EEM QR290706 nextopen/65/base/20bp/train = -2.989122800023114
Quant replication2026-09-07 06:17
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":28,"return_pct":-2.989122800023114,"drawdown":15.313004720896517,"win_rate":53.57142857142857,"average_win":1.0540744883032094,"average_loss":1.4135066278448813,"mean":-0.0915881727655471,"kelly":0,"median_days":9,"worst_trade":-6.151479205523502,"vbt_error":-3.268496584496461e-13,"symbol":"EEM","mode":"nextopen","threshold":65,"delay":false,"split":"train","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 nextopen/65/base/2bp/train = 7.299409417940272
Quant replication2026-09-07 06:17
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":28,"return_pct":7.299409417940272,"drawdown":12.874158954399483,"win_rate":75,"average_win":1.0753209388127345,"average_loss":2.151041106571583,"mean":0.26873042746665526,"kelly":0.062476795942279645,"median_days":9,"worst_trade":-5.813015536368161,"vbt_error":-1.7053025658242404e-13,"symbol":"EEM","mode":"nextopen","threshold":65,"delay":false,"split":"train","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 nextopen/65/base/0bp/train = 8.507917821595035
Quant replication2026-09-07 06:17
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":28,"return_pct":8.507917821595035,"drawdown":12.734646027682938,"win_rate":75,"average_win":1.1157591544269925,"average_loss":2.1118936939231645,"mean":0.30884594233945334,"kelly":0.06920085331902648,"median_days":9,"worst_trade":-5.77533320649356,"vbt_error":-5.684341886080802e-14,"symbol":"EEM","mode":"nextopen","threshold":65,"delay":false,"split":"train","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 nextopen/55/base/10bp/recent = 15.311851003851707
Quant replication2026-09-07 06:17
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":7,"return_pct":15.311851003851707,"drawdown":2.9281579843377648,"win_rate":85.71428571428571,"average_win":2.4350389770156466,"average_loss":0.16104926259625785,"mean":2.0641692284996602,"kelly":0.21192363325426933,"median_days":4,"worst_trade":-0.16104926259625785,"vbt_error":8.526512829121202e-14,"symbol":"EEM","mode":"nextopen","threshold":55,"delay":false,"split":"recent","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 nextopen/55/base/10bp/holdout = 0.9443181892419661
Quant replication2026-09-07 06:17
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":31,"return_pct":0.9443181892419661,"drawdown":18.04759582604073,"win_rate":54.83870967741935,"average_win":1.3019603735351655,"average_loss":1.474498428469966,"mean":0.04807575327478352,"kelly":0.00923141638025532,"median_days":7,"worst_trade":-5.571558168744217,"vbt_error":-8.526512829121202e-14,"symbol":"EEM","mode":"nextopen","threshold":55,"delay":false,"split":"holdout","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM QR290706 nextopen/55/base/10bp/train = -1.5007326788457176
Quant replication2026-09-07 06:17
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":24,"return_pct":-1.5007326788457176,"drawdown":13.997431220090261,"win_rate":66.66666666666666,"average_win":1.0477908892733714,"average_loss":2.2252130115837794,"mean":-0.04321041101234546,"kelly":0,"median_days":9,"worst_trade":-5.963594231989811,"vbt_error":-2.842170943040401e-14,"symbol":"EEM","mode":"nextopen","threshold":55,"delay":false,"split":"train","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 sameclose/65/base/20bp/recent = -1.1024280727920277
Quant replication2026-09-07 06:17
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":5,"return_pct":-1.1024280727920277,"drawdown":7.685370741482956,"win_rate":80,"average_win":0.5753377597099263,"average_loss":3.340826333007163,"mean":-0.2078950588334916,"kelly":0,"median_days":6,"worst_trade":-3.340826333007163,"vbt_error":1.4210854715202004e-14,"symbol":"EFA","mode":"sameclose","threshold":65,"delay":false,"split":"recent","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 sameclose/65/base/2bp/recent = 0.6938468617511351
Quant replication2026-09-07 06:17
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":5,"return_pct":0.6938468617511351,"drawdown":7.685370741482977,"win_rate":80,"average_win":0.9380616210613313,"average_loss":2.992226074847537,"mean":0.1520040818795576,"kelly":0.04051015372198549,"median_days":6,"worst_trade":-2.992226074847537,"vbt_error":-8.526512829121202e-14,"symbol":"EFA","mode":"sameclose","threshold":65,"delay":false,"split":"recent","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 sameclose/65/base/0bp/recent = 0.895436078166556
Quant replication2026-09-07 06:17
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":5,"return_pct":0.895436078166556,"drawdown":7.685370741482966,"win_rate":80,"average_win":0.9784449219660873,"average_loss":2.9534152034913164,"mean":0.1920728968746066,"kelly":0.049076062577098206,"median_days":6,"worst_trade":-2.9534152034913164,"vbt_error":0,"symbol":"EFA","mode":"sameclose","threshold":65,"delay":false,"split":"recent","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 sameclose/65/base/20bp/holdout = -1.0545359690252054
Quant replication2026-09-07 06:17
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":35,"return_pct":-1.0545359690252054,"drawdown":16.216309522991445,"win_rate":65.71428571428571,"average_win":0.8275487487587585,"average_loss":1.6319980718328897,"mean":-0.01572444687266377,"kelly":0,"median_days":7,"worst_trade":-6.425362735957785,"vbt_error":-2.2737367544323206e-13,"symbol":"EFA","mode":"sameclose","threshold":65,"delay":false,"split":"holdout","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 sameclose/65/base/2bp/holdout = 12.23208071508588
Quant replication2026-09-07 06:17
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":35,"return_pct":12.23208071508588,"drawdown":13.25994495871904,"win_rate":77.14285714285715,"average_win":1.0397488641612151,"average_loss":2.0003559881497672,"mean":0.344867755061562,"kelly":0.0829209261362775,"median_days":7,"worst_trade":-6.087886824775035,"vbt_error":-3.268496584496461e-13,"symbol":"EFA","mode":"sameclose","threshold":65,"delay":false,"split":"holdout","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 sameclose/65/base/0bp/holdout = 13.814380101940028
Quant replication2026-09-07 06:17
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":35,"return_pct":13.814380101940028,"drawdown":13.25994495871904,"win_rate":77.14285714285715,"average_win":1.0801728480994173,"average_loss":1.9611482893973644,"mean":0.3850137309572957,"kelly":0.08910928737811132,"median_days":7,"worst_trade":-6.050314465408812,"vbt_error":1.4210854715202004e-14,"symbol":"EFA","mode":"sameclose","threshold":65,"delay":false,"split":"holdout","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 sameclose/65/base/20bp/train = -8.520212164167551
Quant replication2026-09-07 06:17
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":33,"return_pct":-8.520212164167551,"drawdown":18.929954314293973,"win_rate":60.60606060606061,"average_win":0.7514381981959894,"average_loss":1.7982247056583227,"mean":-0.2529744608981335,"kelly":0,"median_days":6,"worst_trade":-6.717753375425062,"vbt_error":-4.121147867408581e-13,"symbol":"EFA","mode":"sameclose","threshold":65,"delay":false,"split":"train","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 sameclose/65/base/2bp/train = 3.019479722443008
Quant replication2026-09-07 06:17
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":33,"return_pct":3.019479722443008,"drawdown":14.739305141429949,"win_rate":69.6969696969697,"average_win":0.9943428271170176,"average_loss":1.9346735676110691,"mean":0.10676210144183976,"kelly":0.02684237732960379,"median_days":6,"worst_trade":-6.3813319679023035,"vbt_error":-3.836930773104541e-13,"symbol":"EFA","mode":"sameclose","threshold":65,"delay":false,"split":"train","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 sameclose/65/base/0bp/train = 4.388351537359059
Quant replication2026-09-07 06:17
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":33,"return_pct":4.388351537359059,"drawdown":14.260505861904926,"win_rate":72.72727272727273,"average_win":0.9923939041763132,"average_loss":2.1080700857125234,"mean":0.14681281602481225,"kelly":0.03698451174653952,"median_days":6,"worst_trade":-6.343877010072452,"vbt_error":7.105427357601002e-14,"symbol":"EFA","mode":"sameclose","threshold":65,"delay":false,"split":"train","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 swing/75/base/10bp/recent = -6.806345093949573
Quant replication2026-09-07 06:17
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":7,"return_pct":-6.806345093949573,"drawdown":8.132742243969716,"win_rate":14.285714285714285,"average_win":0.9783901603325651,"average_loss":1.3269608493227114,"mean":-0.997624990800529,"kelly":0,"median_days":0.7916666666666666,"worst_trade":-2.281350141572258,"vbt_error":-2.842170943040401e-14,"symbol":"EFA","mode":"swing","threshold":75,"delay":false,"split":"recent","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 swing/75/base/10bp/holdout = -16.37756236474469
Quant replication2026-09-07 06:17
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":42,"return_pct":-16.37756236474469,"drawdown":18.479229319925437,"win_rate":28.57142857142857,"average_win":1.1099711802439183,"average_loss":1.0307175718583543,"mean":-0.4190922141148478,"kelly":0,"median_days":1.125,"worst_trade":-2.522052246298523,"vbt_error":-5.684341886080802e-14,"symbol":"EFA","mode":"swing","threshold":75,"delay":false,"split":"holdout","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 swing/75/base/10bp/train = -0.6542707757302257
Quant replication2026-09-07 06:17
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":36,"return_pct":-0.6542707757302257,"drawdown":8.002062146004786,"win_rate":47.22222222222222,"average_win":0.9577510535840008,"average_loss":0.880749067094898,"mean":-0.012568454552084699,"kelly":0,"median_days":1.9895833333333335,"worst_trade":-1.743545409172842,"vbt_error":-1.1368683772161603e-13,"symbol":"EFA","mode":"swing","threshold":75,"delay":false,"split":"train","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 swing/65/nextbar/10bp/recent = -4.668620333064344
Quant replication2026-09-07 06:17
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":6,"return_pct":-4.668620333064344,"drawdown":6.0167401145875266,"win_rate":16.666666666666664,"average_win":0.969039443584685,"average_loss":1.142131045591701,"mean":-0.7902692973956368,"kelly":0,"median_days":0.9375,"worst_trade":-1.5742051957034042,"vbt_error":-2.842170943040401e-14,"symbol":"EFA","mode":"swing","threshold":65,"delay":true,"split":"recent","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 swing/65/nextbar/10bp/holdout = -12.178228843868444
Quant replication2026-09-07 06:17
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":35,"return_pct":-12.178228843868444,"drawdown":14.391457840917187,"win_rate":28.57142857142857,"average_win":1.1446860340446752,"average_loss":0.9683538674035295,"mean":-0.364628181275471,"kelly":0,"median_days":1.2291666666666667,"worst_trade":-1.918900620843833,"vbt_error":-1.9895196601282805e-13,"symbol":"EFA","mode":"swing","threshold":65,"delay":true,"split":"holdout","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 swing/65/nextbar/10bp/train = -4.252820935495871
Quant replication2026-09-07 06:17
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":34,"return_pct":-4.252820935495871,"drawdown":8.054124732343205,"win_rate":44.11764705882353,"average_win":0.8349576076254371,"average_loss":0.8790746681452146,"mean":-0.1228839582463977,"kelly":0,"median_days":1.65625,"worst_trade":-1.8033491156716375,"vbt_error":-7.105427357601002e-14,"symbol":"EFA","mode":"swing","threshold":65,"delay":true,"split":"train","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 swing/65/base/20bp/recent = -5.768229790611612
Quant replication2026-09-07 06:17
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":6,"return_pct":-5.768229790611612,"drawdown":6.923434912823767,"win_rate":16.666666666666664,"average_win":0.776635084648869,"average_loss":1.333613343920561,"mean":-0.9819052724923227,"kelly":0,"median_days":0.8958333333333333,"worst_trade":-1.7759592835108529,"vbt_error":-1.1368683772161603e-13,"symbol":"EFA","mode":"swing","threshold":65,"delay":false,"split":"recent","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 swing/65/base/10bp/recent = -4.630635972696107
Quant replication2026-09-07 06:17
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":6,"return_pct":-4.630635972696107,"drawdown":5.987999333673544,"win_rate":16.666666666666664,"average_win":0.9783901603325651,"average_loss":1.136082990872802,"mean":-0.7836707990052408,"kelly":0,"median_days":0.8958333333333333,"worst_trade":-1.5793145081413495,"vbt_error":-5.684341886080802e-14,"symbol":"EFA","mode":"swing","threshold":65,"delay":false,"split":"recent","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 swing/65/base/2bp/recent = -3.710681265620097
Quant replication2026-09-07 06:17
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":6,"return_pct":-3.710681265620097,"drawdown":5.232886827553007,"win_rate":16.666666666666664,"average_win":1.1400849226124832,"average_loss":0.9777740939546485,"mean":-0.62479759119346,"kelly":0,"median_days":0.8958333333333333,"worst_trade":-1.4217153493632506,"vbt_error":-7.105427357601002e-14,"symbol":"EFA","mode":"swing","threshold":65,"delay":false,"split":"recent","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 swing/65/base/0bp/recent = -3.479309364663774
Quant replication2026-09-07 06:17
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":6,"return_pct":-3.479309364663774,"drawdown":5.043162939929424,"win_rate":16.666666666666664,"average_win":1.1805490490021553,"average_loss":0.9381572806257464,"mean":-0.5850395590210962,"kelly":0,"median_days":0.8958333333333333,"worst_trade":-1.3822761480571488,"vbt_error":-2.842170943040401e-14,"symbol":"EFA","mode":"swing","threshold":65,"delay":false,"split":"recent","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars