EFA QR290706 swing/65/base/20bp/holdout = -19.565562334459983
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":-19.565562334459983,"drawdown":20.912660158178642,"win_rate":28.57142857142857,"average_win":0.9408790930732192,"average_loss":1.235958724345703,"mean":-0.614005062226011,"kelly":0,"median_days":1.2291666666666667,"worst_trade":-2.7168134293131696,"vbt_error":-4.263256414560601e-13,"symbol":"EFA","mode":"swing","threshold":65,"delay":false,"split":"holdout","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 swing/65/base/10bp/holdout = -13.733404026571517
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":-13.733404026571517,"drawdown":15.901526114617914,"win_rate":31.428571428571427,"average_win":1.051519191867753,"average_loss":1.0872042881851853,"mean":-0.4150340515971191,"kelly":0,"median_days":1.2291666666666667,"worst_trade":-2.522052246298523,"vbt_error":-5.684341886080802e-14,"symbol":"EFA","mode":"swing","threshold":65,"delay":false,"split":"holdout","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 swing/65/base/2bp/holdout = -8.764647386711545
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":-8.764647386711545,"drawdown":11.766348604247057,"win_rate":31.428571428571427,"average_win":1.2133310542653442,"average_loss":0.92881712273652,"mean":-0.2555705528216483,"kelly":0,"median_days":1.2291666666666667,"worst_trade":-2.365962675405753,"vbt_error":-1.9895196601282805e-13,"symbol":"EFA","mode":"swing","threshold":65,"delay":false,"split":"holdout","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 swing/65/base/0bp/holdout = -7.478369509836935
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":-7.478369509836935,"drawdown":10.701166473317059,"win_rate":31.428571428571427,"average_win":1.2538244849682407,"average_loss":0.8891807227019816,"mean":-0.21566480029134036,"kelly":0,"median_days":1.2291666666666667,"worst_trade":-2.32690124858117,"vbt_error":0,"symbol":"EFA","mode":"swing","threshold":65,"delay":false,"split":"holdout","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 swing/65/base/20bp/train = -9.853344046251777
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":-9.853344046251777,"drawdown":12.226931216282022,"win_rate":41.17647058823529,"average_win":0.7615595109068047,"average_loss":1.0419921530641618,"mean":-0.29935323260552854,"kelly":0,"median_days":1.359375,"worst_trade":-1.9398620507919961,"vbt_error":-1.2789769243681803e-13,"symbol":"EFA","mode":"swing","threshold":65,"delay":false,"split":"train","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 swing/65/base/10bp/train = -3.5101429643033977
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":-3.5101429643033977,"drawdown":8.002062146004773,"win_rate":44.11764705882353,"average_win":0.9062192029391491,"average_loss":0.8939403075672011,"mean":-0.09975228822616418,"kelly":0,"median_days":1.359375,"worst_trade":-1.743545409172842,"vbt_error":2.842170943040401e-14,"symbol":"EFA","mode":"swing","threshold":65,"delay":false,"split":"train","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 swing/65/base/2bp/train = 1.8843045099655065
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":1.8843045099655065,"drawdown":6.816919688382683,"win_rate":50,"average_win":0.9473274195484213,"average_loss":0.8268952891506473,"mean":0.060216065198887,"kelly":0.015891038292650497,"median_days":1.359375,"worst_trade":-1.5862092301913155,"vbt_error":-2.7000623958883807e-13,"symbol":"EFA","mode":"swing","threshold":65,"delay":false,"split":"train","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 swing/65/base/0bp/train = 3.2793961763356583
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":3.2793961763356583,"drawdown":6.518256223705999,"win_rate":50,"average_win":0.9877144275139552,"average_loss":0.787218112227703,"mean":0.10024815764312617,"kelly":0.025373770710084564,"median_days":1.359375,"worst_trade":-1.5468358395990145,"vbt_error":9.947598300641403e-14,"symbol":"EFA","mode":"swing","threshold":65,"delay":false,"split":"train","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 swing/55/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":55,"delay":false,"split":"recent","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 swing/55/base/10bp/holdout = -12.250243676741036
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":26,"return_pct":-12.250243676741036,"drawdown":13.726279755243576,"win_rate":30.76923076923077,"average_win":0.9205485250874612,"average_loss":1.1250454038005886,"mean":-0.4956318872196501,"kelly":0,"median_days":1.8645833333333333,"worst_trade":-2.522052246298523,"vbt_error":-1.4210854715202004e-13,"symbol":"EFA","mode":"swing","threshold":55,"delay":false,"split":"holdout","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 swing/55/base/10bp/train = -2.85406488575769
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":-2.85406488575769,"drawdown":6.834568075857195,"win_rate":45.16129032258064,"average_win":0.8843241525033478,"average_loss":0.8892240363030379,"mean":-0.08826678974531531,"kelly":0,"median_days":1.1770833333333333,"worst_trade":-1.743545409172842,"vbt_error":1.2789769243681803e-13,"symbol":"EFA","mode":"swing","threshold":55,"delay":false,"split":"train","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 nextopen/75/base/10bp/recent = -2.059848167399847
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":-2.059848167399847,"drawdown":7.685370741482966,"win_rate":28.57142857142857,"average_win":1.095551020810137,"average_loss":0.8441901839529531,"mean":-0.28997841116349876,"kelly":0,"median_days":4,"worst_trade":-2.445854225070998,"vbt_error":-7.105427357601002e-14,"symbol":"EFA","mode":"nextopen","threshold":75,"delay":false,"split":"recent","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 nextopen/75/base/10bp/holdout = 4.78954159596412
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":38,"return_pct":4.78954159596412,"drawdown":21.690723893112718,"win_rate":65.78947368421053,"average_win":1.1994680169616485,"average_loss":1.8863634937829585,"mean":0.14378881591744086,"kelly":0.029969289277439415,"median_days":7,"worst_trade":-8.519103138748662,"vbt_error":-2.842170943040401e-14,"symbol":"EFA","mode":"nextopen","threshold":75,"delay":false,"split":"holdout","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 nextopen/75/base/10bp/train = 0.7869132685502933
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":38,"return_pct":0.7869132685502933,"drawdown":13.992101889264575,"win_rate":63.1578947368421,"average_win":0.9824316148979643,"average_loss":1.5724745986762656,"mean":0.04115037831798486,"kelly":0.010471563031452996,"median_days":6,"worst_trade":-8.944736735083858,"vbt_error":-1.4210854715202004e-14,"symbol":"EFA","mode":"nextopen","threshold":75,"delay":false,"split":"train","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 nextopen/65/base/20bp/recent = -3.439002285483228
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":-3.439002285483228,"drawdown":7.685370741482966,"win_rate":20,"average_win":1.4796671816661888,"average_loss":1.2307796062739103,"mean":-0.6886902486858903,"kelly":0,"median_days":4,"worst_trade":-2.6407676519223267,"vbt_error":-4.263256414560601e-14,"symbol":"EFA","mode":"nextopen","threshold":65,"delay":false,"split":"recent","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 nextopen/65/base/2bp/recent = -1.6851665090424461
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":-1.6851665090424461,"drawdown":7.685370741482966,"win_rate":20,"average_win":1.8456524972385813,"average_loss":0.8745694875520266,"mean":-0.330525090593905,"kelly":0,"median_days":4,"worst_trade":-2.2896426397461367,"vbt_error":-5.684341886080802e-14,"symbol":"EFA","mode":"nextopen","threshold":65,"delay":false,"split":"recent","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 nextopen/65/base/0bp/recent = -1.488340080584838
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":-1.488340080584838,"drawdown":7.685370741482977,"win_rate":20,"average_win":1.8863989071119747,"average_loss":0.834911384122955,"mean":-0.29064932587596903,"kelly":0,"median_days":4,"worst_trade":-2.250550678800778,"vbt_error":-2.842170943040401e-14,"symbol":"EFA","mode":"nextopen","threshold":65,"delay":false,"split":"recent","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 nextopen/65/base/20bp/holdout = -5.01998383142781
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":-5.01998383142781,"drawdown":24.035953406777654,"win_rate":62.857142857142854,"average_win":1.0614355979568735,"average_loss":2.132025106114175,"mean":-0.12470694926951582,"kelly":0,"median_days":7,"worst_trade":-8.701882199105537,"vbt_error":-3.552713678800501e-13,"symbol":"EFA","mode":"nextopen","threshold":65,"delay":false,"split":"holdout","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 nextopen/65/base/2bp/holdout = 7.7341437058125795
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":7.7341437058125795,"drawdown":20.967420051501286,"win_rate":65.71428571428571,"average_win":1.3669790237625346,"average_loss":1.9331908542161242,"mean":0.23549220845556582,"kelly":0.04306799964775365,"median_days":7,"worst_trade":-8.372616530597677,"vbt_error":-3.126388037344441e-13,"symbol":"EFA","mode":"nextopen","threshold":65,"delay":false,"split":"holdout","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 nextopen/65/base/0bp/holdout = 9.25302911222079
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":9.25302911222079,"drawdown":20.618910539902625,"win_rate":65.71428571428571,"average_win":1.4075339259469177,"average_loss":1.893956284036134,"mean":0.27559442538129997,"kelly":0.048949872592927726,"median_days":7,"worst_trade":-8.335958245919572,"vbt_error":-1.4210854715202004e-14,"symbol":"EFA","mode":"nextopen","threshold":65,"delay":false,"split":"holdout","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 nextopen/65/base/20bp/train = -10.135889797060182
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":-10.135889797060182,"drawdown":16.29265204526732,"win_rate":54.54545454545454,"average_win":0.7711076771911556,"average_loss":1.589171573472854,"mean":-0.30174652765612153,"kelly":0,"median_days":6,"worst_trade":-9.126665378452447,"vbt_error":-2.2737367544323206e-13,"symbol":"EFA","mode":"nextopen","threshold":65,"delay":false,"split":"train","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 nextopen/65/base/2bp/train = 1.199992892865942
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":1.199992892865942,"drawdown":11.32954150870833,"win_rate":66.66666666666666,"average_win":0.9785516579535364,"average_loss":1.7836608996398686,"mean":0.05781413875573465,"kelly":0.014770333861740731,"median_days":6,"worst_trade":-8.798931685859179,"vbt_error":-2.1316282072803006e-13,"symbol":"EFA","mode":"nextopen","threshold":65,"delay":false,"split":"train","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 nextopen/65/base/0bp/train = 2.544688268090045
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":2.544688268090045,"drawdown":10.76023072119262,"win_rate":69.6969696969697,"average_win":0.9763302956359792,"average_loss":1.9226702881799573,"mean":0.0978452702372105,"kelly":0.025054346534815475,"median_days":6,"worst_trade":-8.762443961353505,"vbt_error":0,"symbol":"EFA","mode":"nextopen","threshold":65,"delay":false,"split":"train","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 nextopen/55/base/10bp/recent = -2.0933017428371503
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":4,"return_pct":-2.0933017428371503,"drawdown":7.685370741482966,"win_rate":25,"average_win":1.6828297293678185,"average_loss":1.249634911426626,"mean":-0.516518751228015,"kelly":0,"median_days":3,"worst_trade":-2.445854225070998,"vbt_error":-2.842170943040401e-14,"symbol":"EFA","mode":"nextopen","threshold":55,"delay":false,"split":"recent","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA QR290706 nextopen/55/base/10bp/holdout = 1.5378943010729396
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":29,"return_pct":1.5378943010729396,"drawdown":18.33411291913124,"win_rate":62.06896551724138,"average_win":1.298798547627188,"average_loss":1.9202431932082487,"mean":0.07778271489650501,"kelly":0.014972051485314747,"median_days":8,"worst_trade":-8.519103138748662,"vbt_error":-8.526512829121202e-14,"symbol":"EFA","mode":"nextopen","threshold":55,"delay":false,"split":"holdout","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars