EEM QR290706 daily sameclose recent = 10.807073273620116
Quant replication 2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":8,"return_pct":10.807073273620116,"drawdown":6.89273825350144,"win_rate":87.5,"average_win":2.1571651883332876,"average_loss":4.522626720720002,"mean":1.3221911997016265,"kelly":0.15323249314105664,"median_days":4,"worst_trade":-4.522626720720002,"vbt_error":1.4210854715202004e-14,"symbol":"EEM","mode":"sameclose","split":"recent"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More EEM QR290706 daily sameclose holdout = -0.7758113090135743
Quant replication 2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":35,"return_pct":-0.7758113090135743,"drawdown":20.54074853941482,"win_rate":60,"average_win":1.2078412708685102,"average_loss":1.8148938358696822,"mean":-0.0012527718267667837,"kelly":0,"median_days":8,"worst_trade":-6.103082674088278,"vbt_error":-7.105427357601002e-14,"symbol":"EEM","mode":"sameclose","split":"holdout"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More EEM QR290706 daily sameclose train = -3.381951529388172
Quant replication 2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":28,"return_pct":-3.381951529388172,"drawdown":17.434050262847688,"win_rate":71.42857142857143,"average_win":0.883798650656139,"average_loss":2.5704003197190723,"mean":-0.10311534087963567,"kelly":0,"median_days":9.520833333333332,"worst_trade":-6.314533769770325,"vbt_error":-1.1368683772161603e-13,"symbol":"EEM","mode":"sameclose","split":"train"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More EEM QR290706 daily nextopen recent = 14.881041358072267
Quant replication 2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":8,"return_pct":14.881041358072267,"drawdown":6.111749326732818,"win_rate":75,"average_win":2.5355802043526983,"average_loss":0.553393375884148,"mean":1.7633368092934865,"kelly":0.17385930114402004,"median_days":3.5,"worst_trade":-0.9457374891720383,"vbt_error":4.263256414560601e-14,"symbol":"EEM","mode":"nextopen","split":"recent"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More EEM QR290706 daily nextopen holdout = -0.028976901807054034
Quant replication 2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":35,"return_pct":-0.028976901807054034,"drawdown":19.637581559121465,"win_rate":60,"average_win":1.2141872470492285,"average_loss":1.7713950624288137,"mean":0.01995432325801159,"kelly":0.0041085761908851715,"median_days":8,"worst_trade":-6.621975820217618,"vbt_error":-2.842170943040401e-14,"symbol":"EEM","mode":"nextopen","split":"holdout"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More EEM QR290706 daily nextopen train = 2.5984823755046405
Quant replication 2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":28,"return_pct":2.5984823755046405,"drawdown":13.94711401289176,"win_rate":71.42857142857143,"average_win":0.9620336074380554,"average_loss":2.0255835063523437,"mean":0.10842871778365562,"kelly":0.028176956850916812,"median_days":9,"worst_trade":-5.963594231989811,"vbt_error":-1.1368683772161603e-13,"symbol":"EEM","mode":"nextopen","split":"train"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More EFA QR290706 daily sameclose recent = -0.10849036800425482
Quant replication 2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":5,"return_pct":-0.10849036800425482,"drawdown":7.685370741482966,"win_rate":80,"average_win":0.7766898376452613,"average_loss":3.147314425387615,"mean":-0.008111014961313945,"kelly":0,"median_days":6,"worst_trade":-3.147314425387615,"vbt_error":0,"symbol":"EFA","mode":"sameclose","split":"recent"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More EFA QR290706 daily sameclose holdout = 6.119824004443775
Quant replication 2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":35,"return_pct":6.119824004443775,"drawdown":14.352642070741206,"win_rate":71.42857142857143,"average_win":0.9581667060336175,"average_loss":1.7498616344242157,"mean":0.18444432304566524,"kelly":0.04812427782248416,"median_days":7,"worst_trade":-6.238026077937542,"vbt_error":-7.105427357601002e-14,"symbol":"EFA","mode":"sameclose","split":"holdout"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More EFA QR290706 daily sameclose train = -2.2788427908205455
Quant replication 2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":33,"return_pct":-2.2788427908205455,"drawdown":16.627913519227256,"win_rate":66.66666666666666,"average_win":0.8756676942488757,"average_loss":1.9111773868029134,"mean":-0.053280666101720574,"kelly":0,"median_days":6,"worst_trade":-6.531002084196902,"vbt_error":-1.1368683772161603e-13,"symbol":"EFA","mode":"sameclose","split":"train"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More EFA QR290706 daily nextopen recent = -2.46854755570457
Quant replication 2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":5,"return_pct":-2.46854755570457,"drawdown":7.685370741482966,"win_rate":20,"average_win":1.6828297293678185,"average_loss":1.0330433798259904,"mean":-0.4898687579872285,"kelly":0,"median_days":4,"worst_trade":-2.445854225070998,"vbt_error":-5.684341886080802e-14,"symbol":"EFA","mode":"nextopen","split":"recent"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More EFA QR290706 daily nextopen holdout = 1.8668485560166426
Quant replication 2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":35,"return_pct":1.8668485560166426,"drawdown":22.346224530298308,"win_rate":62.857142857142854,"average_win":1.2637608449810838,"average_loss":1.9360931754127522,"mean":0.07524363740623041,"kelly":0.014884864827283961,"median_days":7,"worst_trade":-8.519103138748662,"vbt_error":-2.1316282072803006e-13,"symbol":"EFA","mode":"nextopen","split":"holdout"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More EFA QR290706 daily nextopen train = -4.004752871051565
Quant replication 2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":33,"return_pct":-4.004752871051565,"drawdown":13.570696300723961,"win_rate":66.66666666666666,"average_win":0.8171151422713812,"average_loss":1.9406814085210753,"mean":-0.10215037465943766,"kelly":0,"median_days":6,"worst_trade":-8.944736735083858,"vbt_error":-7.105427357601002e-14,"symbol":"EFA","mode":"nextopen","split":"train"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More IWM QR290706 daily sameclose recent = 11.521834079927352
Quant replication 2026-09-07 06:10
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":6,"return_pct":11.521834079927352,"drawdown":4.323553866254892,"win_rate":100,"average_win":1.840477173344864,"average_loss":0,"mean":1.840477173344864,"kelly":0,"median_days":6.5,"worst_trade":0.34743328533966,"vbt_error":5.684341886080802e-14,"symbol":"IWM","mode":"sameclose","split":"recent"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More IWM QR290706 daily sameclose holdout = 31.888196670586645
Quant replication 2026-09-07 06:09
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":39,"return_pct":31.888196670586645,"drawdown":13.620120100165378,"win_rate":74.35897435897436,"average_win":1.9719562578747714,"average_loss":2.804775015544516,"mean":0.7471533672544413,"kelly":0.09472235556326031,"median_days":7,"worst_trade":-5.862387833128713,"vbt_error":-2.8421709430404007e-13,"symbol":"IWM","mode":"sameclose","split":"holdout"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More IWM QR290706 daily sameclose train = -26.391959650735775
Quant replication 2026-09-07 06:09
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":39,"return_pct":-26.391959650735775,"drawdown":44.83377173471528,"win_rate":71.7948717948718,"average_win":1.09401991095922,"average_loss":4.9745039320101725,"mean":-0.61761501910907,"kelly":0,"median_days":7,"worst_trade":-30.396396335404553,"vbt_error":-8.526512829121202e-14,"symbol":"IWM","mode":"sameclose","split":"train"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More IWM QR290706 daily nextopen recent = 6.497396228912078
Quant replication 2026-09-07 06:09
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":5,"return_pct":6.497396228912078,"drawdown":4.323553866254892,"win_rate":80,"average_win":1.6048436349801187,"average_loss":0.05446169379021981,"mean":1.272982569226051,"kelly":0.19830320871756163,"median_days":8,"worst_trade":-0.05446169379021981,"vbt_error":-1.4210854715202004e-13,"symbol":"IWM","mode":"nextopen","split":"recent"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More IWM QR290706 daily nextopen holdout = 41.68494105935536
Quant replication 2026-09-07 06:09
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":39,"return_pct":41.68494105935536,"drawdown":12.471983030240818,"win_rate":76.92307692307693,"average_win":2.0789929642088216,"average_loss":2.864550814689642,"mean":0.9381751690784071,"kelly":0.11281605869159804,"median_days":7,"worst_trade":-6.804647419897636,"vbt_error":1.7053025658242404e-13,"symbol":"IWM","mode":"nextopen","split":"holdout"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More IWM QR290706 daily nextopen train = -27.01536617309849
Quant replication 2026-09-07 06:09
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":39,"return_pct":-27.01536617309849,"drawdown":43.079469240294266,"win_rate":64.1025641025641,"average_win":1.168353573081502,"average_loss":3.8784652936945543,"mean":-0.6433249944791336,"kelly":0,"median_days":7,"worst_trade":-30.15412515129472,"vbt_error":-1.4210854715202004e-14,"symbol":"IWM","mode":"nextopen","split":"train"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY QR290706 daily sameclose recent = 10.447392794260368
Quant replication 2026-09-07 06:09
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":10,"return_pct":10.447392794260368,"drawdown":6.566367746238777,"win_rate":90,"average_win":1.4817512993511257,"average_loss":3.202207513921651,"mean":1.013355418023848,"kelly":0.17097258805637744,"median_days":6,"worst_trade":-3.202207513921651,"vbt_error":2.842170943040401e-14,"symbol":"SPY","mode":"sameclose","split":"recent"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY QR290706 daily sameclose holdout = 32.64945181133827
Quant replication 2026-09-07 06:09
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":39,"return_pct":32.64945181133827,"drawdown":7.760070800058861,"win_rate":84.61538461538461,"average_win":1.2471508794639867,"average_loss":2.050440767675543,"mean":0.7398290875963667,"kelly":0.14830384594571627,"median_days":5,"worst_trade":-5.222701220481429,"vbt_error":5.684341886080802e-14,"symbol":"SPY","mode":"sameclose","split":"holdout"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY QR290706 daily sameclose train = -13.624685379438583
Quant replication 2026-09-07 06:09
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":39,"return_pct":-13.624685379438583,"drawdown":32.2165606967374,"win_rate":69.23076923076923,"average_win":0.9476947230135924,"average_loss":3.057471841719108,"mean":-0.2846642199810846,"kelly":0,"median_days":6,"worst_trade":-23.163218939418762,"vbt_error":-8.526512829121202e-14,"symbol":"SPY","mode":"sameclose","split":"train"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY QR290706 daily nextopen recent = 10.032606705177717
Quant replication 2026-09-07 06:09
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":11,"return_pct":10.032606705177717,"drawdown":6.566367746238799,"win_rate":81.81818181818183,"average_win":1.2784729200714853,"average_loss":0.907865604726793,"mean":0.8809568246536165,"kelly":0.1722674001973304,"median_days":6,"worst_trade":-1.797301171955723,"vbt_error":-1.4210854715202004e-14,"symbol":"SPY","mode":"nextopen","split":"recent"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY QR290706 daily nextopen holdout = 31.367173180182164
Quant replication 2026-09-07 06:09
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":39,"return_pct":31.367173180182164,"drawdown":7.750782398584121,"win_rate":82.05128205128204,"average_win":1.3226378063135509,"average_loss":2.0555746684744975,"mean":0.7162919775054395,"kelly":0.1353908027742464,"median_days":5,"worst_trade":-5.606497085752837,"vbt_error":-8.526512829121202e-14,"symbol":"SPY","mode":"nextopen","split":"holdout"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More SPY QR290706 daily nextopen train = -17.564454958991725
Quant replication 2026-09-07 06:09
MeasuredSep7 2026. Protocol596/598. AlladjustedSIPdaily2016–Sep4 2026;train2016–20,holdout2021–25,recent2026. 10bpone-waycostsplit5fee/5slip. Sameclose is infeasible completed-signal timing diagnostic. DailyclosemarkedDDincludesstartingcash butnotunseenintradaypath;noactualstoprulevalidated. {"sample":39,"return_pct":-17.564454958991725,"drawdown":33.49776441879393,"win_rate":58.97435897435898,"average_win":1.0107960424883478,"average_loss":2.4455531915922784,"mean":-0.4071933868780629,"kelly":0,"median_days":6,"worst_trade":-22.67570559906531,"vbt_error":-1.5631940186722204e-13,"symbol":"SPY","mode":"nextopen","split":"train"}
https://runway.adityaperswal.workers.dev/data/stock-bars
More EFA Issuer wrapper expense and NAV baseline = 0.32
Quant replication 2026-09-07 06:07
CollectedSep7 2026;issuerpageSep4NAV108.09,currentprospectusexpense0.32%annual,management0.31%+other0.01%. Exposuredevelopedlarge/midcapoutsideUS/Canada. Feeapproximately0.0032*10/365=0.00877%over10calendardays,alreadyembeddedinobservedETFprice/NAV;do not deductagain. This iswrapperfundamentalcontext,notvaluationorcurrentarbitrageedge.
https://www.ishares.com/us/products/239623/ishares-msci-eafe-etf
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