EFA QR290706 nextopen/55/base/10bp/train = -1.3702455169178451
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":32,"return_pct":-1.3702455169178451,"drawdown":11.5696776798477,"win_rate":68.75,"average_win":0.8851179081562289,"average_loss":2.013119014660927,"mean":-0.020581130224132244,"kelly":0,"median_days":6.020833333333334,"worst_trade":-8.944736735083858,"vbt_error":-9.947598300641403e-14,"symbol":"EFA","mode":"nextopen","threshold":55,"delay":false,"split":"train","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 sameclose/65/base/20bp/recent = 10.191568849516418
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":10.191568849516418,"drawdown":4.323553866254892,"win_rate":100,"average_win":1.6369996456565117,"average_loss":0,"mean":1.6369996456565117,"kelly":0,"median_days":6.5,"worst_trade":0.14693886306769155,"vbt_error":-5.684341886080802e-14,"symbol":"IWM","mode":"sameclose","threshold":65,"delay":false,"split":"recent","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 sameclose/65/base/2bp/recent = 12.5975992090122
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":12.5975992090122,"drawdown":4.323553866254903,"win_rate":100,"average_win":2.003552379048486,"average_loss":0,"mean":2.003552379048486,"kelly":0,"median_days":6.5,"worst_trade":0.5081177084593991,"vbt_error":0,"symbol":"IWM","mode":"sameclose","threshold":65,"delay":false,"split":"recent","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 sameclose/65/base/0bp/recent = 12.868157988683082
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":12.868157988683082,"drawdown":4.323553866254892,"win_rate":100,"average_win":2.0443619615084967,"average_loss":0,"mean":2.0443619615084967,"kelly":0,"median_days":6.5,"worst_trade":0.5483289973984506,"vbt_error":-1.4210854715202004e-14,"symbol":"IWM","mode":"sameclose","threshold":65,"delay":false,"split":"recent","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 sameclose/65/base/20bp/holdout = 21.99188465063675
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":39,"return_pct":21.99188465063675,"drawdown":14.991201080894257,"win_rate":69.23076923076923,"average_win":1.904719919538434,"average_loss":2.5115738333642055,"mean":0.5458603032606986,"kelly":0.07164574403581807,"median_days":7,"worst_trade":-6.050475017300039,"vbt_error":-4.689582056016661e-13,"symbol":"IWM","mode":"sameclose","threshold":65,"delay":false,"split":"holdout","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 sameclose/65/base/2bp/holdout = 40.3802167341722
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":39,"return_pct":40.3802167341722,"drawdown":12.507350993144083,"win_rate":74.35897435897436,"average_win":2.1352419985184445,"average_loss":2.6491381632075837,"mean":0.9084778544861295,"kelly":0.10636708334658139,"median_days":7,"worst_trade":-5.711647077638826,"vbt_error":-5.115907697472721e-13,"symbol":"IWM","mode":"sameclose","threshold":65,"delay":false,"split":"holdout","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 sameclose/65/base/0bp/holdout = 42.587318758524084
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":39,"return_pct":42.587318758524084,"drawdown":12.226926074814015,"win_rate":74.35897435897436,"average_win":2.1761042673629873,"average_loss":2.6101900292355618,"mean":0.9488493195172056,"kelly":0.10900779592089875,"median_days":7,"worst_trade":-5.673924192270041,"vbt_error":-8.526512829121202e-14,"symbol":"IWM","mode":"sameclose","threshold":65,"delay":false,"split":"holdout","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 sameclose/65/base/20bp/train = -31.91518426721004
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":39,"return_pct":-31.91518426721004,"drawdown":47.20846089765798,"win_rate":64.1025641025641,"average_win":1.0171963112454225,"average_loss":4.090069814788405,"mean":-0.8161812724590285,"kelly":0,"median_days":7,"worst_trade":-30.53546450932685,"vbt_error":-1.8474111129762605e-13,"symbol":"IWM","mode":"sameclose","threshold":65,"delay":false,"split":"train","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 sameclose/65/base/2bp/train = -21.652483554566125
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":39,"return_pct":-21.652483554566125,"drawdown":42.857339151134354,"win_rate":76.92307692307693,"average_win":1.1763484461616363,"average_loss":5.907890427753133,"mean":-0.4584759093571566,"kelly":0,"median_days":7,"worst_trade":-30.284941417867216,"vbt_error":-1.7053025658242404e-13,"symbol":"IWM","mode":"sameclose","threshold":65,"delay":false,"split":"train","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 sameclose/65/base/0bp/train = -20.42067920084366
