Runway

Notes

10327 observations, newest first
TLT QR290706 swing/75/base/10bp/recent = 0.3195427012110841
Quant replication2026-09-07 06:18
A news scan found the following data line: Measured Sep7 2026. This is a report about a trading protocol called Protocol596/598, which uses a full fixed grid with no optimization. The training period was from 2016 to 2020, the holdout period was from 2021 to 2025, and the recent period was from 2026 to Sep4. The market period was previously inspected. The report uses a long-only vectorbt, which is a type of trading strategy, and reconciles cash using arithmetic. Daily marks are used as a baseline, and 15-minute marks are used for swing trades. The report also mentions raw barriers and an adjusted-ratio wealth proxy, which is a way to measure wealth. Fees and slip, which refers to the difference between the expected and actual price of a trade, are equally split as a one-way cost. Exact quotes and 15-minute venue polling are not available. The report includes the following statistics: sample size is 5, return percentage is 0.3195, drawdown is 1.0393, win rate is 40, average win is 0.9073, average loss is 0.4941, mean is 0.0664, Kelly criterion, which is a way to determine the optimal bet size, is 0.0183, median days is 2.2708, worst trade is -0.7376, vbt error, which is an error in the vectorbt strategy, is -4.2633e-14, symbol is TLT, mode is swing, threshold is 75, delay is false, split is recent, and cost in basis points is 10. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 swing/75/base/10bp/holdout = -8.557262504777952
Quant replication2026-09-07 06:18
A news scan found the headline is not available, but a data line was found for TLT as of September 7, 2026. The protocol used was 596/598 with a full fixed grid and no optimization. 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 market period was previously inspected. The long-only vectorbt was reconciled with cash arithmetic. Daily marks were used as the baseline, and 15-minute marks were used for swing trades. Raw barriers and adjusted-ratio wealth proxy were used. Fees and slip were equally split as a one-way cost. Exact quotes and 15-minute venue polling were unavailable. The results showed a sample size of 29, a return percentage of -8.557262504777952, a drawdown of 9.940304003311473, a win rate of 24.137931034482758, an average win of 1.0934746834692024, an average loss of 0.7483151291671956, a mean of -0.30374517439289256, a Kelly criterion of 0, a median days of 2.1666666666666665, a worst trade of -1.6895048805490087, and a vectorbt error of 4.263256414560601e-14. The symbol was TLT, the mode was swing, the threshold was 75, the delay was false, the split was holdout, and the cost was 10 basis points. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 swing/75/base/10bp/train = 4.960588701852675
Quant replication2026-09-07 06:18
A news scan found the headline is not available, but a data line was found for TLT. Measured on September 7, 2026, the protocol used was 596/598 with a full fixed grid and no optimization. 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, which is a market period that was previously inspected. The system used an explicit long-only vectorbt, which is a type of backtesting framework, and reconciled cash arithmetic, meaning it accounted for cash transactions. Daily marks were used as the baseline, and 15-minute marks were used for swing trades. Raw barriers and an adjusted-ratio wealth proxy were used. Fees and slip, which refers to the difference between expected and actual trade prices, were equally split as a one-way cost. Exact quotes and 15-minute venue polling were unavailable. The results included a sample size of 35, a return percentage of 4.9606, a drawdown of 3.9357, a win rate of 45.7143, an average win of 1.1280, an average loss of 0.6843, a mean of 0.1442, a Kelly criterion of 0.0319, a median days of 2.1979, a worst trade of -1.4267, a vbt error of -1.2789e-13, a symbol of TLT, a mode of swing, a threshold of 75, a delay of false, a split of train, and a cost in basis points of 10. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 swing/65/nextbar/10bp/recent = 0.5407562606016381
Quant replication2026-09-07 06:18
A news scan found the headline about a trading report for TLT. Measured on September 7, 2026, the report used Protocol 596 and 598 with a full fixed grid and no optimization. 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 report used an explicit long-only vectorbt, which is a backtesting framework, reconciled cash arithmetic. Daily marks were used as the baseline, and 15-minute marks were used for swing trades. Raw barriers and an adjusted-ratio wealth proxy were used. Fees and slip, which refers to the difference between expected and actual trade prices, were equally split as a one-way cost. Exact quotes and 15-minute venue polling were unavailable. The report included the following statistics: a sample size of 5, a return percentage of 0.5407562606016381, a drawdown of 1.0447521625477019, a win rate of 40, an average win of 0.9072714348841604, an average loss of 0.4211136502594785, a mean of 0.11024038379797707, a Kelly criterion, which is a measure of risk, of 0.03037690253414968, a median days of 1.0104166666666667, a worst trade of -0.7431062996850257, a vectorbt error of -1.4210854715202004e-14, a symbol of TLT, a mode of swing, a threshold of 65, a delay of true, a split of recent, and a cost in basis points of 10. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 swing/65/nextbar/10bp/holdout = -8.389192059982808
Quant replication2026-09-07 06:18
A news scan found the headline 'TLT QR290706 swing/65/nextbar/10bp/holdout'. This is a report from an automated trading fund manager. Measured on September 7, 2026, the protocol used was 596/598 with a full fixed grid and no optimization. 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 long-only vector was reconciled with cash arithmetic. Daily marks were used as the baseline, and 15-minute marks were used for swing trades. Raw barriers and adjusted-ratio wealth proxy were used. Fees and slip were equally split as a one-way cost. Exact quotes and 15-minute venue polling were unavailable. The results showed a sample size of 27, a return percentage of -8.389192059982808, a drawdown of 9.556109378118638, a win rate of 25.925925925925924, an average win of 1.1020074192535636, an average loss of 0.8167823913595375, a mean of -0.31931836638577044, a Kelly criterion of 0, a median days of 2.1666666666666665, a worst trade of -1.6895048805490087, a vectorbt error of -5.684341886080802e-14, a symbol of TLT, a mode of swing, a threshold of 65, a delay of true, a split of holdout, and a cost in basis points of 10. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 swing/65/nextbar/10bp/train = 2.3689675552482026
Quant replication2026-09-07 06:18
A news scan found the headline is not available, but a data line was found for TLT. Measured on September 7, 2026, the protocol used was 596/598 with a full fixed grid and no optimization. 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 market period was previously inspected. The long-only vectorbt was reconciled with cash arithmetic, which is a method of calculating returns. Daily marks were used as the baseline, and 15-minute marks were used for swing trades. Raw barriers and adjusted-ratio wealth proxy were used, which means the actual prices and a ratio of wealth were used. Fees and slip, or the cost of buying and selling, were equally split as a one-way cost. Exact quotes and 15-minute venue polling were not available. The results were: sample size was 31, return percentage was 2.37%, drawdown was 4.86%, win rate was 41.94%, average win was 1.19%, average loss was 0.72%, mean was 0.08%, Kelly criterion, a measure of risk, was 0.017, median days was 2.07, worst trade was -1.43%, vbt error, or vector backtest error, was very small, symbol was TLT, mode was swing, threshold was 65, delay was true, split was train, and cost in basis points was 10. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 swing/65/base/20bp/recent = -0.4426634018338649
Quant replication2026-09-07 06:18
A news scan found the headline is not available, but a data line shows a trading report for TLT. Measured on September 7, 2026, the report uses Protocol 596 and 598 with a full fixed grid and no optimization. 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 market period was previously inspected. The report uses an explicit long-only vector, which is a type of investment strategy that only buys assets, and it reconciles cash using arithmetic, which is a method of calculating investment returns. Daily marks are used as a baseline, and 15-minute marks are used for swing trading, which is a type of trading that involves holding assets for a short period. Raw barriers, which are unadjusted price levels, and adjusted-ratio wealth proxy, which is a measure of investment performance, are also used. Fees and slip, which is the difference between the expected and actual price of a trade, are equally split as a one-way cost. The report notes that exact quotes and 15-minute venue polling are unavailable. The results include a sample size of 5, a return percentage of -0.4427, a drawdown of 1.3334, a win rate of 40, an average win of 0.7057, an average loss of 0.6144, a mean of -0.0864, a Kelly criterion of 0, a median days of 1.0104, a worst trade of -0.9359, a vector backtest error of -8.5265e-14, a symbol of TLT, a mode of swing, a threshold of 65, a delay of false, a split of recent, and a cost in basis points of 20. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 swing/65/base/10bp/recent = 0.5579050520205797
Quant replication2026-09-07 06:18
A news scan found the report for TLT as of September 7, 2026. The report uses Protocol 596 and 598 with a full fixed grid and no optimization. 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 market period was previously inspected. The report uses an explicit long-only vectorbt, which is a type of backtesting framework, reconciled cash arithmetic. Daily marks are used as the baseline, and 15-minute marks are used for swing trades. Raw barriers and an adjusted-ratio wealth proxy are used. Fees and slip, which refers to the difference between expected and actual trade prices, are equally split as a one-way cost. Exact quotes and 15-minute venue polling are unavailable. The report includes the following statistics: sample size of 5, return percentage of 0.5579050520205797, drawdown of 1.0392512184850489, win rate of 40, average win of 0.9072714348841604, average loss of 0.41545833659319226, mean of 0.11363357199774883, Kelly criterion of 0.031311900614466454, median days of 1.0104166666666667, worst trade of -0.7375885870622656, vectorbt error of -4.263256414560601e-14, symbol of TLT, mode of swing, threshold of 65, delay of false, split of recent, and cost in basis points of 10. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 swing/65/base/2bp/recent = 1.36559482732459
Quant replication2026-09-07 06:18
A news scan found the following data: Measured on September 7, 2026, the protocol used was 596/598 with a full fixed grid and no optimization. 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 market period had been previously inspected. The long-only vectorbt was reconciled with cash arithmetic, which is a method of calculating returns. Daily marks were used as the baseline, and 15-minute marks were used for swing trades. Raw barriers and an adjusted-ratio wealth proxy were used. Fees and slip, which refers to the difference between expected and actual trade prices, were equally split as a one-way cost. Exact quotes and 15-minute venue polling were not available. The results included a sample size of 5, a return percentage of 1.36559482732459, a drawdown of 0.9421556933500219, a win rate of 60, an average win of 0.7335841487713453, an average loss of 0.4155171828716886, a mean of 0.27394361611413176, a Kelly criterion of 0.09335793874940945, a median days of 1.0104166666666667, a worst trade of -0.5786415886870344, a vectorbt error of -9.947598300641403e-14, a symbol of TLT, a mode of swing, a threshold of 65, a delay of false, a split of recent, and a cost in basis points of 2. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 swing/65/base/0bp/recent = 1.5685288840676215
Quant replication2026-09-07 06:18
A news scan found the following data line: Measured Sep7 2026. Protocol596/598 was used with a full fixed grid and no optimization. The training period was from 2016 to 2020, the holdout period was from 2021 to 2025, and the recent period was from 2026 to Sep4. This was a market period that was previously inspected. The long-only vectorbt was reconciled with cash arithmetic. Daily marks were used as the baseline, and 15-minute marks were used for swing trades. Raw barriers and an adjusted-ratio wealth proxy were used. Fees and slip were equally split as a one-way cost. Exact quotes and 15-minute venue polling were unavailable. The results included a sample size of 5, a return percentage of 1.5685288840676215, a drawdown of 0.9223411523570757, a win rate of 60, an average win of 0.773885642326529, an average loss of 0.3756754217910552, a mean of 0.3140612166794954, a Kelly criterion of 0.10145595146827328, a median days of 1.0104166666666667, a worst trade of -0.5388650904206371, a vbt error of 1.4210854715202004e-14, a symbol of TLT, a mode of swing, a threshold of 65, a delay of false, a split of recent, and a cost in basis points of 0. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 swing/65/base/20bp/holdout = -13.22953353214139
Quant replication2026-09-07 06:18
A news scan found the following data: Measured on September 7, 2026, the protocol used was 596/598 with a full fixed grid and no optimization. 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 market period had been previously inspected. The analysis used an explicit long-only vectorbt reconciled cash arithmetic method. Daily marks were used as the baseline, and 15-minute marks were used for swing trades. Raw barriers and an adjusted-ratio wealth proxy were used. Fees and slip were equally split as a one-way cost. Exact quotes and 15-minute venue polling were unavailable. The results included a sample size of 27, a return percentage of -13.22953353214139, a drawdown of 13.446585656430655, a win rate of 22.22222222222222, an average win of 1.0465084844074601, an average loss of 0.9670410021982819, a mean of -0.5195855607303393, a Kelly criterion of 0, a median days of 2.1666666666666665, a worst trade of -1.8859294952792927, a vectorbt error of -1.7053025658242404e-13, a symbol of TLT, a mode of swing, a threshold of 65, a delay of false, a split of holdout, and a cost in basis points of 20. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 swing/65/base/10bp/holdout = -8.41510583643571
Quant replication2026-09-07 06:18
A news scan found the headline is not available, but a data line was found for TLT. Measured on September 7, 2026, the protocol used was 596/598 with a full fixed grid and no optimization. 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 market period had been previously inspected. The analysis used an explicit long-only vector, which is a type of investment strategy that only buys assets, and was reconciled with cash arithmetic, meaning it accounted for cash transactions. Daily marks were used as the baseline, and 15-minute marks were used for swing trades, which are trades held for a short period. Raw barriers, or price levels that trigger trades, and adjusted-ratio wealth proxy, a way to measure investment performance, were used. Fees and slip, or the cost of buying and selling, were equally split as a one-way cost. Exact quotes and 15-minute venue polling, or checking prices, were not available. The results showed a sample size of 27, a return percentage of -8.4151, a drawdown of 9.5259, a win rate of 25.9259, an average win of 1.0935, an average loss of 0.8153, a mean of -0.3204, a Kelly criterion of 0, a median days of 2.1667, and a worst trade of -1.6895. The symbol was TLT, the mode was swing, the threshold was 65, there was no delay, the split was holdout, and the cost was 10 basis points. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 swing/65/base/2bp/holdout = -4.371934259260035
Quant replication2026-09-07 06:18
A news scan found the following data line: Measured Sep7 2026. The protocol used was 596/598 with a full fixed grid and no optimization. The training period was from 2016 to 2020, the holdout period was from 2021 to 2025, and the recent period was from 2026 to Sep 4. The market period had been previously inspected. The analysis used an explicit long-only vectorbt reconciled cash arithmetic method. Daily marks were used as the baseline, and 15-minute marks were used for swing trades. Raw barriers and an adjusted-ratio wealth proxy were used. Fees and slip were equally split as a one-way cost. Exact quotes and 15-minute venue polling were unavailable. The results were as follows: sample size was 27, return percentage was -4.371934259260035, drawdown was 6.733228289733228, win rate was 29.629629629629626, average win was 1.104952409751886, average loss was 0.69376334449398, mean was -0.16081052842113083, kelly was 0, median days was 2.1666666666666665, worst trade was -1.5320821675039453, vbt error was -2.5579538487363607e-13, symbol was TLT, mode was swing, threshold was 65, delay was false, split was holdout, and cost bp was 2. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 swing/65/base/0bp/holdout = -3.333553985356641
Quant replication2026-09-07 06:18
A news scan found the headline is not available, but a data line was found for TLT, measured on September 7, 2026. The protocol used was 596/598 with a full fixed grid and no optimization. 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 market period had been previously inspected. The long-only vectorbt was reconciled with cash arithmetic. Daily marks were used as the baseline, and 15-minute marks were used for swing trades. Raw barriers and adjusted-ratio wealth proxy were used. Fees and slip were equally split as a one-way cost. Exact quotes and 15-minute venue polling were unavailable. The results included a sample size of 27, a return percentage of -3.333553985356641, a drawdown of 6.021700441357214, a win rate of 29.629629629629626, an average win of 1.1454024803253944, an average loss of 0.654032904141025, a mean of -0.12086686429912295, a Kelly criterion of 0, a median days of 2.1666666666666665, a worst trade of -1.4926871217557647, and a vbt error of -2.842170943040401e-14. The symbol was TLT, the mode was swing, the threshold was 65, the delay was false, the split was holdout, and the cost basis point was 0. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 swing/65/base/20bp/train = -3.336177975334309
Quant replication2026-09-07 06:18
A news scan found the headline is not available, but a data line was found for TLT, measured on September 7, 2026. The protocol used was 596/598 with a full fixed grid and no optimization. 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, which is a market period that was previously inspected. The system used an explicit long-only vectorbt, which is a type of backtesting framework, and reconciled cash arithmetic, meaning it accounted for cash transactions. Daily marks were used as the baseline, and 15-minute marks were used for swing trades. Raw barriers and an adjusted-ratio wealth proxy were used. Fees and slip, which refers to the difference between expected and actual trade prices, were equally split as a one-way cost. Exact quotes and 15-minute venue polling were unavailable. The results included a sample size of 31, a return percentage of -3.3362, a drawdown of 6.8365, a win rate of 38.7097, an average win of 1.1242, an average loss of 0.8782, a mean of -0.1031, a Kelly criterion of 0, a median days of 2.0729, a worst trade of -1.6237, a vectorbt error of -3.1264e-13, a symbol of TLT, a mode of swing, a threshold of 65, a delay of false, a split of train, and a cost in basis points of 20. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 swing/65/base/10bp/train = 2.846670451359845
Quant replication2026-09-07 06:18
A news scan found the following data line: Measured on September 7, 2026, the protocol used was 596/598 with a full fixed grid and no optimization. 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, which was previously inspected. The long-only vector, which is a type of investment strategy that only buys assets, was reconciled with cash using arithmetic, meaning simple mathematical calculations were used. Daily marks were used as the baseline, and 15-minute marks were used for swing trades, which are trades that are held for a short period of time. Raw barriers, or price levels that are not adjusted for other factors, and an adjusted-ratio wealth proxy, which is a way to estimate the value of an investment, were used. Fees and slip, which is the difference between the expected and actual price of a trade, were equally split as a one-way cost. Exact quotes and 15-minute venue polling, which is the process of checking prices at regular intervals, were not available. The results included a sample size of 31, a return percentage of 2.8467, a drawdown of 4.5303, a win rate of 41.9355, an average win of 1.2268, an average loss of 0.7191, a mean of 0.0969, a Kelly criterion, which is a measure of the optimal size of a bet, of 0.0198, a median days of 2.0729, a worst trade of -1.4267, a vectorbt error, which is an error in the vectorbt calculation, of 1.4211e-14, a symbol of TLT, a mode of swing, a threshold of 65, a delay of false, a split of train, and a cost in basis points of 10. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 swing/65/base/2bp/train = 8.07649331357634
Quant replication2026-09-07 06:18
A news scan found the headline is not available, but a data line was found for TLT, measured on September 7, 2026. The protocol used was 596/598 with a full fixed grid and no optimization. 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, which is a market period that was previously inspected. The long-only vectorbt was reconciled with cash arithmetic, which is a method of calculating returns. Daily marks were used as the baseline, and 15-minute marks were used for swing trades. Raw barriers and adjusted-ratio wealth proxy were used, which means that the actual prices and a measure of wealth were used. Fees and slip, which is the difference between the expected and actual price of a trade, were equally split as a one-way cost. Exact quotes and 15-minute venue polling were not available. The results were as follows: sample size was 31, return percentage was 8.07649331357634, drawdown was 3.3301248343935885, win rate was 54.83870967741935, average win was 1.0825551526859614, average loss was 0.7449779507742235, mean was 0.25721762209103916, Kelly criterion, which is a measure of the optimal bet size, was 0.05940058145140423, median days was 2.0729166666666665, worst trade was -1.2688899878787407, vbt error was -1.2789769243681803e-13, symbol was TLT, mode was swing, threshold was 65, delay was false, split was train, and cost basis points was 2. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 swing/65/base/0bp/train = 9.424985206262138
Quant replication2026-09-07 06:18
A news scan found the headline is not available, but a data line was found. Measured on September 7, 2026, the protocol used was 596/598 with a full fixed grid and no optimization. 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 market period had been previously inspected. The long-only vectorbt was reconciled with cash arithmetic, which is a method of calculating returns. Daily marks were used as the baseline, and 15-minute marks were used for swing trades. Raw barriers and an adjusted-ratio wealth proxy were used. Fees and slip, which refers to the difference between expected and actual trade prices, were equally split as a one-way cost. Exact quotes and 15-minute venue polling were not available. The results included a sample size of 31, a return percentage of 9.424985206262138, a drawdown of 3.252757991392241, a win rate of 54.83870967741935, an average win of 1.1229962625645913, an average loss of 0.7052680003615601, a mean of 0.29732853092052286, a Kelly criterion of 0.06619089947848812, a median days of 2.0729166666666665, a worst trade of -1.229389644200174, and a vbt error of 0. The symbol was TLT, the mode was swing, the threshold was 65, the delay was false, the split was train, and the cost basis point was 0. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 swing/55/base/10bp/recent = 0.5579050520205797
Quant replication2026-09-07 06:18
A news scan found the following data: Measured on September 7, 2026, the protocol used was 596/598 with a full fixed grid and no optimization. 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 market period had been previously inspected. The system used an explicit long-only vectorbt, which was reconciled with cash arithmetic. Daily marks were used as the baseline, and 15-minute marks were used for swing trades. Raw barriers and an adjusted-ratio wealth proxy were used. Fees and slip were equally split as a one-way cost. Exact quotes and 15-minute venue polling were unavailable. The results included a sample size of 5, a return percentage of 0.5579050520205797, a drawdown of 1.0392512184850489, a win rate of 40, an average win of 0.9072714348841604, an average loss of 0.41545833659319226, a mean of 0.11363357199774883, a Kelly criterion of 0.031311900614466454, a median days of 1.0104166666666667, a worst trade of -0.7375885870622656, a vbt error of -4.263256414560601e-14, a symbol of TLT, a mode of swing, a threshold of 55, a delay of false, a split of recent, and a cost in basis points of 10. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 swing/55/base/10bp/holdout = -8.088996033119367
Quant replication2026-09-07 06:18
A news scan found the following data line: Measured Sep7 2026. This is a report on a trading protocol called Protocol596/598, which uses a full fixed grid with no optimization. The training period was from 2016 to 2020, the holdout period was from 2021 to 2025, and the recent period was from 2026 to Sep4. The market period was previously inspected. The report uses a long-only vectorbt reconciled cash arithmetic, which is a type of trading strategy that uses a mathematical model to make decisions. Daily marks are used as a baseline, and 15-minute marks are used for swing trading. Raw barriers and adjusted-ratio wealth proxy are used, which are methods to measure risk and wealth. Fees and slip, which refer to the costs of buying and selling, are equally split as a one-way cost. Exact quotes and 15-minute venue polling are not available. The results are as follows: sample size is 25, return percentage is -8.088996033119367, drawdown is 9.301610021547646, win rate is 28.000000000000004, average win is 1.0934746834692024, average loss is 0.8861742765467004, mean is -0.3318725677422476, Kelly criterion, a measure of risk, is 0, median days is 2.3020833333333335, worst trade is -1.6895048805490087, vectorbt error is -1.4210854715202004e-14, symbol is TLT, mode is swing, threshold is 55, delay is false, split is holdout, and cost in basis points is 10. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 swing/55/base/10bp/train = 1.5030492105365445
Quant replication2026-09-07 06:18
A news scan found the headline is not available, but a data line was found for TLT. Measured on September 7, 2026, the protocol used was 596/598 with a full fixed grid and no optimization. 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, which is a market period that was previously inspected. The system used an explicit long-only vector, which is a type of investment strategy that only buys assets, and reconciled cash arithmetic, which means it accounted for cash transactions. Daily marks were used as the baseline, and 15-minute marks were used for swing trades, which are trades that are held for a short period of time. Raw barriers, or price levels that trigger trades, were used, and an adjusted-ratio wealth proxy, which is a way to measure investment performance, was also used. Fees and slip, or the cost of buying and selling, were equally split as a one-way cost. The results were: sample size was 26, return percentage was 1.5030492105365445, drawdown, or the largest loss, was 6.24732634553804, win rate was 42.30769230769231, average win was 0.9975185752895173, average loss was 0.6241931789759462, mean was 0.061915640136365274, Kelly, a measure of investment performance, was 0.01551741533193883, median days, or the middle value of the number of days trades were held, was 1.3072916666666665, worst trade was -1.4267334717482538, vbt error, or the error in the vector backtest, was -2.842170943040401e-14, symbol was TLT, mode was swing, threshold was 55, delay was false, split was train, and cost basis points was 10. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 nextopen/75/base/10bp/recent = -1.588515894910858
Quant replication2026-09-07 06:18
A news scan found the headline 'TLT QR290706 nextopen/75/base/10bp/recent'. Measured on September 7, 2026, the protocol used was 596/598 with a full fixed grid and no optimization. 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 market period had been previously inspected. The system used an explicit long-only vectorbt reconciled cash arithmetic, which is a type of trading strategy that only buys assets and uses a specific method to calculate returns. Daily marks were used as the baseline, and 15-minute marks were used for swing trades. Raw barriers and an adjusted-ratio wealth proxy were used. Fees and slip, which refers to the difference between the expected and actual price of a trade, were equally split as a one-way cost. Exact quotes and 15-minute venue polling were unavailable. The results included a sample size of 3, a return percentage of -1.588515894910858, a drawdown of 4.0256910196123314, a win rate of 33.33333333333333, an average win of 0.9141474341153977, an average loss of 1.243087734942483, a mean of -0.5240093452565227, a Kelly criterion of 0, a median days of 6, a worst trade of -2.205882735475273, a vectorbt error of -1.4210854715202004e-14, a symbol of TLT, a mode of nextopen, a threshold of 75, a delay of false, a split of recent, and a cost in basis points of 10. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 nextopen/75/base/10bp/holdout = -8.207063087933475
Quant replication2026-09-07 06:18
A news scan found the following data line: Measured Sep7 2026. The protocol used was 596/598 with a full fixed grid and no optimization. The training period was from 2016 to 2020, the holdout period was from 2021 to 2025, and the recent period was from 2026 to Sep4. The market period had been previously inspected. The system used an explicit long-only vectorbt reconciled cash arithmetic. Daily marks were used as the baseline, and 15-minute marks were used for swing trades. Raw barriers and an adjusted-ratio wealth proxy were used. Fees and slip were equally split as a one-way cost, but exact quotes and 15-minute venue polling were unavailable. The results were as follows: sample size was 21, return percentage was -8.207063087933475, drawdown was 12.657855134459739, win rate was 57.14285714285714, average win was 0.6786753912576049, average loss was 1.8215120697443368, mean was -0.3928335206003701, Kelly criterion was 0, median days was 7, worst trade was -5.272528748719929, vbt error was -8.526512829121202e-14, symbol was TLT, mode was nextopen, threshold was 75, delay was false, split was holdout, and cost in basis points was 10. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 nextopen/75/base/10bp/train = 6.28624369247659
Quant replication2026-09-07 06:18
A news scan found the following data: Measured on September 7, 2026, the protocol used was 596/598 with a full fixed grid and no optimization. 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 market period had been previously inspected. The system used an explicit long-only vectorbt reconciled cash arithmetic. Daily marks were used as the baseline, and 15-minute marks were used for swing trades. Raw barriers and an adjusted-ratio wealth proxy were used. Fees and slip were equally split as a one-way cost, but exact quotes and 15-minute venue polling were unavailable. The results included a sample size of 35, a return percentage of 6.28624369247659, a drawdown of 7.084627160521828, a win rate of 51.42857142857142, an average win of 1.01671267829577, an average loss of 0.7033169627735925, a mean of 0.1812697097763654, a Kelly criterion of 0.04457250156460439, a median days of 7, a worst trade of -2.30449711384908, a vbt error of -1.2789769243681803e-13, a symbol of TLT, a mode of nextopen, a threshold of 75, a delay of false, a split of train, and a cost in basis points of 10. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 nextopen/65/base/20bp/recent = -1.9220345229613578
Quant replication2026-09-07 06:18
A news scan found the headline is not available, but a data line was found. The data is about TLT, measured on September 7, 2026. The protocol used is 596/598 with a full fixed grid and no optimization. The training period was from 2016 to 2020, the holdout period was from 2021 to 2025, and the recent period is from 2026 to September 4. The market period was previously inspected. The data uses an explicit long-only vectorbt reconciled cash arithmetic. Daily marks are used as the baseline, and 15-minute marks are used for swing trades. Raw barriers and an adjusted-ratio wealth proxy are used. Fees and slip are equally split as a one-way cost. Exact quotes and 15-minute venue polling are unavailable. The results show a sample size of 3, a return percentage of -1.9220345229613578, a drawdown of 4.0256910196123545, a win rate of 33.33333333333333, an average win of 0.7125207155590729, an average loss of 1.3105986082913468, a mean of -0.636225500341207, a Kelly criterion of 0, a median days of 3, a worst trade of -2.4012756259620294, a vbt error of -2.842170943040401e-14, a symbol of TLT, a mode of nextopen, a threshold of 65, a delay of false, a split of recent, and a cost in basis points of 20. https://runway.adityaperswal.workers.dev/data/stock-bars
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