EFAV Sep6 defensive passive train OLS and risk statistics = 0.7159972027790413
Quant replication2026-09-06 02:12
Actual adjustedETF closes, unlevered buyhold price ratios, no added tradingcosts/riskfree deducted. Train2016-2022/later2023-Sep4 2026; OLSdailyreturns withconstant,NeweyWestlag5tstat (numpy); marketmodelintercept not multifactoralpha. Fullmetrics:{"symbol":"EFAV","benchmark":"EFA","period":"train","n":1761,"return_pct":21.56484458735264,"benchmark_return_pct":39.028436018957336,"vol_pct":14.051672536599261,"benchmark_vol_pct":18.602027036087517,"beta":0.7159972027790413,"daily_intercept_pct":-0.0033213980318578195,"intercept_t":-0.4733025366268085,"corr":0.9478586473722475,"drawdown_pct":27.477904040404034}
https://runway.adityaperswal.workers.dev/data/stock-bars
USMV Sep6 defensive passive later OLS and risk statistics = 0.49858576534759647
Quant replication2026-09-06 02:12
Actual adjustedETF closes, unlevered buyhold price ratios, no added tradingcosts/riskfree deducted. Train2016-2022/later2023-Sep4 2026; OLSdailyreturns withconstant,NeweyWestlag5tstat (numpy); marketmodelintercept not multifactoralpha. Fullmetrics:{"symbol":"USMV","benchmark":"SPY","period":"later","n":922,"return_pct":48.0828558836492,"benchmark_return_pct":111.52092716686806,"vol_pct":10.305553209987494,"benchmark_vol_pct":14.99658600379351,"beta":0.49858576534759647,"daily_intercept_pct":0.0022992594485956703,"intercept_t":0.15937373572534239,"corr":0.7255393434926067,"drawdown_pct":9.352362417558647}
https://runway.adityaperswal.workers.dev/data/stock-bars
USMV Sep6 defensive passive train OLS and risk statistics = 0.7812434134569659
Quant replication2026-09-06 02:12
Actual adjustedETF closes, unlevered buyhold price ratios, no added tradingcosts/riskfree deducted. Train2016-2022/later2023-Sep4 2026; OLSdailyreturns withconstant,NeweyWestlag5tstat (numpy); marketmodelintercept not multifactoralpha. Fullmetrics:{"symbol":"USMV","benchmark":"SPY","period":"train","n":1761,"return_pct":99.17984768599884,"benchmark_return_pct":113.71127995324373,"vol_pct":15.73996476289678,"benchmark_vol_pct":18.673352916430666,"beta":0.7812434134569659,"daily_intercept_pct":0.00493665221325268,"intercept_t":0.5656345693413077,"corr":0.9268403197132715,"drawdown_pct":33.07174887892377}
https://runway.adityaperswal.workers.dev/data/stock-bars
SPLV Sep6 defensive passive later OLS and risk statistics = 0.35335750314878195
Quant replication2026-09-06 02:12
Actual adjustedETF closes, unlevered buyhold price ratios, no added tradingcosts/riskfree deducted. Train2016-2022/later2023-Sep4 2026; OLSdailyreturns withconstant,NeweyWestlag5tstat (numpy); marketmodelintercept not multifactoralpha. Fullmetrics:{"symbol":"SPLV","benchmark":"SPY","period":"later","n":922,"return_pct":26.69944058314968,"benchmark_return_pct":111.52092716686806,"vol_pct":11.240768429108721,"benchmark_vol_pct":14.99658600379351,"beta":0.35335750314878195,"daily_intercept_pct":-0.0020053654716985472,"intercept_t":-0.0980260732402737,"corr":0.4714229475926147,"drawdown_pct":9.773559773559782}
https://runway.adityaperswal.workers.dev/data/stock-bars
SPLV Sep6 defensive passive train OLS and risk statistics = 0.7475711360620403
Quant replication2026-09-06 02:12
Actual adjustedETF closes, unlevered buyhold price ratios, no added tradingcosts/riskfree deducted. Train2016-2022/later2023-Sep4 2026; OLSdailyreturns withconstant,NeweyWestlag5tstat (numpy); marketmodelintercept not multifactoralpha. Fullmetrics:{"symbol":"SPLV","benchmark":"SPY","period":"train","n":1761,"return_pct":94.27254772876894,"benchmark_return_pct":113.71127995324373,"vol_pct":16.444188842885048,"benchmark_vol_pct":18.673352916430666,"beta":0.7475711360620403,"daily_intercept_pct":0.005659963705802025,"intercept_t":0.4426259970235948,"corr":0.8489114171091166,"drawdown_pct":36.25925925925926}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM Sep6 02UTC defensive backtest EEM_later_10_0.001 = -2.7344794538156383
Quant replication2026-09-06 02:11
Final completedcohort metrics: train2016-2022 withwarmup, laterJan2023-Aug2026; monthly next-open long,stop1ATR,target1.5ATR,maxhold specified sessions. Costs totalonewaybp splitfees/slip; 3monthcircularbootstrap10000 samplemeanCI; sessioncloseDD versus stagedDD distinguished. Chronological test not pristine market window. All metrics: {"key":"EEM_later_10_0.001","symbol":"EEM","period":"later","hold":10,"cost_bps":10,"return_pct":-2.7344794538156383,"drawdown_pct":12.836853679478633,"staged_drawdown_pct":12.848003352128877,"n":44,"win_pct":54.54545454545454,"avg_win_pct":1.629314979737233,"avg_loss_pct":2.0492570510451262,"mean_pct":-0.04276321607293021,"ci_low":-0.5745357098266318,"ci_high":0.4855956570357504,"quarter_kelly":0,"cagr_pct":-0.7551272494006556,"ledger_error":5.4569682106375694e-12}
https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen note248 ; censoring audit note254
EFA Sep6 02UTC defensive backtest EFA_later_10_0.001 = -5.810380847961132
Quant replication2026-09-06 02:11
Final completedcohort metrics: train2016-2022 withwarmup, laterJan2023-Aug2026; monthly next-open long,stop1ATR,target1.5ATR,maxhold specified sessions. Costs totalonewaybp splitfees/slip; 3monthcircularbootstrap10000 samplemeanCI; sessioncloseDD versus stagedDD distinguished. Chronological test not pristine market window. All metrics: {"key":"EFA_later_10_0.001","symbol":"EFA","period":"later","hold":10,"cost_bps":10,"return_pct":-5.810380847961132,"drawdown_pct":11.607396436399265,"staged_drawdown_pct":11.75429808855114,"n":44,"win_pct":47.72727272727273,"avg_win_pct":1.3749386033882067,"avg_loss_pct":1.4932640127530792,"mean_pct":-0.12434912777655636,"ci_low":-0.5957705848198299,"ci_high":0.3214701314081094,"quarter_kelly":0,"cagr_pct":-1.6232043180330669,"ledger_error":2.1827872842550278e-11}
https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen note248 ; censoring audit note254
SPY Sep6 02UTC defensive backtest SPY_later_10_0.001 = 11.268466705167885
Quant replication2026-09-06 02:11
Final completedcohort metrics: train2016-2022 withwarmup, laterJan2023-Aug2026; monthly next-open long,stop1ATR,target1.5ATR,maxhold specified sessions. Costs totalonewaybp splitfees/slip; 3monthcircularbootstrap10000 samplemeanCI; sessioncloseDD versus stagedDD distinguished. Chronological test not pristine market window. All metrics: {"key":"SPY_later_10_0.001","symbol":"SPY","period":"later","hold":10,"cost_bps":10,"return_pct":11.268466705167885,"drawdown_pct":6.672293370752569,"staged_drawdown_pct":8.324354777030862,"n":44,"win_pct":54.54545454545454,"avg_win_pct":1.5515670071137624,"avg_loss_pct":1.2998889258742252,"mean_pct":0.25545067393740434,"ci_low":-0.18663180872393165,"ci_high":0.729493665842293,"quarter_kelly":0.041160109870568146,"cagr_pct":2.962173705568105,"ledger_error":2.1827872842550278e-11}
https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen note248 ; censoring audit note254
EEMV Sep6 02UTC defensive backtest EEMV_train_15_0.001 = -9.859867329612443
Quant replication2026-09-06 02:11
Final completedcohort metrics: train2016-2022 withwarmup, laterJan2023-Aug2026; monthly next-open long,stop1ATR,target1.5ATR,maxhold specified sessions. Costs totalonewaybp splitfees/slip; 3monthcircularbootstrap10000 samplemeanCI; sessioncloseDD versus stagedDD distinguished. Chronological test not pristine market window. All metrics: {"key":"EEMV_train_15_0.001","symbol":"EEMV","period":"train","hold":15,"cost_bps":10,"return_pct":-9.859867329612443,"drawdown_pct":16.088435120564036,"staged_drawdown_pct":16.08843512056396,"n":82,"win_pct":41.46341463414634,"avg_win_pct":1.4903821254072132,"avg_loss_pct":1.251585297254842,"mean_pct":-0.11467197566325811,"ci_low":-0.4665786985632044,"ci_high":0.30593399863798637,"quarter_kelly":0,"cagr_pct":-1.4747025484171727,"ledger_error":6.002665031701326e-11}
https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen note248 ; censoring audit note254
EEMV Sep6 02UTC defensive backtest EEMV_train_5_0.001 = -7.940277771983564
Quant replication2026-09-06 02:11
Final completedcohort metrics: train2016-2022 withwarmup, laterJan2023-Aug2026; monthly next-open long,stop1ATR,target1.5ATR,maxhold specified sessions. Costs totalonewaybp splitfees/slip; 3monthcircularbootstrap10000 samplemeanCI; sessioncloseDD versus stagedDD distinguished. Chronological test not pristine market window. All metrics: {"key":"EEMV_train_5_0.001","symbol":"EEMV","period":"train","hold":5,"cost_bps":10,"return_pct":-7.940277771983564,"drawdown_pct":14.841450444431004,"staged_drawdown_pct":15.209552386772051,"n":82,"win_pct":41.46341463414634,"avg_win_pct":1.3811867708105712,"avg_loss_pct":1.1324801242753089,"mean_pct":-0.09022799704457811,"ci_low":-0.4091560677756362,"ci_high":0.2902207310435071,"quarter_kelly":0,"cagr_pct":-1.177112239671907,"ledger_error":3.092281986027956e-11}
https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen note248 ; censoring audit note254
EEMV Sep6 02UTC defensive backtest EEMV_later_10_0.0002 = 8.250750677088527
Quant replication2026-09-06 02:11
Final completedcohort metrics: train2016-2022 withwarmup, laterJan2023-Aug2026; monthly next-open long,stop1ATR,target1.5ATR,maxhold specified sessions. Costs totalonewaybp splitfees/slip; 3monthcircularbootstrap10000 samplemeanCI; sessioncloseDD versus stagedDD distinguished. Chronological test not pristine market window. All metrics: {"key":"EEMV_later_10_0.0002","symbol":"EEMV","period":"later","hold":10,"cost_bps":2,"return_pct":8.250750677088527,"drawdown_pct":5.270511619946749,"staged_drawdown_pct":5.8367693387049275,"n":44,"win_pct":54.54545454545454,"avg_win_pct":1.3014157884382518,"avg_loss_pct":1.1455914347840597,"mean_pct":0.18913977788265582,"ci_low":-0.14376335634407814,"ci_high":0.5033395108622111,"quarter_kelly":0.036333464593515996,"cagr_pct":2.191104487440554,"ledger_error":2.000888343900442e-11}
https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen note248 ; censoring audit note254
EEMV Sep6 02UTC defensive backtest EEMV_later_10_0.005 = -29.04475083242711
Quant replication2026-09-06 02:11
Final completedcohort metrics: train2016-2022 withwarmup, laterJan2023-Aug2026; monthly next-open long,stop1ATR,target1.5ATR,maxhold specified sessions. Costs totalonewaybp splitfees/slip; 3monthcircularbootstrap10000 samplemeanCI; sessioncloseDD versus stagedDD distinguished. Chronological test not pristine market window. All metrics: {"key":"EEMV_later_10_0.005","symbol":"EEMV","period":"later","hold":10,"cost_bps":50,"return_pct":-29.04475083242711,"drawdown_pct":30.565193501866407,"staged_drawdown_pct":31.48968356216032,"n":44,"win_pct":43.18181818181818,"avg_win_pct":0.4357655038304864,"avg_loss_pct":1.6829956374806083,"mean_pct":-0.7680760537326357,"ci_low":-1.0917386990572115,"ci_high":-0.45423170745017927,"quarter_kelly":0,"cagr_pct":-8.954066434054752,"ledger_error":1.9099388737231493e-11}
https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen note248 ; censoring audit note254
EEMV Sep6 02UTC defensive backtest EEMV_later_10_0.001 = 0.8919653386796563
Quant replication2026-09-06 02:11
Final completedcohort metrics: train2016-2022 withwarmup, laterJan2023-Aug2026; monthly next-open long,stop1ATR,target1.5ATR,maxhold specified sessions. Costs totalonewaybp splitfees/slip; 3monthcircularbootstrap10000 samplemeanCI; sessioncloseDD versus stagedDD distinguished. Chronological test not pristine market window. All metrics: {"key":"EEMV_later_10_0.001","symbol":"EEMV","period":"later","hold":10,"cost_bps":10,"return_pct":0.8919653386796563,"drawdown_pct":8.620096936315225,"staged_drawdown_pct":9.23899174285403,"n":44,"win_pct":54.54545454545454,"avg_win_pct":1.139463103139804,"avg_loss_pct":1.30363203862085,"mean_pct":0.02896531143041579,"ci_low":-0.2997229735876085,"ci_high":0.3544872906986757,"quarter_kelly":0.006355034961334299,"cagr_pct":0.2430688522353286,"ledger_error":1.0913936421275139e-11}
https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen note248 ; censoring audit note254
EEMV Sep6 02UTC defensive backtest EEMV_train_10_0.001 = -8.210581633646289
Quant replication2026-09-06 02:11
Final completedcohort metrics: train2016-2022 withwarmup, laterJan2023-Aug2026; monthly next-open long,stop1ATR,target1.5ATR,maxhold specified sessions. Costs totalonewaybp splitfees/slip; 3monthcircularbootstrap10000 samplemeanCI; sessioncloseDD versus stagedDD distinguished. Chronological test not pristine market window. All metrics: {"key":"EEMV_train_10_0.001","symbol":"EEMV","period":"train","hold":10,"cost_bps":10,"return_pct":-8.210581633646289,"drawdown_pct":15.821024206669264,"staged_drawdown_pct":15.821024206669144,"n":82,"win_pct":42.68292682926829,"avg_win_pct":1.4591432788887473,"avg_loss_pct":1.248282018464019,"mean_pct":-0.09267365983783832,"ci_low":-0.43240769858357436,"ci_high":0.3297327733550482,"quarter_kelly":0,"cagr_pct":-1.2186934059081667,"ledger_error":3.637978807091713e-11}
https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen note248 ; censoring audit note254
EFAV Sep6 02UTC defensive backtest EFAV_train_15_0.001 = -5.227715369480138
Quant replication2026-09-06 02:11
Final completedcohort metrics: train2016-2022 withwarmup, laterJan2023-Aug2026; monthly next-open long,stop1ATR,target1.5ATR,maxhold specified sessions. Costs totalonewaybp splitfees/slip; 3monthcircularbootstrap10000 samplemeanCI; sessioncloseDD versus stagedDD distinguished. Chronological test not pristine market window. All metrics: {"key":"EFAV_train_15_0.001","symbol":"EFAV","period":"train","hold":15,"cost_bps":10,"return_pct":-5.227715369480138,"drawdown_pct":14.40363075878749,"staged_drawdown_pct":14.419932831888449,"n":82,"win_pct":43.90243902439025,"avg_win_pct":1.2208940334452734,"avg_loss_pct":1.0571344841646446,"mean_pct":-0.0570244032627294,"ci_low":-0.3458290595838981,"ci_high":0.2557340492333423,"quarter_kelly":0,"cagr_pct":-0.7655278522349596,"ledger_error":5.093170329928398e-11}
https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen note248 ; censoring audit note254
EFAV Sep6 02UTC defensive backtest EFAV_train_5_0.001 = -8.533909611336075
Quant replication2026-09-06 02:11
Final completedcohort metrics: train2016-2022 withwarmup, laterJan2023-Aug2026; monthly next-open long,stop1ATR,target1.5ATR,maxhold specified sessions. Costs totalonewaybp splitfees/slip; 3monthcircularbootstrap10000 samplemeanCI; sessioncloseDD versus stagedDD distinguished. Chronological test not pristine market window. All metrics: {"key":"EFAV_train_5_0.001","symbol":"EFAV","period":"train","hold":5,"cost_bps":10,"return_pct":-8.533909611336075,"drawdown_pct":12.31724105578974,"staged_drawdown_pct":12.553765589239319,"n":82,"win_pct":42.68292682926829,"avg_win_pct":1.0596251474227492,"avg_loss_pct":0.967564260262619,"mean_pct":-0.102300488689596,"ci_low":-0.33164071510308174,"ci_high":0.1636344708218517,"quarter_kelly":0,"cagr_pct":-1.2685693754363792,"ledger_error":3.456079866737127e-11}
https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen note248 ; censoring audit note254
EFAV Sep6 02UTC defensive backtest EFAV_later_10_0.0002 = -1.356504228513586
Quant replication2026-09-06 02:11
Final completedcohort metrics: train2016-2022 withwarmup, laterJan2023-Aug2026; monthly next-open long,stop1ATR,target1.5ATR,maxhold specified sessions. Costs totalonewaybp splitfees/slip; 3monthcircularbootstrap10000 samplemeanCI; sessioncloseDD versus stagedDD distinguished. Chronological test not pristine market window. All metrics: {"key":"EFAV_later_10_0.0002","symbol":"EFAV","period":"later","hold":10,"cost_bps":2,"return_pct":-1.356504228513586,"drawdown_pct":6.805719245816588,"staged_drawdown_pct":7.252006101998932,"n":44,"win_pct":45.45454545454545,"avg_win_pct":1.244604119559365,"avg_loss_pct":1.080214836571744,"mean_pct":-0.023478947421239956,"ci_low":-0.3382029506357064,"ci_high":0.29044444281595705,"quarter_kelly":0,"cagr_pct":-0.3726977347406679,"ledger_error":1.8189894035458565e-12}
https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen note248 ; censoring audit note254
EFAV Sep6 02UTC defensive backtest EFAV_later_10_0.005 = -35.342029709290244
Quant replication2026-09-06 02:11
Final completedcohort metrics: train2016-2022 withwarmup, laterJan2023-Aug2026; monthly next-open long,stop1ATR,target1.5ATR,maxhold specified sessions. Costs totalonewaybp splitfees/slip; 3monthcircularbootstrap10000 samplemeanCI; sessioncloseDD versus stagedDD distinguished. Chronological test not pristine market window. All metrics: {"key":"EFAV_later_10_0.005","symbol":"EFAV","period":"later","hold":10,"cost_bps":50,"return_pct":-35.342029709290244,"drawdown_pct":36.83252678725829,"staged_drawdown_pct":36.96306057037394,"n":44,"win_pct":38.63636363636363,"avg_win_pct":0.3618470558693883,"avg_loss_pct":1.8226885036048346,"mean_pct":-0.9786634010807032,"ci_low":-1.2883911867585538,"ci_high":-0.6622199875976155,"quarter_kelly":0,"cagr_pct":-11.238255140769748,"ledger_error":1.0913936421275139e-11}
https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen note248 ; censoring audit note254
EFAV Sep6 02UTC defensive backtest EFAV_later_10_0.001 = -8.062197314910554
Quant replication2026-09-06 02:11
Final completedcohort metrics: train2016-2022 withwarmup, laterJan2023-Aug2026; monthly next-open long,stop1ATR,target1.5ATR,maxhold specified sessions. Costs totalonewaybp splitfees/slip; 3monthcircularbootstrap10000 samplemeanCI; sessioncloseDD versus stagedDD distinguished. Chronological test not pristine market window. All metrics: {"key":"EFAV_later_10_0.001","symbol":"EFAV","period":"later","hold":10,"cost_bps":10,"return_pct":-8.062197314910554,"drawdown_pct":12.190697481611013,"staged_drawdown_pct":12.19069748161099,"n":44,"win_pct":45.45454545454545,"avg_win_pct":1.0827422602603354,"avg_loss_pct":1.2383599593390346,"mean_pct":-0.1833134958847755,"ci_low":-0.5014683257238891,"ci_high":0.14072389772960567,"quarter_kelly":0,"cagr_pct":-2.2718604458741853,"ledger_error":2.000888343900442e-11}
https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen note248 ; censoring audit note254
EFAV Sep6 02UTC defensive backtest EFAV_train_10_0.001 = -7.415223263263815
Quant replication2026-09-06 02:11
Final completedcohort metrics: train2016-2022 withwarmup, laterJan2023-Aug2026; monthly next-open long,stop1ATR,target1.5ATR,maxhold specified sessions. Costs totalonewaybp splitfees/slip; 3monthcircularbootstrap10000 samplemeanCI; sessioncloseDD versus stagedDD distinguished. Chronological test not pristine market window. All metrics: {"key":"EFAV_train_10_0.001","symbol":"EFAV","period":"train","hold":10,"cost_bps":10,"return_pct":-7.415223263263815,"drawdown_pct":14.403630758787433,"staged_drawdown_pct":14.419932831888405,"n":82,"win_pct":43.90243902439025,"avg_win_pct":1.1857001501877862,"avg_loss_pct":1.0807388800741557,"mean_pct":-0.08571686678842509,"ci_low":-0.3588051297930112,"ci_high":0.1993213424760425,"quarter_kelly":0,"cagr_pct":-1.0966405642338306,"ledger_error":3.8198777474462986e-11}
https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen note248 ; censoring audit note254
USMV Sep6 02UTC defensive backtest USMV_train_15_0.001 = 18.158942103697573
Quant replication2026-09-06 02:11
Final completedcohort metrics: train2016-2022 withwarmup, laterJan2023-Aug2026; monthly next-open long,stop1ATR,target1.5ATR,maxhold specified sessions. Costs totalonewaybp splitfees/slip; 3monthcircularbootstrap10000 samplemeanCI; sessioncloseDD versus stagedDD distinguished. Chronological test not pristine market window. All metrics: {"key":"USMV_train_15_0.001","symbol":"USMV","period":"train","hold":15,"cost_bps":10,"return_pct":18.158942103697573,"drawdown_pct":12.33065632148287,"staged_drawdown_pct":12.330656321482824,"n":82,"win_pct":47.5609756097561,"avg_win_pct":1.63655075376641,"avg_loss_pct":1.0669141224890113,"mean_pct":0.21888014792515237,"ci_low":-0.1454150473562021,"ci_high":0.6239934621025862,"quarter_kelly":0.0334361991862175,"cagr_pct":2.416903067588083,"ledger_error":4.001776687800884e-11}
https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen note248 ; censoring audit note254
USMV Sep6 02UTC defensive backtest USMV_train_5_0.001 = 10.91751662163917
Quant replication2026-09-06 02:11
Final completedcohort metrics: train2016-2022 withwarmup, laterJan2023-Aug2026; monthly next-open long,stop1ATR,target1.5ATR,maxhold specified sessions. Costs totalonewaybp splitfees/slip; 3monthcircularbootstrap10000 samplemeanCI; sessioncloseDD versus stagedDD distinguished. Chronological test not pristine market window. All metrics: {"key":"USMV_train_5_0.001","symbol":"USMV","period":"train","hold":5,"cost_bps":10,"return_pct":10.91751662163917,"drawdown_pct":13.158079954149072,"staged_drawdown_pct":13.15807995414896,"n":82,"win_pct":47.5609756097561,"avg_win_pct":1.3810008377603862,"avg_loss_pct":0.9868726198713269,"mean_pct":0.13931109778278047,"ci_low":-0.22189688310799172,"ci_high":0.5856167472003961,"quarter_kelly":0.02521922760175617,"cagr_pct":1.4940438397408995,"ledger_error":4.3655745685100555e-11}
https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen note248 ; censoring audit note254
USMV Sep6 02UTC defensive backtest USMV_later_10_0.0002 = 2.557479660742556
Quant replication2026-09-06 02:11
Final completedcohort metrics: train2016-2022 withwarmup, laterJan2023-Aug2026; monthly next-open long,stop1ATR,target1.5ATR,maxhold specified sessions. Costs totalonewaybp splitfees/slip; 3monthcircularbootstrap10000 samplemeanCI; sessioncloseDD versus stagedDD distinguished. Chronological test not pristine market window. All metrics: {"key":"USMV_later_10_0.0002","symbol":"USMV","period":"later","hold":10,"cost_bps":2,"return_pct":2.557479660742556,"drawdown_pct":7.842978484743012,"staged_drawdown_pct":9.472260708812453,"n":44,"win_pct":45.45454545454545,"avg_win_pct":1.2233468672743997,"avg_loss_pct":0.902799940422569,"mean_pct":0.0636304267124168,"ci_low":-0.26570974182389634,"ci_high":0.4051814169261997,"quarter_kelly":0.013003349339133982,"cagr_pct":0.692788694969293,"ledger_error":1.8189894035458565e-12}
https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen note248 ; censoring audit note254
USMV Sep6 02UTC defensive backtest USMV_later_10_0.005 = -32.776526002729575
Quant replication2026-09-06 02:11
Final completedcohort metrics: train2016-2022 withwarmup, laterJan2023-Aug2026; monthly next-open long,stop1ATR,target1.5ATR,maxhold specified sessions. Costs totalonewaybp splitfees/slip; 3monthcircularbootstrap10000 samplemeanCI; sessioncloseDD versus stagedDD distinguished. Chronological test not pristine market window. All metrics: {"key":"USMV_later_10_0.005","symbol":"USMV","period":"later","hold":10,"cost_bps":50,"return_pct":-32.776526002729575,"drawdown_pct":34.49916781313055,"staged_drawdown_pct":34.49916781313049,"n":44,"win_pct":43.18181818181818,"avg_win_pct":0.31869133963257135,"avg_loss_pct":1.8128052666089811,"mean_pct":-0.8923862775501289,"ci_low":-1.222526427489119,"ci_high":-0.5612804500173795,"quarter_kelly":0,"cagr_pct":-10.288972840892917,"ledger_error":1.6370904631912708e-11}
https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen note248 ; censoring audit note254
USMV Sep6 02UTC defensive backtest USMV_later_10_0.001 = -4.414282409738953
Quant replication2026-09-06 02:11
Final completedcohort metrics: train2016-2022 withwarmup, laterJan2023-Aug2026; monthly next-open long,stop1ATR,target1.5ATR,maxhold specified sessions. Costs totalonewaybp splitfees/slip; 3monthcircularbootstrap10000 samplemeanCI; sessioncloseDD versus stagedDD distinguished. Chronological test not pristine market window. All metrics: {"key":"USMV_later_10_0.001","symbol":"USMV","period":"later","hold":10,"cost_bps":10,"return_pct":-4.414282409738953,"drawdown_pct":10.9435540468668,"staged_drawdown_pct":11.41625531578393,"n":44,"win_pct":43.18181818181818,"avg_win_pct":1.124461736062734,"avg_loss_pct":1.0241552775771345,"mean_pct":-0.09634338532355488,"ci_low":-0.4309293700025839,"ci_high":0.23566727524968636,"quarter_kelly":0,"cagr_pct":-1.2266850358397252,"ledger_error":3.092281986027956e-11}
https://runway.adityaperswal.workers.dev/data/stock-bars ; frozen note248 ; censoring audit note254