148567276, 0.1917778481, -0.1520689629, 0, -19.123984577, and 6.3664629124e-11. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the auction execution was not authorized. As a result, the official daily close was used instead of the final 30-minute bar close, and entries and splits were kept. This calculation was done on September 7. The columns in the data are: one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly criterion, annualized percentage, and cash reconciliation absolute value. The rows of data are: [0, 5.3095425351, 0.84854306756, 58.333333333, 96, 0.17108392005, 0.12176928992, 0.054135469641, 0.071692519692, 7.970496882, 1.0913936421e-11], [2, 1.3423143507, 1.374925192, 48.958333333, 96, 0.15965413333, 0.12547040168, 0.014121818583, 0.022113142781, 1.9962104002, 3.6379788071e-12], [10, -13.087312619, 13.173178947, 14.583333333, 96, 0.21233650799, 0.20691346391, -0.14577284301, 0, -18.773120204, 6.0026650317e-11]. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the auction execution was not authorized. This uses the official daily close instead of the final 30-minute bar close, and keeps entries and splits. The calculation was done on September 7. The results are shown in a table with columns including one-way break-even point, return, drawdown, win rate, sample, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of the table are: row 0 with values 0, -6.9321490714, 7.7048030275, 43.570057582, 521, 0.098154015859, 0.12204380063, -0.013688280904, 0, -1.4436172185, 3.092281986e-11, row 2 with values 2, -24.439866736, 24.816467422, 31.669865643, 521, 0.085375606283, 0.11812233131, -0.053674807887, 0, -5.514476752, 8.3673512563e-11, and row 10 with values 10, -67.170459989, 67.170459989, 4.4145873321, 521, 0.11211574213, 0.22849776221, -0.2134610816, 0, -20.184482736, 7.3214323493e-11. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the system was not authorized to execute an auction. Instead, it used the official daily close, rather than the final 30-minute bar close, and kept the entries and splits from the September 7 calculation. The results are shown in a table with columns including one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute value. The rows of the table show the following data: for a value of 0, the results were a -9.6757495485 return, 11.229184771 drawdown, 43.264659271 win rate, 631 sample size, 0.095154443533 average win percentage, 0.12151466038 average loss percentage, -0.016026451739 mean trade percentage, 0 quarter Kelly, -2.0387365548 annualized percentage, and 2.546585165e-11 cash reconcile absolute value; for a value of 2, the results were a -29.824027679 return, 30.12099325 drawdown, 32.963549921 win rate, 631 sample size, 0.076722802506 average win percentage, 0.12128118785 average loss percentage, -0.056012043641 mean trade percentage, 0 quarter Kelly, -6.9177103726 annualized percentage, and 2.9103830457e-11 cash reconcile absolute value; for a value of 10, the results were a -74.430355825 return, 74.430355825 drawdown, 4.2789223455 win rate, 631 sample size, 0.097352466948 average win percentage, 0.22979287594 average loss percentage, -0.21579458076 mean trade percentage, 0 quarter Kelly, -24.121669391 annualized percentage, and 7.8671291703e-11 cash reconcile absolute value. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the system was not authorized to execute an auction. Instead, it used the official daily close instead of the final 30-minute bar close, which is a type of trading data, and kept the entries and splits. This calculation was done on September 7. The results are shown in a table with columns including one-way break-even point, or the point at which a trade becomes profitable, return, drawdown, win rate, sample, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, which is a measure of trading performance, annualized percentage, and cash reconcile absolute. The rows of the table show the following results: for a value of 0, the one-way break-even point is 0, the return is -9.0769607112, the drawdown is 10.170905457, the win rate is 43.349753695, the sample is 609, the average win percentage is 0.099042226094, the average loss percentage is 0.12446792335, the mean trade percentage is -0.015518355319, the quarter Kelly is 0, the annualized percentage is -1.9076344197, and the cash reconcile absolute is 1.2732925825e-11. For a value of 2, the results are one-way break-even point of 2, return of -28.734422575, drawdown of 29.193078047, win rate of 32.019704433, sample of 609, average win percentage of 0.085014887251, average loss percentage of 0.12169065367, mean trade percentage of -0.055504150418, quarter Kelly of 0, annualized percentage of -6.626969338, and cash reconcile absolute of 6.4574123826e-11. For a value of 10, the results are one-way break-even point of 10, return of -73.103038493, drawdown of 73.103038493, win rate of 4.7619047619, sample of 609, average win percentage of 0.10113139796, average loss percentage of 0.2311084444, mean trade percentage of -0.21528749952, quarter Kelly of 0, annualized percentage of -23.340420061, and cash reconcile absolute of 8.1399775809e-11. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the system was not authorized to execute an auction. Instead, it used the official daily close, rather than the final 30-minute bar close, and kept the entries and splits. This calculation was done on September 7. The results are shown in a table with columns including one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconciliation absolute value. The rows of the table show the following values: for a value of 0, the results are 0, 2.7355273399, 5.700003291, 44.122965642, 553, 0.16034824822, 0.14464115335, 0.0050995353978, 0, 0.54687297531, and 4.3655745685e-11; for a value of 2, the results are 2, -17.651685444, 19.197133418, 37.974683544, 553, 0.14135891108, 0.14280476008, -0.034894505208, 0, -3.8487172098, and 2.9103830457e-11; for a value of 10, the results are 10, -66.006888602, 66.006888602, 11.934900542, 553, 0.15387454609, 0.24195234972, -0.19471080338, 0, -19.591653461, and 1.1368683772e-10. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the system was not authorized to execute an auction. Instead, it used the official daily close, rather than the final 30-minute bar close, and kept entries and splits. This calculation was done on September 7. The results are shown in a table with columns including one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of the table show the following data: for a value of 0, the results were 7.1792266855 for return, 6.027416852 for drawdown, 46.569343066 for win rate, 685 for sample size, 0.15154105431 for average win percentage, 0.13895954569 for average loss percentage, 0.010322060223 for mean trade percentage, 0 for quarter Kelly, 1.410962487 for annualized percentage, and 3.6379788071e-11 for cash reconcile absolute. For a value of 2, the results were -18.508196224 for return, 21.398668064 for drawdown, 39.124087591 for win rate, 685 for sample size, 0.13457167813 for average win percentage, 0.13523248678 for average loss percentage, -0.029674068975 for mean trade percentage, 0 for quarter Kelly, -4.0516615625 for annualized percentage, and 9.0949470177e-12 for cash reconcile absolute. For a value of 10, the results were -72.765015689 for return, 72.765015689 for drawdown, 10.948905109 for win rate, 685 for sample size, 0.16321520337 for average win percentage, 0.23286517832 for average loss percentage, -0.18949871317 for mean trade percentage, 0 for quarter Kelly, -23.113929823 for annualized percentage, and 9.4132701633e-11 for cash reconcile absolute. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the system was not authorized to execute an auction. Instead, it used the official daily close instead of the final 30-minute bar close, and kept the entries and splits. This calculation was done on September 7. The results are shown in a table with columns including one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconciliation absolute value. The rows of the table show the following values: for a value of 0, the results are 0, 4.6961805442, 5.04161817, 45.030120482, 664, 0.15759813158, 0.14322156077, 0.0071208725222, 0, 0.93173146166, 6.3664629124e-11; for a value of 2, the results are 2, -19.724647082, 20.776930148, 38.855421687, 664, 0.1377756643, 0.14131635901, -0.032873976457, 0, -4.3428365943, 8.185452316e-12; and for a value of 10, the results are 10, -72.254809037, 72.254809037, 11.445783133, 664, 0.15482087223, 0.23761032915, -0.19269350489, 0, -22.825008945, 1.0322764865e-10. https://runway.adityaperswal.workers.dev/data/stock-bars

A calculation from September 7 shows the annual main results and worst close discrepancies for the SPY QIM90708 fund. The results are presented in a table with the following columns: year, one-way basis point, return, drawdown, win rate, sample, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of the table are: 2021 with 10 one-way basis point, -31.940489655 return, 31.940489655 drawdown, 10.738255034 win rate, 149 sample, 0.073344150353 average win percentage, 0.29751632982 average loss percentage, -0.25769238564 mean trade percentage, 0 quarter Kelly, -32.044746228 annualized percentage, and 5.7298166212e-11 cash reconcile absolute, 2022 with 10 one-way basis point, -24.169157645 return, 24.169157645 drawdown, 23.140495868 win rate, 121 sample, 0.21040717996 average win percentage, 0.35972926486 average loss percentage, -0.2277968644 mean trade percentage, 0 quarter Kelly, -24.336810014 annualized percentage, and 4.638422979e-11 cash reconcile absolute, 2023 with 10 one-way basis point, -22.780084846 return, 22.823719014 drawdown, 15.492957746 win rate, 142 sample, 0.12172653892 average win percentage, 0.23731389155 average loss percentage, -0.18168790936 mean trade percentage, 0 quarter Kelly, -23.101387696 annualized percentage, and 7.5488060247e-11 cash reconcile absolute, 2024 with 10 one-way basis point, -26.717054116 return, 26.717054116 drawdown, 8.5526315789 win rate, 152 sample, 0.13170601642 average win percentage, 0.23548857411 average loss percentage, -0.2040837736 mean trade percentage, 0 quarter Kelly, -26.990991883 annualized percentage, and 5.8207660913e-11 cash reconcile absolute, 2025 with 10 one-way basis point, -23.909575744 return, 23.909575744 drawdown, 12.857142857 win rate, 140 sample, 0.15778171738 average win percentage, 0.24677494936 average loss percentage, -0.19476052078 mean trade percentage, 0 quarter Kelly, -24.329295206 annualized percentage, and 6.2755134422e-11 cash reconcile absolute. The worst close discrepancies are: on 2020-03-12 00:00:00 with -279.4016506189823 basis point discrepancy, entry at 228.78, exit at 226.14, and official close at 232.64, on 2020-03-18 00:00:00 with 225.7704124383197 basis point discrepancy, entry at 211.31, exit at 219.67, and official close at 214.82, and on 2025-04-09 00:00:00 with -95.56730378202704 basis point discrepancy, entry at 532.93, exit at 535.81, and official close at 540.98. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the auction execution was not authorized. The system uses the official daily close instead of the final 30-minute bar close, and it keeps the entries and splits from the September 7 calculation. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows of data are: [0, 1.8495538789, 0.72161981203, 50.649350649, 77, 0.12728886792, 0.082175103559, 0.023917037837, 0.046973938548, 2.7538827066, 9.0949470177e-12], [2, -1.23959529, 1.4711305434, 35.064935065, 77, 0.13621142964, 0.098324345533, -0.016084528265, 0, -1.832012453, 9.0949470177e-12], and [10, -12.687228228, 12.687228228, 9.0909090909, 77, 0.15343956552, 0.20886794473, -0.17593089834, 0, -18.218237323, 4.0017766878e-11]. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the auction execution was not authorized. Instead, the official daily close was used, rather than the final 30-minute bar close, and entries and splits were kept. This calculation was done on September 7. The results are shown in a table with columns including one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of the table show the following results: for a value of 0, the return was -0.086815645063, the drawdown was 1.3747975486, the win rate was 45.348837209, the sample size was 86, the average win percentage was 0.096106625643, the average loss percentage was 0.08324067356, the mean trade percentage was -0.00094084399631, the quarter Kelly was 0, the annualized percentage was -0.12866447749, and the cash reconcile absolute was 1.8189894035e-12. For a value of 2, the return was -3.4653846459, the drawdown was 3.4653846459, the win rate was 30.23255814, the sample size was 86, the average win percentage was 0.095946959407, the average loss percentage was 0.10024688788, the mean trade percentage was -0.040932468934, the quarter Kelly was 0, the annualized percentage was -5.0937301473, and the cash reconcile absolute was 7.2759576142e-12. For a value of 10, the return was -15.875180854, the drawdown was 15.875180854, the win rate was 3.488372093, the sample size was 86, the average win percentage was 0.13538210219, the average loss percentage was 0.21288807371, the mean trade percentage was -0.20073911409, the quarter Kelly was 0, the annualized percentage was -22.605324546, and the cash reconcile absolute was 3.6379788071e-11. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit was performed, but auction execution was not authorized. The official daily close was used instead of the final 30-minute bar close, and entries and splits were kept. The calculation was done on September 7. The results are shown in a table with columns including one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of the table show the following results: for a value of 0, the return was 1.3957801616, the drawdown was 0.95690598699, the win rate was 48.387096774, the sample size was 93, the average win percentage was 0.1248425628, the average loss percentage was 0.087944457061, the mean trade percentage was 0.015017004161, the quarter Kelly was 0.030071883787, the annualized percentage was 2.0759871331, and the cash reconcile absolute was 1.4551915228e-11. For a value of 2, the return was -2.3068470299, the drawdown was 2.3068470299, the win rate was 33.333333333, the sample size was 93, the average win percentage was 0.13330067676, the average loss percentage was 0.10412184234, the mean trade percentage was -0.02498100264, the quarter Kelly was 0, the annualized percentage was -3.4004601038, and the cash reconcile absolute was 1.8189894035e-12. For a value of 10, the return was -15.813762394, the drawdown was 15.813762394, the win rate was 7.5268817204, the sample size was 93, the average win percentage was 0.15343956552, the average loss percentage was 0.21234534749, the mean trade percentage was -0.18481314974, the quarter Kelly was 0, the annualized percentage was -22.521549643, and the cash reconcile absolute was 4.9112713896e-11. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Post-result endpoint audit, not authorized auction execution. It uses the official daily close instead of the final 30-minute bar close, which is a price at the end of a 30-minute trading period; it keeps entries and splits. This calculation was done on September 7. The columns in the data are: one-way break-even point, return, drawdown, win rate, sample, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of data are: [0, -9.4911329344, 12.676319384, 46.0456942, 569, 0.17202530592, 0.18162998586, -0.017190906117, 0, -1.9982418467, 5.4569682106e-12], [2, -27.914866966, 27.948764043, 35.32513181, 569, 0.17725500498, 0.18522124564, -0.05717603233, 0, -6.4106134999, 8.731149137e-11], [10, -70.995594574, 70.995594574, 13.708260105, 569, 0.18356181019, 0.28058286836, -0.21695670856, 0, -22.160950179, 9.0494722826e-11]. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the system was not authorized to execute an auction. Instead, it used the official daily close instead of the final 30-minute bar close, which is a type of price data, and kept the entries and splits. This calculation was done on September 7. The system analyzed several columns of data, including one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows of data showed the following results: for a value of 0, the return was -3.678375616, the drawdown was 6.0771111273, the win rate was 48.81305638, the sample size was 674, the average win percentage was 0.15872271377, the average loss percentage was 0.16451005586, the mean trade percentage was -0.0052657805686, the quarter Kelly was 0, the annualized percentage was -0.7557075492, and the cash reconcile absolute was 3.092281986e-11. For a value of 2, the return was -26.440629286, the drawdown was 26.475219603, the win rate was 38.575667656, the sample size was 674, the average win percentage was 0.15517546371, the average loss percentage was 0.1711303046, the mean trade percentage was -0.045255675877, the quarter Kelly was 0, the annualized percentage was -6.0263172445, and the cash reconcile absolute was 5.1841198001e-11. For a value of 10, the return was -74.979568939, the drawdown was 74.979568939, the win rate was 14.391691395, the sample size was 674, the average win percentage was 0.14562350146, the average loss percentage was 0.26400836325, the mean trade percentage was -0.20505540943, the quarter Kelly was 0, the annualized percentage was -24.454419025, and the cash reconcile absolute was 9.6406438388e-11. https://runway.adityaperswal.workers.dev/data/stock-bars

A post-result endpoint audit found that the system was not authorized to execute an auction. Instead, it used the official daily close, rather than the final 30-minute bar close, and kept the entries and splits from the September 7 calculation. The columns analyzed were one-way break-even point, return, drawdown, win rate, sample, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The results were as follows: the system had a return of -6.4084791425, a drawdown of 12.231428112, and a win rate of 48.153409091 for a sample of 704, with an average win percentage of 0.16359515097 and an average loss percentage of 0.17234256412, resulting in a mean trade percentage of -0.0091082732068, a quarter Kelly of 0, and an annualized percentage of -1.3316214647, with a cash reconcile absolute of 9.0949470177e-12. For a different set of parameters, the return was -29.378135691, the drawdown was 29.411344686, and the win rate was 37.642045455, with an average win percentage of 0.16288961129 and an average loss percentage of 0.17706099271, resulting in a mean trade percentage of -0.049096631826, a quarter Kelly of 0, and an annualized percentage of -6.7983000699, with a cash reconcile absolute of 7.185008144e-11. For another set of parameters, the return was -77.104516297, the drawdown was 77.104516297, and the win rate was 14.204545455, with an average win percentage of 0.15728417769 and an average loss percentage of 0.26951512583, resulting in a mean trade percentage of -0.20889022476, a quarter Kelly of 0, and an annualized percentage of -25.799438265, with a cash reconcile absolute of 7.9580786405e-11. https://runway.adityaperswal.workers.dev/data/stock-bars