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":39,"return_pct":-20.42067920084366,"drawdown":42.35226466565456,"win_rate":76.92307692307693,"average_win":1.2168270808622461,"average_loss":5.8702460554262235,"mean":-0.4186513352043237,"kelly":0,"median_days":7,"worst_trade":-30.257049816393,"vbt_error":7.105427357601002e-14,"symbol":"IWM","mode":"sameclose","threshold":65,"delay":false,"split":"train","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 swing/75/base/10bp/recent = 6.467702018095989
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":9,"return_pct":6.467702018095989,"drawdown":3.545883708621811,"win_rate":66.66666666666666,"average_win":1.69176514767783,"average_loss":1.2464373344111435,"mean":0.7123643203148388,"kelly":0.10526938702051115,"median_days":3,"worst_trade":-1.4168343578822573,"vbt_error":-7.105427357601002e-14,"symbol":"IWM","mode":"swing","threshold":75,"delay":false,"split":"recent","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 swing/75/base/10bp/holdout = 0.9784514594834981
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":84,"return_pct":0.9784514594834981,"drawdown":21.170233669175552,"win_rate":39.285714285714285,"average_win":2.2276856256307456,"average_loss":1.3902884483976832,"mean":0.031058509256342463,"kelly":0.0034855130475993923,"median_days":1.1979166666666667,"worst_trade":-4.188273375788487,"vbt_error":-1.1368683772161603e-13,"symbol":"IWM","mode":"swing","threshold":75,"delay":false,"split":"holdout","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 swing/75/base/10bp/train = -11.095705801074573
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":65,"return_pct":-11.095705801074573,"drawdown":15.850424923406703,"win_rate":33.84615384615385,"average_win":1.2986121096769705,"average_loss":0.9267537852711007,"mean":-0.17355302082713808,"kelly":0,"median_days":1.78125,"worst_trade":-2.023682397939275,"vbt_error":-7.105427357601002e-14,"symbol":"IWM","mode":"swing","threshold":75,"delay":false,"split":"train","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 swing/65/nextbar/10bp/recent = 4.357619164376225
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":4.357619164376225,"drawdown":2.8839469097806103,"win_rate":57.14285714285714,"average_win":2.032447127213677,"average_loss":1.2462252307444501,"mean":0.6273018309459081,"kelly":0.07716090403368682,"median_days":2.03125,"worst_trade":-1.4168343578822573,"vbt_error":-5.684341886080802e-14,"symbol":"IWM","mode":"swing","threshold":65,"delay":true,"split":"recent","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 swing/65/nextbar/10bp/holdout = -7.955370671794915
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":72,"return_pct":-7.955370671794915,"drawdown":23.62216635786941,"win_rate":36.11111111111111,"average_win":2.2948543708502376,"average_loss":1.4455243758093366,"mean":-0.09483205062671249,"kelly":0,"median_days":1.15625,"worst_trade":-4.28316209397217,"vbt_error":1.4210854715202004e-14,"symbol":"IWM","mode":"swing","threshold":65,"delay":true,"split":"holdout","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 swing/65/nextbar/10bp/train = -11.726357498425799
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":59,"return_pct":-11.726357498425799,"drawdown":15.928427847755122,"win_rate":32.20338983050847,"average_win":1.322731996274565,"average_loss":0.9289994973902513,"mean":-0.20386562654903925,"kelly":0,"median_days":1.78125,"worst_trade":-2.054570266035749,"vbt_error":-2.7000623958883807e-13,"symbol":"IWM","mode":"swing","threshold":65,"delay":true,"split":"train","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 swing/65/base/20bp/recent = 2.917810166742507
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":2.917810166742507,"drawdown":3.3650790390977514,"win_rate":57.14285714285714,"average_win":1.8315031863817777,"average_loss":1.4437471992049664,"mean":0.4278244497017446,"kelly":0.058397994183528035,"median_days":2.03125,"worst_trade":-1.6138037689977125,"vbt_error":-4.263256414560601e-14,"symbol":"IWM","mode":"swing","threshold":65,"delay":false,"split":"recent","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 swing/65/base/10bp/recent = 4.368793539763494
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":4.368793539763494,"drawdown":2.8806213592176277,"win_rate":57.14285714285714,"average_win":2.035370110645496,"average_loss":1.2464373344111435,"mean":0.6288812056212219,"kelly":0.07724408478979024,"median_days":2.03125,"worst_trade":-1.4168343578822573,"vbt_error":2.842170943040401e-14,"symbol":"IWM","mode":"swing","threshold":65,"delay":false,"split":"recent","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 swing/65/base/2bp/recent = 5.544294667310856
Quant replication2026-09-07 06:16
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":5.544294667310856,"drawdown":2.491342410266928,"win_rate":57.14285714285714,"average_win":2.1987573946771533,"average_loss":1.088305145789851,"mean":0.79001630590558,"kelly":0.08982531540520175,"median_days":2.03125,"worst_trade":-1.2589750227513075,"vbt_error":-2.842170943040401e-14,"symbol":"IWM","mode":"swing","threshold":65,"delay":false,"split":"recent","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 swing/65/base/0bp/recent = 5.840232813424007
Quant replication2026-09-07 06:16
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":5.840232813424007,"drawdown":2.438831261382546,"win_rate":57.14285714285714,"average_win":2.239645074762142,"average_loss":1.048732553725492,"mean":0.8303403768388704,"kelly":0.09268660313588474,"median_days":2.03125,"worst_trade":-1.219470712293369,"vbt_error":4.263256414560601e-14,"symbol":"IWM","mode":"swing","threshold":65,"delay":false,"split":"recent","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 swing/65/base/20bp/holdout = -20.378470691202565
Quant replication2026-09-07 06:16
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":72,"return_pct":-20.378470691202565,"drawdown":30.114611441990867,"win_rate":36.11111111111111,"average_win":2.0901247248725885,"average_loss":1.6444382059578437,"mean":-0.29584603649129876,"kelly":0,"median_days":1.15625,"worst_trade":-4.379705444825865,"vbt_error":-3.979039320256561e-13,"symbol":"IWM","mode":"swing","threshold":65,"delay":false,"split":"holdout","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 swing/65/base/10bp/holdout = -8.046353380708704
Quant replication2026-09-07 06:16
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":72,"return_pct":-8.046353380708704,"drawdown":23.685981873873608,"win_rate":36.11111111111111,"average_win":2.2945094101037027,"average_loss":1.4475301250618788,"mean":-0.09623807069653015,"kelly":0,"median_days":1.15625,"worst_trade":-4.188273375788487,"vbt_error":-1.7053025658242404e-13,"symbol":"IWM","mode":"swing","threshold":65,"delay":false,"split":"holdout","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 swing/65/base/2bp/holdout = 3.180988992396183
Quant replication2026-09-07 06:16
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":72,"return_pct":3.180988992396183,"drawdown":18.119845107516632,"win_rate":38.88888888888889,"average_win":2.2907231622617297,"average_loss":1.3534377960211528,"mean":0.06373590997774589,"kelly":0.006955872170386637,"median_days":1.15625,"worst_trade":-4.034851892879788,"vbt_error":-4.121147867408581e-13,"symbol":"IWM","mode":"swing","threshold":65,"delay":false,"split":"holdout","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 swing/65/base/0bp/holdout = 6.19580647588347
Quant replication2026-09-07 06:16
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":72,"return_pct":6.19580647588347,"drawdown":16.72798077957287,"win_rate":40.27777777777778,"average_win":2.251312707384434,"average_loss":1.3445737429757871,"mean":0.10376941064152419,"kelly":0.011523211580198811,"median_days":1.15625,"worst_trade":-3.9964581552733747,"vbt_error":5.684341886080802e-14,"symbol":"IWM","mode":"swing","threshold":65,"delay":false,"split":"holdout","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 swing/65/base/20bp/train = -22.09942992237487
Quant replication2026-09-07 06:16
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":59,"return_pct":-22.09942992237487,"drawdown":24.531543118251665,"win_rate":30.508474576271187,"average_win":1.1919213309476255,"average_loss":1.1205406953454038,"mean":-0.4150438059678694,"kelly":0,"median_days":1.78125,"worst_trade":-2.2194393251553812,"vbt_error":-4.405364961712621e-13,"symbol":"IWM","mode":"swing","threshold":65,"delay":false,"split":"train","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars