Notes

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":41.190487587413706,"drawdown":7.686271479717965,"win_rate":84.61538461538461,"average_win":1.409276003136297,"average_loss":1.8935960143540986,"mean":0.901141846599313,"kelly":0.1598590064319998,"median_days":5,"worst_trade":-5.070936147069627,"vbt_error":-5.115907697472721e-13,"symbol":"SPY","mode":"sameclose","threshold":65,"delay":false,"split":"holdout","cost_bp":2} https://runway.adityaperswal.workers.dev/data/stock-bars

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":43.410328945569354,"drawdown":7.667807810876637,"win_rate":84.61538461538461,"average_win":1.4498478274966917,"average_loss":1.8543456030700993,"mean":0.9415103766402625,"kelly":0.16234641297940122,"median_days":5,"worst_trade":-5.032956926064069,"vbt_error":1.1368683772161603e-13,"symbol":"SPY","mode":"sameclose","threshold":65,"delay":false,"split":"holdout","cost_bp":0} https://runway.adityaperswal.workers.dev/data/stock-bars

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":-20.105910279657834,"drawdown":34.809181771672414,"win_rate":61.53846153846154,"average_win":0.8571723691384925,"average_loss":2.6296046362551917,"mean":-0.48389570985907837,"kelly":0,"median_days":6,"worst_trade":-23.316739019839495,"vbt_error":-3.979039320256561e-13,"symbol":"SPY","mode":"sameclose","threshold":65,"delay":false,"split":"train","cost_bp":20} https://runway.adityaperswal.workers.dev/data/stock-bars

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":-8.063149750982202,"drawdown":30.6879792127412,"win_rate":69.23076923076923,"average_win":1.109340333277601,"average_loss":2.902239627970411,"mean":-0.12499196249101789,"kelly":0,"median_days":6,"worst_trade":-23.04018167344315,"vbt_error":-2.8421709430404007e-13,"symbol":"SPY","mode":"sameclose","threshold":65,"delay":false,"split":"train","cost_bp":2} https://runway.adityaperswal.workers.dev/data/stock-bars

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":-6.617689606969346,"drawdown":30.529467809990464,"win_rate":71.7948717948718,"average_win":1.1088794853988846,"average_loss":3.124086395105544,"mean":-0.0850339680767235,"kelly":0,"median_days":6,"worst_trade":-23.009391588403428,"vbt_error":0,"symbol":"SPY","mode":"sameclose","threshold":65,"delay":false,"split":"train","cost_bp":0} https://runway.adityaperswal.workers.dev/data/stock-bars

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":15,"return_pct":-0.6489501156558553,"drawdown":4.716613412301152,"win_rate":40,"average_win":1.3971793690606047,"average_loss":0.9904426364928474,"mean":-0.035393834271466584,"kelly":0,"median_days":1.25,"worst_trade":-2.1292786169159084,"vbt_error":1.4210854715202004e-14,"symbol":"SPY","mode":"swing","threshold":75,"delay":false,"split":"recent","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars

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":81,"return_pct":0.25045838287316435,"drawdown":14.224818053193044,"win_rate":44.44444444444444,"average_win":1.1574913975892245,"average_loss":0.9086242548968427,"mean":0.009649368430298256,"kelly":0.0020841123420864,"median_days":1.0520833333333333,"worst_trade":-1.8681207908258557,"vbt_error":-1.2789769243681803e-13,"symbol":"SPY","mode":"swing","threshold":75,"delay":false,"split":"holdout","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars

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":71,"return_pct":-16.428983949931208,"drawdown":17.784206131148707,"win_rate":35.2112676056338,"average_win":0.8742933184887639,"average_loss":0.8567636851389839,"mean":-0.24723657118555156,"kelly":0,"median_days":1.0625,"worst_trade":-2.4039763429083982,"vbt_error":-3.552713678800501e-13,"symbol":"SPY","mode":"swing","threshold":75,"delay":false,"split":"train","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars

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":13,"return_pct":1.8845576879736425,"drawdown":3.3551837275770713,"win_rate":46.15384615384615,"average_win":1.3851395062839353,"average_loss":0.9069925053221493,"mean":0.15091457695758198,"kelly":0.027238154762197403,"median_days":1.1770833333333333,"worst_trade":-1.506870211672473,"vbt_error":1.4210854715202004e-14,"symbol":"SPY","mode":"swing","threshold":65,"delay":true,"split":"recent","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars

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":64,"return_pct":1.3942868003016473,"drawdown":11.436950730153528,"win_rate":42.1875,"average_win":1.2401078200970628,"average_loss":0.8562842480203562,"mean":0.02813115571667999,"kelly":0.005671110862456724,"median_days":1.0260416666666665,"worst_trade":-1.870481621921516,"vbt_error":-4.263256414560601e-14,"symbol":"SPY","mode":"swing","threshold":65,"delay":true,"split":"holdout","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars

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":62,"return_pct":-13.552653831038553,"drawdown":14.957118643584788,"win_rate":35.483870967741936,"average_win":0.8764243669718659,"average_loss":0.8378317000999258,"mean":-0.2295472892034836,"kelly":0,"median_days":1.0104166666666667,"worst_trade":-2.4039763429083982,"vbt_error":-2.2737367544323206e-13,"symbol":"SPY","mode":"swing","threshold":65,"delay":true,"split":"train","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars

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":13,"return_pct":-0.739101504590689,"drawdown":3.9396492946860207,"win_rate":46.15384615384615,"average_win":1.181678270487322,"average_loss":1.1054826307946821,"mean":-0.049869907126064685,"kelly":0,"median_days":1.1770833333333333,"worst_trade":-1.7036597309272095,"vbt_error":-1.1368683772161603e-13,"symbol":"SPY","mode":"swing","threshold":65,"delay":false,"split":"recent","cost_bp":20} https://runway.adityaperswal.workers.dev/data/stock-bars

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":13,"return_pct":1.87552625321743,"drawdown":3.3615543025405703,"win_rate":46.15384615384615,"average_win":1.3842442436429105,"average_loss":0.9074955594882315,"mean":0.15023050349537265,"kelly":0.027132224711300154,"median_days":1.1770833333333333,"worst_trade":-1.506870211672473,"vbt_error":2.842170943040401e-14,"symbol":"SPY","mode":"swing","threshold":65,"delay":false,"split":"recent","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars

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":13,"return_pct":4.016728729355767,"drawdown":2.8965746567556794,"win_rate":46.15384615384615,"average_win":1.5465888922937356,"average_loss":0.7488206298939886,"mean":0.3105991495772688,"kelly":0.050207128591978525,"median_days":1.1770833333333333,"worst_trade":-1.3491550492298554,"vbt_error":-4.263256414560601e-14,"symbol":"SPY","mode":"swing","threshold":65,"delay":false,"split":"recent","cost_bp":2} https://runway.adityaperswal.workers.dev/data/stock-bars

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":13,"return_pct":4.559024467502604,"drawdown":2.779980603514498,"win_rate":46.15384615384615,"average_win":1.5872156527964771,"average_loss":0.709112216860435,"mean":0.35073141528890905,"kelly":0.05524318870453487,"median_days":1.1770833333333333,"worst_trade":-1.3096868179980015,"vbt_error":1.4210854715202004e-14,"symbol":"SPY","mode":"swing","threshold":65,"delay":false,"split":"recent","cost_bp":0} https://runway.adityaperswal.workers.dev/data/stock-bars

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":64,"return_pct":-10.73719396928624,"drawdown":17.889625420339595,"win_rate":40.625,"average_win":1.081611050881612,"average_loss":1.0277602830904329,"mean":-0.17082817866428956,"kelly":0,"median_days":1.0260416666666665,"worst_trade":-2.0641885305214047,"vbt_error":-3.694822225952521e-13,"symbol":"SPY","mode":"swing","threshold":65,"delay":false,"split":"holdout","cost_bp":20} https://runway.adityaperswal.workers.dev/data/stock-bars

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":64,"return_pct":1.4519177984535503,"drawdown":11.432181394669893,"win_rate":43.75,"average_win":1.1976819838194779,"average_loss":0.8799214128466746,"mean":0.029030073194767116,"kelly":0.006059637196467738,"median_days":1.0260416666666665,"worst_trade":-1.8681207908258557,"vbt_error":-9.947598300641403e-14,"symbol":"SPY","mode":"swing","threshold":65,"delay":false,"split":"holdout","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars

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":64,"return_pct":12.39112559402673,"drawdown":7.140395402360711,"win_rate":45.3125,"average_win":1.31406477517847,"average_loss":0.7428223230243696,"mean":0.18920464334879206,"kelly":0.03599606482928043,"median_days":1.0260416666666665,"worst_trade":-1.710984092017176,"vbt_error":-2.8421709430404007e-13,"symbol":"SPY","mode":"swing","threshold":65,"delay":false,"split":"holdout","cost_bp":2} https://runway.adityaperswal.workers.dev/data/stock-bars

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":64,"return_pct":15.305483033131795,"drawdown":6.282145139509343,"win_rate":46.875,"average_win":1.3102845770557026,"average_loss":0.7245318662587087,"mean":0.22928834154492156,"kelly":0.043747813558972795,"median_days":1.0260416666666665,"worst_trade":-1.6716606213530882,"vbt_error":-8.526512829121202e-14,"symbol":"SPY","mode":"swing","threshold":65,"delay":false,"split":"holdout","cost_bp":0} https://runway.adityaperswal.workers.dev/data/stock-bars

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":62,"return_pct":-24.963740770179864,"drawdown":25.90148746604648,"win_rate":29.03225806451613,"average_win":0.8389836214966917,"average_loss":0.9872438054089494,"mean":-0.457048745984731,"kelly":0,"median_days":1.0104166666666667,"worst_trade":-2.598973441872854,"vbt_error":-2.5579538487363607e-13,"symbol":"SPY","mode":"swing","threshold":65,"delay":false,"split":"train","cost_bp":20} https://runway.adityaperswal.workers.dev/data/stock-bars

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":62,"return_pct":-15.057757507276348,"drawdown":16.435216063954993,"win_rate":33.87096774193548,"average_win":0.9066870384377099,"average_loss":0.854189398270711,"mean":-0.25776350841785883,"kelly":0,"median_days":1.0104166666666667,"worst_trade":-2.4039763429083982,"vbt_error":-2.8421709430404007e-13,"symbol":"SPY","mode":"swing","threshold":65,"delay":false,"split":"train","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars

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":62,"return_pct":-6.199373444075606,"drawdown":8.80891490238016,"win_rate":37.096774193548384,"average_win":0.9811374891323053,"average_loss":0.7344910030954807,"mean":-0.09804817533356008,"kelly":0,"median_days":1.0104166666666667,"worst_trade":-2.2476976993328512,"vbt_error":-3.126388037344441e-13,"symbol":"SPY","mode":"swing","threshold":65,"delay":false,"split":"train","cost_bp":2} https://runway.adityaperswal.workers.dev/data/stock-bars

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":62,"return_pct":-3.8440323863656922,"drawdown":7.412222432350979,"win_rate":38.70967741935484,"average_win":0.9793872644484345,"average_loss":0.7133215058993132,"mean":-0.058079401248572124,"kelly":0,"median_days":1.0104166666666667,"worst_trade":-2.208588957055224,"vbt_error":1.4210854715202004e-14,"symbol":"SPY","mode":"swing","threshold":65,"delay":false,"split":"train","cost_bp":0} https://runway.adityaperswal.workers.dev/data/stock-bars

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":-1.4187832220980412,"drawdown":2.5628193537123645,"win_rate":33.33333333333333,"average_win":1.5681551531075681,"average_loss":1.010007238779844,"mean":-0.1506197748173732,"kelly":0,"median_days":1.25,"worst_trade":-1.5950121032523024,"vbt_error":1.4210854715202004e-14,"symbol":"SPY","mode":"swing","threshold":55,"delay":false,"split":"recent","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars

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":53,"return_pct":2.9251795001793646,"drawdown":8.945525567725765,"win_rate":47.16981132075472,"average_win":1.1928505451634246,"average_loss":0.9491206216330847,"mean":0.06124313628979698,"kelly":0.01283545883809914,"median_days":1.0208333333333333,"worst_trade":-1.8681207908258557,"vbt_error":0,"symbol":"SPY","mode":"swing","threshold":55,"delay":false,"split":"holdout","cost_bp":10} https://runway.adityaperswal.workers.dev/data/stock-bars