Notes

{"return_pct":109.56980762428236,"dd_pct":18.755704542060116,"note":"adjusted frictionless comparator, openentry to finalclose"}; Measured2026-09-06 from frozen daily data2016-Jan4 through2026-Sep4; later2023 onward. Descriptive historical results, not independently verified present flows. Simulation uses3calendar-month blocks including inactive months. Actualallocation0. https://runway.adityaperswal.workers.dev/data/stock-bars ; artifacts/stats.py seed906

{"date":"2026-09-04T04:00:00Z","close":770.19,"atr20":5.236859999999979,"adr20":4.4095599999999875,"sma50":756.8572,"sma200":709.8552999999999,"ret5_pct":0.10918307662313165,"median_dollar_volume20":28041884838.015,"whole_shares_at_cap":0}; Measured2026-09-06 from frozen daily data2016-Jan4 through2026-Sep4; later2023 onward. Descriptive historical results, not independently verified present flows. Simulation uses3calendar-month blocks including inactive months. Actualallocation0. https://runway.adityaperswal.workers.dev/data/stock-bars ; artifacts/stats.py seed906

{"events":44,"correlation":0.0620596826364221,"slope":0.04213529800343374,"intercept_pct":0.05681375602291619}; Measured2026-09-06 from frozen daily data2016-Jan4 through2026-Sep4; later2023 onward. Descriptive historical results, not independently verified present flows. Simulation uses3calendar-month blocks including inactive months. Actualallocation0. https://runway.adityaperswal.workers.dev/data/stock-bars ; artifacts/stats.py seed906

{"events":82,"correlation":-0.0971587640007527,"slope":-0.06600871180392648,"intercept_pct":0.31084760798132904}; Measured2026-09-06 from frozen daily data2016-Jan4 through2026-Sep4; later2023 onward. Descriptive historical results, not independently verified present flows. Simulation uses3calendar-month blocks including inactive months. Actualallocation0. https://runway.adityaperswal.workers.dev/data/stock-bars ; artifacts/stats.py seed906

{"allocation_fraction":0.125,"paths":10000,"monthly_sample":44,"terminal_pct_quantiles":[-0.5960107385859503,-0.07005299448390456,0.560250649541239],"prob_loss":0.5854,"p95_drawdown_pct":0.5960107385859503,"prob_gain_needed_349_on245":0,"note":"empirical stationary scenario; zero simulated successes is not a true probability estimate for unobserved tails"}; Measured2026-09-06 from frozen daily data2016-Jan4 through2026-Sep4; later2023 onward. Descriptive historical results, not independently verified present flows. Simulation uses3calendar-month blocks including inactive months. Actualallocation0. https://runway.adityaperswal.workers.dev/data/stock-bars ; artifacts/stats.py seed906

{"metric":{"name":"EEM_train_range_condTrue_cost0.001_hold4","symbol":"EEM","period":"train","mode":"range","conditional":true,"cost_oneway":0.001,"hold":4,"return_pct":8.009695126401839,"drawdown_pct":6.66091767975635,"win_rate_pct":51.28205128205128,"avg_win_pct":1.8575531378468977,"avg_loss_pct":1.514871329058968,"sample":39,"mean_pct":0.21457711550814276,"quarter_kelly":0.02887900097394526,"ledger_error":1.6370904631912708e-11,"cagr_pct":1.1088775483118374,"both_hit":0},"statistics":{"trade_mean_ci95_pct":[-0.3232782966223092,0.7335612486368045],"return_p05_p50_p95_pct":[-9.17968677937118,8.091743821752617,27.87327361541057],"regimes":{"2":{"sample":31,"mean_pct":0.15247209613064908,"return_pct":4.2684527814143},"3":{"sample":8,"mean_pct":0.4552340655959313,"return_pct":3.5880865642370363}}}}; Percent returns; one-way cost=fee+slip split equally. Calendar3-month bootstrap10000 seed906; later2023-Sep2026 not pristine independent OOS. Daily exit approximations, no signedflow/15min validation. https://runway.adityaperswal.workers.dev/data/stock-bars ; local artifacts/test.py,stats.py; frozen note213

{"metric":{"name":"EEM_train_range_condTrue_cost0.001_hold2","symbol":"EEM","period":"train","mode":"range","conditional":true,"cost_oneway":0.001,"hold":2,"return_pct":8.614429682352043,"drawdown_pct":10.270904276696314,"win_rate_pct":48.717948717948715,"avg_win_pct":1.7724020608961746,"avg_loss_pct":1.2381474170928808,"sample":39,"mean_pct":0.2285305337223,"quarter_kelly":0.03223457853670471,"ledger_error":1.4551915228366852e-11,"cagr_pct":1.1897054799099083,"both_hit":0},"statistics":{"trade_mean_ci95_pct":[-0.3261388103633642,0.7727519014951706],"return_p05_p50_p95_pct":[-8.794258609881025,8.518163249764177,29.493028367361962],"regimes":{"2":{"sample":31,"mean_pct":0.023339017957438132,"return_pct":0.22222797828723717},"3":{"sample":8,"mean_pct":1.0236476573111386,"return_pct":8.373593237104316}}}}; Percent returns; one-way cost=fee+slip split equally. Calendar3-month bootstrap10000 seed906; later2023-Sep2026 not pristine independent OOS. Daily exit approximations, no signedflow/15min validation. https://runway.adityaperswal.workers.dev/data/stock-bars ; local artifacts/test.py,stats.py; frozen note213

{"metric":{"name":"EEM_later_range_condTrue_cost0.005_hold3","symbol":"EEM","period":"later","mode":"range","conditional":true,"cost_oneway":0.005,"hold":3,"return_pct":-19.35617478029201,"drawdown_pct":23.428910324064354,"win_rate_pct":23.809523809523807,"avg_win_pct":1.2276079584537314,"avg_loss_pct":1.7065494873939517,"sample":21,"mean_pct":-1.0079405717159322,"quarter_kelly":0,"ledger_error":1.0913936421275139e-11,"cagr_pct":-5.695230519338379,"both_hit":0},"statistics":{"trade_mean_ci95_pct":[-1.6187587853217469,-0.37537495179284663],"return_p05_p50_p95_pct":[-28.74555417567004,-19.224548213694863,-8.969922367097677],"regimes":{"1":{"sample":15,"mean_pct":-1.1484714081890863,"return_pct":-16.06207564451173},"2":{"sample":6,"mean_pct":-0.65661348053304,"return_pct":-3.924446739746834}}}}; Percent returns; one-way cost=fee+slip split equally. Calendar3-month bootstrap10000 seed906; later2023-Sep2026 not pristine independent OOS. Daily exit approximations, no signedflow/15min validation. https://runway.adityaperswal.workers.dev/data/stock-bars ; local artifacts/test.py,stats.py; frozen note213

{"metric":{"name":"EEM_later_fixed_condTrue_cost0.005_hold3","symbol":"EEM","period":"later","mode":"fixed","conditional":true,"cost_oneway":0.005,"hold":3,"return_pct":-17.81950675637337,"drawdown_pct":22.391372009691203,"win_rate_pct":19.047619047619047,"avg_win_pct":1.5511993759627418,"avg_loss_pct":1.5008618213278133,"sample":21,"mean_pct":-0.9195168313677076,"quarter_kelly":0,"ledger_error":1.6370904631912708e-11,"cagr_pct":-5.208777984799006,"both_hit":0},"statistics":{"trade_mean_ci95_pct":[-1.533757236586829,-0.22569326100356357],"return_p05_p50_p95_pct":[-28.241314758387116,-17.68823218506843,-6.549284837772873],"regimes":{"1":{"sample":15,"mean_pct":-1.0730261252298154,"return_pct":-15.092644326028582},"2":{"sample":6,"mean_pct":-0.5357435967124299,"return_pct":-3.211573848578253}}}}; Percent returns; one-way cost=fee+slip split equally. Calendar3-month bootstrap10000 seed906; later2023-Sep2026 not pristine independent OOS. Daily exit approximations, no signedflow/15min validation. https://runway.adityaperswal.workers.dev/data/stock-bars ; local artifacts/test.py,stats.py; frozen note213

