IWM QR290706 swing/65/base/10bp/train = -12.342836214255327
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":-12.342836214255327,"drawdown":16.510941426085946,"win_rate":32.20338983050847,"average_win":1.322105926955644,"average_loss":0.9461201650526986,"mean":-0.21567447440594406,"kelly":0,"median_days":1.78125,"worst_trade":-2.023682397939275,"vbt_error":-1.4210854715202004e-13,"symbol":"IWM","mode":"swing","threshold":65,"delay":false,"split":"train","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 swing/65/base/2bp/train = -3.6648411266070102
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":-3.6648411266070102,"drawdown":11.680961678171343,"win_rate":35.59322033898305,"average_win":1.352083596973354,"average_loss":0.8339833812877806,"mean":-0.05589174495754631,"kelly":0,"median_days":1.78125,"worst_trade":-1.866794796952842,"vbt_error":-4.831690603168681e-13,"symbol":"IWM","mode":"swing","threshold":65,"delay":false,"split":"train","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 swing/65/base/0bp/train = -1.3642916610113742
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":-1.3642916610113742,"drawdown":10.561100593708483,"win_rate":35.59322033898305,"average_win":1.3926325397952073,"average_loss":0.7943090401688254,"mean":-0.015906104927389936,"kelly":0,"median_days":1.78125,"worst_trade":-1.8275336630374617,"vbt_error":1.4210854715202004e-14,"symbol":"IWM","mode":"swing","threshold":65,"delay":false,"split":"train","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 swing/55/base/10bp/recent = 3.315524820287896
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":4,"return_pct":3.315524820287896,"drawdown":2.6337586227665466,"win_rate":50,"average_win":2.9051558705445957,"average_loss":1.2238917252310244,"mean":0.8406320726567856,"kelly":0.07233967040976721,"median_days":1.5989583333333335,"worst_trade":-1.4168343578822573,"vbt_error":2.842170943040401e-14,"symbol":"IWM","mode":"swing","threshold":55,"delay":false,"split":"recent","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 swing/55/base/10bp/holdout = -12.543389183701104
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":65,"return_pct":-12.543389183701104,"drawdown":23.91994947731819,"win_rate":35.38461538461539,"average_win":2.279664155880195,"average_loss":1.535377222243475,"mean":-0.18543950383048408,"kelly":0,"median_days":1.09375,"worst_trade":-4.188273375788487,"vbt_error":-1.9895196601282805e-13,"symbol":"IWM","mode":"swing","threshold":55,"delay":false,"split":"holdout","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 swing/55/base/10bp/train = -9.087219212514608
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":49,"return_pct":-9.087219212514608,"drawdown":12.1225128198852,"win_rate":32.6530612244898,"average_win":1.3174651746306694,"average_loss":0.9162396040875943,"mean":-0.18686661511836536,"kelly":0,"median_days":1.78125,"worst_trade":-1.966400312798966,"vbt_error":-2.2737367544323206e-13,"symbol":"IWM","mode":"swing","threshold":55,"delay":false,"split":"train","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 nextopen/75/base/10bp/recent = 7.636065249855006
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":6,"return_pct":7.636065249855006,"drawdown":4.323553866254882,"win_rate":83.33333333333334,"average_win":1.4997220761050656,"average_loss":0.05446169379021981,"mean":1.2406914477891848,"kelly":0.2068202281537706,"median_days":7.5,"worst_trade":-0.05446169379021981,"vbt_error":-1.7053025658242404e-13,"symbol":"IWM","mode":"nextopen","threshold":75,"delay":false,"split":"recent","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 nextopen/75/base/10bp/holdout = 53.33245520358347
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":43,"return_pct":53.33245520358347,"drawdown":12.584701934316268,"win_rate":74.4186046511628,"average_win":2.20700370487897,"average_loss":2.365284675205579,"mean":1.037348537880597,"kelly":0.11750643367604635,"median_days":7,"worst_trade":-6.804647419897636,"vbt_error":-2.842170943040401e-14,"symbol":"IWM","mode":"nextopen","threshold":75,"delay":false,"split":"holdout","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 nextopen/75/base/10bp/train = -24.933027289808575
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":42,"return_pct":-24.933027289808575,"drawdown":42.25159288609437,"win_rate":66.66666666666666,"average_win":1.1905354210380146,"average_loss":3.9670616611317078,"mean":-0.5286636063518929,"kelly":0,"median_days":6.520833333333334,"worst_trade":-30.15412515129472,"vbt_error":-8.526512829121202e-14,"symbol":"IWM","mode":"nextopen","threshold":75,"delay":false,"split":"train","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 nextopen/65/base/20bp/recent = 5.437728816099852
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":5,"return_pct":5.437728816099852,"drawdown":4.323553866254903,"win_rate":80,"average_win":1.401836903689796,"average_loss":0.25415312889037756,"mean":1.0706388971737613,"kelly":0.19093499649561882,"median_days":8,"worst_trade":-0.25415312889037756,"vbt_error":-8.526512829121202e-14,"symbol":"IWM","mode":"nextopen","threshold":65,"delay":false,"split":"recent","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 nextopen/65/base/2bp/recent = 7.352792510150086
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":5,"return_pct":7.352792510150086,"drawdown":4.323553866254892,"win_rate":100,"average_win":1.435149056688454,"average_loss":0,"mean":1.435149056688454,"kelly":0,"median_days":8,"worst_trade":0.10557918259632704,"vbt_error":-5.684341886080802e-14,"symbol":"IWM","mode":"nextopen","threshold":65,"delay":false,"split":"recent","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 nextopen/65/base/0bp/recent = 7.567712944681082
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":5,"return_pct":7.567712944681082,"drawdown":4.323553866254892,"win_rate":100,"average_win":1.4757312323404204,"average_loss":0,"mean":1.4757312323404204,"kelly":0,"median_days":8,"worst_trade":0.145629423917093,"vbt_error":0,"symbol":"IWM","mode":"nextopen","threshold":65,"delay":false,"split":"recent","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 nextopen/65/base/20bp/holdout = 31.05352429388304
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":39,"return_pct":31.05352429388304,"drawdown":13.861288033759145,"win_rate":71.7948717948718,"average_win":2.01595578991235,"average_loss":2.5202949853352643,"mean":0.7365004430476383,"kelly":0.0913339030961165,"median_days":7,"worst_trade":-6.990851967061773,"vbt_error":-4.547473508864641e-13,"symbol":"IWM","mode":"nextopen","threshold":65,"delay":false,"split":"holdout","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 nextopen/65/base/2bp/holdout = 50.80775411281737
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":39,"return_pct":50.80775411281737,"drawdown":11.647217375402851,"win_rate":84.61538461538461,"average_win":2.045718573501133,"average_loss":4.1027161711466755,"mean":1.0998055358630088,"kelly":0.13440332777308084,"median_days":7,"worst_trade":-6.655415486638394,"vbt_error":-3.979039320256561e-13,"symbol":"IWM","mode":"nextopen","threshold":65,"delay":false,"split":"holdout","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 nextopen/65/base/0bp/holdout = 53.17880116726561
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":39,"return_pct":53.17880116726561,"drawdown":11.488040033841717,"win_rate":84.61538461538461,"average_win":2.086545025812723,"average_loss":4.064349584681515,"mean":1.1402535472751483,"kelly":0.13661981087983133,"median_days":7,"worst_trade":-6.618070184146008,"vbt_error":5.684341886080802e-14,"symbol":"IWM","mode":"nextopen","threshold":65,"delay":false,"split":"holdout","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 nextopen/65/base/20bp/train = -32.49181309743414
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":39,"return_pct":-32.49181309743414,"drawdown":45.689203736682046,"win_rate":58.97435897435898,"average_win":1.059646943570014,"average_loss":3.57522718701503,"mean":-0.8418398792341066,"kelly":0,"median_days":7,"worst_trade":-30.29367738364781,"vbt_error":-2.1316282072803006e-13,"symbol":"IWM","mode":"nextopen","threshold":65,"delay":false,"split":"train","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 nextopen/65/base/2bp/train = -22.316029989591925
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":39,"return_pct":-22.316029989591925,"drawdown":40.95652159795754,"win_rate":69.23076923076923,"average_win":1.237932963397068,"average_loss":4.3590870919031754,"mean":-0.4842270536183915,"kelly":0,"median_days":7,"worst_trade":-30.042282289550116,"vbt_error":-4.405364961712621e-13,"symbol":"IWM","mode":"nextopen","threshold":65,"delay":false,"split":"train","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 nextopen/65/base/0bp/train = -21.09465812211352
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":39,"return_pct":-21.09465812211352,"drawdown":40.43464610192981,"win_rate":71.7948717948718,"average_win":1.2331967575077858,"average_loss":4.714691609780095,"mean":-0.44441278198366785,"kelly":0,"median_days":7,"worst_trade":-30.014293605008923,"vbt_error":2.842170943040401e-14,"symbol":"IWM","mode":"nextopen","threshold":65,"delay":false,"split":"train","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 nextopen/55/base/10bp/recent = 4.713614258507137
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":3,"return_pct":4.713614258507137,"drawdown":4.323553866254903,"win_rate":100,"average_win":1.553489571441672,"average_loss":0,"mean":1.553489571441672,"kelly":0,"median_days":8,"worst_trade":0.5010773612859509,"vbt_error":-4.263256414560601e-14,"symbol":"IWM","mode":"nextopen","threshold":55,"delay":false,"split":"recent","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 nextopen/55/base/10bp/holdout = 22.460951707394795
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":34,"return_pct":22.460951707394795,"drawdown":12.519209152895028,"win_rate":70.58823529411765,"average_win":1.9330970091382116,"average_loss":2.4794314444588386,"mean":0.6352945227861382,"kelly":0.08216019679598971,"median_days":7,"worst_trade":-6.804647419897636,"vbt_error":7.105427357601002e-14,"symbol":"IWM","mode":"nextopen","threshold":55,"delay":false,"split":"holdout","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM QR290706 nextopen/55/base/10bp/train = -25.479641663216903
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":34,"return_pct":-25.479641663216903,"drawdown":41.24741810171041,"win_rate":67.64705882352942,"average_win":1.1096155419484939,"average_loss":4.425049328077768,"mean":-0.681011327765885,"kelly":0,"median_days":7,"worst_trade":-30.15412515129472,"vbt_error":-4.263256414560601e-14,"symbol":"IWM","mode":"nextopen","threshold":55,"delay":false,"split":"train","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QR290706 sameclose/65/base/20bp/recent = 8.260386624085614
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":10,"return_pct":8.260386624085614,"drawdown":6.566367746238788,"win_rate":90,"average_win":1.2789905068547651,"average_loss":3.3956097450132394,"mean":0.8115304816679648,"kelly":0.1586271511239836,"median_days":6,"worst_trade":-3.3956097450132394,"vbt_error":-9.947598300641403e-14,"symbol":"SPY","mode":"sameclose","threshold":65,"delay":false,"split":"recent","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QR290706 sameclose/65/base/2bp/recent = 12.228764232113987
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":10,"return_pct":12.228764232113987,"drawdown":6.566367746238766,"win_rate":90,"average_win":1.6442520841828623,"average_loss":3.0472070626329506,"mean":1.175106169501281,"kelly":0.17866879732210728,"median_days":6,"worst_trade":-3.0472070626329506,"vbt_error":-1.8474111129762605e-13,"symbol":"SPY","mode":"sameclose","threshold":65,"delay":false,"split":"recent","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QR290706 sameclose/65/base/0bp/recent = 12.678578318963396
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":10,"return_pct":12.678578318963396,"drawdown":6.566367746238799,"win_rate":90,"average_win":1.6849179177765825,"average_loss":3.0084181880709937,"mean":1.2155843071918249,"kelly":0.18036254086429176,"median_days":6,"worst_trade":-3.0084181880709937,"vbt_error":1.4210854715202004e-14,"symbol":"SPY","mode":"sameclose","threshold":65,"delay":false,"split":"recent","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QR290706 sameclose/65/base/20bp/holdout = 22.69601854331742
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":39,"return_pct":22.69601854331742,"drawdown":7.85219556754595,"win_rate":79.48717948717949,"average_win":1.1197062948127323,"average_loss":1.7134274369324451,"mean":0.5385506575316701,"kelly":0.12024373267048151,"median_days":5,"worst_trade":-5.412066500102131,"vbt_error":-4.547473508864641e-13,"symbol":"SPY","mode":"sameclose","threshold":65,"delay":false,"split":"holdout","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars