Notes

A news scan found the headline 'EFA QIM90708 fixed cost grid recent pdt'. This is a data line. Sep 7 calculation. The training period is from 2016 to 2020, the holdout period is from 2021 to 2025, and the recent period is from 2026 to Sep 4. The strategy is long-only, meaning it only buys, from 15:30 open to bar close. The return is full-capital compounded, not account return. DD, or drawdown, omits intrabar excursions, which are price movements within a single bar. The costs are frozen, and there is no selection, meaning no assets are chosen or rejected. The columns in the grid 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 are: [0, 3.4142585908, 0.73214378844, 55.263157895, 76, 0.13084986284, 0.066560884268, 0.044286130826, 0.081265902166, 5.1025692316, 5.4569682106e-12], [1, 1.8542479748, 0.91066521229, 50, 76, 0.12305410739, 0.074495558723, 0.024279274336, 0.049326419999, 2.7609028748, 1.2732925825e-11], [2, 0.31777020989, 1.0888655875, 43.421052632, 76, 0.12044075118, 0.084872952711, 0.0042764187165, 0.0088766025505, 0.47140841229, 1.8189894035e-12], [5, -4.1539893005, 4.1786253798, 25, 76, 0.12416917276, 0.11566726014, -0.055708151913, 0, -6.0955386032, 1.6370904632e-11], [10, -11.168364934, 11.168364934, 7.8947368421, 76, 0.21032391586, 0.18696762443, -0.15560250283, 0, -16.100550058, 3.8198777474e-11], [20, -23.694673285, 23.694673285, 5.2631578947, 76, 0.075447550432, 0.37901071438, -0.35509185834, 0, -33.026214687, 1.3642420527e-11]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The calculation used data from 2016 to 2020 for training, 2021 to 2025 for holdout, and 2026 to September 4 for recent data. The calculation was for a long-only strategy, meaning the fund only bought assets, from 15:30 open to bar close. The results are based on full-capital compounded returns, not account return, which means the returns are calculated based on the entire capital, not just the amount invested. DD refers to drawdown, which omits intrabar excursions, meaning it does not include price fluctuations within a single trading period. The costs are frozen, and there is no selection, meaning the costs are fixed and not subject to change. 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 in the data are: [0, 2.9930234281, 1.4393052517, 52.941176471, 170, 0.11990095266, 0.1015546534, 0.017478690748, 0.032707308529, 4.4685798359, 0], [1, -0.44987838074, 2.7053429709, 48.235294118, 170, 0.11015335475, 0.10751649891, -0.0025228047905, 0, -0.66615441448, 2.546585165e-11], [2, -3.7776891787, 4.5227671716, 40, 170, 0.1111522719, 0.11163534881, -0.02252030053, 0, -5.5485114106, 2.546585165e-11], [5, -13.108410087, 13.172227798, 24.117647059, 170, 0.10662542233, 0.14259486796, -0.08248879795, 0, -18.802346455, 1.4551915228e-11], [10, -26.692624549, 26.692624549, 7.6470588235, 170, 0.14667674949, 0.20960116316, -0.1823563816, 0, -36.889553358, 5.2750692703e-11], [20, -47.821996063, 47.821996063, 2.9411764706, 170, 0.071458559065, 0.39552715679, -0.3817922828, 0, -61.874398236, 1.0913936421e-11]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The calculation used data from 2016 to 2020 for training, 2021 to 2025 as a holdout period, and recent data from 2026 to September 4. The strategy was long-only, meaning it only bought assets, and it did so from 15:30 open to bar close. The return was compounded, meaning it was calculated based on the full capital, not just the account return. The drawdown, or peak-to-trough decline, omits intrabar excursions, which are short-term price movements within a single bar or period. The costs were frozen, meaning they were not changed, and there was no selection, meaning all assets were included. 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 as follows: [0, 1.9780667632, 1.0887986508, 52.873563218, 87, 0.11735490499, 0.087914913382, 0.022639586297, 0.043923502402, 2.9461341078, 1.8189894035e-12], [1, 0.21899669084, 1.3960889521, 48.275862069, 87, 0.10713532907, 0.094894660346, 0.0026370586824, 0.0061535692877, 0.32480178357, 1.6370904632e-11], [2, -1.5097303211, 1.9642300239, 40.229885057, 87, 0.10708401686, 0.10112285359, -0.017361468927, 0, -2.2297831886, 7.2759576142e-12], [5, -6.5190421106, 6.5430702812, 20.689655172, 87, 0.11917625108, 0.12859635945, -0.077333060718, 0, -9.5098347946, 1.8189894035e-11], [10, -14.308148112, 14.308148112, 6.8965517241, 87, 0.19036929534, 0.20443358219, -0.17720579753, 0, -20.458694852, 4.7293724492e-11], [20, -27.993410013, 27.993410013, 4.5977011494, 87, 0.075447550432, 0.39843991925, -0.3766519896, 0, -38.542438105, 5.4569682106e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line. This is a calculation from September 7. The data was split into three parts: training from 2016 to 2020, holdout from 2021 to 2025, and recent data from 2026 to September 4. The strategy was long-only, meaning it only bought assets, from 15:30 open to bar close. The returns were compounded, meaning they were added to the initial investment, and were not based on the account return, which is the return of the entire account. The drawdown, or decline in value, does not include intrabar excursions, which are short-term price movements within a single bar or period. The costs were frozen, meaning they did not change, and there was no selection, meaning all assets were included. 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 are: [0, 1.6318092152, 0.81978530993, 48.979591837, 49, 0.13415930401, 0.069357997034, 0.033154884991, 0.05650734878, 2.4284102948, 3.6379788071e-12], [1, 0.64068194004, 0.95854045935, 44.897959184, 49, 0.12458866428, 0.077651412681, 0.013150254527, 0.026387341502, 0.95118261755, 9.0949470177e-12], [2, -0.34077973155, 1.3726126149, 34.693877551, 49, 0.13854641521, 0.084092420582, -0.0068503755113, 0, -0.50474041517, 9.0949470177e-12], [5, -3.2281091869, 3.2281091869, 16.326530612, 49, 0.18939512178, 0.11682308062, -0.066828272067, 0, -4.7477321874, 1.0913936421e-11], [10, -7.855632341, 7.855632341, 8.1632653061, 49, 0.22839479212, 0.20183206847, -0.16671150842, 0, -11.421114367, 2.0008883439e-11], [20, -16.457414851, 16.457414851, 6.1224489796, 49, 0.096347256064, 0.39634340229, -0.36617866811, 0, -23.398026119, 5.4569682106e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'EFA QIM90708 fixed cost grid recent r1'. This is a calculation from September 7. The calculation used data from 2016 to 2020 for training, 2021 to 2025 for holdout, and 2026 to September 4 for recent data. The calculation looked at long-only positions from 15:30 open to bar close. The results are based on full-capital compounding, not account return. The drawdown, or decrease in value, omits intrabar excursions, which are short-term price movements within a trading period. The costs are frozen, meaning they do not change, and there is no selection, meaning all data is used. 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 results for different values, with the numbers representing the following: 0, 3.1163022616, 0.74176463126, 53.846153846, 91, 0.11906089179, 0.068905683108, 0.033821498609, 0.067837321528, 4.6539941876, 5.4569682106e-12 for the first row, and similar numbers for the other rows. The specific numbers are: [0, 3.1163022616, 0.74176463126, 53.846153846, 91, 0.11906089179, 0.068905683108, 0.033821498609, 0.067837321528, 4.6539941876, 5.4569682106e-12], [1, 1.2565605433, 0.94008271797, 47.252747253, 91, 0.11361802268, 0.075588585526, 0.013816734835, 0.030401723489, 1.8682988988, 2.1827872843e-11], [2, -0.56964003503, 1.1393010134, 39.56043956, 91, 0.11419942701, 0.084980472083, -0.0061840284852, 0, -0.84324635962, 1.2732925825e-11], [5, -5.8529899312, 5.8771893026, 21.978021978, 91, 0.11941948526, 0.11843889092, -0.066162324729, 0, -8.5524581452, 5.4569682106e-12], [10, -14.04211352, 14.04211352, 6.5934065934, 91, 0.21032391586, 0.19261353088, -0.1660462267, 0, -20.092368808, 5.638867151e-11], [20, -28.345398218, 28.345398218, 4.3956043956, 91, 0.075447550432, 0.3857888428, -0.36551471562, 0, -38.987243527, 6.3664629124e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The data is divided into three periods: training from 2016 to 2020, holdout from 2021 to 2025, and recent data from 2026 to September 4. The strategy is long-only, meaning it only buys assets, and it does so at 15:30 open to bar close. The returns are compounded, meaning they are calculated on the full capital, not just the account return. The drawdown, or decrease in value, omits intrabar excursions, which are short-term price movements within a single bar or period. The costs are frozen, meaning they do not change, and there is no selection, meaning all assets are included. 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 in the data are: [0, 5.2214107487, 3.3230768522, 53.531598513, 538, 0.10288284125, 0.11442293147, 0.0095608753594, 0.0046274050679, 1.0355213967, 3.6379788071e-12], [1, -5.5125705713, 6.6452008303, 47.955390335, 538, 0.093173967047, 0.10591101887, -0.010439036774, 0, -1.1411698032, 1.2732925825e-11], [2, -15.151543287, 15.562866217, 41.449814126, 538, 0.086088560023, 0.1129261958, -0.030434949426, 0, -3.2709667679, 2.7284841053e-11], [5, -38.559649559, 38.559649559, 17.843866171, 538, 0.10206581439, 0.13220094684, -0.090398699481, 0, -9.3889867967, 6.7302607931e-11], [10, -64.1240658, 64.1240658, 5.0185873606, 538, 0.16030181913, 0.20878112728, -0.19025837718, 0, -18.737930101, 9.1404217528e-11], [20, -87.767870122, 87.767870122, 1.8587360595, 538, 0.085609428085, 0.39868015529, -0.38967849017, 0, -34.6415677, 5.6843418861e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The data is based on a train period from 2016 to 2020, a holdout period from 2021 to 2025, and recent data from 2026 to September 4. The strategy is long-only, meaning it only buys, and it does so at 15:30 open to bar close. The returns are compounded, meaning they are calculated on the full capital, not just the account return. The drawdown, or peak-to-trough decline, omits intrabar excursions, which are short-term price movements within a bar. The costs are frozen, meaning they do not change, and there is no selection, meaning all data is included. 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, 8.4892344361, 2.4008363299, 50.843373494, 1245, 0.1170017593, 0.12221477697, 0.0066751515103, 0, 1.662924313, 9.0949470177e-12], [1, -15.423965523, 16.235753967, 46.425702811, 1245, 0.10674863494, 0.1173752916, -0.013324183537, 0, -3.3339091874, 5.8207660913e-11], [2, -34.066217389, 34.375804986, 40.321285141, 1245, 0.10134583744, 0.12430472654, -0.033319519216, 0, -8.0851433914, 1.0641088011e-10], [5, -68.761512124, 68.761512124, 20.642570281, 1245, 0.11142505897, 0.14653011768, -0.093281539049, 0, -20.983027436, 1.1050360627e-10], [10, -91.005163066, 91.005163066, 7.4698795181, 1245, 0.13876601599, 0.21993269705, -0.19313833535, 0, -38.584476113, 5.6843418861e-11], [20, -99.254239454, 99.254239454, 1.7670682731, 1245, 0.13044407383, 0.40196064912, -0.39255269418, 0, -62.898316675, 3.2684965845e-13]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: this is a Sep 7 calculation for EFA QIM90708. The data is divided into training from 2016 to 2020, holdout from 2021 to 2025, and recent data from 2026 to Sep 4. The strategy is long-only from 15:30 open to bar close. The results are based on full-capital compounded returns, not account returns. The drawdown, or DD, does not include intrabar excursions, which means it does not account for price fluctuations within a single bar. The costs are frozen, and there is no selection, meaning that the costs and selection criteria are fixed. 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 in the data are: [0, 7.6701547742, 2.4171539497, 54.391371341, 649, 0.10420856796, 0.11544196044, 0.011499794356, 0.0096656498372, 1.5070965466, 2.546585165e-11], [1, -5.4364182313, 8.6717622901, 49.306625578, 649, 0.093461294252, 0.10767307673, -0.0085005055228, 0, -1.1250478991, 6.0026650317e-11], [2, -16.94754215, 17.350516717, 41.910631741, 649, 0.08807487726, 0.11260157455, -0.028496805842, 0, -3.6889391553, 1.4551915228e-11], [5, -43.735014314, 43.735014314, 19.568567026, 649, 0.09746705576, 0.13369726311, -0.088461718434, 0, -10.988564113, 1.0732037481e-10], [10, -70.597717037, 70.597717037, 5.8551617874, 649, 0.13818082528, 0.20862964636, -0.18832333215, 0, -21.945993352, 1.0322764865e-10], [20, -91.970907033, 91.970907033, 1.2326656394, 649, 0.090535031997, 0.39371651378, -0.38774731136, 0, -39.98028354, 2.3874235922e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. The data is based on a train period from 2016 to 2020, a holdout period from 2021 to 2025, and a recent period from 2026 to September 4. The strategy is long-only, meaning it only buys assets, and it does so at 15:30 open to bar close. The return is compounded, meaning it is calculated on the full capital, not just the account return. The drawdown, or peak-to-trough decline, omits intrabar excursions, which are short-term price movements within a bar, or time period, on a chart. The costs are frozen, meaning they do not change, and there is no selection, or choice, of assets. 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 in the data are as follows: [0, 2.6593358438, 1.4619902538, 52.903225806, 310, 0.1079608746, 0.12033522044, 0.0085925189653, 0.0010206897347, 0.53265594088, 9.0949470177e-12], [1, -3.5122470761, 4.6055501716, 47.096774194, 310, 0.099587577102, 0.1102196226, -0.011407199517, 0, -0.72108502944, 9.0949470177e-12], [2, -9.3128122747, 9.8291132186, 39.35483871, 310, 0.096996191586, 0.11472574535, -0.031402918555, 0, -1.9591906245, 5.4569682106e-12], [5, -24.704823084, 24.704823084, 18.387096774, 310, 0.11924132348, 0.13881518861, -0.091366088003, 0, -5.5816329725, 7.8216544352e-11], [10, -44.774984169, 44.774984169, 6.1290322581, 310, 0.18436913926, 0.21574811434, -0.1912247988, 0, -11.324058051, 9.0039975476e-11], [20, -70.292020662, 70.292020662, 2.2580645161, 310, 0.093760738072, 0.40183382587, -0.39064298088, 0, -21.782408775, 5.9117155615e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: this is a calculation from September 7. The data is split into three parts: training data from 2016 to 2020, holdout data from 2021 to 2025, and recent data from 2026 to September 4. The strategy is long-only, meaning it only buys, and it does so from 15:30 open to bar close. The results are based on full-capital compounded returns, not account returns. The drawdown, or peak-to-trough decline, omits intrabar excursions, which are short-term price movements within a single bar. The costs are frozen, meaning they do not change, and there is no selection, meaning all data is used. 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 are: [0, 6.158726285, 3.759117911, 53.521126761, 639, 0.10453155302, 0.11557770467, 0.0094621612403, 0.0053267412701, 1.2170519017, 2.0008883439e-11], [1, -6.5772032714, 8.0909164922, 48.043818466, 639, 0.094821295887, 0.10796309652, -0.010537731153, 0, -1.3676513041, 5.4569682106e-11], [2, -17.785195354, 18.402398758, 41.314553991, 639, 0.088492129024, 0.11432775424, -0.030533624067, 0, -3.8863509138, 6.0026650317e-11], [5, -43.96730394, 43.96730394, 18.6228482, 639, 0.10186090225, 0.1345177531, -0.090497314935, 0, -11.063069009, 1.1368683772e-10], [10, -70.424826231, 70.424826231, 5.4773082942, 639, 0.15443288557, 0.21033643428, -0.19035689407, 0, -21.853310113, 9.4132701633e-11], [20, -91.760542207, 91.760542207, 1.7214397496, 639, 0.084470614775, 0.39808369187, -0.38977681022, 0, -39.665261577, 3.1832314562e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A calculation was made on September 7. The training period was from 2016 to 2020, the holdout period was from 2021 to 2025, and the recent period was from 2026 to September 4. The strategy was long-only, meaning it only bought assets, from 15:30 open to bar close. The results are based on full-capital compounding, not account return. The drawdown, or peak-to-trough decline, omits intrabar excursions, which are short-term price movements within a bar. The costs are frozen, meaning they do not change, and there is no selection, meaning all assets are included. 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 show the results for different scenarios: [0, 4.5670229462, 4.0795430737, 49.460431655, 556, 0.1294261245, 0.12976507384, 0.0082344093355, 0, 0.90655673378, 3.092281986e-11], [1, -6.4376336586, 7.1078794295, 44.784172662, 556, 0.12095269667, 0.11940942521, -0.011765237532, 0, -1.3357121952, 2.0008883439e-11], [2, -16.284157817, 16.568358194, 38.489208633, 556, 0.11878134685, 0.12595982535, -0.031760884969, 0, -3.5281551364, 1.8189894035e-11], [5, -40.030972408, 40.030972408, 22.482014388, 556, 0.12196497594, 0.15369855422, -0.091723839702, 0, -9.8174776138, 8.9130480774e-11], [10, -65.607856865, 65.607856865, 6.4748201439, 556, 0.22451399655, 0.2203888522, -0.19158219293, 0, -19.401796147, 1.0868461686e-10], [20, -88.688414201, 88.688414201, 2.3381294964, 556, 0.31244704816, 0.40784092652, -0.39099966093, 0, -35.622917433, 4.3200998334e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The calculation is based on a train period from 2016 to 2020, a holdout period from 2021 to 2025, and recent data from 2026 to September 4. The calculation is for a long-only strategy, meaning it only considers buying, from 15:30 open to bar close. The results are based on full-capital compounding, not account return. DD refers to drawdown, which omits intrabar excursions, meaning it does not include price movements within a single bar. The costs are frozen, and there is no selection. 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, 8.7822460086, 4.4190066686, 49.719326383, 1247, 0.13067667284, 0.13909298584, 0.0069696748409, 0, 1.7156615126, 2.1827872843e-11], [1, -15.22945457, 15.935413699, 46.271050521, 1247, 0.11898684398, 0.12672159507, -0.013029719105, 0, -3.2837640735, 1.8189894035e-12], [2, -33.941009428, 34.245380829, 40.256615878, 1247, 0.11521888201, 0.13291569868, -0.033025113671, 0, -8.0374629596, 7.2759576142e-11], [5, -68.739725221, 68.808990448, 21.892542101, 1247, 0.12721838585, 0.15470820844, -0.092987310094, 0, -20.942037725, 1.0049916455e-10], [10, -91.016873959, 91.016873959, 6.976744186, 1247, 0.209572015, 0.22302563164, -0.19284440048, 0, -38.552617078, 5.536548997e-11], [20, -99.258183612, 99.258183612, 2.0048115477, 1247, 0.36814550518, 0.40781591066, -0.39225934659, 0, -62.879070338, 3.694822226e-13]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The calculation is based on data from 2016 to 2020 for training, 2021 to 2025 for holdout, and recent data from 2026 to September 4. The strategy is long-only, meaning it only buys assets, and it buys at 15:30 open and sells at bar close. The return is compounded, meaning it is calculated on the full capital, not just the account return. The drawdown, or DD, omits intrabar excursions, which are short-term price movements within a trading period. The costs are frozen, meaning they do not change, and there is no selection, meaning all assets are included. 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 in the data are: [0, 9.4692814859, 2.696665205, 49.470499244, 661, 0.13035120603, 0.11904300382, 0.013878608625, 0.0083113095256, 1.8451560718, 2.1827872843e-11], [1, -4.0867655079, 8.1703157328, 45.083207262, 661, 0.12117374465, 0.11062404483, -0.0061221669695, 0, -0.8396789799, 2.3646862246e-11], [2, -15.964109568, 16.980033848, 38.880484115, 661, 0.11887611121, 0.11835589565, -0.026118942908, 0, -3.4537366061, 4.1836756282e-11], [5, -43.477207621, 43.490906548, 21.785173979, 661, 0.12813240434, 0.14575132977, -0.086085281791, 0, -10.889658703, 1.1368683772e-10], [10, -70.815321421, 70.815321421, 6.656580938, 661, 0.21922372156, 0.2148432929, -0.18594927076, 0, -22.03210148, 9.7770680441e-11], [20, -92.219325009, 92.219325009, 2.2692889561, 661, 0.32016586019, 0.40176059057, -0.38537799335, 0, -40.311423517, 1.0231815395e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The data is based on a train period from 2016 to 2020, a holdout period from 2021 to 2025, and recent data from 2026 to September 4. The strategy is long-only, meaning it only buys assets, and it does so at 15:30 open to bar close. The returns are compounded, meaning they are calculated on the full capital, not just the account return. The drawdown, or peak-to-trough decline, omits intrabar excursions, which are short-term price movements within a single bar or period. The costs are frozen, meaning they do not change, and there is no selection, meaning all assets are included. 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, 4.4222425682, 1.5775045211, 49.367088608, 316, 0.1331192867, 0.11691588748, 0.013918938222, 0.012243151742, 0.87830738328, 2.9103830457e-11], [1, -1.9730241936, 4.2338790846, 44.620253165, 316, 0.12524634133, 0.11189484163, -0.0060818454377, 0, -0.40189475793, 2.1827872843e-11], [2, -7.9766173721, 8.886227009, 36.075949367, 316, 0.1318705804, 0.11521828252, -0.02607862944, 0, -1.6658504242, 0], [5, -23.869977749, 23.888428707, 23.101265823, 316, 0.13142341638, 0.15137500834, -0.086044992503, 0, -5.3622873519, 7.2759576142e-11], [10, -44.496690394, 44.496690394, 6.9620253165, 316, 0.24241138629, 0.21796020873, -0.18590902174, 0, -11.216823358, 9.6406438388e-11], [20, -70.498465385, 70.498465385, 2.5316455696, 316, 0.35367532455, 0.40453297148, -0.38533782475, 0, -21.861774292, 5.9117155615e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the calculation results for Sep 7. The training data is from 2016 to 2020, the holdout data is from 2021 to 2025, and the recent data is from 2026 to Sep 4. The strategy is long-only, meaning it only buys assets, from 15:30 open to bar close. The results are based on full-capital compounding, not account return. The drawdown, or peak-to-trough decline, omits intrabar excursions, which are short-term price movements within a trading period. The costs are frozen, and there is no selection, meaning no assets are chosen or rejected. The columns in the results table 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 in the table are: [0, 4.4308216232, 3.1985378146, 48.198198198, 666, 0.13054890649, 0.12821393371, 0.006708303812, 0, 0.87998218761, 2.546585165e-11], [1, -8.5927444182, 9.2594617416, 43.993993994, 666, 0.12119655415, 0.11893410613, -0.013291037865, 0, -1.7992559191, 4.0017766878e-11], [2, -19.992141807, 20.00591903, 37.837837838, 666, 0.11903343027, 0.12600278653, -0.033286380173, 0, -4.4073370393, 9.0949470177e-11], [5, -46.34767287, 46.34767287, 21.921921922, 666, 0.12334976989, 0.15406252701, -0.093248419883, 0, -11.823287317, 1.027729013e-10], [10, -72.435609314, 72.435609314, 6.6066066066, 666, 0.21297230574, 0.22183099273, -0.19310524929, 0, -22.926904227, 8.6856744019e-11], [20, -92.724416834, 92.724416834, 2.2522522523, 666, 0.29351309045, 0.40832688078, -0.39251967422, 0, -41.11555966, 7.9580786405e-13]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The data is based on a training period from 2016 to 2020, a holdout period from 2021 to 2025, and a recent period from 2026 to September 4. The strategy is long-only, meaning it only buys assets, and it does so at 15:30 open to bar close. The return is full-capital compounded, not account return, which means it is calculated based on the total capital invested. The drawdown, or DD, omits intrabar excursions, which are short-term price movements within a single bar or period. The costs are frozen, meaning they do not change, and there is no selection, meaning all assets are included. 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 are: [0, 5.6426770265, 0.84854306756, 63.291139241, 79, 0.18009230566, 0.12475700011, 0.069764801015, 0.094653680832, 8.4771837217, 7.2759576142e-12], [1, 3.9866398726, 0.87277355641, 59.493670886, 79, 0.17068441874, 0.12786539332, 0.0497528493, 0.072872570424, 5.9660421909, 1.0913936421e-11], [2, 2.3565624754, 0.99165488577, 54.430379747, 79, 0.16530281443, 0.13217149894, 0.029744899475, 0.04498547042, 3.5130311375, 3.2741809264e-11], [5, -2.3819488629, 2.7958319037, 35.443037975, 79, 0.17802299946, 0.14460362451, -0.03025494766, 0, -3.5105208745, 3.2741809264e-11], [10, -9.797024442, 9.9123678311, 17.721518987, 79, 0.21955533366, 0.20550121626, -0.13017473906, 0, -14.173477535, 3.2741809264e-11], [20, -22.980216086, 22.980216086, 7.5949367089, 79, 0.18078184053, 0.37167353546, -0.32971489931, 0, -32.094558108, 9.0949470177e-13]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The calculation used data from 2016 to 2020 for training, 2021 to 2025 for holdout, and 2026 to September 4 for recent data. The strategy was long-only, meaning it only bought assets, from 15:30 open to bar close. The return was compounded, meaning it was calculated on the full capital, not just the account return. DD refers to drawdown, which omits intrabar excursions, meaning it does not include price movements within a single bar. The costs were frozen, and there was no selection, meaning no assets were chosen or rejected. 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, 5.3256809095, 2.0864397969, 56.470588235, 170, 0.16308979106, 0.15105167223, 0.030788556222, 0.040385513724, 7.9950250341, 2.1827872843e-11], [1, 1.8048018708, 2.5115631084, 51.764705882, 170, 0.15652734863, 0.14562266894, 0.010784398976, 0.0172244644, 2.6869625068, 3.4560798667e-11], [2, -1.5983794959, 4.0651536001, 47.058823529, 170, 0.15093743376, 0.15157415056, -0.0092157579379, 0, -2.3602035105, 1.4551915228e-11], [5, -11.140429047, 11.356611533, 31.176470588, 170, 0.1527369873, 0.16972427687, -0.06919223569, 0, -16.061435495, 6.1845639721e-11], [10, -25.032308228, 25.128170117, 14.117647059, 170, 0.19310337309, 0.22860896937, -0.16907310926, 0, -34.759194815, 8.0035533756e-11], [20, -46.640232414, 46.640232414, 4.7058823529, 170, 0.17929415861, 0.39558886943, -0.36853555047, 0, -60.58742903, 1.0913936421e-11]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The calculation used data from 2016 to 2020 for training, 2021 to 2025 for holdout, and 2026 to September 4 for recent data. The strategy was long-only, meaning it only bought assets, and it bought at 15:30 open and sold at bar close. The return was compounded, meaning it included the effect of reinvesting returns, and it was not an account return, which refers to the return of a specific investment account. The drawdown, or peak-to-trough decline, omitted intrabar excursions, which are price movements within a single trading period. The costs were frozen, meaning they did not change, and there was no selection, meaning all assets were included. The columns in the data were: oneway_bp, which refers to one-way basis points, a measure of the cost of buying or selling an asset; return; drawdown; win_rate, which refers to the percentage of winning trades; sample, which refers to the number of trades; average_win_pct, which refers to the average percentage win; average_loss_pct, which refers to the average percentage loss; mean_trade_pct, which refers to the average percentage trade return; quarter_kelly, which refers to the Kelly criterion, a measure of the optimal fraction of a portfolio to invest in a trade, calculated over a quarter; annualized_pct, which refers to the annualized return; and cash_reconcile_abs, which refers to the absolute difference between the cash balance and the expected cash balance. The rows in the data were: [0, 4.7939508809, 0.56994646481, 59.574468085, 94, 0.14092705628, 0.091296562807, 0.049963143121, 0.083464141439, 7.1878221316, 1.8189894035e-12], [1, 2.8422282796, 0.66932681997, 54.255319149, 94, 0.13332212489, 0.092642887057, 0.029955151342, 0.056170630654, 4.2419258029, 3.6379788071e-11], [2, 0.9268552966, 0.90927407077, 47.872340426, 94, 0.12950621637, 0.099844298668, 0.0099511606605, 0.019209812739, 1.3769929969, 2.0008883439e-11], [5, -4.6078731128, 5.1250855814, 30.85106383, 94, 0.12465113, 0.12797451179, -0.050036813794, 0, -6.7539719208, 4.7293724492e-11], [10, -13.166192431, 13.290858151, 10.638297872, 94, 0.18545403582, 0.18986431762, -0.14993683321, 0, -18.882374619, 3.8198777474e-11], [20, -28.048237854, 28.048237854, 3.1914893617, 94, 0.18853353129, 0.36717281776, -0.34943750875, 0, -38.611792835, 1.8189894035e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The data is based on a training period from 2016 to 2020, a holdout period from 2021 to 2025, and a recent period from 2026 to September 4. The strategy is long-only, meaning it only buys assets, and it does so at 15:30 open to bar close. The returns are compounded, meaning they are calculated on the full capital, not just the account return. The drawdown, or peak-to-trough decline, omits intrabar excursions, which are short-term price movements within a single bar. The costs are frozen, meaning they do not change, and there is no selection, meaning all assets are included. 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 are: [0, 3.0832278351, 0.9684136603, 56.140350877, 57, 0.18851461685, 0.12414282804, 0.053562102912, 0.068143467361, 4.6042389482, 5.4569682106e-12], [1, 1.9147520036, 1.1069608756, 52.631578947, 57, 0.18027049027, 0.12946560732, 0.033553391413, 0.046532007764, 2.851402522, 1.8189894035e-12], [2, 0.759521151, 1.2968811821, 49.122807018, 57, 0.17187256674, 0.1393157601, 0.013548681155, 0.019707451591, 1.1279380857, 9.0949470177e-12], [5, -2.6281944514, 3.1699311013, 35.087719298, 57, 0.16801521336, 0.16236397253, -0.046441451164, 0, -3.8711040811, 3.6379788071e-11], [10, -8.0231707199, 8.1407823523, 15.789473684, 57, 0.23388874132, 0.21763890268, -0.14634506415, 0, -11.659750829, 4.0017766878e-11], [20, -17.932947775, 17.932947775, 8.7719298246, 57, 0.15019441206, 0.39354977452, -0.34585291605, 0, -25.395002702, 1.8189894035e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The calculation used data from 2016 to 2020 for training, 2021 to 2025 for holdout, and 2026 to September 4 for recent data. The calculation was for a long-only strategy, meaning the fund only bought assets, from 15:30 open to bar close. The results are based on full-capital compounding, not account return, which means the returns are calculated based on the entire capital, not just the amount invested. DD refers to drawdown, which omits intrabar excursions, meaning it does not include price movements within a single bar or time period. The costs were frozen, and there was no selection, meaning no assets were selected or deselected. 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, 5.3104107802, 0.87417071176, 57.291666667, 96, 0.1751085721, 0.1166610378, 0.054144291971, 0.07209617715, 7.9718164514, 2.3646862246e-11], [1, 3.3077380713, 1.0816004522, 54.166666667, 96, 0.16439247315, 0.11980463763, 0.034135464045, 0.051911537357, 4.9421302545, 2.3646862246e-11], [2, 1.3431498872, 1.4567770856, 48.958333333, 96, 0.16041994075, 0.12618767401, 0.014130637385, 0.022021323095, 1.9974569544, 2.3646862246e-11], [5, -4.3292814801, 4.5796402737, 33.333333333, 96, 0.16175541268, 0.14966747234, -0.045859844003, 0, -6.3500074848, 2.1827872843e-11], [10, -13.08659605, 13.197733033, 14.583333333, 96, 0.21955533366, 0.2081356384, -0.14576403831, 0, -18.772127483, 4.9112713896e-11], [20, -28.26977879, 28.26977879, 6.25, 96, 0.18078184053, 0.3803433772, -0.34527305109, 0, -38.891772395, 9.0949470177e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep 7 calculation. The data is divided into three periods: training from 2016 to 2020, holdout from 2021 to 2025, and recent data from 2026 to September 4. The strategy is long-only, meaning it only buys, from 15:30 open to bar close. The results are based on full-capital compounding, not account return. Drawdown, or the decrease in value, omits intrabar excursions, which are short-term price movements within a trading period. The costs are frozen, meaning they do not change, and there is no selection, or choice, of specific trades. 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, -1.3290419316, 3.1231949635, 47.024952015, 521, 0.10422892663, 0.12190852936, -0.0024640872066, 0, -0.27044815758, 5.4569682106e-12], [1, -11.09301965, 11.662954711, 46.449136276, 521, 0.085259724281, 0.11589729053, -0.022461594588, 0, -2.3518261339, 2.0008883439e-11], [2, -19.890803682, 20.276885866, 37.428023033, 521, 0.084567668715, 0.11843498174, -0.042455102969, 0, -4.389765298, 1.1186784832e-10], [5, -41.396721167, 41.404774881, 17.274472169, 521, 0.091054404773, 0.1428105858, -0.10241164309, 0, -10.251921577, 9.5496943686e-11], [10, -65.193972639, 65.193972639, 5.1823416507, 521, 0.11363969002, 0.21952504889, -0.20225931386, 0, -19.234396168, 7.4123818194e-11], [20, -87.72223425, 87.72223425, 0.95969289827, 521, 0.18292547145, 0.40731999275, -0.40165544894, 0, -34.592285296, 3.1832314562e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The data is based on a train period from 2016 to 2020, a holdout period from 2021 to 2025, and a recent period from 2026 to September 4. The strategy is long-only, meaning it only buys, and it does so from 15:30 open to bar close. The return is compounded, meaning it is calculated on the full capital, not just the account return. The drawdown, or DD, omits intrabar excursions, which are short-term price movements within a bar. The costs are frozen, meaning they do not change, and there is no selection, meaning no assets are chosen or rejected. 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 in the data are: [0, 3.2410431905, 3.1552504604, 47.871485944, 1245, 0.11473148965, 0.12227016471, 0.0026764981575, 0, 0.64770028513, 2.0008883439e-11], [1, -19.515350314, 19.900537969, 47.550200803, 1245, 0.095355541677, 0.11947383926, -0.017322037239, 0, -4.299233948, 1.0641088011e-10], [2, -37.255779031, 37.355922961, 39.036144578, 1245, 0.094958012057, 0.12201413409, -0.037316573427, 0, -9.003021483, 1.6098056221e-10], [5, -70.272681038, 70.276766396, 20.321285141, 1245, 0.096290926896, 0.14664361715, -0.097276195747, 0, -21.772104965, 1.1914380593e-10], [10, -91.440290336, 91.440290336, 6.8273092369, 1245, 0.10840040841, 0.21951693013, -0.19712899939, 0, -39.197782449, 5.6616045185e-11], [20, -99.290315789, 99.290315789, 1.0441767068, 1245, 0.15538538941, 0.4023592242, -0.39653538486, 0, -63.268820678, 2.842170943e-14]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The data is based on a train period from 2016 to 2020, a holdout period from 2021 to 2025, and a recent period from 2026 to September 4. The strategy is long-only, meaning it only buys assets, and it operates from 15:30 open to bar close. The returns are compounded, meaning they are calculated on the full capital, not just the account return. The drawdown, or DD, omits intrabar excursions, which are short-term price movements within a trading period. The costs are frozen, meaning they do not change, and there is no selection, meaning all assets are included. 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 in the data are: [0,-4.5870191163,6.4664055454,46.275752773,631,0.099304296654,0.12052399357,-0.0073365128108,0,-0.94592329769,2.1827872843e-11], [1,-15.899321304,16.476706132,45.800316957,631,0.080114265685,0.11812916575,-0.027333045805,0,-3.4441271637,5.638867151e-11], [2,-25.87042049,26.217206006,36.291600634,631,0.079690989206,0.11968078981,-0.047325579992,0,-5.8793248257,8.6401996668e-11], [5,-49.234620111,49.277261115,15.372424723,631,0.090432644045,0.14319314767,-0.10727919871,0,-12.822571866,1.0550138541e-10], [10,-72.989801092,72.989801092,4.7543581616,631,0.10803115577,0.22285344329,-0.20712200435,0,-23.27520373,7.68523023e-11], [20,-92.353761743,92.353761743,0.79239302694,631,0.15874756157,0.41102324793,-0.40650842377,0,-40.570910286,1.1368683772e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The data is based on a train period from 2016 to 2020, a holdout period from 2021 to 2025, and recent data from 2026 to September 4. The strategy is long-only, meaning it only buys assets, and it does so at 15:30 open to bar close. The returns are compounded, meaning they are calculated on the full capital, not just the account return. The drawdown, or DD, omits intrabar excursions, which are short-term price movements within a single bar or period. The costs are frozen, meaning they do not change, and there is no selection, meaning all assets are included. 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,-4.1773896507,5.4043972202,42.205323194,263,0.11353687288,0.13048842836,-0.016085225739,0,-0.85999326481,2.7284841053e-11], [1,-9.0873938344,10.034218031,41.825095057,263,0.094374193995,0.12987061275,-0.036080009166,0,-1.9099128023,3.4560798667e-11], [2,-13.745806678,14.490336119,34.600760456,263,0.092866981544,0.13486926848,-0.056070794135,0,-2.9487134126,4.9112713896e-11], [5,-26.337145118,26.577576044,14.828897338,263,0.12128522815,0.15733555757,-0.1160191673,0,-5.9995730313,1.2732925825e-11], [10,-43.372279349,43.372279349,5.7034220532,263,0.15425342436,0.2382387209,-0.21585323733,0,-10.872709187,9.0039975476e-11], [20,-66.535060033,66.535060033,1.5209125475,263,0.22805310786,0.4251569657,-0.41522221173,0,-19.874187965,5.9117155615e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The calculation used data from 2016 to 2020 for training, 2021 to 2025 as a holdout, and recent data from 2026 to September 4. The calculation was for a long-only strategy, meaning it only considered buying, from 15:30 open to bar close. The results were compounded, meaning they were calculated based on the full capital, not just the return on the account. The drawdown, or decrease in value, omits intrabar excursions, which are short-term price movements within a trading period. The costs were frozen, meaning they were not changed, and there was no selection, meaning all data was used. The results were presented in a table with the following columns: 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 the table were: [0,-3.2094247751,4.8257732695,46.469622332,609,0.10442701344,0.12451592712,-0.0052460493086,0,-0.65809656922,1.2732925825e-11], [1,-14.308843744,15.016936588,45.977011494,609,0.085317442068,0.1193369939,-0.025243000354,0,-3.0772784172,6.1845639721e-11], [2,-24.135441505,24.626784338,36.288998358,609,0.086632338434,0.12034649967,-0.045235952508,0,-5.4375481701,8.0035533756e-11], [5,-47.356139954,47.413892428,17.24137931,609,0.092252512314,0.14632485315,-0.10519082463,0,-12.179057451,1.2369127944e-10], [10,-71.367297041,71.367297041,5.5829228243,609,0.10445569341,0.22333607929,-0.20503571759,0,-22.363901183,7.4578565545e-11], [20,-91.529844951,91.529844951,0.8210180624,609,0.18292547145,0.409288489,-0.40442630542,0,-39.327082647,3.0695446185e-12]. https://runway.adityaperswal.workers.dev/data/stock-bars