{"metric":{"name":"EEM_later_range_condTrue_cost0.0002_hold3","symbol":"EEM","period":"later","mode":"range","conditional":true,"cost_oneway":0.0002,"hold":3,"return_pct":-1.3436423981680656,"drawdown_pct":10.664427583695668,"win_rate_pct":42.857142857142854,"avg_win_pct":1.416877340870578,"avg_loss_pct":1.1554754382801855,"sample":21,"mean_pct":-0.053038532929858405,"quarter_kelly":0,"ledger_error":5.4569682106375694e-12,"cagr_pct":-0.36804662893065165,"both_hit":0},"statistics":{"trade_mean_ci95_pct":[-0.6696860648440354,0.6003569318190822],"return_p05_p50_p95_pct":[-11.366641639545078,-1.2480311752365914,10.024283550354838],"regimes":{"1":{"sample":15,"mean_pct":-0.19492496482183527,"return_pct":-3.061394767796377},"2":{"sample":6,"mean_pct":0.3016775468000817,"return_pct":1.7720002939114021}}}}; Percent returns; one-way cost=fee+slip split equally. Calendar3-month bootstrap10000 seed906; later2023-Sep2026 not pristine independent OOS. Daily exit approximations, no signedflow/15min validation. https://runway.adityaperswal.workers.dev/data/stock-bars ; local artifacts/test.py,stats.py; frozen note213

{"metric":{"name":"EEM_later_fixed_condTrue_cost0.0002_hold3","symbol":"EEM","period":"later","mode":"fixed","conditional":true,"cost_oneway":0.0002,"hold":3,"return_pct":0.5362544156299665,"drawdown_pct":10.361589007150073,"win_rate_pct":42.857142857142854,"avg_win_pct":1.3447884847695373,"avg_loss_pct":0.9451745751396226,"sample":21,"mean_pct":0.036238164821445984,"quarter_kelly":0.006736777796631746,"ledger_error":5.4569682106375694e-12,"cagr_pct":0.14588513194813135,"both_hit":0},"statistics":{"trade_mean_ci95_pct":[-0.5873447100437253,0.7377116014593339],"return_p05_p50_p95_pct":[-10.400089369635474,0.460695257780086,12.507237518885775],"regimes":{"1":{"sample":15,"mean_pct":-0.11875191788906465,"return_pct":-1.9418135939258563},"2":{"sample":6,"mean_pct":0.4237133715977217,"return_pct":2.5271403646950352}}}}; Percent returns; one-way cost=fee+slip split equally. Calendar3-month bootstrap10000 seed906; later2023-Sep2026 not pristine independent OOS. Daily exit approximations, no signedflow/15min validation. https://runway.adityaperswal.workers.dev/data/stock-bars ; local artifacts/test.py,stats.py; frozen note213

{"metric":{"name":"EEM_later_fixed_condFalse_cost0.001_hold3","symbol":"EEM","period":"later","mode":"fixed","conditional":false,"cost_oneway":0.001,"hold":3,"return_pct":-10.203952026751828,"drawdown_pct":20.169066421353264,"win_rate_pct":43.18181818181818,"avg_win_pct":1.3474663668876554,"avg_loss_pct":1.4170595361325407,"sample":44,"mean_pct":-0.22328698710109232,"quarter_kelly":0,"ledger_error":1.0913936421275139e-11,"cagr_pct":-2.8910842593913855,"both_hit":0},"statistics":{"trade_mean_ci95_pct":[-0.7767005216743088,0.3144399548621508],"return_p05_p50_p95_pct":[-27.017864567863352,-9.807452402389128,9.882582899116247],"regimes":{"1":{"sample":28,"mean_pct":-0.2825965837091631,"return_pct":-8.390623946540599},"2":{"sample":16,"mean_pct":-0.11949519303696625,"return_pct":-1.9794131980036656}}}}; Percent returns; one-way cost=fee+slip split equally. Calendar3-month bootstrap10000 seed906; later2023-Sep2026 not pristine independent OOS. Daily exit approximations, no signedflow/15min validation. https://runway.adityaperswal.workers.dev/data/stock-bars ; local artifacts/test.py,stats.py; frozen note213

{"metric":{"name":"EEM_later_range_condTrue_cost0.001_hold3","symbol":"EEM","period":"later","mode":"range","conditional":true,"cost_oneway":0.001,"hold":3,"return_pct":-4.603425322663279,"drawdown_pct":12.36330929587195,"win_rate_pct":38.095238095238095,"avg_win_pct":1.4207406789431165,"avg_loss_pct":1.2180975179052838,"sample":21,"mean_pct":-0.2128258238677979,"quarter_kelly":0,"ledger_error":1.4551915228366852e-11,"cagr_pct":-1.2763609604915183,"both_hit":0},"statistics":{"trade_mean_ci95_pct":[-0.8158713215769833,0.4405276085542465],"return_p05_p50_p95_pct":[-14.342092294582207,-4.602227585558993,6.648391613510358],"regimes":{"1":{"sample":15,"mean_pct":-0.3544854189631366,"return_pct":-5.36022522264269},"2":{"sample":6,"mean_pct":0.14132316387055166,"return_pct":0.7996636739256768}}}}; Percent returns; one-way cost=fee+slip split equally. Calendar3-month bootstrap10000 seed906; later2023-Sep2026 not pristine independent OOS. Daily exit approximations, no signedflow/15min validation. https://runway.adityaperswal.workers.dev/data/stock-bars ; local artifacts/test.py,stats.py; frozen note213

{"metric":{"name":"EEM_later_fixed_condTrue_cost0.001_hold3","symbol":"EEM","period":"later","mode":"fixed","conditional":true,"cost_oneway":0.001,"hold":3,"return_pct":-2.7856436698379783,"drawdown_pct":11.925423094683696,"win_rate_pct":38.095238095238095,"avg_win_pct":1.339770372031207,"avg_loss_pct":1.0242839941208928,"sample":21,"mean_pct":-0.12369185463437846,"quarter_kelly":0,"ledger_error":1.4551915228366852e-11,"cagr_pct":-0.767114559761295,"both_hit":0},"statistics":{"trade_mean_ci95_pct":[-0.7276210662833321,0.5803441373173707],"return_p05_p50_p95_pct":[-13.418904339592025,-2.86102518437239,9.277415794763726],"regimes":{"1":{"sample":15,"mean_pct":-0.2784341514685101,"return_pct":-4.267194124389617},"2":{"sample":6,"mean_pct":0.2631638874509533,"return_pct":1.5475890850591867}}}}; Percent returns; one-way cost=fee+slip split equally. Calendar3-month bootstrap10000 seed906; later2023-Sep2026 not pristine independent OOS. Daily exit approximations, no signedflow/15min validation. https://runway.adityaperswal.workers.dev/data/stock-bars ; local artifacts/test.py,stats.py; frozen note213

{"metric":{"name":"EEM_train_fixed_condFalse_cost0.001_hold3","symbol":"EEM","period":"train","mode":"fixed","conditional":false,"cost_oneway":0.001,"hold":3,"return_pct":15.136750451347748,"drawdown_pct":16.95181406608898,"win_rate_pct":50,"avg_win_pct":1.7910351477536453,"avg_loss_pct":1.4077419510975249,"sample":82,"mean_pct":0.1916465983280602,"quarter_kelly":0.026750814824659838,"ledger_error":4.547473508864641e-11,"cagr_pct":2.0378100719714576,"both_hit":0},"statistics":{"trade_mean_ci95_pct":[-0.2678528191942874,0.6438979361965671],"return_p05_p50_p95_pct":[-15.718594818582755,15.580593071491467,56.891850857743655],"regimes":{"2":{"sample":63,"mean_pct":0.17668929217739335,"return_pct":10.266344039802867},"3":{"sample":19,"mean_pct":0.24124187661711213,"return_pct":4.416947395832338}}}}; Percent returns; one-way cost=fee+slip split equally. Calendar3-month bootstrap10000 seed906; later2023-Sep2026 not pristine independent OOS. Daily exit approximations, no signedflow/15min validation. https://runway.adityaperswal.workers.dev/data/stock-bars ; local artifacts/test.py,stats.py; frozen note213

{"metric":{"name":"EEM_train_range_condTrue_cost0.001_hold3","symbol":"EEM","period":"train","mode":"range","conditional":true,"cost_oneway":0.001,"hold":3,"return_pct":6.781441308103786,"drawdown_pct":7.936838538921909,"win_rate_pct":51.28205128205128,"avg_win_pct":1.6958114864538445,"avg_loss_pct":1.408860168331485,"sample":39,"mean_pct":0.18327914181483768,"quarter_kelly":0.0270193861875086,"ledger_error":2.3646862246096134e-11,"cagr_pct":0.9435101303366444,"both_hit":0},"statistics":{"trade_mean_ci95_pct":[-0.3608248045957735,0.6969985198676744],"return_p05_p50_p95_pct":[-10.210233080386221,6.841914696357332,27.042094869779596],"regimes":{"2":{"sample":31,"mean_pct":0.05707763885958749,"return_pct":1.293160678796701},"3":{"sample":8,"mean_pct":0.6723099657664312,"return_pct":5.418214411050903}}}}; Percent returns; one-way cost=fee+slip split equally. Calendar3-month bootstrap10000 seed906; later2023-Sep2026 not pristine independent OOS. Daily exit approximations, no signedflow/15min validation. https://runway.adityaperswal.workers.dev/data/stock-bars ; local artifacts/test.py,stats.py; frozen note213

{"metric":{"name":"EEM_train_fixed_condTrue_cost0.001_hold3","symbol":"EEM","period":"train","mode":"fixed","conditional":true,"cost_oneway":0.001,"hold":3,"return_pct":30.24539464894971,"drawdown_pct":11.055170305212403,"win_rate_pct":58.97435897435898,"avg_win_pct":2.048425342626545,"avg_loss_pct":1.239688838142356,"sample":39,"mean_pct":0.6994554223110983,"quarter_kelly":0.08536501279248945,"ledger_error":2.3646862246096134e-11,"cagr_pct":3.8544572009477696,"both_hit":0},"statistics":{"trade_mean_ci95_pct":[0.052821812328670135,1.2857294049781425],"return_p05_p50_p95_pct":[5.5100277223327865,30.536769050082647,60.31224868544343],"regimes":{"2":{"sample":31,"mean_pct":0.5963049448935507,"return_pct":19.52626225861991},"3":{"sample":8,"mean_pct":1.0991635223040888,"return_pct":8.968014382593982}}}}; Percent returns; one-way cost=fee+slip split equally. Calendar3-month bootstrap10000 seed906; later2023-Sep2026 not pristine independent OOS. Daily exit approximations, no signedflow/15min validation. https://runway.adityaperswal.workers.dev/data/stock-bars ; local artifacts/test.py,stats.py; frozen note213

{"metric":{"name":"EFA_train_range_condTrue_cost0.001_hold4","symbol":"EFA","period":"train","mode":"range","conditional":true,"cost_oneway":0.001,"hold":4,"return_pct":-4.6868206840793185,"drawdown_pct":15.77703098384048,"win_rate_pct":41.935483870967744,"avg_win_pct":1.5394202339344076,"avg_loss_pct":1.3561374013211613,"sample":31,"mean_pct":-0.14187129621398725,"quarter_kelly":0,"ledger_error":7.275957614183426e-12,"cagr_pct":-0.6846659455909232,"both_hit":0},"statistics":{"trade_mean_ci95_pct":[-0.6883188647220431,0.4136934608684541],"return_p05_p50_p95_pct":[-17.331825775226513,-4.870281417212874,9.995942027536863],"regimes":{"2":{"sample":26,"mean_pct":-0.3228092637841746,"return_pct":-8.36302662135122},"3":{"sample":5,"mean_pct":0.799006135150988,"return_pct":4.011705976016611}}}}; Percent returns; one-way cost=fee+slip split equally. Calendar3-month bootstrap10000 seed906; later2023-Sep2026 not pristine independent OOS. Daily exit approximations, no signedflow/15min validation. https://runway.adityaperswal.workers.dev/data/stock-bars ; local artifacts/test.py,stats.py; frozen note213

{"metric":{"name":"EFA_train_range_condTrue_cost0.001_hold2","symbol":"EFA","period":"train","mode":"range","conditional":true,"cost_oneway":0.001,"hold":2,"return_pct":-5.376205865510897,"drawdown_pct":15.218864617453987,"win_rate_pct":41.935483870967744,"avg_win_pct":1.2134194541829486,"avg_loss_pct":1.1664877670924123,"sample":31,"mean_pct":-0.1684621581704868,"quarter_kelly":0,"ledger_error":1.0913936421275139e-11,"cagr_pct":-0.787795848820183,"both_hit":0},"statistics":{"trade_mean_ci95_pct":[-0.6619445804152392,0.3427498110469124],"return_p05_p50_p95_pct":[-16.67040442521273,-5.307656373221298,7.785524740434215],"regimes":{"2":{"sample":26,"mean_pct":-0.37384060884205117,"return_pct":-9.470442542019274},"3":{"sample":5,"mean_pct":0.899505785321648,"return_pct":4.5225413571793105}}}}; Percent returns; one-way cost=fee+slip split equally. Calendar3-month bootstrap10000 seed906; later2023-Sep2026 not pristine independent OOS. Daily exit approximations, no signedflow/15min validation. https://runway.adityaperswal.workers.dev/data/stock-bars ; local artifacts/test.py,stats.py; frozen note213

{"metric":{"name":"EFA_later_range_condTrue_cost0.005_hold3","symbol":"EFA","period":"later","mode":"range","conditional":true,"cost_oneway":0.005,"hold":3,"return_pct":-13.568381459372269,"drawdown_pct":17.214333984641993,"win_rate_pct":42.10526315789473,"avg_win_pct":0.5084266714889318,"avg_loss_pct":1.6755534423994145,"sample":19,"mean_pct":-0.755982868130637,"quarter_kelly":0,"ledger_error":1.0913936421275139e-11,"cagr_pct":-3.8966404067413585,"both_hit":0},"statistics":{"trade_mean_ci95_pct":[-1.3458109807438416,-0.10947887297790158],"return_p05_p50_p95_pct":[-22.79540151360471,-13.48517531020541,-3.6813939307834955],"regimes":{"1":{"sample":12,"mean_pct":-0.6598752519781491,"return_pct":-7.75004569921387},"2":{"sample":7,"mean_pct":-0.9207387815348984,"return_pct":-6.307142159861934}}}}; Percent returns; one-way cost=fee+slip split equally. Calendar3-month bootstrap10000 seed906; later2023-Sep2026 not pristine independent OOS. Daily exit approximations, no signedflow/15min validation. https://runway.adityaperswal.workers.dev/data/stock-bars ; local artifacts/test.py,stats.py; frozen note213

{"metric":{"name":"EFA_later_fixed_condTrue_cost0.005_hold3","symbol":"EFA","period":"later","mode":"fixed","conditional":true,"cost_oneway":0.005,"hold":3,"return_pct":-16.128274865177794,"drawdown_pct":18.83399521747684,"win_rate_pct":36.84210526315789,"avg_win_pct":0.38113200048876766,"avg_loss_pct":1.6677332627018298,"sample":19,"mean_pct":-0.9128881657368727,"quarter_kelly":0,"ledger_error":1.2732925824820995e-11,"cagr_pct":-4.680985371270696,"both_hit":0},"statistics":{"trade_mean_ci95_pct":[-1.4606645531743414,-0.3108456347112021],"return_p05_p50_p95_pct":[-24.93318041068297,-15.8835751686491,-6.638093714978437],"regimes":{"1":{"sample":12,"mean_pct":-0.9409983429736242,"return_pct":-10.840160682466493},"2":{"sample":7,"mean_pct":-0.8646992904738672,"return_pct":-5.931049476074202}}}}; Percent returns; one-way cost=fee+slip split equally. Calendar3-month bootstrap10000 seed906; later2023-Sep2026 not pristine independent OOS. Daily exit approximations, no signedflow/15min validation. https://runway.adityaperswal.workers.dev/data/stock-bars ; local artifacts/test.py,stats.py; frozen note213

{"metric":{"name":"EFA_later_range_condTrue_cost0.0002_hold3","symbol":"EFA","period":"later","mode":"range","conditional":true,"cost_oneway":0.0002,"hold":3,"return_pct":3.7261195915552436,"drawdown_pct":5.813948760717979,"win_rate_pct":57.89473684210527,"avg_win_pct":1.2104951328147624,"avg_loss_pct":1.18622546638488,"sample":19,"mean_pct":0.20134961736228155,"quarter_kelly":0.04158414435217174,"ledger_error":1.8189894035458565e-12,"cagr_pct":1.0021692708911623,"both_hit":0},"statistics":{"trade_mean_ci95_pct":[-0.3995423576271478,0.8508523231681147],"return_p05_p50_p95_pct":[-5.701716328624872,3.589010101572354,14.229025686568278],"regimes":{"1":{"sample":12,"mean_pct":0.29838431149594,"return_pct":3.513499848752333},"2":{"sample":7,"mean_pct":0.035004427418867105,"return_pct":0.205402911807262}}}}; Percent returns; one-way cost=fee+slip split equally. Calendar3-month bootstrap10000 seed906; later2023-Sep2026 not pristine independent OOS. Daily exit approximations, no signedflow/15min validation. https://runway.adityaperswal.workers.dev/data/stock-bars ; local artifacts/test.py,stats.py; frozen note213

{"metric":{"name":"EFA_later_fixed_condTrue_cost0.0002_hold3","symbol":"EFA","period":"later","mode":"fixed","conditional":true,"cost_oneway":0.0002,"hold":3,"return_pct":0.6540053116704359,"drawdown_pct":8.132791994962007,"win_rate_pct":57.89473684210527,"avg_win_pct":1.01872606999501,"avg_loss_pct":1.2987877622433044,"sample":19,"mean_pct":0.042930772210456485,"quarter_kelly":0.010535406296873023,"ledger_error":7.275957614183426e-12,"cagr_pct":0.1778428039554525,"both_hit":0},"statistics":{"trade_mean_ci95_pct":[-0.5158571616586333,0.6368070237760203],"return_p05_p50_p95_pct":[-7.861207447593746,0.687863016333945,9.94340975031478],"regimes":{"1":{"sample":12,"mean_pct":0.014549437209038346,"return_pct":0.04608765027478423},"2":{"sample":7,"mean_pct":0.09158448935574282,"return_pct":0.6076376154966034}}}}; Percent returns; one-way cost=fee+slip split equally. Calendar3-month bootstrap10000 seed906; later2023-Sep2026 not pristine independent OOS. Daily exit approximations, no signedflow/15min validation. https://runway.adityaperswal.workers.dev/data/stock-bars ; local artifacts/test.py,stats.py; frozen note213

{"metric":{"name":"EFA_later_fixed_condFalse_cost0.001_hold3","symbol":"EFA","period":"later","mode":"fixed","conditional":false,"cost_oneway":0.001,"hold":3,"return_pct":-11.65336497471291,"drawdown_pct":19.269330789004833,"win_rate_pct":50,"avg_win_pct":0.9162517982613331,"avg_loss_pct":1.4524106287446452,"sample":44,"mean_pct":-0.26807941524165607,"quarter_kelly":0,"ledger_error":3.092281986027956e-11,"cagr_pct":-3.3208635088134653,"both_hit":0},"statistics":{"trade_mean_ci95_pct":[-0.7326332192459151,0.14172546810076916],"return_p05_p50_p95_pct":[-25.652656391681095,-11.413308054280197,3.553593114198312],"regimes":{"1":{"sample":28,"mean_pct":-0.470747788165552,"return_pct":-12.802614092353426},"2":{"sample":16,"mean_pct":0.08659023737516124,"return_pct":1.3179857465659417}}}}; Percent returns; one-way cost=fee+slip split equally. Calendar3-month bootstrap10000 seed906; later2023-Sep2026 not pristine independent OOS. Daily exit approximations, no signedflow/15min validation. https://runway.adityaperswal.workers.dev/data/stock-bars ; local artifacts/test.py,stats.py; frozen note213

{"metric":{"name":"EFA_later_range_condTrue_cost0.001_hold3","symbol":"EFA","period":"later","mode":"range","conditional":true,"cost_oneway":0.001,"hold":3,"return_pct":0.6202929858438511,"drawdown_pct":7.19655883213195,"win_rate_pct":52.63157894736842,"avg_win_pct":1.1593369032349665,"avg_loss_pct":1.2012680052702667,"sample":19,"mean_pct":0.0411556307851192,"quarter_kelly":0.00887482117369856,"ledger_error":1.2732925824820995e-11,"cagr_pct":0.16869603585496495,"both_hit":0},"statistics":{"trade_mean_ci95_pct":[-0.5488546052653037,0.6886803891309617],"return_p05_p50_p95_pct":[-8.604761631794808,0.5061430946521339,10.927457045465856],"regimes":{"1":{"sample":12,"mean_pct":0.13803519353034086,"return_pct":1.5449985328723104},"2":{"sample":7,"mean_pct":-0.12492361963526144,"return_pct":-0.9106362306253168}}}}; Percent returns; one-way cost=fee+slip split equally. Calendar3-month bootstrap10000 seed906; later2023-Sep2026 not pristine independent OOS. Daily exit approximations, no signedflow/15min validation. https://runway.adityaperswal.workers.dev/data/stock-bars ; local artifacts/test.py,stats.py; frozen note213